SCHOOL OF AEROSPACE,
TRANSPORT and MANUFACTURING
PRE-MASTERS COURSE
ACADEMIC YEAR 2014 - 15
MATHEMATICS 1
Term 1
Contents
Chapter 1: Preliminaries
Quadratic expressions
Polynomials and Rational Functions
Algebraic Division
Indices and Logarithms
The Binomial theorem
Partial fractions
Arithmetic and Geometric series
Some important functions
Natural Logarithmic function
Exponential Functions
Trigonometric Functions
Hyperbolic Functions
Trigonometric and Hyperbolic Identities
Functions (general)
Numerical Methods and Errors
How errors combine
Relative error
Types of growth of errors
Chapter 2: Matrices and Theory of Systems of Linear Equations
Denitions and Operations involving Matrices
The Inverse Matrix and its Calculation
Linear Systems of Simultaneous Equations
Solution (Regular Case)
Solution - more general and irregular cases
Homogeneous and Inhomogeneous Systems
Linear Dependence and Independence
Rank of a Matrix
Iterative Methods of Solution for Linear Systems
Appendix: Theorems governing Solutions of Linear Systems
Chapter 3: Dierentiation
Denitions and Properties
Rules for Dierentiation
Chain Rule
Product Rule
Quotient Rule
Use of Natural Logarithms
Inverse Functions
Implicit Dierentiation
Parametric Dierentiation
2
4
4
4
6
8
10
12
12
12
14
16
18
20
22
26
28
29
32
36
40
40
42
46
47
48
53
56
58
58
58
58
60
60
62
62
66
68
70
72
74
77
78
80
83
83
83
84
90
92
93
93
94
96
97
100
102
104
Chapter 6: Polynomials
Denitions
Theorem 1: The Remainder Theorem
Theorem 2: The Fundamental Theorem of Algebra
Theorem 3: Number of Zeros of a Polynomial
Theorem 4: Multiplicity of Zeros of a Polynomial
Theorem 5: Complex Zeros of a Real Polynomial
Relationships between Coecients and Zeros of Polynomials
Numerical Solution of Equations: the Newton-Raphson Method
Estimation of Location of Real Roots
Polynomial Interpolation
The Lagrange Interpolation Formula
Divided Dierences and Newtons Interpolation Formula
Curve Fitting
The Least Squares Method
Appendix: Proofs of Theorems
110
110
110
112
112
114
116
120
123
126
126
127
129
131
135
Chapter 7: Integration
Denitions and Properties of Integrals
Methods for nding Integrals
Class 1: Use of Direct Derivatives
Standard Forms
Substitution
Use of Partial Fractions
Powers and Products of Trig and Hyperbolic Functions
Class 2: Integration by Parts
Reduction Formulae
Numerical Integration
The Trapezium Rule
Simpsons Rule
Appendix A: Proof of the Fundamental Theorem of the Calculus
Appendix B: Gaussian Quadrature
138
139
140
140
142
146
148
150
152
155
155
156
158
159
164
170
172
175
178
179
180
182
184
186
188
189
191
192
195
197
199
200
Exercises
Formulae Sheets
Chapter 1.
PRELIMINARIES
PRELIMINARIES
1. Quadratic Expressions
(a) Factorising
ax2 + bx + c
ax2 + bx + c = 0
b2 4ac
2a
a[(x + h)2 k 2 ]
in the form
c
a
EXAMPLE
i. x2 7x + 10 =
ii. 2x2 + 5x 12 =
iii. x2 y 2 =
iv. 12 + x 6x2 = (6x2 x 12) =
EXAMPLE
(i)
f1 (x) = x2 + 4x + 29
(ii)
= 2(x2 32 x 2)
Coecient of x is 23
So h = 43
Coecient of x is +4
So h = +2
f1 = (x + 2)2 4 + 29
= (x + 2)2 + 25
or
f2 (x) = 4 + 3x 2x2
f2 (x) = 2[(x 43 )2
]
2[(x 34 )2 41
16
(x + 2)2 + 52
or
41
8
2(x 34 )2
9
16
2]
N (x)
D(x)
NR (x)
D(x)
where the degree of NR (x) is less than the degree of D(x). It is often necessary,
for integration, for graph sketching, and various other purposes, to express a rational
function in this form. We obtain this form by algebraic division, dividing out the
rational function. The method is illustrated in the example on the adjacent page.
an am =
an+m
a0
an
an am = anm
(an )m =
anm
an
=1
1
= n
a
= na
Logarithms The logarithm of a number (x) is the power (y) to which the base of
the logarithm (a) must be raised in order to equal the given number (x).
i.e.
y = loga x
ay = x
Since logarithms are powers (indices), the rules for combining them are basically the
same as those for indices:
log x + log y = log xy
x
log x log y = log
y
y log x = log(xy )
EXAMPLE
(i)
is a polynomial of degree 4.
x3
2x + 7
4x2 + 6x 1
EXAMPLE
x2 + 2x 8 |3x3 + 11x2 12x 50
N.B. These laws of indices imply that it is possible to factorise expressions such as ax+y
into the factors ax ay .
EXAMPLE
e1+ 2
(i)
= e1 e 2
ecos
ei sin
EXAMPLE
)
(x + 2) 3x 2
=
log(x
+
2)
+
log
log
3x 2 log(x + 4)3
(x + 4)3
1
= log(x + 2) + log(3x 2) 3 log(x + 4)
2
(
n(n 1) n2 2
n(n 1)(n 2) n3 3
a x +
a x ...
2!
3!
n(n 1)(n 2)...(n (r 1)) nr r
.. +
a x + ... + xn
r!
an + nan1 x +
(a+x)n = an +
n n1
n n2 2
n nr r
a x+
a x +....+
a x +....+xn ;
1
2
r
n
r
n!
(n r)!r!
Pascals Triangle
1
1
1
1
1
1
2
3
4
5
6
10
1
4
10
1
5
In these cases it is safer to consider only expressions of the form (1 + x)n , taking out
a factor an before expanding where necessary (see below). For (1 + x)n , we have
(1+x)n = 1 + nx +
There is no last term in these cases, and the series is therefore innite. Clearly, if these
individual terms are too large, the sum of the series will be innite and the expansion
cannot be valid. (The value of (1 + x)n for nite n and x, x = 1 for negative n,
must be nite). It can be shown that
The series expansion is valid provided |x| < 1
[ (
x
a
)]n
= an 1 +
x
a
)n
x
expansion then valid if < 1
a
EXAMPLE
(i)
(a + x)4
=
=
(ii)
4.3 2 2
4.3.2 3
ax +
ax + x4
2!
3!
a4 + 4a3 x + 6a2 x2 + 4ax3 + x4
a4 + 4.a3 x +
EXAMPLE
(i)
(a + x)6 =
EXAMPLE
(i) (1 + x)2
(ii)
(2)(3) 2
(2)(3)(4) 3
x +
x + .....
2!
3!
1 2x + 3x2 4x3 + ....
Valid only for |x| < 1 (or 1 < x < 1)
1 + (2)x +
2 x = (2 x)
1
2
=
x
Valid for
x
1
2
)1
1
x
Then expanding with n = , x = ,
2
2
( )(
)
1
1 (
( )(
)
)
2
2
1
x
x
1
2
+
...
= 2 2 1 +
2
2
2!
2
= 2
1
2
x2
x3
x
.....
2 1
4
32
128
< 1
|x|
< 1 |x| < 2, or 2 < x < 2
2
6. Partial Fractions
The aim is to express a rational function f (x) = N (x)/D(x), N (x) and D(x) being
polynomials, as the sum of simpler rational functions.
In order to obtain a partial fraction representation of f (x)
1. f (x) must be such that the degree of N (x) < the degree of D(x). If this is not
the case, then f (x) must be divided out (see Algebraic Division, p.4), giving
f (x) = PQ (x) +
NR (x)
D(x)
NR (x) being the remainder after division, the degree of NR (x) being less than the degree
of D(x). We then apply the partial fraction techniques to the fraction NR (x)/D(x).
2.
3. f (x) (or NR (x)/D(x)) is then expressed as the sum of fractions with, as yet,
unknown numerators, the denominators being the factors of D(x), as follows:
Any factor which occurs only once in D(x) is used in a single fraction with this
factor as its denominator;
Any factor which is repeated in D(x), say m times, is used in m fractions whose
denominators are powers of the factor concerned, the powers increasing from 1 in the
rst of these fractions to m in the mth.
4.
or
(b) Equating coecients of like powers of x from each side of the identity.
The equations thus formed can be solved to nd the coecients in the new numerators.
EXAMPLE 1.
f1 (x) =
Here the degree of the N (x) >the degree of D(x). So f1 (x) must be divided out, giving
f1 (x) = 3x + 5 +
2x 10
+ 2x 8
x2
+
(x + 4)(x 2)
x+4
x2
Multiplying this identity through by D(x), we obtain
2x 10 A(x 2) + B(x + 4)
Substituting, in turn x = 2 and then x = 4 in this, we obtain B = 1, A = 3
Thus f1 (x) = 3x + 5 +
3
1
x+4 x2
2x3 + x2 + 20x + 12
(x2 + 5)(x + 1)2
Here division is unnecessary (degree of N (x) = 3 <degree of D(x) = 4). D(x) is
already in factored form. The necessary form of partial fractions for f2 (x) is
EXAMPLE 2.
f2 (x) =
2x3 + x2 + 20x + 12
Ax + B
C
D
+
+
(x2 + 5)(x + 1)2
x2 + 5
x + 1 (x + 1)2
since D(x) contains the repeated factor (x + 1)2 . Multiplying through by D(x):
2x3 + x2 + 20x + 12 (Ax + B)(x + 1)2 + C(x2 + 5)(x + 1) + D(x2 + 5)
Substituting x = 1 gives :
2 + 1 20 + 12 = 0 + 0 + 6D D = 23
We now need to multiply out the R.H.S. so that like powers of x can be equated.
2x3 +x2 +20x+12 Ax3 +2Ax2 +Ax+Bx2 +2Bx+B+Cx3 +Cx2 +5Cx+5C+Dx2 +5D
Equating coecients of x3 , x2 , x, constant terms, we obtain four equations which can
be solved for A, B, C, D:
2
1
20
12
=
=
=
=
A+C
2A + B + C + D
A + 2B + 5C
B + 5C + 5D
7
2
a + (n 1)d =
Sn =
n
(2a + (n 1)d)
2
n
=
(a + )
2
An A.P. never has an innite number of terms. Its sum would be innite.
arn1
Sn =
a(1 rn )
1r
It is possible for a G.P. to have innitely many terms and yet to have a nite
sum. The condition for this to be possible is
|r| < 1
In this case the sum to innity, denoted by S, is given by
S=
In this case, the series has no last term.
10
a
1r
EXAMPLE
The sum of the rst n natural numbers
1 + 2 + 3 + 4 + 5 + .... + n
is an A.P. with a = 1 and d = 1. The sum, Sn , is therefore
n
n(n + 1)
(2.1 + (n 1).1) =
2
2
7.8
= 28
2
N.B. If we are given that three numbers are consecutive terms of an A.P., we can
obviously express them as
a, a + d, a + 2d
e.g. If n = 7, then : 1 + 2 + 3 + 4 + 5 + 6 + 7 =
EXAMPLE 1
The series
1+
1 1 1
1
+ + + ....
2 4 8 16
EXAMPLE 2
The series
1 ex + e2x e3x + e4x .....
11
ln x
ln x =
1
1
dt
t
Curve y =
1
t
1
t
The function is found to obey the rules of logarithms, and the value of x for which the area
concerned has the value 1 is dened as the exponential number e (value 2.71828182...).
Hence ln e = 1, and therefore the base of this natural logarithm function is e.
i.e. ln x = loge x
ex
From the denition of a logarithm (as a power see p.4), this is the inverse of
the natural log function. It can be expressed as a power series in powers of x as:
x2 x3 x4 x5
e =1+x+
+
+
+
+ ....
2!
3!
4!
5!
This expansion is valid for all x.
x
y = ex
x=y
Also:
y = ln x
1
1
-x
12
eln x
ln(ex )
e1
e0
=
=
=
=
x for x > 0
x for all x
e ln e = 1
1 ln 1 = 0
-t
EXAMPLE
One of the rules of logarithms (to any base) is
log x + log y = log xy
Therefore if the function ln x dened by the given integral is to obey this law, we
need
ln x + ln y = ln xy
In terms of the denition, this would be:
y
xy
1
1
1
dt +
dt =
dt
t
t
1 t
1
Let t =
Then:
1
x
du
= , dt =
;
t
u
x
t = 1 u = x; t = y u = xy
xy
xy
xy
1
x du
1
1
Then
dt =
.
=
du which can be written
dt
t
t=1 t
u=x u x
u=x u
x
since u is a dummy variable doesnt matter what letter is used.
y
So
1
y
x
xy
xy
1
1
1
1
1
dt +
dt =
dt +
dt =
dt
t
t
t
1 t
1 t
x
1
Similarly, ex =
e =
e2 ln x ,
e2+ 2 ln x etc.
e2+ 2 ln x
13
2)
=
=
eln(x
= x2
=
=
e2 .eln(x 2 )
as required
1
sin x
1
cos x;
sec x =
cos x
1
tan x;
cot x =
tan x
sin x and cos x are also known as the circular functions
Trig. ratios:
sin x;
cosec x =
Possible values:
1 cos x, sin x 1
cosec x, sec x 1 or 1
sin x
;
cos x
cot x =
cos x
sin x
Also, crucially:
sin2 x + cos2 x = 1
Dividing this respectively by (a) cos2 x;
(a) tan2 x + 1 = sec2 x;
+
.....
3!
5!
7!
9!
x2 x4 x6 x8
+
+
.....
cos x = 1
2!
4!
6!
8!
x3 2x5
tan x = x +
+
+ ....
3
15
These expansions are valid for all x, provided x is expressed in radians.
sin x
60
1
@
@
@ 2
@
45
cos x
sin x
-x
- x
sin x
odd function
cos(x)
cos x
even function
tan(x)
tan x
odd function
They show the range of values of x for which the trig functions are positive or
negative.
S +
A +
T +
C +
cos( x) = cos x,
sin
cos
tan
30
45
1
2
3
2
1
3
1
2
1
2
15
60
3
2
1
2
1
sinh x
1
=
cosh x
1
=
tanh x
cosech x =
cosh x;
sech x
tanh x;
coth x
Denitions
ex ex
ex + ex
;
cosh x =
2
2
Denitions of the other hyperbolic functions in terms of exponential functions
follow from these two.
sinh x =
ex ex
we have tanh x = x
e + ex
sinh x
In particular, since tanh x =
,
cosh x
cosh2 x sinh2 x = 1
y = cosh x
1
0
y =-sinh x
x
2x
4x2 + 4
Solving, ey =
2
y
2
In fact x + x + 1, since e must be +ve
16
sinh y = x
2x = ey ey
a quadratic equation in ey
2x 2 x2 + 1
=
= x x2 + 1
2
y = sinh1 x = ln(x + x2 + 1)
(even function)
(odd function)
(odd function)
As x ,
x = tanh y =
17
cos2 A + sin2 A = 1;
sin(A B)
sin 2A
cos(A B)
cos 2A
sin A sin B =
cos2 A =
sin2 A =
cot2 A + 1 = cosec2 A
=
=
=
=
cos A cos B =
1 + tan2 A = sec2 A :
sin x =
2t
,
1 + t2
cos x =
1 t2
1 + t2
1
[sin(A + B) + sin(A B)]
2
1
[cos(A + B) + cos(A B)]
2
1
[cos(A B) cos(A + B)]
2
1
(1 + cos 2A)
2
1
(1 cos 2A)
2
x
Relationships with
exponential functions :
cosh x = e +e
2
ix
ix
cos x = e +e
2
sinh x = e e
2
ix
ix
sin x = e e
2i
As a result:
cos ix = cosh x
sin ix = i sinh x
cosh ix = cos x
sinh ix = i sin x
cosh1 x
sinh1 x
tanh1 x
18
= ln(x x2 1)
= ln(x + x2 + 1)
(
)
1
1+x
=
ln
2
1x
For relationships between hyperbolic functions, replace the trig function by the
corresponding hyperbolic function, with the proviso that if a ny term contains the
product (or implied product) of two sines, then the sign of this term is reversed
for the hyperbolic relationship. This is basically because
sin ix = i sinh x and therefore sin2 ix = i2 sinh2 x = sinh2 x
cos2 A + sin2 A = 1
cosh2 A sinh2 A = 1
2.
3.
4.
tan(A + B) =
tanh(A + B) =
tan A+tan B
1tan A tan B
19
tanh A+tanh B
1+tanh A tanh B
9. Functions (general)
(a) Odd and Even functions
i. A function f is odd if
f (x) = f (x)
The graph of an odd function has point symmetry about the origin the
graph is unchanged when rotated through 180 about the origin.
Examples are:
a
a
fO (x) dx = 0
cos x, cosh x,
Any polynomial containing only even powers of x.
a
a
fE (x) dx = 2
fE (x) dx
Most functions are neither odd nor even. However all functions can be expressed
as the sum of an odd function + an even function. If the given function is f , and
functions f1 and f2 are dened as
1
f1 (x) = (f (x) + f (x)) :
2
1
f2 (x) = (f (x) f (x)), then
2
EXAMPLE
Consider f (x) = x2 cos x 2x sin x
To decide whether f (x) is odd or even, we consider f (x).
f (x) = (x)2 . cos(x) 2(x). sin(x)
=
Graphs: if we know that a function is either odd or even, we only need to know the
shape of the graph on one side of the y-axis to be able to draw the complete graph:
y
-x
-x
odd
even
EXAMPLE
ex + ex
= cosh x;
2
Then ex = cosh x + sinh x
(even+odd)
f1 (x) =
f2 (x) =
ex ex
= sinh x
2
The circular functions, sin x and cos x are both periodic with period 2
The function tan x is periodic with period
(See graphs)
In the case of functions such as sin px, cos px, these repeat when the argument, in this
case px, increases by 2.
Therefore if the period is T , then
pT = 2
Then, e.g., the period of sin 3x is
2
;
3
T =
2
p
ex dx
Evaluate
1
22
ERRORS
An error is the dierence between the exact value, n, of a number and the approximation, n , to that number. If the error is denoted by , then
= n n
(or = n n if preferred)
(ii)
Parameters, used in most mathematical formulations, only being available from
measurement and therefore can only be accurate to within certain limits;
(iii) If an innite process is needed, this cannot, by denition, be complete. The
error resulting is a truncation error; i.e. All the terms after, say, the N th term of an
innite series representing a number are rejected. The obvious case of this occurs when
all the digits after a chosen decimal place in a number are rejected without correction.
(iv) In digital computation, only a nite number of digits can be given as the result
of a calculation. The operator aims to minimise this error by rounding to the nearest
available power of 10. This is called the round-o error.
Clearly we cannot evaluate the error arising from any of these sources. If we could,
we could eliminate it. However, we do need to try to set, in some cases, or identify, in
others, bounds within which the error must lie. Thus a judgement can eventually be
made about the likely accuracy of the calculation.
In general, if a decimal number is approximated to k decimal places, then:
If the number has been truncated, the truncation error 1 is such that
|1 | 10k
If the number has been rounded, the round-o error 2 is such that
|2 |
23
1
10k
2
n = 0.14285714285714285
7
1
7
is
(recurring)
1
0.1428 = n1
7
1
0.1429 = n2
7
24
or
k
,
m
(k m)
25
or
k ( m)
n2 = n2 + 2
The result of the addition is seen to be n1 + n2 , and the error is now 1 + 2 . If these
have the same sign, they will reinforce so that the errors build up. In general we do
not know the sign of the error, so we need to anticipate the worst case and allow for it
when deciding whether our answer is acceptably accurate.
Subtraction
n1 n2 = (n1 + 1 ) (n2 + 2 ) = (n1 n2 ) + (1 2 )
The result in this case is apparently n1 n2 , with error 1 2 . In this case if 1 and 2
have opposite signs, we have a larger error than for either of the individual numbers.
Again, not knowing this information, we must anticipate the worst case.
Multiplication
n1 n2 = (n1 + 1 ) (n2 + 2 )
= n1 .n2 + 1 .n2 + 2 .n1 + 1 .2
Since the initial errors were small enough for n1 and n2 to be considered good enough
to represent n1 and n2 with sucient accuracy for our purposes, the last term of this
expression, 1 .2 can be neglected in comparison with the others. Hence n1 .n2 is taken
as the result of the multiplication, the error being 1 .n2 + 2 .n1 . Again in this case,
these will reinforce if the signs of 1 and 2 are the same.
Division
n1
n2
1
(n1
n2
=
(
(n1 +1 )
(n2 +2 )
+ 1 ) 1
2
n2
n2
,
n2
error
1
n2
)2
+ O(2 ) .. =
=
Apparent value
n1 +1
n2 (1+ n2 )
n1
n2
2 n1
;
n2
2
1
n2
1
(n1
n2
1
n2
2 n1
n2
2
+ 1 ) 1 +
2
n2
n1 2
n2
n1 + 1
)1
1 2
n2
+ O()2 ..
+ O(2 )
Examples
Suppose that two numbers, n1 and n2 are given as n1 = 4.63, n2 = 2.15, where these
numbers have been corrected to two decimal places. The errors in each could therefore
have absolute values of up to 12 102 = 0.005 (see p.23 ). The errors arising when
performing the following calculations could be as large as shown:
n1 + n2 = 6.78
|error| 0.005 + 0.005 = 0.01
2.152
n2
If, in fact, these numbers are exactly n1 = 4.628, n2 = 2.146, 1 and 2 are both
negative;
1 = 4.628 4.63 = 0.002,
so the errors resulting from the addition and multiplication operations will in this
case be larger than those resulting from subtraction and division. In particular, this
means that if the answers are required to be accurate to two decimal places, we cannot
guarantee this if the numbers are corrected to two decimal places before the calculation
is made.
n1 + n2 = 6.774
|error| = 0.006
n1 n2 = 2.482
|error| = 0.002
n1 n2 = 9.931688 |error| = 0.022812
n1
= 2.15657.. |error| = 0.0031...
n2
27
Relative error
The importance of an error can often be better appreciated if is compared with the
quantity being considered.
We therefore dene relative error as
Relative error =
r
n,
100
(or
r
n)
100
n = n 1
so that
Then
r
100
n1 n2
n1 1
n1 n2 1
r1
100
r1
100
n2 1
r2
100
r2
100
(r1 r2 )
10000
)
))
r
+r2
+ O 10000
in the worst case
n1 n2 1 r1100
i.e. r1 , r2 having the same sign.
2
Thus the number calculated as the product, n1 n2 , is within (r1 + r2 )% of the true
value.
28
We have discussed the accuracy of a number from the point of view of numbers of
decimal places given. The concept of relative error introduces the accuracy implied
by numbers of signicant gures, which may be a more appropriate measure in some
cases.
As an example, consider the value of
so
T = 1 cos x
when x = 1 , all numbers being corrected to 4 d.p.
T = 1 0.9998 = 0.0002
So
0.00005
0.00015
< 0.3333
<
Although the error 0.00005 sounds small, it is not small relative to the value of T ,
giving, as we see, an error of between -20 and 33% in the value.
29
x2 x3 x4
xn
fn (x) = n! ex 1 + x +
+
+
+ ..... +
2!
3!
4!
n!
)]
For any values of x and n, this can be computed from the given denition.
However, it can be shown that fn (x) satises the recurrence relation
fn (1)
from denition
corr.to 5 d.p.
fn (1)
from recurrence
relation
corr. to 4 d.p
fn (1)
from recurrence
relation
corr. to 5 d.p
fn (1)
from recurrence
relation
corr. to 6 d.p
0
1
2
3
4
5
6
7
8
9
10
11
12
1.71828
0.71828
0.43656
0.30969
0.23876
0.19382
0.16292
0.14042
0.12332
0.10991
0.09911
0.09023
0.08281
1.7183
0.7183
0.4366
0.3098
0.2392
0.1960
0.1760
0.2320
0.8560
6.7040
66.0400
1.71828
0.71828
0.43656
0.30968
0.23872
0.19360
0.16160
0.13120
0.04960
-0.55360
-6.53600
1.718282
0.718282
0.436564
0.309692
0.238768
0.193840
0.163040
0.141280
0.130240
0.172160
0.721600
6.937600
82.2512
30
Chapter 2.
MATRICES
AND THEORY OF
SYSTEMS OF LINEAR EQUATIONS
31
1. Matrices
A matrix is a rectangular array of numbers or elements.
A matrix is usually denoted by a capital letter. The elements are denoted by lower
case letters, sometimes with subscripts indicating the position of the element within
the matrix. The rst subscript is the number of the row containing that element; the
second is the number of the column containing the element.
The order of a matrix is the number of rows the number of columns.
2. Algebraic Operations between matrices
Consider matrices A = (aij ), order nA mA ;
B = (bi,j ), order nB mB ;
C = (ci,j ), order nc mc .
Equality of two matrices:
(i)
and (ii)
(if C = A B,
Multiplication by a scalar
If C = A, then cij = aij
Corollary: If each element of a matrix contains a common factor, then this is a factor
of the matrix itself.
Product of two matrices
If C = AB, then cij = ai1 b1j + ai2 b2j + ai3 b3j + ..... + ai,mA bnA ,j
i.e.The ijth element of C is calculated from the ith row of A and the jth column of B.
Note 1: In general, matrix multiplication is not commutative. i.e.
AB = BA
Note 2: Matrix multiplication is associative. i.e.
A(BC) = (AB)C
The expression ABC, written without brackets, is therefore valid.
32
EXAMPLES
1 2 0 3
4 is a 3 4 matrix.
1 0 5
2 1 7 6
(i)
(ii)
A =
a11
a21
a12
a22
a13
a23
4
1
1
8
If A = 6 0 , B = 7 3 ,
2 3
4 2
5
9
3
7
then A + B = 1 3 ; A B = 13 3
2 5
6
1
(
(iv)
is a 23 matrix.
(iii)
3 1
5
4 0
15 5
;
20 0
x2
xy 2
xy
x3
x
=x 2
y
y
x2
(
)
1 2
4 1 1
2 1 3
(v) If A = 4 3 , B =
, then AB = 11 4 9
1 0 1
7 1
15 7 20
Order:
32
(
But BA =
Order:
23
)
(
)
1 2
2 1 3
27 10
4
3
=
1 0 1
6 1
7 1
23
32
33
22
33
(A + B)T = AT + B T
(AT )T = A
(AB)T = B T AT
a matrix of order (1 m)
a matrix of order (n 1)
N.B.
aij = 0 if i = j :
aii = 1
i.e. The elements in the leading diagonal all have value 1; all others have value 0.
I has the property that, for any square matrix A of the same order as I:
AI = IA = A
34
EXAMPLES
3
0
A = 2 1
;
4 6
(i)
A =
3 2 4
0 1 6
1 is a 3 1 column matrix.
(ii)
3
(
(iii)
If A =
4 0
0 0
and B =
0 0
, then AB =
0 3
0 0
0 0
= 0
a h g
is symmetric;
(iv)
i.e.
a12 =
, a13 =
a23 =
(v)
1 0
;
0 1
1 0
0 1
)(
0 2 3
1
0
0
0
1 0 0
1 0;
0 0 1
8 9
1 3
is antisymmetric.
a11 =
a12 =
8 9
1 3
0
1
0
0
0
0
1
0
8 9
1 3
35
, a13 =
, a23 =
0
0
;
0
1
)(
1 0
0 1
2.
(A1 )1 = A
3.
If A and B are both non-singular square matrices of the same order, then the
product AB is also non-singular, and
(AB)1 = B 1 A1
Proof:
Jordans Method for calculating the inverse of a matrix, using row operations on
an augmented matrix.
Suppose A is the square matrix whose inverse we require. We form an augmented
matrix; the L.H.S. of this is A and the R.H.S. is the unit matrix of the same order as
A. The L.H.S. and R.H.S. are then treated as the two sides of a set of simultaneous
equations, so that the following operations may be carried out:
a complete row may be multiplied by a non-zero constant;
a complete row may be added to or subtracted from another;
two complete rows may be interchanged.
We aim to perform these row operations systematically on the augmented matrix, so
that the L.H.S. becomes I. The R.H.S. will then be A1 .
36
EXAMPLES
(
(i)
If A =
2 5
, then A1 =
1 3
(
(ii)
3 5
1 2
2 5
since
1 3
)(
3 5
1 2
6 4
, and suppose B 1 , if it exists, is
9 6
1 0
0 1
a b
c d
6 4
9 6
Also
)(
a b
c d
6a 4c = 1
6b 4d = 0
6a 4c 6b 4d
9a 6c 9b 6d
1 0
0 1
and 9a 6c = 0 :
not possible.
and 9b 6d = 1 :
not possible.
Therefore B has no inverse since there are no values of a, b, c, d which will satisfy the
necessary equations. Thus
B is singular
[N.B. the determinant of B = (6 6) (9 4) = 0, as expected]
(iii)
EXAMPLE 1
Form
the
1 1
0
2
2 2
1 1 1
Find A1 , where A = 2 0 2
2 2 1
augmented matrix:
1 : 1 0 0
2 : 0 1 0
1 : 0 0 1
:
:
:
:
:
:
37
:
:
:
:
:
:
We use the numbers in the leading diagonals (called pivots) in turn to produce zeros
where required in the rest of that column.
A1
EXAMPLE 2
1 0.5 3
1
Find B , where B = 1 3 1.5
6
7
8
With more awkward numbers in the matrix, it can be useful to reduce the pivot to
the value 1 before combining the pivotal row with other rows. Any computer program
written to execute Jordans method would use this procedure.
The augmented matrix is:
1 0.5 3 : 1 0 0
1 3 1.5 : 0 1 0
6
7
8 : 0 0 1
1 0.5
3
: 1 0 0
1 1 0
0 2.5 4.5 :
0
4
10 : 6 0 1
R2 + R1
R3 6R1
Divide R2 by -2.5 so
that the next pivot to
be used (in R2 ) = 1
1 0.5
3
:
1
0
0
R1 21 R2
1 0 3.9 : 1.2
0.2 0
R3 4R2
Divide R3 by -2.8 so
that the next pivot to
be used (in R3 ) = 1
1 0 3.9 :
1.2
0.2
0
0
1
1.8
:
0.4
0.4
0
0 0
1
: 1.5714 0.5714 0.3571
R1 3.9R3
R2 + 1.8R3
1 0 0 : 4.9285 2.4285
1.3927
Thus
B 1
4.9285 2.4285
1.3927
38
EXAMPLE 3
0
0
Find C 1 , where C =
5
0
1
0
0
0
0 0
2 0
0 1
0 1
In this case, the pivot needed for the rst stage (and perhaps some of the others) is
zero. Clearly a zero pivot cannot be used in a linear combination with another number
to give zero. We need to change the pivot. This is done by interchanging complete rows
of the augmented matrix. In this case, appropriate interchanges will almost complete
the inversion process.
The augmented matrix is:
0
0
5
0
0 0
2 0
0 1
0 1
:
:
:
:
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
1
0
0
0 1
0 0
2 0
0 1
:
:
:
:
0
1
0
0
0
0
1
0
1
0
0
0
0
0
0
1
0
1
0
0
0 0
0 0
2 0
0 1
:
:
:
:
0
1
0
0
0
0
1
0
1
0
0
0
1
0
0
1
1
0
0
0
0
1
0
0
0
0
1
0
1
5
1
5
5
0
0
0
Interchange complete
rows appropriately to
eliminate zero pivots
R1 + R4
5
0
0
0
R1 5
R3 2
R4 (1)
Thus
C 1
0
1
=
0
0
39
0
0
1
2
1
0
0
0
0
0
0
0
1
0
0
0
1
:
:
:
:
0
1
0
0
0
0
1
2
1
5
0
0
0
1
5
0
1
= b1
= b2
= b3
= bm
x1
x
2
:
xn
b1
b
2
m 1 column vector
b = b, then the system can be written as Ax = b
3
:
bm
(b) Solution: The Regular case
Here A is a square non-singular matrix, so that n = m (same number of equations
as unknowns) and A1 exists. In this case the solution is unique.
Possible Methods of Solution
i.
ii.
iii.
iv.
40
x = A1 b.
EXAMPLE :
= 3
= 1
= 11
1 4 2 : 3
1 : 1
2 2
3 1
2 : 11
Use the pivots (leading diagonal elements) in turn to produce the necessary zeros
in column 1, then in column 2, etc., resulting in an upper triangular matrix.
1 4 2 : 3
1 4 2 : 3
EXAMPLE :
= 2
= 12
= 15
Ax = 12 ,
15
1 1 1
x1
where A = 2 0 2 and x = x2
2 2 1
x3
2 23
= 1 12
2 2
2
2 23
Then x = A1 12 = 1 12
15
2 2
0
1
1
2
0 12 =
1
15
x1
Thus x2
x3
=
=
=
Note also that A is the inverse of A1 and that (AT )1 = (A1 )T . If, therefore,
we need also to solve a system of equations whose coecient matrix is A1 or AT ,
we already have the necessary inverse matrices.
41
Ax = 0;
Inhomogeneous systems:
Ax = b,
where b = 0.
x1 + 4x2 + x3
2x1 x2 + 2x3
x1 2x2 + 5x3
1
4 1 : 0
2
1
2 : 0
1 2 5 : 0
= 0
= 0
= 0
and Gaussian
elimination
leads to:
R2 2R1
R3 + R1
1 4 1 : 0
0 9 0 : 0
0 2 6 : 0
Case II
x1 + 4x2 + x3
2x1 x2 + 2x3
x1 14x2 + x3
= 0
= 0
= 0
1
4
1 : 0
1 4 1 : 0
1
4
1 : 0
0 9 0 : 0
2 1 2 : 0 ; R2 2R1 0 9 0 : 0 ;
R3 R1
0 18 0 : 0
R3 2R2 0 0 0 : 0
1 14 1 : 0
The system has been reduced to two equations. From equ.2 we have,as before,
x2 = 0, but the only information we can obtain from equ.1 is the relationship
x1 + x3 = 0 x1 = x3 . There is no more information contained in the
equations from which we can derive a unique solution. So the system has innitely
many solutions which can be expressed in terms of a parameter t as
x1 = t, x2 = 0, x3 = t.
42
Case I
1 4 2 : 3
1 : 1
2 2
3 1
2 : 11
This system has already been solved; the last stage in the Gaussian elimination
process is:
1 4 2 : 3
1 : 1
0 2
0 0
5 : 15
equ.3 :
equ.2 :
equ.1 :
Case II
1
4
2 :
3
1 :
1
2 2
3 28 14 : 11
1
4
2 :
3
1 :
1 ;
2 2
3 28 14 : 11
1
4
2 :
3
R2 2R1 0 10 5 : 5 ;
R3 3R1 0 40 20 : 20
1 4 2 : 3
R2 5 0 2 1 : 1
0 : 0
R3 4R2 0 0
All we can do is choose an arbitrary value (a parameter, say t) for one of the
unknowns, say x2 , and express the other two in terms of this. So we have innitely
many solutions which can be expressed in terms of one parameter, t.
If x2 = t, from equ.2 we have x3 = 2t 1
From equ.1 we have x1 = 3 4t + 2(2t 1) = 1
This can be written as:
1
1
0
x1
x = x2 = t = 0 + t 1
x3
2t 1
1
2
The two vector terms of this solution can be thought of as the Particular Solution and the Complementary Function (cf. Linear dierential equations). The
Particular Solution is just one of the possible solutions of the given equations
(obtained when t = 0) and the Complementary Function is a solution of the
homogeneous system Ax = 0, satisfying Ax = 0 for all values of t.
43
Case III
1
4
2 : 3
1 : 1
2 2
3 28 14 : 10
1
4
2 : 3
1
4
2 : 3
1 4 2 : 3
1 : 1 0 10 5 : 5 0 2 1 : 1
2 2
3 28 14 : 10
0 40 20 : 1
0 0
0 : 21
R3 now represents the equation
0x1 + 0x2 + 0x3 = 21
This clearly cannot be satised by any values of x1 , x2 , x3 : there is therefore
no solution.
To summarise:
Homogenous Equations Ax = 0.
Always have a solution, x = 0, (the trivial solution) but may have a
non-trivial solution as in Case II. Where a non-trivial solution exists,
it always represents innitely many solutions, being dependent on at
least one arbitrary parameter.
Inhomogeneous Equations Ax = b.
Do not always have a solution. Three cases arise: there may be a
unique solution, as in Case I; there may be innitely many solutions
dependent on at least one arbitrary parameter, as in Case II, when the
equations are said to be consistent; or there is no solution, as in Case
III - the equations contain contradictory information and are said to
be inconsistent.
When we set out to solve a system of equations, it is not obvious which of these
cases, Case I, Case II or Case III will apply. The examples have demonstrated that
the use of Gaussian Elimination will identify the system concerned with one of
these, without any pre-knowledge being necessary. If the equations are consistent,
the Gaussian Elimination process also gives us the means of expressing a solution
in terms of parameters as necessary. This is much more helpful than just stating,
There are innitely many solutions.
The solution of equations by Gaussian Elimination is therefore to be recommended!
44
The next question is, Why do these dierent situations arise? This depends
on the nature of the coecient matrix, A:
A non-singular
A singular
45
i.e.
i.e.
If we consider rows of the augmented matrix (the bi elements as well as the aij )
in the inhomogeneous systems, we nd:
Case II: R3
i.e. (3, 28, 14 : 11)
Same combination as the aij
But Case III: R3
(3, 28, 14 : 10)
= 4R2 5R1
= 4 (2, 2, 1 : 1) 5 (1, 4, 2 : 3)
Hence consistency, and solutions
= 4R2 5R1 since
= 4 (2, 2, 1 : 1) 5 (1, 5, 2 : 3)
Hence inconsistency, and no solution
We say that the rows of A in cases II and III are Linearly Dependent: i.e. at
least one row can be formed by taking a linear combination of some or all of the
other rows.
A matrix whose rows are linearly dependent is always singular.
If it is not possible to express any row of a matrix as a linear combination of the
other rows, they are said to be Linearly Independent.
A matrix whose rows are linearly independent is always non-singular.
46
1
4
2
1
4
2
1 4 2
1 0 10 5 0 2 1
2 2
3 28 14
0 40 20
0 0
0
There are two non-zero rows in the nal matrix which are certainly linearly independent; the rank of the matrix is therefore 2.
The augmented matrix representing a set of equations is often denoted: A|b.
If, for a system of equations, rank(A) = rank(A|b), then the equations are consistent and have solutions.
If rank(A) < rank(A|b), then the equations are inconsistent and have no solution.
Where there is consistency in the system, the number of parameters necessary to
give a general solution of the system is:
n rank(A)
In our Case II, n = 3, rank(A) = 2
47
a11
a
21
.
an1
a12
a22
.
.
an2
.
.
.
.
.
.
.
.
.
.
b1
x1
. a1n
. a2n x2 b2
. = .
.
.
.
. . .
bn
xn
. ann
1
(b1 a12 x2 a13 x3 ... a1n xn )
a11
x2 =
1
(b2 a21 x1 a23 x3 ... a2n xn )
a22
.
.
xn =
1
(bn an1 x1 an2 x2 ... an,n1 xn1 )
ann
Clearly this requires that aii = 0 - diagonal elements are non zero. If necessary,
the equations can be rearranged, not only to ensure that aii = 0, but also to try
to arrange values as large as possible for the aii .
We then aim to use these equations as iteration formulae. The process will,
clearly, have to be convergent to be of use. This will depend on the values of
the coecients - there are tests which can be applied. (See end of notes)
A set of initial values of the xi are chosen, often all as zero unless there is a priori
(0)
information about the approximate size of the solutions. We shall call these xi ,
(k)
and successive iterations xi , where k is the number of the iteration.
48
Jacobis Method
Jacobis method involves the most basic iteration process of the type:
(k+1)
(k+1)
x1
x2
1
(k)
(k)
(b1 a12 x2 a13 x3 ... a1n x(k)
n )
a11
1
(k)
(k)
(b2 a21 x1 a23 x3 ... a2n x(k)
n )
a22
.
.
.
x(k+1)
=
n
1
(k)
(k)
(k)
(bn an1 x1 an2 x2 ... an(n1) xn1 )
ann
(k)
We see that the set of values {xi } is used in the R.H.S. of each equation until
the whole iteration is completed.
Gauss-Seidel Method
The Gauss-Seidel method involves updating the subdiagonal variables as the computation proceeds. The iteration process is:
1
(k)
(k)
(b1 a12 x2 a13 x3 ... a1n x(k)
n )
a11
1
(k)
(k+1)
=
a23 x3 ... a2n x(k)
(b2 a21 x1
n )
a22
.
(k+1)
x1
(k+1)
x2
x(k+1)
n
.
1
(k+1)
(k+1)
(k+1)
=
(bn an1 x1
an2 x2
... an(n1) xn1 )
ann
49
Rewrite as
1
(20 + x2 x3 )
10
1
x2 = (16 + x1 + 2x3 )
20
1
x3 = (23 2x1 + x2 )
20
Note: A is diagonally dominant. Therefore convergence is likely because 1/aii is
small.
x1 =
Jacobi iteration
(k+1)
x1
(k)
(k)
(k)
(k+1)
(k+1)
x2
x3
Taking x(0) = 0, gives
(k)
= (20 + x2 x3 )/10
(k)
(k)
50
x1
(k+1)
x2
(k+1)
x3
Taking x(0) = 0, gives
(k)
(k)
= (20 + x2 x3 )/10
(k+1)
+ 2x3 )/20
(k+1)
+ x2
= (16 + x1
= (23 2x1
(k)
(k+1)
)/20
51
x(k+1) = M x(k) + c
A =
@
s
s
s
s
s
@ @
U
@ @
s @ s@
s
s
s
@ @
@ @
s
s @ s@
s
s
@ @
@ D@
s
s
s @ s@
s
@
@
L
@ @
s
s
s
s @ s@
@
c = D1 b
c = (D + L)1 b
52
APPENDIX
Theorems governing Solutions of Linear Systems of Equations
1. If the homogeneous system Ax = 0 has the solution x = u, then for any constant ,
another (more general) solution is
x = u
Combining these two theorems, we can state that a more general solution is
x = u1 + u2
where and are any two constants.
3. If the inhomogeneous equation Ax = b has a solution x = v and the corresponding
homogeneous equation Ax = 0 has the solution x = u, then for any constant , a
more general solution of Ax = b is
x = u + v
53
54
Chapter 3.
DIFFERENTIATION
55
f (x + x) f (x)
dy
= f (x) = lim
x 0
dx
x
Also
d2 y
d dy
f (x + x) f (x)
=
=
f
(x)
=
lim
x 0
dx2
dx dx
x
and similarly for higher derivatives.
y
6
y = f (x)
f (x + x)
f (x)
f (x + x) f (x)
?
-x
x + x
x
f (x)
nxn1
ex
1
x
cos x
sin x
sec2 x
Hence:
(i)
d
d
d
{f (x) + g(x)} =
f (x) + g(x);
dx
dx
dx
(ii)
d
d
{ f (x)} = f (x),
dx
dx
56
where is constant.
EXAMPLES
(i) f (x) = x2
{
(x + x)2 x2
lim
x0
x
{
}
x2 + 2xx + x2 x2
lim
x0
x
{
}
x(2x + x))
lim
= 2x
x0
x
f (x) =
=
=
(ii) f (x) = ex
{
f (x) =
=
ex+x ex
x
lim
x0
lim
x0
lim
x0
ex (1 +
= lim
ex (1 + x +
{
}
x0
x2
x3
2!
3!
+
x
ex .ex ex
x
+ ... 1)
x x2
+
+ ...)
2!
3!
= lim
x0
ex (ex 1)
x
= ex
Use of these, together with the linear properties, to nd derivatives of sinh x and cosh x
ex ex
(i) If y = sinh x =
2
Then
dy
d
=
dx
dx
ex ex
2
ex + ex
(ii) If y = cosh x =
2
Then
ex (ex )
2
x
e + ex
=
2
= cosh x
dy
d
=
dx
dx
ex + ex
2
ex + (ex )
2
x
e ex
=
2
= sinh x
2
+8
x
f (x) =
57
2
x2
Treat
du
v
dx
dv
dx
u
2
v
u
as u.v 1 and use the product rule.
v
58
EXAMPLES
i.
y = e5x+3
Let t
Then y
dy
dt
dy
dx
ii.
= 5x + 3
= et and t = 5x + 3
dt
= et and
=5
dx
dy dt
=
.
= et .5
dt dx
= 5e5x+3
y = sin3 (x2 )
Let u
Then y
dy
dt
dy
dx
= x2 and t = sin u
= t3 , t = sin u, u = x2
dt
du
= 3t2 ,
= cos u,
= 2x
du
dx
dy dt du
=
. .
= 3t2 . cos u.2x =
dt du dx
EXAMPLE
y = (5x2 + 3x 1)e5x
This is the product of two functions of x; we need to use the product rule.
We can take: u(x) = 5x2 + 3x 1; v(x) = e5x
or vice versa
du
dv
Then:
= 10x + 3;
= 5e5x
dx
dx
dy
EXAMPLE
sin x
y=
x
1
Here there is no choice of u and v.
Here: u(x) = sin x; v(x) = x = x 2
du
dv
1 1
1
Then:
= cos x;
= x 2 =
dx
dx
2
2 x
1
cos x. x 2x sin x
dy
2x cos x sin x
=
=
3
dx
x
2x 2
59
6. Inverse Functions
In these cases, y is given as an inverse function of x. We need to rewrite this as a direct
function; usually this means expressing x as a function of y. We then dierentiate the
new function w.r. to x (again remembering that the chain rule will almost certainly be
necessary). Finally we need to use the given relationship between x and y to express
the derivative in terms of the required variable, usually x.
Given y = f 1 (x)
f (y) = x
f (y).
dy
=1
dx
dy
1
=
dx
f (y)
60
EXAMPLES
(x2 + 1)3 2x 1
(i) y =
1 + 2x 3x2
Taking logs: ln y
=
=
Dierentiating w.r. to x :
1 dy
1
1 1
1
.(2 6x)
.
= 3. 2
.2x +
.2
y dx
x +1
2 2x 1
1 + 2x 3x2
(
)
dy
6x
1
2 6x
= y 2
+
dx
x + 1 2x 1 1 + 2x 3x2
(
)
(x2 + 1)3 2x 1
6x
1
2 6x
=
+
1 + 2x 3x2
x2 + 1 2x 1 1 + 2x 3x2
(ii)
y = xx
Taking logs: ln y = ln(xx ) = x. ln x
Dierentiating w.r. to x :
1 dy
1
.
= 1. ln x + x. ,
using the product rule
y dx
x
dy
= y(ln x + 1)
= xx (1 + ln x)
dx
EXAMPLE
y = tan1 x
(= arctan x)
=
=
=
2
2
dx
sec y
1 + tan y
1 + x2
61
7. Implicit Dierentiation
A function which can be expressed in the form y = f (x) is said to give y explicitly
in terms of x.
A function in which the relationship between x and y is given in the form f (x, y) = 0
and which cannot be rearranged to express y solely in terms of x is said to be an implicit
function.
dy
of a curve whose equation is an implicit relationship between
To nd the gradient dx
x and y, we dierentiate the implicit function term by term w.r. to x, remembering
that the chain rule is necessary for terms in y.
8. Parametric Dierentiation
A functional relationship between x and y is sometimes expressed in parametric
form: x and y are each given in terms of a third variable, the parameter, say t or .
i.e. x = x(t),
y = y(t)
To nd the gradient of the curve showing the relationship between x and y in these
cases, we use the chain rule as follows:
dy
dy dt
=
.
=
dx
dt dx
dy
dt
dx
dt
y
x
d dy
d2 y
=
by denition
2
dx
dx dx
(
)
d dy dt
dy
=
.
since
is in terms of t
dt dx dx
dx
=
d
dt
dy
dx
dx
dt
d2 y
yx xy
=
2
dx
x 3
62
d
using the quotient rule to obtain
dt
dy
.
dx
EXAMPLE
x3 + 4x2 y + y 3 = 0
Dierentiate w.r. to x:
(
dy
dy
3x + 4 2x.y + x .
+ 3y 2 .
= 0
dx
dx
dy
=
dx
4x2 + 3y 2
2
If the second derivative of y is required, we can dierentiate this, using the quotient
and the chain rules:
dy
dy
))(4x2 + 3y 2 ) (8x + 6y dx
)(3x2 8xy)
(6x 8(1.y + x. dx
d2 y
=
dx2
(4x2 + 3y 2 )2
dy
dx
EXAMPLE
x = cos t, y = cos 2t
dx
= sin t,
dt
dy
= 2 sin 2t
dt
dy
2 sin 2t
2 sin 2t
=
=
dx
sin t
sin t
dy
2.2 sin t cos t
Simplifying, this becomes:
=
= 4 cos t
dx
sin t
Then
OR,
using
d2 y
=
dx2
d
(4 cos t)
dt
dx
dt
4 sin t
sin t
= 4
d2 y
yx xy
=
, and x = cos t, y = 4 cos 2t
2
dx
x 3
d2 y
4 cos 2t( sin t) ( cos t)(2 sin 2t)
=
2
dx
( sin t)3
4(cos2 t sin2 t) sin t 2 cos t.2 sin t cos t
=
sin3 t
= 4
63
64
Chapter 4.
SERIES, LIMITS
and FUNCTIONS
65
1. Denitions
A Sequence
A Series
A Finite Series
an
n=1
An Innite Series
an
n=1
an x n
n=0
66
EXAMPLES
A Sequence:
1,
1
1 1 1
, , , ......
....
2 3 4
n
A Series:
1+
1
1
1
1
1
+ + + .... +
+ .... =
= e1
2! 3! 4!
n!
n=1 n!
A Finite Series:
1 + 5a + 10a2 + 10a3 + 5a4 + a5 =
5!
an = (1 + a)5
(5
n)!n!
n=0
Innite Series
(i)
1 + 2 + 3 + 4 + 5 + ........ + n + ....
(ii)
1+
(iii)
Divergent series
1 1 1
1
+ + + .... + n1 + .... = 2
2 4 8
2
This is a geometric series with a = 1 and r = 1/2
and therefore has a nite sum, i.e. is Convergent
Power Series
(i)
(n + 1)xn
n=0
(ii)
4 8 16
(1)n 2n+1
(1)n 2n+1
2 +
+ .... +
+ .... =
3 5
7
(2n + 1)
n=0 (2n + 1)
67
2. Limits
Informal Denitions of Limits (For a formal denition, see Appendix A.)
(a) For a function
If the values f (x) of a function f approach a value L (which must be a nite
number), as x approaches a value c from either direction, we say that f has
Limit L as x approaches c, and we write:
lim{f (x)} = L
xc
N.B. The limiting value of the function f is not dened as the value of f at x = c.
The limit, if it exists at all, is entirely determined by the values of f (x) as x draws
closer to c, but not by any value that f may have at x = c. The value of the
function may not even be dened at x = c, and yet the limit may still exist.
Left- and Right-handed Limits
The values f (x) approached by a function f as x approaches c from the left and
from the right are respectively denoted:
lim {f (x)}
xc
and
lim {f (x)}
xc+
68
EXAMPLE
y
6
f (x)
f (c)
+
- x
cx
However, when there is a discontinuity, or where the function is not dened, there may
be a problem.
e.g. f (x) =
However:
sin x
x
is not dened at x = 0.
1 for t > 0
0 for t < 0
6
-t
EXAMPLE
n
2 3 4 5
1, , , , , ...... an , ...., where an =
3 5 7 9
2n 1
Dividing top and bottom of an by n (the highest power of n occurring in the denominator), we can write
an =
1
2
1
n
as n ;
69
1
2
3. Convergence of a series
An intuitive idea of convergence can be given as follows:
We have said that if all terms of an innite series add up to a consistent nite number,
then the series is said to be convergent.
In practice, this means that if we take the sum SN of all the terms up to and including
the N th term, where N is very large, the value of SN is more or less the same as the
value of SN +1 , the sum of the rst (N + 1) terms, or the value of SN +2 , etc.
i.e. the sequence formed from these sums,
{SN , SN +1 , SN +2 , SN +3 , ........}
seems to be approaching some limit.
More formally, the series is convergent if
lim {SN } = S
where SN =
N
N
an
n=1
Clearly, if SN , SN +1 , SN +2 , ..... all take roughly the same value, then the individual
terms aN +1 , aN +2 , aN +3 , ... must all be of negligible size. This, then, is a pre-requisite
of any series to be convergent. i.e., that
an 0 as n
N.B. Although this condition is necessary for a series to be convergent (and should
always be checked as a preliminary test before any other tests for convergence are
tried), it is not sucient to ensure that the series is convergent.
i.e. If we nd that the terms do become negligible in size as the series progresses, this
merely tells us that it is is possible for this series to converge; it does not guarantee
convergence other tests have to be used to conrm convergence or otherwise.
Absolute and Conditional Convergence
If the series
n=1
an .
n=1
an is absolutely convergent.
n=1
If the series
n=1
an is convergent,
n=1
an is conditionally convergent.
n=1
70
Formal Proof
Since SN =
an ,
SN 1 =
n=1
N
1
an ,
then:
n=1
SN SN 1 = aN
But if the series converges to S, then by the denition of convergence for a sequence:
S = lim {SN }
N
So:
and
S = lim {SN 1 }
N
i.e.
lim {aN } = 0
EXAMPLE
EXAMPLE:
1
1
n
so that
1
n
lim {aN } = 0
(1)n+1
(1)n+1
1 1 1 1 1
+ + + .... +
+ ....... =
2 3 4 5 6
n
n
n=1
(x a)2
(x a)3
f (a) +
f (a) + ......
2!
3!
For a function f (x) to possess a Taylor expansion about the point a, f (x) and all
its derivatives must be properly and uniquely dened at x = a.
For the Taylor expansion of f (x) to be equivalent to the function value at x (i.e. for
the expansion to be valid), the series must be convergent for this value of x.
By letting x = a + h, the Taylor series for f (x) about the point x = a can alternatively
be expressed as:
f (a + h) = f (a) + hf (a) +
h2
h3
f (a) + f (a) + ......
2!
3!
(x a)n (n)
(x a)n+1 (n+1)
(x a)2
f (a)+ .... +
f (a)+
f
(c)
2!
n!
(n + 1)!
The last term is called the Error or Remainder term because it represents the error
made in approximating the value of f (x) by just the rst n+1 terms in the Taylor series.
We usually do not know the value of c, but sometimes by evaluating the maximum
possible value of the error term taking c as the value giving the worst case, we can
ascertain whether the approximation is acceptable for our purpose.
72
EXAMPLE
Part (i)
f (x) =
f (x) =
( )
=
3
( )
f
=
3
( )
=
f
3
f
So f (x) =
Part (ii) Estimate the maximum size of the error made by approximating sin 62 by
the rst three terms of this series.
If only the rst three terms are used (i.e. up to and including the term in f ( 3 )), then
the error term is:
(x a)3
f (c),
with a =
3!
3
2 3 1
The error term is of the order of
. = 0.0000071 (max)
180
3!
We therefore expect the rst three terms to give at least 4 decimal places correct in
the value of sin 62 .
In fact the numerical value given by these three terms is:
calculator value = 0.88294759
|Error| = 0.00000349, < 0.0000071 as expected.
N.B.
sin 62 0.88295108;
or:
f (c) =
f (x) f (a)
, a<c<x
xa
The R.H.S. of this expression for f (c) is the gradient of the straight line joining the
points at x and a on the curve y = f (x), and is called the Mean Value of f (x) in
this interval.
The equation is the statement of the Mean Value Theorem which states that, provided f is continuous and dierentiable on the interval (a, x), there is at least one value
of x, x = c, in this interval for which
f (c) = the mean value of f (x) in the interval (a, x)
73
x2
x3
x4
f (0) + f (0) + f (4) (0) ......
2!
3!
4!
Clearly, a function f can only be expanded as a Maclaurin series if the values f (0), f (0),
f (0), ... are uniquely dened. The function ln x, for example, has no Maclaurin series
since ln 0 is not dened, and none of the derivatives of ln x are dened at x = 0.
The Maclaurin series representing some functions are valid (converge to the value of
the function) for all values of x; others are valid only for a limited range of values of
x. We can test the series as required using the various tests for convergence.
The following are the Maclaurin expansions of various important elementary functions:
The Exponential Function
ex = 1 + x +
x2 x3 x4
+
+
+ ....
2!
3!
4!
x3 x5 x7
+
+ .....
3!
5!
7!
x2 x4 x6
cos x = 1
+
+ .....
2!
4!
6!
These three are valid for all x.
The Binomial Series
(any n)
(1 + x)n = 1 + nx +
ln(1 + x)
x2 x3 x4
+
+ .....
2
3
4
These last two are valid only for |x| < 1, or 1 < x < 1.
ln(1 + x) = x
74
EXAMPLE
f (x)
f (x)
f (x)
f (x)
=
=
=
=
tan x
sec2 x
2 sec x. sec x tan x = 2 sec2 x tan x
4 sec x. sec x tan x. tan x + 2 sec2 x. sec2 x
Thus
tan x = 0 + x.1 +
f (0)
f (0)
f (0)
f (0)
=
=
=
=
0
12 = 1
0
2
x2
x3
.0 + .2 + ...
2!
3!
x3
tan x = x +
+ ...
3
EXAMPLE
We need to use the Ratio Test. (This is a power series, the coecients contain factorials)
an = (1)n .
So
x2n
(2n)!
an+1 = (1)n+1
x2(n+1)
x2n+2
= (1)n+1
[2(n + 1)]!
(2n + 2)!
x2n+2 (2n)!
an+1
=
=
2n
an
(2n + 2)! x
EXAMPLE
Derive the Maclaurin series for ln(1 + x) and test for convergence.
To test convergence:
f (x)
f (x)
f (x)
f (x)
f (4) (x)
= ln(1 + x)
1
= 1+x
1
= (1+x)
2
1.2
= (1+x)
3
1.2.3
= (1+x)4
f (0)
f (0)
f (0)
f (0)
f (4) (0)
= ln 1 = 0
= 11 = 1
= 1
= 1
12
2
= 13 = 2!
= 3!
= 3!
14
x
x
x
(1) + (2!) + (3!)...
2!
3!
4!
2
3
4
x
x
x
x5
ln(1 + x) = x
+
+
...
2
3
4
5
f (x) = 0 + x.1 +
Thus:
75
|an | =
Then
So: lim
|x|
|an | =
n
n
|an | =
|x|
= |x|
1
Therefore:
Abs. conv. if |x| < 1;
Divergent if |x| > 1.
EXAMPLE
f (x) =
since we already know the Maclaurin series for sin x and (1 x)1 (or can nd the
second of these using the Binomial theorem). All we need to do then is to multiply the
two series together, obtaining as many terms as are required in ascending powers of x.
(
Thus:
f (x) =
(
)
x3 x5 x7
x
+
+ .... 1 + x + x2 + x3 + x4 + ....
3!
5!
7!
EXAMPLE
and y = 1 when x = 0
76
where f (x) =
xa
g(x)
h(x)
(xa)2
g (a) +
2!
2
(xa)
h(a) + (x a)h (a) + 2! h (a) +
2
(x a)g (a) + (xa)
g (a) + ....
2!
2
h (a) + ....
(x a)h (a) + (xa)
2!
g (a) + (xa)
g (a) + ....
2!
h (a) + (xa)
h (a) + ....
2!
....
....
since g(a) = h(a) = 0
g (a) + 0 + 0 + 0 + ...
g (a)
=
h (a) + 0 + 0 + 0 + ...
h (a)
lim {f (x)} =
xa
g (a)
, etc.
h (a)
EXAMPLES
{
1.
sin x
Find lim
x0
x
2.
Again, this
Rule:
as x 0
h(x)
0
Limit = lim
x1
sin x
lim
x0
x
cos x
= lim
x0
1
1 sin x
2
Find lim
x1
(1 x)2
= 1
77
0
,
0
6
loc.max
loc.min
- x
N.B. f (a) and f (b) may not be the largest and smallest values which f (x) can
take.
A stationary point of f is a point for which f (x) = 0
It is evident, then, that if f is a smooth (dierentiable) continuous function,
local max. and min. points are also stationary points, so that in this case
f (a) = 0, f (b) = 0 .
A Point of Inexion, say c, is a point at which f changes sign. If f is
smooth and continuous, this implies that f (c) = 0 .
However, if f (c) = 0, this does not necessarily imply a point of inexion. We use
a Taylor expansion of f (x) to explain.
Let x be a point close to a so that if we write x = a + h, h is small. Then:
f (x) = f (a + h) = f (a) + hf (a) +
h2
h3
f (a) + f (a) + .....
2!
3!
h2
h3
f (a) + f (a) + .....
2!
3!
3
h2
h
=
f (a) + f (a) + ..... since f (a) = 0
2!
3!
For small values of h, the R.H.S. will be dominated by the rst non-zero term,
and will therefore take the sign of this term. The L.H.S. will therefore also have
this sign.
So: if f (a) < 0
if f (a) > 0
78
maximum point;
minimum point;
But if f (a) = 0 and f (a) = 0, then the term h3! f (a), now the dominant term,
is positive on one side of a and negative on the other, since h and therefore h3 are
positive or negative when x lies respectively to the right or to the left of a. We
therefore have neither a local max. or min., but a point of inexion.
3
Now, however, suppose that f (a) is also zero. The new dominant term of the
4
R.H.S., h4! f (4) (a), contains an even power of h as a factor, so the sign of the
dominant term will take the sign of f (4) (a) whether h is positive or negative,
i.e. to the right or left of a. The situation at the point a is the same as when
f (a) = 0, i.e.
a maximum if f (4) < 0;
EXAMPLE
79
3 2x
x+3
EXAMPLE 1.
y=
EXAMPLE 2.
y = ex sin x
81
EXAMPLE 3.
y=
x2 5
x3
82
APPENDIX A:
The function f is said to approach the limit L as x tends to a if, given any positive
number , there exists a corresponding positive number such that
|f (x) L| <
for every value of x satisfying the inequality
0 < |x a| <
APPENDIX B:
Some Useful Limits
1.
lim { n a} = 1,
where a is a positive constant.
n
2.
lim { n n} = 1.
3.
nk
lim
= 0,
where k > 0 and |x| > 1.
n xn
An alternative form of this limit is :
lim {nk xn } = 0,
where k > 0 and |x| < 1.
n
{(
4.
lim
1
1+
n
)n }
{(
= e.
APPENDIX C:
lim
1
1
n
)n }
= e1 .
If
then
n=1
n=1
If
an is convergent, then so is
n=1
an
n=5
iii. Two convergent series may be added (or subtracted) term by term, the result
being another convergent series.
i.e. If
then so are
an and
n=1
n=1
(an + bn ) and
n=1
(an bn )
n=1
83
APPENDIX D:
Checking Convergence
In some cases we can go back to rst principles and check the convergence of
a given series by using the denition of convergence. In these cases we nd
an expression for the N th partial sum of the series, SN , in terms of N , and
investigate the convergence of the sequence {SN , SN +1 , SN +2 , ....}.
and if
n=1
(b)
and if
n=1
n=1
n=1
1
1
1
1
1
1
1
1 + p + p + p + p + p + .... + p + ..... =
p
2
3
4
5
6
n
n=1 n
84
p > 1;
p1
EXAMPLE
S=
1
1
1
1
1
+
+
+
+ .... +
+ ....
12 23 34 45
n(n + 1)
1
1
1
=
n(n + 1)
n n+1
by partial fractions
Therefore S =
Therefore SN =
lim {SN } = lim
EXAMPLE
, the series is
1
1 1 1 1
+ + + +
+ ...... =
an
2 3 5 9 17
n=1
1
1 1 1
But
bn = 1+ + + +..., the geometric series with a = 1, r =
2 4 8
2
n=1
Here an =
If we choose bn =
EXAMPLE
So by comparison, 1 + 12 + 13 + 15 + 19 +
1 1 1 1 1 1 1 1
1
1
1
an = 1 + + + + + + + + + .... + + + ..... + + .....
2 3 4 5 6 7 8 9
16 17
32
n=1
If
1 1 1 1 1 1 1 1
1
1
1
bn = 1 + + + + + + + + + .... + + + ..... + + .....
2 4 4 8 8 8 8 16
16 32
32
n=1
1 1 1
1
1 1
1 1 1 1
+
+
+ + +
+..... = 1+ + + +...
bn = 1+ +
2
4 4
8 8 8 8
2 2 2
n=1
Test 2:
an , we consider:
n=1
an+1
lim
= K
n a
n
If K < 1,
If K > 1,
If K = 1,
Test 3:
an , we consider:
n=1
lim { n |an |} = L
If L < 1,
If L > 1,
If L = 1,
an , if:
n=1
(i)
(ii)
(iii)
86
EXAMPLE
an =
n=0
Then
xn
n=0
xn
,
n!
an =
[N.B. 0! = 1 by denition]
n!
so that
an+1 =
xn+1
(n + 1)!
xn+1 n!
xn+1 .n(n 1)(n 2)....3.2.1
an+1
|x|
=
=
=
So:
n
n
an
(n + 1)! x
(n + 1)n(n 1)(n 2)....3.2.1.x
n+1
{
}
an+1
|x|
= lim
Thus lim
= 0
for all x
n
n
an
n+1
So K = 0, and 0 < 1
N.B. This series is the expansion of the function ex . We have therefore proved
that the expansion of ex is valid for all x.
EXAMPLE
3
4
1 2
Given the series
+
+ ..... =
an = + +
3 9 27 81
n=1
n=1
Then |an | =
{
So:
So L =
lim
; since L =
EXAMPLE
|an | = lim
= 1
n=1
(i)
(ii)
(iii)
(1)n+1
1 1 1 1
+ + + ..... =
2 3 4 5
n
n=1
87
for all n;
as
If this is not the case, then there is no possibility that the series will converge.
Then:
i. If the terms alternate in sign, we try Leibnitz Test. This assumes that we
are not investigating the series for absolute convergence, in which case we
need to consider the absolute (positive) value of the terms and therefore need
one of the other tests.
ii. If the general term an of the series is given as a rational function of n, we
try the Comparison Test, comparing the series with a p-series with an
appropriate choice of p.
iii. If the series is a power series, we try the Ratio Test or the Root Test.
Usually we can choose which of these to use; the exception is when the term
an includes n! (or a similar factorial) as a factor. Since the limiting value of
n
n! is not known, we cannot use the Root Test in these cases.
N.B. If one of these two tests gives an inclusive result (i.e. K = 1 from the
Ratio test, or L = 1 from the Root test), so will the other!
If the power series concerned is given in powers of x where x is variable,
we may nd that there is some positive number R such that:
if |x| < R,
if |x| > R,
88
EXAMPLES
Given the series
Preliminary Test
2 3 4 5
n
an = 1+ + + + + .... =
3 5 7 9
n=1
n=1 2n 1
lim
n
2n 1
= n
lim
1
2
}
1
n
1
2
an =
n=1
1
1
1 1
+ +
+
+ .... =
2 5 10 17
n=1
So an =
B. Less strictly:
an =
n=1
n2
3n3
n2 + 2n
3
n=1 3n + 4n + 1
=
1
n=1
3n
1
.
3n
1
1
3 n=1 n
an = 1+
n=0
2x 4x2 8x3
+
+
+ .... =
2
3
4
n=0
So |an | =
Then
|an+1 | =
an+1
=
an
89
APPENDIX E:
Series
(1)
f (a) = c0 + 0 + 0 + 0 + ...
c0 = f (a)
(2)
c1 = f (a)
c2 =
f (a)
2!
1
f (a),
3!
c4 =
1 (4)
f (a),
4!
c5 =
1 (5)
f ,
5!
etc.
Substituting the cn values into equation (1) gives the Taylor series:
(x a)3
(x a)2
f (a) +
f (a) + .....
f (x) = f (a) + (x a)f (a) +
2!
3!
90
(3)
Chapter 5.
COMPLEX NUMBERS
91
i=
(or j =
1 )
was introduced to remove the exceptions to the accepted rule. The solution of the
equation x2 + 1 = 0 can then be given as
x = i
Any multiple of i is an imaginary number; the solution, therefore of similar equations
such as x2 + 9 = 0 are also imaginary:
x2 = 9 = 9 1 x = 3i
Powers of i:
1
= i
i
The higher powers of i must each take one of the values 1 or i.
i2 = 1,
i3 = i,
i4 = 1,
If x2 + 6x + 12 = 0, then
6 36 4.1.12
x =
2
6 12
=
2
6 12 1
6 2 3 1
=
=
= 3 3i
2
2
Thus we see that in order to give a solution for this equation, we need a combination
of a real number and an imaginary number. We dene this as a complex number: in
general this takes the form
x + iy
where x and y are real.
It can be shown that every solution of a polynomial equation of degree n, where
n is any positive integer can be expressed as a complex number (real and imaginary
numbers being special cases of complex numbers in which y, x respectively are zero);
there is no need to dene any other new number.
92
z = x + iy, then:
If z = x + iy, then
x1 = x2
and
y1 = y2
(b) Graphical Representation of Complex Numbers
It is not possible, as with real numbers, to represent a complex number z by a
point on a single line, i.e. only involving one dimension, since some arithmetic
operation combining the real and imaginary parts of z would be implied.
We therefore need a two-dimensional space (plane) to represent z, to allow for the
independence of x and y. This is called the Complex Plane and the diagram
used is called the Argand Diagram, as shown below:
imag. (y)
6
r
r
0 HHH
x
HH
HH
HHr
y
93
P , represents z = x + iy
- real (x)
P , represents z = x iy
r sin
x2 + y 2
= tan1
and
y
( )
y
x
Therefore
z = x + iy
=
r(cos + i sin )
z = x iy
=
r(cos i sin )
=
r(cos() + i sin())
94
EXAMPLES
(i)
z1 = 1+ 3i
Im
6
r z1
3
- Re
Im
-1 6 - Re
(ii) z2 = 1 3i
z2 r
2
12 + 3 = 4 = 2
3
1
in 1st quadrant
arg(z1 ) = tan
1
=
(+2k)
3
|z1 | =
(1)2 + ( 3)2 = 4 = 2
3
arg(z2 ) = tan1
in 3rd quadrant
1
2
4
=
(or
) (+2k)
3
3
|z2 | =
Im
6
(iii) z3 = 4
-4
r
z3
- Re
|z3 | = 4
arg(z3 ) = (+2k)
Im
6
- Re
(iv) z4 = 3i
-3 r z4
|z4 | = 3
arg(z4 ) =
3
(or
) (+2k)
2
2
95
Now
and
Therefore
2 4 6
+
+ ...
2!
4!
6!
3 5 7
sin =
+
+ ...
3!
5!
7!
cos = 1
cos + i sin = 1 + i
2
3 4
5
i +
+ i ....
2!
3!
4!
5!
= 1 + (i) +
(1)
since i2 = 1, i3 = i, i4 = 1, i5 = i, ...
Now compare this with the exponential series
ex = 1 + x +
x2 x3 x4 x5
+
+
+
+ ....
2!
3!
4!
5!
If we use x = i in this series, we obtain the series (1) which we have found to be
equivalent to cos + i sin . Therefore we can write
cos + i sin = ei
Similarly,
cos i sin = ei
SUMMARY
We have three ways of expressing a complex number:
x iy
z = r(cos i sin )
rei
x + iy
z = r(cos + i sin )
rei
96
Let z1 = x1 + iy1
Let z2 = x2 + iy2
=
=
r1 (cos 1 + i sin 1 )
r2 (cos 2 + i sin 2 )
Equality
z1 = z2 if and only if:
x1 = x2 and y1 = y2
r1 = r2 and 1 = 2 + 2k
Im
6
Pr2 (z2 )
#
#
r Q(z1 + z2 )
#
#
##
P1 (z1 )
#r
#
Q
Q
Q
Q
Qr
- Re
R(z1 z2 )
Geometric Representation
On the Argand diagram, these operations can be regarded as vector addition
1 and
and subtraction of the vectors OP
|P2 P1 | = |z1 z2 |
i.e. |z1 z2 | = the distance P1 P2
and Direction of P2 P1
= arg(z1 z2 ).
97
Multiplication
= (r1 ei1 ) (r2 ei2 )
= r1 r2 ei(1 +2 )
This demonstrates that in order to multiply two complex numbers given in
terms of modulus and arguement, we
Multiply their moduli
to obtain the modulus of the product;
add their arguments
to obtain the argument of the product.
In particular, if r2 = 1, then the eect
of multiplying z1 by z2 is to rotate z1
through the angle 1 about the origin.
z z = (x + iy)(x iy)
= x2 + ixy ixy i2 y 2
= x2 + y 2
z1
x1 + iy1
=
z2
x2 + iy2
r1 ei1
r2 ei2
r1
= ei(1 2 )
r2
=
divide r1 by r2
to obtain the modulus of the quotient;
subtract 2 from 1
to obtain the argument of the quotient.
98
EXAMPLES
Find the real and imaginary parts of z, and hence |z| and arg(z), if
(i)
z=
z =
2+i
4 3i
2+i
=
4 3i
; arg(z) = tan1
|z| =
in the
quadrant
=
(ii)
z+1
iz
x + iy + 1
((x + 1) + iy) (y ix)
=
i(x + iy)
(y + ix) (y ix)
xy ix2 y ix iy 2 + xy
=
=
y 2 + x2
y
= 0 y=0
+ x2
But if y = 0, then since z = x + iy, z = x which is real.
Hence z is real .
Now since w is purely imaginary, (w) = 0
y2
Then z =
(1)2 + 12 =
i3
2e 4
2;
arg(z) = tan1
1
1
3
(+2k).
4
(
3
45
45
z 15 = ( 2)15 .e15i 4 = 27 2. cos
+ i sin
4
4
)
(
5
5
= 128 2 cos(10 +
) + i sin(10 +
)
4
4
(
)
)
(
5
5
1
1
= 128 2 cos
+ i sin
= 128 2 i
4
4
2
2
= 128 128i
99
8. De Moivres Theorem
This theorem states that:
For any real number k:
Proof
(cos + i sin )k =
=
=
=
(ei )k
eik
ei(k)
cos k + i sin k
z k = rk (cos k + i sin k) .
EXAMPLES
(i)
To use De Moivres theorem for such problems, we do not just consider cos 3, but
cos 3 + i sin 3
cos 3 + i sin 3 =
=
by De Moivres theorem
100
(ii)
(2)
(3)
Adding:
(4)
Subtracting:
(5)
We require sin6
Putting m = 1 in equation (5) gives:
Then sin6 =
101
(iii)
Proof
Let z = rei
rn ein = Rei(+2k)
and:
rn = R
r = Rn
n = + 2k
2k
+
n
n
By letting k = 0, 1, 2, ...., (n 1) in turn, we obtain n dierent values for , giving n
dierent values of z.
or:
+ 2
n
and this will give the same value for z as k = 0, since
=
cos
+ 2
n
( )
= cos
n
and
sin
+ 2
n
( )
= sin
Therefore by letting k take integer values > n, we simply generate values of which
reproduce values of z already found.
Thus the equation has exactly n distinct roots.
We follow the procedure outlined in this proof to nd roots of complex numbers.
102
EXAMPLES
x2 = 2
has two real solutions :
3
x = 27 has one real solution :
x4 = 1 has no real solution.
EXAMPLE
x= 2
x = 3
From the theorem, we expect exactly four distinct roots. We are, in eect, being asked
to solve the equation
z4 = 8 + 8 3 i
Method The
number whose roots we reIm
quire, 8 + 8 3 i, is at present in the wrong
6
form for us to be able to nd these roots.
The number must always be expressed in
complex exponential form. This means
that it is rst necessary to nd its mod- Re
O
ulus and argument.
As always, we show the position of the
number on an Argand diagram, to help
nd modulus and argument.
|| =
Let = 8 + 8 3 i Then:
arg() =
Then in the form rei , we have
=
103
9. Locus Problems
The locus of a variable point P on a plane or in space is dened as:
The set of all points which can be occupied by P
The point P in question usually has to satisfy one or more conditions. These can be
expressed in a variety of ways.
e.g. A verbal condition:
Or by an equation:
Both these conditions result in the set of points which lie on a circle, centre the origin,
radius 3 cm.
We are used to seeing locus equations expressed in terms of a Cartesian equation, as
in the case of this circle and in many cases we can view the equation and know what
sort of curve to expect. When we are looking for the locus of the point representing an
complex number, it is therefore tempting (and often necessary) to express the condition
to be satised by the point in terms of Cartesian coordinates, x and y.
EXAMPLE
Find all possible positions of the locus of the point z satisfying the condition:
|z + 3| = 2 |z 1|
This is an equation which is not easy to interpret at sight as a geometric shape. We
therefore use z = x + iy and convert the equation to Cartesian form which we may
recognise. On substituting for z in terms of x and y, we obtain
|x + iy + 3| = 2 |x + iy 1|, or
|(x + 3) + iy| = 2 |(x 1) + iy|
i.e.
(x + 3)2 + y 2 = 2
(x 1)2 + y 2
= 4((x 1)2 + y 2 )
= 4x2 8x + 4 + 4y 2
= 0
= 0
64
=
:
9
104
a circle, centre
8
7
, 0 , radius
3
3
(x2 x1 )2 + (y2 y1 )2
If the points A and B represent the complex numbers z1 and z2 , then this length can
be expressed as
|z2 z1 |
In the previous example, where the condition to be satised by point z is given as
|z + 3| = 2 |z 1|, the expressions |z + 3|, |z 1| represent the distance of z from
point -3 and the distance of z from point 1 respectively. So the condition represented
by the equation can be stated as
The distance of z from point -3 is twice the distance of z from point 1.
Similarly, we also know that the expression arg(z ) represents the angle made by
the line joining z to with the positive direction of the real (x) axis. [See 7. Algebraic
Properties and Operations]. So the interpretation of an equation such as
arg(z 1 + i) =
is a straight line through the point (1 i) that makes an angle 3 with the positive
real axis. We therefore do not always need to convert a locus equation to Cartesian
coordinates in order to interpret it. So we look at
The use of (z2 z1 )in locus equations
105
Given:
Im
6
'$
r
PPr
r z
|z | = r
&%
- Re
arg(z ) = (+ k)
is the equation of the straight line through ,
making an angle of with the positive real axis.
z!
!r!
!
r !
!!
!
!
!!
- Re
!
!
Im
|z | = |z |
is the equation of the straight line which is
the perpendicular bisector of the line joining
and .
106
rz
6
r
P
PP
P
P
r
- Re
EXAMPLES using the standard equations of circles and straight lines dened
on the previous page.
1.
|z i| = 3 is:
2.
3.
arg(z 1) = 6 + k
4.
arg(z) = 2
5.
1.
is:
2.
is:
3.
4.
107
5.
108
Chapter 6.
POLYNOMIALS
109
Theorem 2
110
If P (z) = z 3 + iz 2 + (2 i)z 1
then z = i is a zero of P (z) since
P (i) = i3 + i.i2 + (2 i)i 1 = i i + 2i + 1 1 = 0
z2 z + 4
z + 2 )z + z 2 + 2z 4
z 3 + 2z 2
z 2 + 2z
z 2 2z
4z 4
4z + 8
12
as expected.
3
Division gives
z 1 )z 3 + z 2 + 2z 4
111
Theorem 3
N.B. We have already proved this theorem for the case of a polynomial equation of the
type
zn = a
(or z n a = 0)
whose solutions are the nth roots of the number a. In that case we found that there
were exactly n distinct (dierent) roots.
For a more general polynomial, the zeros are not necessarily all distinct. If P (z)
contains some repeated linear factors, then the corresponding zeros will be repeated.
Multiplicity
The repeated zeros are classied according to their multiplicity: i.e. If the factor (z
) occurs m times amongst the linear factors of P (z), then is a zero of multiplicity
m.
Theorem 4
If is a zero of P (z) of multiplicity m, where m 2, then is also a
112
EXAMPLE
= z = 2 is a zero of multiplicity 3
= z = 1 is a zero of multiplicity 2
= z = 1 is a simple zero.
-1
-x
Zeros of multiplicity 2 imply stationary points on the x-axis on the graph of a real
polynomial such as P (x). even multiplicity max or min; odd multiplicity point
of inexion.
113
The above theorems all apply to real or complex polynomials with real or complex
zeros.
The next theorem concerns complex zeros of real polynomials.
Theorem 5
If = u + iv, where u, v are real and v = 0, and if is a zero of the
real polynomial P (z), then
= u iv is also a zero of P (z).
Corollary 1
A real polynomial may always be expressed as a product of real linear and real quadratic
factors.
Corollary 2
A real polynomial whose degree is odd must have at least one real zero.
114
EXAMPLE 1
In the case of an equation of the form
zn a = 0
where a is real and positive, the roots we require are the nth roots of a. Remembering
the standard method of nding these roots, we need to nd the modulus and argument
of a, and then to express a in its complex exponential form. Since a is real and positive;
|a| = a,
a = aei(0+2k)
2k
n
a ei n
y
n=5
'$
q
q
ZZ 2
5
-x
q
B
q
Bq
&%
EXAMPLE 2
Find the real 4th degree polynomial P (z) which has zeros at z = 2 + i and z = 3i,
and for which P (0) = 90.
115
(2)
Denote by P2 (z).
Form (1):
P2 (z) = a2 z 2 + a1 z + a0
Form (2):
P2 (z) = a2 (z 1 )(z 2 ) = a2 (z 2 (1 + 2 )z + 1 2 )
a1 = a2 (1 + 2 )
a0 = a2 (1 2 )
a1
:
a2
116
Product of zeros: 1 2 =
a0
a2
1 2 =
8
= 8 (2)
1
12 22 = (1 2 )2 = 64.
117
Denote by P3 (z).
Form (1):
P3 (z) = a3 z 3 + a2 z 2 + a1 z + a0
Form (2):
a1 = a3 (1 2 + 1 3 + 2 3 )
a0 = a3 (1 2 3 )
a2
:
a3
Product of zeros: 1 2 3 =
a0
a3
a1
a3
an1
Sum of the zeros =
k = (1)
an
k=1
n,n
j k = (1)2
j=1,k=1,j=k
n,n,n
i j k = (1)3
i=1,j=1,k=1,i=j=k
........
Product of all the zeros =
k=1
118
an2
an
k = (1)n
a0
an
an3
an
3z 3 7z 2 7z + 3 = 0
Find and hence solve the equation completely.
We expect three roots. Call the third root .
We can write down three equations for and using the relationships between roots
(zeros of the polynomial) and the coecients:
N.B.1 In this case the two possible values of obtained have led to the same three
roots of the equation, so there is no ambiguity. In other cases (not illustrated here),
two dierent sets of possible roots may result from solving the equations in these new
cases. Since the solutions of a polynomial must form a unique set of values, one of
these apparent possibilities is false.
We resolve the ambiguity by using the 3rd of the equations relating coecients and
zeros as a check - we have in fact only used two of the equations to nd and since
there were only two unknowns.
N.B.2 At rst sight, it may seem as though using these relationships is a way to nd
the roots of a polynomial of degree 3. However, these relationships are in general
not linear. Therefore unless extra information about the roots is given, when the
relationship equations are manipulated to eliminate some of the unknowns, the result
will be a polynomial of the same degree as the original equation - in many cases the
original equation itself!
Therefore in order to be of use, we also need extra information about the roots.
119
y = f (x)
x1
f (x0 )
x0
- x
To calculate x1 from x0 :
f (x0 ) = gradient of the tangent to the curve at x0
= tan
f (x0 )
=
x0 x1
f (x0 )
f (x0 )
f (x0 )
= x0
f (x0 )
Therefore x0 x1 =
Thus x1
The process may be repeated, using the tangent to the curve at the new point, x1 .
This will lead to the next improved point, x2 .
We have developed an iterative process, given by the Newton-Raphson formula as:
xn+1 = xn
f (xn )
f (xn )
We perform as many iterations as are necessary to achieve the accuracy required. This
is indicated when two successive iterations give the same value of x to the required
number of signicant gures/decimal places.
120
EXAMPLE
-x
-1 r
For the Newton-Raphson formula, we need: f (x) = x3 x2 + 2x 1 = 0
f (x) = 3x2 2x + 2
Then the 1st iteration gives:
[
= 0.57142857
Repeating the process:
f (x1 )
x2 = x1
= 0.56984127
f (x1 )
f (x2 )
x3 = x2
= 0.56984030
f (x2 )
f (x3 )
= 0.56984029
x4 = x3
f (x3 )
We see that x3 and x4 are the same when given correct to the accuracy required (6
d.p.). We have therefore performed enough iterations, and found the required root of
the equation to be:
x = 0.569840 to 6 d.p.
121
x2
leads to wrong root
a
?
a
6
6
x1
a
from 1st tangent
Root required
x0 ,
?
a
a
initial choice
-x
x3
122
The number of negative real roots of the same equation is either equal to, or
is less than by an even number, the number of sign changes in the coecients
of P (x), taken in order
x5 + x3 + 1 = 0
Here f (x) = x5 + x3 + 1 :
No sign changes No real positive roots.
5
3
f (x) = (x) + (x) + 1 = x5 x3 + 1 : 1 sign change 1 negative real root
(Zero coecients are ignored, or bypassed.)
x=0 is not a solution of this equation since the a0 coecient is not zero. Therefore the
equation has only one real root and this must be negative. Since the polynomial is of
degree 5, so that the equation must have 5 roots, 4 of them must be complex. Since
the polynomial is real, these complex roots will be two pairs of complex conjugates.
123
Rolles Theorem
If and are real roots of the equation f (x) = 0, where < , and f(x) is smooth
and continuous, then the equation
f (x) = 0
must have at least one real root in the interval < x < .
i.e. The function f (x) must have at least one turning point (max. or min.) in the
interval < x < .
y
6
max
-x
Conversely, if we know that one real root of f (x) = 0 is x = , and the rst max or
min point beyond occurs at x = , the the next root, , must be > .
Furthermore, if there are no real turning points beyond x = , then there can be no
real roots of the equation f (x) = 0 which are greater than .
Example
2 4 24
, and these are complex.
This equation has roots x =
6
Therefore the function has no real turning points, so the curve cannot turn round
and meet the axis again.
We have therefore found the one real root of the equation x3 x2 + 2x 1 = 0 to be
x = 0, 569840, and the other two roots are complex. They will be complex conjugates
of each other.
124
Suppose we have found that x = is a root of the equation P (x) = 0, where P (x) is a
polynomial of degree n. This implies that (x ) is a factor of the polynomial P (x).
We can then divide f (x) by (x ). The resulting polynomial equation, Q(x) = 0,
of degree n 1 and therefore simpler than P (x), is satised by the remaining roots of
P (x) = 0. We can therefore work on the equation Q(x) = 0 instead of P (x) = 0.
Example
Returning again to the N-R example, x3 x2 + 2x 1 = 0, we have obtained the root
x = 0.569840.
(x 0.569840) is therefore a factor of f (x).
Dividing f(x) by this factor, we obtain
x2 0.43016x + 1.75488 = 0
Since this equation is quadratic, we can use the formula to solve it, and we obtain
x = 0.21508 1.30714 i
(complex, as predicted).
When all else fails, plot some points and get some idea of the curve, and hope
that this will help!
125
7. Polynomial Interpolation
Given a table of n + 1 distinct values of an independent variable xi and corresponding
function values f (xi ) = fi , i = 0, 1, 2, 3, ...., n, interpolation is the process of determining a suitable function value corresponding to some intermediate, non-tabular value
of x. (If the non-tabular value of x lies outside the range given, the process is called
extrapolation).
Since polynomial functions are so convenient for many purposes, we often look for a
polynomial function to interpolate the given points. A polynomial of degree n will
interpolate n + 1 points.
There are various methods of obtaining interpolating polynomials. Two of these will
be explained here. These two methods can both be used to nd the interpolating
polynomial, whether the values of x are equally spaced or not.
(a). The Lagrange Formula
Suppose we are given (n + 1) points (x0 , f0 ), (x1 , f1 ), . . . . (xn , fn ).
a polynomial through these.
We wish to t
(x x1 )(x x2 )....(x xn )
(x x0 )(x x2 )....(x xn )
+ f1
(x0 x1 )(x0 x2 )....(x0 xn )
(x1 x0 )(x1 x2 )....(x1 xn )
(x x0 )(x x1 )....(x xn1 )
+ ..... + fn
(xn x0 )(xn x1 )....(xn xn1 )
=
+
=
0 + 0 + ....
(xk x0 )(xk x1 )...(xk xk1 )(xk xk+1 )...(xk xn )
fk
+ ...0
(xk x0 )(xk x1 )...(xk xk1 )(xk xk+1 )...(xk xn )
fk .1 = fk
126
(b)
From the given table of values of xi and fi , a table of Divided Dierences can
be formed. These dierences can be considered to represent the mean values of the
derivatives of f (x) with respect to x at the points concerned. We dene divided
dierences as follows:
Denition
If a function f (x) takes values fi at a set of points {xi }, the the First Divided Dierence
(1st D.D.) between the points at xi and xj is
f [xi , xj ] =
fj fi
xj xi
f [xj , xk ] f [xi , xj ]
xk xi
N.B. 1. The points xi , xj , xk etc. do not have to be taken in any particular order.
Often they will be given in ascending order, but this is not necessary.
N.B. 2.
f [xi , xj ] = f [xj , xi ]
N.B. 3.
points.
f [xi , xj ]
127
fi
1stD.D.
2ndD.D.
(-2,11), (-1,4),
3rdD.D.
These
points were, in fact, all taken from the function
y = x3 + 4x2 2x 1
i.e. a cubic polynomial, and we see that the 3rd D.D., representing the mean value of
the 3rd derivative, is constant.
The Newton Interpolating Polynomial Formula is:
P (x) = f0 + (x x0 )f [x0 , x1 ] + (x x0 )(x x1 )f [x0 , x1 , x2 ] + ...
... + (x x0 )(x x1 )(x x2 )....(x xn1 )f [x0 , x1 , x2 , ...xn ]
If we use this formula on the above table, we would expect to obtain the cubic function
from which the points were calculated.
This formula has an advantage over the Lagrange formula. If an extra point needs to
be interpolated after the initial calculation of the function has been done, we merely
add it to the table, calculate the next D.Ds, and add one more term to the Newton
formula.
128
8. Curve Fitting
So far we have considered a set of data points, experimental or calculated, and tted
a curve through these points by interpolation. We know that a polynomial of degree
n will interpolate (n + 1) points. If, therefore, there are more than (n + 1) points,
there is no guarantee that those not used in the interpolation procedure will lie on the
curve, or that the error will be particularly small.
Curve-tting is essentially an averaging process, aiming to average out and minimise
errors by assuming that, behind the possibly erratic experimentally-obtained values,
there is some orderly process which basically follows some relatively simple equation.
The data points may be such that none of them will actually lie on the curve, but they
should be near enough for the curve to be a genuine representation of the function
within reasonable error. The curve found may be more useful and appropriate than
a complicated polynomial which interpolates all the given points. For example, given
10 points. we could interpolate these by a polynomial of degree 9, but this could have
up to 8 turning points, and we may need a smoother curve than this.
Given a set of data points, we have to choose the type of curve we feel is best tted
to them: e.g. a polynomial of a certain degree, an exponential curve, a trigonometric
curve, etc. To make an intelligent decision, we should attempt to nd out where
the given data points came from, since we may be able to guess the expected type of
relationship from this information.
An example of
a set of data points
129
f (xk ) is the value of the function f (x) at x = xk , (k = 0, 1, 2, ...., n), and we would not
expect f (xk ) to be necessarily exactly equal to yk . However, we do require that the
dierence between f (xk ) and yk should be small, otherwise f (x) would be of little use
as a function approximating the curve.
Let k = f (xk ) yk
Considering the accumulation of errors, there would be little point in insisting that
k was as small as possible unless we knew that k was always +ve or always -ve,
and this is unlikely. Very large +ve and -ve errors could cancel each other out and
give k = 0.
More sensible would be to minimise
|k |.
130
A variation of this method is the Weighted Least Squares tting in which we aim
to minimise the expression
w0 20 + w1 21 + w2 22 + .... + wn 2n
This technique is useful when dealing with experimental data in which we are more
convinced about the accuracy of some points than others. These points are therefore
more crucial to the function. If we apply a larger weighting factor to these points in
the above expression, their importance will be increased over that of the others.
=
=
f (xk ) yk
a0 v0 (xk ) + a1 v1 (xk ) + .... + am vm (xk ) yk
E =
=
2k
k=0
n
k=0
If E is to be minimised, then
E
ai
i.e.
= 0
for i = 0, 1, 2, ..., m
k=0
for i = 0, 1, 2, ..., m.
So we have m + 1 linear equations to solve for a0 , a1 , ..., am .
normal equations.
We solve these equations and thus nd the required best-t function f (x).
131
Example 1 Find the least-squares straight line that would best t the three points
(0,1), (1,1), (2,2)
f (x) must take the form:
f (x) = a0 + a1 x
(f (xk ) yk )
k=1
E
a0
(a0 + a1 xk yk )2
k=1
= 0,
E
a1
= 0. i.e.
2(a0 + a1 xk yk ).1 = 0 a0
k=1
3
k=1
3
k=1
k=1
2(a0 + a1 xk yk ).xk = 0 a0
1 + a1
xk
k=1
3
xk + a1
yk = 0;
k=1
3
x2k
k=1
xk yk = 0;
(4)
(5)
k=1
So we need:
3
1
k=1 xk
3
2
k=1 xk
3
k=1 yk
3
k=1 xk yk
k=1
=
=
=
=
=
1+1+1
0+1+2
0+1+4
1+1+2
0+1+4
=
=
=
=
=
3
3
5
4
5
3a0 + 3a1 4 = 0
3a0 + 5a1 5 = 0
1
5
a1 = , a0 =
2
6
5 1
+ x
6 2
y
6
P3
132
s
C
s
s
s
P1
P2
-x
Example 2 Fit a suitable polynomial to the given set of data points in which the
yk are known to be approximate.
y
k xk
1 2
2 1
3 0
4 1
5 2
yk
1.2
1.5
1.3
1.9
7.1
6
4
-2
-1
We therefore choose
-2
f (x) = a0 + a1 x + a2 x2
We need to minimise E where
E=
(f (xk ) yk )2 =
k=1
This gives:
(a0 + a1 xk + a2 x2k yk )2
k=1
E
= 2 (a0 + a1 xk + a2 x2k yk ).1 = 0
a0
k=1
0 = a0
1 + a1
k=1
xk + a2
k=1
x2k
k=1
yk
(3)
k=1
E
= 2 (a0 + a1 xk + a2 x2k yk ).xk = 0
a0
k=1
0 = a0
xk + a1
k=1
x2k + a2
k=1
x3k
k=1
xk yk
(4)
x2k yk
(5)
k=1
E
= 2 (a0 + a1 xk + a2 x2k yk ).x2k = 0
a0
k=1
0 = a0
k=1
x2k + a1
x3k + a2
k=1
k=1
x4k
k=1
-x
1
k=1 xk
5
2
k=1 xk
5
3
k=1 xk
5
4
k=1 xk
5
k=1 yk
5
k=1 xk yk
5
2
k=1 xk yk
k=1
=
=
=
=
=
=
=
=
1+1+1+1+1 = 5
2 1 + 0 + 1 + 2 = 0
4 + 1 + 0 + 1 + 4 = 10
8 1 + 0 + 1 + 8 = 0
16 + 1 + 0 + 1 + 16 = 34
1.2 1.5 1.3 + 1.9 + 7.1 = 5
2.4 + 1.5 + 0 + 1.9 + 14.2 = 20
4.8 1.5 + 0 + 1.9 + 28.4 = 24
5a0 + 0 + 10a2 = 5
0 + 10a1 + 0
= 20
10a0 + 0 + 34a2 = 24
Note that the matrix of coecients in this system of equations is symmetric. This will
always be the case for a system of normal equations derived from the use of the Least
Squares method.
In this case the solutions can easily be found to be
a0 = 1;
a1 = 2;
a2 = 1
APPENDIX
Proofs of theorems
Theorem 1
The Remainder Theorem
If is any constant and P (z) is a polynomial, then when P (z) is divided by (z ),
the value of the remainder is P ().
Proof
Since (z) is a linear factor, the division gives a quotient Q(z) and a constant
remainder, R. Then P (z) = (z ).Q(z) + R.
Putting z = into this equation, we have:
i.e.
R = P ()
P () = 0.Q(z) + R
Corollary
If is a zero of P (z), then P () = 0.
But P () = R, the remainder.
Therefore, since there is no remainder, P (z) is divisible by (z ).
Theorem 2
The Fundamental Theorem of Algebra
A polynomial of degree n 1 has at least one zero.
(The proof is beyond the scope of this course)
Theorem 3
Proof
135
Theorem 4
If is a zero of P (z) of multiplicity m, where m 2, then is also a
zero of P (z), of multiplicity m 1.
Proof
Theorem 5
If = u + iv, where u, v are real and v = 0, and if is a zero of the
real polynomial P (z), then
= u iv is also a zero of P (z).
Proof
ak z k .
k=0
Since P () = 0,
ak rk eik = 0.
k=0
i.e.
k=0
The real and imaginary parts of this must separately be zero. Since all the
coecients ak are real, this implies that:
n
ak rk cos k = 0
and
k=0
ak rk sin k = 0
k=0
ak rk (cos k i sin k) = 0
k=0
But this is
k ik
ak r e
k=0
k=0
ak (re
i k
) =
ak (
)k = P (
) = 0
k=0
= (z ) and (z
) are both factors of P (z)
2
But (z )(z
) = z ( +
)z +
And ( +
) = 2u (real);
= u2 + v 2 (real)
= z 2 ( +
)z +
is a real quadratic factor of P (z).
Corollary 2
A real polynomial whose degree is odd must have at least one real zero.
136
Chapter 7.
INTEGRATION
137
1. Denitions
Integration is:
(a) A process reversing dierentiation.
The result of this process is called the Indenite Integral or the Anti-derivative
and is a function.
(b) A process giving the area between the graph of a function, the x-axis, and two
lines parallel to the y-axis.
The result of this process is called the Denite Integral and is a number.
y
6
y = f (x)
P
PP
P
P P
PP PP PP
P
PPPP PP
PPPPPPP
P
PPPPPPP
PP
P
PP
P
P P P
We write (a) as
- x
f (x)dx;
(b) as
f (x) dx
a
In the case of (b), the denite integral, the answer is a number, the variable x
is called a dummy variable and can be replaced by any convenient letter.
138
f (x)
(i)
(f (x) + g(x))dx =
a
b
f (x) dx =
f (x) dx,
constant
f (x) dx
b
f (x) dx =
g(x) dx
a
f (x)dx +
a
f (x) dx =
(ii)
f (x) dx +
a
f (x) dx
139
xn dx =
xn+1
+c
n+1
provided n = 1
(ax + b)n dx =
1
dx = ln x + c
x
ex dx = ex + c
e(ax+b) dx =
sin x dx = cos x + c
sin(ax + b) dx =
cos x dx = sin x + c
etc.
1
dx =
ax + b
cos(ax + b) dx =
etc.
1 (ax + b)n+1
+c
a n+1
provided n = 1
1
ln(ax + b) + c
a
1 (ax+b)
e
+c
a
1
cos(ax + b) + c
a
1
sin(ax + b) + c
a
All these can be transformed
into the basic list by
substituting (ax + b) = t
a.dx = dt
[f (x)]n .f (x) dx =
[f (x)]n+1
+ c, provided n = 1
n+1
f (x)
dx = ln[f (x)] + c
f (x)
140
EXAMPLES
(i) Basic Elementary Functions
I1 =
1
1
4
1
x + 2 + 2 x + sin x + dx =
x4 + x2 + 2x 2 + sin x + 4. dx
x
x
x
3
x5 x1 2x 2
+
+ 3 cos x + 4. ln x + c
=
5
1
2
x5 1 4 3
=
+ x 2 cos x + 4 ln x + c
5
x 3
4
Find I2 =
1
1
+
dx
3x 2
1x
(3x 2) and (1 x) are both linear functions of x. We can therefore treat (3x 2)
and (1 x) as simple variables, remembering, when we integrate each term, to divide
by the coecient of x.
1
1
1 (1 x) 2
1
I2 = ln(3x 2) +
ln(3x
2)
2
1x+c
+
c
=
1
3
1
3
2
1
1 dt
1
Let t = 3x 2 dt = 3dx
dx =
= ln t
3x 2
t 3
3
1
u 2
1
12
Let u = 1 x du = dx
dx = u . du = 1
1x
2
Hence result.
(a)
I3 =
2x
1
dx =
.2x dx
2
2
x +5
x +5
f (x)
dx = ln[f (x)] + c;
f (x)
(b)
I4 =
I3 =
I4 = esin x + c.
dt
t
= ln t + c.
(b)
Substitution
The Aim:
Remember:
(i)
If the integrand involves (a2 + x2 ), we try x = a tan , the new variable being .
Then:
also:
(ii)
dx = a sec2 .d;
(a2 + x2 ) = (a2 + a2 tan2 ) = a2 (1 + tan2 ) = a2 sec2 .
t = tan x2
dt =
142
EXAMPLE
x
dx
1x
Let t = 1 x
1 x = t2
x = 1 t2
dx = 2t dt
I5 =
Then I5 =
1 t2
t3
(2t)dt = 2 (1 t2 )dt = 2 t
+c
t
3
(
)
3
1
= 2
1 x (1 x) 2 + c
3
1
2
1
1
when x = , t =
2
2
When x = 0, t = 1;
Then I6 = 2
1
2
t3
(1 t2 )dt = 2 t
3
[(
= 2
] 1
1
1
1
1
3
2 3.2 2
)]
4
5
3 3 2
EXAMPLE
Using x = a tan , I7 =
a sec2 d
1
=
2
2
a sec
a
I8 =
Then I8 =
1
1
x
+ c = tan1 + c
a
a
a
d =
EXAMPLE
dx
a2 + x2
I7 =
dx
5 + 3 cos x
, t = tan = 1
2
4
1
2dt
2dt
=
2
2
5(1 + t ) + 3(1 t )
0 8 + 2t2
when x =
1
2dt
=
2) .
1 + t2
0
5 + 3(1t
1+t2
=
0
1
t
dt
=
tan1
2
4+t
2
2
]1
=
0
1
1
tan1
2
2
and
cosh2 x sinh2 x = 1
to introduce certain trig and hyperbolic substitutions when the integrand involves
square roots of certain expressions. The following table shows the expressions concerned, the substitution suggested, and simplication in the expression resulting from
the appropriate substitution.
occurring
x2 a2
becomes
dx =
x = a sin
a cos
a cos d
x = a sinh u
a cosh u
a cosh u du
x = a cosh u
a sinh u
a sinh u du
a2 x2
a2 + x2
substitution
dx
x
= sin1 + c
2
a
x
dx
x
= sinh1 + c
2
2
a
a +x
dx
1 x
=
cosh
+c
a
x2 a2
a2
dx
1 x
=
sin
+k
a
a2 x2
1 1 (bx + c)
dx
=
sin
+k
we can write
b
a
a2 (bx + c)2
e.g. Since
However, the quadratic expression involved may not be given in the correct form; i.e.
as the sum or dierence of two squares, as in the example. We may rst need to
complete the square to obtain the correct form.
e.g.
144
EXAMPLE
I9 =
dx
x 4 x2
x = 2 sin
Then I9 =
cos d
2 cos d
=
2
sin .2 cos
2 sin 4 4 sin
1
cosec d
2
)
(
1
1
2
4 x2
=
ln(cosec + cot ) + c = ln
+
+c
2
2
x
x
EXAMPLE
Using the suggested substitution x = a sinh u for the second of these standard form
integrals,
dx
a cosh u du
a cosh u du
becomes:
=
2
2
a +x
a2 (1 + sinh2 u)
a2 + a2 sinh2 u
a cosh u du
=
a cosh u
du = u + c = sinh1
x
+c
a
EXAMPLE
I10 =
dx
9 (x
5)2
= sin1
(x 5)
+c
3
or: it is more likely that the integral will appear in the form
I10 =
dx
10x 16 x2
The quadratic needs to be expressed as the sum or dierence of two squares, using the
completion of the square process shown on the previous page. Then, since
10x 16 x2 = 9 (x 5)2 ,
the integral I10 can be written as given above and solved as a standard form, or by
making the substitution
x 5 = 3 sin
145
(i)
(ii) not all algebraic fractions integrate to give a natural log function!
e.g.
dx
=
(x 2)2 dx
(x 2)2
(x 2)1
=
+c
1
1
=
+c
x2
146
EXAMPLE 1
I11 =
x3 + 3x2 2x 1
dx
x2 + 4x + 3
x1+
x2
x + 2
x + 2
= x1+
+ 4x + 3
(x + 3)(x + 1)
x + 2
takes partial fractions of the form:
(x + 3)(x + 1)
Then I11 =
=
EXAMPLE 2
I12 =
x1
A
B
+
x+3 x+1
3
52
=
+ 2
x+3 x+1
5
3
+
dx
2(x + 3) 2(x + 1)
x2
5
3
x ln(x + 3) + ln(x + 1) + c
2
2
2
2x3 + 3x2 2x + 5
dx
(x2 + 1)(x 1)2
Ax + B
C
D
+
+
2
x +1
x 1 (x 1)2
Therefore I12 =
x+2
1
4
+
+
2
x + 1 x 1 (x 1)2
1
4
x+2
+
+
dx
2
x + 1 x 1 (x 1)2
For the integration, the rst term needs to be split into two terms:
Then:
2
x
and
x2 + 1
x2 + 1
2
1
4
x
+
+
+
dx
x2 + 1
x2 + 1
x1
(x 1)2
=
1
4
ln(x2 + 1) + 2 tan1 x + ln(x 1)
+c
2
x1
147
Then:
and
1
sin x dx =
1 cos 2x dx
2(
)
sin 2x
1
x
+c
=
2
2
2 cos2 x = 1 + cos 2x
1
cos x dx =
1 + cos 2x dx
2(
)
sin 2x
1
x+
+c
=
2
2
2
To integrate odd powers of sin x and cos x, we can use the identity
cos2 x + sin2 x = 1
to convert the integral into a sum of exact integrals, as shown in the example shown
on the following page.
However, this is only practicable for reasonably small odd powers, and the technique
cannot be used for even powers of sin x and cos x. In these cases, it is best to obtain a
reduction formula for a general power n and then apply it to the particular situation.
(See Reduction Formulae).
To integrate products of sines and cosines, we use the following identities to convert
products into sums or dierences of trig (hyperbolic) functions which can then be
integrated term by term.
1
[sin(A + B) + sin(A B)]
2
1
cos A cos B =
[cos(A + B) + cos(A B)]
2
1
sin A sin B =
[cos(A B) cos(A + B)]
2
sin A cos B =
The same processes can be applied to product of hyperbolic functions, with the usual
proviso about changing trig identities onto hyperbolic form.
148
EXAMPLE
cos x dx
cos4 x. cos x dx
All three terms in the integral are now exact derivatives and can be integrated directly.
If f (x) = sin x, then f (x) = cos x, so that the second and third terms of the integral
are:
2
2 [f (x)] .f (x)dx
and
[f (x)]4 .f (x)dx
or
Thus
(i)
(ii)
sin2 x.d(sin x)
and
sin4 x.d(sin x)
sin3 x sin5 x
cos x 2 sin x cos x + sin x cos x dx = sin x 2
+
+c
3
5
EXAMPLES
1
sin(3x + 7x) + sin(3x 7x), dx
sin 3x. cos 7x dx =
2
1
=
sin 10x sin 4x dx
2(
)
1
cos 10x cos 4x
=
+
+c
2
10
4
1
sinh(x + a). sinh(x a) dx =
cosh 2a cosh 2x dx
2
=
149
(a constant)
6. Integration by Parts
This process is necessary to integrate certain products of two functions.
du
dv
v dx = uv u dx
dx
dx
or
vdu = uv
udv
This formula is obtained from the formula for the derivative of a product: since
d
du
dv
{uv} =
v + u,
dx
dx
dx
integration of both sides w.r. to x gives:
uv =
du
dv
v dx +
u dx
dx
dx
which rearranges into the formula for integration by parts, shown above.
When using Integration by Parts, we treat one of the factors in the integrand as v
we need its derivative for the formula.
We treat the other as
du
we need its integral for the formula.
dx
N.B. if one factor is a polynomial, this one is usually treated as v so that it gives a
simpler function in the result.
UNLESS the other factor is ln x (or a natural log of any function of x) or an inverse
function such as sin1 x. In these cases, we need to treat a factor of either of these
types as v and use its derivative to obtain the result.
150
EXAMPLE 1
I13 =
x sin x dx
dv
= 1;
dx
Let v = x
du
= sin x u = cos x
dx
let
x sin x dx = x( cos x)
= x cos x +
( cos x).1 dx
cos x dx
= x cos x + sin x + c
EXAMPLE 2
x2 ln x dx
I14 =
dv
1
= ;
dx
x
Let v = ln x
let
du
x3
= x2 u =
dx
3
3
x 1
x3
(ln x)
. dx
3
3 x
2
x3
x
=
ln x
dx
3
3
x3
x3
ln x
+c
=
3
9
x2 ln x dx =
EXAMPLE 3
I15 =
e2x cos x dx
dv
= sin x;
dx
]
let
du
1
= e2x u = e2x
dx
2
[
2
1
1 2 2x
1 2x
2 1 2x
e . cos x
e ( sin x) dx = 0
+
I15 =
e sin x dx
2
2
2 0
0 2
0
dv
du
Using integration by parts again, with v = sin x dx
= cos x;
= e2x
dx
u = 12 e2x ,
I15
1 1
= +
2 2
[[
1 2x
e sin x
2
(
I15 1 +
1
4
1 1 1
1
1 2x
e cos x dx = +
e 0 I15
2
2 2 2
4
1 e
= +
2
4
151
1
I15 = (e 2)
5
7. Reduction Formulae
These formulae help us to integrate functions that involve the nth power of some
function.
We denote that given integral by In
We aim to derive a formula (called a Reduction Formula) which expresses In in terms
of In1 or In2 etc.
Thus we reduce the power involved in the integrand until it is manageable.
Usually reduction formulae are obtained by using integration by parts. The standard
exception to this statement are reduction formulae for
tan x dx
cotn x dx
and
and the method for obtaining the reduction formulae necessary for these will be shown
in Example 2.
EXAMPLE 1
In =
Let v = xn dv = nxn1
Let du = ex u = ex
xn ex dx
Then In = uv
= ex .xn
u dv
ex .nxn1 dx
= x e n
n x
ex xn1 dx
ex xn1 dx is In1
But
Therefore In = xn ex nIn1
Now I0 =
x0 ex dx =
ex dx = ex + c
x3 ex dx = I3 :
152
EXAMPLE 2
tann x dx
In =
In this case we start by separating out two of the tan x factors and write
tann2 x. tan2 x dx
In =
2
Now 1 + tan2 x = sec
x tan2 x = sec2 x 1
So In =
tann2 x(sec2 x 1)dx
tann2 x sec2 x dx
tann2 x dx
This is In2
tann1 x
=
In2
n1
In
e.g. Suppose In =
Then
tann x dx
tann1 x 4 4
tann2 x dx
=
n1 0
0
n1
(tan 4 )
(tan 0)n1
1
=
In =
In2
n1
n1
n1
In
If we require
tan5 d, then:
153
EXAMPLE 3
cosn x dx
In =
For most integrands that involve a power of a trig function, we separate out just one
of the trig factors. In this case:
In =
cosn1 x cos x dx
Let
Let
v = cosn1 x
dv = (n 1) cosn2 x.( sin x)
du = cos x
u = sin x
In = uv
u dv
= sin x. cosn1 x
n1
= sin x cos
x + (n 1)
= sin x. cosn1 x + (n 1)
= sin x. cos
n1
x + (n 1)
cosn2 x sin2 x dx
154
n1
In2
n
In =
I0 = [x + c]02 =
f (x) dx
a
y
6
y = f (x)
yn1
y0
y1
yn
y2
a x1 x2
x0
xn1 b
xn
- x
h
h
h
h
(y0 + y1 ) + (y1 + y2 ) + (y2 + y3 ) + ...... + (yn1 + yn )
2
2
2
2
h
(y
2 0
Simpsons Rule
This rule aims at a better approximation to the area, and therefore to the value of the
integral, by approximating the curve y = f (x) by a series of parabolic curve segments
rather than a series of straight lines as in the Trapezium Rule. It uses the fact that we
can always nd a parabola which passes through any three non-collinear points.
The range of values of x is divided into equal steps of length h, as for the Trapezium
Rule. Let three points on the curve y = f (x) corresponding to adjacent steps be:
(h, y0 ), (0, y1 ), (h, y2 )
where
y = ax2 + bx + c.
We can nd the values of a, b, c by insisting that the coordinates of these three points
satisfy the equation. Thus
y0 = ah2 bh + c
y1 = 0 + 0 + c
y2 = ah2 + bh + c
(6)
(7)
(8)
Then c = y1 .
y0 + y2 2y1
2h2
The area under this parabolic curve segment is given by the integral
ax2 +bx+c dx
Area
x3
x2
a + b + cx
3
2
=
=
=
=
]h
h
h
h
h3
h2
a + b + ch a + b ch
3
2
3
2
3
h
2a + 2ch
3
3
h (y0 + y2 2y1 )
2
+ 2y1 h
3
2h2
h(y0 + y2 2y1 + 6y1 )
h
= (y0 + 4y1 + y2 )
3
3
To use this result, then, for Simpsons Rule, we divide the area required into an even
number, 2n, of strips of width h and approximate the curve bounding each pair of
strips by a parabolic section as described. Then
I
=
h
h
h
(y0 + 4y1 + y2 ) + (y2 + 4y3 + y4 ) + .... + (y2n2 + 4y2n1 + y2n )
3
3
3
h
(y
3 0
156
EXAMPLE
sin x
dx
0 1+x
(b) Using Simpsons Rule, in both cases using 6
0=
2
2
h=
sin 12
sin x1
0.2588..
=
=
= 0.2051..
=
1 + x1
1 + 12
1 + 0.2618..
etc.
y0 =
y1
y
x
y
x0 = 0
y0 = 0
x1 = 12
y1 = 0.2051
x2 = 2
y2 = 0.3282
12
3
x3 = 12
y3 = 0.3960
x4 = 4
y4 = 0.4230
12
5
x5 = 12
y5 = 0.4183
x6 = 2 y6 = 0.3890
0.3890
1.0194
0.7512
y6
- x
1
(0.3890 + 2(1.0194 + 0.7512)) = 0.5144 = 0.514 to 3 d.p.
2 12
1
(0.3890 + 4 1.0194 + 2 0.7512)) = 0.5209 = 0.521 to 3 d.p.
3 12
I = 0.521032
APPENDIX A:
Dene F (x) =
Dene A(x) =
x
a
x+x
Then A(x + x) =
f (t) dt
a
But
Therefore we have
dA
dx
dF
dx
lim
x0
A(x + x) A(x)
f (x)
x
A(x + x) A(x)
x
is dened as
dA
dx
= f (x)
and
dF
dA
=
dx
dx
dA
dx
We see therefore that the processes involved in nding an indenite and a denite
integral are the same.
y
6
y = f (t)
x x + x
- x
158
-t
APPENDIX B.
Gaussian Quadrature
y
6
D
C
y = f (x)
-x
Clearly, Gauss Method has more chance of giving an accurate value of ab f (x)dx if
points C and D can be found so that the area left out under the curve is compensated
by other areas included in the calculation which are actually outside the required area.
In the Trapezium Rule, we have
Area = p.f (a) + q.f (b),
where p = q =
ba
2
159
Since we have four unknowns, we can assume that the method ought to give an exact
answer for the integral of any polynomial function of degree 3. In particular, it
should give exact answers for the integrals of 1, x, x2 , x3 over the interval [-1, 1].
For these four functions, we have
y
6
I0 =
D
I1 =
C
d 1
I2 =
1dx = [x]11 = 2
[
xdx =
1
1
x2
2
1
1
I3 =
-x
x dx =
[
x3 dx =
]1
= 0
1
]
3 1
x
3
1
]
4 1
x
4
2
3
= 0
1
A0 = w1 .1 + w2 .1 = I0 = 2
A1 = w1 .c + w2 .d = I1 = 0
2
3
3
3
= w1 .c + w2 .d = I3 = 0
(1)
(2)
A2 = w1 .c2 + w2 .d2 = I2 =
(3)
A3
(4)
w1 + w2 = 2
If we choose w1 = w2 , and c = d, we see that equations (2) and (4) are satised.
Therefore, choose w1 = w2 = 1 (to satisfy equation (1)) and substitute in equation (3):
(d)2 + d2 =
2
3
2d2 =
2
3
d2 =
1
3
f (x)dx 1.f
160
+ 1.f
1
d =
3
y
6
x2
x3 1
-1x1
-x
Since 6 unknowns are involved this time, we would expect the process to give exact
answers for integrals of polynomial functions of order 5, and in particular, for 1, x,
x2 , x3 , x4 , x5 over the interval [-1, 1].
As before, we have
2
I0 = 2, I1 = 0, I2 = , I3 = 0, and, in addition,
3
This leads to the 6 equations:
2
I4 = , I5 = 0.
5
A0 = w1 .1 + w2 .1 + w3 .1 = I0 = 2
A1 = w1 .x1 + w2 .x2 + w3 .x3 = I1 = 0
2
A2 = w1 .x21 + w2 .x22 + w3 .x23 = I2 =
3
A3 = w1 .x31 + w2 .x32 + w3 .x33 = I3 = 0
2
A4 = w1 .x41 + w2 .x42 + w3 .x43 = I4 =
5
A5 = w1 .x51 + w2 .x52 + w3 .x53 = I5 = 0
(1)
(2)
(3)
(4)
(5)
(6)
and
x1 = x3
These would satisfy equations (2), (4) and (6), provided w1 = w3 . Equations (3) and
(5)then become:
2
2
3
x21 = ,
5
1
1
f (x)
w1 =
5
= w3
9
5
3
8
5 3
f
+
f (0) +
f
9
5
9
9
5
161
Coecients wi
w1 = w2 = 1
w1 = w3 = 59 = 0.55556
w2 = 89 = 0.88889
w1 = w4 = 0.34785
w2 = w3 = 0.65214
x1 = x4 = 0.86114
x1 = x4 = 0.33998
w1 = w5 = 0.236923
w2 = w4 = 0.47863
w3 = 0.56889
x1 = x5 = 0.90618
x2 = x4 = 0.53847
x3 = 0
EXAMPLE
I=
Abscissae xi
1
x1 = x2 = = 0.57735
3
x1 = x3 = 0.6 = 0.77460
x2 = 0
162
Chapter 8.
FUNCTIONS OF MORE THAN
ONE VARIABLE:
PARTIAL DIFFERENTIATION, PART I
163
So far, discussion about functions has been conned to functions dependent on a single
variable, f (x), for instance. We can demonstrate the way in which f varies with x by
means of a 2-dimensional graph. The set of all points satisfying y = f (x) form some
straight line or curve.
Many functions, however, depend on more than one variable.
We write:
Provided f depends on only two independent variables, say x and y, so that the
dependent variable z is given as
z = f (x, y),
then the relationship between z, x and y can be represented on a 3-D graph. Here the
set of all points satisfying the functional relationship z = f (x, y) forms a surface.
Suppose we take a plane section (cut) through the surface z = f (x, y). The section
will produce a straight line or curve.
In particular, if the section is a plane parallel to the x-z plane, everywhere on this
plane y takes a constant value, so the curve produced from the surface demonstrates
how z varies with x for a chosen constant value of y. We have a curve whose equation
can be expressed as
z = f1 (x)
where f1 is some function.
Similarly, a plane section parallel to the z-y plane produces a curve, all of whose points
have a constant x coordinate, showing the way in which z varies with y for a chosen
constant value of x. Here we have a curve whose equations will take the form, for some
function f2 ,
z = f2 (y)
A constant value of z gives a curve parallel to the x-y plane. These curves are
usually known as contours.
164
EXAMPLE
y = f (x) = x +
1
x
EXAMPLE
z = f (x, y) = 4 x2 4y 2
For any independently chosen x = x1 and.
y = y1 , we can then calculate the corresponding value of z = z1 , giving the point
whose coordinates are (x1 , y1 , z1 ) lying on
the surface representing the function.
e.g. When x = 1 and y =
(
1
z =41 4
2
)2
1
2
=2
z = 4 x2 4
1
2
)2
z = 3 x2 ;
a parabola
165
f
f
and
are called the rst partial derivatives of f (x, y).
x
y
166
EXAMPLE
In the case of the function f (x, y) = 4 x2 4y 2 , represented by the surface
z = f (x, y) = 4 x2 4y 2
We can write
f
= 0 2x 0 = 2x;
x
f
= 0 0 8y = 8y
y
Thus the gradients of the respective curves parallel to the z-x and z-y planes are
z
= 8y
y
z
= 2x;
x
At the point (1, 12 , 2) on the surface, for instance, the curves obtained from the sections
are
(
1
z =4x 4
2
2
)2
z = 3 x2
and
z
= 2;
x
167
z = 4 (1)2 4y 2 ;
z
=4
y
z = 3 4y 2
f (x, y)
z
f (x + x, y) f (x, y)
=
= lim
x0
x
x
x
f (x, y + y) f (x, y)
f (x, y)
z
=
= lim
y
y y0
y
provided that these limits exist at (x, y).
Second and higher order derivatives are dened in the same way:
e.g.
2 f (x, y)
=
x2
x
f
x
{ f
= lim
x0
(x + x, y)
x
}
f
(x, y)
x
f
partially w.r. to y,
x
f
partially w.r. to x.
y
=
yx
y
f
x
and
2f
=
xy
x
f
y
2f
2f
and
both exist and are continuous functions of x and y in some region
xy
yx
2f
2f
(x0 , y0 ) =
(x0 , y0 )
xy
yx
168
EXAMPLE
Find all the rst and second partial derivatives of f (x, y), where
f (x, y) = x3 y + exy 2 cos(3x + 4y)
f
=
x
f
y
2f
=
2
x
x
2f
y 2
=
y
f
x
f
y
=
}
=
yx
y
2f
=
xy
x
f
x
f
y
=
}
Note:
N.B. Another notation sometimes used for partial dierentiation involves the use of
subscripts. We can write:
f
f
= fx ;
= fy
x
y
2f
= fxx ;
x2
2f
= fyy ;
y 2
169
2f
= fxy etc.
xy
The Taylor series for a function of one variable, say f (x), about the point
x = a with x = h is:
f (a + h) = f (a) + hf (a) +
h2
h3
hn
f (a) + f (a) + .... + f (n) (a) + ...
2!
3!
n!
provided the function f and all the necessary derivatives of f are dened at the point
x = a.
For a function of two variables, f (x, y), we have a comparable series. If derivatives
are to be involved, they must be partial derivatives of f . We might also expect the
derivatives involved to be symmetric in terms of x and y since there is no reason for
any priority of one variable over the other.
So we have the Taylor expansion of f (x, y) about the point (a, b), with x = h, y = k:
f
f
f (a + h, b + k) = f (a, b) + h
+k
x
y at (a,b)
{
}
2
2
2f
1
2 f
2 f
h
+ 2hk
+k
+
2!
x2
xy
y 2 at (a,b)
{
3
3f
3f
3f
1
3 f
h3 3 + 3h2 k 2 + 3hk 2
+
k
+
3!
x
x y
xy 2
y 3 at (a,b)
+ .......
{
}n
1
h
+k
f (x, y)at (a,b)
+
n!
x
y
+ .......
N.B.
{
f
h
+
xn
h
+k
x
y
}n
nf
n
hn1 k n1 +
1
x y
170
nf
nf
n
hn2 k 2 n2 2 + .... + k n n
2
x y
y
Derivation
First: Treat f (x, y) as a function of x only, x varying from a to a + h, while y is
kept constant at y = b + k.
Since we are now dealing with a function of one variable, x, we expand it about x = a
using the Taylor series for a function of one variable. We obtain:
f (a + h, b + k) = f (a, b + k) + h
f
h2 2 f
(a, b + k) +
(a, b + k) + .....
x
2! x2
(9)
Then: Treat each term on the R.H.S. of (1) as a function of y only, y varying from
b to b + k, while x is kept at the constant value a. We expand each of these terms by
a Taylor series for a function of one variable, this time y. Thus:
f (a, b + k) = f (a, b) + k
f
k2 2f
(a, b) +
(a, b) + ......
y
2! y 2
f
f
2f
k2 3f
h (a, b + k) = h
(a, b) + k
+
(a, b) + ....
x
x
yx 2! y 2 x
[
h2 2 f
h2 2 f
3f
k2 4f
(a,
b
+
k)
=
(a,
b)
+
k
+
(a, b) + ....
2! x2
2! x2
yx2
2! y 2 x2
.....
.....
171
f
f
(a, b) + k (a, b)
x
y
(10)
Now [f (a + h, b + k) f (a, b)] represents the change in f resulting from the values of
x and y being increased from a and b to (a + h) and (b + k) respectively.
So, using the usual notation, we write: f (a + h, b + k) f (a, b) = f
Then rearranging equation (2), this can be written:
f h
f
f
(a, b) + k (a, b)
x
y
f x
f
f
+ y
(11)
x
y
f = f (x, y, z, t)
f
f
f
f
+ y
+ z
+ t
x
y
z
t
172
EXAMPLE
V = r2 h
If small errors r and h are made in the measurements of r and h, then an error V
will inevitably result in the calculation of V from this formula. We can use the total
dierential result to estimate this error:
V r
V
V
+ h
=
r
h
Case (i) Suppose r and h are measured as 10.0 cm and 15.0 cm respectively, both
measurements being made to the nearest mm. We are required to nd the maximum
possible error which could arise in the calculation of the volume using the given values
of r and h.
The maximum error will clearly occur when the errors made in the measurements of
r and h are as large as they can be, and when the terms giving V reinforce each
other.
If r = 10cm = 100 mm, the value given correct to the nearest mm, the value of r can
actually lie anywhere between:
Therefore, the max. value of |r| =
Similarly,
<h<
r
h
V
and
, and are looking for
r
h
V
Suppose that r and h can be measured to an accuracy of 0.3% and 0.2% respectively. This means that
r
max = 0.3%,
r
Since V
h
max = 0.2%
h
V
i.e. The maximum possible percentage error in V is
173
N.B.1 If angles are involved in any formula used to calculate a total dierential, any
small change or error in an angle must be measured in radians.
N.B.2 If the errors x, y, ... in the variables x, y, ... can be positive or negative, consideration must be given to the signs involved in the formula for f when a maximum
value (worst case) of f or of f /f is being sought.
EXAMPLE
f (x, y, z) = x2
y
z
174
Implicit Functions
Here we use the approximate result (3) for a case which contains a function f (x, y),
but where x and y are not independent - y can be considered as a function of x and
dy
therefore the rate of change dx
can be dened. Note that this would be an ordinary,
not partial, derivative, since x would be the only independent variable. [We have met
this idea in Chapter 3, P.62, under Implicit Functions].
Since y is a function of x, a small increment x in x will result in a small increment y
in y. Dividing equation (3) by x gives
f
f x f y
+
x
x x y x
{
As x 0, lim
x0
i.e.
f
x
df
f dx f dy
=
. +
.
dx
x dx y dx
df
f
f dy
=
+
.
dx
x y dx
(12)
If the relationship between x and y is given in the form of the equation f (x, y) = 0,
dy
df
equation (4) gives us an easy means of nding dx
since dx
must = 0.
f
f
f dy
dy
x
Equation (4) becomes 0 =
+
. , which rearranges to give
= f
x y dx
dx
y
EXAMPLE
Implicit Functions
175
nd
dy
.
dx
176
Chapter 9.
ORDINARY FIRST ORDER
DIFFERENTIAL EQUATIONS
177
1. Denitions
A Dierential Equation (D.E.) is a relationship between a function, some of its
derivatives, and the variable(s) upon which it depends.
An Ordinary Dierential Equation (O.D.E.) is a dierential equation, as dened
above, but in which the function is dependent only on a single variable and therefore
no partial derivatives arise.
The Order of a dierential equation is the order of the highest derivative it contains.
The Degree of a dierential equation is the power to which the highest derivative
in the equation is raised.
A Solution of a dierential equation is a relationship between the function and
its variable(s) which satises the equation but contains no derivatives. It may be an
explicit or an implicit relationship.
EXAMPLE
(
The equation
d2 y
d3 y
+ 2y
dx3
dx2
)2
+x
dy
y 3 = sin x
dx
is an O.D.E. in which x is the independent variable, y(x) is the function; the equation
is of order 3 and degree 1.
178
or
P (x, y) + Q(x, y)
dy
=0
dx
These are clearly interchangeable: by re-arranging the second form, we see that
f (x, y) =
P (x, y)
Q(x, y)
In order to solve the D.E., it is sometimes more convenient to express it in the rst of
these forms, sometimes in the second. This depends on the nature of the D.E.
EXAMPLE
dy
= 0, P (x, y) = x2 +4y 2 ; Q(x, y) = 3xy
dx
dy
dy
x2 + 4y 2
2
2
3xy
= x +4y
=
dx
dx
3xy
179
(i)
dy
= f (x, y)
dx
dy
= f1 (x).f2 (y)
dx
i.e. if f (x, y) is the product of two factors f1 (x) and f2 (y), functions of x only and
y only respectively, then the D.E. is separable. We can then write the equation
as
If we can write:
1 dy
= f1 (x),
and integrate w.r. to x :
f2 (y) dx
1 dy
1
dx =
f1 (x) dx
or:
dy = f1 (x) dx
f2 (y) dx
f2 (y)
180
EXAMPLE 1
dy
= 2y
dx
EXAMPLE 2
xy + y + x(y 1)
dy
= 0
dx
Rearrange as:
xy+y = x(y1)
dy
dx
181
dy
xy + y
=
dx
x(y 1)
dy
= 0
dx
is said to be homogeneous if P (x, y) and Q(x, y) are both homogeneous functions
of the same degree.
P (x, y) + Q(x, y)
Then
dy
P (x, y)
=
dx
Q(x, y)
( )
for
v=
y
x
dy
, so that we have a D.E. in terms of v and x instead of y and x.
dx
N.B. If we dene v by v =
y
, or y = vx, then in terms of v and x,
x
dy
=
dx
182
x
.
y
EXAMPLES
of homogeneous functions
2
f (x, y) = x4 + 3x2 y 2 + 5xy 3
g(x, y) = x +
x + y2
f (x, y) = (x)4 + 3(x)2 (y)2 + 5(x)(y)3 g(x, y) = x + (x)2 + (y)2
= 4 x4 + 34 x2 y 2 + 54 xy 3
= 4 (x4 + 3x2 y 2 + 5xy 3 )
= 4 f (x, y)
= x + 2 (x2 + y 2 )
= (x + x2 + y 2 )
= g(x, y)
EXAMPLE
2xy
dy
= y 2 x2
dx
Let v =
y
, or y = vx.
x
dy
in the D.E.:
dx
183
Then
dy
=
dx
(C constant)
Therefore
Compare this last equation with the standard form of a 1st order D.E.:
P (x, y) + Q(x, y)
dy
= 0
dx
If we can show that P (x, y) and Q(x, y) are the partial derivatives w.r. to x and
y respectively of some function f (x, y), then reversing the dierentiation process
above, the solution of the D.E. will be
f (x, y) = C
f
,
x
f
And if Q =
,
y
then
then
P
2f
=
y
yx
Q
2f
=
x
xy
2f
2f
=
xy
yx
Therefore the test for P and Q to be the respective x and y partial derivatives of
the same function f , so that the D.E. is shown to be exact, is:
But we know that, in general,
Q
P
=
y
x
The solution is then f (x, y) = C, where
f
=P
x
f (x, y) =
P (x, y) dx;
|{z}
f
= Q f (x, y) =
Q(x, y) dy
y
|{z}
y const
x const
EXAMPLE
x3 + sin y + (x cos y + y 3 )
dy
= 0
dx
Find the general solution, and also the particular solution for which y(0) = 2
[i.e. y = 2 when x = 0]
P (x, y) =
Q(x, y) =
185
P (x, y) = h(x)p(x)y,
Now
And
P
Q
=
y
x
=
{h(x)p(x)y} = h(x)p(x).1 = h(x)p(x)
y
y
Q
dh
=
h(x) =
since h is a function of x only
x
x
dx
dh
= h(x)p(x).
dx
This is a separable D.E. in h(x) and x. We separate the variables and integrate:
1
dh = p(x) dx ln h = p(x) dx
h(x) = e p(x)dx
h
For simplicity we choose the constant of integration resulting from the integration
of p(x) to be zero, since any factor which makes the L.H.S. into an exact derivative
is acceptable.
Thus we have
I.F = e
p(x)dx
EXAMPLE 1
dy
1
2xy =
dx
x
This is a linear 1st order D.E., but it is not at present in the correct form to start
dy
the solution process, since the coecient of dx
must be unity.
Therefore
EXAMPLE 2
This is again a linear D.E., this time having the correct form with the coecient
dy
being 1. We can therefore directly identify p(x) = tan x, q(x) = x
of dx
p(x) dx
Then the I.F. = e
= eln(cos x) = cos x
Multiplying the D.E. through by the I.F., we obtain
cos x
dy
dy
cos xy tan x = x cos x cos x y sin x = x cos x
dx
dx
or
y = x tan x + 1 +
d
{y cos x} = x cos x
dx
y cos x = x sin x
C
cos x
187
Given:
dy
= f (x, y)
dx
i.e. y = y0 when x = x0 .
What does this tell us? If we aim to draw a graph representing the solution function
(or at least nd points on the solution function), at present we know one point on the
graph, and the gradient of the graph at that point (obtained by evaluating f (x0 , y0 )).
y
6
y0
-x
x0
A crude solution might be obtained by assuming that, over a small interval x0 to x0 +h,
the gradient remains roughly constant, and thus we can nd an approximate value of
y (= y1 ) at x = x0 + h (= x1 ):
y1 = y0 + h tan
= y0 + hf (x0 , y0 )
Having obtained a second point (x1 , y1 ), we can evaluate the gradient at this point and
repeat the process.
188
EXAMPLE
given that y(0) = 0. Use the step-length h = 0.2 to nd an estimate for the value of
y(1).
dy
dx
yn+1 = yn + hf (xn , yn )
= yn + h(xn + yn )
Thus:
y1
y2
y3
y4
y5
=
=
=
=
=
y0 + h(x0 + y0 )
y1 + h(x1 + y1 )
y2 + h(x2 + y2 )
y3 + h(x3 + y3 )
y4 + h(x4 + y4 )
=
=
=
=
=
189
0 + 0.2(0 + 0) = 0
0 + 0.2(0.2 + 0) = 0.04
0.04 + 0.2(0.4 + 0.04) = 0.128
0.128 + 0.2(0.6 + 0.128) = 0.2736
0.2736 + 0.2(0.8 + 0.2736) = 0.4883
Now this dierential equation is a linear rst order D.E., and we can nd its analytic
solution. Writing the equation as
dy
y = x,
dx
the integrating factor is
1dx
= ex
yex = ex .x
=
ex .1dx
xex ex + C
h
0.2
0.1
0.05
0.02
0.01
0.005
0.002
0.001
y(1)
0.488
0.594
0.6533
0.6916
0.7048
0.7115
0.7156
0.7169
5
10
20
50
100
200
500
1000
190
h3 d3 y
3! dx3
Now
dy
dx
0t1
x0 +th
dy
dx x0
d2 y
dx2
= f (x0 , y0 )
d
f (x, y)
dx
f (x, y) is unlikely to be merely a function of x, since in this case we could nd an approximation for y by a numerical integration process such as Simpsons Rule. Therefore
d
to nd dx
f (x, y) we need the Chain Rule for an implicit
so that
d
f
f (x, y) =
+
dx
x
f
=
+
x
]
[
]
[
d
f
f (x, y)
=
dx
x x0
x0
f dy
y dx
f
.f (x, y)
y
]
[
f
+
.f (x0 , y0 )
y x0
Therefore we have:
h2
y(x0 + h) y0 + h.f (x0 , y0 ) +
2!
([
f
x
+
x0
f
y
.f (x0 , y0 )
x0
191
(ii)
with
y(x0 ) = y0
Integrating:
x1
dy
dx =
f (x, y)dx
x0 dx
x
x0 1
1
i.e. [y]x=x
f (x, y)dx
x=x0 =
x1
y1 y0 =
x0
x1
f (x, y)dx
x0
Then
h
[ f (x0 , y0 ) + f (x1 , y1 )]
2
So we still have a problem, since we need to calculate f (x1 , y1 ), but we still have no
value for y1 .
We therefore use the approximate value of y1 , found by the basic Euler Method and
which we now call the predicted value of y1 . We denote this by y1 and calculate
f (x1 , y1 ), thus aiming at a better approximation for y1 .
We now have a process with two stages to each iteration: a Predictor Stage, during
which we calculate y1 , and a Corrector Stage, during which we improve the value of
y1 from y1 . These are:
Predictor :
Corrector :
yn+1
= yn + h.f (xn , yn )
h
yn+1 = yn +
[f (xn , yn ) + f (xn+1 , yn+1
)]
2
The corrector process can be considered as a variation of the Euler Method in which
an average gradient over the interval [xn , xn+1 ] is used instead of the gradient at xn .
192
Using the Modied Euler Method for the same D.E. as before:
dy
= x + y,
dx
y(0) = 0
Pred.
Corr.
Pred.
Corr.
Pred.
Corr.
y1 = y0 + hf (x0 , y0 ) = 0 + 0.2(0 + 0) = 0
h
y1 = y0 + [f (x0 , y0 ) + f (x1 , y1 )] = 0 + 0.1[(0 + 0) + (0.2 + 0)]
2
= 0.02
Continuing, we nd
y4 = 0.3790,
y4 = 0.4153
y5 = 0.6584,
y5 = 0.7027
These are, in fact, the same values as have been obtained for this D.E. by the Extended
Euler Method. This would not usually be the case - it would depend on the nature
of the function f (x, y) - but it can be shown that the Modied Euler Method is a good
approximation to the Extended Euler Method. Both give errors of the order of h3 ,
and so the Modied Euler Method is usually preferred since no derivatives have to be
found. It is one of a series of Predictor-Corrector Methods.
193
y(x0 + h) y0
dy
+ h
dx
x0
h2 d2 y
+
2! dx2
x0
h3 d3 y
+
3! dx3
,
x0
d3 y
dx3
d2
f (x, y),
dx2
2f
2f
f f
+
2f
+
.
+ f
2
x
xy
x y
f
y
)2
+ f 2.
2f
y 2
!
We hope, therefore to be able to nd alternative methods which give greater accuracy
than the Modied Euler Method, but without having to cope with all these derivatives
and their evaluation at the various points. This leads us to a consideration of
Runge-Kutta Methods
all of which are derived from a Taylor series for y(x), but in such a way that the benets
of including more Taylor series terms are preserved without the actual need to nd and
evaluate all these derivatives.
194
The Runge-Kutta Formula of order 4 This
is the most frequently used RungeKutta method. It gives a high degree of accuracy, is reasonably stable, and is not too
dicult to program or to use in hand calculations.
The formula is
yn+1 = yn +
where
1
(k0 + 2k1 + 2k2 + k3 )
6
k0 = hf (xn , yn )
1
1
k1 = hf (xn + h, yn + k0 )
2
2
1
1
k2 = hf (xn + h, yn + k1 )
2
2
k3 = hf (xn + h, yn + k2 )
dy
= f (x, y)
dx
and integrating w.r. to x between the limits x0 and x1 , this time using Simpsons Rule
(step length h2 ) to approximate the integral of the R.H.S. instead of the Trapezium
Rule which we used when seeking the Modied Euler Method, we have
y1 y0
1 h
1
1
. [f (x0 , y0 ) + 4f (x0 + h, y(x0 + h)) + f (x1 , y1 )]
3 2
2
2
k1 and k2 are both estimates of h.f (x0 + 12 h, y(x0 + 12 h)), and k3 is an estimate of
h.f (x1 , y1 ).
The Runge-Kutta Formula of order 4 can therefore be considered as a
numerical integral of the D.E. obtained by using a Simpsons Rule idea.
195
196
APPENDIX
1. D.E.s with Linear Coecients
These equations can also be converted to separable equations by means of appropriate
substitutions. They have the form:
(a1 x + b1 y + c1 ) + (a2 x + b2 y + c2 )
Case (i)
dy
= 0
dx
b1
a1
=
a2
b2
Case (ii)
a1
b1
=
a2
b2
In this case the lines mentioned above are parallel, so the equations representing the
straight lines have no solution.
We make the substitution: z = a1 x + b1 y
Dierentiating this w.r. to x gives:
dy
dz
= a 1 + b1
dx
dx
Substitution into the D.E. gives a separable D.E. in z and x.
197
EXAMPLE
(4x y + 9) + (x y + 3)
Case (i)
dy
=0
dx
x = X 2, y = Y + 1
or:
Now let Y = vX
dY
dX
dY
= 0
dX
dY
dX
dv
= v + X dx
.
dv
Then substitution gives: (4X vX) + (X vX)(v + X dX
)=0
dv
Dividing by X : (4 v) + (1 v)(v + X dX ) = 0
dv
dv
4 v 2 = (v 1)X dX
4 v + v v 2 = (1 v)X dX
This is now separable, so:
1
v1
1
3
dX =
dv
=
dv
2
X
4v
4(2 v) 4(2 + v)
Integrating, we obtain:
ln X = 14 ln(2 v) 43 ln(2 + v) + C
(
Substituting back:
EXAMPLE
1 dz
(2z
2 dx
i.e.
dz
dx
dy
= 1 + 2 dx
(2z 3)dz =
5 dx
3
2
dy
dx
= 52
z 2 3z = 5x + C
198
= C
dy
= 0
dx
dz
(z + 1) + (2z 3)( 12 dx
12 ) = 0
3) = z 1 + 2z. 12
Substitute back:
(x + 2y + 1) + (2x + 4y 3)
Case (ii)
2x y + 5
2x + y + 3
1
3
ln(x + 2) + ln
+ ln
4
x+2
4
x+2
1 dz
2 dx
1
2
dy
dx
dy
+ y = ex y 3
dx
EXAMPLE
1
y2
dv
dy
1 dy
= 2y 3 .
= 2 3
dx
dx
y dx
(13)
1 dy
1 dv
=
3
y dx
2 dx
So, substituting for the two terms on the L.H.S. of equation (1), we obtain
1 dv
+ v = ex
2 dx
The I.F. = e
dv
,
dx
we have
dv
2v = 2ex
dx
2dx
= e2x .
dv
2e2x v = 2ex
dx
Integrating both sides, we have
e2x
e2x v = 2ex + C
or
d 2x
(e v) = 2ex
dx
v = 2ex + Ce2x
1
, we have
y2
1
= 2ex + Ce2x
y2
199
y =
2ex
1
+ Ce2x
3.
=
=
=
=
hf (xn , yn )
hf (xn + c1 h, yn + d1,0 k0 )
hf (xn + c2 h, yn + d2,0 k0 + d2,1 k1 )
hf (xn + c3 h, yn + d3,0 k0 + d3,1 k1 + d3,2 k2 )
etc.
The constants are such that 0 < c1 , c2 , ...cm1 < 1 and cm = 1. This means that the
values of x at which f (x, y) is evaluated in the ki terms, x = xn + c1 h, x = xn + c2 h,
etc., lie between xn and xn+1 , with xn + cm h being xn+1 .
The ki terms are increments in the value of y. The constants d1,0 , d2,0 , d2,1 etc.
are chosen to give reasonable estimates for y corresponding to the x-values xn , xn +
c1 h, xn + c2 h etc.
The sum of the constants , , , etc. is 1.
k0 + k1 + k2 + ...... + km
is h a weighted average of estimates of the gradient of the function y(x) at a series
of points in the interval [xn , xn+1 ]. If these estimates are good, we can see that this
renes the idea used in the Modied Euler Method, and would be expected to give
good results.
The Runge-Kutta Formula of order 1 is clearly just the basic Euler Method. We have
seen that this is unsatisfactory on its own, but it gives a start for the rening process
to build on.
Consider the Runge-Kutta formula of order 2.
yn+1 = yn + k0 + k1
= yn + hf (xn , yn ) + hf (xn + c1 h, yn + d1,0 k0 )
1
we take = = , c1 = 1, d1,0 = 1, so that
2
h
yn+1 = yn + [f (xn , yn ) + f (xn + h, yn + hf (xn , yn ))]
2
h
)]
or yn+1 = yn + [f (xn , yn ) + f (xn+1 , yn+1
2
i.e. the Modied Euler Method.
200