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Department of Mathematics

School of Science
Faculty of Science, Engineering and Technology

MTH10007
Engineering Mathematics 2
Study guide

ii

c Swinburne University of Technology, February 5, 2015.



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Table of Contents

1 Matrices
1.1 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Cramers rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3 Matrix inversion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2 Vectors
2.1 The vector (cross) product . . . . . . . . . . . . . .
2.2 Angular velocity . . . . . . . . . . . . . . . . . . .
2.3 Moment of a force (torque) . . . . . . . . . . . . .
2.4 Equation of a straight line in three dimensions . .
2.5 Equation of a plane . . . . . . . . . . . . . . . . . .
2.6 Vector spaces, linear independence, basis and rank
3 Complex Numbers
3.1 Arithmetic operations with complex numbers .
3.2 Geometrical representation of complex numbers
3.3 Powers and roots of complex numbers . . . . .
3.4 Exponential form of cis . . . . . . . . . . . .
3.5 Engineering application: impedance . . . . . .

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4 Differential Equations
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . .
4.2 First-order differential equations . . . . . . . . . .
4.3 Orthogonal families of curves . . . . . . . . . . . .
4.4 First-order linear differential equations: integrating
4.5 Second-order linear DEs with constant coefficients
4.6 Applications . . . . . . . . . . . . . . . . . . . . . .

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111

iv

Table of Contents

5 Surfaces and Partial Differentiation


5.1 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . .
5.2 Partial derivatives . . . . . . . . . . . . . . . . . . .
5.3 Small increments formula . . . . . . . . . . . . . . .
5.4 Errors of measurement . . . . . . . . . . . . . . . . .
5.5 Chain rules (rate-of-change problems) . . . . . . . .
5.6 The directional derivative for a surface . . . . . . . .
5.7 Stationary points (local extreme values) on a surface
6 Curves
6.1 Polar curves . . . . . . . . . . . . . . . .
6.2 Two-dimensional (2D) parametric curves
6.3 Lissajous curves . . . . . . . . . . . . . .
6.4 Curves in space . . . . . . . . . . . . . .
6.5 Velocity and acceleration . . . . . . . . .
6.6 Projectiles . . . . . . . . . . . . . . . . .
6.7 Curvature (bending) . . . . . . . . . . .
Formulae

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115
127
131
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136
140
143

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160
160
167
171
173
174
180
184
200

Module

Matrices

1.1

Determinants

Associated with every square matrix is a number called its determinant. The determinant
occurs commonly in work on transformations and the solution of sets of equations. The
determinant of a matrix A can be denoted by det(A) or |A| or by writing the
as
elements

2 9
. The
an array as usual, but between two vertical lines, not brackets, for example
5 8
determinant can be positive, negative or zero.
A singular matrix has a zero determinant and a non-singular matrix has non-zero determinant.
The determinant of a 1 1 matrix is just the number (element) in the matrix.
Example 1.1.1. If A = (3) then det(A) = 3. In general, if A = (a) then det(A) = a.

The determinant of a 2 2 matrix ac db is defined to be


a b


c d = ad bc,

i.e. the product of the elements on the main diagonal minus the product of the elements on
the other diagonal.


2 9
= 2 8 (9 5) = 61.
Example 1.1.2.
5 8



1 0

= 1 5 (0 4) = 5.
Example 1.1.3.
4 5
1

Module 1. Matrices

The determinant of a 3 3 matrix

is defined to be

a1 b1 c1
a2 b2 c2
a3 b3 c3









a1 b1 c1








a2 b2 c2 = a1 b2 c2 b1 a2 c2 + c1 a2 b2 .
a3 b3
a3 c3

b3 c3

a3 b3 c3

Each element in the first row is multiplied by a 2 2 determinant, obtained by deleting the
first row and one column in turn from the original matrix. These terms are then alternately
added and subtracted. We sometimes call this expanding the determinant by the first row.
Example 1.1.4.


4 3 1














4 7 6 = 4 7 6 3 4 6 + (1) 4 7


3 9
1 9
1 3
1 3 9
= 4(63 18) 3(36 6) 1(12 + 7)
= 287

Similarly, a 4 4 determinant

a1 b1 c1

a2 b2 c2

a3 b3 c3

a4 b4 c4

is defined in terms of 3 3 determinants:







d1
b2 c2 d2
a2 c2 d2





d2
b3 c3 d3 b1 a3 c3 d3
=
a
1




d3
b4 c4 d4
a4 c4 d4

d4




a2 b2 d2
a2 b2 c2




+ c1 a3 b3 d3 d1 a3 b3 c3
a4 b4 d4
a4 b4 c4

and then each 3 3 determinant is evaluated as above.

This pattern continues for the larger matrices, but evaluating by hand becomes very cumbersome. There are some properties of determinants, which you will study in some detail
later, which can simplify the calculations.
Example 1.1.5. If

2 7 3
A = 1 5 1 ,
4 0
5

find det(A) and det(AT )






2 7 3




1 1
1 5


5 1



(7)
det(A) = 1 5 1 = 2
4 5 + 3 4 0
0 5
4 0

5
= 2(25 0) + 7(5 + 4) + 3(0 20)

= 53,

1.1. Determinants

2
1
T

A = 7 5
3 1


2
1 4

det(AT ) = 7 5 0
3 1 5



5 0
7


= 2
1

1 5
3

4
0 ,
5




7 5
0


+ 4
5
3 1

= 2(25 + 0) 1(35 0) + 4(7 15)


= 53.

This example illustrates one of the properties of determinants, which is that det(A) =
det(AT ) This means that a determinant can be evaluated using a row or a column.
Another property is that if two rows (or columns) are interchanged then the value of the
determinant is multiplied by 1. In fact, any row or column can be used to evaluate a
determinant, provided the correct pattern of + and signs is followed.
Example 1.1.6.
+
1 4

6 10

2 9








3
10 0
6 0
6 10







0 = 1
4 2 0 + (3) 2 9
9
0
0
= 1(0) 4(0) 3(54 20)
= 222

or using column 3, because there are two zero elements, and following the correct pattern
of signs:
+

1 4 + 3




6 10




0+0
0 = 3
6 10
2 9


+
2 9
0
= 222

If two rows or columns of a determinant are identical, the determinant has value 0. This
is proved by using the earlier result that swapping two rows or columns multiplies the
determinant by 1.
Sometimes the determinant to be evaluated contains variables, so there will not be a numerical answer, but the determinant is evaluated in the same way, giving an expression as
the result.
Example 1.1.7.






k 4 3
k 3


4 3

0



6 k
0 = 6
+k

2 k
9 k
2 9 k
= 6(4k 27) + k(k 2 + 6)

= 24k + 162 + k 3 + 6k
= k 3 18k + 162.

expanding by row 2

Module 1. Matrices

Exercise 1.1.1.
Evaluate the following determinants:

1.

5.

9.



3 1


2 4



5 0 1


2 1 1


3 2 0



1
5

2.
6 11



5 2
0

0 6 1


1 1
3

3.



1
3 5

0 9
6. 0
2 3 1

7.



2 1
3

4
0
10. 0
4 2 6



x 2


y 3

4.



i j k


1 1 2


3 2 1

8.



2 0


5 7



1 1 1


3 5 3


4 7 4

11. An element of a lamina is subjected to normal


 12 and
 tangential stresses on each of its
8
four sides. The associated stress matrix is A = 8
15 . Calculate the principal stresses,
given that each principal stress, , satisfies det(A I) = 0

15
8
8

12

12

8
8
15

Answers to Exercise 1.1.1.


1.
5.
9.

10
11
87

1.2
1.2.1

2. 41
6. 27
10. 0

3. 3x 2y
7. 5i + 5j + 5k
11. 21.64; 5.36

4.
8.

14
0

Cramers rule
Cramers rule for two unknowns

To solve
ax + by = e

(1.2.1)

cx + dy = f

(1.2.2)

adx + bdy = de

(1.2.3)

bcx + bdy = bf.

(1.2.4)

multiply (1.2.1) by d and (1.2.2) by b

1.2. Cramers rule


Equation (1.2.3) equation (1.2.4) adx bcx = de bf

x(ad bc) = de bf
de bf
x=
ad bc

In determinant form, (1.2.5) can be written as


eb

f d
x = a b
c d

or

x=

where



e b


1 =
f d

(1.2.6)

1
,

and

(1.2.5)

(1.2.7)



a b
.

=
c d

The determinant contains the coefficients of x and y, while 1 is obtained from by


replacing its first column with the constants on the right-hand sides of (1.2.1) and (1.2.2).
Similarly, it can be shown that
y=
where

2
,

(1.2.8)



a e
.

2 =
c f

The determinant 2 is obtained from by replacing its second column with the constants
on the right-hand sides of (1.2.1) and (1.2.2).
Equations (1.2.7) and (1.2.8) taken together are known as Cramers rule for two unknowns.
Example 1.2.1. For the electric circuit shown, the equations for the electric currents (i1
and i2 in amperes) are given:
8i1 3i2 = 2

3i1 + 10i2 = 6.

Solve the equations using Cramers rule for two unknowns.

2V

i1

i2

6V
5

Module 1. Matrices

Solution


1
i1 =
=

=
=
=
i2 =

1.2.2

2
6
8
3

3
10
3
10

(2)(10) (3)(6)
(8)(10) (3)(3)
20 + 18
80 9
2
amps.
71
8 2


42
6
=
= 3
amps
8 3
71
3 10

Cramers rule for three unknowns

To solve
a1 x + b1 y + c1 z = k1 ,

(1.2.9)

a2 x + b2 y + c2 z = k2 ,

(1.2.10)

a3 x + b3 y + c3 z = k3 ,

(1.2.11)

we can first eliminate z from the first two equations by multiplying the first by c2 and the
second by c1 and then subtracting. We then obtain the equation
(a1 c2 a2 c1 )x + (b1 c2 b2 c1 )y = k1 c2 k2 c1 .

(1.2.12)

Then we can eliminate z from equations (1.2.10) and (1.2.11) by multiplying (1.2.10) by c3
and (1.2.11) by c2 and then subtracting. We then obtain the equation
(a2 c3 a3 c2 )x + (b2 c3 b3 c2 )y = k2 c3 k3 c2

(1.2.13)

Equations (1.2.12) and (1.2.13) can be solved for x and y using Cramers rule for two
unknowns, giving
(k1 c2 k2 c1 )(b2 c3 b3 c2 ) (k2 c3 k3 c2 )(b1 c2 b2 c1 )
(a1 c2 a2 c1 )(b2 c3 b3 c2 ) (a2 c3 a3 c2 )(b1 c2 b2 c1 )
(a1 c2 a2 c1 )(k2 c3 k3 c2 ) (k1 c2 k2 c1 )(a2 c3 a3 c2 )
y=
.
(a1 c2 a2 c1 )(b2 c3 b3 c2 ) (a2 c3 a3 c2 )(b1 c2 b2 c1 )

x=

(1.2.14)
(1.2.15)

If we expand the terms in the numerator (top line) and denominator (bottom line) of
(1.2.14), we obtain
x=

c2 (k1 b2 c3 k1 b3 c2 k2 b1 c3 + k2 b3 c1 + k3 b1 c2 k3 b2 c1 )
c2 (a1 b2 c3 a1 b3 c2 a2 b1 c3 + a2 b3 c1 + a3 b1 c2 a3 b2 c1 )

which simplifies to
x=

k1 b2 c3 k1 b3 c2 k2 b1 c3 + k2 b3 c1 + k3 b1 c2 k3 b2 c1
.
a1 b2 c3 a1 b3 c2 a2 b1 c3 + a2 b3 c1 + a3 b1 c2 a3 b2 c1

1.2. Cramers rule


In determinant form, this can be written as
x=
where

and

1
,



a1 b1 c1


= a2 b2 c2
a3 b3 c3



k1 b1 c1


1 = k2 b2 c2 .
k3 b3 c3

The determinant 1 is obtained by replacing the first column of by the constant terms
on the right-hand side of the simultaneous equations.
Similarly, y, as obtained in (1.2.15), can be written in determinant form, and if the expressions in (1.2.14) and (1.2.15) are substituted into (1.2.9), we obtain an expression for
z which can be written in determinant form.
The determinant expressions for y and z are
y=
with

and

and z =



a1 k1 c1


2 = a2 k2 c2
a3 k3 c3



a1 b1 k1


3 = a2 b2 k2 .
a3 b3 k3

The determinant 2 is obtained by replacing the second column of by the constant terms
on the right-hand side of the simultaneous equations, while 3 is obtained by replacing
the third column of by the constant terms on the right-hand side of the simultaneous
equations.

Module 1. Matrices

Example 1.2.2. For the electric circuit shown below, the equations for the mesh currents
(i1 , i2 , and i3 , in amperes) are given:
10i1 3i2 i3 = 3

3i1 + 14i2 2i3 = 6


i1 2i2 + 6i3 = 4.

Solve the equations using Cramers rule.

i1

3V
3

i2

2V

i1 =

and

Hence,

i3

1
,


10

= 3
1

3

1 = 6
4

10

2 = 3
1

4V

Solution
where

i2 =

2
,

i3 =

3
,


3 1
14 2 = 720
2 6

3 1
14 2 = 200
2 6

3 1
6 2 = 202
4
6



10 3 3


3 = 3 14 6 = 446
1 2 4

1
200
=
0.278 amps,

720
2
202
i2 =
=
0.281 amps,

720
3
446
i3 =
=
0.619 amps.

720
i1 =

1.3. Matrix inversion


Exercises
1. Using Cramers rule for two unknowns solve
(a) 2x + 3y = 8;
(b) 2x y = 5;

4x + 5y = 14.
3x + 2y = 4.

2. For the electric circuit shown, the equations for the mesh currents (i1 , i2 , and i3 , in
amperes) are given by
14i1 4i2 5i3 = 6,

4i1 + 19i2 3i3 = 15,

5i1 3i2 + 20i3 = 3.

Solve the equations using Cramers rule, giving your answers correct to 3 significant
figures.

i1

6V
4

6
12V

Answers.
1.(a) x = 1, y = 2;
2. 0.262 amps,

1.3
1.3.1

3
i2

i3

12

3V

(b) x = 2, y = 1.
0.717 amps,

0.108 amps.

Matrix inversion
Matrix inverse

If A is a square matrix, and there exists a second matrix of the same order as A which
satisfies the matrix equations
AB = I

and BA = I,

where I is a unit matrix of the same order as A, then B is said to be the inverse of A and
is written as A1 .

10

1.3.2

Module 1. Matrices

Inverse of a 22 matrix

Let A be a 2 2 matrix, with

a b
A=
c d
As AA1 = I, hence,

and A


e f
=
.
g h



 

a b e f
1 0
=
c d g h
0 1

giving


 

ae + bg af + bh
1 0
=
.
ce + dg cf + dh
0 1

Hence,
ae + bg = 1,

af + bh = 0,

ce + dg = 0,

cf + dh = 1.

Solving the first and third equations for e and g by Cramers rule for two unknowns and
the second and fourth equations for f and h by Cramers rule for two unknowns gives
e=

d
,
ad bc

f=

b
,
ad bc

As det A = ad bc, we find


A

g=

c
,
ad bc

h=

a
.
ad bc



1
d b
.
=
det A c a

If det A = 0, e, f , g and h are not defined and hence A1 does not exist.
Using matrix multiplication, it can be checked that


1
d b
A = I.
det A c a
Example 1.3.1. If A =
Solution.
A

1.3.3

8 2
43

find A1 .





1 3 2
1
3 2
=
.
=
(8)(3) (2)(4) 4 8
16 4 8

Inverse of a 33 matrix

The inverse of a 3 3 matrix can be found using the adjoint-determinant method. To find
the adjoint of a 3 3 matrix one must first find the minors of its elements and the cofactors
of its elements. The method is set out below.
Let the 3 3 matrix A be given by

a11 a12 a13


A = a21 a22 a23 .
a31 a32 a33

11

1.3. Matrix inversion


Then



a11 a12 a13


det A = a21 a22 a23 ,
a31 a32 a33

e.g. if

1 2 3
A = 7 5 6
4 8 9

then



1 2 3


det A = 7 5 6 = 27.
4 8 9

The minor of element aij in matrix A is written as Mij . Mij is defined as the 2 2
determinant obtained by deleting row i and column j of det A.
For example, for the matrix A given above




5 6
7 6



= 39;
M11 =
= 3;
M12 =
8 9
4 9

M32



1 3

= 15, etc.
=
7 6

The cofactor of element aij in matrix A is written as Cij . Cij is defined by Cij = (1)i+j Mij .
The (1)i+j term has the following pattern:


+1 1 +1


1 +1 1 .


+1 1 +1
This pattern is also written as



+ +


+ .


+ +

For example, for the matrix A above




5 6
= 3;
C11 = +M11 = +
8 9
C32 = M32



7 6
= 39;
C12 = M12 =
4 9


1 3
= 15; etc.
=
7 6

The matrix C, which is called the matrix of cofactors of A, has the cofactors as its elements,
i.e.

C11 C12 C13


M11 M12 M13
C = C21 C22 C23 = M21 M22 M23
C31 C32 C33
M31 M32 M33
The adjoint matrix of A, written adj A, is defined by adj A = C T (i.e. adj A is the transpose
of C, i.e. the matrix obtained by changing Cs rows into columns), i.e

C11 C21 C31


adj A = C12 C22 C32 .
C13 C23 C33

12

Module 1. Matrices

It can be shown that A1 = adj A/ det A, which we will do in the following.


Proof.

C11 C21 C31


a11 a12 a13
adj A
1
a21 a22 a23 C12 C22 C32 .
A
=
det A
det A
C13 C23 C33
a31 a32 a33

The matrix product on the right-hand side contains elements of two types:
(i) e.g. a11 C11 + a12 C12 + a13 C13 = det A,
(ii) e.g. a21 C11 + a22 C12 + a23 C13 = 0.
(This can be checked by multiplying out the individual terms.)
Hence,

det A
0
0
1 0 0
adj A
1
0
det A
0 = 0 1 0 = I
A
=
det A
det A
0
0
det A
0 0 1

and so adj A/ det A = A1 .

Example 1.3.2. Given that

1 2 3
A = 7 5 6
4 8 9

find C, adj A, det A and A1 .


Solution.





7 6
7
6



+

9
4 9
4





3
1 3
1

C=
+

9
4 9
4

1 3

3
+ 1



7
7 6
6

3 39 36
3
0
C= 6
3 15 9


5
+
8

2

8

2
+
5


5
8

8

2
5

3
6 3
adj A = C T = 39 3 15
36
0 9







7 6
7 5
5 6






2
+ 3
det A = 1
4 9
4 8
8 9

= (5)(9) (6)(8) 2{(7)(9) (4)(6)} + 3{(7)(8) (5)(4)}


= 45 48 2{63 24} + 3{56 20}
= 30 2(39) + 3(36)

13

1.3. Matrix inversion


= 3 78 + 108

= 27

A1

3
6 3
1
adj A
39 3 15
=
=
det A
27
36
0 9

3
27

39
=
27

36
27

1.3.4

6
27
3

27
0
27


3
1

27 9

15
= 13

27
9

4
9

27
3

2
9
1

9
0

1

9
5
.
9

Solving matrix equations by matrix inversion

Example 1.3.3. For the circuit shown below, the currents i1 , i2 , and i3 (in amperes)
satisfy these equations:
10.5i1 + 4i3 = 12.5,
i1 i2 + i3 = 0,
4i2 + 4i3 = 0.

Solve these equations using matrix inversion.

i1

i2

0.5

i3
12.5 V

1.5
4
2.5

Solution. These equations can be written in matrix form thus:

10.5i1 + 0i2 + 4i3


12.5
1i1 1i2 + 1i3 = 0 .
0i1 + 4i2 + 4i3
0

14

Module 1. Matrices

The left-hand matrix can be written as a product of two matrices, giving


12.5
i1
10.5 0 4
1
1 1 i2 = 0
0
i3
0
4 4
| {z }
{z
} | {z }
|
Matrix A
Matrix X Matrix B
i.e. AX = B.

To solve for X, premultiply both sides by A1

A1 AX = A1 B
IX

= A1 B

X

i1
i2
i3

= A1 B

0.08 0.16
0.04
12.5
1
= 0.04 0.42 0.145 0 = 0.5
0.04
0.42 0.105
0
0.5
|
{z
}
A1 , as obtained by
the adj det method

= 1 amp,

i1

i2 = 0.5 amp

and

i3 = 0.5 amp.

Exercises
1. Find the inverses of the following matrices and in each case show that AA1 = I and
A1 A = I:


8 3
(a) A =
5 2


u 3
(b) A =
5 v

1
2 3
(c) A = 2 1 4
2 5
1

1
(d) A = 7
3
2. Using matrix

6 9
5 2
4 8
inversion, solve

(a) 2x + 3y = 8;
(b) 2x y = 5;

4x + 5y = 14.
3x + 2y = 4.

15

1.3. Matrix inversion

3. For the electric circuit shown, the equations for the mesh currents (i1 , i2 , and i3 , in
amperes) are given by
14i1 4i2 5i3 = 6,

4i1 + 19i2 3i3 = 15,

5i1 3i2 + 20i3 = 3.

i1

6V
4

6
12V

3
i2

i3

12

3V

Solve the equations using matrix inversion, and give your answers correct to 3 significant figures.
4. For the circuit shown below, the currents i1 , i2 , and i3 (in amperes) satisfy these
equations:
i1 + i2 + i3 = 0,
6i1 8i3 = 24,
7i2 2i3 = 9.

i1

i2

12

i3

24V

16

12V

Solve the equations using matrix inversion, giving all answers correct to 3 decimal
places.

16

Module 1. Matrices

Answers.
1.

(a)
(b)

(c)

(d)
2.

(a)


2 3
5 8


1
v 3
uv 15 5 u

19 17 11
1
6 5 2
7
8 9 5

32 12
33
1
50
19 61
151
13 14 37
x = 1, y = 2

(b) x = 2, y = 1

3. 0.262 amps,
4. 1.309 amps,

0.717 amps,

0.709 amps,

0.108 amps.
2.018 amps.

Module
Vectors

2.1

The vector (cross) product

If a and b are two vectors, with the angle between them (see Figure 2.1.1), then the vector
e
e
(cross)
product
of a and b is written as a b and is defined by
e
e
e e
a b = (ab sin )
n,
(2.1.1)
e e
e

a


b

Figure 2.1.1
where n
is a unit vector perpendicular to both a and b, and a and b are the magnitudes
e b respectively. The direction of n
e byethe right-hand rule; i.e. if we take
of a and
is given
e
e
e
a to be pointing in the direction of the thumb on the right hand, and b to be pointing in
e
e direction of the
the direction of the first finger on the right hand, then n
is pointing in the
e
second finger on the right hand (see Figure 2.1.2).

a b
 

b


a



Second finger

b


First finger
Thumb
Figure 2.1.2
17

a


18

Module 2. Vectors

(Picture the vector b as pointing into the page, while in Figure 2.1.3 i points out of the
e
e
page.)
For example (see Figure 2.1.3),




k = (1)(1)(1)k
i j = (1)(1) sin
2 e
e
e e
=k
e
k


j


i

Figure 2.1.3

Similarly it can be shown that

and

j k = i,
e e e

k i = j,
e e e

j i = k ,
e
e e

k j = i,
e e
e

i i = 0 = j j = k k.
e e e e e e e
Here the negative signs follow from the right-hand rule.

i k = j ,
e e
e

If

and
then

a = a1 i + a2 j + a3 k
e
e
e
e
b = b1 i + b2 j + b3 k ,
e
e
e
e

a b = (a1 i + a2 j + a3 k ) (b1 i + b2 j + b3 k )
e e
e
e
e
e
e
e
= a1 b1 i i + a1 b2 i j + a1 b3 i k
e e
e e
e e
+ a2 b1 j i + a2 b2 j j + a2 b3 j k
e e
e e
e e
+ a3 b1 k i + a3 b2 k j + a3 b3 k k
e e
e e
e e
Using the previous results for the cross products of the unit vectors, this simplifies to
a b = a1 b1 0 + a1 b2 k + a1 b3 (j ) + a2 b1 (k ) + a2 b2 0 + a2 b3 (i)
e e
e
e
e
e
e
e
+ a3 b1 j + a3 b2 (i) + a3 b3 0
e
e
e
= (a2 b3 a3 b2 )i + (a3 b1 a1 b3 )j + (a1 b2 a2 b1 )k
e
e
e
This can be rewritten in determinant form as


i j k
e e e
a b = a1 a2 a3
e e b b b
1
2
3

(2.1.2)

Note that here we used (a1 b3 a3 b1 ) = (a3 b1 b3 a1 ). It is usually more useful to use the
cross product in the form given in (2.1.2) than in the form given in (2.1.1).

19

2.1. The vector (cross) product


Example
Given that a = 2i + 3j + 4k and b = i + 5j + 6k , find
e
e
e
e e
e
e
e
1. a b and
e e
2. a unit vector perpendicular to both both a and b.
e
e
Solution.
1.


i
e
a b = 2
e e 1

3
= i
e5

j
e
3
5


k
e
4
6






2 3
2 4
4




+k
j
1 6 e 1 5
6
e
= i(3 6 4 5) j (2 6 1 4) + k (2 5 3 1)
e
e
e
= 2i 8j + 7k
e
e
e
2. As a b = |a b|
n and n
is a unit vector perpendicular to both both a and b, n
is an
e
e
e
e
e
e
e
e
e
answer (
n is also an answer, as it is a unit vector perpendicular to both a and b).
e
e
e
2i 8j + 7k
2i 8j + 7k
ab
e
e
e e
e.
n
= e e =p
=
e
117
e |a b|
(2)2 + (8)2 + (7)2
e e
Exercises
1. Find the vector product a b where
e e
(a) a = 2i j
b = 3i + 4j
e
e e
e
e
e
(b) a = 3i j k
b=i+jk
e
e e e
e e e e

2. Noting that the area of a triangle is 0.5(ab sin C), which is 0.5|CA CB|, find the area
of a triangle whose vertices have position vectors:

(a) 0, i + j + k , 2i j + 3k
e e e e e e
e
(b) i + j + k , 2i j 3k , 3i + 2j + 4k
e e e e e
e e
e
e
3. Simplify:

4.
5.
6.

7.

(a) a (2a + b)
e
e e
(b) (a + b) (2a b)
e e
e e
(c) a (a b)
e e e
If a = 2i + 4j + 3k , b = 3i 6j 4.5k , c = 1.5i + 9j + 3k , and d = i + 6j + 2k , show
e
e
e e
e
e e
e
e
e e
e
e
e
e
that (a c) +e(b d) = 0
e e
e e
e
Find a unit vector perpendicular to the plane containing the vectors 2i + 4j 3k and
e
e
e
ijk
e e e
If a = 3i + 6j + 2k and b = 6i + 2j + 3k , find
e
e
e
e
e
e
e
e
(a) a unit vector parallel to 2a + b, and
e e
(b) a unit vector perpendicular to both a and b
e
e
P, Q and R are points in space with coordinates (6, 3, 4), (7, 5, 5) and (8, 4, 3),
respectively. Find the area of the triangle PQR.

20

Module 2. Vectors
8.

(a) Given that a = 2i + 4j + 4k , b = 5i + 2j + 6k , and c = 7i + 2j , find


e
e
e e
e
e
e
e
e
e
e
(i) a b
e e
(ii) a
(iii) b

(iv) (the angle between a and b)


e
e
(v) a b
e e
(vi) (a b) c
e e e
(b) Given that v = 2i + 2j + k and w = 3i j + k , find a unit vector perpendicular
e
e
e
e e e
e e
to both v and w
e
e
9. A charge q = 151020 coulombs moves in a magnetic field B = 300i+100j 500k tesla
e
e
e
with a velocity v = i + j 2k m/s. Find the resulting force F on that echarge given
e e e
e
e
that F = qv B .
e
e e

Answers

1. (a) 11k
(b) 2i + 2j + 4k
e
e
e e
(b) 2.5 6
2. (a) 0.5 26

3. (a) a b
(b) 3(a b)
(c) 0
e e
e e
1
5. (7i + j + 6k )
86 e e
e
1
1
6. (a) (2j + k )
(b) (2i 3j + 6k )
7 e
5 e e
e
e

7. 1.5 3

8. (a) (i) 42 (ii) 6 (iii) 65 (iv) 29 450


1
(b) (3i j + 8k )
74
e e
e

9. 15 1018 (3i + j + 2k ) newtons


e e
e

(v) 16i + 8j 16k


e
e
e

(vi) 128

21

2.2. Angular velocity

2.2

Angular velocity

Suppose that a point P travels along a circular path with point O the centre of the circle
of radius r. Suppose that at time t = 0 seconds, P is at position P0 and that at time t, P
is at position Pt . Suppose that angle P0 OPt = radians and arc length P0 Pt = s. Then
s = r.

Pt
r
O

P0

Figure 2.2.1
Suppose that P travels with a constant speed v and with angular speed = /t in radians
per second. Then
s

= r = r
t
t
= r.

v=

Example
Find the speeds and angular speeds for the second and minute hands of a clock, their
lengths being 5 and 8 cm respectively.
2
Solution. The second hand travels 2 radians in 1 minute, i.e.
radians in 1 second,
60

i.e. =
radians/s.
30
Using v = r,
v=

5 = cm/s.
30
6

2
2
radians in 1 minute, i.e.
60
60 60
radians/s. Using v = r,

The minute hand travels 2 radians in 1 hour, i.e.


radians in 1 second, i.e. =

=
60 60
1800



v=
8=
cm/s.
1800
225

Angular velocity as a vector


Consider a rigid body (e.g. a wheel) rotating with an angular speed of radians/s about a
fixed axis LM, which passes through a fixed point A.

22

Module 2. Vectors

The point P on the rigid body, with position vector r relative to A, will move in a circle
(perpendicular to ML) whose centre N is on LM, withespeed v = (NP) = (AP) sin , i.e.
v = r sin

(2.2.1)

The velocity is a vector v with magnitude v and direction that of the tangent to the circle
e
at P, with the tangent pointing
in the direction of travel.

The angular velocity is a vector with magnitude and direction along the axis of rotation
e
such that
v = r,
(2.2.2)
e e e

i.e. is in the direction of the vector LM.


e
Note that the magnitude of v given by (2.1.2) is consistent with the definition (2.1.1).
e
M

v
 P

r


L
Figure 2.2.2
Example
A rigid body rotates with an angular velocity of 4 radians/s about an axis in the direction
of i + 2j + 4k and passing through the point A(3, 5, 8). Find the (linear) velocity v of the
e
e
e 6, e10) of the body.
point P(4,
Solution.


r = AP = OP OA
e
= 4i + 6j + 10k (3i + 5j + 8k )
e
e
e
e
e
e
= (4 3)i + (6 5)j + (10 8)k
e
e
e
= i + j + 2k
e e
e
i + 2j + 4k
e
e
=
= 4
e
2 + 22 + 42
1
e
e
4
= (i + 2j + 4k ).
21 e
e
e

23

2.3. Moment of a force (torque)


Hence,


i
4 e
v = r = 1
21 1
e e e

j
e
2
1


k
4
e
4 = (2j k ).
21 e e
2

The reader should be aware that it is always wise to distinguish between scalar and vector
quantities, hence the use of the words speed/angular speed and velocity/angular velocity.
In practice, it is often the case that people get a bit sloppy and talk about velocity/angular
velocity when they actually mean the scalar quantity. In the case of acceleration, unforunately, the same word is used for both the scalar and the vector versions.
Exercises
1. Find the angular speed and speed of the hour hand of a clock, its length being 6 cm
2. The blade of a lawnmower has a rotation rate of 3600 revolutions per minute. Given
that the blade is 0.3 m. in radius, what is the angular speed and speed at the tip of
the blade?
3. A rigid body is rotating with an angular velocity 5 radians/s about an axis in the
direction of vector i + 4j + 2k and passing through the point A(3, 5, 9). Dimensions
e
e
are in metres. Find thee linear velocity v of the point P(4, 8, 11) on the body (use
e
v = r).
e e e

Answers

cm/s
3600
113 m/s

1. 1.454 104 radians/s,


2. 120 radians/s,
10
5
3. i k m/s
21 e
21 e

2.3

Moment of a force (torque)

If a force F acts through a point P, which has position vector r, then M = r F , where
e
e
f e e
M is the moment
of the force F about O (see Figure 2.3.1).
e
f

r


F


Figure 2.3.1
The moment of force about a point is a measure of the tendency of the force to rotate
an object about the point. If a body in equilibrium is acted upon by several forces, then:
(i) the sum of the forces is 0; and (ii) the sum of the moments of the forces about any point
is 0. These relationships can be used to calculate unknown forces (e.g. the forces on the
supports of the body) from known forces (e.g. gravity).

24

Module 2. Vectors

Example
A force of 4 newtons acts through P(2, 3, 5) in the direction of a = 4i + 7j + 9k . Find the
e
e
e
e
moment of the force about A(6, 10, 3). Dimensions are in metres.

r


a


F


Figure 2.3.2

Solution.

r = AP = OP OA
e
= 2i + 3j + 5k (6i + 10j + 3k )
e
e
e
e
e
e
= 4i 7j + 2k
e
e
e

Hence,

Exercises

4i + 7j + 9k
4
F = 4
a = 4 e
(4i + 7j + 9k ).
e2 e2 =
2
146 e
4 +7 +9
e
e
e
e



i
j k

4 e
4
e e
(77i + 44j ).
M =rF =
4 7
2 =

146 4
146
e
f e e
e
7 9

1. A force F with magnitude 4 newtons acts through P(1, 2, 4) in the direction of a =


e
2i + 3j +e5k . Find the moment of the force about A(0, 7, 4). Dimensions are in metres.
e e e
2. A cable AB helps support a tower. The point A is at the top of the tower, while B
is the point on the ground to which the cable is attached. The origin is the centre
of the base of the tower. Given that A has the coordinates (0, 0, 80) and B has the
coordinates (0, 40, 0), with both coordinates in metres, and the tension in the cable is
4 kN, find
(a) the tension in vector form, and
(b) the moment about O due to the force exerted by the cable at A.
Answers
4
1. (25i + 5j 13k ) Nm
38
e
e
e
4
2. (a) (j 2k ) kN
5 e
e
320
(b) i kNm
5e

25

2.4. Equation of a straight line in three dimensions

2.4

Equation of a straight line in three dimensions

Let a straight line in the direction of a, where a = a1 i + a2 j + a3 k pass through a fixed


e
e
e
e
point C(c1 , c2 , c3 ), and let P(x, y, z) be any point on the line e(see Figure 2.4.1).

C(c1,c2,c3)

Straight
line
O

c


P(x,y,z)
r


a


Figure 2.4.1
By the triangle rule for vector addition,

OP = OC + CP.
That is,
r = c + (a multiple of a)
e e
e
= c + ta.
(2.4.1)
e
e
Equation (2.4.1) is the vector equation of a straight line in three dimensions. The term t

is called a parameter. As CP = ta, if, for example, CP = 3a, then t = 3.


e
e
If the vectors c and a in (2.4.1) are each expanded out as a sum of vector components,
e
(2.4.1) becomese
r = c1 i + c2 j + c3 k + t(a1 i + a2 j + a3 k ).
(2.4.2)
e
e
e
e
e
e
e
Equation (2.4.2) is also the vector equation of a straight line in three dimensions. Similarly,
if r is expanded out as a sum of vector components, then (2.4.2) becomes
e
xi + yj + zk = c1 i + c2 j + c3 k + t(a1 i + a2 j + a3 k ).
(2.4.3)
e
e
e
e
e
e
e
e
e
If the left-hand and right-hand coefficients of i, j , and k in (2.4.2) are respectively equated,
e e
e
we obtain
x = c1 + ta1

y = c2 + ta2

(2.4.4)

z = c3 + ta3
Equations (2.4.4) are together called the scalar parametric equations of the straight line.
They can be rewritten as
x c1
a1
y c2
t=
a2
z c3
t=
,
a3
t=

(2.4.5)

26

Module 2. Vectors

as long as the components of a are non-zero. Equations (2.4.5) imply that


e
y c2
z c3
x c1
=
=
a1
a2
a3

(2.4.6)

If any component of a is zero, then the corresponding coordinate x, y or z is constant (given


by the correspondinge component of c). The equations in (2.4.6) are known as the equae line (or the Cartesian equations or the symmetric
tions without parameter of the straight
equations).
Example
1. Find the equation of the straight line that passes through the point C(4, 2, 3) and
which is in the direction of the vector a = 4i 2j + 3k in
e
e
e
e
(a) vector form
(b) scalar parametric form, and

(c) in Cartesian form (without parameter).

2. Draw a graph of the straight line.


Solution.
1. As C has the coordinates (4, 2, 3), c = 4i + 2j + 3k .
e
e
e
e
(a) Using (2.4.1), the vector equation is

r = 4i + 2j + 3k + t(4i 2j + 3k ).
e
e
e
e
e
e
e

(b) Using (2.4.4), the scalar parametric equations are


x = 4 + 4t
y = 2 2t

(2.4.7)

z = 3 + 3t.

(c) Using (2.4.6), the Cartesian form is


x4
y2
z3
=
=
.
4
2
3
2. To graph the straight line, first set up a table of x, y, and z values for points C and D,
corresponding respectively to t = 0 and t = 1. From (2.4.7) we obtain Table 2.4.1):
Table 2.4.1
Point

t
x
y
z

0
4
2
3

1
8
0
6

27

2.4. Equation of a straight line in three dimensions


The graph is shown in Figure 2.4.2.

z
y
C

6
4

2
8
x

Figure 2.4.2

The angle between two lines


Two lines have vector equations r = c + ta and r = d + tb (see Figure 2.4.3). The angle
e the
e dot
e product,
e e i.e. e
between the two lines is found using
ab
cos = e e
ab

a

C
c


b


d


Figure 2.4.3

Example
Given two straight lines with equations

and

r = i + 2j k + t(i + 3j + 2k )
e e
e
e
e e
e

r = 3i + 4j + 7k + t(i + 2j + 3k ),
e
e
e
e
e
e
e
find , the angle between the two lines.

28

Module 2. Vectors

Solution.
(i + 3j + 2k ) (i + 2j + 3k )
e e
e
cos = e
e
e
12 + 32 + 22 12 + 22 + 32
(1)(1) + (3)(2) + (2)(3)

=
14 14
13
=
14
13
=
= cos1
14
21 470 .
Intersection of two lines
Example
An underground pipeline, P1 , passes through the points A(0, 8, 10) and B(2, 10, 12).
A second pipeline, P2 , yet to be constructed, is designed to pass through the points
C(1, 8, 11) and D(7, 16, 17).
1. Find the equation of the line P1 (use t as the parameter) in vector and parametric
form.
2. Find the equation of the second pipeline (use s as the parameter) in vector and parametric form.
3. The designers are concerned that the two pipelines might intersect. Is their concern
justified, and if so, where would they intersect?
Solution.
1. Using (2.4.1), P1 has vector equation

r = OA + t(AB)
e

= OA + t(OB OA)

= 0i + 8j 10k + t(2i + 10j 12k (0i + 8j 10k ))


e
e
e
e
e
e
e
e
e
= 0i + 8j 10k + t(2i + 2j 2k ).
e
e
e
e
e
e
Equation (2.4.8) implies that

(2.4.8)

xi + yj + zk = 2ti + (8 + 2t)j + (10 2t)k .


(2.4.9)
e
e
e
e
e
e
Equating respectively the i, j , and k components on the left- and right-hand sides
e e
e
of (2.4.9) gives
x = 2t

(2.4.10)

y = 8 + 2t

(2.4.11)

z = 10 2t,

(2.4.12)

which are the parametric equations of P1 .

2.4. Equation of a straight line in three dimensions

29

2. From (2.4.1), P2 has vector equation

r = OC + s(CD)
e

= OC + s(OD OC)

= 1i + 8j 11k + s(7i + 16j 17k (1i + 8j 11k ))


e
e
e
e
e
e
e
e
e
= 1i + 8j 11k + s(6i + 8j 6k ).
e
e
e
e
e
e
Equation (2.4.13) implies that

(2.4.13)

xi + yj + zk = (1 + 6s)i + (8 + 8s)j + (11 6s)k


(2.4.14)
e
e
e
e
e
e
Equating respectively the i, j , and k components on the left- and right-hand sides of
e e
e
(2.4.14) gives
x = 1 + 6s

(2.4.15)

y = 8 + 8s

(2.4.16)

z = 11 6s,

(2.4.17)

which are the parametric equations of P2 .


3. The two pipelines will intersect if there is a point where their x, y, and z coordinates
are the same. Equating (2.4.10) and (2.4.15), (2.4.11) and (2.4.16), and (2.4.12) and
(2.4.17), we obtain
2t = 1 + 6s
8 + 2t = 8 + 8s
10 2t = 11 6s.
These equations can be rewritten as
6s + 2t = 1

(2.4.18)

6s 2t = 1.

(2.4.20)

8s + 2t = 0

(2.4.19)

These are three equations with two unknowns, which, if they are consistent, can be
solved using Gaussian elimination. We row reduce the matrix of coefficients from the
equations

6 2 | 1
8 2 | 0
6 2 | 1
to get

1 0 | 12
0 1 | 2
0 0 | 0

which tells us that there is a consistent solution s = 12 , t = 2 and so the pipelines do


indeed intersect.
Substituting this value for s into (2.4.15), (2.4.16), and (2.4.17) (or the value of t into
(2.4.10), (2.4.11), and (2.4.12)) gives x = 4, y = 12, z = 14, the coordinates of the
point of intersection of the two lines. If the pipelines had not intersected, then we
would have found no consistent solution for s and t.

30

Module 2. Vectors

Exercises
1. Find the equation of the straight line through (1, 2, 3) with direction 4i j + k in
e e e
(a) vector form,
(b) scalar parametric form, and

(c) without parameter (i.e. Cartesian form).

2. Find the vector (parametric) equation of the pipeline passing through (0, 3, 4) and
(1, 5, 0).
3. Convert the straight line equation
y+2
z3
x3
=
=
1
2
4
to vector form.
4. Find the angle between the lines

and

r = i 2j k + t(i + 3j + 2k )
e e
e
e
e e
e

r = i j 3k + t(2i + j + 3k )
e
e e
e
e e
e
5. An underground pipeline passes through the points (0, 16, 30) and (20, 20, 32) with
the x- and y-axes in the horizontal surface of the ground. Find the equation of the
pipeline.
A second pipeline, yet to be constructed, has been designed to pass through the points
(10, 10, 32) and (25, 17, 33). Find the equation of the second pipeline (use s as the
parameter). The designers are concerned that the two pipelines might intersect. Is
their concern justified, and if so, where would they intersect?
Answers
(a) r = (1 + 4t)i + (2 t)j + (3 + t)k
e
e
e
e
(b) x = 1 + 4t, y = 2 t, z = 3 + t
y2
z3
x1
=
=
(c)
4
1
1
2. r = ti + (2t + 3)j + (4t + 4)k
e
e
e
e
3. r = (t + 3)i + (2t 2)j + (4t + 3)k
e
e
e
e
4. 38 120 4800

1.

5. r = 16j 30k + t(20i + 4j 2k ), r = 10i + 10j 32k + s(15i + 7j k ),


e
e
e
e
e
e
e
e
e
e
e e
Yes, ate(40, 24, 34)

2.5

Equation of a plane

Suppose that vector n is normal (i.e. perpendicular) to a plane, with n = ai + bj + ck .


e
e
e
e
e

Suppose also that E(e1 , e2 , e3 ) is a fixed point on the plane, with OE = e, and let P(x, y, z)
e

be any point on the plane, with OP = r. The plane is shown in Figure 2.5.1.
e

31

2.5. Equation of a plane

O
x

e


r

Part of
(infinite)
plane

n

y

Figure 2.5.1

The vector EP = r e.
e e

As EP is perpendicular to n, then EPn = 0, i.e.


e
e

(r e) n = 0
e e e
=
rnen=0
e e e e
=
rn=en
e e e e
=
r n = d,
e e
where d = e n.
e e
Expanding r n in terms of the vector components gives
e e
(xi + yj + zk) (ai + bj + ck ) = d,
e
e
e
e
e

i.e.

ax + by + cz = d.

(2.5.1)

Equation (2.5.1) is the equation of the plane.


Suppose that p is the perpendicular distance of the plane from the origin, with Q the foot
of the perpendicular from O to the plane, i.e. p = OQ.

There are two posssibilities: (i) n is in the same direction as OQ, or (ii) n is in the opposite
e
e

direction to OQ.

32

Module 2. Vectors

The first possibility is illustrated in Figure 2.5.2, with the plane shown side-on.
z
Plane
(side on)
Q n

p
E
O e


Figure 2.5.2

p = OQ
= e cos
en
= ee e
e|n|
e ne
=e e
|n|
e
=en

e e

 ai + bj + ck 
e
= (e1 i + e2 j + e3 k ) e
e
a2 + b2 + c2
e
e
e
ae1 + be2 + ce3
=
a2 + b2 + c2
d
=
(using (2.5.1)).
2
a + b2 + c2

If n is in the opposite direction to OQ, then d turns out to be negative and it can be shown
e
that
d
p =
.
2
a + b2 + c2
As p is always positive or 0, the last two formul can be summarised in one formula, i.e.
p=

a2

|d|
.
+ b2 + c2

(2.5.2)

Note. Equation (2.5.2) implies that `, the distance between two parallel planes ax+by+cz =
d1 and ax + by + cz = d2 , is given by
`=

|d1 d2 |
.
a2 + b2 + c2

Example
Given that 2i + 3j + k is normal to a plane which passes through the point (4, 7, 8), find
e
e
e plane
the equation of the
and its distance from the origin.

33

2.5. Equation of a plane


Solution. Using (2.5.1), the equation of the plane is
2x + 3y + z = d

(2.5.3)

As (4, 7, 8) is on the plane, substituting x = 4, y = 7, and z = 8 into (2.5.3) gives


d = (2)(4) + (3)(7) + (1)(8) = 8 + 21 + 8 = 37.
Hence, the equation of the plane is 2x + 3y + 1z = 37.
Using (2.5.2), the distance of the plane from the origin is
p=

22

37
|37|
= .
2
2
14
+3 +1

Example
1. Find
(a) the equation of a plane normal to 4i + 12j + 3k and a distance 4 from the origin,
e
e
e
and

(b) the intercepts of the plane with the origin.


2. Sketch the plane.
Solution.
1.

(a) Using (2.5.1), the equation of the plane is 4x + 12y + 3z = d. Using (2.5.2),
|d|
|d|
=
13
42 + 122 + 32
|d| = 52

4=
=
=

d = 52.

Hence there are two planes with a normal 4i + 12j + 3k and a distance 4 from
e
e
e
the origin. The equation of one plane is
4x + 12y + 3z = 52

(2.5.4)

and the equation of the other plane is


4x + 12y + 3z = 52.
(b) For the plane defined by (2.5.4), the plane intercepts (cuts) the x-axis where
y = 0 and z = 0, and hence, by (2.5.4),
4x = 52

x = 13.

The plane cuts the y-axis where x = 0 and z = 0, and hence, by (2.5.4),
12y = 52

y=

13
.
3

The plane cuts the z-axis where x = 0 and y = 0, and hence, by (2.5.4),
3z = 52

z=

52
.
3

34

Module 2. Vectors
2. The intercepts can be sketched on a 3D diagram as shown in Figure 2.5.3. These three
points can be joined together (two at a time) by straight lines. The three straight
lines form a triangle, which is part of the plane.

z
13/3
52/3

13
x
Figure 2.5.3
The angle between two planes
Example
Find the angle between the planes 4x + 5y + 12z = 3 and x + 3y + 2z = 8.
Solution. Figure 2.5.4 shows a diagram of the planes side on, with the first plane called P1 ,
with normal n1 , and the second plane called P2 , with normal n2 .
e
e
n2
n1


P1

P2

Figure 2.5.4
The angle is defined as the angle between the two planes. From the diagram, it can be
seen that is also the angle between the normals. The angle between the normals can be
found using the dot product, i.e.

(4i + 5j + 12k ) (i + 3j + 2k )
n1 n2
e e
e
cos = e e = e
e
e
|n1 ||n2 |
42 + 52 + 122 12 + 32 + 22
e e
(4)(1) + (5)(3) + (12)(2)

=
185 14
4 + 15 + 24

=
185 14
43

=
185 14


43

= cos1
185 14
32 200 .

35

2.5. Equation of a plane


Finding the equation of a plane given three points on the plane
Example

Find the equation of the plane which passes through the points A(1, 1, 1), B(0, 1, 2), and
C(1, 4, 1).
Solution. A diagram of the plane is shown in Figure 2.5.5, with n being defined by
e

n = AB AC.
e

C
Plane

n


Figure 2.5.5
Thus, n is a vector that is normal to the plane, and
e

AB = OB OA = 0i + 1j + 2k (1i + 1j + 1k )
e
e
e
e
e
e
= 1i + 0j + 1k
e
e
e
AC = OC OA = 1i + 4j 1k (1i + 1j + 1k )
e
e
e
e
e
e
= 2i + 3j 2k .
e
e
e

Hence,


i
e
n = AB AC = 1
2
e



0 1
1



= i

j

2
3
2
e
e
= 3i 4j 3k .
e
e
e


j k
e
e
0 1
3 2



1 0
1


+k
2 e 2 3

Hence, the equation of the plane is 3x 4y 3z = d. As (1, 1, 1) is on the plane,


d = 3(1) 4(1) 3(1)
= 10.

Hence, the equation of the plane is 3x 4y 3z = 10.

36

Module 2. Vectors

Intersection of a line and plane


Example
Given a plane
x + y + 2z = 37

(2.5.5)

and the straight line


x = 2 + 3t,

y = 1 + t,

z = 1 + 2t,

(2.5.6)

find
(a) the coordinates of the point of intersection, and
(b) the angle between the plane and the line.
Solution. The plane and straight line are shown in Figure 2.5.6.

Point of
intersection
Plane
Straight line
Figure 2.5.6
(a) Substituting (2.5.6) into (2.5.5) gives
(2 + 3t) + (1 + t) + 2(1 + 2t) = 37
=

5 + 8t = 37

8t = 32

t=4

(2.5.7)

Substituting (2.5.7) into (2.5.6) gives


x = 14,

y = 5,

z = 9.

(b) A side-on view of the plane is shown in Figure 2.5.7. The angle between the plane and
the straight line is and the angle between the normal to the plane and the straight
line is . As the two angles add up to a right angle, = /2 . Given that the
straight line is in the direction of the vector a, and n is a normal to the plane, is
e
e
found using the dot product, i.e.
na
cos = e e .
|n||a|
e e

(2.5.8)

37

2.5. Equation of a plane

n


a


Plane (side on)

Straight line
Figure 2.5.7
To find a (the direction of the line), substitute (2.5.6) into the the vector equation of
e the line, r = xi + yj + zk , which gives
a point on
e
e
e
e

r = (2 + 3t)i + (1 + t)j + (1 + 2t)k


e
e
e
e
= (2i + j + k ) + t(3i + j + 2k ).
(2.5.9)
e e e
e e
e
As the equation of the line is of the form r = c + ta, comparison with (2.5.9) tells us
e e
e
that
a = 3i + j + 2k .
(2.5.10)
e
e e
e
As the equation of the plane is x + y + 2z = 37, the normal is
n = i + j + 2k .
e e e
e

(2.5.11)

Substituting (2.5.10) and (2.5.11) into (2.5.8) gives

(i + j + 2k ) (3i + j + 2k )
e e e
e
cos = e e
12 + 1 2 + 2 2 32 + 1 2 + 2 2
8
=
84
8
= cos1
84
0 00
29 12 21

and
90 29 120 2100 = 60 470 3900 .
Intersection of planes
Example
In each of the problems given below, find whether and how the given planes intersect.
(a) x + y 2z = 2,

(b) x + 3y + z = 6,
(c) x + 3y + z = 4,
(d) x + y z = 3,

2x y + z = 9,

x + 2y z = 5,

2x + 2y z = 6,

2x y z = 0,

x + 4y + z = 1
3x + 8y + z = 10
3x + 9y 5z = 21

38

Module 2. Vectors

Solution.
(a) The equations are:
x + y 2z = 2
2x y + z = 9

x + 4y + z = 1.
We use Gaussian elimination on the matrix of coefficients

1 1 2 | 2
M = 2 1 1 | 9 .
1 4
1 | 1

We give the row operations here just in this example and leave the reader to work
them out in parts (b) to (d).
R2 R2 2R1, along with R3 R3 R1.

1 1 2 | 2
0 3 5 | 13 .
0 3
3 | 3

Now R3 R3/3, then swap R2 and R3:

1 1 2 | 2
0 1
1 | 1 .
0 3 5 | 13

R1 R1 R2, along with R3 R3 + 3R2:

1 0 3 | 3
0 1 1 | 1 .
0 0 8 | 16

R3 R3/8, followed by R2 R2 R3

1 0
0 1
0 0

and R1 R1 + 3R3:

0 | 3
0 | 1 ,
1 | 2

from which we can read the solution x = 3, y = 1, z = 2. Hence, the planes


intersect at the point (3, 1, 2). Check: Substitute these coordinates into all three of
the original equations to make sure that the point (3, 1, 2) is on all three planes.

(b) The equations are

x + 3y + z = 6,
x + 2y z = 5,

3x + 8y + z = 10.

1 3 1 | 6
M = 1 2 1 | 5
3 8 1 | 10

39

2.5. Equation of a plane

Two simple row operations along with multiplication of rows by 1 bring this to the
form

1 3 1 | 6
0 1 2 | 1 ,
0 1 2 | 8

from which we see that y + 2z = 1 as well as y + 2z = 8. This is impossible, so the


equations are inconsistent. There is no solution, and the three planes do not intersect
at a single point. This can happen for a number of reasons. The planes might be
(i) all parallel and non-coincident, (ii) two of them parallel and non-coincident, with
the third intersecting both in lines or (iii) a roof-like shape consisting of two sloping
sides and a base, i.e. three sides of a triangular cylinder, in which each pair intersects
in a line but there is no common intersection of all three planes.
(c) Number the equations as follows:
x + 3y + z = 4

(2.5.12)

2x + 2y z = 6.

(2.5.13)

In this case, we have only two equations, each representing a plane in 3D space.
If (2.5.12) was exactly the same as (2.5.13) (or a multiple of (2.5.13)), then we would
really have only one plane, and the intersection would consist of all the points in the
plane; but that is not what we have here.
If the left-hand side of (2.5.12) was a constant k times the left-hand side of (2.5.13),
but the right-hand side of (2.5.12) was not k times the right-hand side of (2.5.13), we
would have two parallel but unequal planes, which would never meet, and there would
be no points of intersection; but, again, that is not what we have here.
So we must have two non-parallel planes. Any two non-parallel planes in 3D space
must intersect along a straight line. We now proceed to find the parametric equations
of that line. Here


1 3 1 | 4
.
M=
2 2 1 | 6
Row reduction turns this into
1 0 54

0 1

3
4

5
2
1
2

which can only be solved to the extent that


x=

5 5z
+ ,
2
4

y=

1 3z
.
2
4

We rename z as the parameter t to obtain the result that the planes intersect in the
straight line whose parametric equations are
x=
(d) Proceeding as before,

5 5t
+ ,
2
4

y=

1 3t
,
2
4

z = t.

1 1 1 | 3
M = 2 1 1 | 0 .
3 9 5 | 21

40

Module 2. Vectors
A few row operations bring M to the form

1 1 1 | 3
0 3 1 | 6 .
0 3 1 | 6

Note the second and third rows contain the same information. This means that one
of our original equations was redundant, i.e. it was a combination of the other two
equations.
Further reduction gives

1 1 1 | 3
0 3 1 | 6 .
0 0 0 | 0

In the language of the final section of this chapter, the rank of the matrix is only 2.
By continuing the reduction as far as possible to

1 0 23 | 1

0 1 1 | 2 ,
3

0 0 0 | 0

or by immediately solving then back-substituting, we obtain a solution (with z chosen


t
as the parameter) x = 1 + 2t
3 , y = 2 + 3 , z = t, i.e. we find that the planes intersect
in the straight line whose parametric equations are:
x=1+

2t
,
3

t
y =2+ ,
3

z = t.

Exercises
1. Find the equation of the plane which passes through (4, 7, 8) and is normal to 2i+3j +k ;
e e e
hence find the planes (perpendicular) distance from the origin.
2. Find the equation of the plane normal to the vector 2i + j 3k and a distance 5 from
e e
e
the origin.
3. For the plane defined by 4x + 2y + 4z = 9, find
(a) a unit vector normal to the plane,
(b) the perpendicular distance from the plane to the origin, and
(c) the intercepts of the plane with the axes.
(d) the distance between the plane in (a) and the plane 4x + 2y + 4z = 6.
4. Repeat Question 3(a)(c) for the plane x y + z = 0.
5. Which of the planes P1 and P2 below passes closer to the origin?
P1 = {(x, y, z) : 4x + y 3z = 9};
P2 = {(x, y, z) : x + y + z = 3}.
6. Find the angle between the planes 5x + y + z = 1 and 3x + 3y + 3z = 5.
7. Find the equation of the plane which passes through the points (1, 6, 1), (3, 5, 2), and
(3, 2, 1).

41

2.5. Equation of a plane

8. Find the equation of the plane which passes through (3, 0, 4) and is normal to 2i+j 3k .
e e e
9. (a) Find the equation of the plane which passes through the points (1, 1, 0), (1, 0, 1),
and (0, 0, 1).
(b) Graph the plane x + 2y + z = 4.
10. For the line x = 2 + t, y = 3 t, z = 1 + 2t, and the plane x + y + 3z = 4, find
(a) the point of intersection, and

(b) the angle between the line and the plane.


11. In each of the problems given below, find where the given planes intersect.
(a) x 3y + z = 2

(b) x + 4y 3z = 2
(c) x + 2y + z = 3

(d) 2x y z = 1

2x + y + z = 7
x + 2y + z = 5
2x + y z = 4

x 4y + 2z = 1

x + 3y z = 4

x + 3y + z = 2

Answers
1. 2x + 3y + z = 37,

37

14

2. 2x + y 3z = 5 14
3.

(a)
(b)
(c)
(d)

4.

or

2x + y 3z = 5 14

1
3 (2i + j + 2k )
e e
e
3
2
9
9
9
4,
2,
4
5
2

1
(a) (i j + k )
3 e e e
(b) 0
(c) (0, 0, 0)

5. The distance of P1 is about 1.77. The distance of P2 is about 1.73. Hence, P2 passes
closer to the origin.
6. 38 560 3300
7. 2x + y 3z = 5
8. 2x + y 3z = 6
9.

z
4

(a) y + z = 1
(b) See Figure 2.5.8

O
x

4
Figure 2.5.8

42

Module 2. Vectors

1
10. (a) When t = 32 , ( 43 , 11
3 , 3)

11.

(b) 47 360 2900

(a) (1, 2, 3)
(b) do not intersect
(c) x = 31 (5 + 3t), y = 13 (2 3t), z = t

(d) x = 17 (2t 1), y = 71 (5 3t), z = t

2.6

Vector spaces, linear independence, basis and rank

Up to now, we have talked loosely about vectors in 2 and 3 dimensions. When introducing
a new entity (such as vectors) in mathematics, it is important to set up a rigorous formal
structure in which to embed that entity. For the recently introduced concept of vectors, we
introduce the idea of a vector space. In engineering mathematics and most areas of physics
and economics, we use the notion of a vector space defined over the real (or possibly
complex) (see below) numbers. Quantum mechanics in particular, requires use of vector
spaces over the complex numbers. (We will stick to the reals here however.)
We will not go very deeply into the formal description, but rather, we give some brief
sketches of how things work. For a deeper treatment the reader is referred to any good
book on linear algebra.
A vector space over the real numbers is a set V containing elements known as vectors, u,
e
v , w etc., along with rules for combining those vectors with each other using also elements
e
e
from the real number set. The space is closed under application of the rules in use. That
means that if we use the rules to combine vectors in the space, we just get other vectors in
the space and not something new.
Given u, v V and k R (this is what we mean by over the real numbers), the allowed
e ethe sum (e.g. u + v ) and the multiplication by a scalar (e.g. kv ).
rules are
e e
e
For V to be a vector space, the means by which these rules act must satisfy a number of
restrictions. For all u, v , w V , all k, l R we require the following eight rules.
e e e
Four are connected with the addition:
1. Associativity: u + (v + w) = (u + v ) + w.
e
e e
e e
e
2. Existence of null vector: there exists 0 V such that u + 0 = 0 + u = u.
e
e e e e e
3. Existence of inverse for addition: for every u V , there exists another vector u V
e
e
such that u + (u) = u + u = 0.
e
e
e e e
4. Commutativity: u + v = v + u.
e e e e

Four more are connected with the scalar multiplication:

5. Distributivity1: for u, v V and k R, k(u + v ) = ku + kv .


e e
e e
e
e
6. Distribitivity2: (k + l)u = ku + lu.
e
e
e
7. Associativity: (kl)u = k(lu).
e
e
8. Existence of scalar multiplicative unit (1 R), such that 1u = u1 = u.
e e
e

2.6. Vector spaces, linear independence, basis and rank

43

You should verify that the 2- and 3-dimensional sets of vectors we have been using to study
geometry do indeed satisfy the conditions to belong to a vector space.
Let u1 , u2 , u3 , u4 V , k1 , k2 , k3 , k4 R.
e e e e
A linear combination of the vectors ui , i = 1 n consists of the sum:
e
k1 u1 + k2 u2 + k3 u3 + k4 u4 + + kn un .
e
e
e
e
e
The set of all vectors that can be constructed using all possible values of the ks is a subspace
(we really ought to define that but you can guess roughly what it means) of V and is called
the space spanned by the set of n vectors um , m = 1 n. It is possible (in fact essential)
e the whole of the space V .
that there are some sets of vectors that span

You are already familiar with this spanning concept. Just think of the vectors i and j
e
e
in 2 dimensions. Any vector in 2 dimensions can be constructed with combinations of
multiples of these two vectors, so i and j span 2-dimensional space. Similarly, i, j and k
e
e e
e
e
span 3-dimensional space.

Back in 2 dimensions, it is clear that we could choose more vectors in addition to i and j ,
e
e
for example i, j and i + j and these would still span the space. One of the useful things
e
e e
about i and j eis that they
amount to a minimal number of vectors needed to span the
e
e
space. Similar considerations apply to i, j and k in 3 dimensions.
e e
e
In fact we can define the dimension of a vector space to be precisely the number which is
the smallest number of vectors needed to span the space.

There is something else useful about the vectors i, j and k that makes us want to use them.
e e
e
In 2 dimensions again, consider the vector 3i + 4j .
e
e
We do not have to express such a vector in terms of i, and j .
e
e
Lets define a = i + j , b = i + 2j . Then 3i + 4j can be written correctly as 3i + 4j = 2a + b
e e
e e
e
e
e e
e
e
(check it). You haveeto stop ande think for a moment
to see this though. It is not convenient
to use a and b in this way. i and j are much better. The reason for that is that i and j are
e
e
e
e
at right-angles to each other. In e
vector space language, we say they are orthogonal. e
In fact they form an orthogonal basis for the 2-dimensional vector space.

The concept of orthogonality merits further investigation, but here we just take a visual
approach and understand it to mean that the vectors are at right angles. Technically,
this means that once we have defined the dot product (known as an inner product, a new
structure associated with the vector space), then we have orthogonality of u and v defined
e
e
by u v = 0. We will not explore this further here.
e e
In 3 dimensions, i, j and k are all mutually orthogonal and form an orthogonal basis for
e e
e
the space.
So what do we mean exactly by a basis? Well first we need one more concept: that of linear
independence.

Clearly (by definition of the dimension) we require at least n vectors to span an n-dimensional
vector space. It wont do just to choose any old set of n vectors though.

44

Module 2. Vectors

In 3 dimensions for example, we need 3 vectors. We know that i, j and k work, but what
e e
e
about u = i + j , v = i j , and w = i + 2j ? Clearly these are not
good enough to reach
e e e e e e
e e
everywhere in 3-dimensional
space becauseethey have no k component, i.e. no component
perpendicular to the vectors i and j . We cannot generate eany height with u, v and w.
e
e e
e
e
The point here is that u, v and w might be 3 vectors but they are not 3 linearly independent
e e
e
vectors. It so happens that 23 u 12 v = w. (Check it!) w depends on u and v . It can be
e
e
e vector. Obviously
e
ek cannot be
constructed from u and v and so is enot really
a third new
e
constructed from ei and je (as it is orthogonal to both) and it is this extra property
that
e
e
makes i, j and k a suitable choice for constructing all vectors in 3 dimensions.
e e
e
Another way of writing the relation between u, v and w above is to say that
e e
e
3
2u

1 v w = 0.
e 2e e e
It is in this form that we define linear independence.

In an n-dimensional vector space V , a set of n vectors v 1 , v 2 , v 3 v n is linearly independent


if and only if when we try to combine them to gete0, ethee onlye way is to have all zero
e
coefficients.
That is, the only way c1 v 1 + c2 v 2 + c3 v 3 + c4 v 4 can equal 0 is to have all the cs equal to 0.
e
e
e
e
If there is any combination that works, in which two or more of the cs are not zero, then
the vectors are linearly dependent.

Our vectors u, v , w above are linearly dependent while i, j and k are linearly independent.
e e e
e e
e
It is this independence property that allows i, j and k to span
the 3-dimensional space and
e e
e
being 3 vectors in 3 dimensions, this is the minimum number required. The vectors i, j
e e
and k form a minimal spanning set for 3-dimensional space and since they are mutually
e
orthogonal,
they amount to an orthogonal basis for the space.
If V is an n-dimensional vector space, then a basis for V is
a set of n linearly independent vectors in V which span V .

Note that in n dimensions, a set of more than n vectors is necessarily linearly dependent
so its use as a basis would contain redundancy, while any less than n vectors could not
span the space. The basis is best chosen to be exactly n-dimensional and preferably to
be orthogonal too. Given n linearly independent vectors in n dimensions, we can always
construct an orthogonal set from them. The process is not explored here but if you are
interested then look up the GramSchmidt process. It can get quite complicated if n is
large.
Given a set of vectors, how can we check whether they are linearly independent or not?
Sometimes this can be done by inspection.
 
 
1
5
Example 2.6.1. In 2 dimensions let u =
,v=
.
1 e
5
e

2.6. Vector spaces, linear independence, basis and rank

45

Solution. Clearly 5u v = 0 and so u and v are linearly dependent.


e e e
e  e
 
1
0
In this notation we can represent i as
and j as
from which it can clearly be seen
0
1
e  
e 
 
 
1
0
a
0
that the only solution of ai + bj = a
+b
=
=
, is to have a = b = 0.
0
1
b
0
e
e
Hence i and j are linearly independent.
e
e



0
1
0
In 3 dimensions we can represent i, j and k as i = 0, j = 1, k = 0.
e e
e e
0 e
0 e
1

Example 2.6.2. Decide on the linear (in)dependence of u = 2i + j k , v = 6i + 2j and


e
e e e e
e
e
w = i + k.
e e e



2
6
1
Solution. Write u, v and w as column vectors, u = 1 , v = 2, w = 0.
e e
e
e
e
1 e
0
1

0

Clearly if some combination of these is to make 0 the third entry can only disappear
0
by having equal amounts of u and w.
e
e
For example


2+1
3

1+0
u+w =
= 1 .
e e
1 + 1
0

Seeing this, it is then obvious that 2u + 2w v = 0 and the vectors are linearly dependent.
e
e e e
As the vector spaces get bigger or we increase the number of vectors in the combination, it
becomes harder to simply see the result. We need a systematic way of going about things.
The process involves solving sets of linear equations, usually by Gaussian elimination.
Example 2.6.3. Determine whether the following set of vectors is linearly independent.


1
6
2

3 ,
1
u=
v=
,
w = 1 .
e
e
e
2
10
3

Solution. Combine the vectors with coefficients a, b and c, making the combination zero.


1
6
2
0
a 3 + b 1 + c 1 = 0 .
2
10
3
0
This leads to three linear equations for a, b and c:
a + 6b 2c = 0,
3a + b c = 0,

2a 10b + 3c = 0.

46

Module 2. Vectors

These are solved by Gaussian elimination. Notice that the left-hand side of the augmented
matrix is just formed from the three column vectors. Thus we did not really need to write
out the equations but could have gone straight to the augmented matrix:

1
6
2 | 0
3
1
1 | 0
2 10 3 | 0
Multiply row 1 by 1. Then apply R2 R2 3R1, R3 R3 2R1 to get

1 6 2 | 0
0 19 7 | 0 .
0 2 1 | 0
Now multiply row 3 by

1
2

and swap it with row 2:

1 6 2
1

0 1
2
0 19 7

then R1 R1 + 6R2, R3 R3 19R2 to get

1 0 1
1

0 1
2

5
0 0
2

| 0

| 0
| 0

| 0

| 0

| 0

which tells us that c = 0, b = 0 and a = 0.


Thus the only combination of these vectors that comes to zero is the trivial one and the
vectors are linearly independent. In general, if one makes up a set of vectors at random (as
happened here), the chances are that they will be independent.
Example 2.6.4. Determine whether the following set of vectors is linearly independent.

1
6
6
u = 3 ,
v = 1 ,
w = 20 .
e
e
e
2
10
8

Solution. Perform Gaussian elimination on

1
6
6 | 0
3
1
20 | 0 .
2 10
8
| 0

The first four operations are the same as in Example 2.6.3. to get

1 6
6
| 0
0 1
2 | 0 .
0 19 38 | 0

2.6. Vector spaces, linear independence, basis and rank


Next take R3 R3 19R1.

47

1 6 6 | 0
0 1 2 | 0 ,
0 0
0 | 0

followed by R1 R1 + 6R2 to finish with

1 0 6 | 0
0 1 2 | 0 .
0 0 0 | 0

This gives us a non-trivial solution for a, b and c as a = 6c, b = 2c, where c can take any
value.
This makes sense because if some combination of the vectors combines to zero, then so does
any multiple of that combination.
If we choose, e.g. c = 1, then a = 6 and b = 2 so 6u + 2v + w = 0. (You should check this.)
e
e e e
To conclude the discussion of linear independence, we will view the solution of our equations
a slightly different way.
The working for Examples 2.6.3. and 2.6.4. just considered could instead be written as a
matrix equation Mi x = 0 (i = 3 or 4), where
e e


1
6
2
a
1
1
x = b and M3 = 3
e
2 10 3
c
(Example 2.6.3.) or

(Example 2.6.4.).

1
6
6
1
20
M4 = 3
2 10
8

If M has an inverse then in principle we can find it and apply it to these equations to get
x = M 1 0 = 0. This says that a, b and c are all 0 and we have linear independence.
e
e e
If M is singular (i.e. no inverse) then the matrix equation cannot be solved this way. It
means that there are non-trivial values for a, b and c and the vectors are dependent. To find
out what particular combination of them disappears, youd still have to solve the equations
by Gaussian elimination or an equivalent process.
So how do we decide if M is singular or not? It comes down to the determinant. If
Det(M ) = 0 then M is singular and has no inverse. Then the vectors are dependent. If
Det(M ) 6= 0 then M 1 exists and can be used to show that a, b and c are 0 and the vectors
are independent as described above. You should check that the M in Example 2.6.3. is
singular and that for Example 2.6.4. is not, by calculating the determinants. This is enough
to decide on the (in)dependence of the vectors, if you dont care about which particular
combination disappears.

48

Module 2. Vectors

Note also that the property of singularity of the matrix is preserved by the valid row
operations. Thus in Example 2.6.4. we could instead calculate

1 0 6
Det 0 1 2 .
0 0 0
This is clearly 0 on account of the row of zero entries and so the vectors must be dependent.
On the other hand, in Example 2.6.3.,

1 0 1
1

0 1
Det
2

5
0 0
2

is easily seen to evaluate to

5
2

6= 0 and so these vectors are independent.

This leads us finally to introduce one more concept that of the rank of a matrix.
The precise definition of rank involves setting up the concepts of row and column subspaces
of a matrix. We sidestep this and simply point out that the rank turns out to be a measure of
the number of linearly independent rows (regarded as vectors) of the matrix. This property
is preserved through the Gaussian elimination process and so the rank can be decided after
applying row operations.
Again referring to our Examples 2.6.3. and 2.6.4. we have

1 0 1
1
6
2
1

0 1 =3
1
1 = Rank
Rank(M3 ) = Rank 3
2

5
2 10 3
0 0
2

because no row can be completely eliminated.

Here the rank is equal to the dimension of the vectors (they had three components) being
combined (which is the maximum that it can be). When that happens, the vectors are
independent.
On the other hand

1
6
6
1 0 6
1
20 = Rank 0 1 2 = 2.
Rank(M4 ) = Rank 3
2 10
8
0 0 0

This time, the rank is less than the dimension of the vectors and so they are dependent.
Furthermore, the fact that the rank is only one less than the dimension, tells us that there
is only one combination (and its multiples) which disappears.
Example 2.6.5. This is a trivial-looking example but it makes a point.
Consider the vectors


1
u = 1 ,
e
1


2
v = 2 ,
e
2


1
w = 1 .
e
1

2.6. Vector spaces, linear independence, basis and rank


Its obvious by looking that they are dependent.

1 2

M5 = 1 2
1 2
then Gaussian elimination brings it to the

1
0
0

form

49

If we construct

1
1
1

2 1
0 0
0 0

which has rank 1. This is two less than the dimension of the vectors which tells us that
there is more than one way to combine the vectors to make them disappear. For example
v + w u or just u + 0v + w etc. (Note that linear dependence can allow some of the
e
e e to be 0 eas long
e asenot all are.)
coefficients
The rank is a well-defined quantity for all matrices, not only square ones.

If we are testing the independence of m vectors in n dimensions, then we will be investigating


the rank of an n m matrix. If m > n (more vectors than their dimension) then the
Gaussian elimination cannot possibly reach row echelon form. In that case the rank is n
and the vectors are dependent. As an example consider the 3 vectors in 2 dimensions, i, j


e e
1 0 1
is clearly 2. The vectors are dependent.
and i + j . The rank of
0 1 1
e e
So we can state the following. If the number of vectors is greater than their dimension,
then they are linearly dependent. If m n on the other hand, there is no quick way to
decide.
Exercises
1. Determine which sets of vectors of the following form a linearly independent set.
Do this by inspection where possible but also, in all cases investigate the appropriate
Gaussian elimination.
When the vectors are dependent, write down a combination of them that simplifies to
the zero vector.



1
1
1

(a) u = 0 ,
v= 2 ,
w = 2,
e
e
e
0
0
3



1
1
3
(b) u = 0 ,
v = 2 ,
w = 2,
e
e
e
1
3
5



1
1
2

(c) u = 0 ,
v= 1 ,
w = 1,
e
e
e
0
0
0



4
4
8
(d) u = 1 ,
v = 10 ,
w = 7,
e
e
e
2
2
8

50

Module 2. Vectors



3
5
1

0 ,
(e) u =
v = 1 ,
w = 1,
e
e
e
4
2
3




2
3
6
7
(f) u = 0 ,
v = 2 ,
w = 1 ,
t = 0 ,
e
e
e
e
1
5
1
2




3
1
2
1
8
5
1
4
,
,
(g) u =
v ,
w=
t = ,
e 7
e 3
e 2
e 0
3
1
6
3



0
3
1
0
3
1
,
.
(h) u =
v = ,
w=
e 2
e 0
e 0
2
0
1
Based on your results above, write down in terms of i j and k some possible nonee
e
standard bases for 2- and 3-dimensional Euclidean space
(i.e. the usual 2- and 3dimensional spaces spanned by i, j or i, j and k ).
e e e e
e
2. Find the equations of the planes spanned by the following pairs of vectors.

(a) u = 2i j + k ,
v = i + 2j + 3k ,
e
e e e
e e
e
e
(b) u = i 3j + 2k ,
v = i + 2j + 2k ,
e e
e
e e
e
e
e
(c) u = i + 2k ,
v = i j + 3k .
e e
e
e e e
e
3. Given u = i + 2k , v = i j + 3k , w = i + 4j and x = i + j k , show that u, v and
e e
e e e
e e e
e e e e
e e
w could be used as a basis e
for 3-dimensional espace and express
x in terms of u, v and
e . Show that this new basis is not orthogonal.
e e
w
e

Answers

1. We take the coefficients of the vectors in the linear combinations to be as many as


needed of a, b, c and d respectively.
Probably the only ones that are easy to see by inspection are (a), (c), (f) and (h).
For part (a)

a+b+c
au + bv + cw = 2b + 2c .
e
e
e
3c

This can only be 0 if c = 0. But then that requires b = 0 also. Finally, both of these
e Hence the vectors are linearly independent as a, b and c are all 0.
results force a = 0.
In part (c), we have three vectors in 3 dimensions, however, none of them has any k
e
component. That means that effectively, they are 3 vectors in 2 dimensions and so
must be linearly dependent as 3 > 2.
In (f) the vectors are dependent for an analogous reason, 4 vectors in 3 dimensions.
Part (h) is similar to (a). The vectors are independent. The coefficient of u must be
0 because of the 2 in the 3rd position. But that in turn means that w mustehave zero
e

2.6. Vector spaces, linear independence, basis and rank

51

coefficient because of the 1 in the 4th position. That just leaves v which must have
e
zero coefficient as a consequence.
So now lets look at the Gaussian elimination and rank.
1 1 1
(a) M = 0 2 2 . This is already in row echelon form (thats why the answer was
003
1 0 0
obvious at sight) but we could reduce it further to 0 1 0 . In both forms it is
001
clear that the rank is 3 and the vectors must be independent.
1 1 3
1 1 3
(b) M = 0 2 2 . Row operations can bring this to either of the forms 0 1 1 or
000
 1 0 2 1 3 5
0 1 1 . Either way, the rank is 2 and the vectors are linearly dependent with
000
any multiple of one relation between them. The 2nd form tells us easily that
b = c and a = 2c. So taking c = 1 (any choice is equally valid), we see that
2u + v w = 0.
e e e  e
112
(c) M = 0 1 1 . Its already reduced as far as we need though we could go one step
0
00

101
further: 0 1 1 . The rank is 2. The vectors are dependent and a = c, b = c.
000
Choose c = 1 so u + v w = 0.
e e e e
1 0 3
 4 4 8 
(d) M = 1 10 7 . M can be row reduced to 0 1 1 . The rank is 2 so the vectors
000
2 2 8
are dependent. a = 3c, b = c. Take c = 1 so 3u + v w = 0.
e e e e
 3 5 1 
(e) M = 0 1 1 . M can be reduced all the way to the unit matrix I3 so the rank
4 2 3
is 3 and the vectors are linearly independent.
 2 3 6 7 
(f) M = 0 2 1 0 . A little less pleasant than the earlier cases. Reduce to the
1 5 1 2

rank 3 matrix

79
1 0 0 29

.
0 1 0

29

6
0 0 1
29
Hence these four 3-dimensional vectors are dependent (as we knew they had to
be) and by choosing d = 29 we get a = 79, b = 3, c = 6 and so 79u 3v
e
e
6w + 29t = 0. It works. Check it!
e
e e
 3 1 2 1
8 5 1 4
(g) M =
7 3 2 0 . It reduces to I4 and so the rank is 4. The vectors are
3 1 6 3

independent.
0 3 1 
1 0 0
0
3
1
(h) M = 2 0 0 . M reduces to 00 10 01 which has rank 3 and tells us that
2 0 1

a = b = c = 0.

000

2. Each of these problems can be solved in two ways, one of which involves row reducing
a matrix. We will address (a) in both ways then use only one way for the other
problems.
(a) The method that should already be known to you is to recognise that the plane

52

Module 2. Vectors
must contain both the vectors and so their cross-product is normal to the plane.
We have


i j k
e e e
u v = 2 1 1 = 5i 5j + 5k .
e
e e e
e
e
e
1 f
2 3
e e e
Hence the plane has equation 5x 5y + 5z = d.
The constant d is fixed by identifying a point in the plane. Since the vectors
span the plane, the vector 0u + 0v is in the plane, i.e. the origin is in the plane
e
e
and so d = 0.
The equation is 5x 5y + 5z = 0 and after dividing by -5 it is x + y z = 0.
Alternatively: all points in the plane take the form


2
1
a 1 + b 2 .
1
3

Thus given any a and b the coordinates are x = 2a + b, y = a + 2b, z = 1 + 3b.


The plane has an equation formed from a linear combination of x, y and z set
to 0 (because the origin is a point in this plane). Take the combination to be
lx + my + nz = 0 and find l, m and n as follows:
l(2a + b) + m(a + 2b) + n(a + 3b) = 0,
for any a and b. Hence taking coefficients of a and b we find 2l m + n = 0 and
l + 2m + 3n = 0.
n
o
2 1 1 | 0
Form the augmented matrix and reduce it. M = 1 2 3 | 0 which reduces to



1 0 1 | 0
0 1 1 | 0

and solution
l = n,

m = n.

Taking n to be 1 gives l = 1, m = 1 and so x + y z = 0 as before. Notice that


the matrix M that was reduced is the transpose of the matrix whose columns
are the vectors u and v . We can use this observation to hasten the calculations
e of the
e question.
in the other parts

(b) Following what we learned in part (a) put the vector


components into rows and

2 to the form ( 1 0 2 ). Using the
row reduce the resulting matrix, M = 11 3
010
2 2
variables l, m and n as in part (a), we get m = 0 and l = 2n. Choosing n = 1
gives us the plane equation 2x + z = 0. The variable y does not appear since
its coefficient m = 0.


0 2 reduces to 1 0 2
(c) M = 11 1
3
0 1 1 resulting in l = 2n, m = n.
And a plane equation 2x + y + z = 0.
3. We are asked to show that u, v and w are linearly independent. It will be enough to
e eand check
e
take the matrix of components
its determinant.

1 1 1
M = 0 1 4 ,
Det(M ) = 12 + 10 = 22 6= 0.
2 3 0

53

2.6. Vector spaces, linear independence, basis and rank

Hence the vectors are linearly independent. They are therefore 3 linearly independent
vectors in 3 dimensions and so could be used as a basis for the space. To express x in
e
terms of u, v and w write
e e
e
x = au + bv + cw
e
e
e
e
so



1
1
1
1
a+b+c
1 = a 0 + b 1 + c 4 = b + 4c
1
2
3
0
2a + 3b
1 1 1 | 1 
1 0 0 | 7 
to be solved for a, b and c. Row reduce 0 1 4 | 1
to get 0 1 0 | 5 so a = 7,
2 3 0 | 1

0 0 1 | 1

b = 5, c = 1 and x = 7u + 5v w. (Check it.)


e products
e
For orthogonality wee needethe dot
of u, v and w with each other all to be
e e is note orthogonal.
zero. It only needs one of these to fail and the basis
Now u w = 1 + 0 + 0 = 1 6= 0 so the basis is not orthogonal.
e e

Epilogue

This has been just a very brief and cursory summary of basic vector space material. For
further development see below. If you study Fourier series then you will be dealing with
an infinite dimensional vector space in which the vectors are periodic functions and the
basis vectors (in terms of which all vectors in the space can be expanded) are sin(nx) and
cos(nx). The dot (so called inner) product of two vectors in this space is just the integration over a period of the product of two functions. (Note the analogy: finite infinite,
sum integral).
Taylor series is also an application of infinite dimensional vector spaces in which the vectors are also functions and the basis vectors are integer powers of x. To progress from
finite to infinite dimensional vector spaces, in effect the labels 1, 2, 3, . . . etc. labelling the
components of the vector have become continuous values, x.
Finite degree polynomials of degree up to n also form a vector space of dimension n + 1 in
which the basis vectors are powers of x from 0 to n.
We have stood at the edge of a very large vista. To explore further if interested look up:
change of basis, GramSchmidt process, inner product, infinite dimensional vector spaces,
complex vector spaces, Hilbert space.

Module

Complex Numbers

The equation
x2 + 1 = 0
is not satisfied by any real number. For this reason mathematicians have extended the set
of real numbers by introducing a new quantity, written j which does satisfy this equation.
The defining property of j is that
j2 + 1 = 0,
that is, j2 = 1. Given this new quantity, we can develop the algebra of quantities involving
j by applying all of the usual rules of algebra with the single additional rule j2 = 1.
We call any number of the form x + jy, where x and y are real numbers, a complex number.
We call x the real part of the complex number and y the imaginary part of the complex
number, and if z = x + jy, we write Re(z) = x and Im(z) = y. Here are examples of
complex numbers with their real and imaginary parts:
z1 = 2 + 3j,

z2 = 5.324 j,

z3 = 3 + 47 j,

Re(z1 ) = 2,

Im(z1 ) = 3

Re(z2 ) = 5.324,

Re(z3 ) = 3,

Im(z2 ) = 1

z4 = 8e + j,

Re(z4 ) = 8e,

Im(z4 ) =

z5 = 457.92 + 106.1j,

Re(z5 ) = 457.92,

Im(z5 ) = 106.1

54

Im(z3 ) =

4
7

3.1. Arithmetic operations with complex numbers

3.1

55

Arithmetic operations with complex numbers

To state the rules for operating with complex numbers we will use the convention that
z = x + jy is a complex number and if z1 and z2 are complex then z1 = x1 + jy1 and
z2 = x2 + jy2 .
Equality
Two complex numbers z1 and z2 are equal if and only if Re(z1 ) = Re(z2 ) and Im(z1 ) =
Im(z2 ). z1 = z2 if and only if x1 = x2 and y1 = y2 .
Example 3.1.1. Solve the equation 3z = 6 9j.
Solution. Letting z = x + jy we have 3(x + jy) = 6 9j so 3x + j3y = 6 9j.
Equating real and imaginary parts gives 3x = 6 and 3y = 9. Thus, x = 2 and y = 3 so
z = 2 3j.
Addition and subtraction
z1 + z2 = (x1 + jy1 ) + (x2 + jy2 ) = (x1 + x2 ) + j(y1 + y2 )
z1 z2 = (x1 + jy1 ) (x2 + jy2 ) = (x1 x2 ) + j(y1 y2 )
Examples
(a)
(b)

(2 5j) + (4 + j) = (2 4) + j(5 + 1) = 2 4j

(3 + 0.7j) (4 2j) = (3 4) + j(0.7 (2)) = 7 + 2.7j

Multiplication
The important new element here is j2 = 1. When we apply this to multiplication of
complex numbers, we obtain
z1 z2 = (x1 + jy1 )(x2 + jy2 ) = x1 x2 + jx1 y2 + jy1 x2 + j2 y1 y2
z1 z2 = x1 x2 y1 y2 + j(x1 y2 + x2 y1 ).
Examples
(a)
(b)

(3 + 2j)(2 5j) = 6 10j2 + j(4 15) = 6 + 10 11j = 16 11j

( 2 + j)( 2 j) = ( 2)2 j2 + j( 2 2) = 2 + 1 = 3

Note that we can compute the successive powers of j:


j3 = j2 j = 1 j = j,

j4 = j2 j2 = 1 1 = 1,
j5 = j,

and so on.

56

Module 3. Complex Numbers

Note also that


(x + jy)(x jy) = x2 j2 y 2 = x2 + y 2 .
From this we have such remarkable results as
(3 + 2j)(3 2j) = 32 + 22 = 9 + 4 = 13.
Thus the number 13 can be factorised if we use complex numbers.
Conjugation
If z = x + jy then we call the number z = x jy the (complex) conjugate of z. For example,
3 2j = 3+2j. We always have z z = x2 +y 2 , i.e. the product of a number and its conjugate
is a real number. Note that sometimes the conjugate of z is written z , i.e. (x+jy) = xjy.
It is clear that (z ) = z.
Division
To express

x1 + jy1
z1
=
in the form z = x + jy, we multiply both numerator and denomz2
x2 + jy2

inator by z2

x1 + jy1
(x1 + jy1 ) (x2 jy2 )
=
x2 + jy2
(x2 + jy2 ) (x2 jy2 )
(x1 x2 + y1 y2 ) + j(x2 y1 x1 y2 )
=
.
(x22 + y22 )
Example 3.1.2.
(5 + 3j)
(5 + 3j) (4 + j)
20 + 5j + 12j + 3j2
17 + 17j
=
=
=
= 1 + j.
2
2
(4 j)
(4 j) (4 + j)
4 +1
17
Example 3.1.3.
1
1
(2 + 3j)
2 + 3j
2
3j
=
= 2
=
+ .
2 3j
(2 3j) (2 + 3j)
2 + 32
13 13

57

3.2. Geometrical representation of complex numbers

3.2

Geometrical representation of complex numbers

A complex number z = x + jy can be represented by the point P with coordinates (x, y)


in the Cartesian plane. We then call the x-axis the real axis and the y-axis the imaginary
axis. A representation of complex numbers in this way is called an Argand diagram. The
Cartesian plane is referred to as the complex plane, when used to represent the set of
complex numbers. Addition of complex numbers is analogous to head-to-tail addition of
vectors with components x and y.

2+2j

1+2j

3 +j

12j

2
Figure 3.2.1

Polar form
Given a complex number z = x+jy we can convert to polar coordinates in the plane using the
relations x = r cos , y = r sin . Then we have z = r cos + jr sin or z = r(cos + j sin ).

x+jy
r

y = r sin

x = rcos

Figure 3.2.2

The quantity r =
is written as |z|,

p
x2 + y 2 is called the absolute value, the magnitude or modulus of z. It
r = |z| = |x + jy| =

x2 + y 2 .

58

Module 3. Complex Numbers

Note the relation z z = |z|2 = r2


It is usual to abbreviate cos + j sin by cis , i.e.
cis = cos + j sin .
The angle is called the argument or phase of the complex number z.
Example

|3 + 4j| = 32 + 42 = 9 + 16 = 25 = 5

|1 j| = 1 + 1 = 2

| 1 + 3j| = 1 + 3 = 4 = 2
Now there are infinitely many possible values for , for if z = r(cos + j sin ) then
z = r(cos( + 2n) + j sin( + 2n))
for any integer n. For this reason we define the principal argument of z to be that such
that z = r cis where r is positive and satisfies the condition < . This is denoted
by arg(z).
Example 3.2.1. Express 1 + j in polar form.
Solution. |1 + j| =

2, and arg(1 + j) = arctan(1) = , so 1 + j = 2 cis .


4
4

Example 3.2.2. Express 2 3 2j in polar form.


q
q

2
2
Solution. |2 3 2j| = (2 3) (2) = (2 3)2 + (2)2 = 16 = 4.

To calculate the argument, note that 2 3 2j lies in the fourth quadrant so





2
2

= arctan = .
arg(2 3 2j) = arctan
6
2 3
2 3



.
Thus, 2 3 2j = 4 cis
6
We have, for z = x + jy,
y
if x > 0 (1st and 4th quadrants)
x
y
arg(z) = arctan + if x < 0, y 0 (2nd quadrant)
x
y
arg(z) = arctan if x < 0, y < 0 (3rd quadrant).
x
arg(z) = arctan

In fact, when calculating the polar form of a complex number, it is simplest to draw a
diagram locating the complex number on an Argand diagram and then it should be clear
which value to give to the argument.

59

3.2. Geometrical representation of complex numbers


Example 3.2.3. Express 1 j in polar form.

Solution. | 1 j| = 2, and


1

arg(1 j) = arctan
1
= arctan(1)

=
4
3
= ,
4
so



3
.
1 j = 2 cis
4
(Compare this with the earlier example of the polar form of 1 + j.)


2
in Cartesian form.
3





2
2
1
3j
3 3 3j
2
= 3 cos
+ j sin
=3
+
=
+
.
Solution. 3 cis
3
3
3
2
2
2
2

Example 3.2.4. Express 3 cis

Example 3.2.5. Express z = 2 3j in polar form.


Solution. We have
p

|z| = 22 + 32 = 13

 
 
3
3
and arg z = arctan
= arctan
= 2.1588,
2
2

since Re(z) < 0 and Im(z) < 0. Thus, z = 13 cis (2.1588).


Note also the following polar forms
1 = cis 0,

j = cis ,
2

1 = cis ,

j = cis

.
2

Multiplication in polar form


Consider first those
p complex numbers which have the form z = cis ; we have, for these
numbers, |z| = cos2 + sin2 = 1. Thus, these numbers are represented by the points on
the circle x2 + y 2 = 1.
If we multiply two such numbers, cis and cis , we have
cis cis = (cos + j sin )(cos + j sin )
= (cos cos sin sin ) + j(sin cos + sin cos )

= cos( + ) + j sin( + )
= cis ( + ).

Thus, when we multiply these numbers, we simply add their arguments. Now to multiply
any two complex numbers z1 , z2 , we can bring them into polar form z1 = r1 cis 1 , z2 =
r2 cis 2 . Then we can multiply them as follows
z1 z2 = (r1 cis 1 )(r2 cis 2 ) = r1 r2 cis 1 cis 2 = r1 r2 cis (1 + 2 ).
That is, we multiply the magnitudes and add the arguments. (We may need to add or
subtract to get the principal argument of the product.)

60

Module 3. Complex Numbers

Example
Let z1 = 3j, z2 = 4 + 4j. Then in Cartesian form we have
z = z1 z2 = 3j(4 + 4j) = 12j + 12j2 = 12 + 12j;
in polar form we have
|z1 | = 3
and
|z2 | =
so

and

42 + 42 = 4 2

z1 = 3 cis

arg(z1 ) =
and

arg(z2 ) =

,
4

and z2 = 4 2 cis ,
4

and


z1 z2 = 3 cis 4 2 cis
2
4

3
= 12 2 cis
 4


3
3
= 12 2 cos
+ j sin
4
4



2
2
= 12 2
+
j
2
2
= 12 + 12j.
Division in polar form
We can treat division of complex numbers as multiplication by the reciprocal:
z1
1
= z1 .
z2
z2
Now if we calculate

1
, we have
cis
1
1
=
cis
cos + j sin
1
cos j sin
=
cos + j sin cos j sin
cos j sin
=
cos2 + sin2
= cos j sin = cis (),

i.e.

1
= cis () = ( cis ()) . Thus we have
cis
z1
r1 cis 1
r1 cis 1
r1
r1
=
=
cis 1 cis (2 ) =
cis (1 2 ).
=
z2
r2 cis 2
r2 cis 2
r2
r2

Thus, to divide complex numbers, we divide their magnitudes and subtract their arguments.

3.3. Powers and roots of complex numbers

3.3

61

Powers and roots of complex numbers

We now consider powers of numbers of the form cis . We have


cis 2 = cis cis = cis ( + ) = cis 2.
In the same way we have
cis 3 = cis 2 cis = cis 2 cis = cis (2 + ) = cis 3,
and we can continue in this way to conclude
cis 4 = cis 4,
and in general, for any integer n,
cis n = cis n.
This result is known as De Moivres Theorem.
Example 3.3.1. Use De Moivres Theorem to obtain expressions for sin 3 and cos 3.
Solution. We have
(cos + j sin )3 = cos 3 + j sin 3.
Expanding the left-hand side, we have
(cos3 3 cos sin2 ) + j(3 sin cos2 sin3 ) = cos 3 + j sin 3.
Equating real and imaginary parts, we have
cos 3 = cos3 3 cos sin2
and
sin 3 = 3 sin cos2 sin3 .
Powers of any complex number
Let z = r cis be any complex number; then
z n = (r cis )n = rn cis (n).
Thus, to raise any complex number to an integral power n, say, we express it in polar form
and then raise the magnitude of z to the power n and multiply the argument by n. (To
obtain the principal argument we may need to add or subtract some multiple of .)
This holds for all values of n, not just integer values. It allows us to calculate powers of
complex numbers much more easily. It is also essential for calculating roots of complex
numbers.

62

Module 3. Complex Numbers

Example 3.3.2. By first converting to polar form, find (1 + j)10 .


Solution. We have
|z| =

1+1=

z=

thus

so
z

10

and

arg(z) =

,
4

 

2 cis
4



10

= ( 2) cis 10
4
5
= 25 cis
2

= 32 cis

 2

= 32 cos + j sin
2
2
= 32j.

Example 3.3.3. By first converting to polar form, find ( 3 + j)12 .


Solution. We have
|z| =

3+1=2

and

thus
z = 2 cis
so
z

12

arg(z) =

5
;
6


5
,
6



5
= 2 cis 12
6
= 4096 cis (10)
12

= 4096 cis (0)


= 4096(cos 0 + j sin 0)
= 4096.
Roots of complex numbers

By z 1/n or n z, we mean any number which, when raised to the power n, gives z. We
consider the case of finding cube roots first. Thus w = z 1/3 if and only if w3 = z. To find
an expression for z 1/3 given z, we write z in polar form z = r cis ; then we suppose that
w = cis satisfies w = z 1/3 . Thus w3 = z, so ( cis )3 = r cis .
Then we must have
3 cis 3 = r cis .
But note also that
3 cis 3 = r cis ( + 2)

63

3.3. Powers and roots of complex numbers


and
3 cis 3 = r cis ( + 4),
so we must have 3 = r, so that
= r1/3

and

so = .
3

3 =

Also,

2
4
+
3 = + 4 so = +
.
3
3
3
3
Thus there are three separate complex numbers which when raised to the power of 3 give
z = r cis . These are

+ 2
+ 4
r1/3 cis ,
r1/3 cis
and
r1/3 cis
.
3
3
3
3 = + 2

so

Example 3.3.4. Find the cube root of 8.


Solution. We express 8 in polar form: 8 = 8 cis . A number z = r cis will be a cube
root of 8 if r3 cis 3 = 8 cis . The equation r3 = 8 has one solution (since r is a real
number), but the equation cis 3 = cis will have three solutions, for this will be satisfied
5
by those such that 3 = , 3, 5, i.e. = 3 , 3
3 , 3 . Thus the cube roots of 8 are
2 cis 3 , 2 cis , 2 cis 5
3 , i.e.





5
5
2 cos + j sin
,
2(cos + j sin ),
2 cos
+ j sin
.
3
3
3
3
That is,

i.e.



1
3
2
+j
,
2
2

1 + j 3,

2,



1
3
2
j
;
2
2

2,

1 j 3.

If we plot them on an Argand diagram these roots are equally spaced on the circle of
radius 2 centred at O.

1+ 3j

1
2
Figure 3.3.1

1 3j

64

Module 3. Complex Numbers

The same method can be used for finding the nth root of any complex number. In general
a complex number will have n nth roots. To find them we write the complex number in
polar form
z = r cis , r cis ( + 2), r cis ( + 4), r cis ( + 6), . . . , r cis ( + (n 1)2).
The roots are then the distinct complex numbers

z0 = r1/n cis ,
n


+ 2
1/n
z1 = r cis
,
n


+ 4
,
z2 = r1/n cis
n


+ 6
1/n
z3 = r cis
,
n
..
.


+ (n 1)2
1/n
zn1 = r cis
.
n
Example 3.3.5. Find the five fifth roots of

Solution. | 3 + j| = 2, and arg( 3 + j) =

so we can write

3 + j = 2 cis ,
6

2 cis

13
,
6

3 + j.

2 cis

25
,
6

2 cis

37
,
6

2 cis

49
6

and then

( 3+j)1/5 = 21/5 cis ,


30

37
49
,
21/5 cis
.
30
30

We can rewrite this using principal arguments as: The five fifth roots of ( 3 + j) = 2 cis 6
are
21/5 cis

,
30

21/5 cis

21/5 cis

13
,
30

13
,
30

21/5 cis

21/5 cis

5
,
6

25
,
30

21/5 cis

21/5 cis

23
,
30

21/5 cis

11
.
30

3.4. Exponential form of cis

65

These can be plotted on an Argand diagram (see Figure 3.3.2), which shows that the points
are evenly spaced.

y
1

25 cis 13
30

25 cis 5
6
1

25 cis 30

25 cis 23
30

25 cis 11
30

Figure 3.3.2

3.4

Exponential form of cis

The following power series can be established for the functions sin x, cos x, and e x :
x2 x3 x4 x5 x6 x7
+
+
+
+
+
+
2!
3!
4!
5!
6!
7!
x2 x4 x6
+

+
cos x = 1
2!
4!
6!
x3 x5 x7
sin x = x
+

+ .
3!
5!
7!
ex = 1 + x +

If we replace x by j in the series for e x , we obtain


e j = 1 + j +

(j)2 (j)3 (j)4 (j)5 (j)6 (j)7


+
+
+
+
+
+ .
2!
3!
4!
5!
6!
7!

We can rearrange this gathering real and imaginary parts to obtain the result
2 4 6
(j)3 (j)5 (j)7
+

+ j +
+

+
2!
4!
6!
3!
5!
7!


2 4 6
()3 ()5 ()7
=1
+

cos + j
+

+ sin
4!
6! }
3!
5!
7!
| 2! {z
|
{z
}
e j = 1

e j

e j = cos + j sin = cis (where is in radians).

This explains why when we multiply complex numbers we add their arguments. The rule
cis cis = cis ( + )

66

Module 3. Complex Numbers

is just another expression of the familiar rule for adding exponents


e j e j = e j+j = e j(+) .
We thus have another way of writing complex numbers in polar form, namely z = r e j ,
where |z| = r and arg(z) = . For example
1+j=

2e 4 ,

j=e

j
2

and note the remarkable result


e j = 1.
The exponential function e z can be defined for any complex number z = x + jy by
e z = e x+jy = e x e jy = e x (cos y + j sin y).
Thus |e z | = e Re(z) .
Example 3.4.1. Express z = e 3j in decimal Cartesian form.
Solution.
z = e 3 e j = e 3 (cos(1) + j sin(1)) = 10.85226 16.90140j.
It is often clearer to use the notation exp(x) for the exponential function e x ; that is,
exp(x) e x . Thus,

 

2
2

j = cis =
+j
.
exp
4
4
2
2
The fundamental theorem of algebra
The quantity j was introduced to solve the equation
x2 + 1 = 0.
We thus enlarge the system of real numbers to the set of complex numbers, that is, the set
of numbers of the form x + jy. It is natural to ask whether there are algebraic equations
which can be written involving complex numbers, which do not have a solution. In fact, this
is not the case and the fundamental theorem of algebra states that any algebraic equation
a0 + a1 z + a2 z 2 + + an z n = 0,
where the coefficients may be any complex numbers, has n solutions, (some of which might
be identical). Thus the set of complex numbers is complete in the sense that any algebraic equation whose coefficients are complex numbers has a solution in the set of complex
numbers. We illustrate how the roots of equations involving complex numbers may be
found.
Example 3.4.2. Find all solutions of the equation
z 2 + 4j = 0.

3.4. Exponential form of cis


z2

67


 



3

, 4 cis
. Hence, z = 2 cis
,
= 4j, so z = 4 cis
2
2
4
2

Solution. We have
 
3
. That is, the roots are
2 cis
4

 




2
2
z1 = 2 cos
+ j sin
=
j
4
4
2
2
and

 
  
3
3
2
2
+ j sin
=
z2 = 2 cos
+j
.
4
4
2
2

(You can check this by squaring them.)


Example 3.4.3. Find all solutions of the equation
z 4 + 4z 2 + 16 = 0.
Solution. We first make the substitution u = z 2 ; then the equation can be written
u2 + 4u + 16 = 0.
The quadratic formula gives the two roots of this equation

4 48
u=
= 2 2 3 = 2 2 3j.
2
We then have

z 2 = 2 + 2 3j

and z 2 = 2 2 3j.

We now solve these equations by first putting them in polar form. Firstly we consider
 
 

2
8
2
= 4 cis
.
z = 2 + 2 3j = 4 cis
3
3
This gives
z = 2 cis
so we have

z = 2 cis
while

2
6

and z = 2 cis

z = 2 2 3j = 4 cis
z = 2 cis


8
,
6

 
 
4

and z = 2 cis
,
3
3

gives

Thus the four roots of the equation are


 
 

4
2 cis
,
2 cis
,
3
3

2
3

= 4 cis

and z = 2 cis



2 cis
3

4
3


2
.
3

and

2 cis


2
.
3

The second of these should now be re-cast in principal argument form as 2 cis


2
.
3

68

Module 3. Complex Numbers

Exercises
1. Express in simplest Cartesian form:
(a) (2 + j) + (3 2j)

(b) (3 5j) + (2 + 6j)

(d) (2 + j) (5 3j)

(g) (1 + 3j)3

(e) j(2 3j)

(f) (1 + j)2

(h) (1 + j)1

(i)

(j) (4 + 3j)2

25
(4 + 3j)
1+j
(l)
1j

(k) (1 j)3 ,

2 + 3j
(m)
3 2j

(n)

1j
1+j

(c) (3 + 4j)(2 + j)

2

(o)

2+j
4 + 3j

1
1
a + bj a bj

(q)

2
2
(1 j)
(1 + j)
a bj a + bj
2. Taking z = x + jy express in Cartesian form
(p)

1
1
z
(z)
(b)
(c)
(d)
z
z+1
z
z
3. If z = x + jy we write Re(z) = x and Im(z) = y. For the following complex numbers,
find Re(z) and Im(z).
5+j
(a) z = (x + jy)3
(b) z = (x + 1 + jy)2
(c) z = ((x j) + jy)j
(d)
5 3j
4. Find real numbers x, y such that
(a)

(a) x(3 j) + y(5 + 2j) = 7 + 5j

(b) (3 2j)(x + jy) = 2(x 2jy) + 2j 1.

5. Express the following numbers in polar form z = r(cos + j sin ) = r cis

1 5j
3j
(c)
(a) 4 4j
(b) 1 + 3j
(d)
2 + 3j
1+j
6. Find the absolute value, and principal argument of the following complex numbers:

(e) 1 3j
(f) 3 + 3j
(a) 5 + 12j
(b) 4
(c) 2j
(d) 3 j
7. Find the modulus of

1
x + jy

(a) x + 2j

(b)

(d) (x 1) + (y 2)j

(e) j(1 + j cos + sin )

(c) cos + j sin

8. Find the modulus and argument, correct to five decimal places, of


(a) 4 3j
(b) 5 + 3j
(c) 2 3j
(d) 0.5 6j

9. Write in simplest Cartesian


1
(a) 2 + 3j
(b)
2 + 3j
10. Write in simplest Cartesian
(a) 1 + j
(b) (1 + j)2

form
1+j
(c)
1j
form:
(c) (1 + j)3

(d)

1+j
1j

2

(d) (1 + j)4

11. Specify the set of points in the complex plane which satisfy |z + 1 + j| = 2

12. Plot the set of points in the complex plane for which |2z + 3| 1

j
13. Express the complex
6 number 2 + 2 3j in the form r e , hence obtaining the Cartesian
form of (2 + 2 3j)
14. By first converting to polar form, evaluate (1 + j)8

3.4. Exponential form of cis

69

15. By first converting to polar form, evaluate


(1 j)6
1 + j
(b)
(a)
1 +
j
(1 + j)4
1+j 3
(1 + j)5

(c)
(d)
(1 j)4
1j 3
16. In each case below, give your answers in polar form with Principal Argument then
show the roots on an Argand diagram.
(a) Find the three cube roots of 1.

(b) Find all of the fourth roots of 16j.


(c) Find all of the cube roots of 8j.

(d) Find all cube roots of 3 + j.


17. Find all roots of the equations
(a) z 4 + 2z 2 + 4 = 0
(b) w4 w2 + 1 = 0
(c) z 4 + 1 = 0

(d) z 4 + 2z 3 + 5z 2 + 8z + 4 = 0
(e) z 3 + 3z 2 + 12z + 10 = 0
18. Express in Cartesian form

j
j
(c) 2e 4
(a) e 2+j
(b) e 1+ 3

(d) 5e 1 3

Answers
1. (a) 5 j

(b) 1 + j

(c) 2 + 11j

(d) 3 + 4j

(e) 3 + 2j

(f) 2j

(g) 8

(h)

(i) 4 3j

(j)

(k) 2 2j
2j
11

(o)
25 25

(l) j

(m) j
(q)
2. (a)
3.

7
24j
+
625 625
(n) 1

1
2

21 j

(p) j

4abj
+ b2

a2

x yj
x2 + y 2

(b)

(x + 1) yj
(x + 1)2 + y 2

(a) Re((x + jy)3 ) = x3 3xy 2 ,

(c)

(x2 y 2 2xyj
x2 + y 2

(d) 1

Im((x + jy)3 ) = 3x2 y y 3

(b) Re((x + 1 + jy)2 ) = (x + 1)2 y 2 ,

Im((x + 1 + jy)2 ) = 2(x + 1)y

(c) Re(((x j) + jy)j) = y + 1,


Im(((x j) + jy)j) = x




5+j
11
5+j
10
(d) Re
= ,
Im
= .
5 3j
17
5 3j
17

4. (a) x = 1, y = 2
(b) x = 1, y = 0


 

2
5. (a) 4 4j = 4 2 cis
(b) 1 + 3j = 2 cis
4
3


 

(c) 1 j = 2 cis
(d) 23 (1 + j) = 32 2 cis
4
4
6. (a) |5 + 12j| = 13,
arg(5 + 12j) = 1.17601

70

Module 3. Complex Numbers


(b) | 4| = 4,
(c)

(d)
(e)
(f)
7.

(a)
(b)
(c)
(d)
(e)

8.

arg(4) =

|2j| = 2,
arg(2j) =
2

| 3 j| = 2,
arg( 3 j) =
6

2
| 1 3j| = 2,
arg(1 3j) =
3

3
arg(3 + 3j) =
| 3 + 3j| = 3 2,
4

2
|x + 2j| = x + 4


1
1


x + jy = p 2
x + y2
1
p
(x 1)2 + (y 2)2
p
2(1 + sin )

(a) |4 3j| = 5, arg(4 3j) = 0.643501

(b) | 5 + 3j| = 5.83095, arg(5. + 3j) = 2.60117

(c) | 2 3j| = 3.60555, arg(2 3j) = 2.1588

(d) | 0.5 6j| = 6.0208, arg(0.5 6j) = 1.65394


9. (a) 2 + 3j
10. (a) 1 + j

3j
2

(c) j
13 13
(b) 2j
(c) 2 + 2j
(b)

(d) 1
(d) 4

11. The circumference of the circle of radius 2 and centre the point 1 j

1
1j

1
2
3

Figure 3.4.1

3.4. Exponential form of cis

71

12. See Figure 3.4.2.

0.5

2.0

1.5

1.0

0.5
0.5

Figure 3.4.2

13. 2 + 2 3j = 4e j 3 ,
(2 + 2 3j)6 = 4096
 

3
,
(1 + j)8 = 16
14. 1 + j = 2 cis
4

1
3
15. (a) j
(b) 2j
(c) +
j
(d) 1 + j
2
2 
 


16. (a) cis


,
cis (),
cis
3
3

2
1
2

1 O

2
Figure 3.4.3

72

Module 3. Complex Numbers


 

,
(b) 2 cis
8

2 cis


5
,
8

2 cis


7
,
8

2 cis

2
1
2

1 O

2
Figure 3.4.4
(c) 2 cis

 

,
2

2 cis


5
,
6

2 cis

2
1
2

1 O

2
Figure 3.4.5

3
8

73

3.5. Engineering application: impedance


1/3

(d) 2

cis

,
18

1/3

cis


13
,
18

1/3

cis

11
18

2
1
2

1 O

2
Figure 3.4.6
17.

(a)
(b)
(c)
(d)

2
6
+
j,
2
2
3 1

j,
2 2
2
2
+
j,
2
2
1,
2j,

(e) 1,
18. (a)

3.5

e 2+j

2
6
2
6
2
6

j,

j,

+
j
2
2
2
2
2
2

3 1
3 1
3 1
+ j,
j,

+ j
2 2
2 2
2
2

2
2
2
2
2
2

j,

j,

+
j
2
2
2
2
2
2
2j

1 3j,

1 + 3j

e 2 (cos 1 + j sin 1),

1
(b)
e


1
3
+
j ,
2
2

(c) 1 j,

5e 5 3e
(d)

j
2
2

Engineering application: impedance

One application of complex numbers is in the analysis of circuits in which there is an


alternating current (ac) power supply. For voltage supplies which vary sinusoidally, it is
often most efficient to analyse circuits using complex numbers.
A typical ac circuit will consist of a voltage source, a resistance R, an inductance L and a
capacitance C in series as shown, with a current I amps flowing through the circuit (called
an RLC circuit). The voltage across the resistance is given by VR = IR (Ohms law).
Across the inductance the voltage drop is given by
VL = L

dI
,
dt

where t = time in seconds and across the capacitance C the voltage satisfies the relation
I
dVC
= .
dt
C
If the current in the circuit is given by I = I0 sin t, then the equations allow us to calculate
VR = RI0 sin t,

VL = LI0 cos t,

VC =

1
I0 cos t.
C

74

Module 3. Complex Numbers

We then obtain an expression for the total voltage using


V = VR + VL + VC .

R ohms

L henrys

C farads

a.c. voltage source


I
Figure 3.5.1

It is, in fact, simpler to express the relation between the current and voltage by introducing
the complex current Ic and the complex voltage Vc . Ic = I0 e jt , where the actual current
is given by the imaginary part of Ic . We then calculate
VR = RI0 e jt = RIc ,
VL = jLI0 e jt = jLIc ,
1
1
VC =
I0 e jt =
Ic .
jC
jC
The total actual voltage is given by the imaginary part of Vc where



1
Ic .
Vc = VR + VL + VC = R + j L
C
If we define the complex quantity, Z, called the impedance, by


1
Z = R + j L
,
C
then we can write the equation Vc = ZIc , which is of the same form as Ohms law. The
quantity Z, the impedance corresponds to the resistance in a dc circuit. The impedance
can be shown on an Argand diagram as follows.

Z
1
L C

Figure 3.5.2

75

3.5. Engineering application: impedance

Bearing in mind that in the product ZIc the arguments are added, we see that the angle
gives the lag of the current behind the voltage, with V = V0 sin(t + ). (Note: can be
positive or negative.)
Example 3.5.1. For the RLC circuit shown which has an alternating current of amplitude
200 volt at 50 hertz (i.e. cycles per second), find
1. the complex impedance in Cartesian and polar form,
2. the current (use I =

V0
|Z|

sin t),

3. (note: V0 = 200),
4. the voltage.

200 F

0.02 H

200 V
50 Hz

Figure 3.5.3

Solution. We have Z = R + j(L

1
C )

and = 2f = 100 so


106
100 200
= 4 + j(6.28 15.92) = 4 9.64j (Cartesian form)


Z = 4 + j 100 0.02

Z = 10.43 cis (1.178) (polar form)


p
200
|Z| = 42 + 9.642 = 10.43;
I=
sin 100t = 19.16 sin 100t
10.43


9.64
= tan1
= 1.178,
4
V = 200 sin(100t 1.178)

76

Module 3. Complex Numbers

Exercises
1. For the RLC circuit shown, which has a power supply of 20 volts and amplitude and
freqency of 100 hertz, a resistance of 5 ohms, a capacitance of 100 microfarads, and
an inductance of 4 millihenrys, find
(a) the complex impedance in Cartesian and polar form
(b) the current
(c) the angle by which the current lags or leads the applied voltage

100 F

4 mH

20 V
100 Hz

Figure 3.5.4
2. A coil of resistance 5 ohms and inductance 0.04 henrys is connected in series with a
capacitor of 400106 farads across a 100-volt, 50-hertz alternating current. Find
(a) the complex impedance in Cartesian and polar form
(b) the current
(c) the angle by which the current lags or leads the applied voltage
3. A coil of resistance 100 ohms and inductance 0.1 henrys is connected in series with a
capacitor of 103 farads across a 155-volt, 60-hertz alternating current. Find
(a) the complex impedance in Cartesian and polar form
(b) the current
(c) the angle by which the current lags or leads the applied voltage
Answers
1.

(a) 5 13.41j, 14.31 cis (69 330 )

(b) 1.40 sin 200t

(c) leads by 69 330


2.

(a) 5 + 4.61j, 6.8 cis (42 400 )


(b) 14.7 sin 100t
(c) lags by 42 400

3.

(a) 100 + 35.04j, 105.96 cis (19 190 )


(b) 1.46 sin 120t
(c) lags by 19 190

Module

Differential Equations

4.1

Introduction

A differential equation (DE) is an equation involving the derivatives of a function.


Examples
1.
2.
3.
4.
5.
6.

dy
=y
dx
d2 y
+ ky = 0
dx2
y 00 4y 0 + 3y = e x
d4 y
+ 6y 2 = 1 + x2
dx4
x
+ 2x + x = t2
p
y0 = 1 y2

In the first four equations y is the unknown function. We say that y is the dependent
dy
d2 y
variable and x is the independent variable. We use the notation y 0 for
and y 00 for
.
dx
dx2
In the fifth equation, x is the unknown function or dependent variable and we use the
dx
notation x to indicate
. It is usual for the dot to indicate differentiation with respect
dt
dy
d2 x
,x
means 2 and so on. The order of a DE is the order of the
to time, so that y means
dt
dt
highest derivative which it contains. The degree of a DE is the degree of the highest power
to which the unknown function which it contains, or one of its derivatives, is raised. All of
the above equations except the fourth and sixth are first degree. The fourth and sixth are
second degree. First-degree equations are also said to be linear.
77

78

Module 4. Differential Equations

4.1.1

Solution of differential equations

A solution of a differential equation is a function which satisfies the differential equation.


Example 4.1.1. Show that y = sin 2x satisfies the DE
y 00 + 3y 0 + 4y = 6 cos 2x.
Solution. We substitute into the left-hand side of the equation. We have
y = sin 2x,
y 0 = 2 cos 2x
y 00 = 4 sin 2x,
so
the left-hand side = 4 sin 2x + 3(2 cos 2x) + 4 sin 2x
= 6 cos 2x

= the right-hand side


and we conclude that y = sin 2x is a solution of the DE. Differential equations are used to
describe a large number of physical processes and geometric problems.

4.1.2

Applications: Examples

Mechanics. Newtons second law of motion for a body moving in a straight line (which
we can label as the x-axis) may be expressed as
F =m

d2 x
.
dt2

The force F will be a function of x and time t depending on the physical situation. To
describe the motion, we have to solve a differential equation to express x as a function of t.
Motion under gravity with no resistance. Suppose a body has mass m and is falling
under the action of the force of gravity near to the Earths surface. Taking a vertical
axis as the y-axis, if gravity is the only force acting on the body, force F = mg, so
the equation of motion is
d2 y
mg = m 2 .
dt
Motion under gravity with air resistance. If the body experiences air resistance due
to its motion through the air and the resistance is proportional to the square of the
velocity then F = mg + kv 2 and the equation of motion is
mg + kv 2 = m
This can be written as

d2 y
.
dt2

 
d2 y
k dy 2

= g.
dt2
m dt

79

4.1. Introduction
We will see later that it is convenient to express this as
k
dv
v 2 = g,
dt
m
where v =

dy
.
dt

Simple harmonic motion. In the case where the force F is determined by a spring,
which exerts a force proportional to the displacement x on a mass m, we have F = kx
so Newtons second law gives rise to the equation
kx = m
or, in more usual form,
m

d2 x
,
dt2

d2 x
+ kx = 0,
dt2

or
x
+ x = 0,
where =

k
.
m

Mixing problems. Suppose that a tank initially contains 3 kg of a chemical dissolved


in 100 L of water, and that a mixture of water containing 1.5 kg/L enters the tank at a
rate of 10 L per minute. The mixture is drained at the same rate. We can write down a
differential equation describing the quantity of the chemical in the tank as follows.
Let y(t) be the quantity of the chemical in kilograms at time t. Then the rate at which y
changes is given by
dy
= rate in rate out.
dt
Now
rate in = 1.5 10 = 15 kg/min
and
rate out =
so

This can be written as


or

y(t)
y
10 = ,
100
10

dy
y
= 15 .
dt
10
dy
y
+
= 15
dt
10
dy
+ 0.1y = 15.
dt

Families of curves. These can often be specified by a differential equation. For example,
consider the family of circles centred at O. They all have an equation of the following form
x2 + y 2 = C.

80

Module 4. Differential Equations

If we differentiate this equation with respect to x we obtain


2x + 2y

dy
= 0,
dx

where, as you can see, the constant C has been eliminated from the equation. We can
rearrange this to obtain the DE
dy
x
= .
dx
y
Thus the family of curves can be described by an equation involving a parameter C or by
a differential equation and sometimes one of these descriptions is preferable to the other.

4.2
4.2.1

First-order differential equations


Elementary differential equations

The simplest form of a first-order DE is


dy
= f (x).
dx
These can be solved in principle by integrating f (x) with respect to x.
Example 4.2.1.
dy
= 3x2
dx
so
y=

3x2 dx,

y = x3 + c.

The solution represents a family of curves different values of c give different curves.

10
5

5
10
Figure 4.2.1. Graphs of y = x3 + c

81

4.2. First-order differential equations


Example 4.2.2.
dy
= 5e x ,
dx
so
y=

5e x dx,

y = 5e x + c.

Again the solution represents a family of curves:

30
20
10

10
Figure 4.2.2. Graphs of y = 5e x + c

Example 4.2.3.
dy
3
= ,
dx
x
so
Z

3
dx
x
y = 3 ln |x| + c.
y=

10

10
Figure 4.2.3. Graphs of y = 3 ln |x| + c

82

Module 4. Differential Equations

In each case, we have a solution involving a constant of integration. The solution of each
equation then represents a family of curves different members of the family are determined by different values of the constant. If we are given additional information it may be
possible to determine the constant of integration from that information.
Example 4.2.4. Solve the DE

dy
= 3x2
dx
given that y = 2 when x = 0, i.e. y(0) = 2. We have seen that for this equation the solutions
are of the form
y = x3 + c.
So 2 = 0 + c. Thus the solution is
y = x3 + 2.
Example 4.2.5. Solve the DE
y0 =

x+1

given that y = 21 when x = 8, i.e. y(8) = 21.


Solution. We have

dy
= x+1
dx

so
y=
=

x + 1 dx
3

(x + 1) 2

+c

3
2

= 23 (x + 1) 2 + c.
Since y(8) = 21
3

21 = 32 (8 + 1) 2 + c
3

21 = 23 (9) 2 + c
2s1 = 23 27 + c
21 = 18 + c.
Thus c = 3 and

y = 23 (x + 1) 2 + 3.

4.2.2

Separable differential equations

A first-order differential equation is said to be separable if it can be written in the form


dy
f (x)
=
.
dx
g(y)

83

4.2. First-order differential equations


(Note. The names of the functions are arbitrary. Any of the forms

g(y)
, f (x)g(y), and
f (x)

1
would be equivalent.) To solve such an equation, we rewrite it in the form
f (x)g(y)
g(y)

dy
= f (x),
dx

then integrating with respect to x, we have


Z
Z
dy
g(y)
dx = f (x) dx.
dx
So, using the substitution formula,
Z

g(y) dy =

f (x) dx.

Thus the equation can be solved by integration.


Example 4.2.6. Solve the DE

x
dy
= .
dx
y

Solution. We have

dy
= x
dx
Z
Z
y dy = x dx.
y

and

So

y2
x2
= + c.
2
2

We can rewrite this as


x2 + y 2 = k,
where k = 2c 0. That is, the solution is the family of circles centred at the origin.
Example 4.2.7. Solve the DE

dy
+ ky = 0,
dx

where k is a constant.
Solution. We write the equation in the form
dy
= ky.
dx
Then we have

1 dy
dx =
y dx

Thus the equation is separable and


Z

k dx.

1
dy = kx + c,
y

(4.2.1)

84

Module 4. Differential Equations

so
ln |y| = kx + c
and
|y| = e kx+c = Ae kx ,
where A = e c > 0. Hence,
y = B e kx ,
where B = A may be any real number (including 0 since a quick check shows that y = 0
is a solution to the equation). Thus the solution of the differential equation
dy
+ ky = 0
dx
is
y = B e kx
Note: This is an extremely important result and is one which should be learnt. It has a
large number of applications in diverse areas such as population growth and radioactive
decay. It also the starting point of generalisations to more complicated situations.
Simple integrating factors. It is interesting to note that if we differentiate y e kx , we
obtain


d
dy kx
kx
kx
kx dy
[y e ] =
e + ky e = e
+ ky .
dx
dx
dx
That is,



d
kx
kx dy
[y e ] e
+ ky .
dx
dx

(4.2.2)

So an alternative approach to solving the original equation (4.2.1) is to multiply both sides
of the equation by e kx , and then use the identity (4.2.2), so that the equation becomes
d
[y e kx ] = 0.
dx
Integrating this with respect to x gives
y e kx = C.
Now multiplying both sides by e kx gives the solution
y = C e kx
as before.
Example 4.2.8. Solve the DE

where k is a constant.

dy
+ ky = e 3x ,
dx

85

4.2. First-order differential equations

Solution. We make use of the identity (4.2.2) and multiply both sides of the equation by
e kx so that the equation becomes
e kx

dy
+ e kx ky = e kx e 3x ,
dx

that is

d kx
[e y] = e (k3)x .
dx
Now integrating with respect to x gives
Z
Z
d kx
[e y] dx =
e (k3)x dx
dx
so

e (k3)x
+ C,
k3

k 6= 3.

e 3x
+ C e kx ,
k3

k 6= 3.

e kx y =

Now multiplying both sides by e kx , we have the solution


y=

The case k = 3 must be treated separately as a special case. It is covered by Example 4.2.9.
Example 4.2.9. Solve the DE

dy
+ ky = Ae kx ,
dx

where k is a constant.
Solution. When we multiply both sides by e kx , the equation becomes
d kx
[e ky] = A.
dx
Now integrating with respect to x gives
e kx y = Ax + C,
We now multiply both sides by e kx to obtain the solution
y = (Ax + C)e kx ,
The term e kx by which we multiply the equation is known as an integrating factor. It has
the result of turning the left-hand side of the DE into an exact derivative. In the cases we
have considered, the left-hand side beomes, after multiplication by e kx , the derivative of
y e kx . We will consider other more general integrating factors below.

86

Module 4. Differential Equations

Further examples of separable equations.


Example 4.2.10. Find the general solution of the DE
3y 2 y 0 = 2x 1.
Solution. We have

dy
= 2x 1.
dx
Z
Z
2
3y dy = (2x 1) dx,
3y 2

Thus
so

y 3 = x2 x + c,
so the general solution is
1

y = (x2 x + c) 3 .
Example 4.2.11. Find the general solution of the DE
dx
+ tx = t.
dt
Solution. The equation can be rearranged to
dx
= t(1 x).
dt
We can now separate variables and write
1 dx
= t.
1 x dt
Integrating this gives

which becomes

dx
=
1x

ln(1 x) =
or
ln
Hence,

t dt,

t2
+ C,
2

t2
1
=
+ C.
(1 x)
2

 2

1
t
= exp
+C
(1 x)
2
 2
t
= A exp
,
2
where e C = A, so

 2
t
1 x = B exp
,
2

87

4.2. First-order differential equations


where B =

1
, and the solution is
A
 2
t
.
x = 1 B exp
2

Example 4.2.12. Investigate the motion of a body of mass m, falling vertically, assuming
that it is subject to an acceleration of g ms2 due to gravity and air resistance which is
proportional to the square of its velocity.
Solution. The solution to this problem is quite complicated, as we shall see, and for this
reason it is often assumed that the resistance is simply proportional to the velocity, rather
than its square. This gives reasonable results for low velocities. However, the solution of
this more complicated version is still within our grasp.
First notice that the force acting on the body can be expressed as F = mg kv 2 where k
is a constant. So by Newtons second law
ma = m

dv
= mg kv 2 .
dt

This equation can be rearranged in the form


m
dv
= 1,
2
mg kv dt
or

m
dv
= 1.
2 ) dt
k( mg

v
k

Now, integrating and applying the substitution formula,


Z
Z
dv
k
=
dt
2
( mg
m
k v )
so that

It is easier to write a2 =

mg
k

The integrand

dv
k
mg =
2
(v k )
m

dt.

so the equation takes the form


Z
Z
dv
k
=
dt.
(v 2 a2 )
m
1
v 2 a2

can be written

so we have



1
1
1

,
2a v a v + a
Z



1
1
1
kt

dv = + c.
2a v a v + a
m

88

Module 4. Differential Equations

Integrating the left-hand side gives


1
kt
(ln |v a| ln |v + a|) = + c.
2a
m
This can be written

Hence



v a
= 2akt + 2ac.

ln
v + a
m





va
2akt
2akt
= exp
+ 2ac = B exp
,
v+a
m
m

where |B| = e 2ac .


To simplify, for the moment write this as
va
= w.
v+a
Then
v a = w(v + a) = wv + wa,
so
v wv = a + wa.
Thus
v(1 w) = a(1 + w).
So replacing w:
v=

v(t) = a

(1 + B exp( 2akt
a(1 + w)
m ))
=a
(1 w)
(1 B exp( 2akt
m )

(1 + B exp( 2akt
m ))
(1 B exp( 2akt
m )

mg (1 + B exp( 2akt
m ))
k (1 B exp( 2akt
m )

r
2akt
mg
Note that as t , exp(
) 0, so that as t , v(t)
. This means that
m
k
the velocity reaches a limit a falling body reaches a terminal velocity. r
For a parachutist,
mg
the parachute produces a large value for k so that the terminal velocity
is reduced.
k
Exercises
Solve the following differential equations
1.
4.
7.
10.

dy
2x
=
dx
(1 + x2 )y
dy
y
=
dx
x
dy
= 2xy
dx
x dy
3x2
+
=0
y dx (1 + x2 )

2.
5.
8.
11.

dy
4

=0
dx (1 + x2 )y
dy
= e x+y
dx
dy
= 2x(1 + y 2 )
dx

6.

dy
=y
dx

12.

cos2 x

3.

9.

dy
x
=
dx
y
dy
= 1 + x y xy
dx
dy
3x2
=
dx
(1 + x3 )y 2
dy
= y tan x
dx

89

4.3. Orthogonal families of curves


13.
16.

dy
= y 2 cos 2x
dx
dx
x2 + 1
= 2
dt
t +9

14.
17.

dy
y2 1
=
dx
x
dr
r
= 2
d
+1

15.
18.

dx
t2 + 1
= 2
dt
x +9
p
y0 = 1 y2

19. For a body whose temperature at time t is given by a function T (t), Newtons law of
cooling states that
dT
= (T Tm ),
dt
where Tm is the temperature of the surrounding medium. Solve this equation, finding
and Tm , given that T = 60 when t = 0, T = 50 when t = 20,and T = 45 when t = 40. Find
the temperature of the body when t = 30.
Answers
1.

y 2 = 2 ln(1 + x2 ) + C

2.

y 2 = 8 arctan(x) + C

3.

y 2 = x2 + C

4.

y = Cx

5.

y = ln(k e x )

6.

y = 1 + k e (x+x

7.

y = Ae x

8.

y = tan(C x2 )

9.

y 3 = 3 ln(1 + x3 ) + C

10.

y=

11.

y = Ae tan x

12.

y = k sec x

13.

y=

14.

y=

15.

x3 + 27x = t3 + 3t + C

16. x = tan

17.

r = Ae arctan

18.

19.

T = Tm + k e t , where = ln 2/20 = 0.034657, Tm = 40, k = 20

4.3

2
C sin(2x)

2 /2)

C
(1 + x2 )3/2
1 + kx2
1 kx2
1
3

arctan

y = sin(x k)

t
3

+C

Orthogonal families of curves

A family of curves can be specified by some equation of the form


(x, y) = C.
Example. Let F be the family of circles centred at the origin. We can describe them as the
set of curves with equation
x2 + y 2 = C,
C 0.
For different values of C we have different circles. Suppose F is a family of curves; then
the family of orthogonal trajectories of F is another family of curves, all of whose members
meet all members of F at right angles, i.e. orthogonally.
We can find the orthogonal trajectories of a family of curves as illustrated in the following.

90

Module 4. Differential Equations

Example 4.3.1. Find the orthogonal trajectories of the family F of ellipses with equation
x2 + 2y 2 = C

(4.3.1)

Solution. Differentiating (4.3.1), we obtain


2x + 4y

dy
= 0,
dx

a differential equation which can be used in place of (4.3.1) to define the family F. Recall
the earlier remark that sometimes this way of defining a family of curves is to be preferred,
and this is the case here. So the family, F, of ellipses is defined by the DE
dy
x
=
.
dx
2y
Now we know that two straight lines with gradients m1 , m2 intersect at right angles if, and
only if m1 m2 = 1. Hence, if a curve is to be orthogonal to all members of the family F
then it must satisfy
dy
2y
=
.
dx
x
Put another way, this DE defines the family of orhogonal trajectories of F the very thing
we are after! Integrating this DE we have
Z
Z
1 dy
2
dx =
dx
y dx
x
Thus
ln |y| = 2 ln |x| + C.
So
ln |y| = ln |x2 | + C.
We can write this as
ln |y| ln |x2 | = C
or

Hence


y
ln 2 = C.
x

|y|
= e C = D,
x2

say, or

|y| = Dx2 .

Finally, we obtain
y = Ex2 ,
where E = D as the equation for the family of curves orthogonal to the family of ellipses.

91

4.3. Orthogonal families of curves

This is a family of parabolas. We show the two families of curves in Figure 4.3.1, and we
can see that each of these parabolas does, in fact, intersect each ellipse at right angles.

1
2
Figure 4.3.1. Graphs of the family of ellipses x2 + 2y 2 = C and their orthogonal trajectories
In summary, the family of orthogonal trajectories of F can be found in the following way
Step 1. Transform the defining equation for F into the form g(x, y) = C.
Step 2. Differentiate this equation thus eliminating C and obtaining a DE which defines F.
Step 3. Rearrange this equation to obtain an equation of the form

dy
= h(x, y).
dx

Step 4. The orthogonal trajectories must then satisfy the new DE


dy
1
=
.
dx
h(x, y)

(4.3.2)

Step 5. Solve the DE (4.3.2).


Example 4.3.2. Find the orthogonal trajectories of the family of curves
y = Cx3 .
Solution. We write the equation in the form
y
= C.
x3

(Step 1)

This means that when we differentiate, the constant term is eliminated. Now differentiating
this we obtain
x3 y 0 3x2 y
= 0.
(Step 2)
x6

92

Module 4. Differential Equations

Hence
x3 y 0 3x2 y = 0.
So

dy
3y
=
.
dx
x
For the orthogonal trajectories then we must have

(Step 3)

dy
x
= .
dx
3y
Thus we have
3y
Integrating this we have

(Step 4)

dy
= x.
dx

3y 2
x2
= + D.
2
2

(Step 5)

And rearranging this we obtain


3y 2 + x2 = 2D.

Thus the family of curves orthogonal to the original family is the family of ellipses with
equation of the form
3y 2 + x2 = k,
where k = 2D 0.

1
2
Figure 4.3.2. Graphs of the family of curves y = Cx3 and their orthogonal trajectories
Example 4.3.3. Find the orthogonal trajectories of the family of parabolas with equation
of the form
y = C x2 .
Solution. We differentiate and obtain the differential equation satisfied by the family of
parabolas
dy
= 2x.
(Step 1Step 3)
dx

93

4.3. Orthogonal families of curves


Hence the differential equation satisfied by the orthogonal trajectories is
1
dy
=
.
dx
2x

(Step 4)

Integrating we obtain

1
ln |x| + C.
(Step 5)
2
Figure 4.3.3 shows the family of parabolas and the family of orthogonal trajectories. Once
again we can see that each of the logarithmic curves intersects all the parabolas at right
angles. (Note. This assumes that the scales are identical on each axis.)
y=

1
2
Figure 4.3.3. Graphs of the family of parabolas y = C x2 and their orthogonal trajectories
In using the TI-83 to graph curves and orthogonal trajectories, you will need to use the
ZSquare option if you are to see the curves intersecting at right angles.
Exercises
For each of the following families of curves find the orthogonal trajectories, and, for each
pair, sketch three members of each family on the same set of axes.
1.
4.
7.

x2 + y 2 = C
y = ln |x| + C
4x2 + y 2 = C

2.
5.
8.

x2 y 2 = C
y = Ax2
x2 4y 2 = C

3.
6.
9.

y = C ex
3y + 5x = C
y = tan x + C

94

Module 4. Differential Equations

Answers
1.

y = kx

4.

y=

7.

4.4

x2
+k
2
y 4 = kx

k
or xy = k
x

3.

y 2 = k 2x

x2 + 2y 2 = k

6.

y = 35 x + k

yx4 = k

9.

2.

y=

5.
8.


y = 12 x + 12 sin 2x + C

First-order linear differential equations: integrating factors

The most general linear first-order differential equation can be written


dy
+ p(x)y = q(x).
dx
Before considering this equation, we first look at the simpler case where p(x) and q(x) are
constants:
dy
+ ay = b.
dx
This is very similar to the situation in Example 4.2.7. on p. 83. We use the identity (4.2.2)
on p. 84 and multiply both sides of the equation by e ax to obtain
e ax

dy
+ ae ax y = be ax .
dx

Now the left-hand side is equal to

d[e ax y]
dx

so we have

d[e ax y]
= be ax .
dx
Integrating with respect to x we have
e ax y =

b ax
e + c.
a

We now multiply both sides by e ax to obtain the solution


y=

b
+ ce ax .
a

We now consider the more general equation:


dy
+ p(x)y = q(x).
dx
The crucial step above was multiplying the equation by e ax and then noting that
e ax

dy
d[e ax y]
+ ae ax y =
.
dx
dx

4.4. First-order linear differential equations: integrating factors

95

We want to do the same thing here; that is, we want to multiply the equation by a function,
which we will denote by I(x), with the aim of identifying an I(x) which produces a simple
d[I(x)y]
left-hand side of the form
, so that the equation has the form
dx
d[I(x)y]
= I(x)q(x).
dx
We might then hope to solve such an equation by simple integration. Now multiplying
our original equation by I(x) will give us the equation
I(x)

dy
+ I(x)p(x)y = I(x)q(x).
dx

We now require that


dy
d[I(x)y]
+ I(x)p(x)y =
.
dx
dx
Expanding the right-hand side using the product rule, we see that this is equivalent to
requiring that
dy
dy
dI(x)
I(x)
+ I(x)p(x)y = I(x)
+y
.
dx
dx
dx
Cancelling some terms, we see that we must require
I(x)

I(x)p(x)y = y

dI(x)
.
dx

This is equivalent to
dI(x)
= I(x)p(x).
dx
Now this is a separable differential equation which can be solved as follows
1 dI(x)
= p(x),
I(x) dx
so

Thus,

dI
=
I

ln I(x) =
or

p(x) dx.

I(x) = e

p(x) dx
p(x) dx

(No +c is needed at this stage.) This then is the required function. It is called the
integrating factor for the differential equation. The crucial point is, as we have remarked,
that after multiplying both sides of the equation by I(x) we obtain
I(x)

dy
+ I(x)p(x)y = I(x)q(x).
dx

Then using the condition


I(x)

dy
d[I(x)y]
+ I(x)p(x)y =
dx
dx

96

Module 4. Differential Equations

we can write the equation as


d[I(x)y]
= I(x)q(x).
dx
Then integrating with respect to x gives
Z
I(x)y = I(x)q(x) dx
so that the solution of the equation may be written
Z
1
y=
I(x)q(x) dx,
I(x)
where I(x) = e

p(x) dx .

(The +c should be included after the integration at this stage.)

Example 4.4.1. Solve the equation


dy
+ 2xy = 4x.
dx
Solution. We have
p(x) = 2x
so
I(x) = e

2x dx

= ex .

Multiplying both sides by I(x) gives


ex
so

Hence

dy
2
2
+ 2xe x y = 4xe x
dx
2

d[e x y]
2
= 4xe x .
dx
Z
2
x2
e y = 4xe x dx.

To integrate the right-hand side, we make the substitution u = x2 ; then


R
2
du = 2x dx and the right-hand side becomes 2e u du = 2e u + c = 2e x + c.

Thus

e x y = 2e x + c.
2

Now multiplying both sides by e x we obtain


2

y = 2 + ce x .
Example 4.4.2. Solve the equation
dy
+ tan xy = 2 sec x.
dx
Solution. We have
p(x) = tan x

du
dx

= 2x so

97

4.4. First-order linear differential equations: integrating factors


so
I(x) = e

tan x dx

R
Now tan x dx = ln | sec x|, so I(x) = e ln | sec x| = | sec(x)|. We will use I(x) = sec x which
is simpler and is still an integrating factor.
Thus multipying both sides by sec x the equation becomes
sec x

dy
+ sec x tan xy = 2 sec2 x.
dx

Here the left-hand side reduces to

d
dx (y sec x),

and so

d[y sec x]
= 2 sec2 x.
dx
Integrating with respect to x gives
y sec x =

2 sec2 x dx.

So
y sec x = 2 tan x + C,
or

y
= 2 tan x + C,
cos x
and multiplying both sides by cos x gives
y = 2 cos x tan x + C cos x,

i.e.
y = 2 sin x + C cos x.
Exercises
Find the general solution of the following differential equations

4.

dy
2
1
y= 2
dx x
x
y 0 + 8y = sin x

7.

x3 y 0 + 3x2 y = 6x

1.

2.

y0 + y = e x

3.

y 0 4xy = 2x

5.

y 0 + 3y = 2 cos x

6.

y 0 + 3y = 5 cos 2x

8.

9.

1
dy
+ y cot x =
dx
sin x

3
dy
2
4y = 3 + 4
dx
x
x

Answers
1
+ Cx2
3x

1.

y=

3.

y = 12 + C e 2x

2.

y = 12 e x + C e x

4.

y = C e 8x

5.

y = C e 3x + 15 (3 cos x + sin x) 6.

7.

y=

9.

3
C
+
x x3
x
C
y=
+
sin x sin x

8.

y = C e 3x +
y = Cx4

1
65 (cos x 8 sin x)
5
13 (3 cos 2x + 2 sin 2x)

1
3

4x4 7x3

98

Module 4. Differential Equations

4.5

Second-order linear DEs with constant coefficients

4.5.1

Introduction

A second-order differential equation is one which includes a second derivative (but no higher
derivatives).
Example
1.

d2 y
= 12x
dx2

2.

d2 y
= 2xy
dx2

3.

d2 y
dy
+ 4xy
+ 2x = 0
2
dx
dx

4. x2

dy
d2 y
+x
+ (x2 n2 ) = 0.
2
dx
dx

The simplest of such equations are those where the second derivative is expressed as a
function of the dependent variable only.
Example 4.5.1. Solve the second-order differential equation

d2 y
= 12x.
dx2

Solution. Integrating with respect to x gives


dy
= 6x2 + C
dx
and integrating again gives the general solution
y = 2x3 + Cx + D.
Note that the general solution includes two arbitrary constants, as a consequence of the two
integrations. This is a general feature of solutions of second-order differential equations.
In this section, we will study methods for solving equations of the form
a

d2 y
dy
+b
+ cy = q(x),
2
dx
dx

(4.5.1)

where a, b, c are constants.

4.5.2

Homogeneous case

We first consider the case where q(x) = 0, that is equations of the form
a

d2 y
dy
+b
+ cy = 0.
dx2
dx

(4.5.2)

4.5. Second-order linear DEs with constant coefficients

99

These are called homogeneous. They have the important property that
if y1 and y2 satisfy the equation (4.5.2) then any linear
combination y = Ay1 + By2 also satisfies the equation.
Now equation (4.5.2) is similar to the first-order equation
a

dy
+ cy = 0
dx
c

which has the general solution y = C e a x , where C is an arbitrary constant. This result
suggests that we should look for a solution of the form y = e rx where r is some number to
be determined. If we then make the substitution y = e rx into the equation, we have
dy
= r e rx
dx

and

d2 y
= r2 e rx
dx2

so the equation becomes


ar2 e rx + br e rx + ce rx = 0.
Now we can divide through by e rx and the equation becomes the following quadratic
equation in r.
ar2 + br + c = 0.
(4.5.3)
In general, there are two values of r (r1 , r2 , say) which satisfy this equation and so the
functions y1 = e r1 x and y2 = e r2 x will be solutions of the original differential equation
(4.5.1). In view of the linearity property of the solution, we conclude that y = Ae r1 x +B e r2 x
will be a solution.
The quadratic equation ( 4.5.3) is called the auxiliary equation or the characteristic equation
associated with the DE. The solution of the characteristic equation can be expressed as

b b2 4ac
r=
.
2a
There are now three possible cases to consider depending on the sign of the discriminant
= b2 4ac of the characteristic equation. We summarise the procedures below.
1. b2 4ac > 0. In this case the equation has two distinct real solutions, r1 and r2 ,
say. In this case the functions y1 = e r1 x and y2 = e r2 x are solutions and the general
solution of the equation is y = Ae r1 x + B e r2 x .
Example 4.5.2. Find the general solution of the differential equation:
d2 y
dy
+
6y = 0.
2
dx
dx
Solution. The characteristic equation of this DE is r2 +r6 = 0, that is (r+3)(r2) =
0, so the roots of the characteristic equation are r = 2, r = 3 and the general solution
of the DE is y = Ae 3x + B e 2x .

100

Module 4. Differential Equations

2. b2 4ac = 0. In this case the auxiliary equation has only one solution: a repeated
root, m, say, and in this case the solution of the DE is y = (Ax + B)e mx .
Example 4.5.3. Find the general solution of the differential equation:
dy
d2 y
6
+ 9y = 0.
dx2
dx
Solution. The characteristic equation of this DE is r2 6r + 9 = 0, that is (r 3)2 = 0,
so the root of the characteristic equation is a repeated root, r = 3, and the general
solution of the DE is y = (Ax + B)e 3x .
3. b2 4ac < 0. In this case, there are two complex solutions of the characteristic
equation. If a, b, and c are real, these will always be complex conjugates of one another
and may be written + j and j. The solution in this case is y = C1 e (+j)x +
C2 e (j)x which can also be written in the form y = e x (A cos x + B sin x).
Example 4.5.4. Find the general solution of the differential equation
d2 y
dy
+4
+ 13y = 0.
2
dx
dx
Solution. The characteristic equation of this DE is r2 +4r+13 = 0, that is (r+2)2 +9 =
0, that is (r + 2)2 = 9 so r + 2 = 3j and r = 2 3j and the general solution of
the DE is y = e 2x (A cos 3x + B sin 3x).
We now give some more details concerning the cases of repeated roots and complex roots
of the characteristic equation.
1. Repeated roots. If the characteristic equation has a repeated root, r = m, say, then
the differential equation must be
d2 y
dy
2m
+ m2 y = 0.
2
dx
dx
This can be written




d dy
dy
my m
my = 0.
dx dx
dx
So the equation is

du
mu = 0,
dx

(4.5.4)

where

dy
my.
dx
Now the solution to (4.5.4) is u = Ae mx , so
u=

dy
my = Ae mx .
dx
This equation is now easily solved using an integrating factor. The integrating factor
is e mx . Multiplying through by e mx gives
d mx
[e
y] = A
dx

4.5. Second-order linear DEs with constant coefficients

101

so integrating this gives


e mx y = Ax + B.
Now multipling both sides by e mx gives the solution we claimed previously, i.e.
y = (Ax + B)e mx .
2. Complex roots. If the roots of the characteristic equation are complex, then, because
the coefficients of the characteristic equation are real, the roots will be complex conjugates of one another, r1 = + j and r2 = j, so the solution of the DE will
be
y = C1 e (+j)x + C2 e (j)x .
This can be written
y = e x (C1 e jx + C2 e jx ).
Now using the result
e j = cos + j sin
we can write the solution as
y = e x (C1 (cos x + j sin x) + C2 (cos x j sin x))
which can be rearranged to
y = e x ((C1 + C2 ) cos x + j(C1 C2 ) sin x).
Thus, if we set A = C1 + C2 and B = j(C1 C2 ) then we have the solution in the
form given above
y = e x (A cos x + B sin x).
A and B will be real if a, b, and c are real.

4.5.3

The nonhomogeneous case

The solution of DEs of the form


a

dy
d2 y
+b
+ cy = q(x)
2
dx
dx

is found by the following steps:


Step 1. Solve the corresponding homogeneous DE
a

d2 y
dy
+ cy = 0.
+b
2
dx
dx

The solution will be of the form yh = Af (x) + Bg(x). This is called the complementary function
Step 2. Find a particular solution, yp say, of the nonhomogeneous equation
a

d2 y
dy
+b
+ cy = q(x).
2
dx
dx

(This is also called a particular integral of the DE.)

102

Module 4. Differential Equations

Step 3. The general solution of the DE will be the sum of the complementary function and
the particular integral:
y = yp + yh .
We first give some simple examples to illustrate the method and then present some rules
for finding particular integrals, depending on the form of q(x).
Example 4.5.5. Find the general solution of the DE
d2 y
= y 2.
dx2
Solution. We bring the equation into standard form
d2 y
y = 2.
dx2
The corresponding homogeneous equation is
d2 y
y =0
dx2
which has the characteristic equation r2 1 = 0 so the roots of the characteristic equation
are r = 1, r = 1 and the solution of the homogeneous equation (the complementary
function) is yh = Ae x + B e x .
For a particular integral of the nonhomogeneous equation we can see that if we let y = 2
then we have
dy
d2 y
= 0 and
= 0.
dx
dx2
So the function yp = 2 is a particular integral and the general solution is y = yh + yp =
Ae x + B e x + 2. You should verify that this function does satisfy the original DE.
Example 4.5.6. Find the general solution of the DE
d2 y
dy
+
6y = 6x.
2
dx
dx
Solution. The corresponding homogeneous equation is
d2 y
dy
+
6y = 0
2
dx
dx
with characteristic equation r2 + r 6 = 0. The roots of this equation are r = 3, r = 2
so the complementary function is yh = Ae 3x + B e 2x .
To find a particular integral, a reasonable guess is y = x. We then have
dy
= 1
dx

and

d2 y
= 0,
dx2

so substituting y = x into the left-hand side gives


the left-hand side = 1 6x

103

4.5. Second-order linear DEs with constant coefficients

which is not equal to the right-hand side. We slightly modify the solution and suppose
y = x + c. We then have
dy
d2 y
= 0,
= 1 and
dx
dx2
so substituting into the left-hand side gives
the left-hand side = 1 + 6x 6c
and the right-hand side is equal to 6x so the DE will be satisfied if we take 1 6c = 0
i.e. c = 16 . Thus yp = x 16 and
y = yh + yp = Ae 3x + B e 2x x 61 .
Example 4.5.7. Find the general solution of the DE
dy
d2 y
+4
+ 6y = 22e x .
dx2
dx
Solution. The corresponding homogeneous equation is
d2 y
dy
+4
+ 6y = 0
2
dx
dx
which has the characteristic equation r2 + 4r + 6 = 0. For this equation = b2 4ac =
16 24 = 8 < 0. Hence we
will obtain trigonometrical
terms in the solution. The roots

of the equation are r = 2 + 2j and r = 2 2j. The complementary function is

yh = e 2x (A cos 2x + B sin 2x).


To find a particular integral, we suppose that yp = D e x . Then
so substituting into the DE we have

dy
dx

= D e x and

d2 y
dx2

= D ex

the left-hand side = D e x + 4D e x + 6D e x = 11D e x .


This will be equal to the right-hand side if D = 2, so the particular integral is yp = 2e x
and the general solution of the DE will be

y = yh + yp = e 2x (A cos 2x + B sin 2x) + 2e x .


Finding particular integrals: the method of undetermined coefficients
We have found particular integrals for equations of the form
a

d2 y
dy
+b
+ cy = q(x)
2
dx
dx

in a couple of examples. We now look at a more systematic approach. The general method
is to suppose the particular integral is of a particular form and will involve certain constants.

104

Module 4. Differential Equations

These are described as undetermined coefficients and they are found by substituting into
the left-hand side of the equation. (We have already done this in examples above.) The
particular form that we suppose the particular integral to take is determined by the form
of the function q(x) on the right-hand side of the differential equation.
1. If q(x) = a0 a constant, take yp = C.
2. If q(x) = a1 x + a0 , assume yp = Ax + B.
3. If q(x) = a2 x2 + a1 x + a0 , assume yp = Ax2 + Bx + C. (In general, if q(x) is an
nth-degree polynomial, then assume yp is also an nth-degree polynomial.)
4. If q(x) = ae mx , assume yp = Ae mx . (If yh = e mx is not a solution of the homogeneous
DE.)
5. If q(x) = ae mx and yh = e mx is a solution of the homogeneous DE, assume yp =
Axe mx .
6. If q(x) = a sin mx or q(x) = b cos mx, assume yp = A sin mx + B cos mx. (If jm is not
a solution of the characteristic equation.)
7. If q(x) = a sin mx or q(x) = b cos mx, and jm is a solution of the charactersistic
equation, assume yp = x(A sin mx + B cos mx).
8. If q(x) = ae mx and yh = (bx + c)e mx is a solution of the homogeneous DE, assume
yp = Ax2 e mx .
9. If q(x) is a linear combination of functions of the above form, assume the solution is
a corresponding linear combination of solutions.
Example 4.5.8. Find a particular solution of the DE
dy
d2 y
+4
+ 6y = 12x2 .
2
dx
dx
Solution. We assume yp = Ax2 +Bx+C, and calculate y 0 = 2Ax+B, y 00 = 2A. Substituting
into the left-hand side gives
2A + 4(2Ax + B) + 6(Ax2 + Bx + C) = 12x2 .
Rearranging the left-hand side gives
6Ax2 + (8A + 6B)x + (2A + 4B + 6C) = 12x2 .
Equating coefficients then gives
6A = 12,

8A + 6B = 0

and

2A + 4B + 6C = 0.

From these equations we have


A = 2,
so

B=

16
8
=
6
3

and

C=

2 2 + 4
6

8
10
yp = 2x2 x + .
3
9

Example 4.5.9. Find a particular solution of the DE


d2 y
dy
2
15y = 29 cos 2x.
2
dx
dx

8
3

10
9

105

4.5. Second-order linear DEs with constant coefficients

Solution. We assume yp = A cos 2x + B sin 2x, and calculate y 0 = 2A sin 2x + 2B cos 2x,
and differentiating again y 00 = 4A cos 2x 4B sin 2x.
Substituting these terms into the left-hand side gives
4A cos 2x 4B sin 2x 2(2A sin 2x + 2B cos 2x) 15(A cos 2x + B sin 2x) = 29 cos 2x.
Rearranging the left-hand side gives
(4A 4B 15A) cos 2x + (4B + 4A 15B) sin 2x = 29 cos 2x.
Equating coefficients then gives the pair of equations
19A 4B = 29
4A 19B = 0.

We can write down the solution of these equations using Cramers rule:




19 29
29 4




4
0 19
0
,
,
B=
A=
19 4
19 4




4
4
19
19
that is

A=

551
377

and B =

116
.
377

19
4
This simplifies to A = 13
and B = 13
so

yp =

19
4
cos 2x
sin 2x.
13
13

Example 4.5.10. Find a particular solution of the DE


d2 y
dy
2
15y = 16e 3x .
2
dx
dx
Solution. In this case, r = 3 is a root of the characteristic equation so e 3x is a solution
of the DE. We therefore take as a trial solution y = Axe 3x . We use the product rule to
differentiate:
y 0 = Ax(3e 3x ) + Ae 3x
= Ae 3x (3x + 1)

and

y 00 = A(3e 3x (3x + 1)) + Ae 3x (3)


= A3e 3x (9x 3) 3Ae 3x
= Ae 3x (9x 6).

We now substitute these expressions into the DE


Ae 3x (9x 6) 2Ae 3x (3x + 1) 15Axe 3x = 16e 3x .

106

Module 4. Differential Equations

Taking out the common factor Ae 3x on the left-hand side, this becomes
Ae 3x (9x 6 + 6x 2 15x) = 16e 3x ,
which simplifies to
Ae 3x (8) = 16e 3x ,
so we have 8A = 16 and A = 2 so
yp = 2xe 3x .
Example 4.5.11. Find a particular solution of the DE
d2 y
+ 4y = 8 cos 2x.
dx2
Solution. In this case, the characteristic equation is r2 + 4 = 0 so r = 2j is a root of
the characteristic equation and cos 2x is a solution of the DE. We therefore take as a trial
solution y = x(A cos 2x + B sin 2x). We use the product rule to differentiate:
y = x(A cos 2x + B sin 2x)
y 0 = x(2A sin 2x + 2B cos 2x) + (A cos 2x + B sin 2x).
Differentiating again we obtain
y 00 = x(4A cos 2x 4B sin 2x) + (2A sin 2x + 2B cos 2x) + (2A sin 2x + 2B cos 2x)
= x(4A cos 2x 4B sin 2x) + (4A sin 2x + 4B cos 2x)

= (4Ax + 4B) cos 2x + (4Bx 4A) sin 2x).

We now substitute these expressions into the left-hand side of the DE and obtain
the left-hand side
= (4Ax + 4B) cos 2x + (4Bx 4A) sin 2x) + 4x(A cos 2x + B sin 2x)
= 4B cos 2x 4A sin 2x.

Since the right-hand side = 8 cos 2x, we obtain the relation


4B cos 2x 4A sin 2x = 8 cos 2x;
we can equate coefficients of cos 2x and sin 2x on both sides to obtain B = 2, A = 0 and
the particular integral we require is yp = 2x sin 2x.
Initial value problems
The solutions of the DEs we have obtained contain two arbitrary constants which can only
be determined if we have additional information. This is usually given by specifying the
dy
value of y and
at some point, often at x = 0. We denote these values by y(0) and y 0 (0).
dx
Example 4.5.12. Find the solution of the DE
d2 y
dy
+
6y = 12e 3x
2
dx
dx
given that y(0) = 8 and y 0 (0) = 2.

4.5. Second-order linear DEs with constant coefficients

107

Solution. The complementary function is yh = Ae 3x + B e 2x . To find a particular solution


we suppose yp is of the form yp = C e 3x . Then we have yp0 = 3C e 3x , yp00 = 9C e 3x so
substituting into the equation gives
the left-hand side = 9C e 3x + 3C e 3x 6C e 3x = 6C e 3x .
Hence C = 2 and the general solution of the DE is
y = Ae 3x + B e 2x + 2e 3x .
We have also from differentiation
y 0 = 3Ae 3x + 2B e 2x + 6e 3x .
Thus we can obtain the expressions
y(0) = Ae 0 + B e 0 + 2e 0 = A + B + 2
y 0 (0) = 3Ae 30 + 2B e 20 + 6e 30 = 3A + 2B + 6,
so using the initial conditions y(0) = 8 and y 0 (0) = 2, we have the equations
8=A+B+2

and

2 = 3A + 2B + 6,

which can be rewritten as


A+B =6
3A + 2B = 8.
The solution of this set of equations is A = 4, B = 2 so the solution of the DE which
satisfies the given initial conditions is y = 4e 3x + 2e 2x + 2e 3x . We can now check that
y(0) = 4 + 2 + 2 = 8 and y 0 = 12e 3x + 4e 2x + 6e 3x so y 0 (0) = 12 + 4 + 6 = 2.
Note. We do not substitute the initial conditions until we have the full general solution
y = yh + yp .

4.5.4

Applications of second-order DEs

Damped harmonic motion. We saw earlier that the equation of motion describing a mass m,
attached to the end of a spring, can be expressed as
m

d2 x
+ kx = 0.
dt2

If the motion of the spring is damped and the damping force is proportional to the velocity,
then Newtons second law gives
m
or
m

d2 x
dx
= kx c
dt2
dt

d2 x
dx
+c
+ kx = 0.
2
dt
dt

108

Module 4. Differential Equations

The constants m, c, k are all positive and the roots of the equation are given by

c c2 4mk
.
r=
2m
If c2 4mk > 0, then the two roots are real and negative and the solution is x(t) =
Ae r1 t + B e r2 t , where

c + c2 4mk
c c2 4mk
r1 =
,
r2 =
.
2m
2m
Both exponentials tend to 0 as t , so the motion is strongly damped and ceases quickly.
If c2 4mk = 0 then we have a double root and the solution is


c
x(t) = (At + B) exp
t .
2m
This is called critical damping. If c2 4mk < 0 then we have two complex roots and the
solution of the DE is


c
x(t) = exp
t (A cos t + B sin t),
2m

4mk c2
where =
. The mass vibrates but the exponential factor damps the vibrations.
2m
Forced harmonic motion. Suppose there is an external periodic force driving a spring but
no damping force. The equation of motion in this case is
m
We can rewrite this as

d2 x
+ kx = F cos t.
dt2

d2 x
+ 02 x = F0 cos t,
dt2

where

k
F
andF0 = .
m
m
The quantity 0 is known as the natural frequency of the system. Now if 6= 0 then
the solution of the homogeneous equation is x(t) = A cos 0 t + B sin 0 t, and the general
solution then will be a sum of trigonometric functions:
02 =

x(t) = A cos 0 t + B sin 0 t +

(02

F0
cos t.
2)

However, if = 0 , that is the external force has a frequency which is the same as the natural frequency of the system, then F cos t will be a solution of the homogeneous equation
and the particular integral can be shown to be
F
t sin 0 t.
2m0

4.5. Second-order linear DEs with constant coefficients

109

Now the general solution is


x(t) = A cos 0 t + B sin 0 t +

F
t sin 0 t.
2m0

The term t sin 0 t, represents an oscillation whose amplitude increases as t increases; that
is, as t . This phenomenon is of great importance in mechanical design. For example,
a suspension bridge at Tacoma in the state of Washington collapsed in 1940 essentially
because it experienced a state of forced vibration from wind which was in resonance with
its own natural frequency. Again, in 1831 a bridge collapsed in Manchester when a group of
soldiers marched over the bridge causing a forcing frequency equal to the natural frequency
of the bridge.
Electrical circuits. In an electrical circuit
(i) the voltage drop across a resistance R ohms is RI
dI
dt
Q
(iii) the voltage drop across an capacitance of C farads is .
C
(ii) the voltage drop across an inductance of L henrys is L

Now if a circuit has an external electromotive force E(t), then


E(t) = L

dI
Q
+ RI + ,
dt
C

which can be written

d2 Q
dQ Q
+R
+ .
dt2
dt
C
The similarity to the equation of forced vibration is clear. In the case of an electrical circuit,
however, the phenomenon of resonance can be used to amplify a signal. On a radio we tune
to a station by varying the capacitance so that the frequency of the circuit is the same as
that of the incoming signal.
E(t) = L

Exercises
1. Find the general solution of the following equations
d2 y
dy
d2 y
dy
(a)
+
2
+6

3y
=
0
(b)
+ 9y = 0
dx2
dx
dx2
dx
d2 y
d2 y
dy
dy
(c)
+
6
+
13y
=
0
(d)
2
+7
4y = 0
2
2
dx
dx
dx
dx
d2 y
dy
d2 y
dy
(e) 2 2 + 4
+ 7y = 0
(f)
+2
3y = 4e x
dx
dx
dx2
dx
d2 y
dy
d2 y
dy
(g)
+
6
+
9y
=
18x
+
3
(h)
+6
+ 13y = 2 sin x
2
2
dx
dx
dx
dx
d2 y
d2 y
(i)
+
9y
=
18x
+
3
(j)
4y = 2 sin x
dx2
dx2
2. Solve the initial value problems
(a)

d2 y
dy
+2
3y = 5e 2x ; y(0) = 0, y 0 (0) = 2
2
dx
dx

110

Module 4. Differential Equations


(b)

d2 y
+ 4y = 0;
dx2

(c)

dy
d2 y
4
+ 4y = 0; y(0) = 3,
dx2
dx

y 0 (0) = 2

(d)

dy
d2 y
+2
+ 4y = 0; y(0) = 1,
2
dx
dx

y 0 (0) = 0

(e)

d2 y
dy
+2
3y = 5e 2x ; y(0) = 2,
dx2
dx

(f)

dy
d2 y
+6
+ 13y = 20e x ; y(0) = 2,
2
dx
dx

y(0) = 1, y 0 (0) = 8

y 0 (0) = 5
y 0 (0) = 4

3. Find the general solution of the following equations:


(a)

d2 y
dy
+6
+ 9y = 9x2 + 21x 10
2
dx
dx

(b) 2

dy
d2 y
+7
4y = e 4x
dx2
dx

(c) 2

d2 y
dy
+4
+ 7y = e x cos x
2
dx
dx

(d)

dy
d2 y
+6
+ 9y = 4e 3x
dx2
dx

Answers
1.(a) y = Ae 3x + B e x

(b) y = Ae 3x + Bxe 3x

(c) y = Ae 3x cos 2x + B e 3x sin 2x


q
q
x
x
5
(e) y = Ae cos 2 x + B e sin 52 x
(g) y = Ae 3x + Bxe 3x + 2x 1

(h) y = Ae 3x cos 2x + B e 3x sin 2x +


(i) y = A cos 3x + B sin 3x +

1
3

+ 2x

2
15

(d) y = Ae 2 + B e 4x
(f) y = Ae 3x + B e x e x
1
cos x
15
(j) y = Ae 2x + B e 2x 25 sin x

sin x

2.(a) y = 43 e 3x 74 e x + e 2x

(b) y = cos 2x 4 sin 2x

(d) 13 e x (3 cos( 3x) + 3 sin( 3x))

(e) y = 2e 3x e x + e 2x

(f) y = e 3x cos 2x e 3x sin 2x + e x

(c) y = e 2x (3 4x)

3.(a) y = Ae 3x + Bxe 3x + x2 + x 2
(b) y = Ae 2 + B e 4x 91 xe 4x
q
q
x
x
5
(c) y = Ae cos 2 x + B e sin 52 x + 13 e x cos x
(d) y = Ae 3x + Bxe 3x + 2x2 e 3x

111

4.6. Applications

4.6

Applications

Exercises
1. At time t, a particle moving in a straight line has displacement x, velocity v, and
acceleration a, where
dv
dv
a=
=v .
dt
dx
These formul can be used to find v given a. The former is used when v is required
in terms of t, the latter for v in terms of x.
A particle moves with retardation proportional to its velocity, i.e. a = kv, and has
initial velocity v0 and initial displacement 0. Find the velocity (a) in terms of time,
and (b) in terms of the displacement.
2. The streamlines (lines of flow) for a two-dimensional flow of water with a source at
(1, 0) and a sink at (1, 0) are given by x2 + y 2 1 = 2yc. Graph the function for
c = 0, 21 , 1, 32 . The flow is from the source to the sink. Show that the velocity
potential lines (orthogonal trajectories) are the circles (x + k)2 + y 2 = k 2 1, where
k is simply related to c. Draw some of these streamlines and potential lines together
on one diagram.
3. The lines of electric force due to a point charge at the origin are the lines y = kx.
Find the orthogonal trajectories (lines of constant electric potential, or equipotential
lines).
4. If the isotherms (curves of constant temperature) in a material are the ellipses
x2 + 2y 2 = C,
find the orthogonal trajectories (the curves along which heat flows).
5. A charged oil drop of mass m, falling with velocity v, experiences a weight force mg
downwards, a drag force kv upwards and an electric force E sin t upwards, where g,
k, E, and are constant, and t is the time.
dv
(a) Using Newtons 2nd law (i.e. F = m , where F is the resultant force) derive a
dt
differential equation for v.
(b) Solve the differential equation to find v in terms of t.
6. The equation of motion of a mass on the end of a vertical spring is
d2 y
+ 4y = 0,
dt2
where y is the displacement of the mass from the static equilibrium position. Given
that initially (i.e. at time t = 0) the displacement y is 5 and the velocity y 0 is 4, find
the solution to the equation in the form y = C cos(2t ).
7. The equation of motion of a mass on the end of a vertical spring subject to a damping
force is
d2 y
dy
+2
+ 5y = 0.
2
dt
dt
Find y as a function of t, given that y = 3 and y 0 = 15 when t = 0.

112

Module 4. Differential Equations

8. The equation of motion of a mass on the end of a vertical spring subject to an input
force (which causes a forced motion) is
d2 y
+ 9y = 5 cos 3t.
dt2
Find y as a function of t, given that when t = 0, y = 0 and y 0 = 0.
9. An electric circuit has a resistance R of 2 ohms, an inductance L of 1 henry, a capac17 cos 2t
volts, where t is the
itance C of 0.2 farad and an electromotive force V of
2
time in seconds. The current i satisfies the differential equation
d2 i
di
+ 2 + 5i = 17 sin 2t
2
dt
dt
di
= 0 when t = 0. Find the current i, in amperes, the transient
dt
current iT (i.e. that part of the solution which approaches 0 as t ), and the
steady current iS (i.e. that part of the solution which does not approach 0 as t .
with i = 0 and

10. The differential equation satisfied by the current i for the circuit shown below is
2

d2 i
+ 2i = 30 sin t,
dt2

where t is time (in seconds).


di
= 0. Solve the differential equation for i in terms of t.
When t = 0, i = 0, and
dt

0.5 F

2H

V = 30 cost
(volts)

i
Figure 4.6.1

113

4.6. Applications

11. The deflection y of the beam shown below is described by the differential equation
x2
d2 y
=
, where x and y are in metres.
dx2
1200

2.25 kN/m
O
x

1.2 m
y
Figure 4.6.2
dy
= 0 at x = 1.2 and y = 0 at x = 1.2, find y in terms of x and hence find the
dx
deflection at the left-hand end.

If

Answers
1.

(a) v = v0 e kt
(b) v = v0 kx

2. The equation of the streamlines is x2 + y 2 1 = 2yc. This can be rewritten as


x2 + (y c)2 = c2 + 1.

This represents a circle with centre (0, c) and radius c2 + 1 (see Figure 4.6.3).

y
c = 32

Streamlines 3

Potential lines
k = 52

12

1 0

32

1
1 0
2
3

32

1
12
1

32

Figure 4.6.3

52

114

Module 4. Differential Equations


The equation of the streamlines can alternatively be rewritten as
x2 + y 2 1
= c.
2y
Differentiating this implicitly with respect to x, using the quotient rule, gives
dy
2xy

= 2
.
dx
y x2 + 1
Hence, the equation of the orthogonal trajectories is
y 2 x2 + 1
dy
=
.
dx
2xy
To solve this, use the substitution y = v 1/2 . Hence
dy
dy dv
1
dv
v x2 + 1
=
= v 1/2
=
,
dx
dv dx
2
dx
2xv 1/2
dv
v
1
=
= x+ ,
dx
x
x
dv
v
1
=
= x + .
dx x
x
This can be solved using an integrating factor, giving
v = x2 + Ax 1,
where A is a constant, which implies that
p
y = x2 + Ax 1
=

y 2 = x2 + Ax 1

(x k)2 + y 2 = k 2 1,

A
. This represents a circle with centre (k, 0) and radius k 2 1 (see
2
Figure 4.6.3).
where k =

3. Circles, centre origin.


4. y = kx2
5.

dv
= mg kv E sin t
dt
E(k sin t m cos t) gm
(b) v =
+
+ ce kt/m
k 2 + m2 2
k
(a) m

6. y = 5 cos(2t 0.9271)
7. y = e t (3 cos 2t + 9 sin 2t)
8. y =

5t sin 3t
6

9. i = e t (4 cos 2t + sin 2t) + sin 2t 4 cos 2t,


iS = sin 2t 4 cos 2t
10. i = 7.5 sin t + 7.5t cos t
11.

x4
(1.2)3 x 3(1.2)4

+
,
14 400
3600
14 400

0.432 mm

iT = e t (4 cos 2t + sin 2t),

Module

Surfaces and Partial Differentiation

5.1

Surfaces

(References: Calculus by Anton and Calculus by Stewart)


Introduction
The equation of a two-dimensional (2D) curve can be written as an equation involving x
and y terms.
Similarly, the equation of a three-dimensional (3D) surface can be written as an equation
involving x, y and z terms. For example, x2 + y 2 + z 2 = 32 is the equation of a sphere of
radius 3 and centre O, and 3x + 6y + 8z = 24 is the equation of a plane.
Sketching the plane with equation ax + by + cz = d
Example. Sketch the plane with equation
3x + 6y + 8z = 24.

(5.1.1)

Solution. Find where the plane cuts each of the axes.


The plane cuts the x-axis when y = 0 and z = 0. Substituting y = 0 and z = 0 into (5.1.1)
gives 3x = 24 = x = 8.
The plane cuts the y-axis when x = 0 and z = 0. Substituting x = 0 and z = 0 into (5.1.1)
gives 6y = 24 = y = 4.
The plane cuts the z-axis when x = 0 and y = 0. Substituting x = 0 and y = 0 into (5.1.1)
gives 8z = 24 = z = 3.
115

116

Module 5. Surfaces and Partial Differentiation

Sketch these three points on a 3D diagram, then join two points at a time to form a triangle
(see Figure (5.1.1)), which is part of the plane.

z
3

4
y

8
x
Figure 5.1.1
Cross-sections
A cross-section is the intersection of a surface with a plane, e.g. if the sphere x2 +y 2 +z 2 = 1
(a sphere of radius 1 and centre O) is cut by the horizontal plane z = 0, it cuts it in the
curve x2 + y 2 + 02 = 1, i.e. the circle x2 + y 2 = 1, which is called the cross-section for z = 0
(see Figure 5.1.2).

Sphere
x 2 +y 2 +z 2 = 1

1
1

Circle
x 2 +y 2 = 1

Figure 5.1.2
How to sketch a surface given its equation
Do some or all of the following steps (usually the first two steps are sufficient).
(a) Sketch the vertical cross-sections for x = 0 and y = 0 and the horizontal cross-section
for z = 0, in each case showing the intercepts on the axes;
(b) Sketch some horizontal cross-sections, e.g. for z = 1, z = 1, z = 2, etc.

(c) Sketch some vertical cross-sections, e.g. for x = 1, x = 1, x = 2, etc. and y = 1,


y = 1, y = 2, etc.

Finally, put all these 2D cross-sections together on one 3D diagram to obtain a diagram of
the surface.

117

5.1. Surfaces
Example
Find and sketch the cross-sections x = 0, y = 0, z = 0, z = 1 and z = 3 of the surface
z = x2 + y 2 ,

(5.1.2)

and hence sketch the surface.


Solution. To obtain the cross-section for x = 0, substitute x = 0 into (5.1.2):
=

z = 02 + y 2

z = y2.

This vertical cross-section, obtained by slicing the surface by the vertical plane x = 0, is a
parabola (see Figure 5.1.3).

4
3
z = y2

2
1
2

Figure 5.1.3
To obtain the cross-section for y = 0, substitute y = 0 into (5.1.2):
=

z = x2 + 0 2

z = x2 .

This vertical cross-section, obtained by slicing the surface by the vertical plane y = 0, is a
parabola (see Figure 5.1.4).

4
3
z = x2

2
1
2

Figure 5.1.4
To obtain the cross-section for z = 0, substitute z = 0 into (5.1.2):
=

0 = x2 + y 2 .

118

Module 5. Surfaces and Partial Differentiation

This horizontal cross-section, obtained by slicing the surface by the horizontal plane z = 0,
can be thought of as a circle of radius 0, centre O, i.e. a point at the origin (see Figure 5.1.5).

y
x 2 +y 2 = 0
x

Figure 5.1.5

To obtain the cross-section for z = 1, substitute z = 1 into (5.1.2):


=

1 = x2 + y 2 .

This horizontal cross-section, obtained by slicing the surface by the horizontal plane z = 1,
is a circle of radius 1, centre O (see Figure 5.1.6).

1
Figure 5.1.6

To obtain the cross-section for z = 3, substitute z = 3 into (5.1.2):


=

3 = x2 + y 2 .

119

5.1. Surfaces

This horizontal cross-section,


obtained by slicing the surface by the horizontal plane z = 3,

is a circle of radius 3 1.73, centre O (see Figure 5.1.7).

1.73

1.73

1.73

1.73
Figure 5.1.7

All these cross-sections are put together on a 3D diagram to obtain a sketch of a portion
of the surface (see Figure 5.1.8).

x 2 +y 2 = 3

3
2

z = x2

z = y2

1
x 2 +y 2 = 1

1
2 y
x 2 +y 2 = 0

Figure 5.1.8

As the vertical cross-sections are parabolas and the horizontal cross-sections are circles, the
surface is called a circular paraboloid.

120

Module 5. Surfaces and Partial Differentiation

R
In Figure 5.1.9, a different view of the surface is shown, obtained using the Mathematica
computer package. It uses horizontal cross-sections and vertical cross-sections.

Figure 5.1.9
The classification of surfaces
Amongst the surfaces that we deal with in this course are planes, cones, paraboloids,
hyperboloids and ellipsoids.
Paraboloids
A paraboloid oriented along the z-axis has parabolas as its vertical cross-sections.
There are three types.
(i) An elliptic paraboloid has ellipses as its horizontal cross-sections and has the general
equation
x2 y 2
z= 2+ 2
a
b
1
(e.g. the surface z = x2 + 2y 2 ; see Figure 5.1.10). (Note: here b = .)
2
14
12
10
Z

8
6
4
2
0
-2

-1
X

-2

-1

Figure 5.1.10

1
Y

121

5.1. Surfaces

(ii) An example of a circular paraboloid has been discussed on page 119. The general
equation is
x2 y 2
z = 2 + 2.
a
a
Circular paraboloids are used as reflectors in microwave radio links.
(iii) A hyperbolic paraboloid (or saddle surface) has the general equation
z=

x2 y 2
2
a2
b

or

x2 y 2
+ 2.
a2
b
Its horizontal cross-sections are hyperbolas and its vertical cross-sections are parabolas.
z=

An example is the surface z = x2 y 2 as drawn in Figure 5.1.11. Its vertical cross-sections


are parabolas, with parabolas running in the y-direction containing maximum points and
parabolas running in the x-direction containing minimum points. The point P(0, 0, 0) on
the surface is a minimum point of the vertical cross-section z = x2 and a maximum point
of the vertical cross-section z = y 2 . A point that is a minimum point for one vertical
cross-section and a maximum point for another vertical cross-section is known as a saddle
point. Hence the point P(0, 0, 0) is a saddle point on the surface z = x2 y 2 .
Horse saddles are hyperbolic paraboloids, and very occasionally house roofs have this shape.

Figure 5.1.11. A saddle surface

122

Module 5. Surfaces and Partial Differentiation

Hyperboloids
There are two types of hyperboloid: hyperboloids of one sheet and hyperboloids of two
sheets. A hyperboloid of one sheet consists of one piece (e.g. Figure 5.1.12), whereas a
hyperboloid of two sheets consists of two pieces (e.g. Figure 5.1.13).
A hyperboloid of one sheet oriented along the z-axis has the general equation
x2 y 2 z 2
+ 2 2 = 1.
a2
b
c
Its vertical cross-sections are hyperbolas. An example is the surface x2 + y 2 z 2 = 1, which
is shown in Figure 5.1.12. Water-cooling towers have this shape, as do hourglasses and
some baskets.

Figure 5.1.12. A hyperboloid of one sheet oriented along the z-axis

A hyperboloid of one sheet oriented along the x-axis has the general equation

x2 y 2 z 2
+ 2 + 2 = 1.
a2
b
c

A hyperboloid of one sheet oriented along the y-axis has the general equation
x2 y 2 z 2
2 + 2 = 1.
a2
b
c
A hyperboloid of two sheets oriented along the z-axis has the general equation

x2 y 2 z 2
2 + 2 = 1.
a2
b
c

123

5.1. Surfaces

Its vertical cross-sections are hyperbolas. An example is the surface x2 + y 2 = z 2 1, which


is shown in Figure 5.1.13.

Figure 5.1.13. A hyperboloid of two sheets

A hyperboloid of two sheets oriented along the x-axis has the general equation
x2 y 2 z 2
2 2 = 1.
a2
b
c
A hyperboloid of two sheets oriented along the y-axis has the general equation

x2 y 2 z 2
+ 2 2 = 1.
a2
b
c

Ellipsoids
An ellipsoid has the general equation
x2 y 2 z 2
+ 2 + 2 = 1.
a2
b
c

124

Module 5. Surfaces and Partial Differentiation

The vertical and horizontal cross-sections are ellipses or circles. (see Figure 5.1.14). A
football is an ellipsoid. The earths mean sea-level surface is closely approximated by an
ellipsoid (in the earths case, a slightly flattened sphere). This is the model that surveyors
use in their calculations over large areas of the earths surface. For small areas the mean
sea-level surface is assumed to be plane.

Figure 5.1.14. An ellipsoid


Surfaces in parametric form
The equation of a surface can be written in parametric form as the three equations
x = x(u, v)
y = y(u, v)
z = z(u, v),
where u and v are parameters.
For example, the ellipsoid can be written in parametric form as
x = a cos u cos v
y = b sin u cos v
z = c sin v,
where v is called the latitude and u is called the longitude.
If we are using a computer package (e.g. Mathematica) to draw a surface, often it is easier
to use parametric rather than Cartesian form.
Contour lines (or level curves) for the surface z = f (x, y)
These are used in maps (e.g. in atlases). A contour line is a horizontal cross-section (i.e. of
the form f (x, y) = c(= constant)) plotted in the (x, y) plane.
Example
Sketch some contour lines of the surface z = x2 + y 2 .

125

5.1. Surfaces
Solution. The contour lines have the equation
x2 + y 2 = c

(5.1.3)

i.e. they are circles of radius c for c 0 (for c < 0, (5.1.3) has no graph), as shown in
Figure 5.1.15. Figure 5.1.16 shows the contour lines on a three-dimensional diagram.

c=3

1
0
O

1.73
1 1.41

Figure 5.1.15. Contour lines

Figure 5.1.16. Contour lines in 3D

Functions of two variables


It sometimes happens in engineering, physics, etc., that one physical quantity is a function
of two variables. Such a relation can be shown in surface form. Often, however, it is hard
to draw such a surface and it is easier to visualise the function using level curves.
Example
Given that the electric potential volts, due to an electric charge distribution at (0, 0), is
y
= 2
,
(5.1.4)
x + y2

126

Module 5. Surfaces and Partial Differentiation

draw equipotential lines (i.e. lines of equal potential or level curves) for = 2, 1, 0, 1,
and 2.
Solution. Substituting = 2 into (5.1.4)
=
=
=
=

y
+ y2
2(x2 + y 2 ) = y
2 =

x2

2x2 2y 2 = y

2x2 2y 2 y = 0.

Dividing both sides by 2,

x2 + y 2 +

y
= 0.
2

Completing the square (i.e. taking the coefficient of y (i.e. 12 )), then halving it (giving 14 ),
1
) and adding the result to both sides)
squaring it (giving 16
=
=

y
1
1
+
=
2 16
16
2
2

x2 + y + 14 = 41 , a circle centre 0, 41 ,

x2 + y 2 +

radius 14 .

Substituting = 1 into (5.1.4)


=

1 =

x2

y
.
+ y2

A similar procedure to that used for = 2 gives


2
2

x2 + y + 12 = 21 , a circle, centre 0, 12 ,

radius 12 .

Substituting = 0 into (5.1.4)


=

0=

x2

y
.
+ y2

Multiplying both sides by x2 + y 2 gives


y = 0, a straight line along the x-axis.
Substituting = 1 into (5.1.4) gives
x2 + y

1
2


1 2
2 ,


a circle, centre 0, 12 ,

radius 12 .

Substituting = 2 into (5.1.4)


=

x2 + y


1 2
4


1 2
4 ,

The level curves are as shown in Figure 5.1.17.


a circle, centre 0, 41 ,

radius 14 .

127

5.2. Partial derivatives

=1

0.5
2

=0
= 1

0.5
1

Figure 5.1.17. Level curves for

5.2

Partial derivatives

Consider a point P on the surface z = f (x, y).


The partial derivative of z with respect to x at P is the gradient of the cross-section at P
in the x-direction. This cross-section is a curve where the surface and the vertical plane
through P, parallel to the (z, x) plane, meet. The partial derivative of z with respect to x
at P is given the symbol
z
x
z
is the gradient
(or fx ) with being pronounced day or curly dee. In Figure 5.2.1,
x
at P of the cross-section PQ. By definition,
z
z(x + x, y) z(x, y)
= lim
.
x x0
x
That is, to find

z
, hold y constant and differentiate z with respect to x.
x

Similarly, the partial derivative of z with respect to y at P is the gradient of the crosssection at P in the y-direction. This cross-section is a curve where the surface and the
vertical plane through P, parallel to the (z, y) plane, meet.
The partial derivative of z with respect to y at P is given the symbol
z
y
(or fy ). In Figure 5.2.1,

z
is the gradient at P of the cross-section PR. By definition,
x
z
z(x, y + y) z(x, y)
= lim
.
y y0
y

128

Module 5. Surfaces and Partial Differentiation

That is, to find

z
hold x constant and differentiate z with respect to y.
y

Figure 5.2.1

Example
Find

z
z
and
if
x
y

(i) z = x3 + x2 y + y 3 , and
(ii) z = e y/x .
Note: the chain rule, quotient rule and product rule also apply to partial derivatives.
Solution.
(i)
z = x3 + x2 y + y 3 .

(5.2.1)

z
To find
, regard y as a constant in (5.2.1) and differentiate z with respect to x.
x
Hence,

=
To find
Hence,

z
= 3x2 + 2xy + 0
x
z
= 3x + 2xy
x

z
, regard x as a constant in (5.2.1) and differentiate z with respect to y.
y
z
= 0 + x2 + 3y 2 = x2 + 3y 2 .
y

129

5.2. Partial derivatives


(ii) Use the chain rule (i.e.

dz u
z
=
), with u =
x
du x
u
y
= 2 and
x
x

y
.
x
u
1
=
y
x

and
z = eu
so
dz
= eu
du
and
dz u
z
=
x
dux 
y
= eu 2
x


y
y/x
=e
2
x
=

y e y/x
.
x2

Similarly,
z
dz u
=
y
du y
 
u 1
=e
x
 
1
= e y/x
x
=

e y/x
.
x

Second-order partial derivatives


2z 2z 2z
2z
,
,
,
and
) are defined as follows:
x2 y 2 xy
yx
 
2z
z
zxx =
=
x2
x x
 
2
z
z
zyy =
=
y 2
y y
 
2
z
z
zyx =
=
xy
x y
 
2
z
z
=
zxy =
yx
y x

The second-order partial derivatives (

Example
Given that
z = x2 + 2xy + y 3 ,
find the second-order partial derivatives.

(5.2.2)

130

Module 5. Surfaces and Partial Differentiation

Solution.
Differentiating (5.2.2) with respect to x gives

z
= 2x + 2y.
x

Differentiating (5.2.3) with respect to x gives

2z
= 2.
x2

Differentiating (5.2.2) with respect to y gives

z
= 2x + 3y 2 .
y

Differentiating (5.2.4) with respect to y gives

2z
= 6y.
y 2

Differentiating (5.2.4) with respect to x gives

2z
= 2.
xy

Differentiating (5.2.3) with respect to y gives

2z
= 2.
yx

Notice that

2z
2z
=
.
xy
yx

(5.2.3)

(5.2.4)

(5.2.5)

It can be proved that equation (5.2.5) holds at a point on the surface z = z(x, y) if the two
derivatives in (5.2.5) exist at that point. Most of the functions z = z(x, y) that occur in
practice in engineering satisfy this condition.
A function of three or more variables
In engineering, physics etc., sometimes a quantity is a function of three or more variables.
For example, the temperature T in a room may be a function of spatial coordinates, i.e. T =
T (x, y, z); and the electrostatic potential inside a cathode-ray tube is a function of position
in space, and of time, i.e. = (x, y, z, t).
Example
If w = x3 y 2 z 4 , find

w w
w
,
, and
.
x y
z

Solution.
w
= 3x2 y 2 z 4
x

(i.e. hold y and z constant, and differentiate with respect to x)

w
= 2x3 yz 4
y

(i.e. hold x and z constant, and differentiate with respect to y)

w
= 4x3 y 2 z 3
z

(i.e. hold x and y constant, and differentiate with respect to z)

131

5.3. Small increments formula

5.3

Small increments formula

If, on a surface z = f (x, y), there are two nearby points P(x, y, z) and Q(x+x, y+y, z+z)
(see Figure 5.3.1), then it can be shown that
z

z
z
x +
y.
x
y

This is known as the small increments (or small variations) formula. This gives a fairly
accurate result for z when x and y are small.

Figure 5.3.1

The proof of the formula is as follows:


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

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

z =

As

and

f (x + x, y + y) f (x, y + y)
f (x, y + y) f (x, y)
x +
y
x
y
z
f (x + x, y) z(x, y)
= lim
x x0
x
z
f (x, y + y) z(x, y)
= lim
,
y y0
y

we see that
z

z
z
x +
y.
x
y

Similarly, it can be shown that if


z = f (x1 , x2 , x3 , . . . , xn )

132

Module 5. Surfaces and Partial Differentiation

then
z

z
z
z
z
x1 +
x2 +
x3 + +
xn .
x1
x2
x3
xn

Example
The power (P ) (in watts) dissipated in a resistor is given by
P =

V2
,
R

where V is the voltage drop across the resistor (in volts), and R is the resistance of the
resistor (in ohms).
If the voltage drop across a resistor is 100 volts and the resistance is 5 ohms, find the change
in the watts dissipated if the resistance drops by 0.01 ohms and the voltage drop increases
by 0.02 volts.
Solution. V = 100, R = r, V = 0.02, and R = 0.01.
P

P
P
V +
R
V
R

V2
2V
V 2 R
R
R

2(100)
1002
(0.02) 2 (0.01)
5
5

P 0.8 + 4 = 4.8 watts.

The exact result is obtained using


P =

5.4

100.022 1002

= 2004.809699 2000 = 4.81 watts (correct to 2 decimal places).


4.99
5

Errors of measurement

The small-increments formula is useful in finding the maximum possible error in a quantity that is calculated as a function of a number of measured quantities, each of which is
measured to a certain accuracy (so that the original quantity is subject to error).

133

5.4. Errors of measurement


Example
The area A of a sector of a circle is given by the formula
A = 0.5r2 ,
where r is the radius of the circle and is the angle of the sector, in radians.

Figure 5.4.1

The radius is measured with a maximum percentage error of 0.1% and the angle measured
at the centre is measured as 30 with a maximum error of 0.2 . Find the magnitude (size)
of the maximum percentage error in the calculated area.
Solution. If r is the error in the measurement of r, and is the error in the measurement
of , then A, the resulting error in the measurement of A, is given by
A

A
A
r +
.
r

In this formula, is taken to be measured in radians. Let rmax be the magnitude of the
largest possible error in the measurement of r. Then


0.1r 0.1r

=
rmax =
.
100
100

Let max be the magnitude of the largest possible error in the measurement of . Then


0.2 0.2

=
max =
.
180
180
If Amax is the magnitude of the largest possible error in A, then




A
A
rmax +

Amax
max .
r

As

A
= r
r

and

A
= 0.5r2 ,

134

Module 5. Surfaces and Partial Differentiation

we have



0.2
0.1r
+ 0.5r2
100
180





0.2
0.1r
30
+ 0.5r2
r
180
100
180

Amax r
=

Amax

Amax

r2
r2
+
0.0022689r2 .
6000 1800

Also,
2

A = 0.5r = 0.5r

30
180

0.2617993r2

Hence, the maximum percentage error in A is


100

Amax
0.0022689r2
= 100
0.87%.
A
0.2617993r2

Errors formula
Using the same reasoning that was used in the previous example, if z = f (x1 , x2 , . . . , xn ),
where x1 , x2 , . . . , xn are all measured quantities and x1max is the magnitude of the maximum error in x1 , and x2max is the magnitude of the maximum error in x2 , . . . , and xnmax
is the magnitude of the maximum error in xn , then zmax is the magnitude of the maximum
error in z and is given by






z
z
z





xnmax .
zmax
x1
+
x2
+ +
x1 max x2 max
xn
Example

In a balanced bridge circuit, the effective resistance R = R1 R2 /R3 , where R1 , R2 , and R3


are the component resistances. If R1 , R2 , and R3 each have tolerances (i.e. maximum possible errors in their stated values) of 3%, find the magnitude of the maximum percentage
error in R.
Solution. As
Rmax
then
Rmax







R
R
R





R3max ,
R1max +
R2max +

R1
R2
R3






R2 3R1 R1 3R1 R1 R2 3R3












+
+

R3
100 R3 100 R32 100

Rmax

R2 3R1 R1 3R2 R1 R2 3R3


+
+
R3 100
R3 100
R32 100

Rmax

3R1 R2 3R1 R2 3R1 R2


+
+
100R3
100R3
100R3

Rmax

9R1 R2
.
100R3

135

5.4. Errors of measurement


Hence, the magnitude of the maximum percentage error in R is


R1 R2
Rmax
9R1 R2
100
= 100
R
100R3
R3
= 9%.
Example

Two sides, a and b, enclosing a right angle in a right-angled triangular block of land, are
measured respectively as 40.000.005 metres and 30.000.005 metres. Assuming the errors
in the measurement of the right angle are negligible, find h, the length of the hypotenuse,
and hmax , the maximum error in its length.
Solution. By Pythagorass theorem, h =

a2 + b2 . Hence, h =

402 + 302 = 50 m.

a
Figure 5.4.2

Now,



h
h


hmax amax + bmax
a
b

and h = a2 + b2 . Let u = a2 + b2 . Hence, h = u = u1/2 . By the chain rule


h
dh u
=
.
a
du a
Hence,

h
1
a
40
= u1/2 2a =
= .
2
2
a
2
50
a +b

Similarly,

h
dh u
=
.
b
du b

Hence,

h
30
1
b
= u1/2 2b =
= .
2
2
b
2
50
a +b

Hence,
hmax
Thus, h = 50.00 0.007 m.


 
40
30
0.005 +
0.005 = 0.007 m.
50
50

136

5.5

Module 5. Surfaces and Partial Differentiation

Chain rules (rate-of-change problems)

Suppose that z = f (x, y), x = x(t), and y = y(t).


Suppose t increases by t, x increases by x, y increases by y, and correspondingly z
increases by z. From the small increments formula
z

z
z
x +
y.
x
y

Dividing through both sides by t gives


z
z x z y

+
.
t
x t
y t
Taking the limit as t 0,

dz
z dx z dy
=
+
.
dt
x dt
y dt

Example
A car is travelling east along a road at 36 km/h (10 m/s) and at 12 noon is 300 m west of
an intersection. A second car is 400 m north of the intersection at 12 noon and is travelling
northwards at 54 km/h (15 m/s). Find the rate at which the distance z between the cars
dz
is changing with time (t seconds) at noon, i.e. find
at noon.
dt
Solution. Let x be the distance of the first car from the intersection I at any time t seconds,
and y be the distance of the second car from I at any time t (see Figure 5.5.1).

y
I

Figure 5.5.1
Now
z=
and

with

p
x2 + y 2

dz
z dx z dy
=
+
dt
x dt
y dt
dx
dy
= 10 m/s (it is a negative quantity as x is decreasing), and
= 15 m/s.
dt
dt

z
To find
, use the same method as in the previous example, i.e. let u = x2 + y 2 . Hence,
x

z = u = u1/2 . By the chain rule


z
dz u
=
.
x
du x

137

5.5. Chain rules (rate-of-change problems)


Hence,

Similarly,

z
1
x
300
300
= u1/2 2x = p
=
=
.
a
2
500
3002 + 4002
x2 + y 2
z
y
400
=p
=
2
2
y
500
x +y

and so

dz
300
400
=
(10) +
(15) = 6 + 12 = 6 m/s.
dt
500
500

Another chain rule


It has been shown that if z = f (x, y), x = x(t), and y = y(t), then
dz
z dx z dy
=
+
.
dt
x dt
y dt
In the special case where x = t, then y = y(x), and hence
z dx z dy
dz
=
+
,
dt
x dx y dx
i.e.

dz
z
z dy
=
(1) +
,
dt
x
y dx

Thus, if z = f (x, y) and y = y(x), then


dz
z
z dy
=
+
.
dx
x y dx
Example
Given that
z = e 2x cos y

(5.5.1)

y = x4

(5.5.2)

and

find

dz
(i) using a chain rule, and (ii) directly.
dx

Solution.
(i)
=
=
=

dz
dx
dz
dx
dz
dx
dz
dx

z
z dy
+
x y dx

= 2e 2x cos y e 2x sin y(4x3 )


= 2e 2x cos x4 e 2x (sin x4 )(4x3 )
= 2e 2x cos x4 (4x3 )e 2x (sin x4 )

138

Module 5. Surfaces and Partial Differentiation

(ii) Substituting (5.5.2) into (5.5.1), we obtain


z = e 2x cos x4 .

(5.5.3)

Differentiating (5.5.3) with respect to x, we obtain


dz
= 2e 2x cos x4 (4x3 )e 2x (sin x4 ).
dx
Yet another chain rule
It has been shown that if z = f (x, y), x = x(t), and y = y(t), then
dz
z dx z dy
=
+
.
dt
x dt
y dt
In the special case where y = t then

=
=

z dx z dt
dz
=
+
dt
x dt
t dt
dz
z dx z
=
+
(1)
dt
x dt
t
z dx z
dz
=
+
dt
x dt
t

i.e. if z = f (x, t) and x = x(t) then


dz
z dx z
=
+
.
dt
x dt
t
Example
If z = t2 + tx and
t2 + x2 = t
find

(5.5.4)

dz
.
dt

Solution. Equation (5.5.4) implies that x = x(t).


Hence, as z = f (x, t) and x = x(t) then

=
To find

dz
z dx z
=
+
dt
x dt
t
dz
dx
=t
+ (2t + x).
dt
dt

(5.5.5)

dx
, differentiate (5.5.4) with respect to t:
dt
2t +

d(x2 )
= 1.
dt

Hence
2t + 2x

dx
=1
dt

5.5. Chain rules (rate-of-change problems)


and so
2x
giving

139

dx
= 1 2t
dt

dx
1 2t
=
dt
2x

(5.5.6)

Substituting (5.5.6) into (5.5.5), we get




dz
1 2t
+ (2t + x)
=t
dt
2x
i.e.

dz
t 2t2 + 4tx + 2x2
=
dt
2x

Another chain rule (change of variables)


Suppose that z = f (x, y), x = x(u, v) and y = y(u, v).
Suppose u increases by u, x increases by x, y increases by y, and correspondingly z
increases by z.
From the small-increments formula
z

z
z
x +
y.
x
y

Dividing both sides by u gives


z
z x z y

+
.
u
x u y u
Taking the limit as u 0, we get
z
z x z y
=
+
.
u
x u y u
Similarly, it can be shown that
z
z x z y
=
+
.
v
x v
y v
Example
Given that the temperature, z, is given by
z = x + y2,
find

z
z
and
, where r and are the polar coordinates (see Figure 5.5.2).
r

140

Module 5. Surfaces and Partial Differentiation

Solution.

y
P
r

Figure 5.5.2
Now x = r cos , y = r sin , and

z
z x z y
=
+
. Hence
r
x r
y r

z
= (1) cos + (2y) sin = cos + (2r sin ) sin
r
z
= cos + 2r sin2 .
=
r
z
z x z y
Now,
=
+
. Hence

x
y

5.6

z
= (1)(r sin ) + (2y)r cos = r sin + (2r sin )r cos

z
= r sin + 2r2 sin cos .

The directional derivative for a surface

Let P(x, y, z) be a point on the surface z = z(x, y). The vertical plane, which makes an
angle with the x-axis and passes through P(x, y, z) and the fixed point T(a, b, 0), cuts
the surface in a cross-section of which QP is a part. The point Q(a, b, z(a, b)) is vertically
above T, and the point U(x, y, 0) is vertically underneath P (see Figure 5.6.1). The straight
line TU has length s. The gradient of the cross-section
QP at P is called the directional

dz
dz
derivative at P and is given the symbol
or
or m .
ds
ds

Q
P
Part of
z = z(x,y)
O

T(a,b,0)
x

s
U(x,y,0)

Figure 5.6.1

141

5.6. The directional derivative for a surface


The parametric equations of the straight line TU are
x = a + s cos

(5.6.1)

y = b + s sin .

(5.6.2)

For the curve QP, as x = x(s), y = y(s), and z = z(x, y), by one of the chain rules
z dx z dy
dz
=
+
.
ds
x ds y ds

(5.6.3)

Using (5.6.1) and (5.6.2), (5.6.3) becomes


dz
z
z
=
cos +
sin
ds
x
y
which can also be written in the form

z
z
dz
=
cos +
sin

ds x
y
or

z
z
cos +
sin .
x
y

m =

Example
(i) For the surface z = 4 x2 y 2 , find the gradient at the point P(1, 1, 2) in the direction
making an angle with the x-axis (see Figure 5.6.2); hence find the gradient for
= 30 .

z
4
z = 4x 2 y 2

P(1,1,2)
2

2
Figure 5.6.2

(ii) Find the maximum gradient and the value of for which it occurs.

142

Module 5. Surfaces and Partial Differentiation

Solution.
(i)
m =

z
z
cos +
sin
x
y

= 2x cos 2y sin .
At P(1, 1, 2),
m = 2(1) cos 2(1) sin
= 2 cos 2 sin .

(5.6.4)

For = 30 ,
m = 2 cos 30 2 sin 30
 
 
3
1
2
= 2
2
2

= 31
2.73.

dm
d2 m
(ii) If
= 0 and
< 0 for a particular , then m is a maximum for that value
d
d2
of .
Differentiating (5.6.4) with respect to ,
dm
= 2 sin 2 cos .
d

(5.6.5)

Thus
dm
=0
d
=

2 sin 2 cos = 0

sin = cos

sin
=1
cos

=
=

tan = 1

5
=
or =
.
4
4

Differentiating (5.6.5) with respect to ,


d2 m
= 2 cos + 2 sin .
d2

(5.6.6)

5.7. Stationary points (local extreme values) on a surface

143

into (5.6.6),
4
 

 




1
d2 m

1
4

+
2
sin
=
2
=
2
cos
+
2
= > 0.
d2
4
4
2
2
2

Substituting =

As

d2 m

dm
= 0 and
> 0 at = , the gradient is a minimum at = .
d
d2
4
4
5
into (5.6.6),
4
 
 




5
5
1
1
4
d2 m

=
2
cos
+
2
sin
=
2

+
2

= < 0
d2
4
4
2
2
2

Substituting =

As

dm
5
d2 m
5
< 0 at =
= 0 and
, the gradient is a maximum at = .
d
d2
4
4

Substituting =

5
into (5.6.4),
4

 
 
5
5
m = 2 cos
2 sin
4
4
4
=
2

=2 2
= the maximum gradient at P(1, 1, 2).

5.7

Stationary points (local extreme values) on a surface

Let z = f (x, y) be the equation of a surface. A stationary point has a gradient m = 0 for
all angles . Hence, for = 0,
z
= 0,
m=0 =
x

and for = 90 , i.e. radians,


2
m=/2 =

Hence at a stationary point,

z
= 0.
y

z
z
= 0 and
= 0.
x
y

Stationary points are of three types: maximum, minimum, and saddle points. The point
(0, 0, 0) on the paraboloid in Figure 5.1.8 is a minimum point, the point (0, 0, 0) on the
surface in Figure 5.1.11 is a saddle point, and the top point on the ellipsoid in Figure 5.1.14
is a maximum point.
The following second-derivative test is used to determine the nature of the stationary point
(for a proof see A Course in Pure and Applied Mathematics by Halstead and Harris).

144

Module 5. Surfaces and Partial Differentiation

The second-derivative test


A stationary point is one at which
Calculate

z
z
= 0 and
= 0.
x
y

2z 2z

g=
x2 y 2

2z
xy

2

at the stationary point.


2z
2z
If
<
0
and
g
>
0,
it
is
a
maximum
point.
If
> 0 and g > 0, it is a minimum point.
x2
x2
If g < 0, it is a saddle point. If g = 0 it may be a maximum point, or a minimum point, or
a saddle point. In that case, we need to draw a diagram to find out which it is.
Example
Find the coordinates of the stationary point on the surface
z = x2 + 2y 2 + 2xy + 4x 4y + 8

(5.7.1)

and state the nature of the stationary point.


Solution. At the stationary point

z
z
= 0 and
=0
x
y

z
=0
x
z
=0
y

2x + 2y + 4 = 0

(5.7.2)

4y + 2x 4 = 0.

(5.7.3)

Subtracting (5.7.3) from (5.7.2), we obtain

2y 8 = 0

y = 4.

(5.7.4)
(5.7.5)

Substituting (5.7.4) into (5.7.1), we obtain


2x + 8 + 4 = 0
=
=
=

2x = 8 4

2x = 12
x = 6.

Substituting (5.7.4) and (5.7.6) into (5.7.1), we obtain

z = (6)2 + 2(4)2 + 2(6)(4) + 4(6) 4(4) + 8

z = 12.

Hence, the stationary point is the point (6, 4, 12).

(5.7.6)

5.7. Stationary points (local extreme values) on a surface

145

2z 2z
2z
,
,
and
) need to be calculated at the stationary
x2 y 2
xy
point (6, 4, 12) to determine its nature.
 

2z
z
=
=
(2x + 2y + 4)= 2
x2
x x
x
 

2z
z
=
=
(4y + 2x 4)= 4
2
y
y y
y
 

2z
z
=
=
(4y + 2x 4)= 2
xy
x y
x
Next, the second derivatives (

2z 2z

g=
x2 y 2
As

2z
xy

2

= (2)(4) (2)2 = 8 4 = 4 > 0

2z
> 0 and g > 0, (6, 4, 12) is a minimum point.
x2

A plot of the surface is shown in Figure 5.7.1.

Figure 5.7.1

Optimisation
Example
An open tank, which is a cuboid with sides and base of thin sheet material, is to have a
volume of 4 cubic metres. Find the dimensions to minimise the area of sheet material.

146

Module 5. Surfaces and Partial Differentiation

Solution. Let the dimensions be x, y, and w, with y the depth (see Figure 5.7.2).

y
w
x
Figure 5.7.2

Volume = 4 = xyw.

(5.7.7)

Let the area of the material be z. Hence,


z = xw + 2xy + 2yw.
From (5.7.7),
w=

4
.
xy

(5.7.8)

(5.7.9)

Substituting (5.7.9) into (5.7.8),


 
 
4
4
z=x
+ 2xy + 2y
xy
xy
=

z=

4
8
+ 2xy + .
y
x

(5.7.10)

Differentiating (5.7.10) with respect to x,


z
8
= 2y 2 .
x
x
Differentiating (5.7.10) with respect to y,
z
4
= 2x 2 2 .
y
y
For a minimum surface area,

z
z
= 0 and
= 0. Hence,
x
y
2y

8
=0
x2

(5.7.11)

2x

4
=0
y2

(5.7.12)

2
.
y2

(5.7.13)

and

From (5.7.12),
x=

5.7. Stationary points (local extreme values) on a surface

147

Substituting (5.7.13) into (5.7.11),


8
=0
(2/y 2 )2
8
2y
=0
(4/y 4 )
2y 2y 4 = 0
2y

=
=

2y(1 y 3 ) = 0

=
=

2y = 0

y=0

or

1 y3 = 0

or y = 1.

As y = 0 is unrealistic, y = 1 is the only solution.


Substituting y = 1 into (5.7.13) = x = 2. Substituting y = 1 and x = 2 into (5.7.9)
= w = 2.
It can be seen that z has a minimum value but no maximum value: the closer x and y get
to 0 the larger z gets, and the larger x and y get the larger z gets. Hence, there is no need
to apply a second-derivative test.
Exercises
For each of Exercises 1 to 6, for the surface whose equation is given, (a) draw some contour
lines (level curves) and (b) sketch a three-dimensional diagram and identify the surface.
Equation of surface
1. 6x + 4y + 3z = 24
2. z = 12 x2 y 2
3. z 2 = 4(x2 + y 2 )
2 +y 2 )

4. z = e (x

5. z = ln(x2 + y 2 )
6. z =

x2 y 2
+
4
2

In each of Exercises 7 and 8, for the surface whose equation is given, draw some contour
lines. In these examples, drawing a three-dimensional diagram of the surface by hand has
become too difficult (although they can be drawn using computer packages).
Equation of surface
x
y
y
8. z = 2
x
7. z =

148

Module 5. Surfaces and Partial Differentiation

9. The electric potential z due to a two-dimensional dipole at the origin varies with
position (x, y) in the plane according to the equation
z=

x2

2x
.
+ y2

Draw equipotential lines (i.e. level curves) for z = 0, 21 , 1, 32 .


10. The streamlines (lines of flow) for a two-dimensional flow of water with a source at
(1, 0) and a sink at (1, 0) are given by constant values of
z=

x2 + y 2 1
.
2y

Graph the function for z = 0, 12 , 1, 32 . The flow is from the source to the sink.
11. Draw a contour map for the surface 6x + 4y + 3z = 24. Draw the lines of steepest
descent (i.e. the lines perpendicular to the contour lines) on the contour map.
12. Draw a contour map for the surface z = 12 x2 y 2 . This surface is a hill with the
highest point at (0, 0, 12). Draw the lines of steepest descent (i.e. the lines perpendicular to the contour lines) on the contour map.
13. Draw a contour map for the surface
z = 10

x2
y2.
2

14. The pressure p, temperature T , and volume V of a gas are related by the gas equation
pV = kT , where k is constant for a given body of gas (with p, k, T , and V all being
positive). Sketch some isotherms (i.e. level curves for T ).
15. Graph the surface x2 + y 2 = z 2 4.
z
z
and
if
x
y
(a) z = x3 + 5x2 y + 2y 3

16. Find

(c) z = x2 e y + 3x7 sin 7y


(e) z =

x2
y3

(g) z = e x/y

(b) z = 5 cos x + y 2 e x + y 3
y
(d) z =
x
p
(f) z = ln x2 + y 2
(h) z =

x3 y 2

x2 y
+ y sin x

17. The velocity v = v1 i + v2 j in a two-dimensional irrotational fluid is obtained from


e
e
the velocity potential , using
v1 =

and v2 =

.
y

Given that = x3 3xy 2 , find the velocity of the fluid.


18. For a body with temperature T (x, y, z), which varies throughout the body, the heat
flux Q is given by


T
T
i+
j ,
Q =
x e y e
where is the thermal conductivity. For T = cosh x cos y, find Q at

5.7. Stationary points (local extreme values) on a surface

149

(a) (x, y, z); and





.
(b) 0, ,
2 2
19. If is the electric potential at point P(x, y) and E is the electric field at P, then
e



E=
i+
j .
xe y e
e
If =

x2

1
, find E .
+ y2
e

20. For the following functions find


(a) z = x3 + 3xy;

(b) z = e xy .

2z 2z 2z
2z
,
,
,
and
,
x2 y 2 xy
yx

21. The entropy S of a simple thermodynamic system at equilibrium, composed of fixed


constituents, depends only on the total energy U and the volume V of the system,
i.e. S = S(U, V ).
If the system has pressure p and temperature T , then it can be shown that
1
S
=
U
T

and

S
p
= .
V
T

Suppose that a system having temperature 360 K and pressure 101 103 N m2 has
its energy increased by a small amount, 1 joule, and its volume decreased by a small
amount, 106 m3 . Estimate the resultant change in the entropy of the system (in
J deg1 ).
22. The sides of a right-angled triangle adjacent to the right angle are measured as 6.0 m
and 8.0 m, respectively. The maximum errors in each measurement are 0.1 m.
(a) Find the approximate maximum error in the calculated area of the triangle.

(b) Calculate the approximate maximum error in the hypotenuse.


23. The area of a circle segment is given by
A = 21 r2 ( sin ).
The radius r is measured with a maximum percentage error of 0.2% and (the angle
subtended at the circles centre) is measured as 45 with a maximum error of 0.1 .
Find the approximate maximum percentage error in the calculated area.
24. A surveyor calculates the length a in a triangle using measured values b and c (in
metres) and A (in radians). Find an approximate formula for the maximum error in
a, in terms of the errors b, c, and A in b, c, and A, respectively. Use the cosine
rule:
a2 = b2 + c2 2bc cos A.

150

Module 5. Surfaces and Partial Differentiation

25. The resistors shown in Figure 5.7.3 all have a tolerance of 5%. Find R (the combined
resistance of the network) and its maximum variation. Use


1
1
+
.
R = R1 + 1
R2 R3

R2 = 20

R1 = 20
R3 = 30
Figure 5.7.3
26. In a right-angled triangle (see Figure 5.7.4), the sides adjacent to the right angle
are measured as 30.0 m and 16.0 m. The maximum errors in each measurement are
0.05 m. The right angle is measured as 90 0 000 20. Find the approximate
maximum error in the length of the hypotenuse (h), calculated using the cosine rule
in the form
p
h = a2 + b2 2ab cos C.

b
C

a
Figure 5.7.4
27. The formula for the number of cubic metres of water, Q, flowing per second through
a notch of depth, H metres, and angle, radians, is
 

Q = 1.44 tan
H 2.5 .
2
If the notch is right-angled (to within 0 10 ) and H is measured as 20 cm with a
maximum possible error of 2 mm, find Q in litres per second, the maximum possible
error in Q, and the maximum percentage error in Q (Recall, 1 m3 =1000 L).

Figure 5.7.5

151

5.7. Stationary points (local extreme values) on a surface


dz
if
dt
(a) z = x2 + y 2 , x = t3 + t,

28. Use a chain rule to find

and

y = sin t;

(b) z = x cos y, x = 3 cos t, and y = 4 sin t.


dz
29. (a) Find
if z = t2 + 3tx + x3 and t2 + x2 = tx.
dt
1x
z
dz
(b) Given that z = x2 + y 2 and y =
, find
and
.
x
x
dx
z
z
and
if
s
t
x = st2 , y = s2 t;

30. Use a chain rule to find


(a) z = tan(x + y),
(b) z = x2 + y 2 ,

x = s + t,

y = s3 t2 .

31. For the surface z = x2 2y 2 ,

(a) find the gradient at any point P(x, y, z) in the direction making an angle with
the x-axis;

(b) find the gradient at (1, 2, 7) when is (i) 30 ,

(ii) 45 ,

and (iii) 60 ;

(c) find the maximum gradient at (1, 2, 7) and the direction in which it occurs.

32. For the surface z = x2 + 3y 2 , find the gradient at Q(2, 1, 7) in a direction making an
angle with the x-axis. Find the maximum gradient at Q and the value of for
which it occurs.
33. Find stationary points for the surfaces specified below and identify the points:
(a) z = 4 x2 y 2 ;

(b) z = x2 + y 2 2x 4y + 5;

(c) z = x2 + xy + y 2 + 3x 3y + 4;

(d) z = x2 + 3xy + 3y 2 + 6x + 3y + 60;


(e) z = x2 y;

(f) z = x2 2x y 2 + 4y + 5.

34. A box, open at the top, has a volume of 10 m3 . Find the dimensions which give
minimum surface area.
35. A matchbox tray has double-thickness cardboard on its ends and sides, and singlethickness on the bottom. The top is open. Find the dimensions which use a minimum
amount of cardboard for a given volume of 16 cm3 .
36. A closed box has a surface area of 24 m2 . What dimensions give maximum volume?

152

Module 5. Surfaces and Partial Differentiation

Answers

1. (a)

z = 12

6
3

2 O

Figure 5.7.6

(b) Plane

6
y

4
x
Figure 5.7.7

2. (a)

3
z=0

2
4

2
8
10 1
12
3 2 1 O
1
6

2
3
Figure 5.7.8

5.7. Stationary points (local extreme values) on a surface


(b) Circular paraboloid

Figure 5.7.9

3. (a)

2
z=4

1
2

2 1

0
O

1
2
Figure 5.7.10

2 x

153

154

Module 5. Surfaces and Partial Differentiation


(b) Two cones

Figure 5.7.11
4. (a) Equation of a contour line for z = c, c being a constant:
c = e (x
=
=

2 +y 2 )

ln c = (x2 + y 2 )

(x2 + y 2 ) = ln c.

This is a circle, centre origin, radius


circles with centre at the origin.

ln c, (c < 1). The contour lines are concentric

(b)

Figure 5.7.12
2

This is a surface of revolution, obtained by rotating the curve z = e x (known in


statistics as the standardised normal curve) about the z-axis. This surface (called the
normaloid) is important in statistics.

155

5.7. Stationary points (local extreme values) on a surface


5. (a) Concentric circles, centre the origin, radius e z/2
(b) This is an abyss (i.e. a bottomless hole)

Figure 5.7.13
6. (a)

z = 4 3 2 1

z=2
1

1 2 3 4

1
2

3
Figure 5.7.14

156

Module 5. Surfaces and Partial Differentiation


(b) A hyperbolic paraboloid (or saddle surface)

Figure 5.7.15
7. Straight lines of the form y = cx
8. Parabolas of the form y = cx2
9.

y
z=0

z = 12
1

32

12
3
2 2

Figure 5.7.16

157

5.7. Stationary points (local extreme values) on a surface

10. The contour lines have a similar shape to those of the lines of force of a bar magnet

z = 32

1
12

1
0
12
1

32

1
2
3

Figure 5.7.17
11. See 1(a) for the contour lines. The lines of steepest descent are straight lines at right
angles to the contour lines.
12. See 2(a) for the contour lines. The lines of steepest descent are straight lines passing
through the origin.
13.

3
z=02

2
6

10
4 3 2 1 O
1

2
3
Figure 5.7.18
14. Hyperbolas
15. A hyperboloid of two sheets
16.

(a) 3x2 + 10xy,

5x2 + 6y 2 ;

158

Module 5. Surfaces and Partial Differentiation


(b) 5 sin x + y 2 e x ,

2y e x + 3y 2 ;

(c) 2xe y + 21x6 sin 7y,

(d)
(e)
(f)

1
;
x

y
,
x2

2x
,
y3
x2

x2 e y + 21x7 cos 7y;

3x2
;
y4

x
,
+ y2

x2

y
;
+ y2

(g)

1 x/y
x
e , 2 e x/y ;
y
y

(h)

x4 y 3 + 2xy 2 sin x x2 y 2 cos x


,
(x3 y 2 + y 2 sin x)2

x5 y 2
.
(x3 y 2 + y sin x)2

17. v = (3x2 + 3y 2 ) i + 6xy j


e
e
e
18. (a) (sinh x cos y i cosh x sin y j )
e
e
(b) j
e
2x
2y
19. E = 2
i+ 2
j
2
2
(x + y ) e (x + y 2 )2 e
e

20.

(a) 6x,

(b)

0,

y 2 e xy ,

3,

3;

x2 e xy ,

yxe xy + e xy , yxe xy + e xy .

21. 0.003058 J deg1


22. (a) 0.7,

(b) 0.14

23. 1.05%
1
[|(b c cos A)||b| + |(c b cos A)||c| + |bc sin A||A|]
24. p
2
2
(b + c 2bc cos A)

25. Rmax |R1 | +

(R3 )2 |R2 | + (R2 )2 |R3 |


= 1.6
(R3 + R2 )2

26. 0.070 m
27. 25.76 L s1 ,

2.5%

+ 2t + sin 2t, (b) 3 sin t cos(4 sin t) 12 cos2 t sin(4 sin t)


x 2t
29. (a) 2t + 3x + (3t + 3x2 )
2x t
4 + x 1)
dz
2(x
z
(b) x
= 2x,
=
dx
x3
28. (a)

6t5

0.65 L s1 ,

8t3

30. (a) (t2 + 2st) sec2 (st2 + s2 t),


(b) 2s + 2t + 6s5 t4 ,

(s2 + 2st) sec2 (st2 + s2 t)

2s + 2t + 4s6 t3

6
34
31. (a) 2x cos a 4y sin ; (b) 3 4, , 1 4 3; (c) , 284 020
2
17
32. 4 cos + 6 sin , 56 180 3600 or tan1 ( 32 ) and then mmax = 7.21

5.7. Stationary points (local extreme values) on a surface


33. (a) Maximum at (0, 0, 4)
(b) Minimum at (1, 2, 0)
(c) Minimum at (3, 3, 5)
(d) Minimum at (9, 4, 39)
(e) Saddle point at (0, 0, 0)
(f) Saddle point at (1, 2, 8)

34. 3 20 m, 3 20 m, 0.5 3 20 m
35. Depth = 1 cm,
36. 2 m 2 m 2 m

length = breadth = 4 cm

159

Module

Curves

6.1

Polar curves

Polar coordinates
A point in two dimensions can be given Cartesian coordinates (x, y) or polar coordinates
(r, ). The relation between the two sets of coordinates is shown in Figure 6.1.1. The
distance r equals OP. The angle is the angle between the x-axis and OP, with measured
anticlockwise from the x-axis.
y
From the diagram it can be seen that tan = and that x = r cos and y = r sin . By
x
p
Pythagorass theorem, r = x2 + y 2 .

P
r

x
Figure 6.1.1

Example
Plot the point P, which has polar coordinates (2, /4)

160

161

6.1. Polar curves


Solution. See Figure 6.1.2.

P(2,
)
4

r=2

=
4

Figure 6.1.2

Example
Point P has rectangular (Cartesian) coordinates (3, 7). Find the polar coordinates for P.
Solution. Point P is shown in Figure 6.1.3.

y
3
Q

Figure 6.1.3
p
p

By Pythagorass theorem r = x2 + y 2 = (3)2 + (7)2 = 58 7.62. To find , first


find and then , using = 180 + .
In triangle OPQ,
7
3
1 7
tan 3
0

tan =
=

66 48

Hence,
= 180 + 180 + 66 480 246 480 .
Hence, the polar coordinates of P are approximately (7.62, 246 480 ).

162

Module 6. Curves

Drawing polar graphs


(Reference Stroud Engineering Mathematics)
A curve of the form y = f (x) can be drawn using Cartesian coordinates. Similarly, a curve
of the form r = f () can be drawn using polar coordinates.
Example
Plot the polar curve r = 2 sin for 0 2 (i.e. 0 360 ).
Solution. First set up a table, as shown below.
Table 6.1.1
(in degrees)

30

60

90

120

150

180

210

240

270

300

330

360

r
Point

0
A

1
B

1.7
C

2
D

1.7
E

1
F

0
G

1
H

1.7
I

2
J

1.7
K

1
L

0
M

Now plot the points A, B, C, etc., then join these points together with a smooth curve.
The resulting graph is shown in Figure 6.1.4 below.

90
y=2

120

C I

K E
150

30

y
L

180

60

H
0

A,G, M

330

210
240

270

300

Figure 6.1.4

Note that to print a point with a negative r value (e.g. the point H), we plot the magnitude
of r in the opposite direction to the direction specified by (e.g. for point H we plot H as
a distance of 1 in the 30 direction, which is opposite to the 210 direction).

163

6.1. Polar curves


Plotting a polar curve using the Texas TI-84 graphing calculator
(not examinable)
1. Press the MODE key and select Pol (i.e. Polar).
2. Press ENTER, and select Radian.
3. Press ENTER.

You will need to set maximum and minimum values for x, y and using the WINDOW key.
As r = 2 sin and 1 sin 1, 2 r 2. Use the maximum value of r to find the
maximum and minimum values for x and y, i.e. set Xmin = 3, Xmax = 3, Ymin = 3, and
Ymax = 3. Also, min = 0 and max = 2 .
To enter the equation of the polar curve, first press the Y= key, which will show:
\r1 =
\r2 =
etc.
Enter the equation of the curve on the first line, i.e.
r = 2 sin
Note that on the calculator is obtained by pressing the X, T, , n button.
To plot the graph press the GRAPH key and the graph will appear on the screen. If you
want to ensure that the scales for the x- and y-axes are the same, instead of pressing the
GRAPH key press the ZOOM key and select 5:ZoomSquare using ENTER.
Polar graphs (curves) in Cartesian form
Example
A graph is defined by the polar equation r = 3 cos . Find its Cartesian equation.
p
x
x
x2 + y 2 and (see Figure 6.1.1) cos = = p
. Hence the polar
r
x2 + y 2
equation is transformed into the equation

Solution. As r =

p
3x
x2 + y 2 = p
.
2
x + y2

Multiplying both sides by


x2 + y 2 = 3x
=

p
x2 + y 2 gives

x2 3x + y 2 = 0

To complete the square with the x terms in the equation, take the coefficient of x (in this
case 3), halve it (which gives 23 ), and then square it (which gives 94 ) and add this term
to both sides,
=
=

x2 3x + 94 + y 2 = 49
2
2
x 23 + y 2 = 32

164

Module 6. Curves

This is a circle, centre ( 23 , 0), and radius 32 , as shown in Figure 6.1.5.

32

Figure 6.1.5

Cartesian graphs in polar form


Example
A graph has the Cartesian (rectangular) equation
(x 2)2 + (y 3)2 = 1

(6.1.1)

x = r cos

(6.1.2)

y = r sin .

(6.1.3)

Find its polar equation.


Solution.

Substituting (6.1.2) and (6.1.3) into (6.1.1) gives


(r cos 2)2 + (r sin 3)2 = 1.
Expanding gives
r2 cos2 + 4 4r cos + r2 sin2 6r sin + 9 = 1
and hence
r2 (cos2 + sin2 ) + 13 4r cos 6r sin = 1
so
r2 4r cos 6r sin + 12 = 0.
This could be solved for r() using the quadratic formula if desired.

165

6.1. Polar curves


Exercises

1. In each of the following problems, a points coordinates are given in rectangular (Cartesian) form. Give the polar coordinates
for eachpoint.

(a) (1, 1), (b) (2, 2) (c) ( 3, 1) (d) (1, 3) (e) (3, 0) (f) (0, 1)
2. Plot the following polar curves:
(a) r = cos
(b) r = sin

(c) r = sin 2 (this curve is called the lemniscate and is sometimes used as a
horizontal road curve)

(d) r = sin 2
(e) r = sin2

(f) r = 3 sin 2
(g) r = 4 sin 3
(h) r = 2 cos 3
(i) r = 5(1 + cos )
(j) r = 1 + 2 cos

(k) r2 = 4 cos 2 (plot r = 2 cos 2 and r = 2 cos 2 together)


(l) r = 1 + cos

(m) r = 4 + 2 cos
(n) r = 1 + 3 cos
(o) r = 4 + cos
3. In exercises (a)(d), change the given equation in r and to an equivalent equation
in x and y.
(a) r = 3 sin (b) r = sin 2 (c) r = tan (d) r = 4 + cos
4. In exercises (a)(d), change the given equation in x and y to an equivalent equation
in r and .
(a) x2 + y 2 = 4 (b) x = 2 (c) y = 3x (d) (x 2)2 + y 2 = 4
Answers



2,
1. (a)
4


2
(d) 2,
3



3
(b) 2 2,
4
(e) (3, 0)




(c) 2,
6



(f) 1,
2

166

Module 6. Curves

2. Selected answers
(e)

1.0
0.5

0.5

0.5

0.5
1.0
Figure 6.1.6

(i)

10 x

5
Figure 6.1.7

(n)

2
1
O

1
2
Figure 6.1.8

167

6.2. Two-dimensional (2D) parametric curves


3.(a) x2 + y


3 2
2

(b) (x2 + y 2 )3 =


3 2
2
4x2 y 2
=

(c) x4 + x2 y 2 = y 2
(d) (x2 + y 2 x)2 = 16(x2 + y 2 )

4.(a) r = 2,

6.2

(b) r = 2 sec ,

(c) tan = 3,

(d) r = 4 cos

Two-dimensional (2D) parametric curves

If a curve is defined by two equations of the form


x = f (t)

(6.2.1)

y = g(t)

(6.2.2)

(i.e. x and y are functions of t), then the variable t is said to be a parameter and (6.2.1)
and (6.2.2) are said to be parametric equations.
Example
A curve is defined by x = 4 cos t, y = 4 sin t.
(a) Find a relation between y and x.
(b) Plot the graph for 0 t 2 using either the equation obtained in (a), or using a
graphing calculator to plot the parametric equations. The second way of plotting the
graph is discussed after this example.
d2 y
dy
and
in terms of t.
(c) Find
dx
dx2
Solution. (a) The equations imply that cos t =

x
y
and sin t = . As sin2 t + cos2 t = 1,
4
4

 2  2
y
x
+
= 1.
4
4
=

x2 + y 2 = 16.

This is the equation of a circle with radius 4 and centre the origin.

(6.2.3)

168

Module 6. Curves

(b) The circle can be plotted as shown in Figure 6.2.1. It can be seen from Figure 6.2.1
that the parameter t is the angle between the x-axis and OP.

4
P(x, y)

y = 4 sint

t
4

x = 4 cost

4
Figure 6.2.1

(c)
dy
dy dt
=
dx
dt dx
dy 1
=
dt ds/dt
= (4 cos t)

1
4 sin t

cos t
sin t
= cot t
 
d2 y
d dy
=
dx2
dx dx
 
d dy dt
=
dt dx dx
d
1
= ( cot t)
dt
4 sin t
1
= (cosec2 t)
4 sin t
1
3
= cosec t
4
=

In this example, we have made use of the following general procedure for finding y 00 :
 


d2 y
d dy
d y
d y dt
=
=
=
(using the chain rule)
dx2
dx dx
dx x
dt x dx
x
y yx .
=
x
(using the quotient rule)
x 2
x
y x
y
=
.
(6.2.4)
3
x

169

6.2. Two-dimensional (2D) parametric curves


Plotting parametric curves on the Texas TI-84 graphing calculator
(not examinable)
1. Press the MODE key and select Par (i.e. Parametric).
2. Press ENTER and select Radian.
3. Press ENTER.
4. Press the Y= key, which will display the following lines:
\X1T =
Y1T =
\X2T =
and so on.
5. Enter (for example) the parametric equations below in the following way:
\X1T = 6 cos(T )
Y1T = 3 sin(T )
The X, T, , n key can be used to enter T .
6. Press the WINDOW key, setting
Xmin = 6, Xmax = 6, Ymin = 3, Ymax = 3, Tmin = 0, and Tmax = 2 .

To plot the graph press the GRAPH key and the graph will appear on the screen. If you
want to ensure that the scales for the x- and y-axes are the same, instead of pressing the
GRAPH key, press the ZOOM key, and select 5:ZoomSquare using ENTER.
Polar curves in parametric form
Example
Given that a polar curve is defined by the equation r = 2 + 2 cos , for 0 2, write
this equation in parametric form and plot this curve on a graphing calculator, using the
parametric equations.
Solution.
r = 2 + 2 cos .

(6.2.5)

x = r cos

(6.2.6)

y = r sin .

(6.2.7)

As for polar curves


and
Substituting (6.2.5) into (6.2.6), we obtain
x = (2 + 2 cos ) cos .
Substituting (6.2.5) into (6.2.7) we obtain
y = (2 + 2 cos ) sin .

170

Module 6. Curves

To plot these parametric equations on the graphing calculator, the equations need to be
rewritten, with replaced by T . The graph is shown in Figure 6.2.2.

2
1
O

1
2
Figure 6.2.2

Exercises
1. The following are parametric relations between x and y.
(a) x = t2 ,

y = t3 ,

(b) x = cos t,

3 t 3

y = sin t

(c) x = 2 cos ,

y = sin

(d) x = t cos t,

y = t sin t

(e) x = ln U ,

y = ln(2/U )

0 t 4

d2 y
dy
and
in terms of the parameter.
dx
dx2
(ii) Eliminate the parameter to give a direct relation between x and y.
(i) Calculate the gradient

(iii) Plot the graphs of the curves.


2. Write each polar curve below in parametric form, then use a graphing calculator to
plot the result as a parametric curve:
(a) the circle r = 1, for 0 2

(b) the spiral r = , for 0 4

(c) the cardioid r = 1 + cos , for 0 4

Answers
We demonstrate the calculation of the first and second derivatives for part 1(a). The
method is identical for 1(b) to 1(e).
1.

(a)

(i) This is an example of parametric differentiation and we use the result


dy dx
dt / dt . To find the second derivative we use the result
 
 
d2 y
d dy
d dy dt
d dy . dx
=
=
.
=
dx2
dx dx
dt dx dx
dt dx
dt

dy
dx

171

6.3. Lissajous curves


We have then

dy
= 3t2
dt

and

dx
= 2t
dt

so

dy . dx
3t2
3t
dy
=
=
=
dx
dt dt
2t
2

and

 
d( 32 t) . dx
d2 y
d dy . dx
3.
3
=
=
=
(2t) = .
2
dx
dt dx
dt
dt
dt
2
4t

(ii) y = x1.5
dy
= cot t,
(b) (i)
dx
(ii) x2 + y 2 = 1
(c)

(i) 0.5 cot ,


(ii)

(d)

(i)
(ii)

(e)

(i)
(ii)

2.

d2 y
= 0.25 cosec3
dx2

x2
+ y2 = 1
4
sin t + t cos t
d2 y
2 + t2
,
=
cos t t sin t
dx2
(t sin t + cos t)(cos t t sin t)2
p
y = x tan( x2 + y 2 )
dy
d2 y
= 1,
=0
dx
dx2
y = ln 2 x

(a) x = cos ,

(b) x = cos ,

y = sin

y = sin

(c) x = cos + cos2 ,

6.3

d2 y
= cosec3 t
dx2

y = sin + sin cos

Lissajous curves

(An engineering application of parametric curves)


Lissajous curves are graphs of the form
x = a sin(mt + 1 )
y = b sin(nt + 2 ).
As a sine curve can also be written as a cosine curve, often one or both of the x and y
expressions is written in cosine form.
An example of a Lissajous curve is the Australian Broadcasting Corporation symbol, which
has the parametric equations
x = 10 sin t
y = 7 cos 3t.

172

Module 6. Curves

A plot of this curve is shown in Figure 6.3.1.

10

10

Figure 6.3.1

This curve can be plotted on a graphing calculator or using a computer package, e.g. Mathematica or Excel.
Lissajous curves are important in electronics when comparing the frequencies of two voltages
using a cathode ray oscilloscope (CRO). The CRO has the vertical deflection of an electron
beam controlled by one voltage y(t) (where t is time in seconds) and the horizontal deflection
controlled by the other voltage x(t). The beam traces out on the screen a curve specified
parametrically by x = x(t) and y = y(t).

Screen
Electron
beam

Side view

Front view

Figure 6.3.2. Views of a CRO


Exercises (not examinable)
1. Plot the following Lissajous curves, in each case stating the frequency ratio.
(a) x = cos t,

y = sin 3t

(b) x = cos t,

y = cos 3t

(c) x = cos 2t,

y = cos 3t

(d) x = cos 2t,

y = sin 3t

(e) x = cos 3t,

y = sin 4t

(f) x = sin 2t,

y = cos 3t

(g) x = sin 2t,

y = sin 3t

(h) x = sin 3t,

y = cos 5t

(i) x = sin t,

y = cos 5t

173

6.4. Curves in space


Selected Answers
(e) Frequency ratio 3 : 4

1
Figure 6.3.3

(h) Frequency ratio 3 : 5

1
Figure 6.3.4

6.4

Curves in space

A particle (e.g. an electron) which travels through space has its position vector r at any
e
time t, given by
r = x(t)i + y(t)j + z(t)k .
e
e
e
e
Example

A particle travels along a path defined by

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


e
e
e
e
5
.
Graph the path for 0 t
2

174

Module 6. Curves

Solution. Table 6.4.1 shows values for t, x, y, and z.


Table 6.4.1
t

Point

3
2
2
5
2

3
2
2
5
2

B
C
D
E
F

Draw 3D axes, roughly plot the points, and join them up with a smooth curve, as shown
in Figure 6.4.1. This curve is called a helix (a spiralling 3D curve). It is a curve whose
tangent makes a constant angle with the horizontal. The curve can be thought of as
spiralling around a cylinder. A thread on a screw and the bannisters of a spiral staircase
R
are both helix curves. The diagram in Figure 6.4.1 was drawn using the Mathematica
R
package together with the MacDraw package.

Figure 6.4.1

6.5

Velocity and acceleration

Suppose a particle (e.g. a fluid particle) is at point P with position vector r at time t, and
after a short interval of time t (e.g. 0.01 seconds), it is at position Q, witheposition vector

175

6.5. Velocity and acceleration

r
PQ
r + r (see Figure 6.5.1). The average velocity over this time interval is
, i.e. e . The
t
t
e
e
r
velocity v at time t (and hence at point P) is defined to be the limiting value of e as
t
e
t 0, i.e.
r
v = lim e
e t0 t
dt
= e.
dt

Path of
particle
O
x

r


P v

Q
r

r+ r
 

Figure 6.5.1
The velocity v at P is tangential to the curve r = r(t) at P.
e
e e
dv
The acceleration a is defined by a = e .
dt
e
e

Example

A charged particle moves with position vector r, defined by


e
r = (sin t)i + (cos t)j + tk .
e
e
e
e
Find its velocity v and acceleration a at time t.
e
e
Solution.

dr
v = e = (cos t)i (sin t)j + 1k
e dt
e
e
e
dv
a = e = (sin t)i (cos t)j + 0k = (sin t)i (cos t)j .
dt
e
e
e
e
e
e

Finding the velocity and position vector given the acceleration


Example
Given that a particle has acceleration

a = 2i (sin t)j + (e t + 6t)k


e
e
e
e
at time t, and has initial velocity j + k and initial position vector i + 3k , find its velocity v
e
e
e
e
and position vector r at time t. e
e

176

Module 6. Curves

Solution.

dv
a = e = 2i (sin t)j + (e t + 6t)k .
dt
e
e
e
e
Integrate (6.5.1) with respect to t, giving
Z
v = a dt = (2t + c1 )i + (cos t + c2 )j + (e t + 3t2 + c3 )k ,
e
e
e
e
e

(6.5.1)

(6.5.2)

where c1 , c2 , and c3 are constants.

Substituting t = 0 into (6.5.2) tells us that the initial velocity is equal to

v (0) = (2 0 + c1 )i + (cos 0 + c2 )j + (e 0 + 3 02 + c3 )k ,
e
e
e
e
= c1 i + (1 + c2 )j + (1 + c3 )k .
e
e
e
But it is given that the initial velocity is equal to
v (0) = 0i + 1j + 1k .
e
e
e
e

(6.5.3)

(6.5.4)

Hence equating the i, j , and k components in (6.5.3) and (6.5.4) yields c1 = 0, 1 + c2 = 1,


e e
e
and 1 + c3 = 1.
c1 = 0,
c2 = 0, and c3 = 0.
(6.5.5)
Substituting (6.5.5) into (6.5.2) gives

dr
v = e = 2ti + (cos t)j + (e t + 3t2 )k .
e
e
e dt
e

Integrating (6.5.6) with respect to t gives


Z
r = v dt = (t2 + d1 )i + (sin t + d2 )j + (e t + t3 + d3 )k ,
e
e
e
e
e

(6.5.6)

(6.5.7)

where d1 , d2 , and d3 are constants.

Substituting t = 0 into (6.5.7) implies that the initial position vector is equal to
r(0) = (02 + d1 )i + (sin 0 + d2 )j + (e 0 + 03 + d3 )k
e
e
e
e
= d1 i + d2 j + (1 + d3 )k .
e
e
e

(6.5.8)

It is given that the initial position vector is equal to

r(0) = 1i + 0j + 3k .
e
e
e
e

(6.5.9)

Hence, equating the respective components in (6.5.8) and (6.5.9) establishes that
d1 = 1,

d2 = 0,

d3 = 2.

Finally, substituting (6.5.10) into (6.5.7) gives


r = (t2 + 1)i + (sin t)j + (e t + t3 + 2)k .
e
e
e
e

(6.5.10)

177

6.5. Velocity and acceleration


Exercises

1. For each case below, the position vector r of a particle is specified for any time t. In
e t = 0 and the velocity and acceleration at
each case, find the position vector at time
time t, and graph the three-dimensional curve the particle travels along.

(a) r = (cos t)i + (sin t)j + tk


e
e
e
e
(b) r = 2(cos t)i + (sin t)j + tk
e
e
e
e
(c) r = t2 i + (cos t)j + (sin t)k
e
e
e
e
(d) r = (cos t)i + (sin t)j + 1k
e
e
e
e
(e) r = ti + (1 + t)j + (2 t)k
e
e
e
e
(f) r = ti + tj + t2 k
e
e e
e
2. The position vector of the centre of gravity (CG) of a person on a roller-coaster ride
is r = (cos t)i + (sin t)j + (sin 4t)k . Find the velocity and acceleration of the CG at
e
e
e
e
time t and graph the three-dimensional
curve traversed by the CG.

3. The CG of a football that has been kicked has position vector


r = 10ti + (25t 4.9t2 )j .
e
e
e

(a) Find the velocity and acceleration of the CG at time t


(b) Find the Cartesian equation of the curve the CG travels along
(c) Taking the x-axis to lie along the football ground, at what time does the football
land?
4. Find the position vector at time t of a particle that has acceleration e t i e 2t j + e t k
e
e
e
at time t, initial velocity 0, and initial position vector 2i + j + k .
e
e e e
5. Find the position vector at time t of a particle that has acceleration (cos t)i (sin t)j
e
e
at time t, initial velocity j + k , and initial position vector 2i.
e
e e
6. An electron of mass m kilograms and charge q coulombs moves under the sole influence
of a magnetic field B = Bk . Its position vector at time t is given by r = (cos wt)i +
e
e
e
e
(sin wt)j + tk .
e
e
(a) Name the three-dimensional curve that the particle travels along.
(b) Find the velocity v and acceleration a of the particle.
e
e
q
(c) Find
(the ratio of charge to mass for the electron) in coulombs given that
m
ma = qv B and that B = 106 weber/m2 and w = 1.7 105 radians/s.
e
e e

178

Module 6. Curves

Answers
1. Graphs
(a) A circular helix (see Figure 6.4.1)
(b) An elliptic helix (see Figure 6.5.2)

Figure 6.5.2
(c) A helix (the lead of the thread increases with x)
(d) A circle, radius 1, centred on the z-axis at z = 1 (see Figure 6.5.3)

Figure 6.5.3

179

6.5. Velocity and acceleration


(e) An infinite straight line shown for 0 t 2 (see Figure 6.5.4)

Figure 6.5.4
(f) A parabola in the plane y = x (see Figure 6.5.5)

Figure 6.5.5
(a) Initial position, velocity, acceleration:
(sin t)i + (cos t)j + k, (cos t)i (sin t)j
e
e
e
e
2i, 2(sin t)i + (cos t)j + k , 2(cos t)i (sin t)j
e
e
e
e e
e
j , 2ti (sin t)j + (cos t)k , 2i (cos t)j (sin t)k
e
e
e
e
e
e
e
i + k , (sin t)i + (cos t)j , (cos t)i (sin t)j
e e
e
e
e
e
j + 2k , i + j k , 0
e
e e e
e
e
0, i + j + 2tk , 2k
e e e
e
e

(i) i,
(ii)
(iii)
(iv)
(v)
(vi)

180

Module 6. Curves

2. (sin t)i + (cos t)j + (4 cos 4t)k ,


e
e
e

(cos t)i (sin t)j (16 sin 4t)k


e
e
e

Figure 6.5.6
3.

(a) 10i + (25 9.8t)j ,


e
e
(b) y = 2.5x 0.49x2
(c) 5.1 s

9.8


t
5
e 2t
+ +
j + (e t + t)k
4. r = (e t + 1)i +
4
2 4 e
e
e
e
t

5. r = (cos t + 1)i + (sin t)j + tk


e
e
e
e
6. (a) helix

(b) v = (w sin wt)i + (w cos wt)j + k


e
e
e e
a = (w2 cos wt)i (w2 sin wt)j
eq
e
e
= 1.7 1011 c/kg
m

6.6

Projectiles

A projectile is an object that is propelled into space by a force. Some examples include
footballs, tennis balls, golf balls, artillery shells and missiles. The simplest model for
describing the motion of projectiles is one that assumes that the only force acting on the
projectile is the force of gravity. More complicated (and more realistic) models take into
account other forces such as air resistance and the effect of wind. In the example given
below it is assumed that gravity is the only force acting, and hence the acceleration is due
only to gravity. Taking the vertical axis to be the y-axis and the x-axis to be horizontal,
the acceleration is given by a = gj , where g is the acceleration due to gravity. At the
e
surface of the earth, g = 9.8 ms2 . e
In the models, the projectile is regarded as a particle
(i.e. a point).

181

6.6. Projectiles
Example

A bullet is fired at ground-level from (0, 0) at time t = 0. Its initial velocity is 700 m/s in
a direction at 25 to the horizontal.
(a) Find its velocity (v ) at any time t seconds.
e
(b) Find its position vector (r) at any time t seconds.
e
(c) Find the equation of its trajectory (path).

(d) When does it hit the ground again?

(e) Find its maximum height and the time it reaches this.

Solution.
(a)
a = gj .
e
e
Integrating (6.6.1) with respect to t implies that
Z
v = a dt = c1 i + (gt + c2 )j ,
e
e
e
e

(6.6.1)

(6.6.2)

where c1 and c2 are constants.

From Figure 6.6.1, it can be seen that at t = 0, v is given by


e

v (0) = 700 cos 25 i + 700 sin 25 j .


e
e
e

700

25
700 cos25

(6.6.3)

700 sin 25

Figure 6.6.1. The components of the velocity when t = 0.


Substituting t = 0 into (6.6.2) gives
v (0) = c1 i + (g 0 + c2 )j = c1 i + c2 j .
e
e
e
e
e

(6.6.4)

Equating the respective components in (6.6.3) and (6.6.4) gives


c1 = 700 cos 25 634.42

so

c2 = 700 sin 75 295.83

v 634.42i + (295.83 9.8t)j .


e
e
e

(b) Integrating (6.6.5) with respect to t results in


Z
r = v dt (634.42t + d1 )i + (295.83t 4.9t2 + d2 )j ,
e
e
e
e

(6.6.5)

(6.6.6)

182

Module 6. Curves
where d1 and d2 are constants. Substituting t = 0 into (6.6.6) tells us the initial
position vector is equal to
r(0) (634.42 0 + d1 )i + (295.83 0 4.9 02 + d2 )j
e
e
e
= (0 + d1 )i + (0 + 0 + d2 )j
e
e
= d1 i + d2 j .
e
e
But it is given that initially the bullet is at the origin. Hence, the initial position
vector is equal to
r(0) = 0i + 0j .
e
e
e
Equating the respective components in (6.6.7) and (6.6.8) then gives
d1 = 0

and d2 = 0

(6.6.7)

Hence, substituting (6.6.7) into (6.6.6) gives

(c) As

r 634.42ti + (295.83t 4.9t2 )j .


e
e
e

(6.6.8)

x 634.42t

(6.6.10)

y 295.83t 4.9t2 .

(6.6.11)

r = xi + yj ,
(6.6.9)
e
e
e
it follows from equating the respective components of (6.6.8) and (6.6.9) that
and

To obtain the equation of the curve (path) that the bullet travels along, i.e. y as a
function of x, first express t in terms of x, using (6.6.10), which gives
t

x
.
634.42

(6.6.12)

Then, substituting (6.6.12) into (6.6.11) gives



y 295.83

x
634.42

x
4.9
634.42

2

which is the equation of a parabola. The graph of this function is shown in Figure 6.6.2.

5000

10000

20000
Figure 6.6.2

30000

40000

183

6.6. Projectiles

(d) The bullet hits the ground again when y = 0. Substituting y = 0 into (6.6.11), we
find that
y 295.83t 4.9t2 = 0
so solve
295.83t 4.9t2 = 0.
Factorising gives
t(295.83 4.9t) = 0
from which
t=0

or

295.83 4.9t 0.

Hence

295.83
60.4 seconds.
4.9
The bullet is fired at ground level when t = 0. It is at ground level again when
t 60.4 s.
t = 0 seconds

or

(e) When the bullet is at its maximum height, the velocity is horizontal, and hence the
j component of the velocity is 0. Hence, as v 634.42i + (295.83 9.8t)j , it follows
e
e
e
e
that
=

295.83 9.8t 0
295.83
t
30.2 seconds.
9.8

(6.6.13)

Substituting (6.6.13) into (6.6.11) shows that the maximum height is given by
y 295.83 30.2 4.9 30.22 4465 metres.
Exercises
1. A bullet is fired with a velocity of 500 m/s in a direction
Given that its acceleration is a = gj , where g = 9.8 m/s2 ,
e
e
find its velocity (v ) at any time t seconds.
e
2. A bullet is fired with a velocity of 400 m/s in a direction
Given that its acceleration is a = gj , where g = 9.8 m/s2 ,
e
e
find its velocity (v ) at any time t seconds.
e

20 above the horizontal.


and it is initially at (0, 0),
30 above the horizontal.
and it is initially at (0, 0),

184

Module 6. Curves

3. A tennis ball is served horizontally from 2.5 m above the ground at 30 m/s. The net
is 12 m away and 0.9 m high.
(a) Find its velocity (v ) at any time t seconds
e
(b) Find its position vector (r) at any time t seconds
e
(c) Will the ball clear the net? If so, by how much?

(d) When will the ball land?

(e) Where will the ball land?

y
x
O
Figure 6.6.3

Answers
1. 469.9i + (9.8t + 171.0)j
e
e
2. 346.4i + (9.8t + 200.0)j
e
e
3. (a) 30i 9.8tj
e
e
(b) 30ti + (2.5 4.9t2 )j
e
e
(c) Yes, 0.82 m

(d) 0.714 s after it is hit


(e) 21.42 m from its starting point

6.7

Curvature (bending)

(Uses include design of railway and road highway curves (see the notes at the end of this
section), mechanics, optics, and beam theory.)
(Reference: Stroud Engineering Mathematics)

6.7.1

Introduction to curvature

Given a curve y = f (x), the curvature K at any point P(x, y) on the curve, is defined as
the rate of change of the direction of the curve with respect to arc length. As a straight
line does not change direction, it has zero curvature.
To illustrate the concept of curvature consider Figure 6.7.1.
Let be the angle (in radians) that the tangent at P makes with the x-axis. Let Q be a
nearby point, a distance s along the curve from P, and let + be the angle that the
tangent at Q makes with the x-axis.

185

6.7. Curvature (bending)


The curvature K at point P is approximately given by

.
s

The precise definition of K is

s0 s
d
=
.
ds

K = lim

Hence, K measures how fast (the direction) changes with distance s along the curve. If K
is positive, then increases with distance and the curve is concave upwards, e.g. the curve
in Figure 6.7.1. If K is negative, then decreases with distance and the curve is concave
downwards.
Let the normals (perpendiculars) at P and Q meet at C. As P and Q are close, CQ CP =
R and approximately s is the arc of a circle of radius R. The angle PCQ = because
if the tangent changes direction by , then the normals, which are perpendicular to the
tangent, also change direction by .
Hence, as the arc PQ is approximately the arc of a circle of radius R, then

s R
s
R .

As 0,

s
ds

= R.

Hence R =

ds
.
d

Therefore R =

1
.
K

C
y = f(x)

R
R

Tangent at P

+
Tangent at Q
Figure 6.7.1

186

Module 6. Curves

The circle of which C is the centre is called the circle of curvature at P, and C is called the
centre of curvature. The larger the circle of curvature, the less bending (curvature) there
is. As a straight line has zero bending (i.e. K = 0), the radius of curvature grows without
bound as a curve becomes flatter, i.e. a straight line can be thought of as a circle with
infinite radius.
Formul for K and R
The curvature K is defined as

d
.
ds
Since, usually, curves are described by their Cartesian equation, it would be useful to have
a formula relating K to the variables x, y and derivatives of y.
K=

Since is the angle the tangent makes with the x-axis, it should be clear that is a function
of the gradient y 0 , = (y 0 ). Clearly also y 0 = y 0 (x), and finally, there is certainly a relation
between the coordinate x and the distance s travelled along the curve, x = x(s).
Hence we can write a chain of composite functions for : = (y 0 (x(s))).
The chain rule then tells us
K=

d dy 0 dx
.
dy 0 dx ds

All three of these derivatives can be rewritten in terms of derivatives of y.


Obviously, the middle one is trivial:

dy 0
= y 00 .
dx

For the first one, we note that the tan of the angle is just the gradient y 0 , y 0 = tan(),
and so = tan1 (y 0 ) This gives
d
1
=
.
dy 0
1 + y 02
Finally, we use the relation between infinitesimals, ds2 = dx2 + dy 2 , divide through by dx2 ,
take square roots both sides then the reciprocal to see that
dx
1
=p
.
ds
1 + y02

187

6.7. Curvature (bending)


Putting all three derivatives together yields a nice formula for K:
K=

y 00
,
(1 + y 0 2 )3/2

R=

(1 + y 0 2 )3/2
.
y 00

with the corresponding result that

Circle of
curvature

Centre of
curvature
C

y = f(x)

R
P
x
Figure 6.7.2

Centre of curvature
To find the position of the the centre of curvature C(h, k) for the point P1 (x1 , y1 ) on the
curve y = f (x), consider Figure 6.7.3.
Point A is the foot of the perpendicular from C to the x-axis and L is the foot of the
perpendicular from P1 to CA.
It can be seen that
h = x1 LP1 = x1 R sin

(6.7.1)

k = y1 + LC = y1 + R cos .

(6.7.2)

and

Example
Find the curvature K, radius of curvature R, and the centre of curvature, for the point
x2
(1, 0.5) on the curve y =
.
2
Solution.

x2
.
2

(6.7.3)

y 0 = x.

(6.7.4)

y=
Differentiating (6.7.3) with respect to x gives

188

Module 6. Curves

At (1,0.5),
y 0 = 1.

(6.7.5)

Differentiating (6.7.4) with respect to x, we obtain


y 00 = 1.

(6.7.6)

Circle of
curvature

Centre of
curvature
C(h,k)

y = f(x)

R
L
O

P1(x1,y1)
x

A
Figure 6.7.3

As
K=

y 00
,
(1 + (y 0 )2 )3/2

substituting (6.7.5) and (6.7.6) into (6.7.7) gives


K=
and
R=

1
1
=
3/2
2
(1 + 1 )
2 2

1
1
= 2 2.
=
K
1/(2 2)

By (6.7.1)
h = x1 R sin

= 1 2 2 sin ,
and by (6.7.2)
k = y1 + R cos

= 0.5 + 2 2 cos .
Now tan equals y 0 at P. Hence, using (6.7.5), tan = 1. Hence,
= tan1 1 =
Hence,
and

= 45 .
4

h = 1 2 2 sin 45 = 1

k = 0.5 + 2 2 cos 45 = 2.5.

(6.7.7)

189

6.7. Curvature (bending)

6.7.2

Engineering application of curvature: transition curves

(References: Surveying by Bannister and Raymond and The Geometric Design of Roads
by Underwood)

6.7.2.1

Introduction to transition curves

Most railway lines and road centrelines are either straight lines or arcs of circular curves.
However, with both types of lines a transition (or easement) curve is introduced between a
straight and a circular curve or between two circular curves of different curvature.
The function of a transition curve in railway lines is twofold:
(i) It eliminates the sudden change in curvature in passing from a straight to a curve or
from one arc to another of different curvature. The centripetal force (the force causing
the train to travel along a curved line) acting on a vehicle of mass m travelling at speed
mv 2
v along a curve of radius of curvature R is
. As the radius of the straight is infinite,
R
mv 2
the centripetal force would increase instantaneously from 0 to
when changing to
r
a circular curve of radius r if no transition curve were inserted. Passengers in the
train would experience a sideways shock and there would be increased wear of the
outer rail. A curve of variable radius of curvature is inserted between the straight and
circular curves so that the centripetal force can build up in a gradual manner.
(ii) It provides for the gradual introduction of the superelevation (banking) of the outer
rail. The superelevation (see Figure 6.7.4) is used to equalise the wear of the two rails
and to reduce the possibility of the train lifting due to the moment of the centripetal
force.

To centre of curve

Outer rail line


Superelevation

Inner rail line


Figure 6.7.4
Similar considerations apply to the design of transition curves on roads. Usually road
curves designed for a maximum speed of 60 km/h or more include transition curves.

6.7.2.2

Derivation of the Euler spiral transition curve (TC) equation

Let
r = the radius of the circular curve;
R = the radius of curvature of the transition curve at any point P,
s = distance of P along the transition curve from the starting point O (which is the
origin);
c = the cant (superelevation) at P;

190

Module 6. Curves
= the angle between the straight (which lies along the x-axis) and the tangent to
the transition curve at P;
L = the total length of the transition curve; and
S = the point where the transition curve and the circle meet.

Also note that in the figure below


The solid line OS is the transition curve, emerging from O with zero gradient and
merging smoothly into the final circular path at S.
There are two dotted circular curves. These are parts of the circles of curvature at P
and S with radii R and r respectively.
The straight tangent at P is also shown as a dotted line.
As one traverses the transition curve from O via P to S, the centre of curvature moves
in from infinitely far along the y axis until, corresponding to point P on the curve,
this centre is a distance R from P. It then follows the dotted path shown between the
centres of curvature marked until it is a distance r from S.

y
Centres of
curvature

Circle

Straight line

O
Figure 6.7.5

As the cant is designed to increase at a constant rate along the transition curve,
c
= k,
s
d
where k is a constant. From mechanics, it can be shown that c = , where d is a constant.
R
d
Hence
= k. Hence
Rs
d
Rs = = e,
(6.7.8)
k
where e is a constant. At S, R = r and s = L. Hence, by (6.7.8)
rL = e.

(6.7.9)

191

6.7. Curvature (bending)


Hence, from (6.7.8) and (6.7.9)

=
As

Rs = rL
1
s
=
.
R
rL

1
d
=
, it follows that
R
ds

d
s
=
.
ds
rL

(6.7.10)

Integrating (6.7.10) with respect to s implies that


=

s2
+ f,
2rL

(6.7.11)

where f is a constant.
As = 0 for s = 0, substituting these values into (6.7.11) gives
02
+f
2rL
f = 0.

0=
=
Hence,

s2
.
(6.7.12)
2rL
This is the equation of what is called the ideal transition curve (or Euler spiral, or clothoid).
=

One way of writing the Euler spiral equation in a form that it useful for setting it out, is
in parametric form.
To do this, we use

dy
= sin ,
ds
and also the Maclaurin series for sin (see Maths 1 notes), i.e.
sin =

3
+ .
3!

Hence,

dy
3
=
+ .
ds
3!
Substituting (6.7.12) into (6.7.13) gives
dy
s2
(s2 /2rL)3
=

+
ds
2rL
3!
s2
s6
=

+ .
2rL 48(rL)3
Integrating (6.7.14) with respect to s gives
y=

s3
s7

+ + constant.
6rL 336(rL)3

(6.7.13)

(6.7.14)

192

Module 6. Curves

As y = 0 at s = 0, the constant is equal to 0, and hence


y=

s3
s7

+ .
6rL 336(rL)3

Now

(6.7.15)

dx
= cos
ds

and the Maclaurin series for cos is


cos = 1

2
+ .
2!

Hence

dx
2
=1
+ .
ds
2!
Substituting (6.7.12) into (6.7.16) gives
dx
(s2 /2rL)2
=1
+
ds
2!
s4
+ .
=1
8(rL)2

(6.7.16)

(6.7.17)

Integrating (6.7.17) with respect to s gives


x=s

s5
+ + constant.
40(rL)2

As x = 0 at s = 0, the constant is equal to 0, and hence


x=s

s5
+ .
40(rL)2

(6.7.18)

As only the first two terms are significant in (6.7.15) and (6.7.18), x and y are obtained
using
s5
xs
(6.7.19)
40(rL)2
and
s3
s7
y

.
(6.7.20)
6rL 336(rL)3
These are the parametric equations for the Euler spiral. The spiral can be set out by
plotting points using (6.7.19) and (6.7.20) at regular intervals of s, e.g. for s = 1 m, 2 m,
3 m, etc., and then joining these points by smooth curves.
Example
A 100-m-long Euler spiral transition curve connects a straight motor road to a circular
curve of radius 500 m. Assuming that the origin is where the straight and the transition
curve meet, and the straight lies along the negative x-axis,
(a) find the x and y coordinates (correct to 2 decimal places) of S, the point where the
spiral meets the circular curve;
(b) graph the Euler spiral (e.g. with a graphing calculator); and
(c) find the x and y coordinates (correct to 2 decimal places) of the centre of the circular
curve.

6.7. Curvature (bending)

193

Solution.
(a) At S, s = L = 100. Substituting s = L = 100 and r = 500 into (6.7.19) and (6.7.20)
gives x 99.90 m and y 3.33 m.

194

Module 6. Curves

(b) Figure 6.7.6 shows the graph given by (6.7.19) and (6.7.20) for 0 s 100. Notice
that curvature cannot be clearly visualised on graphs where the scales on the axes are
different. This is illustrated by the circle in Figure 6.7.6.

3
Circle, radius 1

2
1
O

10

20

30

40

60

50

70

80

90

100

Figure 6.7.6
(c) When P = S, (x1 , y1 ) (99.90, 3.33) (see Figures (6.7.3) and (6.7.5)). Substituting
s = L = 100 and r = 500 into (6.7.12) gives
=
In degrees, this angle is

1002
1
= .
2(500)(100)
10

180
1

10

= 5 430 4600 .

The coordinates (h, k) of the centre of the circle are (see (6.7.1) and (6.7.2))
h = x1 R sin

k = y1 + R cos .
Hence
h 99.90 500 sin 5 430 4600 49.98 m
and
k 3.33 + 500 cos 5 430 4600 500.83 m.
6.7.2.3

Transition curves other than the Euler spiral: the cubic parabola

The cubic parabola is sometimes used as an approximation to the Euler spiral. It has the
x3
equation y =
(see problem 3, curvature exercises). This equation is obtained by using
6rL
only the first term in each of (6.7.19) and (6.7.20) to give
x=s
and
y=

s3
.
6rL

(6.7.21)

(6.7.22)

195

6.7. Curvature (bending)


Substituting (6.7.21) into (6.7.22) gives
y=

x3
.
6rL

Example
A railway line runs along the negative x-axis to the origin O, then it follows the cubic
x3
parabola transition curve y =
up to the point S, where x = 170 m, and then,
500 000
without a change in direction, starts to follow a circular curve.
Given that the radius of curvature of the cubic parabola at S equals that of the circular
arc, find
(a) the coordinates of S (correct to 5 decimal places),
(b) R, the radius of the circular arc (correct to 5 decimal places),
(c) , the angle that the tangent to the transition curve at S makes with the x-axis (in
degrees, minutes and seconds), and
(d) (h, k), the x- and y-coordinates (correct to 5 decimal places) of the centre of the
circular curve.
Solution.
(a)
x3
.
500 000
Substituting x1 170 into (6.7.23) gives y1 9.82600 m.
y=

(6.7.23)

(b) Differentiating (6.7.23) with respect to x gives

3x2
.
500 000

(6.7.24)

y10 0.17340.

(6.7.25)

y0
Substituting x1 = 170 into (6.7.24) gives

Similarly, differentiating (6.7.24) with respect to x gives


3x
.
250 000

(6.7.26)

y100 0.00204.

(6.7.27)

y 00
Substituting x1 = 170 into (6.7.26) gives

At S
R

(1 + (y10 )2 )3/2
.
y100

Substituting (6.7.25) and (6.7.27) into (6.7.28) gives R 512.46994 m.

(6.7.28)

196

Module 6. Curves

(c) At S,
tan = y10 .

(6.7.29)

Substituting (6.7.25) into (6.7.29) gives

tan 0.1734

= 9 500 1400 .

(d)
h = x1 R sin

k = y1 + R cos .

(6.7.30)
(6.7.31)

Substituting x1 = 170 and y1 = 9.82600 into (6.7.30) and (6.7.31) gives h 82.44470 m
and k 514.76115 m.

6.7.3

Transition curves other than the Euler spiral: the lemniscate

Sometimes another curve, the lemniscate (see Exercise 2(c), Section 6.1), is used as a
transition curve.
The lemniscate closely approximates the Euler spiral. It has the polar
equation r = sin 2, where C is a function of the length of the transition curve and the
radius of the circular curve,

6.7.4

Further information on transition curves

Further information on transition curves can be found at http://en.wikipedia.org/


wiki/Track transition curve and http://en.wikipedia.org/wiki/Euler spiral.

6.7.5

Curvature in three dimensions

For any curve on a plane or in space which is parametrised by time t, the position of a
particle on the curve at time t, is given by the vector function r = x(t)i + y(t)j + z(t)k .
e
e
e
The curve can also be parametrised by the arc length s measured from some arbitrary fixed
point on the curve.
As the velocity vector v = r0 (t) and v is tangential to the curve, a unit tangent vector to a
e t, is Te(t) = r0 (t)/|r0 (t)|.
curve at a point given eby time
e
e
e
The curvature, K, at the point P(t) can be shown to be given by

Example

K = |r0 (t) r00 (t)|/|r0 (t)|3 = |v (t) a(t)|/|v (t)|3 .


e
e
e
e
e
e

Find the unit tangent vector T (t), and the curvature, K, of the twisted cubic curve, which
has equation r(t) = ti + t2 j +et3 k .
e
e
e
e

197

6.7. Curvature (bending)

Solution. Differentiating with respect to t gives r0 (t) = i + 2tj + 3t2 k and r00 (t) = 2j + 6tk .
e
e
e
e
e
e
e
Then
p
|r0 (t)| = 1 + 4t2 + 9t4 ,
e
1
(i + 2tj + 3t2 k ),
T =
1 + 4t2 + 9t4 e
e
e
e
and


i j
k

e e e2
r0 (t) r00 (t) = 1 2t
3t = 6t2 i 6tj + 2k .
e
e
e
e
0 2 6t
e

Hence,

|r0 (t) r00 (t)| =


e
e

Thus,

p
p
4 + 36t2 + 36t4 = 2 1 + 9t2 + 9t4 .

2 1 + 9t2 + 9t4
K=
.
( 1 + 4t2 + 9t4 )3

If x and y are expressed in parametric form, then the curvature formula in terms of the
parameter t becomes
x
y x
y
K= 2
.
2
(x + y )3/2
It is left as an exercise to prove this result starting with the curvature formula written
in terms of y 0 and y 00 (see (6.7.7)) and substituting for y 0 and y 00 using their expressions
derived from parametric differentiation:
y0 =

y 00 x
y x
y
y =
.
3
x
x

(6.7.32)

Exercises
1. Find the curvature, radius of curvature, and centre of curvature
(a) at (1, 1) on the curve y = x2
(b) at (2, 4) on the curve y 2 = 2x3


1
,
on the curve y = sin x
(c) at
6 2
2. A simply supported beam of length 4 m has a uniform load of 8 k N/m (see Figure 6.7.7).

y
A

8 kN/m

C
x

16 kN

B
4m
Figure 6.7.7

16 kN

198

Module 6. Curves
The equation of the curve (ABC) formed by the beam is
 3

8x
x4 64x
1
.

y=
14.55 103
3
3
3
Find

(a) R (the radius of curvature) at the midpoint B (where x = 2)


14.55 106
(b) M (the bending moment) at B, given that M =
Newton metres
R
3. A railway runs along the negative x-axis up to the origin O, then it follows the cubic
x3
parabola transition curve y =
up to the point S, where x = 100 m and
300 000
then,without any change in direction, it follows a circular curve.
Given that the radius of curvature of the cubic parabola at S equals that of the circular
arc, find (correct to 2 decimal places) the radius of the circular arc and the coordinates
of the centre of the arc.
The cant or superelevation c is the amount by which the outer rail is raised above the
inner rail to counter the effects of the centripetal force. At S, c is given by
c=

Gv 2
metres,
gR

where G is the gauge of the railway in metres, v is the maximum velocity of a train, R
is the radius of curvature of the railway line, and g is the acceleration due to gravity.
Find c given that G = 2 m, v = 60 km/h, and g = 9.81 m/s2 .
4. A 55-m-long Euler spiral transition curve connects a straight motor road to a circular
curve of radius 450 m. Assume that the origin is where the straight and the transition
curve meet, and the straight lies along the negative x-axis.
(a) Find the x and y coordinates (correct to 2 decimal places) of S, the point on the
spiral where the spiral meets the circular curve.
(b) Graph the Euler spiral (e.g. with a graphing calculator).
(c) Find the x and y coordinates (correct to 2 decimal places) of the centre of the
circular curve.
5. A curve has vector equation r = (cos t)i + (sin t)j + tk .
e
e
e
e
Find

(a) its unit tangent vector T


e
(b) its curvature, K .
e
6. A curve has vector equation r = (3t t3 )i + 3t2 j + (3t + t3 )k .
e
e
e
e
Find
(a) its unit tangent vector T
e
(b) its curvature, K.

7. A particle moves with position vector r = (t + cos t)i + (t cos t)j + ( 2 sin t)k .
e
e
e
e
Find its velocity v , acceleration a, and curvature K.

e
e
8. A curve has vector equation r = 54 cos t i + (1 sin t)j 35 cos t)k .
e
e
e
e
Find its curvature, K.

199
Answers
1.

(a)
(b)
(c)

2.

(a)

5 5
2 5
,
, (4, 3.5)
25
2

3
40 10
,
,
38, 17 13
3
40 10



7 7
4
7 3
,
,
+
, 3
4
6
4
7 7
909 m

(b) 16 000 Nm
3. 507.52 m,
4.
5.

6.

7.
8.

(49.50, 508.33),

11.16 cm

(a) (54.98, 1.12)


(c) (27.50, 450.28)
1
(a) T = ((sin t)i + (cos t)j + k )
2
e
e
e e
(b) K = 12
1
((1 t2 )i + 2tj + (1 + t2 )k )
(a) T =
2(t2 + 1)
e
e
e
e
1
(b) K =
3(1 + t2 )2

(1 sin t)i + (1 + sin t)j + 2(cos t)k , (cos t)i + (cos t)j 2(sin t)k ,
e
e
e
e
e
e
1

2
4

200

Appendix 1: Formul

Stationary points on a surface


If a surface z = f (x, y) has
stationary point, and

z
z
= 0 and
= 0 at the point P(a, b, f (a, b)), then P is a
x
y

(a) the surface has a local maximum at P if


2z
<0
x2
and

2z 2z

x2 y 2

2z
xy

2

> 0;

(b) the surface has a local minimum at P if


2z
>0
x2
and

2z 2z

x2 y 2

2z
xy

2

> 0;

2z
xy

2

< 0.

(c) the surface has a saddle point at P if


2z 2z

x2 y 2

201

Appendix 1: Formul

Various versions of the chain rule


(a) If z = f (x, y), x = x(t), and y = y(t), then
dz
z dx z dy
=
+
.
dt
x dt
y dt
(b) If z = f (x, t) and x = x(t), then
dz
z dx z
=
+
.
dt
x dt
t
(c) If z = f (x, y) and y = y(x), then
z
z dy
dz
=
+
.
dx
x y dx
(d) If z = f (x, y), x = x(u, v), and y = y(u, v), then
z
z x z y
=
+
u
x u y u
and

z
z x z y
=
+
.
v
x v
y v

Complex impedance in RLC circuits


= 2f
V = V0 sin(t + )
I = I0 sin(t)


1
Z = R + j L
C
Z = |Z| cis
I0 =

V0
|Z|

Linear homogeneous second-order differential equations


with constant coefficients
a

d2 y
dy
+b
+ cy = 0.
dx2
dx

Roots of the characteristic (auxiliary)


equation am2 + bm + c = 0

Solution of (7.1)

Two real and different roots m1 and m2

y = Ae m1 x + B e m2 x

Two real and equal roots (i.e. m = m1 = m2 )


(also called a double root)

y = e m1 x (A + Bx)

Two complex conjugate roots m1 and m2 ,where


m1 = + j and m2 = j (where j = 1)

y = e x (A cos x + B sin x)

(7.1)

202

Appendix 1: Formul

Linear nonhomogeneous second-order differential equations


with constant coefficients
a

dy
d2 y
+b
+ cy = f (x),
2
dx
dx

(7.2)

where f (x) 6= 0.
The solution of (7.2) is y = yh + yp , where yh ( yc ) (i.e. the complementary function or
CF) is the general solution (i.e. it contains two arbitrary constants) of the corresponding
homogeneous equation,
d2 yh
dyh
a 2 +b
+ cyh = 0
dx
dx
and yp , the particular integral, is shown in the table below.
If f (x) has a term a
constant multiple of
e px

sin qx or cos qx
a0 + a1 x + . . . an xn

and if

then yp is

p NRAE (i.e. p is not a root


of the auxiliary equation)

C e px

p SRAE (i.e. p is a single root


of the auxiliary equation)

Cxe px

p DRAE (i.e. p is a double root


of the auxiliary equation)

jq NRAE (where j = 1)

x(C cos qx + D sin qx)

0 NRAE

b0 + b1 x + + bn xn

0 DRAE
Note. The constants in yp can always be found.

Function

Derivative

sin1 x

1 x2
1

1 x2
1
1 + x2
1

1 + x2
1

2
x 1
1
1 x2

cos1 x
tan1 x
sinh1 x
cosh1 x
tanh1 x

C cos qx + D sin qx

jq SRAE
0 SRAE

Derivatives

Cx2 e px

x(b0 + b1 x + + bn xn )

x2 (b0 + b1 x + + bn xn )

Appendix 1: Formul
Integrals
Function

Integral

1
x2
1
2
x + a2

sin1

a2

sinh kx
cosh kx
sech2 kx
1
x2 + a2
1

2
x a2
1
2
a x2
1
2
x a2

e x sin x
e x cos x

x
+c
a
1
x
tan1 + c
a
a
cosh kx
+c
k
sinh kx
+c
k
tanh kx
+c
k
p
x
sinh1 + c or ln(x + x2 + a2 ) + c
a
p
x
cosh1 + c or ln(x + x2 a2 ) + c
a
1
x
1
a+x
tanh1 + c or
ln
+ c if x2 < a2
a
a
2a a x
1
x
1
xa
coth1 + c or
ln
+ c if x2 > a2
a
a
2a x + a
e x
( sin x cos x) + c
2 + 2
e x
( cos x + sin x) + c
2 + 2

Integration by parts
Z
Z
dv
du
u
dx = uv v
dx
dx
dx
Substitution rule
Z
Z
Z
Z
du
dx
f (u)
dx = f (u) du or f (x) dx = f (x)
d
dx
d
Radius of curvature
R=

(1 + (y 0 )2 )3/2
y 00

Curvature
|v a|
= e 3e
|v |
e

Coordinates of centre of curvature, (h, k)


h = x1 R sin
k = y1 + R cos

203

204

Appendix 1: Formul

Euler spiral transition curve


=

s2
( is in radians)
2rL

x=s
y=

s5
40(rL)2

s7
s3

6rL 336(rL)3

Planes
For a plane ax + by + cz = d the perpendicular distance from the origin to the plane is

|d|
a2 + b2 + c2

The distance between parallel planes ax + by + cz = d1 and ax + by + cz = d2 is

|d1 d2 |
a2 + b2 + c2

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