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Contents

1. Assumed background knowledge and skills for ENG1005

2. Integration

15

15

2.1.2 Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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18

Clayton Campus

Malaysia Campus

Semester 1, 2016

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25

27

monash.edu/science

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29

29

32

34

36

5.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

37

5.1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

37

38

38

39

39

40

40

41

41

42

42

6. Taylor series

22

Lecture notes

21

4. Improper integrals

Engineering Mathematics

14

3. Hyperbolic functions

ENG1005

43

Monash University

44

45

6.3 Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

45

46

47

48

50

52

53

54

54

56

57

8. Vectors in 3-dimensions

59

59

61

63

64

65

74

75

76

79

80

81

82

12.1 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

83

86

87

93

93

93

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49

94

95

95

95

95

96

97

65

67

67

67

69

70

72

72

73

15. Matrices

104

15.1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106

71

100

68

15.1.3 Some special matrices . . . . . . . . . . . . . . . . . . . . . . . . . 107

15.1.4 Properties of matrices . . . . . . . . . . . . . . . . . . . . . . . . . 107

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16. Inverses of Square Matrices.

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109

149

16.4 Vector cross products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113

17. Eigenvalues and eigenvectors.

153

24.2 Newtons law of cooling . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154

114

17.2 Eigenvalues

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

18. Introduction to ODEs

159

125

18.4 General and particular solutions . . . . . . . . . . . . . . . . . . . . . . . 129

19. Separable first order ODEs.

164

26.2 Laplace transforms of powers . . . . . . . . . . . . . . . . . . . . . . . . . 166

130

20. The integrating factor.

169

170

136

21.1 Eulers method

139

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140

144

174

28.3 Second-order initial-value problems for linear ODEs . . . . . . . . . . . . 176

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213

180

29.2 The unit step function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182

218

29.4 An application of t-shifting . . . . . . . . . . . . . . . . . . . . . . . . . 184

30. Impulses and Delta functions

187

30.2 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189

30.3 A table of additional Laplace transforms . . . . . . . . . . . . . . . . . . 191

31. Table of Laplace Transforms

192

194

32.2 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195

32.3 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195

33. Partial derivatives

197

33.2 Higher derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199

33.3 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200

33.4 Exceptions: when derivatives do not exist . . . . . . . . . . . . . . . . . . 201

34. Gradient vectors and directional derivatives

204

34.2 The gradient vector in cylindrical and spherical coordinates . . . . . . . . 207

34.2.1 Gradient vector in cylindrical coordinates . . . . . . . . . . . . . . 207

34.2.2 Gradient vector in spherical coordinates . . . . . . . . . . . . . . . 208

35. Tangent planes and linear approximations

209

35.2 Linear approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211

ENG1005

Engineering Mathematics

Monash University

To undertake ENG1005 you will need to have some basic mathematics knowledge,

including some simple calculus, and be competent at key algebraic skills and graphical

techniques. In some cases that material will be revised briefly before it is used in

ENG1005 but more generally it is advisable to spend time in the first week reviewing all

of the material listed below, most of which has been covered in or before the prerequisite

VCE Mathematical Specialist Units or its equivalents.

Note that this is fundamental material that you are expected to know and understand

this material prior to undertaking ENG1005 and without the assistance of electronic

calculators or other aids. If it is some time since you completed your year-12 studies,

or you are uncertain of any of the listed material for other reasons, it is strongly

recommended that you revise these concepts immediately - for example, using a suitable

VCE textbook or any introductory book on mathematics or calculus in the library.

Numbers, arithmetic, algebra and logic

1.

ENG1005

I The concepts of natural numbers (N), integers (Z), rational numbers (Q), irrational numbers, real numbers (R) and complex numbers (C).

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

real and complex numbers.

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

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

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

interval notation.

I The manipulation of algebraic expressions, including correct use of brackets, expansion of products, simplification of expressions involving fractions and simple

factorisations.

X

I Use of the sigma ( ) notation for summations (series), and the meaning of the

factorial function f (n) = n! for n N {0}.

I An appreciation of basic logic, including correct use of the logical relations and,

or and not, and the meaning and correct usage of the implication symbol (=).

Geometry, trigonometry and vectors

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

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and key related results, including the sine and cosine laws, the angle sum theorem

and the Pythagorean identity.

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I The basic properties (or laws) of exponential and logarithmic functions, including a0 , a1 , ax+y , axy and their equivalents in terms of logarithms.

I How to solve and interpret the solution of up to three simultaneous linear equations in terms of up to three unknowns, including when there is no solution or

more than one solution.

I Understanding of the concept of a vector in two- and three-dimensional space and

how to scale, add and subtract them geometrically,

Calculus

I Understanding of vector algebra, how to find the length of a vector, and how to

find the angle between two vectors using the dot product.

I An appreciation of the concept of a limit of a function, and how it may differ from

the value of that function at the corresponding point (where that exists). The

determination of limits of simple functions, including polynomials and rational

functions.

I An appreciation of the concept of a function, what is meant by its domain

and range, and how to identify or determine those. The meaning of the terms

independent and dependent variables.

I The meaning of, and formal definition of, the derivative of a function at a point,

both geometrically and algebraically. An understanding of what is meant by the

derivative function, and some common notations for that. An understanding that

dy

is not a fraction and therefore cannot be split into

the derivative notation

dx

bits dy and dx.

n

I The ability to sketch graphs of each of the

following elementary functions: x for

any n Z, sin(x), cos(x) and tan(x), n x for small integers, ax , loge (x) (ln(x))

and log10 (x), the absolute value function |x|. Also simple polynomials including

linear, quadratic and cubic functions.

loge (x) (ln(x)) and log10 (x), and where they do or do not exist.

I The ability to transform the graphs of the functions above with simple horizontal

and vertical scalings and translations, for example, Af (kx + b) + B for simple

functions f and constant values of A, k, b, B.

I The difference between a variable and a constant, including where the constant

is not specified as a particular numerical value (also known as a parameter).

I The basic properties of the derivative function, including how to calculate the

derivatives of additions, multiples, quotients and compositions of elementary functions.

how those operations affect the domain of the resulting function. Recognition of

a rational function, and when it exists.

dy

find the derivative

.

dx

I The meaning of composition of functions, and how to both write and evaluate

them.

I The concept of a definite integral of a function over a given finite interval, including its properties and its relationship to areas of some simple two-dimensional

shapes.

and what is meant by an increasing and decreasing function.

I Understanding of the indefinite integral and how it differs from the concept of

an anti-derivative function. Anti-derivative functions of: xn , sin(x), cos(x), ax .

function, including cases where no real-value solution exists.

I The basic properties of sin(x), cos(x) and tan(x), including their definition, their

symmetry properties, the relationship between them, and their exact values when

x is an integer multiple of or .

6

4

Complex numbers

I The concepts of complex numbers.

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

11

12

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multiplication and using the conjugate.

I The concepts of representing complex numbers in polar form; modulus and argument, multiplication and division in polar form.

ENG1005

and division in exponential form, and the Euler formula.

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

the roots and powers of complex numbers.

Engineering Mathematics

2.

13

Integration

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Monash University

2.1.2

2.1

2.1.1

Substitution

Z

f (x) dx looks nasty, try changing the variable of integration. That is put

If I =

Integration: Revision

Some basic integrals

Computing I =

Z

u = u(x) for some chosen function u(x), usually inspired by some part of f (x), such

du

that f (x) = g(u(x)) . Then we have

dx

Z

Z

du

g(u(x))

f (x) dx =

I=

dx.

dx

dF

= f (x).

dx

The function F (x) is called the anti-derivative of f (x). Finding F (x) can be very

tricky.

Z

f (x) dx =

Let us pause for a moment; you may have previously seen the direct jump

Z

g(u) du where g(u) is the new function we are integrating. However, at this point

du

we need to emphasise: The derivative is not a fraction, when we write

dx we

dx

do not cancel out dx to give du. Instead there is a subtle mathematical step that will

become more obvious when you do vector calculus in ENG2005/ENG2006 which gives

us the intermediate equality

Z

Z

du

dx =

g(u) du

f (u(x))

dx

Z

exp(x) dx = exp(x) + C

Z

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

Z

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

Z

1

xn dx =

xn+1 , for n 6= 1

n+1

Z

1

dx = loge (|x|) + C

x

du

and therefore we cannot simply break up

into bits du and dx. This is clear if you

dx

d

write the derivative as

u(x) or u0 (x).

dx

So, the idea behind integration by substitution is; if we have chosen well, then this

second integral will be easier to do.

Example 2.1

I=

Z

sin(x) dx

d

F (x) = sin(x)

dx

15

16

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2.2

Example 2.2

I=

Z

sin(3x) dx

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Integration by parts

This is a very powerful technique based upon the product rule for derivatives.

Recall that

d

d

d

f (x) g(x) = g(x)

f (x) + f (x)

g(x) .

dx

dx

dx

Now integrating both sides with respect to x gives

Z

Z

d

d

d

g(x)

f (x) g(x)

dx =

f (x) + f (x)

g(x)

dx,

dx

dx

dx

1 d

d

u(x) = 3, that is 1 =

u(x) .

For this we use a substitution; let u = 3x then

dx

3 dx

Thus we have

Z

sin(3x) dx

I=

Z

(sin(3x)) (1) dx

=

Z

1 d

(sin(u))

=

u(x)

dx

3 dx

Z

1

=

sin(u) du

3

1

= ( cos(u)) + C

3

then we have

f (x) g(x) =

Z

Z

d

d

g(x)

f (x)

f (x)

dx +

g(x)

dx,

dx

dx

Z

Z

d

d

f (x)

g(x)

dx = f (x) g(x)

g(x)

f (x)

dx.

dx

dx

Thus we have converted one integral into another. The hope is that the second integral

dg

is easier than the first. This will depend on the choices we make for f (x) and

.

dx

Z

1

I=

sin(3x) dx = cos(3x) + C

3

Example 2.4

Consider the integral

Example 2.3

I=

I=

Z

x exp x2

Z

x exp(x) dx

We have to split the integrand x exp(x) into two pieces, f (x) and

dx

Choose

Choose a substitution that targets the ugly bit in the integral. Let u(x) = x2 then

du

1 du

= 2x, that is, and x =

. This gives us

dx

2 dx

Z

I=

x exp x2 dx

Z

1 d

=

u(x)

exp(u) dx

2 dx

Z

1

exp(u) du

=

2

1

= exp(u) + C

2

1

= exp(x2 ) + C

2

f (x) = x and

dg

.

dx

dg

= exp(x)

dx

then

df

= 1 and g(x) = exp(x)

dx

Z

Z

df

dg

Therefore, using by-parts integration

f (x)

dx = f (x) g(x)

g(x)

dx

dx

dx

gives us

Z

I=

x exp(x) dx

Z

= (x) (exp(x))

(1) (exp(x)) dx

Z

= x exp(x)

exp(x) dx

= x exp(x) exp(x) + C

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18

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Example 2.5

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Example 2.7

I=

Choose

Z

Z

loge (x)

I=

dx.

x

x cos(x) dx

f (x) = x and

dg

= cos(x)

dx

then

df

= 1 and g(x) = sin(x) .

dx

Therefore, using by-parts integration gives us

Z

x cos(x) dx

I=

Z

sin(x) dx

= x sin(x)

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

Example 2.6

Consider the integral

I=

Choose

Z

x loge (x) dx

dg

= loge (x)

dx

We dont know immediately the anti-derivative for loge (x), so we try another split. This

time we choose

dg

=x

f (x) = loge (x) and

dx

then

df

1

1

= and g(x) = x2 .

dx

x

2

Therefore, using by-parts integration gives us

Z

I=

x loge (x) dx

Z

1 2

1

1

x

dx

= x2 loge (x)

2

2

x

Z

1

1

= x2 loge (x)

x dx

2

2

1

1

= x2 loge (x) x2 + C

2

4

f (x) = x and

19

20

3.1

ENG1005

Engineering Mathematics

3.

Hyperbolic functions

Monash University

Hyperbolic functions

Do you remember the time when you first encountered the sine and cosine functions?

That would have been in early secondary school when you were studying trigonometry.

These functions proved very useful when faced with problems to do with triangles. You

may have been surprised when (many years later) you found that those same functions

also proved useful when solving some integration problems. Here is a classic example.

Evaluate the following anti-derivative

Z

1

dx

I=

1 x2

We will use a substitution, x(u) = sin(u) then

1

dx

1 x2

Z

1

dx

du

= q

du

1 (x(u))2

Z

1

=

(cos(u)) du

cos(u)

Z

=

1 du

I=

Z

dx

= cos(u) and then it follows

du

=u+C

for arbitrary constant. Since x(u) = sin(u) then u(x) = sin 1(x). Therefore and thus

Z

1

dx = sin1 (x) + C

I=

1 x2

for arbitrary integration constant C.

This example was very simple and contained nothing new. But if we had been given the

following integral

Z

1

I=

dx

1 + x2

and continued to use a substitution based on simple sine and cosine functions then

we would find the game to be rather drawn out. As you can easily verify, the correct

substitution is x(u) = tan(u) and the integration leads to

Z

dx = loge x + 1 + x2 + C

1 + x2

for arbitrary integration constant C.

22

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Example 3.2

cosh(u + v) = cosh(u) cosh(v) + sinh(u) sinh(v)

sinh(u v) = sinh(u) cosh(v) sinh(v) cosh(u)

This situation is not all that satisfactory as it involve a series of tedious substitutions

and takes far more work than the first example. Can we do a better job? Yes, but it

involves a trick where we define new functions, known as hyperbolic functions, to do

exactly that job.

d

cosh(u) = sinh(u)

du

d

sinh(u) = cosh(u)

du

For the moment we will leave behind the issue of integration and focus on this new class

of functions. Later we will return to our integrals to show how easy the job can be.

Hyperbolic functions

cosh(x)

1 u

1 u

e eu and cosh(u) =

e + eu for |u| <

2

2

cosh, sinh

sinh(u) =

10

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

sinh(u), known as hyperbolic sine and pronounced either as shine and (u), known

as hyperbolic cosine and pronounced as cosh. They are defined by

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

that they share properties similar to those of sin() and cos() (as we will soon see).

The above definitions for sinh(u) and cosh(u) are really all you need to know everything

else about hyperbolic functions follows from these two definitions. Of course, it does not

hurt to commit to memory some of the equations we are about to present.

3.1.1

Monash University

10

Here are a few elementary properties of sinh(u) and cosh(u) You can easily verify that

and that the derivatives are

sinh(x)

This looks very pretty and reminds us (well it should remind us) of remarkably similar

properties for the sine and cosine functions. Now recall the promise we gave earlier, that

these hyperbolic functions would make our life with certain integrals much easier. So let

us return to the integral from earlier in this chapter. Using the same layout and similar

sentences here is how we would complete the integral using our new found friends.

d

cosh(u) = sinh(u)

du

d

sinh(u) = cosh(u) .

du

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

above definitions).

23

24

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Z

1

I=

dx

1 + x2

We will use a substitution, x(u) = sinh(u) then

sinh(u)

cosh(u)

cosh(u)

cotanh(u) =

sinh(u)

1

sech(u) =

cosh(u)

1

cosech(u) =

sinh(u)

sech2 (u) + tanh2 (u) = 1

d

tanh(u) = sech2 (u)

dx

d

cotanh(u) = cosech2 (u)

dx

tanh(u) =

dx

= cosh(u) and then it follows

du

Z

1

dx

1 + x2

Z

dx

1

du

= q

du

1 + (x(u))2

Z

1

(cosh(u)) du

=

cosh(u)

Z

=

1 du

I=

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=u+C

for arbitrary constant. Since x(u) = sinh(u) then u(x) = sinh1 (x). Therefore and thus

Z

1

I=

dx = sinh1 (x) + C

1 + x2

for arbitrary integration constant C.

3.1.2

You might be wondering if there are hyperbolic equivalents to the familiar trigonometric

functions; tangent, secant, cosecant and cotangent functions. Good question, and yes,

indeed there are equivalents tanh(u), cotanh(u), sech(u) and cosech(u). The following

table provides some basic facts (which again you should verify).

25

26

3.2

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ENG1005

should not be so flippant, instead we should have written

Z x

1

du

sinh1 (x) = C +

1 + u2

0

Engineering Mathematics

Note that the integral on the right hand side vanishes when x = 0 and thus C =

sinh1 (0). The good thing is that we know that sinh(0) = 0 and this fact can be used

to properly determine the integration constant, that is C = 0 and thus we have

Z x

1

du

sinh1 (x) =

1 + u2

0

4.

on hyperbolic sine from this very equation. That is, we could use the right hand side

to define the (inverse) hyperbolic sine. But now you might ask: How do we compute

a number for sinh1 (0.45)? One method would be to compute an approximation by

estimating the areaunder the curve. A better method is to evaluate the right hand

side using loge (x + 1 + x2 ) as the anti-derivative. Either way it is a bit messy but it

does establish the point, that this integral contains everything we could ever wish to

know about sinh1 (x).

What is the point of this discussion? Well it shows how we can turn adversity into advantage. Where previously we had a difficult integral (not impossible but difficult none

the less) we found new functions (the hyperbolic functions) that made such integrals

trivial. The same idea can be applied to many many more integrals. For example, the

following integral

Z x

2

2

erf(x) =

eu du

0

statistics and diffusion problems (such as the flow of heat). For this integral there is

no known anti-derivative and thus values for erf(x) can only be obtained by some other

means (e.g., the area under the graph).

27

Improper integrals

4.1

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Improper integrals

Z 1

1

I=

dx

2

1 x

1

1

=

x 1

lim (I()) = lim 2 2

0

As this answer is well defined (that is, finite and independent of the way the limit is

approached) we are justified in defining this to be the value of the improper integral,

Z 1

1

dx

I=

x

0

Z 1

1

= lim

dx

0

x

= 2.

When a definite integral contains an infinity, either in the domain of the integration or

the range of the integrand is unbounded on the interval of integration, we say that we

have an improper integral. All other integrals are proper integrals.

Example 4.2

1

dx

x

0

Z 1

1

I=

dx

2

1 x

I=

I=

1

1 + x2

0

= 2.

= 2.

Z 1

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Since this is a proper integral for 0 < < 1 we can evaluate it directly,

Z 1

1

I() =

dx

x

h i1

= 2 x

= 2 2 .

I=

dx

Example 4.4

tan(x) dx

I=

Z 1

0

4.2

A standard strategy

choose I() such that we recover the original integral as a limit.

I=

Z 1

0

dx

1

is an improper integral since, as x 0, that is, the range of the integrand

x

is unbounded on [0, 1].

For this we construct a related proper integral

Z 1

1

I() =

dx for 0 < < 1.

x

dx

1

as x 0, that is, the range of the integrand

x2

Z 1

1

I() =

dx for 0 < < 1

2

x

1

1

=

x

1

= 1 + .

The limit of this proper integral

1

lim (I()) = lim 1 +

0

0

1

is undefined, since as 0.

Since the limit of the proper integral is not finite, thus we say the the improper integral

is a divergent improper integral.

Example 4.3

The indefinite integral

1

x2

29

30

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Example 4.5

The indefinite integral

I=

Z 1

1

1

x3

dx

Consequently, when we say that an integral is divergent we mean that either its value

is infinity or that it has no single well defined value.

4.3

We create our related proper integral by cutting out the singular point, x = 0. Thus we

define two separate proper integrals, by letting 0 < < 1 and 0 < < 1,

I=

is unbounded.

x2

ex

dx

Z

2

I() =

ex dx

If both I1 and I2 converge (that is, have finite values) we say that I also converges with

the value

I = lim (I1 ()) + lim (I2 ())

0

Example 4.7

1

dx for 0 < < 1

x3

1

Z 1

1

dx for 0 < < 1

I2 () =

x3

Z

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How can this be? The answer is that in computing I1 + I2 we are eventually trying to

make sense of +. Depending on how we approach the limit we can get any answer

we like for + .

1

is an improper integral since, 3 as x 0 from either direction, that is, the

x

integrand is singular inside the interval [1, 1].

I1 () =

0

But for our case

I = lim (I()) .

1

as 0

2

1

1 + 2 as 0

The trouble is we do not have a simple anti-derivative for ex . The trick here is to look

at a simpler (improper) integral for which we can find a simple anti-derivative.

Note that

This may seem easy (it is) but it does require some care as the next example shows.

Z

Z

2

0<

ex dx <

ex dx

Example 4.6

Suppose we chose I1 and I2 as before but we set

1

1

= p

= 2 2 = 2

1 + 2 2

I1 () + I2 () = 2

Z

2

0 < lim

ex dx < lim e2 e = e2 .

lim (I1 + I2 ) = 2

lim (I1 + I2 ) = 0

and the last integral on the right is easy to do (thats one reason why we chose ex ),

Z

Z

2

0<

ex dx <

ex dx = e2 e

31

ex

dx is convergent.

32

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Example 4.8

The indefinite integral

I=

0<

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Z 1 x

Z 1

e

3

0 < lim

dx < lim

dx

0

0

x

x

Z 1 x

e

dx

x

0

which gives

Z 1 x

e

dx < lim (3 loge (1) 3 loge ()) .

0

0

x

However, 3 loge () as 0, that is,

Z 1 x

e

dx <

0 < lim

0

x

ex

is an improper integral since,

as x 0, that is, the range of the integrand

x

is unbounded on [0, 1].

We note that

0 < lim

1

ex

<

for all 0 < x < 1

x

x

Z 1 x

Z 1

e

1

dx <

dx for0 < < 1.

0<

x

x

This last line tells us nothing! Though we set out to prove convergence we actually

proved nothing. Thus either we were wrong in assuming that the integral converged or

3

we made a bad choice for the test function . We know from the previous example that

x

in fact this integral is divergent.

Z 1

Z 1 x

1

e

0 < lim

dx < lim

dx

0

0

x

x

4.4

which gives

Suppose we have

Z 1 x

e

0 < lim (loge (1) loge ()) < lim

dx .

0

0

x

f (x) dx with f (x) > 0

Z 1 x

e

0 < < lim

dx

0

x

Hence, we conclude that I =

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

Z

2. lim

c(x) dx is finite

Z 1 x

e

dx is divergent.

x

0

then I is convergent.

Example 4.9

Consider, again, the improper integral

I=

Z 1 x

e

0

dx.

Suppose (mistakenly) we thought that this integral converged. We might set out to

prove this by starting with

0<

ex

3

< for all 0 < x < 1

x

x

Integrating with respect to x gives

Z 1 x

Z 1

e

3

dx <

dx for0 < < 1.

0<

x

x

Friday 1st April, 2016

33

34

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

Z

d(x) dx is undefined

2. lim

ENG1005

then I is divergent.

Engineering Mathematics

5.

We generally try to choose the test function (c(x) or d(x)) so that it has a simple

anti-derivative.

Z 1

A strategy similar to the above would apply for integrals like I =

f (x) dx.

0

Example 4.10

Re-write the above strategy for the case I =

Z 1

0

f (x) dx.

35

5.1

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Definitions

5.1.2

1,

Partial sums

Given a sequence defined by an we can form a new sequence by adding together the

successive an , that is

1 1 1 1

, , , , ...

2 3 4 5

S n = a0 + a1 + a2 + + an

1 1

1 1

1, , , , , . . .

2 3

4 5

Each Sn is a finite sum of numbers. The really interesting question is what happens to

Sn as n ? For example, you might think that the infinite series

1 1 1 1

1, , ,

,

, ...

4 9 16 25

1+

an =

1

, n = 0, 1, 2, . . . , 123

n+1

bn =

(1)n

, n = 0, 1, 2, . . . , 666

n+1

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1

1 1

+ + +

2 3

n

might be finite because the terms in the tail go to zero but youd be wrong, this series

has no finite value (as we shall see in a later example). On the other hand, the infinite

series

1

1

cn =

, n = 0, 1, 2, . . .

(n + 1)2

1 1

(1)n+1

+ +

2 3

n

does have a well defined finite value. The general approach to understanding which case

we have is to examine the limit of the sequence of partial sums Sn as n . This we

shall study in detail soon, but first well play with some preliminary examples.

The first two sequences have a finite number of terms while the the last sequence

is infinitely long.

I Series. The sum of terms that define a sequence,

1+

1 1 1 1

1

+ + + + +

2 3 4 5

123

1 1 1 1

1

+ +

2 3 4 5

666

1+

1 1

1

1

+ +

+

+

4 9 16 25

5.1.3

This is about as simple as it gets, each new term in the series differs from the previous

term by a constant number d. Thus if the first term is a0 = a then we have

an = an1 + d = a + nd

Sn = a0 + a1 + a2 + + an

The first two series are finite series while the last is an infinite series.

5.1.1

Arithmetic series

Notation

1

Sn = (n + 1)a + n(n + 1)d

2

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

I For an infinite series we usually include just the first three terms, followed by three

dots to indicate that there are more terms, then the generic term and finally three

more dots to remind us that its an infinite series. Thus the last example above

would normally be written as

1+

1 1

1

+ + + 2 +

4 9

n

37

38

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Example 5.1

5.1.4

Geometric series

S0 = $100

This is similar to the arithmetic series with the exception that each new term is a

multiple of the previous term. Thus we have

S1 = S0 + 0.10 S0 = $110

S2 = S1 + 0.10 S1 = $121

S3 = S2 + 0.10 S2 = $133

an = san1 = a0 sn

....

..

Sn = a0 + a1 + a2 + + an = a0 (1 + s + s2 + s3 + + sn )

Sn =

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

(n + 1)a0

(1 sn+1 ) a0

1s

: s=1

5.2

: s 6= 1

The main issue with most infinite series is whether or not the series converges. Of

secondary importance is what the sum of that series might be, assuming it to be a

convergent series.

The parameters a0 and s are known as the initial value and common ratio respectively.

Example 5.2

S = a0 + a1 + a2 + + an + =

Example 5.3

Two trains 200 km apart are moving toward each other; each one is going at a speed

of 50 km/hr. A fly starting on the front of one of them flies back and forth between

them at a rate of 75 km/hr (its fast!). It does this until the trains collide. What is the

total distance the fly has flown? (No animals were harmed in this example, its just a

hypothetical example!)

I Convergence. The infinite series converges when lim (Sn ) exists and is finite.

n

5.2.1

The previous problem can be solved using an infinite geometric series. Is there another,

quicker, way?

Zero tail?

This is as simple as it gets. If the an do not vanish as n then the infinite series

diverges. This should be obvious - if the tail does not diminish to zero then we must

be adding on a finite term at the end of the series and hence the series can not settle

down to one fixed number.

Compound interest

necessary condition.

Suppose you have a very generous (or silly) bank manager. Suppose he/she offers you

10% compound interest per year on your savings. You start with $ 100 and then you sit

back and do nothing (other than to plough the interest earned back into your account

and watch your savings grow).

ak

k=0

Example 5.4

5.1.5

Note that this condition tells us nothing about the convergence of the series when an

0 as n .

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40

5.2.2

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Each power series is a function of one variable, in this case x and so they are also referred

to as a power series in x.

L = lim

an+1

an

then we have

The first question is a simple extension of the ideas we developed in the previous lectures

with the one exception that the convergence of the series may now depend upon the

choice of x.

I Indeterminate: When L = 1

The second question is generally much harder to answer. We will find, in the next

lecture, that it is easier to start with a known function and to then build a power series

that has the same values as the function (for values of x for which the power series

converges). By this method (Taylor series) we will see that the three power series above

are representations of the functions f (x) = 1/(1 x), g(x) = ex and h(x) = cos(x).

Example 5.5

Use the ratio test to show that the geometric series

S=

sn

n=0

5.4

Example 5.6

Use the ratio test to show that the infinite series

S=

X

n=0

a0 + a1 (x a) + a2 (x a)2 + + an (x a)n + =

2n

+1

n2

X

n=0

an (x a)n

The point x = a is often said to the be point around which the power series is based.

is a divergent series.

5.5

Example 5.7

What does the ratio test tell you about the Harmonic series

5.3

X

1

?

n

n=1

1

= 1 + x + x2 + x3 + + xn +

1x

ex = 1 + x +

Here are some typical examples of what are known as power series

cos(x) = 1

f (x) = 1 + x + x2 + x3 + + xn +

g(x) = 1 + x +

h(x) = 1

x2 x3

xn

+

+ +

+

2!

3!

n!

x2 x4

x2n

+

+ (1)n

+

2!

4!

(2n)!

x2 x3

xn

+

+ +

+

2!

3!

n!

x2 x4

x2n

+

+ (1)n

+

2!

4!

(2n)!

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42

6.1

ENG1005

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Maclaurin series

Suppose we have a function f (x) and suppose we wish to re-express it as a power series.

That is, we ask if it is possible to find the coefficients an such that

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

Engineering Mathematics

an x n

n=0

Lets just suppose that such an expansion is possible. How might we compute the an ?

There is a very neat trick which we will use. Note that if we evaluate both sides of the

equation at x = 0 we get

6.

f (0) = a0

Taylor series

Thats the first step. Now for a1 we first differentiate both sides of the equation for f (x),

then put x = 0. The result is

df

(0) = a1

dx

And we follow the same steps for all subsequent an . Here is summary of the first 4 steps.

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

f 0 (x) = a1 + 2a2 x + 3a3 x2 +

f 00 (x) = 2a2 + 6a3 x +

f 000 (x) = 6a3 +

=

=

=

=

f (0) = a0

f 0 (0) = a1

f 00 (0) = 2a2

f 000 (0) = 6a3

A power series developed in this way is known as a Maclaurin Series Here is a general

formula for computing a Maclaurin series.

Maclaurin Series

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

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

with

an =

1 dn f

(0)

n! dxn

44

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Example 6.1

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and

Example 6.2

The simple answer is no. The coefficients of a Taylor series are unique.

6.2

What is the use of this fact? It means that regardless of how we happen to compute a

power series we will always obtain the same results.

Taylor series

Example 6.5

For a Maclaurin series we are required to compute the function and all its derivatives at

x = 0. But many functions are singular at x = 0 so what should we do in such cases?

Simple - choose a different point around which to build the power series. Recall that

the general power series for f (x) is of the form

2

f (x) = a0 + a1 (x c) + a2 (x c) + + an (x c) + =

X

n=0

ex = 1 + x +

to compute a power series for ex . Compare your result with the Taylor series for ex .

n

an (x c)

Example 6.6

We can compute the an much as we did in the Maclaurin series with the one exception

that now we evaluate the function and its derivatives at x = c.

Taylor Series

6.4

2

Radius of convergence

an =

1

1

can be used to obtain the Taylor series for

.

1x

(1 x)2

If a series converges only for x in the interval |x c| < R, then the radius of convergence is defined to be R.

f (x) = a0 + a1 (x c) + a2 (x c) + + an (x c) +

with

x2 x3

xn

+

+ +

+

2!

3!

n!

1d f

(c) .

n! dxn

Consider the power series

Example 6.3

f (x) = 1 + x + x2 + x3 + + xn + =

2

Example 6.8

Use the ratio test to confirm the previous claim.

Uniqueness

Example 6.9

Is it possible to have two different power series for the one function? That is, is it

possible to have

Does the series converge for x = 1? Does it converge for x = 1? (These are minor

dot-the-i-cross-the-t type questions).

xn

n=0

This is the geometric series with common ratio x. We already know that this series

converges when |x| < 1 and thus its radius of convergence is 1.

Example 6.4

6.3

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Example 6.13

X xn

xn

x2 x3

+

+ +

+ =

2!

3!

n!

n!

n=0

(1)n+1

xn

.

n

Example 6.14

6.5

X

n=0

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Hence, the radius of convergence is 2 and, from the last inequality, we can conclude that

the series representation of f (x) converges on the interval 3 < x < 1.

g(x) = 1 + x +

X (1)n

(x 1)n .

22n

n=0

n!xn

n=0

6.6

X

0

an (x c)n

you can take use the terms in the power series to define a new series bn (x) = an (x c)n .

Then solve the inequality

bn+1

<1

lim

n

bn

power series

X

n=0

X

n=0

an (x c)n converges.

then this limit will give |(x c)n | < R for some natural number n.

I Term by term differentiation. A convergent power series may be differentiated term by term and it retains the same radius of convergence.

Example 6.12

by term and it retains the same radius of convergence.

X (x + 1)n

.

Find the radius of convergence for the series f (x) =

n2n

n=0

(x + 1)n

then solve the inequality

n2n

(x + 1)n+1

(n + 1) 2n+1

lim

< 1

n

n (x + 1)

n

n2

!

(x + 1)n+1 n

2n

<1

(x + 1)n n + 1 2n+1

1

n

|x + 1| lim

<1

n n + 1

2

1

|x + 1| < 1

2

|x + 1| < 2.

lim

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7.1

ENG1005

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In your many and varied journeys in the world of mathematics you may have found

statements like

sin(x)

=1

lim

x0

x

and

Engineering Mathematics

7.

lim

x1

loge (x)

1x

=1

and you may have been inclined to wonder how such statements can be proved (you do

like to know these things dont you?). Our job in this section is develop a systematic

method by which such hairy computations can be done with modest effort. But first

a clear warning - the following computations apply only to the troublesome

0

0

indeterminate form . If the calculation that troubles you is not of the form then

0

0

the following methods will give the wrong answer. Be very careful!

The functions in both of the above examples are of the form

f (x)

. Our road to freedom

g(x)

0

from the gloomy prison of is to expand f (x) and g(x) as a Taylor series around the

0

point in question. The limits are then easy to apply. Lets see this in action!

Example 7.1

Consider the limit

lim

x0

Here we have

sin(x)

x

f (x) = sin(x) = x

1 3 1 5

x + x +

3!

5!

g(x) = x

In this case the Taylor series for g(x) was rather easy but that isnt always the case.

Thus we have

x 3!1 x3 + 5!1 x5 +

f (x)

=

g(x)

x

1 2 1 4

= 1 x + x +

3!

5!

and this can be substituted into our expression for the limit,

sin(x)

1

1

lim

= lim 1 x2 + x4 +

x0

x0

x

3!

5!

=1

50

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Example 7.2

7.2

lim

x1

loge (x)

1x

g(x) = 1 x = (x 1)1

lH

opitals rule

Though the above method works very well it can be a bit tedious. You may have noticed

that our final answers depended only on the leading terms in the Taylor series and yet we

calculated the whole of the Taylor series. This looks like an un-necessary extra burden.

Can we achieve the same result but with less effort? Most certainly, and here is how we

do it.

f (x) = loge (x) = (x 1)

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1

1

(x 1)2 + (x 1)3 +

2

3

lH

opitals rule for the form

and so

lim

x1

loge (x)

1x

(x 1) 21 (x 1)2 + 31 (x 1)3 +

= lim

x1

(x 1)

1

1

= lim 1 + (x 1) (x 1)2 +

x1

2

3

= 1

0

0

xa

xa

lim

xa

f (x)

g(x)

= lim

xa

f 0 (x)

g 0 (x)

provided the limit exists. This rule can be applied recursively whenever the right

0

hand side leads to .

0

This is not all that hard, is it? Here is a slightly trickier example,

Here is an outline of the proof. We start by writing out the Taylor series for f (x) and

g(x) around x = a (while noting that f (a) = g(a) = 0)

Example 7.3

Consider the limit

lim

x0

1 cos(x)

sin(x2 )

1

1 00

f (a) (x a)2 + f 000 (a) (x a)3 +

2!

3!

1

1

g(x) = g 0 (a) (x a) + g 00 (a) (x a)2 + g 000 (a) (x a)3 +

2!

3!

f (x) = f 0 (a) (x a) +

Once again we build the appropriate Taylor series (in this case around x = 0),

then

1 2 1 4 1 6

x x + x +

2!

4!

6!

1 6 1 8

2

2

g(x) = sin x = x x + x +

3!

5!

f (x) = 1 cos(x) =

and so

lim

x0

1 cos(x)

sin(x2 )

f (x)

=

g(x)

g 0 (a) (x a) + 2!1 g 00 (a) (x a)2 + 3!1 g 000 (a) (x a)3 +

=

1

x2 1 x4 + 1 x6 +

= lim 2! 2 14! 6 16! 8

x0

x 3! x + 5! x +

1

1

1

x2 + x 4 +

= lim

x0 2!

4!

6!

1

= .

2

f (x)

f 0 (a)

lim

= 0 .

xa g(x)

g (a)

This is not exactly lHopitals rule but it gives you an idea of how it was constructed.

With a little more care you can extend this argument to recover the full statement in

lHopitals rule (you need to consider cases where g 0 (a) = 0).

By now the picture should be clear - a suitable pair of Taylor series can make short work

0

f (x)

.

of a troublesome arising from expressions of the form

0

g(x)

.

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Example 7.4

7.4

sin(x)

loge (x)

1 cos(x)

1

lim

= 1, lim

= 1 and lim

= .

x0

x1

x0

x

1x

sin(x2 )

2

7.4.1

lH

opitals rule for the form

xa

f (x)

g(x)

Taylor polynomials

ak x k .

k=0

We can approximate the infinite series by its partial sums. Thus if we define the Taylor

polynomial by

k=n

X

Pn (x) = a0 + a1 x + a2 x2 + + an xn =

an x n

k=0

we can expect each Pn (x) to be an approximation to f (x) (and only for values of x for

which the infinite series converges).

xa

Approximating functions

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

lim

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We mentioned earlier that the tricks of this section could not only help us make sense of

expressions like 0/0 but also for expressions like /. Without going into the proofs

we will just state the variation of lHopitals rule for cases such as this just do it! Yes,

you can apply lHopitals rule in the same manner as before. Here it is

xa

= lim

xa

f 0 (x)

g 0 (x)

The only question that we really need to ask is - How good is the approximation? Here

are some examples.

provided the limit exists. This rule can be applied recursively whenever the right

.

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

P0 (x) = 1

7.3

x2

2!

x2 x4

+

P4 (x) = 1

2!

4!

2

x4 x6

x

P6 (x) = 1

+

2!

4!

6!

P2 (x) = 1

We know that many functions can be written as a Taylor series, including, for example

1

= 1 + x + x2 + x3 + + xn +

1x

xn

x2 x3

+

+ +

+

ex = 1 + x +

2!

3!

n!

2

4

x

x

x2n

cos(x) = 1

+

+ (1)n

+

2!

4!

(2n)!

3

2n+1

5

x

x

x

sin(x) = x

+

+ (1)n

+

3!

5!

(2n + 1)!

Part of our reason for writing functions in this form was that it would allow us to

compute values for the functions (given a value for x).

But each such series is an infinite series and so it may take a while to compute every

term! What do we do? Clearly we have to use a finite series. Our plan then is to

truncate the infinite series at some point hoping that the terms we leave off contribute

very little to the overall sum.

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1.0

7.5

P0 (x)

Its all well and good to say that for some values of x the Taylor polynomials yield better

approximations than for other values. It would be far better if we could quantify the

size of the error and identify what parameters effect the quality of the approximation.

P4 (x)

0.5

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0.0

This is not easy to do precisely but we can get a feel for what the answers should be.

f (x) =

0.5

k=0

1.0

k=0

ak (x a)k

P6 (x)

6

n

X

cos(x)

P2 (x)

How do we estimate the right hand side? The usual trick is to assume that each term

is much smaller than its predecessor and thus the right hand side is dominated by the

first non-zero term.

Example 7.6

f (n+1) (a)

(x a)n+1

(n + 1)!

Example 7.7

This is still a very loose mathematical argument. We have simply ignored all the

remaining terms.

We observe that

positive but a lot

less than one. Mathematically we write that error = O (x a)n+1 for |x a| 1.

So the lesson is this: Build the Taylor polynomials in the region where you wish to

approximate the function.

x3

for x in the interval 1 < x < 1 the

3!

error would be given by E3 = |sin(x) P3 (x)| and will be of order O(x5 ) if |x| 1.

When approximating sin(x) by P3 (x) = x

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7.6

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8.

57

Vectors in 3-dimensions

8.1

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I Scalar multiplication

When we multiply a vector by a scalar we multiply the length of the vector by

the relevant amount, without changing its direction (unless the scalar is negative

and then the direction is opposite).

Two vectors are parallel if one is a scalar multiple of the other, that is, if u = v

then u is parallel to v.

Vectors: Revision

Many quantities in nature are completely specified by one number (called the magnitude

of the quantity) and are usually referred to as scalar quantities. Some examples are

temperature, time, length, and mass.

Example 8.2

them. To say that a boat sailed 10 kilometers (km) does not specify where it went.

It is necessary to give the direction too; perhaps it sailed 10 km northwest. We then

describe the position of the boat by giving its displacement relative to some point,

a quantity that involves distance as well as direction. Quantities that require both a

magnitude and a direction to describe them are called vectors. Other examples include

velocity and force. Vector quantities will be denoted by boldface type: u, v, w, and so

on. In handwritten work vectors are denoted by v or by

points P and Q then the vector that joins the two points is denoted P Q.

magnitude of a vector v will be denoted by |v| and is sometimes referred to as the

length of v because it is represented by the length of the arrow.

8.1.1

thus w is contracted by a half and is pointing in the opposite direction to v.

I Addition

Algebraic properties

If u and v are two vectors we define their sum u + v by adding the vectors head

to tail which is to say we attach the tail of the second vector, v, to the head of

the first u, the sum u + v is then the vector drawn from the tail of first vector to

the head of the last.

I Equality

Two vectors v and w are equal, v = w, only when the arrows for v and w are

identical, that is, if they have the same length and the same direction.

Example 8.3

Vector addition is commutative, that is, u + v = v + u

Example 8.1

The two vectors v and w in the following diagram are equal even though the

initial and terminal points are different!

I Zero vector

There is one and only one vector that has no direction; the zero vector denoted

as 0 or 0.

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Example 8.4

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The vector from the Cartesian coordinates origin to any point (x, y, z) is called the

position vector and written

r = xi + yj + zk.

Vector addition and scalar multiplication (with = 1) gives us vector subtraction, that is, u v = u + (v)

Example 8.6

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

r = i + 3j + 2k.

Example 8.5

Vector addition also allows us to add several vectors at once

Example 8.7

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

Example 8.8

Given v = i + 2j + 7k draw v, 2v and v.

8.1.2

Example 8.9

Vectors of length one unit are called unit vectors. The unit vectors parallel to the

positive x, y and z-axes in three dimensional space are labelled i, j and k respectively.

coefficients of i, j and k are called the components of the vector v.

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Thus we have

8.2

We have seen how to multiply vectors by scalars. The question naturally arises: is it

possible to multiply two vectors together?

This gives us a convenient way to compute the angle between any pair of vectors. If

we find cos() = 0 then we say that v and w are orthogonal (sometimes also called

perpendicular).

the dot product v w by

v w = v1 w1 + v2 w2 + v3 w3

Example 8.12

Example 8.10

8.2.1

What do we observe?

Unit Vectors

I vw =wv

Example 8.13

in the direction v = i + 2j + 7k.

Find the unit vector v

I (v) v = (v w)

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

The last two cases display what we call linearity.

Let v = i+2j+7k. Compute

the distance from (x, y, z) = (0, 0, 0) to (x, y, z) = (1, 2, 7).

We can now show that

v w = |v| |w| cos()

where is the angle between the two vectors v and w.

How do we prove this? Simple start with v w and compute its length,

|v w|2 = (v w) (v w)

=vvvwwv+ww

= |v|2 + |w|2 2v w

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

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Without loss of generality, assume that v is in the direction of i and assume that w is

a vector in the first quadrant of xy-plane.

w1 i + w2 j + w3 k. Then we define the cross product v w by

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

From this definition we observe

I v w is a vector

I v w = w v

I vv =0

I (v) w = (v w)

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

I (v w) v = (v w) w = 0

v = |v| i + 0j + 0k

w = |w| cos() i + |w| sin() j + 0k

Example 8.14

Verify all of the above.

Example 8.15

each of v and w.

8.3.1

We now observe:

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

We know that v w is a vector and we know how to compute it. But can we describe

this vector? First, we need a vector, so lets assume that v w 6= 0. Then what can we

say about the direction and length of v w?

Example 8.16

Show that |v w| also equals the area of the parallelogram formed by v and w.

Vector Dot and Cross products

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

w is defined by

v w = v1 w1 + v2 w2 + v3 w3

while the Cross Product is defined by

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

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

8.4.1

ENG1005

Scalar projections

Engineering Mathematics

Example 8.17

What is the length (that is, scalar projection) of v = i + 2j + 7k in the direction of the

vector w = 2i + 3j + 4k?

9.

Scalar projection

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

vw =

8.4.2

vw

|w|

Vector projection

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

Example 8.18

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

Vector projection

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

vw =

vw

|w|

Example 8.19

Given v = i + 2j + 7k and w = 2i + 3j + 4k, express v in terms of w and a vector

perpendicular to w.

This example shows how a vector may be resolved into its parts parallel and perpendicular to another vector.

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Example 9.6

Determine if the line defined by the points (x, y, z) = (1, 0, 1) and (x, y, z) = (1, 2, 0)

intersects with the line defined by the points (x, y, z) = (3, 1, 0) and (x, y, z) = (1, 2, 5).

Through any pair of distinct points we can always construct a straight line. These lines

are normally drawn to be infinitely long in both directions.

Example 9.7

Example 9.1

Find all points on the line joining (x, y, z) = (2, 4, 0) and (x, y, z) = (2, 4, 7)

Is the line defined by the points (x, y, z) = (3, 7, 1) and (x, y, z) = (2, 2, 1) parallel to

the line defined by the points (x, y, z) = (1, 4, 1) and (x, y, z) = (0, 5, 1).

Example 9.2

Example 9.8

Find all points on the line joining (x, y, z) = (2, 0, 0) and (x, y, z) = (2, 4, 7)

Is the line defined by the points (x, y, z) = (3, 7, 1) and (x, y, z) = (2, 2, 1) parallel to

the line defined by the points (x, y, z) = (1, 4, 1) and (x, y, z) = (2, 23, 5).

x(t) = a + pt ,

y(t) = b + qt ,

z(t) = c + rt

9.2

where t is a parameter (it selects each point on the line) and the numbers a, b, c, p, q, r

are computed from the coordinates of two points on the line. (There are other ways to

write an equation for a line.)

x(t) = a + pt ,

(a, b, c) are the coordinates of one point on the line and so a, b, c are known. Next, put

t = 1, then x = a + p, y = b + q, z = c + r. Take this to be the second point on the line,

and thus solve for p, q, r.

z(t) = c + rt

Note that

(a, b, c)

(p, q, r)

A common interpretation is that (a, b, c) are the coordinates of one (any) point on the

line and (p, q, r) are the components of a (any) vector parallel to the line.

the vector from the first point to

the second point on the line

Example 9.3

Lets put d = (a, b, c), v = (p, q, r) and r(t) = (x(t), y(t), z(t)), then

r(t) = d + tv

Find the equation of the line joining the two points (x, y, z) = (1, 7, 3) and (x, y, z) =

(2, 0, 3).

Example 9.4

Example 9.9

Write down the vector equation of the line that passes through the points (x, y, z) =

(1, 2, 7) and (x, y, z) = (2, 3, 4).

yb

zc

xa

=

=

p

q

r

Example 9.10

for a a straight line.

Write down the vector equation of the line that passes through the points (x, y, z) =

(2, 3, 7) and (x, y, z) = (4, 1, 2).

Example 9.5

Example 9.11

In some cases you may find a small problem with the form suggested in the previous

example. What is that problem and how would you deal with it?

y(t) = b + qt

Find the shortest distance between the pair of lines described in the two previous examples. Hint : Find any vector that joins a point from one line to the other and then

compute the scalar projection of this vector onto the vector orthogonal to both lines (it

helps to draw a diagram).

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for a plane in 3-d is

ax + by + cz = d

where a, b, c and d are some bunch of numbers that identify this plane from all other

planes. (There are other ways to write an equation for a plane, as we shall see).

Engineering Mathematics

Example 10.1

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

10.1.1

10.

Planes.

A plane is uniquely determined by any three points (provided not all three points are

contained on a line). Recall, that a line is fully determined by any pair of points on the

line.

Lets find the equation of the plane that passes through the three points (x, y, z) =

(1, 0, 0), (x, y, z) = (0, 3, 0) and (x, y, z) = (0, 0, 2). Our game is to compute a, b, c and

d. We do this by substituting each point into the above equation,

1st point

2nd point

3rd point

a1+b0+c0=d

a0+b3+c0=d

a0+b0+c2=d

only have 3 equations. We have to make an arbitrary choice for one of the 4 numbers

a, b, c, d. Lets set d = 6. Then we find from the above that a = 6, b = 2 and c = 3.

Thus the equation of the plane is

6x + 2y + 3z = 6

Example 10.2

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

if you chose d = 0?

Example 10.3

Find an equation of the plane that passes through the three points (x, y, z) = (1, 0, 0),

(x, y, z) = (1, 2, 0) and (x, y, z) = (2, 1, 5).

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x(t) = a + pt

ax + by + cz = d

y(t) = b + qt

for some bunch of numbers a, b, c and d. We will now re-express this in a vector form.

Suppose we know one point on the plane, say (x, y, z) = (x, y, z)0 , then

z(t) = c + rt

However, a plane is 2-dimensional and so we need two parameters (say u and v) to select

each point. Thus its no surprise that every plane can also be described by the following

equations

Now suppose we have two more points on the plane (x, y, z)1 and (x, y, z)2 . Then

a(x1 x0 ) + b(y1 y0 ) + c(z1 z0 ) = 0

x(u, v) = a + pu + lv

y(u, v) = b + qu + mv

z(u, v) = c + ru + nv

both of these vectors lie in the plane and that

(a, b, c) x10 = (a, b, c) x20 = 0

coordinates of three (distinct) points on the plane. For the first point put (u, v) = (0, 0),

the second put (u, v) = (1, 0) and for the final point put (u, v) = (0, 1). Then solve for

a through to n (its easy!).

What does this tell us? Simply that both vectors are orthogonal to the vector (a, b, c).

Thus we must have that

(a, b, c) = the normal vector to the plane

Example 10.4

Find the parametric equations of the plane that passes through the three points (x, y, z) =

(1, 0, 0), (x, y, z) = (1, 2, 0) and (x, y, z) = (2, 1, 5).

n =

Example 10.5

r =

(a, b, c)

(x, y, z)

Show that the parametric equations found in the previous example describe exactly the

same plane as found in Example 3.3 (Hint : substitute the answers from Example 3.4

into the equation found in Example 3.3).

Then we have

Example 10.6

Example 10.8

Find the parametric equations of the plane that passes through the three points (x, y, z) =

(1, 2, 1), (x, y, z) = (1, 2, 3) and (x, y, z) = (2, 1, 5).

Find the vector equation of the plane that contains the points (x, y, z) = (1, 2, 7),

(x, y, z) = (2, 3, 4) and (x, y, z) = (1, 2, 1).

Example 10.7

Example 10.9

Repeat the previous example but with points re-arranged as (x, y, z) = (1, 2, 1),

(x, y, z) = (2, 1, 5) and (x, y, z) = (1, 2, 3). You will find that the parametric equations look different yet you know they describe the same plane. If you did not know this

last fact, how would you prove that the two sets of parametric equations describe the

same plane?

n (r d) = 0

Example 10.10

Find the shortest distance between the pair of planes 2x+3y4z = 2 and 4x+6y8z = 3.

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Parametric curves

ENG1005

which could also be written as the vector equation

Engineering Mathematics

11.

We instantly recognise this as being the parametric representation for a straight line (it

was an instant recognition, was it not?).

We can define a curve in 3-dimensional space parametrically by treating the position

vector r as a function of some parameter, in the previous example this parameter is

t. We take the three numbers (x(t) , y(t) , z(t)) to be some point in a 3-dimensional

space with corresponding position vector , r(t) = x(t) i + y(t) j + z(t) k. As we allow the

parameter t to vary (smoothly) we expect the point to trace out a (possibly smooth)

curve in that 3-dimensional space.

Example 11.1

The parametric representation

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

has the parametric equations

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

Notice that we can rewrite the first two parametric equations as

Example 11.2

Another possible parametric representation is

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

In each case we have what we call a parametric representation of a curve. Some of the

questions we might like to ask about such parametric equations are

I What does this curve look like?

I What use can we make of these parametric equations?

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

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A common interpretation of the parametric equations is that they record the history of

a point particle moving in space. It comes as no surprise then that the parameter in

the equations is often chosen to be t, for time. But do not think that this is universal

- there is nothing magical in the choice of t as the parameter, you can use any symbol

that you like. For example, here is a popular parametric description of the unit circle in

the xy-plane with the centre at the origin

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So, keep in mind that if you want specific start and end points, or you want a specific

orientation for your curve, you will need to select your parameterisation carefully. This

will be important for your other units including ENG2005/ENG2006.

One of the easiest ways to see what the curve looks like is to plot some points obtained

by choosing a range of values for the parameter. This is best done using a computer and

here is a simple example, commonly know as a helix.

or equivalently,

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

In this instance is the parameter and as progresses from 0 to 2 the point (x() , y())

traces out one complete revolution of the unit circle. If we allow to take on values

3

to

we would only see three-quarters of the unit circle, while for to take

from

2

2

on values from 0 to 6 we would get three revolutions of the unit circle. This example

show you that the allowed domain of values for the parameter is an important aspect of

the description of the curve.

1.0

0.8

Z 0.6

0.4

0.2

1.0

0.0

-1.0

So, keep in mind that when we say (x(t) , y(t) , z(t)) is a parametric description of a

curve we should also specify the domain of allowed values for the parameter t (or or

whatever parameter we choose).

0.5

-0.5

0.0

X

If someone draws a curve for you (in the sand, on the blackboard or on your generic

tablet) you might wonder if there exists a unique parametric description of that curve.

The answer is most certainly not, there are many ways to write parametric equations

for a given curve.

0.0

0.5

-0.5

x(t) = cos(t)

y(t) = sin(t)

t

z(t) =

6

0 t < 6

1.0

Of course we can also use parametric forms to construct curves in 2-dimensions, such as

in this pair of examples

Example 11.3

Show that the parametric equations

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

describes the same curve as that described by

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

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

the same orientation:

I The parameterisation r(v) = x(v) i + y(v) j starts at (x, y) = (0, 1) for v = 0 and

the particle point will move clockwise around the unit circle as v increases from 0

to 2.

I The parameterisation r(u) = x(u) i + y(u) j starts at (x, y) = (1, 0) for u = 0 and

the particle point will move counter-clockwise around the unit circle as u increases

from 0 to 2.

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4.0

Example 11.4

3.0

2.0

x(t) = sin(t)

y(t) = cos(t)

0 < t < 2

1.0

Example 11.5

y(t) = 3 sin(t) + 2 cos(t)

0 t < 2

0.0

-1.0

-2.0

Prove that the vector obtained in the previous example is indeed tangent to the curve.

How do we prove this statement, that the derivatives gives us a tangent vector? It is

quite easy. Start by writing r(t) = (x(t), y(t), z(t)), which we interpret as the position

vector to a point on the curve and then we turn to the basic definition of a derivative,

(x(t + t) , y(t + t) , z(t + t)) (x(t) , y(t) , z(t))

d

r(t) = lim

t0

dt

t

x(t + t) x(t) y(t + t) y(t) z(t + t) z(t)

= lim

,

,

t0

t

t

t

dx dy dz

, ,

=

dt dt dt

-3.0

-4.0

-4.0

-3.0

-2.0

-1.0

0.0

X

1.0

2.0

3.0

4.0

1.0

0.8

0.6

Y

x(t) = t3

y(t) = t2

1 < t < 1

0.4

0.2

0.0

-1.0 -0.8 -0.6 -0.4 -0.2 0.0

X

0.2

0.4

0.6

0.8

In the first line we see that we have two points, one at t the other at t + t. Importantly

both points are on the curve. Their difference is a short vector that is close to the curve.

Clearly (not an ideal way to prove something but one I trust you will accept) this

vector remains close to the curve for all t and will be tangent to the curve in the limit

t 0.

1.0

Once we have the tangent vector we can easily construct a tangent line to the curve

at any chosen point. That is we build a new straight line that glances off the curve at

a chosen point. The tangent line and the original curve meet at one point and have

parallel tangent vectors at that point.

This last example is notable for the nasty kink at (x, y) = (0, 0) despite the fact there

is nothing particularly alarming about the simple functions x(t) = t3 and y(t) = t2 .

This kind of behaviour, where the parametric equations are smooth functions and yet

the curve possess kinks, is something to be aware of but we shall not make much of

a fuss about such things at this introductory level (you will see more on this issue of

smoothness in later units).

Example 11.6

Construct the tangent line to the curve defined by

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

11.2

at the point given by u =

Okay, suppose we are given the three functions x(t), y(t) and z(t). Then it is a simple

matter to compute their first derivatives, x0 (t), y 0 (t) and z 0 (t). What do we make of

this? Previously we interpreted (x(t), y(t), z(t)) to describe a curve in three dimensional

space. What then do the derivatives (x0 (t), y 0 (t), z 0 (t)) tell us about the curve? Quite

simply, it gives us a vector that is tangent to the curve and pointing in the direction of

increasing t.

11.3

.

4

Normal planes

There is another object that we can construct from our little curves. Pick any point on

the curve and compute a tangent vector at that point. Now we can easily build a plane

that has that vector as its normal vector. Thus we can easily construct the plane that

cuts through this curve at the given point. Here is a simple example.

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Example 11.7

Find the equation of a plane normal to the curve

r(t) = t2 t + 1 i + sin(t) j + tk

ENG1005

11.4

Engineering Mathematics

How long is a piece of string? Okay, its an old joke but its starts us thinking about the

length of a curve and how we might compute it. The process is quite simple to explain

(though the final calculations can be very difficult as we shall see).

So we suppose we have a curve described by r(t) = x(t) i + y(t) j + z(t) j with 0 t < 1

(or some other range of values for t). Once again we pick to nearby points on the curve

and we compute the length of the short chord that joins this pair of points. Let us call

this short length s, then using the Pythagoras theorem in 3-dimensions we have

12.

1/2

s = (x(t + t) x(t))2 + (y(t + t) y(t))2 + (z(t + t) z(t))2

2

2

2 !1/2

y(t + t) y(t)

z(t + t) z(t)

x(t + t) x(t)

+

+

t

=

t

t

t

This is the arc-length for just one short chord. Now we can imagine chopping up the

curve into lots of short chord like this one. We can use these short chords to estimate

the length of the curve simply by summing the answer for each chord. Thus if we take

a limit as the number of chords goes to infinity (while ensuring that every chord shrinks

to zero length) then it is not hard to accept the claim (I am being guarded here because

it is a non-trivial limit to prove) that the length of the curve is given by the integral

s

2 2 2

Z 1

dx

dy

dz

dt

+

+

s=

dt

dt

dt

0

Example 11.8

Compute the length of the curve defined by x(t) = sin(t), y(t) = cos(t), z(t) = 3t, over

the parameter domain 0 < t < 1.

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Surfaces

3-dimensional space. How so? you might ask. The idea is that we take the value of the

function to describe the height of the surface above the xy-plane. If we use standard

Cartesian coordinates then such a surface could be described by the equation

z = x2 + y 2

z = f (x, y)

This surface has a height z units above each point (x, y) in the xy-plane.

The equation z = f (x, y) describes the surface explicitly as a height function over a

plane and thus we say that the surface is given in explicit form.

A surface such as z = f (x, y) is also often called the graph of the function f (analogous

to y = F (x) is the graph of F ).

Here are some simple examples. A very good exercise is to try to convince yourself that

the following images are correct (i.e. that they do represent the given equation).

1 = x2 + y 2 z 2

p

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

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Alternative forms

We might ask are there any other ways in which we can describe a surface? We should

be clear that (in this unit) when we say surface we are talking about a 2-dimensional

surface in our familiar 3-dimensional space. With that in mind, consider the equation

z=

g(x, y, z) = 0

p

1 + y 2 x2

What do we make of this equation? Well, after some algebra we might be able to

re-arrange the above equation into the familiar form

z = f (x, y)

for some function f . In this form we see that we have a surface, and thus the previous

equation g(x, y, z) = 0 also describes a surface. When the surface is described by an

equation of the form g(x, y, z) = 0 we say that the surface is given in implicit form.

Consider all of the points in R3 (i.e all possible (x, y, z) points). If we now introduce the

equation g(x, y, z) = 0 we are forced to consider only those (x, y, z) values that satisfy

this constraint. We could do so by, for example, arbitrarily choosing (x, y) and using

the equation (in the form z = f (x, y) to compute z. Or we could choose say (y, z) and

use the equation g(x, y, z) to compute x. Which ever road we travel it is clear that we

are free to choose just two of the (x, y, z) with the third constrained by the equation.

Now consider some simple surface and lets suppose we are able to drape a sheet of graph

paper over the surface. We can use this graph paper to select individual points on the

surface (well as far as the graph paper covers the surface). Suppose we label the axes

of the graph paper by the symbols s and t. Then each point on surface is described by

a unique pair of values (s, t). This makes sense we are dealing with a 2-dimensional

surface and so we expect we would need 2 numbers, (s, t), to describe each point on

the surface. The parameters (s, t) are often referred to as (local) coordinates on the

surface.

z = xy exp (x2 y 2 )

How does this picture fit in with our previous description of a surface, as an equation

of the form g(x, y, z)? Pick any point on the surface. This point will have both (x, y, z)

and (s, t) coordinates. That means that we can describe the point in terms of either

(s, t) or (x, y, z). As we move around the surface all of these coordinates will vary. So

given (s, t) we should be able to compute the corresponding (x, y, z) values. That is we

should be able to find functions P (s, t), Q(s, t) and R(s, t) such that

x = P (s, t) , y = Q(s, t) , z = R(s, t)

The above equations describe the surface in parametric form.

1=x+y+z

Example 12.1

Identify (i.e. describe) the surface given by the equations

x = 2s + 3t + 1,

y = s 4t + 2,

z = s + 2t 1

Hint: Try to combine the three equations into one equation involving x, y and z but not

s and t.

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12.3

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form as a function:

z = (x, y) ,

or in the implicit form as an equation:

g(x, y, z) = 0.

Example 12.2

A plane in 3-dimensional space can be expressed as

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

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

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

g(x, y, z) := ax + by + cz + d = 0.

We need two independent variables to cover a 2-dimensional space in the parametric

variables, so a 2-dimensional surface in 3-dimensional space can be represented parametrically as the position vector of a function of two independent variables s and t

Surfaces which can be expressed in the form a of function z = f (x, y) are rather restrictive because of the uniqueness of the image of a point in the domain of a function. While

surfaces that are expressed in the form of an equation g(x, y, z) = 0, are more diverse in

nature because they may be multi-valued.

p

Compare an upper hemisphere expressed as a function z = 1 x2 y 2

with some bounds defining the domain for the parameters s and t.

Example 12.3

A plane can be represented parametrically as: r(s, t) = r0 + su + tv, where the position

vector r0 = x0 i + y0 j + z0 k of a given point on the plane, u and v are two independent

vectors (that is, u and v are not in the same direction) parallel to the plane.

Example 12.4

Consider a simple surface represented by a function z = f (x, y). Then we could choose

the parametric variables: x = s and y = t. A surface defined in terms of position vector:

r(s, t) = si + tj + f (s, t) k.

We still need to define the bounds of the surface in terms of the parameters s and t (that

is, specifying x0 x x1 and y0 y y1 ).

The plane 2x + 3y + 4z + 5 = 0 can be represented as:

2s + 3t + 5

k

4

Again, we still need to define the bounds for the surface.

r(s, t) = si + tj

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Example 12.5

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

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

Note: this represents only the wall of the cylinder, not the top and bottom circular disks.

We want to define two parametric variables to help us describe this cylindrical surface.

For one of the parametric variables, let z = t. The remaining parametric variable is

most easily defined with a polar coordinate for angle. Define a circle of radius a:

x = a cos(s), y = a sin(s), with 0 s < 2. Parametrically, the cylindrical surface of

unit height can be represented by the position vector:

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

is:

Note that these surface representations are not unique. As with many of these problems

requiring a surface parameterisation, the best representation will depend on the nature

of the problem that needs to be solved.

Example 12.6

Again, there are many ways of representing this surface. The sphere of radius a centred

at the origin could be done in, say, Cartesian coordinates. Furthermore, there are even

other ways to represent the sphere of radius a centred at the origin using and

as parameters, however, the roles of and will be different to the spherical polar

coordinates parametric representation given above.

described by the equation:

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

Example 12.8

Example 12.7

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

x 2 + y 2 + z 2 = a2 .

Note: This represents only the spherical surface, not the volume of the ball contained

by this surface.

We can use spherical polar coordinates:

x = r sin() cos()

y = r sin() sin()

z = r cos()

In this case, s = and t = , and the sphere of radius a centred at the origin has

parametric representation

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

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Example 12.9

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

on the spherical surface:

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

t .

2

2

How do we represent this parametrically?

Example 12.10

If we stay with Cartesian coordinates and choose parameters x = s and y = t then this

leads to the parametric representation:

h 2

r(s, t) = si + tj +

s + t2 + h k

a

Consider an inverted right circular cone of height h and radius a. We are only interested

in the surface of the cone, not including the bottom, not the surface. We can define this

by surface the function:

z=

hp 2

x + y 2 + h, where 0 z h.

a

with the domain defined as s2 + t2 a2 . However this is messy to determine the domain

for the parameters s and t. The inequality s2 + t2 a2 suggests that it will be much

better to use polar coordinates.

Let us move back to use cylindrical coordinates (r, ):

x = r cos()

y = r sin()

z = r + h

Our parametric representation becomes

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

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In Cartesian coordinates we have the three coordinate vectors i, j and k which have

the properties that

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I each two vectors are orthogonal, that is, i j = 0, j k = 0 and i k = 0, and

I the vector i points in the direction of increasing x-values, the vector j points in

the direction of increasing y-values and the vector k points in the direction of

increasing z-values.

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the same properties? If so, can we relate them back to Cartesian coordinates?

The answer to both questions is: yes.

12.4.1

13.

Cylindrical coordinates

x = R cos() , y = R sin() and z = z

p

where R = x2 + y 2 . Note that R represents the distance from the cylinder axis to the

cylinder surface. The cylindrical coordinate vectors are

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

e = sin() i + cos() + 0k

ez = 0i + 0j + k

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

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

12.4.2

Spherical coordinates

Here we have

x = r sin() cos() , y = r sin() sin() and z = r cos()

p

2

where r = x + y 2 + z 2 . Note that r represents the distance from the origin to the

spherical surface. The spherical coordinate vectors are

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

e = cos() cos() i + cos() sin() j sin() k

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

where er points in the direction of increasing r-values, e points in the direction of

increasing -values and e points in the direction of increasing -values.

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13.1

13.2

A standard strategy

13.1.1

Bags of coins

3x + 7y 2z = 0

6x + 16y 3z = 1

3x + 9y + 3z = 3

We have three bags with a mixture of gold, silver and copper coins. We are given the

following information

Bag 1 contains 10 gold, 3silver, 1 copper

and weighs 60g

Bag 2 contains 5 gold, 1 silver and 2 copper and weighs 30g

Bag 3 contains 3 gold, 2silver, 4 copper

and weighs 25g

(1)

(2)

(3)

Suppose by some process we were able to rearrange these equations into the following

form

3x + 7y 2z = 0

2y + z = 1

4z = 4

The question is What are the respective weights of the Gold, Silver and Copper coins?

Let G, S and C denote the weight of each of the gold, silver and copper coins. Then we

have the system of equations

(1)

(2)0

(3)00

10G + 3S + C = 60

5G + S + 2C = 30

3G + 2S + 4C = 25

(3)00

4z = 4

z=1

13.1.2

Silly puzzles

(2)0

John and Marys ages add to 75 years. When John was half his present age John was

twice as old as Mary. How old are they?

2y + 1 = 1

y = 1

(1)

J + M = 75

2M = 0

3x 7 2 = 0

x=3

The question is : How do we get the modified equations (1), (2)0 and (3)00 ?

1

J

2

13.1.3

The general trick is to take suitable combinations of the equations so that we can eliminate various terms. The trick is applied as many times as we need to turn the original

equations into the simple form like (1), (2)0 and (3)00 .

Intersections of planes

Its easy to imagine three planes in space. Is it possible that they share one point in

common? Here are the equations for three such planes

3x + 7y 2z = 0

6x + 16y 3z = 1

3x + 7y 2z =

0

6x + 16y 3z = 1

3x + 9y + 3z =

3

(1)

(2)

We can eliminate the 6x in equations (2) by replacing equation (2) with (2) 2(1),

In all of the above examples we need to unscramble the set of linear equations to extract

the unknowns (e.g. G, S, C etc.).

2y +

z = 1

(2)0

(2)0

Likewise, for the 3x term in equation (3) we replace equation (3) with (3) (1),

95

2y + 5z = 3

(3)0

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Example 13.3

3x + 7y 2z = 0

2y + z = 1

2y + 5z = 3

(1)

(2)0

(3)0

In general, three planes may intersect at a single point or along a common line or even

not at all.

The last step is to eliminate the 2y term in the last equation. We do this by replacing

equation (3)0 with (3)0 (2)0

4z = 4

Here are some examples (there are others) of how planes may (or may not) intersect.

(3)00

3x + 7y 2z = 0

2y + z = 1

4z = 4

(1)

(2)0

(3)00

No point of intersection

The procedure we just went through is known as a reduction to upper triangular form

and we used elementary row operations to do so. We then solved for the unknowns by

back substitution.

This procedure is applicable to any system of linear equations (though beware, for some

systems the back substitution method requires special care, well see examples later).

The general strategy is to eliminate all terms below the main diagonal, working column

by column from left to right.

One point of intersection

13.3

In previous lecture we saw how we could construct the equations for lines and planes.

Now we can answer some simple questions.

How do we compute the intersection between a line and a plane? Can we be sure that

they do intersect? And what about the intersection of a pair or more of planes?

The general approach to all of these questions is simply to write down equations for each

of the lines and planes and then to search for a common point (i.e. a consistent solution

to the system of equations).

Example 13.1

Example 13.2

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

2x + 3y 4z = 1.

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Example 13.4

What other examples can you draw of intersecting planes?

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Gaussian Elimination

14.1

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14.2.1

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2x + 3y + z = 10

x + 2y + 2z = 10

4x + 8y + 11z = 49

(1)

(2)0 2(2) (1)

(3)0 (3) 2(1)

2x + 3y + z = 10

y + 3z = 10

2y + 9z = 29

(1)

(2)0

(3)00 (3)0 2(2)0

2x + 3y + z = 10

y + 3z = 10

3z = 9

4. The right hand side is now the solution of the system of equations.

If you bail out after step 1 you are doing Gaussian elimination with back-substitution

(this is usually the easier option).

14.3

(1)

(2)0

(3)00

Exceptions

Note how we record the next set of row-operations on each equation. This makes it

much easier for someone else to see what you are doing and it also helps you track down

any arithmetic errors.

14.2

Gaussian elimination

2x + 3y + z = 10

y + 3z = 10

3z = 9

(1)

(2)0

(3)00

2x + y + 2z + w = 2

2x + y z + 2w = 1

x 2y + z w = 2

x + 3y z + 2w = 2

(1)

(2)0 (2) (1)

(3)0 2(3) (1)

(4)0 2(4) (1)

2x + y + 2z + w = 2

0y 3z + w = 1

5y + 0z 3w = 6

+ 5y 4z + 3w = 2

(1)

(2)00 (3)0

(3)00 (2)0

(4)0

The zero on the diagonal on the second equation is a serious problem, it means we can

not use that row to eliminate the elements below the diagonal term. Hence we swap the

second row with any other lower row so that we get a non-zero term on the diagonal.

Then we proceed as usual. The result is w = 2, z = 1, y = 0 and x = 1.

Why stop there? We can apply more row-operations to eliminate terms above the

diagonal. This does not involve back-substitution. This method is known as Gaussian

elimination. Take note of the difference!

Example 14.4

Complete the above example.

Example 14.2

Continue from the previous example and use row-operations to eliminate the terms above

the diagonal. Hence solve the system of equations.

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Suppose we start with three equations and we wind up with

2x + 3y z = 1

5y + 5z = 1

0z = 0

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(1)

(2)0

(3)00

The last equation tells us nothing! We cant solve it for any of x, y and z. We really only

have 2 equations, not 3. That is 2 equations for 3 unknowns. This is an under-determined

system.

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We solve the system by choosing any number for one of the unknowns. Say we put z =

where is any number (our choice). Then we can leap back into the equations and use

back-substitution.

15.

x=

1

,

5

y=

1

+ ,

5

z=

Had we started with

2x + 3y z = 1

x y + 2z = 0

3x + 2y + z = 0

(1)

(2)

(3)

2x + 3y z = 1

5y + 5z = 1

0z = 2

(1)

(2)0

(3)00

This last equation makes no sense as there are no finite values for z such that 0z = 2

and thus we say that this system is inconsistent and that the system has no solution.

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Matrices

15.1

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Matrices

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Example 15.2

Compute

3x + 2y z = 3

x y + z = 1

2x + y z = 0

x

y

z

and

15.1.1

e

f

g

h

..

.

3

1

0

and

1 7

0 2

2 3

4 1

..

.

i = a e + b f + c g + d h +

2 3

4 1

1 7

0 2

4 1

Notation

3

2 1

x

1 ,

A = 1 1

X = y ,

2

1 1

x

3

B= 1

0

We can recover the original system of

trices,

a b c d

1 7

0 2

3

2 1

1 1

1

2

1 1

Example 15.3

2 3

4 1

Note that we can only multiply matrices that fit together. That is, if A and B are a pair

of matrices then in order that AB makes sense we must have the number of columns of

A equal to the number of rows of B.

the x, y, z just hang around. All the action occurs on the coefficients and the right hand

side. To assist in the bookkeeping we introduce a new notation, matrices,

3

2 1

x

3

1 1

1 y = 1

2

1 1

x

0

Each [ ] is a matrix,

AX = B

Entries within a matrix are denoted by subscripted lowercase letters. Thus for the matrix

B above we have b1 = 3, b2 = 1 and b3 = 0 while for the matrix A we have

3

2 1

a11 a12 a13

1 = a21 a22 a23

A = 1 1

2

1 1

a31 a32 a33

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

Example 15.1

To remind us that A is a square matrix with elements aij we sometimes write A = [aij ].

3

2 1

x

3x+2y1z

1 1

1 y = 1 x 1 y + 1 z

2

1 1

z

2x+1y1z

15.1.2

Operations on matrices

I Equality:

A=B

I Addition: Normal addition of corresponding elements.

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I Multiplication of matrices:

?

?

?

?

?

? ? ? ? ?

15.1.5

Notation

3x + 2y z = 1

x y + z =

4

2x + y z = 1

we call

I=

1

0

0

0

..

.

0

1

0

0

..

.

0

0

1

0

..

.

0

0

0

1

..

.

..

.

3

2 1

1 1

1

2

1 1

3

2 1 1

1 1

1

4

2

1 1 1

But each incarnation represents a system of equations for the same original values for

x, y and z. Thus if A and A0 are two augmented matrices for the same system, then we

write

A A0

The squiggle means that even though A and A0 are not the same matrices, they do give

us the same values for x, y and z.

Example 15.4

3x + 2y z = 1

x y + z =

4

2x + y z = 1

called anti-symmetric.

15.1.4

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T

1 0

1 2 7

= 2 3

0 3 4

7 4

15.1.3

Properties of matrices

I AB 6= BA

I (AB)C = A(BC)

I (AT )T = A

I (AB)T = B T AT

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16.1

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Matrix inverse

a b

x

u

=

c d

y

v

and that we write in the matrix form

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AX = B

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

A1 A = I = the identity matrix

If so, then we have

16.

A1 AX = A1 B

X = A1 B

For a 2 2 matrix it is easy to verify that

1

1

a b

d b

=

A1 =

c d

a

ad bc c

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

Here is one method.

16.1.1

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

I The final matrix is the inverse of A.

We usually record this process in a large augmented matrix.

I Start with [A|I].

I Apply row operations to obtain [I|A1 ]

I Crack open the champagne.

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Example 16.1

Find the inverse for A =

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1 7

3 4

Note that not all matrices will have an inverse. For example, if

a b

A=

c d

A1

1

=

ad bc

d b

c

a

I For a 2 2 matrix A =

Example 16.4

1 7 2

A= 3 4 5

6 0 9

Determinants

a b

c d

1 7 2

A= 3 4 5

6 0 9

Example 16.3

The question is is there a similar rule for an N N matrix? That is, a rule which can

identify those matrices which have an inverse.

following pattern of signs.

+

+

+

+

We call this magic number the determinant of A. If it is zero then A does not have an

inverse.

16.2

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Example 16.2

then

define det A = ad bc.

J.

16.3

I Then define

1 2 7

A= 0 0 3

1 2 1

det A = a11 det S11 a12 det S12 + a13 det S13 a1N det S1N

(N 1) determinants all the way down to 2 2 determinants. This is tedious and very

prone to arithmetic errors!

SIJ

I Compute (1)i+j det

det A

I Repeat for all other entries in A.

That is , if

16.2.1

Notation

A = [ aIJ

then

A1 =

1

(1)I+J det SJI

det A

The best way is to compute the inverse by Gaussian elimination, i.e. [A|I] [I|A1 ].

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The rule for a vector cross product can be conveniently expressed as a determinant.

Thus if v = vx i + vy j + vz k and w = wx i + wy j + wz k then

i

j k

v w = vx vy vz

wx wy wz

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Introduction

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Example 17.3

Let v1 and v2 be two eigenvectors of some matrix. Is it possible to choose and so

that v1 + v2 is also an eigenvector?

Okay, its late in the aftrenoon, were feeling a little sleepy and we need somthing to get

our minds fired up. So we play a little game. We start with this simple 3 3matrix

1 2 0

R= 2 1 0

0 0 3

I Does every matrix possess an eigenvector?

I How many eigenvalues can a matrix have?

and when we apply R to any vector of the form v = [0, 0, 1]T we observe the curious

fact that the vector remains unchanged apart from an overall scaling by 3. That is,

I Is this just pretty mathematics or is there a point to this game?

Rv = 3v

Now we are wide awake and ready to play this game at full speed. Qustions that come

to mind would (should) include,

Good questions indeed. Lets see what we make of them. We will start with the issue

of constructing the eigenvalues (assuming, for the moment, that they exist).

17.2

I Can we find vectors like v but with a different scaling?

Given an N N -matrix, our game here is to find the values of , if any, that allows the

equation

Av = v

This is a simple example of what is known as an eigenvector equation. The key feature

is that the action of the matrix on the vector produces a new vector that is parallel to

the original vector (and in our case, it also happens to be 3 times as long).

to have non-zero solutions for v, that is, v 6= 0. Assuming this is the case, then

re-arrange the equation to

(A I) v = 0

where I is the N N -identity matrix. Since we are chasing non-zero solutions for

v we must have the determinant of A I equal to zero. That is, we require that

det(A I) = 0. This gives a polynomial equation in terms of .

If A is square matrix and v is a non-zero column vector satisfying the matrix equation

Av = v

Characteristic equation

then we say that the matrix A has eigenvalue with corresponding eigenvector

v.

det(A I) = 0

For the example of the 3 3 matrix given above we have an eigenvalue equal to 3 and

a corresponding eigenvector of the form v = [0, 0, 1]T .

Example 17.1

Show that v = [8, 1]T is an eigenvector of the matrix A =

Eigenvalues

this equation will be a polynomial of degree N in . The eigenvalues may be real

distinct, real repeated or complex numbers.

6 16

.

1 4

Example 17.2

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

Find that eigenvector.

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Example 17.4

Compute both eigenvalues of A =

1 3

0 1

6 16

.

1 4

Note that the last row is full of zeros. Are we surprised? No. Why Not? Well,

since we were told that the matrix A has = 1 as an eigenvalue we also know that

det(A (1) I) = 0 which in turn tells us that at least one of the rows of A (1) I

must be a (hidden) linear combination of the other rows (and Gaussian elimination

reveals that hidden combination). So seeing a row of zeros is confirmation that we have

det(A (1) I) = 0. Now lets return to the matter of solving the matrix equation. Using

back-substitution we find that every solution is of the form

b =

c

0

Example 17.6

Look carefully at the previous matrix. It describes a stretch along the x-axis. Use this

fact to argue that the matrix can have only one eigenvalue. This is a pure geometrical

argument, you should not need to to do any calculations.

where is any number. We can set = 1 and this will give us a typical eigenvector for

the eigenvalue 1 = 1,

v1 = 1

0

Show that the characteristic equation for the matrix

3 2 1

A= 3 4 1

1 1 3

All other eigenvectors, for this eigenvalue, are parallel to this eigenvector (differing only

in length). Is that what we expected, that there would be an infinite set of eigenvectors

for a given eigenvalue? Yes just look back at the definition, Av = v. If v is a solution

of this equation then so too is v. This is exactly what we have just found.

is given by

3 102 + 27 18 = 0

0, that is,

0 2 1

a

0

3 1 1 b = 0

1 1 0

c

0

We now know that the matrix

1 1 0

a

0

0 2 1 b = 0

0 0 0

c

0

3 2 1

A= 3 4 1

1 1 3

return to the eigenvector equation (A I) v = 0 with = 1 = 1, that is,

2 2 1

a

0

3 3 1 b = 0

1 1 2

c

0

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in which the v = [a, b, c]T is the eigenvector. Our game now is to solve this matrix

equation for a, b and c. This we can do using Gaussian elimination. After the first

stage, where we eliminate the lower triangular part, we obtain

1 1 2

a

0

0 0 5 b = 0

0 0 0

c

0

We can now answer the pervious question: How many eigenvalues can we find for a given

matrix? If A is an N N matrix then the characteristic equation will be a polynomial

of degree N and so we can expect at most N distinct eigenvalues (one for each root).

The keyword here is distinct - it is possible that the characteristic equation has repeated

roots. In such cases we will find less than N (distinct) eigenvalues, as shown in the

following example.

Example 17.5

b =

c

2

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where is any number. We can set = 1 and this will give us a typical eigenvector for

the eigenvalue 2 = 3,

1

v2 = 1 .

2

If A is an N N real symmetric matrix with N distinct eigenvalues i , i =

1, 2, 3, . . . , N with corresponding eigenvectors vi , i = 1, 2, 3, . . . , N then

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

0, that is,

3 2 1

a

0

3 2 1 b = 0

1

1 3

c

0

We will only prove the first of these theorems, the second is left as an example for you

to play with (it is not all that hard).

1 1 3

a

0

0 5 10 b = 0

0 0

0

c

0

We start by constructing v

This is just one number, that is a 1 1 matrix. Thus it equals its own transpose. So

we have

T

T Av = v

T Av

now use (BC)T = (CB)T

v

b = 2

c

and again

= (Av)T v

but AT = A

= vT AT v

= vT A

v

Now from the definition Av = v we also have, by taking complex conjugates and

v. Substitute this into the previous equation to obtain

noting that A is real, A

v =

where is any number. We can set = 1 and this will give us a typical eigenvector for

the eigenvalue 3 = 6,

1

v3 = 2 .

1

v = v

Tv

T Av = vT

v

But look now at the left hand side. We can manipulate this as follows

Note: As the eigenvalues and eigenvalues exercises will show, it is possible for an N N

matrix to have repeated eigenvalues or even complex eigenvalues. The question of how

to find the corresponding eigenvectors for repeated eigenvalues or complex eigenvalues

will be addressed in ENG2005.

17.3

T Av = v

T (Av)

v

T v

=v

=

vT v

Compare this with our previous equation and you will see that we must have

Tv

vT v = v

Earlier on we asked what is the point of computing eigenvectors and eigenvalues (other

than pure fun)? Here we will develop some really nice results that follow once we know

the eigenvalues and eigenvectors. Though many of the results we are about to explore

also apply to general square matrices they are much easier to present (and prove) for

real symmetric matrices that posses a complete set of eigenvalues (i.e. no multiple roots

in the characteristic equation). This restriction is not so severe as to be meaningless

for many of the matrices encountered in mathematical physics (and other fields) are

often of this class.

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2

=v

T v = v12 + v22 + v32 vN

Finally we notice that vT v

6= 0. So this leaves just

Our job is done, we have proved that the eigenvalue must be real.

Now here comes a very nice result. We will work with a simple 3 3 real symmetric

matrix with 3 distinct eigenvalues simply to make the notation less cluttered than would

be the case if we leapt straight into the general N N case. We will have 3 eigenvalues

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Example 17.12

contains three numbers, so we will write v = [v1 , v2 , v3 ]T etc. We are free to stretch

or shrink each eigenvector so let us assume that they have been scaled so that each

is a unit vector, i.e. vT v = 1 etc. Now lets assemble the three separate eigenvalue

equations into one big matrix equation, like this

u1 v1 w1

u1 v1 w1

0 0

0 0

A u2 v2 w2 = u2 v2 w2

u3 v3 w3

u3 v3 w3

0 0

Example 17.13

Use the definition of an eigenvalue to show that A2 has an eigenvalue 2 , A3 an eigenvalue 3 and so on. How does this compare with the previous example?

Example 17.14

This looks pretty but what can we do with this? Good question. The big trick is that

we can easily (trust me) solve this set of equations for the matrix A. Really? Lets

suppose that the 3 3 matrix to the right of A has an inverse. Then we could solve for

A by multiplying by the inverse from the left, to obtain

1

u1 v1 w1

0 0

u1 v1 w1

A = u2 v2 w2 0 0 u2 v2 w2

u3 v3 w3

0 0

u3 v3 w3

carefully at this equation

u1 u2 u3

u1 v1 w1

1 0

v1 v2 v3 u2 v2 w2 = 0 1

w1 w2 w3

u3 v3 w3

0 0

B. Can you construct an eigenvalue and eigenvector for B 1 (assuming that the inverse

exists)?

17.4

Matrix inverse

The past few examples shows, for our general class of real symmetric 3 3 matrices A,

with three distinct eigenvalues, that the powers of A can be written as

u1 v1 w1

0 0

u1 u2 u3

n

n

0 v1 v2 v3

A = u2 v2 w2 0

u3 v3 w3

0 0 n

w1 w2 w3

0

0

1

It is easy to see that this is true for any positive integer n. But it also applies (assuming

, and are non-zero) when n is a negative integer. How can we be so sure? We

know that A and A1 share the same eigenvectors. Good. We also know that if is an

eigenvalue of A then 1/ is an eigenvalue of A1 . Finally we note that A1 , like A, is a

real symmetric 3 3 matrix with three (non-zero) distinct eigenvalues. Since we know

all of its eigenvalues and eigenvectors we can use the eigenvalue expansion to write A1

as

u1 v1 w1

0

0

u1 u2 u3

1

1

0 v1 v2 v3

A = u2 v2 w2 0

u3 v3 w3

w1 w2 w3

0

0 1

This is just a simple way of stating that the eigenvectors are orthogonal and of unit

length. This also shows that one matrix is the inverse of the other, that is

1

u1 u2 u3

u1 v1 w1

u2 v2 w2 = v1 v2 v3

u3 v3 w 3

w1 w2 w3

Now we have our final result

0 0

u1 u2 u3

u1 v1 w1

A = u2 v2 w2 0 0 v1 v2 v3

w1 w2 w3

u3 v3 w3

0 0

Which is just what we would have got by putting n = 1 in the previous equation.

From here we could compute A2 = A1 A1 , A3 = A1 A2 and so on. In short, we

have proved the above expression for An for any integer n, positive or negative.

This shows that any real symmetric 3 3 matrix, with three distinct eigenvalues, can

be re-built from its eigenvalues and eigenvectors. This is not only a neat result it is

also an extremely useful result.

The above result (with n = 1) give us yet another way to compute the inverse of A.

Isnt this exciting (and unexpected)?

In the following examples we will assume that the matrix A is a real symmetric 3 3

matrix with three distinct eigenvalues.

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0 = A 3 + b1 A 2 + b2 A + b3 I

What do we know about the three eigenvalues , and ? We know that they are

solutions of the characteristic polynomial

(agreed?).

0 = det(A I)

It has been a long road but the journey was fun (yes it was) and it has lead us to a

famous theorem in the theory of matrices, the Cayley-Hamilton theorem. Though we

have demonstrated the theorem for the particular case of real symmetric matrices with

distinct eigenvalues it, the theorem, happens to be true for any square matrix. Proving

that this is so is far from easy but sadly the margins of this textbook are too narrow

to record the proof, you will have to wait until your second year of maths.

0 = 3 + b1 2 + b2 1 + b3 0

where b1 , b2 and b3 are some numbers (built from the numbers in A).

Now lets do something un-expected (expect the un-expected). Lets replace the number

with the 3 3 matrix A in the right hand side of the above polynomial. Where we

encounter the powers of A we will use what we have learnt above, that we can use

expansions in powers of the eigenvalues. Thus we have

u1 v1 w1

0 0

u1 u2 u3

A3 + b1 A2 + b2 A + b3 I = u2 v2 w2 0 3 0 v1 v2 v3

u3 v3 w3

w1 w2 w3

0 0 3

u1 v1 w1

0 0

u1 u2 u3

2

0

0

v1 v2 v3

+ b1 u 2 v 2 w 2

u3 v3 w 3

0 0 2

w1 w2 w3

u1 u2 u3

0 0

u1 v1 w1

1

0 v1 v2 v3

+ b2 u2 v2 w2 0

w1 w2 w3

0 0 1

u3 v3 w3

u1 v1 w1

0 0

u1 u2 u3

+ b3 u2 v2 w2 0 0 0 v1 v2 v3

u3 v3 w3

0 0 0

w1 w2 w3

where

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which means that D11 = D22 = D33 = 0 and thus the middle matrix is in fact the zero

matrix. Thus we have shown that

u1

A3 + b1 A2 + b2 A + b3 I = u2

u3

Let A be any N N matrix. Then define the polynomial P () by

P () = det(A I)

where I is the N N identity matrix. Then

0 = P (A)

Note that the eigenvalues of A are the solutions of

0 = P ()

v1 w1

D11 0

0

u1 u2 u3

v2 w2 0 D22 0 v1 v2 v3

0

0 D33

w1 w2 w3

v3 w3

D11 = 3 + b1 2 + b2 + b3

D22 = 2 + b1 2 + b2 + b3

D33 = 3 + b1 2 + b2 + b3

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

0 = 3 + b1 2 + b2 + b3

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18.

Introduction to ODEs

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Motivation

The mathematical description of the real world is most commonly expressed in equations

that involve not just a function f (x) but also some of its derivatives. These equations

are known as ordinary differential equations (commonly abbreviated as ODEs). Here

are some typical examples.

d2 r(t)

GM m

=

dt2

r2

I Newtonian gravity

I Population growth

dN (t)

= N (t)

dt

I Hanging chain

d2 y(x)

= 2 y(x)

dx2

I Electrical currents

dI(t)

+ RI(t) = E sin(t)

dt

The challenge for us is to find the functions that are solutions to these equations. The

problem is that there is no systematic way to solve an ODE; thus we are forced to look

at a range of strategies. This will be our game for the next few lectures. We will identify

broad classes of ODES and develop particular strategies for each class.

18.2

Definitions

I Order

ODE.

I Linear

The ODE only contains terms linear in the function and its derivatives.

I Non-linear

I Linear homogeneous

I Dependent variable

I Independent variable

on. Usually x or t.

I Boundary conditions

of the ODE. Essential for numerical work.

An ODE with boundary conditions given at a single point. Usually found in time dependent problems.

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I Analytical

more than one point. Common in engineering problems.

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muster. This approach is essential if you need to find the full

general solution of the ODE.

Here are some typical ODEs (some of which we will solve in later lectures).

In this unit we will confine our attention to the last strategy, leaving numerical and

graphical methods for another day (no point over indulging on these nice treats).

cos(x)

dy

+ sin(x)y(x) = 0

dx

Example 18.1

Find all functions y(x) which obey

0=

dy

cos(x) + sin(x)y(x) = e2x

dx

dy

= 2x

dx

then we integrate both sides with respect to x

Z

Z

dy

dx = 2

x dx

dx

d2 y

+

dx2

dy

dx

2

+ y(x) = 0

But

N (0) = 123

y(x) = C x2

d2 y

+2

dx2

18.3

dy

dx

2

is a solution of the ODE for any choice of constant C. All solutions of the ODE must

be of this form (for a suitable choice of C).

y(x) = 0 ,

y(0) = 0 ,

y(1) =

Example 18.2

Find all functions y(x) such that

Solution strategies

0=

There are at least three different approaches to solving ODEs and initial/boundary value

problems.

I Graphical

This uses a graphical means, where the value of dy/dx are interpreted as a direction field, to trace out a particular solution of the

ODE. Primarily used for initial value problems.

I Numerical

approach as it allows us to tackle ODEs not amenable to any other

approach. Used primarily for initial and boundary value problems.

Z

dy

dx =

dy = y(x) C

dx

for any function y(x) and C is an arbitrary constant. Thus we have found

dN

= 2N (t) ,

dt

dy

+ 2x

dx

dy

+ 2xy

dx

Z

Z

dy

dx = 2

xy dx

dx

The left hand side is easy to evaluate but the right hand side is problematic we can

not easily compute its anti-derivative (we dont yet know y(x)). So we need a different

approach. This time we shuffle the y onto the left hand side,

Z

Z

1 dy

dx = 2

x dx

y dx

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But

thus we find

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1 dy

dx =

y dx

log y = C x2

1

dy = C + log y

y

y(x) = Aex

ENG1005

We succeeded in this example because we were able to shuffle all x terms to one side of

the equation and all y terms to the other. This is an example of a separable equation.

We shall meet these equations again in later lectures.

Engineering Mathematics

In both of these example we found that one constant of integration popped up. This

means that we found not one solution but a whole family, each member having a different

value for C. This family of solutions is often called the general solution of the ODE.

The role of boundary conditions (if given) is to allow a single member of the family to

be chosen.

18.4

19.

Each time we take an anti-derivative, one constant of integration pops up. For a first

order ODE we will need one anti-derivative and thus one constant of integration. But for,

say, a third order equation, we will need to apply three anti-derivatives, each providing

one constant of integration. What is the point of this discussion? It is the key to spotting

when you have found all solutions of the ODE. This is what you need to know.

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

integration constants then y(x) is the general solution of the ODE. Every solution

of the ODE will be found in this family.

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

then y(x) is a particular solution of the ODE.

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

general solution.

The great logician Betrand Russell once claimed that he could prove anything

if given that 1+1=1. So one day, some smarty-pants asked him, Ok. Prove

that youre the Pope. He thought for a while and proclaimed, I am one.

The Pope is one. Therefore, the Pope and I are one.

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19.1

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Separable equations

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Example 19.2

Show that

x

dy

=

dx

y

sin(x)

is not separable.

by first rearranging the equation so that y appeared only on the left hand side while x

appeared only on the right hand side. Thus we found

Z

y dy =

dy

+ y 2 = cos(x)

dx

Example 19.3

The number of bacteria in a colony is believed to grow according to the ODE

x dx

dN

= 2N

dt

where N (t) is the number of bacteria at time t. Given that N = 20 initially, find N at

later times.

y 2 (x) = C x2

This approach is known as separation of variables. It can only be applied to those ODEs

that allow us to shuffle the x and y terms onto separate sides of the ODE.

This is a simple model of how the temperature of a warm body changes with time.

The rate of change of the bodys temperature is proportional to the difference between

the ambient and body temperatures. Write down a differential equation that represents

this model and then solve the ODE.

Separation of variables

If an ODE can be written in the form

Example 19.5

f (x)

dy

=

dx

g(y)

then the ODE is said to be separable and its solution may be found from

Z

Z

g(y) dy =

f (x) dx

u

du

= 3x

dx

x

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

Example 19.1

19.2

x dy

dx

2y = 1

dy

+ P (x)y = Q(x)

dx

We will study two strategies to solve such ODEs.

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Example 19.6

Example 19.8

Given

Show that

dy 1

+ y=0

dx x

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y(x) =

C

+x

x

find y(x).

For this ODE we have P (x) = 1/x and Q(x) = 0.

Thus we have solved the ODE by a two step process, first by solving the homogeneous

equation and second by finding any particular solution.

1

dy

= dx

y

x

Suppose that yh (x) is the general solution of the homogeneous equation

y(x) =

dyh

+ P (x)yh = 0

dx

C

x

dy

+ P (x)y = Q(x)

dx

Whenever a linear ODE has y(x) = 0 as a solution we say that the ODE is homogeneous.

Example 19.7

Show that y(x) = x is a particular solution of

Note, in some books yh (x) is written as yc (x) and is known as the complementary solution.

dy 1

+ y=2

dx x

Though this above procedure sounds easy we still have two problems,

integration.

I How do we obtain a particular solution?

This ODE looks very much like the previous example with the one small change that

Q(x) = 2 rather than Q(x) = 0. We can expect that the general solution will be similar

to the solution found in the previous example.

19.2.1

dy

+ P (x)y = 0

dx

This is separable, thus we have

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dy

= P (x)dx

y

ENG1005

y(x) = Ce

P (x) dx

Remember that this y(x) will be used as yh (x), the homogeneous solution of the nonhomogeneous ODE.

Engineering Mathematics

Example 19.9

Verify the above solution for y(x)

19.2.2

20.

This usually involves some inspired guess work. The general idea is to look at Q(x)

and then guess a class of functions for yp (x) that might be a solution of the ODE. If

you include few free parameters you may be able to find a particular solution any

particular solution will do.

And e is just as cursed

I wonder: Which is larger

When their digits are reversed?

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20.1

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Use an inspired guess to find a particular solution of

dy

+ 3y = sin(x)

dx

dy

+ (1 + 3x)y = 3ex

dx

d(Iy)

= I(x)Q(x)

dx

Z

Z

d(Iy)

dx = I(x)Q(x) dx

dx

Z

I(x)y(x) = I(x)Q(x) dx

y(x) =

1

I(x)

The great advantage with this method is that it works every time! No guessing!

The function I(x) is known as the integrating factor.

The main advantage of this method of inspired guessing (better known as the method of

undetermined coefficients) is that it is easy to apply. The main disadvantage is that it is

not systematic it involves an element of guess work in finding the particular solution.

is

1 d(Iy)

dy

1 dI

=

+y

I dx

dx

I dx

The right hand side looks similar to the left hand side of our generic first order linear

ODE. We can make it exactly the same by choosing I(x) such that

I(x) = e

P (x) dx

Example 20.3

R

dy

+ P (x)y = Q(x)

dx

Z

1

I(x)Q(x) dx

y(x) =

I(x)

1 dI

P (x) =

I dx

I(x) = e

I(x)Q(x) dx

P (x) dx

dy 1

+ y=2

dx x

So why our we doing this? Because once we know I(x) our original ODE may be rewritten as

1 d(Iy)

= Q(x)

I dx

We can now integrate this,

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Eulers method

written in terms of elementary functions. Thus, to determine the form of the solutions

of any other differential equations, we need to use a numerical method to calculate

approximate solutions. Here we will, using Taylor series, derive a numerical method

which is applicable to first order differential equations of the form

dy

= f (x, y)

dx

Engineering Mathematics

where f is a function of both variables x and y. We wish to seek a function y(x) which

will satisfy this differential equation for all x > a, given some initial value x = a at

which the value y(a) is specified.

21.

method

Example 21.1

From the theory of linear differential equations we can show the equation

dy

= x + y 1, x > 0

dx

has the general solution

y(x) = Cex + x

for any real number C.

To determine a unique solution for this problem, we need to use a specified value y0 at

an initial point x = a. The value y(a) = y0 is known as the initial condition.

Example 21.2

The differential equation

dy

= x + y 1, x > 0

dx

with the initial condition y(0) = 1 has C = 1 and then the exact solution to this initial

value problem is

y(x) = ex + x for all x > 0.

Example 21.3

The differential equation

dy

= x + y 1, x > 1

dx

with the initial condition y(1) = 3 has C = 2e1 and then the exact solution to this

initial value problem is

y(x) = 2ex1 + x for all x > 1.

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

problem being solved.

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differential equation problem?

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dy

Given a differential equation

= f (x, y) for x > a, an initial value y(a), a number

dx

of N steps and a final value b of x

ba

Set h to

N

Set x to a

The Eulers method is the simplest, and least accurate, of the many numerical methods that could be considered, but it does illustrate the general of principle of finite

difference numerical methods you may see in other units.

The first feature of finite difference methods is that they can only approximate values

of the solutions at a finite number of points, typically a sequence of point xn = a + nx

for n = 0, 1, 2, . . . , N separated by a constant stepsize x. The particular choice of x

depends on how accurate we wish the approximation solution to be; the smaller the

value of x the more accurate the appoximate solution will be.

Set y

to y(a)

For n from 1 to N do

Set xL to x

The first feature of finite difference methods is that they follow a marching procedure,

moving from the known value of y at x0 to find an approximate value of y at x1 , then

moving from that approximate value of y at x1 to find an approximate value of y at x2 ,

and so on. Thus given the initial condition y0 = y(x0 ) = y(a) we use the differential

equation

dy

(x0 ) = f (x0 , y(x0 ))

dx

evaluate at that point to help us determine an approximate value y1 for y(x1 ). One way

of doing this is to note that differential equation tells us the slope of the curve y(x) at

x0 , while we can estimate the slope between (x, y) = (x0 , y(x0 )) and (x, y) = (x1 , y(x1 ))

by the gradient formula

y(x1 ) y(x0 )

m=

x

for small x = x1 x0 . Combining these two results gives

Set yL to y

Set x to xL + x

Set y to yL + xf (xL , yL )

then the y value at the nth step is an approximate value of y(a + nx).

The magnitude in the error in Eulers method can be estimated by using a Taylor series

expansion of y(x). For example, at x1 = x0 + x the exact solution y(x1 ) can be written

in the Taylor series form

y(x1 ) = y(x0 + x) = y(x0 ) + x

dy

(x)2 d2 y

(x0 ) +

(x0 ) +

dx

2 dx2

y(x1 ) y(x0 )

f (x0 , y(x0 ))

x

and therefore,

(x)2 d2 y

(x0 ) +

2 dx2

From the definition of the approximate value y1 it follows that the error |y1 y(x1 )| after

one step (local trunctation error ) is of O (x)2 . If a similar error occurs over each of

the succeding steps then at the fixed value of x = b, reached after N steps, the error

(global trunctation error ) will be of order N (x)2 or x (b a) which is O(x). The

global truncation error is the most significant error measure since it takes into account

that extra steps are required to reach a fixed value of x as x is decreased.

The right-hand side of this equation can be used to define an approximate value y1 for

the exact solution y at x1 using

y1 = y0 + xf (x0 , y0 ) .

Having determined an approximate value y1 for y(x1 ), we now can proceed in a similar

manner to find an approximate value y2 for y(x2 ) using

Example 21.4

Consider the the differential equation

y2 = y1 + xf (x1 , y1 ) .

dy

= x + y 1, x > 0

dx

The same process can be used indefinitely, leading to a sequence of approximate values

yn for y(xn ) given by the recurrence relation

Recall, we stated the exact solution for this initial value problem is

y(x) = ex + x.

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x

y

0.0 1

0.5 1

1.0 1.25

The error in the approximation at the fixed value of x = 1 is

ENG1005

Engineering Mathematics

x

y

0.0 1

0.25 1

0.5 1.0625

0.75 1.2031

1.0 1.4414

The error in the approximation at the fixed value of x = 1 is

22.

which is roughly half the error found for x = 0.5

Lastly, if we plot the sequence of approximated value for x = 0.5, x = 0.25 and

x = 0.125 it is clear that the approximation at x = 1 improves as we decrease x.

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1 =

P (x)

d2 y

dy

+ Q(x) + R(x)y = S(x)

dx2

dx

b +

b2 4ac

2a

and 2 =

b2 4ac

2a

Lets assume for the moment that 1 6= 2 and that they are both real numbers.

What does this all mean? Simply that we have found two distinct solutions of the ODE,

Such a beast is not easy to solve. So we are going to make life easy for ourselves by

assuming P (x), Q(x), R(x) and S(x) are constants. Thus we will be studying the

reduced class of linear second order ODEs of the form

a

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y1 (x) = e1 x

dy

d2 y

+ b + cy = S(x)

dx2

dx

and y2 (x) = e2 x

Now we can use two of the properties of the ODE, one, that it is linear and two, that it

is homogeneous, to declare that

y(x) = Ay1 (x) + By2 (x)

No prizes for guessing that these are called constant coefficient equations.

We will consider two separate cases, the homogeneous equation where S(x) = 0 and the

non-homogeneous equation where S(x) 6= 0.

22.2

Prove the previous claim, that y(x) is a solution of the linear homogeneous ODE.

Example 22.1

Homogeneous equations

Here we are trying to find all functions y(x) that are solutions of

And now comes the great moment of enlightenment the y(x) just given contains two

arbitrary constants and as the general solution of a second order ODE must contain two

arbitrary constants we now realise that y(x) above is the general solution.

dy

dy

+ b + cy = 0

dx2

dx

y(x) = ex

d2 y dy

+

6y = 0

dx2 dx

We introduce the parameter as something to juggle in the hope that y(x) can be made

to be a solution of the ODE. First we need the derivatives,

First we solve the quadratic

y(x) = ex

dy

= ex

dx

d2 y

= 2 ex

dx2

2 + 6 = 0

0 = a2 ex + bex + cex

0 = (a2 + b + c)ex

0 = a2 + b + c

but ex 6= 0

The quadratic equation

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This the general solution of the ODE written in a form suitable for use with real numbers.

a2 + b + c = 0

arising from the guess y(x) = ex is known as the characteristic equation for the ODE.

We have already studied one case where the two roots are real and distinct. Now we

shall look at some examples where the roots are neither real nor distinct.

a

d2 y

dy

+ b + cy = 0

dx2

dx

a2 + b + c = 0

for . Let the two roots be 1 and 2 . Then for the general solution of the previous

ODE there are three cases.

d2 y

dy

2 + 5y = 0

dx2

dx

First we solve the quadratic

2 2 + 5 = 0

Case 2 : = i

for . This gives 1 = 1 2i and 2 = 1 + 2i. These are distinct but they are complex.

Thats not a mistake just a venture into slightly unfamiliar territory. The full solution

is still given by

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

This is a perfectly correct mathematical expression and it is the solution of the ODE.

However, in cases where the solution of the ODE is to be used in a real-world problem,

we would expect y(x) to be a real-valued function of the real variable x. In such cases

we must therefore have both A and B as complex numbers. This is getting a bit messy

so its common practice to re-write the general solution as follows.

First recall that ei = cos + i sin and thus

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

and thus our general solution is also

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

Now A + B and iA + iB are constants so lets just replace them with a new A and a

new B, that is we write

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

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Non-homogeneous equations

This is what the typical non-homogeneous linear constant coefficient second order ordinary differential equation (phew!) looks like

a

Engineering Mathematics

d2 y

dy

+ b + cy = S(x)

dx2

dx

where a, b, c are constants and S(x) 6= 0 is some given function. This differs from the

homogeneous case only in that here we have S(x) 6= 0.

Our solution strategy is very similar to that which we used on the general linear first

order equation. There we wrote the general solution as

23.

where yh is the general solution of the homogeneous equation and yp (x) is any particular

solution of the ODE.

We will use this same strategy for solving our non-homogeneous 2nd order ODE.

Example 23.1

Find the general solution of

d2 y dy

+

6y = 1 + 2x

dx2 dx

This proceeds in three steps, first, solve the homogeneous problem, second, find a particular solution and third, add the two solutions together.

Step 1 : The homogeneous solution

Here we must find the general solution of

d2 yh dyh

+

6yh = 0

dx2

dx

for yh . In the previous lecture we found

yh (x) = Ae2x + Be3x

Step 2 : The particular solution

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

polynomial we try a guess of the form

yp (x) = a + bx

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Example 23.2

Substitute this into the left hand side of the ODE and we find

S(x) = 2 + 7x2

S(x) = (sin(2x))e3x

S(x) = 2x + 3x3 + sin(4x) 2xe3x

6(a + bx) = 1 + 2x

+

dx2

dx

b 6a 6bx = 1 + 2x

b 6a = 1

and

23.3

6b = 2

Exceptions

If S(x) contains terms that are solutions of the corresponding homogeneous equation

then in forming the guess for the particular solution you should multiply that term by x

(and by x2 if the term corresponded to a repeated root of the characteristic equation).

2 1

yp (x) = x

9 3

Example 23.3

Note finding a particular solution be this guessing method is often called the method of

undetermined coefficients.

d2 y dy

+

6y = e2x

dx2 dx

The homogeneous solution is

y(x) = yh (x) + yp (x) = Ae2x + Be3x

2 1

x

9 3

and thus we see that our right hand side contains a piece of the homogeneous solution.

The guess for the particular solution would then be

23.2

Undetermined coefficients

yp (x) = (a + bx)e2x

How do we choose a workable guess for the particular solution? Simply by inspecting

the terms in S(x), the right hand side of the ODE.

Guessing a particular solution

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

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

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Engineering Mathematics

Applications of ODEs

In the past few lectures we studied, in detail, various techniques for solving a wide

variety of differential equations. What we did not do is ask why we would want to solve

those equations in the first place. A simple (but rather weak) answer is that it is a nice

intellectual challenge. A far better answer is that these ODEs arise naturally in the

study of a vast array of physical problems, such as population dynamics, the spread of

infectious diseases, the cooling of warm bodies, the swinging motion of a pendulum and

the motion of planets. In this lecture we shall look at some of these applications.

In each of the following examples we will not spend time computing the solution of the

ODE this is left as an exercise for the (lucky) student!

24.2

24.

Monash University

Newtons law of cooling states that the rate of change of the temperature of a body is

directly proportional to the temperature difference between the body and its surrounding

environment. Let the temperature of the body be T and let Ta be that of the surrounding

environment (the ambient temperature). Then Newtons law of cooling is expressed in

mathematical terms as

dT

= k(T Ta )

dt

where k is some constant.

This is a simple non-homogeneous first order linear differential equation. Its general

solution is

T (t) = Ta + Aekt

To apply this equation to a specific example we would need information that allows us

to assign numerical values to the three parameters, Ta , k, and A.

We can use Newtons law of cooling to estimate the time of death at a murder scene.

Suppose the temperature of the body has been measured at 30 deg C. The normal body

temperature is 37 deg C. So the question is How long does it take for the body to cool

from 37 deg C to 30 deg C? To answer this we need values for Ta , k, and A. Suppose

the room temperature was 20 deg C and thus Ta = 20. For k we need to draw upon

previous experiments (how?). These show that a body left to cool in a 20 deg C room

will drop from 37 deg C to 35 deg C in 2 hours. Substitute this into the above equation

and we have

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T (0) = 37 = 20 + Ae

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This can be reduced to a differential equation by dividing through by t and then taking

the limit as t 0. The result is

T (2) = 35 = 20 + Ae2k

dy

= y

dt

V

Two equations in two unknowns, A and k. These are easy to solve, leading to

A = 17

and

k=

1

loge

2

17

15

0.06258

y(t) = y(0)et/V

Thus

Example 24.2

T (t) = 20 + 17e0.06258t

Suppose the water pumps could empty the pool in one day. How long would it take to

halve the level of pollution?

Now for the time of the murder. Put T (t) = 30 and solve for t,

30 = 20 + 17e0.06258t

t=

1

loge

0.06258

10

17

24.4

8.5

The original application of ODEs was made by Newton (at the age of 22 in 1660) in the

study of how things move. He formulated a set of laws, Newtons laws of motion, one

of which states that the nett force acting on a body equals the mass of the body times

the bodies acceleration.

24.3

Newtonian mechanics

Let F be the force and let r (t) be the position vector of the body. Then the bodys

and acceleration aredefined by

velocity

Swimming pools should contain just two things people and pure water. Yet all too

often the water is not pure. One way of cleaning the pool would be to pump in fresh

water (at one point in the pool) while extracting the polluted water (at some other

point in the pool). Suppose we assume that the pools water remains thoroughly mixed

(despite one entry and exit point) and that the volume of water remains constant. Can

we predict how the level of pollution changes with time?

v (t) =

dr

dt

a (t) =

dv

d2 r

=

dt

dt2

Suppose at time t there is y(t) kgs of pollutant in the pool and that the volume of the

pool is V litres. Suppose also that pure water is flowing in at the rate litres/min and,

since the volume remains constant, the outflow rate is also litres/min.

Now we will set up a differential equation that describes how y(t) changes with time.

Consider a small time interval, from t to t + t, where t is a small number. In that

interval t litres of polluted water was extracted. How much pollutant did this carry?

As the water is uniformly mixed we conclude that the density of the pollutant in the

extracted water is the same as that in the pool. The density in the pool is y/V kg/L

and thus the amount of pollutant carried away was (y/V )(t). In the same small time

interval no new pollutants were added to the pool. Thus any change in y(t) occurs solely

from the flow of pollutants out of the pool. We thus have

d2 r

=F

2

dt

If we know the force acting on the object then we can treat this as a second order

ODE for the particles position r (t). The usual method of solving this ODE is to write

to re-write the above ODE as three separate ODEs,

r (t) = x(t) i + y(t)j + z(t)k and

one each forx(t), y(t)

and z(t).

y

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

V

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dx

= Fx

dt2

d2 z

= Fz

dt2

d2 x

GM m x

= 2

dt2

r

r

d2 y

GM m y

= 2

dt2

r

r

where Fx , Fy , Fz are the components of the force in the directions of the (x, y, z) axes,

F = Fx i + Fy j + Fz k .

d2 y

m 2 = Fy

dt

m

Monash University

where r is a unit vector parallel to r , M is the mass of the Sun and m is the mass of

The minus sign shows that

the force if pulling the Earth toward the Sun.

the Earth.

The unit vector is easy to compute, r = (x i + y j )/r. Thus we have, finally,

This is a non-linear coupled system of ODEs these are not easy to solve, so we resort

to (more) simple approximations (in other Maths subjects!).

Newton also put forward a theory of gravitation that there exists a universal force of

gravity, applicable to every lump of matter in the universe, that states that for any pair

of objects the force felt by each object is given by

F =

or a hanging weight attached to a spring. It seems reasonable then to expect the sine

an cosine functions to appear in the description of these systems. So what type of

differential equation might we expect to see for such oscillatory systems? Simply those

ODEs that have the sine and cosine functions as typical solutions. We saw in previous

lectures that the ODE

Gm1 m2

r2

where m1 and m2 are the (gravitational) masses of the respective bodies, r is the distance

between the two bodies and G is a constant (known as the Newtonian gravitational

constant and by experiment is found to be 6.673 1011 N m2 /kg 2 ). The force is directed

along the line connecting the two objects.

d2 y

= k 2 y

dt2

has

Consider the motion of the Earth around the Sun. Each body will feel a force of gravity

acting to pull the two together. Each body will move due to the action of the force

imposed upon it be the gravitational pull of its partner. However as the Sun is far more

massive than the Earth, the Sun will, to a very good approximation, remain stationary

while the Earth goes about its business.

as its general solution. This the classic example of what is called simple harmonic

motion. Both the swinging pendulum and the weighted spring are described (actually

approximated) by the above simple harmonic equation.

I The Sun does not move.

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

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

Let r (t) = x(t) i + y(t)j be the position vector of the Earth. The force acting on the

due to the gravitational

Earth

pull of the Sun is then given by

F =

GM m

r

r2

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ENG1005

I solving the simpler problem;

Engineering Mathematics

25.

I transforming the solution back to obtain the solution of the original problem.

They are most commonly used for time-dependent problems where the state of a system

is known at some initial time t = 0, say, and we want to examine the behaviour of the

system for a later time t > 0.

In this unit we will use them to solve ordinary differential equations in time, such as

those that arise from circuit theory in electronics or from mass-transfer and reaction

processes in chemical applications. In practice, however, they can also be used to solve

partial differential equations, such as those which will be seen in ENG2091/ENG2005

(for example, the heat diffusion equation).

In this unit we will mostly consider Laplace transforms as a function of a real variable,

but in practice engineers and applied mathematicians often use them in terms of a

complex-valued variable. The latter is made use of in some of the complex analysis

techniques covered in ENG2092/ENG2006.

25.2

For appropriate functions f (t) which are defined for all t 0, the Laplace transform

of f is the function F (s) such that

Z

F (s) =

f (t) est dt

0

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

Notes:

I It is traditional to denote the Laplace transform of any function by the corresponding capital letter, for example the Laplace transform of another function g(t) would

usually be written as G(s).

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

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

variable s.

I The transformed function F need not exist for every real value of s, in fact often

the integral does not exist for s < 0.

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L{f (t)}, using the script letter L to denote the transform operation.

In a similar way it can be shown that for any constant a the exponential function

f (t) = eat for all t 0 has Laplace transform

to f as the inverse Laplace transform of F , sometimes written as f = L1 {F }.

L eat =

I Books can differ slightly with this notation, for example, compare James with

Kreyszig.

25.4

The collection of Laplace transform pairs, or corresponding functions f (t) and F (s) =

L{f (t)}, can be expanded considerably by using some simple properties of the Laplace

transform process.

There are also a number of useful properties of the Laplace transform process which can

help us determine the Laplace transforms of more complicated functions, also without

needing to evaluate any additional integrals. For example, we will see that it is possible

to express the Laplace transform L{f 0 } of the derivative f 0 (t) very simply in terms of

the transform F = L{f } of f (t).

The simplest property is the linearity of the transform process. If the functions f (t) and

g(t) are defined for t 0 and have Laplace transforms L{f } and L{g} then from the

definition

Z

L{f + g} =

(f (t) + g(t)) est dt

Z0

Z

=

f (t) est dt +

g(t) est dt

Example 25.1

using the linearity property of integrals. The process that we use to prove this property is also important, and will be useful for demonstrating other properties of Laplace

transforms.

Although s is a variable here, since the value of the integral depends upon it, when the

integral is being evaluated we treat s as a fixed constant. We only vary s once we have

the answer.

Z

L{cf } =

First, notice that for any fixed value of s > 0 the integrand is an exponentially decreasing

function that tends to zero for large values of t, and so the integral exists. Once we know

it exists, the integral can be evaluated using the anti-derivative of est , with

Z

Z

1 est dt for 0 <

1 est dt = lim

0

0

1

= lim

est

s

0

1

= lim es 1

s

1

= .

s

=c

(cf (t)) est dt

f (t) est dt

= cL{f } .

Combining these, we obtain the general linearity property for any constants a and b

L{af (t) + bg(t)} = aL{f (t)} + bL{g(t)} .

For example, this can be used with the results earlier to determine the Laplace transforms

of hyperbolic functions sinh(t) and cosh(t) for constant , as well as transient functions

like f (t) = 1 et .

L{1} =

= L{f } + L{g}

From the definition above, the Laplace transform of the constant function f (t) = 1 for

all t 0 is

Z

1 est dt

L{1} =

1

for s > a.

sa

Notice that when a = 0 this reduces to the result above for f (t) = 1. (It is always wise

to cross-check!)

The Laplace transforms of a lot of common functions can be tabulated and used, without

the need to actually evaluate any integrals every time we will see some of these over

the next few lectures.

25.3

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1

for s > 0.

s

161

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25.5

Monash University

For a function f (t) which is defined for t 0 to have a Laplace transform, the integral

Z

f (t) est dt

F (s) =

ENG1005

must exist for at least some values of s. This means that f must be integrable for all

t 0, and must also not grow so rapidly as t that the improper integral does

not have a finite limit for any s.

Engineering Mathematics

Sufficient conditions for F (s) to exist in most engineering applications are that f

must:

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

jumps over the domain t 0; and

26.

Example 25.2

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

M = 1 and = a).

Example 25.3

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

Example 25.4

There are no constants M and for which f (t) = exp(t2 ) can be bounded by |f (t)|

M et for all values of t 0, and hence its improper integral over [0, ) does not exist

for any real value of s. As a result, the function f (t) = exp(t2 ) does not have a Laplace

transform.

Example 25.5

1

does not have a Laplace transform, in this case because f (t)

1t

is not integrable near t = 1 and so F (s) does not exist for any real value of s.

The function f (t) =

Note, however, that some functions that do not satisfy the sufficient conditions above can

1

still have Laplace transforms, for example later we will find the transform of f (t) = ,

t

even though it is not continuous at t = 0.

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26.1

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were seen in the previous lecture to arise from transforming f1 (t) = 1 and f2 (t) = et

respectively, with

equations by:

L{1} =

1

1

1

and L eat =

, so that L et =

s

sa

s+1

As a result, F (s) can be written in the form F (s) = L{1} L{et } and using the

linearity property we have that F (s) = L{1 et }, and hence f (t) = 1 et for all

t 0.

I transforming the solution of that back into the solution of the original problem.

This solution procedure is only effective if we can perform the final step, which involves

inverting the Laplace transform process, in a straightforward manner. This means that

having found the transform G(s) = L{g}, say, of the solution we want to recover the

unknown function g(t) as simply as possible.

I manipulate a given transform so that all of its terms can be inverted using entries

on the table.

Note: In practice two functions can have minor differences but still have the same Laplace

transform, for example if they differ only at a single point then the values of their

integrals are not affected. The inversion process therefore cannot be absolutely precise

about values of f at jump discontinuities.

2. inspection and manipulation, along with a table of known transforms and their

properties.

26.2

In this unit we mostly follow the simpler approach based on a table of known transforms

and properties, rather than use integrals in the complex plane to evaluate the inverse

transforms.

It was seen in earlier lectures on ordinary differential equations that positive integer

powers of t, such as t, t2 , t3 , . . . often appear in solutions of differential equations. We

therefore need to include their Laplace transforms in our table so that we can identify

such terms during the inversion process.

The tables-based approach requires that we rearrange a given transform F (s) into an

equivalent combination of known transforms that are all listed on our table. Typically,

this also requires using some known properties of Laplace transforms - including the

linearity property in the previous lecture.

Example 26.2

Example 26.1

When f (t) = t (or the ramp function) we can use integration by parts to deduce that

Z

test dt

L{t} =

0

Z

= lim

test dt for 0 <

Z

0

1

t

est dt

= lim

est

s

s

0

0

h

i h1

i

s

= lim

e

+ 0 2 est

s

s

0

s h 1 s

1i

= lim e

2e

2

s

s

s

1

= 2.

s

F (s) =

1

for s > 0

s (s + 1)

F (s) =

1

1

s s+1

The reason for rearranging F (s) into that form is that the two transforms

F1 (s) =

1

1

and F2 (s) =

s

s+1

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26.4

L{tn } =

n!

sn+1

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Based on results to date, we can start writing a table for use with Laplace transform

problems:

For powers of t that are not positive integers this result can be generalised to the form

L{t } =

( + 1)

for any value of > 1

s+1

f (t)

where is known as the Gamma function. This is the extension of the factorial to

non-integer values

(n + 1) = n! for integers n) and it has ( + 1) = () for

(with

26.3

the transform process, that if F (s) is the Laplace transform of f (t) then

Z

F (s) =

f (t) est dt

F (s) = L{f (t)} implies that F (s a) = L f (t) eat

is often known as the s-shifting property, and it can both help us calculate new

Laplace transforms and help identify inverse transforms.

f (t) est dt

1

for s > 0

s

eat

1

for s > a

sa

sinh(t)

for s > ||

s2 2

cosh(t)

s

for s > ||

s2 2

tn for n 0

n!

for s > 0

sn+1

t for > 1

( + 1)

for s > 0

s+1

f (t) eat

F (s a)

and that replacing s in this by (s a), for any constant a, and using the index laws

gives that

Z

F (s a) =

f (t) e(sa)t dt

Z0

=

f (t) eat est dt

0

= L f (t) eat .

L{f } = F (s) =

Graphically and analytically, the s-shifting property implies that a shift in the graph of

the function F to the right by an amount a, or replacing F (s) by F (s a), corresponds

to multiplying the original function f by the exponential eat , with f (t) replaced by

f (t) eat .

As before, the key technique here is to be able to spot a known transform that has been

s-shifted.

Example 26.3

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

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The Laplace transform L{f 0 } of the derivative f 0 (t) of a given differentiable function

f (t) is given by

Z

L{f 0 } =

f 0 (t) est dt

0

Engineering Mathematics

27.

whenever that integral exists. It turns out that this expression can also be written in

terms of the Laplace transform F (s) = L{f } of f (t) itself. To see this, use integration

by parts on the expression above, with

Z

Z

f 0 (t) est dt = lim

f 0 (t) est dt for 0 <

0

h 0

i Z

f (t) sest dt

= lim

f (t) est

0

0

h

Z

i

s

= lim

f ( ) e

f (0) + s

f (t) est dt

0

Z

st

=s

f (t) e

dt f (0)

0

= sF (s) f (0)

so that

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

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

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

differential equations.

27.2

To illustrate the application of Laplace transforms to linear differential equations, consider the problem where some unknown function y(t) satisfies the first-order initial-value

problem

dy

+ 2y = 2 with initial condition y(0) = 2.

dt

You learned how to solve this in previous lectures, but alternatively we can use Laplace

transforms and seek the transform Y (s) = L{y(t)} of the solution. To find Y , take the

Laplace transform of the differential equation using the derivative property, so that

dy

L

+ L{2y} = L{2}

dt

which gives

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

2

s

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Y (s) =

2 (s + 1)

.

s (s + 2)

Using partial fractions, the Laplace transform Y of the solution y can be written as

Y (s) =

1

1

+

s s+2

and inverting using our table gives that y(t) = 1 + e2t . Yet no differentiation or

integration was involved!

27.3

The technique used above for a first-order differential equation can be extended to higherorder differential equations, but first we need to calculate the Laplace transforms of

higher-order derivatives.

Example 27.1

To determine L{f 00 } we can use the property L{f 0 } = sF {s} f (0) recursively by

applying it to f 00 and then to f 0 . This gives that

1.

There are other ways to determine the same two results, for example directly from the

definition by integration by parts (twice), or instead by solving the differential equation

f 00 + 2 f = 0 with the appropriate initial conditions on f for the cosine and sine solutions,

respectively.

or that

L{f 00 } = s2 L{f } sf (0) f 0 (0)

In combination with the s-shifting, this allows us to invert transforms with any quadratic

denominator.

In the next lecture this will be used to assist in solving problems involving second-order

differential equations.

The same recursive process can be used to determine L{f 000 }, L f (4) and so on in

terms of L{f }, although in this unit we will not usually use higher than second-order

derivatives.

27.5

Damped oscillations

The sine and cosine functions are used to describe harmonic oscillations, such as occur

with a frictionless pendulum or an electrical circuit with no resistance. In reality there

is usually some form of damping that decreases the energy of the system over time and

eventually leads to no motion or current. Typically, such behaviour might be represented

in terms of the functions

eat cos(t) and eat sin(t)

When solving second-order differential equations, the sine and cosine functions often

arise, so we need to add those to our table of known transforms. One way to do this is

to use the Euler formula

eit = cos(t) + i sin(t)

s

L{cos(t)} = 2

and L{sin(t)} = 2

s + 2

s + 2

= s (sF (s) f (0)) f 0 (0)

= s2 F (s) sf (0) f 0 (0)

27.4

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Z

eit est dt

L eit =

Z0

=

e(is)t dt

0

Z

= lim

e(is)t dt for 0 <

0

1

= lim

e(is)t

i s

0

1

1

(is)

e

= lim

i s

i s

1

=

s i

s + i

= 2

s + 2

s

= 2

+i 2

s + 2

s + 2

Since

L eit = L{cos(t) + i sin(t)}

= L{cos(t)} + iL{sin(t)}

2

(sY (s) 2) + 2Y (s) = ,

s

and hence

where a is a negative parameter, so that both functions tend to zero as t becomes large.

We can calculate the Laplace transforms of these functions using our known results.

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Example 27.2

If we write f (t) = cos(t) then F (s) =

have that

s

, and from the s-shifting property we

s2 + 2

ENG1005

L eat cos(t) = L eat f (t)

= F (s a)

(s a)

=

(s a)2 + 2

Engineering Mathematics

Example 27.3

If we write g(t) = sin(t) then G(s) =

have that

s2 + 2

28.

L eat sin(t) = L eat g(t)

= G(s a)

=

(s a)2 + 2

These results will not be included on our table of Laplace transform as they can be

derived easily from the other results. However, notice that the denominator always has

complex-valued roots s = a i. This is important as it will enable us to invert partial

fraction expansions that involve an irreducible quadratic factor on the denominator.

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28.1

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This can be done by using traditional simultaneous equation techniques, for example.

28.3

In the previous lecture we saw how to solve a first-order linear differential equation for

y(t) by taking the Laplace transform of the differential equation itself, and using the

transform of derivative property to determine an expression for Y (s) = L{y(t)}. The

same approach can be used for initial-value problems involving second-order ordinary

differential equations with constant-coefficients.

Example 28.1

3

2

5s 3

=

+

.

s2 2s 3

s3 s+1

Example 28.2

Before we can do this, we need to know how to determine the partial fraction expansion of any proper rational function.

Note: If the original expression is not a proper rational function, then algebraic long

division must be performed first.

28.2

dy

dy

d2 y

2 3y = 0 where y(0) = 5 and

(0) = 7.

dt2

dt

dt

Taking Laplace transforms of the differential equation, and writing Y (s) = L{y}, we

obtain that

s2 Y (s) sy(0) y 0 (0) 2 (sY (s) y(0)) 3Y (s) = 0,

Step 1 is to write the denominator Q(s) in terms of linear and/or irreducible quadratic

factors.

Step 2 is to write the required rational function

Here we use the following forms:

Type of factor in Q(s)

as + b (linear)

P (s)

as the sum of partial fractions.

Q(s)

s2 2s 3 Y (s) = (s 2) y(0) + y 0 (0)

A

as + b

that is,

(as + b) for some integer k

A

B

C

K

+

+ ... +

+

as + b (as + b)2 (as + b)3

(as + b)k

As + B

as2 + bs + c

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Step 3 is to equate numerators over a common denominator, multiplying out the factors and either (a) collecting terms with like powers of s or (b) evaluating at an

appropriate number of values of s.

The solutions of ordinary differential equations often involve exponential and/or circular

functions, so their Laplace transforms will often involve partial fractions. A proper

rational function

P (s)

R(s) =

Q(s)

is a ratio of polynomials in which the degree of the numerator P (s) is less than the

degree of the denominator Q(s). All proper rational functions can be re-written by

expressing R(s) as the sum of simpler rational functions of degree one or two, called

partial fractions, which are easy to invert.

We can write

s2 2s 3 Y (s) = 5s 3,

Y (s) =

5s 3

.

s2 2s 3

Y (s) =

As + B

Cs + D

Ks + L

+ ... +

+

as2 + bs + c (as2 + bs + c)2

(as2 + bs + c)k

175

3

2

+

s3 s+1

and, using our table to invert this, that the solution is y(t) = 3e3t + 2et for t 0.

(Check that this satisfies the DE and initial conditions!)

This same process works for a variety of applications.

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28.4

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We might displace the body by y(0) = d and release it from rest (so y 0 (0)) - we then

seek y(t) for t > 0.

This initial-value problem can be solved using the same process as for the previous applications, by finding the Laplace transform Y (s) = L{y(t)} that satisfies the transform

of the DE, namely

m s2 Y (s) sy(0) y 0 (0) + c (sY (s) y(0)) + kY (s) = 0

Taking Laplace transforms of this, and writing Q(s) = L{q(t)} and Vi (s) = L{vi (t)}

then

L s2 Q(s) sq(0) q 0 (0) + R (sQ(s) q(0)) + f rac1CQ(s) = Vi (s)

Ls2 + Rs +

1

C

Monash University

Example 28.4

in series, with an applied voltage vi (t), then the charge q(t) on the capacitor satisfies

the ordinary differential equation

d2 q

dq

L 2 + R + f rac1Cq = vi (t) .

dt

dt

and hence

ms2 + cs + k Y (s) = (ms + c) d.

If the body has mass 1 kilogram and displaced by 1 metre on a spring which has spring

constant 25 kg/s2 and the strength of the damping force is 6 kg/s, then we have m = 1,

d = 1, k = 25 and c = 6, respectively, and we obtain that

The square-bracketed term on the right-hand-side arises from the initial conditions q(0)

and i(0) = q 0 (0).

Example 28.3

s+6

s2 + 6s + 25

s+3

3

=

+

.

(s + 3)2 + 16 (s + 3)2 + 16

Y (s) =

e0

and the voltage vi (t) = e0 is switched on for t > 0 then Vi (s) =

and

s

1

e0

Ls2 +

Q(s) =

C

s

and hence

Ce0

Q(s) =

s (CLs2 + 1)

Ce0

Ce0 s

+ 2

=

1 .

s

s + CL

3

y(t) = e3t cos(4t) + sin(4t) for t > 0.

4

28.6

The second term is irreducible denominator, and has the form of the cosine term seen

in the previous lecture, so the solution is

r

1

q(t) = Ce0 (1 cos(t)) with frequency =

.

CL

This solution is pure oscillatory.

water so it has a uniform concentration x1 and x2 , respectively. A proportion k > 0 of

both tanks (for example, 2% or k = 0.02) is then transferred between the tanks per unit

time in order to mix their contents.

Conservation of mass yields two coupled first-order linear ODEs for x1 (t) and x2 (t) as

functions of time t with

28.5

dx1

dx2

= kx1 + kx2 and

= kx1 kx2 fort > 0.

dt

dt

Consider a body of mass m which is suspended by a spring of spring constant k, and with

a damping force that is proportional to the speed of the body. If y(t) is the displacement

of this body away from its equilibrium position then Newtons second law of motion gives

that

d2 y

dy

m 2 + c + ky = 0

dt

dt

where c is a constant (which determines the strength of the damping force).

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Example 28.5

We might have x1 (0) = 0 and x2 (0) = 1 initially, and then seek x1 (t) and x2 (t) for t > 0.

This can be solved using exactly the same process as earlier, by seeking the Laplace

transforms X1 (s) = L{x1 (t)} and X2 (s) = L{x2 (t)}. Taking transforms of each ODE

gives that X1 and X2 satisfy

ENG1005

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

Engineering Mathematics

and using the initial conditions yields two coupled linear algebraic equations for X1 and

X2 , with

(s + k) X1 (s) = kX2 (s) and (s + k) X2 (s) = kX1 (s) + 1.

The first equation implies that X2 (s) =

equation gives

s+k

X1 (s) and substituting into the second

k

29.

k

(s + k)2 k 2

k

=

s (s + 2k)

1

1 1

=

2 s s + 2k

X1 (s) =

and hence

X2 (s) =

1

2

1

1

+

s s + 2k

By inversion

x1 (t) =

1

1

1 e2kt andx2 (t) =

1 + e2kt for t > 0,

2

2

1

for large time t.

2

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29.1

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(Those functions can occur in the resonant case of harmonic oscillations.)

The derivative property of Laplace transform can also be inverted by considering the

transform of

Z t

f ( ) d

g(t) =

29.2

in terms of the transform F (s) of f (t). Since g (t) and g(0) = 0 we can use the transform

of derivative property to deduce that

When we first introduced the Laplace transform it was noted that they can be found for

functions with a finite number of finite jump discontinuities. In engineering, such a jump

can correspond to flipping a switch in an electrical circuit or applying an instantaneous

displacement in a mechanical system. One of the advantages of Laplace transforms is

that they can handle jump discontinuities relatively easily, including those which can

occur in solutions of differential equations.

= sL{g(t)} g(0)

= sL{g(t)} .

This means that we can eliminate an s in the denominator during the inversion process

by using transform of integral property

Z t

L{g(t)} = L

f ( ) d

unit step function u(t), which is defined as

0 if t < 0

u(t) =

1 if t 0

1

= F (s) .

s

Another useful result can be obtained by differentiating a Laplace transform with respect

to s, so

Z

d

d

f (t) est dt

F (s) =

ds

ds

Z 0

f (t) test dt

=

0

= L{tf (t)} .

d

L{tf (t)} =

F (s) ,

ds

which can be used to help find the Laplace transform of functions that involve powers

of t times another function. In particular, this result enables the earlier result

L{tn } =

This is sometimes known as the Heaviside function (after the engineer Oliver Heaviside, who invented Laplace transforms in the 19th Century).

Step functions are often used in combination with a displacement in time, so that the

jump from zero to one occurs at t = a, for some a 0. This can be expressed in terms

of the unit step function u as

0 if t < a

u(t a) =

1 if t a

n!

sn+1

1

to be deduced by differentiating L{1} =

with respect to s repeatedly for n times.

s

Another transform that can be obtained from this property is

d

L{t sin(t)} =

L{sin(t)}

ds

d

=

2

2

ds s +

2s

=

.

(s2 + 2 )2

181

182

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29.3

Z a

L{u(t a)} =

1est dt

0

Z

1est dt

= lim

a

1

= lim

est

s

a

1 s 1 sa

+ e

= lim e

s

s

1 sa

= e

s

Monash University

The displaced unit step function u(t a) can also be used in combination with more

complicated functions that are switched on and off.

Example 29.2

A function f (t) that is defined for t 0 can be displaced to a new starting time t = a

by using that

0 if t < a

u(t a) f (t a) =

f (t a) if t a

The Laplace transform of this function is then given by

Z

f (t a) est dt

L{u(t a) f (t a)} =

Based on this unit step function a set of more complicated discontinuous functions can

be constructed.

Z

Z

0

f (t0 ) es(t +a) dt0

f (t a) est dt =

0

a

Z

0

sa

=e

f (t0 ) est dt0

Example 29.1

Displaced unit step functions that switch a quantity on at t = a, and then off again at

t = b, where b > a > 0. This can be written as

h(t) = u(t a) u(t b)

= esa F (s)

And it represents a top hat function which has a value of one over the inverval [a, b)

and a value of zero otherwise.

As a result,

L{u(t a) f (t a)} = esa F (s)

multiplication of the transform by the exponential function esa .

Compare that with the s-shifting property !

29.4

An application of t-shifting

Consider an RC circuit which initially has no charge q and current i. An applied voltage

vi (t) is switched on to a constant value e0 at the time t = a > 0 and then switched off

again at the time t = b > a. The differential equation governing this system is

R

To obtain the Laplace transform H(s) of this function we use the linearity property,

which gives

where q(t) is the charge on the capacitor. Taking Laplace transforms of the DE gives

1

1 as 1 bs

R (sQ(s) q(0)) + Q(s) = e0

e

e

C

s

s

= L{u(t a)} L{u(t b)}

=

esa esb

.

s

This top hat function is sometimes used to turn on and off the right-hand side (forcing)

term in a differential equation.

dq

1

+ q = e0 (u(t a) u(t b))

dt C

183

1 as 1 bs

e

e

s

s

184

Monash University

or

Q(s) = Ce0

From the partial fraction expansion

eas ebs

s (RCs + 1)

Monash University

The corresponding current i(t) = q 0 (t) into the capacitor is then given by

0 if 0 t < a

e0

e(ta) if a t < b

i(t) =

R

e(ta) e(ba) 1 if t b

1

1

1

=

1

s (RCs + 1)

s s + RC

1

1

1

where =

=

s s+

RC

which is positive for the second interval and negative for the third interval, with jumps

at both t = a and t = b.

Q(s) = Ce0

1 as

1 as 1 bs

1 bs

.

e

e

e +

e

s

s+

s

s+

Inverting using our table of known transforms, including the t-shifting property, gives

the solution

q(t) = Ce0 u(t a) 1 e(ta) u(t b) 1 e(tb) .

Another way of expressing this solution is to split up the time period into three intervals,

corresponding to the three values of the top hat function

0 if 0 t < a

1 e(ta) if a t < b

q(t) = Ce0

(ta) (ba)

e

e

1 if t b

Notice also that both i(t) and q(t) tend to zero for large times t , so the system

eventually returns to its original uncharged state.

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30.1

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ENG1005

or a short, sharp forcing. For example, we might hit a stationary mass on a spring

with a hammer over a very short period of time, to accelerate it to a finite velocity,

or we apply a sudden large-but-short burst of voltage to a circuit in order to charge a

capacitor quickly.

Engineering Mathematics

modelled in terms of a (Dirac) delta function (t a). This is an unusual type of

function and it has the properties that:

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

30.

I its integral is equal to one over any interval that includes t = a, in particular

Z

(t a) dt = 1.

0

In engineering, the delta function (t a) is also sometimes called the unit impulse

function.

Notice that (t a) does not have a specific value at t = a, so it cannot be graphed or

evaluated in the usual way. One way to envision (t a) is as the limit as of

1

a sequence of functions that have typical width and typical height near t = a - for

Example 30.1

Consider a mass moving along at a constant velocity v(t) = v0 (with zero acceleration

a(t)) that is given a short, sharp acceleration of v times (t 1) at the time t = 1.

Therefore

Z t

v(t) = v0 +

a( ) d

Z0 t

= v0 +

(v) ( 1) d

0

Z t

= v0 + v

( 1) d

0

and v(t) = v0 for t < 1. Once t > 1, however, the integral jumps in value and

v(t) = v0 + v for t > 1.

Since (t a) = 0 for t = a, the delta function also has the so-called sifting property,

which enables it to pick out values of the integrand of an integral, with

Z

g(t) (t a) dt = g(a) for any function g(t) .

0

188

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Example 30.2

This property allows us to determine the Laplace transform of the delta function

(t a), since

Z

L{(t a)} =

(t a) est dt (using g(t) = est here)

Z t

(f g)(t) =

f ( ) g(t ) d

Z0 t

=

(t ) d

0

h1

1 it

= 2t 3

2

3

0

1 3

= t.

6

It follows that

L{(t a)} = esa for any a > 0.

The form of this Laplace transform is similar to that for the unit step function u(t a)

1

introduced in the previous lecture, where we saw that L{u(t a)} = esa . In fact, the

s

Delta (or unit impulse) function (t a) can be considered to be the derivative of the

unit step function, with

d

u(t a) = (t a) .

dt

30.2

1

1

F (s) G(s) =

s2

s2

1

= 4

s

1 3!

=

.

6 s4

Convolution

Laplace transforms are simple to use and manipulate because they have the linearity

property

Note that convolution operator here is not the multiplication operator, but it does

have the same commutative property that f g = g f . (Can you show this from its

definition?)

Evaluating a convolution can be a little messy, but sometimes it can be quicker than

using other ways of inverting transforms, such as by partial fractions. We may use the

convolution more extensively in your engineering units.

However, it is not uncommon to assume, incorrectly, that they also satisfy a similar

property for multiplication, L{f (t) g(t)} = L{f (t)} L{g(t)}. A product of transforms

F (s) G(s) can be inverted but the answer is not usually equal to f (t) times g(t)!

Nevertheless, it is possible to express the inverse transform of F (s) G(s) in terms of f (t)

and g(t). To do that, we need to introduce a special operation on two functions f and

g known as the convolution (f g), defined by the integral

Z t

(f g)(t) =

f ( ) g(t ) d.

6 F (s) G(s) in general.

L{f g} = L{f } L{g}

= F (s) G(g) .

189

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30.3

Monash University

In addition to the initial table at the end of section 26.4, we have the following transforms and properties.

f (t)

df

dt

d2 f

dt2

s2 F (s) sf (0)

cos(t)

s

s2 + 2

Z t

0

f ( ) d

Z t

0

f ( ) g(t ) d

f (t) est dt

Engineering Mathematics

sF (s) f (0)

s2 + 2

u(t a) f (t a)

sin(t)

tf (t)

(f g)(t) =

L{f } = F (s) =

ENG1005

df

(0)

dt

31.

d

F (s)

ds

1

F (s)

s

F (s) G(s)

191

Monash University

f (t)

L{f } = F (s) =

f (t) est dt

1

for s > 0

s

eat

1

for s > a

sa

sinh(t)

cosh(t)

s

for s > ||

s2 2

s2 + 2

cos(t)

s

s2 + 2

tn for n 0

n!

for s > 0

sn+1

t for > 1

( + 1)

for s > 0

s+1

(t a)

eas

f (t) eat

F (s a)

u(t a) f (t a)

df

dt

sF (s) f (0)

tf (t)

tn f (t)

Z t

0

(f g)(t) =

f ( ) d

Z t

0

f ( ) g(t ) d

Engineering Mathematics

for s > ||

s2 2

sin(t)

d2 f

dt2

ENG1005

s2 F (s) sf (0)

32.

df

(0)

dt

d

F (s)

ds

dn

(1)n n F (s)

ds

1

F (s)

s

F (s) G(s)

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32.1

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Introduction

Monash University

This notation identifies the function as f , the domain as R2 , the range as [1, 1] and

most importantly the rule that (x, y) is mapped to sin(x + y). For this subject we will

stick with the former notation.

We are all familiar with simple functions such as y = sin(x). And we all know the

answers (dont we?) to questions such as

You should also note that there is nothing sacred about the symbols x, y and f . We

are free to choose what ever symbols takes our fancy, for example we could concoct the

function

w(u, v) = log(u v)

2. What does it look like as a plot in the xy-plane?

3. What is its derivative?

Example 32.1

What would be a sensible choice of domain for the previous function?

In this series of lectures we are going to up the ante by exploring similar questions for

functions similar to z = cos(xy). This is just one example of what we call functions

of several variables. Though we will focus on functions that involve three variables

(usually x, y and z) the lessons learnt here will be applicable to functions of any number

of variables.

32.2

Definition

subset of R.

What does this mean? Simply that for any allowed value of x and y we can compute a

single value for f (x, y). In a sense f is a process for converting pairs of numbers (x and

y) into a single number f .

The notation R2 means all possible choices of x and y such as all points in the xy-plane.

The symbol R denotes all real numbers (for example all points on the real line). The

use of the word subset in the above definition is simply to remind us that functions have

an allowed domain (i.e. a subset of R2 ) and a corresponding range (i.e. a subset of R).

Notice that we are restricting ourselves to real variables, that is the functions value and

its arguments (x, y) are all real numbers. This game gets very exciting and somewhat

tricky when we enter the world of complex numbers. Such adventures await you in later

year mathematics (not surprisingly this area is known as Complex Analysis).

32.3

Notation

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

We can choose the domain to be R2 and then the range will be the closed set [1, +1].

Another common way of writing all of this is

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

195

196

33.1

ENG1005

Engineering Mathematics

33.

Partial derivatives

Monash University

First derivatives

We all know and love the familiar definition of a derivative of a function of one variable,

f (x + x) f (x)

df

= lim

.

dx x0

x

The natural question to ask is: Is there similar rule for functions of more than one

variable? The answer is yes (surprised?) and we will develop the necessary formulas by

a simple generalisation of the above definition.

Okay, lets suppose we have a simple function, say f (x, y). Suppose for the moment that

we pick a particular value of y, say y = 3. Then only x is allowed to vary and in effect

we now have a function of just one variable. Thus we can apply the above definition for

a derivative which we write as

f (x + x, y) f (x, y)

f

= lim

.

x x0

x

d

. This is to remind us that in computing

rather than dx

x

this derivative all other variables are held constant (which in this instance is just y).

Of course, we could play the same again but with x held constant, which leads to

derivative in y,

f

f (x, y + y) f (x, y)

= lim

.

y y0

y

f

f

and

are known as partial derivatives of f while the

x

y

derivative of a function of one variable is often called an ordinary derivative.

You might think that we would now need to invent new rules for the (partial) derivatives

of products, quotients and so on. But our definition of partial derivatives is built upon

the definition of an ordinary derivative of a function of one variable. Thus all the

familiar rules carry over without modification. For example, the product rule for partial

derivatives is

f

g

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

+ f (x, y)

x

x

x

f

g

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

+ f (x, y)

y

y

y

Computing partial derivatives is no more complicated than computing ordinary derivatives.

198

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Example 33.1

Example 33.4

f

=

sin(x) cos(y)

x

x

sin(x) + sin(x)

cos(y)

= cos(y)

x

x

= cos(y) cos(x) .

33.3

Notation

From the above example we see that h(x, y) was computed as follows

h(x, y) =

Example 33.2

If g(x, y, z) = ex

2 y 2 z 2

then

2

g

2

2

=

ex y z

z

z

2

2

2

= ex y z

x2 y 2 z 2

z

2

2

2

= 2zex y z .

33.2

g

.

y

g

x

f

x x

h(x, y) =

2f

x2

Now consider the case where we costruct the function m(x, y) by taking the partial

derivative of g(x, y) with respect to y, that is,

g

y

f

=

y x

m(x, y) =

Higher derivatives

The result of a partial derivative is another function of one or more variables. We are thus

at liberty to take another derivative, generating yet another function. Clearly we can

repeat this any number of times (though possibly subject to some technical limitations

as noted below, see Exceptions).

m(x, y) =

Example 33.3

2f

yx

Note the order on the bottom line - you should read this from right to left. It tells you

that to take a partial derivative in x then a partial derivative in y.

Let f (x, y) = sin(x) sin(y). Then we can define g(x, y) as the partial derivative of f with

respect to x, that is,

Its now a short leap to cases where we might take say five partial derivatives, such as

f

g(x, y) =

x

=

sin(x) sin(y)

x

= cos(x) sin(y)

P (x, y) =

5f

xyyxx

Partial derivatives that involve one or more of the independent variables are known as

mixed partial derivatives.

and then define h(x, y) as the partial derivative of g with respect to x, that is,

g

x

cos(x) sin(y)

=

x

= sin(x) sin(y)

h(x, y) =

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Example 33.5

Example 33.7

2f

2f

Given f (x, y) = 3x2 + 2xy compute

and

. Notice anything?

xy

yx

f (x) =

In general, if f is a twice-differentiable function, then the order in which its mixed

partial derivatives are calculated does not matter. Each ordering will yield the same

function. For a function of two variables this means

df (x)

=

dx

This is not immediately obvious but it can be proved (its a theorem!) and it is a very

useful result.

< x < 0

0

3x

0<x<

< x < 0

6x

0<x<

Note: For most multivariable functions we use in applications and modelling we do find

2f

2f

=

. However, there are some functions for which this equality does not hold

xy

yx

true as they fail specific assumptions in the theorem alluded to above.

d2 f (x)

=

dx2

< x < 0

0<x<

Now we notice that this second derivative is not continuous at x = 0. We thus can not

take any more derivatives at x = 0. Our chain of differentiation has come to an end.

Example 33.6

Use the above theorem to show that

5

We began with a continuous function f (x) and we were able to compute only its first two

derivatives over the domain x R. We say such that the function is twice differentiable

over R. This is also often abbreviated by saying f is C 2 over R. The symbol C reminds us

that we are talking about continuity and the superscript 2 tells us how many derivatives

we can apply before we encounter a non-continuous function. The clause over R just

reminds us that the domain of the function is the set of real numbers (, ).

Q

Q

Q

=

=

xyyxx

yyxxx

xxxyy

This allows us to simplify our notation, all we need do is record how many of each type

of partial derivative are required, thus the above can be written as

P (x, y) =

33.4

It is easy to see that something interesting might happen at x = 0. Its also not hard to

see that the function is continuous over its whole domain, and thus we can compute its

derivative everywhere, leading to

2f

2f

=

xy

yx

P (x, y) =

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We should always keep in mind that a function may only posses a finite number of

derivatives before we encounter a discontinuity. The tell-tale signs to watch out for are

sharp edges, holes or singularities in the graph of the function.

5Q

5Q

= 2 3

3

2

x y

y x

In earlier lectures we noted that at the very least a function must be continuous if it is

to have a meaningful derivative. When we take successive derivatives we may need to

revisit the question of continuity for each new function that we create.

2. Whatsoever Thou doest to one side of ye equation, Do ye also to the other.

If a function fails to be continuous at some point then we most certainly can not take

its derivative at that point.

3. Thou must use Thy Common Sense, else Thou wilt have flagpoles 9,000 metres

in height, yea ... even fathers younger than sons.

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

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202

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5. When Thou knowest not, Thou shalt look it up, and if Thy search still elude Thee,

Then Thou shalt ask the all-knowing teacher.

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

ENG1005

7. Thy correct answer does not prove that Thou hast worked Thy problem correctly.

This argument convincest none, least of all, Thy teacher.

8. Thou shalt first see that Thou hast copied Thy problem correctly before bearing

false witness that the answer book lieth.

Engineering Mathematics

9. Thou shalt look back even unto Thy youth and remember Thy arithmetic.

10. Thou shalt learn, speak, write, and listen correctly in the language of mathematics,

and verily HDs and Ds shall follow Thee even unto graduation.

34.

203

34.1

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Directional derivative

Given any differentiable function of several variables we can compute each of its first

partial derivatives. Lets do something out of the square. We will assemble these partial

derivatives as a vector which we will denote by f . So for a function f (x, y) of two

variables we define

f

f

i+

j

f =

x

y

df

of a function f in the direction t is given by

ds

df

= u f = u f

ds

f =

This may be pretty but what use is it? If we look back at the formula for the chain rule

we see that we can write it out as a vector dot-product,

f

f

i+

j

x

y

df

f dx f dy

=

+

ds

x ds y ds

f

f

dx

dy

=

i+

j

i+ j

x

y

ds

ds

dx

dy

i+ j .

= (f )

ds

ds

Example 34.2

Given f (x, y) = sin(x) cos(y) compute the directional derivative of f in the direction

1

u = (i + j).

2

dx

dy

i + j in this equation? Its not hard to see that

ds

ds

it is a tangent vector to the curve (x(s) , y(s)). And if we chose the parameter s to be

distance along the curve then we also see that its a unit vector.

Example 34.3

Example 34.1

Example 34.4

Prove the last pair of statements, that the vector is a tangent vector and that its a unit

vector.

Given f (x, y) = (xy)2 and the vector v = 2i + 7j compute the directional derivative at

(x, y) = (1, 1). Hint: Is v a unit vector?

one variable. We achieved this by choosing a path such as x = x(s) , y = y(s). We might

df

ask if the value of

depends on the choice of the path? That is we could imagine many

ds

different paths all sharing the one point, call it P , in common. Amongst these different

df

paths might we get different answers for ?

ds

This is a very good question. To answer it lets look at the directional derivative in the

form

df

= u f

ds

First we note that f depends only on the values of (x, y) at P . It knows nothing about

the curves passing through P . That information is contained solely in the vector u.

Thus if a family of curves passing through P share the same u then we most certainly

df

will get the same value for

for each member of that family. But what class of curves

ds

share the same u at P ? Clearly they are all tangent to each other at P . None of the

curves cross any other curve at P .

It is customary to denote the tangent vector by u. With the above definitions we can

now re-write the equation for a directional derivative as follows

df

= u f

ds

df

Isnt that neat? The number that we calculate in this process

is known as the

ds

directional derivative of f in the direction u.

Yet another variation on the notation is to include the tangent vector as subscript on

. Thus we also have

df

= u f

ds

df

at s = 1.

ds

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At this point we can dispense with the curves and retain just the tangent vector u at

df

is the direction we wish to head in, u, and the

P . All that we require to compute

ds

gradient vector, f , at P . Choose a different u and you will get a different answer for

df

df

. In each case

measures how rapidly f is changing the direction of u.

ds

ds

34.2

34.2.2

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Here we have

x = r sin() cos() , y = r sin() sin() and z = r cos()

p

where r = x2 + y 2 + z 2 represents the distance from the origin to the spherical surface.

f = er

Can we find the gradient vector in other coordinate systems? Yes. However, to derive

the gradient vector in another coordinate system will require some ENG2005/ENG2006

knowledge. For now, we will only show you, not derive, the gradient vectors for the two

non-Cartesian coordinate systems we use most often in our applications and modelling:

cylindrical and spherical coordinates.

1 f

1

f

f

+ e

+ e

.

r

r

r sin()

Recall that in section 12.4 we saw the parameterisation for cylindrical surfaces and

spherical surfaces. If we vary the radii for these systems we can parameterise cylindrical

volumes and ball volumes. (Recall sphere only refers to the surface while ball refers

to volume enclosed by the sphere surface.)

34.2.1

Here we have

where R =

surface.

p

x2 + y 2 represents the distance from the cylinder axis to the cylindrical

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

e = sin() i + cos() + 0k

ez = 0i + 0j + k

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

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

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

f = eR

f

1 f

f

+ e

+ ez .

R

R

z

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35.1

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Tangent planes

For functions of one variable we found that a tangent line provides a useful means of

approximating the function. It is natural to ask how we might generalise this idea to

functions of several variables.

Constructing a tangent line for a function of a single variable, f = f (x), is quite simple.

Lets just remind ourselves how we might do this. First we compute the functions value

f and its gradient df /dx at some chosen point. We then construct a straight line with

these values at the chosen point.

Example 35.1

Construct the tangent line to f = sin(x) at x = /4.

35.

Notice that the tangent line is a linear function. Not surprisingly, for functions of several

variables we will be constructing a linear function which shares particular properties with

the original function, in particular the functions value and gradient at the chosen point.

Lets be specific. Suppose we have a function f = f (x, y) of two variables and suppose

we choose some point, say x = a, y = b. Lets call this point P . At P we can evaluate f

and all the first partial derivatives, f /x and f /y. Now we want to construct a new

function, call it f = f(x, y), that shares these some numbers at P . What conditions,

apart from being linear, do we want to impose on f? Clearly we require

!

!

f

f

f

f

=

=

,

fp = fp ,

x

x p

y

y p

p

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

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

We would need to carefully choose the numbers A, B, C so that we meet the above

conditions. However, it is easier (and mathematically equivalent) to choose

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

In this form we find

C = fp ,

A=

f

x

f

x

B=

f

y

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

+ (y b)

f

y

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

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Example 35.2

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quickly as you move away from P but also, each time you halve the distance from P you

will reduce the error by a factor of four.

The answer to the second question, are there better approximations than a tangent

plane, is most certainly yes. The key idea is to force the approximation to match higher

derivatives of the original function. This leads to higher order polynomials in x and y.

Such constructions are known as Taylors series in many variables. We will revisit this

later in the course but only in the context of functions of a single variable.

f(r ) = fp + (r r p ) (f )p

where r = x i + y j . This is a nice compact formula and it makes the transition to more

(x, y, z ) trivial.

variables

Example 35.3

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

The Tangent Plane

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

is given by

f

f

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

+ (y b)

x p

y p

The tangent plane may be used to approximate f at points close to P .

35.2

Linear approximations

We have done the hard work now its time to enjoy the fruits of our labour. We can

use the tangent plane as a way to estimate the original function in a region close to the

chosen point. This is very similar to how we used a tangent line in approximations for

functions of one variable.

Example 35.4

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

Example 35.5

Would it make sense to use the same tangent plane as in the previous example to estimate

f (5, 4)?

The bright and curious might now ask two very interesting questions, how large is the

error in the approximation and how can we build better approximations?

The answers to these questions takes us far beyond this subject but here is a very rough

guide. Suppose you are estimating f at some point a distance away from P (that is,

2 = (x a)2 + (y b)2 ). Then the error, |f (x, y) f(x, y)| will be proportional to

2 . The proportionality factor will depend on the second derivatives of f (after all this

is what we left out in building the tangent plane). The upshot is that the error grows

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Engineering Mathematics

36.

Monash University

Suppose you run a commercial business and that by some means you have formulated

the following formula for the profit of one of your lines of business

f = f (x, y) = 4 x2 y 2

Clearly the profit f depends on two variables x and y. Sound business practice suggest

that you would like to maximise your profits. In mathematical terms this means find the

values of (x, y) such that f is a maximum. A simple plot of the graph of f shows us that

the maximum occurs at (0, 0). For other functions we might not be so lucky and thus

we need some systematic way of computing the points (x, y) at which f is maximised.

You would have met (in previous years) similar problems for the case of a function of

one variable. And form that you may expect that for the present problem we will be

making a statement about the derivatives of f in order that we have a maximum (i.e.

that the derivatives should be zero). Lets make this precise.

Lets denote the (as yet unknown) point at which the function is a maximum by P .

Now if we have a maximum at this point then moving in any direction from this point

should see the function decrease. That is the directional derivative must be non-positive

in every direction from P , thus we must have

df

= t (f )p 0

ds

for every choice of t . Lets be tricky. Lets assume (for the moment) that (f )p 6= 0

to compute > 0 so that t = (f )p is a unit vector. If you

then we should be able

now substitute this into the above you will find

(f )p (f )p 0

Look carefully at the left hand side. Each term is positive (remember a a is the squared

this equation

length of a vector a ) yet the right hand side is either zero or negative. Thus

and we have to reject our only assumption, that (f )p 6= 0.

does not make sense

We have thus found that if f is to have a maximum at P then we must have

0 = (f )p

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

0=

f

,

x

and 0 =

f

y

at P

Of course we could have posed the related question of finding the points at which a

function is minimised. The mathematics would be much the same save for a change in

words (maximum to minimum) and a corresponding change in signs. The end result

is the same, the gradient f must vanish at P .

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Example 36.1

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

36.2

Local extrema

0 = (f )p

we might get more than one point P . What do we make of these points? Some of them

might correspond to minimums while others might correspond to maximums of f . Does

this exhaust all possibilities? No, there maybe some points which can not be classified

as either a minima or a maxima of f . The three options are shown in the following

graphs.

A typical case might consist of any number of points like the above. It is for this reason

that each point is referred to as a local maxima or a local minima.

36.3

Notation

maximum or a saddle point of f we commonly lump these into the one term local

extrema.

Note when we talk of minima, maxima and extrema we are talking about the (x, y)

points at which the function has a local minimum, maximum or extremum respectively.

36.4

You may recall that for a function of one variable, f = f (x), that its extrema could be

characterised simply be evaluating the sign of the second derivative. There is a similar

test that we can apply for functions of two variables that is summarised in the following

box. Note that this result is not examinable. It is included here to whet your appetite

for the exciting things that await in your later studies in maths (you will be doing more

wont you?).

A typical local maximum

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

D=

2f 2f

x2 y 2

2f

xy

2

ENG1005

A local minima when

D 0 and

D 0 and

D<0

2f

>0

x2

2

f

<0

x2

Engineering Mathematics

37.

217

ENG1005 Exercises

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The following exercise questions are provided to assist with reinforcing the facts and

practicing the skills covered in the lectures in this unit. When writing out your solutions

to these problems it is advised that you include your full working, including concise

explanations of your reasoning and the correct use of mathematical symbols.

ENG1005

Engineering Mathematics

The six exercise sets, a selection of practice exercises for the material covered in lectures,

follow - one set for each of the six major topic areas. You may find that you can complete

a small selection of these during support classes, the best approach is to attempt all of

the relevant questions in the exercise sets related to the previous weeks lectures for

yourself before your support and then ask for help if you are having trouble with specific

questions, or having any other difficulties, during your support class. Assistance is

available in your support class, at the Mathematics Learning Centre, or by approaching

the lecturers.

Integration by substitution

1. Find each of the following indefinite integrals using integration by substitution:

Z

Z

x

(b)

x3 cos x4 dx

dx

(a)

3x2 + 1

Z

Z

2

(c)

sin(x) ecos(x) dx

(d)

2xe3x dx

Answers for most of the exercises are provided following each exercise set but they do not

describe how to complete the questions - further assistance on details of how to undertake

and complete a problem is available on a one-to-one basis during each support class.

(e)

Z

ex

2 ex

dx

(f)

Z

1

x loge (x)

dx

Integration by parts

2. Find each of the following indefinite integrals using integration by parts:

Z

Z

(a)

x cos(x) dx

(b)

xex dx

(c)

(e)

(g)

Z p

y y + 1 dy

Z

Z

sin2 () d

sin() cos() d

4. Use integration by parts twice to find

219

(d)

(f)

(h)

Z

Z

Z

x2 loge (x) dx

Z

sin2 () d

Z

cos2 () d

ex cos(x) dx.

ex sin(x) dx.

Monash University

5. Use a substitution and an integration by parts to find each of the following indefinite integrals:

Z

Z

cos(x) sin(x) ecos(x) dx

(3x 7) sin(5x + 2) dx

(b)

(a)

(c)

Z

e2x cos(ex ) dx

(d)

Z

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10. Find the first derivative with respect to the independent variable for the following

functions:

(a) f (x) = sinh(4x).

(b) g(t) = cosh(t) sinh(t).

1 cosh(r)

.

(c) h(r) =

1 + cosh(r)

(d) F () = tanh e .

dx

Z

1

dx. For this we will use integration by parts with

We wish to compute

x

1

dv

du

1

u = and

= 1. This gives us

= 2 and v = x. Thus using integration

x

dx

dx

x

by parts we find

Z

Z

1

1

dx = 1 +

dx

x

x

11. Use appropriate hyperbolic function substitutions to evaluate the following indefinite integrals:

Z

1

(a)

dx

9 + x2

Z

1

dx

(b)

x2 16

Z

1

(c)

dx

25 x2

and thus 0 = 1. (If this answer does not cause you serious grief then a career in

accountancy beckons).

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

I Exercise set 8.3.13: Questions 40,41

I Exercise set 8.3.13: Questions 37,38

Hyperbolic functions

7. Find the numerical value of each expression:

Improper integrals

(a)

sinh(loge (2))

(b)

tanh(0)

(c)

cosh(3)

(d)

sinh1 (1)

(e)

cosh1 (1)

(f)

tanh1 (1)

8. If tanh(x) =

12. Decide which of the following improper integrals will converge and which will diverge: Z

Z 1

1

1

1

dx

(b)

dx

(a)

x

x1/4

0

0

4

then find the value of the other five hyperbolic functions at x.

5

(c)

(e)

x2 1

.

x2 + 1

(e) (cosh(x) + sinh(x))2 = cosh(2x) + sinh(2x).

Z 1

(g)

221

Z 2

0

1

y4

dy

1

1 + 2

(d)

1

x (x + 2)

(f)

Z 2

0

dx

(h)

Z 2

0

e2x dx

1

1 x2

1

x (x 2)

dx

dx

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Z 1

0

(e)

ey

y4

dy

e

1 + 2

(d)

(f)

Z 1

14. Find the limit, if it exists, for each of the following sequences

1 1 1

(1)n

(a) 1, + , , + , . . . ,

,...

2 3 4

n+1

n+1

1 2 3

,...

(b) , , , . . . ,

2 3 4

n+2

1

(c) an =

, n N {0}.

n+1

1

1

(d) an =

, n N {0}.

n+2 n+1

1 + n + 1 , n is even

(e) an =

, n is odd

1

n+1

e , 0 n < 100

e2x sin2 (x) dx

1

x (1 x2 )

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13. Use a suitable comparison function to decide which of the following integrals will

converge and which will diverge:

Z 1

Z 1 x

1

e

dx

(b)

dx

(a)

x

1 x1/4

0

0

(c)

dx

I Exercise set 9.2.3: Question 1

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

(f) an =

e , n 100

n

(g) an = sin

. (Hint: Write out the first few terms.)

4

15. Consider the sequence defined by

n+1

1

an+1 = an +

, n {0} with a0 = 1.

2

(a) Write out the first few terms a0 , . . . , a4 .

1

(b) Can you express a5 in terms of a4 ?

2

(c) Generalize this result to express an+1 in terms of

(d) Can you express an as a sum

n

X

1

an .

2

k=0

(e) Suppose the limit lim (an ) exists. Use the result of 15c to deduce the limit.

n

(f) Determine the values of for which the sequence an+1 = an + n converges.

16. In the Fibonacci sequence each new number is generated as the sum of the two

previous numbers, for example, 0, 1, 1, 2, 3, 5, 8, 13, 21, . . . The general term in the

Fibonacci sequence is often written as Fn , with Fn = Fn1 + Fn2 .

Fn

Show that if we construct the new sequence Gn =

then

Fn1

1+ 5

lim (Gn ) =

.

n

2

223

224

X

n=1

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I if

Spock:

Kirk:

n=1

an is divergent.

n=1

X

1

.

p

n

n=1

Use the integral test to determine for what values of p this series is convergent and

for what value of p this series is divergent.

Note that the p = 1 case is case the harmonic series.

Spock:

Captain, the enemy are 10 light years away and are closing fast.

But Spock, by the time they travel the 10 light years we will have travelled

a further 5 light years. And when they travel those 5 light years we will

have moved ahead by a further 2.5 light years, and so on forever . Spock, they

will never capture us!

I must inform the captain that he has made a serious error of logic.

What was Kirks mistake? How far will Kirks ship travel before being caught?

Power series

21. Find the radius of convergence for each of the following power series

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

(a) f (x) =

I Exercise set 9.4.4: Questions 8-17

(c)

h(x) =

(e)

q(x) =

18. Use the ratio test to examine the convergence of the following series:

n=0

(c)

n=0

1n

(b)

X

xn

, where |x| < 1

n+1

n=0

X

n3

(d)

en+2

n=0

n 2 xn

(d) p(x) =

x2n

loge (1 + n)

n=0

X

n!(x 1)n

(f)

2n nn

r(x) =

(1 + n)n xn

n=0

X

n=0

(c)

f (x) = loge (1 + x)

(d)

(e)

(f)

1

1 + x2

f (x) = 1 x2

f (x) =

23. Use the previous results to obtain the first 2 non-zero terms in the Maclaurin series

for the following functions:

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

(b) f (x) = loge 1 + x2

19. What does the ratio test tell you about the convergence of

1

.

(n + 1)2

(c)

f (x) =

Can you establish the convergence of this series by some other method?

3n

X

xn

n n!

3

n=0

22. Find the first 4 non-zero terms in Maclaurin series for each of the following functions:

(b) g(x) =

Maclaurin Series

n , where || > 1

n=0

n=0

X

nxn

n=0

(a)

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20. The Starship USS Enterprise is being pursued by a Klingon warship. The dilithium

crystals couldnt handle the warp speed and so it would appear that Captain Kirk

and his crew are about to become as one with the inter-galactic dust cloud.

Z

X

I if

f (x) dx is convergent then

an is convergent.

Z

225

1

1 + cos2 (x)

(d)

f (x) = tan1 tan1 (x)

226

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Taylor Series

(c)

1

,a=1

x

f (x) = ex , a = 1

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24. Compute the Taylor series, about the the given point, for each of the following

functions:

(a) f (x) =

x, a = 1

(b)

f (x) =

(d)

I Exercise set 9.4.4: Questions 19

2

(c) Use the above to obtain an infinite series for the function s(x) =

Z x

0

eu

du.

26. (a) Compute the Taylor series, around x = 0, for loge (1 + x) and loge (1 x).

1+x

(b) Hence obtain a Taylor series for f (x) = loge

.

1x

(c) Compute the radius of convergence for the Taylor series in part (b).

1+x

(d) Show that the function y(x) =

has a unique inverse for almost all values

1x

of y.

(e) Use the above results to obtain a power series for loge (y) valid for 1 < |y| < .

I Exercise set 9.4.4: Questions 8-17

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

I Exercise set 9.4.4: Questions 8-17

lH

opitals rule

27. Use lHopitals rule to evaluate the following limits

2

sin(4x)

x 1

(b) lim

(a)

lim

x0 sin(5x)

x1

x+1

1 x + loge (x)

loge (loge (x))

(c) lim

(d) lim

x1

x

1 + cos(x)

x

x

(e) lim

(f)

lim ex loge (x)

x0 tan1 (4x)

x

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

x

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

x

227

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Integration by parts

ENG1005

2.

(a)

Engineering Mathematics

(b)

Z

Z

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

xex dx = ex xex + C

Z p

3

5

2

4

y y + 1 dy = y (y + 1) 2

(y + 1) 2 + C

3

15

Z

x3

x3

x2 loge (x) dx =

loge (x)

+C

(d)

3

9

Z

1

sin2 () d = ( cos() sin()) + C

(e)

2

Z

1

cos2 () d = ( + cos() sin()) + C

(f)

2

Z

1

(g)

sin() cos() d = sin2 () + C

2

Z

1

1

(h)

sin2 () d = cos() sin() + sin2 () + 2 + C

2

4

4

(c)

Integration by substitution

1.

(a)

(b)

(c)

(d)

(e)

(f)

Z

x3 cos x4

Z

Z

Z

x

3x2 + 1

dx =

dx =

1

sin x4 + C

4

1 2

3x + 1 + C

3

sin(x) ecos(x) dx = ecos(x) + C

1 2

dx = e3x + C

3

Z x

e

dx = loge (|2 ex |) + C

2 ex

Z

1

dx = loge |loge (x)| + C

x loge (x)

2xe3x

Z

ex

3.

ex cos(x) dx =

(sin(x) + cos(x)) + C for arbitrary constant C.

2

Z

ex

4.

ex sin(x) dx =

(sin(x) cos(x)) + C for arbitrary constant C.

2

5.

(a)

Z

(c)

Z

3

1

(3x 7) sin(5x + 2) dx =

sin(5x + 2) + (7 3x) cos(5x + 2) + C

25

5

Z

(b)

cos(x) sin(x) ecos(x) dx = ecos(x) (1 cos(x)) + C

(d)

Z

e2x cos(ex ) dx = cos(ex ) + ex sin(ex ) + C

e

x

dx = 2e

x1 +C

6. Did we forget an integration constant? (And so with the natural order restored,

fears of a career in accountancy fade from view.)

230

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Hyperbolic functions

7.

(a)

sinh(loge (2)) =

Improper integrals

12.

3

4

(a)

(d)

(e)

(f)

Z 1

0

(b) tanh(0) = 0

(c)

Monash University

(c)

e3 + e3

cosh(3) =

10.0677

2

sinh1 (1) = loge 1 + 2 0.8814

(e)

1

x

Z 1

1

y4

0

Z

cosh1 (1) = 0

Z 2

0

(b)

dy diverges

1

x (x + 2)

d converges to

Z 1

4

dx converges to

1/4

x

3

0

Z

1

(d)

e2x dx converges to

2

0

Z 2

1

(f)

dx diverges

1 x2

0

Z 2

1

(h)

dx diverges

x (x 2)

0

dx diverges

1

1 + 2

(g)

dx diverges

4

5

5

3

3

8. sinh(x) = , cosh(x) = , coth(x) = , sech(x) = , cosech(x) = .

3

3

4

5

4

13.

(a)

Z 1

0

(e)

dx diverges, use

1

ex

<

over 0 < x < 1

x

x

1

1

dx diverges, use x < x 4 over 0 < x < 1

1 x1/4

0

Z 1 y

e

1

ey

(c)

dy diverges, use 4 < 4 over 0 < y < 1

4

y

3y

y

0

Z

e2x sin2 (x) dx converges, use sin2 (x) e2x < e2x over 0 < x <

(d)

10. Find the first derivative with respect to the independent variable for the following

functions:

df

= 4 cosh(4x).

dx

dg

(b)

= cosh2 (t) + sinh2 (t) = cosh(2t).

dt

dh

2 sinh(r)

(c)

=

.

dr

(cosh(r) + 1)2

dF

(d)

= e sech2 e .

d

1

dy

=

.

(e)

dx

2 x x+1

Z

x

1

11. (a)

dx = sinh1

+C

3

9 + x2

Z

x

1

+C

(b)

dx = cosh1

4

x2 16

Z

1

1

x

(c)

dx = tanh1

+C

25 x2

5

5

for arbitrary constant C.

(a)

(b)

Z 1

ex

x

(f)

Z 1

0

e

1 + 2

d converges, use

1

x (1 x2 )

e

1

<

over 0 < <

1 + 2

1 + 2

dx diverges, use

1

1

<

over 0 < x < 1

x

x(1 x2 )

Sequences

14. (a) 0, (b) 1, (c) 0, (d) 0, (e) 1, (f) 0, (g) Limit does not exist.

15. This is the geometric series. It converges for || < 1.

1+ 5

16. Show that lim (Gn ) =

.

n

2

231

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Series

17.

X

n=1

Monash University

Power series

1

diverges for p 1.

np

(infinite) radius, (c) R = 1, (d) R = 1,

x n

(e) Using lim

1+

= ex then R = 2e, (f) R = 0 (only converges at x = 0)

n

n

X

1

converges for p > 1.

p

n

n=1

Maclaurin Series

22.

(a)

1

1

1 6

cos(x) = 1 x2 + x4

x +

2

24

720

(b)

4

8 7

4

x +

sin(2x) = 2x x3 + x5

3

15

315

(c)

1

1

1

loge (1 + x) = x x2 + x3 x4 +

2

3

4

(d)

1

= 1 x2 + x4 x6 +

1 + x2

19. Converges. Note that comparing it to

suggests it should converge.

X

1

which given the answer to 17 also

n2

n=0

20. Clearly the fast ship must catch the slow ship in a finite time. Yet Kirk has put an

argument which shows that his slow ship will still be ahead of the fast ship after

each cycle (a cycle ends when the fast ship just passes the location occupied by

the slow ship at the start of the cycle). Each cycle takes a finite amount of time.

The total elapsed time is the sum of the times for each cycle. Kirks error was to

assume that the time taken for an infinite number of cycles must be infinite. We

know that this is wrong an infinite series may well converge to a finite number.

(e)

(f)

Given the information in the question we can see that the fast ship is initially 10

light years behind the slow ship and that it is traveling twice as fast as the slow

ship. Suppose the fast ship is traveling at v light years per year. The distance

traveled by the fast ship decreases by a factor of 2 in each cycle. Hence the time

interval for each cycle also decreases by a factor of 2 in each cycle. The total time

taken will then be

23.

1

1

1

tan1 (x) = x x3 + x5 x7 +

3

5

7

1

1

1

1 x2 = 1 x2 x4 x6 +

2

8

16

7

cos(x) sin(2x) = 2x x3 +

3

1

(b) loge 1 + x2 = x2 x4 +

4

(a)

v

10

1 1 1

=

1 + + +

v

2 4 8

10 1

=

v 1 12

10

=

v/2

1 1

1

= + x2 +

1 + cos2 (x)

2 4

2

(d) tan1 tan1 (x) = x x3 +

3

Time =

(c)

We expect that this must be time taken for the fast ship to catch the slow ship.

The fast ship is traveling at speed v while the slow ship is traveling at speed v/2.

Thus the fast ship is approaching the slow ship at a speed v/2 and it is initially 10

light years behind. Hence it will take the Klingons 10/(v/2) light years to catch

Kirks starship.

233

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(a)

1

= 1 (x 1) + (x 1)2 (x 1)3 + (x 1)4 +

x

(b)

(c)

(d)

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

Taylor Series

24.

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

x

1

1

1

x = 1 + (x 1) (x 1)2 + (x 1)3 +

2

8

16

1

1

ex = e1 1 + (x + 1) + (x + 1)2 + (x + 1)3 +

2

6

1

1

1

loge (x) = loge (2) + (x 2) (x 2)2 + (x 2)3 +

2

8

24

1

1

1

25. (a) ex = 1 + x + x2 + x3 + x4 + .

2

6

24

1

1

1

2

(b) ex = 1 x2 + x4 x6 + x8 + .

2

6

24

Z x

1

1

1

1 9

2

(c) s(x) =

eu du = x x3 + x5 x7 +

x + .

3

10

42

216

0

X (1)(n+1)

1

1

1

26. (a) loge (1 + x) = x x2 + x3 x4 + =

xn

2

3

4

n

n=1

X

1

1

1

1 n

loge (1 x) = x x2 x3 x4 + =

x .

2

3

4

n

n=1

X

1+x

1

1

1

(b) loge

= 2x + 2 x3 + 2 x5 + = 2

x2n1 .

1x

3

5

2n

1

n=1

(c) R = 1.

y1

(d) x =

for y =

6 1.

y+1

X

1

y1

(e) loge (y) = 2

x2n1 , x =

.

2n

1

y+1

n=1

lH

opitals rule

27.

(a)

(c)

(e)

lim

x1

= 2

1 x + loge (x)

1

= 2

x1

1 + cos(x)

x

1

lim

=

x0 tan1 (4x)

4

lim

x2 1

x+1

sin(4x)

4

=

x0 sin(5x)

5

loge (loge (x))

(d) lim

=0

x

x

(b)

(f)

lim

lim ex loge (x) = 0

235

236

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ENG1005

Engineering Mathematics

Coordinate Geometry and Vectors Exercises

I Exercise set 4.2.11: Questions 41-45

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

I Exercise set 4.2.8: Questions 17-20,23,25

I Exercise set 4.2.10: Questions 31-34

1. Find all the vectors whose tips and tails are among the three points with coordinates (x, y, z) = (2, 2, 3), (x, y, z) = (3, 2, 1) and (x, y, z) = (0, 1, 4).

9. Consider the points (x, y, z) = (1, 2, 1) and (x, y, z) = (2, 0, 3).

(a) Find a vector equation of the line through these points in parametric form.

2. Let v = 3i + 2j 2k. How long is 2v. Find a unit vector (a vector of length 1)

in the direction of v.

(b) Find the distance between this line and the point (x, y, z) = (1, 0, 1). (Hint:

Use the parametric form of the equation and the dot product.)

3. For each pair of vectors given below, calculate the vector dot product and the

angle between the vectors.

10. Find an equation of the plane that passes through the points (x, y, z) = (1, 2, 1),

(x, y, z) = (2, 0, 1) and (x, y, z) = (1, 1, 0).

(a) v = 3i + 2j 2k and w = i 2j k.

the following vector equation (in parametric form)

4. Given the two vectors v = cos() i + sin() j and w = cos() i + sin() j, use the

dot product to derive the trigonometric identity

cos( ) = cos() cos() + sin() sin() .

5. Use the dot product to determine which of the following two vectors are perpendicular to one another: u = 3i + 2j 2k, v = i + 2j 2k, w = 2i j + 2k.

(a) Find the point where the line intersects the plane. (Hint: Substitute the

parametric form into the equation of the plane.)

(b) Find a normal vector to the plane.

(c) Find the angle at which the line intersects the plane. (Hint: Use the dot

product.)

12. Find the distance between the parallel planes defined by the equations

6. For each pair of vectors given below, calculate the vector cross product. Assuming

that the vectors define a parallelogram, calculate the area of the parallelogram.

(a) v = 3i + 2j 2k, w = i 2j k.

(c) v = 2i + 2k, w = 3i 2j.

2j 2k, v = i + 2j 2k, w = 2i j + 2k.

8. Verify that v w = w v.

2x y + 3z = 4 and 2x y + 3z = 24.

(Hint: Use the cross product to construct a line normal to both planes, then use

problem 11.)

13. Consider two planes defined by the equations 3x+4y z = 2 and 2x+y +2z = 6.

(a) Find where the planes intersect the x, y and z axes.

(b) Find normal vectors for the planes.

(c) Find an equation of the line defined by the intersection of these planes. (Hint:

Use the normal vectors to define the direction of the line.)

(d) Find the angle between these two planes.

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14. Find the minimum distance between the two lines defined by

1

(b) r(t) = ti + j + 0k.

t

p

p

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

and

r(s) = (0i + j + 2k) + s (3i 2j k) for s R.

(Hint: Use scalar projection as demonstrated in the lecture notes. Alternatively,

define the lines within parallel planes and then go back to problem 12.)

18. Find a parametric representation for each of the following surfaces:

p

(d) Elliptic cone z = 9x2 + y 2 .

I Exercise set 4.3.2: Questions 52-55,59,60,62,63

for each of the following surface parametric representations:

0 t < 2.

1 1

t j + 0k with 1 t 1.

2 2

(c) Cone r(s, t) = t cos(s) i + t sin(s) j + ctk for some fixed > 0 and where

0 s < 2, t 0.

(b) Find the Cartersian coordinates for the end-points of this line segment.

20. The coordinate vectors in cylindrical coordinates given in subsection 34.2.1 are

(c) Derive a new parametric representation of this line segment using a parametric

1

1

variable s defined as s = t + .

2

2

(d) Find the domain of the parameter s necessary to move between the two

original end-points.

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

e = sin() i + cos() + 0k

ez = 0i + 0j + k

(a) Calculate the length of each coordinate vector, that is, calculate |eR |, |e | and

|ez |. What does this imply about the three coordinate vectors?

(a) Circle in the xy-plane, of radius 3, centre (x, y, z) = (4, 6, 0).

(b) Calculate the dot products: eR e , e ez and eR ez . What does this imply

about the three coordinate vectors?

(b) Straight line passing through the two points (x, y, z) = (2, 0, 4) and (x, y, z) =

(3, 0, 9).

1

(c) Circle formed by intersecting the elliptical cylinder x2 + y 2 = 1 with the

2

plane z = y.

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r(t) = (t + 1) i +

of each pari of vectors.) What does this imply about the three coordinate

vectors?

239

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

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

e = cos() cos() i + cos() sin() j sin() k

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

ENG1005

Engineering Mathematics

(a) Calculate the length of each coordinate vector, that is, calculate |er |, |e | and

|e |. What does this imply about the three coordinate vectors?

of each pari of vectors.) What does this imply about the three coordinate

vectors?

(b) Calculate the dot products: er e , e e and er e . What does this imply

about the three coordinate vectors?

You could also have 0 = 0i + 0j + 0k if the start and end point are the same point.

v

1

= (3i + 2j 2k).

2. |2v| = 2 17,

|v|

17

1

3. (a) v w = 1 and = cos1

1.4716 radians.

6 17

10

(b) v w = 10 and = cos1

2.0887 radians.

17 24

6

2.1998 radians.

(c) v w = 6 and = cos1

8 13

4. Use the dot product to derive the trigonometric identity cos( ) = cos() cos()+

sin() sin().

5. u and w.

101 units2 .

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

7. (u v) w = 4 units3 .

8. Verify that v w = w v.

9. (a) x(t) = 1 + t, y(t) = 2 2t and z(t) = 1 + 4t for t R.

2

(b)

14 units.

7

10. 2x + y + 7z = 3

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

241

(b) n = 3i + 4j k.

(c) =

12.

cos1

2

Monash University

91

26

Monash University

cp 2

x + y2.

a

2xy

1

(d) z = sin1 2

or y = x tan(z).

2

x + y2

(c) z =

0.37567 radians.

20. (a) |eR | = 1, |e | = 1 and |ez | = 1. The cylindrical coordinate vectors are unit

vectors.

56 units.

13. Consider two planes defined by the equations 3x+4y z = 2 and 2x+y +2z = 6.

(a) (x, y, z) = 23 , 0, 0 , (x, y, z) = 0, 21 , 0 and (x, y, z) = (0, 0, 2).

orthogonal to each other.

(c) eR e = ez , e ez = eR and ez eR = e . The cylindrical coordinate

vectors form a right handed coordinate system, like i, j and k in Cartesian

coordinates.

4

1.835 radians.

(d) = cos1

3 26

14. 3 units.

21. (a) |er | = 1, |e | = 1 and |e | = 1. The spherical coordinate vectors are unit

vectors.

(b) er e = 0, e e = 0 and er e = 0. The spherical coordinate vectors are

orthogonal to each other.

15. (a) Given x = t + 1 then t = x 1 and then y =

vectors form a right handed coordinate system, like i, j and k in Cartesian

coordinates.

1 1

1

t becomes y = x + 1.

2 2

2

t = 1 corresponds to (x, y, z) = (2, 0, 0).

(c) r(s) = (0i + j + 0k) + s (2i j + 0k).

(d) 0 s 1.

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

17. (a) Circle in the y = 5-plane, of radius 6, centre (x, y, z) = (4, 5, 4).

(b) Hyperbola xy = 1.

(c) Lime curve x4 + y 4 = 1.

(d) Helix on a cylinder of radius (the axis of the cylinder is the z-axis).

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

0 t < 2.

(c) r(s, t) = si + tj + 3t2 k for s R and t R.

19. (a) x + 2y z = 4.

1

1

(b) z = x2 + y 2 .

9

16

243

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Matrices

ENG1005

Engineering Mathematics

Matrix Algebra Exercises

1. Solve each of the following system of equations using Gaussian elimination with

back-substitution. Be sure to record the details of each row-operation (for example,

as a note on each row of the form (2) 2(2) 3(1).)

J + M = 75

(a)

J 4M = 0

x + y = 5

(b)

2x + 3y = 1

x + 2y z = 6

2x + 5y z = 13

(c)

x + 3y 3z = 4

x + 2y z = 6

x + 2y + 2z = 3

(d)

2x + 5y z = 13

2x + 3y z = 4

x + y + 3z = 1

(e)

x + 2y z = 3

Under-determined systems

2. Using Gaussian elimination with back-substitution to find all possible solutions for

the following system of equations

x + 2y z = 6

x + 3y

= 7

2x + 5y z = 13

3. Find all possible solutions for the system (sic) of equations

x + 2y z = 6

1

1

2 1

(a) 2

1 4

3

1

1

1

2 1

(b)

1 4

3

1

2 1

1

1 3

3

1

(c)

1 4 2

1

2

5. Rewrite the systems of linear equations for questions (a), (b) and (c) in question

1 in matrix form. Hence, write down the coefficient and augmented matrices for

those systems of linear equations.

6. Repeat the row-operations part of (d) and (e) in question 1 using matrix notation.

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

I Exercise set 5.2.3: Questions 1-9

I Exercise set 5.2.5: Questions 12,13,16

I Exercise set 5.2.7: Questions 19,20

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

I Exercise set 5.2.3: Questions 1,6,7

I Exercise set 5.2.5: Questions 11,12,16

I Exercise set 5.2.7: Questions 22

Matrix inverses

7. Compute the inverse A1 of the following matrices

1 1

(a) A =

1 4

2 3 1

(b) A = 1 1 3

1 2 1

Verify that A1 A = I and AA1 = I.

8. Use the results of the previous question to solve the system of equations of (a) and

(e) in question 1.

(Hint : You have one equation but three unknowns. You will need to introduce

two free parameters).

246

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det(A) + det(B).

I Exercise set 5.4.1: Questions 52,53,58

15. Given

A=

Matrix determinants

17. Let

A=

compute the determinant twice, first by expanding about the top row and second

by expanding about the second column.

A=

1

Prove that det A1 =

det(A)

3 1

1

3

2 1

2

A= 1

1

11. Given

1 k

0 1

9. Compute the determinant for the coefficient matrix in question 2. What do you

observe?

10. For the matrix

1

1

1 4

B=

2 1

3

1

Show that

5 2

2 1

A2 6A + I = 0

11

A= a

3

compute det(A), det(B) and det(AB). Verify that det(AB) = det(A) det(B).

12. Compute the following determinants using expansions about

column.

1 2 3

4 3

3 2 2

(a) det

(b) det 1 7

0 9 8

3 9

1 2 3 2

1 5

1 3 2 3

2 1

(c) det

(d) det

4 0 5 0

1 2

1 2 1 2

3 1

2

8

3

1 3

7 5

1 0

0 1

of matrices

18 7

6

3,

5 2

3

1 12

B = b 1 5

2 1 6

Compute the values of a and b so that A is the inverse of B while B is the inverse

of A.

a b

e f p q

=

c d

g h r s

Show that this is equivalent to the following sets of equations

a

e

f

=p

+r

c

g

h

13. Recompute the determinants in the previous question this time using row operations (that is, Gaussian elimination).

14. Which of the following statements are true? Which are false?

and

multiple of some other row.

b

e

f

=q

+s

d

g

h

20. Use the result of the previous question to show that if the original 2 2-matrix

equation is written as A = EP then the columns of A are linear combinations of

the columns of E.

(b) Even if any two rows of a square matrix are equal, the determinant of that

matrix may be non-zero.

(c) If any two columns of a square matrix are equal then the determinant of that

matrix is zero.

247

248

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21. Following on from the previous two questions, show that the rows of A can be

written as linear combinations of the rows of P .

Av = v

I Exercise set 4.2.13: Questions 57-59

row vector.

det(A I) = 0

4 2

(a) A =

5 3

6 1

(b) A =

3 2

5

3

(c) A =

3 1

Matrix operations

22. Suppose you are given a matrix of the form

cos() sin()

R() =

sin() cos()

Consider now the unit vector v = [1, 0]T in a two dimensional plane. Compute

R()v. Repeat your computations this time using w = [0, 1]T . What do you

observe? Try thinking in terms of pictures, look at the pair of vectors before and

after the action of R().

29. Given that one eigenvalue is = 4, compute the remaining eigenvalues of the

following matrix:

1

3

32

A = 3

1

3 2

2

3 2 3 2

23. You may have recognised the two vectors in the previous question to be the familar

basis vectors for a two dimensional space, i.e., i and j. We can express any vector

as a linear combination of j and j, that is,

30. Given that one eigenvalue is = 4, compute the remaining eigenvalues of the

following matrix:

3

1 32

A = 1

3 3 2

3 2 3 2

2

u = ai + bj

for some numbers a and b. Given what you learnt from the previous question,

what do you think will be result of R() u? Your answer can be given in simple

geometrical terms (e.g., in pictures).

Compute the corresponding eigenvectors for all three eigenvalues. Verify that the

eigenvectors are mutually orthogonal (that is, v1T v2 = 0, v1T v3 = 0 and v2T v3 = 0).

24. Give reasons why you expect R( + ) = R() R(). Hence deduce that

31. Suppose the matrix A has eigenvectors v with corresponding eigenvalues . Show

that v is an eigenvector of An . What is its corresponding eigenvalue?

sin( + ) = sin() cos() + sin() cos()

eigenvector of A for any real number 6= 0.

25. Give reasons why you expect R() R() = R() R(). Hence prove that the rotation matrices R() and R() commute.

33. Suppose the matrix A has eigenvalue with corresponding eigenvector v. Deduce

an eigenvalue and corresponding eigenvector of R1 AR, where R is a non-singular

matrix.

27. Given the above form for R() write down, without doing any computations, the

inverse of R().

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34. Let A be any matrix of any shape. Show that AT A is a symmetric square matrix.

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250

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ENG1005

I Exercise set 5.7.8: Questions 104

Engineering Mathematics

Matrix Algebra Exercise Answers

I Exercise set 5.7.3: Questions 96,97

I Exercise set 5.7.8: Questions 105

1. (a) J = 60, M = 15.

(b) x = 14, y = 9.

(c) x = 7, y = 0, z = 1.

(d) x = 1, y = 2, z = 1.

(e) x = 1, y = 2, z = 0.

Under-determined systems

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

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

parameters.

Matrices

4. (a)

(b)

5 0

10 5

8

6

8 1

1 1

1 1 75

5. (a)

and

1 4 0

1 4

1 1

1 1 5

(b)

and

2 3

2 3 1

1 2 1

1 2 1 6

(c) 2 5 1 and 2 5 1 13

1 3 3

1 3 3 4

(c)

0

3

1 9

6. Should be easy.

251

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Matrix inverses

7. (a) A1 =

(b) A1

1

5

4 1

1 1

21. Show that the rows of A can be written as linear combinations of the rows of P .

Matrix operations

22. Each of the vectors will have been rotated about the origin by the angle in a

counterclockwise direction.

8. Use the results of the previous question to solve the system of equations of (a) and

(e).

23. The rotation observed in the previous question also applies to the general vector

u. Thus R() is often referred to as a rotation matrix. Matrices like this (and

their 3 dimensional counterparts) are used extensivly in computer graphics.

Matrix determinants

24. Any object rotated first by and then by could equally have been subject

to a single rotation by + . The resulting objects must be identical. Hence

R( + ) = R() R().

9. The determinant is zero, which indicates that there is either no solution or infinitely

many solutions to the system of equations.

10. det(A) = 3.

25. Regardless of the order in which the rotations have been applied the nett rotation

will be the same. Thus R() R() = R() R(). Equally, you could have started

by writing + = +, then R( + ) = R( + ) and so R() R() = R() R().

cos() sin()

26. det(R()) = det

= 1.

sin() cos()

12. Compute the following determinants using expansions about any suitable row or

column.

1 2 3

4 3 2

(a) det 3 2 2 = 31

(b) det 1 7 8 = 165

0 9 8

3 9 3

1 2 3 2

1 5 1 3

1 3 2 3

2 1 7 5

(c) det

(d) det

4 0 5 0 = 0

1 2 1 0 = 162

1 2 1 2

3 1 0 1

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

(a) 1 = 1 and 2 = 2.

(b) 1 = 3 and 2 = 5.

(c) 1 = 2 and 2 = 2.

14. (a) False, (b) False, (c) True, (d) False, (e) True, (f) False.

29. 1 = 4, 2 = 4 and 3 = 8.

1 nk

An =

.

0 1

30. 1 = 4,

2 = 4 and3 = 8.

1

1

1

1 .

v1 = 1 , v2 = 1 and v3 =

0

2

2

16. Prove that det A1 =

1

17. A

1

det(A)

1 2

= 6I A =

.

2 5

33. The matrix R1 AR will have as an eigenvalue with eigenvector R1 v.

T

T

34. Use (P Q)T = QT P T and AT = A to show that AT A = AT A. Hence AT A

is symmetric.

19. Show the equivalance.

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20. Show that the columns of A are linear combinations of the columns of E.

7 1 10

1

4 1

7

=

3

1 1

1

253

254

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ENG1005

2. Find the general solution for each of the following homogeneous ODEs:

Engineering Mathematics

(a)

dy

+y =0

dx

(b)

dy

y =0

dx

(c)

dy

+ 2y = 0

dx

(d)

dy

2y = 0

dx

Introduction to ODEs

(a)

dy

+y =1

dx

(b)

dy

+ 2y = 2 + 3x

dx

(c)

dy

y = e2x

dx

(d)

dy

y = ex

dx

(e)

dy

+ 2y = cos(2x)

dx

(f)

dy

2y = 1 + 2x sin(x)

dx

I Exercise set 10.3.5: Questions 1,2

I Exercise set 10.4.5: Questions 3-5

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

4. Given the solutions in 2 and 3, determine the general solution for each of the ODEs:

(a)

dy

+y =1

dx

(b)

dy

+ 2y = 2 + 3x

dx

(c)

dy

y = e2x

dx

(d)

dy

y = ex

dx

(e)

dy

+ 2y = cos(2x)

dx

(f)

dy

2y = 1 + 2x sin(x)

dx

1. Find the general solution for each of the following seperable ODEs:

(a)

dy

= 2xy

dx

dy

(c) sin(x)

+ y cos(x) = 2 cos(x)

dx

dy

+ sin(x) = 0

dx

dy

1+

1

dx

=

(d)

dy

1+

1

dx

I Exercise set 10.5.6: Questions 18,20

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

I Exercise set 10.5.4: Questions 11,13,15,17

I Exercise set 10.5.6: Questions 18,20

Integrating factors

(b) y

y

x

y

x

5. Use an integrating factor to find the general solution for each of the following ODEs:

(a)

dy

+ 2y = 2x

dx

(b)

(c)

dy

+ cos(x) y = 3 cos(x)

dx

(d) sin(x)

dy 2

+ y=1

dx x

dy

+ cos(x) y = tan(x)

dx

I Exercise set 10.5.11: Questions 31-35

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

I Exercise set 10.5.11: Questions 31-35

256

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dy

= 2xy x with y(0) = 0 on the interval [0, 1] use

8. For the differential equation

dx

Eulers method to determine an approximation solution:

Eulers method

dy

6. For the differential equation

= y with y(0) = 1 on the interval [0, 1] use Eulers

dx

method to determine an approximation solution:

(ii) using five steps of x = 0.2,

(iii) using ten steps of x = 0.1,

then

then

1

1 2

ex , calculate the absolute error

2

2

|yexact yapprox | for each of the approximate solutions, found above, at each

point and

(iv) given the exact solution yexact (x) = ex , calculate the absolute error |yexact yapprox |

for each of the approximate solutions, found above, at each point and

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

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

dy

7. For the differential equation

= x y with y(0) = 1 on the interval [0, 1] use

dx

Eulers method to determine an approximation solution:

then

(iv) given the exact solution yexact (x) = 2ex + x 1, calculate the absolute error

|yexact yapprox | for each of the approximate solutions, found above, at each

point and

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

(a)

d2 y dy

+

2y = 0

dx2 dx

(b)

d2 y

9y = 0

dx2

(c)

d2 y

dy

+ 2 + 2y = 0

dx2

dx

(d)

d2 y

dy

+ 6 + 10y = 0

dx2

dx

I Exercise set 10.9.2: Questions 55-61

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

I Exercise set 10.9.2: Questions 55-61

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

257

(a)

d2 y dy

+

2y = 1 x

dx2 dx

(b)

d2 y

9y = e3x

dx2

(c)

dy

d2 y

+ 2 + 2y = sin(x)

dx2

dx

(d)

d2 y

dy

+ 6 + 10y = e2x cos(x)

dx2

dx

258

Monash University

(c)

d2 y

dy

+ 2 + 2y = sin(x)

dx2

dx

12. Given the general solutions in 11 solve the following boundary value problems:

d2 y

(b)

9y = e3x

dx2

(d)

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11. Given the solutions in 9 and 10, determine the general solution for each of the

following ODEs:

d2 y dy

2y = 1 x

(a)

+

dx2 dx

d2 y

dy

+ 6 + 10y = e2x cos(x)

dx2

dx

(a)

dy

d2 y dy

2y = 1 x, y(0) = 0 and

(0) = 0

+

dx2 dx

dx

(b)

d2 y

9y = e3x , y(0) = 0 and y(1) = 1

dx2

(c)

dy

d2 y

+ 2 + 2y = sin(x), y(0) = 1 and y

dx2

dx

(d)

d2 y

dy

dy

(0) = 0

+ 6 + 10y = e2x cos(x), y(0) = 1 and

dx2

dx

dx

I Exercise set 10.9.4: Questions 62-65

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

I Exercise set 10.9.4: Questions 62-65

=1

d2 y 1

+ y = ex , y(0) = 0, y() = 0.

dx2 4

14. Solve the boundary value problem:

d3 y d2 y

dy

dy

d2 y

+ 2 + 3 5y = x (1 x) , y(0) = 1,

(0) = 0,

(0) = 0.

3

dx

dx

dx

dx

dx2

259

260

Monash University

4. The solutions are given as a linear combination of the solution of the homogeneous

ODE and the particular solution, that is, y(x) = yh (x) + yp (x).

ENG1005

Engineering Mathematics

(b) y(x) =

1 3x

+

+ Ce2x

4

2

(d) y(x) = xex + Cex

1.

x2

(a) y(x) = Ce

C

(c) y(x) = 2 +

sin(x)

(e) y(x) =

p

(b) y(x) = 2 cos(x) + C

1

1

cos(2x) + sin(2x) + Ce2x

4

4

(f) y(x) = 1 x +

C

(d) y(x) =

x

1

2

cos(x) + sin(x) + Ce2x

5

5

Integrating factors

Non-separable first order ODEs

2.

5.

1

+ Ce2x

2

(a) y(x) = x

3.

1 3x

+

4

2

(a) yp (x) = 1

(b) yp (x) =

1

1

cos(2x) + sin(2x)

4

4

x C

+

3 x2

(d) y(x) =

C loge (cos(x))

sin(x)

(e) yp (x) =

(b) y(x) =

(f) yp (x) = 1 x +

Eulers method

6.

dy

= y with y(0) = 1 on the interval [0, 1]

dx

1

2

cos(x) + sin(x)

5

5

262

7.

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dy

= x y with y(0) = 1 on the interval [0, 1]

dx

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9.

dy

= 2xy x with y(0) = 0 on the interval [0, 1]

dx

263

264

Monash University

10.

(a)

(c)

(d)

11.

Engineering Mathematics

1

gives yp (x) = xe3x

6

2

1

Trying yp (x) = A cos(x) + B sin(x) gives yp (x) = cos(x) + sin(x)

5

5

1

2

Trying yp (x) = e2x (A cos(x) + B sin(x)) gives yp (x) = e2x

cos(x) +

sin(x)

29

145

(a)

1

1

y(x) = C1 e2x + C2 ex + x

2

4

(b)

1

y(x) = C1 e3x + C2 e3x + xe3x

6

(c)

(d)

ENG1005

1

1

Trying yp (x) = Ax + B gives yp (x) = x

2

4

1

2

cos(x) + sin(x)

5

5

1

2

y(x) = e3x (C1 cos(x) + C2 sin(x)) + e2x

cos(x) +

sin(x)

29

145

(b)

(c)

(d)

(c)

f (t) = et sinh(t)

(d)

(e)

(f)

2. Use the definition of the Laplace transform (in terms of an integral) to determine

the Laplace transform of each of the following functions, where f (t) = 0 apart

from at the values specified:

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

1

1

1

y(x) = e2x + x

4

2

4

3

3

e 6

e 6

1

33x

y(x) =

e

e3+3x + xe3x

6 (e6 1)

6 (e6 1)

6

(c)

f (t) = 1 t for 0 t 1

(e)

f (t) =

b

t for 0 t a

a

1

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

a

In each case sketch f (t). For what range of values of s do each of the transforms

exist?

3

4

2

1

y(x) = ex cos(x) + e 2 x sin(x) cos(x) + sin(x)

5

5

5

5

30 3x

462 3x

1

2

y(x) = e

cos(x)

e

sin(x) + e2x

cos(x) +

sin(x)

29

145

29

145

3. For which of the following functions do their Laplace transforms exist, giving reasons:

1

(c) f (t) = sinh t2

(a) f (t) = exp t2

(b) f (t) = exp t2

2

x 4

x 4

4

13. y(x) = cos

e sin

+ ex .

5

2

5

2

5

1

99 x

9 x

1

1

13

14. y(x) = ex +

e cos(2x)

e sin(2x) + x2 + x +

.

2

250

125

5

25

125

(a)

1. Using the known Laplace transforms and , determine the Laplace transforms for

each of the following functions, simplifying your answers:

(a) f (t) = 1 et

12.

Laplace Transforms

(g)

265

f (t) =

1

t+1

(e)

(h) f (t) =

1

(t 1)2

1

t

(f)

f (t) =

(i)

f (t) = |sin(t)|

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9. Given that

et = 1 + t +

1 2

1

t + + tn +

2!

n!

(a)

and hence confirm that f (t) = tn has subexponential growth when t is large, for

any integer n.

1

1

, use the property above to verify that L eat =

.

s1

sa

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

I Exercise set 11.2.6: Questions 1 and 3.

1

s (1 s)

(b) F (s) =

1

1 s2

(f)

F (s) =

1

s (s2 1)

1

(1 + t) (1 t)

2

(f)

f (t) = t sinh(t)

(a) F (s) =

s1

s2

(b)

F (s) =

1 2s + s2

s3

(c)

F (s) =

1

(1 + s)2

(d)

F (s) =

s

using (a)

(1 + s)2

(e)

F (s) =

as + b

for any constants a, b, c

(s + c)2

13. Determine the Laplace transform Y (s) of the solution y(t) of the following initialvalue problems:

(b) f (t) = (1 + t)

(d)

f (t) = tn et

Repeat using f (t) = et , f (t) = tet (see 10(a)) and f (t) = 21 (1 + t)2 (see 8(b)).

8. Use the known value for L{tn } to determine the Laplace transforms of:

f (t) =

(e)

(c) f (t) = t2 et

12. Show that the known Laplace transform of f (t) = tn satisfies the derivative property

df

L

= sF (s) f (0) = L ntn1 .

dt

n

7. Use integration by parts to show that L{tn } = L tn1 when n is a positive

s

integer. Ensure that any limits that arise are evaluated carefully.

1

n!

Use that L{1} = to deduce that L{tn } = n+1 .

s

s

(c)

5

(d) F (s) = 2

s +s6

as + b

for constants a, b

s2 + 3s + 2

f (t) = tet

(a) f (t) = 1 + t

and ( + 1) = () determine:

n 1o

n 3o

3

and hence L t 2

(c) L t 2

2

F (s) =

Given that L et =

(e)

5. Use the definition of the Laplace transform L{f (t)} = F (s) to show that

1

1

L{f (at)} = F

s when a > 0.

a

a

(c)

10. Use the s-shifting property to determine the Laplace transforms of:

t

2s

F (s) =

1 s2

1

2

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n 1o

(a) L t 2

(b)

(a) F (s) =

f (t) = 1 + t + . . . +

1 n

t for any positive integer n

n!

267

(a)

dy

+ y = 2 when y(0) = 1

dt

(b)

dy

y = et when y(0) = 1

dt

(c)

dy

+ y = et when y(0) = 1

dt

(d)

dy

+ y = t when y(0) = 1

dt

268

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14. Use the known values of L{sin(t)}, L{cos(t)}, along with other properties of

circular functions and Laplace transforms, to determine the transforms of each of

the following functions:

(a) f (t) = cos(2t)

(c)

f (t) = e

cos(2t)

(b)

(d)

18. Solve each of the following initial-value problems using Laplace transforms:

(a)

d2 y

dy

dy

(0) = 1

+ 5 + 6y = 0 with y(0) = 0 and

dt2

dt

dt

(b)

dy

d2 y

dy

(0) = 1

+ 2 + 5y = 0 with y(0) = 0 and

dt2

dt

dt

(c)

d2 y

dy

(0) = 0

+ y = 1 with y(0) = 0 and

dt2

dt

(d)

d2 y

dy

dy

(0) = 0

+ 2 + 5y = 5 with y(0) = 0 and

dt2

dt

dt

(e)

d2 y

dy

dy

(0) = 0

+ 3 + 2y = 2t + 1 with y(0) = 1 and

dt2

dt

dt

2t

f (t) = e cos(3t)

15. Use direct integration, using integration by parts, to determine L{teit } and hence

determine the values of L{t sin(t)} and L{t cos(t)}.

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

I Exercise set 11.3.4: Questions 5.

16. Write Q(s) = s2 + 2s + 5 in the form (s + a)2 + 2 and hence determine the inverse

transform of:

(a) F (s) =

(c)

F (s) =

1

s2 + 2s + 5

(b) F (s) =

s

+ 2s + 5

(d) F (s) =

s2

19. Use the derivative of transform property to determine Laplace transforms of each

of the following:

s+1

s2 + 2s + 5

s2

bs + c

for any constants b, c

+ 2s + 5

(c)

F (s) =

(e)

F (s) =

2

s (s2 1)

s

s2 + 2s + 2

s3

(b) F (s) =

2s + 1

s2 (s + 1)

(d) F (s) =

2s 1

(s + 2) (s2 + 1)

(c)

f (t) = t cos(t)

20. A harmonic oscillator is excited at a different frequency from its natural mode,

so that

d2 y

+ y = sin(t) when 6= 1.

dt2

dy

Assuming that y(0) = 0 and

(0) = 0, show that the Laplace transform of the

dt

solution is

Y (s) = 2

(s + 2 ) (s2 + 1)

17. Write each of the following as partial-fraction expansions and determine their inverse transforms:

(a) F (s) =

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s2 2s + 6

s2 + 4s 4

y(t) =

1

(sin(t) sin(t)) .

1 2

The near resonance case occurs when 1. How close to = 1 does the

excitation frequency = 1 + need to be for the size of the sin(t) part of the

response in y(t) to be about 100 times the forcing amplitude? What happens when

= 1 exactly?

269

270

Monash University

21. A harmonic system is said to resonate when it is forced at its natural frequency,

for example when

ENG1005

d2 y

1

dy

(0) = ,

+ y = sin(t) assuming that y(0) = 0 and

dt2

dt

2

Engineering Mathematics

find the Laplace transform Y (s) of the solution and hence determine y(t) for t > 0.

Deduce that max{|y|} over each period will always increase with time.

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

I Exercise set 11.4.3: Questions 7-12.

Laplace Transforms

1

(a) L 1 et =

22. Use t-shifting to determine the inverse Laplace transforms of each of the following:

es

(a) F (s) =

s

(c)

F (s) =

es

1 + s2

(c)

e2s

(b) F (s) = 2

s

(d) F (s) =

2e4s

s (s + 2)

(e)

2

in terms of the unit step function u(t). Sketch each of the inverse transforms as a

function of t 0.

L et sinh(t) =

dy

with the initial conditions y(0) = 1 and

(0) = 0. Compare the form of y(t) for

dt

0 < t < with that for t > 2. What is the overall outcome of the temporary

forcing? What would happen to the final value if the forcing had been for < t <

3 instead of < t < 2?

1

for s > 2

s (s 2)

ea

L ea+bt =

for s > b

sb

23. Using the appropriate unit step functions, solve the initial-value problem

(

1 if < t < 2

d2 y

+y =

dt2

0 otherwise

1

for s > 0

s (s + 1)

(b)

(d)

(f )

L 1 2et + e2t =

L{sinh(t) cosh(t)} =

2

for s > 0

s (s + 1) (s + 2)

1

for s > 2

s2 4

(a + b) s ac

L a + bect =

for s > c

s (s c)

1 es

for all s

s

(b)

L{f (t)} =

1 (s + 1) es

for all s

s2

(c)

L{f (t)} =

s 1 + es

for all s

s2

(d)

L{f (t)} =

b (1 eas )

for all s

s

(e)

L{f (t)} =

b (1 (as + 1) eas )

for all s

as2

(f )

L{f (t)} =

b (as 1 + eas )

for all s

as2

(a) f (t) = exp t2 , (e) f (t) = exp(exp(t)), (g) f (t) =

1

and (i) f (t) = |sin(t)|.

t+1

Impulses and delta functions

6

(a) f (t) = 1 et

24. Demonstrate, using two simple functions such as f (t) = t and g(t) = et , that

the transform of a product f (t) g(t) is not necessarily equal to the product of the

transforms of f and g. Find two functions f and g for which it does happen to be

true.

271

(c)

f (t) = et + et

(e)

1 t

e et

2

(b)

f (t) =

(d)

(f )

f (t) =

1 t

e + et 1

2

8

(a) L{1 + t} =

(c)

9

(a)

(b)

(c)

10

(a)

(d)

Monash University

1

2 s2

L

(1 + t) (1 t) =

2

2s3

(e)

17

(a) f (t) = 2 cosh(t) 2

n 1 o 1r

1

3

=

so L t 2 =

2

2

2 s3

n 3 o 3r

5

3

=

so L t 2 =

2

4

4 s5

1

(s 1)2

L t3 e2t =

(b)

6

(s 2)4

(e)

11

(a) f (t) = 1 t

(c)

16

1

(a) f (t) = et sin(2t)

2

1

(c) f (t) = et cos(2t) sin(2t)

2

n 1 o r

L t 2 =

s

L tet =

f (t) = tet

f (t) = (a + (b ac) t) e

L te

n t

L t e

1

=

(s + 1)2

n!

=

(s + 1)n+1

2 t

f (t) =

(d)

f (t) = (1 t) et

2

=

(s 1)3

(c)

L te

(f )

2s

L{t sinh(t)} =

(s2 1)2

(c)

14

(a) L{cos(2t)} =

(c)

s+1

s2 + 2s + 5

(b)

(d)

f (t) = et sin(2t)

(c)

y(t) = 1 cos(t)

(e)

20

L sin2 (t) =

1

(s 1)2

L{t cos(t)} =

s2 2

(s2 + 2 )2

(b)

f (t) = et cos(2t)

(d)

1

f (t) = et b cos(2t) + (c b) sin(2t)

2

(b)

f (t) = t + 1 et

(d)

(b)

(d)

1

y(t) = et sin(2t)

2

1

y(t) = 1 et cos(2t) + sin(2t)

2

(b)

(d)

L{t sinh(t)} =

2s

(s2 2 )2

L t2 exp(t) =

2

(s )3

1

1

100 so 0.995; this solution is undefined if = 1, but see below.

1 2

2

1

1

21 y(t) = t cos(t), for which |y| varies between t over each period in t, that is,

2

2

amplifies.

y(t) = t 1 + 2et

s

s2 + 4

L et cos(2t) =

15 L teit =

(d)

(e)

(c)

ct

1

3

(b) y(t) = et et

2

2

y(t) = (1 + t) et

19

(a) L tet =

13

(a) y(t) = 2 et

(c)

18

(a) y(t) = e2t e3t

1 2

t 4s + 2

2

(b)

Monash University

s2 + 2s + 2

(b) L (1 + t)2 =

s3

1 + s + . . . + sn

1

(d) L 1 + t + . . . + tn =

n!

sn+1

s+1

s2

2

s (s2 + 4)

L e2t cos(3t) =

22

(a) f (t) = u(t 1)

3

s2 4s + 13

(c)

(b)

(d)

f (t) = (t 2) u(t 2)

f (t) = 1 e2(t4) u(t 4)

23 y(t) = cos(t) + 1 + cos(t) u(t ) 1 cos(t) u(t 2); cos(t) versus 3 cos(t);

cos(t) for t > 3.

1

s2 1

2s

.

2 so L{t cos(t)} =

2 and L{t sin(t)} =

2

2

(s i)

(s + 1)

(s + 1)2

273

274

Monash University

Partial Derivatives

ENG1005

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

Engineering Mathematics

Multivariable Calculus Exercises

Limits

1. At which points in R2 are the following two variable functions discontinuous (if any)?

(a) f (x, y) = tan(x + y)

(c)

1 + u + u2

h(u, v) =

1 + v + v2

(b)

g(x, y) =

(x y)2

(x + y)2

2

I the limit along the y = b line,

loge (1 + x)

loge (1 + y)

(c)

f (x, y) =

(e)

f (x, y) = xy

(d) f (x, y) =

(f)

f (u, v) = uv 1 u2 v 2

f

f

=

.

x y

y x

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

I Exercise set 9.6.4: Questions 37-45

I Exercise set 9.6.8: Questions 57-64

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

I along any straight line line y = mx + c through that point (x, y) = (a, b) (for finite,

non-zero constant m).

If you find the same value for all three cases then the limit may be that value.

If one of these three cases does not agree with the other two or is undefined then the

limit does not exist.

(x + y 1)2

sin(x + y)

(b)

lim

(a)

lim

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

(x,y)(0,0)

x+y

2

x y2 1

1 exp(x2 y 2 )

(c)

lim

(d)

lim

(x,y)(1,0) x2 + y 2 1

(x,y)(0,0)

xy

x+y

xy

5. Compute the directional derivative for each for the following functions in the stated

direction. Be sure that you use a unit vector!

(a)

(c)

,

4 4

in the direction v =

1

2

(i + j)

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

(e)

(f)

w(x, y, z) =

p

1 x2 y 2 z 2 at (x, y, z) =

1 1 1

, ,

2 2 2

in the direction of v = 2i j + k

276

Monash University

2

(a)

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

7. (a) Find the gradient vector for the function g(x, y, z) = x2 + y 2 + z 2 1.

(c)

that is, g(r, , ).

cos()

in cylindrical

R

(e)

(f)

Consider a function f = f (x, y) and its tangent plane approximation f at some point

P . Both of these may be drawn as surfaces in 3-dimensional space. You might ask How can I compute the normal vector to the surface for f at the point P ? And that is

exactly what we will do in this question.

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

I Exercise set 9.6.4: Question 46

Construct

surface in

for f at P

Tangent planes

f at P (that is, write down the standard formula for f). Draw this as a

the 3-dimensional space. This surface is a flat plane tangent to the surface

(hence the name, tangent plane).

Given your equation for the plane, write down a 3-vector normal to this plane. Hence

deduce the normal to the surface for the function f = f (x, y) at P .

9. Compute the tangent plane f approximation for each of the following functions at the

stated point.

(c)

11. This is more a question on theory rather than being a pure number question. It is thus

not examinable.

12. Generalise your result from the previous question to surfaces of the form g(x, y, z) = 0.

This question is also a non-examinable extension. But it is fun! (agreed?).

,

4 4

3 5

,

16 16

coordinates for constant a > 0.

Monash University

10. Use the result from the previous question to estimate the function at the stated points.

Compare your estimate with that given by a calculator.

that is, g(R, , z).

(a)

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

(e)

(f)

w(x, y, z) =

p

1 x2 y 2 z 2 at (x, y, z) =

1 1 1

, ,

2 2 2

277

278

Monash University

ENG1005

13. Find all of the extrema (if any) for each of the following functions (you do not need to

charactise the extrema).

(a)

f (x, y) = 4 x2 y 2

(c)

h(x, y) = x x3 + y 2

Engineering Mathematics

Multivariable Calculus Exercise Answers

(d) p(x, y) = 2 x2 exp(y)

(e)

q(x, y, z) = 4x2 + 3y 2 + z 2

(f)

Limits

1. At which points in R2 are the following two variable functions discontinuous (if any)?

n

o

3 5

(b)

(x, y) : x + y = 0

(a)

(x, y) : x + y = , , , . . .

2

2

2

(c)

2. (a) 1,

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

None

(b) 1,

(d) None

(c) Undefined,

(d) 1,

(e) 0

Partial Derivatives

3.

(a)

f

= sin(x) cos(y) and

x

(b)

f

= y cos(xy) and

x

(c)

f

1

=

x

(1 + x) loge (1 + y)

(d)

f

2y

=

x

(x y)2

(e)

(f)

f

= y and

x

and

f

=x

y

f

= cos(x) sin(y)

y

f

= x cos(xy)

y

and

f

loge (1 + x)

=

y

(1 + y) log2e (1 + y)

f

2x

=

y

(x y)2

f

= v 1 3u2 v 2 and

u

f

= u 1 u2 3v 2

v

279

f

f

=

.

x y

y x

Monash University

5.

(a)

18

,

5

(b) 0,

(c) 0,

35

(d) ,

14

2e2

(e)

,

14

g

g

g

N = g =

i+

j+

k

x

y

z

2

(f)

6

(b) g(R, , z) = R2 1.

(c) g(R, , z) = 2ReR + 0e + 0ez . Observe this vector points out radially from the

cylinder x2 + y 2 = 1 axis and is normal (perpendicular) to the cylinder surface.

13.

(c) g(r, , ) = 2rer + 0e + 0e . Observe this vector points out radially from the

origin and is normal (perpendicular) to the spherical surface x2 + y 2 = 1.

sin()

cos()

e

+

a

sin()

8. g(R, , z) =

e + 0ez .

R

R2

R

(c)

(c)

(x, y) =

1 , 1

2

2

1 , 0

3

1 , 1

2

2

, (x, y) = 12 , 12 ,

, (x, y) = 12 , 12

and (x, y) = 13 , 0

f(x, y) = 8 + 2 (x 1) + 3 (y 2)

(b) g(x, y) =

(x, y) = (0, 0)

(x, y) =

Tangent planes

(a)

(a)

(b) g(x, y, z) = r2 1.

9.

Monash University

(e)

(x, y, z) = (0, 0, 0)

(f)

(x, y, z) = (1, 0, 0)

1 1

1

+

x

y

2 2

4

2

4

y, z) = log (2) + (x 1) + (z 1)

h(x,

e

(d) q(x, y, z) = 5 9 (y 1) + 8 (z 2)

(e)

(f)

w(x,

y, z) =

1

1

1

1

y

z

x

2

2

2

2

(a) 7.9 (7.900), (b) 0.304 (0.2397), (c) 0.393 (0.3784), (d) 3.7 (3.267),

(e) 0.149 (0.1613), (f) 0.4 (0.3464)

11. For a surface written in the form z = f (x, y) the vector

f

f

N=

i+

jk

x

y

is normal to the surface.

281

282

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