Applied Mathematics III PDF

Tutorial Material
For all 2nd Year Engineering Students of Arba Minch

University
March, 2011
Table of Contents
Chapter 1: ORDINARY DIFFERENTIAL EQUATIONS ..............................................................................1
1.0 Chapter Objectives.....1
1.1 Ordinary linear differential equation of first order.2

1.1.1 Definition of ODE and examples2
1.1.2 Method of separable of variables....3
1.1.3 Homogeneous equations.....3
1.1.4 Exact equations, non exact equations and integrating factor..5
1.1.5 Linear equations of first order9
1.2 Ordinary linear differential equation of second order..11
1.2.1 Definition of SOODE and General Solution11
1.2.2 Methods of solving for homogeneous and non homogeneous
SOODE with Constant Coefficients.13
1.3 Self check exercises...22
Chapter 2: LAP LACE TRANSFORMATION ............................................................................................. 28

2.0 Chapter objectives..28
2.1 Lap lace transform , inverse transform and linearity...29
2.2 Existence of Laplace Transform.31
2.3 Lap lace transform of derivatives & integrals.31
2.4 Shifting theorems33
2.5 Differentiation & integration of transform......35
2.6 Convolution.37
2.7 Transform of ODE..39
2.8 System of linear differential equations....42
2.9 Self check exercises....44
Chapter 3: Vector differential calculus and integral calculus, vector fields .................................... 47
i
3.0 Chapter Objective...47
3.1 Vector calculus.48
3.2 Curves and arc length ..55
3.3 Tangent , curvature and torsion59
3.4 Scalar field and vector fields...64
3.5 Gradient of a scalar field , divergence and curl of a vector field.64
3.6 Line integral and greens theorem.68
3.7 Surface integral , divergence theorem of gauss;...75
3.8 Stoke s theorem...80
3.9 Path independence of line integrals..84
Chapter 4: COMPLEX ANALYTIC FUNCTION .............................................................................................. 90

4.0 Chapter Objectives...90
4.1 Complex number.91
4.2 Function of complex variable, limit, derivative and analytic function...98
4.3 Cauchy Riemann equations, Lap lace equation.100
4.4 Elementary function: exponential; trigonometry; hyperbolic and logarithmic
functions, general power.......103
Chapter 5: COMPLEX INTEGRAL .......................................................................................................... 110

5.0 Chapter Objective.110
5.1 Line integral in the complex plane ;..111
5.2 Cauchy integral theorem...114
5.3 Evaluation of line integral by indefinite integral.116
5.4 Cauchys integral formula.117
5.5 The derivative of analytic functions.118
ii
Chapter 6: TAYLOR AND LAURENT SERIES ...................................................................................... 122

6.0 Chapter Objectives..122
6.1 Sequence and series ; tests of convergence ..123
6.2 Power series..124
6.3 Taylor series of elementary functions...125
6.4 Laurent series...127
6.5 Self check exercises..130
Chapter 7: INTEGRATION BY THE METHOD OF RESIDUES ..................................................................... 132

7.0 Chapter Objectives.132
7.1 Zero and singularities133
7.2 Residues.134
7.3 The residue theorem..136
7.4 Evaluation of real integrals137
Reference.142
iii
PREFACE
This material is intended to serve as tutorial for 3rd course in current curriculum for all 2nd year
engineering students. The prerequisite for this material one has to complete Applied
Mathematics II. It is designed as a supplement to the course not a substitute of class attendance
and lecture note.
This material grew out of a regular course given by me over many years to 2nd year engineering
students and others. I have been influenced by the syllabus on Applied Mathematics III of the
university.
Topics covered include ordinary differential equations, Laplace transforms, vector analysis, and
complex variables. I have made great effort to include everything of the course outline. I have
tried to present graphs in some theorems and problems to make them more understandable. Each
topic starts with typical worked examples illustrating the main idea followed by many problems
and their solution. At the end of each chapter there are sufficient numbers of self check exercises
with their answers.
For better understanding of chapter III, revising vector algebra, matrix and determinant are
necessary. The chapter Taylor and Laurent series is not given more attention, the reason is that it
is similar to real sequences, power and Taylor series. The new concept is Laurent series which is
applicable to the last chapter given more emphasis.
I wish to take this opportunity to thank the university Gender Office for grateful idea to the
preparation of the material.
I wish you good luck and success. There will be some errors, since none of my colleague has
read the manuscript before. I am thankfully welcome if you have any comments, or work or if
you come up with a good idea for improving the material. Please feel free to contact me, send
them by email
haider_ebrahim@yahoo.com
Haider Ebrahim
Arba Minch University
iv
Course objectives:
On completion of the course, successful students will be able to:
understand various techniques of solving ODEs,

apply differential equation to physical problems,
derive the properties of Laplace transform,
apply Laplace transform to solve certain classes of ODE,
evaluate line integrals of different scalar functions and vector field s,
apply different type of integrals to physical problems,
understand the significance of differentiability of complex functions,
define analytic function,
distinguish between differentiable functions and analytic functions,
apply Cauchy-Riemann equations,
evaluate integrals along a path in the complex plane,
understand the statement of Cauchy's Theorem,
understand Cauchy integral formula,
apply Cauchy integral formula to evaluate line integrals,
represent analytic functions by a power series,
distinguish the singularities of a function,
write the Laurent series of a function,
calculate the residue,
apply the Residue theorem,
Understand the core theorems of the course.
v
Advanced Engineering Mathematics ODE
CHAPTER I
ORDINARY DIFFERENTIAL EQUATION

Chapter Objectives
At the end of this chapter students will be able to:
Define the meaning of ODE and SOODE
Identify the type of ODE
Understand the different method of solving ODE
How to find an integrating factor
Derive the general solution of linear first order ODE
Distinguish different cases of SOODE with constant coefficient
Apply ODE for physical phenomena
Content Outline
The major topics included under this chapter are:
Method of separable of variables

Homogeneous equations
Exact equations, non exact equations and integrating factor
Linear equations of first order
Definition of SOODE and General Solution.
Methods of solving for homogeneous and non homogeneous SOODE with Constant
Coefficients.
H.E AMU Page 1

Ordinary Linear Differential Equation of first Order
Activity:
Define the meaning of derivative and order of derivative.
What is the meaning of equation? And give examples.
Explain solution for an equation? Give examples.
Definition of ODE and example
Definition: - An equation involving one dependent and its derivatives with respect to one or more
independent variables is called a differential equation.
If it is only one independent variable then it is called ordinary differential equation.
d2 y d2 y dy
Example:- 1. 32 3. 5 6y 0
dt 2 dy 2
dx
2.
dy
ky 4.
d y
2 3
5
dy
5 y ln xy
2
dt dx dx
5. The general ordinary differential equation of the nth order is

dy d2 y dn y
F ( x, y , , , , , , , ) 0
dx dx 2 dx n
Definition:-A solution of differential equation is free from derivatives and which satisfies the
given differential equation
Example: - Show that y = e2x and y = e3x are Solution of y11 - 5y1 + 6y = 0
dy d2 y
Solution: - Let y = e2x then 2e 2 x and 2
4e 2 x
dx dx
d2 y
dy 2
5
dy
dx

6 y 4e 2 x 5 2e 2 x 6 e 2 x 0
y = e2x is a solution of the differential equation
dy y2
Example: - Show that xy = ln y + c is a solution of
dx 1 xy
Solution: Solution using explicit differentiation of xy = ln y + c
H.E AMU Page 2
dy 1 dy
We get y + x
dx y dx
dy y2

dx 1 xy
x y = ln y + c is a solution which is explicit solution
Definition:- The order of the highest order of derivative is called the order of the differential
equation
Eg. In the above examples 1, 3 and 4 are of order two and 2 is of order one
Definition:- The power of the highest order derivative is called the degree of the differential
equation
Eg. In the above examples 1 , 2 & 3 are of degree one and 4 is of degree three
Method of Separable of variables
dy g x
Definition:- A differential equation of the form is called separable
dx h y
h
y
d
y
g
x
d
x
c
The solution is
2y dy 1
Example: . Solve 2
y 1
2
dx x
2y 1
Solution: dy 2 dx 0
y 1
2
x

2y
y 1
2
1
dy 2 dx c ln y 2 1
x
1
x

c
1
y 2 1 ce x
, c 0
1 ex y
Exercises: Solve dy e x dx 0
1 e y
c
Answer:- 1 e y
1 ex
Homogenous Equations
Definition: - A function f ( x , y ) is called homogeneous of degree n if

f ( tx , ty) = tn f ( x , y ) for all suitably restricted x , y and t
H.E AMU Page 3

Example: - x2 + xy , x 2 y 2 , and sin x are homogenous of degree 2 , 1 and 0

y
respectively.
Definition:- The differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be
homogenous if M and N are homogenous function of the same degree which can be written in the
dy
from f x , y
dx
M
Where f ( x , y ) = is homogenous of degree 0.
N
f tx , t y t 0 f x , y f x , y
Let t = 1 f x , y f 1 , y f 1 , z where z y

x x x
dy dz
y zx and zx , then the equation becomes
dx dx
dz
z x f 1 , z
dx
dz dz
which is separable
f 1 , z z x
Example :- Solve ( x + y ) dx - ( x y ) dy = 0
Solution: - Which is equivalent to
dy x y x y
( Then function is homogenous of degree 0 )
dx x y x y
1 y
Let Z y
dy
x 1 z
x dx 1 y 1z
x

1 z dz dx integrating we get
1 z2 x
tan z - ln ( 1 + z2 ) = log x + c
-1
y
tan 1 ln x 2 y 2 c ( explicit solution )
x
y dy y
Exercises:- 1. Solve x sin y sin x
x dx x
y
Answer:- cos ln c x 0
x
2. Show that the substitution z = ax + by + c changes y1 = f ( ax + by + c )

to separable & apply to solve y1 = sin2 ( x y + 1 )
H.E AMU Page 4

Exact Equations, Not exact Equations and Integrating Factor
Definition :- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be

exact if there happens to exist a function f ( x , y ) such that
f f
M and N
x y
Let M ( x , y) dx + N ( x , y ) dy = 0 . . . . . . .. . . . . ( * )
* Can be written ( if it is exact )
f f
dx dy 0 or df 0
x y
The general solution is f ( x , y) = C
2 f 2 f
If f has continuous partial derivatives then
y x x y
2 f M 2 f N
and from this it follow
y x y x y x
Result :- The necessary condition for the exactness of M ( x , y ) dx + N ( x , y ) dy = 0

M N f f
is and M and N
y x x y
Integrate the 1st w. r. to x , we get
f ( x , y ) = Md x g ( y ) where g ( y ) is constant with rsepect to x

f
y

y
M d x g y

y M d x g1 y N

g1 y N x , y Mdx
y

g y N y M d x dy Provided here the integrated is a

function of only y.
N 2

x
N
y M d x
x

x y M d x
N 2
=
x

y x M d x
H.E AMU Page 5

N M
=
x y
from this it follow that
Result:- The equation M ( x , y ) dx + N ( x , y ) dy = 0 is exact if and only if

M y
N x

Example:- Test the equation for exactness, and solve it if it is

exact.
Solution: - M ( x , y ) = e y and N ( x , y ) = x e y 2 y
M N
ey
x x
The differential equation is exact
f f
by defination f e y and x e y 2y
x y
Integrating the 1st w.r. to x , we get
F(x,y) = e
y
dx xe y g y
f
xe y g 1 y x e y 2 y
y
g1 y 2 y g y y2 f x , y x e y y 2
The general solution is x e y + y2 = c
Exercise: Determine which of the following equations are exact, and solve if it is exact.
a) ( y x3 ) dx + ( x + y3 ) dy = 0
b) ( sin x sin y - x ey ) dy = ( ey + cos x cos y ) dx
1 x x x
c) sin dx 2 sin dy 0
y y y y
y x
d) dx dy dy
1 x y
2 2
1 x2 y 2
H.E AMU Page 6

Answer: a) 4 x y - x4 + y4 = c
b) x ey + sin x cos y = c
x x
c) cos c or c
y y
1 xy
d) log 2x c
1 xy
Integrating Factors
Show that y dx + ( x2 y - x ) dy = 0 is not exact.

M N
1 and 2 xy 1
y x
Therefore it is not exact equation
1
But after multiplying by 2 through the equation
x
y 1
2
dx y dy 0 is exact
x x
Definition :- Let M ( x , y ) dx + N ( x , y ) dy = 0 is non exact any function which makes (

M dx +N dy ) = 0 exact is called an integrating factor.
1
Example is an integrating factor for the above equation
x2
Theorem:- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 has an integrating
factor if it has a general solution.
Proof:- Let f ( x , y ) = C is the general solution
f f f
dy x
dx dy 0 and from the given equation
x y dx f
y
M f f f
dy x x y
or
dx N f M N
y
f f
If you denote the common ration by ( x , y ) , then M and N
x y
H.E AMU Page 7

Multiplying the given equation by , it becomes

M dx N dy 0
f f
or dx dy 0 which is exact
x y
Finding the integrating factor
M dx + N dy = 0 is exact
M N

y x
M
M
y y x x
1 M N
N M ......... ( * * )
x y y x
Any solution of ( * * ) will serve our propose
Let be a function of x alone then ( * * ) be come

M N
1 d y x
g x
dx N
d
ln g x ln g x dx
dx
e
g
x
d
x
Similarly if you assume that is a function of y alone
M N
1 d y x
hy
dy M
e
h
y
d
y
Example:- Solve ( 3x2 - y2 ) dy - 2 xy dx = 0
H.E AMU Page 8

M N
Solution:- 2 x and 6x
y x
M N
y x 4
h ( y) =
M y
1
e
h y dy 4
e
dy
y
e 4 ln y

y4
Then the differentiation equation become
1
( 3 x2 y-4 - ) dy - 2x y-3 dx = 0 is exact
y2
Solving y = x4 + c x3
M N
y x
Exercise: 1. Show that if is a function g (z) of the product
Ny Mx
g z
g ( z) = xy , then e
dz
is an integrating factor
2. Solve by finding an integrating factor
a) ( xy - 1 ) dx + ( x2 - xy ) dy = 0
b) x dy + y dx + 3x3 y4 dy = 0
Linear Equations of First Order
Definition: A differential equation is linear if it is the form
dy
p x y q x
dx
d2 y dy
2
p x q x y r x etc
dx dx
where p (x), q (x) and r (x) are function of x alone.
H.E AMU Page 9

The standard from of 1st degree linear differential equation
d d
y x
p
x
y
Q
x
( * )
p x dx
If we multiply (*) by e and observe that
d p x dx p x dy p x dx p x dy p x
y e y p e e py Q x e
dx dx dx
e
dx dx dx
Integrating
p x dx p x
y e Q x e
dx
c
y
Q
x
e
c
p
x
d
x
p
x
d
x
is the general solution of (*)

p x dx
e is an integrating factor
dy 1
Example: Solve y 3x
dx x
1
Solution: P (x) = and Q x 3 x
x
Exercise: Solve the following as linear equations

dy 1
a) x 3 y x4 b ) y1 y c) y1 y 2 xe x x 2
dx 1 e2 x
dy
2. The function p x y Q x y n which is known as Bornoullis equation is linear when
dx
n = 0 or = 1 show that it can be reduced to a linear equation for any other value of n by letting z = y1
n
, apply this to solve
a) xy1 + y = x4 y3
b) xy2 y1 + y3 = x cos x
H.E AMU Page 10

Answer: 1) a) y = x4 + cx3 b) y = e-x tan-1 ex + c e-x ,
c) y = x2 e-x + x2 - 2x + 2 + c e-x
1
a) 2
x4 c x2
2) y
b) y 3 3 sin x 9 x 1 cos x 18 x 2 sin x 18 x 3 cos x c x 3
Ordinary Linear Differential Equation of Second Order
Definition of SOODE and General Solutions .
Definition:- The general form of linear equation of second order may be written as
d d
y 2
d d
y x
2 x
q
y
(A)
where p , q and r are functions of x only.
If r ( x ) 0 then equation ( A) is non homogenous and if r (x ) = 0 then it is homogenous of 2nd order

linear equation.
The general Solution:
Let yg ( x , c1 , c2 ) is the general solution of
Y11 + p ( x ) y1 + q ( x ) y = 0 ( B)
And that yp ( x) is a fixed particular solution if y ( x) is any solution of ( A) then we can show that
y ( x ) - yp ( x ) is a solution of ( B )
( y yp )11 + p ( x ) ( y yp )1 + q ( x ) ( y yp )
[ y11 + p ( x ) y1 + q ( x ) y ] - [ y11p + p ( x ) y1p + q ( x ) yp ]

r(x) -r(x) =0
Since yg ( x , c1 , c2 ) is the general solution of (B)
y ( x ) - yp ( x ) = yg ( x , c1 , c2 ) or
y ( x ) = yg ( x , c1 , c2 ) + yp ( x )
H.E AMU Page 11

Theorem: If y1 ( x ) and y2 ( x ) are any two solution of ( B ) , then

c1 y1 ( x ) + c2 y2 ( x ) is also a solution for any constants c1 and c2
Proof:- ( c1 y1 + c2 y2 )11 + p ( x ) ( c1 y1 + c2 y2 )1 + q ( x ) ( c1 y1 + c2 y2 )
( c1 y111 + c2 y112 ) + p ( x ) ( c1 y11 + c2 y12 ) + q ( x ) ( c1 y1 + c2 y2 )
c1 [ y111 + p ( x ) y11 + q ( x ) y1 ] + c2 [ y112 + p ( x ) y12 + q ( x ) y2 ]
c1 . 0 + c2 . 0 = 0
. The general solution of the homogenous equation
Theorem: Let y1 ( x ) and y2 ( x ) be linearly independent solution of the

homogeneous equation
y11 + p ( x ) y1 + q ( x ) y = 0 . (B)
on the interval [ a , b ] . Then c1 y1 ( x ) + c2 y2( x ) is the general solution of equation (B) on
[ a , b ] in the sense that every solution of (B) on this interval can be obtained by a suitable choice of
the arbitrary constants c1 and c2.
y1 x0 y2 x0
N.B :W ( y1 y2) = = y1 (x0 ) y12 ( x0 ) - y2 (x0 ) y11 (x0 ) 0
1 1

y1 x0 y2 x0 1
Which is called wronskion of y1 and y2 then y1 ( x ) and y2 ( x ) are linearly independent.
Example: Show that y = c1 sin x + c2 cos x is the general solution of y11 + y = 0

on any interval , and find the particular solution for which y ( 0 ) = 2 and
y1 ( 0 ) = 3
y1
Solution: = tan x not constant y1 & y2 are LI by substitution
y2
y1 & y2 are solution
sin x cos x
W ( y1 , y2 ) = = - sin2 x - cos2 x = -1
cos x sin x
y = c1 sin x + c2 cos x is the general solution
c1 sin 0 + c2 cos 0 = 2
c1 cos 0 - c2 sin 0 = 3 c2 = 2 and c1 = 3
H.E AMU Page 12

y = 3 sin x + 2 cos x is the particular solution
Exercise: 1. Show that ex and e-x are linearly independent solution of y11 - y = 0 on
any interval
2. Show that y = c1 x + c2 x2 is the general solution of
x2 y11 - 2xy1 + 2y = 0 on any interval not containing 0 , and find the
particular solution for which y ( 1 ) = 3 and y1 ( 1 ) = 5
Answer :- 2. y = x + 2x2
Methods of Solving for Homogeneous and non Homogeneous SOODE with Constant
Coefficients.
a) Homogeneous SOODE
Activity:
What is the meaning of quadratic equation?
Discuss the solution of quadratic equation in

terms of discriminate.
The special case of (B)

Y11 + p (x) y1 + q (x) y = 0 for which p (x) and Q (x) are constants p and q
y11 + p y1 + qy = 0 ( C )
Let y = em x as a possible solution for ( C )
y1 = memx , y11 = m2 em x
( m2 + pm + q ) emx = 0
m2 + pm + q = 0 (Since emx is never zero )
It is a quadratic equation in m , which is called auxiliary equation. The two roots m1 and m2
p p 2 4q p p 4q
m1 , m2
2 2
Case i : - Distinct real roots ( p2 - 4q > 0 )

We have two solutions em1 x and em2 x
The general solutions is
H.E AMU Page 13

e e
m
x
y
c
e
(
S
i
n
c
e
i
s
n
o
t
c
o
n
s
t
a
n
t
o
r
L
I
)
1
m
x

1
2

1
x
2
Case ii :- Distinct complex roots ( p2 - 4 q < 0 )
In this case m1 & m2 can be written in the form a ib
ei cos i sin ( Eulers formula )

e m1 x = e(a + b i ) x = eax ( cos bx + i sin bx )
& e m2 x
= e(a ib ) x
= eax ( cos bx - i sin bx )
Since we are interesting two linearly independent real valued function as solution we can get
eax cos bx and eax sin bx ( Adding & dividing by 2for the firs and subtracting &
dividing by 2i for the second)
The general solution is
y = eax ( c1 cos bx + c2 sin bx )
Case iii:- Equal real roots ( p2 - 4 q = 0 )

p
Only one solution y = em x with m
2
p x
1
e e p x
2
Let y1 e
v px
dx x
y2 = v y1 = x em x
y = c1 em x + c2 x em x
Examples:- Solve the following ( The general & particular solution).
d2 y dy
a) 3 4y 0
dx 2 dx
H.E AMU Page 14

d2 y dy
b) 2
8 16 y 0 for which y (2) = 3e-8 & y1 (2) = -10 e-8
dx dx
(particular solution)
d2 y
c) y 0
dt 2
Solution:-
a) The auxiliary equation is m2 - 3m - 4 = 0
m1 = 4 or m2 = -1
y = c1 e4x + c2 e-x
b) The characteristic equation is m2 + 8m + 16 = 0

m = -4 ( case iii)
y = c1 e-4x + c2 x e-4x
if y (2) = 3 e-8 3 e-8 = y (2) = c1 e-4.2 + 2 c2 e-4.2 = ( c1 + 2 c2 ) e-8
3 = c1 + 2 c2
1 -8
if y (2) = -10 e -10 e = y (2) = -4 c1 e-4.2 + c2 e-4.2 - 8 c2 e-4.2
-8 1
= ( -4 c1 - 7 c2 ) e-8
10 = 4 c1 + 7 c2
Solving c1 + 2 c2 = 3
4 c1 + 7 c2 = 10 c2 = 2 & c1 = -1
The particular solution is

y = - e-4x + 2 x e-4 x
c) The auxiliary equation is m2 + 1 = 0 ( Case ii)

m1 = i = a + ib a = 0 and b = 1

y = eax ( c1 cos bx + c2 sin bx ) = e0.x ( c1 cos 1.x + c2 sin 1.x )
or y = c1 cos x + c2 sin x
Exercise:- 1) Find the general solution of
d2 y dy
a) 2
5 14 y 0
dx dx
H.E AMU Page 15

d2 y dy
b) 3 3y 0
dx 2 dx
c) y11 + 10y1 + 25y1 = 0
2. Show that the equation x2 y11 + pxy1 + qy = 0 where p and q are constants by
changing the variable x = ez transform in to an equation with constant coefficients.
Apply this to find the general solution of
a) x2 y11 + 3xy1 + 10y = 0
b) 2x2 y11 + 10 xy1 + 8y = 0
c) x2 y11 + 2x y1 - 12y = 0
Answer
1) a) y = c1 e7x + c2 e-2x
3 x
3 x 3 3
b) y = c1 e 2
x c2 e
sin cos x2
2 2
c) y = c1 e-5x + c2 x e-5x
2) a) y = x -1 [ c1 cos ( ln x3 ) + c2 sin ( ln x3 ) ]
b) y = c1 x -2 + c2 x -2 ln x
c) y = c1 x3 + c2 x -4
b) Non Homogeneous SOODE
i) The Method of Undetermined Coefficients
The first method for finding the general solution of the non homogeneous equations
y11 + p y1 + q y = r(x) (*)
if yg ( x ) ( the general solution of the associated homogenous equation) is known & yp is a particular
solution of (*) then
y (x ) = yg ( x ) + yp ( x ) is the general solution of ( * )
Now let us see how to find yp with some special cases where p and q are constants and r (x) is an
exponential, a sine or cosine, a polynomial or some combination of such functions. The procedure for
finding yp is called the method of undetermined coefficients.
Let y11 + p y1 + q y = ea x .. ( 1 )
H.E AMU Page 16

It is natural to guess that yp = A eax is a solution of (1), here A is undetermined coefficient
A ( a2 + p a + q ) eax = eax
1
A (a2 + pa + q 0 otherwise (1) become
a pa q
2
homogenous which is false)
When a is a root of the auxiliary equation m2 + pm + q = 0 take yp = A xeax

A ( a2 + pa + q ) xeax + A ( 2a + p ) eax = eax
1
A = ( Since a2 + pa + q = 0 )
2a p
this gives availed coefficient except when a = p (double root of a2 + pa + q = 0 )
2
When a = p 2 ax
take ( try ) yp = A x e
2
A ( a2 + pa + q ) x2 eax + 2 A ( 2a + p ) x eax + 2 A eax = eax
A = ( since booth expressions in parentheses are zero)

Summary:-
If a is not root of m2 + pm + q = 0 then has a solution of the

form yp = A eax
If a is a simple root then has a solution of the form yp = A x eax
If a is a double root then has a solution of the form yp = A x2 eax
Let y11 + py1 + qy = sin bx (2)

Take yp = A sin bx + B cos bx
The undetermined coefficients A and B can now be computed by substituting and equating the
resulting coefficients of sin bx and cos bx.
If it satisfies the corresponding homogenous equation try
Yp = x ( A sin bx + B cos bx)
Let y + py1 + qy = a0 + a1x + a2x2 + . + an xn (3)
11
Since the derivatives of a polynomial is again a polynomial

Take yp = A0 + A1 x + + An xn
Substituting and equating the coefficients of like powers of x, if q happens to be zero, then xn 1 as the
highest power of x
Take yp = x ( A0 + A1 x + + An xn )
= A0 x + A1 x2 + . + An xn + 1
If p & q are both zero then it can be solved by direct integration.
H.E AMU Page 17

Example: Find the general solution of
a) y11 + 3y1 - 10y = 6 e4x
b) y11 + 4y = 3 sin x
c) y11 + 2y1 + 4y = 8x2 + 12e-x
Solution: a) r(x) = 6 e4x & m2 + 3m - 10 = 0
m1 = 2 and m2 = -5 yg (x) = c1 e2x + c2 e-5x
1 1
& a = 4 A = y p 1 e4x
a pa q
2
18 3

1 4x
y = c1 e2x + c2 e-5x + e
3
b) r (x) = 3 sin x & m2 + 4 = 0 ( case ii)
yg (x) = c1 sin 3x + c2 cos 2x
yp = A sin bx + B cos bx = A sin x + B cos x
yp1 = A cos x - B sin x , y11p = - A sin x - B cos x
( - A sin x - B cos x ) + 4 ( A sin x + B cos x ) = 3 sin x
A = 1 and B = 0 yp = sin x y = yg (x) + yp (x)
c) r(x) = 8x2 + 12e-x

and the homogenous solution is e-x ( c1 cos 3 x + c2 sin 3 x)
The trial solution for 8x2 is a0 + a1 x + a2x2 and
The trial solution for 12e-x is a e-x , since none of these terms present in the homogenous solution.
Yp = a2 x2 + a1 x + a0 + a e-x putting in the given equation
We get 4a2 x2 + ( 4a2 + 4a1 ) x + ( 2a2 + 2a1 + 4a0 ) + 3a e-x = 8x2 + 12e-x
a2 = 2 , a1 = -2 , a0 = 0 & a = 4 (comparing the coefficient)
y = e-x ( c1 cos 3 x + c2 sin 3 x ) + 2x2 - 2x + 4e-x
H.E AMU Page 18

Example : Solve y11 + 2y1 + 4y = 8x2 + 12 e-x + 10 sin 3x

(Adding to RHS of example 1c , 10 sin 3x )
Solution :- Since h cos 3x + k sin 3x does not appear in the homogenous solution.
Substituting this in to y11 + 2y1 + 4y = 10 sin 3x
( 6k - 5h ) cos 3x - ( 5k + 6h ) sin 3x = 10 sin 3x
by comparing coefficients
6k - 5h = 0
5k + 6h = -10
h 12 , k 10
61 61
y = e-x ( c1 cos 3 x + c2 sin 3 x ) + 2x2 - 2x + 4e-x

12 10
cos 3 x sin 3 x
61 61
ii) The Method of Variation of Parameters

The second technique for determining a particular solution of the non homogenous equation
y11 + p y1 + q(x) y = r (x)

Let y (x) = c1 y1 (x) + c2 y2 (x) be the general solution of the corresponding homogenous equation .
Now we replace the constant c1 and c2 by unknown function v1 (x) and v2 (x)
y (x) = v1 y1 + v2 y2
y1 = ( v1 y11 + v2 y12) + (v11 y1 + v21 y2 )
Let v11 y1 + v21 y2 = 0 y1 = v1 y11 + v2 y21
y11 = v1 y111 + v11 y11 + v2 y112 + v21 y12
Substituting y, y1 and y11 in the given equation, we get
v1 ( y111 + p y11 + q y1 ) + v2 ( y112 + p y21 + q y2 ) + v11 y11 + v12 y12 = r (x)
v11 y11 + v12 y12 = r (x) since y1 & y2 are solutions of the homogeneous
v11 y1 v 1 2 y 2 0
1 1
v1 y1 v 12 y 1 2 r x
y 2 r x y1 r x
v11 , and v 12
W y1 , y 2 W y1 , y 2
H.E AMU Page 19

y 2 r x y1 r x
v1 W y1 , y 2 dx v 2 W y1 , y 2 dx , W y1 , y2 0
r
x
y
r
x
2
d
x
d
x

2
W
y
,
y
W
y
,
y

1
2
2
Example 1:- Find a particular solution of y11 + y = csc x
Solution: - The corresponding homogenous equation is y11 + y = 0 and its solution is

y = c1 sin x + c2 cos x
y1 = sin x y11 = cos x
y2 = cos x y21 = - sin x
W ( y1 , y2 ) = y1 y12 - y2 y11 = - sin2 x - cos2 x = -1

cos x csc x cos x
v1 dx sin x dx ln sin x
1
And
sin x csc x
v2 1
dx x
yp = sin x ln ( sin x ) - x cos x

d2 y dy
Example 2: - Find the general solution of 2
5 6 y e x
dx dx
Solution: - The characteristic equation is m2 + 5m + 6 = 0 m1 = -2 , m2 = -3
y1 = e-2x and y2 = e-3x
yp = v1 (x) e-2x + v2 (x) e-3x
y2 e x e 3 x e x
v11 x ex
W y1 , y 2 e
2 x

3 e 3 x 2 e 2 x e 3 x
y1 e x e 2 x e x
v12 x e2 x
W y1 , y2 e
2 x

3 e3 x 2 e 2 x e 3x
1 2x
v1 ( x) e v2
x
and e
2
H.E AMU Page 20

Activity
Compare the two techniques to determine non homogenous second order ODE.
Which method prefer for you? Discuss with your friend.
H.E AMU Page 21

SELF CHECK EXERCISE

A. Find the general solution of the following differential equations
B. Find a particular solution satisfying the initial condition, of each of the following differential
equations.
ANSWER
H.E AMU Page 22

C. Find the general solution of the following differential equation.
ANSWER
D. Find a particular solution, satisfying the initial condition, of each of the following differential
equations.
ANSWER
H.E AMU Page 23

E. Show that each of the following differential equations is exact and find the general
solution.
ANSWER
F. Test each of the following equations for exactness. If it is not exact, try to find an integrating
factor then solve it.
H.E AMU Page 24

ANSWER
G. Find the general solution of each of the following.
ANSWER
H. Find the general solution of each of the following equations.
ANSWER
H.E AMU Page 25

I. Find the general solution of each of the following equation.
ANSEWR
H.E AMU Page 26

J. Use the method of variation of parameters to find the general solution of each of the
following equation.
ANSWER
sinx
H.E AMU Page 27

Advanced Engineering Mathematics Vector Calculus
CHAPTER II
LAPLACE TRANSFORMATION
Chapter Objectives
Define the meaning of Laplace transformation
Use the linearity property of Laplace transform
Describe the properties of Laplace transform
Understand the statement of convolution theorem
Apply convolution theorem to find Laplace transform of function
Derive the formula for derivative of Laplace transform
Apply Laplace transform to solve ODE
Apply Laplace transform in system of ODE
Content Outline
Lap lace transform , inverse transform and linearity
Lap lace transform of derivatives
Properties of lap lace transform
Transform of ODE
System of linear differential equations.
28
Advanced Engineering Mathematics Laplace Transformation
Laplace Transform, Inverse and Linearity
Activity:
Define the meaning of operator?
When do you say an operator is linear?
What is the meaning of transformation?
Give examples of transformation and check the linearity.
Definition:- Let f(t) be a given function defined for all the integral
exists
The function F(s) is called the Laplace transform of the function f(t). Denoted by The
operation which yields F(s) from a given f(t) is called Laplace transformation.
f(t) is called the inverse transform or inverse of F(s)
We write
With this alternate notation, note that the transform is really a function of a new variable, s, and
that all the ts will drop out in the integration process.
Now, the integral in the definition of the transform is called an improper integral.
Example 1.Find the Laplace transform of the function

Solution:-
Example 2.Let when is constant. Find

Solution:-

Theorem ( Linearity of Laplace transformation)

The Laplace transformation is a linear operation, that is, for any function f(t) and g(t) whose
Laplace transform exists and any constants a and b we have
H.E AMU Page 29

Example Let Find

Solution : +
Example Derive the formula

Solution We write Integrating by parts and noting that the
integral free parts give no contribution from the upper limit we obtain
By substituting in to formula for on the right and by substituting in to the formula

For on the right, we obtain
Example: Find the Laplace transform of the function

Solution:

Exercise: Find the Laplace transform of each of the following function
1.
Exercise: With aid of linearity of Laplace transform, find the Laplace transform of the following
functions.
ANSWER
H.E AMU Page 30

Existence of Laplace transform
Theorem (Existence theorem for Laplace transform)

Let f(t) be a function which is pricewise continuous on every interval in range and
satisfies
(2)
And for some constants . Then the Laplace transform of f(t) exists for all
N.B (2) can be said exponential order.
Proof:- Since f(t) is piecewise continuous, is integrable over finite interval on t- axis
Activity:
What are the sufficient conditions for existence theorem?
What is the conclusion of the theorem?
Laplace Transform of Derivatives and Integrals
Theorem ( Differentiation of f(t) )

Suppose that f(t) is continuous for all satisfies (2) for some and M, and has a
derivatives f(t) which is piecewise continuous on every finite interval in the range .Then
the Laplace transform of the derivative f(t) exists when and
Proof : when f is continuous
exists when
Applying the theorem
Similarly
Exercise:-Apply induction to find

Example: Find
Solution: Let ,
Example: Let
Solution: We have

H.E AMU Page 31

Example: Let
Solution:
Example: Solve the initial value problem
Solution: Let
Substituting this we get
Exercises: Use the method of Laplace transform to find a solution of each of the following
differential equations satisfying the given initial conditions.
ANSEWR
2 3
H.E AMU Page 32

Laplace Transform of the Integral of a Function
Theorem ( Integration of f(t) )

If f(t) is piecewise continuous and satisfies an inequality of the form (2) then
Proof: - Let
is continuous
And except for points at which f is discontinuous

is piecewise continuous
Clearly
Example Let
Solution
Shifting on the S Axis
Shifting on the t Axis
And Unit Step Function
Theorem (Shifting on the S axis)

If f(t)has the transform F(s), where has the transform ) where
thus, if
Proof:
H.E AMU Page 33

Examples:
Theorem (Shifting on the t axis)

If F(s) is the transform of the f(t),then is the transform of the function
Definition: Unit step function is defined as
Note that
Shifting on the t axis assert that
Or
Proof
N.B The shifting theorem can be said the first and the second translation theorem.
Example:
Example: Find the inverse transform of
Solution:
Solution: The subsidiary equation is
H.E AMU Page 34

i.e
Differentiation and Integration of Transforms
Let f(t) satisfies the condition of the existence theorem
Example: Show that
Example:
Using find
Solution:
Similarly,
Exercise: Use Mathematical induction to prove
Example: Use
Solution: Since
Special Linear ODE with Variable Coefficients
From we can solve certain ODE with variable coefficients.

Let
Similarly,
H.E AMU Page 35

By ,
Example: Using the above solves the following differential equation with variable coefficient
Solution: Taking the Laplace transform both sides, we get
Or
The integrating factor is
Therefore,
And
s
Substituting in to both integrals gives
Thus, , since we must have

Therefore,
Exercises: Solves the following differential equation with variable coefficient
ANSWER
Integration of Transform
f (t )
If f(t) satisfies the condition of the existence theorem and lim
h t
exist then
Proof:
Example: Find the inverse transform of the function

Solution:-
H.E AMU Page 36

By integration
Exercises: 1. Using . Determine
2. Using Show that
3. Using . Find
ANSWER
1.
3.
Convolution
Let F(s) and G(s) has converse f(t) and g(t).H(s) = F(s)G(s) we calculate the inverse of H(s) from
f(t) and g(t) and h(t) = (f*g) (t) is called the convolution of f and g
Theorem( Convolution theorem)

If f(t) and g(t) are the inverse transform of F(s) and G(s), respectively, and satisfy the hypothesis
of the existence theorem the the inverse transform h(t) of the product H(s) = F(s) G(s) is the
convolution of f(t) and g(t), written (f*g) (t) and defined by
Proof: - By definition of G(s) and shifting on t- axis for
From the definition of F(s) we get
H.E AMU Page 37

Region of integration
Activity:
What are the sufficient conditions of the convolution theorem?
Explain the hypothesis of the existence theorem.
Can we say the convolution product * a linear operator? Justify it!
Example: solve the initial value problem
Solution:- The subsidiary equation
By convolution theorem
But for we have to integrate from 0 to 1, since
H.E AMU Page 38

Example:
Example: Apply the convolution theorem to solve a volterra integral equation of the first kind
Solution:-From Convolution theorem the given equation become
We obtain,
The solution is
Therefore,
Example: - Solve the following volterra integral equation of the second kind
Solution: - By Convolution theorem we can write

Let , we obtain by taking common denominators
Solving for Y,
Therefore,
Exercise: solve the following integral equation
ANSWER
Partial Fraction
Let the subsidary equation of differential equation whose solution Y(s) is of the form
where F(s) and G(s) are polynomials in s.
Let assume that F(s) and G(s) have real coefficients and no common factors. The degree of F(s)
is lower than that of G(s).
Case i) Un repeated factor s a
In this case
This imply where the constant A is given by either of the two
expressions
H.E AMU Page 39

her is the function which is left after removing the factor s a

from G(s) in Y(s), i.e
Proof: Multiplying (1) by s a and using (4), we have
Letting and nothing that w(s) does not contain the factor s a,we obtain the
first formula in (3)
If we write (4) in the form
Applying LHopitals rule

The inverse transform of
Case ii) Repeated factor
The inverse transform of this expression is
Where the constants are
Proof:- Multiplying (2) by and using (4)
Hence
The partial fraction
Complex Factors
Here
Case iii) Un repeated Complex factors
We have (1)
H.E AMU Page 40

The inverse transform is

(2)
Where Sa and Ta are the real and the imaginary parts of
(3)
Here (4)
Proof:- Multiplying (1) by using (4) and letting
Equating real and imaginary parts on both sides must be equal, hence by(3)
To prove (2) & (3)
Has the inverse transform

Here, which is (2)
Example: Find the inverse transformation of
Solution:-
And
Therefore, the inverse transform is
Example: Find
Solution:
To determine constants A, B, C, multiply by so that
This must be an identity and thus must hold for all values of s. Then by letting s = 2, -1, 3 in
succession we find Thus
Solution: The differential equation is
H.E AMU Page 41

Solving for Y,
We first determine the constants
The solution is
;-
System of Differential Equations
Definition: - The pair of equation
Where and are functions of x, y, t, defined on a common set S, is called a system of two
first order equation. A solution of the system will then be a pair of functions x(t), y(t), each
defined on a common interval I contained in S, satisfying both equation of the system identically.
Example: Solve the system of differential equation
Solution: - Let
Rearranging,
We get
Therefore,
Exercises: Solve each of the following systems of equations by the method of the Laplace
transform.
H.E AMU Page 42

ANSWER
H.E AMU Page 43

SELF CHECK EXERCISE

a) Exercises: From the definition of the Laplace transform, compute for
ANSWER
b) Exercises: Find the Laplace transform by indicating the method
ANSWER
c) Exercises: - Find the inverse transform by indicating the method.
ANSWER
d) Exercises: - Solve the following initial value differential equation by the Laplace
method.
(0) = -1
H.E AMU Page 44

ANSWER
e) Exercises: By the method of Convolution find the inverse transform

.
ANSWER
f) Exercises;-Using differentiation, integration, s shifting, or convolution find the inverse

transform.
ANSWER
g) Exercises: Find of the following transformation F(s) by the partial fraction method.
H.E AMU Page 45

ANSWER
H.E AMU Page 46

Chapter III
Vector differential calculus and integral calculus,
vector fields
Chapter Objectives
Define the meaning of vector fields, Curves, and different

types of integral
Understand the different properties of derivatives of vector

functions
Interprets the geometrical meaning of tangent, curvature &

torsion
To parameterize different curves and surface
How to evaluate line integral and surface integrals
Apply different type of integrals to physical problems
Distinguish the application of Greens, Stokes and divergence

Content Outline
Scalar field and vector fields
Vector calculus
Curves and arc length
Line integral and greens theorem
Surface integral , divergence theorem of gauss;
Stoke s theorem
47
Vector Calculus
Activity:
Discuss with your friend the meaning of vectors and scalars from previous prerequisite
course.
Type equation here.
Describe the law of vector algebra,
Definition : A vector valued function consist of two parts: a domain, which is a collection of
numbers, dot
and or scalarwhich
a rule, product and cross
assigns or number
to each vector product.
in the domain only one and one vectors.
In three dimensions we can write
Example: is vector valued function and

are the component function of F. Domain of F : which is the intersection of the domain of
the component functions.
Example: Determine the domain of the following function.
Solution:
The first component is defined for all ts. The second component is only defined for and
the
third component is only defined for . Putting all of these together gives the following
domain.
[1, 4)
This is the largest possible interval for which all three components are defined.
Graph: Practically it is impossible to draw the graph of vector valued function, because we need
four dimensions in three dimension vector. But we can draw we can define the graph of
, by drawing only its range
Example: Sketch the graph of
Solution: , it is an xy plane
it is a circle
it is a circle of radius 2 and center 0.As t increase, the vector r(t) move
counter clock wise around the circle.
H.E AMU Page 48

The corresponding parametric equations are:

from the third equation, the tip of the curve in the
plane from the first two equations, the curve is a circle of radius 2 and center on the z axis
and traced in CCW looking down the z axis or compare it withexample ( a) use translation by
vector 2j.
Example: Sketch the graph of each of the following vector functions.
Solution:
As we saw in the last part of the previous example it can really be able to sketch the graph of a
vector function. Because of that well be skipping all the function evaluations here and just
giving the graph.
So, with that said here is the sketch.
H.E AMU Page 49

Limits, continuity and Derivatives of Vector Functions
Definition: let r be vector valued function defined at each point in some open interval containing
except possibly at itself. A vector L is the limit of r(t) as t approach if for every
there is a number such that
In this case we write lim r (t ) L exists

t to
Activity:
Look at the concept of limit and compare it with previous definitions of
limit in single variable real valued functions and several variables.
Explain the similarity and difference!!
Theorem: Let then r has a limit at if and only if

have limit at . In that case
lim r (t )
t to
Proof: Let lim r (t ) L ai bj ck

t to
For such value of t we have
lim
t to
, similarly lim
t to
and lim
t to
Conversely, let lim lim and lim .

t to t to t to
And let L ai bj ck
H.E AMU Page 50

then
,
Hence, if then
Therefore, from the definition lim r (t ) L ai bj ck

t to
Example: Find lim r (t ) =

t 1
Solution Applying the theorem

lim r (t )
t 1
(by LHopitals rule)
Theorem Let are vector valued value functions, and let f and g be real valued
functions. Assume that lim & lim exist & lim f(t) exist & lim g(s) = . Then
t to t to t to s so
lim
t to
lim
t to
lim
t to
lim
s so
Example: Let
Find lim
t 1
Solution: we can find the solution in two ways either taking the dot and the cross product first
and then the limit or applying the theorem
lim (F
t 1
G =
Definition: A vector valued function r is continuous at a point in its domain if

lim r (t )
t to
Theorem A vector valued function r is continuous at if and only if each of its component
function is continuous at
H.E AMU Page 51

Derivatives of vector valued functions
Definition: Let be a number in the domain of a vector-valued function r is differentiable at

if
lim
t to
exist
Theorem
Example: Let
Example:
Find
Solution:
If represents time, these represent respectively the velocity, magnitude of the velocity,
acceleration and magnitude of acceleration at of a particle moving along the space curve
Theorem Let
Example: Let
Find
Solution: we can find the solution in two ways either taking the dot and the cross product first or
then taking the dot product first:
H.E AMU Page 52

Applying the theorem:
Corollary: let r be differentiable on interval I and assume that there is a number C such that
Proof:
( )
Integrals of vector valued functions
Definition: let are continuous on [a,b].

Then the definite integral and the indefinite integral are defined by
And
Example: Let Find
Solution:
H.E AMU Page 53

Exercises: Find the first and second derivatives of the vector functions of single real variable and
their value at the given value of t
ANSWER
Exercises: Find the indefinite and definite integrals of the following vector functions.
H.E AMU Page 54

ANSWER
Curves and Arc length
Definition: A space curve (or simply curve) is the range of a continuous vector valued function
on an interval of real numbers.
Examples: Circle, lines, parabola etc
Notation: C to denote the curve, r to denote the vector valued function and we say that C is
parameterized by y or r is a parameterization of C.
Example: Let f be a continuous real valued function on an interval I. Show that the graph of f is
a curve, and find a parameterization of that curve.
Solution: Consider the vector valued function r defined by
r is continuous as t and f are continuous
H.E AMU Page 55

The graph of f is the range of r

The graph of f is a curve
f
Definition: A curve C is closed if it has a parameterization whose domain is closed interval [a,
b] such that r(a) = r(b)
Definition: A vector valued function r is smooth on I if r has continuous derivative on I and

for each interval point t. A curve C is smooth if it has a smooth parameterization.( no
sharp corner)
Smooth curves piece wise smooth
Example: Show that the standard unit circle is smooth. -11 1

Solution:

And r(t) is continuous on
r is smooth
Example: Determine whether the following vector-valued function have continuous turning
tangent vectors (smooth).
H.E AMU Page 56

Solution:
All the components are continuous functions, & there is no value of t for which all three of
them are zero.
is smooth
Definition :( Parameterization of Line Segments)

are distinct points in space, the parametric equations are
is a
smooth parameterization of the line segment from
Example: Find a smooth parameterization of the line segment from (4, 3, 5) to (2, 8, 5).
Solution
Length of a Curve (arc length)

Definition: Let C be a curve with a piecewise smooth parameterization r defined on [a , b]. Then
the length L of C is defined by
Example: Find the length L of the curve
Solution:
Length in polar graph
The polar graph of
H.E AMU Page 57

Example: Find the length of the cardioids
Solution:
Arc length Function

Definition: Let C be a smooth curve parameterized on an interval I by
let a be a fixed number
The arc length function S defined by
The arc length S may serve as a parameter in parametric representation of curves.

S is the length of the portion of the curve between r(a) and r(t) distance traveled by the object
between time
Exercises: Find the parametric representation of the following curves.
e) Determine the length of the curve
f) Show that arc length function is an increasing function.

ANSWER
H.E AMU Page 58

Tangent, Cuvature and Torsion
Tangent and Normal to a curve

Tangents are straight lines touching a curve. The tangent to a simple curve C at a point P of C is
the limiting position of a straight line l through P and a point Q of C as Q approaches P along C.
If C is given by and P and Q correspond to then a vector in the direction of L

is
In the limit this vector become the derivative
Provided that r(t) is differentiable. If a tangent vector of C at P.
Definition: Let C be a smooth curve and r a parameterization of C defined on an interval I. Then

for any interior point of I, the tangent vector T(t) at the point r(t) is defined by
H.E AMU Page 59

Example: Find a formula for the tangent T(t) to the circular helix
Solution: The circular helix is on the cylinder of radius one.
Definition Let C be a smooth curve, and let r be a parameterization of C defined on an interval I

such that r is smooth. Then for interior point t of I for which the normal vector N(t)
at the point r(t) is defined by
Example: Find a formula for the normal N(t) to the circle
H.E AMU Page 60

Solution:
which is toward the center

Example: Find a formula for the normal N(t) for the parabola
Solution:
Then
The normal at the origin is N(0) = j
Normal for sine function
Cuvature and Torsion

Definition: Let C have a smooth parametrization r such that r is differentiable. Then the
cuvature of C is defined by the formula
H.E AMU Page 61

We have
Therefore, we can define cuvature as the maginitude of rate of change of tangent with respect to
arc length function .Here which is unit principal normal. The unit binormal is
defined as
. Show that
Definition: Torsion is defined as

Example: Show that the curvature of a circle of radius
Solution: If the center of the circle is
And
Example: Find the curvature of the parabola parameterized by

Solution:
Activity:
Where is the maximum curvature of the parabola?
Using vector equation of a line find the curvature of line.
From the above example disscus about the curvature of a circle as the radius become larger
and larger
From curvature of circle and line explain the geometrical meaning of cuvature.
Example: The circular helix

a) Find b) Find c) Unit tangent of C d) curvature of C
e) Normal vector of C f) Binormal g) Torsion

Solution:
H.E AMU Page 62

Hence circular helix has constant curvature and torsion.

Exercises:
a) Find the general formula for the tangent vector and unit tangent vector to the curve given
by
b) Find the vector equation of the tangent line to the curve given by
c) Find the normal and bi-normal vector for
ANSWER
Exercises: Let
a)Find arc length function
b) Find the arc length parameterization of the curve
c) Find the tangent to the curve
d)Find curvature to the curve
e) Find the principal normal to the curve
f) Find bi-normal
g) Find torsion
H.E AMU Page 63

ANSWER
Exercises: Show that bi-normal

Exercises: Since are linearly independent vectors, so any vector in
space can be represented as linear combination of these vectors. Prove that
Gradient of a scalar field, Divergence and Curl of vector fields
Definition: a vector field F consist of two parts a collection D of points in space called the
domain and a rule which assigns to each point (x, y ,z) in D one and only one vector F(x, y, z)
Impossible to graph a vector field, because require six dimensions. But we can draw the vector
F(x, y, z) as an arrow emanating from (x, y, z).
Example: z
Examples: --The direction and a flow of a fluid-The direction and magnitude of the wind (look
at the weather report in television.)
Example:
H.E AMU Page 64

Example: The gravitational fields

We have the formula,
Definition: Consider the vector operator

Then if and have continuous firs partial derivatives, we can define the
following
Gradient: The gradient of F is defined by
If is equation of a surface, then is a normal to this surface.
Divergence: The divergence of G is defined by
Curl: The curl of G is defined by
Example: Let F be the gravitational vector field find div F

Solution:
H.E AMU Page 65

Similarly
and
div F =
If divF = 0 then F is said to be divergence free or solenoidal
Example:. Let
Solution: By definition
Example: Find a function scalar field f of three variables such that
Solution: from the definition
, and
Integrating the first with respect to x, we get
Theorem Let be a vector field and the domain of F is all the three
dimensional space
H.E AMU Page 66

Exercises:
Show that F is the gradient of some function, but G is not.
Exercises: and
Find
ANSWER
Exercises: Determine whether F is the gradient of some function f. If it is, find such a function f.
ANSWER
Exercises:
a) Let F be a constant vector, and
b) Show that if F and G are conservative, then F + G is also conservative.
c) Let Show that F is solenoidal.
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Line integral and greens theorem
Let be a given function defined at each points of C (space curve) and continuous
function of S. we sub divided C in to n portions.
z
Pn
C Sk
Pn-1
Pk
Pk-1 (Xk, Yk, Zk )
P2
Po P1
Y
Let be any point on C between and let be the arc length of the
portion C between
We have the largest denoted then it approach a limit the limit of the
sequence is called the line integral.
Definition: Let f be continuous on a piecewise smooth curve C with finite length. Then the line
l of f over C is defined by
The following properties immediately follow from the definition.
Evaluation (Converting to Definite Integral)

If C is represented by
H.E AMU Page 68

Example: Let C be the line segment from (0, 0, 0) to (1, -3, 2).
Solution: We parameterize C using line segment parameterization
The parametric equations are
Example: Let C composed of two curves
2
C1
C2
X
o
-2
Solution: parameterized as
and
H.E AMU Page 69

Line Integrals of vector Fields

Definition: Let F be a continuous vector field defined on a smooth oriented curve C. Then the
line integrals of F over C, denoted is defined by
Where T(x, y, z) is the tangent vector at (x, y, z) for the given orientation of C.
N.B The previous definition of line integral does not require C to be oriented.
Evaluation:
be a parameterization of C with domain [a,b]
Example: A particle moves upward along the circular helix C, parameterized by
With force
Find the work done by the force
Solution: The work done by the force F along the path C is
We have
Alternate Form of line Integrals
Let be a continuous vector field defined on on a smooth oriented curve C

parameterized by
H.E AMU Page 70

Written as
Example: Let C be twisted cubic curve parameterized by
Solution:
N.B: The orientation of the curve C is by definition opposite to the orientation of C,
Example: Evaluate
a) along the line from (0,1) to (1,2)
b) straight lines from (0,1) to (1,1) and then (1,1) to (1,2)
c) The parabola
Solution:
a) An equation for the line joining (0,1) and (1,2) in the xy plane is y = y + 1. Then dy = dx
and the line integral equals
b) A long the straight line from (0,1) to (1,1), y = 1, dy = 0 and the line integral equals
Along the straight line from (1,1) to (1,2), x =1, dx = 0 and the line integral equals
H.E AMU Page 71

Then the required value
c) Since the line integral equals
The Fundamental theorem of Line Integrals
Theorem (Fundamental theorem of line integral)

Let C be an oriented curve with initial point
Let f be a function of three variables that is differentiable at every point on C, and assume
that grad f is continuous on C. Then
If a continuous vector field F is the gradient of a function f, then
Example: Let C be the curve from parameterized by
And let
Solution: (from previous example)

Check that the two points are initial and terminal points and lie on the curve!
H.E AMU Page 72

The following statements are equivalent
A.
B. is independent of path.
C. for every closed, oriented curve C lying in the domain of F
D. and the domain is the set of points in space.
i.e a b c d a
Greens Theorem
Theorem (Greens Theorem)
Let R be a simple region in the xy plane with a piecewise smooth boundary C oriented counter
clock wise. Let M and N be function of two variables having continuous partial derivatives on R.
Then
N.B The relation between C and R is the region R is bounded by the closed curve C.
Example: Let
oriented CCW.
Solution: R is the disk

We have
Example: Let C be the closed curve oriented CCW
H.E AMU Page 73

Solution:
Area formula for the region R let area of R is A
Example: Find the area of the ellipse

Solution:
Let be continuous vector field defined in the region R in the xy plane
Alternative form of Greens theorem become
Example: Verify Greens theorem in the plane for
Where C is the closed curve of the region bounded by
H.E AMU Page 74

Solution: The plane curves intersects at (0, 0) and (1, 1) the positive
direction shown.
Along the line integral equals
Along the line integral equals
Then the line integral becomes
Therefore, Greens theorem is verified.
Surface Integrals, Divergence of Gauss
Surface Integrals
Definition: Let S be the graph of a function having continuous partial derivatives and defined on
a region R in the xy plane that is composed of a finite number of vertically or horizontally simple
regions. Let g be continuous on S. The surface integral of g over S denotes
is defined by
H.E AMU Page 75

As a parameterization of a curve, for surface S in

two- dimensional have a parametric representation in space is of the form
Example: The circular cylinder
The component of r are .The parameters u, v vary in the

rectangle
Evaluation: If S is the graph of f on R, then
Where
Example:
Evaluate ,
where S is the portion of the cone for which
H.E AMU Page 76

Solution: If R is the ring and

if
Example: Evaluate S is the surface of the paraboloid

above the xy plane and
Solution: The required integral where R is the projection
of S on the xy plane given by

Since the integral become
a) If
b) If or in polar
coordinates
H.E AMU Page 77

c) If
in polar coordinates,
Integrals over an oriented surface

It is possible to select one normal at each non boundary point in such a way that the chosen
normal varies continuously on the surface S, then S is said to be an orientable surface and the
selection of the normal given an orientable to S
A surface S is called a smooth surface if its surface normal depends continuously on the point of
S.
Non orientable surface, wcich is called Mbius suface look at the figure below.
Definition: Integral of the form is called a flux integral
Evaluation: Let S is the graph of with continuous partials on the plane

region R.
The normal to S is
is normal to
S. The normal depend on the k component is +ve or -ve
H.E AMU Page 78

Let if n is upward, , then
Similarly, in is downward,
Example: Let S be the unit sphere oriented with normal that is directed out
ward, and Let Find
Solution: Since , we have

We divide S in to the upper hemisphere now is the graph of
on the region R bounded by and the normal to points
upward, therefore if then by the above
H.E AMU Page 79

In the same way is the graph of and normal to points down

ward.
by the last formula, we have
Stokess Theorem
Theorem (Stokess theorem)

Let S be an oriented surface with normal n and finite surface area. Assume that S is bounded by a
closed, pricewise smooth curve C whose orientation is induced by S. Let F be a continuous
vector field defined on S, and assume that the component functions of have continuous partial
derivatives at each non boundary point of S. Then
NB: Note that Stokess theorem relate line integral with flux integral and C and S have
relationship as the surface S bounded by the closed curve C
Example: Let be the semi ellipsoid oriented so that the normal n is
directed upward as fig. below and let .
H.E AMU Page 80

Evaluate
Solution:
We could determine and then evaluate the unit disk in the xy plane
has the same boundary as has and when is oriented with normal n directed upward the
induced orientation on the common boundary of and are identical.
The integral over is easily evaluated because the normal to is
Therefore the required integral is 0.
Example: Verify Stokess theorem for where S is the surface of the

paraboloid is its boundary.
Solution: The boundary C of S is a circle with equation
Then
The line integral
H.E AMU Page 81

The flux integral
And
Then
In polar coordinates this becomes
The Divergence Theorem
Definition: A solid region D is a simple solid region if D is the solid region between the graphs
of two functions on a simple region R in the xy plane.
Theorem (Divergence theorem)

Let D be a simple solid region whose boundary surface S is oriented by normal n directed out
ward from D, and let F be a vector field whose component functions have continuous partial
derivatives on D. Then
H.E AMU Page 82

NB: Note that divergence theorem relate flux integral and triple integral and S and D are related
as the surface S is the boundary of D.
Let assume that are the angles which the normal n makes with
positive x, y, and z axes respectively
Example: Let D be the solid region bounded by the xy plane and the hemisphere and let
Evaluate
Solution: Using divergence theorem makes it simpler
H.E AMU Page 83

Example Evaluate where S is a closed surface

Solution:
By the divergence theorem,
Path Independence of line Integrals
Definition: The line integrals
Is path independent in a domain D in space means that for every pair of endpoints A, B in D the
integral has the same value for all path in D that begin at A and end at B.
Result: The above line integral is path independence in a domain D if and only if:
1)
2) Integration around closed curves C in always gives 0.
3) (provided D is the whole space)
4)
Example: show that the following integral is path independent in any domain
Find the value of I from A;(0, 0, 1) to B:(1,

Solution: The differential is exact as
H.E AMU Page 84

SELF CHECK EXERCISE

A: Find the velocity (tangent) of the following curves.
ANSWER
B: Write a parametric equation for the tangent line to the given curve at the given point in
each of the following cases.
ANSWER
C: Find the length of the following curves.

a) The spiral
b) The spiral
c)
d)
e)
f)
ANSWER
H.E AMU Page 85

D: Find the curvature of.
a,b,c
ANSWER
E: Determine which of the following vector fields admit potential functions.
Find the potential functions for the following vector fields.
ANSWER
F: Find a potential function f for the following vector fields F given as F(x, y, z)
ANSWER
H.E AMU Page 86

G: Evaluate the following line integral.
ANSWER
H: Use Greens theorem to find the integral
ANSWER
H.E AMU Page 87

I: Integrate the following function over the indicated surface.
ANSWER
J: Compute the divergence and the curl of the following vector fields.
ANSWER
i
K: Show that where F is vector field and f is scalar function.
L: Find the integral of the following vector field over the indicated surface.
(Divergence theorem)
H.E AMU Page 88

ANSWER
M: Verify Stokes theorem in each one of the following cases.
ANSWER
H.E AMU Page 89

Advanced Engineering Mathematics
CHAPTER IV
COMPLEX ANALYTIC FUNCTION

Chapter Objectives
Define the meaning of complex number and the Operators.
Compare limit and derivative with real variables
Understand the meaning of analytic functions.
How to find an integrating factor
Derive the Cauchy Riemann equations.
Distinguish different between differentiable functions and

analytic functions.
Apply C R equations.
Content Outline
Complex number
Function of complex variable, limit, derivative and analytic function.
Cauchy Riemann equations, Lap lace equation.
Elementary function: exponential; trigonometry; hyperbolic and logarithmic
functions, general power.
90
Advanced Engineering Mathematics Complex Analytic Functions
Complex Numbers
Activity:
Do you think that real number is sufficient for solving all equation?
Give examples of equation not solvable under set of real number
We have no solution for in set of real numbers, therefore

extending real number is necessary.
Definition: A complex number z is an ordered pair (x, y) of real numbers x, y and we write
Now we can define addition and multiplication of complex number as follow:

Addition and Multiplication
Let addition of complex numbers is defined by
Multiplication is defined by
Representation of complex numbers in the form , the order pair

and the set of real numbers are one to one correspondent, so we can consider
as real number, is called imaginary unit.
and
Example: Let
Solution:
Division
Inverse operation of multiplication, let
H.E AMU Page 91

Complex plane
Definition (Conjugate): Let be any complex number. Then is called complex

conjugate of and denoted by
From the definition we have,
Exercises: Show that
Exercises:
ANSWER
Polar Form of Complex Numbers
This is polar form or Trigonometric form.

Absolute value or modulus, , geometrically it mean the distance of
the point from the origin.
We have the following properties:
means is far from the origin than the point .

is the distance between the points
is the argument of denoted by
Principle value defined by
H.E AMU Page 92

Example: Let , find the principal value, .

Solution:
principal value
Let
Similarly, show that
Example:
Example:
Example:
Find
Solution:
And
Triangular Inequality:
Proof:
H.E AMU Page 93

Power and Root

De Moiver Formula
We use De Moivers formula to find the nth roots,
By equating the absolute value on both sides of the above equation, we get
By equating the arguments both sides, we obtain

or
You can check that ,are the same therefore, for

has the n distinct values.
These n values lie on a circle of radius with center at the origin and constitute the vertices of
a regular polygon of n sides.
The value of obtained by taking the principal value of arg z or k = 0.
Example:
Solution: we have
Example:
Example:
Solution:
H.E AMU Page 94

Examples:
and this roots constitute regular three sided
polygon(equilateral triangle) and regular four sided polygon( square) respectively.
Circles and Annulus

Circle: - With center p and radius r is
Open Disk. The open disk with center and radius is the set
i.e. all points of distance less than . The edge of the disk not included.
Closed Disk. The closed disk with center and radius is the set
i.e. all points of distance less than or equal to r from p. The edge of the disk included.
Annulus. The set of points open annulus.
H.E AMU Page 95

Half Plane.
such that upper half plane
such that upper half plane
Exercises: Find the modulus, argument, real and imaginary parts of
ANSWER
Exercises: Write the complex number in above, parts a) and d) in polar form.
ANSWER
Exercises: Determine the region in z- plane denoted by
ANSWER
H.E AMU Page 96

Exercises: Write each of following in the form
ANSWER
Exercises: perform the following operations by first writing in polar form, write the answer in
the form
ANSWER
Exercises: Show that

Exercises: prove that
Exercises: Compute all the value of
ANSWER
H.E AMU Page 97

Function of Complex Variable: Limit, Derivative, and analytic function
Definition: A complex variable function defined on a set of complex number a rule which
assigns to each z in a unique complex number w.
Let u and v be the real and imaginary parts of w, w depends on

and

Example: find the real and imaginary part, .

Solution:
hence,
Example:
Limit
Definition: Let S be an open subset of a complex plane . Let f be a function on S, let L be a
constant
If given
from any direction in the complex plane .
H.E AMU Page 98

Definition: is said to be continuous at if is defined and
is said to be continuous in a domain if it is continuous at each point of that domain.
defined in some neighborhood of . Neighborhood of means any

open set which contain , usually open disk center .
Example:
Solution: , but the
function is not continuous at x = -i.
Example:
Solution: , the limit to be exist it must exist along any directions or curves and
equals.
Along x- axis (y = 0):
Along y- axis (x = 0):
Complex Differentiability
Definition: A function is said to be differentiable at a point if the limit
Setting
N.B: All rules of differential calculus: constant, integral power, sum, product, quotient chain
rule, etc holds.
Example: Use the definition to find the derivative of

Solution:
Example: Let
Solution:
Check along path I and II
H.E AMU Page 99

Along path I,
Along the path II,
The derivative does not exist at any point, since the limit different along the two path.
Suppose , then
Analytic Functions
Definition: A function is said to be analytic in a domain S if is defined and
differentiable at all points of S. The function is said to be analytic at a point in S, if
is analytic in a neighborhood of . Also; by analytic function we mean a function that is
analytic in some domain.
Example: Polynomial functions analytic in the whole complex plane.
Activity: Compare the similarity and difference between differentiability and analyticity at a
point and in a domain.
Cauchy Riemann- Equations, Laplace Equations.
Let
We drive the basic criterion for analyticity of complex valued functions.
Theorem (Cauchy Riemann Equation)

Let be defined and continuous in some neighborhood of a point
and differentiable at itself. Then at that point, the first-order partial derivatives of u
and v exist and satisfy the Cauchy Riemann equations .
Hence if is analytic in a domain S, those partial derivatives exist and satisfy the Cauchy
Riemann equations at all points of S.
Proof:
Let be analytic
By definition
H.E AMU Page 100

On the other hand,
Comparing the real & imaginary part of (3) and (4), we get
(Cauchy Riemann equations)
The converse
If have continuous first partial derivatives and satisfying C R equations in
some domain S, then is analytic in S.
Example: Show that the function satisfy Cauchy Riemann equations.

Solution:
&
It satisfy C R equations, so f is analytic as the partial derivative exist & continuous.
Example: show that the function is not analytic.
Solution: Here we have . These are
differentiable with derivatives . These are continuous,
since all are constant and , do not satisfy the C R equations anywhere.
So f cannot be analytic anywhere.
Example: Show that the function is analytic.

Solution:
.
These are differentiable everywhere with
Which are continuous and clearly satisfy the C R equations everywhere.

So f is analytic everywhere on C and hence an entire function.
Exercises: Show that is not analytic.
H.E AMU Page 101

Laplaces Equation
is analytic in a domain S, then both u and v satisfy Laplaces
equations
i.e. in S and have continuous second partial
derivatives in S. W
Example: Show that is harmonic function.

Solution: A function of complex variable is harmonic if it is analytic and satisfy Laplaces
equation. From above example f is analytic and, we have
Which have continuous second partial derivatives in C and satisfy Laplaces equations.
So f is harmonic function on C. u and v are harmonic conjugates of f.
Example: Show that the function is harmonic and find the corresponding
analytic function.
Solution: we have
u is a harmonic function.
Now
Exercises: Locate the points where the given functions are not analytic in the specified domains.
ANSWER
c) Nowhere analytic as is not analytic function.

Exercises: Show that satisfies the C R equations for all z. Find both in
Cartesian form and as a function of z.
ANSWER:
Exercises: Verify that the given function is harmonic, and find its harmonic conjugate
H.E AMU Page 102

ANSWER
Elementary Functions: Exponential, Trigonometry, Hyperbolic and logarithm

Functions, General power.
Exponential Function
By preserving the following familiar properties of the real exponential function
From Euler formula, we have
But
C R equation satisfied analytic (a)
(b)
(c)
By taking , we have
A function f is periodic with period c if
Thus,
Trigonometric and Hyperbolic Functions
all the other trigonometric function defined in similar

fashions.
Definition: , all the other hyperbolic functions defined in
similar way.
Exercises: Prove that
H.E AMU Page 103

Expanding sine and cosine
In particular taking
By expanding the hyperbolic function
Setting ,we obtain
Example: Find
Solution:
Similarly
Example: Find all z satisfying
Solution:
Similarly
Example: Find all z satisfying
Solution:
H.E AMU Page 104

Now,
Case i)
Case ii)
Which has no solutions because
Example: Solve the equation

Solution: Let
Which means that
So there are infinitely many solutions, given by
Example: Solve
Solution:
From the second, which

is impossible. So we must have
Logarithm and General Power

Definition: The natural logarithm of is denoted by is defined as the inverse of
the exponential function.
Let
Taking the absolute value on both sides
And by taking the argument both sides
Since the is an integral multiple of is called the

principal value of .
H.E AMU Page 105

General power
Definition:
Example: Find the principal value of

Solution:
The principal value is
Example: What are the logarithms of
Solution: Writing in polar form and,
since the complex number is in the first quadrant,

Example: what is
Solution:
But can only take values 1 and -1.

Exercises: Solve the following
Solution:
The Inverse Trigonometric and Hyperbolic Functions
Definition:
Example: Show that
Proof:-
Quadratic in )
Solving this quadratic equation
Exercises: similarly show that
H.E AMU Page 106

SELF CHECK EXERCISE

a) Exercises: Write in polar form
ANSWER
b) Exercises: Find the moduli and argument of the following complex numbers.
ANSWER
c) Exercises: Express each function in form , where u & v real
ANSWER
d) Exercises: Find the locus of the point z satisfying the following conditions
ANSWER
e) Exercises: Prove the parallelogram law and

give a geometric interpretation.
f) Exercises: Find the root of
ANSWER
H.E AMU Page 107

g) Exercises: Check the continuity , & C R at origin
ANSWER
h) Exercises: The function is analytic. Find the imaginary part.
ANSWER
i) Exercises: Find the analytic function of
ANSWER
j) Exercises: Compute
ANSWER
k) Exercises: Find the principal value of
H.E AMU Page 108

ANSWER
l) Exercises: Solve the following equations.
ANSWER
H.E AMU Page 109

CHAPTER V
COMPLEX INTEGRAL
Chapter Objectives
Define the meaning of line integral in complex plane.
Evaluate integrals along a path in the complex plane.
Understand the statement of Cauchys theorem.
Understand Cauchy integral formula
Derive the Cauchy Riemann equations.
Apply Cauchy Integral formula to evaluate line integrals.
Content Outline
o Complex number
o Function of complex variable, limit, derivative and analytic function.
o Cauchy Riemann equations, Lap lace equation.
o Elementary function: exponential; trigonometry; hyperbolic and

logarithmic functions, general power.
.
110
Advanced Engineering Mathematics Complex Integral
Line Integral in the Complex Plane
Activity:
Discuss how line integral defined and evaluated in the xy plane.
What is the meaning of smooth curve in
Explain different properties of line integral in
Let C be a smooth curve in complex z plane. Then we may represent C in the form
Where has a continuous derivative for all t

Let be a continuous function which is defined at each point of C, we subdivide the interval
in to
The corresponding subdivision of C by points
On each portion of subdivision of C we choose an arbitrary point a point b/n

etc
The greatest the limit is called the line integral, denoted by the curve
C is called the path of integration.
Let
H.E AMU Page 111

Evaluation (Conversion to Definite Integral)
Or
Example: Evaluate , where C the unit circle in CCW sense.

Solution: C is in the form
Or
Example: Evaluate is a circle of

radius with center at .
Solution: C is in the form
, we obtain
If m = -1, then as the above example.

For
Basic properties of the Complex Line Integral
If we decompose the path C in to two portion
H.E AMU Page 112

The ML Inequality
We have from the real integral
Now consider a simple smooth path and a function which is continuous on Then
Suppose that we know that Then
Example: Estimate the integral of taken once around the circle

Solution: We have on the circle. Then from LM inequality
Example: Evaluate
Solution: C: i. e.
Now,
Exercises: E valuate the given integral along the indicated curve
is the straight line from
H.E AMU Page 113

where C is the square with vertices

the shortest path from
is the composed of the line segment joining
ANSWER:
Exercises: Find the upper bound for the absolute value of the given integral along the indicated curve.
where C is the circle
where C is the line segment from .
be the upper semicircle of
ANSWER:
Cauchys Integral Theorem
Definition: A domain D in the complex plane is called a simply connected domain if every simple closed
curve in D (not self intersection) encloses only points of D. A domain which is not simply connected is
said to be multiply connected.
Example: The interior of a circle, ellipse, square, etc
Doubly connected Triply connected
Theorem (Cauchys Integral Theorem)

If is analytic in a simply connected bounded domain D, then for every simple closed path C in D.
H.E AMU Page 114

We can prove it by using Greens theorem and Cauchy Riemann equation,

Let
By Greens theorem, we have
By Cauchy Riemann equation, we have . Then the above integral become
Activity: What are the conditions in C.I.T?

Is the converse true?
If it is false how you can prove it? Discuss.
Example: for every closed curves , because is analytic (an entire function)
Example: where C is a unit circle
Note that this result does not follow from Cauchy theorem, as is not analytic at . Hence
Cauchy theorem is sufficient but not necessary.
Application Cauchy Theorem

Independence of Path
Let C be a closed curve in two arcs
If you reverse the sense of integration along , we get
If f is analytic in D, and are any paths in D joining two points in D having no further points
in common the integrals are equal ( Independent of path). We can traverse the curve unless it pass the
point at which the function is not analytic, which is called principle of deformation of path.
Application to Multiply Connected Domain

The multiply connected theorem can be cut so that the resulting domain becomes simply connected
For a doubly connected domain look at the figure below.
H.E AMU Page 115

are simply connected, so we can apply Cauchy theorem. Along the integrals cancel
each other and out
Example: Evaluate where both traversed in CCW.
Solution: By the above
Evaluation of Line Integrals by Indefinite Integrations

An indefinite integral is a function whose derivative equals to a given analytic function in a
region.
Theorem (Fundamental theorem for curve integrals)

Suppose f is continuous in a simply connected domain D and F is antiderivative of f , that is,
in D , and for all path in D joining two points a and b in D
Activity: Compare and contrast the above theorem with Fundamental theorem of Calculus
Example: Evaluate using antiderivative

Solution:
Example: Evaluate
Solution:
Example: Evaluate
Solution:
Exercises: Evaluate
H.E AMU Page 116

ANSWER
Cauchys Integral Formula
Theorem (Cauchys Integral Formula)

Let be analytic in a simply connected domain D Then for any point and any simple closed
path C in D which encloses
We have
The integration being taken in the CCW.
Example: Evaluate where C is a circle of radius 1 and center at the point
Solution:
the point lies inside C but
lie outside the circle C, where f(z) is not analytic at z = -1.
is analytic inside and on C, by Cauchys Integral formula, we have
We obtain the same result as a) because the given function analytic except at the points
by continuous deformation the circle b) obtained from a), without passing a
point where f(z) is not analytic.
By C.I.F
The given function is analytic everywhere inside the circle. Therefore, by Cauchy theorem
Exercises: Evaluate using C.I.F
H.E AMU Page 117

ANSWER
The Derivatives of Analytic Functions
A complex function has first derivative in a domain D these follows the existence of derivative of all
orders in D.
Theorem (Cauchys Integral Formula for Derivatives)
If is analytic in a domain D, then it has derivatives of all orders in D which are then also analytic
function in D. The values of these derivatives at a point are given by the formulas
And in general
Here C is any simple closed path in D which encloses and whose full interior belongs to D, the curve C
is traversed in the CCW sense.
Here differentiate the C.I.F with respect to to get of above.
Example: Use the C.I.F for derivative to evaluate

Solution: The integrand is not analytic at but only lie inside C. By writing
the integrand,
By the theorem
H.E AMU Page 118

Exercises: Evaluate using C.I.F for derivative
ANSWER
Cauchys Inequality
Let C be a circle of radius r with center , and let M be the maximum of

By applying
Liouvilles Theorem
A bounded entire function is constant.
Proof: suppose f is analytic for all z & is bounded

By Cauchys inequality, by taking r arbitrarily large enough
must be constant.
These theorem enable us to prove fundamental theorem of Algebra.
H.E AMU Page 119

SELF CHEK EXERCISES

a) Exercises: Evaluate the following.
ANSWER
b) Exercises: Use Cauchy theorem or C.I.F to evaluate the following.
H.E AMU Page 120

ANSWER
c) Exercises: Use the fundamental theorem to evaluate the following.
ANSWER
d) Exercises: Evaluate the following
ANSWER
H.E AMU Page 121

CHAPTER VI
Taylor and Laurent series

Chapter Objectives
Define the meaning of Taylor and Lauren series.
Represent analytic function by a power series.
Understand the difference between Taylor and Laurent series.
Distinguish the singularities of a function.
Write the Laurent series of a function.
Apply Taylor series for approximation of analytic function.
Content Outline
Sequence and series ; tests of convergence

Power series
Taylor series of elementary functions
Laurent series.
.
122
Advanced Engineering Mathematics Taylor and Laurent Series
Sequence and Series; Tests of Convergence
Definition: A sequence is a function whose domain is the set of positive integers.

Example: is
If , we say that the sequence is convergent. In other word
Example: The sequence convergence, since
Theorem: A sequence converges to a complex number L if and only if converges to

and converges to
Example: The sequence converges to i. Note that Re(i) = 0 and Im (i) = 1. Then
Series
Definition: An infinite series of complex numbers is converges. If the
sequence of partial sum , where converges.
n , we say that the sum of the series is L
Geometric Series
For the geometric series the term of the sequence
of partial sums is
As . Since . Therefore, the geometric series
converges to and diverges when
Example: The series is geometric series with
Theorem: If (necessary condition for convergence).

We have equivalent form
Theorem: If then the series diverges.

Example:
Definition: An infinite series is said to be absolutely convergent if
Example: is absolutely convergent since and the real series .
Converges because it is p - series.
Theorem: (Ratio Test)

Suppose is a series of non zero complex term such that
a) If then the series converges absolutely.
b) If then the series diverges.
c) If the test is inconclusive.
H.E AMU Page 123

Theorem: (Root Test)

Suppose is a series of compelex terms such that
a) If then the series converges absolutely.
b) If then the series diverges.
c) If the test is inconclusive.
Power Series
An infinite series of the form

where the coefficients are complex
constants is called a power series in , centered at
Analogous to the concept of an interval of convergence in real calculus, when a complex
power series has a circle of convergence defined by . The power series converges
absolutely for all z satisfying by
Example: The power series . By the ratio test
Thus the series converges absolutely for ,R=1
Example: Show that the power series converges for all .

Solution: By ratio test, we have
the series converges absolutely for
Note that like real series a power series represent a continuous function within circle of convergence,
integration term by term and differentiation term by term within circle of convergence is also possible.
Exercises: Apply the ratio test to the series
ANSWER
H.E AMU Page 124

Taylor Series of Elementary Functions
Theorem (Taylors Theorem)
Let be analytic in a domain D, and let be any point in D. Then there exists precisely one
Taylor series
The remainder after the term can be represented in the form
The coefficients satisfy the inequality

where M is the maximum of on a circle whose interior is also in D.
Proof: We apply Cauchys Integral formula to prove the theorem, is analytic in a neiborhood of a
point , let C be a circle center a.
By C.I.F, is an arbitrary fixed point inside C and is on C
From the geometric progression
H.E AMU Page 125

This representation is called Taylors formula & is called the remainder formula
and
If a = 0 then it is called Maclaurin series.
Example: Geometric Series) Let , find the Taylor series center at a = 0.

Solution:
Example: Let find the Maclaurin series.

Solution: is analytic for all z and
Example: Obtain the power series of

Solution:
Integrating term by term from the series and , we get
Exercises: Use Taylor series to verify the following.
Exercises: Find the Taylor series of
ANSWER
H.E AMU Page 126

Laurent Series
Theorem (Laurens Series)

Let be analytic in a domain containing two concentric circles with center and
the annulus between them. Then can be represented by the Laurent series
Consisting of nonnegative and negative powers. The coefficients of this Laurent series are given
by the integrals
taken CCW around any simple closed path C that lies in the annulus and encircles the inner
circle.
We can write as one summation

where all the coefficients are now given by a single integral formula, namely,
To prove the theorem we use Cauchys integral formula for annulus
The nonnegative power series (regular part) are the Taylors series, since the region is inside ,
which we have already proved in Taylors theorem,
H.E AMU Page 127

with coefficient
Only it remains the negative power, which is called the principal part of the Lauren series,
here , for Taylors theorem we used

we follow similar method to complete the prove, so left us exercises!
Example: Let
Solution:
negative power.
Example: Find the Laurent series of

Solution:
Example: Find the Laurent series of the function valid in the regions.
Solution:
From above example . (a)
(b)
And (c)
(d)
from (a) and (c) inside the inner circle, we have
from (b) and (c) in the annulus, we have
from (b) and (d) outside the outer circle, we have
H.E AMU Page 128

These are the three regions.
Example: Find Laurent series with the indicated centered and give the region of convergence.
Solution:
The series convergence for all value of z
The series converges for value of z such that
Exercises: Find Laurent series about the given point and determine its annulus.
ANSWER
H.E AMU Page 129

SELF CHECK EXERCISE

a) Exercises: Check the convergence or divergence of the following sequences.
ANSWER
b) Exercises: Determine whether the given geometric series is convergent if so, find the
sum.
ANSWER
c) Exercises: Find the center and radius of the following power series.
ANSWER
d) Exercises: Find the Taylor series with the given center.
ANSWER
H.E AMU Page 130

e) Exercises: Expand in a Laurent series valid in the given regions.
ANSWER
H.E AMU Page 131

CHAPTER VII
INTEGRATION BY THE METHOD OF

RESIDUES
Chapter Objectives
Define the meaning of zeros, singularity and residues.
Understand residue calculation.
Distinguish the type of singularities of a function.
Apply the residue theorem.
Evaluate real integrals.
Content Outline
o Zero and singularities
o Residences
o The residue theorem
o Evaluation of real integral
132
Advanced Engineering Mathematics Integration By The Method of Residues
Zero and Singularity
Definition: If a complex function f fails to be analytic at then this point is said to be a

singularity or a singular point of the function.
Example:
If f is analytic throughout some neighborhood (open disk containing of but not analytic at
is said to be an isolated singularity, in this case we have Laurent series with center
.
Suppose that z = is an isolated singularity of a function f and that

is the Laurent series. The negative power of
That is, the principal part contains zero, a finite
number, or an infinite number of terms.
i) If the principal part is zero that is all the coefficients are zero then
is called a removable singularity.
ii) If the principal part contains a finite number of non zero terms, then is called a
pole. If is the last nonzero coefficients in the principal part, then is
called a pole of order n. A pole of order one is called a simple pole.
iii) If the principal part contains an infinite number of nonzero terms, then is
called an essential singularity.
Example: z = 0 is removable singularity.

Example:
Zero
If ,then is a zero of a function. An analytic function f has zero of order n at
if
Example:
Example: Let
Exercises: Determine the zero and their orders for the given function.
ANSWER
Exercises: Determine the order of the poles for the given function.
ANSWER
H.E AMU Page 133

Residues
If has an isolated singularity at appoint then we can represent it by its Laurent series,
it may happen is zero for some n, say , then
The singularity of f at is called a pole of order m, singularity other than pole is called essential
singularity.
If f is analytic in a neighborhood of a point z = a then by Cauchy integral theorem for

every closed path in the neighborhood of a. If has isolated singularity at z = a and a lies interior of C
in this case not be zero in general, so by Laurent series,
converges in the domain
The coefficient of the power from
Then the coefficient in Laurent series of is called the residue of at
Example: Evaluate is unit circle CCW sense.

Solution:
has a pole of order 5 at and the corresponding residue is
Residue calculation
Simple pole
If f has a simple pole at a point the corresponding Laurent series of the form
H.E AMU Page 134

If has a simple pole and f is not rational function by the above means may be
difficult to calculate the residues. If are analytic at has
a zero of order 1 at has a simple pole at
Pole of order n
If f has a pole of order n at then
Example: Determine the residues of each function at the indicated poles.
Solution:
these are simple poles. Then
is a simple pole is a pole of order

Then.
is a pole of order 1. Then
Exercises: Find the residues of each the following at the indicated poles.
ANSWER
H.E AMU Page 135

The Residue Theorem
We have seen how to evaluate contour integration have only isolated singularity inside the
contour of integration have several isolated singularity inside the contour.
Theorem (Residue theorem)

Let be a function which is analytic inside a simple closed path C and on C, except for
finitely many singular points inside C. Then
, C in CCW sense.
Proof: Suppose are circles centered at respectively. Further that each

circle has radius small enough so that are mutually disjoint and are interior to
the simple closed curve C, by the previous section
Example: Evaluate .
Solution: All the singularities are simple pole and inside C, from the previous example, we
have
By residue theorem
Example: Evaluate in CCW.
Solution: has poles of 2nd order at only the

pole at lies inside C.
Example: Evaluate , where the contour C is the circle .

Solution: by writing , we have simple poles at
Only lies inside the circle
H.E AMU Page 136

Evaluation of Real Integral
a) Integrals of the type

Where is real rational function of finite on the interval
Let
and
As varies from the variable ranges once around the unit circle in CCW
Example: Let be a fixed real number in the interval evaluate

Solution:
The integrand has simple poles at only the last pole lies inside the
unit circle

b) Improper Integrals of Rational Function
Integral of the type
, if both limit exists. Then
We assume that the function is a real rational function whose denominator is different from
zero for real and is of degree at least two unit higher than the degree of the numerator.
Consider the contour integral
around path
Since is rational, has finitely many poles in the upper half-plane, and if we choose R large
enough, encloses all those poles.
H.E AMU Page 137

By residue theorem
Where the sum consist of all the residue of at the points in the upper half-plane at which
has a pole.
Now we show that , let then S is represented by

and as ranges along the variable ranges from
Since the degree of the denominator is two unit higher
For sufficiently large R and using ML-inequality, we have

taking the value of the integral over approaches zero.
the sum is over all residues of the corresponding poles of in

the upper half plane.
Example: Evaluate
Solution: has four simple poles at the points
Only two poles lie in the upper half- plane and .
H.E AMU Page 138

c) Fourier Integrals
Real Integral of the form
Here is the same as the previous, that is a rational function satisfying denominator is
different from zero for all real and is degree at least two unit higher
the sum run over all residue in the upper half-plane
Or
Example: Evaluate
Solution: has only one pole in the upper half-plane, i.e. pole of order 4 at
, equating the real and imaginary part, we get
Exercises: Evaluate the following integral.
ANSWER
H.E AMU Page 139

SELF CHECK EXERCISE

a) Exercises: Determine the zero and their order of the following functions.
ANSWER
b) Exercises: Determine the residues of each function at its poles.
ANSWER
c) Exercises: Evaluate the followings.
ANSWER
H.E AMU Page 140

d) Exercises: Evaluate the following integrals.
ANSWER
e) Exercises: Evaluate each of the following integrals.
ANSWER
f) Exercises: Use contour integration to verify each of the following.
H.E AMU Page 141

Advanced Engineering Mathematics References
References:
- Erwin Kreyzing, Advanced engineering mathematics,10th ed., Wiley, 2000
- Alan Jeffrey, Advanced Engineering Mathematics, Academic press, 2002
- Dennis G. Zill and Micheal R. Cullen, Advanced engineering mathematics, 2nd ed. 2000 ,Jones
and Bartlett publisher.
-Murray R. Spiegel, Schaums Outline Series theory and Problems of Advanced Mathematics
for Engineers & Scientists, SI(metric) edition,1971
- Martin Braun, Differential equations and their applications, Springer-Verlag, 1993
-Morris Tenenbaum and Harry pollard, ordinary differential equation,Dover,1963
-Dennis G.Zill, A first course in differential equation with modeling application, Ninth ed.
Brooks/cole
-George F.Simmons, Differential Equations with Applications and Historical

Notes,TataMcGraw-Hill,1994
-David V.Widder, Advanced Calculus, Prentice-Hall of India P.ltd. Edition, 1999
- Robert Ellis and Denny Gulick, Calculus with analytic geometry, 5th ed, 1993.
-Serg Lang, Calculus of several variables,Addiso-Wesley,1973
- R. V. Churchill and J. W. Brown, Complex variables and applications, Mc Graw-Hill, Inc
-Serge Lang, Complex Analysis, springer, fourth edition
-J.N.Sharma, Function of A complex Variable, Krishna PrakashanMedia(P) Ltd.,1996-97
-B.choudhary, The Elements of Complex Analysis, Wiley Eastern Limited, 2nd ed.1992
142

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Tutorial Material

For all 2nd Year Engineering Students of Arba Minch

1.1 Ordinary linear differential equation of first order.2

Chapter 2: LAP LACE TRANSFORMATION ............................................................................................. 28

2.1 Lap lace transform , inverse transform and linearity...29

2.2 Existence of Laplace Transform.31

2.3 Lap lace transform of derivatives & integrals.31

2.4 Shifting theorems33

2.5 Differentiation & integration of transform......35

2.7 Transform of ODE..39

2.8 System of linear differential equations....42

2.9 Self check exercises....44

3.1 Vector calculus.48

3.2 Curves and arc length ..55

3.3 Tangent , curvature and torsion59

3.4 Scalar field and vector fields...64

3.5 Gradient of a scalar field , divergence and curl of a vector field.64

3.6 Line integral and greens theorem.68

3.7 Surface integral , divergence theorem of gauss;...75

3.8 Stoke s theorem...80

3.9 Path independence of line integrals..84

3.10 Self check exercises...83

Chapter 4: COMPLEX ANALYTIC FUNCTION .............................................................................................. 90

4.1 Complex number.91

4.2 Function of complex variable, limit, derivative and analytic function...98

4.3 Cauchy Riemann equations, Lap lace equation.100

4.4 Elementary function: exponential; trigonometry; hyperbolic and logarithmic

functions, general power.......103

4.5 Self check exercises...107

Chapter 5: COMPLEX INTEGRAL .......................................................................................................... 110

5.1 Line integral in the complex plane ;..111

5.2 Cauchy integral theorem...114

5.3 Evaluation of line integral by indefinite integral.116

5.4 Cauchys integral formula.117

5.5 The derivative of analytic functions.118

Chapter 6: TAYLOR AND LAURENT SERIES ...................................................................................... 122

6.1 Sequence and series ; tests of convergence ..123

6.2 Power series..124

6.3 Taylor series of elementary functions...125

6.4 Laurent series...127

6.5 Self check exercises..130

Chapter 7: INTEGRATION BY THE METHOD OF RESIDUES ..................................................................... 132

7.1 Zero and singularities133

7.3 The residue theorem..136

7.4 Evaluation of real integrals137

7.5 Self check exercises...130

understand various techniques of solving ODEs,

ORDINARY DIFFERENTIAL EQUATION

At the end of this chapter students will be able to:

Define the meaning of ODE and SOODE

Identify the type of ODE

Understand the different method of solving ODE

How to find an integrating factor

Derive the general solution of linear first order ODE

Distinguish different cases of SOODE with constant coefficient

Apply ODE for physical phenomena

The major topics included under this chapter are:

Method of separable of variables

H.E AMU Page 1

Ordinary Linear Differential Equation of first Order

Define the meaning of derivative and order of derivative.

What is the meaning of equation? And give examples.

Explain solution for an equation? Give examples.