Computer Engineering Department

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Third Class / First Semester

Dr. Eng. Riyadh J.S. Al-Bahadili
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(Assistant Professor)
dr_rjs2007@yahoo.com
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Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

Advanced Mathematics I
Chapter (1) Laplace Transformation

Laplace Transformation LT is a method for solving the differential equations DE and

corresponding initial and boundary value problems.

1. Definition

Given a function in time-domain, defined for all t≥0, multiply by and integrate with
respect to t from zero to ∞. Then if the resulting integral exists, it is defined as F(s)

=ℒ =
dr

F(S) is called Laplace transform of , while is the inverse Laplace transform (ILT) of F(S)

=ℒ
.R

Note: generally, S is a complex value ( = +

iy

)
ad

Example.1
h

Find F(S) if =1 for t≥0

Solution:
Ja

Here is known as unit-step function u(t)

bb

=ℒ = = 1 = − =
ar

Hence ℒ =1 =

F(S)

* S

S=0

Note: for stable system, poles must be located in the left side in the pole-zero figure.

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Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

Example.2

Find F(S) if = ; " > 0, ≥ 0

Solution:

=ℒ = = = − =
()
'
' '

Hence ℒ =
'

 Exercise.1

Find F(S) if = ; " > 0, ≥ 0

dr

2. Linearity of LT

=ℒ and * =ℒ +
.R

If , then

ℒ" + ,+ = "ℒ + ,ℒ + =" + ,*

iy
ad

Example.3

Find LT for cos "

h

Solution:
Ja

= cos " = = +
0( ' 0( 0( 0(

1 1 1
bb

= ℒ cos " = 1 ℒ2 3
4 + 1 ℒ2 3
4 = 15 3
+ '3
6= 7' 7
ar

Hence ℒ cos " = 7' 7

Example.4

Find LT for =

Solution:

ℒ =

To solve this integral, 8 9= , ℎ ; 9= "; = 9/

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Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

ℒ = = 9 9
= = >= =
()?

Since 9 =
9 = Γ " + 1 … B"CC" D;E FG;, Hℎ I Γ " + 1 = "!, GI ": F; L I

So ℒ = or ℒ N O=M
M ' (
()? ()? '

 Exercise.2

Find LT for sin " , sinh " , "; cosh "

3. LT of derivatives

= , ℎ ; ℒ =
S >T S S
>
If
dr

U D= , and V= S
, so D = −W ,V=
.R

Using integration by parts: D V = DV − V D

iy

S
= + =− 0 +
ad

So ℒ S
= − 0
h

In the same way: ℒ SS

= ℒ S
− S
0
Ja

So ℒ SS
= 1
− 0 − S
0

In general: ℒ = − 0 − 0 …− 0
bb

X X X X 1 S X
ar

Example.5

Using LT of second derivative, find LT for = 1

ℒ SS
= 1
− 0 − S
0

= 1
, S
=2 , SS
= 2, 0 = 0, S
0 =0

ℒ = ℒ 2 = 2ℒ 1 =
SS 1

Hence = − 0 − 0, → =
1 1 1
[

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 Exercise.3

Find LT for = WF;1 H , = EGW 1 H

( Hint: sin 2H = 2WF;H . EGWH "; EGW 1 H = 1 + EGW2H /2 )

4. Special theories in LT

1. LT of integration: ℒ =
]

2. First shifting theorem: ℒ = −"

3. Second shifting theorem: ℒ D −" −" =
4. ℒ " =

5. ℒ = −1
dr

X X X

6. Convolution theorem: ℒ D L −D D = .B
.R

7. Periodic function: if is a periodic with period T

iy

ℒ =
`
^_
ad

 Exercise.4
h

Prove the theories 1, 2, 4, and 7

Ja

Example.6

Find ℒ a
WF;4
bb

We have ℒ = − " , and ℒ WF;4 =

c
7' d
ar

Hence ℒ WF;4 = =
a c c
a 7' d 7 d '1e

 Exercise.5

Find LT for: 1
WF;2 , 3 c
, 2 1 , 4EGW5 , 3 c
+ 6, "; 5WF;2 − 3EGW2

5. Unit step function

The unit step function D is defined as:

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Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

1, ≥0 1, ≥"
D =i And D −" =i
0, <0 0, <"

1 1

0 a

ℒD = 1 = ℒD −" = 1 =

ℒD −" =

 Exercise.6
dr

Find ℒ 8 − 2D −2
.R

6. Inverse Laplace Transform using Residue Theorem

=
iy

l ? … m
Let
ad

Can be converted to partial fractions

=∑ , where "q is the mth pole of order n

om
h

p
m
Ja

And r W " = "q = sq = lim { − "q }

>p ? X
→ m X !> p ?
bb

ℒ = 1x ∮z = ∑ r WF D W = ∑{sq }
ar

Example.7

Find ℒ N 7 'a '1

O … F. F; =ℒ

= 7 'a
=
'1 '1 '
, here we have 2 pols (S=-2 and S=-1), both of order n=1

r W" = −2 = lim N +2
'1 '
O = lim N
'
O=3 1
→ 1 → 1

r W" = −1 = lim N +1 O = lim N O = −2

→ '1 ' → '1

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Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

Hence =ℒ = ∑ r WF D W = 3 1
−2

Example.8

Find ℒ ' 1 7

ℒ N ' 1 7
O = ∑ r WF D W " = −1 GI I 1, = 2 GI I2

r W" = −1 = lim N +1
' 1 7
O = lim N
1 7
O=
{
→ →

r W" = 2 = lim > N −2 O = lim N O

> 1 >
→1 ' 1 7 →1 > '

= lim N O= −
' _ _
1 1
dr

→1 ' 7 a {

Hence ℒ N O = ∑ r WF D W = + −
.R

1 1
' 1 7 { a {
iy

 Exercise.7
ad

Find ILT for the following functions using Residue Theorem:

h

1
1.

' [
Ja

7
2.

7' 7
bb

3.

4. 7 7
ar

' 7'
5.

7 a '1
6.
7
7. 7 'c 7

7. Solving DE using LT

*
+, + S , + SS ℒ + , ℒ2+′ 4, ℒ + SS + =ℒ *
LT

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Example.9

Solve the following DE using LT: + SS + 4+ S + 3+ = 0 , Hℎ I + 0 = 3, + S 0 = 1

Solution:

We have: ℒ + S = * − + 0 And ℒ + SS = 1
* − + 0 − +S 0

+ SS + 4+ S + 3+ =0

1
* − + 0 − +S 0 + 4 * − + 0 + 3* =0

1
* −3 −1 +4 * − 3 + 3* =0

* = =
a ' a a ' a
dr

7 'c 'a 'a '

+ =ℒ * =ℒ N O = ∑ r WF D W " = −3 GI I 1, = −1 GI I1
a ' a
.R

'a '

r W" = −3 = lim N +3 O = lim N O = −2

a ' a a ' a a
iy

→ a 'a ' → a '

r W" = −1 = lim N +1 O = lim N O=5

a ' a a ' a
ad

→ 'a ' → 'a

So + = ∑ r WF D W = 5 −2 a
h
Ja

 Exercise.8
bb

Solve the following DEs using LT:

1. + SS ++ = 1 , Hℎ I + 0 = 1, + S 0 = 0
2. + SS − 3+ S + 2+ =2 , Hℎ I + 0 = 2, + S 0 = −1
ar

 Exercise.9

Find the current value F in the following circuit (F 0 = 0 :

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 Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

Chapter (2) Vector Analysis

1. 2D & 3D Vectors

Physical quantities like mass, length, density is determined by their magnitude and called scalars.
Other quantities like force, velocity is determined by both magnitude and direction. These are
called vectors. Vectors are represented by their components parallel to the axes of the coordinate
system.

 2D Vectors

Vector from (0, 0) to (1, 0) is denoted by F , and the vector from (0, 0) to (0, 1) is denoted by .
Then any vector in x-y plane can be defined in terms F and .
dr

3F +
.R

F
0,1
1
iy

x
1,0 3

~~~~~• is
ad

Given two points s 9 , + , } 91 , +1 , then 2D vector from s → } denoted by s}

~~~~~• = 91 − 9 F + +1 − +
h

s}

~~~~~•
~~~~~• = −s}
Ja

Note: }s
bb

 Vector Operations

Let € = " F + "1 "; €1 = , F + ,1

ar

€ + €1 = " + , F + "1 + ,1

€ − €1 = " − , F + "1 − ,1

 Vector Length |‚ |

Let € = " F + "1 , then its length is

|€ | = ƒ" 1 + "1 1

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Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

 Unit vector „

If € = " F + "1 , then the unit vector D in € direction is

D = |… | =
… ?† ' 73
ƒ ?7' 77

 Exercise.1

Prove that ‡D ‡ = 1

 Normal Vector ˆ

If € = " F + "1 then the normal vector is

‰
dr

‰=
|… |7
€
.R

7† ?3
iy

Example.1

Find a unit normal vector DŠ to the curve + = 9 1 at the point ‹ 2,4 and pointing from ‹ toward
ad

the concave inside of the curve.

h

Solution:

To find ‰ we should first find H (tangent to the curve at ‹). H Needs point and the slope at ‹
Ja

H
bb

+ = 91

‰
ar

4 ‹

‹1 2

+ = 9 1 , + S = 29 … W8G‹

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C = 4 … W8G‹ " 9 = 2

To form H we need another point ‹1, the equation of a line is + = C9 + E

+ = 49 + E ; apply p 2,4 to find the constant c, 4 = 8 + c → c = −4

Therefore, the equation of the tangent H is + = 49 − 4

Apply + = 0 to find ‹1 → 9 = 1, hence ‹1 1,0

H = ‹1‹ = 2 − 1 F + 4 − 0 =F +4

‰= |H| = √11 + 41 = √17

|“ |7
c† 3
dr

‰= = −4F +
– c† 3
c† 3 c† 3
.R

Hence DŠ = |Š| =
Š c† '3
√ –
iy

 3D vectors
ad

€ = " F + "1 + "a —˜

h

~~~~~• is
Given two points s 9 , + , ™ , } 91 , +1 , ™1 , then 3D vector from s → } denoted by s}
Ja

~~~~~• = 91 − 9 F + +1 − +
s} + ™1 − ™ —˜
bb
ar

~~~~~• ‡ = ƒ 91 − 9
‡s} 1 + +1 − + 1 + ™1 − ™ 1

2. Dot Product š. ›

The scalar product of two vectors s and } is a scalar and defined by:

s. } = ‡s ‡‡} ‡ cos œ

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Where œ is the angle between s and }

e.g.

F. F = . = —. — = 1.1 cos 0 = 1

F. = F. — = . — = 1.1 cos 90 = 0

œ
s
dr

‹IG o }
.R

‹IG o } = ‡} ‡ cos œ =
o.ž
iy

‡o ‡

Let s = " F + "1 + "a —˜ "; } = , F + ,1 + ,a —˜

ad

s. } = " , + "1 ,1 + "a ,a

h
Ja

 Exercise.2

If s = F − 2 − 2—˜ "; } = 6F + 3 + 2—˜ , find

bb

a) s. }
ar

b) Angle between s "; }

c) ‹IG o }

 Orthogonal Vectors

Two vectors s and } are said to be orthogonal if their dot product is zero

GI ℎGLG;"8 vectors iff s. } = 0

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3. Cross Product

The cross product of two vectors s and } is given by

s¡} = ;‡s ‡‡} ‡ sin œ = −}¡s

s¡}
}

;
œ

s
dr
.R

}¡s
iy

‡s¡}‡ = ‡s ‡‡} ‡ sin œ , Hℎ I ‡s¡}‡ FW ℎ "I " G ‹"I"88 8GLI"C

ad

Let s = " F + "1 + "a —˜ "; } = , F + ,1 + ,a —˜

h

F —˜
s¡} = ¢" "1 "a ¢
Ja

, ,1 ,a
bb

Note:
ar

F¡F = ¡ = —¡— = 0 F¡ = — ¡F = −—

¡— = F —¡ = −F F¡— = − —¡F =

 Parallel Vectors

Two vectors s and } are said to be parallel if their cross product is zero

‹"I"88 8 vectors iff s¡} = 0

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Find a vector that is perpendicular to both s = F + + —˜ ";

Example.2
} =F+
Solution:
s¡} is the vector perpendicular to both s "; }

F —˜ F —˜
s¡} = ¢" "1 "a ¢ = £1 1 1£ = −F +
, ,1 ,a 1 1 0

 Exercise.3
Let s = 5F − + —˜ , } = F + 3 − 2—˜ , "; ¤ = −15F + 3 − 3—˜
Which pairs of vectors are (1) parallel (2) perpendicular?
dr

4. Lines and Planes in Space

Suppose that L is a line in a space that passes through ‹ 9 , + , ™

.R

€ = " F + "1 + "a —˜ , then L is the set of all points ‹ 9, +, ™ for which ‹ ‹ is parallel to € .
and is parallel to the vector
iy

Then the equation of the line L is

= = =
ad

= =? ¥ ¥? ¦ ¦?
? 7 [
Where t is a scalar
h

The parametric equations of line L are: 9 = 9 + " , + = + + "1 , and ™ = ™ + "a

Ja

 Exercise.4
Find the parametric equations of the line joining the points s 1,2, −1 "; } −1,0,1 .
bb

To obtain equation of plane, assume a point ‹ 9 , + , ™

ar

is ‰ = " F + "1 + "a —˜ , the point ‹ 9, +, ™ lies in the plane if the vector ‹ ‹ is perpendicular
on a plane and the normal to that plane

to ‰ , i.e. ‰ . § § = 0
‹ ‹ = 9−9 F + +−+ + ™ − ™ —˜
Hence the equation of plane is
" 9−9 + "1 + − + + "a ™ − ™ =0

Note: If we have equation of line or plane " 9 + "1 + + "a ™ = E,then the normal vector is ‰ =
" F + "1 + "a —˜

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Example.3
Find a plane that passes through ‹ 1, −1,3 and is parallel to the plane 39 + + + ™ = 7
Solution:

‹ 1, −1,3 , ‰ = 3F + + —˜
To find the equation of plane, we need a point on it and a vector normal to it

3 9−1 + ++1 + ™−3 =0 GI 39 + + + ™ = 5

Find the distance between the point ‹ 2, −3,4 and the plane 9 + 2+ + 2™ = 13
Example.4
dr

Solution:
.R

‰
iy

U
¨
ad

‹ 2, −3,4
h
Ja

‰ = F + 2 + 2—˜
bb

The line passing through p and parallel to ‰ is

= = = … GI 9 = + 2, + = 2 − 3, ™ = 2 + 4
= 1 ¥'a ¦ c
ar

1 1

We can find the intersection point Q as follows

+ 2 + 2 2 − 3 + 2 2 + 4 = 13 → = 1
Hence 9 = 1 + 2 = 3, + = −1, ™ = 6 → ¨ 3, −1,6
Distance = |§¨ | = ƒ 3 − 2 1 + −1 + 3 1 + 6−4 1 = 3 D;F W
 Exercise.5

Find an equation of the plane through the points: s 1,1, −1 , } 2,0,2 , "; ¤ 0, −2,1

[ Check answer:79 − 5+ − 4™ = 6]

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 Exercise.6

Find the angle between two planes 39 − 6+ − 2™ = 7 "; 29 + + − 2™ = 5

[ Check answer:œ = 79© ]

5. Gradient, Divergence, and Curl

Let the operator ∇ defined as follows

∇= F «= + + —˜ «¦
« « «
«¥

If ∅ 9, +, ™ "; s 9, +, ™ have partial derivative, then the gradient (grad) of the function ∅ is
dr

LI" ∅ = ∇∅ = F + + —˜
«∅ «∅ «∅
.R

«= «¥ «¦

If ∅ 9, +, ™ = E is an equation of a surface, then ∇∅ gives the normal at that surface.

iy
ad

 Exercise.7

Find the unit normal vector to the surface 29 1 + 4+™ − 5™ 1 = −10 at the point ‹ 3, −1,2
h
Ja

Let s = s F + s1 + sa —˜ , the divergence of vector s is

bb

FV s = ∇. s = 5F «= + + —˜ 6 . s F + s1 + sa —˜
« « «
«¥ «¦
ar

FV s = ∇. s = + +
«o? «o7 «o[
«= «¥ «¦

The curl of vector s is

F —˜
EDI8 s = ∇Xs = ® « « «
®
«= «¥ «¦
s s1 sa

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 Exercise.8

Prove that ∇. ¯∅s ° = ∇∅ . s + ∅ ∇. s

6. Line Integral

Suppose the curve C is defined by parametric equations:

9= ,+ = L ,™ = ℎ

The line integral z

H 8 in 3D is defined by

H 8= H ,L ,ℎ ± + +
1 >= 1 >¥ 1 >¦ 1
z ² > > >
dr

In 2D, z
H 8 can be written as
.R

H 8= H 9, + ±1 + 9
>¥ 1
z
iy

>=
ad

Example.5

If H = 9 + + 1 , C is the line segment between s 0,0 "; } 1,1 , evaluate z

H 8
h

Solution:
The equation of the path (the line C from point A to point B) is + = 9. This line can be
Ja

parameterized as: = "; + = , where 0 ≤ ≤ 1 . Hence = 1 "; =1

>= >¥
bb

> >

H 8= H ,L ,ℎ ± + + , H = 9 + +1 = +
1 >= 1 >¥ 1 >¦ 1 1
z ²
ar

> > >

H 8= + √1 + 1 =
1 e√1
z ² d

H 8= H 9, + ±1 + 9
>¥ 1
z >=
Another solution using

We have + = 9, WG = 1, H = 9 + + 1 = H = 9 + 9 1
>¥
>=

H 8= 9 + + 1 √1 + 1 9 = √2 9 + 91 9=
e√1
z =² =² d

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Example.6
Evaluate the line integral for H = 9 1 + + 1 along the path
r = F+ 1− + —˜, Hℎ I 0 ≤ ≤ 1
Solution:

We have 9 = , + = 1 − , ™ = → = 1, = −1, =1
>= >¥ >¦
> > >

H = 91 + +1 = 1
+ 1− 1

H 8= H ,L ,ℎ ± + +
1 >= 1 >¥ 1 >¦ 1
z ² > > >

= + 1− √3 =
1 1 1
dr

√a
.R

 Exercise.9

Evaluate the line integral for H = 9 + ƒ+ − ™ 1 along the path C1: r = F+ 1

iy

and the path

C2: r1 = F + + —˜ , Hℎ I 0 ≤ ≤ 1. Path C1 from (0, 0, 0) to (1, 1, 0), and Path C1 from

ad

e√e'{
d
(1, 1, 0) to (1, 1, 1). [ Check answer: ]
h

 Physical meaning for ·

´µ¶

H 8 May be interpreted as:

Ja

 If H represents the line charge distribution in ¸E/C, then H 8 will represent the total charge.
bb

 If H represents the force , then H 8 is the work done ¹.

ar

Let = ºF + ‰ + §—˜ , where M,N, and P are functions to x, y, z. This force moves the particle
along curve C from point s " , "1 , "a to point } , , ,1 , ,a . The work done ¹ is:

¹= z
. r , where r =F 9+ + + —˜ ™

Hence ¹ = z
º 9+‰ ++§ ™

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+ ™ 1 − 9 —˜ moves a particle from (0, 0, 0) to (1, 1, 1) along

Example.7
The force = 91 − + F + +1 − ™
the curve: 9 = , + = 1
, ™= a
, Hℎ I 0 ≤ ≤ 1. Find the work done.
Solution:
We have º = 9 1 − + , ‰ = + 1 − ™ , § = ™ 1 − 9
¹= z
91 − + 9 + +1 − ™ + + ™1 − 9 ™

9= , +=2 , ™=3 1

¹= − +2 − +3 − = −d
1 1 c a d 1 1{
dr

 Exercise.10
For example.7, find the work done by in moving the particle one cycle around the circle: 9 =
cos , + = sin , ™ = 0, Hℎ I 0 ≤ ≤ 2». [ Check answer:¹ = »]
.R
iy

 Independent of the path

ad

Let be a vector field with components M, N, and P that are continuous in the region D, then the

. r to be Independent of the path joining A and B in

ž
h

o
necessary and sufficient condition that
Ja

the region D, is that there exist a differentiable function such that:

=∇ =F = + ¥ + —˜ ¦
bb
ar

= ∇ = 29F + 2+ + 2™—˜ , then evaluate ¹ =

Example.8
Find a function such that: z
. r between
‹ 2,2,4 "; ‹1 −1, −1,2 along:
a) The straight line ‹ ‹1
b) The curve: 9 = 1
− 2, + = 1
− 2, ™ = 2 , Hℎ I 2 > > 1

= ∇ = 29F + 2+ + 2™—˜ , so ¹ =
Solution:
We can guess that if = 9 1 + + 1 + ™ 1 , then z
. r must
be Independent of the path C.

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a) The equation of the line ‹ ‹1 is: = = =

= 1 ¥ 1 ¦ c
a a 1

So 9 = +, ™ = , → 9 = +, ™= 9
1='¼ 1
a a

. r = 29 9 + 29 9 + 2 N O a 9 = 18 
1 1='¼ 1
z a

b) 9 = + = 1
−2 → 9 = +=2
™=2 → ™=2

. r = 4 −2 2 +8 = 18 
1 1
z

 Conservative Fields
is conservative if = ∇ , i.e. º = = , ‰= ¥ , §= ¦
dr
.R

The expression: º 9 + ‰ + + § ™ is an Exact Differential if:

 Exact Differential
iy

= , = «= , = «¥ Or ∇¡ = 0
«½ «Š «½ «¾ «Š «¾
«¥ «= «¦ «¦

Note: ¿9"E ÀF I ; F"8 → Conservative → Independent of the path

ad
h

 Exercise.11
™ 9 + 2+ + + 29™ ™ is independent of the path between A & B.
ž 1
Ja

o
Show that
bb

 Exercise.12
Let C denote the curve whose vector equation I = cos F+ sin
=>='¥>¥
ar

z = 7 '¥ 7 [⁄7
, find

along C from 1, 0 G 1x
,0 . [ Check answer:1 − 1x
]

sin + + —˜ 9+ + ™ , Is
Example.9
Suppose =F =
cos + + +™ + 9™ − =
conservative? If so, find
such that =∇
Solution:
We have: º = =
cos + + +™ , ‰ = 9™ − =
sin + , § = 9+ + ™

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=− sin + + ™ =
«½ = «Š
«¥ «=

=+=
«½ «¾
«¦ «=

=9=
«Š «¾
«¦ «¥

Hence º 9 + ‰ + + § ™ is an Exact Differential.

We can find by integrating the system of equations:
º= = = =
cos + + +™
‰= ¥ = 9™ − =
sin +
§= ¦ = 9+ + ™

9, +, ™ = 9= 9= cos + + +™ 9= cos + + +™9 + L +, ™

«T = =
= «=
dr

 The problem here is to find L +, ™

=− sin + + ™9 +
«T =,¥,¦ = «Ã ¥,¦
.R

«¥ «¥

= = 9™ − sin +, then = 0 → L +, ™ = ℎ ™
«T =,¥,¦ = «Ã ¥,¦
iy

Since
«¥ ¥ «¥

9, +, ™ = =
cos + + +™9 + ℎ ™
ad

Hence
 The problem now is to find ℎ ™

= 9+ +
«T =,¥,¦ «Ä ¦
h

«¦ «¦

= = 9+ + ™ , then =™ → ℎ ™ = +E
«T =,¥,¦ «Ä ¦ ¦7
Ja

Since
«¦ ¦ «¦ 1

9, +, ™ = cos + + +™9 + +E
= ¦7
bb

1
Finally

7. Green’s Theorem
If ℛ is a closed region of the xy-plane bounded by a simple closed curve C and if M, N are
ar

continuous functions of x, y, then

Y
C

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∮z º 9 + ‰ + = ∬ℛ 5 «= − 6 9 +
«Š «½
«¥

Example.10
Let C be the circle 9 = a cos œ , + = " sin œ and = −+F + 9 , verify Green’s Theorem.
Solution:
We have º = −+ "; ‰ = 9, 9 = −" sin œ œ, + = a cos œ œ
∮z º 9 + ‰ + = ∮z −+ 9 + 9 +

= − " sin œ −" sin œ œ + a cos œ a cos œ œ

1x

= "1 sin1 œ + cos 1 œ œ = "1 œ = 2»"1 

1x 1x

While
dr

∬ℛ 5 «= − 6 9 + = ∬ℛ 1 + 1 9 + = 2 ∬ℛ 9 +
«Š «½
«¥

Recall that 9 + = I I œ r E → §G8"I

.R

2 ∬ℛ 9 + = 2 I I œ = 2N1O œ = 2»"1 
1x Ç7 1x
iy
ad

 Exercise.13
If = −+F + 9 , use Green’s Theorem to find the area of ellipse: 9 = a cos œ , + = , sin œ ,
Hℎ I 0 ≤ œ < 2»
h

Note: "I " = ∮z º 9 + ‰ + = ∬ℛ 5 − 6 9 + ]

«Š «½
Ja

1 1 «= «¥
[
bb

 Exercise.14
Evaluate the line integral z
3+ 9 + 29 + by applying Green’s formula. Where C is the
boundary 0 ≤ 9 ≤ » , 0 ≤ + ≤ sin 9. [ Check answer: −2]
ar

Y
C

»
X

 Exercise.15
If C is the circle 9 1 + + 1 = "1 and ℛ is inside C. Verify Green’s Theorem if:
1 º = 9, ‰ = + 2 º = ‰ = ='¥
3 º = −9 1 +, ‰ = 9+ 1

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Chapter (3) Special Functions

1. Gamma Function È É
dr

Gamma function is defined by the integral

Γ ; = 9X =
9
.R

Note: Γ 0 : D; F; , Γ 1 = 1, Γ 1/2 = √»
iy
ad

We have two simple expressions to evaluate Gamma function:

Γ ; + 1 = ;!
 When n is an integer; n= 1, 2, 3…
h

When ; ";+ ‹GWF FV V"8D (real or integer)

Ja

Γ ;+1 =;Γ ;

bb

 When n is negative
ar

Γ ; =
M X'
X

Example.1

, ,
M d M e/1 dM ¼/a
Find 1M a M /1 eM 1/a

Solution:

Since Γ ; + 1 = ;! , = = 30
M d e!
1M a 1 1!

[ [ [ ? ?
M M
= = =
M e/1 7 7 7 7 7 a
Since Γ ; + 1 = ; Γ ; , ? ?
M /1 M M c
7 7

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Ê 7 7
d [ [ M [
= =
dM ¼/a c
7
eM 1/a eM [ a

 Exercise.1

Prove that: Γ 1 = 1, Γ 1/2 = √»

Example.2

Use Gamma function to evaluate the following integrals: 9a =

9 , 9d 1=
9

Solution:

Γ ; = 9X =
9
dr

H ℎ"V ; − 1 = 3 → ; = 4, 9a =
9 = Γ 4 = 3! = 6
9 d 1= 9

.R

Let + = 29 → + = 2 9


9d 9= = +d += Γ 7 =
1= ¥ d ¥ >¥ ¥ d!
iy

1 1 1Ë 1Ë 1Ë
So
ad

 Exercise.2

1. Find Γ 5− 6 "; Γ 5− 6
e
h

1 1
ƒ+ ¥[
+
9 9 , [hint: assume 9 = 2+], [
Ja

Check answer: 2 Γ 11/2 ]

2. Evaluate
{/1 =/1 /1
3. Evaluate
bb

2. Beta Function Ì Í, É
ar

Beta function is defined by the integral:

Î C, ; = 9q 1−9 X
9

We can also evaluate Beta function using Gamma function:

Î C, ; = , Hℎ I C, ; > 0
M Ï M Ð
M Ï'Ð

Note: Î C, ; = Î ;, C
Example.3

9c 1 − 9 9 ,
a 1 = 7 >=
√1 =
Use Beta function to evaluate the following integrals:

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Solution:

Î C, ; = 9q 1−9 9=
X Ñ q Ñ X
Ñ q'X

 9c 1 − 9 a
9= 9e 1−9 c
9
This is Beta function with C = 5 "; ; = 4

9c 1 − 9 9 = Î 5,4 = = =
a Ñ e Ñ c c!a!
Ñ e'c ¼! 1¼

Let 9 = 2+ → = 4√2 = 4√2 +1 1 − + +

1 = 7 >= ¥ 7 >¥ ?
7
√1 = ƒ1 ¥


This is Beta function with C = 3 "; ; = 1

?
c√1Ñ a Ñ
= 4√2 Î 53, 6 = =
1 = 7 >= 7 dc√1
Ë
√1 = 1 Ñ e
Hence
dr

 Exercise.3

+ c ƒ"1 − + 1 + [hint: assume + 1 = "1 9], [

.R

x Ò
a1
Evaluate Check answer: ]
iy

The advantage of Gamma and Beta functions is to evaluate other integrations:

WF;1q œ . EGW 1X œ œ = Î C, ;
ad

x/1
1


9 = Ô ‹ Ô 1 − ‹ , Hℎ I 0 < ‹ < 1
h

=Ó ?
'=

Ja
bb

3. Bessel Function J(n)

Bessel functions is generated as solution for the DE

9 1 + SS + 9+ S + 9 1 − ;1 + = 0
ar

Where ; ≥ 0 . The solution for this equation is

+ 9 = E ÕX 9 + E1 *X 9
ÕX 9 is called Bessel function of first kind of order n, while *X 9 is called Bessel function of
second kind of order n.

ÕX 9 = ∑Dz
Ö = p)7Ö
1p)7Ö Ç! Ñ X'Ç'

The second solution of Bessel equation for all values of n (real and integer) is:

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*X 9 =
×p = ØÙÚ Xx × p =
ÚÛÐ Xx

When n is an integer, Õ X 9 can be calculated as:

Õ 9 = −1 Õ; 9 … ; = 1, 2, 3 …

X
X

+ = E ÕX 9 + E1 Õ−; 9
 When n is not integer, the general solution will be:

Where Õ 9 = ∑Dz
Ö = 7Ö p
X 17Ö p Ç! Ñ Ç X'

Example.4

For ; = 0 → Õ 9 = 1 − 17 + 17 c7 − 17 c7 d7 + ⋯
=7 =Ü =Ò
dr

For ; = 1 → Õ 9 = − 7 + 17 c7 − 17 c7 d7 +⋯
= =[ =Ê =Ë
.R

1 1 c d ¼
iy
ad
h
Ja
bb
ar

 Exercise.4

Õ 9 =± sin 9 "; Õ 9 =± cos 9

1 1
Prove that /1 x= /1 x=

Important identities for Bessel functions

A. 9 X ÕX 9 S
= 9 X ÕX 9
B. 9 X
ÕX 9 S
= −9 X
ÕX' 9

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Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

C. ÕX S 9 = 1 ÕX 9 − ÕX' 9

D. ÕX 9 + ÕX' 9 = ÕX 9 
1X
=

Example.5
Prove identity A.
Proof:

ÕX 9 = ∑Dz
Ö = p)7Ö
1p)7Ö Ç! Ñ X'Ç'

9 X ÕX 9 = ∑Dz
Ö = 7p)7Ö
1p)7Ö Ç! Ñ X'Ç'

= 9; ∑∞
−1 I 2;+2I 92;+2I−1 −1 I ;+I 9;+2I−1
dr

9 X ÕX 9 = ∑∞
>
>= I=0 2;+2I I! Ô ;+I+1 I=0 2;+2I−1 I! ;+I Ô ;+I
.R

= 9 X ÕX 9
iy

Example.6
ad

Prove identity B.
Proof:

ÕX 9 = ∑Dz
Ö = p)7Ö
h

1p)7Ö Ç! Ñ X'Ç'

9 ÕX 9 = ∑Dz
X
Ö = 7Ö
Ja

1p)7Ö Ç! Ñ X'Ç'

9 ÕX 9 = ∑Dz
> Ö 1Ç = 7Ö ?
bb

X
>= 1p)7Ö Ç! Ñ X'Ç'

Let I = — + 1 ; I = 1,2, … ∞ ; — = 0,1,2, … ∞

ar

9 ÕX 9 = ∑à²
> X
ß)? 1 à' = 7 ß)? ?
>= 1p)7 ß)? à' ! Ñ X'à'1

= −9 ∑ಠ= −9 ÕX' 9
X
ß à' = 7ß)p)? X
17ß)p)? à' à! Ñ X'à'1
 Exercise.5
Prove identity C.
 Exercise.6
Prove identity D.

26 | P a g e
Dr. Riyadh Jabbar Advanced Mathematics I 3rd class computer engineering

 Exercise.7
Express Õc 9 in terms of Õ 9 "; Õ 9 . [Hint: use identity D]

Õa 9 9
Example.7
Evaluate
Solution:
Using 9 X
ÕX 9 S
= −9 X
ÕX' 9 … identity B
Or 9 X
ÕX' 9 9 = −9 X
ÕX 9 + EG;W.
Let á = 91 9 1
Õa 9 9
Integration by parts: let D = 9 1 → D = 29 9
V=9 Õa 9 9 →V= 9 Õa 9 9 = −9 Õ1 9
dr

1 1 1

á = ¯−9 1 9 1
Õ1 9 ° + 29 9 1
Õ1 9 9 = −Õ1 9 + 2 9 Õ1 9 9
.R

Since 9 Õ1 9 9 = −9 Õ 9 + EG;W.
á = −Õ1 9 − 29 Õ 9 + EG;W.
iy

Õa 9 9 = −Õ1 9 − Õ 9 + EG;W.
1
ad

=
Hence
h

Example.8
Reduce the following DE to Bessel equation using ™ = 9 1
9 1 + SS + 9+ S + 4 9 c − — 1 + = 0
Ja
bb

Solution:
Let ™ = 9 1 , WG + 9 → + ™

= 29 , =2
>¦ >7¦
ar

>= >= 7

+S = = = 29
>¥ >¥ >¦ >¥
>= >¦ >= >¦

+ SS = N29 O=2 + 29 =2 + 29 529 6 = 2 >¦ + 4™ >¦ 7

> >¥ >¥ >7¥ >¥ >7¥ >¥ >7¥
>= >¦ >¦ >¦ >= >¦ >¦ 7

Hence ™ â2 + 4™ ™2 ã + 2™ ™ + 4 5™2 −— 6 +=0

2
+ + + 2
™

™1 +™ + ™1 − —1 + = 0
>7¥ >¥
>¦ 7 >¦
This Bessel equation has the solution: + ™ = s Õà ™ + } *à ™

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4. Legendre Functions
Legendre functions is generated as solution for the DE
1 − 9 1 + SS − 29+ S + ; ; + 1 + = 0
The solution for this equation is
+ 9 = E §X 9 + E1 ¨X 9
§X 9 is called Legendre polynomial and ¨X 9 is called Legendre function of second kind.

§X 9 = ∑½
Ö 1X 1Ç ! = p 7Ö
Dz 1p Ç! X Ç ! X 1Ç !

, ;: V ;
X

Where º = ä 1
, ;: G
X
dr

Note: §X 1 = 1, "; §X −1 = −1 X
.R
iy
ad
h
Ja

§ 9 = 1 , § 9 = 9 , §1 9 = , §a 9 =
a= 7 e= [ a=
1 1
bb

Some properties of Legendre function

ar

Orthogonality

§q 9 §X 9 9 = 0 … GI C å ;


§q 9 §X 9 9= … GI C = ;
1
1X'

Recurrence Formula

§X' 9 = 9 §X 9 − §X 9

1X' X
X' X'

§X'
S
9 − §XS 9 = 2; + 1 §X 9

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Given that, § 9 = 1 "; § 9 = 9 , find §1 9 "; §a 9 using recurrence formula

Example.9

Solution:

§X' 9 = 9 §X 9 − §X 9
1X' X
X' X'

Let ; = 1 → §1 9 = 9 § 9 − § 9 = 91 − =
a a a= 7
1 1 1 1 1

Let ; = 2 → §a 9 = 9 §1 9 − § 9 =9 5 6 − a9 =
e 1 e a= 7 1 e= [ a=
a a a 1 1

 Exercise.8

Find: §c 9 , §e 9 , §c 9 §e 9 9, |§c 9 |1 9
dr
.R
iy
ad
h
Ja
bb
ar

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