Assignment MA02 2017
Assignment MA02 2017
INTEGRAL CALCULUS
1. Mean Value Theorem for Definite Integrals: If f (x) is continuous on [a, b], then at some
point c in [a, b],
Z b
1
f (c) = f (x)dx.
ba a
If f is continuous at every point of [a, b] and F is any antiderivative of f on [a, b], then
01
(2
hi
Z b
gc
a
S
1
6. Comperison test 2: If f (x) and g(x) be integrable functions when x a such that 0
f (x) g(x), then
Z Z
(i) f (x)dx converges if g(x)dx converges
a a
Z Z
(ii) g(x)dx diverges if g(x)dx diverges.
a a
7. Limit test: Let f (x) and g(x) be integrable functions when x a and g(x) be positive.
Then if
f (x)
lim = 6= 0,
x g(x)
the integrals
R R
F = a f (x)dx and G = a g(x)dx both converge absolutely or both diverge.
8. The
R -test for convergence 1: Let f (x) be an integrable function when x a. Then F =
a
f (x)dx converges absolutely if
and F diverges if
lim x f (x) = (6= 0), or 1.
7)
x
01
(2
9. The -test for convergence 2: Let f (x) be an integrable function in the arbitrary inerval
hi
Rb
(a + , b), where 0 < < b a. Then F = a f (x)dx converges absolutely if
gc
Ba
lim (x a) f (x) = ,
S
0<<1
xa+
and F diverges if
lim (x a) f (x) = (6= 0), or 1.
xa+
R 2
Example 1: Show that 0
ex dx converges.
Solution: Appling -test,
2 x2
lim x2 ex = lim 2 = 0
x x ex
for = 2 > 1.
R 2
So 0 ex dx is convergent.
R
Example 2: Show that 1 ex xn dx converges for all values of n.
Solution: Appling -test,
xn+2
lim =0
x ex
for = 2 > 1.
log x
R
Example 3: Show that 1 x2
dx converges.
Solution: Appling -test,
3 log x
lim x 2 1 = lim x log x = 0
x x2 x
3
for = 2
> 1.
R 3
x2
Example 4: Show that 1 3x2 +5
dx is divergent.
2
Solution: Appling -test,
3
1 x2 x2 1 1
lim x f (x) = lim x
2 = lim = 2
x x 3x2 + 5 x 3x2 + 5 3
1
for = 2
< 1.
R sin x
Example 5: Show that 0 x3
dx is diverges.
Solution: By -test, since
sin x sin x
lim x2 3
= lim =1
x0+ x x0+ x
R1 R
We write, f (x) = ex xn1 , I1 = 0
ex xn1 dx and I2 = 1
ex xn1 dx.
The part I1 is proper when n 1 and improper but absolutely convergent when 0 < n < 1.
By -test,
lim x1n f (x) = lim x1n ex xn1 = lim ex = 1
x0+ x0+ x0+
2 2 x n1 xn+1
hi
x x x e
Ba
S
Thus equation (1) converges for n > 0. This is called gamma function denoted by (n).
Hence Z
(n) = ex xn1 dx, n > 0.
0
This is a proper integral when m, n 1 but is improper at the lower limit when m < 1, at
the upper limit when n < 1. We, therefore, split it into two parts I1 + I2 where
1
Z
2
Z 1
m1 n1
I1 = x (1 x) dx and I2 = xm1 (1 x)n1 dx.
1
0 2
We write, f (x) = xm1 (1 x)n1 . Now I1 converges for 0 < m < 1, diverges when m 0,
by -test
3
Next if we make the change of variable x = 1 y, the second integral reduces to the first
with m and n interchanged. Hence we may draw the same conclusion as before with n in
place of m. Thus equation (2) converges for m, n > 0. This is called Beta funtion denoted
by (m, n), or, Z 1
(m, n) = xm1 (1 x)n1 dx for m, n > 0.
0
2. Prove the following relations (a > 0, x > 0, y > 0, n being positive integer):
R 2
(d) (x) = 2 0 ey y 2x1 dy.
01
(2
R
(e) (x, y) = 2 02 sin2x1 cos2y1 d.
hi
gc
Ba
4. Evaluate:
R1 1
(a) 0 x3 (1 x) 2 dx Ans:
R1
(b) 0 x(1 x)7 dx Ans:
R 2
(c) 0 x2 ex dx Ans:
R1 5
(d) 0 t3 (1 t2 ) 2 dt Ans:
R
(e) 0 x4 ex dx Ans:
R
(f) 02 tan d Ans:
5. Prove that:
(a) 0 ex dx = 2
R 2
R xn1
(b) 0 (1+x) dx = (n)(1 n)
R
(c) 02 tan d = 2 using ( 41 )( 34 ) = 2
4
R
(d) 2
0
sin7 cos4 d = 1
120
R 2 x2 1
(e) 0
xn ea dx = 2an+1
( n+1
2
) Hint: Put ax = t
(n)
(f) (n, n) = 22n1 (n+ 21 )
.
(g) 22n1 (n)(n + 12 ) = (2n) . (This is known as duplication formula.)
Rule 1: Let the equation of the curve in rectangular cartesian coordinates be y = f (x). We
assume it to be continuous on the finite interval [a, b] where b > a and the value of f (x) are all
Rb
positive throughout the range. Then area of the given region A = a f (x)dx.
Rule 2: Let the equation of the curve in rectangular cartesian coordinates be x = (y). We
assume it to be continuous on the finite interval [c, d] where d > c and the value of (y) are all
Rd
positive throughout the range. Then area of the given region A = c (y)dy.
Rule 3: If the equation of a curve in polar coordinates be r = f (), the area included between
R
the curve and two radii vectors = and = is given by A = 12 r2 d.
Solve:
7)
1. Find the area of the region bounded by the upper half of the circle x2 + y 2 = 25, the x-axis
01
Ans: 12 + 25
(2
3 2
3. Find the area of the cardioide r = a(1 cos ). Ans: 2
a square unit.
4. Obtain the area common to the two circles r = a 2 and r = 2a cos . Ans: ( 1)a2 sq
unit.
5. Find the area included between the curve x2 y 2 = a2 (y 2 x2 ) and its asymptotes. Ans.
Rule 4: The length of the curve y = f (x) between two points x = x1 and x = x2 is given by
Z x2 r
dy
s= 1 + ( )2 dx.
x1 dx
Rule 5: The length of the curve x = (y) between two points y = y1 and y = y2 is given by
Z y2 s
dx
s= 1 + ( )2 dy.
y1 dy
Rule 6: The length of the curve r = f () between the points (r1 , 1 ) and (r2 , 2 ) is given by
Z 2 r
dr
s= r2 + ( )2 d.
1 d
Rule 7: The length of the curve = f (r) between the points (r1 , 1 ) and (r2 , 2 ) is given by
Z r2 r
d
s= 1 + r2 ( )2 dr.
r1 dr
5
Note: We look at the arc length of the curve given by, r = f (), where we also
assume that the curve is traced out exactly once.
First write the curve in terms of a set of parametric equations,
and we can now use the parametric formula for finding the arc length.
We need the following derivatives for these computations.
dx dy
= f () cos f () sin , = f () sin + f () cos .
d d
Solve:
7)
01
1. Find the length of the arc of the parabola y 2 = 4ax which is intercepted between the points
(2
hi
2. Determine the length of any arc of the parabola y 2 = 4ax, the arc being measured from the
S
vertex.
3. Show that the length of the arc of that part of the cardioide r = a(1 + cos ) which lies on
the side of the line 4r = 3a sec remote from the pole is equal to 4a.
8. Find the entire length of the astroid x = a cos3 , y = a sin3 . Ans: 6a unit.
9. Find the perimeter of the loop of the curve 3ay 2 = x(x a)2 . Ans: 4 a unit.
3
Rule 8: For rotation of the curve y = f (x) between x = a and x = b about x-axis, then
Z b Z b r
dy
V = y 2 dx and S = 2 y 1 + ( )2 dx.
a a dx
Rule 9: For rotation of the curve x = (y) between y = a and y = b about y-axis, then
Z b Z b s
dx
V = x2 dy and S = 2 x 1 + ( )2 dy.
a a dy
6
Rule 10: A sectorial element bounded by the radii vectors = and = and the curve
r = f () revolves about the initial line, then the volume of the solid of revolution is given by
r
2 3
Z
dr
Z
V = r sin d and S = 2 r sin r2 + ( )2 d.
3 d
Solve:
1. The curve r = a(1 + cos ) revolves about the initial line. Find the volume and the surface
3 2
area of the figure formed. Ans: V = 8a 3
cubic unit, S = 32a
5
sq. unit.
2. Find the volume of the solid generated by the revolution about the y-axis of the area under
the curve y = sin x from x = 0 to x = . Ans:
x2 + y 2 = 16
256
about x-axis. Ans: S = 64, V = 3
4. Find the area of the surface formed by the revolution of the curve 6xy = y 4 + 3 about the
axis of y, from y = 1 to y = 4. Ans:
6. Find the volume of the solid obtained by revolving the loop of the curve
gc
23
a2 y 2 = x2 (2a x)(x a) about the x-axis. a3
Ba
Ans: 60
Cubic unit.
S
x2 y2
7. Find the volume of the solid obtained by revolving the ellipse a2
+ b2
= 1 about the x-axis.
Ans: 43 ab2 Cubic unit.
2 2 2
8. Find the volume of the solid obtained by revolving the astroid x 3 + y 3 = a 3 about the
3
x-axis. Ans: 32a
105
Cubic unit.
9. Find the surface area of the solid generated by revolving the arc of the parabola
y 2 = 4ax
bounded by its latus rectum about the x-axis. Ans: 8a2 2 321 Cubic unit.
10. Find the area of the surface of the solid formed by revolving the curve r = 2a cos about
the initial line. Ans: 4a2 Cubic unit.
11. Show that the area included between the cardiodes r = a(1 + cos ) and r = a(1 cos ) is
a2 (38)
2
.
Hard Problem:
1. Find the volume of the solid obtained by revolution of the cissoid y 2 (a x) = x3 about its
3
asymptote. Ans: 2 a4 cubic unit.
2. The axes of symmetry of 2-inch right circular cylinders intersect at right angles. What
3
volume do the cylinders have in common? Ans: ( 4r
3
)( 4 ) cubic unit.
7
1. The Leibniz Integral Rule gives a formula for differentiation of a definite integral whose
limits are functions of the differential variable,
Z b(z) Z b(z)
f b a
f (x, z)dx = dx + f (b(z), z) f (a(z), z) .
z a(z) a(z) z z z
dx
01
x
(2
0
hi
Solution: Let
S
ex ebx
Z
F (b) = dx. (3)
0 x
Differentiate both sides with respect to b:
Z Z bx Z
ex ebx xe 1
F (b) = ( )dx = dx = ebx dx = .
0 b x 0 x 0 b
Integrating now with respect to b we obtain F (b) = ln b + C. Fron equation 3, we get F (1) = 0.
So, F (1) = ln 1 + C or C = 0 = F (b) = ln b.
Z x
e e7x
dx = ln 7.
0 x
Solution: Let a
log(1 + ax)
Z
I(a) = dx. (4)
0 1 + x2
Assuming that the differentiation under the integral sign is valid. Differentiating with respect to
a, we get
8
a
log(1 + a2 )
d log(1 + ax)
Z
I(a) = dx + 1.
da 0 a 1 + x2 1 + a2
a
x log(1 + a2 )
Z
= dx +
0 (1 + ax)(1 + x2 ) 1 + a2
Now,
x a x+a
2
= +
(1 + ax)(1 + x ) (1 + a )(1 + x ) (1 + a2 )(1 + x2 )
2 2
a a
x 1 1 a tan1 x
Z
a 2 a
dx = [log(1 + ax)]0 + log(1 + x ) 0 + .
0 (1 + ax)(1 + x2 ) 1 + a2 2(1 + a2 ) 1 + a2 0
1 a
= 2
log(1 + a2 ) + 2
tan1 a.
2(1 + a ) 1+a
Integrating, we get
Z
1 1 2a
Z
I= log(1 + a2 )da + tan1 ada
2 1 + a2 1 + a2
1 2a 2a
Z Z
2 1 1 1
= log(1 + a ) tan a tan ada + tan ada
7)
2 1 + a2 1 + a2
01
(2
1
hi
= log(1 + a2 ) tan1 a + C.
gc
2
Ba
S
9
ORDINARY DIFFERENTIAL EQUATIONS (ODE)
1. Define order and degree of an ODE. Find the order and degree of the ODEs
3
dy 2 2
(a) y + ( dx ) = 1 + x and ( ddxy )2 + y = dy
dx
.
M x+N y
01
1
then M xN is an integrating factor of the equation M dx + N dy = 0.
Ba
y
S
R
(c) If N1 ( M
y
N
x
) be a function of x alone, say f (x), then e f (x)dx
is an integrating factor
of the equation M dx + N dy = 0.
R
(d) If M1 ( N
x
M
y
) be a function of y alone, say (y), then e (y)dy
is an integrating factor
of the equation M dx + N dy = 0.
10
(a) Solvable for p: If it can be expressed as
{p f1 }{p f2 }....{p fn } = 0.
Solving each of the factors we get the complete solution as F1 (x, y, c)F2 (x, y, c)...Fn (x, y, c) =
0, where c is an arbitrary constant.
(b) Solvable for y: If it can be expressed as
Differentiating both sides of (5) with respect to x, we get an equation of the form
dp
p = F (x, p, dx ).
It can be solved to get a solution of the form
(x, p, c) = 0. (6)
Next we eliminate p from (5) and (6), we get the required solution. And
(c) Solvable for x: If it can be expressed as
Differentiating both sides of (7) with respect to y, we get an equation of the form
1 dp
7)
= F (y, p, ).
01
p dy
(2
hi
(y, p, c) = 0. (8)
S
Next we eliminate p from (7) and (8), we get the required solution.
8. Clairut s Equation
A differential equation of the form y = px + f (p) is known as Clairut s Equation.
A Clairauts equation is a differential equation of the form
dy dy
y(x) = x + f .
dx dx
d2 y
2
dy dy dy d y
= +x 2 +f ,
dx dx dx dx dx2
dy
d2 y
so 0 = x + f dx dx2
.
d2 y dy
Hence, either 0 = dx2
or 0 = x + f dx
.
11
dy
In the former case, C = dx for some constant C. Substituting this into the Clairauts
equation, we have the family of straight line functions given by y(x) = Cx + f (C), the
so-called general solution of Clairauts equation.
dy
The latter case, 0 = x+f dx , defines only one solution y(x), the so-called singular solution,
whose graph is the envelope of the graphs of the general solutions. The singular solution is
dy
usually represented using parametric notation, as (x(p), y(p)), where p represents dx .
9. Solve the following differential equations and find the singular solutions:
p
(a) y = px + 1 + p2 Ans: y = cx + 1 + c2 ; x2 + y 2 = 1.
a
(b) y = px + p
Ans: y = cx + ac ; y 2 = 4ax.
p 2 2
(c) y = px + a2 p 2 + b 2 Ans: y = cx + a2 c2 + b2 ; xa2 + yb2 = 1.
(d) y = px + p p2 Ans: y = cx + c c2 ; 4y = (x + 1)2 .
1 y dy 1
(b) 1 + y 2 + (x e tan ) dx =0 Ans: x etan y
= tan1 y + c
01
(2
dy 2 2
(c) + x sin 2y = x3 cos2 y Ans: tan y.ex = 12 ex (x2 1) + c
hi
dx
gc
dy an+1
+ xa y = b
Ans: xa y = b. xan+1 + c
Ba
(d) dx xn
, a and b being constants.
S
12. Solution Method for linear differential equation of the form f (D)y = 0:
If the roots of the auxiliary equation f(m)=0 are m1 , m2 and m3 , then the solutions of the
given ODE are
13. Particular Integral (P.I.) By Short Method (Rules) of the form f (D)y = X(x):
1
(a) If X = eax , P.I. = f (a) eax , provided f (a) 6= 0,
xr eax
= r!g(a) , where f (D) = (D a)r g(D), g(a) 6= 0.
(b) If X = sin ax/ cos ax,
1
P.I. = (D1 2 ) sin ax = (a 2
2 ) sin ax, provided (a ) 6= 0, where f (D) = (D ).
2
(e) If X = P (x), where P (x) is a Polynomial function of x, then we have to expand [f (D)]1
and arrange the terms in ascending powers of D and operate with P (x).
n n.(n1).(n2)...(nr+1)
Remark: With the help of Bernstein coefficient r = r!
, where r is
12
a non negative integer, we can obtain the binomial series which is valid for any real
number n if |x| < 1,
n n n 2 n 3
(1 + x) = 1 + x+ x + x + ....
1 2 3
R
(f) If (D a)y = X, X being functions of x only, P.I. = eax Xeax dx.
x sin 3x
(k) (D2 + 9)y = sec 3x P.I. = 91 cos 3x log sec 3x
01
3
(2
1
(l) (D3 3D2 + 4D 2)y = ex + cos x P.I. = xe + x
(cos x + 3 sin x)
hi
10
gc
x2 cos x
(m) (D2 1)y = x sin x + xex ex x2 sin x
Ba
P.I. = 4 2
S
If we must choose c1 = 0 = c2 , then we say f and g are linearly independent. Since we are
considering only two functions, linear dependence is equivalent in this special case to one
function being a scalar multiple of the other.
If two differentiable functions f and g are linearly dependent, then their Wronskian is zero
for all t I, i.e.,
W [f ; g](t) = f (t)g (t) g(t)f (t) = 0; t I
Thus, if the Wronskian is nonzero at any t I, the two functions must be linearly indepen-
dent. If we are considering f = y1 and g = y2 to be two solutions to the ODE
(D2 + P D + Q)y = 0,
13
where P and Q are both continuous functions of x on some interval I, then the Wronskian
has some extra properties which are given by Abels Theorem:
R
P dx
W [y1 ; y2 ](x) = Ae ,
W [f ; g] = 6x2 6= 0
as long as x 6= 0.
(d) Show that the functions ex sin x and ex cos x are linearly independent solutions of a
01
(2
2nd order linear ODE. Write down the general solution y(x). Also find y(x) with the
hi
(e) Suppose W [y1 ; y2 ](x) 6= 0 for some x, can the functions y1 and y2 be linearly independent
S
where P and Q are both functions of x. Let y = u be one independent solution of the
associated homogeneous equation.
Claim: y = uv be the complete solution of (9), where v is a function of x to be determined.
Finding y and y and putting y, y and y in the given equation and using the fact y = u is
one independent solution of the associated homogeneous equation, we get
2u X
v + ( + P )v = ,
u u
which is a linear equation in v . Next we can find v and v and hence we are done!
14
(a) [xD2 (2x 1)D + (x 1)]y = 0 Ans. y = ex (c1 ln x + c2 ).
(b) [xD2 + (1 x)D 1]y = ex
R
Ans. y = ex ln x + c1 ex x1 ex dx + c2 ex .
(c) (x2 D2 + xD 1)y = x, given that y = x + x1 is a solution. Ans. y = c1 x1 + c2 (x + x1 ).
(d) (x2 D2 + xD 9)y = 0, given that y = x3 is a solution. Ans. y = c1 x3 + c2 x3 .
d2 y dy
+ P + Qy = X (10)
dx2 dx
where P , Q and X are functions of x only.
Let
y = Au + Bv (11)
be the complementary function of the equation (10), where A and B are constants and u
and v are functions of x and are independent solutions of the corresponding homogeneous
equation. Thus
d2 u du d2 v dv
+ P + Qu = 0 and + P + Qv = 0. (12)
dx2 dx dx2 dx
Let us assume
7)
01
y = u + v (13)
(2
hi
is complete primitive of (10), where we take and in place of A and B and they are no
gc
longer constants but functions of x, to be so chosen that (13) will satisfy (10).
Ba
S
dy du dv d d
= + +u +v .
dx dx dx dx dx
d d
u +v = 0, (14)
dx dx
so that
dy du dv
= +
dx dx dx
Differentiating this once again with respect to x, we get
d2 y d2 u d2 v d du d dv
= 2 + 2 + + .
dx2 dx dx dx dx dx dx
dy d2 y
Substituting these values of y, dx
and dx2
in (10) and after rearrange, we get
d2 u du d2 v dv d du d dv
( 2 + P + Qu) + ( 2 + P + Qv) + + =X
dx dy dx dy dx dx dx dx
d du d dv
+ =X (15)
dx dx dx dx
15
by virtue of (12).
d d
Solving for dx
and dx
from (14) and (15), we get
d vX d uX
= du dv
and = du dv
dx v dx u dx dx v dx u dx
Integrating we get
vXdx uXdx
Z Z
= C1 + du dv
and = C2 +
v dx u dx v du dv
u dx
dx
Substituting these values of and in (13), we get the complete solution of the equation
(10), C1 and C2 being arbitrary constants.
20. Solve, by the method of variation of parameters of the following differential equations:
d2 y 1
(a) dx2
+ a2 y = sec ax Ans: y = C1 cos ax + C2 sin ax + xa sin ax + a2
cos ax log(cos ax).
d2 y
(b) dx2
+ 4y = 4 tan 2x Ans: y = C1 cos 2x + C2 sin 2x cos 2x log(sec 2x + tan 2x).
d2 y 2 x
(c) dx2
y = 1+ex
Ans: y = C1 ex + C2 ex + ex log 1+e
ex
ex log(1 + ex ) 1.
d2 y
(d) dx2
+ y = cosec x Ans: y = C1 cos x + C2 sin x x cos x + sin x log sin x.
d2 y
(e) dx2
+ y = cos x Ans: y = C1 sin x + C2 cos x + 12 x sin x + 14 cos x.
7)
d2 y
01
(f) dx2
+ 4y = sin 2x Ans: y = C1 cos 2x + C2 sin 2x 41 x cos 2x.
(2
d2 y
hi
dy ex
(g) + 2 dx +y = Ans: y = (C1 + C2 x)ex ex (1 + log x).
gc
dx2 x2
Ba
d2 y
(h) dx2
+y =x Ans: y = C1 cos x + C2 sin x + x.
S
16
dx dy dz
23. Geometrical interpretation of the equations P
= Q
= R
.
We know, from the geometry of three dimensions, that the direction cosines of the tangent
to a curve are dx , dy , dz , that is are in the ratio dx : dy : dz.
ds ds ds
Hence geometrically these equations represent a system of curves in space, such that the
direction cosines of the tangent to it at any point (x, y, z) are proportional to P , Q, R.
1. Definition: Suppose that F (t) is a real valued function defined over the interval (, )
such that F (t) = 0 for all t < 0. The Laplace Transform (LT) of F (t), denoted by L{F (t)},
is defined as Z
L{F (t)} = f (s) = est F (t)dt.
0
2. Properties:
(a) Linear property: Suppose that f1 (s) and f2 (s) are LT of F1 (t) and F2 (t) respectively,
then L{c1 F1 (t)c2 F2 (t)} = c1 L{F1 (t)}c2 L{F2 (t)}, where c1 and c2 are any constants.
(b) First shifting property: If L{F (t)} = f (s) then, L{eat F (t)} = f (s a).
(c) Change of scale property:
7)
(n+1)
(d) L{1} = 1s , s > 0 and L{tn } = , if s > 0 and n > 1.
hi
sn+1
gc
Ba
1 s a
(e) L{eat } = sa
, L{cos at} = s2 +a2
and L{sin at} = s2 +a2
S
(f) LT of Derivatives of a Function: If L{F (t)} = f (s), then L{F n (t)} = sn f (s)
n
sn1 F (0) sn2 F (0) sF (n2) (0) F (n1) (0), where F n (t) stands for d dtFn(t) .
(g) LT of Integral of a Function: If L{F (t)} = f (s), then
Z t
1
L{ F (u)du} = f (s).
0 s
d n
(h) Multiplication by tn : If L{F (t)} = f (s), then L{tn F (t)} = (1)n ds n f (s), for n =
1, 2, 3, . . . .
(i) Division by t: If L{F (t)} = f (s), then L{ F (t)
R
t
} = s f (x)dx, provided the integral
exists.
3. Evaluate:
120
(a) L{t5 e3t } Ans: (s3)6
.
s
(b) L{cosh(2t)} Ans: s 4
.
(c) L{5t 2} Ans: 52s
s2
.
a
(d) L{sinh at} Ans: s2 a 2.
25 30
(e) L{(5e2t 3)2 } Ans: s4
s2 + 9s .
(f) L{et sin2 t} Ans: 3s
(s+1)(s2 2s+5)
.
at bt
(g) L{ e et
} s+b
Ans: log( s+a ).
R et sin t
(h) 0 t
dt Ans: 4
.
17
R
(i) e2t t sin2 tdt Ans: 18 .
R0 3
(j) 0
te3t sin tdt Ans: 50
.
t
(k) L{ 1e
t
} Ans: log s1
s
.
q
3 2
(l) L{ cos 2tcos
t
3t
} Ans: log ss2 +3
+22
.
(m) L{ 1cos
t2
t
} Ans: s log s2s+1 + cot1 s.
R t 6
(n) L{e2t 0 t sin 3tdt} Ans: (s2 +4s+13)2
.
Rt
(o) L{t 0 sinu u du} Ans: 1
s2
cot1 s + 1
s(s2 +1)
.
4. Show R that: R R
3 sin t
(i) 0 te3t sin t dt = 50 (ii) 0 t3 et sin t dt = 0 (iii) 0 t
dt = 2
2 2
n!
(iv) L{tn eat } = (sa) n+1 (v) L{ sint t } = 14 log( s s+4
2 ).
5. Definition: If the LT of a function F (t) is f (s), i.e. L{F (t)} = f (s) then F (t) is called an
inverse Laplace transform (ILT) of f (s). We write
F (t) = L1 {f (s)}.
6. Linear property: Suppose that f1 (s) and f2 (s) are LT of F1 (t) and F2 (t) respectively, then
L1 {c1 f1 (s) c2 f2 (s)} = c1 L1 {f1 (s)} c2 L1 {f2 (s)} where c1 and c2 are any constants.
7. Convolution Theorem: If LR1 {f (s)} = F (t), L1 {g(s)} = G(t), then L1 {f (s) g(s)} =
7)
01
Rt t
F (u)G(t u)du = F G = 0 F (t u)G(u)du.
(2
0
hi
8. Evaluate L1 {P } where P =
gc
Ba
1 ebt eat
S
(a) (s+a)(s+b)
Ans: ab
.
1 t e4t 1
(b) s2 (s+4)
Ans: 4
+ 16
16
.
5 5
(c) (s+4)(s7)
Ans: 11
[e7t e4t ].
8e3
(d) s2 4
Ans: 4e3 sinh 2t.
s2
(e) (s2 +1)2
Ans: 12 (sin t + t cos t).
1 2(1cos t)
(f) log(1 + s2
) Ans: t
.
9 3t
(g) s2 (s3)
Ans: 1 3t + e .
5
(h) s2 2s3)
Ans: 25 et sinh 2t.
5s2 +8s1
(i) (s+3)(s2 +1)
Ans: 2e3t + 3 cos t sin t.
s t sin at
(j) (s2 +a2 )2
Ans: 2a
.
(1et )
(k) log(1 + 1s ) Ans: t
.
1 1
R t (1cos u)
(l) s
log(1 + s2
) Ans: 2 0 u
du.
d2 y dy
2
3 = 9,
dx dx
dy
given that when x = 0, y = 0 and dx
= 0.
18
Solution Taking Laplace Transform both sides, we get
d2 y dy
L{ 2 } 3L{ } = L{9}
dx dx
MATRIX THEORY
(2
hi
gc
Ba
1. Obtain
the row reduced
echelon form and find therank of thefollowing matrices:
S
0 0 2 2 0 1 0 1 4 0 1 0 2 2 0
1 3 2 4 1 0 3 1 4 1 5 3 2 4 1 .
(i)
2 6
(ii) (iii)
2 6 2 0 6 2 6 2 2 2 2 6 2
3 9 5 10 3 2 0 2 8 0 3 9 0 10 11
Ans: (i) 3, (ii) 3, (iii) 4.
19
5. Given a system of equations:
x1 + 4x2 + 2x3 = 1;
2x1 + 7x2 + 5x3 = 2k;
4x1 + mx2 + 10x3 = 2k + 1.
Find the values of k and m, for which the system of equations have
(i) unique solution (ii) no solution (iii) infinitely many solutions.
6. Find the coefficients a, b, and c so that the graph of f (x) = ax2 + bx + c passes through the
points (1, 2), (2, 6) and (3, 5).
7. Use the method of elementary row operations to obtain the inverse of the matrices:
6 13 9 1 1 2
(a) 3 7 5 . Ans: 4 6 3
2 3 2 5 8 6
6 11 5 1 4 5
(b) 18 34 15 . Ans: 3 1 0
13 25 11 8 7 6
3 1 2 ? ? ?
(c) 7 3 4 . Ans: ? ? ?
9 3 8 ? ? ?
8. Show that the nonzero rows of an echelon matrix form a linearly independent set.
7)
01
9. Prove that if the homogeneous system AX = 0 has a non-trivial solution, then A must be a
(2
singular matrix.
hi
gc
3x1 + x2 + x3 + 3x4 = 2
S
20
1 0 1 8 8 2 2 3 4
4. Diagonalize the matrix (i) A = 1 2 1 (ii) 4 3 2 (iii) 0 2 1 .
2 2 3 3 4 1 0 0 1
1 0
5. Show that the matrix is not diagonalizable over the field R.
3 1
7. Transform into canonical(normal) form and also find its nature, rank, index, and signature
of the following quadratic form, where f (x1 , x2 , x3 ) =:
3 2 2
hi
gc
1 4
Ba
9. Verify Cayley-Hamilton theorem for the matrix A = and find its inverse. Also
2 3
S
10. If A and B are two similar matrices, then prove that An and B n n 1 have the same
eigenvalue(s).
11. Prove that the eigenvalues of a real skew symmetric matrix are purely imaginary or zero.
12. Show that eigenvalues of a real symmetric matrix are all real and eigenvalues of a real
skew-symmetric matrix are purely imaginary or zero.
13. A matrix B of order 3 has eigenvalues 0, 1, 2. This information is enough to find three of
these (give the answers where possible) (i) the rank of B, (ii) the determinant of B, (iii)
the eigenvalues of B t B and (iv) the eigenvalues of (B 2 + I3 )1 .
1 0 0
14. State Cayley-Hamilton theorem and hence find A100 , where A = 1 0 1 .
0 1 0
VECTOR SPACES
Field: Let F be a non-empty set which is closed under two binary operations denoted + (addition,
say) and (multiplication, say). Then (F, +, ) is a field if for all a, b, c F , the following
properties hold:
21
1. Commutative laws: a + b = b + a; a.b = b.a.
2. Associative laws: (a + b) + c = a + (b + c); a (b c) = (a b) c.
3. Distribute laws: a (b + c) = a b + a c; (b + c) a = b a + c a.
4. Further there must exist an identity element 0 and an unit element 1 F satisfying a + 0 =
0 + a = a and a 1 = 1 a = a.
5. For any a F , there exists an additive inverse a F such that a + (a) = 0.
6. For any a 6= 0 in F , there exists an element denoted a1 in F such that a a1 = a1 a = 1.
Vector Space: Let F be a field. A set V of elements called vectors is a vector space if for any
u, v, w V and for any c, d F :
1. u + v V .
2. cu V .
3. u + v = v + u.
4. u + (v + w) = (u + v) + w.
5. There exists an element denoted 0 V such that u + 0 = u.
7)
6. For every element u V , there exists an element denoted u such that u + (u) = 0.
01
(2
7. c(u + v) = cu + cv.
hi
gc
Ba
8. (c + d)u = cu + du.
S
9. c(du) = (cd)u.
10. 1u = u.
22
************* *************
1. Test whether the set of vectors (1, 2, 4), (3, 0, 5), and (2, 1, 7) are linearly dependent or not,
where the elements of the vectors are real numbers.
2. Show that the set S = {(3, 4, 5), (1, 2, 1), (2, 1, 2)} of vectors are LI over R3 .
3. Prove that the set S = {(2, 1, 1), (1, 2, 1), (1, 1, 2)} is a basis of R3 .
4. Show that the vectors (1, 2, 1), (2, 1, 0), (1, 1, 2) form a basis of the vector space V = R3 ,
over the field of real numbers.
5. Prove that the four vectors = (1, 0, 0), = (0, 1, 0), = (0, 0, 1) and = (1, 1, 1) in R3
form linearly dependent subset of R3 but any three of them are linearly independent.
8. We all know that the row space denoted by R(A) contains all linear combinations of the
rows from a matrix. The question is: How many of those rows are needed to form a row
space?
(i) {(1, 3, 5); (2, 2, 4); (4, 4, 14)} (ii) {(0, 0, 1); (1, 0, 4)} (iii) {(2, 4); (6, 0); (3, 5)}
01
10. If the set {u, v, w} R3 is LI, then show that the set {u, u + v, u + v + w} is also LI.
Ba
S
11. Let S is a subspace of V and also let a subset T of S is LI in S, then T is also linearly
independent in V . Is this true? then prove it.
12. Prove that any two basis have the same number of vectors of a given vector space.
13. Define LD and LI of vectors with examples. What do you understand by basis of a vector
space? Show that the vectors (1, 2, 4), (2, 1, 3), (0, 1, 2) and (3, 7, 1) are LD. Find the
relation between them.
15. Determine scalars such that the vector (3, 4, 5) is expressed as a linear combination of vectors
= (1, 2, 3), = (2, 3, 4) and = (4, 3, 2).
16. Let V be a vector space over the field F . Then prove that set S of non-zero vectors
1 , 2 , . . . , n V is linearly dependent iff some element of S be a linear combination
of the others.
17. Let U be the set of vectors u = (u1 , u2 , u3 ) in R3 such that u1 + 3u2 4u3 = 0. Let V be
the set of all vectors v = (v1 , v2 , v3 ) such that 2v1 + 3v3 = 0. What is U V ?
18. Let s and t be variables that range independently over R. Consider the vectors of the form
[s + 4t, 3s t, 5s + t, 2t]T . Is the set of all vectors of that form a subspace of R4 ?
19. Is the set of all vectors of the form (s3 t, 5s3 + 2t, 0) a subspace of R3 ? Here s and t run
over the set of real numbers R.
23
20. In a vector space, suppose that w = u + v and z = u v. Explain why the spans of {u, v}
and {w, z} are the same. Hint: Show aw + bz = cu + dv.
NUMERICAL ANALYSIS
Students are requested to bring Calculator in the class and examination hall. Mobile is not
allowed.
1. To round-off a number to n significant digits, discard all digits to the right of the nth digit,
and if this discarded number is
(a) less than half a unit, leave the nth digit unaltered;
(b) greater than half a unit, increase the nth digit by unity;
(c) exactly half a unit, increase the nth digit if it is odd; otherwise, leave it unchanged.
24
5. Newtons Backward Interpolation Formula
Let a function f (x) is known for (n + 1) distance equispaced arguments namely x0 , x1 , x2 ,
. . . , xn1 , xn such that xr = x0 + rh; (r = 0, 1, 2, . . . , n), where h is the length of each space.
Then
2 3 f (x
f (x) = f (xn ) + u.f (xn1 ) + u.(u + 1) f (x 2!
n2 )
+ u.(u + 1)(u + 2) 3!
n3 )
+ + u.(u +
n
1)(u + 2) . . . (u + n 1). fn!(x0 ) , where u = xxh
n
.
Example Given
x 1 2 3 4 5 6 7 8
f (x) 1 8 27 64 125 216 343 512
8 512
(2
hi
gc
(i) To compute f (1.5), we use Newtons Forward Formula, as the point x = 1.5 is near the
Ba
2 f (x0 ) 3 f (x0 )
f (x) = f (x0 ) + u.f (x0 ) + u.(u 1) + u.(u 1)(u 2) + ...,
2! 3!
xx0
where u = h
.
Here x = 1.5, x0 = 1 and h = 1. u = 0.5.
f (1.5) = 3.375
(ii) f (7.5) = 421.875.
25
where Bs are all constants.
Put x = x0 in above, we get f (x0 ) = B0 (x0 x1 )(x0 x2 )(x0 x3 ) . . . .
(x0 )
Hence B0 = (x0 x1 )(x0fx 2 )(x0 x3 )...
.
f (x1 )
Similarly, if we put x = x1 , we get B1 = (x1 x0 )(x1 x2 )(x1 x3 )...
and so on.
Substituting the values of B0 , B1 , B2 , . . . , we get the result.
Uses: Lagranges interpolation formula may be used in all the following cases whether, (i)
the intervals are equal or not, (ii) the value of x corresponding to which the value of y to be
calculated, lies near the beginning of end or middle of the tabulated values.
Example: The following table gives the normal weights of babies during the first 12 months
of life:
(72)(75)(78)(710)(712)
f (7) = (02)(05)(08)(010)(012)
3.5
(70)(75)(78)(710)(712)
+ (20)(25)(28)(210)(212) 4.1
7)
+ (70)(72)(78)(710)(712)
01
(50)(52)(58)(510)(512)
4.5
(2
+ (70)(72)(75)(710)(712) 5.1
hi
(80)(82)(85)(810)(812)
gc
(70)(72)(75)(78)(712)
+ (100)(102)(105)(108)(1012) 5.8
Ba
S
(70)(72)(75)(78)(710)
+ (120)(122)(125)(128)(1210) 6.2
1 7 1 175 7 1
= 64 3.5 96 4.1 + 3 4.5 + 192 5.1 32 5.8 + 32
6.2
= 0.0546875 0.2989583 + 1.5 + 4.6484375 1.26875 + 0.19375
= 4.829166667 4.8 Kg.
7. The Bisection Method is to divide the interval into two equal subintervals,
a+b
c= 2
.
26
n a b x f (x)
1 2 3 2.5 5.56250
2 2 2.5 2.25 1.8906
3 2 2.25 2.125 0.3457
4 2 2.125 2.0625 -0.3513
5 2.0625 2.125 2.09375 -0.0089
6 2.09375 2.125 2.10938 0.1668
7 2.09375 2.10938 2.10156 0.07856
8 2.09375 2.10156 2.09766 0.03471
9 2.09375 2.09766 2.09570 0.01286
10 2.09375 2.09570 2.09473 0.00195
11 2.09375 2.09473 2.09424 -0.0035
12 2.09424 2.09473
At n = 12, it is seen that the difference two successive iteratives is 0.0005, which is less than
0.001. Thus the required root is 2.09 (correct up to 3 significant figures).
8. The Newton-Raphson Method is sufficiently important that we should write out the
iteration in detail:
xn+1 = xn ff(x n)
(xn )
; n=0, 1, 2, . . .
Example. Use the Newton-Raphson Method to find a real root of the equation x3 2x5 =
0.
7)
01
x3n 2xn 5
hi
3x2n 2
Ba
n xn f (xn ) xn+1
0 2 -1 2.1
1 2.1 0.061 2.094568
2 2.094568 0.0001859 2.094551
3 2.094551 -0.000053
Example. Use the Secant Method to find a real root of the equation x3 2x 5 = 0.
Solution: Let the two initial approximation be given by x1 = 2 and x0 = 3. We have
f (x1 ) = f1 = 8 9 = 1, and f (x0 ) = f0 = 27 11 = 16.
Putting n = 0 in the above equation, we obtain x1 = 2.058823529.
Also, f (x1 ) = f1 = 0.390799923.
Putting n = 1, we get x2 = 2.08126366 and f (x2 ) = f2 = 0.147204057.
Setting n = 2, we get x3 = 2.094824145, which is correct up to three significant figures.
10. Using appropriate interpolation formula, find the value of f (6) from the following table:
x 3 7 9 10
Ans: 147.
f (x) 168 120 72 63
27
11. Evaluate f (1.1) and f (4.5), from the given table:
x 0 1 2 3 4 5
Ans: 3.41, 29.25
f (x) 0 3 8 15 24 35
12. Compute f (0.5) and f (6.7), from the table: Ans: 2.375, 455.533
x 0 1 2 3 4 5 6 7
f (x) 0 7 26 63 124 215 342 511
x 2 4 7 9
13. Compute f (5), from the given table: Ans: 37
f (x) 10 26 65 101
x 2 3 5 7
14. From the table: Ans: 0.544
log10 x 0.301 0.477 0.699 0.845
Compute log10 3.5
16. Obtain a root, using The Bisection Method or The Newton-Raphson Method
or The Secant Method, correct up to three decimal places, for the following
equations:
(a) x3 + x2 + x + 7 = 0 Ans:
7)
01
(d) x3 x 4 = 0 Ans:
S
(e) x3 18 = 0 Ans:
1
(f) x = (5 x) 3 Ans:
(g) x3 x2 1 = 0 Ans:
(h) x3 + x2 1 = 0 Ans:
(i) ln x = 10(x 1) Ans:
3
(j) x 3x 5 = 0 Ans:
(k) x3 x 1 = 0 Ans:
(l) x log x = 2 Ans:
USEFUL FORMULAS
R
x a2 +x2 a2 x
1. a2 + x2 dx = 2
+ 2
sinh1 a
+ C.
R
x x2 a2 a2 x
2. x2 a2 dx = 2
2
cosh1 a
+ C.
R
x a2 x2 a2 x
3. a2 x2 dx = 2
+ 2
sin1 a
+ C.
dx 1 x
R
4. a2 +x2
= a
tan1 a
+ C.
R
5. sin1 xdx = x sin1 x + 1 x2 + C
28
This part is under construction.
*******
1
1. Evaluate: L1 {log(1 + s2
)}.
Solution: Since ds {log(1 + s12 )} = ds
d d
[{log(1 + s2 ) log(s2 )}] = s22s+1 2s
s2
= 2[ s2s+1 1s ], we
have L1 {2( s2s+1 1s )} = tF (t), where F (t) = L1 {log(1 + s12 )}. So 2 cos t 2 = tF (t)
F (t) = 2(1cos
t
t)
L1 {log(1 + s12 )} = 2(1cos
t
t)
.
BOOKS : (TEXT/REFERENCES)
29