MATHEMATICS-I

PREPARED BY:CH.KUMARA SWAMY

Date:01 August, 2015
CONTENTS
 Matrices and Linear systems of equations
 Eigen values and eigen vectors
 Real and complex matrices and Quadratic forms
 Mean Value Theorems
 Functions of Several Variables
 Multiple Integrals
 Ordinary Differential Equations of First Order and First Degree
 Linear Differential Equations of Second and Higher Order
 Laplace transforms
TEXT BOOKS
 Advanced engineering Mathematics by Kreyszig,
John Wiley & Sons Publishers.
 Higher Engineering Mathematics by B.S. Grewal,
Khanna Publishers
REFERENCES
 Advanced Engineering Mathematics by R.K. Jain & S.R.K.
Iyengar, 3rd edition, Narosa Publishing House, Delhi.
 Engineering Mathematics – I by T.K. V. Iyengar, B. Krishna
Gandhi & Others, S. Chand.
 Engineering Mathematics – I by D. S. Chandrasekhar,
Prison Books Pvt. Ltd.
 Engineering Mathematics – I by G. Shanker Rao & Others
I.K. International Publications.
 Advanced Engineering Mathematics with MATLAB, Dean
G. Duffy, 3rd Edi, CRC Press Taylor & Francis Group.
 Mathematics for Engineers and Scientists, Alan Jeffrey, 6ht
Edi, 2013, Chapman & Hall/ CRC
Theory of Matrices
Matrix:A system of mn numbers(real or complex) arranged in the form of an ordered
set of m rows,each row consisting of an ordered set of n numbers between [ ] or ( ) or || ||
is called a matrix of order mxn

 If A=[aij]mxn and m=n,then A is called Square matrix

 A matrix which is not a square matrix is called a
rectangular matrix
 A matrix of order 1xm is called a row matrix
 A matrix of order nx1 is called a column matrix

 If A=[aij]nxn such that aij=1 for i=j and aij=0 for i≠j,then A is called
unit matrix and it is denoted by In

 The matrix obtained from any given matrix A,by interchanging rows
and columns is called the transpose of A. It is denoted by AT

 A square matrix all of whose elements below the leading diagonal

are zero is called upper triangular matrix

 A square matrix all of whose elements above the leading diagonal are
zero is called lower triangular matrix
 A square matrix A=[aij] is said to be symmetric if aij=aji for
every i and j
Thus,A is symmetric matrix ↔ A=AT

 A square matrix A=[aij] is said to be Skew-symmetric if

aij=-aji for every i and j
Thus,A is skew-symmetric ↔ A=-AT

 Every square matrix can be expressed as the sum of

symmetric and skew-symmetric matrices in uniquely
 Trace of a square matrix A is defined as sum of the
diagonal elements and it is denoted by tr(A)

If A and B square matrices of order n and k is any

scalar then
 tr(kA) = k.tr(A)
 tr(A+B) = tr(A) + tr(B)
 tr(AB) = tr(A).tr(B)
If A is a square matrix such that A2=A is called
Idempotent

If A is a square matrix such that Am=O is called

Nilpotent . If m is the least positive integer such that
Am=O then A is called nilpotent of index

If A is a square matrix such that A2=I is called

Involutory
Minors and Cofactors of a square matrix:
 Let A=[aij]nxn be a square matrix. When from A the elements of ith
row and jth column are deleted the determinant of (n-1) rowed
matrix Mij is called the Minor of aij and is denoted by |Mij|

 The signed minor of (-1)i+j|Mij| is called the Cofactor of aij and is

denoted by Aij

 Determinant of a square matrix can be defined as the sum of

products of the elements of any row or column with their
corresponding co-factors is equal to the value of the determinant.
|A|=a11A11+A12a12+a13A13
Properties of deteminants
If A is a square matrix of order n then |kA|=kn|A|,
where k is a scalar

If A is a square matrix of order n, then |A|=|AT|

If A and B are two square matrices of the same order,

then |AB|=|A||B|
Inverse of a matrix
 Let A be any square matrix, then a matrix B, if it exits such that
AB=BA=I, then B is called inverse of A and is denoted by A-1.
 Every invertible matrix possesses a unique inverse.
 The necessary and sufficient conditions for a square matrix to
possess inverse is that |A|≠0
 A square matrix A is singular if |A|=0.
 A square matrix A is non singular if |A|≠0
 If A,B are invertable matrices of the same order, then
i) (AB)-1=B-1A-1 ii) (AT)-1=(A-1)T
Rank of a matrix
 Let A be an mxn matrix. If A is a null matrix, we define its rank
to be zero.
 If A is a non null matrix , we say that r is the rank of A if
i) every (r+1)th order minor of A is 0 and
ii) there exists at least one rth order minor of A which is not
zero
Rank of A is denoted by ρ(A).
This definition is useful to understand what rank is.
 To determine the rank of A, if m,n are both greater than 4,
this definition will not general be of much use.
Properties of rank
Rank of a matrix is unique
Every matrix will have a rank
If A is a matrix of order mxn, rank of
A=ρ(A)≤min{m,n}
If ρ(A)=r then every minor of A of order r+1,or more
is zero
Rank of the identity matrix In is n
If A is a matrix of order n and A is non-singular then
ρ(A)=n
Echelon form of a matrix
A matrix is said to be in Echelon form if it has the
following properties
 Zero rows,if any, are below any non zero row
 The first non zero entry in each non-zero row is
equal to one
 The number of zeros before the first non-zero
element in a row is less than the number of such zeros
in next row
Reduction to Normal form
 Every mxn matrix of rank r can be reduced to the form Ir,[Ir,O]
by a finite chain of elementary row or column operations
,where Ir is the r-rowed unit matrix.This form is called Normal
form or first Canonical form of a matrix

 The rank of mxn matrix A is r if and only if it can be reduced to

the normal form by a finite chain of elementary row and
column operations

 If A is an mxn matrix of rank r, there exists non-singular

matrices P and Q such that PAQ=[Ir O]
System of Linear equations
 An equation of the form a1x1+a2x2+a3x3+…….+anxn=b, where
x1,x2,x3…….xn are n unknowns and a1,a2,a3…..an,b are constants is called
linear equation
 Consider the system of m linear equations in n unknowns
x1,x2,x3……..xn as given below:
a11x1+a12x2+…………..+a1nxn=b1
a21x1+a22x2+…………..+a2nxn=b2
………………………………………
………………………………………
am1x1+am2x2+…………..+amnxn=bm
These system of equations can be written in the matrix form as AX=B
 If the system of equations is having a unique solution or
infinite number of solutions then it is said to be consistent

 If the system of equations is having no solution then it is said

to be inconsistent

 In the matrix form AX=B

if B=O then the system is said to be homogeneous
if B≠O then the system is said to be Non- homogeneous
For Non-homogeneous system
 The system AX=B is consistent,i.e.,it has a solution if and only
if ρ(A)=ρ(A:B)

 If ρ(A)=ρ(A:B)=r<n the system is consistent,but there exists

infinite number of solutions.Giving arbitrary values to (n-r)
variables

 If ρ(A)=ρ(A:B)=r=n the system has unique solution

 If ρ(A)≠ρ(A:B) then the system has no solution

For Homogeneous system
The system AX=O is always consistent because zero
solution exist
If A is a non-singular matrix then the linear system
AX=O has only the zero solution
Let ρ(A)=r
if r=n the system of equations have only trivial sol
if r<n the system of equations have an infinite
number of non-trivial solutions,we shall have n-r
variables any arbitrary value and solve for the
remaininig values
Characteristic matrix: Let A be a square matrix of order n then the
matrix (A-λI) is called Charecteristic matrix of A.where I is the
unit matrix of order n and λ is any scalar

Let A= 
1 2
 3 4 
Ex: then
 
1  
A- λI= 
2 
  is the characteristic matrix of A
3 4
Characteristic polynomial: Let A be square matrix of order n then | A- λI|
is called characteristic polynomial of A

1  2 
Ex: Let A=  
4 1
then | A- λI| = λ2-2λ+9 is the characteristic polynomial of A
Characteristic equation: Let A be square matrix of order n then
| A- λI|=0 is called characteristic equation of A

1  2 
Ex: Let A=  
4 1 

then | A- λI| = λ2-2λ+9=0 is the characteristic equation of A

Eigen values: The roots of the characteristic equation | A- λI|=0 are
called the eigen values
Ex: Let A=  2 1  then | A- λI|=λ2-6λ+5=0
 
3 4

Therefore λ=1,5 are the eigen values of the matrix A

 Eigen vector: If λ is an eigen value of the square matrix A. If
there exists a non- zero vector X such that AX=λX is said to be
eigen vector corresponding to eigen value λ of a square matrix A

 Eigen vector must be a non-zero vector

 If λ is an eigen value of matrix A if and only if there exists a non-

zero vector X such that AX=λX

 I f X is an eigen vector of a matrix A corresponding to the eigen

value λ, then kX is also an eigen vector of A corresponding to the
same eigen vector λ. K is a non zero scalar.
Properties of eigen values and eigen vectors
 The matrices A and AT have the same eigen values.

 If λ1, λ2,…..λn are the eigen values of A then

1/ λ1, 1/λ2 ……1/λn are the eigen values of A-1.

 If λ1, λ2,…..λn are the eigen values of A then λ1k, λ2k,…..λnk are
the eigen values of Ak.

 If λ is the eigen value of a non singular matrix A, then |A|/λ is

the eigen value of A.
 The sum of the eigen values of a matrix is the trace of
the matrix

 If λ is the eigen value of A then the eigen values of

B= aoA2+ a1A+a2I is aoλ2+a1λ+a2.
Similar Matrices : Two matrices A&B are said to be
similar if their exists an invertable matrix P such
that B=P-1AP.

 Eigen values of two similar matrices are same

 If A & B are square matrices and if A is invertable then the matrices A-1B
& BA-1 have the same eigen values
Diagonalization of a matrix: If a square matrix A of order
n has n eigen vectors X1, X2 ………..Xn
Corresponding to n eigen values λ1, λ2… λn respectively
then a matrix P can be found such that
P-1AP is a diagonal matrix
i.e., P-1AP=D.

Modal and spectral matrices: The matrix P in the above

result which diagonalize in the square matrix A is called
the modal matrix of A and the resulting diagonal matrix
D is known as spectral matrix.
Calculation of power of matrix: We can obtain the powers
of a matrix by using diagonalization.

Let A be the square matrix. Then a non singular matrix P

can be found such that
D=P-1AP
D2=P-1A2P  A2=PD2P-1
D3=P-1A3P  A3=PD3P-1
………………………………………
………………………………………
Dn=P-1AnP  An=PDnP-1
Matrix Polynomial: An expression of the form
F(x)=A0+A1X+A2X2+…..Am Xm ≠0, Where
A0,A1,A2,…..Am are matrices each of order n is called
a matrix polynomial of degree m.

The matrices themselves are matric polynomials of degree

zero

Equality of matrix polynomials: Two matrix polynomials are

equal if and only if the coefficients of like powers of x
are the same.
 CAYLEY-HAMILTON THEOREM
Statement: Every square matrix satisfies its own
characteristic equation.

Let A be square matrix of order n then |A-λI|=0 is the

characteristic equation of A.
|A-λI|=(-1)n[λn+a1 λn-1+a2λn-2+….+an]
Put λ=A then
=|(-1)n[An+a1 An-1+a2An-2+….+anI]=0
= [An+a1 An-1+a2An-2+….+anI]= 0 which
implies that A satisfies its characteristic equation.
Determination of A-1 using Cayley-Hamilton
theorem.
A satisfies it characteristic equation
=(-1)n[An+a1 An-1+a2An-2+….+anI]=0
= [An+a1 An-1+a2An-2+….+anI]=0
=A-1 [An+a1 An-1+a2An-2+….+anI]= 0
If A is nonsingular, then we have
anA-1=-[An+a1 An-1+a2An-2+….+anI]
A-1=-1/an[An+a1 An-1+a2An-2+….+anI]
Quadratic form: A homogeneous polynomial of
degree two in any no.of variables is known as “quadratic form”

Ex: 1).2x2+4xy+3y2 is a quadratic form in two variables x and y

2).x2-4y2+2xy+6z2-4xz+6yz is a quadratic form in three variables

x,y and z
n n

General quadratic form: The general aij xi form

quadratic
i 1 j 1
x j in
n variables x1,x2,x3…………xn is defined as

Where aij ‘s are constants.

If aij ‘s are real then quadratic form is known as real quadratic form
Matrix
n n
of a quadratic form: The general quadratic form
 a x x
i 1 j 1
ij i j
where aij=aji can always be written
as XTAX where
 x1 

x x . . . x 
 
 x2 
. 
X=   , XT= 1 2 n
. 
 

 xn 

a1 1 a . . . . a1n 
 
12

The symmetric matrix A= [aij] = a 2 1 a 22

. . . . a2n 
 
. 
. 
 

a n1 a n 2 . . . . a n n


is called the matrix of the quadratic form XTAX

NOTE:

1.The rank r of the matrix A is called the rank of the quadratic

form XTAX

2.If the rank of A is r < n ,no.of unknowns then the quadratic

form is singular otherwise non-singular and A=AT

3. Symmetric matrix ↔ quadratic form

Nature,Index,Rank and signature of the quadratic fun:

Let XTAX be the given Q.F then it is said to be

 Positive definite if all the eigen values of A are +ve
 Positive semi definite if all the eigen values are +ve and at least
one eigen value is zero
 Negative definite if all the eigen values of A are –ve
 Negative semi definite if all the eigen values of A are –ve and
at least one eigen value is zero
 Indefinite if some eigen values are +ve and some eigen values
are -ve
Rank of a Q.F: The no.of non-zero terms in the canonical form
of a quadratic function is called the rank of the quadratic func
and it is denoted by r
Index of a Q.F: Index is the no.of terms in the canonical form.
It is denoted by p.
Signature of a Q.F: The difference between +ve and –ve
terms in the canonical form is called the signature of the Q.F.
And it is denoted by s
Therefore, s = p-(r-p)
= 2p-r where p = index
r = rank
Method of reduction of Q.F to C.F:
A given Q.F can be reduced to a canonical
form(C.F) by using the following methods

1.by Diagonalization

2.by orthogonal transformation or Orthogonalization

3.by Lagrange’s reduction

Method 1:
1. Given a Q.F. reduces to the matrix form
2. Find the eigen values  0 0 
 
1

3. Write the spectral matrix D = 0  0  2

0 0  3

y 
 1
4. Canonical form is YTDY where Y= y 
 2
 
 y 3 
 1 0 0   y1 
 
C.F = y y y  1 2 3
 
0  2 0   y 2 
 
0 0  3  y 
 y   3
= y  y 
y3 3  
1

 y 2
1 1 2 2

 
 y 3 

y12  1
 y 2
2  2
 y3
2
 3
Method 2: Orthogonal transformation
 Write the matrix A of the Q.F

 Find the eigen values λ1,λ2,λ3 and corresponding eigen vectors X1,X2,X3 in
the normalized form i.e.,||X1||,||X2||,||X3||
e e e 
1 2 3

 Write the model matrix B= formed by normalized vectors .

Where ei=Xi/||Xi||
 B being orthogonal matrix B-1=BT so that BTAB=D,where D is the diagonal
matrix formed by eigen values.
 The canonical form YT(BTAB)Y = YT2DY 2
y1 1  y2  2  y32  3
=
 The orthogonal transformation X=BY
Method 3: Lagrange’s reduction
Take the common terms from product terms of given
Q.F

Make perfect squares suitable by regrouping the terms

The resulting relation gives the canonical form

Real matrices:
 Symmetric matrix
 Skew-symmetric matrix
 Orthogonal matrix

Complex matrices:
 Hermitian matrix
 Skew-hermitian matrix
 Unitary matrix
Complex matrices: If the elements of a matrix, then the
matrix is called a complex matrix.
1  i i 
 2  2  i  is a complex matrix
 

Conjugate matrix: If A=[aij]mxn is a complex matrix

then conjugate of A is A=[aij]mxn
1  i 2i  1  i  2i 
0  0 3  6i 
 3  6i  then A=

Conjugate transpose: conjugate transpose of a matrix A
is ( A )T = Aө
2  i 3i 2i 
A=  i 6  2i 9  , A = 2  i  3i  2i 
   i 6  2i 9 
2  i  i 
 
 3i 6  2i 
 
Then Aө =  2i 9 

Note: 1. (Aө)ө = A
2. (kA)ө = k Aө , k is a complex number
3. (A+B)ө = Aө + Bө
Hermitian matrix: A square matrix A=[aij] is said
to be hermitian if aij = aij

aji- for all i and j. The diagonal elements aii= aii-,

a is real.Thus every diagonal element of a
Hermitian matrix must be real.
 Skew-Hermitian matrix : A square matrix A=(aij) is
said to be skew-hermitian if
aij=-aji for all i and j. The diagonal elements must be
either purely imaginary or must be zero._
Note:
1.The diagonal elements of a Hermitian matrix are real
2.The diagonal elements of a Skew-hermitian matrix are
eigther zero or purely imaginary
3. If A is Hermitian(skew-hermitian) then iA is
Skew-hermitian(hemitian).
4. For any complex square matrix A , AAө is
Hermitian
5. If A is Hermitian matrix and its eigen values are
real
Unitary matrix: A complex square matrix A=[aij] is said to be unitary
if AAө = AөA = I
 0 i 0  i   0 i
A=   A =  i 0 Aө =  
 i 0      i 0 

 0 i   0 i  1 0
AAө =  i 0   i 0  =   =I
   0 1

A is a unitary matrix
Note: 1. The determinant of an unitary matrix has unit
modulus.
2. The eigen values of a unitary matrix are of unit
modulus.
Differential calculus methods
INTRODUCTION
 Here we study about Mean value theorems.
 Continuous function: If limit of f(x) as x tends c is f(c)
then the function f(x) is known as continuous function.
Otherwise the function is known as discontinuous
function.
 Example: If f(x) is a polynomial function then it is
continuous.
ROLLE’S MEAN VALUE THEOREM
 Let f(x) be a function such that
1) it is continuous in closed interval [a, b];
2) it is differentiable in open interval (a, b) and
3) f(a)=f(b)
Then there exists at least one point c in open interval (a, b)
such that f '(c)=0
 Example: f(x)=(x+2)3(x-3)4 in [-2,3]. Here c=-2 or 3 or
1/7
LAGRANGE’S MEAN VALUE THEOREM
 Let f(x) be a function such that
1) it is continuous in closed interval [a, b] and
2) it is differentiable in open interval (a, b)
Then there exists at least one point c in open interval (a, b)
such that f '(c)=[f(b)-f(a)]/[b-a]
 Example: f(x)=x3-x2-5x+3 in [0,4]. Here c=1+√37/3
CAUCHY’S MEAN VALUE THEOREM
 If f:[a, b] →R, g:[a, b] →R are such that 1)f,g are
continuous on [a, b] 2)f,g are
differentiable on (a, b) and 3)g '(x)≠0 for all
xЄ(a, b) then there exists cЄ(a, b) such that
[f(b)-f(a)]/[g(b)-g(a)]=f ′(c)/g′(c)
 Example: f(x)=√x, g(x)=1/√x in [a,b]. Here c=√ab
TAYLOR’S THEOREM
 If f:[a, b]→R is such that
1)f (n-1) is continuous on [a, b]
2)f(n-1) is derivable on (a, b) then there exists a point
cЄ(a, b) such that
f(b)=f(a)+(b-a)/1!f '(a)+(b-a)2/2!f "(a)+…..
 Example: f(x)=ex. Here Taylor’s expansion at x=0 is
1+x+x2/2!+…..
MACLAURIN’S THEOREM
 If f:[0,x]→R is such that
1)f(n-1) is continuous on [0,x]
2)f(n-1) is derivable on (0,x) then there exists a real number
θЄ(0,1) such that
f(x)=f(0) + xf '(0) +x2/2! f "(0) +………
 Example: f(x)=Cosx. Here Maclaurin’s expansion is 1-
x2/2!+x4/4!-….
FUNCTIONS OF SEVERAL VARIABLES
 We have already studied the notion of limit, continuity and
differentiation in relation of functions of a single variable.
In this chapter we introduce the notion of a function of
several variables i.e., function of two or more variables.
 Example 1: Area A= ab
 Example 2: Volume V= abh
DEFINITIONS
Neighbourhood of a point(a,b): A set of points lying
within a circle of radius r centered at (ab) is called a
neighbourhood of (a,b) surrounded by the circular
region.
Limit of a function: A function f(x,y) is said to tend to
the limit l as (x,y) tends to (a,b) if corresponding to
any given positive number p there exists a positive
number q such that f(x,y)-l<p foa all points (x,y)
whenever x-a≤q and y-b≤q
JACOBIAN
 Let u=u(x,y), v=v(x,y). Then these two simultaneous
relations constitute a transformation from (x,y) to (u,v).
Jacobian of u,v w.r.t x,y is denoted by J[u,v]/[x,y] or
∂(u,v)/∂(x,y)
 Example: x=r cosθ,y=r sinθ then ∂(x,y)/∂(r,θ) is r and
∂(r,θ)/∂(x,y)=1/r
MAXIMUM AND MINIMUM OF
FUNCTIONS OF TWO VARIABLES
 Let f(x,y) be a function of two variables x and y. At x=a,
y=b, f(x,y) is said to have maximum or minimum value, if
f(a,b)>f(a+h,b+k) or f(a,b)<f(a+h,b+k) respectively where
h and k are small values.
 Example: The maximum value of f(x,y)=x3+3xy2-3y2+4 is
36 and minimum value is -36
EXTREME VALUE
 f(a,b) is said to be an extreme value of f if it is a maximum
or minimum value.
 Example 1: The extreme values of u=x2y2-5x2-8xy-5y2 are
-8 and -80
 Example 2: The extreme value of x2+y2+6x+12 is 3
LAGRANGE’S METHOD OF
UNDETERMINED MULTIPLIERS
Suppose it is required to find the extremum for the
function f(x,y,z)=0 subject to the condition ф(x,y,z)=0
1)Form Lagrangean function F=f+λф
2)Obtain Fx=0,Fy=0,Fz=0
3)Solve the above 3 equations along with condition.
Example: The minimum value of x2+y2+z2 with
xyz=a3 is 3a2
Improper integration & Multiple integration
 Gamma Function
• Definition
For   0 , the gamma function ( )is defined by

( )   x 1e  x dx
0
• Properties of the gamma function:

1. For any   1, ( )  (  1)  (  1)

[via integration by parts]
2. For any positive integer, n, (n)  (n  1)!
1
3.    
2
 Beta functions
B p, q    x p 1 1  x  dx, cf . B p, q   Bq, p 
1 q 1
p  0, q  0.
0
p 1 q 1
 y  y
i ) B  p, q       p  q 1  y p 1 a  y  dy. x  y / a 
a dy 1 a q 1
 1  
 
0 a
 a  a a 0

ii ) B p, q   2
0
 /2
sin  2 p 1 cos  2 q 1 d . x  sin  
2

 y p 1dy
iii ) B p, q    . x  y / 1  y 
0 1  y  pq

63
MULTIPLE INTEGRALS
 Let y=f(x) be a function of one variable defined and
bounded on [a,b]. Let [a,b] be divided into n subintervals
by points x0,…,xn such that a=x0,……….xn=b. The
generalization of this definition ;to two dimensions is
called a double integral and to three dimensions is called a
triple integral.
DOUBLE INTEGRALS
 Double integrals over a region R may be evaluated by two
successive integrations. Suppose the region R cannot be
represented by those inequalities, and the region R can be
subdivided into finitely many portions which have that
property, we may integrate f(x,y) over each portion
separately and add the results. This will give the value of
the double integral.
CHANGE OF VARIABLES IN DOUBLE
INTEGRAL
 Sometimes the evaluation of a double or triple integral
with its present form may not be simple to evaluate. By
choice of an appropriate coordinate system, a given
integral can be transformed into a simpler integral
involving the new variables. In this case we assume that
x=r cosθ, y=r sinθ and dxdy=rdrdθ
CHANGE OF ORDER OF INTEGRATION
Here change of order of integration implies that the
change of limits of integration. If the region of
integration consists of a vertical strip and slide along
x-axis then in the changed order a horizontal strip and
slide along y-axis then in the changed order a
horizontal strip and slide along y-axis are to be
considered and vice-versa. Sometimes we may have to
split the region of integration and express the given
integral as sum of the integrals over these sub-regions.
Sometimes as commented above, the evaluation gets
simplified due to the change of order of integration.
Always it is better to draw a rough sketch of region of
integration.
TRIPLE INTEGRALS
 The triple integral is evaluated as the repeated integral
where the limits of z are z1 , z2 which are either constants
or functions of x and y; the y limits y1 , y2 are either
constants or functions of x; the x limits x1, x2 are
constants. First f(x,y,z) is integrated w.r.t. z between z
limits keeping x and y are fixed. The resulting expression
is integrated w.r.t. y between y limits keeping x constant.
The result is finally integrated w.r.t. x from x1 to x2.
CHANGE OF VARIABLES IN TRIPLE
INTEGRAL
In problems having symmetry with respect to a point
O, it would be convenient to use spherical coordinates
with this point chosen as origin. Here we assume that
x=r sinθ cosф, y=r sinθ sinф, z=r cosθ and dxdydz=r2
sinθ drdθdф
Example: By the method of change of variables in
triple integral the volume of the portion of the sphere
x2+y2+z2=a2 lying inside the cylinder x2+y2=ax is
2a3/9(3π-4)
Differential Equations
INTRODUCTION
 An equation involving a dependent variable and its
derivatives with respect to one or more independent
variables is called a Differential Equation.
 Example 1: y″ + 2y = 0
 Example 2: y2 – 2y1+y=23
 Example 3: d2y/dx2 + dy/dx – y=1

L1-3:
TYPES OF A DIFFERENTIAL EQUATION
ORDINARY DIFFERENTIAL EQUATION: A
differential equation is said to be ordinary, if the
derivatives in the equation are ordinary derivatives.
Example:d2y/dx2-dy/dx+y=1
PARTIAL DIFFERENTIAL EQUATION: A
differential equation is said to be partial if the
derivatives in the equation have reference to two or
more independent variables.
Example:∂4y/∂x4+∂y/∂x+y=1

L1-3:
DEFINITIONS
ORDER OF A DIFFERENTIAL EQUATION: A
differential equation is said to be of order n, if the nth
derivative is the highest derivative in that equation.
Example: Order of d2y/dx2+dy/dx+y=2 is 2
DEGREE OF A DIFFERENTIAL EQUATION: If the
given differential equation is a polynomial in y(n), then
the highest degree of y(n) is defined as the degree of
the differential equation.
Example: Degree of (dy/dx)4+y=0 is 4

L1-3:
SOLUTION OF A DIFFERENTIAL
EQUATION
 SOLUTION: Any relation connecting the variables of an
equation and not involving their derivatives, which satisfies the
given differential equation is called a solution.
 GENERAL SOLUTION: A solution of a differential equation
in which the number of arbitrary constant is equal to the order
of the equation is called a general or complete solution or
complete primitive of the equation.
 Example: y = Ax + B
 PARTICULAR SOLUTION: The solution obtained by giving
particular values to the arbitrary constants of the general
solution, is called a particular solution of the equation.
 Example: y = 3x + 5
L1-3:
EXACT DIFFERENTIAL EQUATION
 Let M(x,y)dx + N(x,y)dy = 0 be a first order and first
degree differential equation where M and N are real
valued functions for some x, y. Then the equation Mdx +
Ndy = 0 is said to be an exact differential equation if
∂M/∂y=∂N/∂x
 Example: (2y
sinx+cosy)dx=(x siny+2cosx+tany)dy

L1-3:
Working rule to solve an exact equation
STEP 1: Check the condition for exactness,
if exact proceed to step 2.
STEP 2: After checking that the equation is
exact, solution can be obtained as
∫M dx+∫(terms not containing x) dy=c

L1-3:
INTEGRATING FACTOR
 Let Mdx + Ndy = 0 be not an exact differential equation.
Then Mdx + Ndy = 0 can be made exact by multiplying it
with a suitable function u is called an integrating factor.
 Example 1:ydx-xdy=0 is not an exact equation. Here 1/x2
is an integrating factor
 Example 2:y(x2y2+2)dx+x(2-2x2y2)dy=0 is not an exact
equation. Here 1/(3x3y3) is an integrating factor

L1-3:
METHODS TO FIND INTEGRATING
FACTORS
 METHOD 1: With some experience integrating factors
can be found by inspection. That is, we have to use some
known differential formulae.
 Example 1:d(xy)=xdy+ydx
 Example 2:d(x/y)=(ydx-xdy)/y2
 Example 3:d[log(x2+y2)]=2(xdx+ydy)/(x2+y2)

L1-3:
METHODS TO FIND INTEGRATING
FACTORS
 METHOD 2: If Mdx + Ndy = 0 is a non-exact but
homogeneous differential equation and Mx + Ny ≠ 0
then 1/(Mx + Ny) is an integrating factor of Mdx + Ndy =
0.
 Example 1:x2ydx-(x3+y3)dy=0 is a non-exact
homogeneous equation. Here I.F.=-1/y4
 Example 2:y2dx+(x2-xy-y2)dy=0 is a non-exact
homogeneous equation. Here I.F.=1/(x2y-y3)

L1-3:
METHODS TO FIND INTEGRATING
FACTORS
METHOD 3: If the equation Mdx + Ndy = 0 is of the
form y.f(xy) dx + x.g(xy) dy = 0 and Mx – Ny ≠ 0
then 1/(Mx – Ny) is an integrating factor of Mdx +
Ndy = 0.
Example 1:y(x2y2+2)dx+x(2-2x2y2)dy=0 is non-exact
and in the above form. Here I.F=1/(3x3y3)
Example 2:(xysinxy+cosxy)ydx+(xysinxy-
cosxy)xdy=0 is non-exact and in the above form. Here
I.F=1/(2xycosxy)

L1-3:
METHODS TO FIND INTEGRATING FACTORS
METHOD 4: If there exists a continuous single
variable function f(x) such that ∂M/∂y-∂N/∂x=Nf(x)
then e∫f(x)dx is an integrating factor of Mdx + Ndy =
0
Example 1:2xydy-(x2+y2+1)dx=0 is non-exact and
∂M/∂y - ∂N/∂x=N(-2/x). Here I.F=1/x2
Example 2:(3xy-2ay2)dx+(x2-2axy)=0 is non-exact
and ∂M/∂y - ∂N/∂x=N(1/x). Here I.F=x

L1-3:
METHODS TO FIND INTEGRATING
FACTORS
METHOD 5: If there exists a continuous single
variable function f(y) such that
∂N/∂x - ∂M/∂y=Mg(y) then e∫g(y)dy is an integrating
factor of Mdx + Ndy = 0
Example 1:(xy3+y)dx+2(x2y2+x+y4)dy=0 is a non-
exact equation and ∂N/∂x - ∂M/∂y=M(1/y). Here
I.F=y
Example 2:(y4+2y)dx+(xy3+2y4-4x)dy=0 is a non-
exact equation and ∂N/∂x - ∂M/∂y=M(-3/y).Here
I.F=1/y3
L1-3:
LEIBNITZ LINEAR EQUATION
An equation of the form y′ + Py = Q is called a
linear differential equation.
Integrating Factor(I.F.)=e∫pdx
Solution is y(I.F) = ∫Q(I.F)dx+C
Example 1:xdy/dx+y=logx. Here I.F=x and solution
is xy=x(logx-1)+C
Example 2:dy/dx+2xy=e-x.Here I.F=ex and solution
is yex=x+C

L1-3:
BERNOULLI’S LINEAR EQUATION
An equation of the form y′ + Py = Qyn is called a
Bernoulli’s linear differential equation. This
differential equation can be solved by reducing it to
the Leibnitz linear differential equation. For this
dividing above equation by yn
Example 1: xdy/dx+y=x2y6.Here I.F=1/x5 and solution
is 1/(xy)5=5x3/2+Cx5
Example 2: dy/dx+y/x=y2xsinx. Here I.F=1/x and
solution is 1/xy=cosx+C
ORTHOGONAL TRAJECTORIES
If two families of curves are such that each member of
family cuts each member of the other family at right
angles, then the members of one family are known as
the orthogonal trajectories of the other family.
Example 1: The orthogonal trajectory of the family of
parabolas through origin and foci on y-axis is
x2/2c+y2/c=1
Example 2: The orthogonal trajectory of rectangular
hyperbolas is xy=c2
PROCEDURE TO FIND ORTHOGONAL
TRAJECTORIES
Suppose f (x ,y ,c) = 0 is the given family of
curves, where c is the constant.
STEP 1: Form the differential equation by
eliminating the arbitrary constant.
STEP 2: Replace y′ by -1/y′ in the above
equation.
STEP 3: Solve the above differential equation.
NEWTON’S LAW OF COOLING
 The rate at which the temperature of a hot body decreases
is proportional to the difference between the temperature
of the body and the temperature of the surrounding air.
θ′ ∞ (θ – θ0)
 Example: If a body is originally at 80oC and cools down to
60oC in 20 min.If the temperature of the air is at 40oC then
the temperture of the body after 40 min is 50oC
LAW OF NATURAL GROWTH
When a natural substance increases in Magnitude as a
result of some action which affects all parts equally,
the rate of increase depends on the amount of the
substance present.
N′ = k N
Example: If the number N of bacteria in a culture
grew at a rate proportional to N. The value of N was
initially 100 and increased to 332 in 1 hour. Then the
value of N after one and half hour is 605
LAW OF NATURAL DECAY
 The rate of decrease or decay of any substance is
proportion to N the number present at time.
N′ = -k N
 Example: A radioactive substance disintegrates at a rate
proportional to its mass. When mass is 10gms, the rate of
disintegration is 0.051gms per day. The mass is reduced to
10 to 5gms in 136 days.
INTRODUCTION
An equation of the form
Dny + k1 Dn-1y +....+ kny = X
Where k1,…..,kn are real constants and X is a
continuous function of x is called an ordinary linear
equation of order n with constant coefficients.
Its complete solution is
y = C.F + P.I
where C.F is a Complementary Function and
P.I is a Particular Integral.
Example:d2y/dx2+3dy/dx+4y=sinx
COMPLEMENTARY FUNCTION
 If roots are real and distinct then
C.F = c1 em1x + …+ ck emkx
 Example 1: Roots of an auxiliary equation are 1,2,3
then C.F = c1 ex + c2 e2x + c3 e3x
 Example 2: For a differential equation
(D-1)(D+1)y=0, roots are -1 and 1. Hence
C.F = c1 e-x +c2 ex
COMPLEMENTARY FUNCTION
 If roots are real and equal then
C.F = (c1+ c2x +….+ ckxk)emx
 Example 1: The roots of a differential equation (D-1)3y=0
are 1,1,1. Hence C.F.= (c1+c2x+c3x2)ex
 Example 2: The roots of a differential equation (D+1)2y=0
are -1,-1. Hence C.F=(c1+c2x)e-x
COMPLEMENTARY FUNCTION
 If two roots are real and equal and rest are real and
different then C.F=(c1+c2x)em1x+c3em3x+….
 Example : The roots of a differential equation (D-
2)2(D+1)y=0 are 2,2,-1. Hence C.F.=(c1+c2x)e2x+c3e-X
COMPLEMENTARY FUNCTION
 If roots of Auxiliary equation are complex say p+iq and p-
iq then C.F=epx(c1 cosqx+c2 sinqx)
 Example: The roots of a differential equation (D2+1)y=0
are 0+i(1) and 0-i(1). Hence C.F=e0x(c1cosx+c2sinx)
 =(c1cosx+c2sinx)
COMPLEMENTARY FUNCTION
 A pair of conjugate complex roots say p+iq and p-iq are
repeated twice then
C.F=epx((c1+c2x)cosqx+(c3+c4x)sinqx)
 Example: The roots of a differential equation (D2-
D+1)2y=0 are ½+i(1.7/2) and ½-i(1.7/2) repeated twice.
Hence C.F=e1/2x(c1+c2x)cos(1.7/2)x+ (c3+c4x)sin(1.7/2)x
PARTICULAR INTEGRAL
 When X = eax put D = a in Particular Integral. If f(a) ≠ 0
then P.I. will be calculated directly. If f(a) = 0 then
multiply P.I. by x and differentiate denominator. Again put
D = a.Repeat the same process.
 Example 1:y″+5y′+6y=ex. Here P.I=ex/12
 Example 2:4D2y+4Dy-3y=e2x.Here P.I=e2x/21
PARTICULAR INTEGRAL
 When X = Sinax or Cosax or Sin(ax+b) or Cos(ax+b) then
put D2= - a2 in Particular Integral.
 Example 1: D2y-3Dy+2y=Cos3x. Here
P.I=(9Sin3x+7Cos3x)/130
 Example 2: (D2+D+1)y=Sin2x. Here P.I= -
1/13(2Cos2x+3Sin2x)
PARTICULAR INTEGRAL
 When X = xk or in the form of polynomial then convert
f(D) into the form of binomial expansion from which we
can obtain Particular Integral.
 Example 1: (D2+D+1)y=x3.Here P.I=x3-3x2+6
 Example 2: (D2+D)y=x2+2x+4. Here P.I=x3/3+4x
PARTICULAR INTEGRAL
 When X = eaxv then put D = D+a and take out eax to the
left of f(D). Now using previous methods we can obtain
Particular Integral.
 Example 1:(D4-1)y=ex Cosx. Here P.I=-
exCosx/5
 Example 2: (D2-3D+2)y=xe3x+Sin2x. Here P.I=e3x/2(x-
3/2)+1/20(3Cos2x-Sin2x)
PARTICULAR INTEGRAL
 When X = x.v then
P.I = [{x – f "(D)/f(D)}/f(D)]v
 Example 1: (D2+2D+1)y=x Cosx. Here
P.I=x/2Sinx+1/2(Cosx-Sinx)
 Example 2: (D2+3D+2)y=x ex Sinx. Here
P.I=ex[x/10(Sinx-Cosx)-1/25Sinx+Cosx/10]
PARTICULAR INTEGRAL
 When X is any other function then Particular Integral can
be obtained by resolving 1/f(D) into partial fractions.
 Example 1: (D2+a2)y=Secax. Here P.I=x/a Sinax+Cosax
log(Cosax)/a2
CAUCHY’S LINEAR EQUATION
 Its general form is
xnDny + …. +y = X
then to solve this equation put x = ez and convert into
ordinary form.
 Example 1: x2D2y+xDy+y=1
 Example 2: x3D3y+3x2D2y+2xDy+6y=x2
LEGENDRE’S LINEAR EQUATION
 Its general form is
(ax + b)n Dny +…..+y = X
then to solve this equation put ax + b = ez and convert into
ordinary form.
 Example 1: (x+1)2D2y-3(x+1)Dy+4y=x2+x+1
 Example 2: (2x-1)3D3y+(2x-1)Dy-2y=x
METHOD OF VARIATION OF
PARAMETERS
Its general form is
D2y + P Dy + Q = R
where P, Q, R are real valued functions of x.
Let C.F = C1u + C2v
P.I = Au + Bv
Example 1: (D2+1)y=Cosecx. Here A=-x, B=log(Sinx)
Example 2: (D2+1)y=Cosx. Here A=Cos2x/4,
B=(x+Sin2x)/2
Laplace transform
DEFINITION
 Let f(t) be a function defined for all positive values of t.
Then the Laplace transform of f(t), denoted by L{f(t)} or
f(s) is defined by L{f(t)}=f(s)=∫e-st f(t) dt
 Example 1:L{1}=1/s
 Example 2:L{eat}=1/(s-a)
 Example 3:L{Sinat}=a/(s2+a2)
FIRST SHIFTING THEOREM
 If L{f(t)}=f(s), then L{eat f(t)}=f(s-a), s-a>0 is known as a
first shifting theorem.
 Example 1: By first shifting theorem the value of
L{eatSinbt} is b/[(s-a)2+b2]
 Example 2: L{eattn}=n!/(s-a)n+1
 Example 3: L{eatSinhbt}=b/[(s-a)2-b2]
 Example 4: L{e-atSinbt}=b/[(s+a)2+b2]
UNIT STEP FUNCTION(HEAVISIDES UNIT
FUNCTION)
 The unit step function is defined as H(t-a) or u(t-a)=0, if t<a
and 1 otherwise.
 L{u(t-a)}=e-as f(s)
 Example 1: The laplace transform of (t-2)3u(t-2) is 6e-2s/s4
 Example 2: The laplace transform of e-3tu(t-2) is e-(s+3)/(s+3)
CHANGE OF SCALE PROPERTY
 If L{f(t)}=f(s), then L{f(at)}=1/a f(s/a) is known as a
change of scale property.
 Example 1:By change of scale property the value of
L{sin2at} is 2a2/[s(s2+4a2]
 Example 2:If L{f(t)}=1/s e-1/s then by change of scale
property the value of L{e-tf(3t)} is e-3/(s+1)/(s+1)
LAPLACE TRANSFORM OF INTEGRAL
 If L{f(t)}=f(s) then L{∫f(u)du}=1/s f(s) is known as
laplace transform of integral.
 Example 1:By the integral formula, L{∫e-tcost
dt}=(s+1)/[s(s2+2s+2)]
 Example 2:By the integral formula, L{∫ ∫coshat dt
dt}=1/[s(s2-a2)]
LAPLACE TRANSFORM OF tn f(t)
 If f(t) is sectionally continuous and of exponential order
and if L{f(t)}=f(s) then L{t.f(t)}=-f(s)
 In general L{tn.f(t)}= (-1)n dn/dsn f(s)
 Example 1: By the above formula the value of L{t cosat}
is (s2-a2)/(s2+a2)2
 Example 2: By the above formula the value of L{t e-t
cosht} is (s2+2s+2)/(s2+2s)2
LAPLACE TRANSFORM OF f(t)/t
 If L{f(t)}=f(s), then L{f(t)/t}= ∫f(s)ds, provided the
integral exists.
 Example 1: By the above formula, the value of L{sint/t} is
cot-1s
 Example 2: By the above formula, the value of L{(e-at – e-
bt)/t}=log(s+b)/(s+a)
LAPLACE TRANSFORM OF PERIODIC
FUNCTION
 PERIODIC FUNCTION: A function f(t) is said to be
periodic, if and only if f(t+T)=f(t) for some value of T and
for every value of t. The smallest positive value of T for
which this equation is true for every value of t is called the
period of the function.
 If f(t) is a periodic function then
 L{f(t)}=1/(1-e-sT)∫e-st f(t) dt
INVERSE LAPLACE TRANSFORM
 So far we have considered laplace transforms of some
functions f(t). Let us now consider the converse namely,
given f(s), f(t) is to be determined. If f(s) is the laplace
transform of f(t) then f(t) is called the inverse laplace
transform of f(s) and is denoted by f(t)=L-1{f(s)}
CONVOLUTION THEOREM
 Let f(t) and g(t) be two functions defined for positive
numbers t. We define
 f(t)*g(t)=∫f(u)g(t-u) du
 Assuming that the integral on the right hand side
exists.f(t)*g(t) is called the convolution product of f(t) and
g(t).
 Example: By convolution theorem the value of L-1{1/[(s-
1)(s+2)]} is (et-e-2t)/3
APPLICATION TO DIFFERENTIAL
EQUATION
 Ordinary linear differential equations with constant
coefficients can be easily solved by the laplace tranform
method, without the necessity of first finding the general
solution and then evaluating the arbitrary constants. This
method, in general, shorter than our earlier methods and is
especially suitable to obtain the solution of linear non-
homogeneous ordinary differential equations with
constant coefficients.
SOLUTION OF A DIFFERENTIAL EQUATION BY LAPLACE
TRANSFORM
 Step 1:Take the laplace transform of both sides of the given
differential equation.
 Step 2:Use the formula
 L{y'(t)}=sy(s)-y(0)
 Step 3:Replace y(0),y'(0) etc., with the given initial conditions
 Step 4:Transpose the terms with minus signs to the right
 Step 5:Divide by the coefficient of y, getting y as a known
function of s.
 Step 6:Resolve this function of s into partial fractios.
 Step 7:Take the inverse laplace transform of y obtained in step
5. This gives the required solution.