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Ceng 203 Math (LLL)

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42 views140 pages

Ceng 203 Math (LLL)

Uploaded by

Yossef salem
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Vision

Placing the Faculty of Engineering among the most renowned


establishments regionally and internationally, through
pioneering the fields of engineering education and scientific
research, via academic specialization and distinguished
programs, that fulfill the needs of society and contribute to
sustainable development.

Mission
Achieving a remarkable academic standard in graduating
distinguished engineers, on the academic, professional, and
ethical levels. Keeping pace with the latest educational
techniques. Encouraging scientific and technological research.
Exchanging knowledge, through the highest academic and
professional standards, in order to fulfill the needs of society and
contribute effectively to achieving sustainable development in
Egypt.
Contents
Chapter 1 Partial Derivatives……………………………………………. 4
1-1 Introduction……………………………………………… 4
1-2 Definition of Partial Derivative………………………… 5
1-3 The Chain Rule…………………………………………. 12
Exercise-1………………………………………………………. 20
Chapter 2 Ordinary Differential Equations……………………………. 24
2-1 Types of Differential Equations……………………….. 24
2-2 Solution of 1st Order D. E…………………………….. 25
2-2-1 Separable method……………………………. 25
2-2-2 Homogenous D.E……………………………... 27
2-2-3 Exact D.E………………………………………. 29
2-2-4 Not Exact D.E.(Integrating Factor)………….. 32
2-2-5 Solution of Linear D. E……………………….. 34
2-2-6 Reducible to Linear "Bernolli's " D.E………... 36
Exercise – 2…………………………………………………….. 40
Chapter 3 Solution of Higher Order ODE With Constant
Coefficients…………………………………………………….
43
3-1 Homogenous Type……………………………………... 43
3-2 Solution of Non – Homogenous 2nd Order D.E……… 45
Exercise – 3…………………………………………………….. 56
Chapter 4 Multiple integrals…………………………………………….. 58
4-1 Double integrals………………………………………… 58
4-1-1 Properties of Double integrals .……………… 58
4-1-2 Evaluation of the Double integrals………….. 59
4-1-3 Interchange the Order of Integration……….. 62
4-1-4 Change of variables in double integrals……. 64
4-2 Triple integrals………………………………………….. 66
4-2-1 Triple integral in spherical coordinates……... 69
Exercise ………………………………………74
Chapter 5 Vector Analysis……………………………………………….. 76

Math-III
Page 2
5-1 Introduction……………………………………………… 76
5-2 The Dot Product (Scalar or Inner Product)………….. 77
5-3 Cross Product (Vector Product), Triple Scalar 78
Product and Triple Vector Product……………………
5-4 The Directional Derivative, Gradient…………………. 79
5-5 Divergence, Curl and Physical Interpretations……… 83
5-6 Line Integrals, Line Integrals Independent of the 84
Path and Conservative Vector Field …………………
5-7 Green's Theorem……………………………………….. 89
5-8 Surface Integral………………………………………… 91
5-9 Stokes' Theorem……………………………………… 93
5-10 Divergence Theorem…………………………………... 95
Exercise- 5 ………………………………………………….100

Chapter 6 Complex Analysis……………………………………….…….. 106


6 - 1 Complex function, Analytic function……………………….…...108
6-1-1 Function of Complex Variable……………………….…...108
6-1-2 Limit…………………………………………………….……109
6-1-3 Continuity……………………………………………….…..109
6-1- 4 Differentiability, Derivative………………………….…….110
6 – 2 Analytic Function…………………………………………….…..110
6 – 3 Cauchy – Rieman Equations……………………………….…..111
6 – 4 Cauchy – Rieman equations in polar form……………………111
6–5 Harmonic Function……………………………….……………..113
6 – 6 Cauchy's Integral Formula………………………………………116
6 - 7 The Derivative of an Analytic Function……..……..…………...118
Exercise - 6…………………………………………………………..….121
Model Exams (Quizes, Midterm, Final)…………...……..……..125
References……………………………..………………………….139

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Chapter – 1

Partial Derivatives

1-1Introduction

In this section, we generalize the notion of derivative to functions of


more than one variable.
First, recall that for a function 𝑓 of a single variable, we define the
derivative function as
𝑓 (𝑥 + ℎ) − 𝑓 (𝑥)
𝑓 ′ (𝑥) = lim
ℎ→0 ℎ

For any values of 𝑥 for which the limit exists. At any particular
value 𝑥 = 𝑎, we interpret 𝑓 ′(𝑎) as the instantaneous rate of change
of the function with respect to 𝑥 at that point. Consider a flat metal
plate in the shape of the region 𝑅 ⊂ 𝑅2 , where the temperature at
any point (𝑥, 𝑦) ∈ 𝑅 is given by 𝑓 (𝑥, 𝑦). If you move along the
horizontal line segment from
(𝑎, 𝑏) 𝑡𝑜 (𝑎 + ℎ, 𝑏) , notice that 𝑦 is a constant (𝑦 = 𝑏). So, the
average rate of change of the temperature with respect to the
horizontal distance 𝑥 on this line segment is given by:
𝑓 (𝑎 + ℎ, 𝑏) − 𝑓 (𝑎, 𝑏)

To get the instantaneous rate of change of 𝑓 in the 𝑥 −direction at the
point (𝑎, 𝑏), we take the 𝑙𝑖𝑚𝑖𝑡 𝑎𝑠 ℎ → 0:
𝑓 (𝑎 + ℎ, 𝑏) − 𝑓 (𝑎, 𝑏)
lim
ℎ→0 ℎ

Math-III
Page 4
You should recognize this limit as a derivative. Since f is a function of
two variables and we have held the one variable fixed (𝑦 = 𝑏), we
call this the partial derivative of 𝒇 with respect to x at the point
(𝑎, 𝑏), denoted by:

∂f 𝑓(𝑎 + ℎ, 𝑏) − 𝑓 (𝑎, 𝑏)
(a, b) = lim .
∂x ℎ→0 ℎ
∂f
This says that (a, b) gives the instantaneous rate of change of 𝑓
∂x

with respect to 𝑥 (i.e., in the 𝑥 −direction) at the point (𝑎, 𝑏).


Alternatively, if we move along a vertical line segment from
The instantaneous rate of change of 𝑓 in the 𝑦 −direction at the point
(𝑎, 𝑏) is then given by:
𝑓 (𝑎 , 𝑏 + ℎ ) − 𝑓 (𝑎, 𝑏)
lim
ℎ→0 ℎ

which you should again recognize as a derivative. In this case,


however, we have held the value of 𝑥 fixed (𝑥 = 𝑎) and refer to this
as the partial derivative of 𝒇 with respect to y at the point (a, b),
denoted by:
∂f 𝑓(𝑎 , 𝑏 + ℎ ) − 𝑓 (𝑎, 𝑏)
(a, b) = lim .
∂y ℎ→0 ℎ

1-2 Definition of Partial Derivative


∂f
The partial derivative of 𝒇(𝒙, 𝒚) with respect to 𝒙, written , is
∂x
defined by:

Math-III
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∂f 𝑓(𝑥 + ℎ, 𝑏) − 𝑓 (𝑎, 𝑏)
(a, b) = lim .
∂x ℎ→0 ℎ

For any values of 𝑥 and 𝑦 for which the limit exists.


∂f
The partial derivative of 𝒇(𝒙, 𝒚) with respect to 𝒚, written , is
∂y

defined by:
∂f 𝑓(𝑎 , 𝑦 + ℎ ) − 𝑓 (𝑎, 𝑏)
(a, b) = lim .
∂y ℎ→0 ℎ

For any values of 𝑥 and 𝑦 for which the limit exists.


With functions of several variables, we can no longer use the prime
notation for denoting partial derivatives. [Which partial derivative
would 𝑓 ′(𝑥, 𝑦) denote?] So, we introduce several convenient types of
notation here. For 𝑧 = 𝑓(𝑥, 𝑦), we write
∂f 𝜕𝑧 𝜕
(𝑥, 𝑦) = 𝑓𝑥 (𝑥, 𝑦) = (𝑥, 𝑦) = [𝑓(𝑥, 𝑦)].
∂x 𝜕𝑥 𝜕𝑥

𝜕
The expression is a partial differential operator. It tells you to
𝜕𝑥
take the partial derivative (with respect to 𝑥) of whatever expression
follows it. Similarly, we have
∂f 𝜕𝑧 𝜕
(𝑥, 𝑦) = 𝑓𝑦 (𝑥, 𝑦) = (𝑥, 𝑦) = [𝑓(𝑥, 𝑦)].
∂y 𝜕𝑦 𝜕𝑦

EXAMPLE- 1 : [Computing Partial Derivatives]

𝜕𝑓
For 𝑓(𝑥, 𝑦) = 3𝑥 2 + 𝑥 3 𝑦 + 4𝑦 2 , compute (𝑥, 𝑦),
𝜕𝑥
𝜕𝑓
(𝑥, 𝑦), 𝑓𝑥 (1,0) 𝑎𝑛𝑑 𝑓𝑦 (2, −1).
𝜕𝑦

Math-III
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Solution: Compute
𝜕𝑓
(𝑥, 𝑦) by treating y as a constant. We have
𝜕𝑥

𝜕𝑓 𝜕
(𝑥, 𝑦) = (3𝑥 2 + 𝑥 3 𝑦 + 4𝑦 2 ) = 6𝑥 + (3𝑥 2 )𝑦 + 0
𝜕𝑥 𝜕𝑥
= 6𝑥 + 3𝑥 2 𝑦,
Next, we compute
𝜕𝑓
(𝑥, 𝑦) by treating x as a constant. We have
𝜕𝑦

𝜕𝑓 𝜕
(𝑥, 𝑦) = (3𝑥 2 + 𝑥 3 𝑦 + 4𝑦 2 ) = 0 + ( 𝑥 3 ) + 8𝑦 = 𝑥 3 + 8𝑦.
𝜕𝑦 𝜕𝑦
Substituting values for 𝑥 and 𝑦, we get
𝜕𝑓
𝑓𝑥 (1, 0) = (1,0) = 6 + 0 = 6
𝜕𝑥

and
𝜕𝑓
𝑓𝑦 (2, −1) = (2, −1) = 8 − 8 = 0.
𝜕𝑦

Since we are holding one of the variables fixed when we compute a


partial derivative.
We have the product rules:
𝜕 𝜕𝑢 𝜕𝑣
(𝑢𝑣) = 𝑣+ 𝑢
𝜕𝑥 𝜕𝑥 𝜕𝑥

and
𝜕 𝜕𝑢 𝜕𝑣
(𝑢𝑣) = 𝑣+ 𝑢
𝜕𝑦 𝜕𝑦 𝜕𝑦

and the quotient rule:


𝜕𝑢 𝜕𝑣
𝜕 𝑢 𝑣− 𝑢
( )= 𝜕𝑥 𝜕𝑥
𝜕𝑥 𝑣 𝑣2
Math-III
Page 7
𝜕 𝑢
With a corresponding quotient rule holding for ( ).
𝜕𝑦 𝑣

EXAMPLE - 2: [Computing Partial Derivatives]

𝑥 𝜕𝑓 𝜕𝑓
For 𝑓(𝑥, 𝑦) = 𝑒 𝑥𝑦 + , compute , .
𝑦 𝜕𝑥 𝜕𝑦

Solution: Treating 𝑦 as a constant, we have:


𝜕𝑓 𝜕 𝑥 1
𝜕𝑥
(𝑥, 𝑦) =
𝜕𝑥
(𝑒 𝑥𝑦 + 𝑦) = 𝑦𝑒 𝑥𝑦 + 𝑦 .

Similarly, treating 𝑥 as a constant, we have


𝜕𝑓 𝜕 𝑥 𝑥
𝜕𝑦
(𝑥, 𝑦) =
𝜕𝑦
(𝑒 𝑥𝑦 + 𝑦) = 𝑥𝑒 𝑥𝑦 − 𝑦2 .

EXAMPLE – 3: [An Application of Partial Derivatives]

To Thermodynamics for a real gas, van der Waals’ equation states


that
𝑛2 𝑎
(𝑃 + 2 ) (𝑉 − 𝑛𝑏) = 𝑛𝑅𝑇.
𝑉
Where 𝑃 is the pressure of the gas, 𝑉 is the volume of the gas, 𝑇 is
the temperature (in degrees Kelvin), 𝑛 is the number of moles of gas,
𝑅 is the universal gas constant and 𝑎 and 𝑏 are constants. Compute
and interpret

𝜕𝑃(𝑉,𝑇 ) 𝜕𝑇(𝑃,𝑉 )
and .
𝜕𝑉 𝜕𝑃
Solution: We first solve for P to get

Math-III
Page 8
𝑛𝑅𝑇 𝑛2 𝑎
𝑃 = −
𝑉 − 𝑛𝑏 𝑉 2
and compute
𝜕𝑃(𝑉, 𝑇 ) 𝜕 𝑛𝑅𝑇 𝑛2 𝑎 𝑛𝑅𝑇 𝑛2 𝑎
= ( − )=− +2 3 .
𝜕𝑉 𝜕 𝑉 𝑉 − 𝑛𝑏 𝑉 2 (𝑉 − 𝑛𝑏)2 𝑉
Notice that this gives the rate of change of pressure relative to a
change in volume (with temperature held constant). Next, solving van
1 𝑛2 𝑎
der Waals’ equation for 𝑇, we get 𝑇= (𝑃 + ) (𝑉 − 𝑛𝑏).
𝑛𝑅 𝑉2

and compute
𝜕𝑇(𝑃, 𝑉) 𝜕 1 𝑛2 𝑎 1
= [ (𝑃 + 2 ) (𝑉 − 𝑛𝑏)] = (𝑉 − 𝑛𝑏).
𝜕𝑃 𝜕𝑃 𝑛𝑅 𝑉 𝑛𝑅
This gives the rate of change of temperature relative to a change in
pressure (with volume held constant).
Notice that the partial derivatives found in the preceding examples
are themselves functions of two variables. We have seen that
second- and higher-order derivatives of functions of a single variable
provide much significant information. Not surprisingly, higher-order
partial derivatives are also very important in applications.
For functions of two variables, there are four different second-order
partial derivatives.
The partial derivative with respect to 𝑥 of
𝜕𝑓 𝜕 𝜕𝑓 𝜕2 𝑓
is ( ), usually abbreviated as or 𝑓𝑥𝑥 .
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥 2
Similarly, taking two successive partial derivatives with respect to 𝑦
𝜕 𝜕𝑓 𝜕2 𝑓
gives us is ( )= or 𝑓𝑦𝑦 .
𝜕𝑦 𝜕𝑦 𝜕𝑦 2

For mixed second-order partial derivatives, one derivative is

Math-III
Page 9
taken with respect to each variable. If the first partial derivative is
taken with respect to 𝑥,
𝜕 𝜕𝑓 𝜕2 𝑓
we have ( ), abbreviated as = or (𝑓𝑥 )𝑦 = 𝑓𝑥𝑦
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥

If the first partial derivative is taken with respect to 𝑦, we have


𝜕 𝜕𝑓 𝜕2 𝑓
( ), abbreviated as = or (𝑓𝑦 )𝑥 = 𝑓𝑦𝑥 .
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦

EXAMPLE - 4: [Computing Second-Order Partial Derivatives]

Find all second-order partial derivatives of


𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 − 𝑦 3 + 𝑙𝑛 𝑥.
Solution: We start by computing the first-order partial derivatives:
𝜕𝑓 1
= 2𝑥𝑦 + and
𝜕𝑥 𝑥
𝜕𝑓
= 𝑥 2 − 3𝑦 2 . We then have
𝜕𝑦

𝜕2𝑓 𝜕 𝜕𝑓 𝜕 1 1
= ( ) = (2𝑥𝑦 + ) = 2𝑦 − .
𝜕𝑥 2 𝜕𝑥 𝜕𝑥 𝜕𝑥 𝑥 𝑥2
𝜕2𝑓 𝜕 𝜕𝑓 𝜕 1
= ( )= (2𝑥𝑦 + ) = 2𝑥.
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦 𝑥
𝜕2 𝑓 𝜕 𝜕𝑓 𝜕
= ( )= (𝑥 2 − 3𝑦 2 ) = 2𝑥.
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕2 𝑓 𝜕 𝜕𝑓 𝜕
And finally,
𝜕𝑦 2
= ( ) = 𝜕𝑦 (𝑥 2 − 3𝑦 2 ) = −6𝑦.
𝜕𝑦 𝜕𝑦

𝜕2 𝑓 𝜕2 𝑓
Notice in the previous example that = .
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥

It turns out that this is true for most, but not all, of the functions that
you will encounter.

Math-III
Page 10
THEOREM :
If 𝑓𝑦𝑥 (𝑥, 𝑦) and 𝑓𝑥𝑦 (𝑥, 𝑦) are continuous on an open set
containing (𝑎, 𝑏), then 𝑓𝑦𝑥 (𝑥, 𝑦) = 𝑓𝑥𝑦 (𝑥, 𝑦).
Thus far, we have worked with partial derivatives of functions of two
variables. The extensions to functions of three or more variables are
completely analogous to what we have discussed here. In the next
example,
EXAMPLE- 5: [Partial Derivatives of Functions of Three Variables]

For 𝑓 (𝑥, 𝑦, 𝑧) = √𝑥𝑦 3 𝑧 + 4𝑥 2 𝑦, 𝑑𝑒𝑓𝑖𝑛𝑒𝑑 𝑓𝑜𝑟 𝑥, 𝑦, 𝑧 ≥ 0,


𝑐𝑜𝑚𝑝𝑢𝑡𝑒 𝑓𝑥 , 𝑓𝑥𝑦 𝑎𝑛𝑑 𝑓𝑥𝑦𝑧 .
Solution: To keep 𝑥, 𝑦 𝑎𝑛𝑑 𝑧 as separate as possible, we first rewrite
𝑓 as
1 3 1
𝑓 (𝑥, 𝑦, 𝑧) = (𝑥 2 )(𝑦 2 )(𝑧 2 ) + 4𝑥 2 𝑦.
To compute the partial derivative with respect to 𝑥, we treat 𝑦 and 𝑧
as constants and obtain
𝜕 1 3 1 1 −1 3 1
𝑓𝑥 = (𝑥 2 𝑦 2 𝑧 2 + 4𝑥 2 𝑦) = ( 𝑥 2 ) 𝑦 2 𝑧 2 + 8𝑥𝑦.
𝜕𝑥 2
Next, treating 𝑥 and 𝑧 as constants, we get
𝜕 1 −1 3 1 1 −1 3 1 1
𝑓𝑥𝑦 = (( 𝑥 2 ) 𝑦 2 𝑧 2 + 8𝑥𝑦) = ( 𝑥 2 ) ( 𝑦 2 )𝑧 2 + 8𝑥.
𝜕𝑦 2 2 2
Finally, treating 𝑥 and 𝑦 as constants, we get
−1 1 1 −1 1 1
𝜕 1 3 1 3 1
𝑓𝑥𝑦𝑧 = (( 𝑥 2 ) ( 𝑦 2 )𝑧 2 + 8𝑥) = ( 𝑥 2 ) ( 𝑦 2 )( 𝑧 −2 ).
𝜕𝑧 2 2 2 2 2

Math-III
Page 11
Notice that this derivative is defined for 𝑥, 𝑧 > 0 𝑎𝑛𝑑 𝑦 ≥ 0. Further,
you can show that all first-, second- and third-order partial derivatives
are continuous for 𝑥, 𝑦, 𝑧 > 0, so that the order in which we take the
partial derivatives is irrelevant in this case.

𝜕𝑤 𝜕𝑤
EXAMPLE - 6: If 𝑤 = sin−1 (𝑥 2 + 𝑦 2 ) Show that 𝑥 +𝑦 = 2 tan 𝑤
𝜕𝑥 𝜕𝑦

Solution: 𝑤 = sin−1 (𝑥 2 + 𝑦 2 ) 𝑡ℎ𝑒𝑛 sin 𝑤 = (𝑥 2 + 𝑦 2 )


𝜕 𝜕 𝜕𝑤
sin 𝑤 = (𝑥 2 + 𝑦 2 ) → cos 𝑤 = 2𝑥 (1)
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕 𝜕 𝜕𝑤
sin 𝑤 = (𝑥 2 + 𝑦 2 ) → cos 𝑤 = 2𝑦 (2)
𝜕𝑦 𝜕𝑦 𝜕𝑦

Multiply (1) by 𝑥 and (2) by 𝑦 we get

𝜕𝑤
𝑥cos 𝑤 = 2𝑥 2 (3)
𝜕𝑥
𝜕𝑤
ycos 𝑤 = 2𝑦 2 (4)
𝜕𝑦
(3)+ (4)
𝜕𝑤 𝜕𝑤
𝑥cos 𝑤 + ycos 𝑤 = 2𝑥 2 + 2𝑦 2 = 2( 𝑥 2 + 𝑦 2 ) = 2 sin 𝑤
𝜕𝑥 𝜕𝑦
𝜕𝑤 𝜕𝑤
Divided by cos 𝑤 → 𝑥 +𝑦 = 2 tan 𝑤.
𝜕𝑥 𝜕𝑦

1-3 The Chain Rule

We first recall that the chain rule for functions of a single variable
gives the rule of differentiating a composite function: If 𝑦 is

Math-III
Page 12
differentiable function of 𝑥 and 𝑥 is differentiable function of 𝑡, then 𝑦
is indirectly a differentiable function of 𝑡 and
𝑑𝑦 𝑑𝑦 𝑑𝑥
= .
𝑑𝑡 𝑑𝑥 𝑑𝑡
This is represented, symbolically as

For example, let 𝑦 = 𝑠𝑖𝑛𝑥 𝑎𝑛𝑑 𝑥 = 𝑡 2 + 1, then using the chain rule
we get
𝑑𝑦 𝑑𝑦 𝑑𝑥
= = (𝑐𝑜𝑠𝑥)(2𝑡) = 2𝑡 𝑐𝑜𝑠𝑥 = 2𝑡 cos(𝑡 2 + 1)
𝑑𝑡 𝑑𝑥 𝑑𝑡

However, there are several versions of the chain rule for functions of
several variables:
► Case 1 Suppose that
𝑧 = 𝑓(𝑥, 𝑦)
is a differentiable function of 𝑥 𝑎𝑛𝑑 𝑦, where
𝑥 = 𝑥(𝑡) 𝑎𝑛𝑑 𝑦 = 𝑦(𝑡)
are both differentiable functions of 𝑡, then 𝑧 is a differentiable
function of 𝑡 and

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𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
Symbolically, this is represented as

Example 1 Suppose that


𝑧 = 𝑥 3 𝑦, 𝑥 = 𝑡 2, 𝑦 = 𝑡4
Use the chain rule to find 𝑑𝑧⁄𝑑𝑡, and check the result by expressing 𝑧
as a function of 𝑡 and differentiating directly.
Solution by using the chain rule
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
= (3𝑥 2 𝑦)(2𝑡) + (𝑥 3 )(4𝑡 3 )
= (3𝑡 4 . 𝑡 4 )(2𝑡) + (𝑡 6 )(4𝑡 3 )
= 10𝑡 9
Alternatively, expressing 𝑧 as a function of 𝑡 and differentiating
directly we get
𝑧 = 𝑥 3 𝑦 = (𝑡 2 )3 (𝑡 4 ) = 𝑡 10 , then
𝑑𝑧
= 10𝑡 9
𝑑𝑡

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Example 2 Let
𝑓 = 𝑥 2 𝑦 + 3𝑥𝑦 4 , 𝑥 = 𝑒𝑡, 𝑦 = 𝑠𝑖𝑛𝑡
Find 𝑑𝑓⁄𝑑𝑡.
Solution The chain rule gives
𝑑𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
= (2𝑥𝑦 + 3𝑦 4 )(𝑒 𝑡 ) + (𝑥 2 + 12𝑥𝑦 3 )(𝑐𝑜𝑠𝑡).

Example 3 Let
𝑔 = ln(𝑥 + 𝑦 2 ) , 𝑥 = √1 + 𝑡, 𝑦 = 1 + √𝑡
Find 𝑑𝑔⁄𝑑𝑡.
Solution The chain rule gives
𝑑𝑔 𝜕𝑔 𝑑𝑥 𝜕𝑔 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
1 1 2𝑦 1
=( ) (2 ) + (𝑥+𝑦2) (2 𝑡)
𝑥+𝑦 2 √ 1+𝑡 √
1 1 𝑦
= (2 + ).
(𝑥+𝑦 2 ) √1+𝑡 √𝑡

► Case 2 Suppose that


𝑧 = 𝑓(𝑥, 𝑦)
is a differentiable function of 𝑥 𝑎𝑛𝑑 𝑦, where
𝑥 = 𝑥(𝑠, 𝑡) 𝑎𝑛𝑑 𝑦 = 𝑦(𝑠, 𝑡)
and the partial derivatives 𝑥𝑠 , 𝑥𝑡 , 𝑦𝑠 , 𝑎𝑛𝑑 𝑦𝑡 exist, then
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠

and

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𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= + .
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡
Symbolically, this is represented by the tree diagram

Example 4 If
𝑧 = 𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝑠 𝑡 2 , 𝑦 = 𝑠2 𝑡
𝜕𝑧 𝜕𝑧
Find 𝑎𝑛𝑑 .
𝜕𝑠 𝜕𝑡

Solution Case 2 of the chain rule gives


𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠
= (𝑒 𝑥 𝑠𝑖𝑛𝑦)(𝑡 2 ) + (𝑒 𝑥 𝑐𝑜𝑠𝑦)(2 𝑠 𝑡)
and
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡
= (𝑒 𝑥 𝑠𝑖𝑛𝑦)(2 𝑠 𝑡) + (𝑒 𝑥 𝑐𝑜𝑠𝑦)(𝑠 2 )
Now, we extend most of the results obtained for functions of two
variables to functions of three variables.
Let
𝑓 = 𝑓(𝑥, 𝑦, 𝑧)
where
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𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡), 𝑧 = 𝑧(𝑡)
Then we have the extension of Case 1 of the chain rule by the use of
the tree diagram in the form

Analogously, the extension of Case 2 of the chain rule will be put in


the form:
If
𝑓 = 𝑓(𝑥, 𝑦, 𝑧)
is a differentiable function of 𝑥, 𝑦, 𝑎𝑛𝑑 𝑧, where
𝑥 = 𝑥(𝑠, 𝑡), 𝑦 = 𝑦(𝑠, 𝑡), 𝑧 = 𝑧(𝑠, 𝑡)
Then

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Example 5 If
𝑓 = 𝑥4 𝑦 + 𝑦2 𝑧3
where
𝑥 = 𝑟𝑠𝑒 𝑡 , 𝑦 = 𝑟𝑠 2 𝑒 −𝑡 , 𝑧 = 𝑟 2 𝑠 𝑠𝑖𝑛𝑡
𝜕𝑓
Find the values of 𝑤ℎ𝑒𝑛 𝑟 = 2, 𝑠 = 1, 𝑡 = 0.
𝜕𝑠

Solution
𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= + +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧 𝜕𝑠
= (4𝑥 3 𝑦)(𝑟𝑒 𝑡 ) + (𝑥 4 + 2𝑦𝑧 3 )(2𝑟𝑠𝑒 −𝑡 ) + (3𝑦 2 𝑧 2 )(𝑟 2 𝑠𝑖𝑛𝑡)
when 𝑟 = 2, 𝑠 = 1, 𝑡 = 0

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we have
𝑥 = 2, 𝑦 = 2, 𝑧=0
thus
𝜕𝑓
= (64)(2) + (16)(4) + (0)(0) = 192.
𝜕𝑠

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Exercise -1

Partial Derivatives
1. Find all the first derivatives for
2𝑦
𝑖. 𝑓 (𝑥, 𝑦) = 3𝑒 𝑥 − √𝑥 − 1.

𝑦 𝑦
𝑖𝑖. 𝑓 (𝑥, 𝑦) = 𝑥𝑐𝑜𝑠 + 𝑦𝑠𝑖𝑛 .
𝑥 𝑥
𝑥 𝑦
𝑖𝑖𝑖 𝑓 (𝑥, 𝑦) = 4𝑒 𝑦 + tan−1 ( ) .
𝑥
𝑦
𝑖𝑣. 𝑓 (𝑥, 𝑦, 𝑧) = 3𝑥 𝑙𝑛(𝑥 2 𝑦𝑧) + 𝑥 𝑧

2. Find all first-order partial derivatives for the following


problems.

𝑖. 𝑓 (𝑥, 𝑦) = 𝑥 3 − 4𝑥𝑦 2 + 𝑦 4 .

𝑖𝑖. 𝑓 (𝑥, 𝑦) = 𝑥 2 𝑦 3 − 3𝑥.

𝑖𝑖𝑖. 𝑓 (𝑥, 𝑦) = 𝑥 2 𝑠𝑖𝑛 𝑥𝑦 − 3𝑦 3 .


2𝑦
𝑖𝑣. 𝑓 (𝑥, 𝑦) = 3𝑒 𝑥 − √𝑥 − 1.
𝑥 𝑦
𝑣. 𝑓 (𝑥, 𝑦) = 4𝑒 𝑦 + tan−1 ( ) .
𝑥
sin(𝑥 − 𝑦)
𝑣𝑖. 𝑓 (𝑥, 𝑦) = + 𝑥 2 tan 𝑦 .
𝑦

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𝑦
2
𝑣𝑖𝑖. 𝑓 (𝑥, 𝑦, 𝑧) = 3𝑥 𝑙𝑛(𝑥 𝑦𝑧) + 𝑥 . 𝑧

3. For the following functions, show that f xx  f yy  0

i . f (x , y )  x  e y cos x

ii . f (x , y )  x 2  y 2

y 
iii . f (x , y )  tan 1  
x 

4. If w  cos(x  y )  sin(x  y ) show that,

w xx w yy  0

In exercises 5–10, find the indicated partial derivatives.


𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
5. 𝑓 (𝑥, 𝑦) = 𝑥 3 − 4𝑥𝑦 2 + 3𝑦; 2
, 2
, .
𝜕𝑥 𝜕𝑦 𝜕𝑦𝜕𝑥

2
𝜕2𝑓 𝜕2𝑓 𝜕2𝑓
6. 𝑓 (𝑥, 𝑦) = 𝑥 𝑦 − 4𝑥 + 3 𝑠𝑖𝑛 𝑦; , , .
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑦𝜕𝑥

7. 𝑓 (𝑥, 𝑦) = 𝑙𝑛(𝑥 4 ) − 3𝑥 2 𝑦 3 + 5𝑥 tan−1 𝑦 ; 𝑓𝑥𝑥 , 𝑓𝑥𝑦 , 𝑓𝑥𝑦𝑦 .

8. 𝑓 (𝑥, 𝑦) = 𝑒 4𝑥 − 𝑠𝑖𝑛(𝑥 + 𝑦 2 ) − √𝑥𝑦; 𝑓𝑥𝑥 , 𝑓𝑥𝑦 , 𝑓𝑦𝑦𝑥 .

9. 𝑓 (𝑥, 𝑦, 𝑧) = sin−1 (𝑥𝑦) − 𝑠𝑖𝑛 𝑦𝑧; 𝑓𝑥𝑥 , 𝑓𝑦𝑧 , 𝑓𝑥𝑦𝑧 .

2𝑥𝑦
𝑧2
10. 𝑓 (𝑥, 𝑦, 𝑧) = 𝑥𝑒 − + 𝑥𝑧 𝑠𝑖𝑛 (𝑦 + 𝑧); 𝑓𝑥𝑥 , 𝑓𝑦𝑦 , 𝑓𝑦𝑦𝑧 .
𝑥+𝑦

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𝜕2 𝑧 𝜕2 𝑧
11. 𝐼𝑓 𝑧 = ln √𝑥 2 + 𝑦 2 , show that 2
+ = 0.
𝜕𝑥 𝜕𝑦 2

12. The equations 𝑢𝑥 = 𝑣 2 + 𝑦 𝑎𝑛𝑑 𝑣𝑦 = 𝑥 2 + 2𝑢2 define 𝑢 and 𝑣 as

𝜕𝑢 𝑢𝑦−4𝑥𝑣
function of x and y. Show that = .
𝜕𝑥 8𝑢𝑣−𝑥𝑦

1 𝑢 𝑑𝑧
13. 𝐼𝑓 𝑧 = ln , where 𝑢 = 𝑡𝑎𝑛2 𝑥, 𝑣 = 𝑐𝑜𝑡 2 𝑥. 𝑓𝑖𝑛𝑑 .
2 𝑣 𝑑𝑥

𝑢 𝜕𝑓 𝜕𝑓
14. 𝐼𝑓 𝑓(𝑥, 𝑦) = ln(𝑥 2 + 𝑦 2 ), where 𝑥 = 𝑢𝑣, 𝑦 = . 𝑓𝑖𝑛𝑑 , .
𝑣 𝜕𝑢 𝜕𝑣

15. If w  f ( x  at )  g(x  at) show that w satisfies

2w 2  w
2
the wave equation a
t 2 x 2
𝑦
16. 𝐼𝑓 𝑧 = 𝑥 𝑛 𝑓 ( ) 𝑤ℎ𝑒𝑟𝑒 𝑓 denotes an arbitrary function, prove
𝑥

that

𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 𝑛𝑧 .
𝜕𝑥 𝜕𝑦

1 𝑢 𝑑𝑧
17. If 𝑧 = ln , where 𝑢 = 𝑡𝑎𝑛2 𝑥, 𝑣 = 𝑐𝑜𝑡 2 𝑥. 𝑓𝑖𝑛𝑑 .
2 𝑣 𝑑𝑥

18. If w  f ( x, y ), x  e r
cos , y  e r
sin  show that

2w 2w 2r   w 2w 


2
 e    
2 
x 2
y 2
 r
2
 

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w w
19. If w  sec 1 (x 2 +y 2 ), show that x y  2 cotw .
x y

20. If w  f ( x, y), x  r cos , y  r sin  show that


2
 w   w   w  1  w 
2 2 2

   
 y      2  
 x     r  r   

𝜕𝑧 𝜕𝑧
21. 𝑧 = 𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝑠 𝑡 2 , 𝑦 = 𝑠 2 𝑡, Find 𝑎𝑛𝑑 .
𝜕𝑠 𝜕𝑡

22. For 𝑓 (𝑥, 𝑦, 𝑧) = √𝑥𝑦 3 𝑧 + 4𝑥 2 𝑦, defined for 𝑥, 𝑦, 𝑧 ≥ 0,


compute 𝑓𝑥 , 𝑓𝑥𝑦 and 𝑓𝑥𝑦𝑧 .
𝜕𝑟 𝜕𝑟 𝜕𝑟
23. Find , 𝑎𝑛𝑑 if
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝑟 = 𝑒 𝑢+𝑣+𝑤 , 𝑢 = 𝑦 𝑧, 𝑣 = 𝑥 𝑧, 𝑤 = 𝑥 𝑦.
𝜕𝑟 𝜕𝑟 𝜕𝑟
24. Find , 𝑎𝑛𝑑 if
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝑟 = 𝑢𝑣𝑤 − 𝑢2 − 𝑣 2 − 𝑤 2 ,
𝑢 = 𝑦 + 𝑧, 𝑣 = 𝑥 + 𝑧, 𝑤 = 𝑥 + 𝑦.

1 w w
If w  x 2 y , x  r cos  , y  r sin  find
3 2
25. ,
r 
w w
26. If w  tan 1 (x 2  y 2 ), show that x y  sin 2w .
x y

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Chapter - 2

Ordinary Differential Equations

2-1 Types of Differential Equations:

1- Ordinary :
𝑦′ = 𝑥 + 1
𝑑𝑦
= −𝑦
𝑑𝑥
𝑑
𝐷𝑦 + 𝑥 = 0 , 𝐷 =
𝑑𝑥
2- Partial:
𝜕𝑧 𝜕𝑧
+ −0
𝜕𝑥 𝜕𝑦
3- Properties of O.D.E :
a- Order: the highest derivative in the equation .
𝑦′ + 𝑦 = 0 1𝑠𝑡 𝑂𝑟𝑑𝑒𝑟
𝑦 ′′′ + 𝑦 ′ = 𝑥 3𝑟𝑑 𝑂𝑟𝑑𝑒𝑟
𝑑4𝑦
𝑦 (4) = 𝑦 ′′′′ = 4𝑡ℎ 𝑂𝑟𝑑𝑒𝑟
𝑑𝑥 4

b- Degree: the power of the highest order


3
𝑦′ + 𝑦5 = 0 3𝑟𝑑 𝑑𝑒𝑔𝑟𝑒𝑒
3
𝑦 ′′ + 𝑦 ′ + 𝑥 2 = 1 1𝑠𝑡 𝑑𝑒𝑔𝑟𝑒𝑒
C- Types of solutions for the D.E.:

𝑦′ − 𝑦 = 0 → 𝑦 ′ = 𝑦 → 𝑦 = 𝑐. 𝑒 𝑥

1-General Solution:
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Page 24
i. C=? “unknown constant”
ii. Number of constants = order
2- particular Solution:

i C is known
ii. I.C. Initial condition (x0 , y0 )
a- I.V.P. Initial value problem “problem which has an I.C.”
2-2 Solution of 𝟏𝐬𝐭 Order D. E.

𝑓 (𝑦′, 𝑦, 𝑥) = 0

2-2-1 Separable method


𝑑𝑦
To use it, we must have 𝑦 ′ = 𝑓(𝑥). 𝑔(𝑦) 𝑦′ =
𝑑𝑥

Then C+∫ 𝐴(𝑥)𝑑𝑥 = ∫ 𝐵(𝑦)𝑑𝑦


Example 1:
Solve the following D.E.
1- (4𝑦 + 𝑦𝑥 2 ) 𝑦 ′ = (𝑦 2 + 25)2
𝑑𝑦
Solution: 𝑦(4 + 𝑥 2 ) = (𝑦 2 + 25)2
𝑑𝑥

𝑦(4 + 𝑥 2 )𝑑𝑦 = (𝑦 2 + 25)2 𝑑𝑥


𝑦 𝑑𝑥
∫ 𝑑𝑦 = ∫
(𝑦 2 + 25)2 (4 + 𝑥 2 )
1 1 𝑥
− (𝑦 2 + 25)−1 = 𝑡𝑎𝑛−1 ( ) + 𝑐.
2 2 2

𝑑𝑦
2- 𝑐𝑜𝑠 2 𝑥 = 𝑥 √1 − 𝑦 2
𝑑𝑥
𝑑𝑦 𝑥
Solution: ∫ √1−𝑦2 = ∫ 𝑐𝑜𝑠2 𝑥 𝑑𝑥 = ∫ 𝑥 𝑠𝑒𝑐 2 𝑥 𝑑𝑥

𝑠𝑖𝑛−1 𝑦 = 𝑥 𝑡𝑎𝑛 𝑥 + 𝑙𝑛|𝑐𝑜𝑠 𝑥| + 𝑐.

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𝜋
3- (9 cos 𝑥 + 𝑦 2 cos 𝑥)𝑑𝑥 + 2𝑦 sin 𝑥 𝑑𝑦 = 0 𝑎𝑡 𝑦 ( ) = −4
2

Solution: (9 + y 2 ) cos x dx = −2y sin x dy


cos x −2y
∫ dx = ∫ dy
sin x 9 + y2
c + ln|sin x| = −ln|9 + y 2 |
1
= ln | | general solution
9 + y2
π
c + ln |sin | = − ln|9 + 16|
2
c + 0 = − ln|25| c = − ln|25|
Particular solution:
− 𝑙𝑛 25 + 𝑙𝑛|𝑠𝑖𝑛 𝑥| = − 𝑙𝑛|9 + 𝑦 2 |.
Example 2: solve the following D.E.
𝑑𝑦
1- = 𝑒 𝑥+𝑦−1 𝑦(0) = 1
𝑑𝑥
𝑑𝑦
Solution: = 𝑒 𝑥−1 𝑒 𝑦
𝑑𝑥

∫ 𝑒 −𝑦 𝑑𝑦 = ∫ 𝑒 𝑥−1 𝑑𝑥

−𝑒 −𝑦 𝑑𝑦 = 𝑒 𝑥−1 + 𝑐 𝐺𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑣𝑛


−𝑒 −1 = 𝑒 −1 + 𝑐 𝑐 = −2𝑒 −1
−𝑒 −𝑦 = 𝑒 𝑥−1 − 2𝑒 −1 . 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

2- (1+x)𝑦 ′ − 𝑦 = 0

𝑑𝑦
Solution: (1+x) =𝑦
𝑑𝑥
1 1
∫ 𝑑𝑦 = ∫ 𝑑𝑥
𝑦 1+𝑥

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𝑙𝑛|𝑦| = 𝑙𝑛|1 + 𝑥| + 𝑐. 𝐺𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
2- 2- 2 Homogenous D.E. “Reducible to separable”
If the total of powers of x & y in every term is equal, it's
homogenous
𝑦 𝑥
𝑦′ = 𝑓 ( ) , 𝑔 ( )
𝑥 𝑦
𝑦
Let 𝑢 = → 𝑦 = 𝑢𝑥 → 𝑦 ′ = 𝑢 + 𝑢′ 𝑥
𝑥

Example 3: Solve the following D.E.


𝑦
𝑥𝑦 3 𝑦 ′ = 𝑦 4 𝑙𝑛 ( ) + 𝑦 4
𝑥
𝑦
Solution: 𝑥𝑦 3 𝑦 ′ = 𝑦 4 𝑙𝑛 ( ) + 𝑦 4 ÷ 𝑥4
𝑥

𝑦 3 ′ 𝑦 4 𝑦 𝑦 4
( ) 𝑦 = ( ) 𝑙𝑛 ( ) + ( )
𝑥 𝑥 𝑥 𝑥
𝑦
𝐿𝑒𝑡 =u→ 𝑦 = 𝑥𝑢 → 𝑦 ′ = 𝑢 + 𝑥𝑢′
𝑥

𝑢3 (𝑢 + 𝑥𝑢′ ) = 𝑢4 + 𝑥𝑢3 𝑢′ = 𝑢4 𝑙𝑛 𝑢 + 𝑢4
𝑑𝑢
∴ 𝑥𝑢3 = 𝑢4 𝑙𝑛 𝑢
𝑑𝑥
𝑑𝑢
𝑥 = 𝑢 𝑙𝑛 𝑢
𝑑𝑥
1 1 𝑑 𝑙𝑛 𝑢 1
∫ 𝑑𝑢 = ∫ 𝑑𝑥 → ∫ = ∫ 𝑑𝑥
𝑢 𝑙𝑛 𝑢 𝑥 𝑙𝑛 𝑢 𝑥
𝑙𝑛|𝑙𝑛 𝑢| = 𝑙𝑛|𝑥| + 𝑐
𝑦
𝑙𝑛 |𝑙𝑛 | = 𝑙𝑛|𝑥| + 𝑐. 𝐺𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
𝑥
Example 4:
𝑑𝑦 4𝑦 3 +4𝑥 2 𝑦+4𝑥 3
Solve : =
𝑑𝑥 3𝑥𝑦 2 +2𝑥 3

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1 𝑦 3 𝑦
𝑑𝑦 4(𝑥) +4 (𝑥)+4
𝑥3
Solution: × 1 → = 𝑦 2
𝑑𝑥 3 (𝑥) +2
𝑥3

𝑦
Let 𝑢 = → 𝑦 ′ = 𝑢 + 𝑢′ 𝑥
𝑥

4𝑢3 + 4𝑢 + 4

𝑢 + 𝑥𝑢 =
3𝑢2 + 2
𝑑𝑢 4𝑢3 + 4𝑢 + 4 4𝑢3 + 4𝑢 + 4 − 3𝑢3 − 2𝑢
𝑥 = −𝑢 =
𝑑𝑥 3 𝑢2 + 2 3 𝑢2 + 2
𝑑𝑢 𝑢3 + 2 𝑢 + 4
𝑥 =
𝑑𝑥 3 𝑢2 + 2
3 𝑢2 + 2 1
∫ 3 𝑑𝑢 = ∫ 𝑑𝑥
𝑢 + 2𝑢 + 4 𝑥
ln|𝑢3 + 2𝑢 + 4| = ln|𝑥| + 𝑐
𝑦 3 𝑦
ln |( ) + 2 ( ) + 4| = ln|𝑥| + 𝑐.
𝑥 𝑥
Example 5:
𝑑𝑦
Solve: 3𝑥 2 = 9𝑥 2 + 3𝑥𝑦 + 𝑦 2
𝑑𝑥

𝑦 𝑦 2
Solution: ÷ 𝑏𝑦 𝑥 2 → 3𝑦 ′ = 9 + 3 + ( )
𝑥 𝑥
𝑦
Let 𝑢 = → 𝑦 ′ = 𝑢 + 𝑢′ 𝑥
𝑥

3(𝑢 + 𝑥𝑢′ ) = 9 + 3𝑢 + 𝑢2
3𝑥𝑢′ = 9 + 3𝑢 + 𝑢2 − 3𝑢
𝑑𝑢
3𝑥 = 9 + 𝑢2
𝑑𝑥
1 1
∫ 𝑑𝑢 = ∫ 𝑑𝑥
9 + 𝑢2 3𝑥
1 𝑢 1
tan−1 ( ) = ln|𝑥| + 𝑐
3 3 3

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𝑦
tan−1 ( ) = ln|𝑥| + 𝑐. 𝐺𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
3𝑥
2-2-3 Exact D.E. Solution of 1st Order D.E.
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
𝝏𝑴 𝝏𝑵
This is called Exact D.E. if =
𝝏𝒚 𝝏𝒙

𝝋(𝒙, 𝒚) = 𝑪 𝑃𝑜𝑡𝑒𝑛𝑡𝑖𝑎𝑙 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛


𝝋(𝒙, 𝒚) = 𝝋𝟏 ∪ 𝝋𝟐 𝑤ℎ𝑒𝑟𝑒

𝝋𝟏 = ∫ 𝑴(𝒙, 𝒚)𝒅𝒙 𝑎𝑛𝑑 𝝋𝟐 = ∫ 𝑵(𝒙, 𝒚)𝒅𝒚

We Use Union and not addition to terminate the repetition of their


intersection.
Example 6: Solve
4
(𝑦 3 − 𝑦 2 sin 𝑥 + 3𝑒 3𝑥 )𝑑𝑥 + (3𝑥𝑦 2 + 2𝑦 cos 𝑥 + ) 𝑑𝑦 = 0
𝑦
Solution: 𝑀(𝑥, 𝑦) = 𝑦 3 − 𝑦 2 sin 𝑥 + 3𝑒 3𝑥
𝜕𝑀
= 3𝑦 2 − 2𝑦 sin 𝑥
𝜕𝑦
4
𝑁(𝑥, 𝑦) = 3𝑥𝑦 2 + 2𝑦 cos 𝑥 +
𝑦
𝜕𝑁
= 3 𝑦 2 − 2𝑦 sin 𝑥
𝜕𝑥
𝜕𝑀 𝜕𝑁
Then = 3𝑦 2 − 2𝑦 sin 𝑥 = = 3 𝑦 2 − 2𝑦 sin 𝑥
𝜕𝑦 𝜕𝑥

It is Exact , then 𝜑1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥

𝜑1 = ∫(𝑦 3 − 𝑦 2 sin 𝑥 + 3𝑒 3𝑥 )𝑑𝑥

= 𝑦 3 𝑥 + 𝑦 2 cos 𝑥 + 𝑒 3𝑥 + 𝐴(𝑦)

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𝜑2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦

4
𝜑2 = ∫(3𝑥𝑦 2 + 2𝑦 cos 𝑥 + ) 𝑑𝑦
𝑦
= 𝑥𝑦 3 + 𝑦 2 cos 𝑥 + 4 ln|𝑦| + 𝐵(𝑥)
The solution 𝜑(𝑥, 𝑦) = 𝜑1 ∪ 𝜑2
𝜑(𝑥, 𝑦) = 𝑦 3 𝑥 + 𝑦 2 cos 𝑥 + 𝑒 3𝑥 + 4 ln|𝑦| = 𝐶
𝑦 3 𝑥 + 𝑦 2 cos 𝑥 + 𝑒 3𝑥 + ln 𝑦 4 = 𝐶.
Example 7:
𝑥4
Solve: (2𝑒 2𝑥 sin 𝑦 + 4𝑥 3 tan−1 𝑦 ) + (𝑒 2𝑥 cos 𝑦 + + sec 2 𝑦) 𝑦 ′ = 0
1+𝑦 2

𝑥4
Solution: (2𝑒 2𝑥 sin 𝑦 + 4𝑥 3 tan−1 𝑦 )𝑑𝑥 + (𝑒 2𝑥 cos 𝑦 + +
1+𝑦 2

sec 2 𝑦) 𝑑𝑦 = 0

𝑀(𝑥, 𝑦) = 2𝑒 2𝑥 sin 𝑦 + 4𝑥 3 tan−1 𝑦

2𝑥
𝑥4
𝑁(𝑥, 𝑦) = 𝑒 cos 𝑦 + 2
+ sec 2 𝑦
1+𝑦
𝜕𝑀 2𝑥
4𝑥 3 𝜕𝑁 2𝑥
4𝑥 3
= 2𝑒 cos 𝑦 + = = 2𝑒 cos 𝑦 +
𝜕𝑦 1 + 𝑦 2 𝜕𝑥 1 + 𝑦2
Exact D.E.
𝜑(𝑥, 𝑦) = 𝜑1 ∪ 𝜑2 = 𝐶

𝜑1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥

𝜑1 = ∫(2𝑒 2𝑥 sin 𝑦 + 4𝑥 3 tan−1 𝑦 )𝑑𝑥

= 𝑒 2𝑥 sin 𝑦 + 𝑥 4 tan−1 𝑦 + 𝐴(𝑦)


𝜑2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦

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2𝑥
𝑥4
𝜑2 = ∫(𝑒 cos 𝑦 + 2
+ sec 2 𝑦)𝑑𝑦
1+𝑦
= 𝑒 2𝑥 𝑠𝑖𝑛 𝑦 + 𝑥 4 tan−1 𝑦 + tan 𝑦 + 𝐵(𝑥)
The solution 𝜑(𝑥, 𝑦) = 𝜑1 ∪ 𝜑2
𝜑(𝑥, 𝑦) = 𝑒 2𝑥 sin 𝑦 + 𝑥 4 tan−1 𝑦 + tan y = C.
𝐴(𝑦) = tan 𝑦, 𝐵(𝑥) = 0
Example 8:
3
Solve: (2𝑥𝑒 𝑦 + cos 𝑥)𝑑𝑥 + (𝑥 2 𝑒 𝑦 − ) 𝑑𝑦 = 0, 𝑦(0) = 1
𝑦
3
Solution: 𝑀 (𝑥, 𝑦) = 2𝑥𝑒 𝑦 + cos 𝑥 𝑁(𝑥, 𝑦) = 𝑥 2 𝑒 𝑦 −
𝑦

𝜕𝑀 𝜕𝑁
= 2𝑥𝑒 𝑦 = = 2𝑥𝑒 𝑦
𝜕𝑦 𝜕𝑥
Exact D.E.
𝜑(𝑥, 𝑦) = 𝜑1 ∪ 𝜑2 = 𝐶

𝜑1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥

𝜑1 = ∫(2𝑥𝑒 𝑦 + cos 𝑥 )𝑑𝑥

= 𝑥 2 𝑒 𝑦 + sin 𝑥 + 𝐴(𝑦)
𝜑2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦
3
𝜑2 = ∫(𝑥 2 𝑒 𝑦 − )𝑑𝑦
𝑦
= 𝑥 2 𝑒 𝑦 − 3 ln|𝑦| +𝐵(𝑥)
The solution 𝜑(𝑥, 𝑦) = 𝜑1 ∪ 𝜑2
𝜑(𝑥, 𝑦) = 𝑥 2 𝑒 𝑦 + sin 𝑥 − 3 ln|𝑦| = C
𝐴(𝑦) = −3 ln|𝑦| , 𝐵(𝑥) = sin 𝑥
02 𝑒 1 + 0 − 3 ln| 1| = 𝐶 → 𝐶 = 0
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Particular Solution 𝑥 2 𝑒 𝑦 + sin 𝑥 − 3 ln|𝑦| = 0.

2-2-4 Not Exact D.E. (Integrating Factor).

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0


𝝏𝑴 𝝏𝑵
This is called Not Exact D.E. if ≠
𝝏𝒚 𝝏𝒙

If we multiply it by an integrating factor 𝐹 it will reduce to exact


differential equation
𝐹𝑀(𝑥, 𝑦)𝑑𝑥 + 𝐹𝑁(𝑥, 𝑦)𝑑𝑦 = 0
How to obtain the integrating factor 𝑭
𝜕𝑀 𝜕𝑁

𝜕𝑦 𝜕𝑥
∫ 𝑑𝑥
𝐹= 𝑒 𝑁

or
𝜕𝑀 𝜕𝑁

𝜕𝑦 𝜕𝑥
∫ −𝑀 𝑑𝑦
𝐹= 𝑒
Example 9:
Solve: 𝑥 𝑑𝑦 − (𝑦 + ln 𝑥)𝑑𝑥 = 0.
Solution: 𝑀(𝑥, 𝑦) = −(𝑦 + ln 𝑥) 𝑁(𝑥, 𝑦) = 𝑥
𝜕𝑀 𝜕𝑁
= −1 ≠ =1
𝜕𝑦 𝜕𝑥
We should find the integrating factor 𝐹 such that
𝜕𝑀 𝜕𝑁

𝜕𝑦 𝜕𝑥
∫ 𝑑𝑥
𝐹= 𝑒 𝑁
−2
𝑑𝑥 −2 1
= 𝑒∫ 𝑥 = 𝑒 −2 ln 𝑥 = 𝑒 ln 𝑥 =
𝑥2

hence
1 1
𝑥 𝑑𝑦 − (𝑦 + ln 𝑥)𝑑𝑥 = 0
𝑥2 𝑥2
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becomes exact ordinary differential equation which solved as follows:

𝜑1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥

1
𝜑1 = ∫ − (𝑦 + ln 𝑥)𝑑𝑥
𝑥2
𝑥 −1 𝑥 −1 𝑥 −1
= −( 𝑦+ ln 𝑥 + ) + 𝐴(𝑦)
−1 −1 −1

1 1 1
= 𝑦+ 𝑙𝑛 𝑥 + +𝐴(𝑦)
𝑥 𝑥 𝑥

𝜑2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦

1
𝜑2 = ∫ 𝑑𝑦
𝑥
1
= 𝑦 +𝐵(𝑥)
𝑥
The solution 𝜑(𝑥, 𝑦) = 𝜑1 ∪ 𝜑2
1 1 1
𝜑(𝑥, 𝑦) = 𝑦+ 𝑙𝑛 𝑥 + +𝐶
𝑥 𝑥 𝑥

Example 10:
Solve: 4𝑥𝑦 𝑑𝑥 + (4𝑥 2 + 3𝑦)𝑑𝑦 = 0.
Solution: 𝑀 (𝑥, 𝑦) = 4𝑥𝑦 𝑁(𝑥, 𝑦) = (4𝑥2 + 3𝑦)
𝜕𝑀 𝜕𝑁
= 4𝑥 ≠ = 8𝑥
𝜕𝑦 𝜕𝑥
We should find the integrating factor 𝐹 such that
𝜕𝑀 𝜕𝑁

𝜕𝑦 𝜕𝑥
∫ −𝑀 𝑑𝑦
𝐹= 𝑒
−4𝑥 1
∫−4𝑥𝑦 𝑑𝑦 ∫𝑦𝑑𝑦
= 𝑒 =𝑒 = 𝑒 ln 𝑦 = 𝑦
hence

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4𝑥𝑦 2 𝑑𝑥 + 𝑦(4𝑥 2 + 3𝑦)𝑑𝑦 = 0
becomes exact ordinary differential equation which solved as follows

𝜑1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥

𝜑1 = ∫ 4𝑥𝑦 2 𝑑𝑥

= 2𝑥 2 𝑦 2 + 𝐴(𝑦)

𝜑2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦

𝜑2 = ∫ 𝑦(4𝑥 2 + 3𝑦)𝑑𝑦

= 2𝑥 2 𝑦 2 + 𝑦 3 +𝐵(𝑥)
The solution 𝜑(𝑥, 𝑦) = 𝜑1 ∪ 𝜑2
𝜑(𝑥, 𝑦) = 2𝑥2 𝑦2 + 𝑦3 + 𝐶

2-2- 5 Solution of Linear D. E (Solution of 1st Order D.E.)

To be linear of 𝑦′ = 𝑓(𝑥, 𝑦) must be :

1) 𝑦, 𝑦 ′ , 𝑦′′, … … 𝑜𝑓 1𝑠𝑡 𝑑𝑒𝑔𝑟𝑒𝑒

2) No multiplication of y and its derivatives

Coefficients of 𝑦, 𝑦 ′ don't contain (𝑦, 𝑦 ′ , … )

Example 11:

𝑦′ − 𝑦 + 𝑥 = 0 𝐿𝑖𝑛𝑒𝑎𝑟

3) Not including any non-linear function like 𝑒 𝑦 , |𝑦′|, sin 𝑦

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Example 12: 𝑦 ′ + 𝑦 = sin 𝑥 𝑙𝑖𝑛𝑒𝑎𝑟 𝑜𝑓 𝑦 𝑛𝑜𝑛 𝑙𝑖𝑛𝑒𝑎𝑟 𝑜𝑓 𝑥

Then 𝒚′ + 𝒑(𝒙)𝒚 = 𝒒(𝒙) The form of linear equation

It's Solution 𝝁(𝒙) = 𝒆∫ 𝒑(𝒙)𝒅𝒙

𝟏
𝒚𝑮.𝑺. = [𝑪 + ∫ 𝝁 (𝒙) 𝒒(𝒙)𝒅𝒙]
𝝁(𝒙)

Example 13: Solve the following D.E.

𝑦 ′ + tan(𝑥) 𝑦 = sec 𝑥

Solution: 𝑝(𝑥 ) = tan 𝑥, 𝑞 (𝑥 ) = sec 𝑥

𝜇(𝑥 ) = 𝑒 ∫ 𝑡𝑎𝑛 𝑥𝑑𝑥 = 𝑒 𝑙𝑛 𝑠𝑒𝑐 𝑥 = 𝑠𝑒𝑐 𝑥

1
𝑦𝐺.𝑆. = [𝐶 + 𝜇(𝑥)𝑞(𝑥)𝑑𝑥]
𝜇(𝑥)

1
𝑦𝐺.𝑆. = [𝐶 + ∫ sec 2 𝑥 𝑑𝑥]
sec 𝑥

1
𝑦𝐺.𝑆. = [𝐶 + tan 𝑥 ].
sec 𝑥

Example 14: Solve the following D.E.


3 −3𝑒 𝑥
𝑦 + 𝑦=
𝑥 𝑥2

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3 −3𝑒 𝑥
Solution: 𝑝(𝑥 ) = , 𝑞 (𝑥 ) =
𝑥 𝑥2

3
∫𝑥𝑑𝑥
𝜇(𝑥 ) = 𝑒 = 𝑥3

1
𝑦𝐺.𝑆. = [𝐶 + ∫ 𝜇 (𝑥)𝑞(𝑥)𝑑𝑥]
𝜇(𝑥)

1 3
−3𝑒 𝑥
𝑦𝐺.𝑆. = 3 [𝐶 + ∫ 𝑥 𝑑𝑥]
𝑥 𝑥2

1
𝑦𝐺.𝑆. = 3
[𝐶 + ∫(−3)𝑒 𝑥 𝑥 𝑑𝑥]
𝑥

1
𝑦𝐺.𝑆. = 3
[𝐶 − 3(𝑥𝑒 𝑥 − 𝑒 𝑥 )].
𝑥

2-2- 6 Reducible to Linear "Bernolli's " D.E.

𝑦 ′ + 𝑝(𝑥 )𝑦 = 𝑞 (𝑥 )𝑦 𝑛 , 𝑛 ≠ 0, 1

Multiply both sides by (1 − 𝑛)𝑦 −𝑛

(1 − 𝑛)𝑦 −𝑛 𝑦 ′ + (1 − 𝑛)𝑝(𝑥 )𝑦1−𝑛 = (1 − 𝑛)𝑞 (𝑥 )

𝑑𝑧
Let 𝑧 = 𝑦1−𝑛 𝑧′ = = (1 − 𝑛)𝑦 −𝑛 𝑦′
𝑑𝑥

𝑧 ′ + (1 − 𝑛)𝑝(𝑥 )𝑧 = (1 − 𝑛)𝑞(𝑥)

Solve as linear of (z)

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Example 15: solve the following D.E.

𝑥𝑦 ′ + 2𝑦 − 𝑥 6 𝑦 3 = 0 , ÷𝑥

Solution: 𝑥𝑦 ′ + 2𝑦 − 𝑥 6 𝑦 3 = 0 , ÷𝑥
2
𝑦′ + 𝑦 = 𝑥 5𝑦3
𝑥

It is Bernolli (Nonlinear) D.E. 𝑛 = 3, 1 − 𝑛 = −2

Let 𝑧 = 𝑦 −2 𝑧 ′ = (−2)𝑦 −3 𝑦′

4
Then 𝑧 ′ − 𝑧 = −2𝑥 5
𝑥

4
Now it is linear D.E. 𝑝(𝑥 ) = − , 𝑞 (𝑥 ) = −2𝑥 5
𝑥

−4
∫ 𝑥 𝑑𝑥
𝜇(𝑥 ) = 𝑒 = 𝑥 −4

1
𝑧𝐺.𝑆. = 𝑦 −2 = [𝐶 + ∫ 𝜇 (𝑥)𝑞(𝑥)𝑑𝑥]
𝜇(𝑥)

1
𝑦 −2 𝐺.𝑆. = [𝐶 + ∫ −2𝑥 𝑑𝑥]
𝑥 −4

𝑦 −2 𝐺.𝑆. = 𝑥 4 [𝑐 − 𝑥 2 ]

𝑦 −2 𝐺.𝑆. = 𝑥 4 [−𝑥 2 + 𝑐].

Example 16:

Solve (𝑥 2 − 16)𝑦′ + 2𝑥𝑦 = 2(𝑥 + 4)

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Solution: (𝑥 2 − 16)𝑦 ′ + 2𝑥𝑦 = 2(𝑥 + 4) 𝑑𝑖𝑣𝑒𝑑 𝑏𝑦 (𝑥 2 − 16)

2𝑥 (𝑥+4) 2
𝑦 ′ + (𝑥 2 𝑦 = 2 (𝑥−4)(𝑥+4) = Linear Equation , then
−16) 𝑥−4

2𝑥 2
𝑝(𝑥) = , 𝑞(𝑥) =
(𝑥 2 − 16) 𝑥−4

2𝑥
∫( 2 𝑑𝑥 2 −16)
𝜇 (𝑥 ) = 𝑒 𝑥 −16) = 𝑒 ln(𝑥 = 𝑥 2 − 16

1 2
2
𝑦𝐺.𝑆. = [𝐶 + ∫(𝑥 − 16) 𝑑𝑥]
𝑥 2 − 16 𝑥−4

1
𝑦𝐺.𝑆. = [𝐶 + 2 ∫(𝑥 + 4) 𝑑𝑥]
𝑥 2 − 16

1 𝑥2
𝑦𝐺.𝑆. = 2 [𝐶 + 2 ( + 4𝑥)].
𝑥 − 16 2

Example 17: 𝑦 ′ + 2𝑦 = 6𝑒 2𝑥 √𝑦

Solution:

1 1
Nonlinear (Bernolli) D.E. 𝑛= , −𝑛 =
2 2

1
1
Let 𝑧=𝑦 2 𝑧 ′ + 𝑧 = . 6. 𝑒 2𝑥 = 3𝑒 2𝑥
2

Then 𝑝(𝑥 ) = 1, 𝑞 (𝑥 ) = 3𝑒 2𝑥

𝜇 (𝑥 ) = 𝑒 ∫ 1𝑑𝑥 = 𝑒 𝑥

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1
𝑧𝐺.𝑆. = √𝑦 = [𝐶 + ∫ 𝜇 (𝑥 )𝑞(𝑥 )𝑑𝑥]
𝜇(𝑥)

1
= 𝑥
[𝐶 + 3 ∫ 𝑒 3𝑥 𝑑𝑥]
𝑒

1
= 𝑥
[𝐶 + 𝑒 3𝑥 ]
𝑒
2
1 3𝑥
𝑦 𝐺.𝑆. = [ 𝑥 [𝐶 + 𝑒 ]] .
𝑒

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Exercise - 2

First Order Differential Equations

Solve the following first order differential equations:

1- xy dx  1  x 2 dy  0

2- 1  y 2 dx  1  x 2 dy  0

3- x tan y dx  (1  x 2 ) dy  0
dy 1 y2
4- 
dx y 1  x

5- xy dx  ( x 2  y) dy  0
6- (xy3  1 ) dx  x 2 y 2 dy  0
𝑑𝑦
7- 2𝑦 cos 2 (2𝑥) = 𝑒 4𝑦
𝑑𝑥
𝑑𝑦
8- (𝑥𝑦 2 + 𝑥 3 ) = 2𝑦 3 + 4𝑥 2 𝑦
𝑑𝑥
𝑑𝑦
9- (𝑥𝑦 + 3𝑥 2 ) = 2𝑦 2 + 9𝑥 𝑦 − 7𝑥 2
𝑑𝑥
𝑑𝑦
10- (3𝑥𝑦 3 + 2𝑥 3 𝑦) = 3𝑦 4 + 𝑥 2 𝑦 2 − 2𝑥 4
𝑑𝑥
𝑑𝑦
11- (4𝑥𝑦 3 − 15𝑥 2 𝑦 2 ) = 2𝑦 4 − 5𝑥 𝑦 3 + 2𝑥 4
𝑑𝑥
𝑑𝑦 𝑦
12- 𝑥 = 3𝑦 ln ( ) + 𝑦
𝑑𝑥 𝑥
𝑑𝑦
13- (3𝑥𝑦 2 + 3𝑥 3 ) = 2𝑦 3 + 4𝑥 3
𝑑𝑥
𝑑𝑦
14- (3𝑥𝑦 2 + 6𝑥 2 𝑦) = 2𝑦 3 + 3𝑥 𝑦 2 − 2𝑥 3
𝑑𝑥
𝑑𝑦
15- (4𝑥𝑦 3 + 2𝑥 3 𝑦) = 3𝑦 4 + 𝑥 2 𝑦 2 + 5𝑥 4
𝑑𝑥

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𝑑𝑦
16- (3𝑥𝑦 2 − 4𝑥 2 𝑦 + 3𝑥 3 ) = 5𝑦 3 − 8𝑥𝑦 2 + 9𝑥 2 𝑦
𝑑𝑥
𝑑𝑦
17- (9𝑥 2 𝑦 2 + 4𝑥𝑦 3 ) = 2𝑦 4 + 3𝑥𝑦 3 − 2𝑥 4
𝑑𝑥
𝑑𝑦
18- (3𝑥𝑦 + 𝑥 2 ) = 6𝑦 2 + 3𝑥𝑦
𝑑𝑥
1 𝑑𝑦
19- (3𝑒 2𝑦 cos 3𝑥 − sin 𝑥 ) + (2𝑒 2𝑦 sin 3𝑥 + ) =0
1+𝑦 2 𝑑𝑥

𝑦2 1
20- (3𝑥 2 sin 𝑦 − 𝑥
+
1+𝑥 2
) 𝑑𝑥 + (𝑥 3 cos 𝑦 − 2𝑦 ln 𝑥)𝑑𝑦 = 0
2𝑦
21- (2𝑥 cos 𝑦 + 𝑠𝑒𝑐 2 𝑥)𝑑𝑥 + ( − 𝑥 2 sin 𝑦)𝑑𝑦 = 0
1+𝑦 2
3
22- ( 𝑦 2 𝑒 𝑥 + 𝑦 − 𝑥) 𝑑𝑥 + (2𝑦 𝑒 𝑥 + 𝑥 + cos 𝑦)𝑑𝑦 = 0
𝑑𝑦
23- + (sec 𝑥)𝑦 = 2 cos 𝑥
𝑑𝑥
𝑑𝑦
24- + (tan 𝑥)𝑦 = 2 cos 2 𝑥
𝑑𝑥
𝑑𝑦 5 6𝜋 sin 𝜋𝑥
25- + 𝑦=
𝑑𝑥 𝑥 𝑥5
𝑑𝑦 2𝑥 2
26- + 𝑦=
𝑑𝑥 𝑥 2 −16 𝑥−4
𝑑𝑦
27- 𝑒 3𝑥 + 3𝑒 3𝑥 𝑦 = 4 cos 2𝑥
𝑑𝑥
𝑑𝑦
28- (csc 𝑥) − (sec 𝑥)𝑦 = 4
𝑑𝑥
𝑑𝑦
29- + 𝑦 = 𝑒 −𝑥 cos 𝑥
𝑑𝑥
𝑑𝑦
30- 𝑥 − 2𝑦 = 𝑥 3 𝑠𝑒𝑐 2 𝑥
𝑑𝑥
𝑑𝑦
31- − (cot 𝑥)𝑦 = −2 (cos 𝑥)𝑦 −2
𝑑𝑥
𝑑𝑦
32- x + 3𝑦 = −(𝑥 7 tan 𝑥)𝑦 3
𝑑𝑥
𝑑𝑦
33- 5 cos 𝑥 + (sin 𝑥)𝑦 = 𝑦 −4
𝑑𝑥
𝑑𝑦 1
34- − (tan 𝑥)𝑦 = 𝑦 −3 sin 𝑥
𝑑𝑥 4

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𝑑𝑦 2
35- + 𝑦 = 2𝑥 4 𝑦 3
𝑑𝑥 𝑥
𝑑𝑦
36- 3 − (tan 𝑥)𝑦 = −2(sin 𝑥)𝑦 −2
𝑑𝑥
𝑑𝑦 1
37- − 𝑦 = 𝑥 4 𝑦 −2
𝑑𝑥 𝑥
𝑑𝑦
38- 𝑥2 − 𝑥𝑦 = 𝑦 2 .
𝑑𝑥
𝑑𝑦
39- 𝑥 𝑐𝑜𝑠𝑥 + 𝑦(𝑥 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥) = 1.
𝑑𝑥

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Chapter -3

Solution of Higher Order ODE With Constant


Coefficients

𝐴𝑦′′ + 𝐵𝑦′ + 𝐶𝑦 = 𝑅 (𝑥) 2𝑛𝑑 𝑜𝑟𝑑𝑒𝑟 𝐷. 𝐸. (𝑦 ′′ )

𝐴, 𝐵, 𝐶 are constants..

If 𝑅 (𝑥) = 0  homogenous equation

If 𝑅 (𝑥) ≠ 0  non homogenous equation

3-1 Homogenous Type :


𝐴𝑦′′ + 𝐵𝑦′ + 𝐶𝑦 = 0

𝑦′′ gives you 2 particular solutions

Let 𝑦 = 𝑒 𝑚𝑥 where 𝑚 is still unknown

 𝑦′ = 𝑚 𝑒 𝑚𝑥 , 𝑦′′ = 𝑚2 𝑒 𝑚𝑥

Substitute

𝐴 𝑚2 𝑒 𝑚𝑥 + 𝐵𝑚 𝑒 𝑚𝑥 + 𝐶 𝑒 𝑚𝑥 = 0

𝑒 𝑚𝑥 [𝐴𝑚2 + 𝐵 𝑚 + 𝐶] = 0

𝑒 𝑚𝑥 ≠ 0 can't be zero

∴ 𝐴 𝑚2 + 𝐵𝑚 + 𝐶 = 0  Characteristic equation

When solving we get 𝑚1 and 𝑚2

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Case 1 Case 2 Case3

𝑚1 ≠ 𝑚2 𝑚1 = 𝑚2 = 𝑚 𝑚1,2 = 𝛼 ± 𝑖𝛽

𝒚𝟏 = 𝒆𝒎𝟏𝒙 , 𝒚𝟐 = 𝒆𝒎𝟐 𝒙  particular solution for case-1

𝒚𝑮.𝑺 = 𝑪𝟏 𝒚𝟏 + 𝑪𝟐 𝒚𝟐

𝑦1 and 𝑦2 must be independent.

In Case 1

𝒚𝑮.𝑺 = 𝑪𝟏 𝒆𝒎𝟏 𝒙 + 𝑪𝟐 𝒆𝒎𝟐 𝒙

In Case 2

𝒚𝑮.𝑺 = 𝑪𝟏 𝒆𝒎 𝒙 + 𝑪𝟐 𝒆𝒎 𝒙 = = 𝒆𝒎 𝒙 (𝑪𝟏 + 𝑪𝟐 )  dependent

Turn this into C2 x emx to avoid having a dependent solution


Then 𝑦𝐺.𝑆 = 𝐶1 𝑒 𝑚 𝑥 + 𝐶2 𝑒 𝑚 𝑥 = 𝑒 𝑚 𝑥 (𝐶1 + 𝐶2 𝑥). .
In Case 3

𝒚𝑮.𝑺 = 𝒆𝜶 𝒙 (𝑪𝟏 𝐜𝐨𝐬 𝜷𝒙 + 𝑪𝟐 𝐬𝐢𝐧 𝜷𝒙) .

Example 1: solve the following D.E.


𝑦′′ − 3𝑦′ + 2𝑦 = 0
Solution:
 𝑒 𝑚𝑥 [𝑚2 – 3𝑚 + 2] = 0
(𝑚 – 1) (𝑚 – 2) = 0
𝑚1 = 1 , 𝑚2 = 2

𝑦𝐺.𝑆 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 .
Math-III
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Example 2:
𝑦′′ + 8𝑦′ + 25𝑦 = 0
Solution: 𝑚2 + 8𝑚 + 25 = 0
𝑚1,2 = −4 ± 3𝑖
α 𝛽
𝑦𝐺.𝑆 = 𝑒 −4𝑥 (𝐶1 cos 3𝑥 + 𝐶2 sin 3𝑥).
Example 3:
𝑦′′ – 6𝑦′ + 9𝑦 = 0
Solution: 𝑚2 – 6 𝑚 + 9 = 0
(𝑚 – 3)2 = 0
𝑚1 = 𝑚2 = 𝑚 = 3
𝑦𝐺.𝑆 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑥 𝑒 3𝑥 .

3-2 Solution of Non – Homogenous 2nd Order D.E.

Undetermined Coefficient method

𝐴𝑦′′ + 𝐵𝑦′ + 𝐶𝑦 = (0 homogenous – 𝑅(𝑥) non homogenous)

 𝐴 𝑚2 + 𝐵𝑚 + 𝐶 = 0  𝑚1 , 𝑚2

Case 1 𝑚1 ≠ 𝑚2

𝑦ℎ = 𝐶1 𝑒 𝑚1𝑥 + 𝐶2 𝑒 𝑚2𝑥

Case 2 𝑚1 = 𝑚2 = 𝑚

𝑦ℎ = (𝑐1 + 𝑥 𝑐2 )𝑒 𝑚𝑥

Case 3 𝑚1,2 = 𝛼 ± 𝑖𝛽

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𝑦ℎ = 𝑒 𝛼𝑥 [𝑐1 𝑐𝑜𝑠(𝛽𝑥) + 𝑐2 𝑠𝑖𝑛(𝛽𝑥)]

Where 𝒚𝒉 is 𝑦 "homogenous"

𝐴𝑦′′ + 𝐵𝑦′ + 𝐶𝑦 = 𝑅(𝑥) where 𝑅(𝑥) ≠ 0

𝒚𝑮.𝑺 = 𝒚𝒉 + 𝒚𝒑

Homogenous solution and particular solution.

Example 4: Find the General Solution for the following D.E.

𝑦′′ + 4𝑦′ – 12𝑦 = −18 𝑒 3𝑥

𝑦(0) = 0 , 𝑦′(0) = 1.

Solution:

𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝

𝑦ℎ ∶ 𝑚2 + 4𝑚 − 12 = 0

(𝑚 + 6) (𝑚 – 2) = 0  𝑚1 = 2, 𝑚2 = − 6

𝑦ℎ = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −6𝑥

𝑦𝑝 ∶ 𝑅(𝑥) = −18 𝑒 3𝑥

Let 𝑦𝑝 = 𝐶1 𝑒 3𝑥 = 𝐴𝑒 3𝑥

Match 𝑅(𝑥) with one of the cases of 𝒚𝒉 (Case 1, 2 OR 3)

If 𝑅(𝑥) is in the form of sin OR Cos  Case 3

If 𝑅(𝑥) is in the form 𝒆𝒂𝒙  Case 1

If 𝑅(𝑥) is in the form 𝒙𝒆𝒂𝒙  Case 2


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Then 𝒚𝒑 = 𝑨 𝒆𝟑𝒙

𝑦𝑝′ = 3 𝐴 𝑒 3𝑥 , 𝑦𝑝′′ = 9 𝐴 𝑒 3𝑥

Substitute in the original equation: 𝑦′′ + 4𝑦′ – 12𝑦 = −18 𝑒 3𝑥

𝑒 3𝑥 [9𝐴 + 12 𝐴 – 12 𝐴) = −18 𝑒 3𝑥

9 𝐴 𝑒 3𝑥 = −18 𝑒 3𝑥

Compare coefficients of 𝑒 3𝑥 :

9 𝐴 = −18  𝐴 = −2

𝒚𝒑 = −𝟐 𝒆𝟑𝒙

𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −6𝑥 – 2 𝑒 3𝑥 .

𝑦′ = 2𝑐1 𝑒 2𝑥 – 6 𝑐2 𝑒 −6𝑥 – 6 𝑒 3𝑥

𝑦(0) = 0

0 = 𝑐1 + 𝑐2 – 2  𝑐1 + 𝑐2 = 2

𝑦′(0) = 1

1 = 2 𝑐1 – 6𝑐2 – 6  − 1 = 8𝑐2 + 4
5 5 21
8 𝑐2 = −5  𝑐2 = −  𝐶1 = 2 + =
8 8 8
21 2𝑥 5 −6𝑥
𝑦𝐺.𝑆 = 𝑒 – 𝑒 – 2 𝑒 3𝑥 .
8 8

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Page 47
Example 5: Solve 𝑦′′ + 4𝑦′ + 4𝑦 = 6 𝑒 −2𝑥

Solution:
𝒚𝑮.𝑺 = 𝒚𝒉 + 𝒚𝒑
𝑦ℎ  𝑚2 + 4𝑚 + 4 = 0 , (𝑚 + 2)2 = 0 𝑚1 = 𝑚2 = 𝑚
= −2
𝑦ℎ = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑥 𝑒 −2𝑥 = (𝑐1 + 𝑐2 𝑥) 𝑒 −2𝑥
𝑦𝑝  𝑅(𝑥) = 6 𝑒 −2𝑥
Since yp has a term (𝑒 −2𝑥 ) similar to that in 𝑦ℎ we add an 𝑥 2
So 𝒚𝒑 = 𝑨 𝒙𝟐 𝒆−𝟐𝒙
If you have similar terms, leave the first as is, and multiply the second
by 𝑥, the third by 𝑥 2 the forth by 𝑥 3 and so on.
We do this to avoid having (𝑐1 + 𝑐2 + 𝐴) Which is a constant.
Then 𝑦𝑝′ = 2 𝐴 𝑥𝑒 −2𝑥 – 2 𝐴 𝑥 2 𝑒 −2𝑥
𝑦𝑝′′ = 2𝐴𝑒 −2𝑥 – 4𝐴 𝑥 𝑒 −2𝑥 – 4 𝐴𝑥𝑒 −2𝑥 + 4𝐴 𝑥 2 𝑒 −2𝑥
= 2 𝐴𝑒 −2𝑥 – 8 𝐴 𝑥 𝑒 −2𝑥 + 4 𝐴 𝑥 2 𝑒 −2𝑥
Substitute in the original D.E. 𝑦′′ + 4𝑦′ + 4𝑦 = 6 𝑒 −2𝑥
2 𝐴𝑒 −2𝑥 – 8 𝐴 𝑥 𝑒 −2𝑥 + 4 𝐴 𝑥 2 𝑒 −2𝑥 + 8 𝐴 𝑥 𝑒 −2𝑥 − 8 𝐴 𝑥 2 𝑒 −2𝑥
+ 4 𝐴 𝑥 2 𝑒 −2𝑥 = 6 𝑒 −2𝑥
2 𝐴 𝑒 −2𝑥 = 6 𝑒 −2𝑥  2 𝐴 = 6 → 𝐴 = 3
𝑦𝑝 = 3 𝑥 2 𝑒 −2𝑥

𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝 = (𝑐1 + 𝑐2 𝑥) 𝑒 −2𝑥 + 3 𝑥 2 𝑒 −2𝑥


= (𝑐1 + 𝑐2 𝑥 + 3𝑥 2 ) 𝑒 −2𝑥 .

Math-III
Page 48
Example 6: Solve

𝑦′′ + 4𝑦′ + 3𝑦 = 10 𝑐𝑜𝑠 𝑥

Solution:

𝑦ℎ  𝑚2 + 4𝑚 + 3 = 0 (𝑚 + 3) (𝑚 + 1) = 0

𝑚1 = −3 , 𝑚2 = −1

𝑦ℎ = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 −𝑥

𝑦𝑝  𝑅(𝑥) = 10 𝑐𝑜𝑠 𝑥  𝐶𝑎𝑠𝑒 3

10 𝑐𝑜𝑠 𝑥 = 10 𝑒 0 𝑐𝑜𝑠 ((1) (𝑥))  𝑦𝑝 = 𝐴 𝑐𝑜𝑠 𝑥 + 𝐵 𝑠𝑖𝑛 𝑥

𝑦𝑝′ = − 𝐴 𝑠𝑖𝑛 𝑥 + 𝐵 𝑐𝑜𝑠 𝑥

𝑦𝑝′′ = − 𝐴 𝑐𝑜𝑠 𝑥 – 𝐵 𝑠𝑖𝑛 𝑥

Substitute in the original D.E. 𝑦 ′′ + 4𝑦 ′ + 3𝑦 = 10 cos 𝑥

−𝐴 𝐶𝑜𝑠 𝑥 – 𝐵 𝑠𝑖𝑛 𝑥 – 4 𝐴 𝑠𝑖𝑛 𝑥 + 4 𝐵 𝑐𝑜𝑠 𝑥 + 3 𝐴 𝑐𝑜𝑠 𝑥


+ 3𝐵 𝑠𝑖𝑛 𝑥 = 10 𝑐𝑜𝑠 𝑥
Compare coefficients of 𝑠𝑖𝑛 𝑥 = 2𝐵 – 4𝐴 = 0

Compare coefficients of 𝑐𝑜𝑠 𝑥 ∶ 2𝐴 + 4𝐵 = 10

Solving get 𝐴 = 1, 𝐵 = 2

𝑦𝑝 = 𝑐𝑜𝑠 𝑥 + 2 𝑠𝑖𝑛 𝑥

𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝

= 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 −𝑥 + 𝑐𝑜𝑠 𝑥 + 2 𝑠𝑖𝑛 𝑥.

Example 7: Solve

𝑦′′ + 𝑦′ – 6𝑦 = (14 𝑥 − 5) 𝑒 4𝑥

Math-III
Page 49
Solution: 𝑦ℎ  𝑚2 + 𝑚 – 6 = 0

(𝑚 – 2) (𝑚 + 3) = 0

𝑚1 = 2, 𝑚2 = −3

𝑦ℎ = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 2𝑥

𝑦𝑝  𝑅(𝑥) = (14 𝑥 − 5) 𝑒 4𝑥  𝐶𝑎𝑠𝑒 2


Only get the general form and ignore the numbers
𝑦𝑝 = (𝐴 + 𝐵𝑥) 𝑒 4𝑥
𝑦𝑝′ = (4𝐵𝑥 + 4𝐴 + 𝐵) 𝑒 4𝑥
𝑦𝑝′′ = (16 𝐵 𝑥 + 16𝐴 + 8𝐵 ) 𝑒 4𝑥
Substitute :
(16𝐵 𝑥 + 16𝐴 + 8𝐵 ) 𝑒 4𝑥 + (4𝐵𝑥 + 4𝐴 + 𝐵) 𝑒 4𝑥 − 6(𝐴
+ 𝐵𝑥) 𝑒 4𝑥
= (14 𝑥 − 5) 𝑒 4𝑥
(16𝐵 + 4𝐵 – 6𝐵) 𝑥 𝑒 4𝑥 + (16𝐴 + 8𝐵 + 4𝐴 + 𝐵 – 6𝐴) 𝑒 4𝑥
= (14 𝑥 − 5) 𝑒 4𝑥
14𝐵 𝑥 𝑒 4𝑥 + (14𝐴 + 9𝐵) 𝑒 4𝑥 = (14 𝑥 − 5) 𝑒 4𝑥
Coefficient of 𝑒 4𝑥  14𝐴 + 9𝐵 = − 5
Coefficient of 𝑥 𝑒 4𝑥  14𝐵 = 14  𝐵 = 1 , 𝐴 = −1

𝑦𝑝 = (−1 + 𝑥) 𝑒 4𝑥

𝑦𝐺.𝑆 = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 2𝑥 + (−1 + 𝑥) 𝑒 4𝑥 .

Math-III
Page 50
Example 8: Solve

𝑦′′ – 5𝑦′ + 4𝑦 = 10 𝑠𝑖𝑛 2𝑥

Solution: 𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝

𝑦ℎ ∶ 𝑦′′ – 5𝑦′ + 4𝑦 = 0

 𝑚2 – 5𝑚 + 4 = 0

(𝑚 – 4)(𝑚 – 1) = 0  𝑚1 = 4 , 𝑚2 = 1

𝑦ℎ = 𝑐1 𝑒 4𝑥 + 𝑐2 𝑒 𝑥

𝑦𝑝 ∶ 𝑅 (𝑥) = 10 𝑠𝑖𝑛 2𝑥

𝑦𝑝 = 𝐴 𝑐𝑜𝑠 2𝑥 + 𝐵 𝑠𝑖𝑛 2𝑥

𝑦𝑝′ = − 2𝐴 𝑠𝑖𝑛 2𝑥 + 2𝐵 𝑐𝑜𝑠 2𝑥

𝑦𝑝′′ = − 4𝐴 𝑐𝑜𝑠 2𝑥 – 4 𝐵 𝑠𝑖𝑛 2𝑥

By substitution in original equation :-

−4 𝐴 𝑐𝑜𝑠 2𝑥 – 4 𝐵 𝑠𝑖𝑛 2𝑥 + 10 𝐴 𝑠𝑖𝑛 2𝑥 – 10 𝐵 𝑐𝑜𝑠 2𝑥

+ 4 𝐴 𝑐𝑜𝑠 2𝑥 + 4 𝐵 𝑠𝑖𝑛 2𝑥 = 10 𝑠𝑖𝑛 2𝑥

Compare coefficients of 𝑠𝑖𝑛 2𝑥 10 𝐴 = 10𝐴 = 1

Compare coefficients of 𝑐𝑜𝑠2𝑥 − 10𝐵 = 0𝐵 = 0

𝑦𝑝 = cos 2𝑥  𝑦𝐺.𝑆 = 𝑐1 𝑒 4𝑥 + 𝑐2 𝑒 𝑥 + 𝑐𝑜𝑠 2𝑥.

Example 9: Solve

𝑦′′ – 6𝑦′ + 9𝑦 = (4 + 4𝑥) 𝑒 𝑥 = 4𝑒 𝑥 + 4 𝑥 𝑒 𝑥


Solution: 𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝

Math-III
Page 51
𝑦ℎ ∶ 𝑦′′ – 6𝑦′ + 9𝑦 = 0 𝑚2 – 6𝑚 + 9 = 0

(𝑚 – 3)2 = 0  𝑚1 = 𝑚2 = 𝑚 = 3

𝑦ℎ = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑥 𝑒 3𝑥

𝑦𝑝 ∶ 𝑦𝑝 = 𝐴 𝑒 𝑥 + 𝐵 𝑥 𝑒 𝑥

𝑦𝑝′ = 𝐴 𝑒 𝑥 + 𝐵 𝑒 𝑥 + 𝐵 𝑥 𝑒 𝑥

𝑦𝑝′′ = 𝐴 𝑒 𝑥 + 𝐵 𝑒 𝑥 + 𝐵 𝑒 𝑥 + 𝐵 𝑥 𝑒 𝑥

= 𝐴 𝑒𝑥 + 2 𝐵 𝑒𝑥 + 𝐵 𝑥 𝑒𝑥

Substitute in original equation.

𝐴 𝑒 𝑥 + 2 𝐵 𝑒 𝑥 + 𝐵𝑥 𝑒 𝑥 − 6 𝐴 𝑒 𝑥 – 6 𝐵 𝑒 𝑥 – 6 𝐵 𝑥 𝑒 𝑥

+ 9𝐴 𝑒 𝑥 + 9𝐵 𝑥 𝑒 𝑥 = 4 𝑒 𝑥 + 4 𝑥 𝑒 𝑥

 4 𝐴 𝑒 𝑥 – 4𝐵𝑒 𝑥 + 4𝐵 𝑥 𝑒 𝑥 = 4 𝑒 𝑥 + 4 𝑥 𝑒 𝑥

[4𝐴 – 4𝐵] 𝑒 𝑥 + (4𝐵) 𝑥 𝑒 𝑥 = 4 𝑒 𝑥 + 4 𝑥 𝑒 𝑥

Compare coefficients of 𝒆𝒙 : 4𝐴 – 4𝐵 = 4  𝐴 – 𝐵 = 1

Compare coefficients of 𝒙 𝒆𝒙 ∶ 4𝐵 = 4  𝐵 = 1

𝐴−1 = 1 𝐴 =2 𝑦𝑝 = 2 𝑒 𝑥 + 𝑥 𝑒 𝑥

𝑦𝐺.𝑆 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑥 𝑒 3𝑥 + 2 𝑒 𝑥 + 𝑥 𝑒 𝑥 .

Example 10: Solve the third order ODE

y   y   6 y   x  1
2

Math-III
Page 52
Solution: 𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝

𝑦ℎ ∶ 𝑦 ′′′ – 𝑦 ′′ − 6 𝑦 ′ = 0 𝑚3 – 𝑚2 − 6𝑚 = 0

𝑚(𝑚2 − 𝑚 – 6) = 0  𝑚(𝑚 − 3)(𝑚 + 2) = 0

𝑚1 = 0, 𝑚2 = 3, 𝑚3 = −2

𝑦ℎ = 𝑐1 𝑒 0𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥

𝑦ℎ = 𝑐1 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥

𝑦𝑝 ∶ 𝑦𝑝 = (𝐴 𝑥 2 + 𝐵 𝑥 + 𝐶)𝑥

𝑦𝑝′ = 3𝐴 𝑥 2 + 2𝐵 𝑥 + 𝐶

𝑦𝑝′′ = 6𝐴 𝑥 + 2𝐵

𝑦𝑝′′′ = 6𝐴

Substitute in original equation.

6𝐴 − 6𝐴 𝑥 − 2𝐵 − 18𝐴 𝑥 2 − 12𝐵 𝑥 − 6 𝐶 = 𝑥 2 + 1

−1
−18𝐴 = 1 → 𝐴 =
18
1
−6𝐴 − 12𝐵 = 0 → 𝐵 =
36
−25
6𝐴 − 2𝐵 − 6𝐶 = 1 → 𝐶 =
108
−1 3 1 2 −25
𝑦𝑝 = 𝑥 + 𝑥 + 𝑥
18 36 108
−1 3 1 2 −25
𝑦𝐺.𝑆 = 𝑐1 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥 + 𝑥 + 𝑥 + 𝑥.
18 36 108

Math-III
Page 53
Example 11: Solve the fourth order ODE

𝑦 (𝐼𝑉) + 4 𝑦 ′′ = 96𝑥 2

𝑦ℎ ∶ 𝑦(𝐼𝑉) + 4 𝑦′′ = 0 𝑚4 + 4𝑚2 = 0

𝑚2 (𝑚2 + 4) = 0  𝑚2 (𝑚 − 2𝑖)(𝑚 + 2𝑖) = 0

𝑚1 = 0, 𝑚2 = 0, 𝑚3 = 2𝑖, 𝑚4 = −2𝑖

𝑦ℎ = 𝑐1 𝑒 0𝑥 + 𝑐2 𝑥 𝑒 0𝑥 + 𝑒 0𝑥 (𝑐3 𝑐𝑜𝑠2𝑥 + 𝑐4 𝑠𝑖𝑛2𝑥)

𝑦ℎ = 𝑐1 + 𝑐2 𝑥 + 𝑐3 𝑐𝑜𝑠2𝑥 + 𝑐4 𝑠𝑖𝑛2𝑥

𝑦𝑝 ∶ 𝑦𝑝 = (𝐴 𝑥 2 + 𝐵 𝑥 + 𝐶)𝑥 2

𝑦𝑝′ = 4𝐴 𝑥 3 + 3𝐵 𝑥 2 + 2 𝐶𝑥

𝑦𝑝′′ = 12𝐴 𝑥 2 + 6𝐵𝑥 + 2𝑐

𝑦𝑝′′′ = 24𝐴𝑥 + 6𝐵

𝑦𝑝′′′′ = 24𝐴

Substitute in original equation.

24𝐴 + 48𝐴 𝑥 2 + 24𝐵𝑥 + 8𝑐 = 96𝑥 2

48𝐴 = 96 → 𝐴 = 2

24𝐵 = 0 → 𝐵 = 0

24𝐴 + 8𝐶 = 0 → 𝐶 = −6

𝑦𝑝 = 2 𝑥 4 − 6 𝑥 2

𝑦𝐺.𝑆 = 𝑐1 + 𝑐2 𝑥 + 𝑐3 𝑐𝑜𝑠2𝑥 + 𝑐4 𝑠𝑖𝑛2𝑥 + 2 𝑥 4 − 6 𝑥 2

Math-III
Page 54
Table to construct 𝒚𝒑

𝑹(𝒙) 𝒚𝒑
No 𝐴

3 𝑒 2𝑥 – 4 𝑒 −2𝑥 𝐴 𝑒 2𝑥 + 𝐵 𝑒 −2𝑥

𝑥 𝐴 + 𝐵𝑥
1+𝑥

𝑥 𝑒 2𝑥 (𝐴 + 𝐵 𝑥) 𝑒 2𝑥
(1 + 𝑥) 𝑒 2𝑥

𝑥2 𝐴 + 𝐵 𝑥 + 𝐶 𝑥2
𝑥 + 𝑥2
3 + 𝑥2

𝑥2 𝑒 𝑥 (𝐴 + 𝐵 𝑥 + 𝐶 𝑥 2 ) 𝑒 𝑥

𝑠𝑖𝑛 3𝑥 𝐴 𝑐𝑜𝑠 3 𝑋 + 𝐵 𝑠𝑖𝑛 3𝑥


𝑐𝑜𝑠 3𝑥
𝑠𝑖𝑛 3𝑥 + 𝑐𝑜𝑠 3𝑥

𝑒 𝑥 𝑠𝑖𝑛 3𝑥 𝑒 𝑥 (𝐴 𝑐𝑜𝑠 3𝑥 + 𝐵 𝑠𝑖𝑛 3𝑥)

𝑠𝑖𝑛 3𝑥 + 𝑠𝑖𝑛 4𝑥 𝐴 𝑐𝑜𝑠 3𝑥 + 𝐵 𝑠𝑖𝑛 3𝑥


+ 𝐶 𝑠𝑖𝑛 4𝑥 + 𝐷 𝑐𝑜𝑠 4𝑥

𝑠𝑖𝑛2 𝑥, 𝑐𝑜𝑠 2 𝑥 𝑠𝑝𝑒𝑐𝑖𝑎𝑙

1 𝐴 + 𝐵 𝑐𝑜𝑠2𝑥 + 𝐶 𝑠𝑖𝑛 2𝑥
𝑠𝑖𝑛2 𝑥 = (1 − 𝑐𝑜𝑠2𝑥),
2
2
𝑐𝑜𝑠 𝑥 = 1/2 (1 + 𝑐𝑜𝑠 2𝑥)

𝑠𝑖𝑛ℎ 𝑥 = 1/2 (𝑒 𝑥 – 𝑒 −𝑥 ) 𝐴 𝑒 𝑥 + 𝐵 𝑒 −𝑥
𝑐𝑜𝑠ℎ 𝑥 = 1/2 (𝑒 𝑥 + 𝑒 −𝑥 )

𝑠𝑖𝑛 𝑥 𝑐𝑜𝑠 𝑥 = 1/2 𝑠𝑖𝑛 2𝑥 𝐴 𝑐𝑜𝑠 2𝑥 + 𝐵 𝑠𝑖𝑛 2𝑥


Math-III
Page 55
Exercise - 3

Higher – Order Linear Differential Equations

Find the General Solution of the following higher order ordinary differential
equations:
1. 𝑦′′– 9 𝑦 = − 6 𝑒 −3𝑥

2. y   9 y  6e 3 x

3. 𝑦′′ + 𝑦′ = 6 𝑐𝑜𝑠 𝑥

4. y   4 y  sin x 2

5. y   y   6 y   x  1 2

6. y ( IV )
 4 y   96x 2

7. y   3 y   2 y  e sin x 2x

8. y   2 y   5 y  e cosh x 2x

9. y   2 y   5 y  e sin x 2x

10. y   4 y  x 2

11. y   y   2 y  e x

12. y   4 y  cos x 2

Math-III
Page 56
13. 𝑦′′ + 𝑦 = 6 𝑐𝑜𝑠 𝑥
14. 𝑦′′ – 𝑦 = 6 𝑐𝑜𝑠 𝑥
15. 𝑦′′ + 𝑦′ = 6 𝑐𝑜𝑠 𝑥
16. 𝑦′′ + 8 𝑦′ + 25 𝑦 = 80 𝑐𝑜𝑠 5𝑥
17. 𝑦′′ – 2 𝑦′ + 𝑦 = 8 𝑥 𝑒 3𝑥
18. 𝑦′′ – 2 𝑦′ + 𝑦 = 2 𝑐𝑜𝑠 𝑥
19. 𝑦′′ + 14 𝑦′ + 45 𝑦 = 4 𝑒 5𝑥
20. 𝑦′′ – 2 𝑦′ + 10 𝑦 = − 50 𝑥 𝑒 2𝑥
21. 𝑦′′ + 6 𝑦′ + 13 𝑦 = 10 𝑒 2𝑥 = 29 𝑥 𝑒 2𝑥
22. 𝑦′′ − 4 𝑦′ + 4 𝑦 = − 𝑥 𝑒 3𝑥
23. 𝑦′′– 9 𝑦 = − 6 𝑒 −3𝑥
24. 𝑦′′ + 9 𝑦 = − 6 𝑒 −3𝑥
25. 𝑦′′ – 6 𝑦′ + 5 𝑦 = 8 𝑒 𝑥
26. 𝑦′′ + 6 𝑦′ + 5 𝑦 = 8 𝑒 𝑥
27. 𝑦′′ – 𝑦′ – 6 𝑦 = −15 𝑒 −2𝑥
28. 𝑦′′ + 4 𝑦′ + 5𝑦 = 10 𝑒 𝑥

29. In an 𝑅𝐿𝐶 – Circuit, the current 𝐼(𝑡) is governed by


𝑑𝐼 1
𝐿 + 𝑅𝐼 + ∫ 𝐼 𝑑𝑡 = 𝐸(𝑡) Differentiating, we get the
𝑑𝑡 𝐶

differential equation :
𝑑2𝐼 𝑑𝐼 1
𝐿 2 + 𝑅 + 𝐼 = 𝑑 𝐸(𝑡)/𝑑𝑡
𝑑𝑡 𝑑𝑡 𝐶
𝐹𝑖𝑛𝑑 𝐼(𝑡) 𝑖𝑛 𝑐𝑎𝑠𝑒 𝐿 = 1, 𝑅 = 8, 𝐶 = 1/25
𝐸 = 48 𝑠𝑖𝑛 2 𝑡 – 63 𝑐𝑜𝑠2𝑡, 𝑎𝑛𝑑 𝑖𝑛𝑖𝑡𝑖𝑎𝑙𝑙𝑦 𝐼 = 𝐼′ = 0

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Chapter – 4

Multiple Integrals

In this chapter we extend the idea of a definite integral to double


and triple integrals of functions of two or three variables. Such
integrals are called multiple integrals.

4-1 Double Integrals:


We define the double integral of the function 𝑓(𝑥, 𝑦) over the domain
D into sub rectangles. This is done by drawing lines parallel to the
coordinate axes getting mn sub rectangles which cover D, as in the
following figure

Then the double integral of the function 𝑓(𝑥, 𝑦) over the domain D is
𝑚 𝑛

∬ 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = 𝑛→∞


lim ∑ ∑ 𝑓(𝑥𝑖 , 𝑦𝑖 ) ∆𝑥𝑖 ∆𝑦𝑗
𝑚→∞ 𝑗=1 𝑖=1
𝐷

if the limit exists.


4-1-1 Properties of Double Integrals:
Double integrals have the following properties:
(1) ∬𝐷 𝐾𝑓(𝑥, 𝑦)𝑑𝐴 = 𝐾 ∬𝐷 𝑓(𝑥, 𝑦)𝑑𝐴
(2) ∬𝐷(𝑓 ∓ 𝑔)𝑑𝐴 = ∬𝐷 𝑓𝑑𝐴 ∓ ∬𝐷 𝑔𝑑𝐴
(3) If 𝐷 = 𝐷1 ∩ 𝐷2

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∴ ∬ 𝑓(𝑥, 𝑦)𝑑𝐴 = ∬ 𝑓(𝑥, 𝑦)𝑑𝐴 + ∬ 𝑓(𝑥, 𝑦)𝑑𝐴
𝐷 𝐷1 𝐷2

4-1-2 Evaluation of the Double Integral:

There are two types of the domain D of the function 𝑓(𝑥, 𝑦). D is said
to be of type I if it lies between the graphs of two continuous
functions of 𝑥, that is

𝐷 = {(𝑥, 𝑦)| 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 (𝑥) ≤ 𝑦 ≤ 𝑔2 (𝑥)}

where 𝑔1 and 𝑔2 are continuous functions on [a, b].

We also consider regions of type II which can be expressed as

𝐷 = {(𝑥, 𝑦)| ℎ1 (𝑦) ≤ 𝑥 ≤ ℎ2 (𝑦), 𝑐 ≤ 𝑦 ≤}

Type I Type II
According to the shape of the region D, we can express the double
integral in one of the following forms:

Type I

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𝑥=𝑏 𝑦=𝑔2 (𝑥)

∬ 𝑓(𝑥, 𝑦)𝑑𝐴 = ∫ [ ∫ 𝑓(𝑥, 𝑦)𝑑𝑦] 𝑑𝑥


𝐷 𝑥=𝑎 𝑦=𝑔1 (𝑥)

Type II
𝑦=𝑑 𝑥=ℎ2 (𝑦)

∬ 𝑓(𝑥, 𝑦)𝑑𝐴 = ∫ [ ∫ 𝑓(𝑥, 𝑦)𝑑𝑥 ] 𝑑𝑦


𝐷 𝑦=𝑐 𝑥=ℎ1 (𝑦)

Example 1:
2 2
𝐸𝑣𝑎𝑙𝑢𝑎𝑡𝑒: ∫0 ∫1 2𝑥𝑦 2 𝑑𝑥𝑑𝑦

Solution:
2 2 2 2

𝐼 = ∫ [∫ 2𝑥𝑦 2 ] 𝑑𝑥𝑑𝑦 = ∫[𝑥 2 𝑦 2 ]12 𝑑𝑥𝑑𝑦 = ∫[4𝑦 2 − 𝑦 2 ]𝑑𝑦


0 1 0 0
4 1 2
= [( ) 𝑦 3 − ( ) 𝑦 3 ] = 24.
3 3 0

Example 2:
Evaluate ∬𝑅 𝑥 + 2𝑦 𝑑𝐴 where R is the region bounded by

𝑦 = 𝑥 2, 𝑦 = 2𝑥
Solution:
Let us use Type I region, then

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𝐼 = ∬ 𝑥 + 2𝑦 𝑑𝐴
𝑅
2 2𝑥

= ∫ [ ∫ (𝑥 + 2𝑦)𝑑𝑦] 𝑑𝑥
0 𝑥2
2 2

= ∫[𝑥𝑦 + 𝑦 2 ]2𝑥 2 3 4
𝑥 2 𝑑𝑥 = ∫[6𝑥 − 𝑥 − 𝑥 ]𝑑𝑥
0 0
4 5
𝑥 𝑥 28
= [2𝑥 3 − − ]20 =
4 5 5
Another Solution:
Let us use Type II region, then

𝐼 = ∬ 𝑥 + 2𝑦 𝑑𝐴
𝑅
4 √𝑦

= ∫ [∫ (𝑥 + 2𝑦)𝑑𝑥] 𝑑𝑦
0 𝑦
2
2 𝑦

𝑥2
= ∫ [ + 2𝑥𝑦] 𝑑𝑦
2 𝑦
0 2
4
𝑦 𝑦2
= ∫ [ + 2(√𝑦)𝑦 − ( + 𝑦 2 )] 𝑑𝑦
2 8
0
𝑦 2 4 5⁄2 3 3 4 28
=[ + 𝑦 − 𝑦 ]0 =
4 5 8 5

Example 3:
2
Evaluate: ∬𝑅 𝑥𝑒 𝑦 𝑑𝐴

Where: A is bounded by: y=𝑥 2 , 𝑥 = 2, 𝑦 = 0.

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Solution:
4 √𝑦
2
𝐼 = ∫ ∫ 𝑥𝑒 𝑦 𝑑𝑥𝑑𝑦
0 0
4 4 4
𝑥 2 𝑦2 √𝑦 𝑦 2 1 2
= ∫( )𝑒 ]0 𝑑𝑦 = ∫ ( ) 𝑒 𝑦 𝑑𝑦 = ( ) ∫ 𝑒 𝑦 𝑑𝑦 2
2 2 4
0 0 0
1 2 4 1
= ( ) [𝑒 𝑦 ]0 = ( ) [𝑒 16 − 1].
4 4

Example 4:
Evaluate: ∬𝑅 𝑒 𝑥+3𝑦 𝑑𝐴

Where: 𝑅 𝑦 = 1, 𝑦 = 𝑥, 𝑦 = −𝑥 + 5.
Solution:
2.5 5−𝑦 2.5 2.5
5−𝑦 5−𝑦
𝐼 = ∫ ∫ 𝑒 𝑥+3𝑦 𝑑𝑥𝑑𝑦 = ∫ [𝑒 𝑥+3𝑦 ]𝑦 𝑑𝑦 = ∫ [𝑒 5−𝑦+3𝑦 − 𝑒 𝑦+3𝑦 ]𝑦 𝑑𝑦
1 𝑦 1 1

2.5 1 1 2.5
5−𝑦
∴I=∫1 [𝑒 5+2𝑦 − 𝑒 4𝑦 ]𝑦 𝑑𝑦 = [( ) 𝑒 5+2𝑦 − ( ) 𝑒 4𝑦 ]
2 4 1
1 1 1
= ( ) 𝑒 10 − ( ) 𝑒 7 + ( ) 𝑒 4 .
4 2 4

4-1-3 Interchange the Order of Integration:

In evaluation of the double integral sometimes we have to


change the order of integration. This is done because of the non-
possibility to evaluate the integral, or to facilitate the computation as
will be shown later. This idea is illustrated by the following examples.

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Example 5:
Evaluate the following double integral
𝑥 2
∞ ∞ −
∫𝑦=0 ∫𝑥=3𝑦 𝑒 36 𝑑𝑥 𝑑𝑦

Solution:

We note that, the integral function cannot


Be evaluated, so we have to interchange
The order of integration by the aid of the
Following sketch
∞ ∞
𝑥2 ∞ 𝑦=𝑥⁄3 𝑥2
− −
∫[ ∫ 𝑒 36 𝑑𝑥] 𝑑𝑦 = ∫ [∫ 𝑒 36 𝑑𝑦] 𝑑𝑥
𝑥=0 𝑦=0
𝑦=0 𝑥=3𝑦
∞ 𝑥2 ∞ 𝑥2
− 𝑥 − −𝑥
=∫ 𝑒 36 ( ) 𝑑𝑥 = −6 ∫ 𝑒 36 ( ) 𝑑𝑥
𝑥=0 3 𝑥=0 18
𝑥2


= [−6 𝑒 36 ] = −6(0 − 1) = 6
0

Example 6:
Evaluate the following double integral
4 2
sin 𝑥
∫ ∫( ) 𝑑𝑥 𝑑𝑦
𝑥2
0 √𝑦

Solution:
The integrand function cannot be integrated
So we have to interchange the order of
integration

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4 2 2 𝑥2
sin 𝑥 sin 𝑥
∫ ∫( ) 𝑑𝑥 𝑑𝑦 = ∫ ∫ ( ) 𝑑𝑦 𝑑𝑥
𝑥2 𝑥2
0 √𝑦 0 0

2 2
sin 𝑥 2 sin 𝑥
= ∫ ( 2 ) 𝑦 |0𝑥 𝑑𝑥 = ∫ ( 2 ) 𝑥 2 𝑑𝑥
𝑥 𝑥
0 0
2

= ∫ sin 𝑥 𝑑𝑥 = [− cos 𝑥 ]20 = 1 − cos 2


0

4-1-4 Change of variables in double integrals:

We often apply a change of variables when we integrate a function of


one variable independent variable, and this method is also very
important for evaluating double integrals. However, consider a
change of variables given by a transformation T from the xy-plane to
the uv-plane:

Definition: The Jacobian of the transformation T given by

𝑥 = 𝑥(𝑢, 𝑣), 𝑦 = 𝑦(𝑢, 𝑣)

Is

𝜕𝑥 𝜕𝑥
𝜕(𝑥, 𝑦) 𝜕𝑣| = 𝜕𝑥 𝜕𝑦 − 𝜕𝑥 𝜕𝑦
𝐽= = |𝜕𝑢
𝜕(𝑢, 𝑣) 𝜕𝑦 𝜕𝑦 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
𝜕𝑢 𝜕𝑣

Hence,

∬ 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = ∬ 𝑓(𝑥(𝑢, 𝑣), 𝑦(𝑢, 𝑣)). | 𝐽| 𝑑𝑢 𝑑𝑣


𝐷 𝑆

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As a special case of the change of variables is the transformation to
Polar coordinates.

Double Integral in Polar Coordinates:


The connection between polar coordinates 𝑟, 𝜃 and the Cartesian
coordinates 𝑥, 𝑦 is given by the relations.
𝑥 = 𝑟 cos(𝜃) , 𝑦 = 𝑟 sin(𝜃) 𝑟 ≥ 0, 0 ≤ 𝜃 ≤ 2𝜋
From this transformation, we get the jacobian
𝜕𝑥 𝜕𝑥
𝜕(𝑥, 𝑦) 𝜕𝜃| = | cos 𝜃 −𝑟 sin 𝜃
𝐽= = | 𝜕𝑟 |
𝜕(𝑟, 𝜃) 𝜕𝑦 𝜕𝑦 𝑟 sin 𝜃 𝑟 cos 𝜃
𝜕𝑟 𝜕𝜃
= 𝑟 (𝑐𝑜𝑠 2 𝜃 + 𝑠𝑖𝑛2 𝜃) = 𝑟
Therefore,

∬ 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = ∬ 𝑓(𝑥(𝑟, 𝜃), 𝑦(𝑟, 𝜃)). 𝑟 𝑑𝑟 𝑑𝜃


𝐷 𝑆

Remark: we often use the polar coordinates if


 The area of integration is a circle
 The integrand contains 𝑥 2 + 𝑦 2

Example 7:
y=√𝟖 − 𝒙𝟐
Use polar coordinates to evaluate:
𝑥=2 𝑦=√8−𝑥 2 1 R
𝐼 = ∫𝑥=0 ∫𝑦=𝑥 𝑑𝑥𝑑𝑦.
5+𝑥 2 +𝑦 2

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Solution:
𝜋 ⁄2 √ 8
1
𝐼= ∫ ∫ 𝑟 𝑑𝑟 𝑑 𝜃
5 + 𝑟2
𝜋 ⁄4 0
𝜋 ⁄2 𝜋 ⁄2
√8
1 1
= ∫ [ ln(5 + 𝑟 2 )] 𝑑𝜃 = ∫ ( ) (ln(13) − ln(5))𝑑𝜃
2 0 2
𝜋 ⁄4 𝜋 ⁄4
𝜋
1 1 13 𝜋 𝜋 13
𝐼 = ln(13) − [ln(5) 𝜃]𝜋2 = ( ) ln( )( ) = ln( ).
2 4 2 5 4 8 5
Example 8:
Using polar coordinates, evaluate the double integral
2 +𝑦 2 )
∬ 𝑒 −(𝑥 𝑑𝑥 𝑑𝑦
𝐷

Where D is the annulus bounded by


𝑥2 + 𝑦2 = 1 𝑎𝑛𝑑 𝑥2 + 𝑦2 = 4
Solution:
In polar coordinates 𝑥 2 + 𝑦 2 = 𝑟 2 , hence from the given two circles
𝑟 = 1 𝑎𝑛𝑑 𝑟 = 2 then the annulus is bounded by the two circles ,
thus we have

𝜃=2𝜋 𝑟=2
−(𝑥 2 +𝑦 2 ) 2
∬𝑒 𝑑𝑥 𝑑𝑦 = ∫ ∫ 𝑒 −𝑟 𝑟 𝑑𝑟 𝑑𝜃
𝐷 𝜃=0 𝑟=1
2 𝑟=2
𝑒 −𝑟
= 2𝜋 [ ] = 𝜋(𝑒 −1 − 𝑒 −4 )
−2 𝑟=1

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4-2 Triple integrals:
Triple integrals are widely applied to various physical and geometrical
problems.
By the same procedure used for double integrals, we may define the
triple integral of a continuous function 𝑓(𝑥, 𝑦, 𝑧)over a general
bounded region 𝑅 in three dimensional spaces. This integral is
denoted by

∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣
𝑅

We restrict our attention to simple types of regions. A solid region 𝑅 is


said to be of type I if it lies between the graphs of two continuous
functions of 𝑥 and 𝑦 that is,
𝑅 = {(𝑥, 𝑦, 𝑧)| (𝑥, 𝑦) ∈ 𝐷, 𝜑1 (𝑥, 𝑦) ≤ 𝑧 ≤ 𝜑2 (𝑥, 𝑦)}

where 𝐷 is the projection of 𝑅 onto the xy-plane. According to the


type of the area 𝐷. Type I or Type II regions, the triple integral can be
expressed in the form

𝑥=𝑏 𝑦=𝑔2 (𝑥) 𝑧=𝜑2 (𝑥,𝑦)

∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 = ∫ ∫ ∫ 𝑓(𝑥, 𝑦, 𝑧) 𝑑𝑧 𝑑𝑦 𝑑𝑥


𝑅 𝑥=𝑎 𝑦=𝑔1 (𝑥) 𝑧=𝜑1 (𝑥,𝑦)
𝑦=𝑑 𝑥=ℎ2 (𝑦) 𝑧=𝜑2 (𝑥,𝑦)

∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 = ∫ ∫ ∫ 𝑓(𝑥, 𝑦, 𝑧) 𝑑𝑧 𝑑𝑥 𝑑𝑦


𝑅 𝑦=𝑐 𝑥=ℎ1 (𝑦) 𝑧=𝜑1 (𝑥,𝑦)

A solid region 𝑅 is of type II if it is of the form


𝑅 = {(𝑥, 𝑦, 𝑧)| (𝑦, 𝑧) ∈ 𝐷, 𝜑1 (𝑦, 𝑧) ≤ 𝑥 ≤ 𝜑2 (𝑦, 𝑧)}

where 𝐷 is the projection of 𝑅 onto the yz-plane. In this case the triple
integral can be written in the form
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𝑥=𝜑2 (𝑦,𝑧)

∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 = ∬ [ ∫ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥] 𝑑𝐴


𝑅 𝐷 𝑥=𝜑1 (𝑦,𝑧)

Finally, a Type III region is of the form


𝑅 = {(𝑥, 𝑦, 𝑧)| (𝑥, 𝑧) ∈ 𝐷, 𝜑1 (𝑥, 𝑧) ≤ 𝑦 ≤ 𝜑2 (𝑥, 𝑧)}

where 𝐷 is the projection of 𝑅 onto the xz-plane. For this type of


region, we have

𝑦=𝜑2 (𝑥,𝑧)

∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 = ∬ [ ∫ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑦] 𝑑𝐴


𝑅 𝐷 𝑦=𝜑1 (𝑥,𝑧)

Example 9:
Evaluate ∭𝑅 𝑧 𝑑𝑣 where R is the solid tetrahedron bounded by the
four planes 𝑥 = 0, 𝑦 = 0, 𝑧 = 0, 𝑎𝑛𝑑 𝑥 + 𝑦 + 𝑧 = 1

Solution:

when setting up a triple integral it is wise to draw two diagrams: one


of the solid region R and one of its projection D on the xy-plane. The
lower boundary of the tetrahedron is the plane 𝑧 = 0 and the upper
boundary is the plane = 1 − 𝑥 − 𝑦 . Notice that, the planes 𝑥 + 𝑦 +
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𝑧 = 1 𝑎𝑛𝑑 𝑧 = 0 intersects in the line 𝑥 + 𝑦 = 1 in the xy-plane, so the
projection of R is the triangular region shown in the above figure, and
we have
1 1−𝑥 1−𝑥−𝑦
∭ 𝑧 𝑑𝑣 = ∫ ∫ ∫ 𝑧 𝑑𝑧 𝑑𝑦 𝑑𝑥
0 0 0
𝑅

1−𝑥−𝑦
1 1−𝑥 𝑧2 1 1 1−𝑥
= ∫0 ∫0 [2] 𝑑𝑦 𝑑𝑥 = 2 ∫0 ∫0 (1 − 𝑥 − 𝑦)2 𝑑𝑦 𝑑𝑥
0

1−𝑥
1 1 (1−𝑥−𝑦)3 1 1
= ∫ [ ] 𝑑𝑥 = ∫ (1 − 𝑥)3 𝑑𝑥
2 0 −3 0 6 0

1
1 (1 − 𝑥)4 1
= [ ] =
6 −4 0
24

4-2-1 Tripe Integral in spherical Coordinates:

Let the position of the moving point P in

space be determined by the


following figure.

The relation between Cartesian and


spherical coordinates is given by

𝑥 = 𝑟 sin 𝜃 cos 𝜑
𝑦 = 𝑟 sin 𝜃 sin 𝜑

𝑧 = 𝑟 𝑐𝑜𝑠 𝜃
𝑥2 + 𝑦2 + 𝑧2 = 𝑟2
with
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0 ≤ 𝑟 < ∞, 0 ≤ 𝜃 ≤ 𝜋, 0 ≤ 𝜑 ≤ 2𝜋
The Jacobian of the transformation of Cartesian coordinates into the
spherical coordinates is
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑟 𝜕𝜃 𝜕𝜑
| |
𝜕(𝑥, 𝑦, 𝑧) 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝐽= =
𝜕(𝑟, 𝜃, 𝜑 ) 𝜕𝑟 𝜕𝜃 𝜕𝜑
| 𝜕𝑧 𝜕𝑧 𝜕𝑧 |
𝜕𝑟 𝜕𝜃 𝜕𝜑

sin 𝜃 cos 𝜑 𝑟 cos 𝜃 cos 𝜑 −𝑟 sin 𝜃 sin 𝜑


= | sin 𝜃 sin 𝜑 𝑟 cos 𝜃 sin 𝜑 𝑟 sin 𝜃 cos 𝜑 | = 𝑟 2 sin 𝜃
cos 𝜃 −𝑟 sin 𝜃 0

Remark: we often use spherical coordinates if


 The area of integration is a sphere
 The integrand contains the function 𝑥 2 + 𝑦 2 + 𝑧 2

Example 10:
Evaluate

∭ √𝑥 2 + 𝑦 2 + 𝑧 2 𝑑𝑣
𝑅

where R is the solid hemisphere with center at the origin and radius
1, that lies above xy-plane.
Solution:
From the figure and the spherical coordinates, we have

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2𝜋 𝜋 ⁄2 1
∭ √𝑥 2 + 𝑦2 + 𝑧2 𝑑𝑣 = ∫ ∫ ∫ 𝑟 . 𝑟 2 sin 𝜃 𝑑𝑟 𝑑𝜃 𝑑𝜑
0 0 0
𝑅

2𝜋 𝜋 ⁄2 1
𝑟4
=∫ ∫ [ ] sin 𝜃 𝑑𝜃 𝑑𝜑
0 0 4 0

1 2𝜋 ⁄
= ∫ [− cos 𝜃]𝜋0 2 𝑑𝜑
4 0
1 2𝜋 1 𝜋
= ∫ 𝑑𝜑 = . 2𝜋 =
4 0 4 2
Note: The volume V of a region R is given by

Volume =∭𝑅 𝑑𝑣

Example 11:
Use spherical coordinates to find the volume of the solid that lies
above the cone 𝑧 = √𝑥 2 + 𝑦 2 and below the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑧
Solution:
The equation of the sphere may be written in the form
1 1
𝑥2 + 𝑦2 + 𝑧2 − 𝑧 + − = 0
4 4
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1 1
𝑥 2 + 𝑦 2 + 𝑧 2 + (𝑧 − )2 =
2 4
1
which is the sphere passes through the origin and has center (0,0, )
2

change into spherical coordinates, we get

𝑥 = 𝑟 sin 𝜃 cos 𝜑
𝑦 = 𝑟 sin 𝜃 sin 𝜑

𝑧 = 𝑟 𝑐𝑜𝑠 𝜃
𝑥2 + 𝑦2 + 𝑧2 = 𝑟2
𝑑𝑣 = 𝑟 2 sin 𝜃 𝑑𝑟 𝑑𝜑 𝑑𝜃
The equation of the sphere in spherical coordinates is
𝑥2 + 𝑦2 + 𝑧2 = 𝑧 → 𝑟 2 = 𝑟 cos 𝜃
or
𝑟 = cos 𝜃
and the equation of the cone is
𝑧 = √𝑥 2 + 𝑦 2
𝑟 cos 𝜃 = √𝑟 2 𝑠𝑖𝑛2 𝜃 𝑐𝑜𝑠 2 𝜑 + 𝑟 2 𝑠𝑖𝑛2 𝜃 𝑠𝑖𝑛2 𝜑
= √𝑟 2 𝑠𝑖𝑛2 𝜃 (𝑐𝑜𝑠 2 𝜑 + 𝑠𝑖𝑛2 𝜑)
= 𝑟 sin 𝜃
hence,
𝜋
cos 𝜃 = sin 𝜃 → 𝜃=
4
Therefore, the description of the solid in spherical coordinates is
𝜋
𝑅 = {(𝑟, 𝜃, 𝜑)| 0 ≤ 𝑟 ≤ cos 𝜃 , 0 ≤ 𝜃 ≤ , 0 ≤ 𝜑 ≤ 2𝜋}
4

and the volume is


Volume =∭𝑅 𝑑𝑣
2𝜋 𝜋 ⁄4 cos 𝜃
=∫ ∫ ∫ 𝑟 2 sin 𝜃 𝑑𝑟 𝑑𝜃 𝑑𝜑
0 0 0

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2𝜋 𝜋 ⁄4 cos 𝜃
𝑟3
=∫ ∫ [ ] sin 𝜃 𝑑𝜃 𝑑𝜑
0 0 3 0
2𝜋 𝜋 ⁄4
1
= ∫ ∫ 𝑐𝑜𝑠 3 𝜃 sin 𝜃 𝑑𝜃 𝑑𝜑
3 0 0
2𝜋 𝜋 ⁄4
1 𝑐𝑜𝑠 4 𝜃
=− ∫ [ ] 𝑑𝜑
3 0 4 0
1 2𝜋 1 4
=− ∫ [( ) − 1] 𝑑𝜑
12 0 √2
2𝜋
1 −3 1 𝜋
=− ∫ 𝑑𝜑 = 2𝜋 =
12 4 0 16 8

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Exercise – 4

1- Sketch the region D in the xy-plane bounded by


𝐷: 𝑦 = 2√𝑥, 𝑦 = 0, 𝑥=3
Then evaluate the double integral

∬ 𝑥𝑦 𝑑𝑥 𝑑𝑦
𝐷

2- Evaluate the given double integral

∬ 𝑥 − 2𝑦 𝑑𝑥 𝑑𝑦
𝐷

𝐷: 𝑦 = 𝑥 2, 𝑦=𝑥

3- Evaluate the given integral by reversing the order of integration


1 1
∫ ∫ 𝑥 3 sin(𝑦 3 ) 𝑑𝑦 𝑑𝑥
0 𝑥2

4- Using polar coordinates, evaluate

∬ 1⁄√𝑥 2 + 𝑦 2 𝑑𝐴
𝐷

where D is the region bounded by the cardioid 𝑟 = 1 + sin 𝜃

5- Evaluate the given integral by changing to polar coordinates:

1 √9−𝑥 2
∫ ∫ √𝑥 2 + 𝑦 2 𝑑𝑦𝑑𝑥
0 0

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6- Evaluate the triple integral
6
6−𝑥 6−𝑥−𝑧
∫ ∫ ∫ 𝑑𝑦𝑑𝑧𝑑𝑥
0 0
0

7- Evaluate the triple integral


1
2−𝑥 2 −𝑦 2
∫ ∫ ∫ 𝑥𝑦𝑒 𝑧 𝑑𝑧𝑑𝑥𝑑𝑦
0 0
0

8- evaluate ∭𝑅 45 𝑥 2 𝑦 𝑑𝑣 over the region bounded by 𝑥 = 0, 𝑦 =


0, 𝑧 = 0, 4𝑥 + 2𝑦 + 𝑧 = 8

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Chapter – 5

Vector Analysis
5-1 Introduction:
There are two types of quantities:
1- Scalar quantity: is the quantity which has a magnitude only. For
examples, length and temperature.
2- Vector quantity : have a magnitude and direction. For
examples, velocity and weight.
Vector in plane:
𝐴⃗ = ⃗⃗⃗⃗⃗⃗⃗⃗
𝑂𝑃1 = 𝑥1 𝑖́ + 𝑦1 𝑗́ = (𝑥1 , 𝑦1 )
⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝑃1 𝑃2 = (𝑥2 − 𝑥1 )𝑖́ + (𝑦2 − 𝑦1 )𝑗́ = ((𝑥2 − 𝑥1 ), (𝑦2 − 𝑦1 ))
Where : 𝑖́ unit vector in the x-axis direction.
𝑗́ Unit vector in the y- axis direction.
Definition:
Let 𝐴⃗ = (𝑎1 , 𝑎2 ), 𝐵
⃗⃗ = (𝑏1 , 𝑏2 ) then
𝐴⃗ + 𝐵
⃗⃗ = (𝑎1 + 𝑏1 )𝑖́ + (𝑎2 + 𝑏2 )𝑗́, Fig. 1

𝐾𝐴⃗ = (𝐾𝑎1 , 𝐾𝑎2 ),


⃗⃗⃗⃗
𝐴 = 𝐵⃗⃗⃗⃗ ↔ 𝑎1 = 𝑏1 , 𝑎2 = 𝑏2 .
Magnitude of Vector (length or norm):

The norm of ⃗⃗⃗⃗


𝐴 is denoted by ‖𝐴⃗‖ 𝑜𝑟 |𝐴⃗| and ‖𝐴⃗‖ = √𝑎12 + 𝑎22 .

The unit vector of 𝐴⃗ is given by:


⃗⃗⃗⃗⃗⃗⃗⃗
𝐴
𝑈̀ =
‖𝐴‖

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Vectors in Space:
Using the rectangular coordinates ( Cartesian coordinates):
𝑂𝑃1 = 𝑥1 𝑖́ + 𝑦1 𝑗́ + 𝑧1 𝑘́
𝐴⃗ = ⃗⃗⃗⃗⃗⃗⃗⃗
‖𝐴⃗‖ = √𝑥12 + 𝑦12 + 𝑧12

5-2 The Dot Product (Scalar or Inner Product)


Definition: the dot product of two vectors:
𝐴⃗. 𝐵
⃗⃗ = ‖𝐴⃗‖ ‖𝐵
⃗⃗‖ cos 𝜃 , 0 ≤ 𝜃 ≤ 𝜋.
2 2 2
⃗⃗ ‖ cos 𝜃 = 1 [‖𝐴⃗‖ + ‖𝐵
∴ ‖𝐴⃗‖ ‖𝐵 ⃗⃗‖ − ‖𝐶⃗‖ ]
2
1
= [𝑎12 + 𝑎22 +𝑎32 + 𝑏12 + 𝑏22 + 𝑏32 − (𝑏1 − 𝑎1 )2 − (𝑏2 − 𝑎2 )2 −
2 Fig. 3
(𝑏3 − 𝑎3 )2 ]
1
= [𝑎12 + 𝑎22 +𝑎32 + 𝑏12 + 𝑏22 + 𝑏32 − 𝑏12 − 𝑎12 − 𝑏22 − 𝑎22 − 𝑏32 − 𝑎32
2
+ 2𝑎1 𝑏1 + 2𝑎2 𝑏2 + 2𝑎3 𝑏3 ]
= 𝑎1 𝑏1 + 𝑎2 𝑏2 + 𝑎3 𝑏3 .
Properties of the Dot Product:
(1) 𝐴̅. 𝐵̅ = 𝐵̅. 𝐴̅
(2)𝐴̅. 𝐴̅ = ‖𝐴̅‖2
(3)𝐴̅. (𝐵̅ + 𝐶̅ ) = 𝐴̅. 𝐵̅ + 𝐴̅. 𝐶̅
Theorem:
𝐴̅ 𝐵̅, 𝐴̅ ≠ 0 , 𝐵̅ ≠ 0 ↔ 𝐴̅. 𝐵̅ = 0
Directional cosines:
𝑎1 𝑎2 𝑎3
((cos(𝛼)), (cos(𝛽)), (cos(𝛾))) = ( , , )
‖𝐴‖ ‖𝐴‖ ‖𝐴‖

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̅ on a vector 𝑩
Component of a vector 𝑨 ̅:
𝑐𝑜𝑚𝑝𝐵̅ 𝐴̅ = ‖𝐴̅‖ cos(𝜃)
‖𝐴̅‖‖𝐵̅‖ cos(𝜃) 𝐴̅. 𝐵̅
= =
‖𝐵̅‖ ‖𝐵̅‖
𝐵̅
𝑐𝑜𝑚𝑝𝐵̅ 𝐴̅ = 𝐴̅. ( )
‖𝐵̅‖
̅ on a vector 𝑩
The projection of a vector 𝑨 ̅:

𝐵̅
̅ ̅
𝑃𝑟𝑜𝑗𝐵̅ 𝐴 = (𝑐𝑜𝑚𝑝𝐵̅ 𝐴) ( )
‖𝐵̅ ‖
𝑃𝑟𝑜𝑗𝐵̅ 𝐴̅ + 𝑃𝑟𝑜𝑗𝐵̅↑ 𝐴̅ = 𝐴̅
Physical meaning of dot product:

The work = 𝑊 = 𝐹⃗ . 𝑑⃗
Example 1:
Let 𝐹⃗ = 2𝑖́ + 3𝑗́ + 𝑘́ (𝑁), 𝑑⃗ = (2, 1, 4 ) (𝑚)
∴ 𝑊 = 𝐹⃗ . 𝑑⃗ = 4 + 3 + 4 = 11 𝑁. 𝑚.

5-3 Cross Product (Vector Product), Triple Scalar Product and


Triple Vector Product:
1) Cross Product:
⃗⃗ = (𝑎1 𝑖́ + 𝑎2 𝑗́ + 𝑎3 𝑘)́ × (𝑏1 𝑖́ + 𝑏2 𝑗́
𝐴⃗ × 𝐵
́ ⃗⃗ sin 𝜃 . 𝑛́
+ 𝑏3 𝑘) = ‖𝐴⃗‖ ‖𝐵 ‖

Where 𝑛́ is the unit normal on 𝐴⃗, 𝐵


⃗⃗.
𝑖 𝑗 𝑘
⃗ ⃗⃗
𝐴 × 𝐵 = [𝑎1 𝑎2 𝑎3 ]
𝑏1 𝑏2 𝑏3

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Properties of the Cross Product:
𝐴⃗ × ( 𝐵
⃗⃗ + 𝐶⃗) = 𝐴⃗ × 𝐵
⃗⃗ + 𝐴⃗ × 𝐶⃗

𝐴⃗ × 𝐵 ⃗⃗ × 𝐴⃗
⃗⃗ = −𝐵

Physical meaning of the Cross Product: Let 𝐹⃗ be a force acting at


F
a point P as shown then, the force causes torque 𝜏⃗ at the point yO
0
𝜏⃗ = 𝐹⃗ × 𝑟⃗
X

r
2) Triple Product
 Scalar Triple Product (STP): X

X
𝑎1 𝑎2 𝑎3 0
𝐴⃗ . 𝐵
⃗⃗ × 𝐶⃗ = 𝐴𝐵𝐶
⃗⃗⃗⃗⃗⃗⃗⃗⃗ = |𝑏1 𝑏2
X

𝑏3 | X

𝑐1 𝑐2 𝑐3
Physical meaning of the (STP):

‖𝐴⃗ × 𝐵 ⃗⃗́ ‖ sin 𝜃


⃗⃗‖ = ‖𝐴⃗‖ ‖𝐵

= the area of parallelogram with sides 𝐴⃗ and 𝐵


⃗⃗

Then the volume of the parallelepiped with sides 𝐴⃗, 𝐵


⃗⃗ and 𝐶⃗ is

𝑉 = ‖𝐴⃗ . 𝐵
⃗⃗ × 𝐶⃗‖.

 Triple Vector Product (TVP):


𝐴⃗ × ( 𝐵
⃗⃗ × 𝐶⃗) = (𝐴⃗ . 𝐶⃗ )𝐵
⃗⃗ − (𝐴⃗ . 𝐵
⃗⃗ ) 𝐶⃗

5-4 The Directional Derivative, Gradient:


The Differential Vector Operator:
𝜕 𝜕 𝜕
̅
∇ nabla or delta ̅=
∇ 𝑖́ + 𝑗́ + 𝑘́
𝜕𝑥 𝜕𝑦 𝜕𝑧

Let 𝜑 be a scalar function 𝜑(𝑥, 𝑦, 𝑧) ̅𝜑 = 𝑔𝑟𝑎𝑑𝑖𝑒𝑛𝑡 𝑜𝑓 𝜑



̅𝜑 has the following important interpretation: if
The gradient vector ∇
̅𝜑
𝜑(𝑥, 𝑦, 𝑧) = 𝑐 is the equation of some surfaces in the space, then ∇

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represents the vector normal to that surface, with magnitude equal to
the maximum rate of change of 𝜑 with respect to x, y, and z.

Example 2 :
Find the unit normal to the surface
𝜑(𝑥, 𝑦, 𝑧) = 6𝑥 2 + 𝑦 2 + 5𝑧 − 12 = 0
at the point (1,2,1).
Solution:
𝜕𝜑 𝜕𝜑 𝜕𝜑
̅φ =
∇ 𝑖́ + 𝑗́ + 𝑘́
𝜕𝑥 𝜕𝑦 𝜕𝑧
= 12𝑥 𝑖́ + 2𝑦 𝑗́ + 5 𝑘́
hence,
̅φ|(1,2,1) = 12 𝑖́ + 4 𝑗́ + 5 𝑘́

Hence the unit normal at (1, 2,1) is
12 𝑖́ + 4 𝑗́ + 5 𝑘́ 12 𝑖́ + 4 𝑗́ + 5 𝑘́
=
√144 + 16 + 25 √185
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Example 3 :
φ(x, y, z) = 2𝑥 2 𝑦𝑧
𝜕𝜑 𝜕𝜑 𝜕𝜑
̅φ =
∇ 𝑖́ + 𝑗́ + 𝑘́
𝜕𝑥 𝜕𝑦 𝜕𝑧
Solution:
𝜕𝜑 𝜕𝜑 𝜕𝜑
̅̅̅̅
∇φ = 𝑖́ + 𝑗́ + 𝑘́ = 4𝑥𝑦𝑧 𝑖́ + 2𝑥 2 𝑧 𝑗́ + 2𝑥 2 𝑦 𝑘́.
𝜕𝑥 𝜕𝑦 𝜕𝑧

► The directional derivative of 𝑓(𝑥, 𝑦, 𝑧) at the point 𝑃 in


the direction of the vector 𝐴 is defined as:
𝐴̅
̅𝑓 ∙
𝐷𝐴̅ 𝑓(𝑥, 𝑦, 𝑧)|𝑃 = ∇ |
‖𝐴̅‖ 𝑃
Example 4: Find the directional derivative of the function
𝑓(𝑥, 𝑦, 𝑧) = 𝑥𝑦 2 𝑧 at the point 𝑝(1,1,1)
In the direction of the vector 𝐴̅ = 𝑖́ + 2𝑗́ − 𝑘.́
Solution:
̅𝑓|𝑃 = (𝑦 2 𝑧𝑖́ + 2𝑥𝑦𝑧𝑗́ + 𝑥𝑦 2 𝑘́)|
∇ 𝑃(1,1,1)

̅𝑓|𝑃(1,1,1) = (1,2,1)

𝐴̅ 𝑖́ + 2𝑗́ − 𝑘́ 1 2 1
= = 𝑖́ + 𝑗́ − 𝑘́
‖𝐴‖ √1 + 4 + 1 √6 √6 √6
𝐴̅ (1, 2,́ −1)
=
‖𝐴‖ √6
𝐴̅ (1,2,1). (1,2, −1)
𝐷𝐴̅ 𝑓(𝑥, 𝑦, 𝑧)|𝑃(1,1,1) ̅𝑓 ∙
=∇ | =
‖𝐴̅‖ 𝑃(1,1,1) √6
1 4 1 4
= + − = .
√6 √6 √6 √6

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Example 5:
̅φ where 𝜑 = 𝑙𝑛|𝑟̅ | where 𝑟̅ = 𝑥 𝑖 + 𝑦 𝑗 + 𝑧 𝑘.
Find ∇
Solution:
φ = ln|𝑥 𝑖 + 𝑦 𝑗 + 𝑧 𝑘|
= ln √𝑥 2 + 𝑦 2 + 𝑧 2
1
= ln( 𝑥 2 + 𝑦 2 + 𝑧 2 )
2

Hence,
1 2𝑥 1 2𝑦 1 2𝑧
̅φ =
∇ 𝑖 + 𝑗 +
2 (𝑥 2 + 𝑦 2 + 𝑧 2 ) 2 (𝑥 2 + 𝑦 2 + 𝑧 2 ) 2 (𝑥 2 + 𝑦 2 + 𝑧 2 )
1
= (𝑥 𝑖 + 𝑦 𝑗 + 𝑧 𝑘)
(𝑥 2 + 𝑦 2 + 𝑧 2 )
1
= |𝑟̅ |
𝑟̅ .

Example 6:
Find 𝜑(𝑥, 𝑦, 𝑧) which satisfy
̅φ = 2𝑥𝑦𝑧 3 𝑖 + 𝑥 2 𝑧 3 𝑗 + 3𝑥 2 𝑦 𝑧 2 𝑘

Where φ(1, −2, 2) = 4.
Solution:
𝜕𝜑
= 2𝑥𝑦𝑧 3 → 𝜑 = ∫ 2𝑥𝑦𝑧 3 𝑑𝑥 = 𝑥2 𝑦𝑧3 + 𝑐1
𝜕𝑥
𝜕𝜑
= 𝑥2 𝑧3 → 𝜑 = ∫ 𝑥 2 𝑧 3 𝑑𝑦 = 𝑥2 𝑦𝑧3 + 𝑐2
𝜕𝑦
𝜕𝜑
= 3𝑥 2 𝑦 𝑧 2 → 𝜑 = ∫ 3𝑥 2 𝑦 𝑧 2 𝑑𝑧 = 𝑥2 𝑦𝑧3 + 𝑐3
𝜕𝑧
Hence, the scalar function 𝜑(𝑥, 𝑦, 𝑧) = 𝑥2 𝑦𝑧3 + 𝑐
To find the constant c
φ(1, −2, 2) = 4 = (1)2 (−2)(2)3 + 𝑐 → 𝑐 = 20.

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5-5 Divergence, Curl and Physical Interpretations:
Let 𝐹 be a vector field (vector function) defined as:
𝐹̅ = 𝑃(𝑥, 𝑦, 𝑧)𝑖́ + 𝑄(𝑥, 𝑦, 𝑧)𝑗́ + 𝑅(𝑥, 𝑦, 𝑧)𝑘́
𝑖 𝑗 𝑘
̅ × 𝐹̅ = [ 𝜕
Then : curl 𝐹̅ = ∇
𝜕 𝜕
]
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑃 𝑄 𝑅
̅. F̅ = ( 𝜕 +
And div 𝐹̅ = ∇
𝜕
+
𝜕
) . (𝑃, 𝑄, 𝑅) =
𝜕𝑃
+
𝜕𝑄
+
𝜕𝑅
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧

Examples 7 :
1 . Evaluate the Curl and divergence of 𝐹 = 2𝑥 2 𝑖 + 3𝑥𝑦 𝑗 + 𝑦𝑧 𝑘
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕 𝜕(3𝑥𝑦) 𝜕(3𝑦𝑧)
curl 𝐹̅ = ∇
̅ × 𝐹̅ = [
𝜕𝑥 𝜕𝑦 𝜕𝑧
] = [− + ] 𝑖́́ −
𝜕𝑧 𝜕𝑦
2
2𝑥 3𝑥𝑦 𝑦𝑧
𝜕(𝑦𝑧) 𝜕(𝑧𝑥 2 ) 𝜕(3𝑥𝑦) 𝜕(𝑧𝑥 2 )
[ − ] 𝑗́ + [ − ] 𝑘́
𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦

̅ × 𝐹̅ = 𝑧 𝑖́ + 3𝑦 𝑘́
curl 𝐹̅ = ∇
̅. 𝐹̅ = ( 𝜕 + 𝜕 + 𝜕 ) . (2𝑥 2 , 3𝑥𝑦, 𝑦𝑧) = 4𝑥 + 3𝑥 + 𝑦
div 𝐹̅ = ∇
𝜕𝑥 𝜕𝑦 𝜕𝑧

= 7𝑥 + 𝑦.
2. Find the directional derivatives of 𝐹 = 𝑥𝑦 2 − 4𝑥 2 𝑦 +
𝑧 2 𝑎𝑡 𝑃(1, −1,2) 𝑖𝑛 𝑡ℎ𝑒 𝑑𝑖𝑟𝑒𝑐𝑡𝑖𝑜𝑛 𝑜𝑓
𝐴 = 6 𝑖 + 2𝑗 + 3𝑘
𝐴̅
̅𝑓 ∙
𝐷𝐴̅ 𝑓(𝑥, 𝑦, 𝑧)|𝑃 = ∇ |
‖𝐴̅‖ 𝑃
̅𝑓 = (𝑦 2 − 8𝑥𝑦)𝑖 + (2𝑥𝑦 − 4𝑥 2 )𝑗 + 2𝑧𝑘

̅𝑓|𝑃 = 9 𝑖 − 6 𝑗 + 4 𝑘 = (9, −6,4)

𝐴̅ (6,2,3) (6,2,3)
= =
‖𝐴̅‖ √36 + 4 + 9 7
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Page 83
(6,2,3) 54
𝐷𝐴̅ 𝑓 = (9, −6,4). = .
7 7

5-6 Line Integrals, Line Integrals Independent of the Path and


Conservative Vector Field:
Let 𝐺 be a function of two variables (𝑥, 𝑦) defined in a region of
the plane containing a smooth curve 𝐶.
Then the following integrals can be considered:

∫ 𝐺(𝑥, 𝑦)𝑑𝑥 , ∫ 𝐺(𝑥, 𝑦)𝑑𝑦 , ∫ 𝐺(𝑥, 𝑦)𝑑𝑠


𝐶 𝑐 𝑐

𝜕𝑦 2
𝑊ℎ𝑒𝑟𝑒 𝑑𝑠 = √(𝑑𝑥)2 + (𝑑𝑦)2 = √1 + ( ) 𝑑𝑥
𝜕𝑥

𝜕𝑥 2
= √1 + ( ) 𝑑𝑦.
𝜕𝑦

Methods of Evaluating the Line Integrals:


(1) If C is given Parametrically
Let 𝑥 = 𝑓(𝑡), 𝑦 = 𝑔(𝑡), 𝑎𝑛𝑑 𝑎 ≤ 𝑡 ≤ 𝑏
𝑡=𝑏
∫ 𝐺(𝑥, 𝑦)𝑑𝑥 = ∫ 𝐺(𝑓(𝑡), 𝑔(𝑡))𝑓 ′ (𝑡)𝑑𝑡 ,
𝐶 𝑡=𝑎
𝑡=𝑏
∫ 𝐺(𝑥, 𝑦)𝑑𝑦 = ∫ 𝐺(𝑓(𝑡), 𝑔(𝑡))𝑔′ (𝑡)𝑑𝑡 ,
𝐶 𝑡=𝑎
𝑡=𝑏
∫ 𝐺(𝑥, 𝑦)𝑑𝑠 = ∫ 𝐺(𝑓(𝑡), 𝑔(𝑡))√𝑔′ (𝑡)2 + 𝑓(𝑡)2 𝑑𝑡 .
𝐶 𝑡=𝑎

Example 8:
Evaluate (a) ∫𝐶 𝑥𝑦 2 𝑑𝑥 (b) ∫𝐶 𝑥𝑦 2 𝑑𝑦 (c) ∫𝐶 𝑥𝑦 2 𝑑𝑠

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Page 84
On the quarter- circle defined by:
𝜋
𝑥 = 4 cos(𝑡) , 𝑦 = 4 sin(𝑡) , 0≤𝑡≤ .
2
𝜋
Solution: (a) ∫𝐶 𝑥𝑦 𝑑𝑥 = ∫0 (4 cos(𝑡))(4 sin(𝑡))2 (−4 sin(𝑡))𝑑𝑡
2 2

𝜋 𝜋
2
3
(sin(𝑡))4 2
= −256 ∫ ( sin(𝑡)) 𝑑(sin(𝑡)) = −256 [ ] = −64.
0 4 0
𝜋
(b) ∫𝐶 𝑥𝑦 2 𝑑𝑦 = ∫02 (4 cos(𝑡))(4 sin(𝑡))2 ( 4 cos(𝑡))𝑑𝑡
𝜋
2
= 256 ∫ ( cos(𝑡))2 (sin(𝑡))2 𝑑𝑡
0
𝜋
21
= 256 ∫ ( 𝑠𝑖𝑛(2𝑡))2 𝑑𝑡
0 4
𝜋 𝜋
1 64 sin(4𝑡) 2
=64∫0 2 (1 − 4 cos(𝑡)) 𝑑𝑡 = [𝑡 − ] = 16𝜋.
2 2 4 0
𝜋
(c) ∫𝐶 𝑥𝑦 𝑑𝑠 = ∫0 (4 cos(𝑡))(4 sin(𝑡))2 √( 4 cos(𝑡))2 + (−4 sin(𝑡))2 𝑑𝑡
2 2

𝜋
2
= 256 ∫ ( cos(𝑡) sin(𝑡))2 √( 4 cos(𝑡))2 + (−4 sin(𝑡))2 𝑑𝑡
0
𝜋
2
= 256 ∫ (cos(𝑡) ( 𝑠𝑖𝑛(𝑡))2 𝑑𝑡
0
𝜋 𝜋
2 256 256
= 256 ∫0 ( ( 𝑠𝑖𝑛(𝑡)) 𝑑 (sin(𝑡))
2 = [𝑠𝑖𝑛3 (𝑡)]02 = .
3 3

(2) The Curve C is defined as an explicit function:


Let 𝑦 = 𝑓(𝑥), 𝑎 ≤ 𝑥 ≤ 𝑏
𝑥=𝑏
∫ 𝐺(𝑥, 𝑦)𝑑𝑥 = ∫ 𝐺(𝑥, 𝑓(𝑥)) 𝑑𝑥 ,
𝐶 𝑥=𝑎
𝑥=𝑏
∫ 𝐺(𝑥, 𝑦)𝑑𝑦 = ∫ 𝐺(𝑥, 𝑓(𝑥))𝑓 ′ (𝑥)𝑑𝑥 ,
𝐶 𝑥=𝑎

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𝑥=𝑏
∫ 𝐺(𝑥, 𝑦)𝑑𝑠 = ∫ 𝐺(𝑥, 𝑓(𝑥))√1 + 𝑓 ′ (𝑥)2 𝑑𝑥 .
𝐶 𝑥=𝑎

Example 9: (1) Evaluate

∫ 𝑥𝑦𝑑𝑥 + 𝑥 2 𝑑𝑦
𝐶
Where C is given by 𝑦 = 𝑥 3 , − 1 ≤ 𝑥 ≤ 2.
Solution:
Since 𝑦 = 𝑥 3 → 𝑑𝑦 = 3𝑥 2 𝑑𝑥
𝑥=2
Then 𝐼 = ∫𝑥=−1 𝑥(𝑥 3 )𝑑𝑥 + (𝑥 2 )(3𝑥 2 )𝑑𝑥
2
1 3 1 132
𝐼 = [(( ) 𝑥 5 + ( ) 𝑥 5 )] = [128 + 4] = .
5 5 −1
5 5

(2) Evaluate ∮𝑐 𝑦 2 𝑑𝑥 − 𝑥 2 𝑑𝑦 in the closed curve that shown in fig.


Solution:

𝐼 = ∮ = ∫ +∫ +∫
𝐶 𝐶1 𝐶2 𝐶3
2
∫𝐶 = ∫0 0 𝑑𝑥 − 𝑥 2 (0) = 0
1

4
∫𝐶 = ∫0 −(23 ) 𝑑𝑦 = −16
2

0 2
∫𝐶 = ∫2 𝑥 4 𝑑𝑥 − 𝑥 2 (2𝑥)𝑑𝑥 = − ∫0 𝑥 4 𝑑𝑥 − 2𝑥 3 )𝑑𝑥
3

1 5 2 4 2 32 16 32
= − [( ) 𝑥 − ( ) 𝑥 ] = − [( ) − ( )] = − ( ) + 8
5 4 0 5 2 5
32
𝐼 = ∮ = 0 − 16 − + 8 = −14.4
𝐶 5

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Page 86
The Line Integral in 3- Dimension:
It takes the form:

∫ 𝑃(𝑥, 𝑦, 𝑧)𝑑𝑥 + ∫ 𝑄(𝑥, 𝑦, 𝑧) + ∫ 𝑅(𝑥, 𝑦, 𝑧) = ∫ 𝐹. 𝑑𝑟


𝐶 𝐶 𝐶 𝐶

Where: 𝐹 = 𝑝 𝑖 + 𝑄 𝑗 + 𝑅 𝑘
𝑑𝑟 = 𝑑𝑥 𝑖 + 𝑑𝑦 𝑗 + 𝑑𝑧 𝑘
Example 10: Evaluate ∫𝐶 𝑦𝑑𝑥 + 𝑥𝑑𝑦 + 𝑧𝑑𝑧
Where : C is the helix: 𝑥 = 2 cos(𝑡), 𝑦 = sin(𝑡) , 𝑧 = 𝑡 , 0 ≤ 𝑡 ≤ 2𝜋
Solution:
2𝜋
𝐼 = ∫ (2 sin(𝑡))(−2 sin(𝑡))𝑑𝑡 + ( 2 cos(𝑡))(2 cos(𝑡))𝑑𝑡 + 𝑡𝑑𝑡
0
2𝜋
= ∫ ( (−4 sin2 (𝑡)) + (4 cos 2 (𝑡)) + 𝑡)𝑑𝑡
0
2𝜋
= ∫ ( (4 cos(2𝑡)) + 𝑡)𝑑𝑡
0

1 2 2𝜋 4𝜋 2
= [2 sin(2𝑡) + 𝑡 ] = 0 + + 0 = 2𝜋 2 .
2 0 2
The work done by the force F along the line C from p1 to P2 is given
by :

𝑊 = ∫ 𝐹. 𝑑𝑟
𝐶
Where: 𝐹 = (𝑃, 𝑄, 𝑅) , 𝑑𝑟 = (𝑑𝑥, 𝑑𝑦, 𝑑𝑧).
Example 11:
3 1
Find the work done by the force 𝐹 = 𝑖+ 𝑗
4 2

Along C is traced by : 𝑟(𝑡) = cos(𝑡) 𝑖 + sin(𝑡)𝑗, 0 ≤ 𝑡 ≤ 𝜋.

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Page 87
Solution:
𝜋
3 1
𝑊 = ∫ 𝐹. 𝑑𝑟 = ∫ ( , ) (− sin(𝑡), cos(𝑡))𝑑𝑡
𝐶 0 4 2
3 1 𝜋 3 3 3
= [ cos(𝑡) − sin(𝑡)] = − − (1) = − .
4 2 0 4 4 2

Line Integrals Independent of the Path:

∫ 𝑃𝑑𝑥 + 𝑄𝑑𝑦
𝐶
𝝏𝑷 𝝏𝑸
Is independent on the path C if and only if = .
𝝏𝒚 𝝏𝒙
Generalization of Line Integrals Independent of the Path in 3 Dimension

Theorem:
The line integral ∫𝑐 𝐹̅ . 𝑑𝑟̅ is independent of the path C
̅ × 𝐹̅ = 0

Where : 𝐹⃑ = 𝑃𝑖 + 𝑄𝑗 + 𝑅𝑘
𝑑𝑟 = 𝑑𝑥𝑖 + 𝑑𝑦𝑗 + 𝑑𝑧𝑘
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕 𝜕𝑅 𝜕𝑄 𝜕𝑅 𝜕𝑃 𝜕𝐺 𝜕𝑃
̅ × 𝐹̅ = |
∇ | = (0,0,0) = 𝑖 ( − ) − 𝑗 ( − ) + 𝑘( − )
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦
𝑃 𝑄 𝑅
𝜕𝑅 𝜕𝑄 𝜕𝑅 𝜕𝑃 𝜕𝑄 𝜕𝑃
∴ = , = , =
𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦
Example 12:
Show that line integral
∫𝐶 (𝑦 + 𝑦𝑧)𝑑𝑥 + (𝑥 + 3𝑧 3 + 𝑥𝑧)𝑑𝑦 + (9𝑦𝑧 2 + 𝑥𝑦 − 1)𝑑𝑧 is
independent of the path C and evaluate it between (1,1,1) &(2,1,4).

Math-III
Page 88
Solution:

𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
̅ × 𝐹̅ = ||
∇ || = 0𝑖 − 0𝑗 + 0𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑦 + 𝑦𝑧 𝑥 + 3𝑧 3 + 𝑥𝑧 9𝑦𝑧 2 + 𝑥𝑦 − 1

Then, the line integral independent of the path,


(2,1,4)
∫𝐶 = [(𝑦𝑥 + 𝑧𝑥𝑦) + 3𝑦𝑧 3 − 𝑧](1,1,1) = 198 + 4 = 202.

5-7 Green's Theorem:


𝜕𝑃 𝜕𝑄
Suppose that C is a closed curve bounding a region R and P,Q, ,
𝜕𝑦 𝜕𝑥

𝝏𝑸 𝝏𝑷
are continuous then: ∮𝑪 𝑷𝒅𝒙 + 𝑸𝒅𝒚 = ∬𝑹 ( − ) 𝒅𝑨.
𝝏𝒙 𝝏𝒚

Example 13:
Verify Green's theorem where :
𝐹 = 3𝑥 𝑖 − 4𝑥𝑦 𝑗, 𝑅 𝑏𝑜𝑢𝑛𝑑𝑒𝑑 𝑏𝑦 𝑥 = 0, 𝑦 = 1, 𝑥 = 4.
Solution:

∮ 3𝑥 𝑑𝑥 + 4𝑥𝑦 𝑑𝑦 = ∬ −4𝑦 𝑑𝑥𝑑𝑦


𝐶 𝑅

L.H.S.= ∮𝐶 = ∫𝐶 + ∫𝐶 + ∫𝐶 + ∫𝐶
1 2 3 4

𝑥=4
3
∫ =∫ 3𝑥 𝑑𝑥 = [𝑥 2 ]40 = 24
𝐶1 𝑥=0 2
𝑦=1
∫ =∫ 0 − 16𝑦 𝑑𝑦 = −8[𝑦 2 ]10 = −8
𝐶2 𝑦=0
𝑥=0
3
∫ =∫ 3𝑥 𝑑𝑥 = [𝑥 2 ]04 = −24
𝐶3 𝑥=4 2

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Page 89
0
∫ = ∫ 0𝑑𝑦 = 0
𝐶4 1

∮ = −8 − 24 + 24 = −8
𝐶
1 4 1 1
R.H.S. = ∫0 ∫0 −4𝑦 𝑑𝑥 𝑑𝑦 = ∫0 [−4𝑥𝑦]40 𝑑𝑦 = ∫0 −16𝑦 𝑑𝑦 =
16
− [𝑦 2 ]10 = −8.
2

L.H.S.=R.H.S. then the Green's theorem has been verified.


Example 14:
Evaluate using Green's theorem: ∮𝐶 (𝑥 2 − 𝑦 2 )𝑑𝑥 − (2𝑦 − 𝑥)𝑑𝑦
R: bounded by 𝑦 = 𝑥 2 , 𝑦 = 𝑥 3 in the 1st quadrant..
Solution:
𝜕𝑃 𝜕𝑄
𝑃 = 𝑥 2 − 𝑦2, 𝑄 = −(2𝑦 − 𝑥 ) = −2𝑦, =1
𝜕𝑦 𝜕𝑥
Then 𝐼 = ∮𝐶 = ∬𝑅(1 + 2𝑦)𝑑𝐴
1 𝑥2 1
2
𝐼 = ∫ ∫ (2𝑦 − 1)𝑑𝑦𝑑𝑥 = ∫ (𝑦 2 − 𝑦)𝑥𝑥3 𝑑𝑥
0 𝑥3 0
1
1 5 1 3 1 7 1 4 1 11
𝐼=∫ (𝑥 4 2
−𝑥 −𝑥 +𝑥 6 3)
𝑑𝑥 = [ 𝑥 − 𝑥 − 𝑥 + 𝑥 ] = − .
0 5 3 7 4 0 420
Example 15:
Evaluate by using Green's theorem: ∮𝐶 (−16𝑦 + sin 𝑥)𝑑𝑥 +
(4𝑒 𝑦 + 3𝑥 2 )𝑑𝑦
R: bounded by 𝑦 = 𝑥 , 𝑦 = −𝑥 & 𝑥 2 + 𝑦 2 = 1.
Solution:
3𝜋
1
4
𝐼 = ∮ = ∬ (6𝑥 + 16) 𝑑𝐴 = ∫ ∫ ((6𝑟)(cos 𝜃) + 16)𝑟𝑑𝑟𝑑𝜃
𝜋
𝐶 𝑅 0
4

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3𝜋
1
4
𝐼=∫ ∫ ((6𝑟 2 )(cos 𝜃) + 16𝑟)𝑑𝑟𝑑𝜃
𝜋
0
4
3𝜋 3𝜋 𝜋
3
=∫ 𝜋
4
[(2𝑟 2 cos 𝜃 + 8𝑟 2 )]10 𝑑𝜃=∫𝜋4 [(2 cos 𝜃 + 8 )] 𝑑𝜃 = [−2 sin 𝜃 + 8𝜃]𝜋4
4 4 4

3𝜋 𝜋
= (−2 sin( ) + 6𝜋) − (−2 sin ( ) + 2𝜋) = −√2 + 6𝜋 + √2 − 2𝜋
4 4
= 4𝜋.
5-8 Surface Integral:
Definition:
Let G be a function of three variables defined over a region of space
containing the surface S. Then the surface integral of G over S is
given by:
∬ 𝐺(𝑥, 𝑦, 𝑧)𝑑𝑠 = ∬ 𝐺(𝑥, 𝑦, 𝑧) √1 + 𝑧𝑥2 + 𝑧𝑦2 𝑑𝐴
𝑆 𝑅1
Or
∬ 𝐺(𝑥, 𝑦, 𝑧)𝑑𝑠 = ∬ 𝐺(𝑥, 𝑦, 𝑧) √1 + 𝑦𝑥2 + 𝑦𝑧2 𝑑𝐴
𝑆 𝑅2
Or
∬ 𝐺(𝑥, 𝑦, 𝑧)𝑑𝑠 = ∬ 𝐺(𝑥, 𝑦, 𝑧) √1 + 𝑥𝑦2 + 𝑥𝑧2 𝑑𝐴 .
𝑆 𝑅3
Example 16:
Evaluate: 𝐼 = ∬𝑆 𝑥𝑧 2 𝑑𝑠, 𝑊ℎ𝑒𝑟𝑒 𝑆 is that portion of the cylinder 𝑦 =
2𝑥 2 + 1 in the first octant bounded by 𝑥 = 0 , 𝑥 = 2 , 𝑧 = 4, 𝑧 = 8.
Solution:
𝐼 = ∬ 𝑥𝑧 2 √1 + 𝑦𝑥2 + 𝑦𝑧2 𝑑𝐴
2 8
𝐼 = ∫ ∫ 𝑥𝑧 2 √1 + 16𝑥 2 𝑑𝑧𝑑𝑥
0 4
2 8
1 3
𝐼 = ∫ [ 𝑥𝑧 √1 + 16𝑥 ] 𝑑𝑥
2
0 3 4

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Page 91
1 1 2 3
8
𝐼= √
. ∫ [32𝑥 1 + 16𝑥 . 𝑧 ]2
32 3 0 4
1 1 2 3 2
𝐼= . . [(1 + 16𝑥 2 )2 ] . (83 − 43 )
32 3 3 0
28 3
𝐼= (652 − 1) = 1627.3 𝑢𝑛𝑖𝑡 𝑎𝑟𝑒𝑎.
9

Integrals Over Vector Field:


Definition of the Flux:
The total volume of the fluid passing through a surface S per unit time
is called the Flux of the vector field F through S and is given by:

𝐹𝑙𝑢𝑥 = ∬ (𝐹. 𝑛) 𝑑𝑠
𝑆
Where : 𝐹: is the velocity field of the fluid.
𝑛: normal unit vector to the surface 𝑆.
Example 17:
Let 𝐹(𝑥, 𝑦, 𝑧) = 𝑧 𝑖 + 𝑧 𝑘 represents the flow of a liquid. Find the Flux
of 𝐹 through the surface s given by the portion of the plane 𝑧 = 6 −
3𝑥 − 2𝑦 in the 1st octant oriented up word.
Solution:
𝐹𝑙𝑢𝑥 = ∬𝑆(𝐹. 𝑛) 𝑑𝑠 to find n: 𝑔(𝑥, 𝑦, 𝑧) = 3𝑥 + 2𝑦 + 𝑧 − 6 = 0
∇𝑔 3𝑖+2𝑗+𝑘 3 2 1
𝑛= = =( , , )
‖∇𝑔‖ √9 + 4 + 1 √14 √14 √14
4𝑧 4
𝐹𝑙𝑢𝑥 = ∬ 𝑑𝑠 = ∬ (6 − 3𝑥 − 2𝑦)√9 + 4 + 1 𝑑𝐴
𝑆 √14 √14 𝑅
2
3 2− 𝑦
4 3
= ∫ ∫ (6 − 3𝑥 − 2𝑦)√9 + 4 + 1 𝑑𝑥𝑑𝑦
√14 0 0

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2
3 2− 𝑦
3 2 3
= 4 ∫ [6𝑥 − 𝑥 − 2𝑥𝑦] 𝑑𝑦
0 2 0
3
3 2 2 4
= 4 ∫ [12 − 4𝑦 − (2 − 𝑦) − 4𝑦 + 𝑦 2 ] 𝑑𝑦
0 2 3 3
3
4 2 2 2 4 2 2 3 3
= 4 ∫ [12 − 8𝑦 + 𝑦 − 6 + 4𝑦 − 𝑦 ] 𝑑𝑦 = 4 [6𝑦 − 𝑦 + 𝑦 ] = 24.
0 3 3 2 9 0

5-9 Stokes' Theorem:


Let S be a piecewise smooth oriented surface bounded by a
piecewise simple closed curve C, and let
𝐹(𝑥, 𝑦, 𝑧) = 𝑃(𝑥, 𝑦, 𝑧)𝑖 + 𝑄(𝑥, 𝑦, 𝑧) 𝑗 + 𝑅(𝑥, 𝑦, 𝑧)𝑘 be a vector field for
which P, Q, R are continuous functions with continuous first partial
derivatives, then: ∮𝐶 𝐹. 𝑑𝑟 = ∬𝑆(𝑐𝑢𝑟𝑙 𝐹 ). 𝑛 𝑑𝑠 Where n is the unit

normal vector to S.
Example 18:
Let 𝑆 be the part of the cylinder 𝑧 = 1 − 𝑥 2 , 0 ≤ 𝑥 ≤ 1, −2 ≤ 𝑦 ≤ 2
Verify stokes' theorem if 𝐹 = 𝑥𝑦 𝑖 + 𝑦𝑧 𝑗 + 𝑥𝑧 𝑘.
Solution:
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
𝛁×𝑭=| | = −𝑦 𝑖 − 𝑧 𝑗 − 𝑥 𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑥𝑦 𝑦𝑧 𝑥𝑧
𝑔(𝑥, 𝑦, 𝑧) = 𝑧 − 𝑥 2 − 1
∇𝑔 2𝑥 𝑖 + 𝑘
𝑛= =
‖∇𝑔‖ √4𝑥 2 + 1
(2𝑥 ,0,1)
R.H.S= ∬𝑆(𝛁 × 𝑭) . 𝑛 𝑑𝑠 = ∬𝑆(−𝑦, −𝑧, −𝑥). 𝑑𝑠
√4𝑥 2 +1

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−2𝑥𝑦 − 𝑥 −2𝑥𝑦 − 𝑥 −2𝑥𝑦 − 𝑥
=∬ 𝑑𝑠 = ∬ √1 + 𝑧𝑥2 + 𝑧𝑦2 𝑑𝐴 = ∬ √1 + 4𝑥 2 𝑑𝐴
𝑆 √4𝑥 2 +1 𝑆 √4𝑥 2 +1 𝑆 √4𝑥 2 +1
1 2 1
= ∫ ∫ (−2𝑥𝑦 − 𝑥) 𝑑𝑦𝑑𝑥 = ∫ [−𝑥𝑦 2 − 𝑥𝑦]2−2 𝑑𝑥
0 −2 0
1 1 1
= ∫ [−4𝑥 − 2𝑥 ] 𝑑𝑥 − ∫ [−4𝑥 + 2𝑥 ]𝑑𝑥 = ∫ −4𝑥𝑑𝑥 = [−2𝑥 2 ]10
0 0 0

= −2.
L.H.S. = ∮𝐶 𝐹. 𝑑𝑟 = ∮𝐶 𝑥𝑦𝑑𝑥 + 𝑦𝑧𝑑𝑦 + 𝑥𝑧𝑑𝑧

∮ 𝐹. 𝑑𝑟 = ∫ + ∫ + ∫ + ∫
𝐶 𝐶1 𝐶2 𝐶3 𝐶4
2
𝑂𝑛 𝐶1 : 𝑥 = 1, 𝑧 = 0 → 𝑑𝑥 = 0 , 𝑑𝑧 = 0 → ∫𝐶 = ∫−2 0𝑑𝑦 = 0
1

𝑂𝑛 𝐶2 : 𝑧 = 1 − 𝑥 2 , 𝑦 = 2 → 𝑑𝑧 = −2𝑥𝑑𝑥 , 𝑑𝑦 = 0

→∫
𝐶2
0
= ∫ 2𝑥𝑑𝑥 + 𝑥(1 − 𝑥 2 )(−2𝑥𝑑𝑥)
1
1
= ∫ 2𝑥 + (𝑥 − 𝑥 3 )(−2𝑥)𝑑𝑥
0
1
2 4)
2 3 2 5 1
2
11
= ∫ (2𝑥 + −2𝑥 + 2𝑥 𝑑𝑥 = [𝑥 − 𝑥 + 𝑥 ] = −
0 3 5 0 15
2
𝑂𝑛 𝐶3 : 𝑥 = 0, 𝑧 = 1 → 𝑑𝑥 = 0 , 𝑑𝑧 = 0 → ∫ = ∫ 𝑦𝑑𝑦 = 0
𝐶3 −2

𝑂𝑛 𝐶4 : 𝑧 = 1 − 𝑥 2 , 𝑦 = 2 → 𝑑𝑧 = −2𝑥𝑑𝑥 , 𝑑𝑦 = 0
1
19
→ ∫ = ∫ −2𝑥 𝑑𝑥 + 𝑥 (1 − 𝑥 2 )(−2𝑥)𝑑𝑥 = − .
𝐶4 0 15
11 19
∮ =− − = −2
𝐶 15 15
Hence L.H.s=R.H.S.
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Example 19:
Use Stokes' theorem to evaluate :
∮𝐶 𝑧𝑑𝑥 + 𝑥𝑑𝑦 + 𝑦𝑑𝑧 Where : C is the cylinder 𝑥 2 + 𝑦 2 = 1 in the
plane 𝑦 + 𝑧 = 2.
Solution:
Using Stokes' theorem: ∮𝐶 𝐹. 𝑑𝑟 = ∬𝑆(𝑐𝑢𝑟𝑙 𝐹). 𝑛 𝑑𝑠
R.H.S.= ∬𝑆(𝑐𝑢𝑟𝑙 𝐹). 𝑛 𝑑𝑠
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
𝛁×𝑭=| |= 𝑖+ 𝑗+ 𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑧 𝑥 𝑦
𝑔(𝑥, 𝑦, 𝑧) = 𝑦 + 𝑧
∇𝑔 𝑗+𝑘 1 2
𝑛= = = (0, , )
‖∇𝑔‖ √2 √2 √2
1 2
R.H.S= ∬𝑆(𝛁 × 𝑭) . 𝑛 𝑑𝑠 = ∬𝑆(1, 1, 1). (0, , ) 𝑑𝑠
√2 √2

1 1
=∬ + 𝑑𝑠 = √2 ∬ 𝑑𝑠 = √2 ∬ √1 + 𝑧𝑥2 + 𝑧𝑦2 𝑑𝐴 = √2 ∬ √2
𝑆 √2 √2 𝑆 𝑅 𝑅

= 2𝜋.
5-10 Divergence Theorem:
The triple Integral takes the form:
𝑧=𝑓2 (𝑥,𝑦)
∭ 𝐹(𝑥, 𝑦, 𝑧)𝑑𝑣 = ∬ [∫ 𝐹(𝑥, 𝑦, 𝑧)𝑑𝑧]
𝑅 𝑧=𝑓1 (𝑥,𝑦)
𝐷

Where : D is the region bounded by 𝑧 = 𝑓1 (𝑥, 𝑦), 𝑧 = 𝑓2 (𝑥, 𝑦)


R is the orthogonal projection of D on the xy- plane.

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Example 20:
1 1 √𝑦 2 3 √ 1 1 𝑦
4𝑥 𝑧
𝐼 = ∫ ∫ ∫ 4𝑥 2 𝑧 3 𝑑𝑧𝑑𝑦𝑑𝑥 = ∫ ∫ [ ] 𝑑𝑦𝑑𝑥
0 0 0 0 0 4 0
1 1 1 1 1 1
𝑥 2𝑦3
2 2
𝑥3 𝑥3 1
= ∫ ∫ 𝑥 𝑦 𝑑𝑦𝑑𝑥 = ∫ [ ] 𝑑𝑥 = ∫ 𝑑𝑥 = [ ] = .
0 0 0 3 0 0 3 9 0 9
The Divergence Theorem:
Let d be a closed and bounded region on 3-dimension with a smooth
boundary surface S that is oriented outward then:
∬𝑆(𝐹. 𝑛)𝑑𝑠 = ∭𝐷(∇. 𝐹 )𝑑𝑣 , where: n: unit normal vector to S.
𝐹 = 𝑃(𝑥, 𝑦, 𝑧)𝑖 + 𝑄(𝑥, 𝑦, 𝑧)𝑗 + 𝑅(𝑥, 𝑦, 𝑧)𝑘
And F is a vector field for which P,Q & R are continuous functions
with continuous first partial derivatives.

Example 21: Let D be the region bounded by the hemisphere


𝑥 2 + 𝑦 2 + (𝑧 − 1)2 = 9, 1 ≤ 𝑧 ≤ 9. 𝑎𝑛𝑑 𝑡ℎ𝑒 𝑝𝑙𝑎𝑛𝑒 𝑧 = 1
Verify the divergence theorem if 𝐹 = 𝑥 𝑖 + 𝑦 𝑗 + (𝑧 − 1)𝑘.
Solution:
2
R.H.s= ∭𝐷 ∇. 𝐹 𝑑𝑣 = ∭𝐷 3 𝑑𝑣 = 3𝑉 = 3 [ 𝜋33 ] = 54𝜋.
3

L.H.S= ∯𝑆 = ∬𝑠 + ∬𝑆 = ∬𝑠 𝐹. 𝑛1 𝑑𝑠1 + ∬𝑆 𝐹. 𝑛2 𝑑𝑠2


1 2 1 2

∇𝑔 𝑥 𝑦 𝑧−1
On 𝑠1 : 𝑔(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + (𝑧 − 1)2 → ‖∇𝑔‖ = ( , , )
3 3 3

𝑥 2 +𝑦 2 +(𝑧−1)2
On 𝑠2 : 𝑛 = −𝑘 𝐿. 𝐻. 𝑆 = ∬𝑠 𝑑𝑠1 + ∬𝑠 (−𝑧 + 1)𝑑𝑠2
1 3 2

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3
=3 ∬ 𝑑𝐴1 + ∬ (−1 + 1)√1 + 𝑧𝑥2 + 𝑧𝑦2 𝑑𝐴2
𝑅1 √9 − 𝑥2 − 𝑦2 𝑅2
2𝜋 3 −1
= 9∫ ∫ (9 − 𝑟 2 ) 2 𝑟𝑑𝑟𝑑𝜃 + 0 = 54𝜋 = 𝑅. 𝐻. 𝑆.
0 0

Problems on Stockes' theorem and Divergence theorem:


Example 22:
Verify Stockes' theorem , where
𝐹̅ = (𝑧 − 2𝑦)𝑖 + (3𝑥 − 4𝑦)𝑗 + (𝑧 + 3𝑦)𝑘 and c is the unit circle in the
plane Z=2.
Solution:

̅̅̅ = ∬ (∇
∮ 𝐹̅ . 𝑑𝑟 ̅ × 𝐹̅ ). 𝑛 𝑑𝑠
𝐶 𝑆

𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
̅ × 𝐹̅ = |
∇ | = 3𝑖 + 𝑗 + 5𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑧 − 2𝑦 3𝑥 − 4𝑦 𝑧 + 3𝑦
𝑔(𝑥, 𝑦, 𝑧) = 𝑧 − 2
̅𝑔
∇ 0𝑖 + 0𝑗 + 𝑘
𝑛= = =𝑘
̅𝑔‖ √0 + 0 + 1
‖∇
̅̅̅
(∇ × 𝐹̅ ). 𝑛 = 0 + 0 + 5 = 5
̅ × 𝐹̅ ). 𝑛 𝑑𝑠 = ∬ 5 𝑑𝑠
R.H.S.= ∬𝑆(∇ 𝑆

5 ∬ √1 + 𝑧𝑥2 + 𝑧𝑦2 𝑑𝐴 = 5 ∬ 𝑑𝐴 = 5𝐴 = 5𝜋𝑟 2 = 5𝜋 →1


𝑅 𝑅
̅̅̅ = (𝑧 − 2𝑦)𝑑𝑥 + (3𝑥 − 4𝑦)𝑑𝑦 + (𝑧 + 3𝑦)𝑑𝑧
𝐹̅ . 𝑑𝑟
̅̅̅ ∶ 𝑜𝑛 𝐶 ∶
L.H.S.= ∮𝐶 𝐹̅ . 𝑑𝑟 𝑥2 + 𝑦2 = 1 → 𝑥𝑑𝑥 = −𝑦𝑑𝑦
𝑧 = 2 → 𝑑𝑧 = 0
Or 𝑥 = cos 𝜃 𝑑𝑥 = − sin 𝜃
𝑦 = sin 𝜃 𝑑𝑦 = cos 𝜃, 𝑧=2 𝑑𝑧 = 0
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2𝜋
L.H.S.= ∫0 (2 − 2 sin 𝜃)(− sin 𝜃𝑑𝜃) + (3 cos 𝜃 − 4 sin 𝜃)(cos 𝜃)𝑑𝜃 + 0
2𝜋
.= ∫0 (−2 sin 𝜃 + 2𝑠𝑖𝑛2 𝜃 + 3𝑐𝑜𝑠 2 𝜃 − 4cos 𝜃𝑠𝑖𝑛𝜃) 𝑑𝜃
2𝜋
=∫ (−2 sin 𝜃 + 2 + 𝑐𝑜𝑠 2 𝜃 − 4cos 𝜃𝑠𝑖𝑛𝜃) 𝑑𝜃
0
1 2𝜋
= [2 cos 𝜃 + 2𝜃]2𝜋
0 + ∫ (1 + cos 2𝜃) 𝑑𝜃 − 2[𝑠𝑖𝑛2 𝜃]2𝜋
0
2 0
2𝜋
1 1
= 4𝜋 + (𝜃 + sin 2𝜃) − 0 = 4𝜋 + 𝜋 = 5𝜋 →2
2 2 0
1=2 Verified Stockes' theorem.
Example 23:
Use the Divergence theorem to evaluate ∯𝑆 𝐹̅ . 𝑛 𝑑𝑠, where

𝐹̅ = 3𝑥𝑦𝑖 + 3𝑦𝑗 + 2𝑧𝑘 and S is the boundary of the solid


bounded by the three coordinates plane and the plane
𝑥 + 𝑦 + 𝑧 = 1.

Solution:

∯ 𝐹̅ . 𝑛 𝑑𝑠 = ∭ ∇
̅. 𝐹̅ 𝑑𝑣
𝑆
𝐷

̅. 𝐹̅ = (2𝑦 + 5)

1 1−𝑦 1−𝑥−𝑦
R.H.S = ∫0 ∫0 ∫0 (2𝑦 + 5) 𝑑𝑧𝑑𝑥𝑑𝑦
1
1−𝑦
1−𝑥−𝑦
=∫ ∫ (2𝑦𝑧 + 5𝑧)0 𝑑𝑥𝑑𝑦
0
0
1
1−𝑦
=∫ ∫ (2𝑦(1 − 𝑥 − 𝑦) + 5(1 − 𝑥 − 𝑦)𝑑𝑥𝑑𝑦
0
0
1
1−𝑦
=∫ ∫ (2𝑦 − 2𝑥𝑦 − 2𝑦 2 + 5 − 5𝑥 − 5𝑦)𝑑𝑥𝑑𝑦
0
0

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1
5 1−𝑦
= ∫ (−3𝑦𝑥 − 𝑥 2 𝑦 − 2𝑦 2 𝑥 + 5𝑥 − 𝑥 2 )0 𝑑𝑦
2
0
1
5
=∫ (−3𝑦(1 − 𝑦) − (1 − 𝑦)2 𝑦 − 2𝑦 2 (1 − 𝑦) + 5(1 − 𝑦) − (1 − 𝑦)2 ) 𝑑𝑦
2
0
1
1 2 5
= ∫ (−4𝑦 + 𝑦 + 𝑦 2 + )𝑑𝑦
2 2
0

1 1 5 1 1 1 5 6
= [−2𝑦 2 + 𝑦 3 + 𝑦 3 + 𝑦] = −2 + + + = = 1.
6 3 2 0 6 3 2 6

Math-III
Page 99
Exercise- 5
Vector Analysis

Dot Product

1- If 𝐴⃗ = (2, −3, 4) , 𝐵
⃗⃗ = (−1, 2, 5) . 𝑎𝑛𝑑 𝐶⃗ = (3, 6, −1)

Find the indicated scalar or vector in the following:

⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗
(a) 𝐴⃗. (4𝐵) (b) 𝐴⃗. (𝐴⃗ + 𝐵
⃗⃗ + 𝐶⃗)

2- Determine which pairs of the following are orthogonal:


(a) (2, 0, 1) (c) 3 𝑖 + 2 𝑗 − 𝑘
(b) (1, -1, 1) (d) (−4, 3, 8)
3- Find the angle 𝜃 between the given vectors:
(a) 𝐴⃗ = (2,4, 0) , 𝐵
⃗⃗ = (−1, −1, 4)
1 1 3
(b) 𝐴⃗ = ( , , ) , 𝐵
⃗⃗ = (2, −4, 6)
2 2 2

4- If 𝐴⃗ = (1, −1, 3) 𝑎𝑛𝑑 𝐵


⃗⃗ = (2, 6, 3), find the indicated number in
the following:
⃗⃗ − 𝐴⃗)
(𝑎) 𝐶𝑜𝑚𝑝𝐴⃗ (𝐵 , (𝑏)𝐶𝑜𝑚𝑝2𝐵 ⃗ ⃗⃗
⃗⃗⃗⃗⃗⃗ (𝐴 + 𝐵 )

5- Find 𝑃𝑟𝑜𝑗𝐵⃗⃗ 𝐴⃗ in the following:

(𝑎) 𝐴⃗ = (−5,5, 0) , 𝐵
⃗⃗ = (−3, 4, 0)

(𝑏) 𝐴⃗ = (−𝑖 − 2 𝑗 + 7 𝑘 ) , 𝐵
⃗⃗ = (6 𝑖 − 3 𝑗 − 2 𝑘)

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Cross Product, Triple Scalar Product, and Triple Vector Product

6- Find 𝐴⃗ × 𝐵
⃗⃗ in the following:

(𝑎) 𝐴⃗ = (−5 , −3, 1) , 𝐵


⃗⃗ = (2, 0, 4)

(𝑏) 𝐴⃗ = (2 , −1, 2) , 𝐵
⃗⃗ = (−1, 3, −1)
7- Find 𝑃1 𝑃2 × 𝑃1 𝑃3 , where:
𝑃1 (0, 0, 1) , 𝑃2 (0, 1, 2) , 𝑃3 (1, 2, 3)
8- Find a vector that is perpendicular to both 𝐴⃗&𝐵
⃗⃗ in the following:

(𝑎) 𝐴⃗ = (2 ,7, −4) , 𝐵


⃗⃗ = (1, 1, −1)

(𝑏) 𝐴⃗ = (−1 , −2, 4) , 𝐵


⃗⃗ = (4, −1, 0)
9- Find the area of the triangle determined by the following points:
(𝑎) 𝑃1 (1, 1, 1) , 𝑃2 (1, 2, 1) , 𝑃3 (1, 1, 2)
(𝑏) 𝑃1 (1, 2, 4) , 𝑃2 (1, −1, 3) , 𝑃3 (−1, −1, 2)
10- If 𝐴⃗ = (1,1, 1) , 𝐵
⃗⃗ = (−5, 2, 0) . 𝑎𝑛𝑑 𝐶⃗ = (1, 0, 5)

Find the indicated scalar or vector in the following:

⃗⃗) × ⃗⃗⃗⃗⃗⃗⃗
(𝑎) (𝐴⃗ × 𝐵 (𝐶) (b) (𝐴⃗ × 𝐵
⃗⃗). 𝐶⃗ , (𝑐) |(𝐴⃗ × 𝐵
⃗⃗)|

Directional Derivative, Gradient, Divergence, and Curl

11- Find the gradient of the given function at the given point:
𝜋
𝐹(𝑥, 𝑦, 𝑧) = 𝑥 2 𝑧 2 sin 4𝑦 , (−2, , 1)
3

12- Find the directional derivative of the given function at the


given point in the indicated directions:

𝐹(𝑥, 𝑦, 𝑧) = 5𝑥 3 𝑦 6 , (−1, 1) , 𝑖 + 2 𝑗

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13- Find the curl and divergence of the given vector field:
𝐹(𝑥, 𝑦, 𝑧) = 𝑦𝑧 ln 𝑥 𝑖 + (2𝑥 − 3𝑦𝑧) 𝑗 + 𝑥 𝑦 2 𝑧 3 𝑘
14- Verify the following identity. Assume continuity of all
partial derivative:
(a) 𝐶𝑢𝑟𝑙(𝑔𝑟𝑎𝑑 𝑓) = 0
(b) 𝐷𝑖𝑣(𝐶𝑢𝑟𝑙 𝐹⃗ = 0
(c) 𝐶𝑢𝑟𝑙(𝑐𝑢𝑟𝑙 𝐹⃗ + 𝑔𝑟𝑎𝑑 𝑓) = 𝑐𝑢𝑟𝑙(𝑐𝑢𝑟𝑙 𝐹⃗ )

Line Integrals, Line integrals independent of the path

15- Evaluate: ∫𝑐 𝐹⃗ . 𝑑𝑟⃗ where,


𝐹(𝑥, 𝑦, 𝑧) = 𝑒 𝑥 𝑖 + 𝑥𝑒 𝑥𝑦 𝑗 + 𝑥𝑦𝑒 𝑥𝑦𝑧 𝑘 ,
𝑟(𝑡) = 𝑡 𝑖 + 𝑡 2 𝑗 + 𝑡 3 𝑘, 0 ≤ 𝑡 ≤ 1
16- Find the work done by the force :
𝐹(𝑥, 𝑦, 𝑧) = 𝑦𝑧 𝑖 + 𝑥𝑧 𝑗 + 𝑥𝑦 𝑘 , acting along the curve
given by

𝑟(𝑡) = 𝑡 3 𝑖 + 𝑡 2 𝑗 + 𝑡 𝑘, 𝑓𝑟𝑜𝑚 𝑡 = 1 𝑡𝑜 𝑡 = 3

17- Show the following integral is independent of the path:

(0.0.0)
∫ 2𝑥𝑧 𝑑𝑥 + 𝑦𝑧𝑑𝑦 + (𝑥 2 + 𝑦 2 )𝑑𝑧
(−2,3 ,1)

18- Show that the vector field


𝐹⃗ (𝑥, 𝑦, 𝑧) = 𝑥𝑦 3 𝑧 𝑖 + 12𝑥 2 𝑦 2 𝑗 + 4𝑥 2 𝑦 3 𝑘 is a
conservative field. Find the potential function of 𝐹⃗ .
19- Evaluate: ∬𝑅 𝑥 3 𝑦 2 𝑑𝐴 : R bounded by: 𝑦 = 𝑥 , 𝑦 = 0, 𝑥 = 1.

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20- Evaluate the given integral by changing to polar
coordinates:
1 √9−𝑥 2
∫ ∫ √𝑥 2 + 𝑦 2 𝑑𝑦𝑑𝑥
0 0

Green's Theorem

21- Use Green's theorem to evaluate the given line integral:


∮𝑐 2𝑦𝑑𝑥 + 5𝑥𝑑𝑦 , where 𝐶 is the circle (𝑥 − 1)2 + (𝑦 + 3)2 =
25
22- Use Green's theorem to evaluate the given line integral:
∮𝑐 𝑥𝑦𝑑𝑥 + 𝑥 2 𝑑𝑦 , where 𝐶 is the boundary of the region
determined by the graphs of 𝑥 = 0, 𝑥 2 + 𝑦 2 = 1, 𝑥 ≥ 0

Surface Integrals

23- Evaluate ∬𝑆(3𝑧 2 + 4𝑦𝑧)𝑑𝑠 Where S is that portion of the


plane 𝑥 + 2𝑦 + 4𝑧 = 6 in the first octant.
24- Find the area of that that portion of the plane
2𝑥 + 3𝑦 + 4𝑧 = 12 that is bounded by the coordinate planes in
the first octant.

Stokes' Theorem

25- Let S be the portion of the plane 𝑧 = 1 within the cylinder


𝑥 2 + 𝑦 2 = 4. Verify Stokes' theorem assuming the surface S is
the oriented upward where: 𝐹(𝑥, 𝑦, 𝑧) = 5𝑦 𝑖 − 5𝑥 𝑗 + 3 𝑘

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26- Use Stokes' theorem to evaluate ∫𝑐 𝐹⃗ . 𝑑𝑟⃗ where,
𝐹(𝑥, 𝑦, 𝑧) = 𝑦 3 𝑖 − 𝑥 3 𝑗 + 𝑧 3 𝑘 ,
𝑎𝑛𝑑 𝐶 is the trace of the cylinder
𝑥 2 + 𝑦 2 = 1 𝑖𝑛 𝑡ℎ𝑒 𝑝𝑙𝑎𝑛𝑒 𝑥 + 𝑦 + 𝑧 = 1
27- Use Stokes' theorem to evaluate
2
∫𝑐 𝑧 2 𝑒 𝑥 𝑑𝑥 + 𝑥𝑦 2 𝑑𝑦 + tan−1 𝑦 𝑑𝑧 where C is the cylinder
𝑥 2 + 𝑦 2 = 9 by finding the surface S with C as its boundary.

Triple Integral:

28- Evaluate the given integrals


6
6−𝑥 6−𝑥−𝑧
∫ ∫ ∫ 𝑑𝑦𝑑𝑧𝑑𝑥
0 0
0
1
2−𝑥 2 −𝑦 2
∫ ∫ ∫ 𝑥𝑦𝑒 𝑧 𝑑𝑧𝑑𝑥𝑑𝑦
0 0
0

Divergence Theorem:

29- Use the divergence theorem to find outward flux:

∯𝑆 𝐹̅ . 𝑛 𝑑𝑠 , Where 𝐹⃗ = 𝑥 3 𝑖 + 𝑦 3 𝑗 + 𝑧 3 𝑘

D is the region bounded by the sphere

𝑥 3 + 𝑦 3 + 𝑧 3 = 𝑎2

30- Use the divergence theorem to find outward flux:

∯𝑆 𝐹̅ . 𝑛 𝑑𝑠 , Where 𝐹⃗ = 𝑦 2 𝑖 + 𝑥𝑧 3 𝑗 + (𝑧 − 1)2 𝑘

D is the region bounded by

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𝑥2 + 𝑦2 = 16, 𝑧 = 1, 𝑧 = 5.

General questions:

1. prove that 𝐷𝑖𝑣(𝐶𝑢𝑟𝑙 𝐹⃗ ) = 0

2. Find the unit vector normal to 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 𝑧 2 sin 4𝑦 at the


𝜋
point (−2, , 1)
3

3. Find the directional derivative to the scalar function   x 2 yz  4xz 2


   
at the point (1,-2,-1) in the direction r  2i  j  2k .
 
4. If   2x3 y 2 z 4 find   

5. Find  where

 1    
i.   ln r ii.    where r  xi  yj  zk .
r
6. Find the curl and divergence of the given vector field:

𝐹(𝑥, 𝑦, 𝑧) = 𝑦𝑧 ln 𝑥 𝑖 + (2𝑥 − 3𝑦𝑧) 𝑗 + 𝑥 𝑦 2 𝑧 3 𝑘


    
7. If A  xyi  2 yzj  k find  A,   A

8. Prove that   ( )  0 (curl ( grad  )  0 )


9. Find the constant a which satisfy  . V 0
V  (ax  2 y )i  (2 y  z ) j  (x  az )k
10. The vector A (x , y , z )  A i  A j  A k
1 2 3
is said to be irrotational
 
(conservative) if   A  0 , Find a, b, c such that

A  (x  2 y  az )i  (bx  3 y  z ) j  (4x  c  2z )k
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is conservative.

 F . d r where F  ( 5x y  6 x ) i ( 2 y 4x ) j
2
11. Evaluate
C

along the curve C :y x 3


from the point (1,1) to (2,8).
  2 
12. Show that F  ( 2 xy  z )i  x j  3 xz k is conservative field, find
3 2

the scalar potential for this field, and find the work done to move the body
from (1,-2,1) to (3,1,4).
   
13. Show that F  ( y 3
 2 xyz 3
) i  (3  2 xy  x 2 3
z ) j  ( 6 z 3
 3 x 2
yz 2
) k is
conservative field, and find the work done to move the body from (1,0,1) to
(2,3,1).
14. Verify Green's theorem for the integral :
∮(𝑥𝑦 + 𝑦 2 )𝑑𝑥 + 𝑥 2 𝑑𝑦 on a closed path 𝑦 = 𝑥 2 , 𝑦 = 𝑥

15. Verify Green's theorem for the integral :


∮(3𝑥 2 − 8𝑦 2 )𝑑𝑥 + (4𝑦 − 6𝑥𝑦)𝑑𝑦 on a closed path 𝑦 = 𝑥 2 , 𝑦 = √𝑥

16. Use Green's theorem to evaluate the integral :


∮(𝑥 2 − 2𝑥𝑦)𝑑𝑥 + (𝑥 2 𝑦 + 3)𝑑𝑦 on a closed path consisting of
𝑦 2 = 8𝑥, 𝑥 = 2

17. Verify Green's theorem for the integral :


∮(2𝑥 − 𝑦 3 )𝑑𝑥 + 𝑥𝑦𝑑𝑦 on a closed region bounded by
𝑥 2 + 𝑦 2 = 1, 𝑥 2 + 𝑦 2 = 9

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18. Verify stokes' theorem for the vector field function
𝐹= (2𝑥 − 𝑦)𝑖 − 𝑦𝑧 2 𝑗 − 𝑦 2 𝑧 𝑘 over the surface of the sphere
𝑥 2 + 𝑦 2 + 𝑧 2 = 1, 𝑧 ≥ 0

19. Evaluate  (  F ).n dS


S
where

𝐹⃗ = (𝑥 2 + 𝑦 − 4)𝑖 + (3𝑥𝑦)𝑗 + (2𝑥𝑧 + 𝑧 2 ) 𝑘 over the surface of the


paraboloid
𝑧 = 4 − (𝑥 2 + 𝑦 2 ), 𝑥 ≥ 0
20. Verify stokes' theorem for the vector field function
𝐹= (𝑦 − 𝑧 + 2)𝑖 + (𝑦𝑧 + 4) 𝑗 − 𝑥𝑧 𝑘 over the surface of the cube

𝑥 = 0, 𝑦 = 0, 𝑧 = 0, 𝑥 = 2, 𝑦 = 2, 𝑧 = 2

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Chapter – 6

Complex Analysis

6-1 Complex function, Analytic function

6-1-1 Function of Complex Variable:-


𝑤 = 𝑓(𝑧)
The domain of definition of the function.
𝑧
𝑤 = 𝑓(𝑧) =
𝑧2 +4
Is the entire 𝑍 – plane except the two points 𝑧 = ± 2𝑖, where the
function is undefined.
𝑤 = 𝑓(𝑧) = 𝑢 + 𝑖𝑣 = 𝑢 (𝑥, 𝑦) + 𝑖 𝑣 (𝑥, 𝑦)
The complex function 𝑓(𝑧) is equivalent to real function 𝑢(𝑥, 𝑦) and

𝑣(𝑥, 𝑦).
Example 1 :
𝑤 = 𝑓(𝑧) = 𝑧 2 + 2𝑧
= (𝑥 – 𝑖𝑦)2 + 2 (𝑥 + 𝑖𝑦)
= 𝑥 2 – 𝑦 2 + 2𝑖𝑥𝑦 + 2𝑥 + 2𝑖𝑦
= (𝑥 2 – 𝑦 2 + 2𝑥) + 𝑖 (2𝑥𝑦 + 2𝑦)
= 𝑢 (𝑥, 𝑦) + 𝑖𝑣 (𝑥, 𝑦)
𝑅𝑒 𝑓(𝑧) = 𝑢 (𝑥, 𝑦) , 𝐼𝑚 𝑓 (𝑧) = 𝑣 (𝑥, 𝑦)
𝑎𝑡 𝑧 = 1 + 3𝑖
𝑓(𝑧) = 𝑧 2 + 2𝑧
𝑓(1 + 3𝑖) = (1 + 3𝑖)2 + 2(1 + 3𝑖)
= 1 − 9 + 6𝑖 + 2 + 6𝑖

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= − 6 + 12𝑖
𝑓(1 + 3𝑖) = − 6 + 12𝑖
𝑢 (1, 3) = − 6 , 𝑣 (1, 3) = 12
𝑆𝑖𝑚𝑖𝑙𝑎𝑟𝑙𝑦 𝑎𝑡 𝑧 = 1 + 𝑖
𝑓(𝑧) = 𝑧 2 + 2𝑧
= (1 + 𝑖)2 + 2(1 + 𝑖) = 1 − 1 + 2𝑖 + 2 + 2𝑖
= 2 + 4𝑖
𝑓(1 + 𝑖) = 2 + 4𝑖  𝑢(1, 1) = 2, 𝑣(1, 1) = 4.
Example 2 :
Determine the value of 𝑓(𝑧) = 3𝑧̅ 𝑎𝑡 𝑧 = 2 + 4𝑖
Solution: 𝑓(𝑧) = 3 𝑧̅ = 3(𝑥 – 𝑖𝑦) = 3 (2 – 4𝑖) = 6 – 12𝑖.

Example 3 :
Determine the function
𝑤 = (𝑥 2 – 𝑦 2 + 3𝑥) + 𝑖(2𝑥𝑦 – 3𝑦) in the form 𝑤 = 𝑓 (𝑧)
1 1
Solution: Using the relations : 𝑥 = (𝑧 + 𝑧̅), 𝑦 = (𝑧 − 𝑧̅)
2 2𝑖
1 1 3
𝑤 = 𝑓(𝑧) = [ (𝑧 + 𝑧̅)2 − (2𝑖)2 (𝑧 − 𝑧̅)2 + (𝑧 + 𝑧̅)] +
4 2

1 1 3
𝑖 {[2 × (𝑧 + 𝑧̅)] [ (𝑧 − 𝑧̅)] − (𝑧 − 𝑧̅)}
2 2𝑖 2𝑖
= 𝑧 2 + 3𝑧̅
6-1-2 Limit :
lim 𝑓(𝑧) = 𝐿 .
𝑧→𝑧0

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6-1-3 Continuity :
A function 𝑓(𝑧) is said to be continuous at 𝑧 = 𝑧0 , if 𝑓(𝑧) is
defined and
lim 𝑓(𝑧) exists and lim 𝑓(𝑧) = 𝑓(𝑧0 ).
𝑧→𝑧0 𝑧→𝑧0

Also a function 𝑓(𝑧) is said to be continuous on a set 𝑆 if it is


continuous at each point of 𝑆.
Example 4:
Find the limit of the given function :-
𝑍 2 +4
𝑓(𝑧) = when 𝑧 approaches 2𝑖.
𝑍−2𝑖
Solution:
𝑧2 + 4 (𝑧 + 2𝑖)(𝑧 − 2𝑖)
lim = lim =
𝑧→2𝑖 𝑧 − 2𝑖 𝑧→2𝑖 𝑧 − 2𝑖

lim (𝑧 + 2𝑖) = 2𝑖 + 2𝑖 = 4𝑖.


𝑧→2𝑖

6-1- 4 Differentiability, Derivative :


A function 𝑓(𝑧) is said to be differentiable at 𝑧0 if the limit.
𝑓(𝑧0 + ∆𝑧) − 𝑓(𝑧0 )
lim 𝐸𝑥𝑖𝑠𝑡𝑠, ∆𝑧 = 𝑧 − 𝑧0
∆𝑧→0 ∆𝑧
𝑓(𝑧) − 𝑓(𝑧0 )
𝑓 ′ (𝑧) = lim
𝑧→𝑧0 𝑧 − 𝑧0
6 - 2 Analytic Function :-
A function 𝑓(𝑧) is said to be analytic function in a domain 𝐷 if the
function

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𝑓(𝑧) is defined and differentiable at all points of 𝐷. A Polynomial
functions is 𝑓(𝑧) = 𝑐0 + 𝑐1 𝑧 + 𝑐2 𝑧 2 + ⋯ + 𝑐𝑛 𝑧 𝑛 𝑊ℎ𝑒𝑟𝑒 𝑐0 , 𝑐1 , 𝑐2 , … , 𝑐𝑛
are complex numbers are analytic in the complex plane.
1
But the function 𝑓 (𝑧) = is analytic everywhere except 𝑧 = 1.
1−𝑧

6 - 3 Cauchy – Rieman Equations:


Let w = u (x, y) + iv (x, y) is continuous and differentiable.
w = f (z) = u + iv

𝑓 ′ (𝑧) =
𝜕𝑢
𝜕𝑥
+𝑖
𝜕𝑢
𝜕𝑦
 (1) also
𝜕𝑣 𝜕𝑣
𝑓 ′ (𝑧) = −𝑖
𝜕𝑥
+ 𝜕𝑦
 (2)

𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
1=2  = and = − 𝜕𝑥 → (3)
𝜕𝑥 𝜕𝑦 𝜕𝑦

Is called Cauchy Rieman differential equations.


Theorem :
𝑓(𝑧) is analytic in a domain 𝐷 if partial derivative exist and satisfy (3)
at all points of 𝐷 .

6 - 4 Cauchy – Rieman equations in polar form :


Let 𝑧 = 𝑟(cos 𝜃 + 𝑖 sin 𝜃) and 𝑓(𝑧) = 𝑢 (𝑟, 𝜃) + 𝑖𝑣 (𝑟, 𝜃)
Then the Cauchy – Rieman equations are :
𝜕𝑢 1 𝜕𝑣
=𝑟
𝜕𝑟 𝜕𝜃
𝜕𝑣 1 𝜕𝑢
= −𝑟 .
𝜕𝑟 𝜕𝜃

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Example 5 :
𝑓(𝑧) = 𝑧 3 = 𝑟 3 (cos 𝜃 + 𝑖 sin 𝜃 )3
= 𝑟 3 (cos 3𝜃 + 𝑖 sin 3𝜃
𝑢(𝑟, 𝜃) = 𝑟 3 cos 3𝜃 , 𝑣(𝑟, 𝜃) = 𝑟 3 sin 3𝜃
𝜕𝑢 1 𝜕𝑣
= 3𝑟 2 cos 3𝜃 = = 3𝑟 2 cos 3𝜃 and
𝜕𝑟 𝑟 𝜕𝜃
𝜕𝑣 1 𝜕𝑢
= 3𝑟 2 sin 3𝜃 = − = 3𝑟 2 sin 3𝜃 .
𝜕𝑟 𝑟 𝜕𝜃

Example 6 :
Prove that 𝑓(𝑧) = 𝑧 2 is analytic function.
Solution :
𝑓(𝑧) = 𝑧 2 = (𝑥 + 𝑖𝑦)2
= (𝑥 2 – 𝑦 2 ) + 𝑖 2 𝑥 𝑦 = 𝑢(𝑥, 𝑦) + 𝑖 𝑣(𝑥, 𝑦)
𝜕𝑢 𝜕𝑢
𝑢 = 𝑥2 – 𝑦2  = 2𝑥 , = −2𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑣 𝜕𝑣
𝑣(𝑥, 𝑦) = 2 𝑥 𝑦  = 2𝑥, = 2𝑦
𝜕𝑦 𝜕𝑥
𝜕𝑢 𝜕𝑣
Then = = 2𝑥 and
𝜕𝑥 𝜕𝑦

𝜕𝑢 𝜕𝑣
=− = −2𝑦
𝜕𝑦 𝜕𝑥
Satisfies the Cauchy – Rieman equations thus 𝑓(𝑧) is analytic.
Example 7:
Is 𝑅𝑒 𝑧 analytic ?
Solution :
𝑅𝑒 𝑧 = 𝑥
𝜕𝑢
𝑢(𝑥, 𝑦) = 𝑥  = 1
𝜕𝑥
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𝜕𝑢 𝑑𝑣
𝑣 (𝑥, 𝑦) = 0  ≠
𝜕𝑥 𝑎𝑦
Then 𝑅𝑒 𝑧 is not analytic.
6- 5 Harmonic Function
Let 𝜑(𝑥, 𝑦) be a real-valued function of the two real variables

𝑥 𝑎𝑛𝑑 𝑦. The partial differential equation


𝜑𝑥𝑥 + 𝜑𝑦𝑦 = 0
is known as Laplace's equation (sometimes referred to as the
potential equation). If 𝜑, 𝜑𝑥 , 𝜑𝑦 , 𝜑𝑥𝑥 𝑎𝑛𝑑 𝜑𝑦𝑦 are all continuous and
if 𝜑(𝑥, 𝑦) satisfy Laplace's equation, then 𝜑(𝑥, 𝑦) is called a
harmonic function. Harmonic functions are important in applied
mathematics, engineering, and mathematical physics. They are used
to solve problems involving steady state temperatures, two-
dimensional electrostatics, and ideal fluid flow.
Theorem:
Suppose
𝑓(𝑥 ) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦)
Is analytic in domain 𝐷. Then the function 𝑢 (𝑥, 𝑦) 𝑎𝑛𝑑 𝑣(𝑥, 𝑦) are

harmonic functions in 𝐷 .
► Conjugate Harmonic Functions
If
𝑓(𝑥 ) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦)
is analytic in domain 𝐷 then 𝑢 𝑎𝑛𝑑 𝑣 are harmonic in 𝐷. Now

suppose 𝑢(𝑥, 𝑦) is a given function that is harmonic in 𝐷 it is then

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sometimes possible to find another function 𝑣(𝑥, 𝑦) that is harmonic
in 𝐷 so that

𝑢(𝑥, 𝑦) + 𝑖𝑣 (𝑥, 𝑦)
is an analytic function in 𝐷 . The function 𝑣 is called the conjugate

harmonic function of 𝑢.
Example 8:
Prove that
𝑢(𝑥, 𝑦) = ln(𝑥 2 + 𝑦 2 )
Is harmonic function, find its harmonic conjugate 𝑣 (𝑥, 𝑦) then
express
𝑢 + 𝑖𝑣 in terms of 𝑧.
Solution :
2𝑥 2𝑦
𝑢𝑥 = 2 𝑢𝑦 =
𝑥 + 𝑦2 𝑥2 + 𝑦2

2𝑦 2 − 2𝑥 2 2𝑥 2 − 2𝑦 2
𝑢𝑥𝑥 = 2 𝑢𝑦𝑦 = 2
(𝑥 + 𝑦 2 )2 (𝑥 + 𝑦 2 )2
we see that 𝑢 satisfies Laplace's equation
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0
Since the conjugate function 𝑣 must satisfy the Cauchy-Riemman
equation, we must have
𝑣𝑦 = 𝑢𝑥
𝟐𝒙
=
𝒙𝟐 +𝒚𝟐
𝟐𝒙
𝑣=∫ 𝑑𝑦 + ℎ(𝑥)
𝒙𝟐 +𝒚𝟐
𝑦
𝑣 = 2 𝑡𝑎𝑛−1 ( ) + ℎ(𝑥)
𝑥
Using
𝑣𝑥 = −𝑢𝑦

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We got
ℎ(𝑥 ) = 𝑘
𝑦
𝑣 = 2 𝑡𝑎𝑛−1 ( ) + 𝑘
𝑥
To express the analytic function 𝑓 = 𝑢 + 𝑖𝑣 as a function of 𝑧 we
replace 𝑥 𝑏𝑦 𝑧 𝑎𝑛𝑑 𝑦 𝑏𝑦 𝑧𝑒𝑟𝑜
𝑓 (𝑧) = 𝑢(𝑧, 0) + 𝑖𝑣(𝑧, 0)
𝑦
= ln(𝑥 2 + 𝑦 2 ) + 𝑖 [2 𝑡𝑎𝑛−1 ( ) + 𝑘]
𝑥
= ln 𝑧 2 + 𝑖 𝑘.
Example 9:
Construct an analytic function whose real is
𝑢(𝑥, 𝑦) = 𝑥 3 − 3𝑥𝑦 2 + 𝑦
Solution :
First, we verify that
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 6𝑥 − 6𝑥 = 0,
so 𝑢 is harmonic function in the whole plane. Now we have to find
𝑣(𝑥, 𝑦),
for u such that the Cauchy-Riemman equation are satisfied. Thus we
must have
𝜕𝑣 𝜕𝑢
= = 3𝑥 2 − 3𝑦 2
𝜕𝑦 𝜕𝑥
𝜕𝑣 𝜕𝑢
=− = 6𝑥𝑦 − 1
𝜕𝑥 𝜕𝑦
Integrate the first equation with respect to y, we get
𝑣(𝑥, 𝑦) = 3𝑥 2 𝑦 − 𝑦 3 + ℎ(𝑥)
We can find ℎ(𝑥) by plugging this last expression into the second
equation
𝜕𝑣
= 6𝑥𝑦 + ℎ′ (𝑥 ) = 6𝑥𝑦 − 1
𝜕𝑥
′( )
This yields ℎ 𝒙 = −1 and so ℎ(𝑥 ) = −𝑥 + 𝑘 . Hence
𝑣 (𝑥, 𝑦) = 3𝑥𝑦 − 𝑦 3 − 𝑥 + 𝑘
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The analytic function
𝑓(𝑧) = 𝑢(𝑧, 0) + 𝑖𝑣(𝑧, 0)
= (𝑥 3 − 3𝑥𝑦 2 + 𝑦) + 𝑖(3𝑥𝑦 − 𝑦 3 − 𝑥 + 𝑘)
= 𝑧 3 − 𝑖(𝑧 − 𝑘).
Example 10:
Prove that ̅̅̅̅̅̅ = 𝑐𝑜𝑠𝑧̅
𝑐𝑜𝑠𝑧
Solution :
L.H.S. 𝑐𝑜𝑠𝑧 ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
̅̅̅̅̅̅ = cos (𝑥 + 𝑖𝑦)
̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
= 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠ℎ𝑦 − 𝑖𝑠𝑖𝑛𝑥 𝑠𝑖𝑛ℎ𝑦
= 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠ℎ𝑦 + 𝑖𝑠𝑖𝑛𝑥 𝑠𝑖𝑛ℎ𝑦
R.H.S. = 𝑐𝑜𝑠𝑧̅ = cos̅̅̅̅̅̅̅̅̅̅̅
(𝑥 + 𝑖𝑦) = cos(𝑥 − 𝑖𝑦)
= 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠ℎ𝑦 + 𝑖𝑠𝑖𝑛𝑥 𝑠𝑖𝑛ℎ𝑦 =L.H.S.

6 - 6 Cauchy's Integral Formula :


Theorem :
Let 𝑓(𝑧) be analytic in a simply connected domain 𝐷 .

Then for any point 𝑧0 in 𝐷 and any simple closed

path 𝐶 in 𝐷 which encloses 𝑧0 as shown in the figure.

𝑓(𝑧)
∫ 𝑑𝑧 = 2𝜋𝑖𝑓(𝑧0 )
z − z0
𝑐
Example 11 :
𝑧2 + 1
Integrate 𝑤 =
𝑧 2 −1

In the counter clockwise around a circular of radius 1 with center at


the point 𝑎) 𝑧 = 1 𝑏) 𝑧 = −1

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Solution :
𝑧2 + 1 𝑧2 + 1 𝑑𝑧
a) 𝐼 = ∫𝑐 𝑑𝑧 = ∫ .
𝑧 2 −1 𝑧 +1 𝑧−1

By Cauchy's integral formula


𝑓(z)
∫ 𝑑𝑧 = 2𝜋𝑖𝑓(𝑧0 )
z − z0
𝑐
𝑧2 + 1
then 𝑓(𝑧) = , 𝑧0 = 1
𝑧 +1

Lies inside the circle and 𝑓(𝑧) is analytic inside and on C


𝑧2 + 1 𝑑𝑧 𝑧2 + 1
𝐼 = ∫𝑐 . = 2𝜋𝑖 ( )
𝑧+1 𝑧−1 𝑧 +1 𝑧=1
2
= 2𝜋𝑖 ( ) = 2𝜋𝑖
2
𝑧2 + 1 𝑧2 + 1 𝑑𝑧
b) 𝐼 = ∫𝑐 𝑑𝑧 = ∫𝑐
𝑧 2 −1 𝑧 −1 𝑍+1

𝑧2 + 1
𝑓(𝑧) = 𝑧0 = −1
𝑧 −1
(−1)2 + 1 2
𝑓(𝑧0 ) = = = −1
−1 − 1 −2
𝑇ℎ𝑒𝑛 𝐼 = 2𝜋𝑖 𝑓(𝑧0 ) = 2𝜋𝑖 (−1) = − 2𝜋𝑖
Example 12 :
3𝑍+1
Evaluate ∫𝑐 𝑧 3−𝑍 𝑑𝑧
1
Where 𝐶 is the curve in counter clock wise given by |𝑧| =
2

Solution :-
3𝑧+1 3𝑧+1 3𝑧+1 𝑑𝑧
𝐼 = ∫𝑐 3 𝑑𝑧 = ∫ 𝑑𝑧 = ∫
𝑧 −𝑧 𝑧(𝑧 2 −1) 𝑧 2 −1 𝑧

3𝑧 + 1
𝑓(𝑧) = , 𝑧0 = 0
𝑧2 − 1
inside the circle

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0+1
𝑓(𝑧0 ) = = 𝑓 (0) = −1
0−1
𝐼 = 2𝜋𝑖 𝑓(𝑧0 ) = 2𝜋𝑖 (−1) = −2𝜋 𝑖.
Example 13 :
𝑧2
Evaluate ∫𝑐 𝑧 2+1 𝑑𝑧
Where 𝐶 ∶ |𝑧 + 𝑖| = 1 , in counter clock wise
Solution :
𝑧2 𝑧2 𝑑𝑧
𝐼 = ∫𝑐 𝑑𝑧 = ∫𝑐
(𝑍+𝑖) (𝑍−𝑖) (𝑍−𝑖) (𝑍+𝑖)

𝑧2
𝑓(𝑧) = is analytic inside and on 𝐶 ,
𝑍−𝑖

𝑧0 = – 𝑖
(−𝑖)2 −1 1
𝑓(𝑧0 ) = 𝑓(−𝑖) = = =
−𝑖 − 𝑖 −2 𝑖 2𝑖
1
𝑇ℎ𝑒𝑛 𝐼 = 2𝜋𝑖𝑓 (𝑧0 ) = 2𝜋𝑖 ( ) = 𝜋.
2𝑖
6 - 7 The Derivative of an Analytic Function :
Theorem :
If 𝑓(𝑧) is analytic in a domain 𝐷 , then it has derivatives in D which

are then also analytic function in 𝐷 . The values of these derivatives of

a point 𝑧 in 𝐷 are given by the formulas:


1 𝑓(𝑧)
𝑓′ (𝑧0 ) = ∫ 𝑑𝑧
2𝜋𝑖 (𝑧 − 𝑧0 )2

1 𝑓(𝑧)
𝑓′′(𝑧0 ) = ∫ 𝑑𝑧
2𝜋𝑖 (𝑧 − 𝑧0 )3

𝑛! 𝑓(𝑧)
𝑓 (𝑛) (𝑧0 ) = ∫ 𝑑𝑧
2𝜋𝑖 (𝑧 − 𝑧0 )𝑛+1

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𝑓(𝑧) 2𝜋𝑖 (𝑛)
∫ 𝑑𝑧 = 𝑓 (𝑧0 ).
(𝑧 − 𝑧0 )𝑛+1 𝑛!

Example 14 :
𝑧2
Evaluate ∫𝑐 (2𝑧−1)2 𝑑𝑧 , 𝐶 : is counter clock wise unit circle.

Solution :
1 𝑧2 1
𝐼 = ∫𝑐 1 2
𝑑𝑧 , 𝑧0 = 𝑖𝑛𝑠𝑖𝑑𝑒 𝐶
4 (𝑧− ) 2
2

𝑓(𝑧) = 𝑧 2
𝑛 + 1 = 2  𝑛 = 1
𝑓′(𝑧) = 2𝑧
𝑓(𝑧) 2𝜋𝑖
By formula ∫ (𝑧−𝑧0 )𝑛+1
𝑑𝑧 = 𝑓 (𝑛) (𝑧0 )
𝑛!
1 1
𝐼 = 2𝜋𝑖 𝑓 ′(𝑧0) = 2𝜋𝑖 (2𝑧) 𝑧0 = 𝐼 = 2𝜋𝑖 2 ( ) = 2𝜋𝑖.
2 2

Example 15 :
1
Evaluate ∫𝑐 𝑒 −𝑧 sin 𝑧𝑑𝑧 , 𝐶 : is counter clock wise unit circle.
𝑧2

Solution :
𝑒 −𝑧 𝑠𝑖𝑛 𝑧
𝐼 = ∫ 𝑑𝑧
𝑧2

𝑓(𝑧) = 𝑒 −𝑧 𝑠𝑖𝑛 𝑧 𝑖𝑠 𝑎𝑛𝑎𝑙𝑦𝑡𝑖𝑐, 𝑧0 = 0, 𝑛 = 1


𝑓′(𝑧) = 𝑒 −𝑧 𝑠𝑖𝑛 𝑧 + 𝑒 −𝑧 𝑐𝑜𝑠 𝑧  𝑓′(0) = 1 `
𝐼 = 2𝜋𝑖 𝑓 ′ (0) = 2𝜋𝑖.
Example 16:
𝑧+1
Evaluate ∫𝑐 𝑑𝑧 , Where 𝐶 is
𝑧 3 −2𝑧 2

a) |𝑧| = 1
b) |𝑧 − 3 − 𝑖| = 2 , in counter clock wise
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Solution :
a) |𝑧| = 1
represents a circle of center at 𝑧 = 0 and radius equal one
𝑧+1
𝑧+1 𝑧+1 𝑧−2
∫𝑐 𝑧 3 −2𝑧 2 𝑑𝑧 = ∫𝑐 𝑧 2 (𝑧−2) 𝑑𝑧 = ∫𝑐 𝑧2
𝑑𝑧
𝑧+1
𝑓(𝑧) = , 𝑧0 = 0 inside the circle
𝑧−2

n+1=2  n=1
𝑧+1 ′
𝐼 = 2𝜋𝑖 𝑓′(0) = 2𝜋𝑖 ( ) 𝑎𝑡 𝑧 = 0
𝑧−2
(𝑧 − 2) − (𝑧 + 1) 3 −3𝜋
= 2𝜋𝑖 ( ) 𝑎𝑡 𝑧 = 0 = 2𝜋𝑖 (− ) = 𝑖.
(𝑧 − 2)2 4 2
b) |𝑧 − 2 − 𝑖| = 2
Represent a circle of center at 𝑧 = 2 +𝑖 and radius = 2
𝑍+1
𝑧+1 𝑧2
𝐼 = ∫𝑐 𝑑𝑧 = ∫𝑐 𝑑𝑧 𝑧0 = 2 (Inside the
𝑧 2 (𝑧−2) (𝑧−2)

circle)
𝑍−1 2+1 3
𝑓(𝑧) = , 𝑓(𝑧0 ) = 𝑓(2) = =
𝑧2 4 4
3 3𝜋𝑖
Hence we can get 𝐼 = 2𝜋𝑖 𝑓 (2) = 2𝜋𝑖 ( ) = .
4 2

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Exercise - 6
Complex Functions

1- Verify that the following functions satisfies the Cauchy – Rieman equations
a) 𝑢 = 𝑥 , 𝑣 = 𝑦
b) 𝑢 = 𝑒 𝑥 𝑐𝑜𝑠𝑦 , 𝑣 = 𝑒 𝑥 𝑠𝑖𝑛𝑦
c) 𝑢 = 𝑥 3 – 3𝑥𝑦 2 , 𝑣 = 3 𝑥 2 𝑦 – 𝑦 3

2- Which of the following functions are analytic?


a) 𝑓(𝑧) = 𝑧 3 + 𝑧 𝑐) 𝑓(𝑧) = 𝑒 𝑥 𝑐𝑜𝑠𝑦
b) 𝑓(𝑧) = 𝑧̅ 𝑑) 𝑓(𝑧) = 𝑒 𝑥 (𝑐𝑜𝑠𝑦 + 𝑖𝑠𝑖𝑛𝑦)

3- Find the real and imaginary part of :


a) 𝑒 2𝑧 𝑐) 𝑒 −4𝑧
2
b) 𝑒 𝑧 𝑑) 𝑒 −𝑧 .

4- Decide whether each of the following functions 𝒖 is harmonic, if


so find a harmonic conjugate
a) 𝑢(𝑥, 𝑦) = 𝑥 4 − 6𝑥 2 𝑦 2 + 𝑦 4

𝑥2
𝑏) 𝑢(𝑥, 𝑦) = 2
𝑥 + 𝑦2 + 1
c) 𝑢 (𝑥, 𝑦) = sin(𝑥 2 − 𝑦 2 ) cosh(2𝑥𝑦)
2 2
d) 𝑢(𝑥, 𝑦) = cosh(2𝑥𝑦) 𝑒 (𝑥 −𝑦 )

e) 𝑢(𝑥, 𝑦) = arctan 𝑥

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Complex Integral
1- Evaluate the following integrals :-
𝑧 2 −𝑍+1
a) ∫𝑐 𝑑𝑧 C : |z| = 1/2 counter clock
𝑧 3 −𝑧 2
𝑍
b) ∫𝑐 2 𝑑𝑧 C : |z+i| = 1 counter clock
𝑧 +1

𝑧2
2- Integrate 𝑓(𝑧) = in the counter clock wise around the circle.
𝑧 2 +1

a) |Z + i| = 1
b) |Z| = 1/2

3- Integrate the following, where C is the unit circle.


𝑧2 𝑐𝑜𝑠 𝑧
a) ∫𝑐 (2𝑧−1)2 𝑑𝑧 b) ∫𝑐 𝑑𝑧
𝑧
𝑒 −𝑧 sin 𝑧 𝑐𝑜𝑠ℎ 𝑧
b) ∫𝑐 𝑑𝑧 d) ∫𝑐 𝑑𝑧
𝑧2 𝑧 2 −3𝑖𝑧

4- Integrate:
𝑧2
𝑓(𝑧) = in the counter clockwise around the circle.
𝑧 2 +1

𝑎) |𝑧 + 𝑖| = 1
𝑏) |𝑧 − 1 − 𝑖| = 2.

General questions:
1. Express the following functions in the form 𝑓(𝑧) = 𝑢 + 𝑖𝑣

(𝑖) 𝑓(𝑧) = 𝑧 3
1
(𝑖𝑖) 𝑓(𝑧) =
𝑧
(𝑖𝑖𝑖) 𝑓(𝑧) = 𝑧𝑧̅
(𝑖𝑣) 𝑓(𝑧) = 𝑐𝑜𝑠 𝑖𝑧
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2. Prove that sin z  sin z

3. Show that f (z )  sin z is differentiable at any point.

4. Show that the following functions satisfy Cauchy Riemann conditions:


i. f ( z )  iz  2

ii. f (z )  ze z

5. Show that u  ln x 2  y 2 is a harmonic function, and find its


harmonic conjugate and the analytic function f ( z )  u  iv

6. find the constants a, b , c such that , the function

f ( z)  a( x 2  y 2 )  ibxy  c
to be differentiable at any point.

7. By using Cauchy integral formula, evaluate

z 6 3

i.  dz where c the circle z  2


2z  i
c

ez
ii. 
c
z2  4
dz where c the circle z  i  2

7z  6
iii.  dz where c the unit circle
c z  2z
2

 i 8 e 
2z 2

8. Prove that  e dz    where c the circle z  2


(z  1)  3 
4

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2
sin z
9. Prove that
 dz   i where c the circle z  1
 
3
c

z  
 6

z 1
2

10. Integrate the function g (z )  on the curve C in the


z 1
2

following cases:
1
(𝑖) |𝑧 − 1| = 1 (𝑖𝑖) |𝑧 − | = 1
2
1
(𝑖𝑖𝑖) |𝑧 − 𝑖| = 1 (𝑖𝑣) |𝑧 + 𝑖| = 1
2

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Model exams
Model answer (Midterm)

2z 2z
1- If z  ln x +y 2 2
show that   0.
x 2
y 2

z  ln x 2 +y 2
1


=ln x  y2 2 2

1
= ln( x 2  y 2 )
2
Then

z 1 2x x  2 z (x 2  y 2 )  x (2x ) y 2  x 2
   =  2 ,
x 2 x 2  y 2 x 2  y 2 x 2 (x 2  y 2 ) 2 x y2
z 1 2 y y  2 z (x 2  y 2 )  y (2 y ) x 2  y 2
   =  2
y 2 x 2  y 2 x 2  y 2 y 2 (x 2  y 2 )2 x y2
hence,

2z 2z y 2 x 2 x2y2 0


    0
x 2 y 2 x2y2 x2y2 x2y2

2- Solve the following first order differential equations


y 
1. x y 3 y   y 4 ln    y 4
x 
Homogeneous ODE, divide the given equation by 𝑥 4
3 4 4
y  y  y  y 
x  y     ln       (1)
  x  x  x 

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y
Let  u  y  ux
x
dy du
u x
dx dx

By substitution in equation (1), then

 du 
u 3  u  x dx   u  ln u   u 
4 4

 
du
u 4  u 3x  u 4 ln u  u 4
dx
u 3 x du  u 4 ln u dx
1 1
du  dx
u ln u x
1

 
u du  1
dx
ln u x
ln ln u  ln x  c

y
ln ln  ln x  c
x

2. (sin y  y 2 sin x )dx  (x cos y  2 y cos x )dy  0

M
M  (sin y  y 2 sin x )dx   cos y  2 y sin x
y
N
N  (x cos y  2 y cos x )dy   cos y  2 y sin x
X
Exact ODE, then

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1   sin y  y 2 sin x dx

 x sin y  y 2 cos x  c1

2   x cos y  2 y cos x dy

 x sin y  y 2 cos x  c 2

Then

  x sin y  y 2 cos x  c

3. (x 2  16) y   2xy  2(x  4)


𝑑𝑖𝑣𝑒𝑑 𝑏𝑦 (𝑥 2 − 16)

2𝑥 (𝑥+4) 2
𝑦 ′ + (𝑥 2 𝑦 = 2 (𝑥−4)(𝑥+4) = Linear Equation , then
−16) 𝑥−4

2𝑥 2
𝑝(𝑥) = , 𝑞(𝑥) =
(𝑥 2 − 16) 𝑥−4

2𝑥
∫( 2 𝑑𝑥 2 −16)
𝜇 (𝑥 ) = 𝑒 𝑥 −16) = 𝑒 ln(𝑥 = 𝑥 2 − 16

1 2
2
𝑦𝐺.𝑆. = [ ∫(𝑥 − 16) 𝑑𝑥 + 𝐶]
𝑥 2 − 16 𝑥−4

1
𝑦𝐺.𝑆. = [ 2 ∫(𝑥 + 4) 𝑑𝑥 + 𝐶]
𝑥 2 − 16

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1 𝑥2
𝑦𝐺.𝑆. = [ ( + 4𝑥) + 𝐶].
2
𝑥 2 − 16 2

3- Solve the following second order linear differential equation

y   2 y   8 y  18 e 2 x  (2)
For homogeneous part

y   2 y   8 y  0
The C/Cs equation is

m 2  2m  8  0
(m  2)(m  4)  0
Hence, the roots are
m1  2, and m 2  4, then
y h  c1e 2 x  c 2e 4 x
For nonhomogeneous part

Let y p  Ax e 2 x
y p = (Ax )2e 2 x  Ae 2 x  (2Ax  A )e 2 x
y p = (2Ax  A )2e 2 x  2Ae 2 x  (4Ax  4A )e 2 x
By substitution in equation (2), then
(4Ax  4A )e 2 x  2(2Ax  A )e 2 x  8Axe 2 x  18e 2 x
Comparing the coefficients of 𝑒 2𝑥
4A  2A  18  6A  18
A 3
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Then y p  3x e 2 x , so
y G .S  y h  y p

Model answer (Midterm)


w w
1. If w  sin 1 (x 2  y 2 ) Show that x y  2 tan w .
x y

w  sin 1 (x 2  y 2 )  sin w  x 2  y 2
w
differentiate with respect to x  cosw  2x  (1)
x
w
differentiate with respect to y  cosw  2 y  (2)
y
w 2x 2
from equation (1)  x 
x cosw
w 2y 2
from equation (2)  y 
x cosw
hence,
w w 2(x 2  y 2 ) 2 sin w
x y    2 tan w
x x cosw cosw

𝑑𝑦 4𝑦 3 +4𝑥 2 𝑦+4𝑥 3
2- (i) Solve the ODE =
𝑑𝑥 3𝑥𝑦 2 +2𝑥 3
Homogeneous ODE . divide by 𝑥 3
𝑦 3 𝑦
𝑑𝑦 4 ( ) +4 ( )+4
= 𝑥 2
𝑥
𝑑𝑥 𝑦
3 ( ) +2
𝑥

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𝑦
Let 𝑢 = → 𝑦 ′ = 𝑢 + 𝑢′ 𝑥
𝑥


4𝑢3 + 4𝑢 + 4
𝑢 + 𝑥𝑢 =
3𝑢2 + 2
𝑑𝑢 4𝑢3 + 4𝑢 + 4 4𝑢3 + 4𝑢 + 4 − 3𝑢3 − 2𝑢
𝑥 = −𝑢 =
𝑑𝑥 3 𝑢2 + 2 3 𝑢2 + 2
𝑑𝑢 𝑢3 + 2 𝑢 + 4
𝑥 =
𝑑𝑥 3 𝑢2 + 2
3 𝑢2 + 2 1
∫ 3 𝑑𝑢 = ∫ 𝑑𝑥
𝑢 + 2𝑢 + 4 𝑥
ln|𝑢3 + 2𝑢 + 4| = ln|𝑥| + 𝑐
𝑦 3 𝑦
ln |( ) + 2 ( ) + 4| = ln|𝑥| + 𝑐.
𝑥 𝑥

3
(ii) Solve the ODE (2𝑥𝑒 𝑦 + cos 𝑥)𝑑𝑥 + (𝑥 2 𝑒 𝑦 − ) 𝑑𝑦 = 0
𝑦

3
𝑀(𝑥, 𝑦) = 2𝑥𝑒 𝑦 + cos 𝑥 𝑁(𝑥, 𝑦) = 𝑥 2 𝑒 𝑦 −
𝑦
𝜕𝑀 𝜕𝑁
= 2𝑥𝑒 𝑦 = = 2𝑥𝑒 𝑦 (Exact D.E.)
𝜕𝑦 𝜕𝑥

𝜑1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = ∫(2𝑥𝑒 𝑦 + cos 𝑥 )𝑑𝑥

= 𝑥2 𝑒𝑦 + sin 𝑥 + 𝑐1
3
𝜑2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = ∫(𝑥 2 𝑒 𝑦 − )𝑑𝑦
𝑦
= 𝑥 2 𝑒 𝑦 − 3 ln|𝑦| +𝑐2
The solution 𝜑(𝑥, 𝑦) = 𝜑1 ∪ 𝜑2
𝜑(𝑥, 𝑦) = 𝑥 2 𝑒 𝑦 + sin 𝑥 − 3 ln|𝑦| = C

Math-III
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2y
(iii) Solve the ODE : y   x 2 y 2
x
It is nonlinear ODE, divide by 𝑦 2

2 1
y 2 y   y  x 2
x
𝑑𝑦 𝑑𝑢
let 𝑦 −1 = 𝑢, 𝑡ℎ𝑒𝑛 − 𝑦 −2 =
𝑑𝑥 𝑑𝑥

du 2
  u  x 2 *-1
dx x
du 2
 u x2 (Linear)
dx x
2
 e
p ( x )dx  dx  e 2ln x  e ln x 2  x 2
e x
1 
u (x , y ) 

 qdx  c 

  
1 
=  x x dx  c 
2 2
x 
2  

1 x 5 
= 2  c 
x  5 

(3) Solve the second order ODE

y  6 y  3x  2
For homogeneous part:
y   6 y   0

The C/Cs equation:

Math-III
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m  6m  0
2

m (m  6)  0
m  0,
1 m  6 2

y c c e
h 1 2
6 x

For nonhomogeneous part:


y   6 y   3x  2  (1)
Let 𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥
Then

𝑦𝑝′ = 2 𝐴 𝑥 + 𝐵 , 𝑦𝑝′′ = 2 𝐴

Substitute in equation (1), then


2 𝐴 + 6(2𝐴𝑥 + 𝐵) = 3𝑥 − 2

1
Coefficients of 𝑥 → 12𝐴 = 3 → 𝐴 =
4
−5
Coefficients of 𝑥 0 → 2𝐴 + 6𝐵 = −2 → 𝐵 =
12

Hence,
1 5
𝑦𝑝 = 𝑥 2 − 𝑥
4 12
And
𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝

Math-III
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Engineering Mathematics and Physics Department Academic year: 2017 / 2018
Math. 3 Code: MENG208 Semester: Spring
ELTE201, CONT201, BIO201 Examiner: Dr. Marwa Maneea
Final Exam: 17 / 5 / 2018
Time Allowed: 2 Hours Faculty of Engineering
Answer all questions No. of questions: 5 Total Mark: 40
Qestion 1:
1. If w  cos(x  y )  sin(x  y ), show that w xx w yy  0
6
u  z z
2. If z  e x sin y , x  ln(u  v ), y  tan 1   find ,
 
v u v
Question 2: Solve the following first order differential equations

1. 4𝑥𝑦 𝑑𝑥 + (4𝑥 2 + 3𝑦)𝑑𝑦 = 0.


8
𝑑𝑦
2. 𝑥2 − 𝑥𝑦 = 𝑦 2
𝑑𝑥

Question 3: Solve the following second order linear differential equation

𝑦 ′′ – 5𝑦′ + 4𝑦 = 10 𝑠𝑖𝑛 2𝑥 6

Question 4:
(1) Show that the function f ( z )  z is analytic function.
3
2

(2) Prove that sin z  sin z 3

Math-III
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(3) By using Cauchy integral formula, evaluate
3
z
 dz where c the circle z  2
c (9  z )(z  i )
2

 i 8 e 
2z 2
e
(4) Prove that  dz    where c the circle z  2 4
(z  1) 4
 3 

Question 5:
(1) Verify Green's theorem where : 3

𝐹 = 3𝑥 𝑖 − 4𝑥𝑦 𝑗, 𝑅 𝑏𝑜𝑢𝑛𝑑𝑒𝑑 𝑏𝑦
𝑥 = 0, 𝑦 = 0, 𝑦 = 1, 𝑥 = 4.
3

(2) prove that 𝐷𝑖𝑣(𝐶𝑢𝑟𝑙 𝐹⃗ ) = 0


(3) Show that line integral
∫𝐶 (𝑦 + 𝑦𝑧)𝑑𝑥 + (𝑥 + 3𝑧 3 + 𝑥𝑧)𝑑𝑦 + (9𝑦𝑧 2 + 𝑥𝑦 − 1)𝑑𝑧
is independent of the path C and evaluate the work done to move the body
from (1,1,1) to (2,1,4).

BEST WISHES,
Dr. marwa maneea.

Math-III
Page 134
Engineering Mathematics and Physics Department Academic year: 2018 / 2019
Math. 3 Code: CENG203 MENG208 Semester: Fall
ELTE201, CONT201, BIO201 Examiner: Dr. Marwa Maneea
Final Exam: 22 / 1 / 2019
Time Allowed: 2 Hours Faculty of Engineering
Answer all questions No. of questions: 5 Total Mark: 40
Question 1:
w w
1. If w  sec1 (x 2 +y 2 ), show that x y  2 cotw .
x y 3

y  w w
2. If w  tan 1   , x  r cos  , y  r sin  find , 3
x  r 

Question 2: Solve the following first order differential equations


1. xy   yx cot x  y 3 sin 2 x
6
2. (4 y  yx 2 ) y   ( y 2  25)2

Question 3: Solve the following second order linear differential equation

y   9 y  cos x 2
6

Question 4:
(1) Construct an analytic function whose real is
4
𝑢(𝑥, 𝑦) = 𝑥 3 − 3𝑥𝑦 2 + 𝑦

(2) Prove that sin z  sin z 3

(3) By using Cauchy integral formula, show that


2
sin z
 dz   i where c the circle z  1
 
3
c

z   2
 6
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Page 135
(4) By using Cauchy integral formula, evaluate
2
z 2
 dz where c : z  i  1
c z 1
2

Question 5:

(1) Prove that .(  A )  0 3


(2) Find the constant a which satisfy  . V  0

V  (ax  2 y )i  (2 y  z ) j  (x  az )k
2

(3) Let 𝑆 be the part of the cylinder 𝑧 = 1 − 𝑥 2 , 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 1,


−2 ≤ 𝑦 ≤ 2
Verify stokes' theorem if 𝐹 = 𝑥𝑦 𝑖 + 𝑦𝑧 𝑗 + 𝑥𝑧 𝑘. 6

Good luck

Math-III
Page 136
Modern University
For Information and Technology Academic year 2020/2021
Department: physics & Eng. Math. Dept. Semester Spring
Specialization: Mathematics Exam Date 24 / 6 /2021
Final-term examination
Subject: Math III Code CENG203
Examiner: Dr. Marwa Hani Time Allowed: 2 hrs
Dr. Said Anwar
Number of Pages: 2 Number of Questions: 5 Attempt all Questions

Question 1: (6 Marks)

If 𝑧 = 𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝑠 𝑡 2 , 𝑦 = 𝑠2 𝑡

𝜕𝑧 𝜕𝑧
Find 𝑎𝑛𝑑 .
𝜕𝑠 𝜕𝑡
Question 2: (8 Marks) Solve the following first order differential equations

𝑦
1. 𝑥𝑦 3 𝑦 ′ = 𝑦 4 𝑙𝑛 ( ) + 𝑦 4
𝑥

2. 𝑦 ′ + 2𝑦 = 6𝑒 2𝑥 √𝑦

Question 3: (6 Marks) Solve the following second order differential equation

y   2 y   8 y  18e 2 x
Question 4: (8 Marks) Use polar coordinates to evaluate
𝑥=2 𝑦=√8−𝑥 2
1
𝐼= ∫ ∫ 𝑑𝑥𝑑𝑦.
5 + 𝑥2 + 𝑦2
𝑥=0 𝑦=𝑥

Math-III
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Question 5: (12 Marks)

1. Prove that .(  A )  0

2. Find 𝜑(𝑥, 𝑦, 𝑧) which satisfy


̅φ = 2𝑥𝑦𝑧 3 𝑖 + 𝑥 2 𝑧 3 𝑗 + 3𝑥 2 𝑦 𝑧 2 𝑘

where φ(1, −2, 2) = 4.

3. Verify Green's theorem where:


𝐹 = 3𝑥 𝑖 − 4𝑥𝑦 𝑗 . 𝑅 𝑏𝑜𝑢𝑛𝑑𝑒𝑑 𝑏𝑦
𝑥 = 0, 𝑦 = 0, 𝑦 = 1, 𝑥 = 4.

GOOD LUCK

Math-III
Page 138
References:

1. Advanced Engineering Mathematics 10th Edition, Erwin Kreyszig,


Wiley; (August 16, 2011), ISBN-10 : 0470458364
2. Advanced Calculus, by P.M. Fitzpatrick. Published by AMS. ISBN:

9780821847916 (2nd Edition Revised) (2016).

3. Differential Equations, by Allan Struthers and Merle Potter, ISBN 978-

3-030-20505-8, Springer International Publishing, (2019).

Website:

4. (Khan Academy. Com), https://www.khanacademy.org/math/differential-


equations.

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