Ceng 203 Math (LLL)
Ceng 203 Math (LLL)
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
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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
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Chapter – 1
Partial Derivatives
1-1Introduction
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)
ℎ
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
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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
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∂f 𝑓(𝑥 + ℎ, 𝑏) − 𝑓 (𝑎, 𝑏)
(a, b) = lim .
∂x ℎ→0 ℎ
defined by:
∂f 𝑓(𝑎 , 𝑦 + ℎ ) − 𝑓 (𝑎, 𝑏)
(a, b) = lim .
∂y ℎ→0 ℎ
𝜕
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
𝜕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
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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
and
𝜕 𝜕𝑢 𝜕𝑣
(𝑢𝑣) = 𝑣+ 𝑢
𝜕𝑦 𝜕𝑦 𝜕𝑦
𝑥 𝜕𝑓 𝜕𝑓
For 𝑓(𝑥, 𝑦) = 𝑒 𝑥𝑦 + , compute , .
𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑃(𝑉,𝑇 ) 𝜕𝑇(𝑃,𝑉 )
and .
𝜕𝑉 𝜕𝑃
Solution: We first solve for P to get
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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
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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
𝜕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.
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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]
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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
𝜕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
We first recall that the chain rule for functions of a single variable
gives the rule of differentiating a composite function: If 𝑦 is
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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
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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
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
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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
𝑖. 𝑓 (𝑥, 𝑦) = 𝑥 3 − 4𝑥𝑦 2 + 𝑦 4 .
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𝑦
2
𝑣𝑖𝑖. 𝑓 (𝑥, 𝑦, 𝑧) = 3𝑥 𝑙𝑛(𝑥 𝑦𝑧) + 𝑥 . 𝑧
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
w xx w yy 0
2
𝜕2𝑓 𝜕2𝑓 𝜕2𝑓
6. 𝑓 (𝑥, 𝑦) = 𝑥 𝑦 − 4𝑥 + 3 𝑠𝑖𝑛 𝑦; , , .
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑦𝜕𝑥
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
𝜕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
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
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w w
19. If w sec 1 (x 2 +y 2 ), show that x y 2 cotw .
x y
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
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
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
𝑦′ − 𝑦 = 0 → 𝑦 ′ = 𝑦 → 𝑦 = 𝑐. 𝑒 𝑥
1-General Solution:
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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
𝑑𝑦
2- 𝑐𝑜𝑠 2 𝑥 = 𝑥 √1 − 𝑦 2
𝑑𝑥
𝑑𝑦 𝑥
Solution: ∫ √1−𝑦2 = ∫ 𝑐𝑜𝑠2 𝑥 𝑑𝑥 = ∫ 𝑥 𝑠𝑒𝑐 2 𝑥 𝑑𝑥
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𝜋
3- (9 cos 𝑥 + 𝑦 2 cos 𝑥)𝑑𝑥 + 2𝑦 sin 𝑥 𝑑𝑦 = 0 𝑎𝑡 𝑦 ( ) = −4
2
∫ 𝑒 −𝑦 𝑑𝑦 = ∫ 𝑒 𝑥−1 𝑑𝑥
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
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
= 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
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
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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
= 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.
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
Example 11:
𝑦′ − 𝑦 + 𝑥 = 0 𝐿𝑖𝑛𝑒𝑎𝑟
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Example 12: 𝑦 ′ + 𝑦 = sin 𝑥 𝑙𝑖𝑛𝑒𝑎𝑟 𝑜𝑓 𝑦 𝑛𝑜𝑛 𝑙𝑖𝑛𝑒𝑎𝑟 𝑜𝑓 𝑥
𝟏
𝒚𝑮.𝑺. = [𝑪 + ∫ 𝝁 (𝒙) 𝒒(𝒙)𝒅𝒙]
𝝁(𝒙)
𝑦 ′ + tan(𝑥) 𝑦 = 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
′
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
𝑦 ′ + 𝑝(𝑥 )𝑦 = 𝑞 (𝑥 )𝑦 𝑛 , 𝑛 ≠ 0, 1
𝑑𝑧
Let 𝑧 = 𝑦1−𝑛 𝑧′ = = (1 − 𝑛)𝑦 −𝑛 𝑦′
𝑑𝑥
𝑧 ′ + (1 − 𝑛)𝑝(𝑥 )𝑧 = (1 − 𝑛)𝑞(𝑥)
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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
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 ]
Example 16:
Math-III
Page 37
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
Math-III
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Exercise - 2
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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Page 40
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
𝐴, 𝐵, 𝐶 are constants..
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
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Case 1 Case 2 Case3
𝑚1 ≠ 𝑚2 𝑚1 = 𝑚2 = 𝑚 𝑚1,2 = 𝛼 ± 𝑖𝛽
𝒚𝑮.𝑺 = 𝑪𝟏 𝒚𝟏 + 𝑪𝟐 𝒚𝟐
In Case 1
In Case 2
𝑦𝐺.𝑆 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 .
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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 .
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"
𝒚𝑮.𝑺 = 𝒚𝒉 + 𝒚𝒑
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
𝑦𝑝′ = 3 𝐴 𝑒 3𝑥 , 𝑦𝑝′′ = 9 𝐴 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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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
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Page 48
Example 6: Solve
Solution:
𝑦ℎ 𝑚2 + 4𝑚 + 3 = 0 (𝑚 + 3) (𝑚 + 1) = 0
𝑚1 = −3 , 𝑚2 = −1
𝑦ℎ = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 −𝑥
Solving get 𝐴 = 1, 𝐵 = 2
𝑦𝑝 = 𝑐𝑜𝑠 𝑥 + 2 𝑠𝑖𝑛 𝑥
𝑦𝐺.𝑆 = 𝑦ℎ + 𝑦𝑝
Example 7: Solve
𝑦′′ + 𝑦′ – 6𝑦 = (14 𝑥 − 5) 𝑒 4𝑥
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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 = (−1 + 𝑥) 𝑒 4𝑥
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Example 8: Solve
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
Example 9: Solve
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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
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
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 .
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
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
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
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Example 11: Solve the fourth order ODE
𝑦 (𝐼𝑉) + 4 𝑦 ′′ = 96𝑥 2
𝑚1 = 0, 𝑚2 = 0, 𝑚3 = 2𝑖, 𝑚4 = −2𝑖
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′′′ = 24𝐴𝑥 + 6𝐵
𝑦𝑝′′′′ = 24𝐴
48𝐴 = 96 → 𝐴 = 2
24𝐵 = 0 → 𝐵 = 0
24𝐴 + 8𝐶 = 0 → 𝐶 = −6
𝑦𝑝 = 2 𝑥 4 − 6 𝑥 2
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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
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 )
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
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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
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
Then the double integral of the function 𝑓(𝑥, 𝑦) over the domain D is
𝑚 𝑛
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∴ ∬ 𝑓(𝑥, 𝑦)𝑑𝐴 = ∬ 𝑓(𝑥, 𝑦)𝑑𝐴 + ∬ 𝑓(𝑥, 𝑦)𝑑𝐴
𝐷 𝐷1 𝐷2
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
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)
Type II
𝑦=𝑑 𝑥=ℎ2 (𝑦)
Example 1:
2 2
𝐸𝑣𝑎𝑙𝑢𝑎𝑡𝑒: ∫0 ∫1 2𝑥𝑦 2 𝑑𝑥𝑑𝑦
Solution:
2 2 2 2
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
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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
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Example 5:
Evaluate the following double integral
𝑥 2
∞ ∞ −
∫𝑦=0 ∫𝑥=3𝑦 𝑒 36 𝑑𝑥 𝑑𝑦
Solution:
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
Is
𝜕𝑥 𝜕𝑥
𝜕(𝑥, 𝑦) 𝜕𝑣| = 𝜕𝑥 𝜕𝑦 − 𝜕𝑥 𝜕𝑦
𝐽= = |𝜕𝑢
𝜕(𝑢, 𝑣) 𝜕𝑦 𝜕𝑦 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
𝜕𝑢 𝜕𝑣
Hence,
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As a special case of the change of variables is the transformation to
Polar coordinates.
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
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
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)
𝑦=𝜑2 (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:
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
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
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
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
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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
∬ 𝑥𝑦 𝑑𝑥 𝑑𝑦
𝐷
∬ 𝑥 − 2𝑦 𝑑𝑥 𝑑𝑦
𝐷
𝐷: 𝑦 = 𝑥 2, 𝑦=𝑥
∬ 1⁄√𝑥 2 + 𝑦 2 𝑑𝐴
𝐷
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
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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
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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
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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.
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Properties of the Cross Product:
𝐴⃗ × ( 𝐵
⃗⃗ + 𝐶⃗) = 𝐴⃗ × 𝐵
⃗⃗ + 𝐴⃗ × 𝐶⃗
𝐴⃗ × 𝐵 ⃗⃗ × 𝐴⃗
⃗⃗ = −𝐵
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):
𝑉 = ‖𝐴⃗ . 𝐵
⃗⃗ × 𝐶⃗‖.
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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
̅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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(6,2,3) 54
𝐷𝐴̅ 𝑓 = (9, −6,4). = .
7 7
𝜕𝑦 2
𝑊ℎ𝑒𝑟𝑒 𝑑𝑠 = √(𝑑𝑥)2 + (𝑑𝑦)2 = √1 + ( ) 𝑑𝑥
𝜕𝑥
𝜕𝑥 2
= √1 + ( ) 𝑑𝑦.
𝜕𝑦
Example 8:
Evaluate (a) ∫𝐶 𝑥𝑦 2 𝑑𝑥 (b) ∫𝐶 𝑥𝑦 2 𝑑𝑦 (c) ∫𝐶 𝑥𝑦 2 𝑑𝑠
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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
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𝑥=𝑏
∫ 𝐺(𝑥, 𝑦)𝑑𝑠 = ∫ 𝐺(𝑥, 𝑓(𝑥))√1 + 𝑓 ′ (𝑥)2 𝑑𝑥 .
𝐶 𝑥=𝑎
∫ 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
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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The Line Integral in 3- Dimension:
It takes the form:
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
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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
∫ 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).
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Solution:
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
̅ × 𝐹̅ = ||
∇ || = 0𝑖 − 0𝑗 + 0𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑦 + 𝑦𝑧 𝑥 + 3𝑧 3 + 𝑥𝑧 9𝑦𝑧 2 + 𝑥𝑦 − 1
𝝏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:
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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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
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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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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
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
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
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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.
∇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
̅̅̅ = ∬ (∇
∮ 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
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
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Exercise- 5
Vector Analysis
Dot Product
1- If 𝐴⃗ = (2, −3, 4) , 𝐵
⃗⃗ = (−1, 2, 5) . 𝑎𝑛𝑑 𝐶⃗ = (3, 6, −1)
⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗
(a) 𝐴⃗. (4𝐵) (b) 𝐴⃗. (𝐴⃗ + 𝐵
⃗⃗ + 𝐶⃗)
(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:
(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 × 𝐵 (𝐶) (b) (𝐴⃗ × 𝐵
⃗⃗). 𝐶⃗ , (𝑐) |(𝐴⃗ × 𝐵
⃗⃗)|
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
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 )
𝑟(𝑡) = 𝑡 3 𝑖 + 𝑡 2 𝑗 + 𝑡 𝑘, 𝑓𝑟𝑜𝑚 𝑡 = 1 𝑡𝑜 𝑡 = 3
(0.0.0)
∫ 2𝑥𝑧 𝑑𝑥 + 𝑦𝑧𝑑𝑦 + (𝑥 2 + 𝑦 2 )𝑑𝑧
(−2,3 ,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
Surface Integrals
Stokes' Theorem
Math-III
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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:
Divergence Theorem:
∯𝑆 𝐹̅ . 𝑛 𝑑𝑠 , Where 𝐹⃗ = 𝑥 3 𝑖 + 𝑦 3 𝑗 + 𝑧 3 𝑘
𝑥 3 + 𝑦 3 + 𝑧 3 = 𝑎2
∯𝑆 𝐹̅ . 𝑛 𝑑𝑠 , Where 𝐹⃗ = 𝑦 2 𝑖 + 𝑥𝑧 3 𝑗 + (𝑧 − 1)2 𝑘
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𝑥2 + 𝑦2 = 16, 𝑧 = 1, 𝑧 = 5.
General questions:
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:
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
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
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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
𝑥 = 0, 𝑦 = 0, 𝑧 = 0, 𝑥 = 2, 𝑦 = 2, 𝑧 = 2
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Chapter – 6
Complex Analysis
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
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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
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
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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
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
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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.
𝑓(𝑧)
∫ 𝑑𝑧 = 2𝜋𝑖𝑓(𝑧0 )
z − z0
𝑐
Example 11 :
𝑧2 + 1
Integrate 𝑤 =
𝑧 2 −1
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Solution :
𝑧2 + 1 𝑧2 + 1 𝑑𝑧
a) 𝐼 = ∫𝑐 𝑑𝑧 = ∫ .
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
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
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
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
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
ii. f (z ) ze z
f ( z) a( x 2 y 2 ) ibxy c
to be differentiable at any point.
z 6 3
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
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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
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,
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y
Let u y ux
x
dy du
u x
dx dx
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
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
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
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
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
= 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
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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
y 6 y 3x 2
For homogeneous part:
y 6 y 0
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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
𝑦𝑝′ = 2 𝐴 𝑥 + 𝐵 , 𝑦𝑝′′ = 2 𝐴
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
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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
𝑦 ′′ – 5𝑦′ + 4𝑦 = 10 𝑠𝑖𝑛 2𝑥 6
Question 4:
(1) Show that the function f ( z ) z is analytic function.
3
2
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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
BEST WISHES,
Dr. marwa maneea.
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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 sec1 (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
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
z 2
6
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(4) By using Cauchy integral formula, evaluate
2
z 2
dz where c : z i 1
c z 1
2
Question 5:
V (ax 2 y )i (2 y z ) j (x az )k
2
Good luck
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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
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
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Question 5: (12 Marks)
GOOD LUCK
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References:
Website:
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