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School of Mathematical Sciences

Monash University

Contents
1. Assumed background knowledge and skills for ENG1005
2. Integration

15

2.1.1 Some basic integrals . . . . . . . . . . . . . . . . . . . . . . . . . .

15

2.1.2 Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

16

2.2 Integration by parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

18

3.1 Hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Clayton Campus
Malaysia Campus
Semester 1, 2016

23
25

3.2 Special functions: Not examinable . . . . . . . . . . . . . . . . . . . . . . .

27

monash.edu/science

28

4.1 Improper integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

29

4.2 A standard strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

29

4.3 Comparison test for improper integrals . . . . . . . . . . . . . . . . . . . .

32

4.4 The general strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

34
36

5.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

37

5.1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

37

5.1.2 Partial sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

38

5.1.3 Arithmetic series . . . . . . . . . . . . . . . . . . . . . . . . . . . .

38

5.1.4 Geometric series . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

39

5.1.5 Compound interest . . . . . . . . . . . . . . . . . . . . . . . . . . .

39

5.2 Convergence and divergence of series . . . . . . . . . . . . . . . . . . . . .

40

5.2.1 Zero tail? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

40

5.2.2 The ratio test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

41

5.3 Simple power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

41

5.4 The general power series . . . . . . . . . . . . . . . . . . . . . . . . . . . .

42

5.5 Examples of power series . . . . . . . . . . . . . . . . . . . . . . . . . . . .

42

6. Taylor series

Australia Malaysia South Africa Italy India

22

3.1.2 More hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . .

5. Sequences and series.

Lecture notes

21

3.1.1 Hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . .

4. Improper integrals

Engineering Mathematics

14

2.1 Integration: Revision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3. Hyperbolic functions

ENG1005

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43

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6.1 Maclaurin series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

44

6.2 Taylor series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

45

6.3 Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

45

6.4 Radius of convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

46

6.5 Computing the radius of convergence . . . . . . . . . . . . . . . . . . . . .

47

6.6 Some theorems: Not examinable . . . . . . . . . . . . . . . . . . . . . . . .

48

7. Applications of Taylor Series

50

7.2 lHopitals rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

52

7.3 Approximating values of functions . . . . . . . . . . . . . . . . . . . . . . .

53

7.4 Approximating functions . . . . . . . . . . . . . . . . . . . . . . . . . . . .

54

7.4.1 Taylor polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . .

54

7.5 Accuracy: Not examinable . . . . . . . . . . . . . . . . . . . . . . . . . . .

56

7.6 Approximating a derivative with a Taylor polynomial . . . . . . . . . . . .

57

8. Vectors in 3-dimensions

11. Parametric curves in 3-dimensions

59

8.1.1 Algebraic properties . . . . . . . . . . . . . . . . . . . . . . . . . .

59

8.1.2 Cartesian coordinate vectors . . . . . . . . . . . . . . . . . . . . . .

61

8.2 Vector dot product: Revision . . . . . . . . . . . . . . . . . . . . . . . . .

63

8.2.1 Unit Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

64

8.3 Vector cross product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

65

74
75

11.1 Parametric curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

76

11.2 Tangent vectors and lines . . . . . . . . . . . . . . . . . . . . . . . . . . .

79

11.3 Normal planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

80

11.4 Arc length: Not examinable . . . . . . . . . . . . . . . . . . . . . . . . .

81

12. Parametric representations of surfaces

82

12.1 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

83

12.2 Alternative forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

86

12.3 Parametric representations of surfaces . . . . . . . . . . . . . . . . . . . .

87

12.4 Coordinate vectors in other coordinate systems . . . . . . . . . . . . . . .

93

12.4.1 Cylindrical coordinates . . . . . . . . . . . . . . . . . . . . . . . .

93

12.4.2 Spherical coordinates . . . . . . . . . . . . . . . . . . . . . . . . .

93

13. Linear systems of equations

58

8.1 Vectors: Revision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Monash University

10.2 Vector equation of a plane . . . . . . . . . . . . . . . . . . . . . . . . . .

49

7.1 Using Taylor series to calculate limits . . . . . . . . . . . . . . . . . . . . .

School of Mathematical Sciences

94

13.1 Examples of linear systems . . . . . . . . . . . . . . . . . . . . . . . . . .

95

13.1.1 Bags of coins . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

95

13.1.2 Silly puzzles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

95

13.1.3 Intersections of planes . . . . . . . . . . . . . . . . . . . . . . . . .

95

13.2 A standard strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

96

13.3 Lines and planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

97

8.3.1 Interpreting the cross product . . . . . . . . . . . . . . . . . . . . .

65

8.4 Scalar and vector projections: Not examinable . . . . . . . . . . . . . . . .

67

14.1 Gaussian elimination and back-substitution . . . . . . . . . . . . . . . . . 101

8.4.1 Scalar projections . . . . . . . . . . . . . . . . . . . . . . . . . . . .

67

14.2 Gaussian elimination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

8.4.2 Vector projection . . . . . . . . . . . . . . . . . . . . . . . . . . . .

67

9. Three-Dimensional Euclidean Geometry. Lines.

69

9.2 Vector equation of a line . . . . . . . . . . . . . . . . . . . . . . . . . . . .

70

72

10.1.1 Constructing the equation of a plane . . . . . . . . . . . . . . . . .

72

10.1.2 Parametric equations for a plane . . . . . . . . . . . . . . . . . . .

73

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14.2.1 Gaussian elimination strategy . . . . . . . . . . . . . . . . . . . . 102

15. Matrices

104

15.1 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105


15.1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106

71

10.1 Planes in 3-dimensional space . . . . . . . . . . . . . . . . . . . . . . . .

100

14.3 Exceptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102

68

9.1 Lines in 3-dimensional space . . . . . . . . . . . . . . . . . . . . . . . . . .

10. Three-Dimensional Euclidean Geometry. Planes.

14. Gaussian Elimination

15.1.2 Operations on matrices . . . . . . . . . . . . . . . . . . . . . . . . 106


15.1.3 Some special matrices . . . . . . . . . . . . . . . . . . . . . . . . . 107
15.1.4 Properties of matrices . . . . . . . . . . . . . . . . . . . . . . . . . 107

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15.1.5 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108


16. Inverses of Square Matrices.

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22.2 Homogeneous equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145

109

23. Non-Homogeneous Second order ODEs.

149

16.1 Matrix inverse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

23.1 Non-homogeneous equations . . . . . . . . . . . . . . . . . . . . . . . . . 150

16.1.1 Inverse by Gaussian elimination . . . . . . . . . . . . . . . . . . . 110

23.2 Undetermined coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . 151

16.2 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

23.3 Exceptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152

16.2.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

24. Applications of Differential Equations

16.3 Inverse using determinants . . . . . . . . . . . . . . . . . . . . . . . . . . 112


16.4 Vector cross products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
17. Eigenvalues and eigenvectors.

153

24.1 Applications of ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154


24.2 Newtons law of cooling . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154

114

24.3 Pollution in swimming pools . . . . . . . . . . . . . . . . . . . . . . . . . 155

17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115

24.4 Newtonian mechanics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156

17.2 Eigenvalues

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

25. The Laplace Transform

17.3 Decomposing symmetric matrices: Not examinable . . . . . . . . . . . . . 119

25.1 What can the Laplace transform do? . . . . . . . . . . . . . . . . . . . . 160

17.4 Matrix inverse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

25.2 Definition of the Laplace transform . . . . . . . . . . . . . . . . . . . . . 160

17.5 The Cayley-Hamilton theorem: Not examinable . . . . . . . . . . . . . . 123


18. Introduction to ODEs

159

25.3 Some simple Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . 161

125

25.4 Linearity of Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . 162

18.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

25.5 What sort of functions have Laplace transforms? . . . . . . . . . . . . . . 163

18.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

26. Inverting Laplace transforms

18.3 Solution strategies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127


18.4 General and particular solutions . . . . . . . . . . . . . . . . . . . . . . . 129
19. Separable first order ODEs.

164

26.1 Reversing the process - finding inverse Laplace transforms . . . . . . . . . 165


26.2 Laplace transforms of powers . . . . . . . . . . . . . . . . . . . . . . . . . 166

130

26.3 The s-shifting property . . . . . . . . . . . . . . . . . . . . . . . . . . . 167

19.1 Separable equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

26.4 A preliminary table of some Laplace transforms . . . . . . . . . . . . . . 168

19.2 First order linear ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132

27. Laplace transforms of derivatives

19.2.1 Solving the homogeneous ODE . . . . . . . . . . . . . . . . . . . . 134

27.1 Laplace transforms of first-order derivatives . . . . . . . . . . . . . . . . . 170

19.2.2 Finding a particular solution . . . . . . . . . . . . . . . . . . . . . 135


20. The integrating factor.

169

27.2 Initial-value problems for first-order linear ordinary differential equations

170

136

27.3 Laplace transforms of higher-order derivatives . . . . . . . . . . . . . . . 171

20.1 The Integrating factor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

27.4 Transforms of sine and cosine functions . . . . . . . . . . . . . . . . . . . 171

21. Solutions to first order ODEs: A numerical method


21.1 Eulers method

27.5 Damped oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172

139

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140

22. Homogeneous Second order ODEs.

28. Applications to differential equations

144

28.2 Steps for determining partial fraction expansions . . . . . . . . . . . . . . 175

22.1 Second order linear ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . 145

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28.1 Using partial fraction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175


28.3 Second-order initial-value problems for linear ODEs . . . . . . . . . . . . 176

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28.4 Application to circuit theory . . . . . . . . . . . . . . . . . . . . . . . . . 177

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36. Maxima and minima

Monash University

213

28.5 Application to mechanical vibrations . . . . . . . . . . . . . . . . . . . . 177

36.1 Maxima and minima . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214

28.6 Mixing liquids between two tanks . . . . . . . . . . . . . . . . . . . . . . 178

36.2 Local extrema . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215

29. Step functions and t-shifting

36.3 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216

180

36.4 Maxima, minima or saddle point? . . . . . . . . . . . . . . . . . . . . . . 216

29.1 Other properties of Laplace transforms . . . . . . . . . . . . . . . . . . . 181


29.2 The unit step function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182

37. ENG1005 Exercises

218

29.3 The t-shifting property . . . . . . . . . . . . . . . . . . . . . . . . . . . 184


29.4 An application of t-shifting . . . . . . . . . . . . . . . . . . . . . . . . . 184
30. Impulses and Delta functions

187

30.1 Impulses and delta functions . . . . . . . . . . . . . . . . . . . . . . . . . 188


30.2 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
30.3 A table of additional Laplace transforms . . . . . . . . . . . . . . . . . . 191
31. Table of Laplace Transforms

192

32. Functions of Several Variables

194

32.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195


32.2 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
32.3 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
33. Partial derivatives

197

33.1 First derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198


33.2 Higher derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
33.3 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
33.4 Exceptions: when derivatives do not exist . . . . . . . . . . . . . . . . . . 201
34. Gradient vectors and directional derivatives

204

34.1 Gradient and Directional Derivative . . . . . . . . . . . . . . . . . . . . . 205


34.2 The gradient vector in cylindrical and spherical coordinates . . . . . . . . 207
34.2.1 Gradient vector in cylindrical coordinates . . . . . . . . . . . . . . 207
34.2.2 Gradient vector in spherical coordinates . . . . . . . . . . . . . . . 208
35. Tangent planes and linear approximations

209

35.1 Tangent planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210


35.2 Linear approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211

Friday 1st April, 2016

Friday 1st April, 2016

SCHOOL OF MATHEMATICAL SCIENCES

ENG1005
Engineering Mathematics

School of Mathematical Sciences

Monash University

To undertake ENG1005 you will need to have some basic mathematics knowledge,
including some simple calculus, and be competent at key algebraic skills and graphical
techniques. In some cases that material will be revised briefly before it is used in
ENG1005 but more generally it is advisable to spend time in the first week reviewing all
of the material listed below, most of which has been covered in or before the prerequisite
VCE Mathematical Specialist Units or its equivalents.
Note that this is fundamental material that you are expected to know and understand
this material prior to undertaking ENG1005 and without the assistance of electronic
calculators or other aids. If it is some time since you completed your year-12 studies,
or you are uncertain of any of the listed material for other reasons, it is strongly
recommended that you revise these concepts immediately - for example, using a suitable
VCE textbook or any introductory book on mathematics or calculus in the library.
Numbers, arithmetic, algebra and logic

1.

Assumed background knowledge and skills for


ENG1005

I The concepts of natural numbers (N), integers (Z), rational numbers (Q), irrational numbers, real numbers (R) and complex numbers (C).
I The laws of arithmetic for addition, subtraction, multiplication and division of
real and complex numbers.
I Simple set theory and notation, including set membership (), union (), intersection (), subsets (, ) and the empty set ().
I The meaning of and notation used for closed and open intervals of real numbers.
I Correct use of inequalities, their manipulation and their equivalents in terms of
interval notation.
I The manipulation of algebraic expressions, including correct use of brackets, expansion of products, simplification of expressions involving fractions and simple
factorisations.
X
I Use of the sigma ( ) notation for summations (series), and the meaning of the
factorial function f (n) = n! for n N {0}.
I An appreciation of basic logic, including correct use of the logical relations and,
or and not, and the meaning and correct usage of the implication symbol (=).
Geometry, trigonometry and vectors
I A recognition of basic geometry and terminology, including for common one-, twoand three-dimensional coordinates systems, objects, shapes and solids.

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I An understanding of circular functions; triangular geometry, trigonometry, angles


and key related results, including the sine and cosine laws, the angle sum theorem
and the Pythagorean identity.

School of Mathematical Sciences

Monash University

I The basic properties (or laws) of exponential and logarithmic functions, including a0 , a1 , ax+y , axy and their equivalents in terms of logarithms.
I How to solve and interpret the solution of up to three simultaneous linear equations in terms of up to three unknowns, including when there is no solution or
more than one solution.

I An appreciation of the symmetry of geometrical objects.


I Understanding of the concept of a vector in two- and three-dimensional space and
how to scale, add and subtract them geometrically,

Calculus

I Understanding of vector algebra, how to find the length of a vector, and how to
find the angle between two vectors using the dot product.

I An appreciation of the concept of a limit of a function, and how it may differ from
the value of that function at the corresponding point (where that exists). The
determination of limits of simple functions, including polynomials and rational
functions.

Functions and graphs


I An appreciation of the concept of a function, what is meant by its domain
and range, and how to identify or determine those. The meaning of the terms
independent and dependent variables.

I Understanding of the concept of a continuous function at a point and in a domain.


I The meaning of, and formal definition of, the derivative of a function at a point,
both geometrically and algebraically. An understanding of what is meant by the
derivative function, and some common notations for that. An understanding that
dy
is not a fraction and therefore cannot be split into
the derivative notation
dx
bits dy and dx.

n
I The ability to sketch graphs of each of the
following elementary functions: x for
any n Z, sin(x), cos(x) and tan(x), n x for small integers, ax , loge (x) (ln(x))
and log10 (x), the absolute value function |x|. Also simple polynomials including
linear, quadratic and cubic functions.

I The derivative functions of the elementary functions: xn , sin(x) , cos(x), ax , ,


loge (x) (ln(x)) and log10 (x), and where they do or do not exist.

I The ability to transform the graphs of the functions above with simple horizontal
and vertical scalings and translations, for example, Af (kx + b) + B for simple
functions f and constant values of A, k, b, B.
I The difference between a variable and a constant, including where the constant
is not specified as a particular numerical value (also known as a parameter).

I The basic properties of the derivative function, including how to calculate the
derivatives of additions, multiples, quotients and compositions of elementary functions.

I Understanding of how to add, subtract, multiply and divide functions, including


how those operations affect the domain of the resulting function. Recognition of
a rational function, and when it exists.

I How to perform implicit differentiation on equations of the form g(x, y) = 0 to


dy
find the derivative
.
dx

I The meaning of composition of functions, and how to both write and evaluate
them.

I The concept of a definite integral of a function over a given finite interval, including its properties and its relationship to areas of some simple two-dimensional
shapes.

I Understanding of the terms extremum, minimum, maximum and inflection point,


and what is meant by an increasing and decreasing function.

I Understanding of the indefinite integral and how it differs from the concept of
an anti-derivative function. Anti-derivative functions of: xn , sin(x), cos(x), ax .

I How to solve y = f (x) algebraically when f is linear, quadratic or exponential


function, including cases where no real-value solution exists.

I How to solve an integral by substitution method.

I The basic properties of sin(x), cos(x) and tan(x), including their definition, their
symmetry properties, the relationship between them, and their exact values when

x is an integer multiple of or .
6
4

Complex numbers
I The concepts of complex numbers.
I How to graphically represent complex numbers in the Argand diagram.

Friday 1st April, 2016

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Friday 1st April, 2016

12

School of Mathematical Sciences

Monash University

SCHOOL OF MATHEMATICAL SCIENCES

I Understanding of complex number algebra operations in Cartesian form: addition,


multiplication and using the conjugate.
I The concepts of representing complex numbers in polar form; modulus and argument, multiplication and division in polar form.

ENG1005

I The concepts of representing complex numbers in exponential form; multiplication


and division in exponential form, and the Euler formula.
I Understanding of De Moivres theorem and applying De Moivres theorem to find
the roots and powers of complex numbers.

Engineering Mathematics

2.

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13

Integration

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2.1.2

2.1
2.1.1

Substitution
Z 

f (x) dx looks nasty, try changing the variable of integration. That is put
If I =

Integration: Revision
Some basic integrals

Computing I =

Z 

u = u(x) for some chosen function u(x), usually inspired by some part of f (x), such
du
that f (x) = g(u(x)) . Then we have
dx
Z 
Z 

du 
g(u(x))
f (x) dx =
I=
dx.
dx

f (x) dx is no different from finding the function F (x) such that

dF
= f (x).
dx
The function F (x) is called the anti-derivative of f (x). Finding F (x) can be very
tricky.

Z 

f (x) dx =
Let us pause for a moment; you may have previously seen the direct jump
Z 

g(u) du where g(u) is the new function we are integrating. However, at this point
 
du
we need to emphasise: The derivative is not a fraction, when we write
dx we
dx
do not cancel out dx to give du. Instead there is a subtle mathematical step that will
become more obvious when you do vector calculus in ENG2005/ENG2006 which gives
us the intermediate equality

Z 
Z 

du
dx =
g(u) du
f (u(x))
dx

You must remember the following integrals.


Z 

exp(x) dx = exp(x) + C
Z 

cos(x) dx = sin(x) + C
Z 

sin(x) dx = cos(x) + C
Z  
1
xn dx =
xn+1 , for n 6= 1
n+1
Z  
1
dx = loge (|x|) + C
x

du
and therefore we cannot simply break up
into bits du and dx. This is clear if you
dx


d
write the derivative as
u(x) or u0 (x).
dx
So, the idea behind integration by substitution is; if we have chosen well, then this
second integral will be easier to do.

for arbitrary constants C.

Example 2.1
I=

Z 


sin(x) dx

This means find the function F (x) such that


d
F (x) = sin(x)
dx

We know this to be F (x) = cos(x)+C where C is an arbitrary constant of integration.

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16

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2.2

Example 2.2
I=

Z 


sin(3x) dx

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Integration by parts

This is a very powerful technique based upon the product rule for derivatives.
Recall that




d
d
d
f (x) g(x) = g(x)
f (x) + f (x)
g(x) .
dx
dx
dx
Now integrating both sides with respect to x gives
Z 
Z  



d
d
d
g(x)
f (x) g(x)
dx =
f (x) + f (x)
g(x)
dx,
dx
dx
dx



1 d
d
u(x) = 3, that is 1 =
u(x) .
For this we use a substitution; let u = 3x then
dx
3 dx
Thus we have
Z 

sin(3x) dx
I=
Z 

(sin(3x)) (1) dx
=

Z 

1 d
(sin(u))
=
u(x)
dx
3 dx
Z 

1
=
sin(u) du
3
1
= ( cos(u)) + C
3

then we have

f (x) g(x) =

Z 
Z 


d
d
g(x)
f (x)
f (x)
dx +
g(x)
dx,
dx
dx

which we can re-arrange to


Z 
Z 


d
d
f (x)
g(x)
dx = f (x) g(x)
g(x)
f (x)
dx.
dx
dx

Thus we have converted one integral into another. The hope is that the second integral
dg
is easier than the first. This will depend on the choices we make for f (x) and
.
dx

for arbitrary constant C. Now we transform back to the variable x,


Z 

1
I=
sin(3x) dx = cos(3x) + C
3

Example 2.4
Consider the integral

Example 2.3

I=
I=

Z 

x exp x2



Z 


x exp(x) dx

We have to split the integrand x exp(x) into two pieces, f (x) and

dx

Choose

Choose a substitution that targets the ugly bit in the integral. Let u(x) = x2 then
du
1 du
= 2x, that is, and x =
. This gives us
dx
2 dx
Z 

I=
x exp x2 dx

Z 

1 d
=
u(x)
exp(u) dx
2 dx
Z

1 
exp(u) du
=
2
1
= exp(u) + C
2
1
= exp(x2 ) + C
2

f (x) = x and

dg
.
dx

dg
= exp(x)
dx

then

df
= 1 and g(x) = exp(x)
dx


Z 
Z 
df
dg
Therefore, using by-parts integration
f (x)
dx = f (x) g(x)
g(x)
dx
dx
dx
gives us
Z 

I=
x exp(x) dx
Z 

= (x) (exp(x))
(1) (exp(x)) dx
Z 

= x exp(x)
exp(x) dx

for arbitrary constant C.

= x exp(x) exp(x) + C

for arbitrary constant C.

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18

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Example 2.5

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Example 2.7

Consider the integral


I=
Choose

Z 

Use by-parts integration to find the indefinite integral



Z 
loge (x)
I=
dx.
x


x cos(x) dx

f (x) = x and

dg
= cos(x)
dx

then

df
= 1 and g(x) = sin(x) .
dx
Therefore, using by-parts integration gives us
Z 

x cos(x) dx
I=
Z 

sin(x) dx
= x sin(x)
= x sin(x) + cos(x) + C

for arbitrary constant C.

Example 2.6
Consider the integral
I=
Choose

Z 


x loge (x) dx

dg
= loge (x)
dx
We dont know immediately the anti-derivative for loge (x), so we try another split. This
time we choose
dg
=x
f (x) = loge (x) and
dx
then
df
1
1
= and g(x) = x2 .
dx
x
2
Therefore, using by-parts integration gives us
Z 

I=
x loge (x) dx
  
Z 
1 2
1
1
x
dx
= x2 loge (x)
2
2
x
Z  
1
1
= x2 loge (x)
x dx
2
2
1
1
= x2 loge (x) x2 + C
2
4
f (x) = x and

for arbitrary constant C.

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20

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3.1

ENG1005
Engineering Mathematics

3.

Hyperbolic functions

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Hyperbolic functions

Do you remember the time when you first encountered the sine and cosine functions?
That would have been in early secondary school when you were studying trigonometry.
These functions proved very useful when faced with problems to do with triangles. You
may have been surprised when (many years later) you found that those same functions
also proved useful when solving some integration problems. Here is a classic example.

Example 3.1 Integration requiring trigonometric functions


Evaluate the following anti-derivative

Z 
1

dx
I=
1 x2
We will use a substitution, x(u) = sin(u) then


1

dx
1 x2

Z
1
dx
du
= q
du
1 (x(u))2


Z 
1
=
(cos(u)) du
cos(u)
Z  
=
1 du

I=

Z 

dx
= cos(u) and then it follows
du

=u+C

for arbitrary constant. Since x(u) = sin(u) then u(x) = sin 1(x). Therefore and thus

Z 
1

dx = sin1 (x) + C
I=
1 x2
for arbitrary integration constant C.
This example was very simple and contained nothing new. But if we had been given the
following integral

Z 
1

I=
dx
1 + x2
and continued to use a substitution based on simple sine and cosine functions then
we would find the game to be rather drawn out. As you can easily verify, the correct
substitution is x(u) = tan(u) and the integration leads to

Z 



dx = loge x + 1 + x2 + C
1 + x2
for arbitrary integration constant C.

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22

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Example 3.2

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Properties of Hyperbolic functions. Pt.1

Verify the above integration.

cosh2 (u) sinh2 (u) = 1


cosh(u + v) = cosh(u) cosh(v) + sinh(u) sinh(v)
sinh(u v) = sinh(u) cosh(v) sinh(v) cosh(u)

This situation is not all that satisfactory as it involve a series of tedious substitutions
and takes far more work than the first example. Can we do a better job? Yes, but it
involves a trick where we define new functions, known as hyperbolic functions, to do
exactly that job.

2 cosh2 (u) = 1 + cosh(2u)

2 sinh2 (u) = 1 + cosh(2u)



d
cosh(u) = sinh(u)
du

d
sinh(u) = cosh(u)
du

For the moment we will leave behind the issue of integration and focus on this new class
of functions. Later we will return to our integrals to show how easy the job can be.
Hyperbolic functions

cosh(x)



1 u
1 u
e eu and cosh(u) =
e + eu for |u| <
2
2

cosh, sinh

sinh(u) =

10

The hyperbolic functions are rather easy to define. It all begins with this pair of functions
sinh(u), known as hyperbolic sine and pronounced either as shine and (u), known
as hyperbolic cosine and pronounced as cosh. They are defined by

These functions bare names similar to sine and cosine functions for the simple reason
that they share properties similar to those of sin() and cos() (as we will soon see).

The above definitions for sinh(u) and cosh(u) are really all you need to know everything
else about hyperbolic functions follows from these two definitions. Of course, it does not
hurt to commit to memory some of the equations we are about to present.

3.1.1

Monash University

10

Here are a few elementary properties of sinh(u) and cosh(u) You can easily verify that

cosh2 (u) sinh2 (u) = 1


and that the derivatives are

sinh(x)

This looks very pretty and reminds us (well it should remind us) of remarkably similar
properties for the sine and cosine functions. Now recall the promise we gave earlier, that
these hyperbolic functions would make our life with certain integrals much easier. So let
us return to the integral from earlier in this chapter. Using the same layout and similar
sentences here is how we would complete the integral using our new found friends.


d
cosh(u) = sinh(u)
du

d
sinh(u) = cosh(u) .
du
Here is a more detailed list of properties (which of course you will verify, by using the
above definitions).

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24

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Example 3.3 Integration requiring hyperbolic functions

School of Mathematical Sciences

Properties of Hyperbolic functions. Pt.2

Evaluate the following anti-derivative



Z 
1

I=
dx
1 + x2
We will use a substitution, x(u) = sinh(u) then

sinh(u)
cosh(u)
cosh(u)
cotanh(u) =
sinh(u)
1
sech(u) =
cosh(u)
1
cosech(u) =
sinh(u)
sech2 (u) + tanh2 (u) = 1

d
tanh(u) = sech2 (u)
dx

d
cotanh(u) = cosech2 (u)
dx
tanh(u) =

dx
= cosh(u) and then it follows
du

Z 


1

dx
1 + x2

Z
dx
1
du
= q
du
1 + (x(u))2


Z 
1
(cosh(u)) du
=
cosh(u)
Z  
=
1 du

I=

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=u+C

for arbitrary constant. Since x(u) = sinh(u) then u(x) = sinh1 (x). Therefore and thus

Z 
1

I=
dx = sinh1 (x) + C
1 + x2
for arbitrary integration constant C.
3.1.2

More hyperbolic functions

You might be wondering if there are hyperbolic equivalents to the familiar trigonometric
functions; tangent, secant, cosecant and cotangent functions. Good question, and yes,
indeed there are equivalents tanh(u), cotanh(u), sech(u) and cosech(u). The following
table provides some basic facts (which again you should verify).

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26

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3.2

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SCHOOL OF MATHEMATICAL SCIENCES

Special functions: Not examinable

ENG1005

In the previous examples we conveniently ignored the integration constants. But we


should not be so flippant, instead we should have written

Z x
1

du
sinh1 (x) = C +
1 + u2
0

Engineering Mathematics

Note that the integral on the right hand side vanishes when x = 0 and thus C =
sinh1 (0). The good thing is that we know that sinh(0) = 0 and this fact can be used
to properly determine the integration constant, that is C = 0 and thus we have

Z x
1

du
sinh1 (x) =
1 + u2
0

4.

Now we come to an interesting re-interpretation. We could have begun our discussions


on hyperbolic sine from this very equation. That is, we could use the right hand side
to define the (inverse) hyperbolic sine. But now you might ask: How do we compute
a number for sinh1 (0.45)? One method would be to compute an approximation by
estimating the areaunder the curve. A better method is to evaluate the right hand
side using loge (x + 1 + x2 ) as the anti-derivative. Either way it is a bit messy but it
does establish the point, that this integral contains everything we could ever wish to
know about sinh1 (x).
What is the point of this discussion? Well it shows how we can turn adversity into advantage. Where previously we had a difficult integral (not impossible but difficult none
the less) we found new functions (the hyperbolic functions) that made such integrals
trivial. The same idea can be applied to many many more integrals. For example, the
following integral
Z x

2
2
erf(x) =
eu du
0

defines a special function known as the error function. It is used extensively in


statistics and diffusion problems (such as the flow of heat). For this integral there is
no known anti-derivative and thus values for erf(x) can only be obtained by some other
means (e.g., the area under the graph).

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27

Improper integrals

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4.1

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Improper integrals

What do you think of the following calculation?


Z 1 
1
I=
dx
2
1 x

1
1
=
x 1

Next we evaluate the limit as  0,


lim (I()) = lim 2 2 

0

As this answer is well defined (that is, finite and independent of the way the limit is
approached) we are justified in defining this to be the value of the improper integral,

Z 1
1

dx
I=
x
0
Z 1 
 
1

= lim
dx
0
x

= 2.

Be warned: the answer is wrong!


When a definite integral contains an infinity, either in the domain of the integration or
the range of the integrand is unbounded on the interval of integration, we say that we
have an improper integral. All other integrals are proper integrals.

Example 4.2

1

dx
x
0
Z 1 
1
I=
dx
2
1 x

I=

I=

1
1 + x2

0

= 2.

= 2.

Z 1

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Since this is a proper integral for 0 <  < 1 we can evaluate it directly,

Z 1
1

I() =
dx
x

h i1
= 2 x

= 2 2 .

Example 4.1 (Motivational example)

I=

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dx

In this case we say that we have a convergent improper integral.

Example 4.4

tan(x) dx

The indefinite integral

We must treat these improper integrals with care.

I=

Z 1
0

4.2

is an improper integral since,

A standard strategy

is unbounded on [0, 1].

We construct a related proper integral say I() that depends on a parameter . We


choose I() such that we recover the original integral as a limit.

I=

Z 1
0

dx

1
is an improper integral since, as x 0, that is, the range of the integrand
x
is unbounded on [0, 1].
For this we construct a related proper integral

Z 1
1

I() =
dx for 0 <  < 1.
x


Friday 1st April, 2016

dx

1
as x 0, that is, the range of the integrand
x2

For this we construct a related proper integral


Z 1 
1
I() =
dx for 0 <  < 1
2
x


1
1
=
x 
1
= 1 + .

The limit of this proper integral


1
lim (I()) = lim 1 +
0
0

1
is undefined, since as  0.

Since the limit of the proper integral is not finite, thus we say the the improper integral
is a divergent improper integral.

Example 4.3
The indefinite integral

1
x2

29

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30

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Example 4.5
The indefinite integral
I=

Z 1
1

1
x3

dx

Consequently, when we say that an integral is divergent we mean that either its value
is infinity or that it has no single well defined value.

4.3

We create our related proper integral by cutting out the singular point, x = 0. Thus we
define two separate proper integrals, by letting 0 < < 1 and 0 <  < 1,

The indefinite integral

I=

is an improper integral since, e


is unbounded.

x2

ex

dx

0 as x , that is, the domain of the integrand

For this integral we would choose 2 <  such that


Z 

2
I() =
ex dx

If both I1 and I2 converge (that is, have finite values) we say that I also converges with
the value
I = lim (I1 ()) + lim (I2 ())
0

Comparison test for improper integrals

Example 4.7


1
dx for 0 < < 1
x3
1


Z 1
1
dx for 0 <  < 1
I2 () =
x3

Z

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How can this be? The answer is that in computing I1 + I2 we are eventually trying to
make sense of +. Depending on how we approach the limit we can get any answer
we like for + .

1
is an improper integral since, 3 as x 0 from either direction, that is, the
x
integrand is singular inside the interval [1, 1].

I1 () =

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0

and provided that the limit exists, we would write


But for our case

I = lim (I()) .

1
as 0
2
1
1 + 2 as  0


The trouble is we do not have a simple anti-derivative for ex . The trick here is to look
at a simpler (improper) integral for which we can find a simple anti-derivative.
Note that

Thus, neither I1 or I2 converges and therefore I is a divergent improper integral.

0 < ex < ex for 2 < x.

This may seem easy (it is) but it does require some care as the next example shows.

Now integrating with respect to x gives


Z 
Z  

2
0<
ex dx <
ex dx

Example 4.6
Suppose we chose I1 and I2 as before but we set

Then we would find that

1
1
= p
= 2 2 = 2


1 + 2 2

I1 () + I2 () = 2

Our next step is take the limit as 


Z  
 

2
0 < lim
ex dx < lim e2 e = e2 .

for all 0 < < 1 and therefore


lim (I1 + I2 ) = 2

But had we chosen  = we would have found that


lim (I1 + I2 ) = 0

The limit exists and is finite so then I =

Friday 1st April, 2016

and the last integral on the right is easy to do (thats one reason why we chose ex ),
Z 
Z  

2
0<
ex dx <
ex dx = e2 e

31

Friday 1st April, 2016

ex

dx is convergent.

32

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Example 4.8
The indefinite integral
I=

0<

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Now we take the limit, in this case,  0,


Z 1  x  
Z 1   
e
3
0 < lim
dx < lim
dx
0
0
x
x



Z 1 x 
e
dx
x
0

which gives

Z 1  x  
e
dx < lim (3 loge (1) 3 loge ()) .
0
0
x

However, 3 loge () as  0, that is,
Z 1  x  
e
dx <
0 < lim
0
x


ex
is an improper integral since,
as x 0, that is, the range of the integrand
x
is unbounded on [0, 1].
We note that

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0 < lim

1
ex
<
for all 0 < x < 1
x
x

Integrating with respect to x gives


Z 1 x 
Z 1 
e
1
dx <
dx for0 <  < 1.
0<
x
x



This last line tells us nothing! Though we set out to prove convergence we actually
proved nothing. Thus either we were wrong in assuming that the integral converged or
3
we made a bad choice for the test function . We know from the previous example that
x
in fact this integral is divergent.

Now we take the limit, in this case,  0,


Z 1   
Z 1  x  
1
e
0 < lim
dx < lim
dx
0
0
x
x



4.4

which gives

Suppose we have

Z 1  x  
e
0 < lim (loge (1) loge ()) < lim
dx .
0
0
x



f (x) dx with f (x) > 0

Then we have two cases to consider:

However, loge () as  0, that is,


Z 1  x  
e
0 < < lim
dx
0
x

Hence, we conclude that I =

The general strategy

I If you can find c(x) such that


1. 0 < f (x) < c(x) and
Z  
 
2. lim
c(x) dx is finite

Z 1 x 
e
dx is divergent.
x
0

then I is convergent.

Example 4.9
Consider, again, the improper integral
I=

Z 1 x 
e
0

dx.

Suppose (mistakenly) we thought that this integral converged. We might set out to
prove this by starting with
0<

ex
3
< for all 0 < x < 1
x
x

then we would leap into the now familiar steps:


Integrating with respect to x gives
Z 1 x 
Z 1 
e
3
dx <
dx for0 <  < 1.
0<
x
x


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SCHOOL OF MATHEMATICAL SCIENCES

I If you can find d(x) such that


1. 0 < d(x) < f (x) and
Z  
 
d(x) dx is undefined
2. lim


ENG1005

then I is divergent.

Engineering Mathematics

5.

We generally try to choose the test function (c(x) or d(x)) so that it has a simple
anti-derivative.
Z 1

A strategy similar to the above would apply for integrals like I =
f (x) dx.
0

Example 4.10
Re-write the above strategy for the case I =

Z 1
0

Friday 1st April, 2016


f (x) dx.

35

Sequences and series.

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5.1

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Definitions

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5.1.2

I Sequence. A set of numbers such as


1,

Partial sums

Given a sequence defined by an we can form a new sequence by adding together the
successive an , that is

1 1 1 1
, , , , ...
2 3 4 5

S n = a0 + a1 + a2 + + an

1 1
1 1
1, , , , , . . .
2 3
4 5

Each Sn is a finite sum of numbers. The really interesting question is what happens to
Sn as n ? For example, you might think that the infinite series

1 1 1 1
1, , ,
,
, ...
4 9 16 25

1+

Each term in the sequence is often denoted by a subscripted symbol,


an =

1
, n = 0, 1, 2, . . . , 123
n+1

bn =

(1)n
, n = 0, 1, 2, . . . , 666
n+1

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1
1 1
+ + +
2 3
n

might be finite because the terms in the tail go to zero but youd be wrong, this series
has no finite value (as we shall see in a later example). On the other hand, the infinite
series
1

1
cn =
, n = 0, 1, 2, . . .
(n + 1)2

1 1
(1)n+1
+ +

2 3
n

does have a well defined finite value. The general approach to understanding which case
we have is to examine the limit of the sequence of partial sums Sn as n . This we
shall study in detail soon, but first well play with some preliminary examples.

The first two sequences have a finite number of terms while the the last sequence
is infinitely long.
I Series. The sum of terms that define a sequence,
1+

1 1 1 1
1
+ + + + +
2 3 4 5
123

1 1 1 1
1
+ +
2 3 4 5
666

1+

1 1
1
1
+ +
+
+
4 9 16 25

5.1.3

This is about as simple as it gets, each new term in the series differs from the previous
term by a constant number d. Thus if the first term is a0 = a then we have
an = an1 + d = a + nd
Sn = a0 + a1 + a2 + + an

The first two series are finite series while the last is an infinite series.
5.1.1

Arithmetic series

Its easy to show that

Notation

1
Sn = (n + 1)a + n(n + 1)d
2

I The terms in a sequence are normally counted from zero, that is we have a0 , a1 , a2 , .
I For an infinite series we usually include just the first three terms, followed by three
dots to indicate that there are more terms, then the generic term and finally three
more dots to remind us that its an infinite series. Thus the last example above
would normally be written as
1+

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1 1
1
+ + + 2 +
4 9
n

37

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38

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Example 5.1

How much money will you have after 10 years?

Verify the above formula for Sn .

Let Sn be the savings at the end of year n. Then we have

5.1.4

Geometric series

S0 = $100

This is similar to the arithmetic series with the exception that each new term is a
multiple of the previous term. Thus we have

S1 = S0 + 0.10 S0 = $110
S2 = S1 + 0.10 S1 = $121
S3 = S2 + 0.10 S2 = $133

an = san1 = a0 sn

....
..

Sn = a0 + a1 + a2 + + an = a0 (1 + s + s2 + s3 + + sn )

S10 = S9 + 0.10 S9 = $260

For this series we have

Sn =

Not a bad return for no work in ten years (pity interest rates for savings are not at 10%).
(n + 1)a0

(1 sn+1 ) a0

1s

: s=1

5.2

: s 6= 1

Convergence and divergence of series

The main issue with most infinite series is whether or not the series converges. Of
secondary importance is what the sum of that series might be, assuming it to be a
convergent series.

The parameters a0 and s are known as the initial value and common ratio respectively.

Example 5.2

Consider the infinite series

Prove the above formula for Sn .

S = a0 + a1 + a2 + + an + =

Example 5.3
Two trains 200 km apart are moving toward each other; each one is going at a speed
of 50 km/hr. A fly starting on the front of one of them flies back and forth between
them at a rate of 75 km/hr (its fast!). It does this until the trains collide. What is the
total distance the fly has flown? (No animals were harmed in this example, its just a
hypothetical example!)

I Convergence. The infinite series converges when lim (Sn ) exists and is finite.
n

I Divergence. In all other cases we say that the series diverges.


5.2.1

The previous problem can be solved using an infinite geometric series. Is there another,
quicker, way?

Zero tail?

This is as simple as it gets. If the an do not vanish as n then the infinite series
diverges. This should be obvious - if the tail does not diminish to zero then we must
be adding on a finite term at the end of the series and hence the series can not settle
down to one fixed number.

Compound interest

This condition, that an 0 as n for the series to converge, is known as a


necessary condition.

Suppose you have a very generous (or silly) bank manager. Suppose he/she offers you
10% compound interest per year on your savings. You start with $ 100 and then you sit
back and do nothing (other than to plough the interest earned back into your account
and watch your savings grow).

Friday 1st April, 2016

ak

k=0

and let Sn = a0 + a1 + a2 + + an be the partial sum for S, then

Example 5.4

5.1.5

Note that this condition tells us nothing about the convergence of the series when an
0 as n .

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5.2.2

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The ratio test

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Each power series is a function of one variable, in this case x and so they are also referred
to as a power series in x.

This test first asks you to compute the limit


L = lim

an+1
an

We might like to ask

I For what values of x does the series converge?

then we have

I If the series converges, what value does it converge to?

I Convergence: When L < 1.

The first question is a simple extension of the ideas we developed in the previous lectures
with the one exception that the convergence of the series may now depend upon the
choice of x.

I Divergence: When L > 1.


I Indeterminate: When L = 1

The second question is generally much harder to answer. We will find, in the next
lecture, that it is easier to start with a known function and to then build a power series
that has the same values as the function (for values of x for which the power series
converges). By this method (Taylor series) we will see that the three power series above
are representations of the functions f (x) = 1/(1 x), g(x) = ex and h(x) = cos(x).

Example 5.5
Use the ratio test to show that the geometric series
S=

sn

n=0

5.4

is convergent when 0 < s < 1.

The general power series

A power series in x around the point x = a is always of the form

Example 5.6
Use the ratio test to show that the infinite series
S=

X
n=0

a0 + a1 (x a) + a2 (x a)2 + + an (x a)n + =

2n
+1

n2

X
n=0

an (x a)n

The point x = a is often said to the be point around which the power series is based.

is a divergent series.

5.5

Example 5.7
What does the ratio test tell you about the Harmonic series

5.3

Examples of power series

In a previous lecture it was claimed that

X
1
?
n
n=1

1
= 1 + x + x2 + x3 + + xn +
1x

Simple power series

ex = 1 + x +

Here are some typical examples of what are known as power series
cos(x) = 1

f (x) = 1 + x + x2 + x3 + + xn +
g(x) = 1 + x +
h(x) = 1

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x2 x3
xn
+
+ +
+
2!
3!
n!

x2 x4
x2n
+
+ (1)n
+
2!
4!
(2n)!

x2 x3
xn
+
+ +
+
2!
3!
n!

x2 x4
x2n
+
+ (1)n
+
2!
4!
(2n)!

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6.1

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Maclaurin series

Suppose we have a function f (x) and suppose we wish to re-express it as a power series.
That is, we ask if it is possible to find the coefficients an such that
f (x) = a0 + a1 x + a2 x2 + + an xn + =

Engineering Mathematics

an x n

n=0

is valid (for values of x for which the series converges).


Lets just suppose that such an expansion is possible. How might we compute the an ?
There is a very neat trick which we will use. Note that if we evaluate both sides of the
equation at x = 0 we get

6.

f (0) = a0

Taylor series

Thats the first step. Now for a1 we first differentiate both sides of the equation for f (x),
then put x = 0. The result is
df
(0) = a1
dx
And we follow the same steps for all subsequent an . Here is summary of the first 4 steps.
f (x) = a0 + a1 x + a2 x2 + a3 x3 +
f 0 (x) = a1 + 2a2 x + 3a3 x2 +
f 00 (x) = 2a2 + 6a3 x +
f 000 (x) = 6a3 +

=
=
=
=

f (0) = a0
f 0 (0) = a1
f 00 (0) = 2a2
f 000 (0) = 6a3

A power series developed in this way is known as a Maclaurin Series Here is a general
formula for computing a Maclaurin series.
Maclaurin Series
Let f (x) be an infinitely differentiable function at x = 0. Then
f (x) = a0 + a1 x + a2 x2 + a3 x3 + + an xn +
with
an =

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1 dn f
(0)
n! dxn

44

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Example 6.1

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and

Compute the Maclaurin series for loge (1 + x).

f (x) = b0 + b1 (x c) + b2 (x c)2 + b3 (x c)3 + + bn (x c)n +

Example 6.2

where the an and bn are different?

Compute the Maclaurin series for sin(x).

The simple answer is no. The coefficients of a Taylor series are unique.

6.2

What is the use of this fact? It means that regardless of how we happen to compute a
power series we will always obtain the same results.

Taylor series

Example 6.5

For a Maclaurin series we are required to compute the function and all its derivatives at
x = 0. But many functions are singular at x = 0 so what should we do in such cases?

Use the Taylor series

Simple - choose a different point around which to build the power series. Recall that
the general power series for f (x) is of the form
2

f (x) = a0 + a1 (x c) + a2 (x c) + + an (x c) + =

X
n=0

ex = 1 + x +

to compute a power series for ex . Compare your result with the Taylor series for ex .
n

an (x c)

Example 6.6

We can compute the an much as we did in the Maclaurin series with the one exception
that now we evaluate the function and its derivatives at x = c.

Show how the Taylor series for

Taylor Series

6.4

Let f (x) be an infinitely differentiable function at x = c. Then


2

Radius of convergence

Note that it is possible to have R = 0 and even R = .

an =

1
1
can be used to obtain the Taylor series for
.
1x
(1 x)2

If a series converges only for x in the interval |x c| < R, then the radius of convergence is defined to be R.

f (x) = a0 + a1 (x c) + a2 (x c) + + an (x c) +
with

x2 x3
xn
+
+ +
+
2!
3!
n!

1d f
(c) .
n! dxn

Example 6.7 : Finite radius of convergence


Consider the power series

Example 6.3

f (x) = 1 + x + x2 + x3 + + xn + =

Compute the Taylor series for loge (x) around x = 1.

Compute the Taylor series for sin(x) around x = .


2

Example 6.8
Use the ratio test to confirm the previous claim.

Uniqueness

Example 6.9

Is it possible to have two different power series for the one function? That is, is it
possible to have

Does the series converge for x = 1? Does it converge for x = 1? (These are minor
dot-the-i-cross-the-t type questions).

f (x) = a0 + a1 (x c) + a2 (x c)2 + a3 (x c)3 + + an (x c)n +

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xn

n=0

This is the geometric series with common ratio x. We already know that this series
converges when |x| < 1 and thus its radius of convergence is 1.

Example 6.4

6.3

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Example 6.10 : Infinite radius of convergence

Example 6.13

X xn
xn
x2 x3
+
+ +
+ =
2!
3!
n!
n!
n=0

Find the radius of convergence for the series f (x) =

(1)n+1

xn
.
n

Example 6.14

Find the the radius of convergence for the series

6.5

X
n=0

Example 6.11 : Zero radius of convergence

Q(x) = 1 + x + 2!x2 + 3!x3 + + n!xn + =

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Hence, the radius of convergence is 2 and, from the last inequality, we can conclude that
the series representation of f (x) converges on the interval 3 < x < 1.

Find the radius of convergence for the series

g(x) = 1 + x +

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Find the radius of convergence for the series f (x) =

X (1)n
(x 1)n .
22n
n=0

n!xn

n=0

6.6

Computing the radius of convergence

To compute the radius of convergence R for a power series of the form

Some theorems: Not examinable

Each of the following applies for x inside the interval of convergence.

X
0

an (x c)n

I Absolute convergence. If the power series

you can take use the terms in the power series to define a new series bn (x) = an (x c)n .
Then solve the inequality


bn+1
<1
lim
n
bn

power series

X
n=0

X
n=0

|an (x c)n | converges then the

an (x c)n converges.

then this limit will give |(x c)n | < R for some natural number n.

I Term by term differentiation. A convergent power series may be differentiated term by term and it retains the same radius of convergence.

Example 6.12

I Term by term integration. A convergent power series may be integrated term


by term and it retains the same radius of convergence.

X (x + 1)n
.
Find the radius of convergence for the series f (x) =
n2n
n=0

(x + 1)n
then solve the inequality
n2n

(x + 1)n+1




(n + 1) 2n+1
lim
< 1
n
n (x + 1)



n


n2

!
(x + 1)n+1 n
2n


<1
(x + 1)n n + 1 2n+1


1
n
|x + 1| lim
<1
n n + 1
2
1
|x + 1| < 1
2
|x + 1| < 2.

To find the radius of convergence, we let bn =

lim

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Using Taylor series to calculate limits

In your many and varied journeys in the world of mathematics you may have found
statements like


sin(x)
=1
lim
x0
x
and

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7.

Applications of Taylor Series

lim

x1

loge (x)
1x

=1

and you may have been inclined to wonder how such statements can be proved (you do
like to know these things dont you?). Our job in this section is develop a systematic
method by which such hairy computations can be done with modest effort. But first
a clear warning - the following computations apply only to the troublesome
0
0
indeterminate form . If the calculation that troubles you is not of the form then
0
0
the following methods will give the wrong answer. Be very careful!
The functions in both of the above examples are of the form

f (x)
. Our road to freedom
g(x)

0
from the gloomy prison of is to expand f (x) and g(x) as a Taylor series around the
0
point in question. The limits are then easy to apply. Lets see this in action!

Example 7.1
Consider the limit
lim

x0

Here we have

sin(x)
x

f (x) = sin(x) = x

1 3 1 5
x + x +
3!
5!

g(x) = x
In this case the Taylor series for g(x) was rather easy but that isnt always the case.
Thus we have
x 3!1 x3 + 5!1 x5 +
f (x)
=
g(x)
x
1 2 1 4
= 1 x + x +
3!
5!
and this can be substituted into our expression for the limit,




sin(x)
1
1
lim
= lim 1 x2 + x4 +
x0
x0
x
3!
5!
=1

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Example 7.2

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7.2

For the second limit


lim

x1

loge (x)
1x

g(x) = 1 x = (x 1)1

lH
opitals rule

Though the above method works very well it can be a bit tedious. You may have noticed
that our final answers depended only on the leading terms in the Taylor series and yet we
calculated the whole of the Taylor series. This looks like an un-necessary extra burden.
Can we achieve the same result but with less effort? Most certainly, and here is how we
do it.

we must employ a Taylor series around x = 1. Thus we have


f (x) = loge (x) = (x 1)

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1
1
(x 1)2 + (x 1)3 +
2
3

lH
opitals rule for the form

and so
lim

x1

loge (x)
1x

(x 1) 21 (x 1)2 + 31 (x 1)3 +
= lim
x1
(x 1)


1
1
= lim 1 + (x 1) (x 1)2 +
x1
2
3
= 1

0
0

If lim (f (x)) = 0 and lim (g(x)) = 0 then


xa

xa

lim

xa

f (x)
g(x)

= lim

xa

f 0 (x)
g 0 (x)

provided the limit exists. This rule can be applied recursively whenever the right
0
hand side leads to .
0

This is not all that hard, is it? Here is a slightly trickier example,
Here is an outline of the proof. We start by writing out the Taylor series for f (x) and
g(x) around x = a (while noting that f (a) = g(a) = 0)

Example 7.3
Consider the limit
lim

x0

1 cos(x)
sin(x2 )

1
1 00
f (a) (x a)2 + f 000 (a) (x a)3 +
2!
3!
1
1
g(x) = g 0 (a) (x a) + g 00 (a) (x a)2 + g 000 (a) (x a)3 +
2!
3!

f (x) = f 0 (a) (x a) +

Once again we build the appropriate Taylor series (in this case around x = 0),
then

1 2 1 4 1 6
x x + x +
2!
4!
6!

1 6 1 8
2
2
g(x) = sin x = x x + x +
3!
5!

f (x) = 1 cos(x) =

and so
lim

x0

1 cos(x)
sin(x2 )

f 0 (a) (x a) + 2!1 f 00 (a) (x a)2 + 3!1 f 000 (a) (x a)3 +


f (x)
=
g(x)
g 0 (a) (x a) + 2!1 g 00 (a) (x a)2 + 3!1 g 000 (a) (x a)3 +
=

1


x2 1 x4 + 1 x6 +
= lim 2! 2 14! 6 16! 8
x0
x 3! x + 5! x +


1
1
1
x2 + x 4 +
= lim
x0 2!
4!
6!
1
= .
2

g 0 (a) + 2!1 g 00 (a) (x a) + 3!1 g 000 (a) (x a)2 +

If we assume that g 0 (a) 6= 0 then it follows that




f (x)
f 0 (a)
lim
= 0 .
xa g(x)
g (a)
This is not exactly lHopitals rule but it gives you an idea of how it was constructed.
With a little more care you can extend this argument to recover the full statement in
lHopitals rule (you need to consider cases where g 0 (a) = 0).

By now the picture should be clear - a suitable pair of Taylor series can make short work
0
f (x)
.
of a troublesome arising from expressions of the form
0
g(x)

Note: It is possible to adapt our methods to cases such as


.

Friday 1st April, 2016

f 0 (a) + 2!1 f 00 (a) (x a) + 3!1 f 000 (a) (x a)2 +

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Example 7.4

7.4

Use lHopitals rule rule to verify the limits:








sin(x)
loge (x)
1 cos(x)
1
lim
= 1, lim
= 1 and lim
= .
x0
x1
x0
x
1x
sin(x2 )
2

7.4.1

lH
opitals rule for the form

xa

f (x)
g(x)

Taylor polynomials

ak x k .

k=0

We can approximate the infinite series by its partial sums. Thus if we define the Taylor
polynomial by
k=n
X
Pn (x) = a0 + a1 x + a2 x2 + + an xn =
an x n
k=0

we can expect each Pn (x) to be an approximation to f (x) (and only for values of x for
which the infinite series converges).

xa

Approximating functions

f (x) = a0 + a1 x + a2 x2 + + an xn + =

If lim (f (x)) = and lim (g(x)) = then


lim

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Consider the typical Taylor series around x = 0

We mentioned earlier that the tricks of this section could not only help us make sense of
expressions like 0/0 but also for expressions like /. Without going into the proofs
we will just state the variation of lHopitals rule for cases such as this just do it! Yes,
you can apply lHopitals rule in the same manner as before. Here it is

xa

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= lim

xa

f 0 (x)
g 0 (x)

The only question that we really need to ask is - How good is the approximation? Here
are some examples.

provided the limit exists. This rule can be applied recursively whenever the right

hand side leads to


.

Example 7.5 : Taylor polynomials for cos(x)


The first four (distinct) Taylor polynomials for cos(x) are
P0 (x) = 1

7.3

Approximating values of functions

x2
2!
x2 x4
+
P4 (x) = 1
2!
4!
2
x4 x6
x
P6 (x) = 1
+

2!
4!
6!
P2 (x) = 1

We know that many functions can be written as a Taylor series, including, for example
1
= 1 + x + x2 + x3 + + xn +
1x
xn
x2 x3
+
+ +
+
ex = 1 + x +
2!
3!
n!
2
4
x
x
x2n
cos(x) = 1
+
+ (1)n
+
2!
4!
(2n)!
3
2n+1
5
x
x
x
sin(x) = x
+
+ (1)n
+
3!
5!
(2n + 1)!

and this is what they look like

Part of our reason for writing functions in this form was that it would allow us to
compute values for the functions (given a value for x).
But each such series is an infinite series and so it may take a while to compute every
term! What do we do? Clearly we have to use a finite series. Our plan then is to
truncate the infinite series at some point hoping that the terms we leave off contribute
very little to the overall sum.

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1.0

7.5
P0 (x)

Accuracy: Not examinable

Its all well and good to say that for some values of x the Taylor polynomials yield better
approximations than for other values. It would be far better if we could quantify the
size of the error and identify what parameters effect the quality of the approximation.

P4 (x)

0.5

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Let Pn (x) be a Taylor polynomial around x = a for f (x). Then we have

0.0

This is not easy to do precisely but we can get a feel for what the answers should be.

f (x) =

0.5

k=0

1.0

k=0

ak (x a)k

f (x) Pn (x) = an+1 (x a)n+1 + an+2 (x a)n+2 + an+3 (x a)n+3 +

P6 (x)
6

n
X

and thus the error in the approximation is

cos(x)

P2 (x)

ak (x a)k and Pn (x) =

How do we estimate the right hand side? The usual trick is to assume that each term
is much smaller than its predecessor and thus the right hand side is dominated by the
first non-zero term.

Thus we often take

Example 7.6

f (x) Pn (x) an+1 (x a)n+1 =

Why were the other Taylor polynomials P1 , P3 , P5 not listed?

f (n+1) (a)
(x a)n+1
(n + 1)!

Example 7.7

where f (n+1) (a) is the nth -derivative of f (x) at x = a.

Using the above Taylor polynomials, estimate cos(0.1).

This is still a very loose mathematical argument. We have simply ignored all the
remaining terms.

We observe that

The upshot of this is that we expect

I All of the approximations are close to cos(x) for x close to zero.

I The error to be zero for polynomials of degree n or less, and

I The worst approximation is P0 (x).

I The error, for a fixed x, to vary as (x a)n+1 for varying choices of n.

I The best approximation is P6 (x).

We say that the error is of order (x a)n+1 for a value of |x a| that is


 positive but a lot
less than one. Mathematically we write that error = O (x a)n+1 for |x a|  1.

So the lesson is this: Build the Taylor polynomials in the region where you wish to
approximate the function.

Example 7.8 : Using the error estimate

x3
for x in the interval 1 < x < 1 the
3!
error would be given by E3 = |sin(x) P3 (x)| and will be of order O(x5 ) if |x|  1.
When approximating sin(x) by P3 (x) = x

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Approximating a derivative with a Taylor polynomial

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8.

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Vectors in 3-dimensions

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I Scalar multiplication
When we multiply a vector by a scalar we multiply the length of the vector by
the relevant amount, without changing its direction (unless the scalar is negative
and then the direction is opposite).
Two vectors are parallel if one is a scalar multiple of the other, that is, if u = v
then u is parallel to v.

Vectors: Revision

Many quantities in nature are completely specified by one number (called the magnitude
of the quantity) and are usually referred to as scalar quantities. Some examples are
temperature, time, length, and mass.

Example 8.2

However, certain quantities require both a magnitude and a direction to specify


them. To say that a boat sailed 10 kilometers (km) does not specify where it went.
It is necessary to give the direction too; perhaps it sailed 10 km northwest. We then
describe the position of the boat by giving its displacement relative to some point,
a quantity that involves distance as well as direction. Quantities that require both a
magnitude and a direction to describe them are called vectors. Other examples include
velocity and force. Vector quantities will be denoted by boldface type: u, v, w, and so

v . Suppose we are given two


on. In handwritten work vectors are denoted by v or by

points P and Q then the vector that joins the two points is denoted P Q.

In the following diagram of vectors v, u and w are parallel.

A vector v can be represented geometrically as a directed line segment or arrow. The


magnitude of a vector v will be denoted by |v| and is sometimes referred to as the
length of v because it is represented by the length of the arrow.
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Furthermore, u = 2v, thus u is v dilated by a factor of two, while w = 21 v,


thus w is contracted by a half and is pointing in the opposite direction to v.
I Addition

Algebraic properties

If u and v are two vectors we define their sum u + v by adding the vectors head
to tail which is to say we attach the tail of the second vector, v, to the head of
the first u, the sum u + v is then the vector drawn from the tail of first vector to
the head of the last.

What rules must we observe in playing with vectors?


I Equality
Two vectors v and w are equal, v = w, only when the arrows for v and w are
identical, that is, if they have the same length and the same direction.

Example 8.3
Vector addition is commutative, that is, u + v = v + u

Example 8.1
The two vectors v and w in the following diagram are equal even though the
initial and terminal points are different!

I Zero vector
There is one and only one vector that has no direction; the zero vector denoted
as 0 or 0.

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Example 8.4

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The vector from the Cartesian coordinates origin to any point (x, y, z) is called the
position vector and written
r = xi + yj + zk.

Vector addition and scalar multiplication (with = 1) gives us vector subtraction, that is, u v = u + (v)

Example 8.6
The position vector from the origin to the point (x, y, z) = (1, 3, 2) is
r = i + 3j + 2k.

Example 8.5
Vector addition also allows us to add several vectors at once

Example 8.7
Given v = 3i + 4j + 2k and w = i + 2j + 3k compute v + w and 2v + 7w.

Example 8.8
Given v = i + 2j + 7k draw v, 2v and v.
8.1.2

Cartesian coordinate vectors

Example 8.9

Vectors of length one unit are called unit vectors. The unit vectors parallel to the
positive x, y and z-axes in three dimensional space are labelled i, j and k respectively.

Given v = i + 2j + 7k and v = 3i + 4j + 5k draw and compute v w.

Any vector v in space can be written as a combination of multiples of i, j and k. The


coefficients of i, j and k are called the components of the vector v.

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Thus we have

8.2

|v|2 + |w|2 2v w = |v|2 + |w|2 2 |v| |w| cos()

Vector dot product: Revision

and therefore giving us the result v w = |v| |w| cos().

We have seen how to multiply vectors by scalars. The question naturally arises: is it
possible to multiply two vectors together?

This gives us a convenient way to compute the angle between any pair of vectors. If
we find cos() = 0 then we say that v and w are orthogonal (sometimes also called
perpendicular).

Let v = v1 i + v2 j + v3 k and w = w1 i + w2 j + w3 k be a pair of vectors then we define


the dot product v w by

Thus v and w are orthogonal when v w = 0 (provided neither v 6= 0 and w 6= 0).

v w = v1 w1 + v2 w2 + v3 w3

Example 8.12

Example 8.10

Find the angle between the vectors v = 2i + 7j + k and w = 3i + 4j 2k.

Let v = i + 2j + 7k and w = i + 3j + 4k. Compute v v, w w and v w.

8.2.1

What do we observe?

Unit Vectors

I v w is a scalar, not a vector .

So, we now can say that a vector is said to be a unit vector if v v = 1.

I vw =wv

Example 8.13
in the direction v = i + 2j + 7k.
Find the unit vector v

I (v) v = (v w)
I (u + v) w = u w + v w.
The last two cases display what we call linearity.

Example 8.11 : Length of a vector


Let v = i+2j+7k. Compute
the distance from (x, y, z) = (0, 0, 0) to (x, y, z) = (1, 2, 7).

Compare this with v v.


We can now show that
v w = |v| |w| cos()
where is the angle between the two vectors v and w.
How do we prove this? Simple start with v w and compute its length,
|v w|2 = (v w) (v w)
=vvvwwv+ww
= |v|2 + |w|2 2v w

and from the Cosine Rule for triangles we know


|v w|2 = |v|2 + |w|2 2 |v| |w| cos()

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Vector cross product

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Without loss of generality, assume that v is in the direction of i and assume that w is
a vector in the first quadrant of xy-plane.

This is another way to multiply vectors. Start with v = v1 i + v2 j + v3 k and w =


w1 i + w2 j + w3 k. Then we define the cross product v w by
v w = (v2 w3 v3 w2 ) i + (v3 w1 v1 w3 ) j + (v1 w2 v2 w1 ) k.
From this definition we observe
I v w is a vector
I v w = w v
I vv =0
I (v) w = (v w)
I (u + v) w = u w + v w
I (v w) v = (v w) w = 0

Then, we can write the two vectors as


v = |v| i + 0j + 0k
w = |w| cos() i + |w| sin() j + 0k

Example 8.14
Verify all of the above.

Now calculating the cross product of v and w gives

Example 8.15

v w = 0i + 0j + |v| |w| sin() k.

Given v = i + 2j + 7k and w = 2i + 3j + 5k compute v w, and its dot product with


each of v and w.
8.3.1

We now observe:
I The vector v w is perpendicular to both v and w.

Interpreting the cross product

I The length of the vector v w is |v| |w| sin().

We know that v w is a vector and we know how to compute it. But can we describe
this vector? First, we need a vector, so lets assume that v w 6= 0. Then what can we
say about the direction and length of v w?

Example 8.16
Show that |v w| also equals the area of the parallelogram formed by v and w.
Vector Dot and Cross products
Let v = v1 i + v2 j + v3 k and w = w1 i + w2 j + w3 k. Then the Dot Product of v and
w is defined by
v w = v1 w1 + v2 w2 + v3 w3
while the Cross Product is defined by
v w = (v2 w3 v3 w2 ) i + (v3 w1 v1 w3 ) j + (v1 w2 v2 w1 ) k.

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Scalar and vector projections: Not examinable

These are like shadows and there are two basic types, scalar and vector projections.
8.4.1

ENG1005

Scalar projections

This is simply the shadow cast by one vector on another.

Engineering Mathematics

Example 8.17
What is the length (that is, scalar projection) of v = i + 2j + 7k in the direction of the
vector w = 2i + 3j + 4k?

9.

Scalar projection
The scalar projection, vw , of v in the direction of w is given by
vw =

8.4.2

vw
|w|

Vector projection

This time we produce a vector shadow with length equal to the scalar projection.

Example 8.18
Find the vector projection of v = i+2j+7k in the direction of the vector w = 2i+3j+4k.
Vector projection
The vector projection, vw , of v in the direction of w is given by
vw =

vw
|w|

Example 8.19
Given v = i + 2j + 7k and w = 2i + 3j + 4k, express v in terms of w and a vector
perpendicular to w.
This example shows how a vector may be resolved into its parts parallel and perpendicular to another vector.

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Three-Dimensional Euclidean Geometry. Lines.

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Lines in 3-dimensional space

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Example 9.6
Determine if the line defined by the points (x, y, z) = (1, 0, 1) and (x, y, z) = (1, 2, 0)
intersects with the line defined by the points (x, y, z) = (3, 1, 0) and (x, y, z) = (1, 2, 5).

Through any pair of distinct points we can always construct a straight line. These lines
are normally drawn to be infinitely long in both directions.

Example 9.7

Example 9.1
Find all points on the line joining (x, y, z) = (2, 4, 0) and (x, y, z) = (2, 4, 7)

Is the line defined by the points (x, y, z) = (3, 7, 1) and (x, y, z) = (2, 2, 1) parallel to
the line defined by the points (x, y, z) = (1, 4, 1) and (x, y, z) = (0, 5, 1).

Example 9.2

Example 9.8

Find all points on the line joining (x, y, z) = (2, 0, 0) and (x, y, z) = (2, 4, 7)

Is the line defined by the points (x, y, z) = (3, 7, 1) and (x, y, z) = (2, 2, 1) parallel to
the line defined by the points (x, y, z) = (1, 4, 1) and (x, y, z) = (2, 23, 5).

These equations for the line are all of the form


x(t) = a + pt ,

y(t) = b + qt ,

z(t) = c + rt

9.2

where t is a parameter (it selects each point on the line) and the numbers a, b, c, p, q, r
are computed from the coordinates of two points on the line. (There are other ways to
write an equation for a line.)

Vector equation of a line

The parametric equations of a line are


x(t) = a + pt ,

How do we compute a, b, c, p, q, r? First put t = 0, then x = a, y = b, z = c. That is


(a, b, c) are the coordinates of one point on the line and so a, b, c are known. Next, put
t = 1, then x = a + p, y = b + q, z = c + r. Take this to be the second point on the line,
and thus solve for p, q, r.

z(t) = c + rt

Note that
(a, b, c)

(p, q, r)

A common interpretation is that (a, b, c) are the coordinates of one (any) point on the
line and (p, q, r) are the components of a (any) vector parallel to the line.

the vector to one point on the line


the vector from the first point to
the second point on the line

Example 9.3

a vector parallel to the line

Lets put d = (a, b, c), v = (p, q, r) and r(t) = (x(t), y(t), z(t)), then
r(t) = d + tv

Find the equation of the line joining the two points (x, y, z) = (1, 7, 3) and (x, y, z) =
(2, 0, 3).

This is known as the vector equation of a line.

Example 9.4

Example 9.9

Show that a line may also be expressed as

Write down the vector equation of the line that passes through the points (x, y, z) =
(1, 2, 7) and (x, y, z) = (2, 3, 4).

yb
zc
xa
=
=
p
q
r

Example 9.10

provided p 6= 0, q 6= 0 and r 6= 0. This is known as the Symmetric Form of the equation


for a a straight line.

Write down the vector equation of the line that passes through the points (x, y, z) =
(2, 3, 7) and (x, y, z) = (4, 1, 2).

Example 9.5

Example 9.11

In some cases you may find a small problem with the form suggested in the previous
example. What is that problem and how would you deal with it?

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y(t) = b + qt

Find the shortest distance between the pair of lines described in the two previous examples. Hint : Find any vector that joins a point from one line to the other and then
compute the scalar projection of this vector onto the vector orthogonal to both lines (it
helps to draw a diagram).

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Planes in 3-dimensional space

A plane in 3-dimensional space is a flat 2-dimensional surface. The standard equation


for a plane in 3-d is
ax + by + cz = d
where a, b, c and d are some bunch of numbers that identify this plane from all other
planes. (There are other ways to write an equation for a plane, as we shall see).

Engineering Mathematics

Example 10.1
Sketch each of the planes z = 1, y = 3 and x = 1.
10.1.1

10.

Three-Dimensional Euclidean Geometry.


Planes.

Constructing the equation of a plane

A plane is uniquely determined by any three points (provided not all three points are
contained on a line). Recall, that a line is fully determined by any pair of points on the
line.
Lets find the equation of the plane that passes through the three points (x, y, z) =
(1, 0, 0), (x, y, z) = (0, 3, 0) and (x, y, z) = (0, 0, 2). Our game is to compute a, b, c and
d. We do this by substituting each point into the above equation,
1st point
2nd point
3rd point

a1+b0+c0=d
a0+b3+c0=d
a0+b0+c2=d

Now we have a slight problem, we are trying to compute 4 numbers, a, b, c, d but we


only have 3 equations. We have to make an arbitrary choice for one of the 4 numbers
a, b, c, d. Lets set d = 6. Then we find from the above that a = 6, b = 2 and c = 3.
Thus the equation of the plane is
6x + 2y + 3z = 6

Example 10.2
What equation do you get if you chose d = 1 in the previous example? What happens
if you chose d = 0?

Example 10.3
Find an equation of the plane that passes through the three points (x, y, z) = (1, 0, 0),
(x, y, z) = (1, 2, 0) and (x, y, z) = (2, 1, 5).

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10.2

Parametric equations for a plane

Monash University

Vector equation of a plane

The Cartesian equation for a plane is

Recall that a line could be written in the parametric form


x(t) = a + pt

ax + by + cz = d

y(t) = b + qt

for some bunch of numbers a, b, c and d. We will now re-express this in a vector form.
Suppose we know one point on the plane, say (x, y, z) = (x, y, z)0 , then

z(t) = c + rt

ax0 + by0 + cz0 = d

A line is 1-dimensional so its points can be selected by a single parameter t.

a(x x0 ) + b(y y0 ) + c(z z0 ) = 0

However, a plane is 2-dimensional and so we need two parameters (say u and v) to select
each point. Thus its no surprise that every plane can also be described by the following
equations

This is an equivalent form of the above equation.


Now suppose we have two more points on the plane (x, y, z)1 and (x, y, z)2 . Then
a(x1 x0 ) + b(y1 y0 ) + c(z1 z0 ) = 0

x(u, v) = a + pu + lv
y(u, v) = b + qu + mv

a(x2 x0 ) + b(y2 y0 ) + c(z2 z0 ) = 0

z(u, v) = c + ru + nv

Put x10 = (x1 x0 , y1 y0 , z1 z0 ) and x20 = (x2 x0 , y2 y0 , z2 z0 ). Notice that


both of these vectors lie in the plane and that
(a, b, c) x10 = (a, b, c) x20 = 0

Now we have 9 parameters a, b, c, p, q, r, l, m and n. These can be computed from the


coordinates of three (distinct) points on the plane. For the first point put (u, v) = (0, 0),
the second put (u, v) = (1, 0) and for the final point put (u, v) = (0, 1). Then solve for
a through to n (its easy!).

What does this tell us? Simply that both vectors are orthogonal to the vector (a, b, c).
Thus we must have that
(a, b, c) = the normal vector to the plane

Example 10.4

Now lets put

Find the parametric equations of the plane that passes through the three points (x, y, z) =
(1, 0, 0), (x, y, z) = (1, 2, 0) and (x, y, z) = (2, 1, 5).

n =

Example 10.5

r =

(a, b, c)

= the normal vector to the plane

d = (x0 , y0 , z0 ) = one (any) point on the plane


(x, y, z)

= a typical point on the plane

Show that the parametric equations found in the previous example describe exactly the
same plane as found in Example 3.3 (Hint : substitute the answers from Example 3.4
into the equation found in Example 3.3).

Then we have

Example 10.6

Example 10.8

Find the parametric equations of the plane that passes through the three points (x, y, z) =
(1, 2, 1), (x, y, z) = (1, 2, 3) and (x, y, z) = (2, 1, 5).

Find the vector equation of the plane that contains the points (x, y, z) = (1, 2, 7),
(x, y, z) = (2, 3, 4) and (x, y, z) = (1, 2, 1).

Example 10.7

Example 10.9

Repeat the previous example but with points re-arranged as (x, y, z) = (1, 2, 1),
(x, y, z) = (2, 1, 5) and (x, y, z) = (1, 2, 3). You will find that the parametric equations look different yet you know they describe the same plane. If you did not know this
last fact, how would you prove that the two sets of parametric equations describe the
same plane?

Re-express the previous result in the form ax + by + cz = d.

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n (r d) = 0

This is the vector equation of a plane.

Example 10.10
Find the shortest distance between the pair of planes 2x+3y4z = 2 and 4x+6y8z = 3.

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Parametric curves

Here is a very simple example of what we call a parametric description of a curve,

ENG1005

x(t) = 7t 3, y(t) = 5t + 3, z(t) = 3t 4


which could also be written as the vector equation

Engineering Mathematics

11.

Parametric curves in 3-dimensions

r(t) = (7t 3) i + (5t + 3) j + (3t 4) k.


We instantly recognise this as being the parametric representation for a straight line (it
was an instant recognition, was it not?).
We can define a curve in 3-dimensional space parametrically by treating the position
vector r as a function of some parameter, in the previous example this parameter is
t. We take the three numbers (x(t) , y(t) , z(t)) to be some point in a 3-dimensional
space with corresponding position vector , r(t) = x(t) i + y(t) j + z(t) k. As we allow the
parameter t to vary (smoothly) we expect the point to trace out a (possibly smooth)
curve in that 3-dimensional space.

Example 11.1
The parametric representation
r(t) = 3 sin(t) i + 2 cos(t) j + tk
has the parametric equations
x(t) = 3 sin(t) , y(t) = 2 cos(t) , z(t) = t.
Notice that we can rewrite the first two parametric equations as

Example 11.2
Another possible parametric representation is

r(t) = ti + t2 + 2t 1 j + 3k.

In each case we have what we call a parametric representation of a curve. Some of the
questions we might like to ask about such parametric equations are
I What does this curve look like?
I What use can we make of these parametric equations?
I Are there other parametric equations that represent the same curve?

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A common interpretation of the parametric equations is that they record the history of
a point particle moving in space. It comes as no surprise then that the parameter in
the equations is often chosen to be t, for time. But do not think that this is universal
- there is nothing magical in the choice of t as the parameter, you can use any symbol
that you like. For example, here is a popular parametric description of the unit circle in
the xy-plane with the centre at the origin

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So, keep in mind that if you want specific start and end points, or you want a specific
orientation for your curve, you will need to select your parameterisation carefully. This
will be important for your other units including ENG2005/ENG2006.
One of the easiest ways to see what the curve looks like is to plot some points obtained
by choosing a range of values for the parameter. This is best done using a computer and
here is a simple example, commonly know as a helix.

x() = cos() , y() = sin()


or equivalently,
r() = cos() i + sin() j + 0k.
In this instance is the parameter and as progresses from 0 to 2 the point (x() , y())
traces out one complete revolution of the unit circle. If we allow to take on values
3

to
we would only see three-quarters of the unit circle, while for to take
from
2
2
on values from 0 to 6 we would get three revolutions of the unit circle. This example
show you that the allowed domain of values for the parameter is an important aspect of
the description of the curve.

1.0
0.8
Z 0.6
0.4
0.2
1.0

0.0
-1.0

So, keep in mind that when we say (x(t) , y(t) , z(t)) is a parametric description of a
curve we should also specify the domain of allowed values for the parameter t (or or
whatever parameter we choose).

0.5
-0.5

0.0
X

If someone draws a curve for you (in the sand, on the blackboard or on your generic
tablet) you might wonder if there exists a unique parametric description of that curve.
The answer is most certainly not, there are many ways to write parametric equations
for a given curve.

0.0
0.5

-0.5

x(t) = cos(t)
y(t) = sin(t)
t
z(t) =
6
0 t < 6

1.0

Of course we can also use parametric forms to construct curves in 2-dimensions, such as
in this pair of examples

Example 11.3
Show that the parametric equations
x(v) = sin(v) and y(v) = cos(v) for 0 v < 2
describes the same curve as that described by
x(u) = cos(u 2) and y(u) = sin(u 2) for 0 u < 2.
Note, however, these two parameterisations do not start at the same point or even have
the same orientation:
I The parameterisation r(v) = x(v) i + y(v) j starts at (x, y) = (0, 1) for v = 0 and
the particle point will move clockwise around the unit circle as v increases from 0
to 2.
I The parameterisation r(u) = x(u) i + y(u) j starts at (x, y) = (1, 0) for u = 0 and
the particle point will move counter-clockwise around the unit circle as u increases
from 0 to 2.

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4.0

Example 11.4

3.0

Compute the tangent vector to the curve defined by

2.0

x(t) = sin(t)

y(t) = cos(t)

0 < t < 2

1.0

Example 11.5

x(t) = 2 cos(t) 3 sin(t)


y(t) = 3 sin(t) + 2 cos(t)
0 t < 2

0.0
-1.0
-2.0

Prove that the vector obtained in the previous example is indeed tangent to the curve.
How do we prove this statement, that the derivatives gives us a tangent vector? It is
quite easy. Start by writing r(t) = (x(t), y(t), z(t)), which we interpret as the position
vector to a point on the curve and then we turn to the basic definition of a derivative,



(x(t + t) , y(t + t) , z(t + t)) (x(t) , y(t) , z(t))
d
r(t) = lim
t0
dt
t


x(t + t) x(t) y(t + t) y(t) z(t + t) z(t)
= lim
,
,
t0
t
t
t


dx dy dz
, ,
=
dt dt dt

-3.0
-4.0
-4.0

-3.0

-2.0

-1.0

0.0
X

1.0

2.0

3.0

4.0

1.0

0.8

0.6
Y

x(t) = t3
y(t) = t2
1 < t < 1

0.4

0.2

0.0
-1.0 -0.8 -0.6 -0.4 -0.2 0.0
X

0.2

0.4

0.6

0.8

In the first line we see that we have two points, one at t the other at t + t. Importantly
both points are on the curve. Their difference is a short vector that is close to the curve.
Clearly (not an ideal way to prove something but one I trust you will accept) this
vector remains close to the curve for all t and will be tangent to the curve in the limit
t 0.

1.0

Once we have the tangent vector we can easily construct a tangent line to the curve
at any chosen point. That is we build a new straight line that glances off the curve at
a chosen point. The tangent line and the original curve meet at one point and have
parallel tangent vectors at that point.

This last example is notable for the nasty kink at (x, y) = (0, 0) despite the fact there
is nothing particularly alarming about the simple functions x(t) = t3 and y(t) = t2 .
This kind of behaviour, where the parametric equations are smooth functions and yet
the curve possess kinks, is something to be aware of but we shall not make much of
a fuss about such things at this introductory level (you will see more on this issue of
smoothness in later units).

Example 11.6
Construct the tangent line to the curve defined by
r(u) = sin(u)i + cos(u)j + 2uk

11.2

Tangent vectors and lines


at the point given by u =

Okay, suppose we are given the three functions x(t), y(t) and z(t). Then it is a simple
matter to compute their first derivatives, x0 (t), y 0 (t) and z 0 (t). What do we make of
this? Previously we interpreted (x(t), y(t), z(t)) to describe a curve in three dimensional
space. What then do the derivatives (x0 (t), y 0 (t), z 0 (t)) tell us about the curve? Quite
simply, it gives us a vector that is tangent to the curve and pointing in the direction of
increasing t.

Friday 1st April, 2016

11.3

.
4

Normal planes

There is another object that we can construct from our little curves. Pick any point on
the curve and compute a tangent vector at that point. Now we can easily build a plane
that has that vector as its normal vector. Thus we can easily construct the plane that
cuts through this curve at the given point. Here is a simple example.

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Example 11.7
Find the equation of a plane normal to the curve

r(t) = t2 t + 1 i + sin(t) j + tk

ENG1005

at the point given by t = 0.

11.4

Arc length: Not examinable

Engineering Mathematics

How long is a piece of string? Okay, its an old joke but its starts us thinking about the
length of a curve and how we might compute it. The process is quite simple to explain
(though the final calculations can be very difficult as we shall see).
So we suppose we have a curve described by r(t) = x(t) i + y(t) j + z(t) j with 0 t < 1
(or some other range of values for t). Once again we pick to nearby points on the curve
and we compute the length of the short chord that joins this pair of points. Let us call
this short length s, then using the Pythagoras theorem in 3-dimensions we have

12.

1/2
s = (x(t + t) x(t))2 + (y(t + t) y(t))2 + (z(t + t) z(t))2
2 
2 
2 !1/2

y(t + t) y(t)
z(t + t) z(t)
x(t + t) x(t)
+
+
t
=
t
t
t
This is the arc-length for just one short chord. Now we can imagine chopping up the
curve into lots of short chord like this one. We can use these short chords to estimate
the length of the curve simply by summing the answer for each chord. Thus if we take
a limit as the number of chords goes to infinity (while ensuring that every chord shrinks
to zero length) then it is not hard to accept the claim (I am being guarded here because
it is a non-trivial limit to prove) that the length of the curve is given by the integral

s
 2  2  2
Z 1
dx
dy
dz
dt

+
+
s=
dt
dt
dt
0

Example 11.8
Compute the length of the curve defined by x(t) = sin(t), y(t) = cos(t), z(t) = 3t, over
the parameter domain 0 < t < 1.

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Parametric representations of surfaces

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12.1

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Surfaces

A very common application of a function of two variables is to describe a surface in


3-dimensional space. How so? you might ask. The idea is that we take the value of the
function to describe the height of the surface above the xy-plane. If we use standard
Cartesian coordinates then such a surface could be described by the equation
z = x2 + y 2

z = f (x, y)
This surface has a height z units above each point (x, y) in the xy-plane.
The equation z = f (x, y) describes the surface explicitly as a height function over a
plane and thus we say that the surface is given in explicit form.
A surface such as z = f (x, y) is also often called the graph of the function f (analogous
to y = F (x) is the graph of F ).
Here are some simple examples. A very good exercise is to try to convince yourself that
the following images are correct (i.e. that they do represent the given equation).

1 = x2 + y 2 z 2

 p

z = cos 3 x2 + y 2 exp(2 (x2 + y 2 ))

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12.2

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Alternative forms

We might ask are there any other ways in which we can describe a surface? We should
be clear that (in this unit) when we say surface we are talking about a 2-dimensional
surface in our familiar 3-dimensional space. With that in mind, consider the equation
z=

g(x, y, z) = 0

p
1 + y 2 x2

What do we make of this equation? Well, after some algebra we might be able to
re-arrange the above equation into the familiar form
z = f (x, y)
for some function f . In this form we see that we have a surface, and thus the previous
equation g(x, y, z) = 0 also describes a surface. When the surface is described by an
equation of the form g(x, y, z) = 0 we say that the surface is given in implicit form.
Consider all of the points in R3 (i.e all possible (x, y, z) points). If we now introduce the
equation g(x, y, z) = 0 we are forced to consider only those (x, y, z) values that satisfy
this constraint. We could do so by, for example, arbitrarily choosing (x, y) and using
the equation (in the form z = f (x, y) to compute z. Or we could choose say (y, z) and
use the equation g(x, y, z) to compute x. Which ever road we travel it is clear that we
are free to choose just two of the (x, y, z) with the third constrained by the equation.
Now consider some simple surface and lets suppose we are able to drape a sheet of graph
paper over the surface. We can use this graph paper to select individual points on the
surface (well as far as the graph paper covers the surface). Suppose we label the axes
of the graph paper by the symbols s and t. Then each point on surface is described by
a unique pair of values (s, t). This makes sense we are dealing with a 2-dimensional
surface and so we expect we would need 2 numbers, (s, t), to describe each point on
the surface. The parameters (s, t) are often referred to as (local) coordinates on the
surface.

z = xy exp (x2 y 2 )

How does this picture fit in with our previous description of a surface, as an equation
of the form g(x, y, z)? Pick any point on the surface. This point will have both (x, y, z)
and (s, t) coordinates. That means that we can describe the point in terms of either
(s, t) or (x, y, z). As we move around the surface all of these coordinates will vary. So
given (s, t) we should be able to compute the corresponding (x, y, z) values. That is we
should be able to find functions P (s, t), Q(s, t) and R(s, t) such that
x = P (s, t) , y = Q(s, t) , z = R(s, t)
The above equations describe the surface in parametric form.
1=x+y+z

Example 12.1
Identify (i.e. describe) the surface given by the equations
x = 2s + 3t + 1,

y = s 4t + 2,

z = s + 2t 1

Hint: Try to combine the three equations into one equation involving x, y and z but not
s and t.

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12.3

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Parametric representations of surfaces

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with that of a sphere represented as an equation x2 + y 2 + z 2 = 1

Consider a 2-dimensional surface in the 3-dimensions space expressed in the explicit


form as a function:
z = (x, y) ,
or in the implicit form as an equation:
g(x, y, z) = 0.

Example 12.2
A plane in 3-dimensional space can be expressed as
1. a function z of two independent variables x and y:
z := f (x, y) = x + y + ,
2. an equation of three variables x, y, and z:
g(x, y, z) := ax + by + cz + d = 0.
We need two independent variables to cover a 2-dimensional space in the parametric
variables, so a 2-dimensional surface in 3-dimensional space can be represented parametrically as the position vector of a function of two independent variables s and t

Surfaces which can be expressed in the form a of function z = f (x, y) are rather restrictive because of the uniqueness of the image of a point in the domain of a function. While
surfaces that are expressed in the form of an equation g(x, y, z) = 0, are more diverse in
nature because they may be multi-valued.
p
Compare an upper hemisphere expressed as a function z = 1 x2 y 2

r(s, t) = x(s, t) i + y(s, t) j + z(s, t) k,


with some bounds defining the domain for the parameters s and t.

Example 12.3
A plane can be represented parametrically as: r(s, t) = r0 + su + tv, where the position
vector r0 = x0 i + y0 j + z0 k of a given point on the plane, u and v are two independent
vectors (that is, u and v are not in the same direction) parallel to the plane.

Example 12.4
Consider a simple surface represented by a function z = f (x, y). Then we could choose
the parametric variables: x = s and y = t. A surface defined in terms of position vector:
r(s, t) = si + tj + f (s, t) k.
We still need to define the bounds of the surface in terms of the parameters s and t (that
is, specifying x0 x x1 and y0 y y1 ).
The plane 2x + 3y + 4z + 5 = 0 can be represented as:
2s + 3t + 5
k
4
Again, we still need to define the bounds for the surface.
r(s, t) = si + tj

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Example 12.5
A right-circular cylinder of unit height can be represented by the equation:
x2 + y 2 = a2 , such that 0 z 1.
Note: this represents only the wall of the cylinder, not the top and bottom circular disks.
We want to define two parametric variables to help us describe this cylindrical surface.
For one of the parametric variables, let z = t. The remaining parametric variable is
most easily defined with a polar coordinate for angle. Define a circle of radius a:
x = a cos(s), y = a sin(s), with 0 s < 2. Parametrically, the cylindrical surface of
unit height can be represented by the position vector:
r(s, t) = a cos(s) i + a sin(s) j + tk, where 0 s < 2 and 0 t 1.

If we define our parametric variables as s = and t = then the surface representation


is:

Note that these surface representations are not unique. As with many of these problems
requiring a surface parameterisation, the best representation will depend on the nature
of the problem that needs to be solved.

r(s, t) = a sin(s) cos(t) i + a sin(s) sin(t) j + a cos(s) k, where 0 s and 0 t < 2

where the radius r = r r is fixed to length a.

Example 12.6

Again, there are many ways of representing this surface. The sphere of radius a centred
at the origin could be done in, say, Cartesian coordinates. Furthermore, there are even
other ways to represent the sphere of radius a centred at the origin using and
as parameters, however, the roles of and will be different to the spherical polar
coordinates parametric representation given above.

Consider another parametric representation of the right-circular cylinder of unit height


described by the equation:
x2 + y 2 = a2 , such that 0 z 1.

Example 12.8

If we define z = t, and x = s then the new parametric representation is

r(s, t) = si a2 s2 j + tk, where a s a and 0 t 1.

In many engineering texts, the roles of and are reversed.

Example 12.7
A sphere of radius a centred at the origin when expressed as an equation is:
x 2 + y 2 + z 2 = a2 .
Note: This represents only the spherical surface, not the volume of the ball contained
by this surface.
We can use spherical polar coordinates:
x = r sin() cos()
y = r sin() sin()
z = r cos()

In this case, s = and t = , and the sphere of radius a centred at the origin has
parametric representation
r(s, t) = a sin(s) cos(t) i + a sin(s) sin(t) j + a cos(s) k, where 0 s and 0 t < 2.

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School of Mathematical Sciences

Monash University

Example 12.9
The sphere of radius a centred at the origin in Matlab has the physical geographers

parameteric representation, where s represents longitude and t represents the latitude


on the spherical surface:
r(s, t) = a cos(s) cos(t) i+a sin(s) cos(t) j+a sin(t) k, where 0 s < 2 and

t .
2
2
How do we represent this parametrically?

Example 12.10

If we stay with Cartesian coordinates and choose parameters x = s and y = t then this
leads to the parametric representation:


h 2
r(s, t) = si + tj +
s + t2 + h k
a

Consider an inverted right circular cone of height h and radius a. We are only interested
in the surface of the cone, not including the bottom, not the surface. We can define this
by surface the function:
z=

hp 2
x + y 2 + h, where 0 z h.
a

with the domain defined as s2 + t2 a2 . However this is messy to determine the domain
for the parameters s and t. The inequality s2 + t2 a2 suggests that it will be much
better to use polar coordinates.
Let us move back to use cylindrical coordinates (r, ):
x = r cos()
y = r sin()
z = r + h
Our parametric representation becomes
r(r, ) = r cos() i + r sin() j + (r + h) k, where 0 r a and 0 < 2.

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12.4

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Coordinate vectors in other coordinate systems

In Cartesian coordinates we have the three coordinate vectors i, j and k which have
the properties that

ENG1005

I each vector has unit length,


I each two vectors are orthogonal, that is, i j = 0, j k = 0 and i k = 0, and

I the vector i points in the direction of increasing x-values, the vector j points in
the direction of increasing y-values and the vector k points in the direction of
increasing z-values.

Engineering Mathematics

When we work in cylindrical or spherical coordinates do we have coordinate vectors with


the same properties? If so, can we relate them back to Cartesian coordinates?
The answer to both questions is: yes.
12.4.1

13.

Cylindrical coordinates

The cylindrical volume parameteric equations are


x = R cos() , y = R sin() and z = z
p
where R = x2 + y 2 . Note that R represents the distance from the cylinder axis to the
cylinder surface. The cylindrical coordinate vectors are
eR = cos() i + sin() j + 0k
e = sin() i + cos() + 0k
ez = 0i + 0j + k
where eR points in the direction of increasing R-values, e points in the direction of
increasing -values and ez points in the direction of increasing z-values.
12.4.2

Spherical coordinates

Here we have
x = r sin() cos() , y = r sin() sin() and z = r cos()
p
2
where r = x + y 2 + z 2 . Note that r represents the distance from the origin to the
spherical surface. The spherical coordinate vectors are
er = sin() cos() i + sin() sin() j + cos() k
e = cos() cos() i + cos() sin() j sin() k
e = sin() i + cos() j + 0k
where er points in the direction of increasing r-values, e points in the direction of
increasing -values and e points in the direction of increasing -values.

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Linear systems of equations

School of Mathematical Sciences

Monash University

School of Mathematical Sciences

Monash University

13.1

Examples of linear systems

13.2

A standard strategy

13.1.1

Bags of coins

We start with the previous example


3x + 7y 2z = 0
6x + 16y 3z = 1
3x + 9y + 3z = 3

We have three bags with a mixture of gold, silver and copper coins. We are given the
following information
Bag 1 contains 10 gold, 3silver, 1 copper
and weighs 60g
Bag 2 contains 5 gold, 1 silver and 2 copper and weighs 30g
Bag 3 contains 3 gold, 2silver, 4 copper
and weighs 25g

(1)
(2)
(3)

Suppose by some process we were able to rearrange these equations into the following
form
3x + 7y 2z = 0
2y + z = 1
4z = 4

The question is What are the respective weights of the Gold, Silver and Copper coins?
Let G, S and C denote the weight of each of the gold, silver and copper coins. Then we
have the system of equations

(1)
(2)0
(3)00

Then we could solve (3)00 for z

10G + 3S + C = 60
5G + S + 2C = 30
3G + 2S + 4C = 25

(3)00

4z = 4

z=1

and then substitute into (2)0 to solve for y


13.1.2

Silly puzzles

(2)0

John and Marys ages add to 75 years. When John was half his present age John was
twice as old as Mary. How old are they?

2y + 1 = 1

y = 1

and substitute into (1) to solve for x


(1)

We have just two equations,


J + M = 75
2M = 0

3x 7 2 = 0

x=3

The question is : How do we get the modified equations (1), (2)0 and (3)00 ?

1
J
2

13.1.3

The general trick is to take suitable combinations of the equations so that we can eliminate various terms. The trick is applied as many times as we need to turn the original
equations into the simple form like (1), (2)0 and (3)00 .

Intersections of planes

Lets start with the first pair of the original equations

Its easy to imagine three planes in space. Is it possible that they share one point in
common? Here are the equations for three such planes

3x + 7y 2z = 0
6x + 16y 3z = 1

3x + 7y 2z =
0
6x + 16y 3z = 1
3x + 9y + 3z =
3

(1)
(2)

We can eliminate the 6x in equations (2) by replacing equation (2) with (2) 2(1),

Can we solve this system for (x, y, z)?

In all of the above examples we need to unscramble the set of linear equations to extract
the unknowns (e.g. G, S, C etc.).

0x + (16 14)y + (3 + 4)z = 1


2y +
z = 1

(2)0
(2)0

Likewise, for the 3x term in equation (3) we replace equation (3) with (3) (1),

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2y + 5z = 3

(3)0

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Example 13.3

At this point our system of equations is


3x + 7y 2z = 0
2y + z = 1
2y + 5z = 3

Find the intersection of the three planes 2x + 3y z = 1, x y = 2 and x = 1

(1)
(2)0
(3)0

In general, three planes may intersect at a single point or along a common line or even
not at all.

The last step is to eliminate the 2y term in the last equation. We do this by replacing
equation (3)0 with (3)0 (2)0

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4z = 4

Here are some examples (there are others) of how planes may (or may not) intersect.

(3)00

So finally we arrive at the system of equations


3x + 7y 2z = 0
2y + z = 1
4z = 4

(1)
(2)0
(3)00

No point of intersection

which, as before, we solve to find z = 1, y = 1 and x = 3.


The procedure we just went through is known as a reduction to upper triangular form
and we used elementary row operations to do so. We then solved for the unknowns by
back substitution.
This procedure is applicable to any system of linear equations (though beware, for some
systems the back substitution method requires special care, well see examples later).
The general strategy is to eliminate all terms below the main diagonal, working column
by column from left to right.
One point of intersection

13.3

Lines and planes

In previous lecture we saw how we could construct the equations for lines and planes.
Now we can answer some simple questions.
How do we compute the intersection between a line and a plane? Can we be sure that
they do intersect? And what about the intersection of a pair or more of planes?
The general approach to all of these questions is simply to write down equations for each
of the lines and planes and then to search for a common point (i.e. a consistent solution
to the system of equations).

Example 13.1

Intersection in a common line

Find the intersection of the plane y = 0 with the plane 2x + 3y 4z = 1.

Example 13.2
Find the intersection of the line x(t) = 1 + 3t, y(t) = 3 2t, z(t) = 1 t with the plane
2x + 3y 4z = 1.

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Example 13.4
What other examples can you draw of intersecting planes?

ENG1005
Engineering Mathematics

14.

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Gaussian Elimination

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14.1

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Gaussian elimination and back-substitution

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14.2.1

Monash University

Gaussian elimination strategy

1. Use row-operations to eliminate elements below the diagonal.

Example 14.1 : Typical layout

2. Use row-operations to eliminate elements above the diagonal.


2x + 3y + z = 10
x + 2y + 2z = 10
4x + 8y + 11z = 49

(1)
(2)0 2(2) (1)
(3)0 (3) 2(1)

2x + 3y + z = 10
y + 3z = 10
2y + 9z = 29

(1)
(2)0
(3)00 (3)0 2(2)0

2x + 3y + z = 10
y + 3z = 10
3z = 9

3. If possible, re-scale each equation so that each diagonal element = 1.


4. The right hand side is now the solution of the system of equations.
If you bail out after step 1 you are doing Gaussian elimination with back-substitution
(this is usually the easier option).

14.3

(1)
(2)0
(3)00

Exceptions

Here are some examples where problems arise.

Example 14.3 : A zero on the diagonal

Now we solve this system using back-substitution, z = 3, y = 1, x = 2.


Note how we record the next set of row-operations on each equation. This makes it
much easier for someone else to see what you are doing and it also helps you track down
any arithmetic errors.

14.2

Gaussian elimination

In the previous example we found


2x + 3y + z = 10
y + 3z = 10
3z = 9

(1)
(2)0
(3)00

2x + y + 2z + w = 2
2x + y z + 2w = 1
x 2y + z w = 2
x + 3y z + 2w = 2

(1)
(2)0 (2) (1)
(3)0 2(3) (1)
(4)0 2(4) (1)

2x + y + 2z + w = 2
0y 3z + w = 1
5y + 0z 3w = 6
+ 5y 4z + 3w = 2

(1)
(2)00 (3)0
(3)00 (2)0
(4)0

The zero on the diagonal on the second equation is a serious problem, it means we can
not use that row to eliminate the elements below the diagonal term. Hence we swap the
second row with any other lower row so that we get a non-zero term on the diagonal.
Then we proceed as usual. The result is w = 2, z = 1, y = 0 and x = 1.

Why stop there? We can apply more row-operations to eliminate terms above the
diagonal. This does not involve back-substitution. This method is known as Gaussian
elimination. Take note of the difference!

Example 14.4
Complete the above example.

Example 14.2
Continue from the previous example and use row-operations to eliminate the terms above
the diagonal. Hence solve the system of equations.

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Example 14.5 : A consistent and under-determined system


Suppose we start with three equations and we wind up with
2x + 3y z = 1
5y + 5z = 1
0z = 0

ENG1005

(1)
(2)0
(3)00

The last equation tells us nothing! We cant solve it for any of x, y and z. We really only
have 2 equations, not 3. That is 2 equations for 3 unknowns. This is an under-determined
system.

Engineering Mathematics

We solve the system by choosing any number for one of the unknowns. Say we put z =
where is any number (our choice). Then we can leap back into the equations and use
back-substitution.

15.

The result is a one-parameter family of solutions


x=

1
,
5

y=

1
+ ,
5

z=

Since we found a solution we say that the system is consistent.

Example 14.6 : An inconsistent system


Had we started with
2x + 3y z = 1
x y + 2z = 0
3x + 2y + z = 0

(1)
(2)
(3)

2x + 3y z = 1
5y + 5z = 1
0z = 2

(1)
(2)0
(3)00

we would have arrived at

This last equation makes no sense as there are no finite values for z such that 0z = 2
and thus we say that this system is inconsistent and that the system has no solution.

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Matrices

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15.1

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Matrices

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Example 15.2
Compute

When we use row-operations on systems of equations such as


3x + 2y z = 3
x y + z = 1
2x + y z = 0

x
y
z

and

15.1.1

e
f
g
h
..
.

3
1
0

and

1 7
0 2



2 3
4 1

..
.

i = a e + b f + c g + d h +

2 3
4 1

1 7
0 2
4 1

Notation

We use capital letters to represent matrices,


3
2 1
x
1 ,
A = 1 1
X = y ,
2
1 1
x

3
B= 1
0

and our previous system of equations can then be written as

equations by defining a rule for multiplying ma

are 1-dimensional matrices (also called column vectors).


We can recover the original system of
trices,

a b c d

1 7
0 2

Does the following make sense?

3
2 1
1 1
1
2
1 1



Example 15.3

is a square 33 matrix, while

2 3
4 1

Note that we can only multiply matrices that fit together. That is, if A and B are a pair
of matrices then in order that AB makes sense we must have the number of columns of
A equal to the number of rows of B.

the x, y, z just hang around. All the action occurs on the coefficients and the right hand
side. To assist in the bookkeeping we introduce a new notation, matrices,


3
2 1
x
3
1 1
1 y = 1
2
1 1
x
0

Each [ ] is a matrix,

AX = B

Entries within a matrix are denoted by subscripted lowercase letters. Thus for the matrix
B above we have b1 = 3, b2 = 1 and b3 = 0 while for the matrix A we have

3
2 1
a11 a12 a13
1 = a21 a22 a23
A = 1 1
2
1 1
a31 a32 a33
aij = the entry in row i and column j of A

Example 15.1

To remind us that A is a square matrix with elements aij we sometimes write A = [aij ].

Write the above system of equations in matrix form.

3
2 1
x
3x+2y1z
1 1
1 y = 1 x 1 y + 1 z
2
1 1
z
2x+1y1z

15.1.2

Operations on matrices

I Equality:

A=B

only when all entries in A equal those in B.


I Addition: Normal addition of corresponding elements.

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I Multiplication by a number : A = times each entry of A


I Multiplication of matrices:

?
?
?
?
?

? ? ? ? ?

15.1.5

Notation

3x + 2y z = 1
x y + z =
4
2x + y z = 1

we call

the coefficient matrix and

the augmented matrix.

Some special matrices

I The Identity matrix :

I=

1
0
0
0
..
.

0
1
0
0
..
.

0
0
1
0
..
.

0
0
0
1
..
.

..
.

For any square matrix A we have IA = AI = A.

3
2 1
1 1
1
2
1 1

3
2 1 1
1 1
1
4
2
1 1 1

When we do row-operations on a system we are manipulating the augmented matrix.


But each incarnation represents a system of equations for the same original values for
x, y and z. Thus if A and A0 are two augmented matrices for the same system, then we
write
A A0

The squiggle means that even though A and A0 are not the same matrices, they do give
us the same values for x, y and z.

I The Zero matrix : A matrix full of zeroes!

Example 15.4

I Symmetric matrices: Any matrix A for which A = AT .

Solve the system of equations


3x + 2y z = 1
x y + z =
4
2x + y z = 1

I Skew-symmetric matrices: Any matrix A for which A = AT . Sometimes also


called anti-symmetric.
15.1.4

Monash University

For the system of equations

I Transpose: Flip rows and columns, denoted by [ ]T .


T
1 0
1 2 7
= 2 3
0 3 4
7 4
15.1.3

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using matrix notation.

Properties of matrices

I AB 6= BA
I (AB)C = A(BC)
I (AT )T = A
I (AB)T = B T AT

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16.1

ENG1005

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Matrix inverse

Suppose we have a system of equations



   
a b
x
u
=
c d
y
v
and that we write in the matrix form

Engineering Mathematics

AX = B
Can we find another matrix, call it A1 , such that
A1 A = I = the identity matrix
If so, then we have

16.

Inverses of Square Matrices.

A1 AX = A1 B

X = A1 B

Thus we have found the solution of the original system of equations.


For a 2 2 matrix it is easy to verify that

1


1
a b
d b
=
A1 =
c d
a
ad bc c
But how do we compute the inverse A1 for other (square) matrices?
Here is one method.
16.1.1

Inverse by Gaussian elimination

I Use row-operations to reduce A to the identity matrix.


I Apply exactly the same row-operations to a matrix set initially to the identity.
I The final matrix is the inverse of A.
We usually record this process in a large augmented matrix.
I Start with [A|I].
I Apply row operations to obtain [I|A1 ]
I Crack open the champagne.

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Example 16.1
Find the inverse for A =

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1 7
3 4

Compute the determinant of

Note that not all matrices will have an inverse. For example, if


a b
A=
c d
A1

1
=
ad bc

d b
c
a

and for this to be possible we must have ad bc 6= 0.

I For a 2 2 matrix A =

Example 16.4

The definition is a bit involved, here it is.




about any row or column provided we observe the

By expanding about the second row compute the determinant of

1 7 2

A= 3 4 5
6 0 9

Determinants

a b
c d

1 7 2
A= 3 4 5
6 0 9

Example 16.3

The question is is there a similar rule for an N N matrix? That is, a rule which can
identify those matrices which have an inverse.

We can also expand the determinant


following pattern of signs.

+
+

+
+

We call this magic number the determinant of A. If it is zero then A does not have an
inverse.

16.2

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Example 16.2

then

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Compute the determinant of


define det A = ad bc.

I For an N N matrix A create a sub-matrix Sij of A by deleting row I and column


J.

16.3

I Then define

1 2 7
A= 0 0 3
1 2 1

Inverse using determinants

Here is another way to compute the inverse matrix.

det A = a11 det S11 a12 det S12 + a13 det S13 a1N det S1N

I Select a row I and column J of A.

Thus to compute det A you have to compute a chain of determinants, from (N 1)


(N 1) determinants all the way down to 2 2 determinants. This is tedious and very
prone to arithmetic errors!

SIJ
I Compute (1)i+j det
det A

I Store this at row J and column I in the inverse matrix.


I Repeat for all other entries in A.

Note the alternating plus minus signs, its very important!!!

That is , if
16.2.1

Notation

A = [ aIJ
then

We often write det A = |A|.

A1 =

1 
(1)I+J det SJI
det A

This method for the inverse works but it is rather tedious.

The best way is to compute the inverse by Gaussian elimination, i.e. [A|I] [I|A1 ].

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16.4

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Vector cross products

The rule for a vector cross product can be conveniently expressed as a determinant.
Thus if v = vx i + vy j + vz k and w = wx i + wy j + wz k then




i
j k

v w = vx vy vz
wx wy wz

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17.

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Eigenvalues and eigenvectors.

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17.1

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Introduction

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Example 17.3
Let v1 and v2 be two eigenvectors of some matrix. Is it possible to choose and so
that v1 + v2 is also an eigenvector?

Okay, its late in the aftrenoon, were feeling a little sleepy and we need somthing to get
our minds fired up. So we play a little game. We start with this simple 3 3matrix

1 2 0
R= 2 1 0
0 0 3

Now we can reexpress our earlier questions as follows.


I Does every matrix possess an eigenvector?
I How many eigenvalues can a matrix have?

and when we apply R to any vector of the form v = [0, 0, 1]T we observe the curious
fact that the vector remains unchanged apart from an overall scaling by 3. That is,

I How do we compute the eigenvalues?


I Is this just pretty mathematics or is there a point to this game?

Rv = 3v
Now we are wide awake and ready to play this game at full speed. Qustions that come
to mind would (should) include,

Good questions indeed. Lets see what we make of them. We will start with the issue
of constructing the eigenvalues (assuming, for the moment, that they exist).

I Can we find such a vector for any matrix?

17.2

I How many distinct vectors are there?


I Can we find vectors like v but with a different scaling?

Given an N N -matrix, our game here is to find the values of , if any, that allows the
equation
Av = v

This is a simple example of what is known as an eigenvector equation. The key feature
is that the action of the matrix on the vector produces a new vector that is parallel to
the original vector (and in our case, it also happens to be 3 times as long).

to have non-zero solutions for v, that is, v 6= 0. Assuming this is the case, then
re-arrange the equation to
(A I) v = 0
where I is the N N -identity matrix. Since we are chasing non-zero solutions for
v we must have the determinant of A I equal to zero. That is, we require that
det(A I) = 0. This gives a polynomial equation in terms of .

Eigenvalues and eigenvectors


If A is square matrix and v is a non-zero column vector satisfying the matrix equation
Av = v

Characteristic equation

then we say that the matrix A has eigenvalue with corresponding eigenvector
v.

The eigenvalues of an N N -matrix A are the solutions of the polynomial equation


det(A I) = 0

For the example of the 3 3 matrix given above we have an eigenvalue equal to 3 and
a corresponding eigenvector of the form v = [0, 0, 1]T .

Example 17.1
Show that v = [8, 1]T is an eigenvector of the matrix A =

Eigenvalues

This is called the characteristic equation of A. If A is an N N -matrix, then


this equation will be a polynomial of degree N in . The eigenvalues may be real
distinct, real repeated or complex numbers.


6 16
.
1 4

Example 17.2
The matrix in example 17.1 has a second eigenvector this time with the eigenvalue 2.
Find that eigenvector.

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Example 17.4
Compute both eigenvalues of A =

Show that the matrix A =

1 3
0 1

6 16
.
1 4

Note that the last row is full of zeros. Are we surprised? No. Why Not? Well,
since we were told that the matrix A has = 1 as an eigenvalue we also know that
det(A (1) I) = 0 which in turn tells us that at least one of the rows of A (1) I
must be a (hidden) linear combination of the other rows (and Gaussian elimination
reveals that hidden combination). So seeing a row of zeros is confirmation that we have
det(A (1) I) = 0. Now lets return to the matter of solving the matrix equation. Using
back-substitution we find that every solution is of the form

b =
c
0

has only one eigenvalue.

Example 17.6
Look carefully at the previous matrix. It describes a stretch along the x-axis. Use this
fact to argue that the matrix can have only one eigenvalue. This is a pure geometrical
argument, you should not need to to do any calculations.

where is any number. We can set = 1 and this will give us a typical eigenvector for
the eigenvalue 1 = 1,

v1 = 1
0

Example 17.7 A characteristic equation


Show that the characteristic equation for the matrix

3 2 1
A= 3 4 1
1 1 3

All other eigenvectors, for this eigenvalue, are parallel to this eigenvector (differing only
in length). Is that what we expected, that there would be an infinite set of eigenvectors
for a given eigenvalue? Yes just look back at the definition, Av = v. If v is a solution
of this equation then so too is v. This is exactly what we have just found.

is given by

3 102 + 27 18 = 0

Example 17.10 The eigenvector corresponding to 2

Example 17.8 The eigenvalues

Now lets find the eigenvector corresponding to = 2 = 3. We start with (A (3) I) v =


0, that is,


0 2 1
a
0
3 1 1 b = 0
1 1 0
c
0

Show that the eigenvalues of example 17.2 are 1 = 1, 2 = 3 and = 6.

Example 17.9 The eigenvector corresponding to 1


We now know that the matrix

After performing Gaussian elimination we find


1 1 0
a
0
0 2 1 b = 0
0 0 0
c
0

3 2 1
A= 3 4 1
1 1 3

has an eigenvalue equal to 1. How do we compute the corresponding eigenvector? We


return to the eigenvector equation (A I) v = 0 with = 1 = 1, that is,


2 2 1
a
0
3 3 1 b = 0
1 1 2
c
0
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in which the v = [a, b, c]T is the eigenvector. Our game now is to solve this matrix
equation for a, b and c. This we can do using Gaussian elimination. After the first
stage, where we eliminate the lower triangular part, we obtain


1 1 2
a
0
0 0 5 b = 0
0 0 0
c
0

We can now answer the pervious question: How many eigenvalues can we find for a given
matrix? If A is an N N matrix then the characteristic equation will be a polynomial
of degree N and so we can expect at most N distinct eigenvalues (one for each root).
The keyword here is distinct - it is possible that the characteristic equation has repeated
roots. In such cases we will find less than N (distinct) eigenvalues, as shown in the
following example.

Example 17.5

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Using back-substitution we find that every solution is of the form

b =
c
2
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where is any number. We can set = 1 and this will give us a typical eigenvector for
the eigenvalue 2 = 3,

1
v2 = 1 .
2

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Real symmetric matrices with complete eigenvalues


If A is an N N real symmetric matrix with N distinct eigenvalues i , i =
1, 2, 3, . . . , N with corresponding eigenvectors vi , i = 1, 2, 3, . . . , N then
I the eigenvalues are real, i = i , i = 1, 2, 3, . . . , N and

Example 17.11 The eigenvector corresponding to 3

I the eigenvectors for distinct eigenvalues are orthogonal, viT vj = 0, i 6= j.

Now lets find the eigenvector corresponding to = 3 = 6. We start with (A (6) I) v =


0, that is,


3 2 1
a
0
3 2 1 b = 0
1
1 3
c
0

We will only prove the first of these theorems, the second is left as an example for you
to play with (it is not all that hard).

After performing Gaussian elimination we find


1 1 3
a
0
0 5 10 b = 0
0 0
0
c
0

T Av (where the bar over the v means complex conjugation).


We start by constructing v
This is just one number, that is a 1 1 matrix. Thus it equals its own transpose. So
we have
T
T Av = v
T Av
now use (BC)T = (CB)T
v

Using back-substitution we find that every solution is of the form


b = 2
c

and again
= (Av)T v

but AT = A
= vT AT v
= vT A
v
Now from the definition Av = v we also have, by taking complex conjugates and
v. Substitute this into the previous equation to obtain
noting that A is real, A
v =

where is any number. We can set = 1 and this will give us a typical eigenvector for
the eigenvalue 3 = 6,

1
v3 = 2 .
1

v = v
Tv
T Av = vT

v
But look now at the left hand side. We can manipulate this as follows

Note: As the eigenvalues and eigenvalues exercises will show, it is possible for an N N
matrix to have repeated eigenvalues or even complex eigenvalues. The question of how
to find the corresponding eigenvectors for repeated eigenvalues or complex eigenvalues
will be addressed in ENG2005.

17.3

T Av = v
T (Av)
v
T v
=v
=
vT v
Compare this with our previous equation and you will see that we must have

Decomposing symmetric matrices: Not examinable

Tv

vT v = v

Earlier on we asked what is the point of computing eigenvectors and eigenvalues (other
than pure fun)? Here we will develop some really nice results that follow once we know
the eigenvalues and eigenvectors. Though many of the results we are about to explore
also apply to general square matrices they are much easier to present (and prove) for
real symmetric matrices that posses a complete set of eigenvalues (i.e. no multiple roots
in the characteristic equation). This restriction is not so severe as to be meaningless
for many of the matrices encountered in mathematical physics (and other fields) are
often of this class.

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2
=v
T v = v12 + v22 + v32 vN
Finally we notice that vT v
6= 0. So this leaves just

Our job is done, we have proved that the eigenvalue must be real.
Now here comes a very nice result. We will work with a simple 3 3 real symmetric
matrix with 3 distinct eigenvalues simply to make the notation less cluttered than would
be the case if we leapt straight into the general N N case. We will have 3 eigenvalues

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Example 17.12

, and . The corresponding eigenvectors will be u, v and w. Each eigenvector


contains three numbers, so we will write v = [v1 , v2 , v3 ]T etc. We are free to stretch
or shrink each eigenvector so let us assume that they have been scaled so that each
is a unit vector, i.e. vT v = 1 etc. Now lets assemble the three separate eigenvalue
equations into one big matrix equation, like this

u1 v1 w1
u1 v1 w1
0 0

0 0
A u2 v2 w2 = u2 v2 w2
u3 v3 w3
u3 v3 w3
0 0

Use the above expansion for A to compute A2 , A3 , A4 and so on.

Example 17.13
Use the definition of an eigenvalue to show that A2 has an eigenvalue 2 , A3 an eigenvalue 3 and so on. How does this compare with the previous example?

Example 17.14

This looks pretty but what can we do with this? Good question. The big trick is that
we can easily (trust me) solve this set of equations for the matrix A. Really? Lets
suppose that the 3 3 matrix to the right of A has an inverse. Then we could solve for
A by multiplying by the inverse from the left, to obtain
1

u1 v1 w1
0 0
u1 v1 w1
A = u2 v2 w2 0 0 u2 v2 w2
u3 v3 w3
0 0
u3 v3 w3

This is nice, but can we compute the inverse? In fact we


carefully at this equation


u1 u2 u3
u1 v1 w1
1 0
v1 v2 v3 u2 v2 w2 = 0 1
w1 w2 w3
u3 v3 w3
0 0

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Suppose that is an eigenvalue, with corresponding eigenvector v, of any square matrix


B. Can you construct an eigenvalue and eigenvector for B 1 (assuming that the inverse
exists)?

17.4

Matrix inverse

The past few examples shows, for our general class of real symmetric 3 3 matrices A,
with three distinct eigenvalues, that the powers of A can be written as

u1 v1 w1

0 0
u1 u2 u3
n
n
0 v1 v2 v3
A = u2 v2 w2 0
u3 v3 w3
0 0 n
w1 w2 w3

already have it, just look

0
0
1

It is easy to see that this is true for any positive integer n. But it also applies (assuming
, and are non-zero) when n is a negative integer. How can we be so sure? We
know that A and A1 share the same eigenvectors. Good. We also know that if is an
eigenvalue of A then 1/ is an eigenvalue of A1 . Finally we note that A1 , like A, is a
real symmetric 3 3 matrix with three (non-zero) distinct eigenvalues. Since we know
all of its eigenvalues and eigenvectors we can use the eigenvalue expansion to write A1
as

u1 v1 w1

0
0
u1 u2 u3
1
1
0 v1 v2 v3
A = u2 v2 w2 0
u3 v3 w3
w1 w2 w3
0
0 1

This is just a simple way of stating that the eigenvectors are orthogonal and of unit
length. This also shows that one matrix is the inverse of the other, that is

1
u1 u2 u3
u1 v1 w1
u2 v2 w2 = v1 v2 v3
u3 v3 w 3
w1 w2 w3
Now we have our final result

0 0
u1 u2 u3
u1 v1 w1
A = u2 v2 w2 0 0 v1 v2 v3
w1 w2 w3
u3 v3 w3
0 0

Which is just what we would have got by putting n = 1 in the previous equation.
From here we could compute A2 = A1 A1 , A3 = A1 A2 and so on. In short, we
have proved the above expression for An for any integer n, positive or negative.

This shows that any real symmetric 3 3 matrix, with three distinct eigenvalues, can
be re-built from its eigenvalues and eigenvectors. This is not only a neat result it is
also an extremely useful result.

The above result (with n = 1) give us yet another way to compute the inverse of A.
Isnt this exciting (and unexpected)?

In the following examples we will assume that the matrix A is a real symmetric 3 3
matrix with three distinct eigenvalues.

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17.5

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0 = A 3 + b1 A 2 + b2 A + b3 I

What do we know about the three eigenvalues , and ? We know that they are
solutions of the characteristic polynomial

This is an example of the Cayley-Hamilton theorem. It is very much un-expected


(agreed?).

0 = det(A I)

It has been a long road but the journey was fun (yes it was) and it has lead us to a
famous theorem in the theory of matrices, the Cayley-Hamilton theorem. Though we
have demonstrated the theorem for the particular case of real symmetric matrices with
distinct eigenvalues it, the theorem, happens to be true for any square matrix. Proving
that this is so is far from easy but sadly the margins of this textbook are too narrow
to record the proof, you will have to wait until your second year of maths.

which, after some simple algebra, leads to a polynomial of the form


0 = 3 + b1 2 + b2 1 + b3 0
where b1 , b2 and b3 are some numbers (built from the numbers in A).
Now lets do something un-expected (expect the un-expected). Lets replace the number
with the 3 3 matrix A in the right hand side of the above polynomial. Where we
encounter the powers of A we will use what we have learnt above, that we can use
expansions in powers of the eigenvalues. Thus we have

u1 v1 w1
0 0
u1 u2 u3
A3 + b1 A2 + b2 A + b3 I = u2 v2 w2 0 3 0 v1 v2 v3
u3 v3 w3
w1 w2 w3
0 0 3

u1 v1 w1
0 0
u1 u2 u3
2

0
0
v1 v2 v3
+ b1 u 2 v 2 w 2
u3 v3 w 3
0 0 2
w1 w2 w3

u1 u2 u3
0 0
u1 v1 w1
1
0 v1 v2 v3
+ b2 u2 v2 w2 0
w1 w2 w3
0 0 1
u3 v3 w3

u1 v1 w1
0 0
u1 u2 u3
+ b3 u2 v2 w2 0 0 0 v1 v2 v3
u3 v3 w3
0 0 0
w1 w2 w3

where

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which means that D11 = D22 = D33 = 0 and thus the middle matrix is in fact the zero
matrix. Thus we have shown that

The Cayley-Hamilton theorem: Not examinable

We can tidy this up by collecting the

u1
A3 + b1 A2 + b2 A + b3 I = u2
u3

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The Cayley-Hamilton theorem


Let A be any N N matrix. Then define the polynomial P () by
P () = det(A I)
where I is the N N identity matrix. Then
0 = P (A)
Note that the eigenvalues of A are the solutions of
0 = P ()

eigenvalue terms into one matrix

v1 w1
D11 0
0
u1 u2 u3
v2 w2 0 D22 0 v1 v2 v3
0
0 D33
w1 w2 w3
v3 w3

D11 = 3 + b1 2 + b2 + b3
D22 = 2 + b1 2 + b2 + b3
D33 = 3 + b1 2 + b2 + b3
However we know that each eigenvalue is a solution of the polynomial equation
0 = 3 + b1 2 + b2 + b3

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18.1

ENG1005
Engineering Mathematics

18.

Introduction to ODEs

Monash University

Motivation

The mathematical description of the real world is most commonly expressed in equations
that involve not just a function f (x) but also some of its derivatives. These equations
are known as ordinary differential equations (commonly abbreviated as ODEs). Here
are some typical examples.
d2 r(t)
GM m
=
dt2
r2

I Newtonian gravity

I Population growth

dN (t)
= N (t)
dt

I Hanging chain

d2 y(x)
= 2 y(x)
dx2

I Electrical currents

dI(t)
+ RI(t) = E sin(t)
dt

The challenge for us is to find the functions that are solutions to these equations. The
problem is that there is no systematic way to solve an ODE; thus we are forced to look
at a range of strategies. This will be our game for the next few lectures. We will identify
broad classes of ODES and develop particular strategies for each class.

18.2

Definitions

Here are some terms commonly used in discussions on ODEs.


I Order

The order of an ODE is the order of the highest derivative in the


ODE.

I Linear

The ODE only contains terms linear in the function and its derivatives.

I Non-linear

Any ODE that is not a linear ODE.

I Linear homogeneous

A linear ODE that allows y = 0 as a solution.

I Dependent variable

The solution of the ODE. Usually y.

I Independent variable

The variable that the solution of the ODE depends


on. Usually x or t.

I Boundary conditions

A set of conditions that selects a unique solution


of the ODE. Essential for numerical work.

I Initial value problem

An ODE with boundary conditions given at a single point. Usually found in time dependent problems.

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I Boundary value problem

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I Analytical

An ODE with boundary conditions specified at


more than one point. Common in engineering problems.

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A full frontal assault with all the mathematical machinery we can


muster. This approach is essential if you need to find the full
general solution of the ODE.

Here are some typical ODEs (some of which we will solve in later lectures).
In this unit we will confine our attention to the last strategy, leaving numerical and
graphical methods for another day (no point over indulging on these nice treats).

Linear first order homogeneous


cos(x)

So lets get this show on the road with a simple example.

dy
+ sin(x)y(x) = 0
dx

Example 18.1
Find all functions y(x) which obey

Linear first order non-homogeneous

0=

dy
cos(x) + sin(x)y(x) = e2x
dx

First we rewrite the ODE as

dy
= 2x
dx
then we integrate both sides with respect to x
Z
Z
dy
dx = 2
x dx
dx

Non-linear second order


d2 y
+
dx2

dy
dx

2

+ y(x) = 0

But

N (0) = 123

y(x) = C x2

Boundary value problem


d2 y
+2
dx2

18.3

dy
dx

2

is a solution of the ODE for any choice of constant C. All solutions of the ODE must
be of this form (for a suitable choice of C).
y(x) = 0 ,

y(0) = 0 ,

y(1) =

Example 18.2
Find all functions y(x) such that

Solution strategies

0=

There are at least three different approaches to solving ODEs and initial/boundary value
problems.
I Graphical

This uses a graphical means, where the value of dy/dx are interpreted as a direction field, to trace out a particular solution of the
ODE. Primarily used for initial value problems.

I Numerical

Here we use a computer to solve the ODE. This is a very powerful


approach as it allows us to tackle ODEs not amenable to any other
approach. Used primarily for initial and boundary value problems.

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Z
dy
dx =
dy = y(x) C
dx
for any function y(x) and C is an arbitrary constant. Thus we have found

Initial value problem


dN
= 2N (t) ,
dt

dy
+ 2x
dx

dy
+ 2xy
dx

If we proceed as before we might arrive at


Z
Z
dy
dx = 2
xy dx
dx
The left hand side is easy to evaluate but the right hand side is problematic we can
not easily compute its anti-derivative (we dont yet know y(x)). So we need a different
approach. This time we shuffle the y onto the left hand side,
Z
Z
1 dy
dx = 2
x dx
y dx

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But
thus we find

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1 dy
dx =
y dx

log y = C x2

1
dy = C + log y
y

y(x) = Aex

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We succeeded in this example because we were able to shuffle all x terms to one side of
the equation and all y terms to the other. This is an example of a separable equation.
We shall meet these equations again in later lectures.

Engineering Mathematics

In both of these example we found that one constant of integration popped up. This
means that we found not one solution but a whole family, each member having a different
value for C. This family of solutions is often called the general solution of the ODE.
The role of boundary conditions (if given) is to allow a single member of the family to
be chosen.

18.4

19.

General and particular solutions

Each time we take an anti-derivative, one constant of integration pops up. For a first
order ODE we will need one anti-derivative and thus one constant of integration. But for,
say, a third order equation, we will need to apply three anti-derivatives, each providing
one constant of integration. What is the point of this discussion? It is the key to spotting
when you have found all solutions of the ODE. This is what you need to know.

General solution of an ODE


If y(x) is a solution of an nth order ODE and if y(x) contains n independent
integration constants then y(x) is the general solution of the ODE. Every solution
of the ODE will be found in this family.

Particular solution of an ODE


If y(x) is a solution of an nth order ODE and if y(x) contains no free constants,
then y(x) is a particular solution of the ODE.
Such solutions usually arise after the boundary conditions have been applied to the
general solution.
The great logician Betrand Russell once claimed that he could prove anything
if given that 1+1=1. So one day, some smarty-pants asked him, Ok. Prove
that youre the Pope. He thought for a while and proclaimed, I am one.
The Pope is one. Therefore, the Pope and I are one.

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Separable first order ODEs.

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19.1

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Separable equations

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Example 19.2
Show that

In an earlier example we solved


x
dy
=
dx
y

sin(x)
is not separable.

by first rearranging the equation so that y appeared only on the left hand side while x
appeared only on the right hand side. Thus we found
Z

y dy =

dy
+ y 2 = cos(x)
dx

Example 19.3
The number of bacteria in a colony is believed to grow according to the ODE

x dx

dN
= 2N
dt

and upon completing the integral for both sides we found

where N (t) is the number of bacteria at time t. Given that N = 20 initially, find N at
later times.

y 2 (x) = C x2
This approach is known as separation of variables. It can only be applied to those ODEs
that allow us to shuffle the x and y terms onto separate sides of the ODE.

Example 19.4 : Newtons law of cooling


This is a simple model of how the temperature of a warm body changes with time.
The rate of change of the bodys temperature is proportional to the difference between
the ambient and body temperatures. Write down a differential equation that represents
this model and then solve the ODE.

Separation of variables
If an ODE can be written in the form

Example 19.5

f (x)
dy
=
dx
g(y)

Use the substitution u(x) = x2 + y(x) to reduce the non-separable ODE

then the ODE is said to be separable and its solution may be found from
Z
Z
g(y) dy =
f (x) dx

u
du
= 3x
dx
x
to a separable ODE. Hence obtain the general solution for u(x).

Example 19.1

19.2

Show that the ODE

First order linear ODEs

This is a class of ODEs of the form


x dy

dx

2y = 1

dy
+ P (x)y = Q(x)
dx

is separable. Hence solve the ODE.

where P (x) and Q(x) are known functions of x.


We will study two strategies to solve such ODEs.

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Example 19.6

Example 19.8

Given

Show that
dy 1
+ y=0
dx x

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y(x) =

C
+x
x

is the general solution of the ODE in the previous example.

find y(x).
For this ODE we have P (x) = 1/x and Q(x) = 0.

Thus we have solved the ODE by a two step process, first by solving the homogeneous
equation and second by finding any particular solution.

Solving this ODE is easy its a separable ODE, thus we have


1
dy
= dx
y
x

Strategy 1 for Linear 1st Order ODEs


Suppose that yh (x) is the general solution of the homogeneous equation

and after integrating both sides we find


y(x) =

dyh
+ P (x)yh = 0
dx

C
x

and suppose that yp (x) is any particular solution of

where C is a (modified) constant of integration.

dy
+ P (x)y = Q(x)
dx

Note that the above ODE has y(x) = 0 as a particular solution.

Then the general solution of the previous ODE is

Whenever a linear ODE has y(x) = 0 as a solution we say that the ODE is homogeneous.

y(x) = yh (x) + yp (x)

Example 19.7
Show that y(x) = x is a particular solution of

Note, in some books yh (x) is written as yc (x) and is known as the complementary solution.

dy 1
+ y=2
dx x

Though this above procedure sounds easy we still have two problems,

We call it a particular solution because it does not contain an arbitrary constant of


integration.

I How do we compute the general solution of the homogeneous ODE?


I How do we obtain a particular solution?

This ODE looks very much like the previous example with the one small change that
Q(x) = 2 rather than Q(x) = 0. We can expect that the general solution will be similar
to the solution found in the previous example.

19.2.1

Solving the homogeneous ODE

Setting Q(x) = 0 leads to


dy
+ P (x)y = 0
dx
This is separable, thus we have

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dy
= P (x)dx
y

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which we can integrate, with the result


y(x) = Ce

P (x) dx

Remember that this y(x) will be used as yh (x), the homogeneous solution of the nonhomogeneous ODE.

Engineering Mathematics

Example 19.9
Verify the above solution for y(x)
19.2.2

20.

Finding a particular solution

This usually involves some inspired guess work. The general idea is to look at Q(x)
and then guess a class of functions for yp (x) that might be a solution of the ODE. If
you include few free parameters you may be able to find a particular solution any
particular solution will do.

Pi goes on and on and on ...


And e is just as cursed
I wonder: Which is larger
When their digits are reversed?

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The integrating factor.

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The Integrating factor

Example 20.1 : Easy


Use an inspired guess to find a particular solution of

dy
+ 3y = sin(x)
dx

Example 20.2 : Harder

Use an inspired guess to find a particular solution of


dy
+ (1 + 3x)y = 3ex
dx

d(Iy)
= I(x)Q(x)
dx
Z
Z
d(Iy)
dx = I(x)Q(x) dx
dx
Z
I(x)y(x) = I(x)Q(x) dx
y(x) =

1
I(x)

The great advantage with this method is that it works every time! No guessing!
The function I(x) is known as the integrating factor.

The main advantage of this method of inspired guessing (better known as the method of
undetermined coefficients) is that it is easy to apply. The main disadvantage is that it is
not systematic it involves an element of guess work in finding the particular solution.

Strategy 2 for Linear 1st Order ODEs

We need another, better and systematic strategy.

The general solution of

We begin by noticing that for any function I(x),


is

1 d(Iy)
dy
1 dI
=
+y
I dx
dx
I dx
The right hand side looks similar to the left hand side of our generic first order linear
ODE. We can make it exactly the same by choosing I(x) such that

I(x) = e

P (x) dx

Example 20.3

This is a separable ODE for I(x), with the particular solution


R

dy
+ P (x)y = Q(x)
dx
Z
1
I(x)Q(x) dx
y(x) =
I(x)

where the integrating factor I(x) is given by

1 dI
P (x) =
I dx

I(x) = e

I(x)Q(x) dx

Find the general solution of


P (x) dx

dy 1
+ y=2
dx x

So why our we doing this? Because once we know I(x) our original ODE may be rewritten as

Here we have P (x) = 1/x and Q(x) = 2.

1 d(Iy)
= Q(x)
I dx
We can now integrate this,

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Eulers method

Comparatively few differential equations can be integrated exactly to give a solution


written in terms of elementary functions. Thus, to determine the form of the solutions
of any other differential equations, we need to use a numerical method to calculate
approximate solutions. Here we will, using Taylor series, derive a numerical method
which is applicable to first order differential equations of the form
dy
= f (x, y)
dx

Engineering Mathematics

where f is a function of both variables x and y. We wish to seek a function y(x) which
will satisfy this differential equation for all x > a, given some initial value x = a at
which the value y(a) is specified.

21.

Solutions to first order ODEs: A numerical


method

Example 21.1
From the theory of linear differential equations we can show the equation
dy
= x + y 1, x > 0
dx
has the general solution
y(x) = Cex + x
for any real number C.
To determine a unique solution for this problem, we need to use a specified value y0 at
an initial point x = a. The value y(a) = y0 is known as the initial condition.

Example 21.2
The differential equation

dy
= x + y 1, x > 0
dx
with the initial condition y(0) = 1 has C = 1 and then the exact solution to this initial
value problem is
y(x) = ex + x for all x > 0.

Example 21.3
The differential equation

dy
= x + y 1, x > 1
dx
with the initial condition y(1) = 3 has C = 2e1 and then the exact solution to this
initial value problem is
y(x) = 2ex1 + x for all x > 1.
In general, the choice of initial condition y(a) = y0 is determined by the particular
problem being solved.

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How would we attempt to find an approximate solution to an initial value ordinary


differential equation problem?

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Algorithm for Eulers method


dy
Given a differential equation
= f (x, y) for x > a, an initial value y(a), a number
dx
of N steps and a final value b of x
ba
Set h to
N
Set x to a

The Eulers method is the simplest, and least accurate, of the many numerical methods that could be considered, but it does illustrate the general of principle of finite
difference numerical methods you may see in other units.
The first feature of finite difference methods is that they can only approximate values
of the solutions at a finite number of points, typically a sequence of point xn = a + nx
for n = 0, 1, 2, . . . , N separated by a constant stepsize x. The particular choice of x
depends on how accurate we wish the approximation solution to be; the smaller the
value of x the more accurate the appoximate solution will be.

Set y

to y(a)

For n from 1 to N do
Set xL to x

The first feature of finite difference methods is that they follow a marching procedure,
moving from the known value of y at x0 to find an approximate value of y at x1 , then
moving from that approximate value of y at x1 to find an approximate value of y at x2 ,
and so on. Thus given the initial condition y0 = y(x0 ) = y(a) we use the differential
equation
dy
(x0 ) = f (x0 , y(x0 ))
dx
evaluate at that point to help us determine an approximate value y1 for y(x1 ). One way
of doing this is to note that differential equation tells us the slope of the curve y(x) at
x0 , while we can estimate the slope between (x, y) = (x0 , y(x0 )) and (x, y) = (x1 , y(x1 ))
by the gradient formula
y(x1 ) y(x0 )
m=
x
for small x = x1 x0 . Combining these two results gives

Set yL to y
Set x to xL + x
Set y to yL + xf (xL , yL )
then the y value at the nth step is an approximate value of y(a + nx).
The magnitude in the error in Eulers method can be estimated by using a Taylor series
expansion of y(x). For example, at x1 = x0 + x the exact solution y(x1 ) can be written
in the Taylor series form
y(x1 ) = y(x0 + x) = y(x0 ) + x

dy
(x)2 d2 y
(x0 ) +
(x0 ) +
dx
2 dx2

and using the differential equation this becomes

y(x1 ) y(x0 )
f (x0 , y(x0 ))
x

y(x1 ) = y(x0 ) + xf (x0 , y0 ) +

and therefore,

(x)2 d2 y
(x0 ) +
2 dx2

From the definition of the approximate value y1 it follows that the error |y1 y(x1 )| after
one step (local trunctation error ) is of O (x)2 . If a similar error occurs over each of
the succeding steps then at the fixed value of x = b, reached after N steps, the error
(global trunctation error ) will be of order N (x)2 or x (b a) which is O(x). The
global truncation error is the most significant error measure since it takes into account
that extra steps are required to reach a fixed value of x as x is decreased.

y(x1 ) y(x0 ) + xf (x0 , y(x0 )) .


The right-hand side of this equation can be used to define an approximate value y1 for
the exact solution y at x1 using
y1 = y0 + xf (x0 , y0 ) .
Having determined an approximate value y1 for y(x1 ), we now can proceed in a similar
manner to find an approximate value y2 for y(x2 ) using

Example 21.4
Consider the the differential equation

y2 = y1 + xf (x1 , y1 ) .

dy
= x + y 1, x > 0
dx

The same process can be used indefinitely, leading to a sequence of approximate values
yn for y(xn ) given by the recurrence relation

with the initial condition y(0) = 1 on the interval [0, 1].

yn+1 = yn + xf (xn , yn ) forn = 0, 1, . . . , N 1.

Recall, we stated the exact solution for this initial value problem is
y(x) = ex + x.

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Eulers method for x = 0.5 gives


x
y
0.0 1
0.5 1
1.0 1.25
The error in the approximation at the fixed value of x = 1 is

ENG1005

|y2 y(1)| = |1.25 1.7183| = 0.4683

Engineering Mathematics

Eulers method for x = 0.25 gives


x
y
0.0 1
0.25 1
0.5 1.0625
0.75 1.2031
1.0 1.4414
The error in the approximation at the fixed value of x = 1 is

22.

|y4 y(1)| = |1.4414 1.7183| = 0.2769


which is roughly half the error found for x = 0.5
Lastly, if we plot the sequence of approximated value for x = 0.5, x = 0.25 and
x = 0.125 it is clear that the approximation at x = 1 improves as we decrease x.

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Homogeneous Second order ODEs.

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Second order linear ODEs

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So we have a quadratic equation for , its two solutions are

The most general second order linear ODE is


1 =
P (x)

d2 y
dy
+ Q(x) + R(x)y = S(x)
dx2
dx

b +

b2 4ac
2a

and 2 =

b2 4ac
2a

Lets assume for the moment that 1 6= 2 and that they are both real numbers.
What does this all mean? Simply that we have found two distinct solutions of the ODE,

Such a beast is not easy to solve. So we are going to make life easy for ourselves by
assuming P (x), Q(x), R(x) and S(x) are constants. Thus we will be studying the
reduced class of linear second order ODEs of the form
a

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y1 (x) = e1 x

dy
d2 y
+ b + cy = S(x)
dx2
dx

and y2 (x) = e2 x

Now we can use two of the properties of the ODE, one, that it is linear and two, that it
is homogeneous, to declare that

where a, b, and c are constants.


y(x) = Ay1 (x) + By2 (x)

No prizes for guessing that these are called constant coefficient equations.
We will consider two separate cases, the homogeneous equation where S(x) = 0 and the
non-homogeneous equation where S(x) 6= 0.

is also a solution of the ODE for any choice of constants A and B.

22.2

Prove the previous claim, that y(x) is a solution of the linear homogeneous ODE.

Example 22.1

Homogeneous equations

Here we are trying to find all functions y(x) that are solutions of

And now comes the great moment of enlightenment the y(x) just given contains two
arbitrary constants and as the general solution of a second order ODE must contain two
arbitrary constants we now realise that y(x) above is the general solution.

dy
dy
+ b + cy = 0
dx2
dx

Example 22.2 : Real and distinct roots

Lets take a guess, lets try

Find the general solution of


y(x) = ex
d2 y dy
+
6y = 0
dx2 dx

We introduce the parameter as something to juggle in the hope that y(x) can be made
to be a solution of the ODE. First we need the derivatives,
First we solve the quadratic
y(x) = ex

dy
= ex
dx

d2 y
= 2 ex
dx2

2 + 6 = 0

Then we substitute this into the ODE

for . This gives 1 = 2 and 2 = 3 and thus

0 = a2 ex + bex + cex

0 = (a2 + b + c)ex

0 = a2 + b + c

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y(x) = Ae2x + Be3x


but ex 6= 0

is the general solution.


The quadratic equation

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This the general solution of the ODE written in a form suitable for use with real numbers.
a2 + b + c = 0
arising from the guess y(x) = ex is known as the characteristic equation for the ODE.

Constant coefficient 2nd order homogeneous ODEs

We have already studied one case where the two roots are real and distinct. Now we
shall look at some examples where the roots are neither real nor distinct.

For the ODE


a

Example 22.3 : Complex roots

d2 y
dy
+ b + cy = 0
dx2
dx

first solve the quadratic

Find the general solution of

a2 + b + c = 0
for . Let the two roots be 1 and 2 . Then for the general solution of the previous
ODE there are three cases.

d2 y
dy
2 + 5y = 0
dx2
dx
First we solve the quadratic
2 2 + 5 = 0

Case 1 : 1 6= 2 and real

y(x) = Ae1 x + Be2 x

Case 2 : = i

y(x) = ex (A cos(x) + B sin(x))

for . This gives 1 = 1 2i and 2 = 1 + 2i. These are distinct but they are complex.
Thats not a mistake just a venture into slightly unfamiliar territory. The full solution
is still given by
y(x) = Ae1 x + Be2 x = Ae(12i)x + Be(1+2i)x
This is a perfectly correct mathematical expression and it is the solution of the ODE.
However, in cases where the solution of the ODE is to be used in a real-world problem,
we would expect y(x) to be a real-valued function of the real variable x. In such cases
we must therefore have both A and B as complex numbers. This is getting a bit messy
so its common practice to re-write the general solution as follows.
First recall that ei = cos + i sin and thus

e(12i)x = ex (cos(2x) i sin(2x))


e(1+2i)x = ex (cos(2x) + i sin(2x))
and thus our general solution is also
y(x) = ex ((A + B) cos(2x) + (iA + iB) sin(2x))
Now A + B and iA + iB are constants so lets just replace them with a new A and a
new B, that is we write
y(x) = ex (A cos(2x) + B sin(2x))

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Non-homogeneous equations

This is what the typical non-homogeneous linear constant coefficient second order ordinary differential equation (phew!) looks like
a

Engineering Mathematics

d2 y
dy
+ b + cy = S(x)
dx2
dx

where a, b, c are constants and S(x) 6= 0 is some given function. This differs from the
homogeneous case only in that here we have S(x) 6= 0.
Our solution strategy is very similar to that which we used on the general linear first
order equation. There we wrote the general solution as

23.

Non-Homogeneous Second order ODEs.

y(x) = yh (x) + yp (x)


where yh is the general solution of the homogeneous equation and yp (x) is any particular
solution of the ODE.
We will use this same strategy for solving our non-homogeneous 2nd order ODE.

Example 23.1
Find the general solution of
d2 y dy
+
6y = 1 + 2x
dx2 dx
This proceeds in three steps, first, solve the homogeneous problem, second, find a particular solution and third, add the two solutions together.
Step 1 : The homogeneous solution
Here we must find the general solution of
d2 yh dyh
+
6yh = 0
dx2
dx
for yh . In the previous lecture we found
yh (x) = Ae2x + Be3x
Step 2 : The particular solution
Here we have to find any solution of the original ODE. Since the right hand side is a
polynomial we try a guess of the form
yp (x) = a + bx

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where a and b are numbers (which we have to compute).

Example 23.2

Substitute this into the left hand side of the ODE and we find

What guesses would you make for each of the following?


S(x) = 2 + 7x2
S(x) = (sin(2x))e3x
S(x) = 2x + 3x3 + sin(4x) 2xe3x

d2 (a + bx) d(a + bx)


6(a + bx) = 1 + 2x
+
dx2
dx

b 6a 6bx = 1 + 2x

This must be true for all x and so we must have


b 6a = 1

and

23.3
6b = 2

Exceptions

Without exception there are always exceptions!


If S(x) contains terms that are solutions of the corresponding homogeneous equation
then in forming the guess for the particular solution you should multiply that term by x
(and by x2 if the term corresponded to a repeated root of the characteristic equation).

from which we get b = 1/3 and a = 2/9 and thus


2 1
yp (x) = x
9 3

Example 23.3

Note finding a particular solution be this guessing method is often called the method of
undetermined coefficients.

Find the general solution for

Step 3 : The general solution

d2 y dy
+
6y = e2x
dx2 dx

This is the easy bit


The homogeneous solution is
y(x) = yh (x) + yp (x) = Ae2x + Be3x

2 1
x
9 3

yh (x) = Ae2x + Be3x

Our job is done!


and thus we see that our right hand side contains a piece of the homogeneous solution.
The guess for the particular solution would then be

23.2

Undetermined coefficients
yp (x) = (a + bx)e2x

How do we choose a workable guess for the particular solution? Simply by inspecting
the terms in S(x), the right hand side of the ODE.

Now solve for a and b.

Here are some examples,


Guessing a particular solution
S(x) = (a + bx + cx2 + + dxn )ekx

try yp (x) = (e + f x + gx2 + + hxn )ekx

S(x) = (a sin(bx) + c cos(bx))ekx


try yp (x) = (c cos(bx) + f sin(bx))ekx

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Applications of Differential Equations

Applications of ODEs

In the past few lectures we studied, in detail, various techniques for solving a wide
variety of differential equations. What we did not do is ask why we would want to solve
those equations in the first place. A simple (but rather weak) answer is that it is a nice
intellectual challenge. A far better answer is that these ODEs arise naturally in the
study of a vast array of physical problems, such as population dynamics, the spread of
infectious diseases, the cooling of warm bodies, the swinging motion of a pendulum and
the motion of planets. In this lecture we shall look at some of these applications.
In each of the following examples we will not spend time computing the solution of the
ODE this is left as an exercise for the (lucky) student!

24.2

24.

Monash University

Newtons law of cooling

Newtons law of cooling states that the rate of change of the temperature of a body is
directly proportional to the temperature difference between the body and its surrounding
environment. Let the temperature of the body be T and let Ta be that of the surrounding
environment (the ambient temperature). Then Newtons law of cooling is expressed in
mathematical terms as
dT
= k(T Ta )
dt
where k is some constant.
This is a simple non-homogeneous first order linear differential equation. Its general
solution is
T (t) = Ta + Aekt
To apply this equation to a specific example we would need information that allows us
to assign numerical values to the three parameters, Ta , k, and A.

Example 24.1 : A murder scene


We can use Newtons law of cooling to estimate the time of death at a murder scene.
Suppose the temperature of the body has been measured at 30 deg C. The normal body
temperature is 37 deg C. So the question is How long does it take for the body to cool
from 37 deg C to 30 deg C? To answer this we need values for Ta , k, and A. Suppose
the room temperature was 20 deg C and thus Ta = 20. For k we need to draw upon
previous experiments (how?). These show that a body left to cool in a 20 deg C room
will drop from 37 deg C to 35 deg C in 2 hours. Substitute this into the above equation
and we have

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T (0) = 37 = 20 + Ae

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This can be reduced to a differential equation by dividing through by t and then taking
the limit as t 0. The result is

T (2) = 35 = 20 + Ae2k

dy

= y
dt
V

Two equations in two unknowns, A and k. These are easy to solve, leading to
A = 17

and

k=

1
loge
2

17
15

The general solution is

0.06258

y(t) = y(0)et/V

Thus

Example 24.2

T (t) = 20 + 17e0.06258t

Suppose the water pumps could empty the pool in one day. How long would it take to
halve the level of pollution?

Now for the time of the murder. Put T (t) = 30 and solve for t,
30 = 20 + 17e0.06258t

t=

1
loge
0.06258

10
17

24.4

8.5

The original application of ODEs was made by Newton (at the age of 22 in 1660) in the
study of how things move. He formulated a set of laws, Newtons laws of motion, one
of which states that the nett force acting on a body equals the mass of the body times
the bodies acceleration.

That is, the murder occurred about 8.5 hours earlier.

24.3

Newtonian mechanics

Pollution in swimming pools

Let F be the force and let r (t) be the position vector of the body. Then the bodys
and acceleration aredefined by
velocity

Swimming pools should contain just two things people and pure water. Yet all too
often the water is not pure. One way of cleaning the pool would be to pump in fresh
water (at one point in the pool) while extracting the polluted water (at some other
point in the pool). Suppose we assume that the pools water remains thoroughly mixed
(despite one entry and exit point) and that the volume of water remains constant. Can
we predict how the level of pollution changes with time?

v (t) =

dr

dt

a (t) =

dv
d2 r
=

dt
dt2

Suppose at time t there is y(t) kgs of pollutant in the pool and that the volume of the
pool is V litres. Suppose also that pure water is flowing in at the rate litres/min and,
since the volume remains constant, the outflow rate is also litres/min.

Then Newtons (second) law of motion may be written as

Now we will set up a differential equation that describes how y(t) changes with time.
Consider a small time interval, from t to t + t, where t is a small number. In that
interval t litres of polluted water was extracted. How much pollutant did this carry?
As the water is uniformly mixed we conclude that the density of the pollutant in the
extracted water is the same as that in the pool. The density in the pool is y/V kg/L
and thus the amount of pollutant carried away was (y/V )(t). In the same small time
interval no new pollutants were added to the pool. Thus any change in y(t) occurs solely
from the flow of pollutants out of the pool. We thus have

d2 r
=F
2
dt

If we know the force acting on the object then we can treat this as a second order
ODE for the particles position r (t). The usual method of solving this ODE is to write
to re-write the above ODE as three separate ODEs,
r (t) = x(t) i + y(t)j + z(t)k and
one each forx(t), y(t)

and z(t).

y
y(t + t) y(t) = t
V

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dx
= Fx
dt2

d2 z
= Fz
dt2

d2 x
GM m x
= 2
dt2
r
r

d2 y
GM m y
= 2
dt2
r
r

where Fx , Fy , Fz are the components of the force in the directions of the (x, y, z) axes,
F = Fx i + Fy j + Fz k .

d2 y
m 2 = Fy
dt
m

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where r is a unit vector parallel to r , M is the mass of the Sun and m is the mass of
The minus sign shows that
the force if pulling the Earth toward the Sun.
the Earth.
The unit vector is easy to compute, r = (x i + y j )/r. Thus we have, finally,

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This is a non-linear coupled system of ODEs these are not easy to solve, so we resort
to (more) simple approximations (in other Maths subjects!).

Example 24.3 : Planetary motion

Example 24.4 : Simple Harmonic Motion

Newton also put forward a theory of gravitation that there exists a universal force of
gravity, applicable to every lump of matter in the universe, that states that for any pair
of objects the force felt by each object is given by
F =

Many physical systems display an oscillatory behaviour, such as a swinging pendulum


or a hanging weight attached to a spring. It seems reasonable then to expect the sine
an cosine functions to appear in the description of these systems. So what type of
differential equation might we expect to see for such oscillatory systems? Simply those
ODEs that have the sine and cosine functions as typical solutions. We saw in previous
lectures that the ODE

Gm1 m2
r2

where m1 and m2 are the (gravitational) masses of the respective bodies, r is the distance
between the two bodies and G is a constant (known as the Newtonian gravitational
constant and by experiment is found to be 6.673 1011 N m2 /kg 2 ). The force is directed
along the line connecting the two objects.

d2 y
= k 2 y
dt2
has

Consider the motion of the Earth around the Sun. Each body will feel a force of gravity
acting to pull the two together. Each body will move due to the action of the force
imposed upon it be the gravitational pull of its partner. However as the Sun is far more
massive than the Earth, the Sun will, to a very good approximation, remain stationary
while the Earth goes about its business.

y(t) = A cos(kt) + B sin(kt)


as its general solution. This the classic example of what is called simple harmonic
motion. Both the swinging pendulum and the weighted spring are described (actually
approximated) by the above simple harmonic equation.

We can thus make the reasonable assumptions that


I The Sun does not move.
I The Sun is located at the origin of our coordinate system, x = y = z = 0
I The Earth orbits the Sun in the z = 0 plane.
Let r (t) = x(t) i + y(t)j be the position vector of the Earth. The force acting on the
due to the gravitational
Earth
pull of the Sun is then given by

F =

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GM m
r
r2

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25.1

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What can the Laplace transform do?

Laplace transforms can be used to assist in solving differential equations by:

ENG1005

I transforming the differential equation into a simpler problem;


I solving the simpler problem;

Engineering Mathematics

25.

The Laplace Transform

I transforming the solution back to obtain the solution of the original problem.
They are most commonly used for time-dependent problems where the state of a system
is known at some initial time t = 0, say, and we want to examine the behaviour of the
system for a later time t > 0.
In this unit we will use them to solve ordinary differential equations in time, such as
those that arise from circuit theory in electronics or from mass-transfer and reaction
processes in chemical applications. In practice, however, they can also be used to solve
partial differential equations, such as those which will be seen in ENG2091/ENG2005
(for example, the heat diffusion equation).
In this unit we will mostly consider Laplace transforms as a function of a real variable,
but in practice engineers and applied mathematicians often use them in terms of a
complex-valued variable. The latter is made use of in some of the complex analysis
techniques covered in ENG2092/ENG2006.

25.2

Definition of the Laplace transform

For appropriate functions f (t) which are defined for all t 0, the Laplace transform
of f is the function F (s) such that
Z 

F (s) =
f (t) est dt
0

whenever that integral exists. In this unit we will usually treat s as a real-valued variable.
Notes:
I It is traditional to denote the Laplace transform of any function by the corresponding capital letter, for example the Laplace transform of another function g(t) would
usually be written as G(s).
I Notice that F is a function of a new variable s. Effectively we are changing from
f in terms of the time domain variable t to F in terms of the Laplace domain
variable s.
I The transformed function F need not exist for every real value of s, in fact often
the integral does not exist for s < 0.

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I Sometimes we refer to process of taking the Laplace transform of f as L{f } or


L{f (t)}, using the script letter L to denote the transform operation.

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In a similar way it can be shown that for any constant a the exponential function
f (t) = eat for all t 0 has Laplace transform

I Taking a Laplace transform is an invertible process, and if F = L{f } then we refer


to f as the inverse Laplace transform of F , sometimes written as f = L1 {F }.


L eat =

I Books can differ slightly with this notation, for example, compare James with
Kreyszig.

25.4

Linearity of Laplace transforms

The collection of Laplace transform pairs, or corresponding functions f (t) and F (s) =
L{f (t)}, can be expanded considerably by using some simple properties of the Laplace
transform process.

There are also a number of useful properties of the Laplace transform process which can
help us determine the Laplace transforms of more complicated functions, also without
needing to evaluate any additional integrals. For example, we will see that it is possible
to express the Laplace transform L{f 0 } of the derivative f 0 (t) very simply in terms of
the transform F = L{f } of f (t).

The simplest property is the linearity of the transform process. If the functions f (t) and
g(t) are defined for t 0 and have Laplace transforms L{f } and L{g} then from the
definition
Z 

L{f + g} =
(f (t) + g(t)) est dt
Z0 
Z 


=
f (t) est dt +
g(t) est dt

Some simple Laplace transforms

Example 25.1

using the linearity property of integrals. The process that we use to prove this property is also important, and will be useful for demonstrating other properties of Laplace
transforms.

Although s is a variable here, since the value of the integral depends upon it, when the
integral is being evaluated we treat s as a fixed constant. We only vary s once we have
the answer.

Similarly, if c is any real constant then


Z
L{cf } =

First, notice that for any fixed value of s > 0 the integrand is an exponentially decreasing
function that tends to zero for large values of t, and so the integral exists. Once we know
it exists, the integral can be evaluated using the anti-derivative of est , with
Z 
Z 

 
1 est dt for 0 <
1 est dt = lim

0
 
0
1
= lim
est

s
0

1
= lim es 1
s
1
= .
s

=c


(cf (t)) est dt


f (t) est dt

= cL{f } .

Combining these, we obtain the general linearity property for any constants a and b
L{af (t) + bg(t)} = aL{f (t)} + bL{g(t)} .
For example, this can be used with the results earlier to determine the Laplace transforms
of hyperbolic functions sinh(t) and cosh(t) for constant , as well as transient functions
like f (t) = 1 et .

The Laplace transform of the function f (t) = 1 is therefore


L{1} =

= L{f } + L{g}

From the definition above, the Laplace transform of the constant function f (t) = 1 for
all t 0 is
Z 

1 est dt
L{1} =

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1
for s > a.
sa

Notice that when a = 0 this reduces to the result above for f (t) = 1. (It is always wise
to cross-check!)

The Laplace transforms of a lot of common functions can be tabulated and used, without
the need to actually evaluate any integrals every time we will see some of these over
the next few lectures.

25.3

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1
for s > 0.
s

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25.5

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What sort of functions have Laplace transforms?

For a function f (t) which is defined for t 0 to have a Laplace transform, the integral
Z 

f (t) est dt
F (s) =

ENG1005

must exist for at least some values of s. This means that f must be integrable for all
t 0, and must also not grow so rapidly as t that the improper integral does
not have a finite limit for any s.

Engineering Mathematics

Sufficient conditions for F (s) to exist in most engineering applications are that f
must:
I be piecewise continuous, so that f is continuous except at a finite number of finite
jumps over the domain t 0; and

26.

I have sub-exponential growth, so that |f (t)| M et for some constants M and .

Example 25.2
The function f (t) = eat for any constant a is both continuous and sub-exponential (with
M = 1 and = a).

Example 25.3
The unit step function u(t) that will be used in a later lecture is both piecewise continuous and sub-exponential (with M = 1 and = 0, for example).

Example 25.4
There are no constants M and for which f (t) = exp(t2 ) can be bounded by |f (t)|
M et for all values of t 0, and hence its improper integral over [0, ) does not exist
for any real value of s. As a result, the function f (t) = exp(t2 ) does not have a Laplace
transform.

Example 25.5
1
does not have a Laplace transform, in this case because f (t)
1t
is not integrable near t = 1 and so F (s) does not exist for any real value of s.
The function f (t) =

Note, however, that some functions that do not satisfy the sufficient conditions above can
1
still have Laplace transforms, for example later we will find the transform of f (t) = ,
t
even though it is not continuous at t = 0.

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Inverting Laplace transforms

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26.1

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Reversing the process - finding inverse Laplace transforms

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were seen in the previous lecture to arise from transforming f1 (t) = 1 and f2 (t) = et
respectively, with

As mentioned previously, Laplace transforms can be used to assist in solving differential


equations by:

L{1} =

I transforming the differential equation into a simpler problem;



1
1
1
and L eat =
, so that L et =
s
sa
s+1

As a result, F (s) can be written in the form F (s) = L{1} L{et } and using the
linearity property we have that F (s) = L{1 et }, and hence f (t) = 1 et for all
t 0.

I solving the simpler problem;


I transforming the solution of that back into the solution of the original problem.

The key steps to the tables-based inversion process are to:

This solution procedure is only effective if we can perform the final step, which involves
inverting the Laplace transform process, in a straightforward manner. This means that
having found the transform G(s) = L{g}, say, of the solution we want to recover the
unknown function g(t) as simply as possible.

I establish a table of known Laplace transforms and properties; and


I manipulate a given transform so that all of its terms can be inverted using entries
on the table.

There are two ways to invert a Laplace transform:


Note: In practice two functions can have minor differences but still have the same Laplace
transform, for example if they differ only at a single point then the values of their
integrals are not affected. The inversion process therefore cannot be absolutely precise
about values of f at jump discontinuities.

1. an inversion formula based on integration in the complex plane; or


2. inspection and manipulation, along with a table of known transforms and their
properties.

26.2

In this unit we mostly follow the simpler approach based on a table of known transforms
and properties, rather than use integrals in the complex plane to evaluate the inverse
transforms.

It was seen in earlier lectures on ordinary differential equations that positive integer
powers of t, such as t, t2 , t3 , . . . often appear in solutions of differential equations. We
therefore need to include their Laplace transforms in our table so that we can identify
such terms during the inversion process.

The tables-based approach requires that we rearrange a given transform F (s) into an
equivalent combination of known transforms that are all listed on our table. Typically,
this also requires using some known properties of Laplace transforms - including the
linearity property in the previous lecture.

Example 26.2

Example 26.1

When f (t) = t (or the ramp function) we can use integration by parts to deduce that
Z 

test dt
L{t} =
0
Z 
 
= lim
test dt for 0 <

 Z 
0
 
1
t
est dt
= lim
est

s
s
0
0
h
i h1
i 
s
= lim
e
+ 0 2 est

s
s
0


s h 1 s
1i
= lim e
2e
2

s
s
s
1
= 2.
s

If the Laplace transform of our desired solution f (t) were


F (s) =

1
for s > 0
s (s + 1)

then we can use a partial fraction expansion to write this as


F (s) =

1
1

s s+1

The reason for rearranging F (s) into that form is that the two transforms
F1 (s) =

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Laplace transforms of powers

1
1
and F2 (s) =
s
s+1

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26.4

More generally it can be shown that


L{tn } =

n!
sn+1

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A preliminary table of some Laplace transforms

Based on results to date, we can start writing a table for use with Laplace transform
problems:

for any integer n, where n! is the factorial of n. (Recall that n! = 1 2 3 . . . (n 1) n.)


For powers of t that are not positive integers this result can be generalised to the form
L{t } =

( + 1)
for any value of > 1
s+1

f (t)

where is known as the Gamma function. This is the extension of the factorial to
non-integer values
(n + 1) = n! for integers n) and it has ( + 1) = () for
 (with

all . Also 12 = , for example.

26.3

The s-shifting property

The number of known transforms can be extended by recognising a simple property of


the transform process, that if F (s) is the Laplace transform of f (t) then
Z 

F (s) =
f (t) est dt

This result, that



F (s) = L{f (t)} implies that F (s a) = L f (t) eat

is often known as the s-shifting property, and it can both help us calculate new
Laplace transforms and help identify inverse transforms.


f (t) est dt

1
for s > 0
s

eat

1
for s > a
sa

sinh(t)

for s > ||
s2 2

cosh(t)

s
for s > ||
s2 2

tn for n 0

n!
for s > 0
sn+1

t for > 1

( + 1)
for s > 0
s+1

f (t) eat

F (s a)

and that replacing s in this by (s a), for any constant a, and using the index laws
gives that
Z 

F (s a) =
f (t) e(sa)t dt
Z0 

=
f (t) eat est dt
0


= L f (t) eat .

L{f } = F (s) =

Graphically and analytically, the s-shifting property implies that a shift in the graph of
the function F to the right by an amount a, or replacing F (s) by F (s a), corresponds
to multiplying the original function f by the exponential eat , with f (t) replaced by
f (t) eat .
As before, the key technique here is to be able to spot a known transform that has been
s-shifted.

Example 26.3
Notice the relationship between L{1} and L{eat } that were seen in the previous lecture.

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27.1

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Monash University

Laplace transforms of first-order derivatives

The Laplace transform L{f 0 } of the derivative f 0 (t) of a given differentiable function
f (t) is given by
Z 

L{f 0 } =
f 0 (t) est dt
0

Engineering Mathematics

27.

Laplace transforms of derivatives

whenever that integral exists. It turns out that this expression can also be written in
terms of the Laplace transform F (s) = L{f } of f (t) itself. To see this, use integration
by parts on the expression above, with
Z 
Z 

 
f 0 (t) est dt = lim
f 0 (t) est dt for 0 <

0

h 0
i Z 

f (t) sest dt
= lim
f (t) est

0
0
h
Z 
i
 
s
= lim
f ( ) e
f (0) + s
f (t) est dt

0
Z 

st
=s
f (t) e
dt f (0)
0

= sF (s) f (0)

so that
L{f 0 } = sF (s) f (0) where F (s) = L{f } .
In terms of Laplace transforms, the differentiation operation is replaced by an algebraic
operation. This powerful result is the basis of using Laplace transforms to help solve
differential equations.

27.2

Initial-value problems for first-order linear ordinary differential equations

To illustrate the application of Laplace transforms to linear differential equations, consider the problem where some unknown function y(t) satisfies the first-order initial-value
problem
dy
+ 2y = 2 with initial condition y(0) = 2.
dt
You learned how to solve this in previous lectures, but alternatively we can use Laplace
transforms and seek the transform Y (s) = L{y(t)} of the solution. To find Y , take the
Laplace transform of the differential equation using the derivative property, so that
 
dy
L
+ L{2y} = L{2}
dt
which gives
(sY (s) y(0)) + 2Y (s) =

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2
s

170

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and then applying the initial condition y(0) = 2 becomes

for any real constant , where i =

Y (s) =

2 (s + 1)
.
s (s + 2)

Using partial fractions, the Laplace transform Y of the solution y can be written as
Y (s) =

1
1
+
s s+2

and inverting using our table gives that y(t) = 1 + e2t . Yet no differentiation or
integration was involved!

27.3

Laplace transforms of higher-order derivatives

The technique used above for a first-order differential equation can be extended to higherorder differential equations, but first we need to calculate the Laplace transforms of
higher-order derivatives.

Example 27.1
To determine L{f 00 } we can use the property L{f 0 } = sF {s} f (0) recursively by
applying it to f 00 and then to f 0 . This gives that

1.

There are other ways to determine the same two results, for example directly from the
definition by integration by parts (twice), or instead by solving the differential equation
f 00 + 2 f = 0 with the appropriate initial conditions on f for the cosine and sine solutions,
respectively.

or that
L{f 00 } = s2 L{f } sf (0) f 0 (0)

In combination with the s-shifting, this allows us to invert transforms with any quadratic
denominator.

In the next lecture this will be used to assist in solving problems involving second-order
differential equations.


The same recursive process can be used to determine L{f 000 }, L f (4) and so on in
terms of L{f }, although in this unit we will not usually use higher than second-order
derivatives.

27.5

Damped oscillations

The sine and cosine functions are used to describe harmonic oscillations, such as occur
with a frictionless pendulum or an electrical circuit with no resistance. In reality there
is usually some form of damping that decreases the energy of the system over time and
eventually leads to no motion or current. Typically, such behaviour might be represented
in terms of the functions
eat cos(t) and eat sin(t)

Transforms of sine and cosine functions

When solving second-order differential equations, the sine and cosine functions often
arise, so we need to add those to our table of known transforms. One way to do this is
to use the Euler formula
eit = cos(t) + i sin(t)

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it follows from the real and imaginary parts that


s

L{cos(t)} = 2
and L{sin(t)} = 2
s + 2
s + 2

L{f 00 } = sL{f 0 } f 0 (0)


= s (sF (s) f (0)) f 0 (0)
= s2 F (s) sf (0) f 0 (0)

27.4

Monash University

From the definition of the Laplace transform we obtain that


Z 


eit est dt
L eit =
Z0 

=
e(is)t dt
0
Z 
 
= lim
e(is)t dt for 0 <

 
0
1
= lim
e(is)t

i s
0


1
1
(is)
e

= lim

i s
i s
1
=
s i
s + i
= 2
s + 2

s
= 2
+i 2
s + 2
s + 2
Since

L eit = L{cos(t) + i sin(t)}
= L{cos(t)} + iL{sin(t)}

2
(sY (s) 2) + 2Y (s) = ,
s
and hence

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where a is a negative parameter, so that both functions tend to zero as t becomes large.
We can calculate the Laplace transforms of these functions using our known results.

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Example 27.2
If we write f (t) = cos(t) then F (s) =
have that

s
, and from the s-shifting property we
s2 + 2

ENG1005





L eat cos(t) = L eat f (t)
= F (s a)
(s a)
=
(s a)2 + 2

Engineering Mathematics

Example 27.3
If we write g(t) = sin(t) then G(s) =
have that

, and from the s-shifting property we


s2 + 2

28.





L eat sin(t) = L eat g(t)
= G(s a)

=
(s a)2 + 2
These results will not be included on our table of Laplace transform as they can be
derived easily from the other results. However, notice that the denominator always has
complex-valued roots s = a i. This is important as it will enable us to invert partial
fraction expansions that involve an irreducible quadratic factor on the denominator.

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Applications to differential equations

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28.1

Monash University

Using partial fraction

Step 4 is to solve the resulting equations for the required constants A, B, C, . . .


This can be done by using traditional simultaneous equation techniques, for example.

28.3

Second-order initial-value problems for linear ODEs

In the previous lecture we saw how to solve a first-order linear differential equation for
y(t) by taking the Laplace transform of the differential equation itself, and using the
transform of derivative property to determine an expression for Y (s) = L{y(t)}. The
same approach can be used for initial-value problems involving second-order ordinary
differential equations with constant-coefficients.

Example 28.1
3
2
5s 3
=
+
.
s2 2s 3
s3 s+1

Example 28.2

Before we can do this, we need to know how to determine the partial fraction expansion of any proper rational function.

Consider the problem

Note: If the original expression is not a proper rational function, then algebraic long
division must be performed first.

28.2

dy
dy
d2 y
2 3y = 0 where y(0) = 5 and
(0) = 7.
dt2
dt
dt

Steps for determining partial fraction expansions

Taking Laplace transforms of the differential equation, and writing Y (s) = L{y}, we
obtain that

s2 Y (s) sy(0) y 0 (0) 2 (sY (s) y(0)) 3Y (s) = 0,

Step 1 is to write the denominator Q(s) in terms of linear and/or irreducible quadratic
factors.
Step 2 is to write the required rational function
Here we use the following forms:
Type of factor in Q(s)
as + b (linear)

P (s)
as the sum of partial fractions.
Q(s)

collecting like terms,


s2 2s 3 Y (s) = (s 2) y(0) + y 0 (0)

Corresponding partial fraction terms(s)

and applying the initial conditions,

A
as + b

that is,
(as + b) for some integer k

A
B
C
K
+
+ ... +
+
as + b (as + b)2 (as + b)3
(as + b)k

as2 + bs + c (irreducible to linear)

As + B
as2 + bs + c

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Step 3 is to equate numerators over a common denominator, multiplying out the factors and either (a) collecting terms with like powers of s or (b) evaluating at an
appropriate number of values of s.

The solutions of ordinary differential equations often involve exponential and/or circular
functions, so their Laplace transforms will often involve partial fractions. A proper
rational function
P (s)
R(s) =
Q(s)
is a ratio of polynomials in which the degree of the numerator P (s) is less than the
degree of the denominator Q(s). All proper rational functions can be re-written by
expressing R(s) as the sum of simpler rational functions of degree one or two, called
partial fractions, which are easy to invert.

We can write

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s2 2s 3 Y (s) = 5s 3,
Y (s) =

5s 3
.
s2 2s 3

Using the partial fraction expansion noted earlier, it follows that

(as2 + bs + c) (irreducible to linear)

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Y (s) =

As + B
Cs + D
Ks + L
+ ... +
+
as2 + bs + c (as2 + bs + c)2
(as2 + bs + c)k

175

3
2
+
s3 s+1

and, using our table to invert this, that the solution is y(t) = 3e3t + 2et for t 0.
(Check that this satisfies the DE and initial conditions!)
This same process works for a variety of applications.

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28.4

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Application to circuit theory

We might displace the body by y(0) = d and release it from rest (so y 0 (0)) - we then
seek y(t) for t > 0.
This initial-value problem can be solved using the same process as for the previous applications, by finding the Laplace transform Y (s) = L{y(t)} that satisfies the transform
of the DE, namely

m s2 Y (s) sy(0) y 0 (0) + c (sY (s) y(0)) + kY (s) = 0

Taking Laplace transforms of this, and writing Q(s) = L{q(t)} and Vi (s) = L{vi (t)}
then

L s2 Q(s) sq(0) q 0 (0) + R (sQ(s) q(0)) + f rac1CQ(s) = Vi (s)


Ls2 + Rs +

1
C

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Example 28.4

An electrical circuit that involves an inductance L, a resistance R and a capacitance C


in series, with an applied voltage vi (t), then the charge q(t) on the capacitor satisfies
the ordinary differential equation
d2 q
dq
L 2 + R + f rac1Cq = vi (t) .
dt
dt

and hence

School of Mathematical Sciences

Using the initial conditions,


ms2 + cs + k Y (s) = (ms + c) d.

Q(s) = Vi (s) + [(Ls + R) q(0) + Lq 0 (0)] .

If the body has mass 1 kilogram and displaced by 1 metre on a spring which has spring
constant 25 kg/s2 and the strength of the damping force is 6 kg/s, then we have m = 1,
d = 1, k = 25 and c = 6, respectively, and we obtain that

The square-bracketed term on the right-hand-side arises from the initial conditions q(0)
and i(0) = q 0 (0).

Example 28.3

s+6
s2 + 6s + 25
s+3
3
=
+
.
(s + 3)2 + 16 (s + 3)2 + 16

Y (s) =

If there is a no resistance R = 0, no initial charge q(0) = 0, no initial current q 0 (0) = 0


e0
and the voltage vi (t) = e0 is switched on for t > 0 then Vi (s) =
and
s


1
e0
Ls2 +
Q(s) =
C
s
and hence
Ce0
Q(s) =
s (CLs2 + 1)
Ce0
Ce0 s
+ 2
=
1 .
s
s + CL

Inverting this, the damped oscillatory solution is




3
y(t) = e3t cos(4t) + sin(4t) for t > 0.
4

28.6

The second term is irreducible denominator, and has the form of the cosine term seen
in the previous lecture, so the solution is
r
1
q(t) = Ce0 (1 cos(t)) with frequency =
.
CL
This solution is pure oscillatory.

Mixing liquids between two tanks

Consider equal-sized two tanks T1 and T2 in which a particular chemical is mixed in


water so it has a uniform concentration x1 and x2 , respectively. A proportion k > 0 of
both tanks (for example, 2% or k = 0.02) is then transferred between the tanks per unit
time in order to mix their contents.
Conservation of mass yields two coupled first-order linear ODEs for x1 (t) and x2 (t) as
functions of time t with

28.5

Application to mechanical vibrations

dx1
dx2
= kx1 + kx2 and
= kx1 kx2 fort > 0.
dt
dt

Consider a body of mass m which is suspended by a spring of spring constant k, and with
a damping force that is proportional to the speed of the body. If y(t) is the displacement
of this body away from its equilibrium position then Newtons second law of motion gives
that
d2 y
dy
m 2 + c + ky = 0
dt
dt
where c is a constant (which determines the strength of the damping force).

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Example 28.5
We might have x1 (0) = 0 and x2 (0) = 1 initially, and then seek x1 (t) and x2 (t) for t > 0.
This can be solved using exactly the same process as earlier, by seeking the Laplace
transforms X1 (s) = L{x1 (t)} and X2 (s) = L{x2 (t)}. Taking transforms of each ODE
gives that X1 and X2 satisfy

ENG1005

(sX1 (s) x1 (0)) = kX1 (s) + kX2 (s) and (sX2 (s) x2 (0)) = kX1 (s) kX2 (s) ,

Engineering Mathematics

and using the initial conditions yields two coupled linear algebraic equations for X1 and
X2 , with
(s + k) X1 (s) = kX2 (s) and (s + k) X2 (s) = kX1 (s) + 1.
The first equation implies that X2 (s) =
equation gives

s+k
X1 (s) and substituting into the second
k

29.

k
(s + k)2 k 2
k
=
s (s + 2k)


1
1 1

=
2 s s + 2k

X1 (s) =

and hence
X2 (s) =

1
2

1
1
+
s s + 2k

By inversion
x1 (t) =



1
1
1 e2kt andx2 (t) =
1 + e2kt for t > 0,
2
2

so both concentrations approach

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1
for large time t.
2

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Step functions and t-shifting

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29.1

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Other properties of Laplace transforms

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and similarly for L{t sin(t)}.


(Those functions can occur in the resonant case of harmonic oscillations.)

The derivative property of Laplace transform can also be inverted by considering the
transform of
Z t

f ( ) d
g(t) =

29.2

in terms of the transform F (s) of f (t). Since g (t) and g(0) = 0 we can use the transform
of derivative property to deduce that

The unit step function

When we first introduced the Laplace transform it was noted that they can be found for
functions with a finite number of finite jump discontinuities. In engineering, such a jump
can correspond to flipping a switch in an electrical circuit or applying an instantaneous
displacement in a mechanical system. One of the advantages of Laplace transforms is
that they can handle jump discontinuities relatively easily, including those which can
occur in solutions of differential equations.

F (s) = L{g 0 (t)}


= sL{g(t)} g(0)
= sL{g(t)} .
This means that we can eliminate an s in the denominator during the inversion process
by using transform of integral property
Z t 
 
L{g(t)} = L
f ( ) d

Jump discontinuities of functions can be represented mathematically in terms of the


unit step function u(t), which is defined as

0 if t < 0
u(t) =
1 if t 0

1
= F (s) .
s

Another useful result can be obtained by differentiating a Laplace transform with respect
to s, so
Z 

 
d
d
f (t) est dt
F (s) =
ds
ds
Z  0

f (t) test dt
=
0

= L{tf (t)} .

This yields the derivative of transform property



d
L{tf (t)} =
F (s) ,
ds
which can be used to help find the Laplace transform of functions that involve powers
of t times another function. In particular, this result enables the earlier result
L{tn } =

This is sometimes known as the Heaviside function (after the engineer Oliver Heaviside, who invented Laplace transforms in the 19th Century).
Step functions are often used in combination with a displacement in time, so that the
jump from zero to one occurs at t = a, for some a 0. This can be expressed in terms
of the unit step function u as

0 if t < a
u(t a) =
1 if t a

n!

sn+1
1
to be deduced by differentiating L{1} =
with respect to s repeatedly for n times.
s
Another transform that can be obtained from this property is

d
L{t sin(t)} =
L{sin(t)}
ds 

d

=
2
2
ds s +
2s
=
.
(s2 + 2 )2

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29.3

and the Laplace transform of u(t a) is given by


Z a

L{u(t a)} =
1est dt
0
Z 
 
1est dt
= lim

 
a
1
= lim
est

s
a


1 s 1 sa
+ e
= lim e

s
s
1 sa
= e
s

Monash University

The t-shifting property

The displaced unit step function u(t a) can also be used in combination with more
complicated functions that are switched on and off.

Example 29.2
A function f (t) that is defined for t 0 can be displaced to a new starting time t = a
by using that

0 if t < a
u(t a) f (t a) =
f (t a) if t a
The Laplace transform of this function is then given by
Z 

f (t a) est dt
L{u(t a) f (t a)} =

Based on this unit step function a set of more complicated discontinuous functions can
be constructed.

which can be evaluated using the substitution t0 = t a to give that


Z 
Z 


0
f (t0 ) es(t +a) dt0
f (t a) est dt =
0
a
Z 

0
sa
=e
f (t0 ) est dt0

Example 29.1
Displaced unit step functions that switch a quantity on at t = a, and then off again at
t = b, where b > a > 0. This can be written as
h(t) = u(t a) u(t b)

= esa F (s)

And it represents a top hat function which has a value of one over the inverval [a, b)
and a value of zero otherwise.

As a result,
L{u(t a) f (t a)} = esa F (s)

in terms of F (s) = L{f }. So a delay of length a in time, or t-shifting, corresponds to


multiplication of the transform by the exponential function esa .
Compare that with the s-shifting property !

29.4

An application of t-shifting

Consider an RC circuit which initially has no charge q and current i. An applied voltage
vi (t) is switched on to a constant value e0 at the time t = a > 0 and then switched off
again at the time t = b > a. The differential equation governing this system is
R

To obtain the Laplace transform H(s) of this function we use the linearity property,
which gives

where q(t) is the charge on the capacitor. Taking Laplace transforms of the DE gives


1
1 as 1 bs
R (sQ(s) q(0)) + Q(s) = e0
e
e
C
s
s

H(s) = L{u(t a) u(t b)}


= L{u(t a)} L{u(t b)}
=

esa esb
.
s

and using the initial condition q(0) = 0 gives

This top hat function is sometimes used to turn on and off the right-hand side (forcing)
term in a differential equation.

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dq
1
+ q = e0 (u(t a) u(t b))
dt C

(RCs + 1) Q(s) = Ce0

183

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1 as 1 bs
e
e
s
s

184

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or
Q(s) = Ce0
From the partial fraction expansion

eas ebs
s (RCs + 1)

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The corresponding current i(t) = q 0 (t) into the capacitor is then given by

0 if 0 t < a
e0
e(ta) if a t < b
i(t) =
R
e(ta) e(ba) 1 if t b

1
1
1
=
1
s (RCs + 1)
s s + RC
1
1
1
where =
=
s s+
RC

which is positive for the second interval and negative for the third interval, with jumps
at both t = a and t = b.

so Q(s) can be written as


Q(s) = Ce0


1 as
1 as 1 bs
1 bs
.
e

e
e +
e
s
s+
s
s+

Inverting using our table of known transforms, including the t-shifting property, gives
the solution


q(t) = Ce0 u(t a) 1 e(ta) u(t b) 1 e(tb) .
Another way of expressing this solution is to split up the time period into three intervals,
corresponding to the three values of the top hat function

0 if 0 t < a

1 e(ta) if a t < b
q(t) = Ce0
(ta) (ba)
e
e
1 if t b

Notice also that both i(t) and q(t) tend to zero for large times t , so the system
eventually returns to its original uncharged state.

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30.1

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Impulses and delta functions

ENG1005

In some applications it is instructive to consider how the system responds to an impulse,


or a short, sharp forcing. For example, we might hit a stationary mass on a spring
with a hammer over a very short period of time, to accelerate it to a finite velocity,
or we apply a sudden large-but-short burst of voltage to a circuit in order to charge a
capacitor quickly.

Engineering Mathematics

Mathematically, an impulse that is applied at some time t = a, where a > 0, can be


modelled in terms of a (Dirac) delta function (t a). This is an unusual type of
function and it has the properties that:
I (t a) = 0 for all t 6= a, and

30.

Impulses and Delta functions

I its integral is equal to one over any interval that includes t = a, in particular
Z 

(t a) dt = 1.
0

In engineering, the delta function (t a) is also sometimes called the unit impulse
function.
Notice that (t a) does not have a specific value at t = a, so it cannot be graphed or
evaluated in the usual way. One way to envision (t a) is as the limit as of
1
a sequence of functions that have typical width and typical height near t = a - for

example, top hat or bell-shaped functions.

Example 30.1
Consider a mass moving along at a constant velocity v(t) = v0 (with zero acceleration
a(t)) that is given a short, sharp acceleration of v times (t 1) at the time t = 1.
Therefore
Z t

v(t) = v0 +
a( ) d
Z0 t 

= v0 +
(v) ( 1) d
0
Z t

= v0 + v
( 1) d
0

and v(t) = v0 for t < 1. Once t > 1, however, the integral jumps in value and
v(t) = v0 + v for t > 1.
Since (t a) = 0 for t = a, the delta function also has the so-called sifting property,
which enables it to pick out values of the integrand of an integral, with
Z 

g(t) (t a) dt = g(a) for any function g(t) .
0

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Example 30.2

This property allows us to determine the Laplace transform of the delta function
(t a), since
Z 

L{(t a)} =
(t a) est dt (using g(t) = est here)

As an example of evaluating (f g), consider when f (t) = t and g(t) = t, so that


Z t

(f g)(t) =
f ( ) g(t ) d
Z0 t 

=
(t ) d
0
h1
1 it
= 2t 3
2
3
0
1 3
= t.
6

= esa when a > 0

It follows that
L{(t a)} = esa for any a > 0.
The form of this Laplace transform is similar to that for the unit step function u(t a)
1
introduced in the previous lecture, where we saw that L{u(t a)} = esa . In fact, the
s
Delta (or unit impulse) function (t a) can be considered to be the derivative of the
unit step function, with

d
u(t a) = (t a) .
dt

30.2

School of Mathematical Sciences

Notice that this is also the inverse transform of


  
1
1
F (s) G(s) =
s2
s2
1
= 4
s 
1 3!
=
.
6 s4

Convolution

Laplace transforms are simple to use and manipulate because they have the linearity
property

Note that convolution operator here is not the multiplication operator, but it does
have the same commutative property that f g = g f . (Can you show this from its
definition?)

L{af (t) + bg(t)} = aL{f (t)} + bL{g(t)} for any constants a, b.

Evaluating a convolution can be a little messy, but sometimes it can be quicker than
using other ways of inverting transforms, such as by partial fractions. We may use the
convolution more extensively in your engineering units.

However, it is not uncommon to assume, incorrectly, that they also satisfy a similar
property for multiplication, L{f (t) g(t)} = L{f (t)} L{g(t)}. A product of transforms
F (s) G(s) can be inverted but the answer is not usually equal to f (t) times g(t)!

It is also very important to remember that

Nevertheless, it is possible to express the inverse transform of F (s) G(s) in terms of f (t)
and g(t). To do that, we need to introduce a special operation on two functions f and
g known as the convolution (f g), defined by the integral
Z t

(f g)(t) =
f ( ) g(t ) d.

L{f (t) g(t)} =


6 F (s) G(s) in general.

It can then be shown that


L{f g} = L{f } L{g}
= F (s) G(g) .

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A table of additional Laplace transforms

In addition to the initial table at the end of section 26.4, we have the following transforms and properties.

f (t)

df
dt
d2 f
dt2

s2 F (s) sf (0)

cos(t)

s
s2 + 2

Z t
0


f ( ) d

Z t
0


f ( ) g(t ) d


f (t) est dt

Engineering Mathematics

sF (s) f (0)

s2 + 2

u(t a) f (t a)

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sin(t)

tf (t)

(f g)(t) =

L{f } = F (s) =

ENG1005

df
(0)
dt

31.


d
F (s)
ds

esa F (s) for s > 0

1
F (s)
s

F (s) G(s)

191

Table of Laplace Transforms

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Table of Laplace Transforms


f (t)

L{f } = F (s) =


f (t) est dt

1
for s > 0
s

eat

1
for s > a
sa

sinh(t)
cosh(t)

s
for s > ||
s2 2

s2 + 2

cos(t)

s
s2 + 2

tn for n 0

n!
for s > 0
sn+1

t for > 1

( + 1)
for s > 0
s+1

(t a)

eas

f (t) eat

F (s a)

u(t a) f (t a)

esa F (s) for s > 0

df
dt

sF (s) f (0)

tf (t)
tn f (t)
Z t
0

(f g)(t) =

Friday 1st April, 2016


f ( ) d

Z t
0


f ( ) g(t ) d

Engineering Mathematics

for s > ||
s2 2

sin(t)

d2 f
dt2

ENG1005

s2 F (s) sf (0)

32.

df
(0)
dt


d
F (s)
ds

dn 
(1)n n F (s)
ds

1
F (s)
s

F (s) G(s)

193

Functions of Several Variables

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32.1

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Introduction

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This notation identifies the function as f , the domain as R2 , the range as [1, 1] and
most importantly the rule that (x, y) is mapped to sin(x + y). For this subject we will
stick with the former notation.

We are all familiar with simple functions such as y = sin(x). And we all know the
answers (dont we?) to questions such as

You should also note that there is nothing sacred about the symbols x, y and f . We
are free to choose what ever symbols takes our fancy, for example we could concoct the
function
w(u, v) = log(u v)

1. What is its domain and the range ?


2. What does it look like as a plot in the xy-plane?
3. What is its derivative?

Example 32.1
What would be a sensible choice of domain for the previous function?

In this series of lectures we are going to up the ante by exploring similar questions for
functions similar to z = cos(xy). This is just one example of what we call functions
of several variables. Though we will focus on functions that involve three variables
(usually x, y and z) the lessons learnt here will be applicable to functions of any number
of variables.

32.2

School of Mathematical Sciences

Definition

A function f of two variables (x, y) is a single valued mapping of a subset of R2 into a


subset of R.
What does this mean? Simply that for any allowed value of x and y we can compute a
single value for f (x, y). In a sense f is a process for converting pairs of numbers (x and
y) into a single number f .
The notation R2 means all possible choices of x and y such as all points in the xy-plane.
The symbol R denotes all real numbers (for example all points on the real line). The
use of the word subset in the above definition is simply to remind us that functions have
an allowed domain (i.e. a subset of R2 ) and a corresponding range (i.e. a subset of R).
Notice that we are restricting ourselves to real variables, that is the functions value and
its arguments (x, y) are all real numbers. This game gets very exciting and somewhat
tricky when we enter the world of complex numbers. Such adventures await you in later
year mathematics (not surprisingly this area is known as Complex Analysis).

32.3

Notation

Here is a simple function of two variables


f (x, y) = sin(x + y)
We can choose the domain to be R2 and then the range will be the closed set [1, +1].
Another common way of writing all of this is
f : (x, y) R2 7 sin(x + y) [1, 1]

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33.1

ENG1005
Engineering Mathematics

33.

Partial derivatives

Monash University

First derivatives

We all know and love the familiar definition of a derivative of a function of one variable,


f (x + x) f (x)
df
= lim
.
dx x0
x
The natural question to ask is: Is there similar rule for functions of more than one
variable? The answer is yes (surprised?) and we will develop the necessary formulas by
a simple generalisation of the above definition.
Okay, lets suppose we have a simple function, say f (x, y). Suppose for the moment that
we pick a particular value of y, say y = 3. Then only x is allowed to vary and in effect
we now have a function of just one variable. Thus we can apply the above definition for
a derivative which we write as


f (x + x, y) f (x, y)
f
= lim
.
x x0
x

d
. This is to remind us that in computing
rather than dx
x
this derivative all other variables are held constant (which in this instance is just y).

Notice the use of the symbol

Of course, we could play the same again but with x held constant, which leads to
derivative in y,


f
f (x, y + y) f (x, y)
= lim
.
y y0
y
f
f
and
are known as partial derivatives of f while the
x
y
derivative of a function of one variable is often called an ordinary derivative.

Each of these derivatives,

You might think that we would now need to invent new rules for the (partial) derivatives
of products, quotients and so on. But our definition of partial derivatives is built upon
the definition of an ordinary derivative of a function of one variable. Thus all the
familiar rules carry over without modification. For example, the product rule for partial
derivatives is

f

g
f (x, y) g(x, y) = g(x, y)
+ f (x, y)
x
x
x


f
g
f (x, y) g(x, y) = g(x, y)
+ f (x, y)
y
y
y
Computing partial derivatives is no more complicated than computing ordinary derivatives.

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Example 33.1

Example 33.4

If f (x, y) = sin(x) cos(y) then

Continuing from the previous example, compute


f

=
sin(x) cos(y)
x
x




sin(x) + sin(x)
cos(y)
= cos(y)
x
x
= cos(y) cos(x) .

33.3

Notation

From the above example we see that h(x, y) was computed as follows
h(x, y) =

Example 33.2
If g(x, y, z) = ex

2 y 2 z 2

then



2

This is often written as

g
2
2
=
ex y z
z
z


2
2
2
= ex y z
x2 y 2 z 2
z
2
2
2
= 2zex y z .

33.2

g
.
y

g
x
 f 
x x

h(x, y) =

2f
x2

Now consider the case where we costruct the function m(x, y) by taking the partial
derivative of g(x, y) with respect to y, that is,
g
y
 
f
=
y x

m(x, y) =

Higher derivatives

The result of a partial derivative is another function of one or more variables. We are thus
at liberty to take another derivative, generating yet another function. Clearly we can
repeat this any number of times (though possibly subject to some technical limitations
as noted below, see Exceptions).

and this is normally written as


m(x, y) =

Example 33.3

2f
yx

Note the order on the bottom line - you should read this from right to left. It tells you
that to take a partial derivative in x then a partial derivative in y.

Let f (x, y) = sin(x) sin(y). Then we can define g(x, y) as the partial derivative of f with
respect to x, that is,

Its now a short leap to cases where we might take say five partial derivatives, such as

f
g(x, y) =
x


=
sin(x) sin(y)
x
= cos(x) sin(y)

P (x, y) =

5f
xyyxx

Partial derivatives that involve one or more of the independent variables are known as
mixed partial derivatives.

and then define h(x, y) as the partial derivative of g with respect to x, that is,
g
x


cos(x) sin(y)
=
x
= sin(x) sin(y)

h(x, y) =

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Example 33.5

Example 33.7

2f
2f
Given f (x, y) = 3x2 + 2xy compute
and
. Notice anything?
xy
yx

Consider the function

f (x) =

Order of partial derivatives does not matter


In general, if f is a twice-differentiable function, then the order in which its mixed
partial derivatives are calculated does not matter. Each ordering will yield the same
function. For a function of two variables this means

df (x)
=
dx

This is not immediately obvious but it can be proved (its a theorem!) and it is a very
useful result.

< x < 0

0
3x

0<x<

< x < 0

6x

0<x<

This too is continuous and we thus attempt to compute its derivative,

Note: For most multivariable functions we use in applications and modelling we do find
2f
2f
=
. However, there are some functions for which this equality does not hold
xy
yx
true as they fail specific assumptions in the theorem alluded to above.

d2 f (x)
=
dx2

< x < 0

0<x<

Now we notice that this second derivative is not continuous at x = 0. We thus can not
take any more derivatives at x = 0. Our chain of differentiation has come to an end.

Example 33.6
Use the above theorem to show that
5

We began with a continuous function f (x) and we were able to compute only its first two
derivatives over the domain x R. We say such that the function is twice differentiable
over R. This is also often abbreviated by saying f is C 2 over R. The symbol C reminds us
that we are talking about continuity and the superscript 2 tells us how many derivatives
we can apply before we encounter a non-continuous function. The clause over R just
reminds us that the domain of the function is the set of real numbers (, ).

Q
Q
Q
=
=
xyyxx
yyxxx
xxxyy

This allows us to simplify our notation, all we need do is record how many of each type
of partial derivative are required, thus the above can be written as
P (x, y) =

33.4

It is easy to see that something interesting might happen at x = 0. Its also not hard to
see that the function is continuous over its whole domain, and thus we can compute its
derivative everywhere, leading to

2f
2f
=
xy
yx

P (x, y) =

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We should always keep in mind that a function may only posses a finite number of
derivatives before we encounter a discontinuity. The tell-tale signs to watch out for are
sharp edges, holes or singularities in the graph of the function.

5Q
5Q
= 2 3
3
2
x y
y x

Exceptions: when derivatives do not exist

The Ten Commandments for Students of Mathematics

In earlier lectures we noted that at the very least a function must be continuous if it is
to have a meaningful derivative. When we take successive derivatives we may need to
revisit the question of continuity for each new function that we create.

1. Thou shalt read Thy problem.


2. Whatsoever Thou doest to one side of ye equation, Do ye also to the other.

If a function fails to be continuous at some point then we most certainly can not take
its derivative at that point.

3. Thou must use Thy Common Sense, else Thou wilt have flagpoles 9,000 metres
in height, yea ... even fathers younger than sons.
4. Thou shalt ignore the teachings of false prophets to do work in Thy head.

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5. When Thou knowest not, Thou shalt look it up, and if Thy search still elude Thee,
Then Thou shalt ask the all-knowing teacher.
6. Thou shalt master each step before putting Thy heavy foot down on the next.

ENG1005

7. Thy correct answer does not prove that Thou hast worked Thy problem correctly.
This argument convincest none, least of all, Thy teacher.
8. Thou shalt first see that Thou hast copied Thy problem correctly before bearing
false witness that the answer book lieth.

Engineering Mathematics

9. Thou shalt look back even unto Thy youth and remember Thy arithmetic.
10. Thou shalt learn, speak, write, and listen correctly in the language of mathematics,
and verily HDs and Ds shall follow Thee even unto graduation.

34.

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Gradient vectors and directional derivatives

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34.1

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Gradient and Directional Derivative

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Directional derivative

Given any differentiable function of several variables we can compute each of its first
partial derivatives. Lets do something out of the square. We will assemble these partial
derivatives as a vector which we will denote by f . So for a function f (x, y) of two
variables we define
f
f
i+
j
f =
x
y

The directional derivative

df
of a function f in the direction t is given by
ds
df
= u f = u f
ds

where the gradient f is defined by

The is known as the gradient of f and is often pronounced grad of f .

f =

This may be pretty but what use is it? If we look back at the formula for the chain rule
we see that we can write it out as a vector dot-product,

f
f
i+
j
x
y

and u is a unit vector, u u = 1.

df
f dx f dy
=
+
ds
x ds y ds

 

f
f
dx
dy
=
i+
j
i+ j
x
y
ds
ds


dx
dy
i+ j .
= (f )
ds
ds

Example 34.2
Given f (x, y) = sin(x) cos(y) compute the directional derivative of f in the direction
1
u = (i + j).
2

dx
dy
i + j in this equation? Its not hard to see that
ds
ds
it is a tangent vector to the curve (x(s) , y(s)). And if we chose the parameter s to be
distance along the curve then we also see that its a unit vector.

Example 34.3

Example 34.1

Example 34.4

Prove the last pair of statements, that the vector is a tangent vector and that its a unit
vector.

Given f (x, y) = (xy)2 and the vector v = 2i + 7j compute the directional derivative at
(x, y) = (1, 1). Hint: Is v a unit vector?

What do we make of the vector

Given f = 2xi + 2yj and x(s) = s cos(0.1) , y(s) = s sin(0.1) compute

We began this discussion by restricting a function of many variables to be a function of


one variable. We achieved this by choosing a path such as x = x(s) , y = y(s). We might
df
ask if the value of
depends on the choice of the path? That is we could imagine many
ds
different paths all sharing the one point, call it P , in common. Amongst these different
df
paths might we get different answers for ?
ds
This is a very good question. To answer it lets look at the directional derivative in the
form
df
= u f
ds
First we note that f depends only on the values of (x, y) at P . It knows nothing about
the curves passing through P . That information is contained solely in the vector u.
Thus if a family of curves passing through P share the same u then we most certainly
df
will get the same value for
for each member of that family. But what class of curves
ds
share the same u at P ? Clearly they are all tangent to each other at P . None of the
curves cross any other curve at P .

It is customary to denote the tangent vector by u. With the above definitions we can
now re-write the equation for a directional derivative as follows
df
= u f
ds
df
Isnt that neat? The number that we calculate in this process
is known as the
ds
directional derivative of f in the direction u.
Yet another variation on the notation is to include the tangent vector as subscript on
. Thus we also have
df
= u f
ds

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df
at s = 1.
ds

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At this point we can dispense with the curves and retain just the tangent vector u at
df
is the direction we wish to head in, u, and the
P . All that we require to compute
ds
gradient vector, f , at P . Choose a different u and you will get a different answer for
df
df
. In each case
measures how rapidly f is changing the direction of u.
ds
ds

34.2

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34.2.2

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Gradient vector in spherical coordinates

Here we have
x = r sin() cos() , y = r sin() sin() and z = r cos()
p
where r = x2 + y 2 + z 2 represents the distance from the origin to the spherical surface.

The gradient vector in cylindrical and spherical coordinates

The gradient vector of f (r, , ) is


f = er

Can we find the gradient vector in other coordinate systems? Yes. However, to derive
the gradient vector in another coordinate system will require some ENG2005/ENG2006
knowledge. For now, we will only show you, not derive, the gradient vectors for the two
non-Cartesian coordinate systems we use most often in our applications and modelling:
cylindrical and spherical coordinates.

1 f
1
f
f
+ e
+ e
.
r
r
r sin()

Recall that in section 12.4 we saw the parameterisation for cylindrical surfaces and
spherical surfaces. If we vary the radii for these systems we can parameterise cylindrical
volumes and ball volumes. (Recall sphere only refers to the surface while ball refers
to volume enclosed by the sphere surface.)
34.2.1

Gradient vector in cylindrical coordinates

Here we have
where R =
surface.

x = R cos() , y = R sin() and z = z


p
x2 + y 2 represents the distance from the cylinder axis to the cylindrical

Recall (section ) the cylindrical coordinate vectors are


eR = cos() i + sin() j + 0k
e = sin() i + cos() + 0k
ez = 0i + 0j + k
where eR points in the direction of increasing R-values, e points in the direction of
increasing -values and ez points in the direction of increasing z-values.
The gradient vector of a function f (r, , z) is
f = eR

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f
1 f
f
+ e
+ ez .
R
R
z

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35.1

ENG1005
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Tangent planes

For functions of one variable we found that a tangent line provides a useful means of
approximating the function. It is natural to ask how we might generalise this idea to
functions of several variables.
Constructing a tangent line for a function of a single variable, f = f (x), is quite simple.
Lets just remind ourselves how we might do this. First we compute the functions value
f and its gradient df /dx at some chosen point. We then construct a straight line with
these values at the chosen point.

Example 35.1
Construct the tangent line to f = sin(x) at x = /4.

35.

Tangent planes and linear approximations

Notice that the tangent line is a linear function. Not surprisingly, for functions of several
variables we will be constructing a linear function which shares particular properties with
the original function, in particular the functions value and gradient at the chosen point.
Lets be specific. Suppose we have a function f = f (x, y) of two variables and suppose
we choose some point, say x = a, y = b. Lets call this point P . At P we can evaluate f
and all the first partial derivatives, f /x and f /y. Now we want to construct a new
function, call it f = f(x, y), that shares these some numbers at P . What conditions,
apart from being linear, do we want to impose on f? Clearly we require
!
!
 
 
f
f
f
f

=
=
,
fp = fp ,
x
x p
y
y p
p

The subscript P is to remind us to impose these conditions at the point P .


As we want f to be a linear function we could propose a function of the form
f(x, y) = C + Ax + By
We would need to carefully choose the numbers A, B, C so that we meet the above
conditions. However, it is easier (and mathematically equivalent) to choose
f(x, y) = C + A(x a) + B(y b)
In this form we find
C = fp ,

A=

f
x

f
x

B=

f
y

and thus we have


f(x, y) = fp + (x a)

+ (y b)

f
y

This describes the tangent plane to the function f = f (x, y) at the point (a, b).

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Example 35.2

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quickly as you move away from P but also, each time you halve the distance from P you
will reduce the error by a factor of four.

Prove that A, B, C are as stated.

The answer to the second question, are there better approximations than a tangent
plane, is most certainly yes. The key idea is to force the approximation to match higher
derivatives of the original function. This leads to higher order polynomials in x and y.
Such constructions are known as Taylors series in many variables. We will revisit this
later in the course but only in the context of functions of a single variable.

In terms of f we can write the tangent plane in the following form


f(r ) = fp + (r r p ) (f )p

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where r = x i + y j . This is a nice compact formula and it makes the transition to more
(x, y, z ) trivial.
variables

Example 35.3
Compute the tangent plane to the function f (x, y) = sin(x) sin(y) at (/4, /4).
The Tangent Plane
Let f = f (x, y) be a differentiable function. The tangent plane to f at the point P
is given by
 
 
f
f
f(x, y) = fp + (x a)
+ (y b)
x p
y p
The tangent plane may be used to approximate f at points close to P .

35.2

Linear approximations

We have done the hard work now its time to enjoy the fruits of our labour. We can
use the tangent plane as a way to estimate the original function in a region close to the
chosen point. This is very similar to how we used a tangent line in approximations for
functions of one variable.

Example 35.4
Use the result of the previous example to estimate sin(x) sin(y) at (5/16, 5/16).

Example 35.5
Would it make sense to use the same tangent plane as in the previous example to estimate
f (5, 4)?
The bright and curious might now ask two very interesting questions, how large is the
error in the approximation and how can we build better approximations?
The answers to these questions takes us far beyond this subject but here is a very rough
guide. Suppose you are estimating f at some point a distance away from P (that is,
2 = (x a)2 + (y b)2 ). Then the error, |f (x, y) f(x, y)| will be proportional to
2 . The proportionality factor will depend on the second derivatives of f (after all this
is what we left out in building the tangent plane). The upshot is that the error grows

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36.1

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36.

Maxima and minima

Monash University

Maxima and minima

Suppose you run a commercial business and that by some means you have formulated
the following formula for the profit of one of your lines of business
f = f (x, y) = 4 x2 y 2
Clearly the profit f depends on two variables x and y. Sound business practice suggest
that you would like to maximise your profits. In mathematical terms this means find the
values of (x, y) such that f is a maximum. A simple plot of the graph of f shows us that
the maximum occurs at (0, 0). For other functions we might not be so lucky and thus
we need some systematic way of computing the points (x, y) at which f is maximised.
You would have met (in previous years) similar problems for the case of a function of
one variable. And form that you may expect that for the present problem we will be
making a statement about the derivatives of f in order that we have a maximum (i.e.
that the derivatives should be zero). Lets make this precise.
Lets denote the (as yet unknown) point at which the function is a maximum by P .
Now if we have a maximum at this point then moving in any direction from this point
should see the function decrease. That is the directional derivative must be non-positive
in every direction from P , thus we must have
df
= t (f )p 0
ds
for every choice of t . Lets be tricky. Lets assume (for the moment) that (f )p 6= 0
to compute > 0 so that t = (f )p is a unit vector. If you
then we should be able
now substitute this into the above you will find
(f )p (f )p 0
Look carefully at the left hand side. Each term is positive (remember a a is the squared
this equation
length of a vector a ) yet the right hand side is either zero or negative. Thus
and we have to reject our only assumption, that (f )p 6= 0.
does not make sense
We have thus found that if f is to have a maximum at P then we must have
0 = (f )p
This is a vector equation and thus each component of f is zero at P , that is
0=

f
,
x

and 0 =

f
y

at P

It is from these equations that we would compute the (x, y) coordinates of P .


Of course we could have posed the related question of finding the points at which a
function is minimised. The mathematics would be much the same save for a change in
words (maximum to minimum) and a corresponding change in signs. The end result
is the same, the gradient f must vanish at P .

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Example 36.1
Find the points at which f = 4 x2 y 2 attains its maximum.

36.2

Local extrema

When we solve the equations

A typical saddle point

0 = (f )p
we might get more than one point P . What do we make of these points? Some of them
might correspond to minimums while others might correspond to maximums of f . Does
this exhaust all possibilities? No, there maybe some points which can not be classified
as either a minima or a maxima of f . The three options are shown in the following
graphs.

A typical case might consist of any number of points like the above. It is for this reason
that each point is referred to as a local maxima or a local minima.

36.3

Notation

Rather than continually having to qualify the point as corresponding to a minimum,


maximum or a saddle point of f we commonly lump these into the one term local
extrema.

A typical local minimum

Note when we talk of minima, maxima and extrema we are talking about the (x, y)
points at which the function has a local minimum, maximum or extremum respectively.

36.4

Maxima, minima or saddle point?

You may recall that for a function of one variable, f = f (x), that its extrema could be
characterised simply be evaluating the sign of the second derivative. There is a similar
test that we can apply for functions of two variables that is summarised in the following
box. Note that this result is not examinable. It is included here to whet your appetite
for the exciting things that await in your later studies in maths (you will be doing more
wont you?).
A typical local maximum

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What extrema was that?


If 0 = f at a point P then, at P , compute
D=

2f 2f

x2 y 2

2f
xy

2

ENG1005

then we have the following classification for P


A local minima when

D 0 and

A local maxima when

D 0 and

A Saddle point when

D<0

2f
>0
x2
2
f
<0
x2

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37.

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ENG1005 Exercises

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The following exercise questions are provided to assist with reinforcing the facts and
practicing the skills covered in the lectures in this unit. When writing out your solutions
to these problems it is advised that you include your full working, including concise
explanations of your reasoning and the correct use of mathematical symbols.

ENG1005
Engineering Mathematics

The six exercise sets, a selection of practice exercises for the material covered in lectures,
follow - one set for each of the six major topic areas. You may find that you can complete
a small selection of these during support classes, the best approach is to attempt all of
the relevant questions in the exercise sets related to the previous weeks lectures for
yourself before your support and then ask for help if you are having trouble with specific
questions, or having any other difficulties, during your support class. Assistance is
available in your support class, at the Mathematics Learning Centre, or by approaching
the lecturers.

Single Variable Calculus Exercises

Integration by substitution
1. Find each of the following indefinite integrals using integration by substitution:

Z 
Z 

x

(b)
x3 cos x4 dx
dx
(a)
3x2 + 1
Z 
Z 


2
(c)
sin(x) ecos(x) dx
(d)
2xe3x dx

Answers for most of the exercises are provided following each exercise set but they do not
describe how to complete the questions - further assistance on details of how to undertake
and complete a problem is available on a one-to-one basis during each support class.

(e)

Z 

ex
2 ex

dx

(f)

Z 

1
x loge (x)

dx

Integration by parts
2. Find each of the following indefinite integrals using integration by parts:
Z 
Z 


(a)
x cos(x) dx
(b)
xex dx
(c)
(e)
(g)

Z  p

y y + 1 dy

Z 
Z 


sin2 () d


sin() cos() d

3. Use integration by parts twice to find


4. Use integration by parts twice to find

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219

(d)
(f)
(h)
Z 
Z 

Z 


x2 loge (x) dx

Z 


sin2 () d

Z 


cos2 () d


ex cos(x) dx.

ex sin(x) dx.

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5. Use a substitution and an integration by parts to find each of the following indefinite integrals:
Z 
Z 


cos(x) sin(x) ecos(x) dx
(3x 7) sin(5x + 2) dx
(b)
(a)
(c)

Z 

e2x cos(ex ) dx

(d)

Z 

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10. Find the first derivative with respect to the independent variable for the following
functions:
(a) f (x) = sinh(4x).
(b) g(t) = cosh(t) sinh(t).
1 cosh(r)
.
(c) h(r) =
1 + cosh(r)

(d) F () = tanh e .


(e) y = sinh1 x . (Hint: Apply implicit differentiation to sinh(y) = x.)

dx

6. Spot the error in the following calculation:


Z  
1
dx. For this we will use integration by parts with
We wish to compute
x
1
dv
du
1
u = and
= 1. This gives us
= 2 and v = x. Thus using integration
x
dx
dx
x
by parts we find
Z  
Z  
1
1
dx = 1 +
dx
x
x

11. Use appropriate hyperbolic function substitutions to evaluate the following indefinite integrals:

Z 
1

(a)
dx
9 + x2

Z 
1

dx
(b)
x2 16

Z 
1
(c)
dx
25 x2

and thus 0 = 1. (If this answer does not cause you serious grief then a career in
accountancy beckons).
James G., Modern Engineering Mathematics (5th ed.) 2015.:

James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 8.8.5: Questions 110, 111.

I Exercise set 2.7.6: Questions 81-83


I Exercise set 8.3.13: Questions 40,41

James G., Modern Engineering Mathematics (4th ed.) 2008.:

James G., Modern Engineering Mathematics (4th ed.) 2008.:

I Exercise set 8.8.4: Questions 105-107

I Exercise set 2.7.6: Questions 82,84


I Exercise set 8.3.13: Questions 37,38

Hyperbolic functions
7. Find the numerical value of each expression:

Improper integrals

(a)

sinh(loge (2))

(b)

tanh(0)

(c)

cosh(3)

(d)

sinh1 (1)

(e)

cosh1 (1)

(f)

tanh1 (1)

8. If tanh(x) =

12. Decide which of the following improper integrals will converge and which will diverge: Z  

Z 1
1
1
1
dx
(b)
dx
(a)
x
x1/4
0
0

4
then find the value of the other five hyperbolic functions at x.
5

9. Use the definition of the hyperbolic functions to show the following:

(c)

(a) sinh(x) = sinh(x).

(b) cosh(x) = cosh(x).

(e)

(c) cosh(x + y) = cosh(x) cosh(y) + sinh(x) sinh(y).


x2 1
.
x2 + 1
(e) (cosh(x) + sinh(x))2 = cosh(2x) + sinh(2x).

(d) tanh(loge (x)) =

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Z 1

(g)

221

Z 2
0

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1
y4

dy

1
1 + 2

(d)

1
x (x + 2)

(f)

Z 2
0

dx

(h)

Z 2
0


e2x dx

1
1 x2

1
x (x 2)

dx


dx

222

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Comparison test for Improper integrals

Z 1
0

(e)

ey
y4

dy

e
1 + 2

(d)

(f)

Z 1

14. Find the limit, if it exists, for each of the following sequences

1 1 1
(1)n
(a) 1, + , , + , . . . ,
,...
2 3 4
n+1
n+1
1 2 3
,...
(b) , , , . . . ,
2 3 4
n+2
1
(c) an =
, n N {0}.
n+1
1
1
(d) an =

, n N {0}.
n+2 n+1

1 + n + 1 , n is even
(e) an =

, n is odd
1
n+1

e , 0 n < 100


e2x sin2 (x) dx

1
x (1 x2 )

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Sequences and series

13. Use a suitable comparison function to decide which of the following integrals will
converge and which will diverge:

Z 1
Z 1 x 
1
e
dx
(b)
dx
(a)
x
1 x1/4
0
0
(c)

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dx

James G., Modern Engineering Mathematics (5th ed.) 2015.:


I Exercise set 9.2.3: Question 1
James G., Modern Engineering Mathematics (4th ed.) 2008.:

(f) an =

I Exercise set 9.2.3: Question 1

e , n 100

 n 
(g) an = sin
. (Hint: Write out the first few terms.)
4
15. Consider the sequence defined by
 n+1
1
an+1 = an +
, n {0} with a0 = 1.
2
(a) Write out the first few terms a0 , . . . , a4 .
1
(b) Can you express a5 in terms of a4 ?
2
(c) Generalize this result to express an+1 in terms of
(d) Can you express an as a sum

n
X

1
an .
2

bk for some set of bk ?

k=0

(e) Suppose the limit lim (an ) exists. Use the result of 15c to deduce the limit.
n

(f) Determine the values of for which the sequence an+1 = an + n converges.
16. In the Fibonacci sequence each new number is generated as the sum of the two
previous numbers, for example, 0, 1, 1, 2, 3, 5, 8, 13, 21, . . . The general term in the
Fibonacci sequence is often written as Fn , with Fn = Fn1 + Fn2 .
Fn
Show that if we construct the new sequence Gn =
then
Fn1

1+ 5
lim (Gn ) =
.
n
2

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17. Given a series

X
n=1

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I if

Spock:
Kirk:

n=1

f (x) dx is divergent then

an is divergent.

n=1

X
1
.
p
n
n=1
Use the integral test to determine for what values of p this series is convergent and
for what value of p this series is divergent.
Note that the p = 1 case is case the harmonic series.

Spock:

Consider the infinite series

Captain, the enemy are 10 light years away and are closing fast.
But Spock, by the time they travel the 10 light years we will have travelled
a further 5 light years. And when they travel those 5 light years we will
have moved ahead by a further 2.5 light years, and so on forever . Spock, they
will never capture us!
I must inform the captain that he has made a serious error of logic.

What was Kirks mistake? How far will Kirks ship travel before being caught?

Power series

James G., Modern Engineering Mathematics (5th ed.) 2015.:

21. Find the radius of convergence for each of the following power series

I Exercise set 7.2.3: Questions 1,2,4,5,12,13


I Exercise set 7.3.4: Questions 19,21,22,24

(a) f (x) =

I Exercise set 7.6.4: Questions 41,44


I Exercise set 9.4.4: Questions 8-17

(c)

h(x) =

James G., Modern Engineering Mathematics (4th ed.) 2008.:


(e)

q(x) =

I Exercise set 7.3.4: Questions 19,21,22,24

18. Use the ratio test to examine the convergence of the following series:

n=0

(c)

n=0

1n

(b)

X
xn
, where |x| < 1
n+1
n=0

X
n3
(d)
en+2
n=0

n 2 xn

(d) p(x) =

x2n
loge (1 + n)

n=0

X
n!(x 1)n

(f)

2n nn

r(x) =

(1 + n)n xn

n=0

X
n=0

(a) f (x) = cos(x)

(b) f (x) = sin(2x)

(c)

f (x) = loge (1 + x)

(d)

(e)

f (x) = tan1 (x)

(f)

1
1 + x2

f (x) = 1 x2
f (x) =

23. Use the previous results to obtain the first 2 non-zero terms in the Maclaurin series
for the following functions:

(a) f (x) = cos(x) sin(2x)
(b) f (x) = loge 1 + x2

19. What does the ratio test tell you about the convergence of
1
.
(n + 1)2

(c)

f (x) =

Can you establish the convergence of this series by some other method?

Friday 1st April, 2016

3n

X
xn
n n!
3
n=0

22. Find the first 4 non-zero terms in Maclaurin series for each of the following functions:

The Ratio Test

(b) g(x) =

Maclaurin Series

I Exercise set 9.4.4: Questions 8-17

n , where || > 1

n=0

n=0

I Exercise set 7.6.4: Questions 41,44

X
nxn

n=0

I Exercise set 7.2.3: Questions 1,2,4,5,12,13

(a)

Monash University

20. The Starship USS Enterprise is being pursued by a Klingon warship. The dilithium
crystals couldnt handle the warp speed and so it would appear that Captain Kirk
and his crew are about to become as one with the inter-galactic dust cloud.

an with an 0 for all n the Integral Test says that if we can

define f (n) = an where f is a continuous and positive function on [1, ) then:


Z 


X
I if
f (x) dx is convergent then
an is convergent.
Z

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225

Friday 1st April, 2016

1
1 + cos2 (x)

(d)


f (x) = tan1 tan1 (x)

226

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Taylor Series

(c)

1
,a=1
x

f (x) = ex , a = 1

Monash University

James G., Modern Engineering Mathematics (5th ed.) 2015.:

24. Compute the Taylor series, about the the given point, for each of the following
functions:
(a) f (x) =

School of Mathematical Sciences

I Exercise set 9.4.4: Questions 19

x, a = 1

(b)

f (x) =

(d)

f (x) = loge (x), a = 2

James G., Modern Engineering Mathematics (4th ed.) 2008.:


I Exercise set 9.4.4: Questions 19

25. (a) Compute the Taylor series for ex .


2

(b) Hence write down the Taylor series for ex .


(c) Use the above to obtain an infinite series for the function s(x) =

Z x
0

eu

du.

26. (a) Compute the Taylor series, around x = 0, for loge (1 + x) and loge (1 x).


1+x
(b) Hence obtain a Taylor series for f (x) = loge
.
1x
(c) Compute the radius of convergence for the Taylor series in part (b).
1+x
(d) Show that the function y(x) =
has a unique inverse for almost all values
1x
of y.
(e) Use the above results to obtain a power series for loge (y) valid for 1 < |y| < .

James G., Modern Engineering Mathematics (5th ed.) 2015.:


I Exercise set 9.4.4: Questions 8-17
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 9.4.4: Questions 8-17

lH
opitals rule
27. Use lHopitals rule to evaluate the following limits



 2
sin(4x)
x 1
(b) lim
(a)
lim
x0 sin(5x)
x1
x+1




1 x + loge (x)
loge (loge (x))
(c) lim
(d) lim
x1
x
1 + cos(x)
x



x
(e) lim
(f)
lim ex loge (x)
x0 tan1 (4x)
x

28. Prove that lim xn ex = 0 for any n > 0.
x


29. Prove that lim xn loge (x) = 0 for any n > 0.
x

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Integration by parts

ENG1005

2.
(a)

Engineering Mathematics

(b)

Single Variable Calculus Exercise Answers

Z 

Z 


x cos(x) dx = cos(x) + x sin(x) + C


xex dx = ex xex + C

Z  p

3
5
2
4
y y + 1 dy = y (y + 1) 2
(y + 1) 2 + C
3
15
Z 

x3
x3
x2 loge (x) dx =
loge (x)
+C
(d)
3
9
Z 

1
sin2 () d = ( cos() sin()) + C
(e)
2
Z 

1
cos2 () d = ( + cos() sin()) + C
(f)
2
Z 

1
(g)
sin() cos() d = sin2 () + C
2
Z 


1
1
(h)
sin2 () d = cos() sin() + sin2 () + 2 + C
2
4
4
(c)

Integration by substitution
1.
(a)
(b)
(c)
(d)
(e)
(f)

Z 

x3 cos x4

Z 

Z 

Z 



x
3x2 + 1

dx =
dx =


1
sin x4 + C
4

1 2
3x + 1 + C
3


sin(x) ecos(x) dx = ecos(x) + C


1 2
dx = e3x + C
3
Z  x 
e
dx = loge (|2 ex |) + C
2 ex

Z 

1
dx = loge |loge (x)| + C
x loge (x)
2xe3x

for arbitrary constant C.

for arbitrary constant C.


Z 

ex
3.
ex cos(x) dx =
(sin(x) + cos(x)) + C for arbitrary constant C.
2
Z 

ex
4.
ex sin(x) dx =
(sin(x) cos(x)) + C for arbitrary constant C.
2
5.

(a)

Z 

(c)

Z 


3
1
(3x 7) sin(5x + 2) dx =
sin(5x + 2) + (7 3x) cos(5x + 2) + C
25
5
Z 

(b)
cos(x) sin(x) ecos(x) dx = ecos(x) (1 cos(x)) + C

(d)

Z 


e2x cos(ex ) dx = cos(ex ) + ex sin(ex ) + C
e


x

dx = 2e

for arbitrary constant C.


x1 +C

6. Did we forget an integration constant? (And so with the natural order restored,
fears of a career in accountancy fade from view.)

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Hyperbolic functions
7.
(a)

sinh(loge (2)) =

Improper integrals
12.

3
4

(a)

(d)
(e)
(f)

Z 1
0

(b) tanh(0) = 0
(c)

Monash University

(c)

e3 + e3
cosh(3) =
10.0677
2


sinh1 (1) = loge 1 + 2 0.8814

(e)

1
x

Z 1

1
y4
0
Z 

cosh1 (1) = 0

Z 2
0

(b)

dy diverges


1
x (x + 2)

d converges to


Z 1

4
dx converges to
1/4
x
3
0
Z 

1
(d)
e2x dx converges to
2
0

Z 2
1
(f)
dx diverges
1 x2
0

Z 2
1
(h)
dx diverges
x (x 2)
0

dx diverges

1
1 + 2

(g)

dx diverges

Since tanh1 (x) as x 1 then tanh1 (1) is undefined

Comparison test for Improper integrals

4
5
5
3
3
8. sinh(x) = , cosh(x) = , coth(x) = , sech(x) = , cosech(x) = .
3
3
4
5
4

13.

9. Use the definition of the hyperbolic functions to show the identities.

(a)

Z 1
0

(e)

dx diverges, use

1
ex
<
over 0 < x < 1
x
x


1
1
dx diverges, use x < x 4 over 0 < x < 1
1 x1/4
0
Z 1  y 
e
1
ey
(c)
dy diverges, use 4 < 4 over 0 < y < 1
4
y
3y
y
0
Z 

e2x sin2 (x) dx converges, use sin2 (x) e2x < e2x over 0 < x <
(d)

10. Find the first derivative with respect to the independent variable for the following
functions:
df
= 4 cosh(4x).
dx
dg
(b)
= cosh2 (t) + sinh2 (t) = cosh(2t).
dt
dh
2 sinh(r)
(c)
=
.
dr
(cosh(r) + 1)2

dF
(d)
= e sech2 e .
d
1
dy
=
.
(e)
dx
2 x x+1

Z 
x
1

11. (a)
dx = sinh1
+C
3
9 + x2

Z 
x
1

+C
(b)
dx = cosh1
4
x2 16

Z 


1
1
x
(c)
dx = tanh1
+C
25 x2
5
5
for arbitrary constant C.
(a)

Friday 1st April, 2016

(b)

Z 1

ex
x

(f)

Z 1
0

e
1 + 2

d converges, use

1
x (1 x2 )

e
1
<
over 0 < <
1 + 2
1 + 2

dx diverges, use

1
1
<
over 0 < x < 1
x
x(1 x2 )

Sequences
14. (a) 0, (b) 1, (c) 0, (d) 0, (e) 1, (f) 0, (g) Limit does not exist.
15. This is the geometric series. It converges for || < 1.

1+ 5
16. Show that lim (Gn ) =
.
n
2

231

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Series
17.

X
n=1

Monash University

Power series

1
diverges for p 1.
np

21. (a) R = 3, (b) unbounded


(infinite) radius, (c) R = 1, (d) R = 1,

x n 
(e) Using lim
1+
= ex then R = 2e, (f) R = 0 (only converges at x = 0)
n
n

X
1
converges for p > 1.
p
n
n=1

Maclaurin Series
22.

The Ratio Test

(a)

1
1
1 6
cos(x) = 1 x2 + x4
x +
2
24
720

(b)

4
8 7
4
x +
sin(2x) = 2x x3 + x5
3
15
315

(c)

1
1
1
loge (1 + x) = x x2 + x3 x4 +
2
3
4

(d)

1
= 1 x2 + x4 x6 +
1 + x2

18. (a) converges, (b) converges, (c) converges, (d) converges


19. Converges. Note that comparing it to
suggests it should converge.

X
1
which given the answer to 17 also
n2
n=0

20. Clearly the fast ship must catch the slow ship in a finite time. Yet Kirk has put an
argument which shows that his slow ship will still be ahead of the fast ship after
each cycle (a cycle ends when the fast ship just passes the location occupied by
the slow ship at the start of the cycle). Each cycle takes a finite amount of time.
The total elapsed time is the sum of the times for each cycle. Kirks error was to
assume that the time taken for an infinite number of cycles must be infinite. We
know that this is wrong an infinite series may well converge to a finite number.

(e)
(f)

Given the information in the question we can see that the fast ship is initially 10
light years behind the slow ship and that it is traveling twice as fast as the slow
ship. Suppose the fast ship is traveling at v light years per year. The distance
traveled by the fast ship decreases by a factor of 2 in each cycle. Hence the time
interval for each cycle also decreases by a factor of 2 in each cycle. The total time
taken will then be

23.

1
1
1
tan1 (x) = x x3 + x5 x7 +
3
5
7

1
1
1
1 x2 = 1 x2 x4 x6 +
2
8
16

7
cos(x) sin(2x) = 2x x3 +
3

1
(b) loge 1 + x2 = x2 x4 +
4
(a)

10 + 5 + 2.5 + 1.25 + ...


v


10
1 1 1
=
1 + + +
v
2 4 8
10 1
=
v 1 12
10
=
v/2

1 1
1
= + x2 +
1 + cos2 (x)
2 4

2
(d) tan1 tan1 (x) = x x3 +
3

Time =

(c)

We expect that this must be time taken for the fast ship to catch the slow ship.
The fast ship is traveling at speed v while the slow ship is traveling at speed v/2.
Thus the fast ship is approaching the slow ship at a speed v/2 and it is initially 10
light years behind. Hence it will take the Klingons 10/(v/2) light years to catch
Kirks starship.

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(a)

1
= 1 (x 1) + (x 1)2 (x 1)3 + (x 1)4 +
x

(b)

(c)
(d)

Monash University


28. Prove that lim xn ex = 0 for any n > 0.

Taylor Series
24.

School of Mathematical Sciences


29. Prove that lim xn loge (x) = 0 for any n > 0.
x

1
1
1
x = 1 + (x 1) (x 1)2 + (x 1)3 +
2
8
16


1
1
ex = e1 1 + (x + 1) + (x + 1)2 + (x + 1)3 +
2
6

1
1
1
loge (x) = loge (2) + (x 2) (x 2)2 + (x 2)3 +
2
8
24

1
1
1
25. (a) ex = 1 + x + x2 + x3 + x4 + .
2
6
24
1
1
1
2
(b) ex = 1 x2 + x4 x6 + x8 + .
2
6
24
Z x

1
1
1
1 9
2
(c) s(x) =
eu du = x x3 + x5 x7 +
x + .
3
10
42
216
0

X (1)(n+1)
1
1
1
26. (a) loge (1 + x) = x x2 + x3 x4 + =
xn
2
3
4
n
n=1

X
1
1
1
1 n
loge (1 x) = x x2 x3 x4 + =
x .
2
3
4
n
n=1



X
1+x
1
1
1
(b) loge
= 2x + 2 x3 + 2 x5 + = 2
x2n1 .
1x
3
5
2n

1
n=1
(c) R = 1.
y1
(d) x =
for y =
6 1.
y+1

X
1
y1
(e) loge (y) = 2
x2n1 , x =
.
2n

1
y+1
n=1

lH
opitals rule
27.
(a)
(c)
(e)

lim

x1

= 2


1 x + loge (x)
1
= 2
x1
1 + cos(x)



x
1
lim
=
x0 tan1 (4x)
4
lim

Friday 1st April, 2016

x2 1
x+1


sin(4x)
4
=
x0 sin(5x)
5


loge (loge (x))
(d) lim
=0
x
x
(b)

(f)

lim


lim ex loge (x) = 0

235

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236

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James G., Modern Engineering Mathematics (5th ed.) 2015.:

ENG1005
Engineering Mathematics
Coordinate Geometry and Vectors Exercises

I Exercise set 4.2.9: Questions 27-30,33,35


I Exercise set 4.2.11: Questions 41-45
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 4.2.8: Questions 17-20,23,25
I Exercise set 4.2.10: Questions 31-34

Vectors, dot product, cross product


1. Find all the vectors whose tips and tails are among the three points with coordinates (x, y, z) = (2, 2, 3), (x, y, z) = (3, 2, 1) and (x, y, z) = (0, 1, 4).

Lines and planes


9. Consider the points (x, y, z) = (1, 2, 1) and (x, y, z) = (2, 0, 3).
(a) Find a vector equation of the line through these points in parametric form.

2. Let v = 3i + 2j 2k. How long is 2v. Find a unit vector (a vector of length 1)
in the direction of v.

(b) Find the distance between this line and the point (x, y, z) = (1, 0, 1). (Hint:
Use the parametric form of the equation and the dot product.)

3. For each pair of vectors given below, calculate the vector dot product and the
angle between the vectors.

10. Find an equation of the plane that passes through the points (x, y, z) = (1, 2, 1),
(x, y, z) = (2, 0, 1) and (x, y, z) = (1, 1, 0).

(a) v = 3i + 2j 2k and w = i 2j k.

(b) v = j + 4k and w = 4i + 2j 2k.

11. Consider a plane defined by the equation 3x + 4y z = 2 and a line defined by


the following vector equation (in parametric form)

(c) v = 2i + 2k and w = 3i 2j.

4. Given the two vectors v = cos() i + sin() j and w = cos() i + sin() j, use the
dot product to derive the trigonometric identity
cos( ) = cos() cos() + sin() sin() .
5. Use the dot product to determine which of the following two vectors are perpendicular to one another: u = 3i + 2j 2k, v = i + 2j 2k, w = 2i j + 2k.

x(t) = 2 2t, y(t) = 1 + 3t, z(t) = t for t R.


(a) Find the point where the line intersects the plane. (Hint: Substitute the
parametric form into the equation of the plane.)
(b) Find a normal vector to the plane.
(c) Find the angle at which the line intersects the plane. (Hint: Use the dot
product.)
12. Find the distance between the parallel planes defined by the equations

6. For each pair of vectors given below, calculate the vector cross product. Assuming
that the vectors define a parallelogram, calculate the area of the parallelogram.
(a) v = 3i + 2j 2k, w = i 2j k.

(b) v = j + 4k, w = 4i + 2j 2k.


(c) v = 2i + 2k, w = 3i 2j.

7. Calculate the volume of the parallelepiped defined by the three vectors u = 3i +


2j 2k, v = i + 2j 2k, w = 2i j + 2k.
8. Verify that v w = w v.

2x y + 3z = 4 and 2x y + 3z = 24.
(Hint: Use the cross product to construct a line normal to both planes, then use
problem 11.)
13. Consider two planes defined by the equations 3x+4y z = 2 and 2x+y +2z = 6.
(a) Find where the planes intersect the x, y and z axes.
(b) Find normal vectors for the planes.
(c) Find an equation of the line defined by the intersection of these planes. (Hint:
Use the normal vectors to define the direction of the line.)
(d) Find the angle between these two planes.

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14. Find the minimum distance between the two lines defined by

(a) r(t) = (4 + 6 cos(t)) i + 5j + (4 + 6 sin(t)) k.


1
(b) r(t) = ti + j + 0k.
t
p
p
(c) r(t) = cos(t)i + sin(t)j + 0k.

and
r(s) = (0i + j + 2k) + s (3i 2j k) for s R.
(Hint: Use scalar projection as demonstrated in the lecture notes. Alternatively,
define the lines within parallel planes and then go back to problem 12.)

(d) r(t) = (2 + cos(4t)) i + (6 + sin(4t)) j + 2tk for fixed > 0.


18. Find a parametric representation for each of the following surfaces:

James G., Modern Engineering Mathematics (5th ed.) 2015.:

(a) Plane 4x 2y + 10z = 16.

I Exercise set 4.3.3: Questions 66-69,72

(b) Sphere (x 1)2 + y 2 + (z 2)2 = 1.

I Exercise set 4.3.4: Questions 73,77-81

(c) Parabolic cylinder z = 3y 2 . Hint: It may help to read this as z = 0x + 3y 2 .


p
(d) Elliptic cone z = 9x2 + y 2 .

James G., Modern Engineering Mathematics (4th ed.) 2008.:


I Exercise set 4.3.2: Questions 52-55,59,60,62,63

19. Determine an implicit representation as an equation z = f (x, y) or g(x, y, z) = 0


for each of the following surface parametric representations:

Curve and surface parameterisations

(a) Plane r(s, t) = si + tj + (s + 2t 4) k where s R and t R.

15. Consider the curve




(b) Elliptic paraboloid r(s, t) = 3s cos(t) i + 4s sin(t) j + s2 k where s 0 and


0 t < 2.


1 1
t j + 0k with 1 t 1.
2 2

(c) Cone r(s, t) = t cos(s) i + t sin(s) j + ctk for some fixed > 0 and where
0 s < 2, t 0.

(a) Verify that r(t) represents a segment of a straight line.

(d) Helicoid r(s, t) = t cos(s) i + t sin(s) j + sk for s 0 and 0 t < 2.

(b) Find the Cartersian coordinates for the end-points of this line segment.

20. The coordinate vectors in cylindrical coordinates given in subsection 34.2.1 are

(c) Derive a new parametric representation of this line segment using a parametric
1
1
variable s defined as s = t + .
2
2
(d) Find the domain of the parameter s necessary to move between the two
original end-points.

eR = cos() i + sin() j + 0k
e = sin() i + cos() + 0k
ez = 0i + 0j + k
(a) Calculate the length of each coordinate vector, that is, calculate |eR |, |e | and
|ez |. What does this imply about the three coordinate vectors?

16. Find a parametric representation for each of the following curves:


(a) Circle in the xy-plane, of radius 3, centre (x, y, z) = (4, 6, 0).

(b) Calculate the dot products: eR e , e ez and eR ez . What does this imply
about the three coordinate vectors?

(b) Straight line passing through the two points (x, y, z) = (2, 0, 4) and (x, y, z) =
(3, 0, 9).
1
(c) Circle formed by intersecting the elliptical cylinder x2 + y 2 = 1 with the
2
plane z = y.

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17. Determine what curve is represented by each of the following representations:

r(t) = (i + j 2k) + t (i 3j + 2k) for t R

r(t) = (t + 1) i +

School of Mathematical Sciences

(c) Calculate the cross products: eR e , e ez and ez eR . (Note the order


of each pari of vectors.) What does this imply about the three coordinate
vectors?

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SCHOOL OF MATHEMATICAL SCIENCES

21. The coordinate vectors in spherical coordinates given in subsection 12.4.2 are
er = sin() cos() i + sin() sin() j + cos() k
e = cos() cos() i + cos() sin() j sin() k
e = sin() i + cos() j + 0k

ENG1005
Engineering Mathematics

(a) Calculate the length of each coordinate vector, that is, calculate |er |, |e | and
|e |. What does this imply about the three coordinate vectors?

Coordinate Geometry and Vectors Exercise Answers

(c) Calculate the cross products: er e , e e and e er . (Note the order


of each pari of vectors.) What does this imply about the three coordinate
vectors?

Vectors, dot product, cross product

(b) Calculate the dot products: er e , e e and er e . What does this imply
about the three coordinate vectors?

1. i 4j + 2k, i + 4j 2k, 2i j + 7k, 2i + j 7k, 3i + 3j + 5k, 3i 3j 5k.


You could also have 0 = 0i + 0j + 0k if the start and end point are the same point.

v
1
= (3i + 2j 2k).
2. |2v| = 2 17,
|v|
17


1
3. (a) v w = 1 and = cos1
1.4716 radians.
6 17


10
(b) v w = 10 and = cos1
2.0887 radians.
17 24


6
2.1998 radians.
(c) v w = 6 and = cos1
8 13
4. Use the dot product to derive the trigonometric identity cos( ) = cos() cos()+
sin() sin().
5. u and w.

101 units2 .

(b) v w = 6i + 16j + 4k and |v w| = 2 77 units2 .

(c) v w = 4i 6j 4k and |v w| = 2 17 units2 .

6. (a) v w = 6i + j 8k and |v w| =

7. (u v) w = 4 units3 .
8. Verify that v w = w v.

Lines and planes


9. (a) x(t) = 1 + t, y(t) = 2 2t and z(t) = 1 + 4t for t R.
2
(b)
14 units.
7
10. 2x + y + 7z = 3
11. (a) (x, y, z) = (2, 1, 0).

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(b) n = 3i + 4j k.
(c) =
12.

cos1
2

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91
26

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cp 2
x + y2.
a


2xy
1
(d) z = sin1 2
or y = x tan(z).
2
x + y2
(c) z =

0.37567 radians.

20. (a) |eR | = 1, |e | = 1 and |ez | = 1. The cylindrical coordinate vectors are unit
vectors.

56 units.

13. Consider two planes defined by the equations 3x+4y z = 2 and 2x+y +2z = 6.


(a) (x, y, z) = 23 , 0, 0 , (x, y, z) = 0, 21 , 0 and (x, y, z) = (0, 0, 2).

(b) eR e = 0, e ez = 0 and eR ez = 0. The cylindrical coordinate vectors are


orthogonal to each other.
(c) eR e = ez , e ez = eR and ez eR = e . The cylindrical coordinate
vectors form a right handed coordinate system, like i, j and k in Cartesian
coordinates.

(b) n1 = 3i + 4j k and n2 = 2i + j + 2k.

(c) r(t) = (2i + 2j + 0k) + t (9i 4j + 11k) for t R.




4
1.835 radians.
(d) = cos1
3 26

14. 3 units.

21. (a) |er | = 1, |e | = 1 and |e | = 1. The spherical coordinate vectors are unit
vectors.
(b) er e = 0, e e = 0 and er e = 0. The spherical coordinate vectors are
orthogonal to each other.

Curve and surface parameterisations


15. (a) Given x = t + 1 then t = x 1 and then y =

(c) er e = e , e e = er and e er = e . The spherical coordinate


vectors form a right handed coordinate system, like i, j and k in Cartesian
coordinates.

1 1
1
t becomes y = x + 1.
2 2
2

(b) t = 1 corresponds to (x, y, z) = (0, 1, 0).


t = 1 corresponds to (x, y, z) = (2, 0, 0).
(c) r(s) = (0i + j + 0k) + s (2i j + 0k).

(d) 0 s 1.

16. (a) r(t) = (4 + 3 cos(t)) i + (6 + 3 sin(t)) j + 0k for 0 t < 2.


(b) r(t) = (2 t) i + 0j + (4 + t) k for 0 t < 2.

(c) r(t) = 2 cos(t) i + sin(t) j + sin(t) k for 0 t < 2.

17. (a) Circle in the y = 5-plane, of radius 6, centre (x, y, z) = (4, 5, 4).
(b) Hyperbola xy = 1.
(c) Lime curve x4 + y 4 = 1.
(d) Helix on a cylinder of radius (the axis of the cylinder is the z-axis).
18. (a) r(s, t) = si + (8 2s 5t) j + tk for s R and t R.

(b) r(s, t) = (1 + sin(s) cos(t)) i + sin(s) sin(t) j + (2 + cos(s)) k for 0 s and


0 t < 2.
(c) r(s, t) = si + tj + 3t2 k for s R and t R.

(d) r(s, t) = s cos(t) i + 3s sin(t) j + 3sk for s 0 and 0 t < 2.


19. (a) x + 2y z = 4.
1
1
(b) z = x2 + y 2 .
9
16

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Matrices

ENG1005
Engineering Mathematics
Matrix Algebra Exercises

Row operations and linear systems


1. Solve each of the following system of equations using Gaussian elimination with
back-substitution. Be sure to record the details of each row-operation (for example,
as a note on each row of the form (2) 2(2) 3(1).)

J + M = 75
(a)
J 4M = 0

x + y = 5
(b)
2x + 3y = 1

x + 2y z = 6
2x + 5y z = 13
(c)

x + 3y 3z = 4

x + 2y z = 6
x + 2y + 2z = 3
(d)

2x + 5y z = 13

2x + 3y z = 4
x + y + 3z = 1
(e)

x + 2y z = 3

Under-determined systems

2. Using Gaussian elimination with back-substitution to find all possible solutions for
the following system of equations
x + 2y z = 6
x + 3y
= 7
2x + 5y z = 13
3. Find all possible solutions for the system (sic) of equations
x + 2y z = 6

4. Evaluate each of the following matrix operations



 

1
1
2 1
(a) 2

1 4
3
1



1
1
2 1
(b)
1 4
3
1


 2 1
1
1 3
3
1
(c)
1 4 2
1
2

5. Rewrite the systems of linear equations for questions (a), (b) and (c) in question
1 in matrix form. Hence, write down the coefficient and augmented matrices for
those systems of linear equations.
6. Repeat the row-operations part of (d) and (e) in question 1 using matrix notation.
James G., Modern Engineering Mathematics (5th ed.) 2015.:
I Exercise set 5.2.3: Questions 1-9
I Exercise set 5.2.5: Questions 12,13,16
I Exercise set 5.2.7: Questions 19,20
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 5.2.3: Questions 1,6,7
I Exercise set 5.2.5: Questions 11,12,16
I Exercise set 5.2.7: Questions 22

Matrix inverses
7. Compute the inverse A1 of the following matrices


1 1
(a) A =
1 4

2 3 1
(b) A = 1 1 3
1 2 1
Verify that A1 A = I and AA1 = I.

8. Use the results of the previous question to solve the system of equations of (a) and
(e) in question 1.

(Hint : You have one equation but three unknowns. You will need to introduce
two free parameters).

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(d) For any pair of n n-matrices, A and B, we always have det(A + B) =


det(A) + det(B).

James G., Modern Engineering Mathematics (5th ed.) 2015.:


I Exercise set 5.4.1: Questions 52,53,58

(e) Let A be an 3 3-matrix. Then det(7A) = 73 det(A).

James G., Modern Engineering Mathematics (4th ed.) 2008.:

(f) If A1 exists, then det(A1 ) = det(A).

I Exercise set 5.4.1: Questions 58,59

15. Given
A=

Matrix determinants

17. Let

A=

compute the determinant twice, first by expanding about the top row and second
by expanding about the second column.

A=

16. Assume that A is square matrix with an inverse A1 .



1
Prove that det A1 =
det(A)

3 1
1
3
2 1

2
A= 1
1

11. Given

1 k
0 1

Compute A2 , A3 and hence write down An for n > 1.

9. Compute the determinant for the coefficient matrix in question 2. What do you
observe?
10. For the matrix

1
1
1 4

B=

2 1
3
1

Show that

5 2
2 1

A2 6A + I = 0

where I is the 2 2-identity matrix. Use this result to compute A1 .

18. Consider the following pair

11
A= a
3

compute det(A), det(B) and det(AB). Verify that det(AB) = det(A) det(B).
12. Compute the following determinants using expansions about
column.

1 2 3
4 3

3 2 2
(a) det
(b) det 1 7
0 9 8
3 9

1 2 3 2
1 5
1 3 2 3
2 1

(c) det
(d) det
4 0 5 0
1 2
1 2 1 2
3 1

any suitable row or

2
8
3

1 3

7 5

1 0
0 1

of matrices

18 7
6
3,
5 2

3
1 12
B = b 1 5
2 1 6

Compute the values of a and b so that A is the inverse of B while B is the inverse
of A.

19. Here is a 2 2-matrix equation



 


a b
e f p q
=
c d
g h r s
Show that this is equivalent to the following sets of equations
 
 
 
a
e
f
=p
+r
c
g
h

13. Recompute the determinants in the previous question this time using row operations (that is, Gaussian elimination).
14. Which of the following statements are true? Which are false?

and

(a) If A is a 3 3-matrix with a zero determinant, then one row of A must be a


multiple of some other row.

 
 
 
b
e
f
=q
+s
d
g
h

20. Use the result of the previous question to show that if the original 2 2-matrix
equation is written as A = EP then the columns of A are linear combinations of
the columns of E.

(b) Even if any two rows of a square matrix are equal, the determinant of that
matrix may be non-zero.
(c) If any two columns of a square matrix are equal then the determinant of that
matrix is zero.

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Eigenvectors and eigenvalues

21. Following on from the previous two questions, show that the rows of A can be
written as linear combinations of the rows of P .

A square matrix A has an eigenvector v with eigenvalue provided

James G., Modern Engineering Mathematics (5th ed.) 2015.:

Av = v

I Exercise set 5.3.1: Questions 34,35,44


I Exercise set 4.2.13: Questions 57-59

The vector v would normally be written as a column vector. Its transpose vT is a


row vector.

James G., Modern Engineering Mathematics (4th ed.) 2008.:

The eigenvalues are found by solving the polynomial equation

I Exercise set 5.3.1: Questions 34,35,44

det(A I) = 0

I Exercise set 4.2.12: Questions 43-45

28. Compute the eigenvalues and eigenvectors of the following matrices:




4 2
(a) A =
5 3


6 1
(b) A =
3 2


5
3
(c) A =
3 1

Matrix operations
22. Suppose you are given a matrix of the form


cos() sin()
R() =
sin() cos()
Consider now the unit vector v = [1, 0]T in a two dimensional plane. Compute
R()v. Repeat your computations this time using w = [0, 1]T . What do you
observe? Try thinking in terms of pictures, look at the pair of vectors before and
after the action of R().

29. Given that one eigenvalue is = 4, compute the remaining eigenvalues of the
following matrix:

1
3
32

A = 3
1
3 2
2
3 2 3 2

23. You may have recognised the two vectors in the previous question to be the familar
basis vectors for a two dimensional space, i.e., i and j. We can express any vector
as a linear combination of j and j, that is,

30. Given that one eigenvalue is = 4, compute the remaining eigenvalues of the
following matrix:

3
1 32
A = 1
3 3 2

3 2 3 2
2

u = ai + bj
for some numbers a and b. Given what you learnt from the previous question,
what do you think will be result of R() u? Your answer can be given in simple
geometrical terms (e.g., in pictures).

Compute the corresponding eigenvectors for all three eigenvalues. Verify that the
eigenvectors are mutually orthogonal (that is, v1T v2 = 0, v1T v3 = 0 and v2T v3 = 0).

24. Give reasons why you expect R( + ) = R() R(). Hence deduce that

31. Suppose the matrix A has eigenvectors v with corresponding eigenvalues . Show
that v is an eigenvector of An . What is its corresponding eigenvalue?

cos( + ) = cos() cos() sin() sin()


sin( + ) = sin() cos() + sin() cos()

32. If , v are an eigenvalue-eigenvector pair for A then show that v is also an


eigenvector of A for any real number 6= 0.

25. Give reasons why you expect R() R() = R() R(). Hence prove that the rotation matrices R() and R() commute.

33. Suppose the matrix A has eigenvalue with corresponding eigenvector v. Deduce
an eigenvalue and corresponding eigenvector of R1 AR, where R is a non-singular
matrix.

26. Show that det(R()) = +1.


27. Given the above form for R() write down, without doing any computations, the
inverse of R().

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34. Let A be any matrix of any shape. Show that AT A is a symmetric square matrix.

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James G., Modern Engineering Mathematics (5th ed.) 2015.:

ENG1005

I Exercise set 5.7.3: Questions 94,95


I Exercise set 5.7.8: Questions 104

Engineering Mathematics
Matrix Algebra Exercise Answers

James G., Modern Engineering Mathematics (4th ed.) 2008.:


I Exercise set 5.7.3: Questions 96,97
I Exercise set 5.7.8: Questions 105

Row operations and linear systems


1. (a) J = 60, M = 15.
(b) x = 14, y = 9.

(c) x = 7, y = 0, z = 1.

(d) x = 1, y = 2, z = 1.

(e) x = 1, y = 2, z = 0.

Under-determined systems
2. Solution is x(t) = 4 + 3t, y(t) = 1 t, z(t) = t where t R is a parameter.
3. Solution is x(u, v) = u 2v + 6, y(u, v) = v, z(u, v) = u where u, v R are
parameters.

Matrices
4. (a)
(b)




5 0
10 5


8
6
8 1




1 1
1 1 75
5. (a)
and
1 4 0
1 4




1 1
1 1 5
(b)
and
2 3
2 3 1

1 2 1
1 2 1 6
(c) 2 5 1 and 2 5 1 13
1 3 3
1 3 3 4
(c)

0
3
1 9

6. Should be easy.

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Matrix inverses
7. (a) A1 =
(b) A1

1
5

4 1
1 1

21. Show that the rows of A can be written as linear combinations of the rows of P .

Matrix operations
22. Each of the vectors will have been rotated about the origin by the angle in a
counterclockwise direction.

8. Use the results of the previous question to solve the system of equations of (a) and
(e).

23. The rotation observed in the previous question also applies to the general vector
u. Thus R() is often referred to as a rotation matrix. Matrices like this (and
their 3 dimensional counterparts) are used extensivly in computer graphics.

Matrix determinants

24. Any object rotated first by and then by could equally have been subject
to a single rotation by + . The resulting objects must be identical. Hence
R( + ) = R() R().

9. The determinant is zero, which indicates that there is either no solution or infinitely
many solutions to the system of equations.
10. det(A) = 3.

25. Regardless of the order in which the rotations have been applied the nett rotation
will be the same. Thus R() R() = R() R(). Equally, you could have started
by writing + = +, then R( + ) = R( + ) and so R() R() = R() R().


cos() sin()
26. det(R()) = det
= 1.
sin() cos()

11. det(A) = 5, det(B) = 5 and det(AB) = 25.


12. Compute the following determinants using expansions about any suitable row or
column.

1 2 3
4 3 2
(a) det 3 2 2 = 31
(b) det 1 7 8 = 165
0 9 8
3 9 3

1 2 3 2
1 5 1 3
1 3 2 3
2 1 7 5

(c) det
(d) det
4 0 5 0 = 0
1 2 1 0 = 162
1 2 1 2
3 1 0 1

27. The inverse of R() is R().

Eigenvectors and eigenvalues


28. Compute the eigenvalues and eigenvectors of the following matrices:
(a) 1 = 1 and 2 = 2.

(b) 1 = 3 and 2 = 5.

13. Recompute the determinants in the previous question.

(c) 1 = 2 and 2 = 2.

14. (a) False, (b) False, (c) True, (d) False, (e) True, (f) False.

29. 1 = 4, 2 = 4 and 3 = 8.

15. Compute A and A and note the pattern.




1 nk
An =
.
0 1

30. 1 = 4,

2 = 4 and3 = 8.
1
1
1
1 .
v1 = 1 , v2 = 1 and v3 =
0
2
2


16. Prove that det A1 =
1

17. A

1
det(A)


1 2
= 6I A =
.
2 5

31. The eigenvalue of An will be n .

32. This is trivial, just multiply the eigenvalue equation Av = v by .


33. The matrix R1 AR will have as an eigenvalue with eigenvector R1 v.
T
T
34. Use (P Q)T = QT P T and AT = A to show that AT A = AT A. Hence AT A
is symmetric.

18. Require that AB = I and BA = I. Then a = 4 and b = 1.


19. Show the equivalance.

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20. Show that the columns of A are linear combinations of the columns of E.


7 1 10
1
4 1
7
=
3
1 1
1

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Non-separable first order ODEs

ENG1005

2. Find the general solution for each of the following homogeneous ODEs:

Engineering Mathematics

(a)

dy
+y =0
dx

(b)

dy
y =0
dx

Ordinary Differential Equations Exercises

(c)

dy
+ 2y = 0
dx

(d)

dy
2y = 0
dx

3. Find the particular solution for each of the following ODEs:

Introduction to ODEs

(a)

dy
+y =1
dx

(b)

dy
+ 2y = 2 + 3x
dx

(c)

dy
y = e2x
dx

(d)

dy
y = ex
dx

(e)

dy
+ 2y = cos(2x)
dx

(f)

dy
2y = 1 + 2x sin(x)
dx

James G., Modern Engineering Mathematics (5th ed.) 2015.:


I Exercise set 10.3.5: Questions 1,2
I Exercise set 10.4.5: Questions 3-5
James G., Modern Engineering Mathematics (4th ed.) 2008.:

4. Given the solutions in 2 and 3, determine the general solution for each of the ODEs:

I Exercise set 10.3.6: Questions 1,2

(a)

dy
+y =1
dx

(b)

dy
+ 2y = 2 + 3x
dx

(c)

dy
y = e2x
dx

(d)

dy
y = ex
dx

(e)

dy
+ 2y = cos(2x)
dx

(f)

dy
2y = 1 + 2x sin(x)
dx

I Exercise set 10.4.5: Questions 3-5

Separable first order ODEs


1. Find the general solution for each of the following seperable ODEs:
(a)

dy
= 2xy
dx

dy
(c) sin(x)
+ y cos(x) = 2 cos(x)
dx

dy
+ sin(x) = 0
dx



dy
1+
1
dx
=
(d) 
dy
1+
1
dx

I Exercise set 10.5.4: Questions 11,13,15,17


I Exercise set 10.5.6: Questions 18,20
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 10.5.4: Questions 11,13,15,17
I Exercise set 10.5.6: Questions 18,20

Integrating factors

(b) y

y
x
y
x

5. Use an integrating factor to find the general solution for each of the following ODEs:
(a)

dy
+ 2y = 2x
dx

(b)

(c)

dy
+ cos(x) y = 3 cos(x)
dx

(d) sin(x)

dy 2
+ y=1
dx x
dy
+ cos(x) y = tan(x)
dx

James G., Modern Engineering Mathematics (5th ed.) 2015.:


I Exercise set 10.5.11: Questions 31-35
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 10.5.11: Questions 31-35

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dy
= 2xy x with y(0) = 0 on the interval [0, 1] use
8. For the differential equation
dx
Eulers method to determine an approximation solution:

Eulers method
dy
6. For the differential equation
= y with y(0) = 1 on the interval [0, 1] use Eulers
dx
method to determine an approximation solution:

(i) using two steps of x = 0.5,


(ii) using five steps of x = 0.2,

(i) using two steps of x = 0.5,

(iii) using ten steps of x = 0.1,

(ii) using five steps of x = 0.2,


(iii) using ten steps of x = 0.1,

then

then

(iv) given the exact solution yexact (x) =

1
1 2
ex , calculate the absolute error
2
2
|yexact yapprox | for each of the approximate solutions, found above, at each
point and

(iv) given the exact solution yexact (x) = ex , calculate the absolute error |yexact yapprox |
for each of the approximate solutions, found above, at each point and

(v) on one graph, plot the three approximate solutions and the exact solution.

(v) on one graph, plot the three approximate solutions and the exact solution.

James G., Modern Engineering Mathematics (5th ed.) 2015.:

dy
7. For the differential equation
= x y with y(0) = 1 on the interval [0, 1] use
dx
Eulers method to determine an approximation solution:

I Exercise set 10.6.4: Questions 39-42

(i) using two steps of x = 0.5,

Second order homogenous ODEs

(ii) using five steps of x = 0.2,

9. Find the general solution for each of the following ODEs:

(iii) using ten steps of x = 0.1,


then
(iv) given the exact solution yexact (x) = 2ex + x 1, calculate the absolute error
|yexact yapprox | for each of the approximate solutions, found above, at each
point and
(v) on one graph, plot the three approximate solutions and the exact solution.

(a)

d2 y dy
+
2y = 0
dx2 dx

(b)

d2 y
9y = 0
dx2

(c)

d2 y
dy
+ 2 + 2y = 0
dx2
dx

(d)

d2 y
dy
+ 6 + 10y = 0
dx2
dx

James G., Modern Engineering Mathematics (5th ed.) 2015.:


I Exercise set 10.9.2: Questions 55-61
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 10.9.2: Questions 55-61

Second order non-homogenous ODEs


10. Find the particular solution for each of the following ODEs:

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257

(a)

d2 y dy
+
2y = 1 x
dx2 dx

(b)

d2 y
9y = e3x
dx2

(c)

dy
d2 y
+ 2 + 2y = sin(x)
dx2
dx

(d)

d2 y
dy
+ 6 + 10y = e2x cos(x)
dx2
dx

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(c)

d2 y
dy
+ 2 + 2y = sin(x)
dx2
dx

12. Given the general solutions in 11 solve the following boundary value problems:

d2 y
(b)
9y = e3x
dx2
(d)

Monash University

Boundary value problems

11. Given the solutions in 9 and 10, determine the general solution for each of the
following ODEs:
d2 y dy
2y = 1 x
(a)
+
dx2 dx

School of Mathematical Sciences

d2 y
dy
+ 6 + 10y = e2x cos(x)
dx2
dx

(a)

dy
d2 y dy
2y = 1 x, y(0) = 0 and
(0) = 0
+
dx2 dx
dx

(b)

d2 y
9y = e3x , y(0) = 0 and y(1) = 1
dx2

(c)

dy
d2 y
+ 2 + 2y = sin(x), y(0) = 1 and y
dx2
dx

(d)

d2 y
dy
dy
(0) = 0
+ 6 + 10y = e2x cos(x), y(0) = 1 and
dx2
dx
dx

James G., Modern Engineering Mathematics (5th ed.) 2015.:


I Exercise set 10.9.4: Questions 62-65
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 10.9.4: Questions 62-65

=1

13. Solve the boundary value problem:


d2 y 1
+ y = ex , y(0) = 0, y() = 0.
dx2 4
14. Solve the boundary value problem:
d3 y d2 y
dy
dy
d2 y
+ 2 + 3 5y = x (1 x) , y(0) = 1,
(0) = 0,
(0) = 0.
3
dx
dx
dx
dx
dx2

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4. The solutions are given as a linear combination of the solution of the homogeneous
ODE and the particular solution, that is, y(x) = yh (x) + yp (x).

ENG1005

(a) y(x) = 1 + Cex

Engineering Mathematics
(b) y(x) =

Ordinary Differential Equations Exercise Answers

1 3x
+
+ Ce2x
4
2

(c) y(x) = e2x + Cex


(d) y(x) = xex + Cex

Separable first order ODEs


1.

x2

(a) y(x) = Ce

C
(c) y(x) = 2 +
sin(x)

(e) y(x) =

p
(b) y(x) = 2 cos(x) + C

1
1
cos(2x) + sin(2x) + Ce2x
4
4

(f) y(x) = 1 x +

C
(d) y(x) =
x

1
2
cos(x) + sin(x) + Ce2x
5
5

for arbitrary constant C.

for arbitrary constant C.

Integrating factors
Non-separable first order ODEs
2.

5.

1
+ Ce2x
2

(a) yh (x) = Cex

(b) yh (x) = Cex

(a) y(x) = x

(c) yh (x) = Ce2x

(d) yh (x) = Ce2x

(c) y(x) = 3 + Ce sin(x)

3.

1 3x
+
4
2

(a) yp (x) = 1

(b) yp (x) =

(c) yp (x) = e2x

(d) yp (x) = xex

1
1
cos(2x) + sin(2x)
4
4

x C
+
3 x2

(d) y(x) =

C loge (cos(x))
sin(x)

for arbitrary constant C.

for arbitrary constant C.

(e) yp (x) =

(b) y(x) =

(f) yp (x) = 1 x +

Eulers method
6.

dy
= y with y(0) = 1 on the interval [0, 1]
dx

1
2
cos(x) + sin(x)
5
5

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262

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7.

Monash University

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dy
= x y with y(0) = 1 on the interval [0, 1]
dx

Monash University

Second order homogenous ODEs


9.

(a) yh (x) = C1 e2x + C2 ex

(b) yh (x) = C1 e3x + C2 e3x

(c) yh (x) = ex (C1 cos(x) + C2 sin(x))

(d) yh (x) = e3x (C1 cos(x) + C2 sin(x))

for arbitrary constants C1 and C2 .

8. For the differential equation

Friday 1st April, 2016

dy
= 2xy x with y(0) = 0 on the interval [0, 1]
dx

263

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264

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SCHOOL OF MATHEMATICAL SCIENCES

Second order non-homogenous ODEs


10.
(a)

(b) Trying yp (x) = Axe3x


(c)
(d)
11.

Engineering Mathematics

1
gives yp (x) = xe3x
6

Laplace Transforms Exercises

2
1
Trying yp (x) = A cos(x) + B sin(x) gives yp (x) = cos(x) + sin(x)
5
5


1
2
Trying yp (x) = e2x (A cos(x) + B sin(x)) gives yp (x) = e2x
cos(x) +
sin(x)
29
145

(a)

1
1
y(x) = C1 e2x + C2 ex + x
2
4

(b)

1
y(x) = C1 e3x + C2 e3x + xe3x
6

(c)

y(x) = ex (C1 cos(x) + C2 sin(x))

(d)

ENG1005

1
1
Trying yp (x) = Ax + B gives yp (x) = x
2
4

1
2
cos(x) + sin(x)
5
5


1
2
y(x) = e3x (C1 cos(x) + C2 sin(x)) + e2x
cos(x) +
sin(x)
29
145

(b)
(c)
(d)

(c)

f (t) = et sinh(t)

(d)

f (t) = sinh(t) cosh(t)

(e)

f (t) = ea+bt for constants a, b

(f)

f (t) = a + bect for constants a, b, c

2. Use the definition of the Laplace transform (in terms of an integral) to determine
the Laplace transform of each of the following functions, where f (t) = 0 apart
from at the values specified:
(a) f (t) = 1 for 0 t 1

1
1
1
y(x) = e2x + x
4
2
4
 3

 3

e 6
e 6
1
33x
y(x) =
e

e3+3x + xe3x
6 (e6 1)
6 (e6 1)
6

(b) f (t) = t for 0 t 1

(c)

f (t) = 1 t for 0 t 1

(e)

f (t) =

b
t for 0 t a
a

(d) f (t) = b for 0 t a




1
(f) f (t) = b 1 t for 0 t a
a

In each case sketch f (t). For what range of values of s do each of the transforms
exist?

3
4
2
1
y(x) = ex cos(x) + e 2 x sin(x) cos(x) + sin(x)
5
5
5
5


30 3x
462 3x
1
2
y(x) = e
cos(x)
e
sin(x) + e2x
cos(x) +
sin(x)
29
145
29
145

3. For which of the following functions do their Laplace transforms exist, giving reasons:
 


1
(c) f (t) = sinh t2
(a) f (t) = exp t2
(b) f (t) = exp t2
2

x 4
x 4
4
13. y(x) = cos
e sin
+ ex .
5
2
5
2
5

(d) f (t) = exp exp(t)

1
99 x
9 x
1
1
13
14. y(x) = ex +
e cos(2x)
e sin(2x) + x2 + x +
.
2
250
125
5
25
125

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(b) f (t) = 1 2et + e2t

For what range of values of s do each of these transforms exist?

Boundary value problems


(a)

1. Using the known Laplace transforms and , determine the Laplace transforms for
each of the following functions, simplifying your answers:
(a) f (t) = 1 et

for arbitrary constants C1 and C2 .

12.

Laplace Transforms

(g)

265

f (t) =

1
t+1

(e)

f (t) = exp exp(t)

(h) f (t) =

1
(t 1)2

1
t

(f)

f (t) =

(i)

f (t) = |sin(t)|

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4. Use the Taylor series

9. Given that
et = 1 + t +

1 2
1
t + + tn +
2!
n!

(a)

and hence confirm that f (t) = tn has subexponential growth when t is large, for
any integer n.


1
1
, use the property above to verify that L eat =
.
s1
sa
James G., Modern Engineering Mathematics (5th ed.) 2015.:
I Exercise set 11.2.6: Questions 1 and 3.

1
s (1 s)

(b) F (s) =

1
1 s2

(f)

F (s) =

1
s (s2 1)

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1
(1 + t) (1 t)
2

(f)

f (t) = t sinh(t)

(a) F (s) =

s1
s2

(b)

F (s) =

1 2s + s2
s3

(c)

F (s) =

1
(1 + s)2

(d)

F (s) =

s
using (a)
(1 + s)2

(e)

F (s) =

as + b
for any constants a, b, c
(s + c)2

13. Determine the Laplace transform Y (s) of the solution y(t) of the following initialvalue problems:

(b) f (t) = (1 + t)
(d)

f (t) = tn et

Repeat using f (t) = et , f (t) = tet (see 10(a)) and f (t) = 21 (1 + t)2 (see 8(b)).

8. Use the known value for L{tn } to determine the Laplace transforms of:

f (t) =

(e)

(c) f (t) = t2 et

12. Show that the known Laplace transform of f (t) = tn satisfies the derivative property
 


df
L
= sF (s) f (0) = L ntn1 .
dt


n 
7. Use integration by parts to show that L{tn } = L tn1 when n is a positive
s
integer. Ensure that any limits that arise are evaluated carefully.
1
n!
Use that L{1} = to deduce that L{tn } = n+1 .
s
s

(c)

(b) f (t) = tet

Laplace Transforms of derivatives

5
(d) F (s) = 2
s +s6

as + b
for constants a, b
s2 + 3s + 2

f (t) = tet

I Exercise set 11.2.10: Questions 4.

6. Use partial fractions to invert each of the following Laplace transforms:

(a) f (t) = 1 + t

and ( + 1) = () determine:
 
n 1o
n 3o
3

and hence L t 2
(c) L t 2
2

James G., Modern Engineering Mathematics (5th ed.) 2015.:

Inverting Laplace Transforms

F (s) =

11. Invert the following Laplace transforms:


Given that L et =

(e)

(d) f (t) = t3 e2t

5. Use the definition of the Laplace transform L{f (t)} = F (s) to show that
 
1
1
L{f (at)} = F
s when a > 0.
a
a

(c)

10. Use the s-shifting property to determine the Laplace transforms of:
t

t n!e for any fixed integer n 0

2s
F (s) =
1 s2

1
2

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n 1o
(a) L t 2
(b)

to show for all t > 0 that

(a) F (s) =

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f (t) = 1 + t + . . . +

1 n
t for any positive integer n
n!

267

(a)

dy
+ y = 2 when y(0) = 1
dt

(b)

dy
y = et when y(0) = 1
dt

(c)

dy
+ y = et when y(0) = 1
dt

(d)

dy
+ y = t when y(0) = 1
dt

Invert Y (s) and hence determine y(t) in each case.

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14. Use the known values of L{sin(t)}, L{cos(t)}, along with other properties of
circular functions and Laplace transforms, to determine the transforms of each of
the following functions:
(a) f (t) = cos(2t)
(c)

f (t) = e

cos(2t)

(b)
(d)

School of Mathematical Sciences

18. Solve each of the following initial-value problems using Laplace transforms:
(a)

d2 y
dy
dy
(0) = 1
+ 5 + 6y = 0 with y(0) = 0 and
dt2
dt
dt

(b)

dy
d2 y
dy
(0) = 1
+ 2 + 5y = 0 with y(0) = 0 and
dt2
dt
dt

(c)

d2 y
dy
(0) = 0
+ y = 1 with y(0) = 0 and
dt2
dt

(d)

d2 y
dy
dy
(0) = 0
+ 2 + 5y = 5 with y(0) = 0 and
dt2
dt
dt

(e)

d2 y
dy
dy
(0) = 0
+ 3 + 2y = 2t + 1 with y(0) = 1 and
dt2
dt
dt

f (t) = sin2 (t) (use an appropriate double-angle formulae)


2t

f (t) = e cos(3t)

15. Use direct integration, using integration by parts, to determine L{teit } and hence
determine the values of L{t sin(t)} and L{t cos(t)}.
James G., Modern Engineering Mathematics (5th ed.) 2015.:
I Exercise set 11.3.4: Questions 5.

Applications to differential equations


16. Write Q(s) = s2 + 2s + 5 in the form (s + a)2 + 2 and hence determine the inverse
transform of:
(a) F (s) =
(c)

F (s) =

1
s2 + 2s + 5

(b) F (s) =

s
+ 2s + 5

(d) F (s) =

s2

19. Use the derivative of transform property to determine Laplace transforms of each
of the following:

s+1
s2 + 2s + 5
s2

bs + c
for any constants b, c
+ 2s + 5

(c)

F (s) =

(e)

F (s) =

2
s (s2 1)

s
s2 + 2s + 2
s3

(b) F (s) =

2s + 1
s2 (s + 1)

(d) F (s) =

2s 1
(s + 2) (s2 + 1)

(a) f (t) = tet

(b) f (t) = t sinh(t)

(c)

(d) f (t) = t2 exp(t)

f (t) = t cos(t)

20. A harmonic oscillator is excited at a different frequency from its natural mode,
so that
d2 y
+ y = sin(t) when 6= 1.
dt2
dy
Assuming that y(0) = 0 and
(0) = 0, show that the Laplace transform of the
dt
solution is

Y (s) = 2
(s + 2 ) (s2 + 1)

17. Write each of the following as partial-fraction expansions and determine their inverse transforms:
(a) F (s) =

Monash University

s2 2s + 6
s2 + 4s 4

and hence show that


y(t) =

1
(sin(t) sin(t)) .
1 2

The near resonance case occurs when 1. How close to = 1 does the
excitation frequency = 1 + need to be for the size of the sin(t) part of the
response in y(t) to be about 100 times the forcing amplitude? What happens when
= 1 exactly?

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SCHOOL OF MATHEMATICAL SCIENCES

21. A harmonic system is said to resonate when it is forced at its natural frequency,
for example when

ENG1005

d2 y
1
dy
(0) = ,
+ y = sin(t) assuming that y(0) = 0 and
dt2
dt
2

Engineering Mathematics

find the Laplace transform Y (s) of the solution and hence determine y(t) for t > 0.
Deduce that max{|y|} over each period will always increase with time.

Laplace Transforms Exercise Answers

(Hint: use the answer to 19(c) to assist in inverting the transform.)


James G., Modern Engineering Mathematics (5th ed.) 2015.:
I Exercise set 11.4.3: Questions 7-12.

Laplace Transforms
1


(a) L 1 et =

Step functions and t-shifting


22. Use t-shifting to determine the inverse Laplace transforms of each of the following:
es
(a) F (s) =
s
(c)

F (s) =

es
1 + s2

(c)

e2s
(b) F (s) = 2
s
(d) F (s) =

2e4s
s (s + 2)

(e)
2

in terms of the unit step function u(t). Sketch each of the inverse transforms as a
function of t 0.



L et sinh(t) =

dy
with the initial conditions y(0) = 1 and
(0) = 0. Compare the form of y(t) for
dt
0 < t < with that for t > 2. What is the overall outcome of the temporary
forcing? What would happen to the final value if the forcing had been for < t <
3 instead of < t < 2?

1
for s > 2
s (s 2)



ea
L ea+bt =
for s > b
sb

(a) L{f (t)} =

23. Using the appropriate unit step functions, solve the initial-value problem
(
1 if < t < 2
d2 y
+y =
dt2
0 otherwise

1
for s > 0
s (s + 1)

(b)
(d)

(f )



L 1 2et + e2t =
L{sinh(t) cosh(t)} =

2
for s > 0
s (s + 1) (s + 2)

1
for s > 2
s2 4


(a + b) s ac
L a + bect =
for s > c
s (s c)

1 es
for all s
s

(b)

L{f (t)} =

1 (s + 1) es
for all s
s2

(c)

L{f (t)} =

s 1 + es
for all s
s2

(d)

L{f (t)} =

b (1 eas )
for all s
s

(e)

L{f (t)} =

b (1 (as + 1) eas )
for all s
as2

(f )

L{f (t)} =

b (as 1 + eas )
for all s
as2

3: The following have Laplace transforms:



(a) f (t) = exp t2 , (e) f (t) = exp(exp(t)), (g) f (t) =

1
and (i) f (t) = |sin(t)|.
t+1

Inverting Laplace Transforms


Impulses and delta functions

6
(a) f (t) = 1 et

24. Demonstrate, using two simple functions such as f (t) = t and g(t) = et , that
the transform of a product f (t) g(t) is not necessarily equal to the product of the
transforms of f and g. Find two functions f and g for which it does happen to be
true.

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271

(c)

f (t) = et + et

(e)

f (t) = (b a) et + (2a b) e2t


1 t
e et
2

(b)

f (t) =

(d)

f (t) = e2t e3t

(f )

f (t) =


1 t
e + et 1
2

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8
(a) L{1 + t} =
(c)
9
(a)

(b)

(c)
10
(a)

(d)

Monash University



1
2 s2
L
(1 + t) (1 t) =
2
2s3

(e)

17
(a) f (t) = 2 cosh(t) 2

 
n 1 o 1r
1
3
=
so L t 2 =

2
2
2 s3

 
n 3 o 3r
5
3

=
so L t 2 =
2
4
4 s5
1
(s 1)2



L t3 e2t =

(b)

6
(s 2)4

(e)

11
(a) f (t) = 1 t
(c)

16
1
(a) f (t) = et sin(2t)
2


1
(c) f (t) = et cos(2t) sin(2t)
2

n 1 o r
L t 2 =
s


L tet =

f (t) = tet
f (t) = (a + (b ac) t) e

L te


n t

L t e

1
=
(s + 1)2

n!
=
(s + 1)n+1

2 t

f (t) =

(d)

f (t) = (1 t) et

2
=
(s 1)3

(c)

L te

(f )

2s
L{t sinh(t)} =
(s2 1)2

(c)

14
(a) L{cos(2t)} =
(c)

Friday 1st April, 2016

s+1
s2 + 2s + 5

(b)
(d)

f (t) = et sin(2t)

(c)

y(t) = 1 cos(t)

(e)

y(t) = t 1 + 3et e2t

20



L sin2 (t) =

1
(s 1)2

L{t cos(t)} =

s2 2
(s2 + 2 )2

(b)

f (t) = et cos(2t)

(d)



1
f (t) = et b cos(2t) + (c b) sin(2t)
2

(b)

f (t) = t + 1 et

(d)

f (t) = cos(t) e2t

(b)
(d)

1
y(t) = et sin(2t)
2


1
y(t) = 1 et cos(2t) + sin(2t)
2

(b)

(d)

L{t sinh(t)} =

2s
(s2 2 )2



L t2 exp(t) =

2
(s )3

1
1
100 so 0.995; this solution is undefined if = 1, but see below.
1 2
2

1
1
21 y(t) = t cos(t), for which |y| varies between t over each period in t, that is,
2
2
amplifies.

y(t) = t 1 + 2et

s
s2 + 4



L et cos(2t) =


15 L teit =

(d)

(e)

(c)

ct

1
3
(b) y(t) = et et
2
2

y(t) = (1 + t) et

f (t) = et (cos(t) sin(t))

19

(a) L tet =

Laplace Transforms of derivatives


13
(a) y(t) = 2 et

(c)

18
(a) y(t) = e2t e3t


1 2
t 4s + 2
2

(b)

Monash University

Applications to differential equations


s2 + 2s + 2
(b) L (1 + t)2 =
s3


1 + s + . . . + sn
1
(d) L 1 + t + . . . + tn =
n!
sn+1

s+1
s2

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Step functions and t-shifting


2
s (s2 + 4)



L e2t cos(3t) =

22
(a) f (t) = u(t 1)

3
s2 4s + 13

(c)

f (t) = sin(t 1) u(t 1)

(b)
(d)

f (t) = (t 2) u(t 2)


f (t) = 1 e2(t4) u(t 4)



23 y(t) = cos(t) + 1 + cos(t) u(t ) 1 cos(t) u(t 2); cos(t) versus 3 cos(t);
cos(t) for t > 3.

1
s2 1
2s
.
2 so L{t cos(t)} =
2 and L{t sin(t)} =
2
2
(s i)
(s + 1)
(s + 1)2

273

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274

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Partial Derivatives

ENG1005

3. Evaluate the first partial derivatives for each of the following functions

Engineering Mathematics
Multivariable Calculus Exercises

Limits
1. At which points in R2 are the following two variable functions discontinuous (if any)?
(a) f (x, y) = tan(x + y)
(c)

1 + u + u2
h(u, v) =
1 + v + v2

(b)

g(x, y) =

(x y)2
(x + y)2
2

(d) p(u, v) = exp u v

2. Attempt to estimate the following limits as (x, y) approaches (a, b) by considering


I the limit along the y = b line,

(a) f (x, y) = cos(x) cos(y) (b) f (x, y) = sin(xy)


loge (1 + x)
loge (1 + y)

(c)

f (x, y) =

(e)

f (x, y) = xy

(d) f (x, y) =
(f)

f (u, v) = uv 1 u2 v 2

4. For the function f (x, y) = y 2 sin(x) verify that


 
 
f
f
=
.
x y
y x
James G., Modern Engineering Mathematics (5th ed.) 2015.:
I Exercise set 9.6.4: Questions 37-45
I Exercise set 9.6.8: Questions 57-64
James G., Modern Engineering Mathematics (4th ed.) 2008.:

I the limit along the x = a line, and

I Exercise set 9.6.4: Questions 37-45

I along any straight line line y = mx + c through that point (x, y) = (a, b) (for finite,
non-zero constant m).

I Exercise set 9.6.8: Questions 56-64

If you find the same value for all three cases then the limit may be that value.
If one of these three cases does not agree with the other two or is undefined then the
limit does not exist.




(x + y 1)2
sin(x + y)
(b)
lim
(a)
lim
(x,y)(1,1) (x y + 1)2
(x,y)(0,0)
x+y
 2



x y2 1
1 exp(x2 y 2 )
(c)
lim
(d)
lim
(x,y)(1,0) x2 + y 2 1
(x,y)(0,0)
xy

x+y
xy

Gradient vectors and directional derivatives


5. Compute the directional derivative for each for the following functions in the stated
direction. Be sure that you use a unit vector!
(a)

f (x, y) = 2x + 3y at (x, y) = (1, 2) in the direction v = 15 (3i + 4j)

(b) g(x, y) = sin(x) cos(y) at (x, y) =


(c)


,
4 4

in the direction v =

1
2

(i + j)


h(x, y, z) = loge x2 + y 2 + z 2 at (x, y, z) = (1, 0, 1) in the direction v = i + j k

(d) q(x, y, z) = 4x2 3y 3 + 2z 2 at (x, y, z) = (0, 1, 2) in the direction of v = 2i 3j + k


(e)

r(x, y, z) = z exp(2xy) at (x, y, z) = (1, 1, 1) in the direction of v = i 3j + 2k

(f)

w(x, y, z) =

Friday 1st April, 2016

p
1 x2 y 2 z 2 at (x, y, z) =

1 1 1
, ,
2 2 2

in the direction of v = 2i j + k

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6. (a) Find the gradient vector for the function g(x, y, z) = x2 + y 2 1.


2

(a)

(c) Find the gradient vector for the function g(R, , z).
7. (a) Find the gradient vector for the function g(x, y, z) = x2 + y 2 + z 2 1.

(c)

(b) Rewrite the function g(x, y, z) = x2 +y 2 +z 2 1 as a function of spherical coordinates,


that is, g(r, , ).

cos()
in cylindrical
R

h(x, y, z) at (x, y, z) = (0.8, 0.1, 0.9)

(e)

r(x, y, z) at (x, y, z) = (0.8, 1.2, 1.1)

(f)

w(x, y, z) at (x, y, z) = (0.6, 0.4, 0.6)

Consider a function f = f (x, y) and its tangent plane approximation f at some point
P . Both of these may be drawn as surfaces in 3-dimensional space. You might ask How can I compute the normal vector to the surface for f at the point P ? And that is
exactly what we will do in this question.

I Exercise set 9.6.4: Question 46


James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 9.6.4: Question 46

Construct
surface in
for f at P

Tangent planes

f at P (that is, write down the standard formula for f). Draw this as a
the 3-dimensional space. This surface is a flat plane tangent to the surface
(hence the name, tangent plane).

Given your equation for the plane, write down a 3-vector normal to this plane. Hence
deduce the normal to the surface for the function f = f (x, y) at P .

9. Compute the tangent plane f approximation for each of the following functions at the
stated point.

(c)

11. This is more a question on theory rather than being a pure number question. It is thus
not examinable.

James G., Modern Engineering Mathematics (5th ed.) 2015.:

12. Generalise your result from the previous question to surfaces of the form g(x, y, z) = 0.
This question is also a non-examinable extension. But it is fun! (agreed?).

f (x, y) = 2x + 3y at (x, y) = (1, 2)



,
4 4

3 5
,
16 16

(d) q(x, y, z) at (x, y, z) = (0.1, 1.1, 1.9)

(c) Find the gradient vector for the function g(r, , ).

(b) g(x, y) = sin(x) cos(y) at (x, y) =

f (x, y) at (x, y) = (1.1, 1.9)

(b) g(x, y) at (x, y) =

8. Find the gradient vector for the function g(R, , z) = a cos() +


coordinates for constant a > 0.

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10. Use the result from the previous question to estimate the function at the stated points.
Compare your estimate with that given by a calculator.

(b) Rewrite the function g(x, y, z) = x + y 1 as a function of cylindrical coordinates,


that is, g(R, , z).

(a)

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h(x, y, z) = loge x2 + y 2 + z 2 at (x, y, z) = (1, 0, 1)

(d) q(x, y, z) = 4x2 3y 3 + 2z 2 at (x, y, z) = (0, 1, 2)


(e)

r(x, y, z) = z exp(2xy) at (x, y, z) = (1, 1, 1)

(f)

w(x, y, z) =

Friday 1st April, 2016

p
1 x2 y 2 z 2 at (x, y, z) =

1 1 1
, ,
2 2 2

277

Friday 1st April, 2016

278

School of Mathematical Sciences

Monash University

SCHOOL OF MATHEMATICAL SCIENCES

Maxima and Minima

ENG1005

13. Find all of the extrema (if any) for each of the following functions (you do not need to
charactise the extrema).
(a)

f (x, y) = 4 x2 y 2

(b) g(x, y) = xy exp x2 y 2


(c)

h(x, y) = x x3 + y 2

Engineering Mathematics
Multivariable Calculus Exercise Answers


(d) p(x, y) = 2 x2 exp(y)
(e)

q(x, y, z) = 4x2 + 3y 2 + z 2

(f)

r(x, y, z) = tan1 (x 1)2 + y 2 + z 2

Limits
1. At which points in R2 are the following two variable functions discontinuous (if any)?


n
o
3 5
(b)
(x, y) : x + y = 0
(a)
(x, y) : x + y = , , , . . .
2
2
2

(c)

James G., Modern Engineering Mathematics (5th ed.) 2015.:

2. (a) 1,

I Exercise set 9.6.4: Question 79-81,86


James G., Modern Engineering Mathematics (4th ed.) 2008.:

None

(b) 1,

(d) None

(c) Undefined,

(d) 1,

(e) 0

Partial Derivatives

I Exercise set 9.7.3: Question 76,78

3.
(a)

f
= sin(x) cos(y) and
x

(b)

f
= y cos(xy) and
x

(c)

f
1
=
x
(1 + x) loge (1 + y)

(d)

f
2y
=
x
(x y)2

(e)
(f)

f
= y and
x

and
f
=x
y

f
= cos(x) sin(y)
y

f
= x cos(xy)
y
and

f
loge (1 + x)
=
y
(1 + y) log2e (1 + y)

f
2x
=
y
(x y)2


f
= v 1 3u2 v 2 and
u


f
= u 1 u2 3v 2
v

4. For the function f (x, y) = y 2 sin(x) verify that

Friday 1st April, 2016

279

 
 
f
f
=
.
x y
y x

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Monash University

Gradient vectors and directional derivatives


5.
(a)

18
,
5

(b) 0,

(c) 0,

35
(d) ,
14

2e2
(e)
,
14

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12. For a surface written in the form g(x, y, z) = 0 the vector


 
 
 
g
g
g
N = g =
i+
j+
k
x
y
z

2
(f)
6

is normal to the surface.

6. (a) g(x, y, z) = 2xi + 2yj + 0k.


(b) g(R, , z) = R2 1.

Maxima and Minima

(c) g(R, , z) = 2ReR + 0e + 0ez . Observe this vector points out radially from the
cylinder x2 + y 2 = 1 axis and is normal (perpendicular) to the cylinder surface.

13.

7. (a) g(x, y, z) = 2xi + 2yj + 2zk.


(c) g(r, , ) = 2rer + 0e + 0e . Observe this vector points out radially from the
origin and is normal (perpendicular) to the spherical surface x2 + y 2 = 1.


sin()
cos()
e
+
a
sin()

8. g(R, , z) =
e + 0ez .
R
R2
R

(c)

(c)

(x, y) =




1 , 1
2
2

1 , 0
3

1 , 1
2
2



, (x, y) = 12 , 12 ,



, (x, y) = 12 , 12



and (x, y) = 13 , 0

(d) No extrema points

f(x, y) = 8 + 2 (x 1) + 3 (y 2)

(b) g(x, y) =

(x, y) = (0, 0)

(x, y) =

Tangent planes
(a)

(a)

(b) (x, y) = (0, 0), (x, y) =

(b) g(x, y, z) = r2 1.

9.

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(e)

(x, y, z) = (0, 0, 0)

(f)

(x, y, z) = (1, 0, 0)

1 1
 1 

+
x

y
2 2
4
2
4

y, z) = log (2) + (x 1) + (z 1)
h(x,
e

(d) q(x, y, z) = 5 9 (y 1) + 8 (z 2)
(e)

r(x, y, z) = exp(2) (1 + 2 (x 1) + 2 (y 1) + (z + 1))

(f)

w(x,
y, z) =


 
 

1
1
1
1
y
z
x
2
2
2
2

10. The calculators answer is in brackets.


(a) 7.9 (7.900), (b) 0.304 (0.2397), (c) 0.393 (0.3784), (d) 3.7 (3.267),
(e) 0.149 (0.1613), (f) 0.4 (0.3464)
11. For a surface written in the form z = f (x, y) the vector
 
 
f
f
N=
i+
jk
x
y
is normal to the surface.

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281

Friday 1st April, 2016

282