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Contents
1. Assumed background knowledge and skills for ENG1005
2. Integration
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2.1.2 Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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Clayton Campus
Malaysia Campus
Semester 1, 2016
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monash.edu/science
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5.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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5.1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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6. Taylor series
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Lecture notes
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4. Improper integrals
Engineering Mathematics
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3. Hyperbolic functions
ENG1005
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6.3 Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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8. Vectors in 3-dimensions
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12.1 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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15. Matrices
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17.2 Eigenvalues
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ENG1005
Engineering Mathematics
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.
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 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.
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.
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 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 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 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 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 .
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4
Complex numbers
I The concepts of complex numbers.
I How to graphically represent complex numbers in the Argand diagram.
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ENG1005
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2.
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
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
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.
Example 2.1
I=
Z
sin(x) dx
d
F (x) = sin(x)
dx
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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
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
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
= x exp(x) exp(x) + C
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Example 2.5
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Example 2.7
Z
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
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
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3.1
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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.
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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Example 3.2
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.
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
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Here are a few elementary properties of sinh(u) and cosh(u) You can easily verify that
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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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
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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3.2
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ENG1005
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.
27
Improper integrals
4.1
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Improper integrals
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.
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 .
I=
dx
Example 4.4
tan(x) dx
I=
Z 1
0
4.2
A standard strategy
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
dx
1
as x 0, that is, the range of the integrand
x2
Example 4.3
The indefinite integral
1
x2
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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,
I=
x2
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
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 () =
0
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
This may seem easy (it is) but it does require some care as the next example shows.
Example 4.6
Suppose we chose I1 and I2 as before but we set
1
1
= p
= 2 2 = 2
1 + 2 2
I1 () + I2 () = 2
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
ex
dx is convergent.
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Example 4.8
The indefinite integral
I=
0<
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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
0 < lim
1
ex
<
for all 0 < x < 1
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.
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
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
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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
f (x) dx.
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5.1
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Definitions
5.1.2
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+
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
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+
1 1
1
+ + + 2 +
4 9
n
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Example 5.1
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 )
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
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
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
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
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).
ak
k=0
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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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.
an+1
an
then we have
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.
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
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
X
1
?
n
n=1
1
= 1 + x + x2 + x3 + + xn +
1x
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
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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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
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 =
1 dn f
(0)
n! dxn
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Example 6.1
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and
Example 6.2
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?
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.
Taylor Series
6.4
Radius of convergence
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 6.3
f (x) = 1 + x + x2 + x3 + + xn + =
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).
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 6.13
X xn
xn
x2 x3
+
+ +
+ =
2!
3!
n!
n!
n=0
(1)n+1
xn
.
n
Example 6.14
6.5
X
n=0
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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.
g(x) = 1 + x +
X (1)n
(x 1)n .
22n
n=0
n!xn
n=0
6.6
X
0
an (x c)n
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 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
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.
lim
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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.
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
7.2
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.
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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
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 )
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
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)
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Example 7.4
7.4
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 + =
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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
= 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
7.3
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)!
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)
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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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
P6 (x)
6
n
X
cos(x)
P2 (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.
Example 7.6
f (n+1) (a)
(x a)n+1
(n + 1)!
Example 7.7
This is still a very loose mathematical argument. We have simply ignored all the
remaining terms.
We observe that
So the lesson is this: Build the Taylor polynomials in the region where you wish to
approximate the function.
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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8.
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Vectors in 3-dimensions
8.1
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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
points P and Q then the vector that joins the two points is denoted P Q.
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.
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
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.
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Thus we have
8.2
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).
v w = v1 w1 + v2 w2 + v3 w3
Example 8.12
Example 8.10
8.2.1
What do we observe?
Unit Vectors
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.
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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.
Example 8.14
Verify all of the above.
Example 8.15
We now observe:
I The vector v w is perpendicular to both v and w.
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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These are like shadows and there are two basic types, scalar and vector projections.
8.4.1
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Scalar projections
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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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).
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.)
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.
Example 9.3
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).
Example 9.4
Example 9.9
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
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?
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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Engineering Mathematics
Example 10.1
Sketch each of the planes z = 1, y = 3 and x = 1.
10.1.1
10.
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
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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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
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
x(u, v) = a + pu + lv
y(u, v) = b + qu + mv
z(u, v) = c + ru + nv
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
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)
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?
n (r d) = 0
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
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11.
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.
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
2.0
x(t) = sin(t)
y(t) = cos(t)
0 < t < 2
1.0
Example 11.5
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
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.
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
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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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Surfaces
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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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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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
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.
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.
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.
Example 12.8
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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Example 12.9
The sphere of radius a centred at the origin in Matlab has the physical geographers
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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In Cartesian coordinates we have the three coordinate vectors i, j and k which have
the properties that
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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
13.
Cylindrical coordinates
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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13.1
13.2
A standard strategy
13.1.1
Bags of coins
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
10G + 3S + C = 60
5G + S + 2C = 30
3G + 2S + 4C = 25
(3)00
4z = 4
z=1
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
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
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),
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.).
(2)0
(2)0
Likewise, for the 3x term in equation (3) we replace equation (3) with (3) (1),
95
2y + 5z = 3
(3)0
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Example 13.3
(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
4z = 4
Here are some examples (there are others) of how planes may (or may not) intersect.
(3)00
(1)
(2)0
(3)00
No point of intersection
13.3
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
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?
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Gaussian Elimination
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14.2.1
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(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
14.3
(1)
(2)0
(3)00
Exceptions
14.2
Gaussian elimination
(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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(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.
1
,
5
y=
1
+ ,
5
z=
(1)
(2)
(3)
2x + 3y z = 1
5y + 5z = 1
0z = 2
(1)
(2)0
(3)00
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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Example 15.2
Compute
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
3
2 1
x
1 ,
A = 1 1
X = y ,
2
1 1
x
3
B= 1
0
a b c d
1 7
0 2
3
2 1
1 1
1
2
1 1
Example 15.3
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 ].
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
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?
?
?
?
?
? ? ? ? ?
15.1.5
Notation
3x + 2y z = 1
x y + z =
4
2x + y z = 1
we call
I=
1
0
0
0
..
.
0
1
0
0
..
.
0
0
1
0
..
.
0
0
0
1
..
.
..
.
3
2 1
1 1
1
2
1 1
3
2 1 1
1 1
1
4
2
1 1 1
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.
Example 15.4
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T
1 0
1 2 7
= 2 3
0 3 4
7 4
15.1.3
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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Matrix inverse
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AX = B
Can we find another matrix, call it A1 , such that
A1 A = I = the identity matrix
If so, then we have
16.
A1 AX = A1 B
X = A1 B
110
Example 16.1
Find the inverse for A =
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1 7
3 4
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
I For a 2 2 matrix A =
Example 16.4
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 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
16.3
I Then define
1 2 7
A= 0 0 3
1 2 1
det A = a11 det S11 a12 det S12 + a13 det S13 a1N det S1N
SIJ
I Compute (1)i+j det
det A
That is , if
16.2.1
Notation
A = [ aIJ
then
A1 =
1
(1)I+J det SJI
det A
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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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.
113
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
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,
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).
17.2
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 .
Characteristic equation
then we say that the matrix A has eigenvalue with corresponding eigenvector
v.
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
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 =
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
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
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
0 2 1
a
0
3 1 1 b = 0
1 1 0
c
0
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
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
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
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).
1 1 3
a
0
0 5 10 b = 0
0 0
0
c
0
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
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
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
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
u1 u2 u3
u1 v1 w1
1 0
v1 v2 v3 u2 v2 w2 = 0 1
w1 w2 w3
u3 v3 w3
0 0
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
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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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
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.
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
u1
A3 + b1 A2 + b2 A + b3 I = u2
u3
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.
Introduction to ODEs
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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
I Linear
The ODE only contains terms linear in the function and its derivatives.
I Non-linear
I Linear homogeneous
I Dependent variable
I Independent variable
I Boundary conditions
An ODE with boundary conditions given at a single point. Usually found in time dependent problems.
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I Analytical
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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).
dy
+ sin(x)y(x) = 0
dx
Example 18.1
Find all functions y(x) which obey
0=
dy
cos(x) + sin(x)y(x) = e2x
dx
dy
= 2x
dx
then we integrate both sides with respect to x
Z
Z
dy
dx = 2
x dx
dx
dy
dx
2
+ y(x) = 0
But
N (0) = 123
y(x) = C x2
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
Z
dy
dx =
dy = y(x) C
dx
for any function y(x) and C is an arbitrary constant. Thus we have found
dy
+ 2x
dx
dy
+ 2xy
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
ENG1005
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.
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.
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19.1
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Separable equations
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Example 19.2
Show that
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
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.
Separation of variables
If an ODE can be written in the form
Example 19.5
f (x)
dy
=
dx
g(y)
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
dx
2y = 1
dy
+ P (x)y = Q(x)
dx
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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
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.
dyh
+ P (x)yh = 0
dx
C
x
dy
+ P (x)y = Q(x)
dx
Whenever a linear ODE has y(x) = 0 as a solution we say that the ODE is homogeneous.
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,
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
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dy
= P (x)dx
y
ENG1005
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.
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.
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20.1
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dy
+ 3y = sin(x)
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.
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
dy
+ P (x)y = Q(x)
dx
Z
1
I(x)Q(x) dx
y(x) =
I(x)
1 dI
P (x) =
I dx
I(x) = e
I(x)Q(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
1 d(Iy)
= Q(x)
I dx
We can now integrate this,
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Eulers method
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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.
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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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
y(x1 ) y(x0 )
f (x0 , y(x0 ))
x
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.
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
Recall, we stated the exact solution for this initial value problem is
y(x) = ex + x.
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22.
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22.1
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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
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.
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
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
0 = a2 ex + bex + cex
0 = (a2 + b + c)ex
0 = a2 + b + c
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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.
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.
d2 y
dy
+ b + cy = 0
dx2
dx
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 2 : = i
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
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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
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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.
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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Example 23.2
Substitute this into the left hand side of the ODE and we find
b 6a 6bx = 1 + 2x
and
23.3
6b = 2
Exceptions
Example 23.3
Note finding a particular solution be this guessing method is often called the method of
undetermined coefficients.
d2 y dy
+
6y = e2x
dx2 dx
2 1
x
9 3
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.
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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 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.
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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
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.
24.3
Newtonian mechanics
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.
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,
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!).
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 =
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.
F =
GM m
r
r2
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25.
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
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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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
L eat =
I Books can differ slightly with this notation, for example, compare James with
Kreyszig.
25.4
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
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.
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 .
= 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} =
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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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.
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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were seen in the previous lecture to arise from transforming f1 (t) = 1 and f2 (t) = et
respectively, with
L{1} =
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.
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.
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
1
for s > 0
s (s + 1)
1
1
s s+1
The reason for rearranging F (s) into that form is that the two transforms
F1 (s) =
1
1
and F2 (s) =
s
s+1
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26.4
n!
sn+1
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Based on results to date, we can start writing a table for use with Laplace transform
problems:
( + 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
26.3
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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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.
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
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) =
2
s
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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
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)
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)
L{cos(t)} = 2
and L{sin(t)} = 2
s + 2
s + 2
27.4
Monash University
= 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
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
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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28.3
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.
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
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)
s2 2s 3 Y (s) = (s 2) y(0) + y 0 (0)
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
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
s2 2s 3 Y (s) = 5s 3,
Y (s) =
5s 3
.
s2 2s 3
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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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
and hence
ms2 + cs + k Y (s) = (ms + c) d.
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) =
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.
28.5
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
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(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
1
for large time t.
2
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29.1
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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
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.
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 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
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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.
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)
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
esa esb
.
s
This top hat function is sometimes used to turn on and off the right-hand side (forcing)
term in a differential equation.
dq
1
+ q = e0 (u(t a) u(t b))
dt C
183
1 as 1 bs
e
e
s
s
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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.
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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Engineering Mathematics
30.
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 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)
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
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?)
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)!
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.
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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
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sF (s) f (0)
s2 + 2
u(t a) f (t a)
sin(t)
tf (t)
(f g)(t) =
L{f } = F (s) =
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df
(0)
dt
31.
d
F (s)
ds
1
F (s)
s
F (s) G(s)
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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)
df
dt
sF (s) f (0)
tf (t)
tn f (t)
Z t
0
(f g)(t) =
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)
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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)
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
Definition
32.3
Notation
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33.1
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33.
Partial derivatives
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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).
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.
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
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
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).
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
f (x) =
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<
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
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.
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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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
df
of a function f in the direction t is given by
ds
df
= u f = u f
ds
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
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?
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
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
34.2.2
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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.
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
Here we have
where R =
surface.
f
1 f
f
+ e
+ ez .
R
R
z
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35.1
ENG1005
Engineering Mathematics
Monash University
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.
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
A=
f
x
f
x
B=
f
y
+ (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.
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.
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
ENG1005
Engineering Mathematics
36.
Monash University
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
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Example 36.1
Find the points at which f = 4 x2 y 2 attains its maximum.
36.2
Local extrema
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
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
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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2f 2f
x2 y 2
2f
xy
2
ENG1005
D 0 and
D 0 and
D<0
2f
>0
x2
2
f
<0
x2
Engineering Mathematics
37.
217
ENG1005 Exercises
Monash University
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.
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
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.
Monash University
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
Monash University
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 .
dx
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.:
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
(c)
(e)
Z 1
(g)
221
Z 2
0
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
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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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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)
dx
(f) an =
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
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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224
X
n=1
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I if
Spock:
Kirk:
n=1
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:
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
21. Find the radius of convergence for each of the following power series
(a) f (x) =
(c)
h(x) =
q(x) =
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
(c)
f (x) = loge (1 + x)
(d)
(e)
(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?
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:
(b) g(x) =
Maclaurin Series
n , where || > 1
n=0
n=0
X
nxn
n=0
(a)
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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.
X
I if
f (x) dx is convergent then
an is convergent.
Z
225
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
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24. Compute the Taylor series, about the the given point, for each of the following
functions:
(a) f (x) =
x, a = 1
(b)
f (x) =
(d)
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| < .
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)
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
(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
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
4
5
5
3
3
8. sinh(x) = , cosh(x) = , coth(x) = , sech(x) = , cosech(x) = .
3
3
4
5
4
13.
(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)
(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
232
Monash University
Series
17.
X
n=1
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Power series
1
diverges for p 1.
np
X
1
converges for p > 1.
p
n
n=1
Maclaurin Series
22.
(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
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)
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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Monash University
(a)
1
= 1 (x 1) + (x 1)2 (x 1)3 + (x 1)4 +
x
(b)
(c)
(d)
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28. Prove that lim xn ex = 0 for any n > 0.
Taylor Series
24.
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
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
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ENG1005
Engineering Mathematics
Coordinate Geometry and Vectors Exercises
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.
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.
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.
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
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.)
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.
(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?
(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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r(t) = (t + 1) i +
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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?
(b) Calculate the dot products: er e , e e and er e . What does this imply
about the three coordinate vectors?
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 .
6. (a) v w = 6i + j 8k and |v w| =
7. (u v) w = 4 units3 .
8. Verify that v w = w v.
241
(b) n = 3i + 4j k.
(c) =
12.
cos1
2
Monash University
91
26
Monash University
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).
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.
1 1
1
t becomes y = x + 1.
2 2
2
(d) 0 s 1.
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.
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Monash University
Matrices
ENG1005
Engineering Mathematics
Matrix Algebra Exercises
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
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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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=
3 1
1
3
2 1
2
A= 1
1
11. Given
1 k
0 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
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
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.
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
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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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 .
Av = v
det(A I) = 0
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?
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.
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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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ENG1005
Engineering Mathematics
Matrix Algebra Exercise Answers
(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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Monash University
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()
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
(b) 1 = 3 and 2 = 5.
(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.
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
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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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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
(c)
dy
+ 2y = 0
dx
(d)
dy
2y = 0
dx
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
4. Given the solutions in 2 and 3, determine the general solution for each of the 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
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
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
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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:
then
then
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.
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:
(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
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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Monash University
(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
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
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
=1
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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
Engineering Mathematics
(b) y(x) =
1 3x
+
+ Ce2x
4
2
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
Integrating factors
Non-separable first order ODEs
2.
5.
1
+ Ce2x
2
(a) y(x) = x
3.
1 3x
+
4
2
(a) yp (x) = 1
(b) yp (x) =
1
1
cos(2x) + sin(2x)
4
4
x C
+
3 x2
(d) y(x) =
C loge (cos(x))
sin(x)
(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
262
7.
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dy
= x y with y(0) = 1 on the interval [0, 1]
dx
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dy
= 2xy x with y(0) = 0 on the interval [0, 1]
dx
263
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Monash University
Engineering Mathematics
1
gives yp (x) = xe3x
6
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)
(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)
(e)
(f)
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
(c)
f (t) = 1 t for 0 t 1
(e)
f (t) =
b
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
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
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
12.
Laplace Transforms
(g)
265
f (t) =
1
t+1
(e)
(h) f (t) =
1
(t 1)2
1
t
(f)
f (t) =
(i)
f (t) = |sin(t)|
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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)
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)
5
(d) F (s) = 2
s +s6
as + b
for constants a, b
s2 + 3s + 2
f (t) = tet
(a) f (t) = 1 + t
and ( + 1) = () determine:
n 1o
n 3o
3
and hence L t 2
(c) L t 2
2
F (s) =
Given that L et =
(e)
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
2s
F (s) =
1 s2
1
2
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n 1o
(a) L t 2
(b)
(a) F (s) =
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
268
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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)
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) = 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.
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)
(c)
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) =
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s2 2s + 6
s2 + 4s 4
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?
269
270
Monash University
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
1
(a) L 1 et =
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
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
1
and (i) f (t) = |sin(t)|.
t+1
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.
271
(c)
f (t) = et + et
(e)
1 t
e et
2
(b)
f (t) =
(d)
(f )
f (t) =
1 t
e + et 1
2
8
(a) L{1 + t} =
(c)
9
(a)
(b)
(c)
10
(a)
(d)
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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)
s+1
s2 + 2s + 5
(b)
(d)
f (t) = et sin(2t)
(c)
y(t) = 1 cos(t)
(e)
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)
(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
19
(a) L tet =
(c)
18
(a) y(t) = e2t e3t
1 2
t 4s + 2
2
(b)
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s2 + 2s + 2
(b) L (1 + t)2 =
s3
1 + s + . . . + sn
1
(d) L 1 + t + . . . + tn =
n!
sn+1
s+1
s2
L e2t cos(3t) =
22
(a) f (t) = u(t 1)
3
s2 4s + 13
(c)
(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
274
Monash University
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
(c)
f (x, y) =
(e)
f (x, y) = xy
(d) f (x, y) =
(f)
f (u, v) = uv 1 u2 v 2
I along any straight line line y = mx + c through that point (x, y) = (a, b) (for finite,
non-zero constant m).
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
,
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
(f)
w(x, y, z) =
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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Monash University
(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)
cos()
in cylindrical
R
(e)
(f)
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.
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.
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?).
3 5
,
16 16
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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.
(a)
h(x, y, z) = loge x2 + y 2 + z 2 at (x, y, z) = (1, 0, 1)
(f)
w(x, y, z) =
p
1 x2 y 2 z 2 at (x, y, z) =
1 1 1
, ,
2 2 2
277
278
Monash University
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
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)
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)
2. (a) 1,
None
(b) 1,
(d) None
(c) Undefined,
(d) 1,
(e) 0
Partial Derivatives
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
279
f
f
=
.
x y
y x
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18
,
5
(b) 0,
(c) 0,
35
(d) ,
14
2e2
(e)
,
14
2
(f)
6
(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.
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
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) 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)
(f)
w(x,
y, z) =
1
1
1
1
y
z
x
2
2
2
2
281
282