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APPLIED MATHEMATICS-II
(All Engineering Branches, As per Amity
University Mumbai syllabus)
By
Course Objective:
The knowledge of Mathematics is necessary for a better understanding of almost all the Engineering
and Science subjects. Here our intention is to make the students acquainted with the concept of basic
topics from Mathematics, which they need to pursue their Engineering degree in different disciplines.
Course Contents:
Examination Scheme:
Components A CT HA EE
Weightage (%) 5 15 10 70
CT: Class Test, HA: Home Assignment, S/V/Q: Seminar/Viva/Quiz, EE: End Semester Examination; Att:
Attendance
Page 1 of 72
Module-I
Linear Algebra
Page 2 of 72
CONTENTS
Direct Methods
LU Decomposition
Page 3 of 72
MATRICES
Matrix: The arrangement of set of elements in the form of rows and columns is called as Matrix.
The elements of the matrix being Real (or) Complex Numbers.
Order of the Matrix: The number of rows and columns represents the order of the matrix. It is
denoted by , where is number of rows and is number of columns.
Ex: is matrix.
Note: Matrix is a system of representation and it does not have any Numerical value.
Types of Matrices
Rectangular Matrix: A matrix is said to be rectangular, if the number of rows and number of
columns are not equal.
Square Matrix: A matrix is said to be square, if the number of rows and number of columns
are equal.
Row Matrix: A matrix is said to be row matrix, if it contains only one row.
Ex: is a row matrix.
Column Matrix: A matrix is said to be column matrix, if it contains only one column.
Ex: If then
Trace of a Matrix: Suppose is a square matrix, then the trace of is defined as the sum of
its diagonal elements.
i.e.
Page 4 of 72
Scalar Matrix: A Square matrix is said to be a Scalar matrix if
(Or)
A diagonal matrix is said to be a Scalar matrix, if all the elements of the principle diagonal
are equal.
i.e.
Trace of a Scalar matrix is .
Unit Matrix (or) Identity Matrix: A Square matrix is said to be a Unit (or) Identity
matrix if
(Or)
A Scalar matrix is said to be a Unit matrix if the scalar
Ex:
Ex: If
In a square matrix, if all the elements below the principle diagonal are zero, then it is
an Upper Triangular Matrix
In a square matrix, if all the elements above the principle diagonal are zero, then it is
an Lower Triangular Matrix
It is denoted by
Zero square matrix is symmetric. i.e. .
The elements on the principle diagonal are zero.
Theorem
Every Square matrix can be expressed as the sum of a symmetric and skew-symmetric matrices.
Page 6 of 72
Sol: Let us consider to be any matrix.
Now,
Now, we shall prove that one is symmetric and other one is skew symmetric.
is Symmetric Matrix
is Skew-Symmetric Matrix
Hence, every square matrix can be expressed as sum of symmetric and skew-symmetric matrices.
Conjugate Matrix: Suppose is any matrix, then the conjugate of the matrix is denoted by
and is defined as the matrix obtained by taking the conjugate of every element of .
Conjugate of is
Ex: If
Ex: If then
Now,
Page 7 of 72
Orthogonal Matrix: A square matrix is said to be Orthogonal if
Ex:
Determinant of a Matrix
Determinant of a Matrix: For every square matrix, we associate a scalar called determinant of
the matrix.
If is any matrix, then the determinant of a Matrix is denoted by
The determinant of a matrix is a function, where the domain set is the set of all square
matrices and Image set is the set of scalars.
Page 8 of 72
Minor of an Element: Let be a matrix, then minor of an element is
matrix is defined as the sum of the product of elements of row (or) column with
corresponding cofactors and is given by
(For row)
If any two rows (or) columns are interchanged, then the determinant of resulting
matrix is .
If any row (or) column is zero then
If any row (or) column is a scalar multiple of other row (or) column, then
If any two rows (or) columns are identical then
If any row (or) column of is multiplied with a non-zero scalar , then determinant if
resulting matrix is
If is multiplied with a non-zero scalar , then determinant of the resulting matrix
is given by
Determinant of the diagonal matrix is product of diagonal elements.
Determinant of the Triangular matrix (Upper or Lower) product of the diagonal
elements.
If any row (or) column is the sum of two elements type, then determinant of a matrix
is equal to the sum of the determinants of matrices obtained by separating the row
(or) column.
Ex:
Ex: If then
Page 9 of 72
i.e. Every square matrix and its adjoint matrix are commutative w.r.t multiplication.
If is a scalar matrix with scalar , then .
Singular Matrix: A square matrix is said to be singular if .
Non-singular Matrix: A square matrix is said to be non-singular if .
Inverse of a Matrix: A square matrix is said to be Invertible if there exist a matrix
such that , where is called Inverse of .
Necessary and sufficient condition for a square matrix to be Invertible is that .
If are two invertible matrices, then is also Invertible.
If is a scalar, is an Invertible matrix, then
Inverse of an Identity matrix is Identity Itself.
Step 5: Inverse of
Page 10 of 72
Procedure: If is a square matrix such that , then calculation of Inverse using
Row operation is as follows:
Consider a matrix and now convert to using row operations. Finally we
get a matrix of the form , where is called as Inverse of .
Theorem
Prove that the Inverse of an orthogonal matrix is orthogonal and its transpose is also
orthogonal.
Proof: Let us consider to be the square matrix.
Now, given that is Orthogonal
FOR CONFIRMATION
If is Orthogonal
is Orthogonal If is Orthogonal
Consider
If is Orthogonal
is orthogonal. If is Orthogonal
Page 11 of 72
Rank of the Matrix
If is a non-zero matrix, then is said to be the matrix of rank , if
i. has atleast one non-zero minor of order r, and
ii. Every order minor of vanishes.
The order of the largest non-zero minor of a matrix A is called Rank of the matrix.
It is denoted by .
When , then .
Rank of , is order of the matrix.
If for matrix, then .
For matrix, .
If , then the determinant of a sub-matrix, where order is equal to zero.
The minimum value of a Rank for a non-zero matrix is one.
Problem
Find the rank of the following matrix
Therefore, the number of non-zero rows in the row echelon form of the matrix is 2.
Hence rank of the matrix is 2.
Problem: Reduce the matrix into echelon form and hence find its rank.
Page 12 of 72
Now, this is in Echelon form and the number of non-zero rows is 3
Hence,
(Or) (Or)
Page 13 of 72
These forms are called as Normal forms of the matrix . (Or canonical forms)
Here, is pre-factor
Step 1: Let us consider is the given matrix of order
is post factor
Step 2: Rewrite as
Step 3: Reduce the matrix (L.H.S) in to canonical form using elementary operations provided
Step 4: Continue this process until the matrix at L.H.S takes the normal form.
The order of Identity sub-matrix of the Normal form of represents Rank of the matrix
of .
Every matrix can be converted into Normal form using finite number of row and column
operations.
If we convert the matrix in to Normal form then two non-singular matrices and
such that , where and are the product of elementary matrices.
Every Elementary matrix is a non-singular matrix.
Page 14 of 72
then, the above system of equations is known as Non-Homogeneous system of Linear
equations and it is represented in the matrix form as follows:
The above system of equation can be represented in the form of , where
Solution of
The set of values is said to be a solution to if it satisfies all the equations.
Augmented Matrix
The matrix is called as an Augmented matrix.
Necessary and Sufficient condition for to be consistent is that .
many solutions if .
Page 15 of 72
Step 2: Convert into row reduced echelon form
is always consistent.
has a Trivial solution always (i.e. Zero solution)
If , (number of variables), then has Unique solution.(Trivial solution)
If then has only Trivial solution i.e. Zero Solution
If (number of variables (or) unknowns), then has infinitely many
solutions.
If , then has Infinitely many solutions.
Cramer’s Rule
Suppose is a non-homogeneous System of equations, such that and , then
the solution of is obtained as follows:
Page 16 of 72
Step 4: Now, where is the determinant of by replacing 3rd column of with .
i.e.
Now, our aim is to convert augmented matrix to upper triangular matrix. (i.e. Elements below
diagonal are zero).
In order to eliminate , multiply with to and add it to
i.e.
i.e.
This total elimination process is called as 1st stage of Gauss elimination method.
In the 2nd stage, we have to eliminate . For this multiply with – to and add it to
i.e. –
Page 17 of 72
From these 3 equations, we can find the value of and using backward substitution
process.
i.e.
i.e.
i.e.
This total elimination process is called as 1st stage of Gauss elimination method.
In the 2nd stage, we have to eliminate . For this, multiply with – to and add it to
i.e. –
In the 3rd stage, we have to eliminate . For this, multiply with to and add it to
i.e. –
Page 18 of 72
From these 3 equations, we can find the value of and using backward substitution
process.
Again, here Principle minors Left most minors are called as Principle minors
i.e. etc.
Now, 1
Let 2 where
1 3
Page 19 of 72
Now, from 2 , R.H.S term is known.
Using Backward Substitution get from 2 which gives the required solution.
Step 1: Take
Calculate ,
Step 2: Take
Calculate ,
For Confirmation:
Let
Now, if we want to make as zero, then . Similarly, we get all other values.
Page 20 of 72
CONTENTS
Theorems
Page 21 of 72
Eigen Values and Eigen Vectors
Eigen values of the triangular matrix are equal to the elements on the principle diagonal.
Eigen values of the diagonal matrix are equal to the elements on the principle diagonal.
If are two non-singular matrices, then and will have the same Eigen values.
If are two square matrices of order and are non-singular, then and
The characteristic roots of a skew Hermition matrix are either zero (or) Purely Imaginary
Page 22 of 72
Eigen Vector (or) Characteristic Vector (or) Latent Vector
Suppose is a matrix and is an Eigen value of , then a non-zero vector
Corresponding to one Eigen value, there may be infinitely many Eigen vectors.
The Eigen vectors of distinct Eigen values are Linearly Dependent.
Problem
Substitute
Page 23 of 72
Let us consider
Now,
(Or)
Substitute
Page 24 of 72
Also,
Hence, the eigen values for the given matrix are and the corresponding eigen vectors are
, and
Theorem
Statement: The product of the eigen values is equal to its determinant.
Now, put
Example: Suppose
Now,
Page 25 of 72
This is a polynomial in terms of ,
CAYLEY-HAMILTON THEOREM
Statement: Every Square matrix satisfies its own characteristic equation
Let
We know that,
Take
Now, Pre-multiplying the above equations by and adding all these equations,
we get
Page 26 of 72
Hence it is proved that “Every square matrix satisfies its own characteristic equation”.
Now,
Multiplying with
MODAL AND SPECTRAL MATRICES: The matrix in , which diagonalises the square
matrix is called as the Modal Matrix, and the diagonal matrix is known as Spectral Matrix.
i.e. , then is called as Modal Matrix and is called as Spectral Matrix.
Page 27 of 72
Eigen values and Eigen vectors
• Characteristic Equation: Let A be a square matrix of order ‘n’, let λ be a scalar and I be a
identity matrix of order ‘n’. Then |𝐴 − λ I| = 0 is called Characteristic Equation(CE) of A.
• Eigen Value: The roots of Characteristic equation are called Eigen values (λ values).
• Eigen vectors: Suppose λ1 is a root of |𝐴 − λ I| = 0. Then |𝐴 − λ1 I| = 0, suppose further we
find a non-zero column matrix X such that (𝐴 − λ1 𝐼)𝑋 = 0 (the system of equation has
always non-trivial solution). The vector X is called Eigen vector with respect to Eigen value
λ=λ1 .
• If A is a non-singular matrix of order n having eigen values λ1, λ2, λ3, λ4, … … . . λ𝑛 , then i)λ1 +
λ2, + λ3 + λ4, … … . . +λ𝑛 = 𝑎11 + 𝑎22 + ⋯ … … . +𝑎𝑛𝑛
ii) λ1 . λ2 . λ3 … … . . λ𝑛 = |𝐴|
• Shot cut for calculating characteristic equation : If A be a matrix of order 3 the
𝑨𝟑 − (𝒔𝒖𝒎 𝒐𝒇𝑫𝒊𝒂𝒈𝒐𝒏𝒂𝒍 𝒆𝒍𝒆𝒎𝒆𝒏𝒕𝒔)𝑨𝟐 + (𝒔𝒖𝒎 𝒐𝒇 𝒎𝒊𝒏𝒐𝒓𝒔 𝒐𝒇 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍 𝒆𝒍𝒆𝒎𝒆𝒏𝒕𝒔)𝑨 − |𝑨| = 𝟎
Relations between Eigen values and Eigen Vectors:
• If λ is an eigen value of the matrix A if and only if there exists a non-zero vector X such that
𝐴𝑋 = λX
• If X is a eigen vector of a matrix A, then X cannot correspond to more than one eigen value
of A
• Eigen vectors corresponding to distinct eigen values of a matrix are linearly independent.
• Eigen values of a Hermitain matrix are real
• Eigen values of a real symmetric matrix are real.
• Eigen values of a Skew-Hermitain matrix are either purely imaginary or zero.
• Eigen values of a unitary matrix are of unit modules(have absolute value one)
• The Eigen values of A and transpose of A are both are same.
• If λ1, λ2, λ3, λ4, … … . . λ𝑛 are the eigen values of A and kλ1, 𝑘λ2, 𝑘λ3, 𝑘λ4, … … . . kλ𝑛 are the eigen
values of the matrix KA.
1 1 1 1
• If λ1, λ2, λ3, λ4, … … . . λ𝑛 are the eigen values of A then , , ,,…….. are the eigen values
λ1 λ2 λ3 λ𝑛
of inverse of the matrix A i.e. 𝐴−1 .
• λ1, λ2, λ3, λ4, … … . . λ𝑛 are the eigen values of A then λ1 ,2 , λ2 2 , λ3 2 , … … … . λ𝑛 2 are the EV of 𝐴2
• The eigen values of orthogonal matrix are +1 or -1.
|𝐴|
• If λ is an eigen value of a non-singular matrix a, then is an eigen value of adj.A.
λ
• If λ is an eigen value of the matrix A then λ ± k is an eigen value of 𝐴 ± 𝑘𝐼
• Cayley-Hamilton Theorem: Every square matrix satisfies its characteristic equation.
• Similarity of matrices : If A and B are two square matrices of order n then B is said to be
similar to A if there exists a non-singular matrix M such that 𝐵 = 𝑀−1 𝐴𝑀
• If A is similar B and B is similar to C, then A is similar to C.
• If A and B are similar matrices then |𝐴| = |𝐵|
Page 28 of 72
• If A and B are similar matrices then 𝐴2 = 𝐵2
• If A and B are similar matrices then A and B have same eigen values.
• Algebraic multiplicity: suppose λ1 is a eigen value of the characteristic equation |𝐴 − λ I| = 0
repeated t times the t is called the Algebraic multiplicity of λ1 .
• Geometric multiplicity: If ‘s’ is number of independent vectors for corresponding eigen value
λ1 then ‘s’ is called as geometric multiplicity.
• Diagonalisable: A square matrix A is said to be diagonalisable if there exists a matrix M such
that 𝑀−1 𝐴𝑀 = 𝐷 where D is a diagonal matrix. In this case M is said to be diagonalise A or
transform A to diagonal form.
❖ The necessary and sufficient condition of a square matrix to be similar to a diagonal matrix
is that the geometric multiplicity of each eigen values coincides with the algebraic
multiplicity.
❖ A square non-singular matrix A whose eigen values are all distinct can be diagonalised by a
similarity transformation 𝐷 = 𝑀−1 𝐴𝑀 where M is the matrix whose columns are the eigen
vectors of A and D is the diagonal matrix whose diagonal elements are the eigen values of A.
Page 29 of 72
Problem Sheet-1
1. Show that every square matrix can be uniquely expressed as the sum of a symmetric matrix and
skew-symmetric matrix.
2. Show that every square matrix can be uniquely expressed as the sum of a Hermitian matrix and
skew-Hermitian matrix.
3. Show that every square matrix A can be uniquely expressed as P + iQ when P ans Q are
Hermitian matrices.
AD
4. Express the following matrices as P+iQ, where P ans Q are Hermitian matrices.
1 + 2i 2 3 − i 2 3−i 1−i
i. 2 + 3i 2i 1 − 2i iii. 2 − i 3 + i 2 + i
1 + i 0 3 + 2i 1+i 0 −3i
1 − i 2 + 3i 3 − i 2i −3 1−i
AS
ii. 2 2 − i 1 + 2i iv. 0 2 + 3i 1 + i
3i 0 1+i −3i 3 + 2i 2 − 5i
5. Prove that every Hermitian matrix A can be written as B+iC, where B is real symmetric and C
is real Skew-Symmetric matrix.
PR
6. Express the following Hermitian matrices can be written as P+iQ, where P is real symmetric
and Q is real Skew-Symmetric.
1 2 + i −1 + i 3 2−i 1 + 2i
i. 2 − i
1 2i iii. 2 + i
2 3 − 2i
−1 − i −2i 0 1 − 2i 3 + 2i 0
V
2 2 + i −2i 1 −i 1+i
ii. 2 − I
3 i iv. i 0 2 − 3i
2i −i 1 1 − i 2 + 3i 2
7. Prove that every skew-Hermitian matrix A can be written as B+iC where, B is real skew-
L
1 1 − i 2 + 3i 0 2 − i 1 + 2i
i. −1 − i 2i −3i iii. −2 + i 2i 3 − 2i
−2 + 3i −3i −i −1 + 2i −3 − 2i −i
3i 2 − 3i 1 + i i 2i −1 + 3i
ii. −2 − 3i 3 i iv. 2i 2i 2−i
−1 + i i 1 3 − i −2 − i 3i
1 1 1 + i
9. Prove that the matrix √3 is unitary matrix.
1 − i −1
Page130 of 72
a + ib −c + id
10. Show that the matrix is unitary matrix if a2 + b2 + c2 + d2 = 1.
c + id a − ib
11. Prove the following matrices are orthogonal and hence find A−1 .
√ √
−8 4 1 √ 2 1 3 cos a − sin a 0
i. 19 1 4 −8 iii. √16 √2 −2 −2 v. sin a cos a 0
√
4 7 4 2 1 − 3 0 0 1
√ √
1 2 2 cos a 0 sin a 0 3 3
1 1
ii. 3 2 1 −2 iv. 0 1 0 vi. 6 √2
√ 1
√ −1
√
2 −2 1 − sin a 0 cos a 2 − 2 2
AD
0 2m 0
12. Determine l, m, n and find A−1 if A = l m −n is orthogonal
l −m n
1/3 2/3 a
13. If A = 2/3 1/3 b is Orthogonal, then find the values of a,b,c. Also find the A−1 . State
AS
2/3 −2/3 c
the rank of A2 .
14. If the following matrices orthogonal ? If not, can it be converted into an orthogonal matrix ? if
yes how ?
PR
−8 1 4 2 2 1
i. 4 4 7 ii. −2 1 2
1 −8 4 1 −2 2
1 2 a
15. Determine a, b, c, if A = 31 2 1 b is orthogonal.
2 −2 c
V
0 1 + 2i
16. If N = then show that (I − N )(1 + N )−1 is a unitary matrix.
−1 + 2i 0
L
C
Page231 of 72
Problem Sheet-2
Topic : Linear equations, Cayley-Hamilton theorem Subject Instructor : C L V Prasad
AD
(b) x + y = z = 6, x − y + 2z = 5, 3x + y + z = 8, 2x − 2y + 3z = 7.
(c) x + y + z + p = 0, x − y = 2z − p = 0, 3x + y + p = 0.
3. Determine the value of K for which the following equations are consistency. Also solve the system
for these values of K.
x + 2y + z = 3, x + y = z = k, 3x + y + 3z = k 2
AS
4. Investigate for what values of λ and δ the equations and solve x = y + z = 6, x + 2y + 3z,
x + 2y + λz = δ have i) No solutions ii) Infinite solution iii) a unique solution.
5. For what values of λ the equations x + y + z = 1, x + 2y + 4z = λ , x + 4y + 10z = λ2 have a
solution and solve them completely in each case.
PR
6. Find the Eigenvalues and Eigenvectors for the following matrices.
8 −8 −2 3 −1 1 2 1 0 4 6 6
i. 4 −3 −2 iii. 1 3 −1 v. 0 2 1 vii. 1 3 2
3 −4 1 1 −1 3 0 2 2 −1 −5 −2
2 1 1 2 −1 1 2 2 1 8 −6 2
V
9. Find a characteristic equation of the matrix A given below and hencefind the
matrix represented
2 1 1
by A8 − 5A7 + 7A5 − 3A5 + A4 − 5A3 + 8A2 − 2A + I, Where A = 0 1 0
1 1 2
Page132 of 72
1 3 7
10. Compute A7 − 4A6 − 20A5 − 34A4 − 4A3 − 20A2 − 33A + I where A = 4 2 3
1 2 1
3 10 5
11. Compute A6 − 6A5 + 9A4 + A3 − 12A2 + 2A − I where A = −2 −3 −4
3 5 7
1 4
12. Verify cayley-Hamilton theorem and find its inverse for A = . Hence find A5 − 4A4 −
2 3
7A3 + 11A2 − A − 10I in terms of A.
1 4
13. If A = , find A7 − 9A2 + I.
AD
1 1
14. Show that the following matrices are diagonalisable. Find the transforming matrix and the
diagonal matrix.
8 −6 2 8 −8 −2 −9 4 4 2 3 1
i. −6 7 −4 ii. 4 −3 −2 iii. −8 3 4 iv. −1 2 −1
AS
2 −4 3 3 −4 1 −16 8 7 1 −1 2
2 1
15. If A = , find A50 , eA , 4A and tan A
1 2
PR
3/2 1/2
16. If A = , then find A50 , eA , 4A , tan A and An .
1/2 3/2
−1 4
17. If A = , then prove that 3 tan A = A tan 3.
2 1
α α coshα sinhα
18. If A = , Prove that eA = eα
α α sinhα coshα
V
π π/4
19. A = , find cos A, tan A.
0 π/2
1 2 −2
L
Page233 of 72
Problem Sheet-2A
Topic : Vector spaces, Linear Independent and Dependent Subject Instructor : C L V Prasad
1. Are the vectors X1 = [1, 3, 4, 2], X2 = [3, −5, 2, 6], X3 = [2, −1, 3, 4] linearly dependent ? If so,
express X1 as a linear combination of the others.
2. Determine the linear dependence or independence of vectors [2, −1, 3, 2], [1, 3, 4, 2], and [3, −5, 2, 2].
Find the relation between them if dependent.
3. Show that the vectors X1 , X2 , X3 are linearly independent and vector X4 depends upon them, where
X1 = [1, 2, 4], X2 = [2, −1, 3], X3 = [0, 1, 2], X4 = [−3, 7, 2].
AD
4. Examine the following vectors are linearly independent or dependent.
(a) X1 = [3, 1, 1], X2 = [2, 0, −1], X3 = [4, 2, 1]
(b) X1 = [1, 2, −1, 0], X2 = [1, 3, 1, 2], X3 = [4, 2, 1, 0] , X4 = [6, 1, 0, 1]
(c) X1 = [1, −1, 1], X2 = [2, 1, 1], X3 = [3, 0, 2]
AS
0
5. Check whether the set of all pairs of real numbers of the form (1, x) with operations (1, y) + (1, y =
0
(1, y + y and k(1, y) = (1, ky)
6. Let V be a set of positive real numbers with addition and scalar multiplication defined as x+y = xy
and cx = xc , show that V is a vector space under this addition and scalar multiplication.
PR
7. Let V= {(x, y) | x, y ∈ R, y ≥ 0}. Let (a, b), (c, d) ∈ V and α ∈ R. Define (a, b)+(c, d) = (a+c, b.d)
and α(a, b) = (αa, bα ). Examine whether V is vector space.
8. Consider the set V of all pairs of real numbers (x1 , x2 ) and (y1 , y2 ) such that their sum and scalar
multiplication are defined as follows x + y = (x1 + y1 , x2 + y2 and kx = (kx, 0)
9. Let V = R2 and define addition and scalar multiplication as follows. Let u = (u1 , u2 ) and v =
(v1 , v2 ), then u + v = (u1 + v1 , u2 + v2 ) and ku = (ku1 , u2 ). Prove that it is not a vector space.
V
10. Check whether V = R3 is a vector space with respect to the operation (u1 , u1 ) + (v1 , v2 ) = (u1 +
v1 − 2, u2 + v2 − 3) and k(u1 , u2 ) = (ku1 + 2k − 2, ku2 − 3k + 3)
L
C
1
Page 34 of 72
Module-II
Infinite Series
Page 35 of 72
CONTENTS
Ratio test
Comparison test
Integral test
Raabe’s test
Page 36 of 72
SEQUENCES AND SERIES
Number System
Natural Numbers:
Whole Numbers :
Integers :
Rational Numbers :
Irrational Numbers :
i.e., Numbers which are having Infinite non-recurring decimal points
Real Numbers :
Complex Numbers :
Sequences
Definition: Sequence is a function whose domain is set of all Natural numbers
Range of the Sequence: The set of all terms of the Sequence is called as Range of the Sequence.
Here is the Range of the Sequence .
Note: The Basic difference between Range and co-domain is that
Co-domain means it includes all the elements in the image set, where as
Range means, it contains elements which have mapping from domain set elements.
i.e then, a 1
2
Domain: b 3
4
Co-domain: c
5
d 6
Range:
6
Page 37 of 72
Sequence Constant Sequence: A Sequence is said
to be constant Sequence if
1
2 1
3 2
3
.
.
.
. 4 K
. . .
. .
.
Boundedness of a Sequence
Bounded above Sequence: A sequence is said to be Bounded above if the Range of the
Sequence is Bounded above.
(OR)
a real number such that
In this case is called as Upper Bound of Sequence .
Bounded Below Sequence: A Sequence is said to be Bounded below if the Range of the
Sequence is Bounded below.
(OR)
a real number such that
In this case is called as Lower Bound of Sequence .
Page 38 of 72
Bounded Sequence
A Sequence is said to be Bounded if it is Bounded above and Bounded Below.
Un Bounded Sequence
A Sequence which is not Bounded is called as Un Bounded Sequence.
Ex: 1) , then it is Bounded above , but not Bounded below.
Limit of a Sequence
If is a Sequence, then a Real number is said to be limit of Sequence if
— .
i.e. For larger values of if reaches to (i.e. ), then we say that is limit of .
Convergence Sequence
A Sequence is said to be converges to if is limit of Sequence .
Page 39 of 72
If a Sequence is converges to and is converges to then
i)
ii)
iii)
Ex:
Ex:
Divergence of a Sequence
A Sequence which is not Converges is called as a Divergence Sequence.
Divergence of a Sequence is separated into 3 types.
1) Diverges to
2) Diverges to
3) Oscillating Sequence
Page 40 of 72
Cauchy’s Sequence
i.e. For larger values of if closed together, then Sequence is called as Cauchy’s
Sequence.
(Or)
Real-Life Application:
If we consider a Simple Pendulum, in order to count the Oscillations, when it moves To and
Fro, these Sequences are used.
Let us consider an cinema theatre having 30 seats on the first row, 32 seats on the second row,
34 seats on the third row, and so on and has totally 40 rows of seats. How many seats are in
the theatre?
To solve such type of problems, we need to learn sequences and series.
Here, we need to know how many seats are in the cinema theatre, which means we are
counting things and finding a total. In other words, we need to add up all the seats on each row.
Since we are adding things up, this can be looked at as a series.
Page 41 of 72
INFINITE SERIES
Definition: The sum of terms of a Sequence is called as an Infinite Series.
Note: If Sequence is Converges to , then we say that its corresponding Series is also
converges to .
Series
SERIES
1) Convergence Series
2) Divergence Series
3) Oscillating Series
Page 42 of 72
Oscillating Series
Oscillating
Series
1) Oscillating Finite Series: If exists but not Unique then the corresponding Series is
Called as Oscillating Finite Series
Ex:
2) Oscillating Infinite Series: If an Infinite Series neither diverges to nor then the
series is called as Oscillating Infinite Series
Ex:
6) Raabe’s Test
8) Logarithmic Test
Page 43 of 72
Geometric Series Test
Statement: A Series of the form
1) Converges to if and
2) Diverges if .
1) Converges if and
2) Diverges if
Comparison Test
Comparison Test I: If and are two series of positive terms such that
and if converges then is also converges.
Here .
Comparison Test II: If and are two series of positive terms such that
and if diverges then is also diverges.
Here .
Note: Here consider given series as and we have to select from the given series by
taking maximum term as common in both Numerator and Denominator.
i.e is a part of .
1)
2)
Page 44 of 72
Problem on Limit of comparison Test
Test for the convergence of
Note: While solving problems, Method recognition is that , if the terms of the series involves
power terms, then use this method.
Problem on Cauchy’s Root Test
Now,
Page 45 of 72
2) Test for the convergence of the series
Now,
Now, if , then
, which is diverges.
Note: Above method is applicable when the terms of series Involves power terms (in (or)
factors terms (or) Factorials.
Page 46 of 72
Problem on Ratio Test
Now,
Now, if then
Page 47 of 72
Similarly, the of the Denominator is
Now,
Raabe’s Test
then
Here term is there.
(i) is converges when so all the conditions of
(ii) is diverges when Ratio test will be
carried here also.
(iii) Test fails to decide the nature of the series when
Note: The above test is applicable after the failure of Ratio test.
Note: The above test is applicable after the failure of both Ratio test, and Raabe’s Test.
Page 48 of 72
Logarithmic Test
Statement: If is a series of positive terms such that then
Note: The above test is applicable after the failure of both Ratio test, and when term contains/
involves , (exponential term).
Note: 1) Here If the solution of the Improper Integral is a finite positive number, then it is
converges. Otherwise, it is diverges.
2) This method is useful in finding the convergence point.
Alternating Series
Statement: An Infinite series whose terms are alternatively Positives and Negatives is called as an
alternating series.
Note: To check the convergence of the alternating series, we have Leibnitz test.
Leibnitz Test
Statement: An alternating series where is converges if
(i) and
(ii) .
Ex:
Ex:
Page 49 of 72
Conditionally Convergence: If (i.e. alternating Series ) is converges and if
is diverges then (i.e. alternating Series ) is called as conditionally
converges.
Ex:
Page 50 of 72
Problem Sheet
Topic : Infinite Series Subject Instructor : C L V Prasad
1. Determine the general terms of each of the following sequences. Prove that the following sequences
are convergent.
(a) 12 , 14 , 18 , 16
1
.... (b) 12 , 23 , 34 , 45 ..... (c) 1, −1, 1, −1, 1, ... 12 22 32 42
(d) , , , .......
1! 2! 3! 4!
AD
1.2 2.3 3.4
(a) 1 + 4 + 7 + 10 + ...........∞ (g) 3.4.5
+ 4.5.6 + 5.6.7 + .....
√ √ √ √
(b) 1 + 54 + 64 + 74 + ....∞ (h) 1
+ 2
+ 3
+ ..... + n
+ .....
1 5 8 n2 +1
(c) 6 − 5 − 1 + 6 − 5 − 1 + 6 − 5 − 1 + .......∞ 1 3 5 2n+1
(i) + 2.3.4 + 3.4.5 + ..... + n(n+1)(n+2) + ....
(d) 1 + 45 + 10
6
+ 17 8
+ ......... 1.2.3
1√
(e) 1 1
1 + 2 + 22 + ......... (j) 1+ 2
+ 1+22√3 + 1+33√4 + .....
AS
(f) 1 1
+ 2.3 1
+ 3.4 + ....... (k) √ 1√ + √ 1√ + √ 1√ + ....
1.2 1+ 2 2+ 3 3+ 4
1
converges to 13
P
3. Prove that 4n
cos 1 1
Pq n P P
(a) (g) (n) n2 +1
P 1n
V
2(n+1)
P√ 4 √ (h) P n(n+1)
α+β/n
Pn 1 (o)
(b) ( n + 1 − n4 − 1) (n+2)2
(i) n n
P 1
P 2 +31 (p) √
P n √
(c) 2n+1 n+ n+1
(j) tan √ √
(d)
P 1 P1 n (q)
P n+ n+1
L
n(n+1) (k) n
P n√ √ n+1
(e) (1 + n1 )n
P P
(l) ( n + 1 − n) (r) np
P√ √ np
√ 1 √
P P
(f) n+1+ n (m) ( n3 + 1 − n3 ) (s) (n+1)q
C
1
Page 51 of 72
8. Test the convergence of the following
1
+ 2!1 + 3!1 + .... 1.2.3.......n
P
(a) 1 + 1!
(h) 3.5.7.......(2n+1)
1
(b) 2
+ 1.3
2.5
+ 1.3.5
2.5.8
+ .... (i)
P 1
p p 3n +1
(c) 1 + 1!1 + 22! + 33! + .... p ∈R P n2 (n+1)2
2!
(j) n!
(d) 3
+ 33!2 + 34!3 + .....
1
P
(k)
(e) 1 + 22!2 + 33!3 + 44!4 + ..... 1+2+22 +.....2n−1
xn−1
2 3
P
(f) 1 + 3x + 5x + 7x + .........(x > 0) (l) n2 +1
P 1.3.5.......(2n−1)(2n+1) n n
xn , (x > 0)
Pp
(g) 2.4.6........2n(2n+2)
x , (x > 0) (m) n+1
AD
9. Using Condensation test or integral test discuss the nature of the series.
2n3
P 1 P 1 P 1
(a) (c) (e)
P
2
n +1 n2 n(n+1) (g) n4 +3
P∞
√1
P1 P 1
(b) n
(d) n log n
(f) n=2 n n2 −1
AS
10. Test the convergence of the following by using Leibnitz’s Test.
2
Page 52 of 72
Module-III
Complex Analysis
Page 53 of 72
Module-III- Complex Analysis
• Line Integral: Let f(z) be a continuous function. F(z)=u+iv , 𝑎𝑛𝑑 𝑧 = 𝑥 + 𝑖𝑦, 𝑑𝑧 = 𝑑𝑥 + 𝑖𝑑𝑦
∫ 𝑓(𝑧)𝑑𝑧 = ∫ (𝑢 + 𝑖𝑣 )(𝑑𝑥 + 𝑖 𝑑𝑦)
𝐶 𝐶
• Note: when contour is a circle it’s better to use 𝑧 = 𝑟𝑒 𝑖𝜃
• Cauchy’s Theorem: If f(z) is an analytic function and if its derivative 𝑓 ′ (𝑧) is continuous at
each point within and on a simple closed curve C then the integral of f(z) along the closed
curve C is Zero. i.e ∮𝐶 𝑓(𝑧)𝑑𝑧 = 0
• Cauchy’s Integral Theorem: If f(z) is analytic inside on a closed curve C of a simply connected
𝟏 𝒇(𝒛) 𝒇(𝒛)
region R and if 𝑍𝑜 is any point within C, then 𝒇(𝒛𝒐 ) = ∫ 𝒅𝒛 , 𝒊𝒆 ∫𝑪 𝒅𝒛 =
𝟐𝝅𝒊 𝑪 𝒛−𝒛𝟎 𝒛−𝒛 𝟎
𝟐𝝅𝒊𝒇(𝒛𝟎 )
𝒇(𝒛) 𝟐𝝅𝒊
• Cauchy’s Integral theorem for higher order: ∫𝑪 𝒅𝒛 = (𝒏−𝟏)! 𝒇𝒏−𝟏 (𝒛𝟎 )
(𝒛−𝒛𝟎 )𝒏
• Taylor’s series: If f(z) is analytic inside a circle C with centre at 𝒛𝟎 , then for all z inside C, f(z)
(𝒛−𝒛𝟎 )𝟐
can be expanded as 𝑓 (𝑧) = 𝑓 (𝒛𝟎 ) + (𝒛 − 𝒛𝟎 )𝒇′ (𝒛𝟎 ) + 𝒇′′ (𝒛𝟎 ) + ⋯ … … … .. the series is
𝟐!
convergent at every point inside C.
• Laurent Series: If C1 and C2 are two concentric circles of radios r1 and r2 with centre at 𝒛𝟎
and if f(z) is analytic on C1 and C2 and the annulus region R between the two circles , then
for any point z in R, 𝑓(𝑧) = ∑∞ 𝑛 ∞
𝑛=0 𝑎𝑛 (𝒛 − 𝒛𝟎 ) + ∑𝑛=1 𝑏𝑛 (𝒛 − 𝒛𝟎 )
−𝑛
where ∑∞ 𝑛=0 𝑎𝑛 (𝒛 −
𝑛 ∞ −𝑛
𝒛𝟎 ) is called Analytic or regular part and ∑𝑛=1 𝑏𝑛 (𝒛 − 𝒛𝟎 ) is called Principal part
• Some important expansions :
▪ (1 + 𝑧)−1 = 1 − 𝑧 + 𝑧 2 − 𝑧 3 + ⋯ … … … … … … … … … … . 𝑤ℎ𝑒𝑟𝑒 |𝑧| < 1
▪ (1 − 𝑧)−1 = 1 + 𝑧 + 𝑧 2 + 𝑧 3 + ⋯ … … … … … … … … … … . 𝑤ℎ𝑒𝑟𝑒 |𝑧| < 1
▪ (1 + 𝑧)−2 = 1 − 2𝑧 + 3𝑧 2 − 4𝑧 3 + ⋯ … … … … … … … … … … . 𝑤ℎ𝑒𝑟𝑒 |𝑧| < 1
▪ (1 − 𝑧)−2 = 1 + 2𝑧 + 3𝑧 2 + 4𝑧 3 + ⋯ … … … … … … … … … … . 𝑤ℎ𝑒𝑟𝑒 |𝑧| < 1
Page 54 of 72
• Isolated Essential singularity: If the principal contains infinite number of terms then z=𝒛𝟎 is
called Isolated Essential singularity.
• Removable singularity: If no terms in principal part is called removable singularity.
• Non-isolated singularity: Every neighbourhood of 𝒛𝟎 contains other than one more
singularity 𝒛𝟏 then z=𝒛𝟎 is called Non-Isolated singularity.
𝟏
• Residues: If 𝑧 = 𝑧0 is an isolated singularity then the constants b1 i.e the coefficient of
𝑧−𝑧0
in the Laurent’s series expansion of f(z) at 𝑧 = 𝑧0 is called the residue of f(z) at 𝑧 = 𝑧0 .
𝟏
𝑅𝑒𝑠𝑖𝑑𝑢𝑒 𝑜𝑓 𝑓 (𝑧) 𝑎𝑡 (𝑧 = 𝑧0 ) = 𝐶𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓
𝑧 − 𝑧0
• Application of Residues:
𝟐𝝅
• Type-I: Integral of the type ∫𝟎 𝒇(𝒄𝒐𝒔 𝜽, 𝒔𝒊𝒏 𝜽)𝒅𝜽
▪ Take 𝑧 = 𝑒 𝑖𝜃 → 𝑑𝑧 = 𝑖𝑒 𝑖𝜃 𝑑𝜃
𝑧 2 −1 𝑧 2 +1
▪ Now convert sin 𝜃 = 𝑎𝑛𝑑 cos 𝜃 =
2𝑖𝑧 2𝑧
▪ Now θ changes from 0 to 2π it clear that 𝑧 = 𝑒 𝑖𝜃 then its moves around|𝑧| = 1
▪ Now evaluate integral by using Cauchy’s residue theorem.
Page 55 of 72
∞ ∞ 𝒑(𝒙)
• Type-II: Integral of the form ∫−∞ 𝒇(𝒙)𝒅𝒙 = ∫−∞ 𝒅𝒙( here p(x) degree should be less 2 by
𝑸(𝒙)
Q(x) degree)
▪ Consider the contour consisting of a large semi-circle with centre at the origin, in the
upper half of the plane and its diameter on the real axis.
▪ Q(x) polynomial degree should be greater than the degree of the polynomial P(x) by
at least two so that 𝑧𝑓 (𝑧) → 0 𝑎𝑠 |𝑧| → ∞
▪ Finds the poles of f(z) laying on upper half of the plane.
▪ Find residues at poles and use Cauchy’s Residues theorem.
∞ 𝒄𝒐𝒔 𝒎𝒙 ∞ 𝒔𝒊𝒏 𝒎𝒙
• Type-III: Integral of the type ∫−∞∅(𝒙)
𝒅𝒙 𝒐𝒓 ∫−∞ ∅(𝒙)
𝒅𝒙 𝒘𝒉𝒆𝒓𝒆 ∅(𝒙)𝒊𝒔 𝒑𝒐𝒍𝒚𝒎𝒊𝒂𝒍 𝒊𝒏 𝒙
1
▪ Consider ∫𝐶 𝐹(𝑧)𝑑𝑧 = ∫𝐶 𝑒𝑖𝑚𝑧 𝑓(𝑧)𝑑𝑧 𝑤ℎ𝑒𝑟𝑒 𝑓(𝑧) = ∅(𝑥)
▪ Now follow the TYPE-II
▪ Finally compare real and imaginary parts.
Page 56 of 72
Problem Sheet-3
Topic : complex numbers Subject Instructor : C L V Prasad
AD
√
4. Express the following functions into polar form and find their arguments. (i) 3+i
(ii) sin θ + i cos θ
5. Find the square root of i) −5 + 12i ii) 21 − 20i
6. If a + ib = 3 + 2i, find a2 + b2 , a3 + b3 Ans: 13,35
AS
1
7. If α − iβ = a−ib
, prove that (α2 + β 2 )(a2 + b2 ) = 1
√
8. If x + iy = a + ib, prove that (x2 + y 2 )2 = a2 + b2 .
√
9. If x + iy = 3a + ib, prove that xa + yb = 4(x2 − y 2 ).
PR
10. Prove that | z−1
z̄−1
| = 1.
11. If z1 = 1 + i, z2 = 2 − i, z3 = 3 + 2i, find
(a) | zz11 −z 2 −i
+z2 +i
| (c) z3
z¯1
+ z2
z¯3
(e) 1
(z2 +z3 )(z2 −z3 )
z2 z1
(b) |z¯2 − z1 |2 + |z¯3 − z1 |2 (d) z¯1
− z¯3 (f) (z1 − |z2 )3
V
2 2
12. If z = x + iy, prove that ( zz̄ + z̄z ) = 2( xx2 −y
+y 2
)
13. If z = a(cos θ + i sin θ), prove that ( zz̄ + z̄z ) = 2 cos 2θ
14. If n is a positive integer, prove that (i + 1)n + (1 − i)n = 2.2n/2 cos(nπ/4)
L
Page 57
1 of 72
√
(1+i 3)17
18. Find the modules and the principal value of the argument of √
( 3−i)1 5
AD
1 1 1
26. If ω is a complex cube root of unity, prove that 1 + ω + ω 2 = 0 and 1+2ω
+ 2+ω
− 1+ω
=0
27. If ω is a complex cube root of unity, prove that 1 + ω + ω 2 + ω 3 = 0
28. Prove that the nth root of the unity are in geometric progression.
AS
29. Solve x6 + 1 = 0
30. Solve x6 − i = 0
31. Find the common roots to x4 + 1 = 0 and x6 − i = 0
√
3 3/4
32. Find all the values of ( 12 + i ) and show that their continued product is 1.
PR
2
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2 of 72
Problem Sheet-4
Topic : Analytic function, limit, continuity and differentiation Subject Instructor : C L V Prasad
1. Determine whether the following functions are analytic are not and find its derivative.
1
(a) z z̄ (c) z
(e) sinh z (g) zez (i) cosh z
2 z 3 z
(b) z − z̄ (d) e (f) z (h) z̄
(j) z 3 + zez
2. If 1
2
log(x2 + y 2 ) + i tan−1 kx
y
is analytic function then find the value of k.
0
3. Prove that f (z) = (x3 − 3xy 2 + 2xy) + i(3x2 y − x2 + y 2 − y 3 ) is analytic and find f (z) and f (z)
AD
in terms of z.
−4
4. Prove that f (z) = e−z , z 6= 0 and f (0) = 0 is not analytic although Cauchy-Riemann equations
are satisfied at z=0.
1
5. Show that f (z) = z
an analytic function everywhere except at origin and fins its derivative in
terms of z.
AS
x−iy
6. Show that u + iv = x−iy+a
, a 6= 0 is not analytic but u-iv is analytic.
xy 2 (x+iy)
7. Show that f (z) = x2 +y 4
when z 6= 0, f (z) = 0 when z = 0 is not differentiable at z=0.
3 3
8. Prove that the function defined by f (z) = x (1+i)−y (1−i)
when z 6= 0, f (z) = 0 when z=0 is i)
PR
x2 +y 2
continuous; ii) Cauchy-Riemann equations satisfied at the origin and yet iii) f , (0) does not exist.
3 5
9. Show that f (z) = x xy6 +y
(x+iy)
10 when z 6= 0, f (z) = 0 when z = 0 is not an analytic at the origin
although Cauchy-Riemann equations are satisfied.
2 5
10. Show that the following function f (z) = x xy4 +y
(x+iy)
10 when z 6= 0, f (z) = 0 when z=0 is not analytic
at the origin although Cauchy-Riemann equations satisfied.
V
11. Determine the constants a,b,c,d if f (z) = x2 + 2axy + by 2 + i(cx2 + 2dxy + y 2 ) is analytic.
12. Find the values of z for which the following functions are not analytic.
(a) z = e−v (cos u + i sin u)
L
∂u ∂u
0
(a) det ∂x∂v
∂y
∂v = |f (z)|
2
∂x ∂y
0
(b) [ ∂f∂x(z) ]2 + [ ∂|f∂y(z)| ]2 = |f (z)|
14. Find the constants a,b,c,d and e if the following equations are analytic.
(a) ax3 + bxy 2 + 3x2 + cy 2 + x) + i(dx2 y − 2y 3 + exy + y)
(b) ax4 + bx2 y 2 + cy 4 + dx2 − 2y 2 ) + i(4x3 y − exy 3 + 4xy)
dw
15. If w = log z determine whether w is analytic function and find dz
Page159 of 72
dw
17. If w = z n find dz
∂2u 1 ∂u 1 ∂2u
18. Using C-R equations in polar form prove that ∂r2
+ r ∂r
+ r2 ∂θ2
=0
∂2u
19. Show that a harmonic function satisfies the differential equation ∂z∂ z̄
=0
20. If u(x,y) is a harmonic function then prove that f (z) = ux − iuy is an analytic function.
21. If u, v are harmonic conjugate functions, show that uv is a harmonic function.
22. Find an analytic function whose real part is
sin 2x
(a) x3 − 3xy 2 + 3x2 − 3y 2 + 1 (i) cosh 2y−cos 2x
(b) (x − 1)2 − 3xy 2 + 3y 2 (j) x
log(x2 + y 2 ) − y tan−1 ( xy ) + sin x cosh y
AD
2
(c) x2 + y 2 − 5x + y + 2 2
(k) r cos 2θ − r sin θ
p
(d) log x2 + y 2 (l) rn cos nθ
(e) sin x cosh y (m) −r3 sin 3θ
(f) e2x (x cos 2y − y sin 2y) (n) k(1 + cos θ
AS
a2
(g) ex (x cos y − y sin y) (o) (r + r
)
(h) e−x (x sin y − y cos y) (p) r2 cos 2θ
(a) u − v = (x − y)(x24 xy + y 2 )
x
(b) u + v = x2 +y 2
sin x+sinh y
(c) u − v =
L
cosh y−cos x
sin 2x
(d) u + v = cosh 2y−cos 2x
ey −cos y+sin x
(e) u − v = cosh y−cos x
and f (π/2) = 0
C
x−y
(f) u + v = ex (cos y + sin y) + x2 +y 2
(h) 3u + 2v = y 2 − x2 + 16xy
2 sin 2x
(i) u + v = e2y +e−2y −2 cos 2x
∂ 2 ∂2 0
25. If f(z) is analytic function , prove that ( ∂x2 + ∂y 2
)|f (z)|2 = 4|f (z)|2
∂ 2 ∂2
26. If f(z) is analytic function , prove that ( ∂x2 + ∂y 2
)|f (z)|n = n2 [( ∂u
∂x
∂v 2
)2 + ( ∂x )]
Page260 of 72
Problem Sheet-5
1. Find the image of the triangle whose vertices are (0,1), (2,2), (2,0) under the transformation w=4z
2. Find √
the image of the rectangle bounded by x=0, y=0, x=2, y=3 under the transformation
w = 2.eiπ/4 .z
3. Fins the image of the circle |z| = k under the transformation w = 3z + 4 + 2i
4. Find the image of the semi-infinite strip x > 0, 1 < y < 3 under the transformation w = iz + 2.
Show that the region graphically.
AD
√
5. Find the image of the triangle region bounded by x=0, y=0 x + y = 2 under the transformation
w = eiπ/4 .z
1
6. Find the images of the following under the transformation w = z
AS
(b) The points (2,2), ( 12 , 12 )
7. Find the bilinear transformation for the following points and find fixed points of the transformation.
(a) (2, i, −2) onto (1, i, −1)
(b) (∞, i, 0) onto (0, i, ∞)
PR
(c) (−1, 1, ∞) onto (1 + i, 1 − i, 1)
(d) (i, −1, 1) onto (0, 1, ∞)
8. Find the bilinear transformation which maps the points z=1,i,-1 onto the poins w = i, 0, −i hence,
find the image of |z| < 1 onto the w-plane.
1
9. Find the mapping of the y-axis under the transformation w = kz+1
, where k is real.
V
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Problem Sheet-6
I. Line integration
1+𝑖
1. Evaluate ∫0 𝑍 2 𝑑𝑧, along i) the line 𝑦 = 𝑥, ii) the parabola 𝑥 = 𝑦 2 . Is the line
integral independent of the path? Explain.
2. Evaluate ∫𝐶 ( 𝑧 2 + 3𝑧 −4 )𝑑𝑧 , where C is the upper half of the circle from (1, 0) to ( -1 ,0)
3. Evaluate ∫𝐶 |𝑧|2 𝑑𝑧 where C is the Square vertices (0, 0) (1, 0) (1,1) and (0 , 1).
4. Evaluate ∫𝐶 ( 𝑧 − 𝑧 2 )𝑑𝑧 , where C is the upper half of the circle |𝑍| = 1. What is the
values of integral for the lower half of the same.
1+𝑖
5. Evaluate ∫1−𝑖 (𝑖𝑥 + 𝑖𝑦 + 1) along i) the line joining 1 − 𝑖 𝑡𝑜 1 + 𝑖, ii) the curve
𝑥 = 𝑡 + 1 𝑦 = 2𝑡 2 − 1
II. Cauchy Integral Theorem
sin6 z
1. Evaluate ∫C π n dz, where C is |z| = 1 for n = 1 , n = 3.
(z− )
6
z2 1
2. Evaluate ∫C 4 dz, where C is the circle i) |z| = ii ) |z − 1| =
z −1 2
1 iii) |z + i| = 1
sin πz2 + cos πz2
3. Evaluate ∫C where C is i) |z| = 1 ii) |z| = 2 iii) |z| = 3
Z2 +3z+2
2
z +4
4. Evaluate ∫C dz where C is i) |z + 1| = 2 ii) |z − 2| = 2 iii) |z| = 3
(z−2)(z+3i)
4z2 +z+4 x2 y2
5. If f( z0 ) = ∫C dz , where C is countour of the elipse + = 1, find the values
z−z0 4 9
of i) f(3.5) ii) f(i) iii) f(1) iv) f ′ (−1) v)f ′′ (−i)
3z2 +7z+1
6. If f( z0 ) = ∫C dz where C is a circle |z| = 2 find the values
z−z0
i) f(−3) ii) f(i) iii) f(1) iv) f ′ (1 − i) v)f ′′ (1 − i)
III. Taylor and Laurent’s Series
1
1. Find Laurent’s series for 𝑓 (𝑧) = (𝑧 − 3) sin( ) 𝑎𝑏𝑜𝑢𝑡 𝑧 = −2
𝑧+2
𝑒 3𝑧
2. Find the Laurent’s series for 𝑓 (𝑧) = 𝑎𝑏𝑜𝑢𝑡 𝑧 = 1
(𝑧−1)3
7𝑧−2
3. Find all possible Laurent’s expansions of the function 𝑓(𝑧) = 𝑎𝑏𝑜𝑢𝑡 𝑍 = −1
𝑧(𝑧−2)(𝑧+1)
2𝑧−3
4. Obtain two distinct Laurent’s series for 𝑓 (𝑧) = in powers of (Z-4) indicating the
𝑧 2 −4𝑧−3
regions of convergence
2
5. Find all possible Laurent’s expansions of the function 𝑓(𝑧) = (𝑧−2)(𝑧−1)
when
𝑖) |𝑧| < 1 𝑖𝑖) 1 < |𝑧| < 2 𝑖𝑖𝑖) |𝑧| > 2
𝑧−1
6. Obtain Taylor’s and Laurent’s series expansions of 𝑓 (𝑧) = in powers indicating
𝑧 2 −2𝑧−3
the regions of convergence
𝑧 2 −1
7. Expand 𝑓 (𝑧) = 𝑎𝑟𝑜𝑢𝑛𝑑 𝑧 = 1
𝑧 2 +5𝑧+6
Page 62 of 72
IV. Residues and Application of Residues
𝑠𝑖𝑛6 𝑧
1. Evaluate by using Cauchy residue theorem ∫𝐶 𝜋 𝑛 𝑑𝑧, 𝑤ℎ𝑒𝑟𝑒 𝐶 𝑖𝑠 |𝑧| = 1 𝑓𝑜𝑟 𝑛 =
(𝑧− )
6
1, 𝑛 = 3
sin 𝜋𝑧
2. Find the residues of 𝑓(𝑧) = (𝑧−1)2 (𝑧−2)
𝑎𝑡 𝑖𝑡𝑠 𝑝𝑜𝑙𝑒𝑠
(𝑧+4)2
3. Using Residue theorem evaluate ∫𝐶 𝑑𝑧 𝑤ℎ𝑒𝑟𝑒 𝐶 𝑖𝑠 𝑡ℎ𝑒 circle |𝑧| = 1
𝑧 4 +5𝑧 3 +6𝑧 2
4. Determine the nature of the poles of the following function and find the residue of the
1−𝑒 2𝑧
each pole 𝑓 (𝑧) =
𝑧3
𝑒𝑧
5. Using residues theorem evaluate ∫𝐶 𝑑𝑧 where C is |𝑧| = 4
(𝑧 2 +𝜋 2 )
2𝜋 cos 2𝜃 𝑑𝜃
6. Using residue theorem , evaluate ∫0
5+4 cos 𝜃
𝜋 𝑑𝜃
7. Using residue theorem , evaluate ∫0 3+2 sin 𝜃
2𝜋 cos 2𝜃 𝑑𝜃
8. Evaluate ∫0 𝑤ℎ𝑒𝑟𝑒 − 1 < 𝑎 < 1
1−2𝑎 cos 𝜃+𝑎2
9. Evaluate the following by contour integral
∞ 𝑥2 ∞ 𝑥 2 +𝑥+3 ∞ 𝑥2
a) ∫−∞ 2 𝑑𝑥 b) ∫−∞ 𝑑𝑥 c) ∫−∞ 𝑑𝑥
(𝑥 +9)(𝑥 2 +4) (𝑥 4 +5𝑥 2 +4) (𝑥 6 +1)
10. Evaluate the following by contour integral
∞ sin 𝑥 ∞ cos 𝑥 ∞ cos 𝑥
b) ∫−∞ 2 𝑑𝑥 b) ∫−∞ 𝑑𝑥 c) ∫−∞ 𝑑𝑥 , 𝑎 > 0
(𝑥 +9)(𝑥 2 +4) (𝑥 4 +5𝑥 2 +4) (𝑥 2 +𝑎2 )
dz
11. Show that ∫C = 2πi , where C is the circle |z| = 2. Hence deduce that
z+1
(x + 1)dx + ydy (x + 1)dx − ydy
∫ 2 2
= 0 and ∫ 2 2
= 2π
C (1 + x) + y C (1 + x) + y
Page 63 of 72
Module-IV
Probability and Statistics
Page 64 of 72
Module 4: Probability and Statistics
• Sample space: The set of all possible outcomes of an experiment is sample space.
• Even: A subset of a sample space is called event.
• Axiomatic Definition of Probability: Let E be a random experiment and S be a sample space.
We define the probability P(A) for every subset A of the sample space S satisfies the
following axioms
▪ 𝑃(𝐴) ≥ 0
▪ P(S)=1
▪ 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)
• Probability : If a sample space S has n points and an even A has m points then the ratio of
𝑚 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝐴
m/n is called probability of A i.e 𝑃(𝐴) = =
𝑛 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝑆
• Conditional probability: Suppose in a experiment we know the result is partially i.e. we know
that A has occurred. What is the probability now that B has occurred along with A.
𝑃(𝐵 ∩𝐴) 𝑃(𝐴∩𝐵)
𝑖. 𝑒. 𝑃(𝐵/𝐴) = , similarly 𝑃(𝐴/𝐵) =
𝑝(𝐴) 𝑃(𝐵)
• If A,B,C are any three events then the probability that at least one of them will occur is
𝑃(𝐴 ∪ 𝐵 ∪ 𝐶 ) = 𝑃(𝐴) + 𝑃(𝐵 ) + 𝑃(𝐶 ) − 𝑃(𝐴 ∩ 𝐵) − 𝑃(𝐴 ∩ 𝐶 ) − 𝑃(𝐵 ∩ 𝐶 ) + 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)
• Bayes’ theorem: Let A1,A2,………An represents a partition of the sample space S. let B be any
other event defined on S. If P(Ai)≠0, i=1,2,3,……..n and P(B)≠0 then
𝑃(𝐴𝑖 )𝑃(𝐵/𝐴𝑖 )
𝑃(𝐴𝑖 /𝐵) =
∑ 𝑃(𝐴𝑖 )𝑃(𝐵/𝐴𝑖 )
𝑝𝑖 𝑝′𝑖
𝑃(𝐴𝑖 /𝐵) =
𝑝1 𝑝′1 + 𝑝2 𝑝′2 + ⋯ … … . +𝑝𝑛 𝑝′𝑛
• Random variable: Assigning real number to the outcome of an event. Random variables are
two types.
• Discrete random variable: Let X be a random variable. If X takes finite or countably infinite
values 𝑥0 , 𝑥1 , 𝑥2 … … … … … .. then X is said to be discrete random variable.
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• Probability distribution of discrete random variables: Let X be a discrete random variable.
Let 𝑥0 , 𝑥1 , 𝑥2 … … … … … .. be the possible values of X. The probabilities of each outcome (xi)
can be denoted by 𝑝(xi)=p(X=xi). Then the numbers 𝑝(xi), i=1,2,3,……. must satisfy the
following conditions.
▪ 𝑃(𝑥𝑖 ) ≥ 0
▪ ∑𝑖=𝑖 𝑝(𝑥𝑖 ) = 1
The function P is called the probability function or probability mass function or probability
density function.
▪ 𝑓(𝑥) ≥ 0
∞
▪ ∫−∞ 𝑓 (𝑥)𝑑𝑥 = 1
𝑏
▪ ∫𝑎 𝑓 (𝑥)𝑑𝑥 = 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏)
• Mathematical Expectation :
Page 66 of 72
Distributions:
• Binomial Distribution:
▪ 𝑝(𝑥) = (𝑛𝑥)𝑝 𝑥 𝑞𝑛−𝑥 , p= prob.of success, q= prob.of failure, 𝑝 + 𝑞 = 1
▪ Mean = np and Variance = npq
▪ MGF= (𝑞 + 𝑝𝑒 𝑡 )𝑛
• Poisson Distribution:
𝑒 −𝑚 𝑚𝑥
▪ 𝑝 (𝑥 ) = , 𝑥 = 0,1,2, … … … … …
𝑥!
▪ 𝑀𝑒𝑎𝑛 = 𝑉𝑎𝑟𝑖𝑒𝑛𝑐𝑒 = 𝑚
𝑡
▪ MGF = 𝑒 𝑚(𝑒 −1)
• Normal Distribution:
−1 𝑥−𝜇 2
1 ( )
▪ f(x) = 𝑒 2 𝜎 , −∞ < 𝑥, 𝜇 < ∞, 𝜎 2 ≥ 0
𝜎√2𝜋
▪ 𝑀𝑒𝑎𝑛 = 𝜇, 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎2
𝑡2 𝜎2
𝜇𝑡+
▪ MGF = 𝑒 2
𝑥−𝜇
▪ Standard Normal Variate : 𝑍 = ~𝑁(0,1)
𝜎
𝑄3 −𝑄1 2
▪ Quartile Deviation = = 𝜎
2 3
2 2
▪ 𝑸𝟏 = μ − 𝜎 𝑎𝑛𝑑 𝑸𝟑 = μ + 𝜎
3 3
▪ 𝐐. 𝐃 ∶ 𝐌. 𝐃 ∶ 𝐒. 𝐃 = 10 : 12 :15
Page 67 of 72
Problem Sheet-7
Page 68 of 72
4. A man speaks truth 3 times out of 5. When a die is thrown, he states that it gave an ace.
What is the probability that this event has actually happened?
5. Three factories A, B, C produce 30%, 50%, and 20% of the total production of an item.
Out of their production 80%, 50% and 10% are defective. An item is chosen at random
and found to be defective. Find the probability that it was produced by the factory A.
6. A man has three coins A, B, C. A is unbiased. The probability that head will result wen
B is tossed is 2/3. The probability that head will result when C is tossed is 1/3. If one
of the coins is chosen at random and is tossed three times it gave two heads and one
tail. Find the probability that the coin A was chosen.
III. Random variables, expectation and MGF.
1. The probability mass function of a random variable X is Zero except at the points
X=0,1,2. At these points it has the values P(0)=3c3 , P(1)=4c-10c2 , P(2)=5c-1. i)
Determine C
ii) Find P(X<1),P(1<X≤2), P(0<X≤2).
2. The probability density function of a random variable X is
X :0 1 2 3 4 5 6
P(X=x) : k 3k 5k 7k 9k 11k 13k
Find P(X<4), P (3<X≤6) , first four central moments, mean and variance.
𝑘𝑥 2 (1 − 𝑥 3 ) , 0 ≤ 𝑥 ≤ 1
3. Find K if the function 𝑓 (𝑥) = { is a Probability density
0 , 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1
function also find 𝑃(0 ≤ 𝑥 ≤ ), mean and variance.
2
4. A continuous random variable has probability density function 𝑓 (𝑥) = 6(𝑥 − 𝑥 2 ),
0 ≤ 𝑥 ≤ 1 find mean and variance.
5. If X denotes the out comes when a fair die is tossed, find M.G.F of X and hence find its
mean and variance of X.
4x
6. A random variable X has the probability function f(x) = (9 − x 2 ), 0 ≤ x ≤ 3 find
81
the first four moments about means and MGF
7. Find the expectation of i) the sum ii) the product of the number of points on the
trrow of n-dice
8. A random variable has the following probability distribution
X : -2 3 1
P(X) : 1/3 1/2 1/6
Find MGF, first two raw moments and first four central moments.
Page 69 of 72
Problem Sheet-8
Topic : Probability Distributions Subject Instructor : C L V Prasad
1. State MGF for BD and PD and hence find its mean and variance.
2. Find a BD if the mean is 4 and variance is 3
3. Find mean of the probability distribution is given of the number of heads obtained in three flips
of a balanced coin.
4. The mean and variance of BD are 4 and 4/3. find the distribution and the probability of atleast
one success.
AD
5. The probability that a man aged 60 will live upto 70 is 0.65. What is the probability that out
of 10 such men now at 60 at least 7 will live upto 70 ?
6. A manufacturer known from his experience that the resistance of resistors he produces is normal
distribution with mean 100 ohms and standard deviation 2 ohms. What percentage of resistor
will have resistance between 98 ohms and 102 ohms.
AS
7. After correcting 50 pages of the proof of a book, the reader finds that there are on the averages
2 errors per 5 pages. How many pages would one expect to find 0,1,2 and 3 errors in 1000 pages
of first print of the book.
8. If the height of the 500 students is normally distributed with mean 68 inches and standard
deviation 4 inches. Find the expected number of students having heights
PR
(a) Grater then 72 inches
(b) Less than 62 inches.
9. The marks obtained by students in a college are normally distributed with mean 65 and variance
25. If 3 students are selected at random from college, what is the probability that at least one
of them would have scored more than 75 marks?
V
12. The incident of an occupational disease in an industry is such that the workers have 20 percent
chance suffer from it. What is the probability that out of 6 workers chosen at random 4 or more
will be suffering from the disease.
C
13. The probability that a bomb dropped from a plane will strike the target is 1/5 . If six such
bombs are dropped , find the probability that i) exactly two bombs hit the target ii) at least
two hit the target.
14. If the mean of the PD is 4 , find P (m − 2σ < X < m + 2σ)
15. If the variance of PD is 2 , find the probabilities of r= 1,2,3,4 from the recurrence relation of
PD.
16. In a certain factory production certain articles the probability that an article is defective is
1/400. The articles are supplied in packets of 10. Find approximately the number of packets in
a consignment of 20000 packets containing i) no defective ii) two defective blades using a) BD
b) Poisson approximation to BD.
Page170 of 72
17. Find mean, variance and MGF of Normal distribution.
18. A car firm has two cars which it hires out day by day. The number of demands for a car on each
day is distributed as Poisson variate with mean 1.5. calculate the proportion of days on which
1. neither car is used 2. some demands are refused.
19. A hospital switch board receives an average of 4 emergency calls in a 10 minutes interval. What
is the probability that 1. there are atleast 2 emergency calls 2. there are 3 calls in an interval of
10m.
20. An insurance company found that only 0.01 percent of the population is involved in a certain
type of accident each year. If its 1000 policy holders were randomly selected from the population
, what us the probability that not more then two os its clients are involved in such accident next
AD
year.
21. Find the probability that a random variable having the SND will take on a values between 0.87
and 1.28
22. Find the probability that a random variable having standard normal distribution will take a
value between i) -0.34 and 0.62 ii) 0.54 and 0.92
AS
23. For a normal variate with mean 2.5 and SD 3.5, find the probability that i) 2 ≤ x ≤, ii)
−1.5 ≤ x ≤ 5.5
24. In a normal distribution 31 percent items are under 45 and 8 percent of the items are over 64.
Find the mean and SD. find also the percentage of items lying between 30 and 75.
PR
25. The incomes of a group of 10000 persons were found to be normally distributed with mean Rs.
520 and standard deviation Rs.60. find i) the number of persons having between Rs. 400 and
550, ii) the lowest income of the richest 500.
V
L
C
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