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Institute for NET/JRF, GATE, IIT‐JAM, JEST, TIFR and GRE in PHYSICAL SCIENCES
fiziks
Forum for CSIR-UGC JRF/NET, GATE, IIT-JAM/IISc,
JEST, TIFR and GRE in
PHYSICS & PHYSICAL SCIENCES
Mathematical Physics
(IIT-JAM/JEST/TIFR/M.Sc Entrance)
1
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MATHEMATICAL METHODS
1(A). Vector Analysis
1.1(A) Vector Algebra..................................................................................................(1-7)
1.1.1 Vector Operations
1.1.2 Vector Algebra: Component Form
1.1.3 Triple Products
1.1.4 Position, Displacement, and Separation Vectors
1.2(A) Differential Calculus.....................................................................................(8-16)
1.2.1 “Ordinary” Derivatives
1.2.2 Gradient
1.2.3 The Operator ∇
1.2.4 The Divergence
1.2.5 The Curl
1.2.6 Product Rules
1.2.5 Second Derivatives
1.3(A) Integral Calculus.........................................................................................(16-27)
1.3.1 Line, Surface, and Volume Integrals
1.3.2 The Fundamental Theorem of Calculus
1.3.3 The Fundamental Theorem for Gradients
1.3.4 The Fundamental Theorem for Divergences
1.3.5 The Fundamental Theorem for Curls
1.4(A) Curvilinear Coordinates.............................................................................(28-39)
1.4.1 Spherical Polar Coordinates
1.4.2 Cylindrical Polar Coordinates
1.5(A) The Dirac Delta Function............................................................................(39-41)
1.5.1 The Divergence of rˆ / r 2
1.5.2 The One- Dimensional Dirac Delta Function
1.5.3 The Three-Dimensional Delta Function
1.6(A) The Theory of Vector Fields............................................................................(42)
1.6.1 The Helmholtz Theorem
1.6.2 Potentials
Questions and Solutions..........................................................................................(43-57) 3
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1. Linear Algebra and Matrices…………………………………………………(58-100)
1.1 Linear Dependence and Dimensionality of a Vector Space
1.2 Properties of Matrices
1.3 Eigen value problem
1.4 Different Types of Matrices and their properties
1.5 Cayley–Hamilton Theorem
1.6 Diagonalisation of Matrix
1.7 Function of Matrix
2. Complex Number…………………………………………………………….(101-147)
2.1 Definition
2.2 Geometric Representation of Complex Numbers
2.3 De Moivre’s Theorem
2.4 Complex Function
2.4.1 Exponential Function of a Complex Variable
2.4.2 Circular Functions of a Complex Variable
2.4.3 Hyperbolic Functions
2.4.4 Inverse Hyperbolic Functions
2.4.5 Logarithmic Function of a Complex Variable
2.5 Summation of Series C + iS Method
3. Fourier Series………………………………………………………………..(148-184)
3.1 Half-Range Fourier Series
3.2 Functions defined in two or more sub-ranges
3.3 Complex Notation for Fourier series
4 Calculus of Single and Multiple Variables…………………………………(185-220)
4.1 Limits
4.1.1 Right Hand and Left hand Limits
4.1.2 Theorem of Limits
4.1.3 L’Hospital’s Rule
4.1.4 Continuity
4
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4.2 Differentiability
4.2.1 Tangents and Normal
4.2.2 Condition for tangent to be parallel or perpendicular to x-axis
4.2.3 Maxima and Minima
4.3 Partial Differentiation
4.3.1 Euler theorem of Homogeneous function
4.3.2 Maxima and Minima (of function of two independent variable)
4.4 Jacobian
4.4.1 Properties of Jacobian
4.5 Taylor’s series and Maclaurine series expansion
4.5.1 Maclaurine’s Development
5. Differential Equations of the first Order and first Degree………………(221-244)
5.1 Linear Differential Equations of First Order
5.1.1 Separation of the variables
5.1.2 Homogeneous Equation
5.1.3 Equations Reducible to homogeneous form
5.1.4 Linear Differential Equations
5.1.5 Equation Reducible to Linear Form
5.1.6 Exact Differential Equation
5.1.7 Equations Reducible to the Exact Form
5.2 Linear Differential Equations of Second Order with constant Coefficients
5
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1(A).Vector Analysis
1.1 Vector Algebra
Vector quantities have both direction as well as magnitude such as velocity, acceleration, force
and momentum etc. We will use A for any general vector and its magnitude by A . In diagrams
vectors are denoted by arrows: the length of the arrow is proportional to the magnitude of the
vector, and the arrowhead indicates its direction. Minus A ( − A ) is a vector with the same
magnitude as A but of opposite direction.
Α
−Α
(
Addition is associative: A + B + C = A + B + C ) ( )
To subtract a vector, add its opposite: A − B = A + − B ( )
Β −Β
(Β + Α)
A
(Α + Β) Α (Α − Β) Α
6
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(ii) Multiplication by scalar
Multiplication of a vector by a positive scalar a, multiplies the magnitude but leaves the direction
unchanged. (If a is negative, the direction is reversed.) Scalar multiplication is distributive:
( )
a A + B = a A + aB
2Α
Α
Β
where θ is the angle they form when placed tail to tail. Note that A.B is itself a scalar. The dot
product is commutative,
A.B = B. A
and distributive, ( )
A. B + C = A.B + A.C .
Geometrically A.B is the product of A times the projection of B along A (or the product of B
times the projection of A along B ).
If the two vectors are parallel, A.B = AB
Law of cosines
Let C = A − B and then calculate dot product of C with itself.
C
Α
( )( )
C.C = A − B . A − B = A. A − A.B − B. A + B.B θ
C 2 = A2 + B 2 − 2 AB cos θ Β
7
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(iv) Cross Product of Two Vectors
The cross product of two vectors is define by
A × B = AB sin θ nˆ Α
θ
where n̂ is a unit vector( vector of length 1) pointing perpendicular to the plane of A and B .Of
course there are two directions perpendicular to any plane “in” and “out.”
The ambiguity is resolved by the right-hand rule:
let your fingers point in the direction of first vector and curl around (via the smaller angle)
toward the second; then your thumb indicates the direction of n̂ . (In figure A × B points into the
page; B × A points out of the page)
The cross product is distributive,
( ) (
A× B + C = A× B + A× C ) ( )
but not commutative.
( ) (
In fact B × A = − A × B . )
Geometrically, A × B is the area of the parallelogram generated by A and B . If two vectors are
8
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1.1.2 Vector Algebra: Component Form
Let xˆ , yˆ and ẑ be unit vectors parallel to the x, y and z axis, respectively. An arbitrary vector A
can be expanded in terms of these basis vectors
A = Ax xˆ + Ay yˆ + Az zˆ
z z
ẑ A
Az zˆ
y Ax xˆ y
x̂ ŷ
x
Ay yˆ
x
The numbers Ax , Ay , and Az are called component of A ; geometrically, they are the projections
Accordingly, A.B = ( Ax xˆ + Ay yˆ + Az zˆ ) . ( Bx xˆ + By yˆ + Bz zˆ ) = Ax Bx + Ay By + Az Bz
(iii) Rule: To calculate the dot product, multiply like components, and add.
Similarly, xˆ × xˆ = yˆ × yˆ = zˆ × zˆ = 0,
xˆ × yˆ = − yˆ × xˆ = zˆ
yˆ × zˆ =− zˆ × yˆ = xˆ
zˆ × xˆ = − xˆ × zˆ = yˆ
9
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(iv) Rule: To calculate the cross product, form the determinant whose first row is xˆ , yˆ , ẑ , whose
xˆ yˆ zˆ
A × B = Ax Ay Az = ( Ay Bz − Az By ) xˆ + ( Az Bx − Ax Bz ) yˆ + ( Ax By − Ay Bx ) zˆ
Bx By Bz
So, ⇒ A.B = 1 Α
θ Β (0,1,0)
y
1
Also, ⇒ A.B = AB cos θ = 2 2 cos θ ⇒ cos θ = ⇒ θ = 600
2
x
(1,0,0)
z
Example: Find the angle between the body diagonals of a cube. (0,0,1)
Solution: The body diagonals A and B are
Β
A = xˆ + yˆ − zˆ; B = xˆ + yˆ + zˆ θ (0,1,0)
y
So, ⇒ A.B = 1 + 1 − 1 = 1 Α
1 ⎛1⎞
x
(1,0,0)
Also, ⇒ A.B = AB cos θ = 3 3 cos θ ⇒ cos θ = ⇒ θ = cos −1 ⎜ ⎟
3 ⎝3⎠
Example: Find the components of the unit vector n̂ perpendicular z
10
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1.1.3 Triple Products
Since the cross product of two vectors is itself a vector, it can be dotted or crossed with a third
vector to form a triple product.
( ) (
A. B × C = B. C × A = C. A × B ) ( )
Ax Ay Az
In component form A. B × C = Bx By Bz ( )
Cx C y Cz
( ) ( ) ( )
A × B × C = B A.C − C A.B
source point
r̂
r ( x, y , z ) r′
R
z field point
y
x
x r
y
11
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The location of a point in three dimensions can be described by listing its Cartesian
coordinates ( x, y, z ) . The vector to that point from the origin is called the position vector:
r = xxˆ + y yˆ + z zˆ .
r xxˆ + y yˆ + z zˆ
and rˆ = = is a unit vector pointing radially outward.
r x2 + y 2 + z 2
d l = dxxˆ + dy yˆ + dz zˆ .
Note: In electrodynamics one frequently encounters problems involving two points-typically, a
source point , r ′ , where an electric charge is located, and a field point, r , at which we are
calculating the electric or magnetic field. We can define separation vector from the source
point to the field point by R ;
R = r − r′ .
Its magnitude is R = r − r′ ,
R r − r′
and a unit vector in the direction from r ′ to r is Rˆ = = .
R r − r′
In Cartesian coordinates,
R = ( x − x′ ) xˆ + ( y − y′ ) yˆ + ( z − z′ ) zˆ
R = ( x − x′ ) + ( y − y ′ ) + ( z − z ′ )
2 2 2
Rˆ =
( x − x′ ) xˆ + ( y − y′ ) yˆ + ( z − z′ ) zˆ
( x − x′ ) + ( y − y ′ ) + ( z − z ′ )
2 2 2
12
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1.2 Differential Calculus
1.2.1 “Ordinary” Derivatives
Suppose we have a function of one variable: f(x) then the derivative, df /dx tells us how rapidly
the function f(x) varies when we change the argument x by a tiny amount, dx:
⎛ df ⎞
df = ⎜ ⎟dx
⎝ dx ⎠
In words: If we change x by an amount dx, then f changes by an amount df; the derivative is the
proportionality factor. For example in figure (a), the function varies slowly with x, and the
derivative is correspondingly small. In figure (b), f increases rapidly with x, and the derivative is
large, as we move away from x = 0.
Geometrical Interpretation: The derivative df / dx is the slope of the graph of f versus x.
f f
(a ) x
(b ) x
1.2.2 Gradient
Suppose that we have a function of three variables-say, V (x, y, z) in a
⎛ ∂V ⎞ ⎛ ∂V ⎞ ⎛ ∂V ⎞
dV = ⎜ ⎟ dx + ⎜⎜ ⎟⎟ dy + ⎜ ⎟ dz.
⎝ ∂x ⎠ ⎝ ∂y ⎠ ⎝ ∂z ⎠
This tells us how V changes when we alter all three variables by the infinitesimal amounts dx, dy,
dz. Notice that we do not require an infinite number of derivatives-three will suffice: the partial
derivatives along each of the three coordinate directions.
Thus
⎛ ∂V
dV = ⎜ xˆ +
∂V
yˆ +
∂V ⎞
zˆ ⎟ ⋅ ( dxxˆ + dyyˆ + dzzˆ ) = ∇V ⋅ d l , ( )( )
⎝ ∂x ∂y ∂z ⎠
∂V ∂V ∂V
where ∇V = xˆ + yˆ + zˆ is the gradient of V .
∂x ∂y ∂z
dV = ∇V ⋅ d l = ∇V d l cos θ
where θ is the angle between ∇V and d l . Now, if we fix the magnitude d l and search around
in various directions (that is, vary θ ), the maximum change in V evidently occurs when θ = 0 (for
then cosθ = 1 ). That is, for a fixed distance d l , dT is greatest when one move in the same
direction as ∇V . Thus:
The magnitude ∇V gives the slope (rate of increase) along this maximal direction.
Example: Find the unit vector normal to the curve y = x2 at the point (2, 4, 1).
Solution: The equation of curve in the form of surface is given by
x2 – y = 0
A constant scalar function V on the surface is given by V (x, y, z) = x2 - y
Taking the gradient
∂ 2 ∂ 2 ∂ 2
(
∇V = ∇ x 2 − y = ) ∂x
(
x − y xˆ +
∂y
)
x − y yˆ +
∂z
( )
x − y zˆ = 2 xxˆ − yˆ ( )
The value of the gradient at point (2, 4, 1), ∇V = 4 xˆ − yˆ
The unit vector, as required
4 xˆ − yˆ
nˆ = ± =±
1
(4 xˆ − yˆ )
4 xˆ − yˆ 17
14
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3 2
Example: Find the unit vector normal to the surface xy z = 4 at a point (-1, -1, 2).
∂ ∂ ∂
(
Solution: ∇ xy 3 z 2 = ) ∂x
(
xy 3 z 2 xˆ + )
∂y
(
xy 3 z 2 yˆ +
∂z
) ( ) ( ) (
xy 3 z 2 zˆ = y 3 z 2 xˆ + 3xy 2 z 2 yˆ + 2 xy 3 z zˆ ) ( )
At a point (-1, -1, 2), ∇(xy 3 z 2 ) = −4 xˆ − 12 yˆ + 4 zˆ
Unit vector normal to the surface
− 4 xˆ − 12 yˆ + 4 zˆ
nˆ = =−
1
( xˆ + 3 yˆ − zˆ )
(− 4) 2
( )
+ − 12 2 + 4 2 11
We should say that ∇ is a vector operator that acts upon V, not a vector that multiplies V.
Observe that the divergence of a vector function A is itself a scalar ∇ ⋅ A . (You can't have the
divergence of a scalar: that’s meaningless.)
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Geometrical Interpretation:
∇ ⋅ A is a measure of how much the vector A spreads out (diverges) from the point in question.
For example, the vector function in figure (a) has a large (positive) divergence (if the arrows
pointed in, it would be a large negative divergence), the function in figure (b) has zero
divergence, and the function in figure (c) again has a positive divergence. (Please understand that
(a ) ( b) (c)
Example: Suppose the function sketched in above figure are A = xxˆ + yyˆ + zzˆ , B = zˆ and C = zzˆ .
Calculate their divergences.
∂
Solution: ∇⋅ A = (x ) + ∂ ( y ) + ∂ (z ) = 1 + 1 + 1 = 3
∂x ∂y ∂z
∂
∇⋅B = (0) + ∂ (0) + ∂ (1) = 0 + 0 + 0 = 0
∂x ∂y ∂z
∂
∇⋅C = (0) + ∂ (0) + ∂ (z ) = 0 + 0 + 1 = 1
∂x ∂y ∂z
16
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1.2.5 The Curl
⎛ ∂A ∂Ay ⎞ ⎛ ∂A ∂A ⎞ ⎛ ∂A ∂A ⎞
= xˆ ⎜⎜ z − ⎟⎟ + yˆ ⎜ x − z ⎟ + zˆ⎜⎜ y − x ⎟⎟
⎝ ∂y ∂z ⎠ ⎝ ∂z ∂x ⎠ ⎝ ∂x ∂y ⎠
Notice that the curl of a vector function A is, like any cross product, a vector. (You cannot have
the curl of a scalar; that’s meaningless.)
Geometrical Interpretation:
∇ × A is a measure of how much the vector A “curls around” the point in question. Figure
shown below have a substantial curl, pointing in the z-direction, as the natural right-hand rule
would suggest. z
y
y
x (a ) x ( b)
Example: Suppose the function sketched in above figure are A = − yxˆ + xyˆ and B = xyˆ . Calculate their
curls.
xˆ yˆ zˆ xˆ yˆ zˆ
Solution: ∇ × A = ∂ / ∂x ∂ / ∂y ∂ / ∂z = 2 zˆ and ∇ × B = ∂ / ∂x ∂ / ∂y ∂ / ∂z = zˆ
−y x 0 0 x 0
As expected, these curls point in the +z direction. (Incidentally, they both have zero divergence,
as you might guess from the pictures: nothing is “spreading out”…. it just “curls around.”)
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Example: Given a vector function A = ( x + c1 z )xˆ + (c 2 x − 3 z ) yˆ + ( x + c3 y + c 4 z )zˆ .
(c) Determine the scalar potential function V, whose negative gradient equals A .
xˆ yˆ zˆ
∂ ∂ ∂
Solution: If A is irrotational then, ∇ × A = =0
∂x ∂y ∂z
(x + c1 z ) (c 2 x − 3z ) ( x + c3 y + c 4 z )
⇒ ∇ × A = (c3 + 3)xˆ − (1 − c1 ) yˆ + (c 2 − 0 )zˆ = 0 ⇒ c1 = 1, c 2 = 0, c3 = −3
A = ( x + z )xˆ + (− 3z ) yˆ + ( x − 3 y − z )zˆ
∂V x2
⇒ = − x − z ⇒ V = - − xz + f 1 ( y, z ) ,
∂x 2
∂V
= 3z ⇒ V = 3yz + f 2 ( x, z ) ,
∂y
∂V z2
= − x + 3 y + z ⇒ V = − xz + 3 yz + + f 3 ( x, y )
∂z 2
Examination of above expressions of V gives a general value of
x2 z2
V =− − xz + 3 yz +
2 2
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1.2.6 Product Rules
The calculation of ordinary derivatives is facilitated by a number of general rules, such as the
sum rule:
d
( f + g ) = df + dg ,
dx dx dx
(
) ( ) ( )
∇ ( f + g ) = ∇ f + ∇g , ∇ ⋅ Α + Β = ∇ ⋅ Α + ∇ ⋅ Β ,
∇ × (Α + Β ) = (∇ × Α ) + (∇ × Β ),
and
( ) ( )
∇(kf ) = k ∇ f , ∇ ⋅ k Α = k ∇ ⋅ Α , ( ) (
∇× kΑ = k ∇× Α , )
as you can check for yourself. The product rules are not quite so simple. There are two ways to
construct a scalar as the product of two functions:
f g (product of two scalar functions),
(i) ∇( fg ) = f ∇g + g ∇ f ,
( ) ( ) (
(ii) ∇ Α ⋅ Β = Α × ∇ × Β + Β × ∇ × Α + Α ⋅ ∇ Β + Β ⋅ ∇ Α, ) ( ) ( )
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Two for divergences:
( ) ( ) ( )
(iii) ∇ ⋅ f Α = f ∇ ⋅ Α + Α ⋅ ∇ f ,
(iv) ∇ ⋅ (Α × Β ) = Β ⋅ (∇ × Α ) − Α ⋅ (∇ × Β ),
And two for curls:
( ) ( ) ( )
(v) ∇ × f Α = f ∇ × Α − Α × ∇ f ,
⎛ f ⎞ g ∇ f − f ∇g
∇⎜⎜ ⎟⎟ = , ∇⋅⎜ ⎟ =
( )
⎛ Α ⎞ g ∇ ⋅ Α − Α ⋅ ∇g
,
( ) ∇×⎜ ⎟ =
(
⎛ Α ⎞ g ∇ × Α + Α × ∇g
.
) ( )
⎝g⎠ g2 ⎜g⎟ g 2 ⎜g⎟ g 2
⎝ ⎠ ⎝ ⎠
1.2.5 Second Derivatives
The gradient, the divergence, and the curl are the only first derivatives we can make with
∇ ; by applying ∇ twice we can construct five species of second derivatives. The gradient ∇V is
a vector, so we can take the divergence and curl of it:
This object, which we write ∇ 2V for short, is called the Laplacian of V. Notice that the
Laplacian of a scalar V is a scalar.
( )
Notice that ∇ ∇ ⋅ A is not the same as the Laplacian of a vector: ∇ 2 A = ∇ ⋅ ∇ A ≠ ∇ ∇ ⋅ A . ( ) ( )
(4) Divergence of curl: ∇ ⋅ ∇ × A ( )
The divergence of a curl, like the curl of a gradient, is always zero:
(
∇⋅ ∇× A = 0. )
(5) Curl of curl: ∇ × ∇ × A ( )
As you can check from the definition of ∇ :
( ) ( )
∇ × ∇ × A = ∇ ∇ ⋅ A − ∇2 A .
So curl-of-curl gives nothing new; the first term is just number (3) and the second is the
Laplacian (of a vector).
1.3 Integral Calculus
1.3.1 Line, Surface, and Volume Integrals
(a) Line Integrals
A line integral is an expression of the form z
b
∫a
A ⋅ dl ,
dl
b
where Α is a vector function, d l is the
infinitesimal displacement vector and the integral a
is to be carried out along a prescribed path P y
from point a to point b. If the path in question
x
forms a closed loop (that is, if b = a), put a circle
on the integral sign:
∫ A ⋅ dl .
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At each point on the path we take the dot product of Α (evaluated at that point) with the
displacement d l to the next point on the path. The most familiar example of a line integral is the
W = ∫ F ⋅ dl
Ordinarily, the value of a line integral depends critically on the particular path taken from a to b,
but there is an important special class of vector functions for which the line integral is
independent of the path, and is determined entirely by the end points(A force that has this
property is called conservative.)
Example: Calculate the line integral of the function A = y 2 xˆ + 2 x( y + 1) yˆ from the point a = (1, 1, 0) to
the point b = (2, 2, 0), along the paths (1) and (2) as shown in figure. What is ∫ A⋅ dl for the
loop that goes from a to b along (1) and returns to a along (2)?
y
2 b
( 2)
(ii )
1 a
(i ) (1)
1 2 x
Solution: Since d l = dxxˆ + dyyˆ + dzzˆ . Path (1) consists of two parts. Along the “horizontal” segment
dy = dz = 0, so
2
(i) d l = dxxˆ, y = 1, A ⋅ d l = y 2 dx = dx, so ∫ A ⋅ d l = ∫ dx = 1 1
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d l = dxxˆ + dxyˆ , A ⋅ d l = x dx + 2 x( x + 1)dx = (3 x 2 + 2 x )dx
2
so
∫a
b 2
( )
A ⋅ d l = ∫ 3 x 2 + 2 x dx = x 3 + x 2
1
( ) 2
1
= 10
For the loop that goes out (1) and back (2), then,
∫ A ⋅ d l = 11 − 10 = 1
Example: Find the line integral of the vector A = (x 2 − y 2 )xˆ + 2 xyyˆ around a square of side ‘b’ which
has a corner at the origin, one side on the x axis and the other side on the y axis.
z
(0, 0) (0, b )
O R y
(b, 0)
Q (b, b )
x P
Solution: In a Cartesian coordinate system dlˆ = dxxˆ + dyyˆ + dzzˆ , A = x 2 − y 2 xˆ + 2 xyyˆ ( )
∫ A ⋅ dl = ∫ [(x )
− y 2 dx + 2 xydy ]
2
OPQRO OPQRO
b
b3
Along OP, y = 0, dy = 0 ⇒ ∫ A ⋅ d l = ∫ x dx = 2
OP x =0
3
b
Along PQ , x = b, dx = 0 ⇒ ∫ A ⋅ dl = ∫ 2b y dy = b
3
PQ y =0
0
⎛ x2 ⎞
Along QR, y = b, dy = 0 ⇒ ∫ A ⋅d l = ∫ (x − b )dx = ⎜⎜ − b 2 x ⎟⎟
0
2
= b3 2 2
QR x =b ⎝ 3 ⎠ x =b 3
Along RO, x = 0, dx = 0 ⇒ ∫ A ⋅ dl = 0
RO
b3 2 3
∫ A ⋅ d l = OP∫ A ⋅ d l + PQ∫ A ⋅ d l + QR∫ A ⋅ d l + RO∫ A ⋅ d l = 3 + b + 3 b + 0 = 2b
2 3
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Example: Compute the line integral F = 6 xˆ + yz yˆ + (3 y + z )zˆ along the triangular path shown in
2
figure. z
C1 C3
y
C2 1
[ ]
0 0
z2
∫ F ⋅ d l = z∫=2 6 x + yz y + (3 y + z )z ⋅ dzz = z∫=2 zdz = 2
4
ˆ ˆ 2
ˆ ˆ =− = −2
C1 2
2
1
On path C2, x = 0, z = 0, d l = dyyˆ ⇒ ∫ F ⋅ d l = ∫ yz
2
dy = 0
C2 y =0
⎡ ⎛2−z⎞ ⎤
∫ (yz )dy + (3 y + z )dz = ∫ y[2(1 − y )] dy + ∫ ⎢⎣3⎜⎝ 2 ⎟⎠ + z ⎥⎦dz
0 2
∫ F ⋅ dl =
2 2
C3 C3 y =1 z =0
0 0 0 2
( ⎛
)z⎞
0 2
y2 4y4 8y3 1 z2
=∫ 4 y + 4 y − 8 y dy + ∫ ⎜ 3 − ⎟dz = 4 + − + 3z 0 −
3 2 2
z =0 ⎝
1
2⎠ 2 1
4 1
3 1
2 2 0
8 14
= −2 − 1 + + 6 −1 =
3 3
14 8
∫ F .d l = ∫ F .d l + ∫ F .d l + ∫ F .d l = −2 + 0 +
C1 C2 C3
=
3 3
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(b) Surface Integrals
A surface integral is an expression of the form z
da
∫ A⋅da
S
If A describes the flow of a fluid (mass per unit area per unit time), then ∫ A ⋅ d a represents the
total mass per unit time passing through the surface-hence the alternative name, “flux.”
Ordinarily, the value of a surface integral depends on the particular surface chosen, but there is a
special class of vector functions for which it is independent of the surface, and is determined
entirely by the boundary line.
Example: Calculate the surface integral of A = 2 xzxˆ + ( x + 2 ) yˆ + y (z 2 − 3)zˆ over five sides (excluding
the bottom) of the cubical box (side 2) as shown in figure. Let “upward and outward” be the
positive direction, as indicated by the arrows.
z ( v) (ii )
2
(iv) (i ) (iii )
2 y
2
x
Solution: Taking the sides one at a time:
2 2
(i) x = 2, d a = dydzxˆ , A ⋅ d a = 2 xzdydz = 4 zdydz , so ∫ A ⋅ d a = 4∫ dy ∫ zdz = 16 .
0 0
(iii) y = 2, d a = dx dz yˆ , A ⋅ d a = ( x + 2 ) dx dz , so ∫ A ⋅ d a = ∫ (x + 2) dx ∫
2 2
dz = 12 .
0 0
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(iv) y = 0, d a = −dx dz yˆ , A ⋅ d a = −( x + 2 ) dx dz , so ∫ A ⋅ d a = − ∫ (x + 2) dx ∫
2 2
dz = −12 .
0 0
∫ A ⋅ d a = 16 + 0 + 12 − 12 + 4 = 20
surface
Example: Given a vector A = (x 2 − y 2 )xˆ + 2 xyyˆ + (x 2 − xy )zˆ . Evaluate ∫ A⋅ da over the surface of the
S
cube with the centre at the origin and length of side ‘a’.
z
g f
a d
h o y
e
b c
x
Solution: The surface integral is performed on all faces. The differential surface on the different faces
are ± dy dzxˆ ,± dx dzyˆ , and ± dx dyzˆ
a
Face abcd, x =
2
+a / 2
[( ) ( )] ∫ (x − y 2 )dydz =
a/2
a4
∫ A ⋅ d a = ∫ x 2 − y 2 xˆ + 2 xyyˆ + x 2 − xy zˆ ⋅ [dy dzxˆ ] = ∫
2
abcd S y =− a / 2 z =− a / 2
4
a
Face efgh, x = −
2
− (x 2 − y 2 )dy dz = −
a/2 a/2
a4
⇒ ∫
efgh
A⋅da =
efgh
∫ A ⋅ (− dy dzxˆ ) = ∫
y =− a / 2
∫
z =− a / 2
4
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a
Face cdfe, y =
2
a/2 a/2
⇒ ∫
cdfe
A ⋅ d a = ∫ A ⋅ dx dzyˆ =
S
∫
x=− a / 2
∫ 2 xy dx dz = 0
z =− a / 2
a
Face aghb, y=−
2
a/2 a/2
⇒ ∫
aghb
A⋅da = ∫
x =− a / 2
∫ A ⋅ (− dx dzyˆ ) = 0
z =− a / 2
Similarly for the other two faces adfg and bceh we can find the surface integral with
da = ± dx dyzˆ , respectively. The addition of these two surface integrals will be zero.
In the present case sum of all the surface integral
∫ A.d a = 0
S
∫ T dτ ,
V
∫ A dτ = ∫ (A xˆ + A x y yˆ + Az zˆ )dτ = xˆ ∫ Ax dτ + yˆ ∫ Ay dτ + zˆ ∫ Az dτ ;
because the unit vectors are constants, they come outside the integral.
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1.3.2 The Fundamental Theorem of Calculus
Suppose f (x) is a function of one variable. The fundamental theorem of calculus states:
dx = f (b ) − f (a ) or ∫ F (x ) dx = f (b ) − f (a )
b df b
∫ a dx a
( )
V will be ∇V ⋅ d l 2 . In this manner, proceeding by infinitesimal steps, we make the journey to
point b. At each step we compute the gradient of V (at that point) and dot it into the displacement
d l …this gives us the change in V. Evidently the total change in V in going from a to b along the
path selected is
∫ (∇V )⋅ d l = V (b) − V (a ) .
b
a
P
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This is called the fundamental theorem for gradients; like the “ordinary” fundamental theorem, it
says that the integral (here a line integral) of a derivative (here the gradient) is given by the value
of the function at the boundaries (a and b).
Geometrical Interpretation:
Suppose you wanted to determine the height of the Eiffel Tower. You could climb the stairs,
using a ruler to measure the rise at each step, and adding them all up or you could place
altimeters at the top and the bottom, and subtract the two readings; you should get the same
answer either way (that's the fundamental theorem).
Corollary 2: ∫ (∇V )⋅ d l = 0 , since the beginning and end points are identical, and hence
V(b) – V(a) = 0.
Example: Let V = xy2, and take point a to be the origin (0, 0, 0) y and b
the point (2, 1, 0). Check the fundamental theorem for
1 b
gradients.
(iii )
Solution: Although the integral is independent of path, we (ii ) must
(i )
pick a specific path in order to evaluate it. Let's go out a x along
1 2
the x axis (step i) and then up (step ii). As always
d l = dx xˆ + dy yˆ + dz zˆ, ∇V = y 2 xˆ + 2 xy yˆ
(i) y = 0; d l = dx xˆ, ∇V ⋅ d l = y 2 dx = 0, so ∫ ∇V ⋅ d l = 0
i
1
∫ ∇V ⋅ d l = ∫ 4 y dy = 2 y
2 1
(ii) x = 2; d l = dy yˆ , ∇V .d l = 2 xydy = 4 y dy, so =2
ii 0 0
Evidently the total line integral is 2.
This consistent with the fundamental theorem: T(b) – T(a) =2 – 0 = 2.
Calculate the same integral along path (iii) (the straight line from a to b):
1 1 3
(iii) y = x, dy = dx, ∇V ⋅ d l = y 2 dx + 2 xy dy = x 2 dx, so
2 2 4
2
2 3 2 1
∫iii
∇V ⋅ d l = ∫
0 4
x dx = x 3
4 0
=2
∫ (∇ ⋅ A)dτ = ∫ A ⋅ d a
V
S
This theorem has at least three special names: Gauss’s theorem, Green’s theorem, or, simply,
the divergence theorem. Like the other “fundamental theorems,” it says that the integral of a
derivative (in this case the divergence) over a region (in this case a volume) is equal to the value
of the function at the boundary (in this case the surface that bounds the volume). Notice that the
boundary term is itself an integral (specifically, a surface integral). This is reasonable: the
“boundary” of a line is just two end points, but the boundary of a volume is a (closed) surface.
Geometrical Interpretation:
If A represents the flow of an incompressible fluid, then “the flux of A (the right side of
equation) is the total amount of fluid passing out through the surface, per unit time and the left
side of equation shows an equal amount of liquid will be forced out through the boundaries of
the region.
Example: Check the divergence theorem using the function z ( v) (ii )
A = y xˆ + (2 xy + z )yˆ + (2 yz )zˆ
2 2
1
⎛1 ⎞
∫ (x + y ) dx = 2 + y, ∫ ⎜⎝ 2 + y ⎟⎠ dy = 1, ∫ 1dz = 1.
1 1 1 1
0 0 0
Evidently, ∫ (∇ ⋅ A)dτ = 2
V
To evaluate the surface integral we must consider separately the six sides of the cube:
1 1 1 1 1 1
(i) ∫ A⋅da = ∫ ∫
0 0
y 2 dy dz =
3
(ii) ∫ A ⋅ d a = −∫ 0 0∫ y 2 dy dz = −
3
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1 1
(
(iii) ∫ A ⋅ d a = ∫ ∫ 2 x + z 2 dx dz =
0 0
4
3
) 1 1
(iv) ∫ A ⋅ d a = − ∫ ∫ z 2 dx dz = −
0 0
1
3
1 1 1 1
(v) ∫ A⋅ da = ∫ ∫
0 0
2 y dx dy = 1 (vi) ∫ A ⋅ d a = − ∫ ∫ 0 dx dy = 0
0 0
∫ (∇ × A)⋅ d a = ∫ A ⋅ d l
S P
As always, the integral of a derivative (here, the curl) over a region (here, a patch of surface) is
equal to the value of the function at the boundary (here, the perimeter of the patch). As in the
case of the divergence theorem, the boundary term is itself an integral-specifically, a closed line
integral.
Geometrical Interpretation:
The integral of the curl over some surface (or, more precisely, the flux of the curl through that
surface) represents the “total amount of swirl,” and we can determine that swirl just as well by
going around the edge and finding how much the flow is following the boundary (as shown in
figure).
Corollary 1: ∫ (∇ × A)⋅ d a depends only on the boundary line, not on the particular
surface used.
Corollary 2: ∫ (∇ × A)⋅ d a = 0 for any closed surface, since the boundary line, like the
mouth of a balloon, shrinks down to a point, and hence the right side of
equation vanishes.
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Example: Suppose A = (2 xz + 3 y )yˆ + (4 yz )zˆ . Check Stokes’
2 2 z
(iii ) theorem
1
for the square surface shown in figure.
(iv) (ii )
Solution: Here
( )
∇ × A = 4 z 2 − 2 x xˆ + 2 z zˆ and d a = dy dz xˆ
(i ) 1 y
(In saying that d a points in the x direction, we are x choosen to
∫ (∇ × A)⋅ d a = ∫ ∫ 4 z
1 1 4
2
dy dz =
0 0 3
Now, what about the line integral? We must break this up into four segments:
1
(i) x = 0, z = 0, A ⋅ d l = 3 y 2 dy, ∫ A ⋅ dl = ∫ 3y dy = 1,
2
0
1 4
(ii) x = 0, y = 1, A ⋅ d l = 4 z 2 dz , ∫ A ⋅ d l = ∫ 4 z 2 dz = ,
0 3
0
(iii) x = 0, z = 1, A ⋅ d l = 3 y 2 dy, ∫ A ⋅ d l = ∫ 3 y dy = −1,
2
1
0
(iv) x = 0, y = 0, A ⋅ d l = 0, ∫ A ⋅ d l = ∫ 0dz = 0,
1
4 4
So ∫ A ⋅ d l = 1 + 3 − 1 + 0 = 3.
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1.4 Curvilinear Coordinates
1.4.1 Spherical Polar Coordinates
The spherical polar coordinates (r , θ , φ ) of a point P are defined in figure shown below; r is the
distance from the origin (the magnitude of the position vector), θ (the angle down from the z
axis) is called the polar angle, and φ (the angle around
z
from the x axis) is the azimuthal angle. Their relation to φˆ
r̂
Cartesian coordinates (x, y, z) can be read from the r cos θ P
figure: θ r θˆ
x = r sin θ cos φ , y = r sin θ sin φ , z = r cos θ r sin θ
y
φ
z y x
and r = x 2 + y 2 + z 2 , θ = cos −1 , φ = tan −1
r x
Figure shows three unit vectors r̂ ,θˆ, φˆ , pointing in the direction of increase of the corresponding
coordinates. They constitute an orthogonal (mutually perpendicular) basis set (just like xˆ , yˆ , zˆ ),
and any vector A can be expressed in terms of them in the usual way:
A = Ar rˆ + Aθ θˆ + Aφφˆ
The infinitesimal volume element dτ , in spherical coordinates, is the product of the three
infinitesimal displacements:
dτ = dl r dlθ dlφ = r 2 sin θ dr dθ dφ
1 ∂ 2 ∂ 1 ∂Aφ
Divergence: ∇. A =
r ∂r
2 ( r Ar ) +
1
r sin θ ∂θ
( sin θ Aθ ) +
r sin θ ∂φ
1 ∂ ⎛ 2 ∂f ⎞ 1 ∂ ⎛ ∂f ⎞ 1 ⎛ ∂2 f ⎞
Laplacian: ∇2 f = ⎜r ⎟+ 2 ⎜ sin θ ⎟+ 2 2 ⎜ 2⎟
r ∂r ⎝ ∂r ⎠ r sin θ ∂θ ⎝
2
∂θ ⎠ r sin θ ⎝ ∂φ ⎠
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We can transform any vector A = Ax xˆ + Ay yˆ + Az zˆ in Cartesian coordinates to Spherical polar
where r̂ θˆ φˆ
Ar = A.rˆ = Ax ( xˆ.rˆ ) + Ay ( yˆ .rˆ ) + Az ( zˆ.rˆ ) x̂. sin θ cos φ cos θ cos φ − sin φ
( ) ( ) ( )
Aθ = A.θˆ = Ax xˆ.θˆ + Ay yˆ .θˆ + Az zˆ.θˆ ŷ. sin θ sin φ cos θ sin φ cos φ
so d l = dr rˆ + r dφφˆ + dz zˆ
and volume element is dτ = r dr dφ dz .
The range of r is 0 → ∞ , φ goes from 0 → 2π , and z from − ∞ to ∞
The vector derivatives in cylindrical coordinates are:
∂f 1 ∂f ˆ ∂f
Gradient: ∇f = rˆ + φ + zˆ
∂r r ∂φ ∂z
1 ∂ 1 ∂A ∂A
Divergence: ∇. A = ( rAr ) + φ + z
r ∂r r ∂φ ∂z
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⎛ rˆ rφˆ zˆ ⎞
⎜ ⎟
1⎜ ∂ ∂ ∂ ⎟
Curl: ∇× A =
r ⎜ ∂r ∂φ ∂z ⎟
⎜⎜ ⎟⎟
⎝ Ar rAφ Az ⎠
1 ∂ ⎛ ∂f ⎞ 1 ∂ 2 f ∂ 2 f
Laplacian: ∇2 f = ⎜r ⎟+ +
r ∂r ⎝ ∂r ⎠ r 2 ∂φ 2 ∂z 2
where r̂ φˆ ẑ
( ) ( )
Aφ = A.φˆ = Ax xˆ.φˆ + Ay yˆ .φˆ + Az zˆ.φˆ ( ) ŷ. sin φ cos φ 0
Example: Find the gradient of a scalar function of position V where V ( x, y, z ) = x 2 y + e z . Calculate the
∂V ∂V ∂V
Solution: V ( x, y, z ) = x 2 y + e z ; ∇V = xˆ + yˆ + zˆ = 2 xyxˆ + x 2 yˆ + e z zˆ
∂x ∂y ∂z
Example: In electrostatic field problems, the electric field is given by E = −∇V , where V is the scalar
2 ˆ r2 ˆ
Substituting the suitable values, ∇V = 2rφ rˆ − θ + φ
r r sin θ
2 r ˆ
⇒ E = −∇V = −2rφ rˆ + θˆ − φ
r sin θ
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Example: Given
∂A
(ii) In cylindrical coordinates ∇ ⋅ A =
1 ∂
(rAr ) + 1 φ + ∂Az
r ∂r r ∂φ ∂z
⇒ ∇⋅ A =
1
r
(
4r cos 2 φ + 0 + 4 sin 2 φ = 4 cos 2 φ + sin 2 φ = 4 )
1 ∂ 2 ∂ ∂Aφ
(iii) In spherical coordinates, ∇ ⋅ A = r Ar +( 1
)
r sin θ ∂θ
(sin θAθ ) + 1
r sin θ ∂φ
r ∂r
2
Ar = 10, Aθ = 5 sin θ , Aφ = 0
( )
A = e − r / r θˆ ⇒ Ar = 0, Aθ = e − r / r , Aφ = 0 ( )
e −r ˆ
Substitute and solve the determinant ∇ × A = − φ
r
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Example: Find the nature of the following fields by determining divergence and curl.
(i) F 1 = 30 xˆ + 2 xyyˆ + 5 xz 2 zˆ
⎛ 150 ⎞
(ii) F 2 = ⎜ 2 ⎟rˆ + 10φˆ (Cylindrical coordinates)
⎝ r ⎠
xˆ yˆ zˆ
∂ ∂ ∂
∇ × F1 = = −5 z 2 yˆ + 2 yzˆ
∂x ∂y ∂z
30 2 xy 5 xz 2
rˆ rφˆ zˆ
1 ∂ ∂ ∂ 10
∇× F2 = = zˆ
r ∂r ∂φ ∂z r
⎛ 150 ⎞
⎜ 2 ⎟ 10r 0
⎝ r ⎠
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Example: Given A = 2r cos φ rˆ + rφˆ in cylindrical coordinates. Find ∫ A ⋅ d l + ∫ A ⋅ d l where c1 and c 2
C1 C2
c1
c2
a x
b
A ⋅ d l = 2r cos φdr + r 2 dφ
In figure on curve c1 , φ varies from 0 to 2π , r = b and dr = 0
2π
∫ A ⋅ dl = ∫r dφ = 2πb 2
2
c1 φ =0
r =b
−2π
On curve c2 , r = a, φ varies from 0 to − 2π , and dr = 0 ⇒ ∫ A ⋅ d l = ∫r
2
dφ = −2πa 2
c2 φ =0
r =a
∫ A ⋅ d l + ∫ A ⋅ d l = 2π (b − a2 )
2
So,
c1 c2
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Example: Use the cylindrical coordinate system to find the area of a curved surface on the right circular
cylinder having radius = 3 m and height = 6 m and 30 0 ≤ φ ≤ 120 0 .
x
3m
6m
φ = π /6 φ=
2π
z 3
Solution: From figure, surface area is required for a cylinder when r = 3m, z = 0 to 6m,
π 2π
30 0 ≤ φ ≤ 120 0 or ≤φ ≤
6 3
Example: Use spherical coordinate system to find the area of the strip α ≤ θ ≤ β on the spherical shell
of radius ‘a’. Calculate the area when α = 0 and β = π . z
θ =α φ = 0 θ =α x
= 2π a (cos α − cos β )
2
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⎛ 5r ⎞
2
Example: A vector field A = ⎜⎜ ⎟⎟rˆ is given in spherical coordinates. Evaluate both sides of
⎝ 4 ⎠
Divergence Theorem for the volume enclosed between
(i) r = 1 and r = 2, and
π
(ii) θ = 0 to θ = and r = 4.
4
1 ∂ 2 ∂ 1 ∂Aφ
Since ∇ ⋅ A = r A (
+
1
r sin θ ∂θ
)
(sin θ Aθ ) +
r sin θ ∂φ
r 2 ∂r
r
5r 2 1 ∂ ⎛ 2 5 2⎞
Ar = , Aθ = 0, Aφ = 0 ⇒ ∇ ⋅ A = ⎜ r r ⎟ = 5r
4 r 2 ∂r ⎝ 4 ⎠
z
d a at P
(i) r̂
Q r dθ
r =1 P r sin θ dφ
r=2
y d a at Q
r dθ
− r̂
x r sin θ dφ
( )
2 π 2π
L.H .S = ∫ ∇ ⋅ A dτ = ∫ (5r )r 2 sin θ dr dθ dφ = ∫ ∫ ∫φ 5r
3
sin θ dr dθ dφ = 75π
V v r =1 θ=0 =0
π 2π π 2π
⎛ 5r 2 ⎞ 2 ⎛ 5r 2 ⎞
R.H.S ∫ A⋅da = ∫ ∫ ⎜⎜ rˆ ⎟⎟ ⋅ (r sin θ dθ dφ rˆ ) + ∫ ∫ ⎜⎜ (
rˆ ⎟⎟ ⋅ − r 2 sin θ dθ dφ rˆ )
S θ =0 φ =0 ⎝ 4 ⎠ θ =0 φ =0 ⎝ 4 ⎠
π 2π π 2π
θ =0 =0
∫ (∇ ⋅ A)dτ = ∫ θ∫ φ∫ (5r ) ⋅ r
4 π / 4 2π
2
sin θ dr dθ dφ = 588.91 d a1 = r 2 sin θdθ dφ rˆ
V r =0 =0 =0 1
∫θ φ∫ 4 (4)
5
= sin θ dθ dφ + 0 = 588.91
4
=0 =0
Example: Given A = 2r cos φ rˆ + rφˆ in cylindrical coordinates. For the contour shown in figure, verify
the Stokes’ Theorem.
y z
ẑ
1 y
φ
x 1
1 da
x
rˆ rφˆ zˆ
1 ∂ ∂ ∂
In cylindrical coordinates, ∇ × A =
r ∂r ∂φ ∂z
Ar rAφ Az
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Ar = 2r cos φ , Aφ = r , Az = 0
1 ⎡− ∂ 2 ⎤ ⎡ ∂ 1⎡ ∂ ∂ ⎤
∇× A = ⎢
r ⎣ ∂z
(r )⎥ rˆ + ⎢ (2r cos φ )⎥φˆ + ⎢ (r 2 ) (2r cos φ )⎥ zˆ = (2 + 2 sin φ )ẑ
⎤
∂φ
⎦ ⎣ ∂z ⎦ r ⎣ ∂r ⎦
R.H.S. = ∫ A ⋅ d l = ∫ A ⋅ d l + φ ∫π A ⋅ d l + ∫ A ⋅ d l
r = 0 ,1 =0, / 2 r =1, 0
( )(
A ⋅ d l = 2r cos φrˆ + rφˆ ⋅ drrˆ + rdφφˆ + dzzˆ = 2r cos φ dr + r 2 dφ )
π
1 2 0
π π
∫ A ⋅ dl = ∫ 2r cos φ dr + ∫r dφ + ∫ 2r cos φ dr = 1+ + 0 = 1+
2
r =0 φ=0 r =1
2 2
at φ = 0 at r =1 at φ =π / 2
π
L.H.S. = R.H.S. = 1 +
2
Example: Given a vector field A = xyxˆ − 2 xyˆ . Verify stokes,’ theorem over the path shown in figure.
b
xˆ yˆ zˆ 3
∂ ∂ ∂
∇× A = = −(2 + x )zˆ
∂x ∂y ∂z
da = dx dy
xy − 2x 0
ẑ
a x
( ) ∫ ∫( )
3 9− y 2 0 3
L.H.S. = ∫ ∇ × A ⋅ d a = ∇ × A ⋅ (dx dyzˆ ) , since r 2 = x 2 + y 2 or x = 9 − y 2
S y =0 x =0
3⎡ 9− y 2 ⎤ 3⎡ 2 9− y 2 ⎤ 3 ⎡
⎛ 9 − y2 ⎞⎤
= ∫⎢ ∫0 ( ) ⎢ − 2x − x dy ⎥ = ∫ − ⎢+ 2 9 − y 2 + ⎜⎜
⎥ ∫0 ⎢
− 2 + x dx dy ⎥ = ⎟⎟⎥dy
0 ⎢
2 ⎥ 0 ⎣ ⎝ 2 ⎠⎦
⎣ ⎦ ⎣ 0
⎦
3
⎡ y 9 y3 ⎤ ⎛ π⎞
= − ⎢ y 9 − y 2 + 9 sin −1 + y − ⎥ = −9⎜1 + ⎟
⎣ 3 2 6 ⎦0 ⎝ 2⎠
R.H.S. = ∫ A ⋅ dl = ∫ A ⋅ dl + ∫ A ⋅ dl + ∫ A ⋅ dl
0,a a ,b b,0
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On 0a, y = 0; ∫ A ⋅ d l = ∫ − 2 x dy = 0
0 3
∫ A ⋅ d l = ∫ (xy dx − 2 x dy ) = ∫ x 9 − x dx − 2∫ 9 − y dy
2 2
On ab;
3 0
⎛ π⎞
3
1
∫ A⋅ dl = − 3 9 − x
2
( )3/ 2 0 ⎡ y⎤
− ⎢ y 9 − y 2 + 9 sin −1 ⎥ = −9⎜1 + ⎟
3 ⎣ 3 ⎦0 ⎝ 2⎠
On b0, x = 0; ∫ A ⋅ dl = 0
⎛ π⎞
⇒ ∫ A ⋅ d l = −9⎜1 + ⎟
⎝ 2⎠
⎛ π⎞
L.H.S. = R.H.S = −9⎜1 + ⎟
⎝ 2⎠
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1.5 The Dirac Delta Function
1.5.1 The Divergence of rˆ / r 2
1
Consider the vector function A = rˆ
r2
( )
But the volume integral, ∫ ∇ ⋅ A dτ , is zero. Does this mean that the divergence theorem is false?
The source of the problem is the point r = 0, where A blows up. It is quite true that ∇ ⋅ A = 0
everywhere except the origin, but right at the origin the situation is more complicated.
Notice that the surface integral is independent of R; if the divergence theorem is right (and it is),
we should get ∫ ∇ ⋅ A dτ = 4π( ) for any sphere centered at the origin, no matter how small.
Thus, ∇ ⋅ A has the bizarre property that it vanishes everywhere except at one point, and yet its
integral (over any volume containing that point) is 4π . No ordinary function behaves like that.
(On the other hand, a physical example does come to mind: the density (mass per unit volume) of
a point particle. It's zero except at the exact location of the particle, and yet its integral is finite
namely, the mass of the particle.) What we have stumbled on is a mathematical object known to
physicists as the Dirac delta function.
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1.5.2 The One- Dimensional Dirac Delta Function
The one dimensional Dirac delta function, δ ( x ) , can be
pictured as an infinitely high, infinitesimally narrow δ (x )
If f(x) is some “ordinary” function then the product f ( x )δ ( x ) is zero everywhere except at x = 0.
It follows that
f ( x )δ (x ) = f (0 )δ ( x )
Of course, we can shift the spike from x = 0 to some other point, x = a:
⎧ 0, if x ≠ a ⎫ ∞
δ (x − a ) = ⎨ ⎬ with ∫ δ (x - a )dx = 1 δ (x − a )
⎩∞, if x = a ⎭ −∞
also
Area 1
f ( x )δ (x − a ) = f (a )δ ( x − a )
and
∞
∫ f (x )δ (x − a )dx = f (a )
−∞
a x
()
δ 3 r = δ ( x )δ ( y )δ ( z )
(As always, r = x xˆ + y yˆ + z zˆ is the position vector, extending from the origin to the point (x, y,
z)). This three-dimensional delta function is zero everywhere except at (0, 0, 0), where it
blows up. Its volume integral is 1
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()
∞ ∞ ∞
∫ δ r dτ = ∫ ∫ ∫ δ (x )δ ( y )δ (z )dx dy dz = 1
3
all space − ∞− ∞− ∞
and
∫ f (r )δ (r − a )dτ = f (a )
3
all space
Since the divergence of rˆ / r 2 is zero everywhere except at the origin, and yet its integral over
any volume containing the origin is a constant ( 4π ). These are precisely the defining conditions
for the Dirac delta function; evidently
⎛ rˆ
∇ ⋅⎜ 2
⎝r
⎞
⎟ = 4πδ r
⎠
3
()
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1.6 The Theory of Vector Fields
1.6.1 The Helmholtz Theorem
1.6.2 Potentials
If the curl of a vector field ( F ) vanishes (everywhere), then F can be written as the gradient of
a scalar potential (V):
∇ × F = 0 ⇔ F = −∇V
(The minus sign is purely conventional.)
Theorem 1: Curl-less (or "irrotational") fields. The following conditions are equivalent (that is, F
satisfies one if and only if it satisfies all the others):
(a) ∇ × F = 0 everywhere.
b
(b) ∫ F ⋅ dl
a
is independent of path, for any given end points.
If the divergence of a vector field ( F ) vanishes (everywhere), then F can be expressed as the
(a) ∇ ⋅ F = 0 everywhere.
The vector potential is not unique-the gradient of any scalar function can be added to A without
affecting the curl, since the curl of a gradient is zero.
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MCQ (Multiple Choice Questions)
Q1. Let a and b be two distinct three dimensional vectors. Then the component of b that is
perpendicular to a is given by
(a)
a× b×a( ) (b)
(
b × a×b ) (c)
(a ⋅ b )b (d)
(b ⋅ a )a
a2 b2 b 2
a2
Q2. The components of the unit vector n̂ perpendicular to the plane shown in the figure given below
is:
6 xˆ + 3 yˆ + 2 zˆ
(a) nˆ = z
7
3 n̂
3 xˆ + 6 yˆ + 2 zˆ
(b) nˆ =
7
6 xˆ + 2 yˆ + 3 zˆ 2
(c) nˆ = y
7 1
2 xˆ + 3 yˆ + 6 zˆ
(d) nˆ = x
7
Q3. The equation of the plane that is tangent to the surface xyz = 8 at the point (1, 2, 4 ) is
(a) x + 2 y + 4 z = 12 (b) 4 x + 2 y + z = 12
(c) x + 4 y + 2 = 0 (d) x + y + z = 7
Q4. A vector perpendicular to any vector that lies on the plane defined by x + y + z = 5 , is
⎡ a b c ⎤
Q5. The unit normal vector of the point ⎢ , , ⎥ on the surface of the ellipsoid
⎣ 3 3 3⎦
x2 y 2 z 2
+ + = 1 is
a2 b2 c2
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3 2 3 2
Q6. The equation of a surface of revolution is z = ± x + y . The unit normal to the surface at
2 2
⎛ 2 ⎞
the point A⎜⎜ ,0,1⎟⎟ is
⎝ 3 ⎠
3ˆ 2 ˆ 3ˆ 2 ˆ
(a) i+ k (b) i− k
5 10 5 10
3ˆ 2 ˆ 3ˆ 2 ˆ
(c) i+ k (d) i+ k
5 5 10 10
Q7. Let r denote the position vector of any point in three-dimensional space, and r = r . Then
Q8. For vector function A = 10rˆ + 5sin θθˆ (in spherical polar coordinate) the value of ∇. A is:
(a) (1 + sin θ )(10 / r ) (b) (1 + cos θ )(10 / r )
⎛ 150 ⎞
Q9. For vector function F = ⎜ 2 ⎟ rˆ + 10φˆ (in cylindrical coordinate) then ∇.F is
⎝ r ⎠
−150 150 −150 150
(a) (b) (c) (d)
r3 r3 r2 r2
Q10. For vector function A = ( e − r / r ) θˆ (in spherical polar coordinate) then ∇ × A is
e− r ˆ e− r ˆ e− r ˆ e− r ˆ
(a) φ (b) − φ (c) θ (d) − θ
r r r r
Q11. A vector A = kφˆ is given (where k is a constant), in cylindrical coordinates. Then the
(
value of ∇ × ∇ × A is: )
k k ˆ k k ˆ
(a) zˆ (b) φ (c) zˆ (d) φ
r r r2 r2
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Q12. If a force F is derivable from a potential function V ( r ) , where r is the distance from the origin
(a)
1 3
2
(
a + b3 ) (
(b) π ab 2 + a 2 b ) (
(c) π a 3 + b 3 ) (d) 0
Q16. If the surface integral of the field A ( x, y, z ) = 2 k x iˆ + l y ˆj − 3 m z kˆ over the closed surface of an
Q18. Consider a constant vector field v = v 0 kˆ . If v = ∇ × u then one of the many possible vectors u is
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Q19. Consider a vector field v = v 0 kˆ and u = v0 x ˆj where v = ∇ × u . Then the flux associated with the
Q20. [( ) ]
Consider a vector force F ( x, y ) = k x 2 + y 2 iˆ + 2 xy ˆj . Here 1Fm −2 . The work done by this force
in moving a particle from the origin O ( 0, 0, 0 ) to the point D (1,1, 0 ) on the z = 0 plane along the
path OABD as shown in the figure is: (where the coordinates are measured in meters)
1 y
(a)
3 B D(1,1,0)
2
(b)
3
4
(c)
3 A
O (0.5,0,0) x
(d) 0
Q21. Consider force field F ( x, y ) = (x 2 − y 2 )iˆ + 2 xy ˆj . Then the work done when an object moves
from O → P → Q → R → O along the rectangular path as shown in figure is:
y
(a) −2ab 2
(b) +2ab 2 Q (a , b )
P
(c) − ab 2
(d) + ab 2
O ( 0, 0 ) x
R
Q22. Which of the following is correct expression for δ ( kx ) , where k is any (nonzero constant) (In
particular δ ( − x ) = δ ( x ) ).
(a) δ (kx ) = δ (x )
1
(b) δ ( kx ) = k δ ( x )
k
1
(c) δ ( kx ) = − δ ( x) (d) δ ( kx ) = − k δ ( x )
k
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1
∫ x δ ( x − 2 ) dx
3
Q. 23. Evaluate the integral
0
∫ x δ (x − 2)dx
3
Q25. Evaluate the integral
0
x
Α(− 1,0) Β(1,0)
Q27. Consider a cylinder of height h and radius a, closed at both ends, centered at the origin. Let
r = iˆx + ˆjy + kˆz be the position vector and n̂ a unit vector normal to the surface. The surface
integral ∫ r ⋅ nˆ ds over the closed surface of the cylinder is απ a 2 h . Then the value of α is.......
S
z
O y
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Q28. For vector function A = 2r cos φ rˆ + 3r sin zφˆ + 4 z sin 2 φ zˆ the value of ∇. A is........
2 2
Q29. A unit vector n̂ on the xy -plane is at an angle of 120 o with respect to iˆ . The angle between the
r is the position vector, then the value of the following integral ∫ ∫ r.nˆdS
S
is αV . Then the value
of α is …………
Q31. A vector function A = y 2 xˆ + 2 x( y + 1) yˆ is given and two specified paths from a to b are shown
in the figure given below. Coordinates of point a is (1,1, 0 ) and that of point b is ( 2, 2, 0 ) . Then
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Solutions
MCQ (Multiple Choice Questions)
Ans. 1: (a)
Solution: a × b = ab sin θ nˆ where n̂ is perpendicular to plane containing
b sin θ kˆ =
− a × a ×b ( )
⇒ b sin θ kˆ =
a× b×a
.
( ) a
a 2
a2
Ans. 2: (a)
Solution: The vectors A and B can be defined as
A = − xˆ + 2 yˆ ; B = − xˆ + 3zˆ z
xˆ yˆ zˆ 3 n̂
A × B = −1 2 0 = xˆ ( 6 − 0 ) + yˆ ( −3 + 0 ) + zˆ ( 0 + 2 ) = 6 xˆ + 3 yˆ + 2 zˆ
−1 0 3 B
2
y
A× B 6 xˆ + 3 yˆ + 2 zˆ 1
⇒ nˆ = = A
A× B 7
x
Ans. 3: (b)
Solution: To get a normal at the surface let’s take the gradient
∇ ( xyz ) = yziˆ + zxjˆ + kxy
ˆ = 8iˆ + 4 ˆj + 2kˆ
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Ans. 5: (a)
x2 y2 z2 ∇φ
Solution: Here φ = 2
+ 2 + 2 − 1 . Unit normal vector is .
a b c ∇φ
2 ˆ 2 ˆ 2 ˆ
∇φ ⎛ a b c ⎞
= i+ j+ k
⎜⎜ , , ⎟⎟ a 3 b 3 c 3
⎝ 3 3 3⎠
4 4 4 2 b 2c 2 + a 2c 2 + a 2c 2
∇φ = + + =
3a 2 3b 2 3c 2 3 a 2b 2 c 2
2 ˆ 2 ˆ 2 ˆ
i+ j+ k
∇φ a 3 b 3 c 3 bciˆ + caˆj + abkˆ
= =
∇φ ⎛ a b c ⎞
2 b 2c 2 + c 2 a 2 + a 2b 2 b 2c 2 + c 2 a 2 + a 2b 2
⎜⎜ , , ⎟⎟
⎝ 3 3 3⎠ 3 abc
Ans. 6: (b)
3 2 3 2 3 3
Solution: z = ± x + y ⇒ z 2 = x 2 + y 2 ⇒ 3x 2 + 3 y 2 − 2 z 2 = 0
2 2 2 2
⎛ 2 ⎞ ∇V
The unit normal to the surface at the point A⎜⎜ ,0,1⎟⎟ is nˆ = . Thus
⎝ 3 ⎠ ∇V
2 2
6 xˆ + 6 × 0 yˆ − 4 ×1zˆ 6 xˆ − 4 zˆ
3 3 3 2
nˆ = = = xˆ − zˆ
2 40 5 10
36 × + 16
3
Ans. 7: (d)
Solution: r = xxˆ + yyˆ + zzˆ
∂x ∂y ∂z
∇⋅r = + + = 1+1+1 = 3
∂x ∂y ∂z
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xˆ yˆ zˆ
⎛ ∂z ∂y ⎞ ⎛ ∂x ∂z ⎞ ⎛ ∂y ∂x ⎞
∇ × r = ∂ / ∂x ∂ / ∂y ∂ / ∂z = xˆ ⎜ − ⎟ + yˆ ⎜ − ⎟ + zˆ ⎜ − ⎟ = 0
x y z ⎝ ∂y ∂z ⎠ ⎝ ∂z ∂x ⎠ ⎝ ∂x ∂y ⎠
Ans. 8: (d)
1 ∂ 2 ∂ ∂Aφ
Solution: ∇ ⋅ A =
r ∂r
2
(
r Ar +
1
)
r sin θ ∂θ
(sin θAθ ) + 1
r sin θ ∂φ
∵ Ar = 10, Aθ = 5sin θ , Aφ = 0
1 ∂ 2 ∂ 1 ∂ ( 0)
⇒ ∇⋅ A =
r ∂r
2 ( r × 10 ) +
1
r sin θ ∂θ
( sin θ × 5sin θ ) +
r sin θ ∂φ
1 ⎛ ∂e − r ⎞ e− r ˆ
⇒ ∇× A = 2 × r sin θφ ⎜
ˆ
⎟=− φ
r sin θ ⎝ ∂r ⎠ r
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Ans. 11: (d)
⎛ rˆ rφˆ zˆ ⎞ ⎛ rˆ rφˆ zˆ ⎞
⎜ ⎟ ⎜ ⎟
1⎜ ∂ ∂ ∂ ⎟ k 1⎜ ∂ ∂ ∂ ⎟ rφˆ ⎛ k ⎞ k
Solution: ∇ × A =
r ⎜ ∂r ∂φ ∂z ⎟ r
= zˆ ⇒ ∇ × ∇ × A = (
r ⎜ ∂r
) ∂φ ∂z ⎟
= − ⎜ − 2 ⎟ = 2 φˆ
r ⎝ r ⎠ r
⎜⎜ ⎟⎟ ⎜⎜ ⎟⎟
⎝ 0 rk 0⎠ ⎝ 0 0 k /r⎠
⇒ ∇ × F = −∇ × ∇V = 0 . ( )
Ans. 13: (b)
Solution: Let F = F0 ( xˆ + yˆ + zˆ ) and r = xxˆ + yyˆ + zzˆ ⇒ F .r = F0 ( x + y + z ) .
( )
Thus ∇ F ⋅ r = F0 ( xˆ + yˆ + zˆ ) = F
( )
⇒ ⎡ A ⋅ B × r ⎤ = Ax ( By z − yBz ) + Ay ( Bz x − zBx ) + Az ( Bx y − xBy )
⎣ ⎦
( )
⇒ ∇ ⎡ A ⋅ B × r ⎤ = ( Ay Bz − Az By ) xˆ + ( Az Bx − Ax Bz ) yˆ + ( Ax By − Ay Bx ) zˆ = A × B
⎣ ⎦
Ans. 15: (d)
Solution: ∫ A ⋅ d l = ∫ (∇ × A).d a = 0
C S
∵∇ × A = 0
∫ ( ∇.A)dτ = 0 ⇒ 2 k + l − 3 m = 0
V
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Ans. 17: (a)
Solution: Since A = xz 2iˆ − yz 2 ˆj + z ( x 2 − y 2 ) kˆ ⇒ ∇. A = z 2 − z 2 + x 2 − y 2 = x 2 − y 2 ( )
Thus
x =+ a y =+ b z = c y =+ b z = c +a y =+ b z = c
⎡ x3 ⎤
∫ ( ∇.A)dτ = ∫ ∫ ∫ (
⎡2 ⎤
2 2
)
x − y dxdydz = ∫ ∫ ⎢ − y 2 x ⎥ dydz = ∫ ∫ ⎢⎣ 3 a
3
− 2ay 2 ⎥ dydz
⎦
y =− b z = 0 ⎣ ⎦−a
V x =− a y =− b z = 0
3 y =− b z = 0
z =c +b z =c
⎡2 y ⎤
( ) ⎡4 3 4 3⎤
3
4
⇒ ∫ ∇. A dτ = ∫ ⎣⎢ 3 a
3
y − 2a ⎥ dz = ∫ ⎢ a b − ab ⎥ dz = abc ⎡⎣ a − b ⎤⎦
2 2
z =0 ⎣ ⎦
V z =0
3 ⎦ −b 3 3 3
Let u x = 0, u z = 0 ⇒ u = v0 xjˆ
We have to take line integral around circle x 2 + y 2 = r 2 in z = 0 plane. Let use cylindrical
coordinate and use x = r cos φ , y = r sin φ ⇒ dy = r cos φ dφ .
2π
⇒ ∫ u.dl = ∫ v xdy = ∫
line line
0 0
v0 × r cos φ × r cos φ dφ
2π 2π ⎡ 1 + cos 2φ ⎤
⇒ ∫ u.dl = v r ∫ cos 2 φ dφ = v0 r 2 ∫ ⎢ ⎥ dφ = π v0 r
2 2
0
line
0 0
⎣ 2 ⎦
(
⇒ ∫ v .d a = ∫ ∇ × u .d a = ) ∫ u.dl = π v r 0
2
S S line
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[( ) ]
Thus the force F ( x, y ) = k x + y i + 2 xy ˆj is conservative. So work done is independent of
2 2 ˆ
paths.
Along line OD , y = x ⇒ dy = dx
1
4
∫ F .dl = ∫ 4 x dx = 3
2
OD x =0
( ) ( )( )
a b a b b
∫
OPQRO
F .dl = ∫ ∇ × F .d a = ∫ ∫ 4 ykˆ . − dxdykˆ = −4∫ ∫ ydxdy = −4a ∫ ydy = −2ab 2
S 0 0 0 0 0
(The lower signs apply when k is negative, and we account for this neatly by putting absolute
value bars around the final k, as indicated.) Under the integral sign, then, δ (kx ) serves the same
purpose as (1 / k )δ ( x ) :
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∞ ∞
⎡1 ⎤
∫ f ( x )δ (kx )dx = ∫ ⎢ k ⎥⎥dx ⇒ δ ( kx ) = (1/ k ) δ ( x )
f ( x )⎢ δ ( x )
−∞ −∞ ⎣ ⎦
Ans. 23: (a)
Solution: Answer would be 0, because the spike would then be outside the domain of integration.
Ans. 24: (d)
⎛ rˆ ⎞
Solution: J = ∫ ( r 2 + 2 ) ∇ ⋅ ⎜ 2 ⎟ dτ = ∫ ( r 2 + 2 ) 4πδ 3 ( r ) dτ = 4π ( 0 + 2 ) = 8π
v ⎝r ⎠ v
Ans. 27: 3
( )
Solution: ∫ r.nˆ ds = ∫ ∇.r dτ = 3∫ dτ = 3πa 2 h
S V V
Ans. 28: 4
∂A
Solution: In cylindrical coordinates ∇ ⋅ A =
1 ∂
(rAr ) + 1 φ + ∂Az
r ∂r r ∂φ ∂z
∵ Ar = 2r cos φ , Aφ = 3r sin z , Az = 4 z sin φ
2 2 2
1 ∂ ( 3r sin z ) ∂ ( 4 z sin φ )
2 2
1 ∂
∇⋅ A =
r ∂r
( r × 2r cos φ ) + r ∂φ + ∂z
2
⇒ ∇⋅ A =
1
r
(
4r cos 2 φ + 0 + 4 sin 2 φ = 4 cos 2 φ + sin 2 φ = 4 )
Ans. 29: 0.5
( )( )
⇒ u ⋅ v = aiˆ + bnˆ ⋅ anˆ + biˆ ⇒ u v cos 60 = a 2 iˆ ⋅ nˆ + ab + ba + b 2 nˆ.iˆ
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(a 2
+ b 2 + 2ab cos120 ) ⋅ cos 60 = a
2
2
cos120 + 2ab + b 2 cos120
⎛ 2 1⎞ 1 2 1 2
⎜ a + b − 2ab × ⎟ ⋅ cos 60 = − a + b + 2ab = a + b −
2 2 2 ab 1
(
= − a 2 + b 2 + 2ab) ( ) ( )
⎝ 2⎠ 2 2 2 2
5ab a
⇒ a2 + b2 = ⇒b=
2 2
Ans. 30 : 3
Solution: Since d l = dxxˆ + dyyˆ + dzzˆ . Path (1) consists of two parts. Along the “horizontal” segment
dy = dz = 0, so
2
(i) d l = dxxˆ, y = 1, A ⋅ d l = y 2 dx = dx, so ∫ A⋅ dl = ∫ 1
dx = 1
b
By path (1), then, ∫ a
A ⋅ d l = 1 + 10 = 11
1
= 10
For the loop that goes out (1) and back (2), then, ∫ A ⋅ d l = 11 − 10 = 1
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1. Linear Algebra and Matrices
The main structures of linear algebra are vector spaces. A vector space over a field F is a set V ,
together with two binary operation. Elements of V are called vectors and elements of F are
called scalars.
The first operation is vector addition; take any two vectors φ andψ and output iss a third
vector φ + ψ . The second operation; take any scalar a and any vector φ and output is a new
vector vector aφ . In view of the first example, where the multiplication is done by rescaling the
vector φ by a scalar a , the multiplication is called scalar multiplication of φ by a . The
operations of addition and multiplication in a vector space satisfy the following axioms. In the
list below, let φ ,ψ and χ be arbitrary vectors in V , and a and b scalars in F .
The linear vector space consists of two sets of elements and two algebraic rules.
• A set of vectors ψ ,φ , χ ,.... and set of scalars a, b, c
• A rule for vector addition and rule for scalar multiplication
(i) Addition rule
• If ψ and φ are vectors of elements of a space, their sum ψ + φ is also vector of the
same space.
Commutativity: ψ + φ = φ + ψ
Associativity: (ψ + φ ) + χ = ψ + (φ + χ )
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• Associativity with respect to multiplication of scalars.
a(bψ ) = (ab)ψ
• For each element ψ there must exist a unitary element I and a no. zero scalar such
that I ⋅ψ = ψ ⋅ I = ψ O ⋅ψ = ψ ⋅ O = O
1.1 Linear Dependence and Dimensionality of a Vector Space
• A set of N vectors φ1 , φ2 ,..., φN is said to be linearly independent if and only if the
N
solution of the equation. ∑a φi =1
i i = 0 if a1 = a2 = a3 = a4 = 0 otherwise φ1 , φ2 ,...., φN is
Inner product
ψ i ( x, y, z )ψ j ( x, y, z )
• The inner product of two function is 3 dimensional is defined or
(ψ ,ψ ) = ∫ (ψ ψ
i j
*
i j dxdydz )
• Property of inner product
(a) (ψ ,φ ) = (φ ,ψ )*
(ψ , aφ2 + bφ2 ) = a(ψ ,φ1 ) + b(ψ ,φ2 )
(ψ ,ψ ) = ψ
2
≥0
1
The norm (length of vector) is defined (ψ ,ψ ) 2
In matrix A has m rows and n column aij is the element of i th row and j th column. The matrix A
If number of row and number of column in matrix is equal then matrix is said to be square
matrix.
Operation of matrix
(a) Summation of matrices
In mathematics, matrix addition is the operation of adding two matrices by adding the
corresponding entries together. The usual matrix addition is defined for two matrices of the
same dimensions. The sum of two m × n (pronounced “ m by n ”) matrices A and B , denoted
by A + B , is again an m × n matrix computed by adding corresponding elements.
⎡ a11 a12 a1n ⎤ ⎡ b11 b12 b1n ⎤
⎢a a22 ⎥
a2 n ⎥ ⎢b b22 b2 n ⎥⎥
If A = ⎢ 21 and B = ⎢ 21 then
⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥
⎣⎢ am1 am 2 amn ⎦⎥ ⎣⎢bm1 bm 2 bmn ⎦⎥
⎡ a11 a12 a1n ⎤ ⎡ b11 b12 b1n ⎤ ⎡ a11 + b11 a12 + b12 a1n + b1n ⎤
⎢a a22 a2 n ⎥⎥ ⎢⎢ b21 b22 b2 n ⎥⎥ ⎢⎢ a21 + b21 a22 + b22 a2 n + b2 n ⎥⎥
A + B = ⎢ 21 + =
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢⎣ am1 am 2 amn ⎥⎦ ⎢⎣bm1 bm 2 bmn ⎥⎦ ⎢⎣ am1 + bm1 am 2 + bm 2 amn + bmn ⎥⎦
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(a) Direct sum
Another operation, which is used less often, is the direct sum (denoted by ⊕ ). Note the also
denoted ⊕ ; the context should make the usage clear. The direct sum of any pair of matrices A of
size m × n and B of size p × q is a matrix of size ( m + p ) × ( n + q ) . The direct sum of matrices is
⎛A 0⎞
a special type of block matrix A ⊕ B = ⎜ ⎟
⎝ 0 B⎠
Multiplication of Matrix
The left multiplication of a matrix A with a scalar λ gives another matrix λ A of the same size
⎡ λ a11 λ a12 λ a1n ⎤
⎢ λa λ a22 λ a2 n ⎥⎥
as A . The entries of λ A are given by λ (aij ) = (λ aij ) ⇒ λ A = ⎢ 21
⎢ ⎥
⎢ ⎥
⎢⎣ λ am1 λ am 2 λ amn ⎥⎦
(where necessarily the number of columns in A equals the number of rows in B equals m ) the
matrix product AB is defined by
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⎡ ( AB)11 ( AB)12 ( AB)1 p ⎤
⎢( AB) ( AB) 22 ( AB) 2 p ⎥⎥ m
AB = ⎢ 21
where ( AB )ij = ∑ aik bkj
⎢ ⎥ k =1
⎢ ⎥
⎢⎣ ( AB) n1 ( AB) n 2 ( AB) np ⎥⎦
The direct product is defined for general matrices .if A is n × n square matrix and B is m × m
square matrix .then direct product A ⊗ B is nm × nm matrix.
Derivative of matrix
The derivative of a matrix with respect to a variable is equal to derivative of each element with
respect to x separately.
Integral of matrix
The integral of matrix with respect to a variable x is equal to the integration of each element with
respect to x separately.
Transpose of matrix ( AT )
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Complex –conjugate matrix ( A )*
The complex conjugate of an matrix A is formed by taking the complex conjugate of each
element .hence matrix element of A* is aij* .
Hermitian conjugate ( A† )
The hermitian conjugate of matrix A is obtain by taking the complex conjugate of the matrix and
then the transpose of the complex conjugate matrix.
⎡ 2 + 3i 4 − 5i ⎤
Example: A = ⎢
⎣ 3 4i ⎥⎦
⎡ 2 − 3i 4 + 5i ⎤ ⎡ 2 − 3i 3 ⎤
A* = ⎢ ⎥ , A† = ( A* )T = ⎢ ⎥
⎣ 3 −4i ⎦ ⎣ 4 + 5i −4i ⎦
Cofactor matrix ( Ac )
The cofactor matrix A is matrix constructed by cofactor element aij which is denoted by Aij
Adjoint of matrix
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Inverse of matrix A −1
( )
If A is matrix and A−1 A = I then A−1 is said to inverse of matrix A (where I ) is identity
matrix.
adjA
A−1 = where A is determinant of matrix A . Inverse of A exist if A ≠ 0 .
A
⎡0 0 1 ⎤
Example: Find the inverse of A = ⎢⎢0 1 0 ⎥⎥
⎢⎣1 0 0 ⎥⎦
⎡ 0 0 −1⎤
Solution: A = −1 , adj ( A) = ( A ) = ⎢⎢ 0 −1 0 ⎥⎥ c T
⎢⎣ −1 0 0 ⎥⎦
⎡ 0 0 −1⎤
⎢ 0 −1 0 ⎥
⎢ ⎥ ⎡0 0 1 ⎤
adjA ⎢⎣ −1 0 0 ⎥⎦ ⎢
−1
A = = = ⎢0 1 0 ⎥⎥
A −1
⎢⎣1 0 0 ⎥⎦
⎡1 0 0 ⎤
one can check A A = ⎢⎢0 1 0 ⎥⎥
−1
⎢⎣0 0 1 ⎥⎦
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1.3 Eigen value problem
an1 an 2 ann − λ
• For an n × n matrix has at least one Eigen value and at most n numerically different
Eigen values
• A repeated Eigen value is said to degenerate Eigen value. For degenerate Eigen value
there is different Eigen vectors for same Eigen value
• Non repeated Eigen values are non degenerate Eigen values. For non degenerate
Eigen value there is different Eigen vectors for different Eigen value .
n
• Sum of Eigen values are equal to trace of matrix ∑ λi = trace( A) = ∑ aii trace of
i i
• Eigen vectors correspond to same Eigen value may or may not be independent.
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⎡2 0 0⎤
Example: Find the Eigen value and Eigen vector of matrix A = ⎢⎢ 0 0 1 ⎥⎥
⎢⎣ 0 1 0 ⎥⎦
2−λ 0 0
For Eigen value ( A − λ I ) = 0 0 −λ 1 =0
0 1 −λ
( 2 − λ ) {λ 2 − 1} = 0 ⇒ λ = 2, λ 2 − 1 = 0 ⇒ λ = ±1
⎡ 2 0 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢0 0 1⎥ ⎢ x ⎥ = λ ⎢ x ⎥
⎢ ⎥ ⎢ 2⎥ i ⎢ 2⎥
⎢⎣ 0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡ 2 0 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
• For λ1 = −1 ⎢ ⎥
⇒ ⎢ 0 0 1 ⎥ ⎢ x2 ⎥ = −1 ⎢⎢ x2 ⎥⎥
⎢ ⎥
⎢⎣ 0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡ 0 ⎤
X 1 = ⎢⎢ x2 ⎥⎥ , Normalized Eigen value can be determined by relation X 1T X 1 = 1 which will give
⎢⎣ − x2 ⎥⎦
⎡0⎤
1 1 ⎢ ⎥
x2 = so normalized Eigen vector corresponds to λ1 = −1 is X 1 = 1
2 2⎢ ⎥
⎢⎣ −1⎥⎦
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⎡ 2 0 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
• ⎢ ⎥ ⎢ ⎥
For λ2 = 1 ⇒ ⎢ 0 0 1 ⎥ ⎢ x2 ⎥ = 1 ⎢⎢ x2 ⎥⎥ which will give equation x1 = 0 and x2 = x3 so
⎢⎣ 0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡0⎤
Eigen vector is given by ⎢⎢ x2 ⎥⎥ for any value of x2 one can find Eigen vector
⎢⎣ x2 ⎥⎦
⎡0⎤
1 ⎢ ⎥
corresponds to λ2 = 1 From orthogonal relation X 2 X 2 = 1 so X 2 = 1T
2⎢ ⎥
⎢⎣1 ⎥⎦
⎡ 2 0 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
• For λ2 = 2 ⇒ ⎢ 0 0 1 ⎥ ⎢ x2 ⎥ = 2 ⎢⎢ x2 ⎥⎥
⎢ ⎥ ⎢ ⎥ which will give x1 = x1 and x3 = 2 x2 and
⎢⎣ 0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡ x1 ⎤
x2 = 2 x3 so x2 = x2 = 0 Eigen vector will be X 3 = ⎢⎢ 0 ⎥⎥ value of x1 can be determine
⎢⎣ 0 ⎥⎦
⎡1 ⎤
from orthogonal condition X X 3 = 1 3
T
x1 = 1 so X 3 = ⎢⎢0 ⎥⎥
⎢⎣0 ⎥⎦
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⎡1 0 0 ⎤
Example: Find The Eigen value and normalized Eigen vector of matrix A = ⎢⎢0 0 1 ⎥⎥
⎢⎣0 1 0 ⎥⎦
1− λ 0 0
For Eigen value ( A − λ I ) = 0 ⇒ 0 −λ 1 =0
0 1 −λ
(1 − λ ) {λ 2 − 1} = 0 ⇒ λ = 1, λ 2 − 1 = 0 ⇒ λ = ±1
⎡1 0 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢0 0 1 ⎥ ⎢ x ⎥ = λ ⎢ x ⎥
⎢ ⎥ ⎢ 2⎥ i ⎢ 2⎥
⎢⎣ 0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡1 0 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
• For λ1 = −1 ⇒ ⎢0 0 1 ⎥ ⎢ x2 ⎥ = −1 ⎢⎢ x2 ⎥⎥
⎢ ⎥ ⎢ ⎥
⎢⎣0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡ 0 ⎤
X 1 = ⎢⎢ x2 ⎥⎥ normalized Eigen value can be determined by relation X 1T X 1 = 1
⎢⎣ − x2 ⎥⎦
1
which will give x2 = so normalized
2
⎡0⎤
1 ⎢ ⎥
Eigen vector corresponds to λ1 = −1 is X 1 = 1
2⎢ ⎥
⎢⎣ −1⎥⎦
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⎡1 0 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
• For λ2 = λ3 = 1 ⇒ ⎢0 0 1 ⎥ ⎢ x2 ⎥ = 1 ⎢⎢ x2 ⎥⎥ which will give equation x1 = x1 and x2 = x3
⎢ ⎥ ⎢ ⎥
⎢⎣0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡ x1 ⎤
So, Eigen vector is given by ⎢⎢ x2 ⎥⎥ for any value of x1 and x2 one can find Eigen vector
⎢⎣ x2 ⎥⎦
⎡ x1 ⎤ ⎡1 ⎤
Let x1 = x1 and x2 = 0 so X 2 = ⎢⎢ 0 ⎥⎥ X2 X2 =1
T
will give x1 = 1 so X 2 = ⎢⎢ 0 ⎥⎥
⎢⎣ 0 ⎥⎦ ⎢⎣ 0 ⎥⎦
Now we must find third Eigen vector which will satisfied equation x1 = x1 and x2 = x3
⎡0⎤
So X 3 = ⎢⎢ x2 ⎥⎥ and value of x2 can be find with orthogonal relation X 3T X 3 = 1 which will give
⎢⎣ x2 ⎥⎦
⎡0⎤
1 1 ⎢ ⎥
x2 = so X3 = 1
2 2⎢ ⎥
⎢⎣1 ⎥⎦
= 0 if i ≠ j
⎛1 0⎞
Example: I = ⎜ ⎟ , Eigen value of unit matrix is 1 and it is degenerate. The independent and
⎝0 1⎠
⎛1⎞ ⎛0⎞
orthonormal Eigen vector are ⎜ ⎟ and ⎜ ⎟
⎝0⎠ ⎝1⎠
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Symmetric matrix
A square matrix A is defined such that AT = A . The matrix element of Symmetric matrix is
given by aij = a ji .The Eigen value of symmetric matrix is always real.
⎛ 2 4⎞
Example: A = ⎜ ⎟ .
⎝ 4 3⎠
5 + 65 5 − 65
The Eigen value of A matrix is given by λ1 = and λ2 = which is real.
2 2
Anti-symmetric (skew) matrix
If a square matrix A is defined such that AT = − A . The matrix element of antisymetric is given
by aij = − a ji . The Eigen value of skew symmetric matrix is purely imaginary or zero. The
Orthogonal matrix
If a square matrix A is defined such that AT = A−1 . The matrix element of an orthogonal matrix
has value +1 and −1 . The eigen value of an orthogonal matrix A are real or complex in pair
and have absolute value 1.
⎛ cos θ sin θ ⎞
Example: A = ⎜ ⎟
⎝ − sin θ cos θ ⎠
The determinant of matrix A i.e. A = 1 and the eigen value of matrix is λ1 = cos θ + i sin θ and
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Hermitian matrix
A square matrix A is said to be Hermitian matrix if A† = A where A† = ( A* )T that means matrix
⎡ 2 0 0⎤
Example: A = ⎢⎢ 0 0 i ⎥⎥
⎢⎣ 0 −i 0 ⎥⎦
matrix element is given by aij = −a*ji . Eigen value of Hermitian matrix is purely imaginary or
3 i 3 i
λ1 = + and λ1 = − + which have absolute value 1 ie λ1 = 1 and λ2 = 1 .
2 2 2 2
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1.5 Cayley–Hamilton Theorem
Every square matrix satisfied its own characteristic equation. The characteristic equation of
n × n square matrix A given by A − λ I = 0 which is polynomial of order n (let say φ (λ ) )
⎛1 2 0⎞
⎜ ⎟
Example: illustrate the Cayley – Hamilton theorem for the matrix A = ⎜ 2 −1 0 ⎟
⎜0 0 1⎟
⎝ ⎠
1− λ 2 0
Solution: the characteristic equation is 2 −1 − λ 0 = −5 + 5λ + λ 2 − λ 3
0 0 1− λ
⎛ −5 0 0 ⎞ ⎛ 5 10 0 ⎞ ⎛ 5 0 0 ⎞ ⎛ −5 −10 0 ⎞ ⎛ 0 0 0 ⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟
⇒ ⎜ 0 −5 0 ⎟ + ⎜10 −5 0 ⎟ + ⎜ 0 5 0 ⎟ + ⎜ −10 5 0 ⎟ = ⎜ 0 0 0⎟
⎜ 0 0 −5 ⎟ ⎜ 0 0 5 ⎟ ⎜ 0 0 1 ⎟ ⎜ 0 0 −1⎟⎠ ⎜⎝ 0 0 0 ⎟⎠
⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝
⎛0 0 1⎞
⎜ ⎟
Example: find the inverse of matrix A = ⎜ 0 1 0 ⎟ from Cayley -Hamilton theorem.
⎜1 0 0⎟
⎝ ⎠
0−λ 0 1
Solution: The characteristic equation is given by 0 1− λ 0 =0
1 0 0−λ
⎛0 0 1⎞
−1 ⎜ ⎟ −1 −1
Multiply equation by A one can get A − A − I + A = 0 ⇒ A = A − A − I = ⎜ 0 1 0 ⎟
2 1 2 1
⎜1 0 0⎟
⎝ ⎠
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⎛0 0 1⎞
−1 ⎜ ⎟
So for matrix A = A = ⎜ 0 1 0 ⎟
⎜1 0 0⎟
⎝ ⎠
1.6 Diagonalisation of Matrix
A square matrix A is called diagonalizable if it is similar to a diagonal matrix, i.e., if there
exists an invertible matrix P such that P −1 AP = D is a diagonal matrix. If V is a finite-
dimensional vector space( one can find independent Eigen vector corresponds to Eigen value ) ,
then a linear map T : V → V ; T is called diagonalizable if there exists a basis of V with
respect to which T is represented by a diagonal matrix. Diagonalization is the process of finding
a corresponding diagonal matrix for a diagonalizable matrix or linear map. A square matrix
which is not diagonalizable is called defective.
⎡1 2 0 ⎤
Example: Consider a matrix A = ⎢⎢ 0 3 0 ⎥⎥ . This matrix has eigenvalues λ1 = 3, λ2 = 2, λ1 = 1
⎢⎣ 2 −4 2 ⎥⎦
A is a 3 × 3 matrix with 3 different eigenvalues; therefore one can find basis in which , it is
diagonalizable.( Note that if there are exactly n distinct eigenvalues in an n × n matrix then this
matrix is diagonalizable.)
These eigenvalues are the values that will appear in the diagonalized form of matrix A , so by
finding the eigenvalues of A we have diagonalized it.
⎡ −1⎤ ⎡0 ⎤ ⎡ −1⎤
X 1 = ⎢⎢ −1⎥⎥ ⎢ ⎥
X 2 = ⎢0 ⎥ X 3 = ⎢⎢ 0 ⎥⎥
⎢⎣ 2 ⎥⎦ ⎢⎣1 ⎥⎦ ⎢⎣ 2 ⎥⎦
⎡ −1 0 −1⎤
Now, let P be the matrix with these eigenvectors as its columns: P = ⎢⎢ −1 0 0 ⎥⎥
⎢⎣ 2 1 2 ⎥⎦
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Note: There is no preferred order of the eigenvectors in P ; changing the order of
the eigenvectors in P just changes the order of the eigenvalues in the diagonalzed form of A.
⎡ 0 −1 0 ⎤ ⎡ 1 2 0 ⎤ ⎡ −1 0 −1⎤ ⎡ 3 0 0 ⎤
P −1 AP = ⎢⎢ 2 0 1 ⎥⎥ ⎢⎢ 0 3 0 ⎥⎥ ⎢⎢ −1 0 0 ⎥⎥ = ⎢⎢ 0 2 0 ⎥⎥
⎢⎣ −1 1 0 ⎥⎦ ⎢⎣ 2 −4 2 ⎥⎦ ⎢⎣ 2 1 2 ⎥⎦ ⎢⎣ 0 0 1 ⎥⎦
Diagonalization can be used to compute the powers of a matrix A efficiently, provided the matrix
is diagonalizable. Suppose we have found that
P −1 AP = D
is a diagonal matrix. Then, as the matrix product is associative,
AK = ( PDP −1 ) K = ( PDP −1 )( PDP −1 )( PDP −1 )( PDP −1 )..........( PDP −1 )
PD K P −1 and the latter is easy to calculate since it only involves the powers of a diagonal matrix.
1.7 Function of Matrix
If the matrix A is diagonalizable, then we can find a matrix P and a diagonal matrix D such
that A = PDP −1 . Applying the power series definition to this decomposition, we find
that f ( A) is defined by
⎡ f (d1 ) 0 0 ⎤
⎢ 0 f (d 2 ) 0 ⎥⎥ −1
f ( A) = P ⎢ P
⎢ ⎥
⎢ ⎥
⎢⎣ 0 0 f (d n ) ⎥⎦
⎡λ 0 ⎤
Example: If matrix A = ⎢ 1 ⎥ then find e A .
⎣ 0 λ2 ⎦
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⎡1 ⎤ ⎡ 0 ⎤
Solution: For matrix A Eigen value is λ1 , λ2 and Eigen vectors are respective ⎢ ⎥ ⎢ ⎥
⎣ 0 ⎦ ⎣1 ⎦
⎡1 0 ⎤ ⎡1 0 ⎤
P=⎢ ⎥ and P −1 = ⎢ ⎥
⎣0 1 ⎦ ⎣0 1 ⎦
⎡1 0⎤ ⎡ eλ1 0⎤ ⎡1 0⎤ ⎡ eλ1 0⎤
e A = Pf ( A) P −1 = ⎢ ⎥ ⎢ ⎥ ⎢0 1 ⎥ = ⎢ ⎥
⎣0 1 ⎦ ⎣ 0 eλ2 ⎦ ⎣ ⎦ ⎣0 eλ2 ⎦
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Multiple Choice Questions
⎛1 0 1⎞
⎜ ⎟
Q1. The eigen value of matrix A = ⎜ 0 1 0 ⎟ is
⎜1 0 1⎟
⎝ ⎠
(a) λ = 1, 0, 2 (b) λ = −1, 2, 2 (c) λ = 0, 0, 3 (d) λ = 1, 1, 1
⎛ 1 8 0 ⎞
⎜ ⎟
Q2. The eigen value of matrix A = ⎜ 8 1 8 ⎟ is
⎜⎜ ⎟
⎝ 0 8 1 ⎟⎠
⎛ 0 1 0⎞
⎜ ⎟
Q3. The eigen value of matrix A = ⎜ 1 0 1 ⎟ is
⎜ 0 1 0⎟
⎝ ⎠
⎛0 1 1⎞
⎜ ⎟
Q4. The eigen value of matrix A = ⎜ 1 0 1 ⎟ is
⎜1 1 0⎟
⎝ ⎠
⎛ 1 1 1⎞
⎜ ⎟
Q5. The degenerate eigen value of matrix A = ⎜1 1 1⎟ is
⎜ 1 1 1⎟
⎝ ⎠
(a) 0 (b) 1 (c) 2 (d) 3
⎛1 0 1⎞
⎜ ⎟
Q6. The eigen vector of matrix A = ⎜ 0 1 0 ⎟ corresponding to eigen value 0 is
⎜1 0 1⎟
⎝ ⎠
⎡1 ⎤ ⎡1⎤ ⎡1 ⎤ ⎡1⎤
(a) ⎢⎢ 0 ⎥⎥ (b) ⎢⎢ 0 ⎥⎥ (c) ⎢⎢ 0 ⎥⎥ (d) ⎢⎢ −1⎥⎥
⎢⎣ 0 ⎥⎦ ⎢⎣ −1⎥⎦ ⎢⎣1 ⎥⎦ ⎢⎣ 0 ⎥⎦
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⎛ 1 8 0 ⎞
⎜ ⎟
Q7. The eigen vector of matrix A = ⎜ 8 1 8 ⎟ corresponding to eigen value 5 is
⎜⎜ ⎟
⎝ 0 8 1 ⎟⎠
⎡ 1 ⎤ ⎡ 1 ⎤ ⎡ 2⎤ ⎡− 2 ⎤
⎢ ⎥ ⎢ ⎥ ⎢ ⎥ ⎢ ⎥
(a) ⎢ 2 ⎥ (b) ⎢ − 2 ⎥ (c) ⎢ 1 ⎥ (d) ⎢ 1 ⎥
⎢ 1 ⎥ ⎢ 1 ⎥ ⎢ 1 ⎥ ⎢ 1 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦
⎛ 0 1 0⎞
⎜ ⎟
Q8. The eigen vectors of matrix A = ⎜ 1 0 1 ⎟ corresponding to eigen values − 2, 0, 2 are
⎜ 0 1 0⎟
⎝ ⎠
respectively
⎡ 1 ⎤ ⎡1⎤ ⎡ 1 ⎤ ⎡ 1 ⎤ ⎡1⎤ ⎡ 1 ⎤
⎢ ⎥ ⎢ 0 ⎥, ⎢ ⎥ ⎢ ⎥ ⎢ ⎥
(a) ⎢ − 2 ⎥ , ⎢ ⎥ ⎢ 2⎥ (b) ⎢ 2 ⎥ , ⎢⎢ 0 ⎥⎥ , ⎢− 2 ⎥
⎢ 1 ⎥ ⎢⎣ −1⎥⎦ ⎢ 1 ⎥ ⎢ 1 ⎥ ⎢ −1⎥ ⎢ 1 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦
⎡ 1 ⎤ ⎡ 1 ⎤ ⎡1⎤ ⎡1⎤ ⎡ 1 ⎤ ⎡ 1 ⎤
⎢ ⎥ ⎢ ⎥ ⎢ ⎥ ⎢ ⎥
(c) ⎢ − 2 ⎥ , ⎢ 2 ⎥ , ⎢⎢ 0 ⎥⎥ (d) ⎢⎢ 0 ⎥⎥ , ⎢ − 2 ⎥ , ⎢ 2⎥
⎢ 1 ⎥ ⎢ 1 ⎥ ⎢ −1⎥ ⎢⎣ −1⎥⎦ ⎢ 1 ⎥ ⎢ 1 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦
⎛0 1 1⎞ ⎡ −2 ⎤
⎜ ⎟
Q9. If one of the eigen vector of matrix A = ⎜ 1 0 1 ⎟ corresponding to eigen value −1 is ⎢⎢ 1 ⎥⎥ then
⎜1 1 0⎟ ⎢⎣ 1 ⎥⎦
⎝ ⎠
other orthogonal eigen vector for same eigen value is
⎡0⎤ ⎡ −4 ⎤ ⎡1 ⎤ ⎡1⎤
(a) ⎢⎢ 1 ⎥⎥ (b) ⎢⎢ 2 ⎥⎥ (c) ⎢⎢ 0 ⎥⎥ (d) ⎢⎢ −1⎥⎥
⎢⎣ −1⎥⎦ ⎢⎣ 2 ⎥⎦ ⎢⎣1 ⎥⎦ ⎢⎣ 0 ⎥⎦
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⎛1 1 1⎞ ⎡0⎤
⎜ ⎟
Q10. If one of the eigen vector of matrix A = ⎜1 1 1⎟ corresponding to eigen value 0 is ⎢⎢ 1 ⎥⎥ then
⎜1 1 1⎟ ⎢⎣ −1⎥⎦
⎝ ⎠
other orthogonal eigen vector for same eigen value is
⎡ −2 ⎤ ⎡0⎤ ⎡1 ⎤ ⎡1⎤
(a) ⎢⎢ 1 ⎥⎥ (b) ⎢⎢ 2 ⎥⎥ (c) ⎢⎢ 0 ⎥⎥ (d) ⎢⎢ −1⎥⎥
⎢⎣ 1 ⎥⎦ ⎢⎣ −2 ⎥⎦ ⎢⎣1 ⎥⎦ ⎢⎣ 0 ⎥⎦
⎡2 0 0⎤
Q11. A square matrix 3 × 3 is given by A = ⎢⎢ 0 1 1 ⎥⎥ is diagonalized in eigenvector of
⎢⎣ 0 1 1 ⎥⎦
⎡ ⎤
⎢1 0 0 ⎥
⎢ ⎥
⎢ 1 1 ⎥
matrix S = ⎢0 ⎥ . Which one of the following is matrix A in the diagonal form in the
⎢ 2 2⎥
⎢ 1 1 ⎥
⎢0 − ⎥
⎣ 2 2⎦
basis of S ?
⎡ 2 0 0⎤ ⎡0 0 0 ⎤ ⎡2 0 0⎤ ⎡1 0 2 ⎤
⎢
(a) ⎢ 0 2 0 ⎥ ⎥ ⎢
(b) ⎢ 0 2 0 ⎥ ⎥ ⎢
(c) ⎢ 0 0 0 ⎥ ⎥ (d) ⎢⎢ 0 1 0 ⎥⎥
⎢⎣ 0 0 0 ⎥⎦ ⎢⎣ 0 0 2 ⎥⎦ ⎢⎣ 0 0 2 ⎥⎦ ⎢⎣ 0 0 2 ⎥⎦
⎛1 1 1⎞
Q12. Consider the matrix M = ⎜1 1 1⎟ . The eigenvalues of M are
⎜1 1 1⎟
⎝ ⎠
(a) 0, 1, 2 (b) 0, 0, 3 (c) 1, 1, 1 (d) – 1, 1, 3
⎛ 1 1 1⎞
Q13. Consider the matrix M = ⎜1 1 1⎟ . The exponential of M simplifies to (I is the 3 × 3 identity
⎜ 1 1 1⎟
⎝ ⎠
matrix)
⎛ e3 − 1 ⎞ M2
(a) e M = I + ⎜⎜ ⎟⎟ M (b) e M = I + M +
⎝ 3 ⎠ 2!
⎛ 0 − n3 n2 ⎞
⎜ ⎟
Q16. The eigenvalues of the antisymmetric matrix, A = ⎜ n3 0 − n1 ⎟ where n1 , n 2 and n3 are
⎜ − n2 n1 0 ⎟⎠
⎝
the components of a unit vector, are
(a) 0, i, − i (b) 0,1, − 1 (c) 0,1 + i, − 1, − i (d) 0, 0, 0
⎛ 0 2i 3i ⎞
⎜ ⎟
Q17. Consider the matrix M = ⎜ − 2i 0 6i ⎟ .The eigenvalues of M are
⎜ − 3i − 6i 0 ⎟
⎝ ⎠
(a) − 5, − 2, 7 (b) − 7, 0, 7 (c) − 4i, 2i, 2i (d) 2, 3, 6
⎛a⎞
⎜ ⎟
Q18. The column vector ⎜ b ⎟ is a simultaneous eigenvector of
⎜a⎟
⎝ ⎠
⎛0 0 1⎞ ⎛0 1 1⎞
⎜ ⎟ ⎜ ⎟
A = ⎜ 0 1 0 ⎟ and B = ⎜ 1 0 1 ⎟ , if
⎜1 0 0⎟ ⎜1 1 0⎟
⎝ ⎠ ⎝ ⎠
(a) b = 0 or a = 0 (b) b = a or b = −2a
(c) b = 2a or b = −a (d) b = a / 2 or b = −a / 2
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Q19. Let α and β be complex numbers. Which of the following sets of matrices forms a group under
matrix multiplication?
⎛α β⎞ ⎛1 α⎞
(a) ⎜⎜ ⎟ (b) ⎜⎜ ⎟⎟ , where αβ ≠ 1
⎝0 0 ⎟⎠ ⎝β 1 ⎠
⎛α α* ⎞ ⎛ α β⎞
(c) ⎜⎜ ⎟ , where αβ * is real (d) ⎜⎜ ⎟ , where α + β =1
2 2
*⎟ *⎟
⎝β β ⎠ ⎝− β α ⎠
*
Q20. [ ]
A 3 × 3 matrix M has Tr [M ] = 6, Tr M 2 = 26 and Tr M 3 = 90 . Which of the following can be [ ]
a possible set of eigenvalues of M ?
(a) {1,1, 4} (b) {− 1, 0, 7} (c) {− 1, 3, 4} (d) {2, 2, 2}
1 ⎡ 1 1 + i⎤
Q21. The matrix A = ⎢ ⎥ is
3 ⎣1 − i − 1 ⎦
(a) Orthogonal (b) symmetric (c) anti-symmetric (d) Unitary
Q22. If H is Hermitian matrix then matrix A = exp(iH ) is
(a) Hermitian (b) Unitary (c) Skew Hermitian (d) Identity
⎛0 1 0⎞
⎜ ⎟
Q23. The matrix A = ⎜ 1 0 0 ⎟ is diagonalize in the basis of unitary matrices U and get the
⎜0 0 2⎟
⎝ ⎠
⎛2 0 0 ⎞
⎜ ⎟
diagonalise matrix ⎜ 0 1 0 ⎟ then matrix U is
⎜ 0 0 −1⎟
⎝ ⎠
⎛ ⎞ ⎛ ⎞
⎜ 0 0 1⎟ ⎜ 0 0 1⎟
⎜ ⎟ ⎜ ⎟
⎜ 1 1 ⎟ ⎜ 1 1 ⎟
(a) ⎜ 0⎟ (b) ⎜ 0⎟
⎜ 2 2 ⎟ ⎜ 2 2 ⎟
⎜ 1 1 ⎟ ⎜ 1 1 ⎟
⎜ − 0⎟ ⎜− 0⎟
⎝ 2 2 ⎠ ⎝ 2 2 ⎠
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⎛ ⎞ ⎛ ⎞
⎜0 0 0 ⎟ ⎜ 0 1 0 ⎟
⎜ ⎟ ⎜ ⎟
⎜ 1 1 ⎟ ⎜ 1 1 ⎟
(c) ⎜ 0 ⎟ (d) ⎜ 0 ⎟
⎜ 2 2 ⎟ ⎜ 2 2 ⎟
⎜ 1 1 ⎟ ⎜ 1 1 ⎟
⎜1 − ⎟ ⎜ 0 − ⎟
⎝ 2 2⎠ ⎝ 2 2⎠
Q24. Given a 2 × 2 unitary matrix U satisfying U †U = UU † = 1 with det U = e iϕ , one can construct a
unitary matrix V (V †V = VV † = 1) with det V = 1 from it by
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⎛0 1 1⎞
⎜ ⎟
Q28. The inverse of matrix M = ⎜ 0 0 1 ⎟ is
⎜1 0 0⎟
⎝ ⎠
(a) M − 1 (b) M − 1
2
(c) I − M 2 (d) I − M
⎡0⎤
(d) The eigen vector corresponding to nondegenerate eigen value is ⎢⎢ 2 ⎥⎥
⎢⎣ 1 ⎥⎦
⎛1 1 0⎞
⎜ ⎟
Q30. For matrix A = ⎜ 1 1 0 ⎟ , which of the following statements are true?
⎜ 0 0 0⎟
⎝ ⎠
(a) The degenerate eigen value is 0
⎡1⎤
(b) One of the eigen vector corresponding to degenerate eigen value is ⎢⎢ −1⎥⎥
⎢⎣ 0 ⎥⎦
⎡0 ⎤
(c) One of the eigen vector corresponding to degenerate eigen value is ⎢⎢0 ⎥⎥
⎢⎣1 ⎥⎦
⎡1 ⎤
(d) The eigen vector corresponding to nondegenerate eigen value is ⎢⎢1 ⎥⎥
⎢⎣ 0 ⎥⎦
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⎛ 5 0 3⎞
⎜ ⎟
Q31. For matrix A = ⎜ 0 3 0 ⎟ , which of the following statements are true?
⎜⎜ ⎟⎟
⎝ 3 0 3 ⎠
(a) The eigen value are 2, 3, 6
(b) The eigen value are 2, 4, 5
⎡ 1 ⎤
⎢ ⎥
(c) Eigen vector corresponding eigen value 2 is ⎢ 0 ⎥
⎢− 3 ⎥
⎣ ⎦
⎡ 3⎤
⎢ ⎥
(d) Eigen vector corresponding eigen value 2 is ⎢ 0 ⎥
⎢1⎥
⎣ ⎦
Q32. Which one of following is correct
(a) If A† = A and B † = − B Then AB + BA is skew Hermitian
(b) If A† = A and B † = − B Then AB + BA is Hermitian
(c) If A† = A and B † = − B i ( AB + BA) is skew Hermitian
⎛1 0 0⎞
⎜ ⎟
Q33. Which of the following is correct for matrix A = ⎜ 0 0 1 ⎟
⎜0 1 0⎟
⎝ ⎠
(a) It is its own inverse
(b) It is its own transpose
(c) It has eigen value ±1
(d) It is orthogonal matrix.
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NAT (Numerical Answer Type)
⎡ 4 − 1 − 1⎤
Q34. The degenerate eigenvalue of the matrix ⎢⎢− 1 4 − 1⎥⎥ is (your answer should be an integer)
⎢⎣− 1 − 1 4 ⎥⎦
____________
⎛0 1 0⎞
Q35. The minimum eigenvalues of the matrix ⎜1 0 1 ⎟ is………
⎜0
⎝ 1 0 ⎟⎠
⎡0 0 1 ⎤
Q36. The degenerate eigen value of matrix A = ⎢⎢0 1 0 ⎥⎥ is given by ……………
⎢⎣1 0 0 ⎥⎦
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Solutions
Multiple Choice Questions
Ans. 1: (a)
Solution: For eigen value A − λ I = 0
1− λ 0 1− λ
1− λ = (1 − λ ) ⎡(1 − λ ) − 0 ⎤ + 0 + 1 ⎡⎣ − (1 − λ ) ⎤⎦ = 0
2
0 0
⎣ ⎦
1 0 1− λ
⇒ −λ 3 + 3λ 2 − 2λ = 0 ⇒ λ = 0,1, 2
Ans. 2: (c) λ = −3, 1, 5
1− λ 8 0
(1 − λ ) = (1 − λ ) ⎡(1 − λ ) − 8⎤ + 8 ⎡⎣ 8 (1 − λ ) ⎤⎦
2
8 8
⎣ ⎦
0 8 (1 − λ )
−λ 3 + 3λ 2 − 3λ + 1 = 0 ⇒ λ = −3,1,5
Ans. 3: (d) λ = − 2 , 0, 2
−λ 1 0
1 −λ ( )
1 = 0 ⇒ −λ λ 2 − 1 + 1 ⎡⎣( λ ) ⎤⎦ = 0 ⇒ − λ 3 + 2λ = 0
0 1 −λ
eigenvalue λ = 0, 2, − 2
Ans. 4: (a) λ = −1, − 1, 2
−λ 1 1
1 −λ ( )
1 = 0 ⇒ −λ ⎡⎣ λ 2 − 1 ⎤⎦ + 1(1 + λ ) + 1(1 + λ ) = 0
1 1 −λ
⇒ −λ 3 + 3λ + 2 = 0 ⇒ λ = −1, −1, 2
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Ans. 5: (a)
Solution: For eigen value A − λ I = 0
1− λ 1 1
1 1− λ 1 ( )
= 0 ⇒ (1 − λ ) ⎡⎣ 1 − λ 2 − 1⎤⎦ + 1 ⎡⎣1 − (1 − λ ) ⎤⎦ + 1 ⎡⎣1 − (1 − λ ) ⎤⎦ = 0
1 1 1− λ
⇒ −λ 3 + 3λ 2 = 0 ⇒ λ = 0, 0,3
Ans. 6: (b)
Solution: For eigen value A − λ I = 0
1− λ 0 1− λ
1− λ = (1 − λ ) ⎡(1 − λ ) − 0 ⎤ + 0 + 1 ⎡⎣ − (1 − λ ) ⎤⎦ = 0
2
0 0
⎣ ⎦
1 0 1− λ
⇒ −λ 3 + 3λ 2 − 2λ = 0 ⇒ λ = 0,1, 2
⎡1 0 1 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
Eigen vector can be determine by AX 1 = λ X 1 ⇒ ⎢0 1 0 ⎥ ⎢ x2 ⎥ = λ ⎢⎢ x2 ⎥⎥
⎢ ⎥ ⎢ ⎥
⎢⎣1 0 1 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
For λ = 0 ,
⎡1 0 1 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢ 0 1 0 ⎥ ⎢ x ⎥ = 0 ⎢ x ⎥ ⇒ x + x = 0, x = x , x + x = 0 ⇒ x = − x and x = 0
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 1 3 2 2 1 3 1 3 2
⎢⎣1 0 1 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡ x1 ⎤ ⎡1⎤
X 1 = ⎢ 0 ⎥ = x1 ⎢⎢ 0 ⎥⎥
⎢ ⎥
⎢⎣ − x1 ⎥⎦ ⎢⎣ −1⎥⎦
⎡1⎤
From orthogonal relation X 1T X 1 = 1 ⇒ x1 =
1
⇒ X1 =
1 ⎢0⎥
2 2⎢ ⎥
⎢⎣ −1⎥⎦
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Ans. 7: (a)
Solution: For eigen value A − λ I = 0
1− λ 8 0
(1 − λ ) = (1 − λ ) ⎡(1 − λ ) − 8⎤ + 8 ⎡⎣ 8 (1 − λ ) ⎤⎦
2
8 8
⎣ ⎦
0 8 (1 − λ )
−λ 3 + 3λ 2 − 3λ + 1 = 0 ⇒ λ = −3,1,5
eigen vector can be determine by AX 1 = λ1 X 1
For λ = 5 ,
⎡1 8 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢ ⎥⎢ ⎥
⎢ 8 1 8 ⎥ ⎢ x2 ⎥ = 5 ⎢⎢ x2 ⎥⎥
⎢ ⎥
⎣⎢ 0 8 1 ⎦⎥ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
x1 + 8 x2 = 5 x1 , 8 x1 + x2 + 8 x3 = 5 x2 , 8 x2 + x3 = 5 x3
⎡ x1 ⎤ ⎡ 1 ⎤
⎢ ⎥ ⎢ ⎥
⇒ x1 = x3 , x2 = 2 x1 X 1 = ⎢ 2 x1 ⎥ ⇒ X 1 = x1 ⎢ 2 ⎥
⎢ x ⎥ ⎢ 1 ⎥
⎣ 1 ⎦ ⎣ ⎦
⎡ 1 ⎤
1 1⎢ ⎥
Form orthogonality condition x1 = , X 1 = ⎢ 2 ⎥
2 2⎢ ⎥
⎣ 1 ⎦
Ans. 8: (a)
Solution: For eigen value A − λ I = 0
−λ 1 0
1 −λ ( )
1 = 0 ⇒ −λ λ 2 − 1 + 1 ⎡⎣( λ ) ⎤⎦ = 0 ⇒ − λ 3 + 2λ = 0
0 1 −λ
eigenvalue λ = 0, 2, − 2
eigen vector can be determine by AX 1 = λ1 X 1
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For λ = − 2
⎡ 0 1 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢1 0 1 ⎥ ⎢ x ⎥ = − 2 ⎢ x ⎥ ⇒ x = − 2 x , x + x = − 2 x , x = − 2 x
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 2 1 1 3 2 2 3
⎢⎣ 0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⇒ x1 = x3 , x2 = − 2 x1
⎡ x1 ⎤ ⎡ 1 ⎤
⎢ ⎥ 1 1⎢ ⎥
X 1 = ⎢ − 2 x1 ⎥ . From orthogonality condition, X 1T X 1 = 1 ⇒ x1 = ⇒ X 1 = ⎢ − 2 ⎥
⎢ x ⎥ 2 2⎢ ⎥
⎣ 1 ⎦ ⎣ 1 ⎦
For λ = 0
⎡ 0 1 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢1 0 1 ⎥ ⎢ x ⎥ = 0 ⎢ x ⎥ ⇒ x = 0, x + x = 0, ⇒ x = − x ⇒ X = ⎢ 0 ⎥
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 2 1 3 1 3 2 ⎢ ⎥
⎢⎣ 0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ − x1 ⎥⎦
⎡1⎤
From orthogonality condition X 2T X 2 = 1 ⇒ x1 =
1
⇒ X2 =
1 ⎢0⎥
2 2⎢ ⎥
⎢⎣ −1⎥⎦
For λ = 2 ,
⎡ 0 1 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢1 0 1 ⎥ ⎢ x ⎥ = 2 ⎢ x ⎥ ⇒ x = 2 x , x + x = 2 x , x = 2 x ⇒ x = x
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 2 1 1 3 2 2 3 1 3
⎢⎣ 0 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡ x1 ⎤ ⎡ 1 ⎤
⎢ ⎥ 1 1⎢ ⎥
⇒ X 3 = ⎢ 2 x1 ⎥ . From orthogonality condition X 3 X 3 = 1 ⇒ x1 = ⇒ X 3 = ⎢ 2 ⎥
T
⎢ x ⎥ 2 2⎢ ⎥
⎣ 1 ⎦ ⎣ 1 ⎦
Ans. 9: (a)
⎡ −2 ⎤
1⎢ ⎥
Solution: For eigen value A − λ I = 0 X1 = ⎢ 1 ⎥
2
⎣⎢ 1 ⎦⎥
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−λ 1 1
1 −λ 1 = 0 ⇒ −λ ⎡⎣( λ 2 − 1) ⎤⎦ + 1(1 + λ ) + 1(1 + λ ) = 0
1 1 −λ
⇒ −λ 3 + 3λ + 2 = 0 ⇒ λ = −1, −1, 2
Eigen vector can be determine by AX 1 = λ1 X 1
For λ = −1 ,
⎡ 0 1 1 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢1 0 1 ⎥ ⎢ x ⎥ = −1 ⎢ x ⎥ ⇒ x + x = − x , x + x = − x , x + x = − x ⇒ x + x + x = 0 ,
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 2 3 1 1 3 2 1 2 3 1 2 3
⎢⎣1 1 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎡ − ( x2 + x3 ) ⎤
⎢ ⎥
if X 1 = ⎢ x2 ⎥ if ⇒ x2 = k1 x3 = k2
⎢⎣ x3 ⎥⎦
⎡ − ( k1 + k2 ) ⎤
⎢ ⎥
X1 = ⎢ k1 ⎥ if k1 = k2
⎢⎣ k2 ⎥⎦
⎡ −2 ⎤
X 1 = k1 ⎢⎢ 1 ⎥⎥ from orthogonality condition X 1T X 1 = 1 ⇒ k1 =
1
2
⎢⎣ 1 ⎥⎦
⎡ −2 ⎤
1⎢ ⎥
X1 = ⎢ 1 ⎥
2
⎢⎣ 1 ⎥⎦
For λ = −1 similarly if k1 = 1, k2 = −1
⎡0⎤ ⎡0⎤
⎢ ⎥
Then X 2 = ⎢ 1 ⎥ X 2 =
1 ⎢ ⎥
1
2⎢ ⎥
⎢⎣ −1⎥⎦ ⎢⎣ −1⎥⎦
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Ans. 10: (a)
Solution: For eigen value A − λ I = 0
1− λ 1 1
1 1− λ 1 ( )
= 0 ⇒ (1 − λ ) ⎡⎣ 1 − λ 2 − 1⎤⎦ + 1 ⎡⎣1 − (1 − λ ) ⎤⎦ + 1 ⎡⎣1 − (1 − λ ) ⎤⎦ = 0
1 1 1− λ
⇒ −λ 3 + 3λ 2 = 0 ⇒ λ = 0, 0,3
eigen vector can be determine by AX 1 = λ1 X 1
For λ = 0 ,
⎡1 1 1⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢1 1 1⎥ ⎢ x ⎥ = 0 ⎢ x ⎥ ⇒ x + x + x = 0 , x + x + x = 0 , x + x + x = 0
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 1 2 3 1 2 3 1 2 3
⎢⎣1 1 1⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
Now x1 = − x2 − x3 , if x2 = −1, x3 = 1 ⇒ x1 = 0
⎡ − x2 − x3 ⎤ ⎡0⎤ ⎡0⎤
⎢ ⎥ ⎢ ⎥
X 1 = ⎢ x2 ⎥ ⇒ X 1 = ⎢ 1 ⎥ = X 1 =
1 ⎢ ⎥
1
2⎢ ⎥
⎢⎣ x3 ⎥⎦ ⎢⎣ −1⎥⎦ ⎢⎣ −1⎥⎦
⎡ − x2 − x3 ⎤
For λ = 0 , X 2 = ⎢⎢ x2 ⎥⎥ is orthogonal to X 1 .
⎢⎣ x3 ⎥⎦
⎡ − x2 − x3 ⎤ ⎡ −2 x2 ⎤
⎢ ⎥
( 0 1 −1) ⎢ x2 ⎥ = 0 ⇒ x2 = x3 ⇒ X 2 = ⎢⎢ x2 ⎥⎥
1
2
⎢⎣ x3 ⎥⎦ ⎢⎣ x2 ⎥⎦
⎡ −2 ⎤
1 1 ⎢ ⎥
From orthogonality condition, X X 2 = 1 ⇒ x2 = ⇒ X2 = T
1
6⎢ ⎥
2
6
⎢⎣ 1 ⎥⎦
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Ans. 11: (c)
Solution: A diagonalised = S −1 A S ….(i)
⎡ ⎤
⎢1 0 0 ⎥
⎢ ⎥
⎢ 1 1 ⎥ −1
S = ⎢0 ⎥ , and finding S and putting in (i), we get
⎢ 2 2⎥
⎢ 1 1 ⎥
⎢0 − ⎥
⎣ 2 2⎦
⎡2 0 0⎤
A diagonalized = ⎢⎢ 0 0 0 ⎥⎥
⎢⎣ 0 0 2 ⎥⎦
Ans12: (b)
⎡1 − λ 1 1 ⎤
⎢
Solution: For eigen values ⎢ 1 1− λ 1 ⎥⎥ = 0
⎢⎣ 1 1 1 − λ ⎥⎦
(1 − λ )((1 − λ )2 − 1) − (1 − λ − 1) + 1(1 − (1 − λ )) = 0
(1 − λ )(1 + λ2 − 2λ − 1) + λ + λ = 0 ⇒ λ2 − 2λ − λ3 + 2λ2 + 2λ = 0
λ3 − 3λ2 = 0 ⇒ λ2 (λ − 3) = 0 ⇒ λ = 0, 0, 3
For any n × n matrix having all elements unity eigenvalues are 0, 0, 0,..., n .
Ans. 13: (a)
Solution: For e M let us try to diagonalize matrix M using similarity transformation.
⎡− 2 1 1 ⎤ ⎡ x1 ⎤ ⎡0⎤
For λ = 3 , ⎢ 1 − 2 1 ⎥⎥ ⎢⎢ x 2 ⎥⎥ = ⎢⎢0⎥⎥
⎢
⎢⎣ 1 1 − 2⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣0⎥⎦
⇒ − 2 x1 + x2 + x 3 = 0 , x1 − 2 x 2 + x3 = 0 , x1 + x 2 − 2 x3 = 0
⇒ −3x 2 + 3x3 = 0 or x2 = x3 ⇒ x1 = x 2 = x3 = k .
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⎡1⎤
Eigen vector is 1 3 ⎢1⎥ where k = 1 .
⎢⎣1⎥⎦
For λ = 0 ,
⎡1 1 1⎤ ⎡ x1 ⎤ ⎡0⎤
⎢1 1 1⎥ ⎢ x ⎥ ⎢0⎥ ⇒ x + x + x = 0
⎢ ⎥⎢ 2 ⎥⎢ ⎥ 1 2 3
⎡ k1 ⎤ ⎡1⎤
Let x1 = k1 , x 2 = k 2 and x3 = k1 + k 2 . Eigen vector is ⎢ k 2 ⎥ = 1 / 2 ⎢⎢− 1⎥⎥ where k1 = k 2 = 1 .
⎢ ⎥
⎢⎣(k 1+ k 2 )⎥⎦ ⎢⎣ 1 ⎥⎦
⎡1⎤
Let x1 = k1 , x 2 = k 2 and x3 = −(k1 + k 2 ) . Other Eigen vector 1 / 2 ⎢⎢ 0 ⎥⎥ where k1 = 1, k 2 = −1 .
⎣⎢− 1⎦⎥
⎡ 0 1 1⎤ ⎡1 − 2 1 ⎤
S = ⎢− 1 0 1⎥ ⇒ S −1 = ⎢⎢2 − 1 − 1⎥⎥ ⇒ D = S −1 MS , M = SDS −1 .
⎢ ⎥
⎢⎣ 1 − 1 1⎥⎦ ⎢⎣1 − 1 1 ⎥⎦
⎡1 0 0 ⎤
e M −1⎢ ⎥
= Se S ⇒ e = ⎢0 1 0 ⎥ ⇒ e = 1 +
D D M e3 − 1 M ( )
3
⎢⎣0 0 e 3 ⎥⎦
2−λ 3 0
⇒ A − λI = 3 2−λ 0 = 0 ⇒ λ3 − 5λ2 − λ + 5 = 0 ⇒ λ = 5,1, − 1
0 0 1− λ
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Ans. 25: (a)
⎛ 1 2⎞
Solution: If matrix is 2 × 2 let ⎜ ⎟ then eigen value is given by
⎝ 2 4⎠
⎛1 − λ 2 ⎞
⎜ ⎟ = 0 ⇒ (1 − λ )(4 − λ ) − 4 = 0 ⇒ λ = 0,5
⎝ 2 4−λ⎠
⎛ 1 2 3⎞
⎜ ⎟
If matrix is 3 × 3 , let ⎜ 2 4 6 ⎟ then eigen value is given by
⎜ 3 6 9⎟
⎝ ⎠
⎛1 − λ 2 3 ⎞
⎜ ⎟
⎜ 2 4−λ 6 ⎟=0
⎜ 3 9 − λ ⎟⎠
⎝ 6
B − λI = P −1 ( A − λI )P = P −1 A − λI P = A − λI P −1 P = A − λI PP −1 = A − λI
Thus the matrices A and B (= P-1AP) have the same characteristic equation and hence
characteristic roots of eigen values. Since the sum of the eigen values of a matrix and product of
eigen values of a matrix is equal to the determinant of matrix hence third alternative is incorrect.
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Ans. 27: (c)
Solution: We know that for any matrix
1. The product of eigenvalues is equal to determinant of that matrix.
2. λ1 + λ 2 + λ3 + ....... = Trace of matrix
λ1 + λ2 + λ3 = 11 and λ1λ2 λ3 = 36 . Hence the largest eigen value of the matrix is 9.
Ans. 28: (b)
⎛0−λ 1 1 ⎞
⎜ ⎟
Solution: the characteristic equation is given by ⎜ 0 0−λ 1 ⎟=0
⎜ 1 0 − λ ⎟⎠
⎝ 0
( )
−λ (−λ )2 − 0 − 1(1) + 1(0 − (−λ ) = λ 3 − λ − 1 = 0
5−λ 0 2
0 1− λ 0 = 0 ⇒ ( 5 − λ ) ⎡⎣(1 − λ )( 2 − λ ) ⎤⎦ + 2 ( −2 )(1 − λ ) = 0
2 0 2−λ
For λ = 1 ,
⎡ 5 0 2 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢ 0 1 0 ⎥ ⎢ x ⎥ = ⎢ x ⎥ ⇒ 5 x + 2 x = x , x = x , 2 x + 2 x = x ⇒ x = 0, x = −2 x
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 1 3 1 2 2 1 3 3 2 3 1
⎢⎣ 2 0 2 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
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⎡ x1 ⎤ ⎡1⎤
⎢ ⎥
X 1 = ⎢ 0 ⎥ from orthogonality condition X 1 X 1 = 1 ⇒ x1 =
T 1
⇒ X1 =
1 ⎢ ⎥
0
5 5⎢ ⎥
⎢⎣ −2 x1 ⎥⎦ ⎢⎣ −2 ⎥⎦
⎡ x1 ⎤
Hence λ = 1 is degenerate its eigen vector will X 2 = ⎢⎢ x2 ⎥⎥ will orthogonal to X 1 so
⎢⎣ −2 x1 ⎥⎦
⎡0⎤
X X 2 = 0 ⇒ 4 x1 = 0 so X 2 = ⎢⎢1 ⎥⎥
1
T
⎣⎢ 0 ⎦⎥
For λ = 6
⎡ 5 0 2 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢0 1 0⎥ ⎢ x ⎥ = 6 ⎢ x ⎥ ⇒ 5x + 2 x = 6 x , x = 6 x , 2 x + 2 x = 6 x ⇒ x = 2 x , x = 0 ,
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 1 3 1 2 2 1 3 3 1 3 2
⎣⎢ 2 0 2 ⎦⎥ ⎢⎣ x3 ⎦⎥ ⎣⎢ x3 ⎦⎥
⎡ 2 x3 ⎤ ⎡ 2⎤ ⎡ 2⎤
⎢ ⎥ ⎢ ⎥
X 3 = ⎢ 0 ⎥ = x3 ⎢ 0 ⎥ . From orthogonality condition, x3 =
1
⇒ X3 =
1 ⎢ ⎥
0
5 5⎢ ⎥
⎢⎣ x3 ⎥⎦ ⎢⎣ 1 ⎥⎦ ⎢⎣ 1 ⎥⎦
1− λ 1 0
1 1− λ 0 = 0 ⇒ (1 − λ ) ⎡⎣ −λ (1 − λ ) ⎤⎦ + λ = 0 ⇒ −λ 3 + 2λ 2 = 0
0 0 −λ
eigenvalue λ = 0, 0, 2
eigen vector can be determine by AX 1 = λ1 X 1
For λ = 0 ,
⎡1 1 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢1 1 0 ⎥ ⎢ x ⎥ = 0 ⎢ x ⎥ ⇒ x + x = 0, x = 0 ⇒ x = − x
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 1 2 3 1 2
⎢⎣ 0 0 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
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⎡ x1 ⎤ ⎡1⎤
⎢ ⎥
X 1 = ⎢ − x1 ⎥ . From orthogonality condition, X 1 X 1 = 1 ⇒ x1 =
T 1
⇒ X1 =
1 ⎢ ⎥
−1
2 2⎢ ⎥
⎢⎣ 0 ⎥⎦ ⎢⎣ 0 ⎥⎦
One can not find independent vector directly so we can find it from block diagonal method so
⎡1⎤
1 ⎢ ⎥
another eigen vector which is independent to ⇒ X 1 = −1 and also eigenvector corresponds
2⎢ ⎥
⎢⎣ 0 ⎥⎦
⎡0⎤
to λ = 0 is ⇒ X 2 = ⎢⎢ 0 ⎥⎥
⎢⎣1 ⎥⎦
For λ = 2 ,
⎡1 1 0 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤ ⎡ x2 ⎤
⎢1 1 0 ⎥ ⎢ x ⎥ = 2 ⎢ x ⎥ ⇒ x + x = 2 x , x = 0 ⇒ x = x ⇒ X = ⎢ x ⎥
⎢ ⎥⎢ 2⎥ ⎢ 2⎥ 1 2 1 3 1 2 3 ⎢ 2⎥
⎢⎣ 0 0 0 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ 0 ⎥⎦
⎡1 ⎤
1 1 ⎢ ⎥
From orthogonality condition X X 3 = 1 ⇒ x2 = ⇒ X3 = T
1
2⎢ ⎥
3
2
⎢⎣0 ⎥⎦
5−λ 0 3
3−λ 0 = 0 ⇒ ( 5 − λ ) ⎡( 3 − λ ) − 0 ⎤ + 3 ⎡⎣ − 3 ( 3 − λ ) ⎤⎦ = 0
2
0
⎣ ⎦
3 0 3−λ
For λ = 2 ,
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⎡5 0 3 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ 0 3 0 ⎥ ⎢ x2 ⎥ = 2 ⎢ x2 ⎥
⎢ 3 0 3 ⎥ ⎢x ⎥ ⎢⎣ x3 ⎥⎦
⎣ ⎦⎣ 3⎦
5 x1 + 3 x3 = 2 x1 , 3 x2 = 2 x2 , 3 x1 + 3 x3 = 2 x3 ⇒ x2 = 0, x3 = − 3 x1
⎡ x1 ⎤ ⎡ 1 ⎤
⎢ ⎥ 1 1⎢ ⎥
X 1 = ⎢ 0 ⎥ . From orthogonality condition X 1 X 1 = 1 ⇒ x1 = ⇒ X 1 = ⎢ 0 ⎥
T
⎢ 3x ⎥ 2 2⎢ ⎥
⎣ 1⎦ ⎣− 3 ⎦
For λ = 3 ,
⎡5 0 3 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢ ⎥⎢ ⎥
⎢0 3 0 ⎥ ⎢ x2 ⎥ = 3 ⎢⎢ x2 ⎥⎥ ⇒ 5 x1 + 3 x3 = 3 x1 ,3 x2 = 3 x2 , 3 x1 + 3 x3 = 3 x3 ⇒ x1 = 0
⎢ 3 0 3 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎣
⎡0 ⎤
X 2 = ⎢⎢1 ⎥⎥
⎢⎣0 ⎥⎦
For λ = 6 ,
⎡5 0 3 ⎤ ⎡ x1 ⎤ ⎡ x1 ⎤
⎢ ⎥⎢ ⎥
⎢0 3 0 ⎥ ⎢ x2 ⎥ = 6 ⎢⎢ x2 ⎥⎥ ⇒ 5 x1 + 3 x3 = 6 x1 ,3 x2 = 6 x2 ⇒ x1 = 3 x3 , x2 = 0
⎢ 3 0 3 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ x3 ⎥⎦
⎣
⎡ 3 x3 ⎤ ⎡ 3⎤
⎢ ⎥ 1 1 ⎢ ⎥
X 3 = ⎢ 0 ⎥ . From orthogonality condition X 3T X 3 = 1 ⇒ x3 = ⇒ X 3 = ⎢ 0 ⎥
⎢ x ⎥ 2 2⎢ ⎥
⎣ 3 ⎦ ⎣1⎦
Ans. 32: (a) and (d)
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Ans. 33: (a), (b), (c) and (d)
⎛1 − λ 0 0 ⎞
⎜ ⎟
⎜ 0 0−λ 1 ⎟=0
⎜ 0 0 − λ ⎟⎠
⎝ 1
(1 − λ ) (λ 2 − 1) = 0 ⇒ λ 3 − λ 2 − λ + 1 = 0
A3 − A2 − A + I = 0 ⇒ A2 − A − I + A−1 = 0
A2 = I ⇒ A2 − A − I + A−1 = 0 ⇒ I − A − I − A−1 = 0 ⇒ A−1 = A
Ans35: 0
−λ 1 0
Solution: A − λI = 0 ⇒ 1 −λ ( )
1 = 0 ⇒ −λ λ2 − 1 + λ = 0 ⇒ λ = 0, + 2 , − 2
0 1 −λ
Ans. 36: 1
⎡ −λ 0 1 ⎤
⎢ 0 ⎥⎥ = 0
Solution: A = ⎢ 0 1 − λ
⎢⎣ 1 0 0 − λ ⎥⎦
⇒ ( −λ )(1 − λ )( −λ ) + (−(1 − λ ) = 0
( ) (
⇒ (1 − λ ) λ 2 − 1 = 0 ⇒ (1 − λ ) λ 2 − 1 = 0 λ = 1,1, −1 )
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2. Complex Numbers
2.1 Definition
A number of the form x + iy , where x and y are real numbers and i = ( −1) is called complex
number. x is called the real part of x + iy and is written as R ( x + iy ) and y is called the
(2) Two complex numbers x1 + iy1 = and x2 + iy2 are said to be equal when
(3) Sum, difference product and quotient of any of two complex number is itself a complex
number. If x1 + iy1 and x2 + iy2 be two given complex numbers, then
(4) Every complex number x + iy can always be expressed in the form r ( cos θ + i sin θ ) .
y ⎛ y⎞
Dividing (ii) by (i), we get = tan θ i.e. θ = tan −1 ⎜ ⎟
x ⎝ x⎠
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⎛ y⎞
Thus x + iy = r ( cos θ + i sin θ ) where r = x 2 + y 2 and θ = tan −1 ⎜ ⎟
⎝x⎠
( )
The number r = + (x 2
)
+ y 2 is called the modulus of x + iy and is written as mod x + iy .
lies between −π and π is called the principal value of the amplitude. Unless otherwise
specified, we shall take amp ( z ) to mean the principal value.
(iii) zz = z (iv) z1 + z2 = z1 + z2
2
⎛z ⎞ z
(v) z1 z2 = z1.z2 (vi) ⎜ 1 ⎟ = 1 where z2 ≠ 0
⎝ z2 ⎠ z2
Example: Reduce 1 − cos α + i sin α to the modulus amplitude form.
Solution: Put 1 − cos α = r cos θ and sin α = r sin θ
α
∴ r 2 = (1 − cos α ) + sin 2 α = 2 − 2 cos α = 4sin 2
2
2
α α
2sin cos
α sin α 2 = cot α = tan ⎛ π − α ⎞ ⇒ θ = π − α
⇒ r = 2 sin and tan θ = = 2
⎜ ⎟
2 1 − cos α α 2 ⎝2 2⎠ 2
2sin 2
2
α⎡ ⎛ π −α ⎞ ⎛ π −α ⎞⎤
⇒ 1 − cos α + i sin α = 2sin ⎢ cos ⎜ ⎟ + i sin ⎜ ⎟⎥
2⎣ ⎝ 2 ⎠ ⎝ 2 ⎠⎦
α⎡ ⎛α ⎞ ⎛ α ⎞⎤
⇒ 1 − cos α + i sin α = 2sin ⎢ sin ⎜ ⎟ + i cos ⎜ ⎟ ⎥
2⎣ ⎝2⎠ ⎝ 2 ⎠⎦
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π 2π
Example: Find the complex number z if arg ( z + 1) = and arg ( z − 1) =
6 3
Solution: Let z = x + iy so that z + 1 = ( x + 1) + iy and ( z − 1) = ( x − 1) + iy
π ⎛ y ⎞
arg ( z + 1) = , ∴ tan −1 ⎜ ⎟ = 30
0
6 ⎝ x + 1 ⎠
y 1
i.e. = tan 300 = ⇒ 3y = x +1 (i)
x +1 3
2π ⎛ y ⎞
Also since arg ( z − 1) = ∴ tan −1 ⎜ ⎟ = 120
0
3 ⎝ x −1 ⎠
y
i.e = tan1200 = − 3 ⇒ y = − 3 x + 3
x −1
⇒ 3 y = −3x + 3 (ii)
1 1 3 1 3
From above equations; 4x − 2 = 0 ⇒ x = ⇒ 3y = +1 ⇒ y = ⇒z= + i
2 2 2 2 2
Example: Find the real values of x, y so that −3 + ix 2 y and x 2 + y + 4i may represent complex
conjugate numbers.
Solution: If z = −3 + ix 2 y , then z = x 2 + y + 4i
So that z = ( x 2 + y ) − 4i
∴ −3 + ix 2 y = x 2 + y − 4i
Equating real and imaginary parts from both sides. we get
−3 = x 2 + y, x 2 y = −4
Eliminating x, ( y + 3) y = −4
or y 2 + 3 y − 4 = 0 i.e. y = 1 or −4
when y = −4 , x 2 = 1 or x = ±1
Hence x = 1 , y − 4 or x = −1 , y = −4
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2.2 Geometric representation of complex numbers
Consider two lines X ′OX , Y ′OY at right angles to each other.
Let all the real numbers be represented by points on the line Y
X ′OX (called the real axis) positive real numbers being along
P ( z = x + iy )
OX and negative ones along OX ′ . Let the point L on OX M
iy r y
represent the real number x .
θ
Since the multiplication of a real number by i is equivalent to the
X′ O x L ( x) X
rotation of its direction through a right angle. Therefore, let all Y′
the imaginary numbers be represented by points on the line Y ′OY (called the imaginary axis) the
positive ones along OY and negative ones along OY ′ . Let the point M on OY represent the
imaginary number iy .
Complete the rectangle OLPM. Then the point whose Cartesian coordinates are ( x, y ) uniquely
represents the complex number z = x + iy on the complex plane z . The diagram in which this
representation is carried out is called the Argand’s diagram.
If ( r ,θ ) be the polar coordinates of P , then r is the modulus of z and θ is its amplitude.
Example: The centre of a regular hexagon is a origin and on vertex is given by 3 + i on the
Argand diagram. Determine the other vertices.
Y
Solution: Let OA = 3 + i so that B
OA = 2 and ∠XOA = tan −1 1/ 3 = 300
C 0
A
Being a regular hexagon, OB = OC = 2 60
0
60
300
∠XOB = 300 + 600 = 900
O X
and ∠XOC = 300 + 1200 = 1500
D F
∴ (
OB = 2 cos 90 + i sin 90 0 0
) = 2i
E
(
OC = 2 cos1500 + i sin1500 = − 3 + i )
since AD, BE , CF are bisected at O , ∴ OD = −OA = − 3 − i
z = x1 + x2 + i ( y1 + y2 ) = ( x1 + iy1 ) + ( x2 + iy2 ) = z1 + z2
Thus the point P which is the extremity of the diagonal of the parallelogram having OP1 and
OP2 as adjacent sides, represents the sum of the complex numbers P1 ( z1 ) and P2 ( z2 ) such that
z1 − z2 = OQ = P2 P1
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Corollary, By means of the relation P2 P1 = OP1 − OP2 , any vector P2 P1 may be referred to the
origin.
Example: Find the locus of P ( z ) when
(i) z − a = k ;
Solution: Let a, z be represented by A and P in the complex plane, O being the origin.
Then z − a = OP − OA = AP P( z)
(i) z − a = k means that AP = k
(ii) R ( z ) > 3 , define all points ( z ) whose real part is greater than 3 .
Y′
Hence it represents the region of the complex plane to the right of the line x = 3 .
Y
x=3
O X
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(iii) If z = r ( cos θ + i sin θ ) , then amp ( z ) = θ
Y
π π
∴ ≤ amp ( z ) ≤ defines the region bounded by and including the θ = π /3
6 3
π π
lines θ = and θ = θ =π /6
6 3
O X
Example: If z1 , z2 be any two complex numbers prove that
(i) z1 + z2 ≤ z1 + z2 i.e., [the modulus of the sum of two complex numbers is less than or at the
z1 = OP1 , z2 OP2 = P1 P , z1
O P1
and z1 + z2 = OP
Now from ΔOP1 P, OP ≤ OP1 + P1 P , the sign of equality corresponding to the case when O, P1 , P
are collinear.
Hence z1 + z2 ≤ z1 + z2 (i)
Again z1 = ( z1 − z2 ) + z2 ≤ z1 − z2 + z2
Thus z1 − z2 ≥ z1 − z2 (ii)
Corollary, z1 + z2 + z3 ≤ z1 + z2 + z3
π
Example: If z1 + z2 = z1 − z2 , prove that the difference of amplitude of z1 and z2 is .
2
Solution: Let z1 + z2 = r ( cos θ + i sin θ ) and z1 − z2 = r ( cos φ + i sin φ )
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Then 2 z1 = r ⎡⎣( cos θ + cos φ ) + i ( sin θ + sin φ ) ⎤⎦
⎧ θ +φ θ −φ θ +φ θ −φ ⎫
= r ⎨ 2 cos cos + 2i sin cos ⎬
⎩ 2 2 2 2 ⎭
θ −φ ⎛ θ +φ θ +φ ⎞ θ +φ
or z1 = r cos ⎜ cos + i sin ⎟ i.e., amp ( z1 ) = (i)
2 ⎝ 2 2 ⎠ 2
θ −φ ⎛ θ +φ θ +φ ⎞
Also 2 z2 = r ( cos θ − cos φ ) + i ( sin θ − sin φ ) = 2r sin ⎜ − sin + i cos ⎟
2 ⎝ 2 2 ⎠
θ −φ ⎧ ⎛ π θ +φ ⎞ ⎛ π θ + φ ⎞⎫
or z2 = r sin ⎨cos ⎜ + ⎟ + i sin ⎜ + ⎟⎬
2 ⎩ ⎝2 2 ⎠ ⎝2 2 ⎠⎭
π θ +φ
i.e., amp ( z2 ) = + (ii)
2 2
π
Hence [(ii) – (i), gives amp ( z2 ) − amp ( z1 ) =
2
z−a
Example: Find the locus of the point z , when =k
z −b
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Example: If z1 z2 be two complex numbers, show that ( z1 + z2 ) + ( z1 − z2 ) = 2 ⎡ z1 + z2 ⎤
2 2 2 2
⎣ ⎦
Solution: Let z1 = r1 c i s θ1 and z2 = r2 cisθ 2 so that
2 2
∴ z1 + z2 + z1 − z2 = 2 r12 + r22 = 2 z1 ( ) { 2
z2
2
}
Example: If z1 , z2 , z3 be the vertices of an isosceles triangle, right angled at z2 prove that
C ( z3 )
z12 + z32 + 2 z22 = 2 z2 ( z1 + z3 )
A ( z1 )
Example: If z1 , z2 , z3 be the vertices of an equilateral triangle, prove that
(ii) a fraction, positive or negative, one of the values of ( cos θ + i sin θ ) is cos nθ + i sin nθ
n
Example: Simplify
( cos 4θ + i sin 4θ ) ( cos 5θ + +i sin 5θ )
3 −4
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( cos 5θ + i sin 5θ ) = cos 20θ − i sin 20θ = ( cos θ + i sin θ )
−4 −20
⎛θ ⎞ ⎛ nθ ⎞
Example: Prove that (1 + cos θ + i sin θ ) + (1 + cos θ − i sin θ ) = 2n +1 cos n ⎜ ⎟ . ⎜ cos ⎟
n n
⎝2⎠ ⎝ 2 ⎠
Solution: 1 + cos θ = r cos α , sin θ = r sin α
θ θ
r 2 = (1 + cos θ ) + sin 2 θ = 2 + 2 cos θ = 4 cos 2
2
⇒ r = 2 cos
2 2
θ θ
2sin .cos
sin θ 2 = tan θ ⇒ α = θ
tan α = = 2
1 + cos θ θ 2 2
2 cos 2
2
⎛θ ⎞ ⎛ nθ ⎞
= 2 n +1 cos n ⎜ ⎟ cos ⎜ ⎟
⎝2⎠ ⎝ 2 ⎠
1
Example: If 2 cos θ = x + , prove that
x
1 x2n + 1 cos nθ
(i) cos rθ = x 2 + 2, (ii) =
xr x 2 n −1
+ x cos ( n − 1) θ
1
Solution: Since x + = 2 cos θ ∴ x 2 − 2 x cos θ + 1 = 0
x
Hence x =
2 cos θ ± ( 4 cos θ − 4 ) = cosθ ± i sin θ
2
1
Adding x r + = 2 cos rθ .
xr
Similarly with the –ve sign the same result follows 116
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( cos θ + i sin θ ) + 1
2n
x2n + 1 cos 2nθ + i sin 2nθ + 1
(ii) 2 n −1 = =
x + x ( cos θ + i sin θ ) + cos θ + i sin θ cos ( 2n − 1) θ + i sin ( 2n − 1) θ + cos θ + i sin θ
2 n −1
1 1 1
+ + = ( cos α + cos β + cos γ ) + ( cos β + i sin β ) + ( cos γ + i sin γ )
−1 −1 −1
a b c
cos α − i sin α 1
=∑ . = ∑ ( cos α − i sin α )
cos α − i sin α cos α + i sin α
= ( cos α + cos β + cos γ ) − i ( sin α + sin β + sin γ ) = 0
or bc + ca + ab = 0
∴ a 2 + b 2 + c 2 = ( a + b + c ) − 2 ( bc + ca + ab ) = 0
2
Equating imaginary parts from both sides, we get sin 2α + sin 2 β + sin 2γ = 0
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(ii) Since a + b + c = 0 , ∴ a + b + c = 3abc
3 3 3
Equating imaginary parts from both sides, we get sin 3α + sin 3β + sin 3γ = 3sin (α + β + γ )
(iii) a + b = −c or ( a + b ) = c 2 or a 2 + b 2 − c 2 = −2ab
2
Again squaring, a 4 + b 4 + c 4 + 2a 2b 2 − 2b 2 c 2 − 2c 2 a 2 = 4a 2b 2
i.e., a 4 + b 4 + c 4 = 2 ( a 2b 2 + b 2 c 2 + c 2 a 2 )
Equating imaginary parts from both sides, we get sin 4α + sin 4β + sin 4γ = 2∑ sin 2 (α + β )
Equating imaginary parts from both sides, we get sin (α + β ) + sin ( β + γ ) + sin ( γ + α ) = 0
Example: Find the cube roots of unity and show that they form an equilateral triangle in the
Argand diagram.
Solution: If x be a cube root of unity, then
Y
1 1 1 1
2nπ
x = (1) = ( cos 0 + i sin 0 ) = ( cis0 ) = cis ( 2nπ ) = cis
3 3 3 3 B
3
where n = 0,1, 2
∴ the three values of x are cis0 = 1 O A
X
2π 1 3
cis = cos1200 + i sin1200 = − + i ,
3 2 2
C
4π 1 3
and cis = cos 2400 + i sin 2400 = − − i
3 2 2
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These three cube roots are represented by the points, A, B, C on the Argand diagram such that
1− (−x)
5
= 0, x ≠ −1 or x 5 + 1 = 0
1− (−x)
x5 = −1 = cisπ = cis ( 2n + 1) π
1
π
∴ x = ⎡⎣cis ( 2n + 1) π ⎤⎦ 5 = cis ( 2n + 1) , where n = 0,1, 2, 3, 4
5
π 3π 7π 9π
Hence the values are cis , cis , cisπ , cis , cis
5 5 5 5
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π π 3π 3π 3π 3π π π
cos + i sin , cos + i sin , −1, cos − i sin , cos − i sin
5 5 5 5 5 5 5 5
Rejecting the value −1 which corresponds to the factor x + 1 , the required roots are:
π π 3π 3π
cos ± i sin , cos ± i sin
5 5 5 5
( x − 1)
n
Example: Show that the roots of the equation = x n , n being a positive integer are
1⎛ rπ ⎞
⎜ 1 + i cot ⎟ where r has values 1, 2, 3,..., n − 1 .
2⎝ n ⎠
⎛ x −1 ⎞ 1 n
1
Solution: Given equation is ⎜ ⎟ = 1 or 1 − = (1) n
⎝ x ⎠ x
1 1
2r π
or = 1 − (1) n = 1 − cis , r = 0,1, 2,... ( n − 1)
x n
1 ⎛ 2 rπ ⎞ 2rπ rπ rπ rπ
or = ⎜1 − cos ⎟ − i sin = 2sin 2 − 2i sin cos
x ⎝ n ⎠ n n n n
rπ rπ
sin + i cos
x=
1 1
= n n = 1 ⎛1 + i cot rπ ⎞ , r = 1, 2,... ( n − 1)
.
rπ ⎛ rπ rπ ⎞ rπ ⎜ ⎟
2⎝ n ⎠
2sin − i cos ⎟ 2sin
n ⎜⎝
sin
n n ⎠ n
1⎛ rπ ⎞
Hence the roots of the given equation are ⎜1 + i cot ⎟ r = 1, 2,3...(n − 1)
2⎝ n ⎠
Example: Find the 7th roots of unity and prove that the sum of their nth power always vanishes
unless n be a multiple number of 7, n being an integer, and then the sum is 7 .
2rπ ⎛ 2π ⎞
1 1 r
120
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1 − ρ 7n
∴ Sum S of the nth powers of these roots = 1 + ρ n + ρ 2n + ... + ρ 6 n = , being a G.P. with
1− ρ n
common ratio ρ
( ) + (ρ ) ( )
p 7 2p 6p
S = 1+ ρ 7 + ... + ρ 7 = 1+1+1+1+1+ 1+1 = 7
π 3π 5π
Example: Find the equation whose roots are 2 cos , 2 cos , 2 cos
7 7 7
π 3π 13π
Solution: Let y = cos θ + i sin θ , where θ = , ,...
7 7 7
or ( y + 1) ( y 6 − y 5 + y 4 − y 3 + y 2 − y + 1) = 0
We get y6 − y5 + y 4 − y3 + y 2 − y + 1 = 0 (i)
π 3π 5π 9π 11π 13π
Its roots are y = cisθ where θ = , , , , ,
7 7 7 7 7 7
⎛ 1 ⎞ ⎛ 1 ⎞ ⎛ 1⎞
Dividing (i) by y 3 ; ⎜ y 3 + 3 ⎟ − ⎜ y 2 + 2 ⎟ + ⎜ y + ⎟ − 1 = 0
⎝ y ⎠ ⎝ y ⎠ ⎝ y⎠
⎧⎪⎛ 1⎞
3
⎛ 1 ⎞ ⎫⎪ ⎧⎪⎛ 1⎞
2
⎫⎪ ⎛ 1⎞
or ⎨⎜ y + ⎟ − 3 ⎜ y + ⎟ ⎬ − ⎨⎜ y + ⎟ − 2 ⎬ ⎜ y + ⎟ − 1 = 0
⎪⎩⎝ y⎠ ⎝ y ⎠ ⎪ ⎪⎝
⎭ ⎩
y⎠ ⎪⎭ ⎝ y⎠
1
or x 3 − x 2 − 2 x + 1 = 0 where x = y + = 2 cos θ
y
13π π 11π 3π 9π 5π
Now since cos = cos , cos = cos , cos = cos
7 7 7 7 7 7
π 3π 5π
Hence the roots are 2 cos , 2 cos , 2 cos
7 7 7
121
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To Expand sin nθ , cos nθ and tan nθ in powers of sin θ , cos θ and tan θ respectively
(n being a positive integer)
= cos n θ + nC1 cos n −1 θ ( i sin θ ) + nC2 cos n − 2 θ ( i sin θ ) + n C3 cos n −3 θ ( i sin θ ) + ...
2 3
= ( cos n θ − n C2 cos n − 2 θ sin 2 θ + ...) + i ( nC1 cos n −1 θ sin θ − n C3 cos n −3 θ sin 3 θ + ...)
Replacing every sin 2 θ by 1 − cos 2 θ in (i) and every cos 2 θ by 1 − sin 2 θ in (ii), we get the
desire expansions of cos nθ and sin nθ
Dividing (ii) by (i)
n
C1 cos n −1 θ sin θ − n C3 cos n −3 θ sin 3 θ + n C5 cos n −5 θ sin 2 θ − ...
tan nθ =
cos n θ − n C2 cos n − 2 θ sin 2 θ + n C4 cos n − 4 θ sin 4 θ − ...
( ) ( ) − (1 − cos θ )
2 3
= cos 6 θ − 15 cos 4 θ 1 − cos 2 θ + 15 cos 2 θ 1 − cos 2 θ 2
Now cos θ1 + i sin θ1 = cos θ1 (1 + i tan θ1 ) , cos θ 2 + i sin θ 2 = cos θ 2 (1 + i tan θ 2 ) and so on
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cos (θ1 + θ 2 + ... + θ n ) + i sin (θ1 + θ 2 + ...θ n )
= cos θ1 cos θ 2 ...cos θ n (1 + i tan θ1 )(1 + i tan θ 2 ) ... (1 + i tan θ n ) =
= cos θ1 cos θ 2 ...cos θ n [1 + i ( tan θ1 + tan θ 2 + .. + tan θ n ) + i 2 ( tan θ1 tan θ 2 + tan θ 3 + ...)
s1 − s3 + s5 − ...
and by division, we get tan (θ1 + θ 2 + ... + θ 3 ) =
1 − s2 + s4 − s6 + ...
π
Example: If tan −1 x + tan −1 y + tan −1 y + tan −1 z = , show that xy + yz + zx = 1
2
Solution: Let tan −1 x = α , tan −1 y = β , tan −1 z = γ so that x = tan α , y tan β , z = tan γ
tan α + tan β + tan γ − tan α tan β tan γ
We know that tan (α + β + γ ) =
1 − tan α tan β − tan β tan γ − tan γ tan α
π x + y + z − xyz
tan = ⇒ 1 − xy − yz − zx = 0 ⇒ xy + yz + zx = 1 .
2 1 − xy − yz − zx
Example: If θ1 , θ 2 , θ 3 be three values of θ which satisfy the equation tan 2θ = λ tan (θ + α ) and
2t t + tan α
Solution: Given equation can be written as =λ where t = tan θ
1− t 2
1 − t tan α
or λt 3 + ( λ − 2 ) tan α .t 2 + ( 2 − λ ) t − λ tan α = 0
λ −2 2−λ
s1 = ∑ tan θ1 = − tan α , s2 = ∑ tan θ1 tan θ 2 = and s3 = tan α
λ λ
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⎛ 2⎞
⎜ −1 + ⎟ tan α − tan α
s −s λ⎠
tan (θ1 + θ 2 + θ 3 ) = 1 3 = ⎝ = − tan α = tan ( nπ − α )
1 − s2 ⎛2 ⎞
1 − ⎜ − 1⎟
⎝λ ⎠
Thus θ1 + θ 2 + θ3 = nπ − α , whence follows the result
⎝ z⎠
1 1 1 1 1 1 1 1
= z 8 + 8 C1 z 7 . + 8 C2 z 6 . 2 + 8 C3 z 5 . 3 + 8 C4 z 4 . 4 + 8 C5 z 3 . 5 + 8 C6 z 2 . 6 + 8 C7 z. 7 + 8
z z z z z z z z
⎛ 1⎞ ⎛ 1 ⎞ ⎛ 1 ⎞ ⎛ 1 ⎞
= ⎜ z 8 + 8 ⎟ + 8 C1 ⎜ z 6 + 6 ⎟ + 8 C2 ⎜ z 4 + 4 ⎟ + 8 C3 ⎜ z 2 + 2 ⎟ + 8 C4
⎝ z ⎠ ⎝ z ⎠ ⎝ z ⎠ ⎝ z ⎠
1
Hence cos8 θ = [cos 8θ + 8 cos 6θ + 28 cos 4θ + 56 cos 2θ + 35]
128
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Example: Expand sin θ cos θ in a series of sines of multiples of θ
7 3
⎝ z⎠ ⎝ z⎠ ⎝ z⎠ ⎣⎝ ⎠⎝ ⎠⎦ ⎝ ⎠ ⎝ ⎠
⎛ 4 1 ⎞⎛ 3 1 ⎞
= ⎜ z 4 − 4 z 2 + 6 − 2 + 4 ⎟ ⎜ z 6 − 3z 2 + 2 − 6 ⎟
⎝ z z ⎠⎝ z z ⎠
⎛ 1 ⎞ ⎛ 1⎞ ⎛ 1 ⎞ ⎛ 1 ⎞ ⎛ 1 ⎞
= ⎜ z10 − 10 ⎟ − 4 ⎜ z 8 − 8 ⎟ − 3 ⎜ z 6 − 6 ⎟ + 8 ⎜ z 4 − 4 ⎟ − 14 ⎜ z 2 − 2 ⎟
⎝ z ⎠ ⎝ z ⎠ ⎝ z ⎠ ⎝ z ⎠ ⎝ z ⎠
Since i 7 = −i
1
∴ sin 7 θ cos3 θ = − [sin10θ − 4 sin 8θ + 3sin 6θ + 8sin 4θ − 14 sin 2θ ]
29
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2.4 Complex Function
If for each value of the complex variable z ( = x + iy ) in a given region R , we have one or more
iy ( iy ) ( iy ) ( iy )
2 3 4
⎛ y2 y4 ⎞ ⎛ y3 y5 ⎞
e = 1+ +
iy
+ + + ...∞ = ⎜1 − + − ... ⎟ + i ⎜ y − + − ... ⎟ = cos y + i sin y
1! 2! 3! 4! ⎝ 2! 4! ⎠ ⎝ 3! 5! ⎠
Thus e z = e x .eiy = e x ( cos y + i sin y )
Thus e z = e x . eiy = e x ≠ 0
tan z cot z have period π .. ⎡⎣α sin ( z + 2nπ ) = sin z , tan ( z + nπ ) = tan z ⎤⎦ etc,
II. Even and odd functions: cos z ,sec z are even functions while sin z , cos ecz are odd functions.
⎡
⎢∵ cos z =
e − iz + eiz
= cos z , and sin ( − z ) =
e − iz − eiz − e − e
=
iz − iz
⎤
= − sin z ⎥
( )
⎢⎣ 2 2i 2i ⎥⎦
III. Zeros of sinz are given by z = ±2nπ and zeros of cos z are given by
1
z=± ( 2n + 1) π , n = 0,1, 2,...
2
IV. All the formulae for real circular functions are valid for complex circular functions
e.g., sin 2 z + cos 2 z = 1,sin ( z1 ± z2 ) = sin z1 cos z2 ± cos z1 sin z2
Thus eiθ = cos θ + i sin θ , where θ is real or complex. This is called the Euler’s theorem.*
Cor. De Moiver’s theorem for complex numbers
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Whether θ is real or complex, we have
( cos θ + i sin θ ) ( )
n
= ei θ = einθ = cos nθ + i sin nθ
n
Solution: (i) L.H.S. = ⎡⎣sin α cos θ + cos α sin θ − ( cos α + i sin α ) sin θ ⎤⎦
n
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Properties
I. Periodic functions: sinh z and cosh z are periodic functions having imaginary period 2π i .
⎡⎣∵ sinh ( z + 2π i ) = sinh z; cosh ( z + 2π i ) = cosh z ⎤⎦
II. Even and odd functions: cosh z is an even function while sinh z is an odd functions
III. sinh 0 = 0, cosh 0 = 1, tanh 0 = 0
IV. Relations between hyperbolic and circular functions.
eiθ − e− iθ eiθ + e− iθ
Since for all values of θ , sin θ = and cos θ =
2i 2
e− x − e x e x − e− x
∴ Putting θ = ix , we have sin ix = =−
2i 2i
e x − e− x e x − e− x
= i2 = i. = i sinh x
2i 2
e− x + e x
and therefore, cos ix = = cosh x
2
thus sin ix = i sinh x
cos ix = cosh x
and ∴ tan ix = i tanh x
Cor. cosh ix = cos x
tanh ix = i tan x
2.4.4 Inverse Hyperbolic Functions
If sinh u = z , then u is called the hyperbolic sine inverse of z and is written as u = sinh −1 z .
Similarly we define cosh −1 z, tanh −1 z , etc.
the inverse hyperbolic functions like other inverse functions are many-valued, but we shall
consider only their principal values.
(2) To show that
2z ± (4z 2
+4 ) = z±
This being a quadratic in e , we have e = u u
2
(z 2
+1)
∴ Taking the positive sign only, we have
eu = z + (z 2
+ 1) ⇒ u = log ⎡ z +
⎢⎣ (z 2
+ 1) ⎤
⎥⎦
Similarly we can establish (ii)
eu − e − u
(iii) Let tanh −1 z = u , then z = tanh u ; z =
eu + e − u
1 + z eu
Applying componendo and dividendo, we get = −u = e 2u
1− z e
⎛ 1+ z ⎞
2u = log ⎜ ⎟ whence follows the result
⎝ 1− z ⎠
⎛π θ ⎞
Example: If u = log tan ⎜ + ⎟ , prove that
⎝ 4 2⎠
u θ
(i) tanh = tan
2 2
⎛ π iu ⎞
(ii) θ = −i log tan ⎜ + ⎟ .
⎝4 2⎠
θ
1 + tan
u
⎛π θ ⎞ e 2
2
Solution: we have eu = tan ⎜ + ⎟ or − u =
⎝ 4 2⎠ θ
e 2 1 − tan
2
By componendo and dividendo, we get
u −u
e −e
2 2
θ u θ
u −u
= tan i.e., tanh = tan
2 2 2
e +e
2 2
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iu
1 + tan
1 iu 1 iθ iθ ⎛ iu ⎞ 1 2
tan = tanh or = tanh −1 ⎜ tan ⎟ = log
i 2 i 2 2 ⎝ 2⎠ 2 1 − tan
iu
2
1 ⎛ π iu ⎞ ⎛ π iu ⎞
θ = log tan ⎜ + ⎟ = −i log tan ⎜ + ⎟
i ⎝4 2⎠ ⎝4 2⎠
Example: Show that tanh −1 ( cos θ ) = cosh −1 ( cos ecθ )
4 3
Hence tanh x = or −
5 5
Example: If tan (θ + iφ ) = eiα , show that
⎛ 1 ⎞π 1 ⎛π α ⎞
θ = ⎜ n + ⎟ and φ = log tan ⎜ + ⎟
⎝ 2 2 2 ⎠ 4 2 ⎝ ⎠
Solution: Since tan (θ + iφ ) = cos α + i sin α ∴ tan (θ − iφ ) = cos α − i sin α
π ⎛ 1 ⎞π
i.e., 2θ = nπ + ⇒θ = ⎜n+ ⎟
2 ⎝ 2⎠ 2
tan (θ + iφ ) − tan (θ − iφ )
Also tan 2iφ = tan ⎡⎣(θ + iφ ) − (θ − iφ ) ⎤⎦ =
1 + tan (θ + iφ ) tan (θ − iφ )
α α⎞ ⎛
2
⎛ α ⎞
2
α
1 + tan
or e2φ = 2 = tan ⎛ π + α ⎞ φ = 1 log tan ⎛ π + α ⎞
α ⎜ ⎟ ⎜ ⎟
1 − tan ⎝4 2⎠ 2 ⎝4 2⎠
2
Example: Separate tan −1 ( x + iy ) into real and imaginary parts.
1 2x
α = tan −1
2 1 − x2 − y2
1 2y
∴ β = tanh −1
2 1 + x2 + y 2
Example: Separate sin −1 ( cos θ + i sin θ ) into real and imaginary parts, where θ is a positive
acute angle
Solution: Let sin −1 ( cos θ + i sin θ ) = x + iy
(
1 = sin 2 x cosh 2 y + cos 2 x sinh 2 y = sin 2 x 1 + sinh 2 y + cos 2 x sinh 2 y )
= sin 2 x + sinh 2 y ( sin 2 x + cos 2 x )
Hence from (ii), we have sin 2 θ = cos 4 x , i.e., cos 2 x = sin θ because θ being a positive acute
angle , sin θ is positive
−π π
As x is to be between and , therefore, we have
2 2
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2.4.5 Logarithmic Function of a Complex Variable
(1) Definition: If z ( = x + iy ) and ω ( = u + iv ) be so related that eω = z , then ω is said to be a
⎡∵ e2 = 1⎤
inπ
also eω + 2inπ = eω .e 2inπ = z
⎣ ⎦
∴ log z = ω + 2inπ (ii)
i.e., the logarithm of a complex number has an infinite number of values and is, therefore, a multi
valued function.
The general value of the logarithm of z is written as log z (beginning with capital L ). so as to
distinguish it from its principal value which is written as log z . This principal value is obtained b
taking n = 0 in log z
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⎡ ⎛ y ⎞⎤
= 2inπ + log ( reiθ ) = 2inπ + log r + iθ == log x 2 + y 2 + i ⎢ 2nπ + tan −1 ⎜ ⎟ ⎥
⎝ x ⎠⎦
( )
⎣
β
Put [α = r cos θ , β = r sin θ so that r = (α 2
)
+ β 2 and θ = tan −1
α
( x + iy ) ⎡⎣ 2 inπ + log reiθ ⎤⎦ ( x + iy ) ⎣⎡log r + i ( 2 nπ +θ )⎤⎦
=e =e
= e A+iB = e A ( cos B + i sin B )
π⎤
θ =− ⎥
2⎦
⎛ −π ⎞ ⎛ 1⎞
= 2inπ + log r + iθ = 2inπ + log1 + i ⎜ ⎟ = i ⎜ 2n − ⎟ π
⎝ 2 ⎠ ⎝ 2⎠
π
−( 4 n +1) ⎛ 1⎞
Example: Prove that (i) i i = e 2
and Logi i = − ⎜ 2n + ⎟ π
⎝ 2⎠
π
( i)
i
(ii) = e −α cisα where α =
4 2
Solution: (i) By definition, we have
⎡ ⎛ iπ ⎞⎤
i ( 2 inπ + log i )
−2 nπ + i log ⎢exp ⎜ ⎟⎥ ⎡ π ⎛ iπ ⎞⎤
i =e
i iL og i
=e =e ⎣ ⎝ 2 ⎠⎦
⎢∵ i = cis 2 = exp ⎜ 2 ⎟⎥
⎣ ⎝ ⎠⎦
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⎛ iπ ⎞ ⎛ 1⎞
−2 nπ + i ⎜ ⎟ −⎜ 2 n + ⎟π
=e ⎝ 2⎠
=e ⎝ 2⎠
( i)
i
(ii) =e i log i
1
1⎛ π π ⎞2 ⎛ π π⎞
Now i log i = ⎜ cos + i sin ⎟ log ⎜ cos + i sin ⎟
2⎝ 2 2⎠ ⎝ 2 2⎠
1⎛ π π ⎞ ⎛ i2π ⎞ 1 ⎛ π π ⎞ iπ iπ ⎛ i i ⎞ π π
= ⎜ cos + i sin ⎟ log ⎜ e ⎟ = ⎜ cos + i sin ⎟ = ⎜ + ⎟ =− +i
2⎝ 4 4 ⎠ ⎝ ⎠ 2⎝ 4 4⎠ 2 4⎝ 2 2⎠ 4 2 4 2
π
( i) = e−α .eiα = e−α ( cos α + i sin α )
i
Hence = e −α +iα , where α =
4 2
⎛b⎞
Example: If ( a + ib ) = m x +iy , prove that one of the values of
b y
x
(
is 2 tan −1 ⎜ ⎟ ÷ log a 2 + b 2
⎝a⎠
)
Solution: Taking logarithms, ( a + ib ) = m x +iy gives p log ( a + ib ) = ( x + iy ) log m
p
⎛1 b⎞
p ⎜ log ( a 2 + b 2 ) + i tan −1 ⎟ = x log m + iy log m
⎝2 a⎠
Equating real and imaginary parts from both sides, we get
log ( a 2 + b 2 ) = x log m
p b
(i) p tan −1 = y log m (ii)
2 a
⎛b⎞
⎜ ⎟
y
Division of (ii) by (i) gives = 2 tan −1 ⎝a⎠
x log a 2 + b 2 ( )
i .... ∞ πA B
Example: If i i = A + iB prove that tan = and A2 + B 2 = e − Bπ
2 A
i .... ∞
Solution: i i = A + iB i.e., i A+ iB = A + iB
π π⎞
( A+ iB ) log⎛⎜ cos + i sin ⎟
A + iB = e( A+iB ) log i = e ⎝ 2 2⎠
iπ
⎡ ⎛ iπ2 ⎞ ⎤ ( A+iB )⎛⎜⎝ 2 ⎞⎟⎠ − Bπ iπ A − Bπ
⎛ πA π A⎞
= exp ⎢( A + iB ) log ⎜ e ⎟ ⎥ = e = e .e = e 2 ⎜ cos
2 2
+ i sin ⎟
⎣⎢ ⎝ ⎠ ⎥⎦ ⎝ 2 2 ⎠
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Equating real and imaginary parts, we get
− Bπ − Bπ
πA πA
A=e 2
cos (i) B=e 2
sin (ii)
2 2
B πA
division of (ii) by (i) gives = tan
A 2
Squaring and adding (i) and (ii), A2 + B 2 = e − Bπ
⎛ a + ib ⎞ −1 ⎛ b ⎞ ⎡ ⎛ a + ib ⎞ ⎤
Example: Prove that log ⎜ ⎟ = 2i tan ⎜ ⎟ . Hence evaluate cos ⎢i log ⎜ ⎟⎥
⎝ a − ib ⎠ ⎝a⎠ ⎣ ⎝ a − ib ⎠ ⎦
b
Solution: Putting a = r cos θ , b = r sin θ so that θ = tan −1 , we have
a
⎛ a + ib ⎞ r ( cos θ + i sin θ )
= log ( eiθ + e − iθ ) = log e 2iθ = 2iθ = 2i tan −1
b
log ⎜ ⎟ = log
⎝ a − ib ⎠ r ( cos θ − i sin θ ) a
2
⎛b⎞
1− ⎜ ⎟
⎡ ⎛ a + ib ⎞ ⎤ 1 − tan θ
2
⎝ a ⎠ = a −b
2 2
Thus cos ⎢i log ⎜ ⎟⎥ = cos ⎡
⎣ i ( 2iθ ) ⎤
⎦ = cos 2θ = =
⎣ ⎝ a − ib ⎠ ⎦ 1 + tan 2 θ ⎛b⎞
2
a 2 + b2
1+ ⎜ ⎟
⎝a⎠
1 ⎡1 ⎤
= log ⎢ ( cosh 2 y − cos 2 x ) ⎥ + i tan −1 ( cot x tanh y )
2 ⎣2 ⎦
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Example: Find all the roots of the equation
(i) sin z = cosh 4 (ii) sinh z = i
⎛π ⎞
Solution: (i) sin z = cosh 4 = cos 4i = sin ⎜ − 4i ⎟
⎝2 ⎠
n ⎛π ⎞
z = nπ + ( −1) ⎜ − 4i ⎟ If sin θ = sin α then θ = nπ + ( −1) α
n
∴ {∵
⎝2 ⎠
e z − e− z
(ii) i = sinh z =
2
(e − i) = 0
2
or e 2 z − 2ie z − 1 = 0 i.e. z
i.e., e z = i
iπ
iπ ⎛ 1⎞
or z = Logi = 2inπ + log i = 2inπ + log e 2 = 2inπ + = i ⎜ 2n + ⎟ π
2 ⎝ 2⎠
2.5 Summation of Series C + iS Method
This is the most general method and is applied to find the sum of a series of the form
a0 sin α + a1 sin (α + β ) + a2 sin (α + 2β ) + ...
Procedure (i) Put the given series S = (or C ) according as it is a series of sines for (or cosines)
Then writ e C (or S ) = a similar series of cosine (or sines)
If S = a0 sin α + a1 sin (α + β ) + a2 sin (α + 2β ) + ..
(ii) Multiply the series of series by i and add to the series of cosine, so that
C + iS = a0 [ cos α + i sin α ] + a1 ⎡⎣cos (α + β ) + i sin (α + β ) ⎤⎦ + ...
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(2) Since, cosine, sinh or cosh series
x3 x5 x2 x4
i.e., x − + − ...∞ = sin x , 1− + − ...∞ = cos x
3! 5! 2! 4!
x3 x5 x2 x4
x+ + + ...∞ = sinh x, 1+ + + ...∞ = cosh x
3! 5! 2! 4!
(3) Logarithmic series
x 2 x3 ⎛ x 2 x3 ⎞
x− + − ...∞ = log (1 + x ) , − ⎜ x + + + ...∞ ⎟ = log (1 − x )
2 3 ⎝ 2 3 ⎠
(4) Gregory’s series
x3 x5 x3 x5 1 1+ x
x− + − ...∞ = tan −1 x, x + + + ...∞ = tanh −1 x = log
3 5 3 5 2 1− x
(5) Binomial series
n ( n − 1) n ( n − 1)( n − 2 )
x 3 + ...∞ = (1 + x )
n
1 + nx + x2 +
1.2 1.2.3
n ( n + 1) n ( n + 1)( n + 2 )
x3 + ...∞ = (1 + x )
−n
1 − nx + x2 −
2! 3!
n ( n + 1) n ( n + 1)( n + 2 )
x 3 + ...∞ = (1 − x )
−n
1 + nx + x2 +
2! 3!
(6) Geometric series
1− rn a
a + ar + ar 3 + ... to n terms = a , a + ar + ar 3 + ...∞ = , r <1
1− r 1− r
(iv) Finally express the sum thus obtained in the form A + iB so that by equating the real and
imaginary parts, we get C = A and S = B
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Series depending on exponential series
x2
Example: Sum the series sin α + x sin (α + β ) + sin (α + 2β ) + ...∞
2!
x2
Solution: Let S = sin α + x sin (α + β ) + sin (α + 2β ) + ...∞
2!
x2
C = cos α + x cos (α + β ) + cos (α + 2β ) + ...∞
2!
x2
C + iS = [ cos α + i sin α ] + x ⎡⎣ cos (α + β ) + i sin (α + β ) ⎤⎦ + ⎡ cos (α + 2β ) + i sin (α + 2β ) + ....∞ ⎤⎦
2! ⎣
iα i (α + β ) x 2 i (α + 2 β ) iα ⎡ xeiβ x 2 e 2iβ ⎤
= e + xe + .e + ...∞ = e ⎢1 + + + ...∞ ⎥
2! ⎣ 1! 2! ⎦
= eiα .e xe = eiα e x( cos β +i sin β ) = e x cos β + i(α + x sin β ) = e x cos β ei(α + x sin β )
iβ
Equating imaginary parts from both sides, we have S = e x cos β sin (α + x sin β )
⎛ sin 2 θ ⎞
Equating imaginary parts, we have S = α = tan ⎜ ⎟
−1
⎝ 1 + cos θ sin θ ⎠
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Series depending on binomial series
Example: Find the sum to infinity of the series
1 1.3 1.3.5
1 − cos θ + cos 2θ − cos 3θ + ... ( −π < θ < π )
2 2.4 2.4.6
1 1.3 1.3.5
Solution: Let C = 1 − cos θ + cos 2θ − cos 3θ + ...∞
2 2.4 2.4.6
1 1.3 1.3.5
S = 0 − sin θ + sin 2θ − sin 3θ + ...∞
2 2.4 2.4.6
1 1.3 2iθ 1.3.5 3iθ
C + iS = 1 − eiθ + e − e − ...
2 2.4 2.4.6
1⎛ 1 ⎞ 1 ⎛ 1 ⎞⎛ 1 ⎞
− ⎜ − − 1⎟ − ⎜ − − 1⎟⎜ − − 2 ⎟
⎛ 1⎞ 2 ⎝ 2 ⎠ 2iθ 2 ⎝ 2 ⎠⎝ 2 ⎠ e3iθ + ..
= 1 + ⎜ − ⎟ eiθ + e +
⎝ 2 ⎠ 1.2 1.2.3
−1
−1 −1
⎛ θ θ θ ⎞2
(
= 1 + eiθ ) 2 = (1 + cos θ + i sin θ ) 2 = ⎜ 2 cos 2 + i.2sin cos ⎟
⎝ 2 2 2⎠
−1 −1 −1
⎛ θ ⎞2 ⎛ θ θ ⎞2 ⎛ θ ⎞2 ⎛ θ θ⎞
= ⎜ 2 cos ⎟ ⎜ cos + i sin ⎟ = ⎜ 2 cos ⎟ ⎜ cos − i sin ⎟
⎝ 2⎠ ⎝ 2 2⎠ ⎝ 2⎠ ⎝ 4 4⎠
−1
⎛ θ ⎞2 θ
Equating real parts, we have C = ⎜ 2 cos ⎟ cos
⎝ 2⎠ 4
Approximations and Limits
sin θ 599
Example: If = , find an approximate value of θ in radians.
θ 600
sin θ 1
Solutions: Since = 1− which is nearly equal to 1
θ 600
θ3 θ5 sin θ θ2 θ4
We know that sin θ = θ − + + ... ∴ = 1− +
3! 5! θ 6 5!
omitting θ 4 and higher powers, we have
sin θ θ2 1 1
= 1− = 1− or θ 2 = . Hence θ = 0.1 radians.
θ 6 600 100
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⎛π ⎞
Example: Solve approximately sin ⎜ + θ ⎟ = 0.51
⎝6 ⎠
⎛π ⎞ π π 1⎛ θ2 ⎞ 3⎛ θ3 ⎞
Solution: sin ⎜ + θ ⎟ = sin cos θ + cos sin θ = ⎜1 − + ... ⎟ + ⎜ θ − + ... ⎟
⎝6 ⎠ 6 6 2⎝ 2! ⎠ 2 ⎝ 3! ⎠
1 3
= + θ , omitting θ 2 and higher powers of θ
2 2
1 3 1
Hence the given equation becomes, + θ = 0.51 or θ =
2 2 50 3
1 3
θ= radian = × 57.29 degree nearly = 39.70
50 3 150
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MCQ (Multiple Choice Questions)
1+ i 3
Q1. The amplitude of is
3 +i
π π π π
(a) (b) − (c) (d) −
3 3 6 6
1 − ix
Q2. If = a + ib , then a 2 + b 2 is
1 + ix
(a) 1 (b) −1 (c) 0 (d) none of these
Q3. If z = 1 − cos θ + i sin θ , then z equals
θ θ θ θ
(a) 2sin (b) 2 cos (c) 2 sin (d) 2 cos
2 2 2 2
1
Q4. If z = , then z equals
( 2 + 3i )
2
1 1 1
(a) (b) (c) (d) none of these
13 15 12
⎛π ⎞ ⎛π ⎞
Q5. If xn = cos ⎜ n ⎟ + i sin ⎜ n ⎟
⎝2 ⎠ ⎝2 ⎠
Then the value of x1.x2 .x3 ..., up to infinity is
(a) −2 (b) +2 (c) −1 (d) +1
4
Q6. If z − = 2 , then the maximum value of z is
z
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The point representing complex number for which z + 4 − z − 4 = 8 lie on
2 2
Q8.
(a) x = 3, y = 1 (b) x = 1, y = 3
(c) x = 0, y = 3 (d) x = 0, y = 0
z −1
Q10. If the number is purely imaginary, then
z +1
(a) z = 1 (b) z > 1 (c) z < 1 (d) z > 2
⎛ 1+ i ⎞
n
Q14. For n = 6k , k ∈ z ,
n n
⎛ 1 − i 3 ⎞ ⎛ −1 − i 3 ⎞
⎜⎜ ⎟⎟ + ⎜⎜ ⎟⎟ has the value…
⎝ 2 ⎠ ⎝ 2 ⎠
3 +i
Q15. If z = , then z 69 equals_________.
2
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MSQ (Multiple Select Questions)
Q16. If z = 4 + 2i , then
(a) The magnitude of z is 2 5 units
(c) The complex number z can be represented by a point 1, − 3 in the complex or Argand ( )
plane
(d) The complex number z can be represented by a point − 3, −1 in the complex plane. ( )
Q18. If z1 = 2 + 3i and z2 = 1 + 2i then
z1 8 1
(c) z1.z2 is equal to −4 + 7i (d) is equal to − i
z2 5 5
Q19. Pick out the correct statement (S)
(a) Addition of two complex number is commutative
(b) For any three complex numbers z1 , z2 and z3 we have ( z1 + z2 ) + z3 = z1 + ( z2 + z3 )
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Q20. Pick out the correct statement(s)
(a) Let z and z denote a complex number and its conjugate respectively then, z = z implies z
is purely imaginary
(b) Let z and z denote a complex number and its conjugate respectively then, z + z = 0 implies
z is purely imaginary
(c) In polar form the complex number z = 1 + i can be written as
⎛ π π⎞
2 ⎜ cos + i sin ⎟
⎝ 4 4⎠
(d) In polar form the complex number 1 + i can be written as
⎛ π π⎞
2 ⎜ cos + i sin ⎟
⎝ 3 3⎠
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Solutions
MCQ (Multiple Choice Questions)
Ans. 1: (c)
Solution:
1+ i 3 1+ i 3
=
( )( )=2
3 −i 3 + 2i
=
3 1
+ i
3 +i 3 +i ( )( 3 − i) 4 2 2
Since both the real and complex parts are greater than zero, hence the argument is the acute angle
1
given by tan −1 2 = tan −1 1 = π
3 3 6
2
Ans. 2: (a)
1 − ix 1 + ix
Solution: a + ib = ⇒ a − ib =
1 + ix 1 − ix
1 − ix 1 + ix 1 + x2
∴ ( a + ib )( a − ib ) = . ⇒ a 2 + b2 = =1
1 + ix 1 − ix 1 + x2
Ans. 3: (c)
θ θ
Solution: z = (1 − cos θ ) + sin 2 θ = 2 − 2 cos θ = 4sin 2
2
= 2 sin
2 2
Ans. 4: (a)
1 1 1
Solution: z = = z =
2 + 3i
( )
2 2
22 + 32 13
Ans. 5: (c)
⎛ π π ⎞⎛ π π ⎞⎛ π π ⎞
Solution: x1.x2 .x3 .... to infinity = ⎜ cos + i sin ⎟ ⎜ cos 2 + i sin 2 ⎟ ⎜ cos 3 + i sin 3 ⎟ ...∞
⎝ 2 2 ⎠⎝ 2 2 ⎠⎝ 2 2 ⎠
⎛ π ⎞ ⎛ π ⎞
⎛π π π ⎞ ⎛π π π ⎞ ⎜ 2 ⎟ ⎜ ⎟
= cos ⎜ + 2 + 3 + ... ⎟ + i sin ⎜ + 2 + 3 + ... ⎟ = cos ⎜ ⎟ + i sin ⎜ 2 ⎟
⎝2 2 2 ⎠ ⎝2 2 2 ⎠ 1
⎜ 1− ⎟
1
⎜ 1− ⎟
⎝ 2⎠ ⎝ 2⎠
= cos π + 2i sin π = −1
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Ans. 6: (b)
4 4 4 4
Solution: z = z − + ≤ z − +
z z z z
Using triangle in equinity
4 4
⇒ z ≤ 2+ since z − =2
z z
⇒ z − 2 z − 4 ≤ 0 ⇒ z −1 + 5
2
( )( z − 1 − 5 ) ≤ 0 ⇒ (1 − 5 ) ≤ z ≤ 1 + 5
Ans. 7: (c)
⎧ ( 2k + 1) π + i sin ( 2k + 1) π ⎫
14
Solution: 1 + ∑ ⎨cos ⎬
k =0 ⎩ 15 15 ⎭
14 ( 2 k +1)π 14 π
= 1+ ∑ e = 1 + ∑ α 2 k +1 ,
i i
15
where α = e 15
k =0 k =0
⎛ 1 − (α 2 )15 ⎞
= 1 + (α + α 3 + α 5 + ...α 29 ) = 1+ α ⎜ ⎟
⎜ 1−α 2 ⎟
⎝ ⎠
⎛ 1 − α 30 ⎞ ⎛ 1 −1 ⎞
= 1+ α ⎜ 2 ⎟
= 1+ α ⎜ 2 ⎟
=1 ⎡⎣since α 30 = ei 2π = 1⎤⎦
⎝ 1−α ⎠ ⎝ 1−α ⎠
Ans. 8: (b)
Solution: Let z = x + iy , then
z + 4 − z − 4 = 8 ⇒ 4 Re ( 4 z ) = 8
2 2
1 1
⇒ Re ( z ) = ⇒ x = , which is a straight line parallel to the y -axis.
2 2
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Ans. 9: (d)
Solution: we have
6i −3i 1 6i 0 1
4 3i −1 = 4 0 −1 (Applying C2 → C2 + 3iC2 )
20 3 i 20 0 i
= 0 = 0 + 0i
∴ x = 0, y = 0
Ans. 10: (a)
z −1
Solution: we have: is purely imaginary
z +1
z −1 π ⎛ z-1 ⎞ π
⇒ argument of is ± ⇒ arg ⎜ ⎟=±
z +1 2 ⎝ z+1 ⎠ 2
⇒ z lies on a circle having (1, 0 ) and ( −1, 0 ) as the end point of a diameter.
⇒ z lies on a circle with centre at the origin and radius are unit
⇒ z lies on z = 1 ⇒ z = 1
= i n [1 + i − 1 − i ] = 0
Ans. 13: 1
Solution: we have
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( cos 4θ − i sin 4θ ) = cos 20θ − i sin 20θ = ( cos θ + i sin θ )
5 −20
1− i 3 −1 − i 3 1− i 3 −1 − i 3
Solution: and are cube roots of unity. If we denote by ω then = ω2
2 3 2 3
n n
⎛ 1 − i 3 ⎞ ⎛ −1 − i 3 ⎞
⎟⎟ = ω + (ω ) = ω + ω = (ω ) + (ω ) = 1 + 1 = 2
n 2k 4k
Hence ⎜⎜ ⎟⎟ + ⎜⎜
n 2 6k 12 k 3 3
⎝ 2 ⎠ ⎝ 2 ⎠
Ans. 15: −i
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MSQ (Multiple Select Questions)
Ans. 16: (a), (d)
Solution: The magnitude of a complex number
z = x + iy is given by z = x 2 + y 2
hence z = 42 + 22 = 20 = 2 5 units
The argument is given by
y
tan −1 , since both x & y > 0
x
2 1
Hence argument or amplitude is z = tan −1 = tan −1
4 2
Ans. 17: (a) and (c)
y
(1) ( )
2 2
Solution: The magnitude is z = + − 3 = 2 units.
(1, − 3 )
A complex number in the complex plane is represent by a point. x
The real part is plotted on the x -axis and imaginary part on the
z1 − z2 = ( 2 + 3i ) − (1 + 2i ) = 1 + i
z1.z2 = ( 2 + 3i ) . (1 + 2i ) = 2 + 4i + 3i − 6 (since i 2 = −1 )
= −4 + 7i
z1 1 1 1 − 2i 1 2
= ( 2 + 3i ) . , but = = − i
z2 (1 + 2i ) 1 + 2i 5 5 5
z1 ⎛1 2 ⎞ ⎛ 2 6⎞ ⎛ 4 3⎞ 8 1
hence = ( 2 + 3i ) ⎜ − i ⎟ = ⎜ + ⎟ + i ⎜ − + ⎟ = − i
z2 ⎝5 5 ⎠ ⎝5 5⎠ ⎝ 5 5⎠ 5 5
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Ans. 19: (a), (b) and (c)
Solution: The first three options are true. Option (d) is false as multiplication of two complex number is
commutative
Ans. 20: (b) and (c)
y
Solution: Let z = x + iy , then z = x − iy
( x, y ) z
z = z ⇒ x + iy = x − iy ⇒ 2iy = 0 or y = 0
Thus z is purely real
θ
z + z = 0 ⇒ x + iy + x − iy = 0 ⇒ 2 x = 0 ⇒ x = 0 x
where r is the modulus of the complex number and θ is the angle as shown in the figure
r= (1) + (1)
2 2
= 2
Imaginary part 1
tan θ = = =1
real part 1
π
∴ θ=
4
Hence the complex number z = 1 + i can be written as
⎛ π π⎞
z = 2 ⎜ cos + i sin ⎟
⎝ 4 4⎠
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3. Fourier Series
Any piecewise smooth function defined on a finite interval has a Fourier series
expansion. A Fourier series is defined as an expansion of a periodic function or
representation of a function in a series of sines and cosines, such as
a0 ∞ ∞
f (x ) = + ∑ a n cos nx + ∑ bn sin nx ……. (1)
2 n =1 n =1
1
∫ f ( x ) dx
2π
a0 =
π 0
2π
1
an =
π
∫ f ( x ) cos nx dx
0
1 2π
bn =
π
∫ f ( x ) sin nx dx
0
This result, of course, is subject to the requirement that the integrals exist. They do if
f ( x ) is piecewise continuous (or square integrable). Notice that a0 is singled out for
special treatment by the inclusion of the factor 1/ 2 . This is done so that equation (2) will
apply to all an , n = 0 as well as n > 0 .
The conditions imposed on f ( x ) to make Eq. (1) valid, and the series convergent, are
that f ( x ) has only a finite number of finite discontinuities and only a finite number of
extreme values, maxima, and minima in the interval [ 0, 2π ] . Functions satisfying these
conditions are called piecewise regular. The conditions are known as the Dirichlet
conditions.
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The Fourier series of f ( x ) on the interval ( − L, L ) is
∞
a0 ⎛ ⎛ nπ x ⎞ ⎛ nπ x ⎞ ⎞
f ( x) =
2
+ ∑ ⎜ an cos ⎜⎝
n =1⎝ L ⎠
⎟ + bn sin ⎜
⎝ L ⎠⎠
⎟⎟
⎛ nπ x ⎞
L
∫
1
where an = f ( x ) cos ⎜ ⎟ dx , ( n = 0, 1, 2, 3, …)
L −L ⎝ L ⎠
⎛ nπ x ⎞
L
∫
1
and bn = f ( x ) sin ⎜ ⎟ dx , ( n = 1, 2, 3, …)
L −L ⎝ L ⎠
Note that the cosine functions (and the function 1) are even, while the sine functions are
odd.
If f ( x ) is even f ( − x ) = + f ( x ) for all x , then bn = 0 for all n , leaving a Fourier
domain to [ − L, L ] .
∞
An odd extension leads to a Fourier sine series: f ( x ) =
∑ b sin ⎛⎜⎝ nπLx ⎞⎟⎠
n =1
n
∫
2 ⎛ nπ x ⎞
where bn = f ( x ) sin ⎜ ⎟ dx , ( n = 1, 2, 3, …)
L ⎝ L ⎠
0
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An even extension leads to a Fourier cosine series:
∞
a
f ( x) = 0 +
2 ∑ a cos ⎛⎜⎝ nπLx ⎞⎟⎠
n =1
n
∫
2 ⎛ nπ x ⎞
where an = f ( x ) cos ⎜ ⎟ dx , ( n = 0, 1, 2, 3, …)
L ⎝ L ⎠
0
∞
⎛ 2πnt ⎞ ∞ ⎛ 2πnt ⎞
f (t ) = a0 + ∑ an cos⎜ ⎟ + ∑ bn sin ⎜ ⎟
n =1 ⎝ T ⎠ n =1 ⎝ T ⎠
Where, a0 represents the average value of the function, and is calculated by:
1 T
a0 =
T ∫ f ( t ) dt
0
T
⎛ 2π nt ⎞
∫ f (t ) cos ⎜⎝
2
The an coefficients can be calculated by the formula: an = dt
T T ⎟⎠
0
T
⎛ 2π nt ⎞
∫ f (t )sin ⎜⎝
2
The bn coefficients can be calculated by the formula: bn = dt
T T ⎟⎠
0
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Example: Find the Fourier series representing
f ( x ) = x, 0 < x < 2π
and sketch its graph from x = −4π to x = −4π
a0
Solution: Let f ( x ) = + a1 cos x + a 2 cos 2 x + b1 sin x + b2 sin 2 x + .....
2
2π
2π 2π 1 ⎡ x2 ⎤
f ( x )dx =
1 1
π ∫0 π ∫0
Hence a 0 = x dx = ⎢ ⎥ = 2π
π ⎣ 2 ⎦0
1 2π 1 2π
f ( x ) cos nx dx =
π∫ π∫
an = x cos nx dx
0 0
2π
1 ⎡ sin nx ⎛ cos nx ⎞⎤ 1 ⎡ cos 2n π 1 ⎤
− 2 ⎥ = 2 (1 − 1) = 0
1
= ⎢x − 1⎜ − ⎟⎥ = ⎢
π⎣ n ⎝ n ⎠⎦ 0
2
π⎣ n 2
n ⎦ n π
1 2π 1 2π
f ( x ) sin nx dx =
π∫ π∫
bn = x sin nxdx
0 0
2π
1 ⎡ ⎛ cos nx ⎞ ⎛ sin nx ⎞⎤ 1 ⎡ 2π cos 2n π ⎤ 2
= ⎢ x⎜ − ⎟ − 1⎜ − 2 ⎟⎥ = ⎢− ⎥ =−
π⎣ ⎝ n ⎠ ⎝ n ⎠⎦ 0 π⎣ n ⎦ n
⎡ 1 1 ⎤
x = π − 2⎢sin x + sin 2 x + sin 3 x + .....⎥
⎣ 2 3 ⎦
f (t )
X
− 4π − 2π 0 2π 4π
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Example: Given that f ( x ) = x + x for − π < x < π , find the Fourier expression of f(x).
2
π2 1 1 1
Deduce that = 1+ 2
+ 2 + 2 + .....
6 2 3 4
a0
Solution: Let x + x 2 = + a1 cos x + a 2 cos 2 x + .... + b1 sin x + b2 sin 2 x + ... ---(1)
2
f ( x ) dx = ∫ (x + x )dx
1 π 1 π
a0 = ∫
2
π π − π π −
π
1 ⎡ x2 x3 ⎤ 1 ⎡ π 2 π 3 π 2 π 3 ⎤ 2π 2
= ⎢ + ⎥ = ⎢ + − + ⎥=
π⎣2 3 ⎦ −π π ⎣ 2 3 2 3⎦ 3
( x + x ) cos nx
1 π 1 π
f ( x ) cos nx
π ∫π π∫π
an = dx = 2
dx
− −
π
1⎡ sin nx ⎛ cos nx ⎛ sin nx ⎞ ⎞ ⎤
= ⎢( x + x 2 ) − ( 2 x + 1) ⎜ − + ( 2) ⎜ − 3 ⎟ ⎟⎥
π⎣ n ⎝ n 2
⎝ n ⎠ ⎠ ⎦ −π
f (x )sin nx dx = ∫ (x + x )sin nx dx
1 π 1 π
bn = ∫
2
π π − π π −
π
1⎡ cos nx ⎤
(⎛ cos nx ⎞
= ⎢ x + x2 ⎜−
π⎣ n ⎠
) ⎛ sin nx ⎞
⎟ − (2 x + 1)⎜ − ⎟+2 3 ⎥
⎝ ⎝ n ⎠
2
n ⎦ −π
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Substituting the values of a 0 , a n , bn in (1), we get
π2 ⎡ 1 1 ⎤
x + x2 = + 4 ⎢ − cos x + 2 cos 2 x − 2 cos 3x + ....⎥
3 ⎣ 2 3 ⎦
⎡ 1 1 ⎤
− 2⎢− sin x + sin 2 x − sin 3x + ....⎥ ---(2)
⎣ 2 3 ⎦
π2 ⎡ 1 1 1 ⎤
Put x = π in (2), π +π 2 = + 4 ⎢1 + 2 + 2 + 2 + ....⎥ ……………….(3)
3 ⎣ 2 3 4 ⎦
π2 ⎡ 1 1 1 ⎤
Put x = −π , −π + π 2 = + 4 ⎢1 + 2 + 2 + 2 + ....⎥ …………..….(4)
3 ⎣ 2 3 4 ⎦
2π 2 ⎡ 1 1 1 ⎤
Adding (3) and (4) 2π 2 = + 8⎢1 + 2 + 2 + 2 + ....⎥
3 ⎣ 2 3 4 ⎦
4π 2 ⎡ 1 1 1 ⎤
= 8⎢1 + 2 + 2 + 2 + ....⎥
3 ⎣ 2 3 4 ⎦
π2 1 1 1 ∞
1
6
= 1+ 2
+
2 3 42
+ 2
+ .... = ∑
n =1 n
2
.
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3.2 Functions defined in two or more sub-ranges
⎛ π
⎜ −1 for − π < x < −
2
⎜
π π
Example: Find the Fourier series of the function f ( x ) = ⎜ 0 for − <x<
⎜ 2 2
⎜
⎜⎜ +1 π
for < x<π
⎝ 2
f(x)
Solution:
1
π
−
−π 2
X′ π π
X
O
2
-1
a0
Let f ( x ) = + a1 cos x + a 2 cos 2 x + ..... + b1 sin x + b2 sin 2 x + .... ---(1)
2
π
−π π
2
1 ⎡ ⎛ −π ⎞ ⎛ π ⎞⎤
a0 =
1
∫ (− 1)dx + 1 ∫ 0dx + 1 ∫ (1)dx
2 ⇒ a0 = ⎢ −⎜ + π ⎟ + ⎜ π − ⎟⎥ = 0
π −π π −π ππ π⎣ ⎝ 2 ⎠ ⎝ 2 ⎠⎦
2 2
−π
−π π
1 1 π −1 sin nx 2 1 sin nx
an =
π ∫ −π
2 − cos nxdx + ∫ cos nxdx ⇒ an =
π 2
π
π n −π π n
+
π
2
− 1 ⎛ − 1 ⎞ 1 (− 1)
an = ⎜ ⎟+ =0
π ⎝ n ⎠ π n
−π
−π π
1 1 π −1 ⎡ − cos nx ⎤ 2 1 ⎡ − cos nx ⎤
bn =
π ∫−π
2 − sin nxdx + ∫ sin nxdx ⇒ bn =
π 2
π +
π ⎢⎣ n ⎥⎦ −π π ⎢⎣ n ⎥⎦ π
2
−2 ( −1)
n
1 ⎡ 1
− ( −1) ⎤ − ( −1) =
n n
bn =
nπ ⎣ ⎦ nπ nπ
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⎡− π −π < x < 0
Example: Find the Fourier series for f(x), if f ( x ) = ⎢
⎣ x, 0< x<π
1 1 1 π2
Deduce that + + + ...... =
12 3 2 5 2 8
a0
Solution: Let f(x) f ( x ) = + a1 cos x + a 2 cos 2 x + .... + a n cos nx + ....
2
+ b1 sin x + b2 sin 2 x + .... + bn sin nx + .... ---(1)
π
∫ π f (x ) dx
1
a0 =
π −
Then a 0 =
1⎡ 0
∫
π ⎢⎣ −π
(
π
0
1
⎥⎦ π
0
[ π 1
π
( π
2
)
− π ) dx + ∫ x dx ⎤ = − π ( x )−π + x 2 / 2 0 = − π 2 + π 2 / 2 = − ; ] ( )
π
∫ π f (x )cos nx dx
1
an =
π −
π
f ( x )sin nx dx
1
π ∫π
bn =
−
1 ⎡π π ⎤ 1
= (1 − cos n π ) − cos n π ⎥⎦ = π (1 − 2 cos nπ )
π ⎢⎣ n n
π 2⎛ cos 3 x cos 5 x ⎞ sin 2 x 3 sin 3x sin 4 x
f (x ) = − − ⎜ cos x + + + ...⎟ + 3 sin x − + − ---(2)
4 π⎝ 3 2
5 2
⎠ 2 3 4
π 2⎛ ⎞
Putting x = 0 in (2), we get f (0) = −
1 1
− ⎜1 + 2 + 2 + ....∞ ⎟
4 π⎝ 3 5 ⎠
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Now f(x) is discontinuous at x = 0.
π 0 0 π ⎣ 3 ⎦0 3
π 2 π
f (x ) cos nx dx = ∫ x
2
an = ∫ cos nx dx
2
π 0 π 0
− 3π −π π 3π
X
O
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a0
Fourier series is f ( x ) = + a1 cos x + a 2 cos 2 x + a3 cos 3 x + .... + a n cos nx + ....
2
π2 ⎡ cos x cos 2 x cos 3 x cos 4 x ⎤
x2 = − 4⎢ 2 − + − + ....⎥
⎣ 1 ⎦
2 2 2
3 2 3 4
π2 ⎡1 1 1 1 ⎤
on putting x = 0, we have 0 = − 4 ⎢ 2 − 2 + 2 − 2 ....⎥
3 ⎣1 2 3 4 ⎦
1 1 1 1 π2
− + − .... =
12 2 2 32 4 2 12
Example: Find the Fourier sine series for the function
f ( x ) = e ax for − π ≤ x ≤ π
where a is constant.
e ax
Solution: ∫ e sin bx dx =
ax
[a sin bx − b cos bx]
a2 + b2
2
π∫
bn = e ax
sin nx dx
π
2 ⎡ e ax ⎤
= ⎢ 2 (a sin nx − n cos nx )⎥
π ⎣a + n 2
⎦0
2 ⎡ e aπ n ⎤
= ⎢ 2 + 2 ( a sin nπ − n cos nπ ) + 2 + 2 ⎥
π ⎣a n a n ⎦
2 ⎛ n ⎞⎡ 2n
2 ⎟⎣ (
− −1) e aπ + 1⎤ = 2 ⎡1 − ( −1)n e aπ ⎤
n
= ⎜ 2
π ⎝a +n ⎠ ⎦ ( a + n )π ⎣
2 ⎦
2(1 + e aπ ) 2.2.(1 − e aπ )
b1 = b2 =
(a 2 + 12 )π , (a 2 + 2 2 )π
2 ⎡ 1 + e aπ 2(1 − e aπ ) ⎤
e ax = ⎢ 2 2 sin x + sin 2 x + ....⎥
π ⎣ a +1 a +2
2 2
⎦
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Example: A periodic function of period 4 is defined as
f ( x) = x , −2< x< 2 f (x )
Find its Fourier series expansion −2
Solution: f (x ) = x −2 < x < 2
1 c 1 0 1 2
a0 = ∫ f ( x ) dx = ∫ ( − x ) dx + ∫ xdx
c −c 2 −2 2 0
2 0
1 ⎡ x2 ⎤ 1 ⎡ − x2 ⎤
⎥ = (4 − 0) + (0 + 4) = 2
1 1
= ⎢ ⎥ + ⎢
2 ⎣ 2 ⎦ 0 2 ⎣ 2 ⎦ −2 4 4
nπ x nπ x nπ x
f ( x ) cos dx + ∫ (− x ) cos
1 c 1 2 1 0
an = ∫
c −c c
dx = ∫ x cos
2 0 2 2 −2 2
dx
2
1⎡ ⎛ 2 nπ x ⎞ ⎛ nπ x ⎞⎤
⎟ − (1)⎜ − 2 2 cos
4
= ⎢ x⎜ ⎟
2 ⎠⎥⎦ 0
sin
2 ⎣ ⎝ nπ 2 ⎠ ⎝ nπ
0
1⎡ ⎛ 2 nπ x ⎞ ⎛ 4 ⎞ nπ x ⎤
+ ⎢(− x )⎜ ⎟ − (− 1)⎜ − 2 2 ⎟ cos
2 ⎥⎦ − 2
sin
2⎣ ⎝ nπ 2 ⎠ ⎝ nπ ⎠
4 ⎤ 1⎡
=
1⎡
⎢ 0 +
4
(− 1) n
− ⎥ + ⎢ 0 −
4
+
4
(− 1)n ⎤⎥
2⎣ nπ
2 2
n π ⎦ 2⎣
2 2
nπ
2 2
nπ
2 2
⎦
=
1 4
2n π
2 2
[
(− 1)n − 1 − 1 + (− 1)n = 24 2 (− 1)n − 1
nπ
] [ ]
8
=− if n is odd
n π22
=0 if n is even
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bn = 0 since f ( x ) is even function
Fourier series is
a0 πx 2π x πx 2π x
f (x ) = + a1 cos + a 2 cos + .... + b1 sin + b2 sin + ....
2 c c c c
⎡ πx 3π x 5π x ⎤
cos cos cos
8 ⎢ 2 ⎥
f (x ) = 1 − 2 ⎢ 2 + 2 +
⎥
π ⎢ 1 2
3 2
5 2
⎥
⎢⎣ ⎥⎦
Example: Find the Fourier half-range cosine series of the function
f (t ) = 2t 0 < t <1
= 2(2 − t ) 1< t < 2
a0 πt 2π t 3π t
Let f (t ) = + a1 cos + a 2 cos + a 3 cos + ....
2 c c c
πt 2π t 3π t
+ b1 sin + b2 + b3 sin + .... ----(1)
c c c
Hence c = 2 , because it is half range series.
⎣ ⎝ 2 ⎠ ⎦1
0
2 c nπ t 2 1 nπ t 2 2 nπ t
an = ∫ f ( t ) cos dt = ∫ 2t cos dt + ∫ 2 ( 2 − t ) cos dt
c 0 2 2 0 2 2 1 2
1
⎡ ⎛ 2 nπ t ⎞ ⎛ n π t ⎞⎤
⎟ − (2)⎜ − 2 2 cos
4
= ⎢2t ⎜ ⎟
2 ⎠⎥⎦ 0
sin
⎣ ⎝ nπ 2 ⎠ ⎝ nπ
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2
⎡ ⎛ 2 nπ t ⎞ ⎛ n π t ⎞⎤
+ ⎢(4 − 2 t )⎜⎜ ⎟⎟ − (− 2 )⎜ − 2 2 cos
4
sin ⎟⎥
⎣ ⎝ nπ 2 ⎠ ⎝ nπ 2 ⎠⎦ 1
⎡ 4 nπ 8 nπ 8 ⎤ ⎡ 8 nπ 4 nπ 8 nπ ⎤
=⎢ sin + 2 2 cos − 2 2 ⎥ + ⎢0 − 2 2 cos − sin + 2 2 cos ⎥
⎣ nπ 2 nπ 2 nπ ⎦ ⎣ nπ 2 nπ 2 n π 2 ⎦
8 nπ 8 4 nπ 8 ⎡ nπ nπ nπ ⎤
= cos − 2 2 − sin = 2 2 ⎢cos 2 − 1 − sin 2 sin 2 ⎥
n π
2 2
2 nπ nπ 2 nπ ⎣ ⎦
8 ⎡ π⎤ 8 4
If n = 1 , a1 = 2 ⎢
0 −1− ⎥ = − 2 −
π ⎣ 2⎦ π π
If n = 2 , a2 =
8
[− 1 − 1] = − 16 4
=− 2
4π 2
4π 2
π
8 ⎡ 3π ⎤ 8 4
If n = 3 , a3 = 2 ⎢
0 −1− ⎥ = − 2 −
9π ⎣ 2⎦ 9π 3π
Putting the values of a 0 , a1 , a 2 , a3 ... in (1) we get
⎛ 8 4⎞ πt 4 2π t ⎛ 8 ⎞ 3π t
f (t ) = 1 − ⎜ 2 + ⎟ cos
4
− 2 cos + ⎜− 2 + ⎟ cos + ....
⎝π π⎠ 2 π 2 ⎝ 9π 3π ⎠ 2
Example: Find the Fourier series expansion of the periodic function of period 1.
f (x ) =
1 1
+ x, − < x ≤ 0
2 2
1 1
= − x, 0< x<
2 2
a0 πx 2π x
Solution: Let f (x ) = + a1 cos + a 2 cos + ....
2 c c
πx 2π x
+ b1 sin + b2 sin + .... ---(1)
c c
1
Here 2c = 1 or c=
2
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1 0 ⎛1 ⎞ 1/ 2 ⎛ 1 ⎞
a 0 = ∫ f ( x ) dx =
1 c 1
c − c 1/ 2 ∫−1 / 2
⎜
⎝2
+ x ⎟dx +
⎠ 1/ 2 ∫ 0
⎜ − x ⎟dx
⎝2 ⎠
0 1/ 2
⎡ x x2 ⎤ ⎡ x x2 ⎤ ⎡1 1⎤ ⎡1 1⎤ 1
= 2⎢ + ⎥ + 2⎢ − ⎥ = 2⎢ − ⎥ + 2⎢ − ⎥ =
⎣ 2 2 ⎦ −1/ 2 ⎣ 2 2 ⎦0 ⎣4 8⎦ ⎣ 4 8⎦ 2
nπ x
f ( x ) cos
1 c
an = ∫
c −c c
dx
1 0 ⎛1 ⎞ nπ x 1 1/ 2 ⎛ 1 ⎞ nπ x
=
1/ 2 ∫−1 / 2
⎜ + x ⎟ cos
⎝2 ⎠ 1/ 2
dx +
1/ 2 ∫0
⎜ − x ⎟ cos
⎝2 ⎠ 1/ 2
dx
0 ⎛1 ⎞ 1/ 2 ⎛ 1 ⎞
= 2∫ ⎜ + x ⎟ cos 2n πx dx + 2∫ ⎜ − x ⎟ cos 2 n πx dx
⎝
−1 / 2 2
⎠ 0
⎝2 ⎠
0
⎡⎛ 1 ⎞ sin 2n π x ⎛ cos 2n π x ⎞⎤
= 2⎢⎜ + x ⎟ − (1)⎜ − ⎟⎥
⎣⎝ 2 ⎠ 2n π ⎝ 4n 2π 2 ⎠⎦ −1 / 2
1/ 2
⎡⎛ 1 ⎞ sin 2n π x ⎛ − cos 2 n π x ⎞⎤
+ 2 ⎢⎜ − x ⎟ − (− 1)⎜⎜ ⎟⎟⎥
⎣⎝ 2 ⎠ 2 nπ ⎝ 4n π
2 2
⎠⎦ 0
⎡ 1 (− 1) ⎤
n
⎡ (− 1)
n
1 ⎤ 1
= 2 ⎢0 + 2 2 − 2 2 ⎥ + 2 ⎢0 − 2 2 + 2 2 ⎥ = 2
⎡ 1 (− 1)n ⎤
⎢ 2 − 2 ⎥
⎣ 4n π 4n π ⎦ ⎣ 4n π 4n π ⎦ π ⎣n n ⎦
2
= if n is odd
n π2
2
=0 if n is even
nπ x
f ( x )sin
1 c
bn = ∫
c −c c
dx
1 0 ⎛1 ⎞ nπ x 1 1/ 2 ⎛ 1 ⎞ nπ x
= ∫ ⎜
1 / 2 −1 / 2 ⎝ 2
+ x ⎟ sin
⎠ c
dx + ∫ ⎜
1/ 2 0 ⎝ 2
− x ⎟ sin
⎠ 1/ 2
dx
0 ⎛1 ⎞ ⎛1 ⎞
= 2∫ ⎜ + x ⎟ sin 2 n π x dx + 2 ∫ ⎜ − x ⎟ sin 2nπ x dx
⎝
−1 / 2 2
⎠ ⎝2 ⎠
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0
⎡⎛ 1 ⎞⎛ − cos 2 n π x⎞ ⎛ sin 2n π x ⎞⎤
= 2⎢⎜ + x ⎟⎜⎜ ⎟⎟ − (− 1)⎜ − ⎟⎥
⎣⎝ 2 ⎠⎝ 2n π ⎠ ⎝ 4n 2π 2 ⎠⎦ −1 / 2
1/ 2
⎡⎛ 1 ⎞⎛ − cos 2 n π x⎞ ⎛ sin 2n π x ⎞⎤
+ 2⎢⎜ − x ⎟⎜⎜ ⎟⎟ − (− 1)⎜ − ⎟⎥
⎣⎝ 2 ⎠⎝ 2n π ⎠ ⎝ 4n 2π 2 ⎠⎦ 0
⎡ 1 ⎤ ⎡ 1 ⎤
= 2 ⎢− ⎥ + 2⎢ ⎥=0
⎣ 4n π ⎦ ⎣ 4n π ⎦
Substituting the values of a 0 , a1 , a 2 , a3 ...b1 , b2 , b3 .... in (1) we have
Example: Find the Fourier series corresponding to the function f(x) defined in (- 2, 2) as
follows
f ( x ) = 2 in − 2 ≤ x ≤ 0
= x in 0< x<2 f (x )
c ∫−c 2 ⎢⎣ ∫− 2
a0 = f x dx = 2 . dx +
X′ X
1⎡ ⎛x ⎞ ⎤ 1
2
2
−2 O 2
= ⎢[2 x ]− 2 + ⎜⎜ ⎟⎟ ⎥ = [4 + 2] = 3
0
2⎢ ⎝ 2 ⎠ 0 ⎥⎦ 2
⎣
⎛ nπ x ⎞ 1⎡ 0 nπ x nπ x ⎤
f ( x ) cos⎜
1 c 2
an = ∫
c −c ⎝ c ⎠
⎟ dx = ⎢ ∫ 2 cos
2 ⎣ −2 2
dx + ∫ x cos
0 2
dx ⎥
⎦
1⎡ 4 ⎛ nπ x ⎞ ⎤
2
nπ x ⎞ ⎛ 2 nπ x
0
4
= ⎢ ⎜ sin ⎟ + x⎜ sin + 2 2 cos ⎟ ⎥
2 ⎢ nπ ⎝ 2 ⎠ − 2 ⎜⎝ n π 2 nπ 2 ⎟⎠ 0 ⎥
⎣ ⎦
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1⎡ 4 4 ⎤
= ⎢ 2 2 cos n π − 2 2 ⎥ = 2 2 (− 1) − 1
2 ⎣n π nπ ⎦ nπ
2 n
[ ]
4
=− when n is odd
n π2
2
=0 when n is even
nπ x nπ x nπ x
f ( x )sin
1 c 1 0 1 2
bn = ∫
c −c c
dx = ∫ 2 sin
2 −2 c
dx + ∫ x sin
2 0 2
dx
0 2
1⎡ ⎛ 2 n π x ⎞⎤ 1⎡ ⎛ 2 nπ x ⎞ nπ x ⎤
⎟⎟ + (1) 2 2 sin
4
= ⎢2⎜⎜ − cos ⎟⎟⎥ + ⎢ x⎜⎜ − cos ⎥
2 ⎣ ⎝ nπ 2 ⎠⎦ − 2 2 ⎣ ⎝ n π 2 ⎠ nπ 2 ⎦0
1⎡ 4 4 ⎤ 1⎡ 4 4 ⎤ 1⎡ 4 ⎤ 2
= ⎢− + cos nπ ⎥ + ⎢− cos nπ + 2 2 sin nπ ⎥ = ⎢− ⎥=−
2 ⎣ nπ nπ ⎦ 2 ⎣ nπ n π ⎦ 2 ⎣ nπ ⎦ nπ
a0 πx 2π x 3π x
f (x ) = + a1 cos + a 2 cos + a3 cos + ...
2 2 c c
πx 2π x 3π x
+ b1 sin + b2 sin + b3 sin + ...
c c c
3 4 ⎧1 πx 1 3π x ⎫
= − 2 ⎨ 2 cos + 2 cos + ....⎬
2 π ⎩1 2 3 2 ⎭
2 ⎧1 π x 1 2π x 1 3π x ⎫
− ⎨ sin + sin + sin + ...⎬
π ⎩1 2 2 2 3 2 ⎭
Example: Expand f(x) = ex in a cosine series over (0, 1).
Solution: f ( x ) = ex and c =1
2 c 2 1 x
( ) e dx = 2 ( e − 1)
c ∫0 1 ∫0
a0 = f x dx =
nπ x nπ x
f ( x ) cos
2 c 2 1
an = ∫
c 0 c
dx = ∫ e x cos
1 0 1
dx
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1
⎡ ex ⎤ ⎡ x
⎤
= 2⎢ 2 2 (n π sin n π x + cos n π x )⎥ = 2⎢ 2 e2 (n π sin n π + cos n π ) − 2 12 ⎥
⎣n π +1 ⎦0 ⎣n π +1 n π + 1⎦
=
n π
2
2
2
+1
[(− 1) e − 1]n
a0
f (x ) = + a1 cos π x + a 2 cos 2π x + a3 cos 3π x + .....
2
⎡ − e −1 e −1 − e −1 ⎤
e x = e − 1 + 2⎢ 2 cos π x + 2 cos 2π x + 2 cos 3π x + ......⎥
⎣π +1 4π + 1 9π + 1 ⎦
Example: By using the sine series for f(x) = 1 in 0 < x < π show that
π2 1 1 1
= 1+ 2
+ 2 + 2 + ....
8 3 5 7
Solution: sine series is f ( x ) = Σbn sin nx
π
∫ f (x )sin nx dx
2
bn =
π 0
π
2 − cos nx ⎞ −2 −2
(1) sin nx dx = ⎛⎜
2 π
∫ [cos nπ − 1] = ⎡⎣( −1) − 1⎤⎦
n
= ⎟ =
π 0 π ⎝ n ⎠0 nπ nπ
4
= if n is odd
nπ
=0 if n is even
Then, the sine series is
4 4 4 4
1= sin x + sin 3 x + sin 5 x + sin 7 x + ....
π 3π 5π 7π
∫ [ f (x )] dx = 2 [b ]
c c
+ b22 + b32 + b42 + b52 + ....
2 2
1
0
π ⎡⎛ 4 ⎞ ⎛ 4 ⎞ ⎛ 4 ⎞ ⎛ 4 ⎞ ⎤
2 2 2 2
π
∫ (1) dx = ⎢⎜ ⎟ + ⎜ ⎟ + ⎜ ⎟ + ⎜ ⎟ + ....⎥
2
0 2 ⎢⎣⎝ π ⎠ ⎝ 3π ⎠ ⎝ 5π ⎠ ⎝ 7π ⎠ ⎥⎦
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π
⎛ ⎞⎛ ⎞⎡ ⎤
[x]π0 16 1 1 1
= ⎜ ⎟⎜ 2 ⎟ ⎢1 + 2 + 2 + 2 + .....⎥
⎝ 2 ⎠⎝ π ⎠ ⎣ 3 5 7 ⎦
π ⎛ 16 ⎞ ⎡ 1 1 1 ⎤
π= ⎜ 2 ⎟ ⎢1 + 2 + 2 + 2 + .....⎥
2 ⎝ π ⎠⎣ 3 5 7 ⎦
π2 1 1 1
= 1+ + + + .....
8 32 5 2 7 2
Example: Expand
⎧⎪ 0 ( −π < x < 0 )
f ( x) = ⎨ in a Fourier series.
⎪⎩ π − x ( 0 ≤ x < +π )
π π
f (x ) dx = ∫ (π − x ) dx
1 1 0 1
Solution: a0 =
π ∫π
− π ∫−π
0 dx +
π 0
π
1 ⎡ (π − x ) ⎤ π
2
= 0+ ⎢ ⎥ =
π ⎣ − 2 ⎦0 2
π π
f ( x ) cos nxdx (π − x ) cos nx dx
1 1
π ∫π ∫
an = = 0+
− π 0
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3.3 Complex Notation for Fourier series
a0 ∞ ∞
The Fourier series f (x ) = + ∑ a n cos nx + ∑ bn sin nx
2 n =1 n =1
and
c0 =
1
a0 cn =
1
(a n − ibn ) c−n =
1
(a n + ibn ) n = 1, 2,3,...
2 2 2
a 0 = 2c0 a n = (c n + c − n ) bn = i(c n − c − n ) n = 1, 2,3,...
(a) f ( x ) is continuous, − π ≤ x ≤ π ;
(b) f (−π ) = f (π ) ;
(c) f ′( x) is sectionally continuous,
The Fourier series for f ( x ) will converge uniformly. These restrictions do not demand
function (period of 2π ).
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Integration
Term-by-term integration of the series
a0 ∞
f ( x) = + ∑ (a n cos nx + bn sin nx). ................ (a)
2 n =1
x ∞ ∞ x x
x a x a b
yields ∫ f ( x)dx = 0 + ∑ n sin nx − ∑ n cos nx .
n =1 n n =1 n
x0 2 x0 x0 x0
Strictly speaking, Eq. (a) may be a Fourier series; that is , if a0 ≠ 0 , there will be a term
1 x
2
a0 x . However, ∫
x0
f ( x) − 12 a0 x will still be a Fourier series.
Differentiation
The situation regarding differentiation is quite different from that of integration. Consider
the series for
f ( x ) = x, −π < x < π .
We readily find that the Fourier series is
∞
sin nx
x = 2∑ (−1) n +1 , −π < x < π .
n =1 n
∞
Differentiating term by term, we obtain 1 = 2∑ (−1) n +1 cos nx, which is not convergent.
n =1
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For a triangular wave which the convergence is more rapid (and uniform),
π 4 ∞
cos nx
f ( x) =
2
− ∑
π n =1, odd n 2
.
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MCQ (Multiple Choice Questions)
Q1. A Fourier series is defined as an expansion of a function in a series of sines and cosines,
a0 ∞ ∞
such as f (x ) = + ∑ a n cos nx + ∑ bn sin nx
2 n =1 n =1
x =2 π2
+4∑
(− 1)
∞
n
cos nx .
3 n =1 n2
∞
1
Using this one obtain the value of value of ∑n
n =1
2
as
π2 π2
(a) 2π 2 (b) π 2 (c) (d)
3 6
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( −1)
n
l 2 4l 2 ∞
⎛ nπ x ⎞
Q4. The Fourier series expansion of x = + 2
3 π
2
∑
n =1 n 2
cos ⎜
⎝ l ⎠
⎟
1 1 1 1
Then − + − + .... =
12 22 32 42
π2 π2 π2 π2
(a) (b) (c) (d)
8 4 3 12
a0 ∞
Q5. For the Fourier series + ∑ an ( cos nx + bn sin nx ) of the function
2 n =1
⎧1 −1 ≤ x < 0
⎪1
⎪
f ( x) = ⎨ x=0 on [ −1,1]
⎪2
⎪⎩ x 0 < x ≤1
The value of a0 is
3 1
(a) (b) 0 (c) (d) 1
2 2
a0 ∞
Q6. For the Fourier series + ∑ an ( cos nx + bn sin nx ) of the function
2 n =1
π
then the value of is
4
1 1 1 1 1 1
(a) 1 + − + − .... (b) 1 − + − + ....
3 5 7 3 5 7
1 1 1 1 1 1
(c) 1 − + − + .... (d) 1 + − + − ....
2 4 6 2 4 6
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⎧ −π
⎪ −1 −π < x <
2
⎪
⎪ − π π
Q7. The Fourier coefficients bn of the function f ( x ) = ⎨0 <x< is,
⎪ 2 2
⎪ π
⎪1 < x<π
⎩ 2
Q9. The function f(x) = x2, −π < x < π has a Fourier series representation
x = 2 π2
+4∑
(− 1)
∞
n
cos nx .
3 n =1 n2
1
Using this one obtain the value of value of ∑ as
(2n − 1) 2
π2 π2 π2 π2
(a) (b) (c) (d)
6 12 4 3
Q10. The Fourier coefficient bn of the function f ( x ) = x 3 ; − π < x < π is
π ⎡ 6 π2⎤
(b) (− 1) 2⎢ 3 − ⎥
n 2
(a) (c) (d) 0
n ⎣n n ⎦ n
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NAT (Numerical Answer Type)
⎧2 −2 < x < 0
Q11. Consider a periodic function f ( x ) = ⎨ . The Fourier coefficient a0 is
⎩x 0< x<2
_________.
ax
Q12. Consider a periodic function f ( x ) = , where 0 < x < 2π . The Fourier coefficient a n is
2π
_________.
Q13. A periodic function is defined as f ( x ) = 1 + x for the interval 0 ≤ x ≤ 2 . The Fourier
coefficient a0 is ___________.
Q14. Consider a periodic function f ( x ) = x + 1 0 < x < π and Fourier series of f(x) is
a0 nπx nπx
represented by + ∑ (an cos + bn sin ) then b2 is ______________
2 l l
a0 ∞ ax
Q15. Fourier coefficient a n in the Fourier series + ∑( an cos nx + bn sin nx ) of f ( x ) = ,
2 n=1 2π
where 0 < x < 2π is __________.
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MSQ (Multiple Select Questions)
⎧ −π
⎪ −1 −π < x <
2
⎪
⎪ −π π
Q16. Consider the function f ( x ) = ⎨0 <x< .
⎪ 2 2
⎪ π
⎪1 < x<π
⎩ 2
which of the following is true for the Fourier coefficients
2 ( −1) 2 ( −1)
n n
a0
Q17. Fourier series of f ( x ) is represented by + ∑ (an cos nx + bn sin nx) . Which of the
2
⎧ π
⎪1 0 < x < 2
following is true for the Fourier coefficients of period function f ( x ) = ⎨ .
π
⎪0 < x<π
⎩ 2
2 2
(a) a0 = 1 (b) a n = (c) bn = (d) bn = 0
πn πn
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⎧ 2 −2 < x < 0
Q19. Consider a periodic function f ( x ) = ⎨ . The Fourier series of f(x) is
⎩x 0 < x < 2
a0 nπx nπx
represented by + ∑ (an cos + bn sin ) then
2 l l
−4 −2 4
(a) a 0 = 3 (b) a n = (b) bn = (b) a n = −
nπ nπ n π2
2
⎧ 1, − 1 ≤ x < 0
Q20. If f ( x ) = ⎨ , and Fourier series of f(x) is represented
⎩− 2, 0 ≤ x < 1
a0 nπx nπx
by + ∑ (an cos + bn sin ) then which are true for Fourier coefficients?
2 l l
2
(a) a 0 = 0 (b) a n = 0 (b) a0 = −3 (b) bn =
nπ
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Solution
MCQ (Multiple Choice Questions)
Ans. 1: (c)
a0
Solution: Let x + x 2 = + a1 cos x + a 2 cos 2 x + .... + b1 sin x + b2 sin 2 x + ... ---(1)
2
f ( x ) dx = ∫ (x + x )dx
1 π 1 π
a0 = ∫
2
π π − π π −
π
1 ⎡ x2 x3 ⎤ 1 ⎡ π 2 π 3 π 2 π 3 ⎤ 2π 2
= ⎢ + ⎥ = ⎢ + − + ⎥=
π⎣2 3 ⎦ −π π ⎣ 2 3 2 3⎦ 3
( x + x ) cos nx
1 π 1 π
f ( x ) cos nx dx =
π ∫π π∫π
an = 2
dx
− −
π
1⎡ sin nx ⎛ cos nx ⎛ sin nx ⎞ ⎞ ⎤
= ⎢( x + x 2 ) − ( 2 x + 1) ⎜ − + ( 2) ⎜ − 3 ⎟ ⎟⎥
π⎣ n ⎝ n 2
⎝ n ⎠ ⎠ ⎦ −π
bn =
1
π∫π −
π
f (x )sin nx dx =
1
π∫π
(x + x )sin nx dx
−
π
2
π
1⎡ cos nx ⎤
= ⎢(x + x 2 )⎜ −
⎛ cos nx ⎞ ⎛ sin nx ⎞
⎟ − (2 x + 1)⎜ − ⎟+2 3 ⎥
π⎣ ⎝ n ⎠ ⎝ n ⎠
2
n ⎦ −π
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π 2
⎡ 1 1 ⎤
x + x2 = + 4 ⎢ − cos x + 2 cos 2 x − 2 cos 3x + ....⎥
3 ⎣ 2 3 ⎦
⎡ 1 1 ⎤
− 2⎢− sin x + sin 2 x − sin 3x + ....⎥ ---(2)
⎣ 2 3 ⎦
π2 ⎡ 1 1 1 ⎤
Put x = π in (2), π +π 2 = + 4 ⎢1 + 2 + 2 + 2 + ....⎥ ---(3)
3 ⎣ 2 3 4 ⎦
π2 ⎡ 1 1 1 ⎤
Put x = −π , −π + π 2 = + 4 ⎢1 + 2 + 2 + 2 + ....⎥ ---(4)
3 ⎣ 2 3 4 ⎦
2π 2 ⎡ 1 1 1 ⎤
Adding (3) and (4) 2π 2 = + 8⎢1 + 2 + 2 + 2 + ....⎥
3 ⎣ 2 3 4 ⎦
4π 2 ⎡ 1 1 1 ⎤ π2 1 1 1 ∞
1
= 8⎢1 + 2 + 2 + 2 + ....⎥ ⇒ = 1 + 2 + 2 + 2 + .... = ∑ 2 .
3 ⎣ 2 3 4 ⎦ 6 2 3 4 n =1 n
Ans. 2: (a)
[− k (π ) + k (π )] = 0 ,
π
1
(− k )dx + ∫ 1
0
π ∫π
Solution: a 0 = kdx = an = 0
− 0 π
− k (− cos nx ) k (− cos nx )
0 π
1 1 π
( −k ) sin nxdx +
0
bn =
π ∫π
− π ∫
0
k sin nxdx =
π n −π
+
π n 0
k ⎛ 1 − ( −1) ⎞ k ⎛ ( −1)n − 1 ⎞ 2k
n
⎜
π ⎜⎝ n
⎟−
⎟ π
⎜
⎜ n
⎟=
⎟ nπ
1 − ( −1)
n
( )
⎠ ⎝ ⎠
f (x ) =
2k
∑
(1 − (− 1) ) sin nx = 2k ⎡ 2 sin x + 2 sin 3x + 2 sin 5x + .....⎤
∞ n
π n =1 n π ⎢⎣ 1 3 5 ⎥⎦
4k ⎡1 ⎤
f (x ) =
1 1
⎢ sin x + sin 3x + sin 5 x + ....⎥
π ⎣1 3 5 ⎦
Ans. 3: (d)
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Solution: f ( x ) =
π 2 ∞
(− 1)
+ 4∑ 2 cos nx
n
3 n =1 n
π2 ⎡−1 1 −1 1 ⎤
x =
2
+ 4⎢ cos x + 2 cos 2 x + 2 cos 3x + 2 cos 4 x + ....⎥
3 ⎣ 12 2 3 4 ⎦
π2 ⎡ −1 1 −1 1 ⎤
x2 = + 4 ⎢ 2 cos x + 2 cos 2 x + 2 cos 3 x + 2 cos 4 x − ...⎥
3 ⎣1 2 3 4 ⎦
π2
⎡1 1 1 1 ⎤ 2π 2 ∞
1 ∞
1 π2
at x = π , π −2
= 4 ⎢ 2 + 2 + 2 + 2 + ....⎥ ⇒ =∑ 2 ⇒ ∑ =
⎣1 ⎦ 3.4 n =1 n n =1 n
2
3 2 3 4 6
Ans. 4: (d)
Solution: The given Fourier series expansion is
( −1)
n
l 2 4l 2 ∞
⎛ nπ x ⎞
x = + 2
2
3 π
∑
n =1 n 2
cos ⎜
⎝ l ⎠
⎟
( −1)
n
∞
l 2 4l 2
Substitute x = 0 in above equation 0 = + 2
3 π
∑n =1 n2
cos 0
( −1)
n
∞
l 2 4l 2
⇒0= + 2
3 π
∑
n =1 n2
1 4 ⎡ 1 1 1 1 ⎤
⇒0= + ⎢⎣ − 12 + 22 − 32 + 42 − ......⎥⎦
3 π2
1 4 ⎡ 1 1 1 1 ⎤ 1 1 1 1 π2
⇒= + 2 − + − +
⎢ 12 2 2 3 2 4 2 − ...... ⎥ ⇒ 12 − 22 + 32 − 42 + ...... = 12
3 π ⎣ ⎦
Ans. 5: (a)
Solution: The general Fourier series on [ − L, L ] is
+L
a0 ∞ ⎛ nπ x ⎞ ⎛ nπ x ⎞
f ( x) = + ∑ an cos ⎜ ⎟ + bn sin ⎜ ⎟ where a0 = ∫ f ( x ) dx
2 n −1 ⎝ L ⎠ ⎝ L ⎠ −L
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+1 0 1 0 1
1 3
∴ a0 = ∫ f ( x ) dx = ∫ f ( x ) dx + ∫ f ( x ) dx = ∫ 1dx + ∫ xdx =
L −1 −1 0 −1 0
2
Ans. 6: (b)
k ⎛ 1 − ( −1) ⎞ k ⎛ ( −1)n − 1 ⎞ 2k
n
⎜
π ⎜⎝ n
⎟−
⎟ π
⎜
⎜ n
⎟=
⎟ nπ
1 − ( −1)(n
)
⎠ ⎝ ⎠
f (x ) =
2k
∑
(1 − (− 1) ) sin nx = 2k ⎡ 2 sin x + 2 sin 3x + 2 sin 5x + .....⎤
∞ n
π n =1 n π ⎢⎣ 1 3 5 ⎥⎦
4k ⎡1 ⎤
f (x ) =
1 1
⎢ sin x + sin 3x + sin 5 x + ....⎥
π ⎣1 3 5 ⎦
f (x ) π =k
x=
2
4k ⎡ 1 1 1 ⎤ π ⎛ 1 1 1 1 ⎞
k= ⎢1 − + − + .....⎥ ⇒ = ⎜1 − + − + .....⎟
π ⎣ 3 5 7 ⎦ 4 ⎝ 3 5 7 9 ⎠
Ans. 7: (d)
π
−π π
2
1 ⎡ ⎛ −π ⎞ ⎛ π ⎞⎤
Solution: a 0 =
1
∫ (− 1)dx + 1 ∫ 0dx + 1 ∫ (1)dx
2 ⇒ a0 = ⎢ −⎜ + π ⎟ + ⎜ π − ⎟⎥ = 0
π −π π −π ππ π⎣ ⎝ 2 ⎠ ⎝ 2 ⎠⎦
2 2
−π
−π π
1 1 π −1 sin nx 2 1 sin nx
an =
π ∫ −π
2 − cos nxdx + ∫ cos nxdx ⇒ an =
π 2
π
π n −π π n
+
π
2
− 1 ⎛ − 1 ⎞ 1 (− 1)
an = ⎜ ⎟+ =0
π ⎝ n ⎠ π n
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−π
−π π
1 1 π −1 ⎡ − cos nx ⎤ 2 1 ⎡ − cos nx ⎤
bn =
π ∫
−π
2 − sin nxdx + ∫ sin nxdx ⇒ bn =
π 2
π +
π ⎢⎣ n ⎥⎦ −π π ⎢⎣ n ⎥⎦ π
2
−2 ( −1)
n
1 ⎡ 1
− ( −1) ⎤ − ( −1) =
n n
bn =
nπ ⎣ ⎦ nπ nπ
Ans. 8: (b)
[− cos x ]+ [− cos x ]
π
−1
0
1 1 1 π 4
∫π − sin xdx + π ∫ sin xdx =
0
Solution: a 0 = = , bn = 0
π π π −π
π
0
− 0
0 π
1 1
an =
π ∫ − sin x cos nx dx + π ∫ sinx cos nxdx
−π 0
π
−1
0
= ∫ [sin (1 + n )x + sin (1 − n )x]dx + 1 ∫ [sin (1 + n )x + sin (1 − n )x]dx
2π −π 2π 0
= ⎢ − ⎥+ ⎢ − ⎥
2π ⎢⎣ (1 + n ) (1 − n ) −π ⎥
⎦ 2π ⎢
⎣
(1 + n ) (1 − n ) 0 ⎥⎦
= ⎢ + −⎨ + ⎬ ⎥
2π ⎢⎣ (1 + n ) (1 − n ) −π ⎩ (1 + n ) 1 − n ⎭ 0 ⎥⎦
=
1 ⎡ 1
+
1
−
(− 1)1+ n − (− 1)1−n − ⎧ (− 1)1+ n + (− 1)1−n − 1 − 1 ⎫⎤
⎢ ⎨ ⎬⎥
2π ⎢⎣1 + n 1 − n 1 + n 1− n ⎩ 1+ n 1 − n 1 + n 1 − n ⎭⎥⎦
⎡ 2 2(− 1) 2(− 1) ⎤ 1 ⎡1 − (− 1) 1 − (− 1) ⎤
1− n 1− n 1+ n 1− n
1 2
= ⎢ + − − ⎥ = ⎢ + ⎥
2π ⎣1 + n 1 − n 1+ n 1− n ⎦ π ⎣ 1+ n 1− n ⎦
n = 1, 3, 5, 9, ....
1 ⎡1 − (− 1) − n + n(− 1) + 1 − (− 1) + n − n(− 1) ⎤
1+ n 1+ n 1− n 1− n
= ⎢ ⎥
π⎣ 1− n2 ⎦
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=
1
(
π 1− n 2
)
[
2 + (− 1) (n − 1) − (− 1) (n + 1)
1+ n 1− n
]
n = 1 not exist
n=2=
1
[2 + −(1) + 3] = − 4 , n = 3 1 [2 + 2 − 4] = 0 ,
π (1 − 4) 3π π (1 − 9)
n=4=
1
[2 + −(3) + (5)] = − 4
π (1 − 16) 15π
4 ⎡1 ⎤
f (x ) =
2 1
− ⎢ cos 2 x + cos 4 x + ...⎥
π π ⎣3 15 ⎦
Ans. 9: (b)
Solution: f ( x ) =
π2
+ 4∑
∞
(− 1)n cos nx
3 n =1 n2
π2 ⎡−1 1 −1 1 ⎤
x2 = + 4⎢ cos x + 2 cos 2 x + 2 cos 3x + 2 cos 4 x + ....⎥
3 ⎣ 12 2 3 4 ⎦
π2 ⎡ −1 1 −1 1 ⎤
x2 = + 4 ⎢ 2 cos x + 2 cos 2 x + 2 cos 3 x + 2 cos 4 x − ...⎥
3 ⎣1 2 3 4 ⎦
at x = 0
−π 2 ⎡ −1 1 1 1 ⎤
= ⎢ 2 + 2 − 2 + 2 ......⎥
12 ⎣ 1 2 3 4 ⎦
π2 ⎛1 1 1 1 ⎞ 1
⇒ = ⎜ 2 − 2 + 2 − 2 .....⎟ = ∑
12 ⎝ 1 2 3 4 ⎠ (2n − 1) 2
Ans. 10: (b)
π
1 x3 ( − cos nx )
π π ( − cos nx ) dx
Solution: bn = ∫ x sin nx dx = 3
− ∫ 3x 2
π −π πn −π
−π πn
=
−1 3
n
[ 3 π
π (− 1)n + π 3 (− 1)n + ∫ x 2 cos nxdx
n −π
]
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1 ⎡ −2π ( −1) ⎤ 1 ⎡12π ( −1) ⎤ ⎡12(− 1) π 2 2(− 1) ⎤
3 n n n n
= ⎢ ⎥+ ⎢ ⎥ = ⎢ − ⎥
π ⎢⎣ n ⎥⎦ π ⎢⎣ n3 ⎥⎦ ⎣ n
3
n ⎦
⎡ 6 π2⎤
= (− 1)n 2⎢ 3 − ⎥
⎣n n ⎦
Ans. 11: 3
1 0 12 14
Solution: a 0 = ∫ 2dx + ∫ xdx = 2 + =3
2 −2 20 22
Ans. 12: 0
2π 2π
a ⎡ x sin nx ⎤
2π
1 a cos nx a
Solution: a n = ∫0 x cos nxdx = ⎢ + ⎥= [0] = 0
π 2π 2π 2 ⎣⎢ n 0 n2 0 ⎦⎥ 2π
2
Ans. 13: 4
2
Solution: a 0 =
2
∫ (1 + x )dx = 2 + 4 = 4
20 2
Ans. 14: −1
2 ⎡ (− cos nx ) ⎤ 2 (− cos nx ) π
π π
sin nx
Solution: bn = ⎢x + ⎥+
π ⎢⎣ n 0 n2 ⎦ π
0 ⎥ n 0
=−
2π
π n π⎝ n ⎠
[ ]
(− 1)n + 2 ⎛⎜ − 1 ⎞⎟ (− 1)n − 1 = − ( −1)n 2 − 2
n nπ
(( −1) − 1)
n
2⎡ 2⎤
= 1+ n is odd
n ⎢⎣ π ⎥⎦
2
bn = − n is even
n
Ans. 15: 0
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2π 2π
a ⎡ x sin nx cos nx ⎤
2π
1 a a
Solution: a n = ∫ x cos nxdx = 2 ⎢
+ ⎥= [0] = 0
π 2π 0 2π ⎢⎣ n 0 n 2
0 ⎥⎦ 2π 2
−π
−π π
1 1 π −1 sin nx 2 1 sin nx
an =
π ∫−π
2 − cos nxdx + ∫ cos nxdx ⇒ an =
π 2
π
π n −π π n
+
π
2
− 1 ⎛ − 1 ⎞ 1 (− 1)
an = ⎜ ⎟+ =0
π ⎝ n ⎠ π n
−π
−π π
1 1 π −1 ⎡ − cos nx ⎤ 2 1 ⎡ − cos nx ⎤
bn =
π ∫−π
2 − sin nxdx + ∫ sin nxdx ⇒ bn =
π 2
π +
π ⎢⎣ n ⎥⎦ −π π ⎢⎣ n ⎥⎦ π
2
−2 ( −1)
n
1 ⎡ 1
− ( −1) ⎤ − ( −1) =
n n
bn =
nπ ⎣ ⎦ nπ nπ
Ans. 17: (a), (b) and (c)
π
2
2
Solution: a 0 =
π ∫ 1dx = 1
0
π π
2 2
2 sin nx 2 2
a n = ∫ cos nxdx = = for n is odd
π 0 π n 0 πn
π
2 cos nx 2 2
bn = − =
π n 0 πn
Ans. 18: (a), (b) and (c)
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∞ (− 1)
n
π 2
Solution: f ( x ) = + 4 ∑ 2 cos nx
3 n =1 n
π2 ⎡ −1 1 −1 1 ⎤
x2 = + 4 ⎢ cos x + 2 cos 2 x + 2 cos 3 x + 2 cos 4 x + ....⎥
3 ⎣ 12 2 3 4 ⎦
π2 ⎡ −1 1 −1 1 ⎤
x =
2
+ 4 ⎢ 2 cos x + 2 cos 2 x + 2 cos 3 x + 2 cos 4 x − ...⎥
3 ⎣1 2 3 4 ⎦
For x = π
π2 ⎡1 1 1 1 ⎤ 2π 2 ∞
1 ∞
1 π2
π2 − = 4 ⎢ 2 + 2 + 2 + 2 + ....⎥ ⇒ =∑ 2 ⇒ ∑ =
⎣1 ⎦ 3.4 n =1 n n =1 n
2
3 2 3 4 6
−π 2 ⎡ −1 1 1 1 ⎤ π2 ⎛ 1 1 1 1 ⎞
For x = 0 , = ⎢ 2 + 2 − 2 + 2 ......⎥ ⇒ = ⎜ 2 − 2 + 2 − 2 ..... ⎟
12 ⎣ 1 2 3 4 ⎦ 12 ⎝ 1 2 3 4 ⎠
π2 π2 ⎡ 1 1 1 1 ⎤
For x = π / 2 , − = 4⎢− 2 + 2 − 2 + 2 + ....⎥
4 3 ⎣ 2 4 6 8 ⎦
π2 1 1 1 1
= − + − + ...............
48 2 2 4 2 6 2 82
Ans. 19: (a), (c) and (d)
1 0 12 14
Solution: a 0 = ∫ 2dx + ∫ xdx = 2 + =3
2 −2 20 22
⎛ nπx ⎞ ⎛ nπ x ⎞ ⎛ nπ x ⎞
2 0 2
f ( x ) cos⎜
1 1 1
an = ∫
2 −2 ⎝ 2 ⎠
⎟dx = ∫ 2 cos ⎜
2 −2 ⎝ 2 ⎠
⎟ dx + ∫ x cos ⎜
20 ⎝ 2 ⎠
⎟ dx
2
nπ x nπ x nπ x
0 2
x sin
[ ]
sin cos
−4
= (− 1) − 1 2 2 = 2 2
2 1 2 + 1 2 1 n 4
= + for odd n
nπ 2 nπ 2 ⎛ nπ ⎞ 2
2 nπ nπ
2 2 ⎜ ⎟
−2 0 ⎝ 2 ⎠ 0
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2
nπ x ⎛ nπ x ⎞ nπ x
0
−2 2 ( −1) 2 ( −1)
n n
−2 ⎡ 1 −2
1 − ( −1) ⎤ + ( −2 )( −1) =
n n
= + − =
nπ ⎣ ⎦ nπ nπ nπ nπ nπ
Ans. 20: (b), (c) and (d)
1 0 1
1
f ( x ) dx = ∫ 1dx + ∫ − 2dx = −3
1 −∫1
Solution: a0 =
−1 0
1 − (− 1) − (− 1)n − 1
n 2
bn = + =
nπ −1 nπ 0 nπ nπ
=
1
nπ
[ ] [
(− 1)n − 1 − 2 (− 1)n − 1 = − 1 (− 1)n − 1 = 2
nπ nπ nπ
] [ ]
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4. Calculus of Single and Multiple Variables
4.1 Limits
Definition:
The number A is said to be the limit of f ( x ) at x = a if for any arbitrary chosen positive
number ε , however small but not zero, there exists a corresponding number δ greater than zero
such that f ( x) − A < ε
f ( a + 0 ) = lim f ( a + h ) .
h→0
If both right hand and left hand limits of f ( x ) , as x → a , exist and are equal in value, their
f (x )
x →a
(x →a
)(
3. lim[ f ( x ).g ( x )] = lim f ( x ) . lim g ( x ) 4. lim
x→a
) x→a
f ( x ) lim
= x→a
g ( x ) lim g ( x )
x→a
( )
5. lim[kf ( x )] = k lim f ( x ) where k is constant
x →a x→a
6. lim f ( x ) = lim f ( x )
x→a x→a
190
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7. lim[ f ( x )] = lim f ( x )
x→a
p/q
[
p/q
x→a
]
: where p & q are integers
φ ( x) φ′( x)
lim = lim .
x→a ψ ( x ) x→a ψ ′ ( x )
xn − an
3. lim x n = a n ; n∈R 4. lim = na n −1 ; n ∈ N,a > 0
x→a x→a x−a
sin θ θ
5. lim =1 6. lim =1
θ →0 θ θ →0 sin θ
tan θ θ
7. lim =1 8. lim =1
θ →0 θ θ →0 tan θ
sin kθ tan kθ
9. lim =k 10. lim =k
θ →0 θ θ →0 θ
191
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1 − cos x 1 x2
11. lim = 12. lim =2
x →0 x2 2 x →0 1 − cos x
sin mx 0 m 1 − cos kx k 2
13. lim = 14. lim =
x →0 sin nx 0 n x →0 x2 2
15. lim cos x = 1; lim cos x = 0 16. lim sin x = 0; lim sin π / 2 = 1
x →0 x →π / 2 x →0 x →π / 2
a x −1 ex −1
17. lim = log a where a > 0 18. lim =1
x→a x x →a x
log(1 + x ) log a (1 + x )
19. lim = 1; lim = log a e a>0
x→a x x→a x
20. lim(1 + x ) = e; lim(1 + kx ) = ek
1/ x 1/ x
x →0 x →0
⎛ cos ax − cos bx ⎞ b − a ⎛ 1 + ax ⎞
2 2 1/ x
1 1 1
27. lim 2
= 0; lim 2 = 0 28. lim = 0 where k >0
x →∞ x x → −∞ x x →∞ x k
h
⎛ a⎞
36. lim⎜1 + ⎟ = e a
h→∞
⎝ h⎠
192
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4.1.4 Continuity
Definition
f ( x ) is said to be continuous at x = a if R = L = V i.e.,
lim f ( a + h ) = lim f ( a − h ) = f ( a )
h→0 h →0
In case a function is not defined at x = a , i.e. f ( a ) does not exist or in case the R.H .L ≠ L.H .L ,
then we say that the function is discontinuous at x = a . Its graph will show a break at x = a .
Example:
x2 − a2
(i) f ( x ) = is discontinuous at x = a as f ( a ) does not exist.
x−a
1
(ii) f ( x ) = is discontinuous at x = 0 because
1 + 21/ x
1 1
R.H .L = lim = 0 and L.H .L = lim = 1 ⇒ R.H .L ≠ L.H .L
h →0 1 + 21/ h h → 0 1 + 21/ − h
oscillating.
1 − cox
Example: Find the limits lim
x →0 x2
2
⎛x⎞ ⎛ ⎛ x⎞⎞
2sin 2 ⎜ ⎟
1 ⎜ ⎝⎜ 2 ⎠⎟ ⎟
sin
1 − cox ⎝ 2⎠ 1
Solution: lim ⇒ lim = lim ⎜ ⎟ =
x →0 x 2 x → 0 x 2 x → 0 2⎜ x ⎟ 2
⎜ 2 ⎟
⎝ ⎠
ln(1 + x)
Example: Find the limit lim
x →∞ 3x − 1
⎡ ln(1 + x) x ⎤ 1
Solution: ⇒ lim ⎢ . x ⎥=
x →∞ ⎣ x 3 − 1 ⎦ ln 3
193
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x
⎛ 1 ⎞
Example: Find the limit lim ⎜1 + 2 ⎟
x→∞ ⎝ x ⎠
1
⎡⎛x
1 ⎞ ⎤
x2 x
⎛ 1 ⎞
lim ⎜1 + 2 ⎟ ⇒ lim ⎢⎜1 + 2 ⎟ ⎥ = e0 = 1
x→∞ ⎝ x ⎠ x→∞ ⎢⎝ x ⎠ ⎥
⎣ ⎦
Example: Let the function f ( x ) be defined by
⎪⎧e , x is rational ⎪⎫
x
f ( x ) = ⎨ 1− x ⎬
⎩⎪e , x is irrational ⎭⎪
Ans. (d)
Solution: f ( x ) will be continuous at those points only where rational and irrational values
coincide
e
i.e. e x = e1− x ⇒ e x = . So f ( x ) is continuous at x = 1/ 2 only.
ex
n 1
Example Find the value of lim ∑ is
n →∞ k =1
n + kn
2
n 1 1 n 1
Solution: lim ∑ = lim ∑
n →∞ k =1 n 2 + kn n→∞ n k =1 1 + k
n
1
1+ x
= ∫0
1 1
1+ x
dx =
1/ 2 0
=2 ( 2 −1 )
194
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4.2 Differentiability
Definition
f ( x ) is said to be differentiable at x = a if R′ = L′ i.e,
f (a + h) − f (a) f (a − h) − f (a)
lim = lim
h →0 h h →0 −h
⎧⎪− xe − x ; x < 0
2
g ( x) = ⎨
− x2
⎪⎩ xe ; x > 0
2
( x −h)
Left hand Limit lim g ( x − h ) = − ( x − h ) e
h→0
2
( x+h)
Right hand Limit lim g ( x + h ) = ( x + h ) e ⇒ lim g ( x − h ) ≠ lim g ( x + h )
h→0 h →0 h →o
x
Example: Differentiate y =
1+ x
dx d (1 + x)
(1 + x) −x
dy dx dx = 1
Solution: =
dx (1 + x) 2
(1 + x)2
( )
d sin x d sin x d sin x d x 1 −1/ 2 1 −1/ 2
Solution: = . . ⇒ sin x cos x x
dx d sin x d x dx 2 2
195
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4.2.1 Tangents and Normal
Tangent at ( x, y ) to y = f ( x )
Let y = f ( x ) be a given curve and P ( x, y ) and Q( x + δx, y + δy ) be two
neighbouring points on it. Equation of the line PQ is
y + δy − y
Y−y= ( X − x ) or Y − y = δy ( X − x ) (x + δx, y + δy )
Q
x + δx − x δx
This line will be tangent to the given curve at P if Q → P which in tern
δy dy P ( x, y )
means that δx → 0 and we know that lim δx →0 =
δx dx
The normal at ( x, y ) being perpendicular to tangent will have its slope as − 1 and hence its
dy
dx
−1
equation is Y − y = (X − x)
dy dx
Geometrical meaning of dy dx
dy dx represents the slope of the tangent to the given curve y = f ( x ) at any point ( x, y )
dy
∴ = tanψ
dx
where ψ is the angle which the tangent to the curve makes with +ve direction of x-axis. In case
⎛ dy ⎞
we are to find the tangent at any point (x1 , y1 ) then ⎜ ⎟ at (x1 , y1 ) will
dy
i.e. the value of
⎝ dx ⎠ ( x1 , y1 ) dx
represent the slope of the tangent and hence its equation in this case will be
⎛ dy ⎞
y − y1 = ⎜ ⎟ (x − x1 )
⎝ dx ⎠ ( x1 , y1 )
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−1
Normal y − y1 = (x − x1 )
(dy dx )( x1 , y1 )
4.2.2 Condition for tangent to be parallel or perpendicular to x-axis
dy
If tangent is parallel to x-axis or normal is perpendicular to x-axis then =0
dx
If tangent is perpendicular to x-axis or normal is parallel to x-axis then
dy dx
= ∞ or =0
dx dy
4.2.3 Maxima and Minima
For the function y = f ( x ) at the maximum as well as minimum point the tangent is parallel to x-
axis so that its slope is zero.
dy dy
Calculate = 0 and solve for x. Suppose one root of = 0 is at x = a .
dx dx
d2y
If 2 = −ve for x = a , then maximum at x = a .
d x
d2y
If = + ve for x = a , then minimum at x = a .
d 2x
d2y d3y
If = 0 at x = a , then find .
d 2x d 3x
d3y
If ≠ 0 at x = a , neither maximum nor minimum at x = a .
d 3x
d3y d4y
If = 0 at x = a , then find .
d 3x d 4x
d4y d4y
If > 0 i.e +ve at x = a , then y is minimum at x = a and if < 0 i.e -ve at x = a , then y is
d 4x d 4x
maximum at x = a and so on.
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4.3 Partial Differentiation
If a derivative of function of several independent variable be found with respect to any one of
them, keeping the others as constants it is said to be partial derivative .the operation of finding
the partial derivative of function of more than one independent variable is called partial
differentiation.
∂u ∂u
If u = f ( x, y ) then ≡ f x and ≡ fy
∂x ∂y
∂ ⎛ ∂u ⎞ ∂ 2u ∂ ⎛ ∂u ⎞ ∂ 2u
We call ⎜ ⎟ ≡ ≡ f and ⎜ ⎟≡ ≡ f yy ,
∂x ⎝ ∂x ⎠ ∂x 2 ∂y ⎝ ∂y ⎠ ∂y 2
xx
∂ ⎛ ∂u ⎞ ∂ 2u ∂ ⎛ ∂u ⎞ ∂ 2u
⎜ ⎟ ≡ ≡ f and ⎜ ⎟≡ ≡ f yx it is given that f xy = f yx
∂x ⎝ ∂y ⎠ ∂x∂y ∂y ⎝ ∂x ⎠ ∂y∂x
xy
du ∂u dx ∂u dy
Total derivative u = f ( x, y ) x = φ (t ) and y = ψ (t ) then = . + .
dt ∂x dt ∂y dt
Differentiation of implicit functions f ( x, y ) = c be an implicit relation between x and y which
defines as a differential function of x then
∂f
df ∂f ∂f dy dy
0= = + . ⇒ = − ∂x
dx ∂x ∂x dx dx ∂f
∂y
Change in variable u = f ( x, y ) x = φ ( s, t ) y = φ ( s, t )
∂u ∂u ∂x ∂u ∂y ∂u ∂u ∂x ∂u ∂y
= . + . and = . + .
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t
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4.3.2 Maxima and Minima (of function of two independent variables)
The necessary condition that f ( x, y ) should have maximum or minimum at x = a, y = b is that
∂f ∂f
= 0, and =0
∂x x=a ∂y x=a
y =b y =b
(
Example: For what values of x and y , does the integral ∫x 6 − t − t 2 dt attain its maximum?
y
)
(
Solution: I ( x, y ) orf ( x, y ) = ∫x 6 − t − t 2 dt
y
)
( )
f x = − 6 − x − x 2 = x 2 + x − 6 = ( x + 3)( x − 2 ) , f y = 6 − y − y 2 = − ( y + 3)( y − 2 )
f x = 0 ⇒ x = 2, − 3 , f y = 0 ⇒ y = 2, − 3
f xx = 2 x + 1 , f yy = −2 y − 1 , f xy = 0
f xx f yy − ( f xy ) = − ( 2 x + 1)( 2 y + 1)
2
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⎛ ∂x ⎞ ⎛ ∂y ⎞ ⎛ ∂z ⎞
Example: If z = z ( x, y ) then prove that ⎜ ⎟ ⎜ ⎟ ⎜ ⎟ = −1
⎝ ∂y ⎠ z ⎝ ∂z ⎠ x ⎝ ∂x ⎠ y
⎛ ∂z ⎞ ⎛ ∂z ⎞ ⎛ ∂y ⎞ ⎛ ∂y ⎞
Solution: dz = ⎜ ⎟ dx + ⎜ ⎟ dy , dy = ⎜ ⎟ dx + ⎜ ⎟ dz
⎝ ∂x ⎠ y ⎝ ∂y ⎠ x ⎝ ∂x ⎠ z ⎝ ∂z ⎠ x
⎛ ∂z ⎞ ⎛ ∂z ⎞ ⎧⎛ ∂y ⎞ ⎛ ∂y ⎞ ⎫
dz = ⎜ ⎟ dx + ⎜ ⎟ ⎨⎜ ⎟ dx + ⎜ ⎟ dz ⎬
⎝ ∂x ⎠ y ⎝ ∂y ⎠ x ⎩⎝ ∂x ⎠ z ⎝ ∂z ⎠ x ⎭
⎛ ∂z ⎞ ⎛ ∂y ⎞ ⎛ ∂z ⎞ ⎛ ∂z ⎞ ⎛ ∂y ⎞
I = ⎜ ⎟ ⎜ ⎟ and ⎜ ⎟ + ⎜ ⎟ ⎜ ⎟ = 0
⎝ ∂y ⎠ x ⎝ ∂z ⎠ y ⎝ ∂x ⎠ y ⎝ ∂y ⎠ x ⎝ ∂x ⎠ z
⎛ ∂x ⎞ ⎛ ∂y ⎞ ⎛ ∂z ⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟ = −1
⎝ ∂y ⎠ z ⎝ ∂z ⎠ x ⎝ ∂x ⎠ y
Example: Find the first and second partial derivatives of z = x 3 + y 3 − 3axy and prove that
∂2 z ∂2 z
=
∂x∂y ∂x∂y
∂2 z ∂ ∂2 z ∂
Also = ( 3 x 2
− 3ay ) = 6 x , and = ( 3 x 2 − 3ay ) = −3a
∂x 2
∂x ∂x∂y ∂y
∂2 z ∂ ∂2 z ∂
∂y 2
=
∂y
( 3 y 2
− 3ax ) = 6 x and = ( 3 y 2 − 3ax ) = −3a
∂x∂y ∂x
∂2 z ∂2 z
We observe that =
∂x∂y ∂x∂y
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y x
Example: If u = x 2 tan −1 − y 2 tan −1 ,
x y
∂ 2u x2 − y2 ∂ 2u ∂ 2u
Show that = 2 and =
∂x∂y x + y 2 ∂x∂y ∂y∂x
∂u 1 1 ⎧⎪ −1 x 1 ⎛ − x ⎞ ⎫⎪
Solution: We have = x2 ⋅ − ⎨ 2 y tan + y 2
⋅ 2 ⎜ ⎟⎬
∂y 1 + ( y / x ) x ⎪⎩ 1 + ( x / y ) ⎝ y ⎠ ⎪⎭
2
y
x2 −1 x xy 2 x
= 3 − 2 y tan + = x − 2 y tan −1
x +y 3
y x +y 2 2
y
∂ 2u ∂ ⎧ x⎫ 1 1 2 y2 x2 − y2
∴ = ⎨ x − 2 y tan −1 ⎬ = 1− 2 y ⋅ = 1− 2 =
∂x∂y ∂x ⎩ 1+ ( x / y) y x + y 2 x2 + y 2
2
y⎭
∂u y
Similarly, = 2 x tan −1 − y
∂x x
∂ 2u ∂ ⎧ −1 y ⎫ x −y
2 2
and = ⎨2 x tan − y⎬ = 2 . Hence the result
∂y∂x ∂y ⎩ x ⎭ x +y
2
∂2 z 2 ∂ z
2
= c
∂t 2 ∂x 2
Solution: We have
∂z ∂ ∂
= f ′ ( x + ct ) ⋅ ( x + ct ) + φ ′ ( x − ct ) ( x − ct ) = f ′ ( x + ct ) + φ ′ ( x − ct )
∂x ∂x ∂x
∂2 z
and = f ′′ ( x + ct ) + φ ′′ ( x − ct ) (i)
∂x 2
∂z ∂ ∂
Again = f ′ ( x + ct ) ( x + ct ) + φ ′ ( x − ct ) ( x − ct ) = cf ′ ( x − ct ) − cφ ′ ( x − ct )
∂t ∂t ∂t
∂2 z
and = c 2 f ′′ ( x + ct ) + c 2φ ′′ ( x − ct ) = c 2 ⎡⎣ f ′′ ( x + ct ) + φ ′′ ( x − ct ) ⎤⎦ (ii)
∂t 2
∂2 z 2 ∂ z
2
From (i) and (ii), it follows that = c .
∂t 2 ∂x 2
This is an important partial differential equation, known as wave equation.
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2
⎛ ∂ ∂ ∂ ⎞ −9
(
Example: If u = log x + y + z − 3xyz , show that ⎜ + + ⎟ u =
3 3 3
)
⎝ ∂x ∂y ∂z ⎠ ( x + y + z)
2
∂u 3 x 2 − 3 yz ∂u 3 y 2 − 3 zx ∂u 3z 2 − 3xy
Solution: we have = 3 , = , =
∂x x + y 3 + z 3 − 3 xyz ∂y x 3 + y 3 + z 3 − 3 xyz ∂z x 3 + y 3 + z 3 − 3 xyz
∂u ∂u ∂u 3 ( x + y + z − xy − yz − zx )
2 2 2
∴ + + =
∂x ∂y ∂z x 3 + y 3 + z 3 − 3xyz
=
(
3 x 2 + y 2 + z 2 − xy − yz − zx ) =
3
( x + y + z)( x 2
+ y + z − xy − yz − zx )
2 2
x+ y+ z
2
⎛ ∂ ∂ ∂ ⎞ ⎛ ∂ ∂ ∂ ⎞⎛ ∂u ∂u ∂u ⎞ ⎛ ∂ ∂ ∂ ⎞ ⎛ 3 ⎞
Now ⎜ + + ⎟ u = ⎜ + + ⎟⎜ + + ⎟=⎜ + + ⎟=⎜ ⎟
⎝ ∂x ∂y ∂z ⎠ ⎝ ∂x ∂y ∂z ⎠⎝ ∂x ∂y ∂z ⎠ ⎝ ∂x ∂y ∂z ⎠ ⎝ x + y + z ⎠
3 3 3 9
=− − − =−
( x + y + z)
2
( x + y + z)
2
( x + y + z ) ( x + y + z )2
Example: If u = f ( r ) and x = r cos θ , y = r sin θ , prove that
∂ 2u ∂ 2u 1
+ 2 = f ′′ ( r ) + f ′ ( r )
∂x 2
∂y r
∂u ∂r ∂ 2u ⎛ ∂r ⎞ ∂2r
2
∂ 2u ∂ 2u ⎡⎛ ∂r ⎞ 2 ⎛ ∂r ⎞2 ⎤ ⎡ ∂2r ∂2r ⎤
∴ + = f ′′ ( r ) . ⎢ ⎜ ⎟ ⎜ ⎟ + ⎥ + f ′ ( r ) ⎢ 2 + 2⎥
∂x 2 ∂y 2 ⎢⎣⎝ ∂x ⎠ ⎝ ∂y ⎠ ⎥⎦ ⎣ ∂x ∂y ⎦
∂r ∂r 1
now to find , etc, we write r = ( x 2 + y 2 ) 2
∂x ∂y
∂r x2
−1 r.1 − x. r−
∂r 1 2 ∂r 2 2
= (x + y ) ∂x = r = y
x
2 2
.2 x = and =
∂x 2 r ∂x 2 r2 r2 r3
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∂r y ∂ r x
2 2
Similarly, = and 2 = 3
∂y x ∂y r
∂r
Substituting the values of etc. in (i), we get
∂x
∂ 2u ∂ 2u ⎡ x2 y 2 ⎤ ⎡ y2 x2 ⎤ 1
+ = f ′′ ( ) ⎢ 2 2 ⎥ ( ) ⎢ 3 + 3 ⎥ = f ′′ ( r ) + f ′ ( r )
r + + f ′ r
∂x 2
∂y 2
⎣r r ⎦ ⎣r r ⎦ r
∂u
Example: Show that x + y
∂u
= 2u log u where log u =
( x3 + y 3 )
∂x ∂y ( 3x + 4 y )
3
⎛ y⎞
1+ ⎜ ⎟
x +y
3 3
⎝x⎠
Solution: Since z = log u = = x2 .
3x + 4 y ⎛ y⎞
3 + 4⎜ ⎟
⎝x⎠
∴ z is a homogeneous function of degree 2 in x and y .
By Euler’s theorem, we get
∂z ∂z
x +y = 2z (i)
∂x ∂y
∂z 1 ∂u ∂z 1 ∂u
But = and =
∂x u ∂x ∂y u ∂y
Hence (i) becomes
1 ∂u 1 ∂u ∂u ∂u
x. + y. = 2 log u or x +y = 2u log u
u ∂x u ∂y ∂x ∂y
Example: If z is a homogeneous function of degree n in x and y , show that
∂2 z ∂2 z 2 ∂ z
2
x2 + 2 xy + y = n ( n − 1) z
∂x 2 ∂x∂y ∂z 2
∂z ∂z
Solution: By Euler’s theorem, x + y = nz (i)
∂x ∂y
∂ 2 z ∂z ∂2 z ∂z
Differentiating (i) partially w.r.t. x , we get x 2 + + y =n
∂x ∂x ∂x∂y ∂x
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∂ z
2
∂ z
2
∂z
x 2+y = ( n − 1) (ii)
∂y ∂x∂y ∂y
∂ 2 z ∂z ∂2 z ∂z
Again differentiating (i) partially w.r.t. y , we get x + +y 2 =n
∂y∂x ∂y ∂y ∂y
∂2 z ∂2 z ∂z
x + y 2 = ( n − 1) (iii)
∂x∂y ∂y ∂y
Multiplying (ii) by x and (iii) by y and adding, we get
∂2 z ∂2 z 2 ∂ z
2
⎛ ∂z ∂z ⎞
x2 + 2 xy + y = ( n − 1) ⎜ x + y ⎟ = n ( n − 1) z (By (i))
∂x 2
∂x∂y ∂y 2
⎝ ∂x ∂y ⎠
⎛x⎞ du
Example: Given u = sin ⎜ ⎟ , x = et and y = t 2 , find as a function of t. verify your result by
⎝ y⎠ dt
direct substitution.
du ∂u dx ∂u dy ⎛ x⎞1 t ⎛ x ⎞⎛ x ⎞
Solution: We have = . + . = ⎜ cos ⎟ .e + ⎜ cos ⎟⎜ − ⎟ 2t
dt ∂x dt ∂y dt ⎝ y⎠ y ⎝ y ⎠⎝ y 2 ⎠
⎛ et ⎞ et ⎛ et ⎞ e t ⎧ ( t − 2 ) ⎫ t ⎛ et ⎞
= cos ⎜ 2 ⎟ 2
. − 2 cos . =
⎜ 2⎟ 3 ⎨ 3 ⎬ e cos ⎜ 2⎟
⎝t ⎠ t ⎝t ⎠ t ⎩ t ⎭ ⎝t ⎠
⎛x⎞ ⎛ et ⎞
Also u = sin ⎜ ⎟ = sin ⎜ 2 ⎟
⎝ y⎠ ⎝t ⎠
du ⎛ et ⎞ t 2 et − et .2t t − 2 t ⎛ et ⎞
∴ = cos ⎜ 2 ⎟ . 4
= 3
e cos ⎜ 2 ⎟ as before
dt ⎝t ⎠ t t ⎝t ⎠
Example: If x increases at the rate of 2 cm / sec at the instant when x = 3 cm . and .., at what
rate must y be changing in order that the function 2 xy − 3x 2 y shall be neither increasing nor
decreasing?
Solution: Let u = 2 xy − 3x 2 y , so that
du ∂u dx ∂u dy
= . + . = ( 2 y − 6 xy ) + ( 2 x − 3 x 2 )
dx dy
(i)
dt ∂x dt ∂y dt dt dt
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dx du
when x = 3 and y = 1, = 2 , and u is neither increasing nor decreasing ,i.e., =0
dt dt
dy
∴ (i) becomes 0 = ( 2 − 6 × 3) 2 + ( 2 × 3 − 3 × 9 )
dt
dy 32 32
or =− cm / sec . Thus y is decresing at the rate of cm / sec .
dt 21 21
Example: If u = F ( x − y, y − z , z − x ) prove that
∂u ∂u ∂u
+ + =0
∂x ∂y ∂z
∂u ∂u ∂r ∂u ∂s ∂u ∂t
∴ = . + . + .
∂x ∂r ∂x ∂s ∂x ∂t ∂x
∂u ∂x ∂u ∂u ∂u
= . (1) + . ( 0 ) + . ( −1) = − (i)
∂r ∂s ∂t ∂r ∂t
∂u ∂u ∂r ∂u ∂s ∂u ∂t ∂u ∂u
Similarly, = . + . + . =− + (ii0
∂y ∂r ∂y ∂s ∂y ∂t ∂y ∂r ∂s
∂u ∂u ∂r ∂u ∂s ∂u ∂t ∂u ∂u
= . + . + . =− + (iii)
∂z ∂r ∂z ∂s ∂z ∂t ∂z ∂s ∂t
Adding (i), (ii) and (iii), we get the required result.
4.4 Jacobian
If u and v are two function of two independent variable x and y then the determinant
∂u ∂u
∂x ∂v
J= is called the Jacobian of u and v with respect to of x and y which is written as
∂v ∂v
∂x ∂y
∂ (u, v) ⎛ u, v ⎞
or J ⎜ ⎟ similarly for
∂ ( x, y ) ⎝ x, y ⎠
: If u v and w are two function of two independent variable x , y and z then the determinant
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∂u ∂u ∂u
∂x ∂y ∂z
∂v ∂v ∂v
J= is called the Jacobian of u , v and w with respect to of x , y z which is
∂x ∂y ∂z
∂w ∂w ∂w
∂x ∂y ∂z
∂ (u, v, w) ⎛ u , v, w ⎞
written as or J ⎜ ⎟
∂ ( x, y , z ) ⎝ x, y , z ⎠
4.4.1 Properties of Jacobian
∂ (u, v, w) ∂ ( x, y , z )
1. If J = and J ' = then J .J ' = 1
∂ ( x, y , z ) ∂ (u, v, w)
∂ ( u, v ) ∂ ( u, v ) ∂ ( r , s )
= .
∂ ( x, y ) ∂ ( r , s ) ∂ ( x, y )
equations such as
f1 (u1 , u2 , u3 , x1 , x2 , x3 ) = 0 f 2 (u1 , u2 , u3 , x1 , x2 , x3 ) = 0 f3 (u1 , u2 , u3 , x1 , x2 , x3 ) = 0 then
∂ (u1 , u2 , u3 ) ∂ ( f1 , f 2 , f3 ) ∂ ( f1 , f 2 , f3 )
= ( −1)3 /
∂ ( x1 , x2 , x3 ) ∂ ( x1 , x2 , x3 ) ∂ (u1 , u2 , u3 )
⎡ ∂ (u , u , u ) ⎤
existence of a functional relationship of the form f1 (u1 , u2 , u3 ) = 0 is J ⎢ 1 2 3 ⎥ = 0
⎣ ∂ ( x1 , x2 , x3 ) ⎦
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⎛ ∂ ( x, y ) ⎞
Example: In a polar coordinates x = r cos θ y = r cos θ then find J ⎜ ⎟ ,
⎝ ∂ (r , θ ) ⎠
∂x ∂y ∂x ∂y
= cos θ , = sin θ , = − r sin θ , = r cos θ
∂r ∂r ∂θ ∂θ
∂x ∂x
∂r ∂θ cos θ −r sin θ
J= ⇒ =r
∂y ∂y sin θ r cos θ
∂r ∂θ
x2 x3 xx xx ⎡ ∂( y , y , y ) ⎤
Example: y1 = , y2 = 3 1 , y3 = 1 2 find the J ⎢ 1 2 3 ⎥
x1 x2 x3 ⎣ ∂ ( x1 , x2 , x3 ) ⎦
− x2 x3 x3 x1 x1 x3 −1 1 1
1 x12 x22 x32
x2 x3 − x3 x1 x1 x2 = − 2 2 2 1 −1 1 = 4
x12 x22 x32 x1 x2 x3
x2 x3 x3 x1 − x1 x2 1 1 −1
∂ (u, v)
Example: u = x 2 − y 2 , v = 2 xy x = r cos θ , y = r sin θ find
∂ (r ,θ )
∂ (u , v) ∂ (u, v) ∂ ( x, y )
Solution: Use the formula = ×
∂ ( r , θ ) ∂ ( x, y ) ∂ ( r , θ )
∂u ∂u
∂ ( u , v ) ∂x ∂v 2 x −2 y
= = = 4( x 2 + y 2 )
∂ ( x, y ) ∂v ∂v 2 y 2 x
∂x ∂y
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∂x ∂x
∂r ∂θ cos θ −r sin θ
J= ⇒ =r
∂y ∂y sin θ r cos θ
∂r ∂θ
∂ (u , v) ∂ (u, v) ∂ ( x, y )
= × = ( x 2 + y 2 ) × r = 4r 3 (where x = r cos θ , y = r sin θ )
∂ ( r , θ ) ∂ ( x, y ) ∂ ( r , θ )
∂ ( x, y , z )
Example: u = xyz , v = x 2 + y 2 + z 2 , w = x + y + z find
∂ (u, v, w)
Solution: We are using property three
f1 = u − xyz, f 2 = v − x 2 − y 2 − z 2 , f3 = w − x − y − z
∂ ( x, y , z ) ∂ ( f1 , f 2 , f3 ) ∂ ( f1 , f 2 , f3 )
= (−1)3 /
∂ (u, v, w) ∂ (u, v, z ) ∂ ( x, y , z )
∂f1 ∂f1 ∂f1
∂x ∂y ∂z
− yz − xz − xy
∂ ( f1 , f 2 , f3 ) ∂f 2 ∂f 2 ∂f 2
=J= = −2 x −2 y −2 z ⇒ −2( x − y )( y − z )( z − x )
∂ ( x, y , z ) ∂x ∂y ∂z
−1 −1 −1
∂f3 ∂f3 ∂f3
∂x ∂y ∂z
1 0 0
∂ ( f1 , f 2 , f3 )
= 0 1 0 =1
∂ (u, v, w)
0 0 1
∂ ( f1 , f 2 , f3 )
= (−1)3 .1/ 2( x − y )( y − z )( z − x)
∂ ( x, y , z )
4.5 Taylor’s Series and Maclaurine Series Expansion
If a function f is such that f n −1 is continuous in [ a, a + h ] and derivative in ]a, a + h[ then their
h 2 '' h n −1 n −1 hn
f ( a + h) = f (a ) + hf ' ( a ) + f ( a )...... + f (a) + (1 − θ ) n −1 f n ( a + θ h)
2 n n −1
One can also write Taylor expansion by putting a + h = x
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( x − a ) ''
2
( x − a ) n −1 n −1
f ( x) = f (a) + ( x − a) f ' (a) + f ( a )...... + f (a)
2 n
( x − a )n n−1 ( x − a)n
+ f (a) + f n (ξ )
n −1 n
hn
The ( n + 1)th term of the expansion is (1 − θ )n −1 f n (a + θ h)
n −1
4.5.1 Maclaurine’s Development
Changing a to 0 and h to x one will get
x 2 '' x n −1 n −1 xn
f ( x) = f (0) + xf ' (0) + f (0)....... + f (0) + f n (ξ )
2 n −1 n
Example: In the Taylor series expansion of exp x + sin( x ) about x = π then what is coefficient
of ( x − π ) 2 .
Solution: Taylor series about x = π
( x − π ) 2 '' ( x − π ) n −1 n−1 ( x − π )n n−1
f ( x) = f (π ) + ( x − π ) f ' (π ) + f (π )...... + f (π ) + f (π )
2 n n −1
f ( x ) = exp x + sin( x )
f (π ) = exp π + sin(π ) = exp π
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Example: Expand Maclaurin’s series expand of tan x up to x 3
Solution: f ( x) = tan x ⇒ f (0) = 0
x 2 '' x3 ''' x n −1 n −1 xn
f ( x) = f (0) + xf ' (0) + f (0) + f (0)....... + f (0) + f n (ξ )
2 3 n −1 n
x2 x3 x3
tan x = 0 + x.1 + 0. +2 ⇒ x+
2 3 3
Some Important Maclaurin’s Expansions
x3 x5 x3 x5
1. sin x = x − + − ......... 2. sinh x = x + + + .........
3! 5! 3! 5!
x2 x4 x2 x4
3. cos x = 1 − + − ......... 4. cosh x = 1 + + + .........
2! 4! 2! 4!
1 2
5. tan x = x + x 3 + x 5 + .........
3 15
2
x x3 x 2 x3
6. ex = 1+ x + + + ......... 7. e − x = 1 − x + − + .........
2! 3! 2! 3!
x 2 x3 x 4
8. log e (1 + x ) = x − + − ....., if x < 1
2 3 4
⎧ x 2 x3 x 4 ⎫
9. log e (1 − x ) = − ⎨ x + + + .....⎬
⎩ 2 3 4 ⎭
Example: Expand exp(sin x ) by maclaurin series upto the term containing x 4
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⎛ ⎞ 1⎛ 2 x ⎞ 1 3
( )
3 3
x 1 4 x2 x4
= 1 + ⎜ x − + .... ⎟ + ⎜ x − + .... ⎟ + x − ... + x = 1+ x + −
⎝ 6 ⎠ 2⎝ 3 ⎠ 6 24 2 8
f ( x, y ) = f ( a, b) + ⎡⎣ ( x − a ) f x (a, b) + ( y − b) f y ( a, b) ⎤⎦
1⎡
( x − a ) f xx ( a, b) + 2( x − a )( y − b) f xy ( a, b) + ( y − b) 2 f yy (a, b) ⎤ + ....
2
+
2⎣ ⎦
1 2
f ( x, y ) = f (0, 0) + ⎡⎣ xf x (0, 0) + yf y (0, 0) ⎤⎦ + ⎡ x f xx (0, 0) + 2 xybf xy (0, 0) + y 2 f yy (0, 0) ⎤ + ....
2⎣ ⎦
Example: Expand e x log(1 + y ) upto powers of x and y upto term of two degree.
ex
f x ( x, y ) = e x log(1 + y ) ⇒ f x (0, 0) = 0, f y ( x, y ) = ⇒ f y (0, 0) = 1
1+ y
ex
f xx ( x, y ) = e x log(1 + y ) ⇒ f xx (0, 0) = 0, f xy ( x, y ) = ⇒ f xy (0, 0) = 1
1+ y
ex
f yy ( x, y ) = − ⇒ f yy (0, 0) = −1
(1 + y ) 2
1 2 1 2
e x log(1 + y ) = y + xy − y + ( x y − xy 2 )......
2 2
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MCQ (Multiple Choice Questions)
1
Q1. f ( x) = (1 + 3 x) 3 when ≠ 0 f (0) = e3 is continuous for x = 0
1 1 3
(a) 0 (b) (c) (d)
8 4 8
⎪⎧ x ⎪⎫
Q3. If Y = ⎨ x ∈ R ⎬ , then the set of all limit points of Y is
⎩⎪1 + x ⎭⎪
(a) ( −1,1) (b) (−1,1] (c) [ 0,1] (d) [1,1]
⎧ m ⎛ 1 ⎞
⎪ x sin ⎜ n ⎟, x≠0
Q4. For m, n ∈ N , define f m, n ( x ) = ⎨ ⎝x ⎠
⎪0, x=0
⎩
Then, at x = 0, f m ,n is
(a)
1
2a
sin a 2( ) (b)
1
2a
( )
cos a 2
(c) −
1
2a
( )
sin a 2 (d) −
1
2a
( )
cos a 2
x
x
Q6. Let f : R → R be a continuous function. If ∫ f ( 2t ) dt = sin (π x ) for all x ∈ R , then f ( 2 ) is
0 π
equal to
(a) −1 (b) 0 (c) 1 (d)
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Let f ( x ) = ( x − 2 ) ( x + 5 ) . Then
17 24
Q7.
⎧ x3
⎪ if ( x, y ) ≠ ( 0, 0 )
f ( x, y ) = ⎨ x 2 + y 4
⎪ 0 if ( x, y ) = ( 0, 0 )
⎩
then
(a) f x ( 0, 0 ) = 0 and f y ( 0, 0 ) = 0 (b) f x ( 0, 0 ) = 1 and f y ( 0, 0 ) = 0
Q9. Which of the following statements holds regarding the continuity and the existence of partial
derivatives of f at ( 0, 0 ) ?
(d) One partial derivatives of f does NOT exist at ( 0, 0 ) and f is NOT continuous at ( 0, 0 )
∂2 f
Q10. Let f = y x then the value of at x = 2, y = 1 is
∂x∂y
1
(a) 0 (b) ln 2 (c) 1 (d)
ln 2
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∂f ∂f ∂f ∂f
(a) x ( x , y ) − y ( x, y ) = 0 (b) x ( x, y ) + y ( x, y ) = 0
∂x ∂y ∂x ∂y
∂f ∂f ∂f ∂f
(c) y ( x, y ) − x ( x, y ) = 0 (d) y ( x , y ) + x ( x, y ) = 0
∂x ∂y ∂x ∂y
Q13. The work done by the force in moving a particle over the circular path x 2 + y 2 = 1 , z = 0 from
(1, 0, 0) to ( 0,1, 0 ) is
1 1 1 1
(a) (b) (c) (d)
90 50 45 10
(
ln x 2 + y 2 )dx dy , where G =
Q15. The value of ∫∫
G x +y2 2 {( x, y ) ∈ R 2
}
:1 ≤ x 2 + y 2 ≤ e 2 , is
⎛ ∂ ( x, y , z ) ⎞
J⎜ ⎟ is given by
⎝ ∂ (r ,θ , z ) ⎠
(a) r (b) z (c) − r (d) − z
⎛ ∂ ( x, y ) ⎞
Q17. If x = u (1 − v) , y = uv then J ⎜ ⎟ is given by
⎝ ∂ (u , v) ⎠
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(a) u (b) v (c) −u (1 − 2v) (d) u (1 − 2v)
⎛ ∂ (u, v) ⎞
Q18. If u = x 2 − 2 y 2 v = 2 x 2 − y 2 x = r cos θ , y = r sin θ J ⎜ ⎟
⎝ ∂(r ,θ ) ⎠
(a) 6r 3 sin 2θ (b) 12r 3 sin 2θ (c) 6r 3 sin θ (d) 12r 3 sin θ
1 24 e2 e4
(a) (b) (c) (d)
4 4 4 4
(x −π ) (x −π )
2 2
(x −π ) (x −π )
2 2
(c) 1 − ..... d) −1 + .....
3 3
x = 1 is
e 3e
(a) (b) 2e (c) (d) 3e
2 2
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Q24. Let A ( t ) denote the area bounded by the curve y = e − x , the x -axis and the straight lines x = −t
Q25. Value of the countour on the plane ,where the partial derivative of x 2 + y 2 with respect to y is
equal to the partial derivative of 6 y + 4 x with respect to x is y = _________
∂u ∂u
Q26. If u = x 3 + y 3 + 3 xy 2 and x +y = nu then value of n = __________.
∂x ∂y
⎧x
⎪x x2 + y 2 if x ≠ 0
Q27. For all ( x, y ) , let f ( x, y ) = ⎨ .
⎪ if x = 0
⎩ 0
∂f ∂f
Then ( 0, 0 ) + ( 0, 0 ) equals ___________.
∂x ∂y
⎛ y⎞ ∂f ∂f
Q28. Let f has a maximum at f ( x, y ) = x5 y 2 tan −1 ⎜ ⎟ . Then x + = nf then value of n is
⎝x⎠ ∂x ∂y
………..
1 x2 y
Q29. The value of integration ∫ ∫ ∫ ( y + 2 z ) dz dy dx is ___________.
x =0 y =0 z =0
∂ (u , v, w)
Q30. If u = x + 3 y 2 − z 2 , v = 4 x 2 yz , w = 2 z 2 − xy then value of J = at (1, −1, 0 ) is _______.
∂ ( x, y , z )
Q31. In a spherical coordinates x = r sin θ cos φ y = r sin θ sin φ and z = r cos θ
⎛ ∂ ( x, y , z ) ⎞ α
J⎜ ⎟ is given by r sin θ then value α is given by __________.
⎝ ∂ ( r , θ , z ) ⎠
Q32. For the function e− x the linear approximation around x = 2 is ( 3 − α x ) e−2 then the value of α is
given by _____________.
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Solutions
MCQ (Multiple Choice Questions)
Ans. 1: (c)
3
Solution: Lt x → 0 ⎡⎢(1 + 3 x) 3 x ⎤⎥ = e3
1
⎣ ⎦
Ans. 2: (d)
1
sin −1t dt = L
x
Solution: lim 2 ∫x
x →0 sin x /2
sin −1 t dt ⎡ 0
x
lim
∫ x/2 ⎤
x → 0+ 2
sin x ⎢ case ⎥
⎣0 ⎦
By L Hospital’s rule and using differentiation of integration, we get
⎛ −1 1 −1 x ⎞ 1
⎜ sin x − sin ⎟ / x 1−
L = lim+ ⎝ ⎠ = 4 =3
2 2
x →0 ⎛ sin x ⎞ 2 8
2⎜ ⎟ cos x
⎝ x ⎠
Ans. 3: (d)
⎪⎧ x ⎪⎫
Solution: Y = ⎨ x ∈ R ⎬ ⇒ Y ( −1,1)
⎩⎪1 + x ⎭⎪
x x
Because lim = −1 and lim = 1 . Hence Y = Y ′ = [ −1, 1]
x →−∞ 1+ x x →∞ 1+ x
Ans. 4: (a)
⎛ 1 ⎞
x m sin ⎜ n ⎟ − 0
⎝x ⎠ ⎛ 1 ⎞
Solution: lt = lt x m−1 sin ⎜ n ⎟ = 0 if m − 1 > 0
x →0 x−0 x → 0
⎝x ⎠
⇒ m > 1 if m > 1 then f m,n ( x ) is differentiable which holds if m > n
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Ans. 5: (a)
∫a sin ( t )dt ⎡ 0
2 x
⎤
Solution: lim ⎢ case ⎥ . By L’ Hospital’s rule, we get
x→a x −a
2 2
⎣0 ⎦
lim
( ) (by Leibnitz Theorem)
sin x 2
x→a 2x
sin a 2 ( )=
=
2a
1
2a
sin a 2 ( )
Ans. 6: (a)
x
Solution: ∫0 f ( 2t ) dt = sin (π x )
x
π
1
Differentiating both sides w.r.t. x , we get f ( 2 x ) = sin π x + x cos π x
π
Putting x = 1 , we get f ( 2 ) = −1
Ans. 7: (d)
Solution: f ( x ) = ( x − 2 ) ( x + 5)
17 24
Let f : R 2 → R be defined by
⎧ x2 y
⎪ if ( x, y ) ≠ ( 0, 0 )
f ( x, y ) = ⎨ x 4 + y 2
⎪0 if ( x, y ) = ( 0, 0 )
⎩
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Ans. 9: (b)
Solution: y = x 2
x4 1
lim f ( x, y ) = lim 4 = . So, f is not continuous at ( 0, 0 )
( x , y )→( 0,0 ) x →0 x + x 4 2
∂f 0
= lim =0
∂x ( 0,0 )
x→0 x4
∂f 0
= lim =0
∂y ( 0,0 )
y →0 y2
∂f x −1 ∂ f ∂ x −1
( )
2
Solution: f = y , = xy , x
= y x = y x −1 + xy x −1 ln y
∂y ∂x∂y ∂x
∂2 f
=1
∂x∂y x = 2, y =1
∂f
( x, y ) = ∑ K ( x 2 − y 2 ) ( −2 y )
10 K −1
and (ii)
∂y K =1
∂f ∂f
⇒y ( x, y ) + x ( x, y ) = 0
∂x ∂y
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Ans. 13: (d)
G
Solution: dr = dxiˆ + dyjˆ
x 2 + y 2 = 1 ⇒ 2 xdx + 2 ydy = 0
G G
F ⋅ dr = 4 ydx − 3 xydy = 4 1 − x 2 dx + 3x 2 dx
G G
Work done w = ∫ F .dr
0
⎛ x 1 − x 2 1 −1 ⎞ 3
(
= ∫1 4 1 − x 2 + 3 x 2 dx = 4 ⎜
0
⎜
⎝
) 2
+ sin x ⎟ + x = −π − 1
2 ⎟
⎠ 1
2 10 90
Ans. 15: (b)
Solution: G = {( x, y ) ∈ R 2 :1 ≤ x 2 + y 2 ≤ e 2 }
{( r ,θ ) :1 ≤ r ≤ e and 0 ≤ θ ≤ 2π }
Also dxdy = rdθ dr
(
ln x 2 + y 2 )dx dy = 2π e ln ( r 2 ) e
2 ln r 2π e 2π
∫∫ x 2 + y 2 ∫ ∫ 2
rdθ dr = ∫ dr ∫ dθ = (ln r ) 2 .θ 0
= 2π
G θ = 0 r =1 r r =1 r θ =0
1
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Ans. 17: (a)
⎛ ∂x ∂x ⎞
⎛ ∂ ( x, y ) ⎞ ⎜ ∂u ∂v ⎟ 1 − v −u
Solution: J ⎜ ⎟=⎜ ⎟= = (u − uv) − (−uv) = u
⎝ ∂ (u, v) ⎠ ⎜ ∂y ∂y ⎟ v u
⎜ ⎟
⎝ ∂u ∂v ⎠
Ans. 18: (c)
∂ (u , v) ∂ (u, v) ∂ ( x, y )
Solution: = ×
∂ ( r , θ ) ∂ ( x, y ) ∂ ( r , θ )
∂u ∂u
∂ (u, v) ∂x ∂v 2 x −4 y
= = = −4 xy + 16 xy = 12 xy put x = r cos θ , y = r sin θ
∂ ( x, y ) ∂v ∂v 4 x −2 y
∂x ∂y
∂x ∂x
∂ ( x, y ) ∂r ∂θ cos θ −r sin θ
J= = ⇒ =r
∂ (r ,θ ) ∂y ∂y sin θ r cos θ
∂r ∂θ
∂ (u , v) ∂ (u, v) ∂ ( x, y )
= × = 12 xy.r = 6r 3 sin 2θ
∂ ( r , θ ) ∂ ( x, y ) ∂ ( r , θ )
Ans. 19: (c)
f 4 (2) e 2
Solution: coefficient of ( x − 2 ) =
4
=
4 4
Ans. 20: (a)
π
Solution: f ( x, y ) = tan −1 ( y / x ) f (1,1) = tan −1 (1) =
4
−y 1 x 1
fx = ⇒ f x (1,1) = − , fy = ⇒ f x (1,1) =
x +y
2 2
2 x +y
2 2
2
2 xy 1 y 2 − x2
f xx = ⇒ f xx (1,1) = , f xy = ⇒ f xy (1,1) = 0
(x + y )
2 2 2
2 x2 + y 2
−2 xy 1
f yy = ⇒ f xx (1,1) = −
(x + y )
2 2 2
2
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f ( x, y ) = f (1,1) + ⎡⎣ ( x − 1) f x (1,1) + ( y − 1) f y (1,1) ⎤⎦ +
1⎡
( x − 1) f xx (1,1) + 2( x − 1)( y − 1) f xy (1,1) + ( y − 1)2 f yy (1,1) ⎤ + ....
2
2⎣ ⎦
π 1 1
− [( x − 1) − ( y − 1)] + ⎡⎣( x − 1)2 − ( y − 1)2 ⎤⎦
4 2 4
Ans. 21: (b)
x −π ' ( x − π ) 2 ''
Solution: f ( x) = f (π ) + f (π ) + f (π )
1 2
sin x 0 cos x
f (π ) = Lt ( x →π ) = using L’ hospitals rule Lt ( x → π ) = −1
x −π 0 1
( x − π ) .....
2
1
f (π ) = 0
'
f (π ) = −
''
f ( x) = −1 −
6 3
Correct choice is (b)
Ans. 22: (c)
Solution: f ( x ) = xe x = ( x − 1 + 1) e x −1+1 = ⎡⎣1 + ( x − 1) ⎤⎦ e( x −1) ⋅ e
⎡ ( x − 1) ⎤
2
⎛ 1 ⎞ 3e
e ⎡⎣1 + ( x − 1) ⎤⎦ ⎢1 + ( x − 1) + + ....⎥ = e ⎜1 + ⎟ =
⎢⎣ 2! ⎥⎦ ⎝ 2! ⎠ 2
⎛ 1 ⎞ 3e
Hence, coefficient of ( x − 1) will be e ⎜ 1 + ⎟ =
2
⎝ 2! ⎠ 2
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Ans. 24: 2
Solution: A ( t ) = ∫− t ydx = ∫− t e − x dx
t t
−x
= 2 ∫0 e − x dx ; as e
t
is even function.
( ) ( )
t
= 2 −e − x = 2 1 − e−t
0
lim A ( t ) = lim 2 (1 − e− t ) = 2
t →∞ t →∞
Ans. 25: 2
∂( x2 + y 2 ) ∂ (6 y + 4 x)
Solution: = 2 y and = 4 2y = 4 ⇒ y = 2
∂y ∂x
Ans. 26: 3
∂u ∂u
Solution: u = x 3 + y 3 + 3 xy 2 is homogeneous function of degree 3 so x +y = 3u
∂x ∂y
Ans. 27: 1
h
h2
∂f h
Solution: ( 0, 0 ) = hlt→0 =1
∂x h
∂f 0−0
( 0, 0 ) = lim =0
∂y k → 0 k
∂f ∂f
( 0, 0 ) + ( 0, 0 ) = 1 + 0 = 1
∂x ∂y
Ans. 28: 7
Solution: f ( x, y ) = x5 y 2 tan −1 ( y / x )
∂f 1 ⎛ −y ⎞
⇒ = 5 x 4 y 2 tan −1 ( y / x ) + x5 y 2 ⎜ ⎟
∂x ⎛ y2 ⎞ ⎝ x2 ⎠
1+ ⎜ 2 ⎟
⎝x ⎠
∂f x5 y 3
⇒ = 5 x 4 y 2 tan −1 ( y / x ) − 2 (i)
∂x x + y2
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∂f y 1 1
= 2 x 5 y tan −1 + x 5 y 2 ×
∂y x ⎛ y ⎞ x
2
⎜1 + 2 ⎟
⎝ x ⎠
∂f y x6 y 2
⇒ = 2 x 5 y tan −1 + 2 (ii)
∂y x x + y2
∂f ∂f
x +y = 7 x5 y 2 tan −1 ( y / x ) = 7 f
∂x ∂y
Ans. 29: 0.095
x2 1
x2 2 y3 2 x6 2 x7 2
= ∫x =0 ∫y =0 2 y 2 dy dx = ∫x =0
1 1
= ∫x =0 dx = =
1
3 0
3 21 0
21
Ans. 30: 20
∂u ∂u ∂u
∂x ∂y ∂z 6 y −3 z 2
1 1 −6 0
∂v ∂v ∂v
Solution: J = ⇒ 8 xy 4 x z 4 x y at (1, −1, 0 ) J = 0 0 −4 = 20
2 2
∂x ∂y ∂z
−y −x 4z 1 −1 0
∂w ∂w ∂w
∂x ∂y ∂z
Ans. 31: 2
∂x ∂y ∂z
Solution: = sin θ cos φ , = sin θ sin φ , = cos θ
∂r ∂r ∂r
∂x ∂y ∂z
= r cos θ cos φ , = r cos θ sin φ and , = − r sin θ
∂θ ∂θ ∂θ
∂x ∂y ∂z
= −r cos θ sin φ = r cos θ cos φ , =0
∂φ ∂φ ∂φ
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∂x ∂x ∂x
∂r ∂θ ∂z sin θ cos φ r cos θ cos φ − r cos θ sin φ
∂y ∂y ∂y
J= = sin θ sin φ r cos θ sin φ r cos θ sin φ = r 2 sin θ
∂r ∂θ ∂z
cos θ − r sin θ 0
∂z ∂z ∂z
∂r ∂θ ∂θ
Ans. 32: 1
Solution: The linear approximation f (2) + ( x − 2) f ' (2) = ( 3 − x ) e −2 so α = 1
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5. Order and Degree of a Differential Equations
The order of a differential equation is the order of the highest differential co-efficient
present in the equation.
d2y dy
Example: 2
+ 2 + 3 y = 0 is a second order differential equation.
dx dx
The degree of a differential equation is the degree of the highest derivative after
removing the radical sign and fraction.
2
⎛d2y⎞
3
⎛ dy ⎞
Example: ⎜⎜ 2 ⎟⎟ + 2⎜ ⎟ + 3 y = 0 has degree of 2.
⎝ dx ⎠ ⎝ dx ⎠
5.1 Differential Equations of the First Order and First Degree
5.1.1 Separation of the variables
If a differential equation can be written in the form
f ( y )dy = φ ( x )dx
We say that variables are separable, y on the left hand side and x on the right hand side.
We get the solution by integrating both sides.
Example: Solve the differential equation yx 2 + y dy + xy 2 + x dx = 0 . ( ) ( )
Solution: yx 2 + y ( ) dy + (xy 2
+x =0⇒) y dy
=− 2
x
dx
dx y +1
2
x +1
⇒
1
2
( 1
) ( )
log y 2 + 1 = − log x 2 + 1 + c ⇒ y 2 + 1 x 2 + 1 = c
2
( )( )
+ x 3 y = − sec(x y ) .
dy
Example: Solve the differential equation x 4
dx
⎛ dy ⎞
+ x 3 y = − sec(x y ) ⇒ x 3 ⎜ x + y ⎟ = − sec xy
dy
Solution: x 4
dx ⎝ dx ⎠
dv dy dv dv dx
Put v = xy ⇒ = x + y ⇒ x3 = − sec v ⇒ =− 3
dx dx dx sec v x
dx 1 1
⇒ ∫ cos v dv = − ∫ 3
+ c ⇒ sin v = 2 + c ⇒ sin xy = 2 + c
x 2x 2x
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5.1.2 Homogeneous Equation
A differential equation of the form
dy f (x, y )
=
dx φ ( x, y )
is called a homogeneous equation if each term of f ( x, y ) and φ ( x, y ) is of the same
degree.
dy 3 y 2 + 2 xy
(
Solution: 2 xy + x 2 ) dy
dx
= 3y 2
+ 2 xy ⇒
dx
=
2 xy + x 2
dy dv dv 3v 2 x 2 + 2vx 2 3v 2 + 2v
Put y = vx ⇒ =v+x ⇒v+x = =
dx dx dx 2vx 2 + x 2 2v + 1
dv 3v 2 + 2v v2 + v ⎛ 2v + 1 ⎞
⇒x =
2v + 1
−v =
2v + 1
⇒⎜ 2
1
⎟dv = dx ⇒ log v + v = log x + log c
2
( )
dx ⎝ v + v ⎠ x
⇒ v 2 + v = cx ⇒ y 2 + xy = cx 3 .
5.1.3 Equations Reducible to homogeneous form
dy ax + by + c
The equations of the form = can be reduced to homogeneous form by
dx Ax + By + C
the substitutions x = X + h, y = Y + k ( h, k being constants)
dy dY aX + bY + ah + bk + c
⇒ = =
dx dX AX + BY + Ah + Bk + C
ah + bk + c = 0 ⎫ dy aX + bY
Choose h, k so that Ah + Bk + C = 0⎬ ⇒ =
⎭ dx AX + BY
a b 1 dy ax + by + c
Case of failure: = = ⇒ =
A B m dx m(ax + by ) + C
Now put ax + by = z and apply the method of separation of variables.
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dy x + 2 y − 3
Example: Solve =
dx 2 x + y − 3
Solution: Put x = X + h, y = Y + k ( h, k being constants)
dY ( X + h ) + 2(Y + k ) − 3 X + 2Y + (h + 2k − 3)
The given equation reduces to = =
dX 2( X + h ) + (Y + k ) − 3 2 X + Y + (2h + k − 3)
h + 2k − 3 = 0⎫
Now choose h, k so that ⎬ ⇒ h = k = 1.
2h + k − 3 = 0⎭
dY X + 2Y
=
dX 2 X + Y
dY dv dv X + 2vX 1 + 2v
Put Y = vX so that =v+ X ⇒v+ X = =
dX dX dX 2 X + vX 2+v
dv 1 + 2v 1− v2 ⎛ 2+v ⎞ dX 1 1 3 1 dX
⇒X = −v = ⇒⎜ 2 ⎟
dv = ⇒ dv + dv =
dX 2+v 2+v ⎝1− v ⎠ X 2 (1 + v ) 2 1− v X
On integrating we have
1+ v 1+ v
log(1 + v ) − 3 / 2 log(1 − v ) = log X + log C ⇒ log
1
= log C 2 X 2 ⇒ = C2X 2
2 (1 − v )3
(1 − v )3
Y
1+
X = C 2 X 2 ⇒ X + Y = C 2 ⇒ X + Y = C 2 ( X − Y )3
⎛ Y ⎞
3
( X − Y )3
⎜1 − ⎟
⎝ X⎠
Put X = x − 1, Y = y − 1 ⇒ x + y − 2 = a(x − y ) .
3
dy x + 2 y − 1
Example: Solve =
dx x + 2 y + 1
dy dz 1 dz 1 z − 1 z +1
Solution: Put x + 2 y = z ⇒ 1 + 2 = ⇒ − = ⇒ dz = dx
dx dx 2 dx 2 z + 1 3z − 1
⎛1 4 1 ⎞
⎟dz = dx ⇒ + log(3z − 1) = x + C ⇒ 3 z + 4 log(3 z − 1) = 9 x + 9C
z 4
⇒⎜ +
⎝ 3 3 3z − 1 ⎠ 3 9
⇒ 3( x + 2 y ) + 4 log(3 x + 6 y − 1) = 9 x + 9C ⇒ 3 x − 3 y + a = 2 log(3 x + 6 y − 1)
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5.1.4 Linear Differential Equations
A differential equation of the form
dy
+ Py = Q where P and Q are function of x (but not y) or constant
dx
⇒ y × I .F . = ∫ (Q × I .F .)dx + c where I .F . = e ∫
Pdx
.
Example: Solve x( x − 1) − ( x − 2) y = x 2 (2 x − 1)
dy
dx
Solution:
dy ( x − 2 ) x 2 (2 x − 1)
− y=
dx x( x − 1) x( x − 1)
( x−2 ) ( x −1)
(x − 1)
⎡ 1 2⎤
∫ − x ( x −1) dx ∫ ⎢⎣ ( x −1)− x ⎥⎦ dx log
⇒ I .F . = e =e = e log ( x −1)− 2 log x = e x2
=
x2
(x − 1) = ⎛ x 2 (2 x − 1) ( x − 1) ⎞ (2 x − 1)
⇒ y×
x2 ∫ ⎜⎜⎝ x(x − 1) × x 2 ⎟⎟⎠dx + c = ∫ x dx + c = 2 x − log x + c
dy π
Example: Solve + 2 y tan x = sin x when y = 0 for x = .
dx 3
dy
Solution: + 2 y tan x = sin x
dx
I .F . = e ∫
2 tan x dx
= e 2 log sec x = e log sec x = sec 2 x
2
Hence, solution is
y ⋅ sec 2 x = ∫ sec 2 x ⋅ sin x dx + c = ∫ tan x sec x dx + c
⇒ y sec 2 x = sec x + c
π π π
Put x = , y = 0 ⇒ 0 × sec 2 = sec + c ⇒ c = −2 ⇒ y sec 2 x = sec x − 2
3 3 3
⇒ y = cos x − 2 cos 2 x
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5.1.5 Equation Reducible to Linear Form
dy
A differential equation of the form + Py = Qy n
dx
where P and Q are function of x (but not y) or constant can be reduced to the linear
1
form on dividing by y n and substituting = z.
y n −1
1 dy 1
⇒ n
+ P n −1 = Q
y dx y
∵
1
=z⇒
(1 − n ) dy = dz ⇒
1 dz
+ Pz = Q
n −1
y y n
dx dx 1 − n dx
= (1 + x )e x sec y
dy tan y
Example: Solve −
dx 1 + x
= (1 + x )e x sec y ⇒ cos y − = (1 + x )e x
dy tan y dy sin y
Solution: −
dx 1 + x dx 1 + x
= (1 + x )e x
dy dz dz z
Put sin y = z , so that cos y = ⇒ −
dx dx dx 1 + x
1 1
− ∫ 1+ x dx 1
= e −log (1+ x ) = e
log
I .F . = e 1+ x
=
1+ x
= ∫ (1 + x )e x ⋅
1 1 sin y
⇒z dx + c = ∫ e x dx + c ⇒ = ex + c
1+ x 1+ x 1+ x
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5.1.6 Exact Differential Equation
A differential equation of the form Mdx + Ndy = 0 is said to be an exact differential
equation if it satisfies the following condition
∂M ∂N
= .
∂y ∂x
( )(
Example: Solve y 2 e xy + 4 x 3 dx + 2 xye xy − 3 y 2 dy = 0
2 2
)
Solution: M = y 2 e xy ( 2
+ 4 x ), N = (2 xye
3 xy 2
− 3y 2 )
∂M ∂N
= = 2 xy 3 .e xy + 2 y.e xy
2 2
∂y ∂x
( ) ( )
⇒ e xy + x 4 + − y 3 = C
2
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Near IIT, Hauz Khas, New Delhi‐16 28‐B/6, Jia Sarai, Near IIT
Phone: 011‐26865455/+91‐9871145498 Hauz Khas, New Delhi‐16
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∂N ∂M
−
∂x ∂y f ( y ) dy
(b) If is a function of y alone, say f ( y ) then Ι.F. = e ∫ .
M
( )
Example: solve y 4 + 2 y dx + xy 3 + 2 y 4 − 4 x dy = 0( )
∂M ∂N
( )
Solution: M = y 4 + 2 y , N = xy 3 + 2 y 4 − 4 x ⇒ ( ) ∂y
= 4 y 3 + 2,
∂x
= y3 − 4
∂N ∂M
− 3
∂x ∂y ∫ − y dy
= − = f ( y ) then Ι.F . = e
3 1
⇒ = e −3 log y = 3
M y y
( )
Example: solve y xy + 2 x 2 y 2 dx + x xy − x 2 y 2 dy = 0 ( )
Solution:
Divide by xy , we get y (1 + 2 xy )dx + x(1 − xy )dy = 0 ⇒ M = yf1 ( xy ) and N = xf 2 ( xy )
1 1 1
Ι.F . = = = 2 2.
Mx − Ny xy(1 + 2 xy ) − xy(1 − xy ) 3x y
⎛ 1 2⎞ ⎛ 1 1 ⎞
⎜⎜ 2 + ⎟⎟dx + ⎜⎜ 2
− ⎟⎟dy = 0
⎝ 3x y 3x ⎠ ⎝ 3 xy 3y ⎠
⎛ 1 2⎞ ⎛ 3⎞ 1 2 1
⇒ ∫ ⎜⎜ 2 + ⎟⎟dx + ∫ ⎜⎜ − ⎟⎟dy = C ⇒ − + log x − log = C
⎝ 3x y 3x ⎠ ⎝ y⎠ 3 xy 3 3
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1
(d) If Mdx + Ndy = 0 be a homogeneous equation in x and y then Ι.F . = .
Mx + Ny
dy x 3 + y 3
Example: solve =
dx xy 2
( )
Solution: x 3 + y 3 dx − xy 2 dy = 0
1 1 1
Here M = x 3 + y 3 , N = − xy 2 , I.F. = = 3 = 4
Mx + Ny (x + y )x + (− xy )y x
3 2
Multiplying by
1
we get
1 3
x4
(x + y 3
)dx −
xy 2
x4
dy = 0
x4
⎛ 1 y3 ⎞ y2
or ⎜⎜ + 4 ⎟⎟dx − 3 dy = 0 which is an exact equation.
⎝x x ⎠ x
⎛ 1 y2 ⎞ y3
∫ ⎜⎝ x + x 4 ⎟⎠dx = C ⇒ log x − 3x 3 = C
⎜ ⎟
+ P + Qy = R or (D 2 + PD + Q )y = R
d2y dy
2
dx dx
where P, Q and R are function of x or constant.
Its complete solution = Complementary Function+ Particular Integral
Methods for finding Complementary Function
+ P + Qy = 0 or (D 2 + PD + Q ) = 0
d2y dy
Let 2
dx dx
(a) Roots (m1 , m2 ) , Real and Different.
d2y dy
Example: Find complementary function for 2
− 8 + 15 y = 0 .
dx dx
( )
Solution: D 2 − 8D + 15 = 0 ⇒ D = 3,5 ⇒ C.F . = C1e 3 x + C 2 e 5 x
233
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(b) Roots (m1 , m2 ) , Real and Equal.
d2y dy
Example: Find complementary function for 4 2
− 4 + y = 0.
dx dx
2 2
(c) Roots (m1 , m2 ) Imaginary
d2y dy
Example: Find complementary function for 2
+ 4 + 5y = 0 .
dx dx
( )
Solution: D 2 + 4 D + 5 = 0 ⇒ D = −2 + i, − 2 − i ⇒ C.F . = e −2 x [ A cos x + B sin x]
e . If f (a ) = 0 then
1 1 ax 1 1
(a) e ax = e ax = x ⋅ ⋅ e ax
f (D ) f (a ) f (D ) f ′(a )
If f ′(a ) = 0 then
1 1
e ax = x 2 ⋅ ⋅ e ax .
f (D ) f (a )
′ ′
d2y dy
Example: Find particular integral for 2
+ 6 + 9 y = 5e 3 x .
dx dx
1 5e3 x 5e3 x
Solution: P.I . = .5e 3x
= =
D2 + 6D + 9 32 + 6.3 + 9 36
d2y dy
Example: Find particular integral for 2
− 6 + 9 y = 7e − 2 x − log 2 .
dx dx
.(− log 2)
1 1
Solution: ⇒ P.I . = .7e − 2 x + 2
D − 6D + 9
2
D − 6D + 9
7e −2 x log 2 × e 0 x 7e −2 x log 2
⇒ P.I . = − = −
4 + 12 + 9 0 − 0 + 9 25 9
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2
d y dy
Example: Find particular integral for 2 − 6 + 9 y = e 3 x .
dx dx
Solution: ∵ f (D ) = D 2 − 6 D + 9 ⇒ f (3) = 9 − 18 + 9 = 0 , f ′(3) = 6 − 6 = 0
1 1
⇒ P.I . = .e 3 x = x 2 e 3 x
D − 6D + 9
2
2
( 3 − 2 x ) = ⎡⎢1 + D + D 2 ⎤⎥
−1 1 5 5
Solution: P.I . = ⎡⎣ D 2 + 5D + 4 ⎤⎦ (3 − 2x )
4⎣ 4 4 ⎦
1⎡ 5 ⎤ 1⎡ ⎤ 1
1 − D − D 2 ⎥ (3 − 2 x ) = ⎢3 − 2 x − × −2⎥ = [11 − 4 x ]
5 5
⇒ P.I . = ⎢
4⎣ 4 4 ⎦ 4⎣ 4 ⎦ 8
1 1 1 1
sin ax = cos ax =
f (D ) f (− a ) f (D ) f (− a 2 )
(c) 2 2
sin ax and 2
cos ax
If f (− a 2 ) = 0 then
1 1
sin ax = x.
f (D ) f ′(− a 2 )
2
sin ax .
Solution: ∵ f (D ) = (D + 4) ⇒ f (− 2 ) = (− 4 + 4) = 0, f ′(− 2 ) ≠ 0
2 2 2 2
1 1 x⎛1 ⎞ x
⇒ P.I . = . cos 2 x = x . cos 2 x = ⎜ sin 2 x ⎟ = sin 2 x .
D +42
2D 2⎝2 ⎠ 4
Example: Find particular integral for D 2 + D + 1 y = cos 2 x . ( )
1 1 1
Solution: P.I . = .cos 2 x = 2 .cos 2 x = .cos 2 x .
D + D +1
2
−2 + D + 1 D −3
D+3 D+3
. cos 2 x = (2 sin 2 x − 3 cos 2 x )
1
⇒ P.I . = . cos 2 x =
D −9
2
−2 −9
2
13
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(d) f D 2 e φ ( x ) = e f (D + a ) φ ( x )
1 ax ax 1
( )
Example: Find particular integral for D 2 − 4 D + 4 y = x 3 e 2 x .( )
1 1
Solution: P.I . = .x 3 e 2 x = e 2 x .x 3 .
D − 4D + 4 ( D + 2) − 4 ( D + 2) + 4
2 2
2x 1 ⎛ x ⎞
4 5
1 3 2x x
⇒ P.I . = e 2 x . x = e ⎜ ⎟ = e
D2 D ⎜⎝ 4 ⎟⎠ 20
(
Example: Find particular integral for D 2 − 5D + 6 y = e x cos 2 x . )
1 1
Solution: P.I . = e x cos 2 x = e x cos 2 x .
D − 5D + 6 ( D + 1) − 5 ( D + 1) + 6
2 2
1 1 1
= ex cos 2 x ⇒ P.I . = e x cos 2 x = −e x cos 2 x
D − 3D + 2
2
−4 − 3D + 2 3D + 2
3D − 2 3D − 2
= −e x cos 2 x = −e x cos 2 x
9D − 4
2
−36 − 4
ex x x
⇒ P.I . = (3D − 2) cos 2 x = e (− 6 sin 2 x − 2 cos 2 x ) = − e (3 sin 2 x + cos 2 x )
40 40 20
Example: Find particular integral for D 2 − 6 D + 13 y = 2 x . ( )
1 1
Solution: ⇒ P.I . = 2x = 2 e x log 2
D − 6 D + 13
2
D − 6 D + 13
1 2x
= e x log 2 ⇒ P.I . =
( log 2 )
2
− 6 ( log 2 ) + 13 (log 2)2 − 6 log 2 + 13
φ (x ) = e − ax ∫ e axφ (x ) dx
1
(e)
D+a
1 1
(f) f (D ) x sin ax = Im e f (D + a ) x
n ax n
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(
Example: Solve D − 5D + 6 y = e cos 2 x
2 x
)
Solution: D 2 − 5D + 6 = 0 ⇒ (D − 2 )(D − 3) = 0 ⇒ D = 2,3 ⇒ C.F . = C1e 2 x + C 2 e 3 x
1 1 1
P.I . = e x cos 2 x = e x cos 2 x = e x 2 cos 2 x
D − 5D + 6
2
(D + 1) − 5(D + 1) + 6
2
D − 3D + 2
1 1 3D − 2
⇒ P.I . = e x cos 2 x = −e x cos 2 x = −e x cos 2 x
− 4 − 3D + 2 3D + 2 9D 2 − 4
3D − 2 ex
⇒ P.I . = −e x
cos 2 x = (3D − 2) cos 2 x
9(− 4 ) − 4 40
ex x
⇒ P.I . = (− 6 sin 2 x − 2 cos 2 x ) = − e (3 sin 2 x + cos 2 x )
40 20
ex
Thus y = C1e 2 x + C 2 e 3 x − (3 sin 2 x + cos 2 x )
20
d2y dy
Example: Solve 2
− 2 + y = e x sin x
dx dx
(
Solution: D 2 − 2 D + 1 y = xe x sin x )
( )
∵ D 2 − 2 D + 1 = 0 ⇒ (D − 1) = 0 D = 1, 1 ⇒ C.F . = (c1 + c 2 x )e x
2
237
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MCQ (Multiple Choice Questions)
Q1. One of the possible solutions of the differential equation
(a) ( 1 + y )( 1 + x ) = c
2 2
(b)
1+ y2
1+ x2
=c
(c) 1 + y + 1 + x = c 1 + y2 − 1 + x2 = c
2 2
(d)
dy
Q2. The solution of the differential equation x + cot y = 0 , subject to the initial condition
dx
π
y= at x = 2 is
4
(a) x = 2 cos y (b) x = 2 sec y
(c) x = 2 sin y (d) x = 2 cos ecy
dy x
Q3. The solutions to the differential equation =− are a family of
dx y +1
(c) 2 y 2 + x 2 = 8 x 6 (d) y 2 + 2 x 2 = 8 x 6
Q5. The solution of the differential equation
(x + 2 y )(dx − dy ) = dx + dy (where a is some constant) is
(a) 3 x + 3 y + a = 2 log(3 x + 6 y − 1) (b) 3 x − 3 y + a = 2 log(3 x + 6 y − 1)
(c) 3 x − 3 y + a = 2 log(3 x − 6 y − 1) (d) 3 x + 3 y + a = 2 log(3 x − 6 y − 1)
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dy
Q6. For the differential equation + 3 y = e 2 x , the possible solution is:
dx
(a) y = c1e 2 x + c 2 e 3 x (b) y = c1e −2 x + c2 e 3 x
x 4 4x
(a) y = 5 x 4 − 4 (b) y = +
5 5
x4 1 x4 4
(c) y = + (d) y = +
5 5x 5 5x
Q8. Which one of the following curves gives the solution of the differential
dx
equation K 1 + K 2 x = K 3 , where K 1 , K 2 and K 3 are positive constants with initial
dt
conditions x = 0 at t = 0 ?
(a ) x (b ) x
↑ ↑
t t
(c ) x (d )
t t
dy
Q9. The solution of the differential equation t + y log y = tye t
dt
(a) log y = (t + 1)e t + c (b) log y = (t − 1)e t + c
2
1 1
(c) x log y = ( log y ) + c (d) y log x = ( log y ) + c
3 2
2 2
Q12. The solution of the differential equation
(e y
+ 2)sin xdx − e y cos xdy = 0 (where c is some constant) is
Q13. For the differential equation ( y 4 + 2 y )dx + (xy 3 + 2 y 4 − 4 x )dy = 0 one of the possible
solution (where c is some constant) is:
2 ⎛ 2 ⎞
(a) x + 2
+ y2 = c (b) x⎜⎜ y + 2 ⎟⎟ = c
y ⎝ y ⎠
⎛ 2 ⎞ ⎛ 2 ⎞
(c) x⎜⎜ y + 2 ⎟⎟ + y 2 = c (d) x⎜⎜1 + 2 ⎟⎟ + x 2 = c
⎝ y ⎠ ⎝ y ⎠
d 2 y 3dy
Q14. The solution of the differential equation for y (t ) : 2 − + 2 y = e 3t is
dt dt
1 1
(a) c1e t + c 2 e 2t + e 3t (b) c1e −t + c 2 e 2t + e 3t
2 2
(c) c1e t + c 2 e 2t + e 3t (d) c1e −t + c 2 e −2t + e 3t
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d2y dy
Q15. The solution of the differential equation for 2
+ 2 + 101 y = 10.4e x , subject to the
dx dx
d2y
Q18. The solution of the differential equation for y (t ) : − y = 2sinh ( t ) , subject to the initial
dt 2
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NAT(Numerical Answer Type Questions)
d2y dx
Q27. If the characteristic equation 2
+ 2α + y = 0 has two equal roots, then the value of
dx dt
α ………. is
d 2x dx 10
Q28. Consider the differential equation 2
+ 3 + 2 x = 0 . Given x ( 0 ) = 20 and x (1) = ,
dt dt e
where e = 2.718 , the value of x ( 2 ) is …………
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Solutions
MCQ (Multiple Choice Questions)
Ans. 1: (c)
y x
Solution: ∫ 1+ y 2
dy + ∫
1+ x 2
dx = c ⇒ 1 + y 2 + 1 + x 2 = c
Ans. 2: (a)
dx
Solution: xdy = − cot ydx ⇒ tan ydy = −
x
dx A
⇒ ∫ tan y dy = − ∫ + log A ⇒ log sec y = − log x + log A ⇒ log sec y = log
x x
π
⇒ x = A cos y ⇒ 2 = A cos ⇒ A = 2 ⇒ x = 2 cos y
4
Ans. 3: (a)
dy x x2 y2
Solution: =− ⇒ xdx + ydy + dy = 0 ⇒ + + y = C1 ⇒ x 2 + y 2 + 2 y = 2C1
dx y +1 2 2
⇒ ( x − 0 ) + ( y + 1) = 2C1 + 1 = C
2 2
dy dv dv 3v 2 x 2 + x 2 3v 2 + 1
Put y = vx ⇒ =v+x ⇒v+x = =
dx dx dx vx 2 v
dv 3v 2 + 1 2v 2 + 1 v dx
⇒x = −v = ⇒ 2 dv =
dx v v 2v + 1 x
⇒
1
4
( ) ( )
ln 2v 2 + 1 = ln x + ln c ′ ⇒ ln 2v 2 + 1 = ln x 4 + ln c ⇒ 2v 2 + 1 = cx 4 ( )
⎛ y2 ⎞
⇒ ⎜⎜ 2 2 + 1⎟⎟ = cx 4
⎝ x ⎠
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⎛ 4 ⎞
y = 2 when x = 1 ⇒ ⎜ 2 + 1⎟ = c.1 ⇒ c = 9 ⇒ 2 y 2 + x 2 = 9 x 6
⎝ 1 ⎠
Ans. 5: (b)
dy x + 2 y − 1 dy dz dz 3z − 1
Solution: = . Let x + 2 y = z ⇒ 1 + 2 = ⇒ =
dx x + 2 y + 1 dx dx dx z +1
⎛1 1 1 ⎞
⎟dz = ∫ dx + c ⇒ + log(3z − 1) = x + c
z 4
⇒ ∫⎜ + −
⎝ 3 4 3z − 1 ⎠ 3 9
⇒ 3 x − 3 y + a = 2 log(3 x + 6 y − 1)
Ans. 6: (c)
e5x
Solution: Ι.F . = e ∫ = e 3 x ⇒ y × e 3 x = ∫ e 2 x × e 3 x dx + c ⇒ y × e 3 x =
3 dx
+ c ⇒ y = c1e 2 x + c 2 e −3 x
5
Ans. 7: (d)
1
dy 1 ∫ dx
Solution: + y = x 3 ⇒ Ι.F . = e x = e ln x = x
dx x
x5 x4 c
⇒ y × x = ∫ x 3 × xdx + c ⇒ y × x = +c⇒ y = +
5 5 x
1 c 4 x4 4
Since y = 1 at x = 1 ⇒ 1 = + ⇒c= ⇒ y= +
5 1 5 5 5x
Ans. 8: (a)
Solution:
dx K 2
+
dt K 1
K
x= 3 ⇒
K1
dx
dt
+ Ax = B ⇒ I .F . = e ∫ = e At ⇒ x × e At = ∫ B × e At dt + c
Adt
( )
e At
⇒ x × e At = B × + c ⇒ x = c1 + ce − At
A
Since x = 0 at t = 0 ⇒ c1 + c = 0 ⇒ c1 = −c ⇒ x = c (1 − e − At )
Ans. 9: (d)
1 dy 1 1 dy dz
Solution: Divide by yt ⇒ + log y = e t , put log y = z ⇒ =
y dt t y dt dt
1
dz 1 ∫ dt
⇒ + ⋅ z = e t ⇒ I ⋅ F = e t = e log t = t
dt t
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⇒ zt = ∫ te dt + c ⇒ t log y = te − e + c
t t t
dx x tan −1 y
⇒ + = . This is a linear differential equation.
dy 1 + y 2 1 + y 2
1
∫ 1+ y 2 dy −1
I .F . = e = e tan y
tan −1 y
Its solution is x.e tan −1 y
= ∫e tan −1 y
dy + c
1+ y2
1
Put tan −1 y = t on R.H.S. so that dy = dt
1+ y2
x.e tan
−1
y
= ∫ e t .t dt + C = t.e t − e t + c = e tan
−1
y
(tan −1
)
y −1 + c
(
⇒ x = tan −1 y − 1 + ce − tan ) −1
y
∂y ∂x
245
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Ans. 13: (c)
Solution: M = ( y 4 + 2 y ), N = (xy 3 + 2 y 4 − 4 x )
∂N ∂M
−
∂M ∂N ∂x ∂y
= − = f (y)
3
⇒ = 4 y + 2,
3
= y −4 ⇒
3
∂y ∂x M y
3
∫ − y dy 1
then Ι.F . = e = e −3 log y =
y3
⎛ 2 ⎞ ⎛ 2 ⎞
equation. ⇒ ∫ ⎜⎜ y + 2 ⎟⎟dx + ∫ (2 y )dy = C ⇒ x⎜⎜ y + 2 ⎟⎟ + y 2 = C
⎝ y ⎠ ⎝ y ⎠
⎛ e t + e −t ⎞
)( ) ( ) ( )
1 1 1 t t
P.I . = 2⎜⎜ ⎟⎟ = 2 e t + e −t = t e + e −t = e t − e −t
( D −1
2
) ⎝ 2 ⎠ D −1( 2D 2
⇒ y (t ) = c1e t + c 2 e −t + (e − e −t )
t t
2
y (0) = 0 ⇒ c1 + c 2 = 0 ;
= c1e t − c 2 e −t + (e t − e −t ) + (e t + e −t ) ,
dy 1 t dy
= 0 ⇒ c1 − c 2 = 0
dt 2 2 dt t =0
Thus c1 = c 2 = 0 ⇒ y (t ) = (e − e −t ) = t sinh(t )
t t
2
Ans. 18: (c)
Solution: (D 2 − 1) = 0 ⇒ D = +1,− 1 ⇒ C.F . = c1e t + c 2 e − t
⎛ et − e − t ⎞
P.I . =
1
2⎜ ⎟=
1
et − e − t = t
1 t −t t
(
e − e = et + e − t ) ( ) ( )
2
(
D −1 ⎝ 2 ⎠ ) D −1
2
(
2D 2 )
⇒ y ( t ) = c1et + c2 e− t +
2
(e + e )
t t −t
y (0) = 0 ⇒ c1 + c 2 = 0 ;
= c1et − c2 e− t + ( et + e − t ) + ( et − e− t ) ⇒
dy 1 t dy
= 0 ⇒ c1 − c2 = 0
dt 2 2 dt t =0
Thus c1 = c 2 = 0 ⇒ y ( t ) =
2
( e + e ) = t cosh ( t )
t t −t
247
Head office Branch office
fiziks, H.No. 23, G.F, Jia Sarai, Anand Institute of Mathematics,
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fiziks
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NAT (Numerical Answer Type Questions)
Ans. 19: 1
dx dx x −2+1 −1
Solution: = x ⇒ ∫ 2 = ∫ dt ⇒
2
=t +C ⇒ =t +C
dt x − 2 +1 x
−1 −1
⇒ x(0) = 1 ⇒
1
= 0 + C ⇒ C = −1 ⇒ = t −1 ⇒ x = as t → 1 , x blows up.
1 x 1− t
Ans. 20: 3
∂M ∂N
Solution: M = (xy 2 + λx 2 y ), N = ( x + y )x 2 dy ⇒ = 2 xy + λx 2 , = 3x 2 + 2 xy
∂y ∂x
∂M ∂N
⇒ = ⇒λ =3
∂y ∂x
Ans. 21: 13
1 1 1
Solution: P.I . = .cos 2 x = 2 .cos 2 x = .cos 2 x .
D + D +1
2
−2 + D + 1 D−3
D+3 D+3
. cos 2 x = (2 sin 2 x − 3 cos 2 x )
1
⇒ P.I . = . cos 2 x =
D −9
2
−2 −9
2
13
Ans. 22: 2
2D − 1
sin x = − (2 D − 1)sin x
1 1 1
Solution: P ⋅ I . = sin x = sin x =
D + 2D + 2
2
− 1 + 2D + 2 4D − 1
2
5
⇒ P ⋅ I. = −
1
(2 cos x − sin x ) = 1 (sin x − 2 cos x )
5 5
Ans. 23: 3
1 1
Solution: P ⋅ I ⋅ = e t cos 2t = e t cos 2t
D − 5D + 6
2
(D + 1) − 5(D + 1) + 6
2
1 1
P ⋅ I ⋅ = et cos 2t = et cos 2t
D − 3D + 2
2
−4 − 3D + 2
1 3D − 2
P ⋅ I ⋅ = −et cos 2t = −et cos 2t
3D + 2 9D2 − 4
3D − 2 et et
P ⋅ I ⋅ = −e t
cos 2t = ( 3D − 2 ) cos 2t = − ( 3sin 2t + cos 2t )
9 × −4 − 4 40 20
248
Head office Branch office
fiziks, H.No. 23, G.F, Jia Sarai, Anand Institute of Mathematics,
Near IIT, Hauz Khas, New Delhi‐16 28‐B/6, Jia Sarai, Near IIT
Phone: 011‐26865455/+91‐9871145498 Hauz Khas, New Delhi‐16
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fiziks
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Ans. 24: 5
1 1
Solution: P.I . = .x 3 e 2 x = e 2 x .x 3 .
D − 4D + 4 ( D + 2) − 4 ( D + 2) + 4
2 2
2x 1 ⎛ x ⎞
4 5
1 3 2x x
⇒ P.I . = e 2 x . x = e ⎜ ⎟ = e
D2 D ⎜⎝ 4 ⎟⎠ 20
Ans25: 11
−1
( 3 − 2 x ) = ⎡⎢1 + D + D 2 ⎤⎥ ( 3 − 2 x )
1 −1
5 5
Solution: P.I . = ⎡⎣ D 2 + 5D + 4 ⎤⎦
4⎣ 4 4 ⎦
1⎡ 5 ⎤ 1⎡ ⎤ 1
⇒ P.I . = ⎢1 − D − D 2 ⎥ (3 − 2 x ) = ⎢3 − 2 x − × −2⎥ = [11 − 4 x ]
5 5
4⎣ 4 4 ⎦ 4⎣ 4 ⎦ 8
Ans26: 1.41
Solution: ( D 2 + 1) = 0 ⇒ D = ±i ⇒ y = c1eix + c2 e− ix = A cos x + B sin x
∵ y ( 0 ) = 1 ⇒ 1 = A × 1 + B × 0 ⇒ A = 1 ⇒ y = − A sin x + B cos x
⇒ y ( 0 ) = 1 ⇒ 1 = − A × 0 + B × 1 ⇒ B = 1 ⇒ y = cos x + sin x