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KC4018

Engineering Mathematics

KC4010

Teaching team

Module tutors: Drs Benoit Huard and Eamon Scullion

Department of Mathematics, Physics and Electrical Engineering

2

Week by week schedule

1.1 Rules of precedence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.2 Transposition of formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.3 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1.3.1 Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1.3.2 The quadratic formula . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.3.3 Expanding brackets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.3.4 Simplifying indices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.3.5 Exponentials and Logarithms . . . . . . . . . . . . . . . . . . . . . . . 10

1.4 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

2 Trigonometric functions 15

2.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.2 Graphs of trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.3 Solving trigonometric equations . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.4 Using trigonometric identities . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

2.5 Trigonometric ratios . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

2.6 Solving trigonometric equations of the form a sin x + b cos x . . . . . . . . . . . . 19

2.7 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

2.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3 Basic differentiation I 23

3.1 General rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3.2 Seminar Sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

3.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

3.4 Additional material . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

4 Basic differentiation II 29

4.1 The product rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

4.2 The quotient rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

4.3 The chain rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

4.4 Seminar Sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

4.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

6 Basic integration 35

6.1 General rules (see formula sheet) . . . . . . . . . . . . . . . . . . . . . . . . . . 35

6.2 Definite integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

6.3 Areas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

3

4 WEEK BY WEEK SCHEDULE

6.5 Log integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

6.6 Trig integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

6.7 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

6.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

7 Complex numbers 45

7.1 Cartesian Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

7.2 Complex arithmetic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

7.3 The Argand diagram . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

7.4 Polar form of a complex number . . . . . . . . . . . . . . . . . . . . . . . . . . 47

7.5 Exponential form of a complex number . . . . . . . . . . . . . . . . . . . . . . 49

7.6 Exponential of a complex number . . . . . . . . . . . . . . . . . . . . . . . . . 49

7.7 Logarithm of a complex number . . . . . . . . . . . . . . . . . . . . . . . . . . 49

7.8 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

7.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

8.1 Multiplication and Division . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

8.2 Roots and de Moivre’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 54

8.3 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

8.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

9 Further Differentiation 59

9.1 Implicit differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

9.2 Logarithmic Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60

9.3 Parametric Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

9.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

10 Matrices 65

10.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

10.2 Addition and subtraction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

10.3 Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

10.3.1 By a scalar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

10.3.2 Multiplication of two matrices . . . . . . . . . . . . . . . . . . . . . . . 67

10.4 The Unit or Identity matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

10.5 Squaring a matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

10.6 Transposition of a matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

10.7 The determinant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

10.7.1 2 × 2 matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

10.7.2 3 × 3 matrix. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

10.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70

11.1 Stationary points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

11.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76

WEEK BY WEEK SCHEDULE 5

12.1 Linear regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

12.2 Nonlinear relationships . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79

12.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81

13.1 General procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

13.2 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86

13.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87

14.1 Partial differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89

14.2 Small changes and errors for a function of a single variable . . . . . . . . . . . . 90

14.3 Small changes and errors for functions of more than one variable . . . . . . . . . 91

14.4 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92

14.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93

15.1 Integration by substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95

15.2 Partial fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

15.3 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100

15.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

16.1 Integration by parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103

16.2 Applications of integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

16.2.1 Mean value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

16.2.2 RMS value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

16.2.3 Volume of solid of revolution . . . . . . . . . . . . . . . . . . . . . . . 106

16.3 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107

16.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108

17.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

17.2 Cramer’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

17.3 Inverse of a matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112

17.3.1 Inverse of a 2 × 2 matrix . . . . . . . . . . . . . . . . . . . . . . . . . . 113

17.3.2 Inverse of higher order matrices . . . . . . . . . . . . . . . . . . . . . . 113

17.4 Using inverse matrices to solve simultaneous equations . . . . . . . . . . . . . . 114

17.5 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115

17.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

18 Vectors 117

18.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117

18.2 Addition, subtraction and multiplication by a scalar . . . . . . . . . . . . . . . . 118

18.2.1 Addition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118

18.2.2 Subtraction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118

18.2.3 Multiplication by a scalar . . . . . . . . . . . . . . . . . . . . . . . . . . 118

18.3 Dot product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

18.4 Cross product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120

6 WEEK BY WEEK SCHEDULE

18.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

19.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123

19.2 Direction integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

19.3 Separable equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

19.4 Bernoulli equations : Using an integrating factor . . . . . . . . . . . . . . . . . . 125

19.5 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

19.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127

20.1 The general solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129

20.2 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

20.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132

21.1 The method of undetermined coefficients . . . . . . . . . . . . . . . . . . . . . 133

21.2 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136

21.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

22.1 The separation of variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140

22.2 Applying initial and boundary conditions . . . . . . . . . . . . . . . . . . . . . 141

22.3 Seminar sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143

22.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144

Week 1

functions

Mathematical operations on numbers, variables and other more complex mathematical structures,

need to follow a set of conventions so that a set of operations can be evaluated unambiguously. This

also makes mathematical expressions universally understandable, irrespective of the scientist’s

discipline. The objective of this lecture is to introduce the basic rules and functions we will

encounter throughout the year.

When performing arithmetic calculations there is a convention which tells us the order in which

the steps should be performed:

B rackets

O perations

D ivision

M ultiplication

A ddition

S ubtraction

Example 1. Evaluate 62 ÷ (7 + 5) − 2 × 4.

Rearranging a formula to change the subject of the formula. Think about how you can

• Remove square roots

• Clear fractions

• Clear brackets

• Collect terms involving the new subject

• Isolate the new subject

Pπa4

Example 2. Rearrange Q = for l.

8ηl

E

Example 3. Rearrange I = √ for R.

R + ω2 l 2

2

7

8 WEEK 1. MATHEMATICAL EXPRESSIONS AND BASIC FUNCTIONS

1.3 Functions

A function is a map that associates values of x to new values according to a given formula

x → f (x).

For instance, if f (x) = x + 1, then f is the function that adds 1 to the value of x, e.g.

You already know quite a few examples of functions, let us look at some of them.

1.3.1 Polynomials

Polynomials form the most primitive examples of functions. They are obtained by combining

powers of x.

6 y=x

y = x+1

Linear y = ax + b.

2

a is called the slope of the line.

b is the value of the intercept

with the y axis. 0

0 1 2 3 4 5

y = x2

y = x2 − 2

20

Quadratic y = ax2 + bx + c 10

−6 −4 −2 0 2 4 6

y = x3

100 y = x3 − 5

0

Cubic y = ax3 + bx2 + cx + d

−100

−6 −4 −2 0 2 4 6

1.3. FUNCTIONS 9

Second-degree polynomials, also called quadratic polynomials, are fundamental to many physical

problems. These are of the form

y = ax2 + bx + c, a, b, c ∈ R.

ax2 + bx + c = 0,

and it can be shown that these can be obtained directly using the following quadratic formula

√

−b ± b2 − 4ac

x= , b2 − 4ac ≥ 0.

2a

Note that when b2 − 4ac = 0, the two roots coincide (the root is then said to be double).

Example 4. The roots of the polynomial

x2 − x + 1

x=

Sometimes expressions are written in a factorised form, that is brackets are multiplied together. It

is important to remember how to expand the brackets.

(x − a)(x − b) =

(x − 1)2 = (x − 1)(x − 1) =

It is important to know how to play with indices (powers of x).

Division xa /xb = xa−b Subtract indices

1 −a

Reciprocal xa = x Negative index

Raising to a power (xa )b = xab Multiply indices

Zero power x0 = 1 Gives 1

√

Square root x = x1/2 Fractional index

√

Root n

x = x1/n Fractional index

10 WEEK 1. MATHEMATICAL EXPRESSIONS AND BASIC FUNCTIONS

We will also regularly be using exponentials and logarithms. These functions are very useful

thanks to their properties, which are given in Table 1.3 below. The number e ≈ 2.7128 is called

Euler’s number. Here we write ln x or log x interchangeably. The function ln(x) is often called the

natural log.

Exponential Logarithm

ea eb = ea+b ln (ab) = ln a + ln b

ea /eb = ea−b ln (a/b) = ln a − ln b

(ea )b = eab ln ab = b ln a

e0 = 1 ln 1 = 0

eln u = u ln eu = u

The graphs of the functions are given in Figure 1.1. Please notice that ln x is defined only for

x > 0 and that ex is never equal to 0.

ex log(x)

0

6

−2

4

−4

2

−6

0

−1 −0.5 0 0.5 1 1.5 2 0.5 1 1.5 2 2.5 3

Figure 1.1: Plots of the exponential function ex and the logarithmic function log(x)(= ln(x)).

5x = 4

ln 4

ln (5x ) = ln 4 → x ln 5 = ln 4 →x= .

ln 5

1.4. SEMINAR SHEET 11

Q1. A gas in a cylinder in state 1 with pressure P1 , temperature T1 and volume V1 expands to state

2 with pressure P2 , temperature T2 and volume V2 . The ideal gas laws show that

P1V1 P2V2

= .

T1 T2

s

γP

c=

ρ

where γ is the specific heat ratio, P is the pressure and ρ is the density. Make P the subject of

the formula.

12 WEEK 1. MATHEMATICAL EXPRESSIONS AND BASIC FUNCTIONS

s

l

T = 2π

g

where g is acceleration due to gravity (units: m s−2 ) and l is the length of the pendulum (units:

m). Show that T will be in units of time.

Q4. The height h (above the ground level) of a ball thrown vertically upwards is given by

h = −4.9t 2 + 55t + 12

where t is time. Find the time taken to reach the ground.

where v is velocity (units: m s−1 ), d is distance (units: m), F is force [units: newtons (N) =

mass (kg) × acceleration (m s−2 )] and A is area (units: m2 ). Find the units of µ.

1.5. EXERCISES 13

1.5 Exercises

Exercises 1. Rearrange to obtain the value of x.

3x 2 1−x

1. − =0 8. =4

5 3 1+x

x R(E −V )

2. x + = 20 9. Rearrange = r for V .

15 V

3. 4(2x − 5) = 3(2x + 8) M

10. Rearrange P = + b for Q.

Q

7x

4. − (x − 2) = 12 5 4

8 11. =

2x + 5 x + 5

3x x 5(x − 4)

5. − = 3 5 5

2 3 6 12. − =

x − 2 x + 1 (x − 2)(x + 1)

18

6. −1 = 2

2x 13. (x − 3)2 − 64 = 0

4x (x − 9)2

7. =5 14. = 60

2x − 1 15

Exercises 2. Find the roots of the following quadratic equations.

1. 2x2 − 6x + 4 = 0 3. x2 − 9 = 0 5. x2 + 3x − 1 = 0

2. x2 + 4x − 5 = 0 4. x2 − 2x + 1 = 0 6. (x − 3)(x − 4) = 0

e3x

1. e3 e4 3. ln(x3 ) 5. x−2 x5 7. x5 x6 9. e−x

x3 e2x 3

2. (ex )3 4. x2

6. (x5 )6 8. ex 10. eln x

Answers 1.

1. x = 10/9 2. x = 75/4 3. x = 22 4. x = −80 5. x = −10

RE M

6. x = 3 7. x = 5/6 8. x = −3/5 9. V = r+R 10. Q = P−b

11. x = 5/3 12. x = 4 13. x = 11 or x = −5 14. x = 39 or x = −21

Answers 2.

1. x = 1, x = 2 2. x = −5, x√= 1 3. x = −3, x = 3

4. x = 1 5. x = − 3±2 13 6. x = 3, x = 4

Answers 3.

1. x2 + 4x + 4 2. x2 − 6x + 8 3. x2 + 8x − 65

4. x2 − 6x + 9 5. x2 − 3x + 2 6. x3 − 6x2 + 11x − 6

Answers 4.

1. e7 2. e3x 3. 3 ln x 4. x 5. x3 6. x30 7. x11 8. ex 9. e4x 10. x3

14 WEEK 1. MATHEMATICAL EXPRESSIONS AND BASIC FUNCTIONS

Week 2

Trigonometric functions

2.1 Definitions

sin x = , cos x = , tan x = .

hyp hyp adj

Basic trigonometric identities

Radian measures

In many of the mathematical applications, angles must be in radians

15

16 WEEK 2. TRIGONOMETRIC FUNCTIONS

Sine - sin x

Cosine - cos x

Tangent - tan x

Example 1. Solve cos θ = 0.7 for 0◦ < θ < 360◦ .

Warning ! : Your calculator gives only the principal value, that is the angle closest to zero. There

may exist other solutions.

We need to refer to the graph of cos or to the trigonometric circle to find other possible solu-

tions.

2.4. USING TRIGONOMETRIC IDENTITIES 17

For equations involving some combination of sin, cos, sin2 , cos2 , we need to use the important

relation

sin2 x + cos2 x = 1

to rewrite the equation in terms of either sin x or cos x.

Example 2. Solve cos2 x = sin x on the interval 0 ≤ x ≤ 2π.

This is a quadratic equation for sin x, with a = 1, b = 1, c = −1. The quadratic formula gives

p

−1 ± 12 − 4 · 1 · (−1)

sin x = ≈ sin x = 0.618 or sin x = 1.618, not possible since −1 ≤ sin x ≤ 1.

2·1

The first solution is x = sin−1 (0.618) ≈ 0.666. There is another solution in the interval, π −

0.666 ≈ 2.475.

2 sin π8 cos π8

Example 3. Simplify , knowing that sin(2A) = 2 sin A cos A and cos(2A) = cos2 A−

cos2 π8 − sin2 π8

sin2 A.

18 WEEK 2. TRIGONOMETRIC FUNCTIONS

Exercise 1. Find the exact value of the trigonometric ratios using the triangles.

tan π6 = , tan π3 =

Exercise 2. Complete the following table using the graph of each function and the results of the

previous exercise.

π π π π 3π

0 π 2π

6 4 3 2 2

sin

cos

tan

2.6. SOLVING TRIGONOMETRIC EQUATIONS OF THE FORM A SIN X + B COS X 19

The method is to write the trigonometric term in the form R sin(x + α) using trigonometric identi-

ties, where R > 0.

Example 5. To express 3 cos x + 4 sin x in the form R sin(x + α), we use the identity

to write

Identifying the coefficients of sin x and cos x, we must solve

• cos x term:

• sin x term:

R sin α

To find α: = tan α = .

R cos α

Therefore α = tan−1 34 ≈ 36.87◦ . Verify that this gives a solution in the correct quadrant.

To find R:

2 2 2 2

= R (sin α + cos α) = R (2.2)

Example 6. Express 4 cos x − 2 sin x in the form R sin(x − α) using the identity sin(A − B) =

sin A cos B − cos A sin B.

20 WEEK 2. TRIGONOMETRIC FUNCTIONS

Week 2 - Basic Trigonometry

Q1. Fig. 1 shows a symmetrical roof truss. Span BF is of length 8 m. Rafters AB and AC are

inclined at angles 40o and 65o , respectively. Find the lengths AF and DE.

40 65

B C D E F

Q2. Consider a spring of length L which is fixed at one end and has a mass m attached at the other

end. If the spring is extended by a length x from its natural position, then the motion of the mass

can be described by

r ! r !

λ λ

x = Acos t + Bsin t

Lm Lm

where

√ t is time after the mass, m, has been released and λ, A, B are constants. If A = 3 and

B = 3 express the equation in the form Rcos(ωt − α) and find the amplitude, the frequency

(=ω/2π) and the phase (angle) of the vibrations. (NB ω is the angular velocity of the vibrations =

q

λ

Lm .)

2.8. EXERCISES 21

2.8 Exercises

Exercises 1.

1. If sin θ = √13 and 0◦ ≤ θ ≤ 90◦ , find the exact values of cos θ, sin θ, sec θ, csc θ and cot θ

without using a calculator, i.e. by drawing a right angled triangle with appropriate values.

√ !

−1 −1 1 3

(a) tan (−1) (b) sin − (c) cos−1

2 2

1

3. Solve sin θ = 2 for θ in the range 0 to 2π.

sin(A + B)

10. Show that = tan A + tan B.

cos A cos B

11. Write 5 sin x + 12 cos x in the form R sin(x + α).

√

12. Write 3 sin x + cos x in the form R sin(x + α).

Answers :

q q √ √

1. 23 , √1 ,

2

3

2 , 3, 2 2. − π4 (-0.7854), − π6 (−0.5236), π6 (0.5236)

5π

3. π6 (0.5236), 6 (2.618) 4. 1.249, 1.893

√

5. 210◦ , 330◦ , 90◦ 6. R = 13, α = 33.69◦

√ √

7. R = 34, α = 149.04◦ 8. R = 5, α = −63.43◦

9. 82.62◦ 10. Use identity sin(A + B) = sin A cos B + sin B cos A

11. R = 13, α = 67.38◦ 12. R = 2, α = 30◦

√

13. R = 5, α = −26.66◦ 14. R = 5, α = 36.9◦

√

15.R = 10, α = −18.4◦

22 WEEK 2. TRIGONOMETRIC FUNCTIONS

Week 3

Basic differentiation I

dy

If y is a function of x, then dx is the rate of change of y with respect to x

dy

y = f (x) → = f 0 (x).

dx

dy

In graphical terms, dx represents the gradient of the graph of y = f (x). For example, for the

function

dy

y = x2 + 4 → = 2x

dx

8 x2 + 4

4

−2 −1 0 1 2

Therefore at the point (1,5) on the curve, the gradient of the tangent curve is equal to

dy

= 2x = 2 × 1 = 2.

dx (x=1,y=5)

(x=1,y=5)

23

24 WEEK 3. BASIC DIFFERENTIATION I

• Taking the derivative is a linear operation. This means that you can treat each term of a sum

or a difference independently

d( f ± g) d f dg

Derivative of a sum is the sum of derivatives : = ± .

dx dx dx

dy

Derivative of a function multiplied by a constant: y = a · f (x) → = a · f 0 (x)

dx

• To differentiate a polynomial, the rule is to premultiply by the value of the power and sub-

stract one from the power

dy

Derivative of a polynomial: y = xn → = nxn−1 .

dx

Derivative of a constant = 0.

Example 1.

dy

• If y = 2x, then dx = .

dy

• If y = 7, then dx = .

dy

=

dx

Example 2.

The electric power P (watts) as a function of current i (amps), in a certain circuit, is given by

P = 16i2 + 60i

Find the instantaneous rate of change of power with respect to current when i = 0.75 amps.

Example 3.

Find the gradient of the following functions at the point where x = 3.

• y = 2x3 + 3:

• y = 6x−4 − 23 x2 :

• y = (2x − 3)2 :

√

• y= x + x12 :

3.1. GENERAL RULES 25

The derivatives of other important functions of x can be read from formulae sheets.

dy

Example 4. Find dx for the following functions

• y = sin x:

• y = cos x:

• y = tan x:

• y = ex = exp x :

• y = ln(x) :

26 WEEK 3. BASIC DIFFERENTIATION I

Week 3 - Differentiation

(

t for 0 ≤ t ≤ 2,

i= (3.1)

4 - t for 2 < t ≤ 4

i) Sketch the current i.

ii) The voltage, V , applied across the inductor is given by

di

V = 0.25

dt

Sketch V on a different axis.

s = 75t − t 3 (t ≥ 0)

ds

v= .

dt

ii) At what value of t is v = 0 ?

Q3. Faraday’s law states that the electromotive force, F, induced by N turns of a coil with flux, φ,

passing through it, is given by

dφ

F = −N

dt

If φ = K sin(2π f t) where K and f are constants, determine F.

3.3. EXERCISES 27

3.3 Exercises

dy

Exercises 1. Find dx when

(a) y = 7x5 (b) y = 3x11 (c) y = 27 x2 (d) y = x4/3

Exercises 2. Find the derivative of the following functions

(a) y = 6 cos x (b) y = 6 ln x (c) y = 4ex (d) y = 5x3 − 4 sin x + 7ex

dy

Exercises 3. Find dx for each of the following functions.

√

1. y = 4x2 + 3x − 1 7. y = x − 1x

2. y = 100 8. y = x2 + x−2

3. y = 6x5 + 3x2 − 5x + 2 √

x−2x

9. y = x2

4. y = 6x

5. y = 3 tan x 10. y = 2x1.5 − 4x + 6

Answers 1.

dy dy dy dy

(a) dx = 35x4 (b) dx = 33x10 (c) dx = 7x (d) dx = 43 x1/3

dy dy dy dy

(e) dx = 34 x−3/4 (f) dx = −x−3/2 (g) dx = 6x (h) dx = 12x2 + 4x

dy dy dy dy

(i) dx = 3 − 2x3 (j) dx = 12x − 3 (k) dx = 2(x + 1) (l) dx = 8(4x − 2)

dy

(m) dx = 8x + x73

Answers 2.

dy dy 6 dy dy

(a) dx = −6 sin x (b) dx = x (c) dx = 4ex (d) dx = 15x2 − 4 cos x + 7ex

Answers 3.

dy dy 1

1. dx = 8x + 3 7. dx = √

2 x

+ x12

dy

2. =0 dy

dx 8. dx = 2x − 2x−3 = 2x − x23

dy

3. dx = 30x4 + 6x − 5

dy

dy

9. dx = − 32 x−5/2 + x22

4. dx = 6x ln 6

dy

5. dy

= 3 sec2 x 10. dx = 3x0.5 − 4

dx

dy dy

6. dx = 6x2 + 4 sin x + ex 11. dx = 2x − 8 = 2(x − 4)

28 WEEK 3. BASIC DIFFERENTIATION I

The formal definition for the derivative of a function y = f (x) is given by

df f (x + ∆x) − f (x)

= f 0 (x) = lim .

dx ∆x→0 ∆x

The meaning of this definition can be illustrated as in the following figure. As ∆x is made arbitrar-

ily small, the line that passes through the points (x, f (x)) and (x + ∆x, f (x + ∆x)) eventually gets

close to the tangent line at (x, f (x)). Using this definition, prove that

dy

• If y = x2 , then dx = 2x.

d 1 1

• = − 2.

dx x x

d

• (sin x) = cos x.

dx

Week 4

Basic differentiation II

The product rule is used to compute the derivative of products of functions, that is y = u · v where

u and v are both functions of x.

d(u · v) dv du

= u +v .

dx dx dx

Example 1.

dy

If y = x3 cos x, find dx .

du dv

Here we write u = x3 and v = cos x. Differentiating gives dx = 3x2 and dx = − sin x. Applying

the product rule, we obtain

dy

=

dx

Example 2.

dy

If y = (x4 − 2x)ex , find dx .

Here

u= v=

du dv

dx = dx =

dy

=

dx

29

30 WEEK 4. BASIC DIFFERENTIATION II

u

The quotient rule is used to compute the derivative of a quotient of functions, y = v where u and v

are functions of x.

dy d(u/v) v du − u dv

= = dx 2 dx .

dx dx v

Example 3.

x2 dy

If y = 3x+1 , find dx .

Here

u = x2 v = 3x + 1

du dv

dx = 2x dx =3

dy

=

dx

Example 4.

x2 − 4 dy

If y = , find dx .

sin x

Here

u= v=

du dv

dx = dx =

dy

=

dx

The chain rule is used to differentiate composite functions, y = y(u(x)). The chain rule states that

dy dy du

= × .

dx du dx

For example, if y = (2x + 1)4 we can write

y = u4 u = 2x + 1

dy du

du = 4u3 dx =2

dy dy du

= × = 4u3 × 2 = 8u3 = 8(2x + 1)3 .

dx du dx

4.3. THE CHAIN RULE 31

y= u=

dy du

du = dx =

dy dy du

= × = .

dx du dx

Example 6. Differentiate the following with respect to x :

1. y = ln (2x)

2. y = e3x

3. y = e−2x

4. y = cos (3πx)

5. y = exp(−2x) + 6

32 WEEK 4. BASIC DIFFERENTIATION II

Week 4 - Differentiation: Part II

1

ρ=

V

where V represents the volume of unit mass (i.e. the specific volume).

Find an expression for dV

dρ .

−6

v = 1 − e−10t / 2 × 10

and the capacitance is C = 0.2 × 10−6 then the current, i, is defined as

dv

i=C .

dt

i) Find i in terms of t given v.

s = e−kt cos(ωt)

where ω is the angular velocity and k is a constant.

Find the velocity v = ds

dt .

4.5. EXERCISES 33

4.5 Exercises

dy

Exercises 1. Use the product rule to find dx for each of the following:

a) y = x sin x b) y = xex

c) y = x2 ln x d) y = sin x cos x

dy

Exercises 2. Use the quotient rule to find dx for each of the following:

sin x x

a) y= x b) y= sin x

x 1+x

c) y= x2 +1

d) y= 1−x

e) y= x2 +4

f) y= 4x+7

dy

Exercises 3. Use the chain rule to find dx for each of the following:

1

a) y = (x3 − 2)2 b) y= 3x+1

e) y = ln(4x + 1) f) y = sin2 x

Answers 1.

dy dy

a) = sin x + x cos x b) = (x + 1)ex = xex + ex

dx dx

dy dy

c) = x + 2x ln x d) = cos2 x − sin2 x

dx dx

dy dy

e) = (x2 − 2) cos x + 2x sin x f) = ex cos x − ex sin x = ex (cos x − sin x)

dx dx

Answers 2.

dy x cos x − sin x dy sin x − x cos x

a) = b) =

dx x2 dx sin2 x

dy 1 − x2 dy 2

c) = d) =

dx (1 + x2 )2 dx (1 − x)2

dy 16 − 4x2 + ex (2x2 − 4x + 8) dy 40x3 + 93x2 − 42x − 16x−1 − 14x−2

e) = f) =

dx (x2 + 4)2 dx (4x + 7)2

Answers 3.

dy dy −3

a) = 6x2 (x3 − 2) b) =

dx dx (3x + 1)2

dy dy

c) = −4 sin(4x + 1) d) = 2x cos(x2 )

dx dx

dy 4 dy

e) = f) = 2 sin x cos x

dx 4x + 1 dx

34 WEEK 4. BASIC DIFFERENTIATION II

Week 6

Basic integration

Integration is the inverse or opposite process to differentiation. Generally integration can be used

to find a function given its derivative or rate of change.

dy

Integration is the process that takes the differentiated function dx and transforms it back to its

original form.

Formally, for a polynomial

1 n+1

Z n+1 x +C

n 6= −1

n

x dx =

ln(x) +C n = −1

where C is some constant of integration. You need to treat each term of a sum separately.

For a polynomial xn , the general rule is

Divide by the new power

Add an integration constant

Example 1. Integrate 3x4 dx. This is the integral of 3x4 with respect to x.

R

x4+1 3

Z Z

3x4 dx = 3 x4 dx = 3 +C = x5 +C.

4+1 5

Example 2. Integrate sin x + 1x dx.

R

1

Z

sin x + dx =

x

We call these indefinite integrals since the result is an expression in x.

35

36 WEEK 6. BASIC INTEGRATION

dy

1. dx = x + x4

dy

2. dx = 2x − 2x2 + 3x4

dy

3. dx = 2x−2 − 2x−3 + 3x−4

dy √

4. dx =2 x

dy 1

5. dx = x2

+ x23 , if y = 2 when x = 1

Definite integrals have upper and lower limits, which we write adjacent to the integral sign at the

top and bottom respectively. The result of definite integration is a number.

Example 4. Compute the definite integral 13 (x2 + 2x + 4)dx. This is the integral of x2 + 2x + 4

R

between x = 1 and x = 3. We first compute the indefinite integral and evaluate this between the

limits,

3

x3

Z 3

2

(x + 2x + 4)dx = + x2 + 4x + c

1 3 1

33 13

2 2

= +3 +4·3+c − +1 +4·1+c

3 3

Value at UPPER limit - Value at LOWER limit

1

= 30 − 5

3

2

= 24 .

3

Example 5.

Z π

sin xdx =

0

6.3. AREAS 37

6.3 Areas

In graphical terms, the definite integral

Z b

f (x)dx

a

represents the area bounded by the x axis, the curve y = f (x), the line x = a and the line x = b.

Z 4

(x2 + 3)dx

1

Area =

38 WEEK 6. BASIC INTEGRATION

Example 7. Find the area bounded by the curve y = x2 and the line y = x + 2.

6.4. INTEGRATION BY SUBSTITUTION 39

In this section, we shall see that changing variables can simplify an integral and allow us to com-

pute it.

du 1

u = 3x + 4 then = 3 ⇒ dx = du.

dx 3

Thus,

1

Z Z

sin(3x + 4)dx = sin u · du

3

1 1

Z

= sin udu = − cos u +C

3 3

1

= − cos(3x + 4) +C

3

1

Z

Example 9. Find dx.

2x − 5

Set u = 2x − 5. Then

(x) 0

Integrals of the type k ff (x)

R

dx can be integrated directly to k ln | f (x)| +C.

Example 10.

2x

Z

1. dx

x2 + 4

Z

2. tan xdx

3

Z

3. dx

2x + 1

40 WEEK 6. BASIC INTEGRATION

It may be necessary to use the trigonometric identities to bring an integral to a tractable form.

Example 11.

1 1 1

Z Z

2

sin θdθ = (1 − cos(2θ)) dθ = θ − sin(2θ) +C

2 2 2

6.7. SEMINAR SHEET 41

Week 6 - Integration: Part I

Q1. Find the area of the segment (shaded area) cut from the curve y = x(3 − x) and the line y = x,

as shown below.

√

Q2. Find the area of the segment cut-off from the curve y = sin(x), 0 ≤ x ≤ π by the line y = 1/ 2.

42 WEEK 6. BASIC INTEGRATION

6.8 Exercises

Exercises 1. Find the integrals of the following functions

Z

√

dy 1

1. = −3x3/2 + 4x−4 + 5 6. x+ 2 dx

dx x

Z

9 Z

2. y = 5x−6 + 2 dx x−1.5 + 3x2 dx

x 7.

Z Z

(4x2 − 3x−7 + 5x5/4 + 3)dx e3x + e−2x + 6 dx

3. y = 8.

Z

6 3 1

Z

4

4. y = − x + √ dx 9. dx

x5/2 x e2x

1

Z Z

4 2

5. (x + 3x − 2)dx 10. dx

2x

Exercises 2. Evaluate the following definite integrals

Z 2 Z 4

√ Z π

2

1. 2xdx 3. xdx 5. cos xdx

−1 2 π

6

Z 3 Z 1 Z π

6

2. 2

(x + x)dx 4. x

e dx 6. (cos x − sin x)dx

−1 0 − π6

Z Z

4e−2x + 5 sin (2x) dx

1. cos(5x + 6)dx 5.

Z

Z

6 2 4

2. dx 6. − dx

4x + 5 3 + 2x 4x + 3

Z

Z 3 2x+5

2 7. − 5e + sin (x − 7) dx

3. sin(4x) − cos(5x) + sec (3x) dx x

Z

Z 4 2

7e3x − 4e−3x dx 8. − cos (5x) dx

4. 2x + 4

6.8. EXERCISES 43

Answers 1.

3

1. − 65 x5/2 − 3x43 + 5x +C 6. 2x 2

− 1x +C

3

2. − x15 − 9x +C 2

7. x3 − x1/2 +C

4x3

3. 3 + 3x + 20

9x

9/4 + 1 +C

2x6 8. e3x

− 12 e−2x + 6x +C

3

4 5 √

4. C − x3/2 − x5 + 6 x +C 9. −1

+C

2e2x

x5 1

5. 5 + x3 − 2x +C 10. 2 ln x +C

Answers 2.

2

√ 1

1. 3 3. 3 [8 − 8] ∼ 3.45 5. 2

40

2. 3 (= 13 13 ∼ 13.33) 4. e − 1 ∼ 1.718 6. 1

Answers 3.

1 5

1. sin(5x + 6) +C 5. −2e−2x − cos(2x) +C

5 2

3 3 + 2x

2. ln |4x + 5| +C 6. ln |3+2x|−ln |4x+3|+C = ln +

2 4x + 3

C

1 1 1 5

3. − cos(4x) − sin(5x) + tan(3x) +C 7. 3 ln x − e2x+5 − cos (x − 7) +C

4 5 3 2

7 3x 4 −3x 1

4. e + e +C 8. 2 ln(2x + 4) − (10x + sin(10x)) +C

3 3 20

44 WEEK 6. BASIC INTEGRATION

Week 7

Complex numbers

Attempting to solve the quadratic equation z2 − 2z + 10 = 0 presents us with a problem. The

quadratic formula gives

√ √

−b ± b2 − 4ac 2 ± −36

z= = =

2a 2

There exist

√ no real solutions !

What is −36?? Let us use the following definition

√

Definition : −1 = j, j2 = −1.

We

√ can then

p write √ √

−36 = (−1) × (36) = −1 × 36 = ± j6.

The solutions for the polynomial are therefore

√

2 ± −36 2 ± j6

z= = = 1 ± j3.

2 2

Remark 1. Most math textbooks will use the letter i instead of j.

When written in the form z = a + jb,(a number is said to be in Cartesian or rectangular form.

real part : Re(z) = a

Each complex number consists of a

imaginary part : Im(z) = b

Remark 2. Two complex numbers z1 = a1 + jb1 and z2 = a2 + jb2 are equal if and only their real

and imaginary parts are equal, i.e. a1 = a2 and b1 = b2 .

The complex conjugate of z = a + jb is the number z∗ = a − jb, it has the same real part and

the imaginary part with opposite sign. For example, if z = 3 + j4, then z∗ = 3 − j4.

Addition and subtraction. Treat real and imaginary parts separately. If z = 3+ j4 and w = 5− j,

then

z + w = (3 + j4) + (5 − j) =

z − w = (3 + j4) − (5 − j) =

45

46 WEEK 7. COMPLEX NUMBERS

Multiplication. Multiply out the terms and take into account that j2 = −1,

z·w = (3 + j4)(5 − j) =

∗

zz = (3 + j4)(3 − j4) =

(a + jb)(a − jb) =

Remark 3. The multiplication of a complex number with its own complex conjugate always gives

a real number.

Division. Multiply both parts of the ratio by the complex conjugate of the denominator.

z (3 + j4)

= =

w (5 − j)

Exercises 1. Given complex numbers z = 2 + j3, w = 4 − j, p = −3 + j2, q = −1 − j, find

9. wq 10. z ÷ w 11. w ÷ z 12. qp 13. qp 14. z ÷ z∗ 15. pp∗

Answers :

1.6 + j2 2. −4 + j 3. 2 − j4 4. −2 + j3 5. 13

5

6. 2 7. 11 + j10 8. 5 + j 9. −5 − j3 10. 17 + j 14

17

5

11. 13 − j 14

13 12. 12 − j 25 1

13. 13 5

+ j 13 14. −5 12

13 + j 13 15. 13 − j 12

5

13

7.3. THE ARGAND DIAGRAM 47

Complex numbers can be represented graphically using the real Re and imaginary Im axes. The

resulting diagram is called an Argand diagram.

is a measure of the magnitude of z and is written as |z|

p

|z| = a2 + b2 .

The argument of a complex number is the angle between the positive real axis and the line

representing the complex number and is abbreviated to arg(z),

−1 b

arg(z) = tan .

a

The angle can be given in degrees or radians and will be the principal value, i.e. the angle

closest to the positive real axis

√ √

Example 1. If z = 4 + j3 then |z| = 42 + 32 = 25 = 5. The argument arg(z) = tan−1 34 ≈

36.87◦ .

p √ √

Example 2. If z = −3 − j2 then |z| = (−3)2 + (−2)2 = 9 + 4 = 13. The argument arg(z) =

−2

tan−1 −3 ≈ 33.69◦ . This result is not correct as we are looking for a number in the third quadrant.

The function tan repeats every 180◦ so by removing 180◦ we obtain an angle in the required range,

i.e. 33.69◦ − 180◦ = −146.31◦ .

If the complex number z = a + jb has modulus r and argument ϕ then

48 WEEK 7. COMPLEX NUMBERS

This is called the polar form of the complex number.

√ √

We compute |z| = r = 22 + 12 = 5 and arg(z) = tan−1 1

≈ 26.565◦ , therefore in polar

√ 2

form we have z = 5 (cos 26.565◦ + j sin 26.565◦ ).

Remark 4. When computing the polar form, it is useful to remember the following properties of

the trigonometric functions, cos(−x) = cos x, sin(−x) = − sin x.

√ √

We compute |z| = r = 22 + 12 = 5 and arg(z) = tan−1 − 21 ≈ −26.565◦ , therefore z =

√ √

5 (cos(−26.565◦ ) + j sin (−26.565◦ )) = 5 (cos 26.565◦ − j sin 26.565◦ ).

√ √

We compute |z| = r = 32 + 42 = 25 = 5 and arg(z) = tan−1 −3 4

≈ −53.13◦ . However

−3+ j4 is in the second quadrant so we need to add 180 , i.e. arg(z) = −53.13◦ +180◦ = 126.87◦ .

◦

Example 6. Convert z = 3 cos π3 + j sin π3 into Cartesian form.

√

3 3

π

π

By direct computation, Re(z) = 3 cos 3 = 1.5 and Im(z) = 3 sin 3 = 2 ≈ 2.598, hence

z = 1.5 + j2.598.

7.5. EXPONENTIAL FORM OF A COMPLEX NUMBER 49

A complex number written in polar form can easily be converted to exponential form, provided

that the argument is expressed in radians. Just write

z = r (cos ϕ + j sin ϕ) as z = r e jϕ .

√

Example

√ 7. Convert z = 1 + j into polar form and exponential form. We compute z = 12 + 12 =

2, arg(z) = tan−1 (1) = 45◦ or π4 rads. Therefore

√

• Polar form : z = 2 (cos 45◦ + j sin 45◦ ).

√

• Exponential form : z = 2e jπ/4 .

For a number z = ea+ jb , we need to use Euler’s equation

to obtain

If z = e jπ , then

To compute the log, first convert the complex number to exponential form.

z = re jϕ

ln(z) = ln(re jϕ ) = ln(r) + ln(e jϕ ) = ln(r) + jϕ.

50 WEEK 7. COMPLEX NUMBERS

Week 7 - Complex Numbers

1

Y=

Z

where Z is the impedance of the circuit. If Z = 100 − j25, find Y .

Q2. The total impedance, Z, of a circuit containing an inductor with inductance L and a resistor

with resistance R in series is given by

If Z = (50 + j200) Ω and f = 50 Hz, find R and L.

Find the current I and express it in polar form.

7.9. EXERCISES 51

7.9 Exercises

Exercises 2.

1. Locate the following complex numbers in the Argand plane and find ther modulus and ar-

gument (in degrees) √

a) 1 + j b) 1 + j 3 c) −3 + j3

d) −4 − j3 e) 3 − j2

2. Use that cos(−x) = cos x and sin(−x) = − sin x to convert to polar form

a) 3 + j2 b) 3 − j2 c) 1 − j

d) −2 + j e) −3 − j4 f) e3+ j

3. Convert to cartesian form

a) 4 (cos 60◦ + j sin 60◦ ) b) 5 (cos 90◦ + j sin 90◦ )

π

c) e−2+ j 4 d) e j2π

4. Convert to exponential form

a) 6 (cos 135◦ + j sin 135◦ ) b) 3 + j4

Answers

√ √ √ √

1. a) 2, 45◦ b) 2, 60◦ c) 18 = 3 2 ≈ 4.243, 135◦ d) 5, −143.1◦ e) 13, −33.7◦

√ √

a) √13(cos 33.7◦ + j sin 33.7◦ ) b) √13(cos 33.7◦ − j sin 33.7◦ )

2. c) 2(cos 45◦ − j sin 45◦ ) d) 5(cos 153.4◦ + j sin 153.47◦ )

e) 5(cos 126.87◦ − j sin 126.87◦ ) f) e3 (cos 1 + j sin 1)

√ √ √

a) 2 + j2 3 ≈ 2 + j3.464 b) 5 j c) e−2 cos π4 + j sin π4 = e−2 22 + j 22

3. d) 1

3π

4. a) 6e j 4 b) 5e j0.927

52 WEEK 7. COMPLEX NUMBERS

Week 8

Given that z = r1 (cos ϕ + j sin ϕ) and w = r2 (cos θ + j sin θ), we have

Multiplication:

=

=

Example 1. If z = 5(cos 45◦ + j sin 45◦ ) and w = 2(cos 10◦ + j sin 10◦ ), then

z×w =

z r1

Divide moduli and subtract arguments : = (cos(ϕ − θ) + j sin(ϕ − θ))

w r2

53

54 WEEK 8. COMPLEX ARITHMETIC IN POLAR FORM

Multiplying a given complex number z = r(cos ϕ + j sin ϕ) by itself we have

= r2 (cos2 ϕ + j 2 sin ϕ cos ϕ + j2 sin2 ϕ) = r2 (cos2 ϕ − sin2 ϕ) + j 2 sin ϕ cos ϕ

= r2 (cos(2ϕ) + j sin(2ϕ))

Multiplication and division can be further generalized to powers to give what is called de

Moivre’s formula, that is if z = r(cos ϕ + j sin ϕ), then

Incredible Fact: The de Moivre’s formula applies not only for integer powers, but also for

fractional powers !

4

Example√ 2. If zπ = 1 + j,π find z . It is much simpler to work in polar form. It is easy to obtain

thatz = 2(cos 4 + j sin 4 ). By applying de Moivre’s formula, we obtain directly

√ 4 π π

z4 = 2 cos 4 · + j sin 4 · = 4(cos π + j sin π) = −4.

4 4

√

Example 3. If z = 2 − j, find z2 . In polar form, the modulus of z is equal to 5and its argument

is −26.565◦ . By using de Moivre’s formula, we have

√ 2

z2 = cos (2 × (−26.565◦ )) + j sin (2 × (−26.565◦ ))

5

= 5 cos(−53.13◦ ) + j sin(−53.13◦ ) = 5 cos 53.13◦ − j sin 53.13◦

Note that the cosine and sine functions repeat every 360◦ or 2π rads. In particular,

sin θ = sin(θ + 2π) = sin(θ + 4π) = . . . = sin(θ + 2kπ), k = 0, 1, 2, . . .

So in general if z = r(cos θ + j sin θ), then z can also be written as z = r(cos(θ + 2kπ) +

j sin(θ + 2kπ)). de Moivre’s formula can then be used to compute the roots of complex numbers.

Indeed, if zn = r(cos θ + j sin θ), then

1/n θ + 2kπ θ + 2kπ

z=r cos + j sin , k = 0, 1, 2 . . .

n n

In degrees, this is expressed as

θ + k · 360◦ θ + k · 360◦

z = r1/n cos + j sin , k = 0, 1, 2 . . .

n n

Example 4. Find the complex solutions of z3 = 1 = 1 + j 0. There are 3 such roots which we find

using the de Moivre’s formula. In polar form, 1 = 1(cos 0◦ + j sin 0◦ ),therefore

◦

0 + k · 360◦

◦

0 + k · 360◦

1/3

z=1 cos + j sin , k = 0, 1, 2.

3 3

For each value of k, we obtain a root

8.2. ROOTS AND DE MOIVRE’S THEOREM 55

• k = 0: z1 = 1 (cos 0◦ + j sin 0◦ ) = 1

◦

√

360◦ ◦ ) + j sin (120◦ )) = − 1 + j 3 .

• k = 1:z2 = 1 cos 360

3 + j sin 3 = 1 (cos (120 2 2

√

720◦ 720◦

= 1 (cos (240◦ ) + j sin (240◦ )) = − 12 − j 3

• k = 2:z3 = 1 cos 3 + j sin 3 2 .

3 · 360◦ 3 · 360◦

z4 = 1 cos + j sin = 1 (cos 360◦ + j sin 360◦ ) = 1,

3 3

so we would just obtain the same values periodically. Therefore it is sufficient to look only at

k = 0, 1, . . . n − 1. In the complex plane, the roots can be represented in a circle of radius 1 in an

Argand diagram.

In general

360◦ 2π

• The solutions will be equally spaced at intervals of n or n in radians.

• The angle closest to the positive real axis is the principal argument of w1/n and the corre-

sponding root is the principal root.

√

Example 5. Solve z4 = 4+ j4. In polar form, the number w = 4+ j4 is written as w = 32 (cos 45◦ + j sin 45◦ ).

Using de Moivre’s formula we get

√ 45◦ + k · 360◦ ◦

45 + k · 360◦

1/4

z= 32 cos + j sin , k = 0, 1, 2, 3.

4 4

The four roots have modulus equal to (321/2 )1/4 = 321/8 = 25/8 ≈ 1.54 and are equally spaced

◦

at intervals of 360 ◦

4 = 90 . They are given by

◦ ◦

• k = 0: z1 = 25/8 cos 454 + j sin 454 = 25/8 (cos 11.25◦ + j sin 11.25◦ )

• k = 1: z2 = 25/8 (cos (11.25◦ + 90◦ ) + j sin (11.25◦ + 90◦ )) = 25/8 (cos 101.25◦ + j sin 101.25◦ )

• k = 2: z3 = 25/8 (cos (101.25◦ + 90◦ ) + j sin (101.25◦ + 90◦ )) = 25/8 (cos 191.25◦ + j sin 191.25◦ )

• k = 3: z4 = 25/8 (cos (191.25◦ + 90◦ ) + j sin (191.25◦ + 90◦ )) = 25/8 (cos 281.25◦ + j sin 281.25◦ )

56 WEEK 8. COMPLEX ARITHMETIC IN POLAR FORM

Week 8 - Complex arithmetics in polar form

1. Find all roots z of

z4 = 4 + j4

and represent them graphically in the Argand plane.

2. (Singh’s book, p.547, no.5) A robot arm has a transfer function G given by

40

G(ω) = ,

(ω + jω)4

10

G(ω) = − .

ω4

3. Consider the following three forces F1 , F2 , F3 acting on the point (0, 0).

√

13 5 1

|F1 | = N, |F2 | = N, |F3 | = N,

6 6 2

compute the resulting force F = F1 + F2 + F3 .

8.4. EXERCISES 57

8.4 Exercises

Exercises 1.

1. Express z = 4 + j5, w = −2 + j7 in polar form and write the polar form of the following

numbers

(a) z w

(b) z ÷ w

(c) z3

(d) w4

2. (Extra problem) Using the usual approach for dividing complex numbers (i.e. multiplying

by the complex conjugate of the denominator), prove the above formula for division.

Exercises 2. 1. Express

(2+ j3)4

(b) Hence find 1− j2 in polar form.

(c) Convert your answer into exponential form and cartesiana + j b form.

Answers 1.

1. In polar

√ form, we have

z = √41 (cos 51.34◦ + j sin 51.34◦ ) ≈ 6.403 (cos 51.34◦ + j sin 51.34◦ )

w√ = 53 (cos 105.95◦ + sin 105.95◦ ) = 7.28 (cos 105.95◦ + sin 105.95◦ )

a) p2703(cos 157.29◦ + j sin 157.29◦ ) ≈ 46.61(cos 157.29◦ + j sin 157.29◦ )

b) 41/53(cos(−54.61◦ ) + j sin(−54.61◦ )) ≈ 0.8795(cos(54.61◦ ) − j sin(54.61◦ ))

c) 413/2 (cos 154.02◦ + j sin 154.02◦ ) ≈ 262.528 (cos 154.02◦ + j sin 154.02◦ )

d) 532 (cos 423.8◦ + j sin 423.8◦ ) = 2809(cos 63.8◦ + j sin 63.8◦ )

2. If z = r1 (cos ϕ + j sin ϕ) and w = r2 (cos θ + j sin θ), then by remembering that j2 = −1, we

have

= = ·

w r2 (cos θ + j sin θ) r2 (cos θ + j sin θ) (cos θ − j sin θ)

r1 (cos ϕ cos θ − j cos ϕ sin θ + j sin ϕ cos θ − j2 sin ϕ sin θ)

= =

r2 (cos θ cos θ − j cos θ sin θ + j sin θ cos θ − j2 sin2 θ)

r1 cos ϕ cos θ + sin ϕ sin θ + j (sin ϕ cos θ − cos ϕ sin θ)

=

r2 cos2 θ + sin2 θ

r1

= (cos(ϕ − θ) + j sin(ϕ − θ)) .

r2

The last step is due to the identities cos(A − B) = cos A cos B + sin A sin B and sin(A − B) =

sin A cos B − cos A sin B, see the formula sheet.

58 WEEK 8. COMPLEX ARITHMETIC IN POLAR FORM

Answers 2.

√ √

a) 13(cos 56.3◦ + j sin 56.3◦ ), 5(cos(−63.4◦ ) + j sin(−63.4◦ ))

1. b) ≈ 75.56 (cos 288.6◦ + j sin 288.6◦ ) = 75.56 (cos(−71.4◦ ) + j sin(−71.4◦ ))

c) 24.2 − j 71.6, 75.6 e− j1.244

z2 = 1.335(cos 99◦ + j sin 99◦ ) = 1.335 e j11π/20 = 1.335 e j1.728

2. z3 = 1.335(cos 171◦ + j sin 171◦ ) = 1.335 e j19π/20 = 1.335 e j2.985

z4 = 1.335(cos 243◦ + j sin 243◦ ) = 1.335 e j27π/20 = 1.335 e j4.241

z5 = 1.335(cos 315◦ + j sin 315◦ ) = 1.335 e j7π/4 = 1.335 e j5.480

z1 = 851/6 (cos 43.53◦ + j sin 43.53◦ ) z2 = 851/6 (cos 163.53◦ + j sin 163.53◦ )

3.

z3 = 851/6 (cos 283.53◦ + j sin 283.53◦ )

Week 9

Further Differentiation

For a function y = f (x), we say that y is defined explicitly in terms of x. For instance,

y = sin ln(x2 + 1) .

If, on the contrary, there is an equation relating x and y and y cannot be expressed explicitly in

terms of x (or if it is not convenient to do so) then we call this an implicit function. For example,

x sin(y2 + 1) − ln y = x

dy

of x, we can obtain the derivative dx from the implicit function by using the chain rule.

dy

Example 1. Find dx if (x − 2)2 + (y + 1)2 = 9.

dy

Solve the result for dx :

dy

Note that dx is a function of x and y.

dy

Example 2. Find dx if sin(2x) + cos(3y) = x2 y.

59

60 WEEK 9. FURTHER DIFFERENTIATION

Let us recall some rules about split up of logarithms of products, quotients and powers

x

ln(xyz) = ln x + ln y + ln z, ln = ln x − ln y, ln (xy ) = y ln x.

y

It is sometimes useful to use these properties and implicit differentiation to differentiate com-

plicated functions.

dy x3 sin(2x)

Example 3. Find dx if y = √ . First we take logs and use the properties to get

1 − 4x

x3 sin(2x)

3

x sin(2x)

ln y = ln √ = ln = ln

1 − 4x (1 − 4x)1/2

1

= ln x3 + ln sin(2x) − ln[(1 − 4x)1/2 ] = 3 ln x + ln sin(2x) − ln(1 − 4x).

2

d f 0 (x)

[ln( f (x))] =

Differentiate with respect to x and remember that .

dx f (x)

1 dy 3x2 2 cos(2x) 1 (−4) 3 2

= 3 + − = + 2 cot(2x) + .

y dx x sin(2x) 2 1 − 4x x 1 − 4x

x3 sin(2x)

Since y = √ , we can rearrange this to get

1 − 4x

3

dy 3 2 3 2 x sin(2x)

= + 2 cot(2x) + y= + 2 cot(2x) + √ .

dx x 1 − 4x x 1 − 4x 1 − 4x

dy

Example 4. Find dx if y = xsin x , this is called an indicial expression. First take logs,

ln y = ln xsin x = sin x ln x

Differentiate with respect to x by using the product rule and rearrange to get

1 dy 1

=cos x ln x + sin x ·

y dx x

dy 1 sin x 1

⇒ = y cos x ln x + sin x · =x cos x ln x + sin x · .

dx x x

9.3. PARAMETRIC DIFFERENTIATION 61

It can be sometimes convenient to express x and y in terms of a third parameter which can be either

time t or an angle θ, for instance. Then if we write x(t) and y(t), we can compute the variation of

y with respect of x as a function of t by writing

dy dy/dt dy dx

= = ÷ .

dx dx/dt dt dt

dy

Example 5. Find dx if x = sint and y = 2t + 3.

We first find

dx dy

= cost, and = 2.

dt dt

Hence,

dy dy dx 2

= ÷ = = 2 sect.

dx dt dt cost

Note that the result is given in terms of the parameter t.

Second derivative As the first derivative is a function of t, we need to use the chain rule in order

to differentiate it again with respect to x

d2 y

d dy d dy dt d dy dx

= = · = ÷ .

dx2 dx dx dt dx dx dt dx dt

dy

Example 6 (Continuing the previous example). We had that dx = 2 sect, therefore

d dy d

= (2 sect) = 2 sect tant.

dt dx dt

We then find

d2 y

d dy dx 2 sect tant sint

2

= ÷ = =2 3 .

dx dt dx dt cost cos t

dy d2 y

Example 7. Find dx in terms of θ if x = cos θ and y = sin θ.

and dx2

dx dy

Differentiating x and y with respect to θ, we get = − sin θ and = cos θ.

dθ dθ

Therefore

dy dy dx cos θ

= / = = − cot θ.

dx dθ dθ − sin θ

Since d

dθ cot θ = − csc2 θ = − sin12 θ (look in the table of derivatives), the second derivative is

given by

d2 y csc2 θ

d dy dx d 1

2

= ÷ = (− cot θ) ÷ (− sin θ) = =− 3 .

dx dθ dx dθ dθ − sin θ sin θ

62 WEEK 9. FURTHER DIFFERENTIATION

9.4 Exercises

Exercises 1.

dy

1. Find dx when

(b) 2ex + 3y = sin y (d) x3 − e2y + sin y = 4

(b) x2 + 4xy − y2 + 9 = 0 at the point (0, 3)

(c) 2x2 e3y = x + 1 at the point (1, 0)

dy

Exercises 2. Find dx when

q

1. y = (1 + x)(1 + 2x)(1 + 3x) 5. y = e−x (1 + 2x)(1 + x2 )3

2. y = ex (1 − x)3 sin(4x)

√ 6. y = 3x

cos x 3 + x2

3. y =

4x 7. y = 42x

e2x sin2 x 2)

4. y = 8. y = 2(1−3x

1+x

Exercises 3.

dy

1. Find dx in terms of t if

(a) x = 2t 3 , y = 4t 2 + 1

√

(b) x = 3t , y = 1 + t 2

√

(c) x = t 2 + 4, y = t

1 1

(d) x = t−1 , y= t+1

dy

2. Find dx in terms of θ if

(b) y = 3 sin θ − sin3 θ, x = cos3 θ

(c) x = cos θ + θ sin θ, y = sin θ − θ cos θ

d2 y

3. Find dx2

in terms of t, given that

(a) x = 1t , y = 3t 2 + 2

(b) x = t + 3, y = t 2 + 4

(c) x = t 2 + 2t, y = t 2 − 2t

9.4. EXERCISES 63

Answers 1.

3x2 2ex 2y(x + sin 2x) 3x2

1. a) b) c) d)

2y2 cos y − 3 8y2 − 1 2e2y − cos y

2. a) −4 b) 2 c) −0.5

Answers 2.

1 2 3

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

3

2. ex (1 − x)3 sin(4x) 1 − 1−x

+ 4 cot 4x

√

cos x 3 + x2

x 1

3. − tan x + −

4x 3 + x2 x

e2x sin2 x

1

4. 2 + 2 cot x −

1+x 1+x

p h i

5. e−x (1 + 2x)(1 + x2 )3 − 12 + 1+2x 1 3x

+ 1+x 2

6. 3x ln 3

7. 2 ln 4 42x

2

8. −6x ln 2 21−3x

Answers 3. 2

−t 3 t −3/2

8 4 t −1

1. a) = b) √ c) d)

6t 3t 3 1 + t2 4 t +1

sin 2θ

2. a) −2 = −4 sin θ b) − cot θ c) tan θ

cos θ

1

3. a) 18t 4 b) 2 c)

(t + 1)3

64 WEEK 9. FURTHER DIFFERENTIATION

Week 10

Matrices

10.1 Definition

A matrix (plural matrices) is an array of numbers. For example,

1 2 3

A= .

4 0 −1

It is a very rich mathematical structure. The order, or the dimensions, of a matrix is r × c,

where r is the number of rows and c is the number of columns. In this example, r = 2 and c = 3

and therefore the order is 2 × 3.

To identify a particular lement or term in a matrix we state the row then the column.

Two matrices can be added or subtracted if and only if they have the same order. Elements are just

added componentwise. If

1 −2 4 5 1 2 3

A= , B= , C=

3 0 6 7 4 5 6

65

66 WEEK 10. MATRICES

10.3 Multiplication

10.3.1 By a scalar

To multiply a matrix by a number, just multiply each element in the matrix by this number. If

1 −2 4 5 1 2 3

A= , B= , C=

3 0 6 7 4 5 6

we can compute

3C =

2A + 4B =

3B − 5A =

3A + 2C =

10.3. MULTIPLICATION 67

To multiply two matrices, it is necessary that the number of columns in the first matrix must be

equal to the number of rows in the second matrix. In other words, if A is a p × q matrix and B is

r × s. The product AB is defined only if q = r. We multiply rows by columns and the resulting

matrix will have dimensions p × s.

1 −2 4 5 1 2 3

A= , B= , C=

3 0 6 7 4 5 6

Let’s compute

AB =

AC =

BA =

CA =

68 WEEK 10. MATRICES

The unit matrix is a square matrix which acts like “1” under multiplication. It has 1’s on the

leaading diagonal and zeros elsewhere.

To square a matrix A means taking the product of A with itself, i.e. A2 = A · A. It does not mean to

square each element. The matrix must itself be a square matrix.

1 0 3

1 −2 1 2 3

A= , B = 2 −1 0 , C= .

3 0 4 5 6

3 5 7

A2 =

B2 =

C2 =

1 2 3

Simply interchange rows and columns. If A = , then the transpose of A is

4 5 6

AT =

The determinant of a square matrix A is denoted by |A| and is a number which is computed from

the matrix elements.

10.7. THE DETERMINANT 69

10.7.1 2 × 2 matrix

For a 2 × 2 matrix

a b a b

A= → |A| = = ad − bc.

c d c d

For example,

2 3

4 5 =

1 −2

5 3 =

10.7.2 3 × 3 matrix.

The steps are the following.

+ − +

− + −

+ − +

(

+ if i + j is even

The element in position i, j has the sign (−1)i+ j , i.e. .

− if i + j is odd

2. Choose one row or column (typically the first row, but any will work).

(a) Cross out the row and column in which the element occurs.

(b) The 2 × 2 determinant of the remaining elements is the minor.

4. The product of the sign with the minor gives the cofactor of the element.

5. To evaluate the determinant, move along the row or column you chose, multiply each ele-

ment by its cofactor and add up the results.

NOTE: A matrix with determinant equal to zero is called a singular matrix.

Example 1.

1 2 1

3 0 4 =

2 1 0

70 WEEK 10. MATRICES

10.8 Exercises

Exercises 1.

3 1 2 4 −1 2 1 2

1. Given that A = ,B= ,C= , evaluate where pos-

5 1 7 3 1 3 6 −5

sible

(i) 3A (ii) 2B (iv) 3A + 2B (v) A −C (vi) 3A − 2B.

(iii) C + B

1 −1

2 3 4 2 1 0 3 1

2. Given that P = , Q = 0 2 , M = , N= ,

1 5 2 3 4 7 4 5

1 3

find, where possible,

(i) PQ (ii) QP (iii) MQ (iv) MN (v) NM (vi) QN (vii) NQ.

1 2 1 1 −2 0

6 2 3 4 2 4

(i) , (ii) , (iii) , (iv) −1 3 4 , (v) 3 1 5 .

1 5 6 5 −7 −3

5 1 2 −1 2 3

2 −1 4

4. Show that A = 5 −2 9 is not a singular matrix.

3 2 1

x 3+x 2+x

5. Solve 3 −3 −1 = 0.

2 −2 −2

Answers :

9 3 6 8 −2 4 17 1 10 1 5 2

1. (i) , (ii) , (iv) , (vi) . (iii)

15 3 21 6 2 6 21 5 27 9 1 15

and (v) are not possible.

1 −2 2 −1 −4

6 16 2 0 9 7 7

2. (i) , (ii) 2 10 4 , (iii) , (v) , (vi) 8 10 .

3 15 10 26 23 24 35

5 18 10 15 16

(iv) and (vi) are not possible.

5. x = −1.5

Week 11

A stationary point or turning point is a point on a curve where the gradient of the tangent is zero.

Point A is a

Point B is a

Point C is a

dy

At a turning point the gradient is zero ⇒ dx = .

71

72 WEEK 11. MAXIMA AND MINIMA

d2 y

At a local maximum the gradient is changing from to ⇒ dx2

0.

d2 y

At a local minimum the gradient is changing from to ⇒ dx2

0.

The gradient of a curve has the same sign on either side of a point of inflexion.

Summary

dy d2 y

Type of turning point

dx dx2

Maximum

Minimum

Point of inflexion

Problematic case

11.1. STATIONARY POINTS 73

Example 1.

Find the local maximum and local minimum points on the curve y = x5 − 80x + 16.

dy

Solution : dx = 5x4 − 80.

dy

At a maximum/minimum dx = 0, therefore

dy

= 5x4 − 80 = 0 ⇒ 5x4 = 80 ⇒ x4 = 16 ⇒ x = ±2.

dx

The corresponding values for y are

(

x = −2 y=

.

x=2 y=

To decide whether these are maxima or minima we look at the second derivative:

d2 y

=

dx2

d2 y

At x = −2 : dx2

= ⇒

d2 y

At x = 2 : dx2

= ⇒

d2 y

An inflexion point can be found when dx2

= 20x3 = 0 ⇒ x = 0. Therefore the point (0, 16) is

an inflexion point.

74 WEEK 11. MAXIMA AND MINIMA

Example 2. A 10m long beam AB is supported at both ends. The beam is deflected by a load. At

any point on the beam the deflection y(m) is given by

1

y= (x3 − 26x2 + 160x),

3000

where x is the distance from end A in meters. To find the point where deflection is maximum and

the size of this deflection,

dy

= .

dx

dy 1 2

At a local maxima dx =0⇒ 3000 (3x − 52x + 160) = 0 ⇒ (3x2 − 52x + 160) = 0.

40

Therefore x = 4m or x = 3 ≈ 13.33m.

d2 y

=

dx2

d2 y

When x = 4m ⇒ dx2

= ⇒ .

d2 y

When x = 13 31 m ⇒ dx2

= ⇒ .

1

(43 − 26 × 42 + 160 × 4) = 0.096m.

3000

11.1. STATIONARY POINTS 75

Example 3. The speed v (in ms−1 ) of a signal transmitted through a cable is given by

v = −0.9 k x2 ln x

where x is the ratio of the inner to the outer diameter of the core and k is a positive constant. Find

the value of x for which the speed of transmission is maximum. Show clearly that your answer is

in fact a maximum and not a minimum and find the maximum speed of transmission in terms of k.

We compute the first and second derivatives of v with respect to x using the product rule.

dv

=

dx

d2v

=

dx2

dv

The first derivative dx is 0 when

dv

= 0 ⇒ −0.9k [2x ln x + x] = 0 ⇒

dx

There are two solutions : x = and x = , but only x = is physically realistic.

The second derivative at this point is

Therefore this point is a maximum. The maximal speed is

76 WEEK 11. MAXIMA AND MINIMA

11.2 Exercises

Exercises 1. For each of the following functions, find any maxima, minima and points of inflexion.

1. y = x2 − 6x + 1

2. y = 4x − 3x3

3. y = x2 − 5x + 3

5. y = −2x3 + 27x2

6. y = x − ex

7. y = xex

8. y = a x2 + bx + c, (a > 0)

Answers :

2. Min at (− 23 , − 16 2 16

9 ), max at ( 3 , 9 ), inflexion at (0, 0).

3. Min at ( 25 , − 13

4 ).

5. Min at (0, 0), max at (9, 729) and inflexion at (4.5, 364.5).

b 4ac−b 2

8. Min at (− 2a , 4a ).

Week 12

Method

Let us start with a set of bivariate data (x1, y1 ), (x2 , y2 ), . . . , (xn , yn ) where it is suspected that there

is a linear relationship between the two variables. The method of least squares can be used to find

a line of best fit.

The line of best fit y = a + b x is the one which minimises the squares of the differences be-

tween the observed values yi and the y values.

The coefficients for this line are obtained by using the formulas

n ∑ xi yi − ∑ xi ∑ yi

b =

n ∑ xi2 − (∑ xi )2

∑ yi − b ∑ xi

a =

n

77

78 WEEK 12. LINEAR REGRESSION : THE LEAST SQUARES METHOD

Example 1. It is thought that a linear relationshop exists between the following values of xi and

yi . Use least squares to find the line of best fit and hence estimate the value of y when x = 30.

We complete the following table

xi yi xi2 xi yi

10 3.8

20 6

50 12.8

60 14.1

80 18.5

Sum ∑

We then compute

n ∑ xi yi − ∑ xi ∑ yi

b = =

n ∑ xi2 − (∑ xi )2

∑ yi − b ∑ xi

a = =

n

The line of best fit is y = a + b x = . When x = 30, this gives a predicted value of

y= = (to 1 d.p.).

12.2. NONLINEAR RELATIONSHIPS 79

Example 2. It is thought that y and t are related such that y = C Rt for some constants C, R. This

is an indicial relationship, so first take logs to obtain

lnC +t |{z}

ln R

a b

ti yi ln yi ti2 ti ln yi

1 10.2

2 26.4

3 66.1

4 163.2

5 414.7

Sum ∑

Therefore we compute

n ∑ ti ln yi − ∑ ti ∑ ln yi

b = = = ln R

n ∑ ti2 − (∑ ti )2

∑ ln yi − b ∑ ti

a = = = lnC

n

hence R = ,C = and the indicial relationship is given by y = CRt = .

80 WEEK 12. LINEAR REGRESSION : THE LEAST SQUARES METHOD

t 5 10 15 20 25

P 0.38 0.50 0.59 0.66 0.72

ln P = ln(At k ) = |{z}

ln A + |{z}

k lnt

a b

5 0.38

10 0.50

15 0.59

20 0.66

25 0.72

Sum ∑

and compute

n ∑ lnti ln Pi − ∑ lnti ∑ ln Pi

b = = =k

n ∑(lnti )2 − (∑ lnti )2

∑ ln Pi − b ∑ lnti

a = = = ln A.

n

Therefore A = ea = and we obtain the relationship P = .

12.3. EXERCISES 81

12.3 Exercises

Exercises 1.

1. For the following sets of data, build the straight line of best fit.

xi 1 2 3 4 5

(a)

yi 18 24 23 29 36

xi 0 1 2 3 4 5

(b)

yi 7.2 18.9 31.6 42.1 55.0 68.1

xi 0 2 4 6 8 10

(c)

yi 24.62 20.19 17.11 13.99 8.64 5.23

xi 2 3 4 5 6

yi 100 740 3000 9500 19250

Tabulate Y = ln y versus X = ln x and find the line of best fit for Y versus X. Given that y

varies with x according to y = c xd , estimate the values of c and d.

3. It is thought that exists a relationship of the form X = Aekt for the data

ti 1 2 3 4

Xi 22.17 163.8 1210 8943

Find the line of best fit forln X against t, hence estimate the values of A and k.

ti 2 3 5 10 14 18

Vi 153 200 282 449 563 666

Answers :

3. A = 3, k = 2 hence X = 3e2t .

4. V = 96t 0.67 .

82 WEEK 12. LINEAR REGRESSION : THE LEAST SQUARES METHOD

Extra problem : Prove the formulae for the coefficients a and b by using the following approach.

We want to find the values for a and b which minimize the square of the errors. For each point

(xi , yi ), the square of the difference between the actual value yi and the predicted value a + bxi is

given by (a + bxi − yi )2 . The sum of these errors is given by

S = ∑(a + bxi − yi )2

where the sum is taken over all n points in the data set. This is the function we want to

minimize. To do this,

∂S ∂S

and .

∂a ∂b

∂S ∂S

= 2 ∑(a + bxi − yi ) = 0, = 2 ∑(a + bxi − yi )xi = 0.

∂a ∂b

∂S

∂a

= 2 ∑ a + ∑ bxi − ∑ yi = 2 n a + b ∑ xi − ∑ yi

∂S

∑ axi + ∑ bxi2 − ∑ xi yi = 2 a ∑ xi + b ∑ xi2 − ∑ xi yi

= 2

∂b

∂S ∂S

• Function S will have a minimum when both partial derivatives ∂a and ∂b are equal to 0,

therefore solve the system

∂S ∂S

= 0, = 0.

∂a ∂b

The first equation would give

∂S ∑ yi − b ∑ xi

= 2 n a + b ∑ xi − ∑ yi = 0 ⇒ a =

∂a n

Inserting into the second equation leads to

∂S 2

∑ yi − b ∑ xi 2

= 2 a ∑ xi + b ∑ xi − ∑ xi yi = 2 ∑ xi + b ∑ xi − ∑ xi yi

∂b n

1 2 2

= 2 yi xi − b ∑ xi + b ∑ xi − ∑ xi yi

n ∑ ∑

2h 2 i

= ∑ yi ∑ xi + b n ∑ xi2 − ∑ xi − n ∑ xi yi = 0

n

n ∑ xi yi − ∑ xi ∑ yi

b= .

n ∑ xi2 − (∑ xi )2

Week 13

series

Let us consider the problem of approximating a function using a polynomial. This can be very

useful when a complicated function appears in an expression we wish to solve. One very common

example is the sine function, which can be approximated

sin x ≈ x, (13.1)

1

sin x

x

0.5

−0.5

−1

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

Here we aim to obtain a general procedure for computing a polynomial approximation for a given

function. Let us suppose we have a function f (x) that we wish to approximate using a polynomial,

f (x) ≈ a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + . . . . (13.2)

83

84 WEEK 13. APPROXIMATING FUNCTIONS: MACLAURIN SERIES

The problem is therefore to find the value for the constants a0 , a1 , etc. To do so, notice that

evaluating the function at x = 0 gives

and so

a0 = f (0).

To obtain the next constants, we differentiate on both sides the equation for f (x), getting

Evaluating at x = 0, we obtain

f 0 (0) = a1 .

Differentiating again,

f 00 (x) ≈ 2a2 + 3 × 2a3 x + . . . .

and setting x = 0 we get

f 00 (0) = 2a2 .

Continuing this process, we can obtain the value of all constants, up to any degree !

In general, we can prove that the constants are equal to

f (n) (0)

an =

n!

where

d n f

f (n) (0) =

dxn x=0

and n! is called the factorial of n and is equal to the product of all numbers from 1 to n,

n! = 1 × 2 × 3 × . . . . × n.

For example,

0! = 1(by convention)

1! = 1

2! = 1 × 2 = 2

3! = 1 × 2 × 3 = 6

4! = 1 × 2 × 3 × 4 = 6 × 4 = 24

5! = 1 × 2 × 3 × 4 × 5 = 24 × 5 = 120

Example 1. Compute the Maclaurin series up to x3 for the exponential ex .

We need to find the constants a0 , a1 , a2 , a3 such that

ex ≈ a0 + a1 x + a2 x2 + a3 x3

0

n=1: f 0 (x) = ex f (0) = 1 → a1 = 1/1! = 1

(2)

n=2: f (2) (x) = ex f (0) = 1 → a2 = 1/2! = 1/2

(3)

n=3: f (3) (x) = ex f (0) = 1 → a3 = 1/3! = 1/6

13.1. GENERAL PROCEDURE 85

1 1

ex ≈ 1 + x + x 2 + x 3

2 6

8

ex

1+x

2

6 1 + x + x2

x2 3

1+x+ 2 + x6

0 0.5 1 1.5 2

Example 2. Compute the Maclaurin series up to x3 for the sine function sin(x).

sin(x) ≈ a0 + a1 x + a2 x2 + a3 x3 .

0

n=1: f 0 (x) = cos(x) f (0) = 1 → a1 = 1/1! = 1

(2)

n=2: f (2) (x) = − sin(x) f (0) = 0 → a2 = 0/2! = 0

(3)

n=3: f (3) (x) = − cos(x) f (0) = −1 → a3 = −1/3! = −1/6

x3

sin(x) ≈ x −

6

86 WEEK 13. APPROXIMATING FUNCTIONS: MACLAURIN SERIES

Q1. Compute the expansion of cos x up to x4 .

2. Use the terms only up to x2 to get an approximation x0 of the solution of the equation

1

cos x = x2 + .

2

13.3. EXERCISES 87

13.3 Exercises

Exercises 1.

1

1. Find the expansion up to x3 of 1+x .

2. Show that

√ 1 1 1 5 4

1 − x = 1 − x − x2 − x3 − x ...

2 8 16 128

3. Give an approximate solution to the equation

x + ex = 0

by using a first-degree polynomial approximation of the exponential. Compare with the

solution when using a second-degree polynomial approximation.

4. Plot the functions ex , 1 + x + x2 /2 and 1 + x + 12 x2 + 61 x3 in Google to see how adding terms

to the polynomial provides a better approximation to the original functions.

Answers:

1

1. For the function 1+x , we get the following Maclaurin series

1

≈ 1 − x + x2 − x3

1+x

Continuing further, you would obtain that an = (−1)n and therefore

∞

1

≈ ∑ (−1)n xn i.e. the sum of powers of x with alternating signs.

1 + x n=0

2. You need to compute the Maclaurin series. If you set y = (1 − x)1/2 , then

dy 1

= − (1 − x)−1/2 , etc.

dx 2

3. Using ex ≈ 1+x, you should obtain x = −1/2 = −0.5. With a second-degree approximation,

2 √

the equation becomes 1 + 2x + x2 = 0. The root closest to 0 is −2 + 2 ≈ −0.5858. An

almost exact approximation would be x = −0.567143.

4

0

x + ex

3

−1

Q3. −1 −0.5 0 0.5 1

4. In Google, you could simply type plot exp(x) and 1+x+x**2/2 and 1+x+x**2/2+x**3/6

and use the mouse to zoom in to obtain a similar graph to the one in Figure 13.2. You may

of course obtain different colours. You can also use other graphing software such as Matlab,

Octave, Maxima, Mathematica, Gnuplot, Matplotlib, etc.

88 WEEK 13. APPROXIMATING FUNCTIONS: MACLAURIN SERIES

Week 14

analysis

If one variable is a function of two or more other independent variables, e.g.

z = f (x, y) = x2 + 4y − 3xy

then z changes with respect to x and also with respect to y. We denote by

∂z

(Note the curly ∂!)

∂x

the partial derivative of z with respect to x and is found by treating y as a constant. In our case,

∂z ∂ 2 ∂ ∂

= (x ) + (4y) − (3xy)

∂x ∂x ∂x ∂x

∂ 2 ∂ ∂

= (x ) + 4y (1) − 3y (x)

∂x ∂x ∂x

= 2x + 0 − 3y = 2x − 3y

∂z

To find ∂y , the partial derivative of z with respect to y, treat x as a constant.

∂z ∂ 2 ∂ ∂

= (x ) + (4y) − (3xy)

∂y ∂y ∂y ∂y

= 0 + 4 − 3x = 4 − 3x

Notation for higher derivatives

∂2 z

∂ ∂z ∂

means = (2x − 3y) = 2

∂x2 ∂x ∂x ∂x

∂2 z

∂ ∂z ∂

means = (4 − 3x) = 0

∂y2 ∂y ∂y ∂y

∂2 z

∂ ∂z ∂

means = (4 − 3x) = −3

∂x∂y ∂x ∂y ∂x

∂2 z

∂ ∂z ∂

means = (2x − 3y) = −3

∂y∂x ∂y ∂x ∂y

89

90 WEEK 14. PARTIAL DIFFERENTIATION AND ERROR ANALYSIS

All these principles above apply also to functions of more than two variables. For example, if

z = sin(t) exy , then we can find all first-order partial derivatives

∂z

=

∂t

∂z

=

∂x

∂z

=

∂y

Example 1. If z = f (x, y) = 6x3 + 5xy2 + 4y3 + 2ex , find the first and second partial derivatives.

The concept of differentiating a function is based on the following idea. If y is a function of x,

y = f (x), and if δx is a small increment in x and δy the resulting increment in y, then

dy δy

≈

dx δx

The equality holds when the increment δx is made infinitely small. We can rearrange this expres-

sion in the following way

dy

δy ≈ δx (14.1)

dx

This equation can be used to estimate errors made during experimental readings.

Example 2. Let P (power in watts), R (resistance in ohms) and V (potential difference in volts).

These are related by the equation

V2

P= .

R

If the resistance is fixed but the voltmeter reading is known to be only accurate to ±3%, what

is the percentage error in the calculated value of P?

Using

dP δP dP

≈ ⇒ δP ≈ δV,

dV δV dV

and since

dP 2V 3

= and δV = ± V,

dV R 100

we get that

6 V2

V 3 6

δP ≈ 2 · ± V =± =± P.

R 100 100 R 100

Hence the maximum error in the calculated value of P will be ±6%.

14.3. SMALL CHANGES AND ERRORS FOR FUNCTIONS OF MORE THAN ONE VARIABLE91

14.3 Small changes and errors for functions of more than one vari-

able

If w is a function of many variables, w = w(x, y, z), then its total differential is given in terms of

the partial derivatives by

∂w ∂w ∂w

δw = δx + δy + δz.

∂x ∂y ∂z

Example 3. Find the percentage change in the volume of a cylinder if its radius increases by 2%

whilst its height decreases by 1%.

The volume of a cylinder is a function of the radius r and its height h and is given by

V = π r2 h.

∂V ∂V

δh = π 2 r h δr + r2 δh

δV = δr +

∂r ∂h

2 1

If δr = 100 r (positive increase) and δh = − 100 h, then

2 2 1

δV = π 2rh· r +r · ±− h

100 100

4 2 1 2 3 2 3

= π r h− r h =π r h = V.

100 100 100 100

92 WEEK 14. PARTIAL DIFFERENTIATION AND ERROR ANALYSIS

Question 1. Consider again Example 2 where we had

V2

P= .

R

Now suppose that the resistance is known to be accurate to ±2% and the voltmeter reading

is known to be accurate to ±4%, what will be the maximum possible percentage error in the

calculated value of P.

Question 2. Given that measuring the current A, the voltage V and the welding speed s is accurate

to ±2% of their respective value, estimate the maximal error obtained when computing the

welding heat input H using the formula

AV

H =k ,

s

where k is a constant.

Question 3. We say that a fluid flow is a potential flow if its stream function ψ(x, y) satisfies

Laplace equation

∂2 ψ ∂2 ψ

+ 2 = 0.

∂x2 ∂y

Show that the function ψ = ln (x2 + y2 ) defines a potential flow. A potential flow is some-

times said to be irrotational and has no vorticity.

14.5. EXERCISES 93

14.5 Exercises

Exercises 1.

∂z ∂z ∂2 z ∂2 z ∂2 z ∂2 z

1. If z = 4x2 + 5y + 6xy2 , find , , , , , .

∂x ∂y ∂x2 ∂y2 ∂x∂y ∂y∂x

2. Given that z = x2 + sin y + 4xy2 , find the first and second partial derivatives.

∂z ∂z ∂z ∂2 z ∂2 z ∂2 z

3. If z = wxy + w2 + cos x − w sin y, find , , , , , .

∂x ∂y ∂w ∂x∂y ∂x∂w ∂y∂w

Exercises 2.

kωl 3

y= , where kis a constant.

d4

2

2. Let P be defined by P = QRD5

. If R, Q and D are known to ±2% accuracy, find the maximum

percentage error in the calculated value of P.

πPa4

Q= ,

8ηl

where P is the pressure difference between the ends of a tube of length l and radius a and

the viscosity coefficient of the liquid is η. Rearrange this equation to make η the subject.

Given that P and Q are measured to ±3% accuracy whereas a and l are known to ±0.5%

accuracy, find the maximum error in the calculated value of η.

Answers 1:

∂z ∂z ∂2 z ∂2 z ∂2 z ∂2 z

1. = 8x + 6y2 , = 5 + 12xy, 2 = 8, 2 = 12x, = = 12y.

∂x ∂y ∂x ∂y ∂x∂y ∂y∂x

∂z ∂z ∂2 z ∂2 z ∂2 z ∂2 z

2. = 2x + 4y2 , = cos y + 8xy, 2 = 2, 2 = − sin y + 8x, = = 8y.

∂x ∂y ∂x ∂y ∂x∂y ∂y∂x

∂z ∂z ∂z ∂2 z ∂2 z ∂2 z

3. = wy − sin x, = wx − w cos y, = xy + 2w − sin y, = w, = y, = x − cos y

∂x ∂y ∂w ∂x∂y ∂x∂w ∂w∂y

Answers 2:

1. +19%

2. ±16%

3. ±8.5%

94 WEEK 14. PARTIAL DIFFERENTIATION AND ERROR ANALYSIS

Week 15

fractions

f (g(x)) g0 (x) dx, e.g. 2 esin 2x cos 2x dx.

R R

For integrals of the form

Z

cos(x2 + 3x) (2x + 3) dx

du

let u = x2 + 3x, then dx = 2x + 3 ⇒ du = (2x + 3) dx. The integral becomes

Z Z

cos(x|2 {z

+ 3x}) (2x + 3) dx = cos u du = sin u +C.

| {z }

u du

Z

cos(x2 + 3x) (2x + 3) dx = sin(x2 + 3x) +C.

Definite integrals We start in the same way and need to change also the limits of integration.

For example, to evalutate the integral

Z 1

e2x (1 − e2x )3 dx

0

du

firstly introduce u = 1 − e2x to get dx = −2e2x ⇒ du = −2e2x dx. To change the limits of the

integral,

x = 0 ⇒ u = 1 − e2×0 = 1 − 1 = 0

x = 1 ⇒ u = 1 − e2×1 = 1 − e2 .

Z 1−e2 1−e2

1 u4 1 (1 − e2 )4

Z 1

2x 2x 3 1 3 1

e (1 − e ) dx = − u du = − =− − 0 = − (1 − e2 )4 .

0 0 2 2 4 0 2 4 8

95

96 WEEK 15. INTEGRATION BY SUBSTITUTION AND PARTIAL FRACTIONS

Example 1.

x

Z

√ dx

3x + 1

Example 2.

x+1

Z

dx

x2 + 2x + 5

k f 0 (x)

Z

dx = k ln | f (x)| + c.

f (x)

Example 3.

x2 − 1

Z

dx

x3 − 3x

Example 4.

Z

tan x dx =

15.2. PARTIAL FRACTIONS 97

Fractions can be split and integrated when the denominator factorises.

Z

5x + 8 5x + 8 2 3

Z Z

2

dx = dx = + dx = 2 ln(x + 4) + 3 ln(x − 2) +C

x + 2x − 8 (x + 4)(x − 2) x+4 x−2

5x + 8 5x + 8 A B

= = +

x2 + 2x − 8 (x + 4)(x − 2) x + 4 x − 2

A(x − 2) + B(x + 4)

=

(x + 4)(x − 2)

Since the denominators are equal, the numerators must also be equal.

5x + 8 = A(x − 2) + B(x + 4)

At x = 2:

At x = −4:

98 WEEK 15. INTEGRATION BY SUBSTITUTION AND PARTIAL FRACTIONS

Example 6.

2x + 3

Z

dx

(x − 1)(x2 + 4)

2x + 3 A Bx +C

= +

(x − 1)(x2 + 4) x − 1 x2 + 4

15.2. PARTIAL FRACTIONS 99

Example 7.

5x + 3

Z

dx

(x − 2)(x + 3)2

We write

5x + 3 A B C

2

= + +

(x − 2)(x + 3) x − 2 x + 3 (x + 3)2

100 WEEK 15. INTEGRATION BY SUBSTITUTION AND PARTIAL FRACTIONS

Question 1. Evaluate the integral

x2 − 1

Z

dx.

x3 − 3x

Z 4

t

dt.

1 3t 2 + 1

Z 8

dx

.

4 (x + 2)(x − 3)

mx2

Z r

I= dx,

−r 2r

mr2

where m is the mass of the rod and x is the distance from the axis. Show that I = 3 .

15.4. EXERCISES 101

15.4 Exercises

Exercises 1. 1. Integration by substitution

Z 1

(a) x2 sin(x3 + 1) dx

0

Z

(b) sin(cos x) sin x dx

Z 0

2 −2

(c) xe−3x dx

−1

2x − 1

Z

(a) dx

x2 − 8x + 15

2x + 3

Z

(b) dx

(x − 4)(5x + 2)

x2 − 2x

Z 1

(c) 2

dx

0 (2x + 1)(x + 1)

8−x

Z

(d) dx

(x − 2)2 (x + 1)

2x − 3

Z

(e) dx

(x − 1)(x − 2)(x + 3)

Answers :

a) 3 ≈ 0.3188 b) cos(cos x) + c c) 6 ≈ −0.0214

1

ln(5x + 2) +C

2. c) 21 ln(2x + 1) − tan−1 x +C 2

d) ln(x + 1) − ln(x − 2) − x−2 +C

e) 41 ln(x − 1) + 15 ln(x − 2) − 20

9

ln(x + 3) +C

102 WEEK 15. INTEGRATION BY SUBSTITUTION AND PARTIAL FRACTIONS

Week 16

Let’s go back to the product rule for differentiation.

d dv du

(uv) = u + v

dx dx dx

If we rearrange this equation, we get

dv d du

u = (uv) − v

dx dx dx

and integrating on both sides with respect to x we get

dv du

Z Z

u dx = u v − v dx

dx dx

Sometimes it may happen that v du dv

R R

dx dx is simpler to integrate than u dx dx.

This technique is used to integrate products of the type

• x sin x

• ex cos x

• (x2 + 3x) ln x

dv

Choose one part of the product as u, the other part as dx . The term which simplifies when differ-

entiated is chosen as the u term.

103

104 WEEK 16. INTEGRATION BY PARTS AND APPLICATIONS

Z

x e2x dx

Z

x2 ln x dx

Z

ex sin x dx

16.2. APPLICATIONS OF INTEGRATION 105

16.2.1 Mean value

The mean value of a function y = f (x) between two values of x, say x = a and x = b, is given by

Z b

1

Mean = f (x) dx

b−a a

Example 4. Find the mean value of the function y = cos θ between θ = 0 and θ = π2 .

This is the square root of the mean of the squares of y = f (x).

s

Z b

1

R.M.S. = f (x)2 dx

b−a a

Example 5. Find the R.M.S. value of y = cos θ between θ = 0 and θ = 2π.

106 WEEK 16. INTEGRATION BY PARTS AND APPLICATIONS

A solid of revolution is formed by rotating an area through a complete revolution around one of

the axes. The volume of this solid can be computed by making use of an integral.

If an area bounded by the x the lines x = a, x = b and the curve y = f (x) is rotated around the

x axis, then its volume is given by

Z b

Volume = π f (x)2 dx

a

Example 6. The volume generated when the area encolsed by the curve y = x3 + 2, the lines x = 0,

x = 2 and the x axis, is rotated through 2π about the x axis.

Z 2

V= π (x3 + 2)2 dx

0

16.3. SEMINAR SHEET 107

Question 1. The acceleration, ẍ, of a particle is given by

ẍ = te−t

Z

v = ẋ = te−t dt.

Question 2. Evaluate the RMS value of the current i = 5 sint between t = 0 and t = 2π.

Question 3. The centre of gravity x̄ for a solid of revolution, formed by rotating the function

y = f (x) between x = a and x = b around the x axis is given by

Rb

xy2 dx

x̄ = Ra b .

2

a y dx

Using this formula, find the centre of gravity of the solid obtained by rotating the area under

the curve x2 + y2 = 16, between x = 1 and x = 3, around the x axis.

108 WEEK 16. INTEGRATION BY PARTS AND APPLICATIONS

16.4 Exercises

Exercises 1.

Revision of integration methods.

Z

3 √ Z

3

Z

1. (x − x)dx 2. √ dx 3. x sin xdx

x

2x

Z Z Z

4. 2x(1 − x2 )3 dx 5. 2

dx 6. xex dx

Z x −1 Z √

1

Z

7. (3 + 4x)3 dx 8. dx 9. 1 − xdx

Z 2

x

x

Z Z

10. dx 11. x ln xdx 12. 4 sin(3x + 1)dx

Z (x + 1)(x + 2)

1 1

Z Z

13. x2 (x3 − 1)dx 14. dx 15. √ dx

Z 1 −x 2x + 1

2 x 4x

Z Z

16. 2

dx 17. cos dx 18. 2 +1

dx

1 − x 2 x

(x2 + 2x − 1)

Z Z Z

19. esin x cos xdx 20. 21. ex cos xdx

(x − 1)(x − 2)(x − 3)

Exercises 2.

1. Find the area bounded by the curve y = x3 + 3x2 + 2x, the x axis, and the lines x = 1 and

x = 3.

x2

2. Find the area enclosed by the parabolas y2 = 4x and y = 4.

3. Find the volume generated when the area bounded by the curve y = e−x , the x and the lines

x = 1 and x = 2, is rotated through 2π radians about the x axis.

5

y=

(x + 1)(x + 4)

i = A sin (ωt + φ)

where A, ω and φ are constants. Show that the R.M.S. value of the current, over the period

0 ≤ t ≤ 2π √A

ω is 2 .

16.4. EXERCISES 109

Answers 1.

x4 2 3/2

1. − x +c 2. 6x1/2 + c 3. sin x − x cos x + c

4 3

(1 − x2 )4

4. − +c 5. ln |x2 − 1| + c 6. (x − 1)ex + c

4

1 1 2

7. (3 + 4x)4 + c 8. − + c 9. − (1 − x)3/2 + c

16 x 3

x2

1 4

10. 2 ln |x + 2| − ln |x + 1| + c 11. ln x − +c 12. − cos (3x + 1) + c

2 2 3

x6 x3 1 √

13. − + c = (x3 − 1)2 + c̃ 14. − ln |1 − x| + c 15. 2x + 1 + c

6 3 6 x

16. ln |x + 1| − ln |1 − x| + c 17. 2 sin +c 18. 2 ln |x2 + 1| + c

2

ex

19. esin x + c 20. ln |x − 1| + 7(ln |x − 3| − ln |x − 2|) + c 21. (sin x + cos x) + c

2

Answers 2.

1. 54 square units.

16

2. 3 square units.

π −2

3. 2 (e − e−4 ) ≈ 0.184 square units.

1 8

4. 3ln 3 ≈ 0.327.

q

3

5. 2 − π4 ≈ 0.476.

110 WEEK 16. INTEGRATION BY PARTS AND APPLICATIONS

Week 17

17.1 Definition

We consider this week systems of simultaneous linear equations. For example,

a1 x + b1 y = c1 ,

a2 x + b2 y = c2 , (17.1)

(17.2)

is a 2 × 2 system for x and y. At least three techniques can be used to obtain the values of x and y.

The solution of (17.1) is given by

c1 b2 − c2 b1 a1 c2 − a2 c1

x= , y=

a1 b2 − a2 b1 a1 b2 − a2 b1

and note that this can be expressed as a ratio of two determinants

x= , y = .

• The denominator of each term is the determinant of the matrix of coefficients of the left-hand

side of the original set of equations.

• The numerator for the x term is obtained by replacing the first column by the coefficients in

the right-hand side of the original set of equations.

• Similarly, the numerator for the y term is obtained by replacing the second column by the

coefficients in the right-hand side of the original set of equations.

111

112 WEEK 17. CRAMER’S RULE AND THE MATRIX INVERSE

2x + y = 3, x − 2y = 4.

Example 2. Solve

2x − y = 1, −4x + 2y = −2.

The method works exactly in the same way for larger systems.

Example 3. Solve

x + y = 1, 2y = 1 − z, x+y+z = 0

x

y = .

z

Then

x= , y= , z= .

Let A be a square matrix and I be the corresponding identity matrix. A square matrix B such that

BA = I is the inverse of the matrix A and is denoted by A−1 .

Example 4.

2 1 3 −1

=

5 3 −5 2

2 1 3 −1

therefore is the inverse of .

5 3 −5 2

17.3. INVERSE OF A MATRIX 113

If

a b

A= ,

c d

then

−1 1 d −b

A = .

ad − bc −c a

Notice that if det A = 0, i.e. if A is singular, then the inverse of A does not exist.

To find the inverse of a square matrix A, the steps are

1

A−1 = Adjoint(A).

det A

Example 5. Find the inverse of the matrix

2 3 1

A = 2 0 1 .

0 2 1

114 WEEK 17. CRAMER’S RULE AND THE MATRIX INVERSE

If A is an invertible (say 3 × 3) matrix in the following equation

x

A y = B,

z

x x x

A−1 A y = A−1 B ⇒ I y = A−1 B ⇒ y = A−1 B.

z z z

4x − y = 1, −2x + 3y = 12

17.5. SEMINAR SHEET 115

Question 1. Kirchhoff’s current law describes the conservation of electric charge and states that

at any junction in an electrical circuit, the sum of the currents flowing into the junction is

equal to the sum of the currents flowing out of the junction. For a circuit consisting of 2

junctions, with a given input voltage (V1 ) and output voltage (V2 ), through using Kirchhoff’s

current law we can deduce the following system of equation

V1 − 64 V1 −V2

− − −2 = 0 at Junction 1,

8 4

V1 −V2 V2

+2− = 0 at Junction 2.

4 10

Rearrange these equations in order to apply Cramer’s rule to determine the values of V1 and

V2 that satisfy Kirchhoff’s current law.

Question 2. In a homogeneous, isotropic and linearly elastic material, the strains (i.e. fractional

displacements) on a section of the material, represented by εx , εy , εz for the x−, y−, z− di-

rections respectively, can be related to the stresses (i.e. force per unit area), σx , σy , σz by the

following system of equations

1

εx = (σx − vσy − vσz )

E

1

εy = (−vσx + σy − vσz )

E

1

εz = (−vσx − vσy + σz )

E

where E is the modulus of elasticity (also called Young’s modulus) and v is Poisson’s ratio

which relates the lateral strain to the axial strain. Derive expressions for σx , σy and σz in

terms of the strain εx , εy and εz through rearranging the equation and applying the inverse

matrix method in the scenario where v = 14 , E = 4, εx = 1, εy = 0, εz = 1.

116 WEEK 17. CRAMER’S RULE AND THE MATRIX INVERSE

17.6 Exercises

Exercises 1. 1. Use Cramer’s rule to solve

(a) 2x + 2y = 2, −2x − 4y = 8.

(b) 3x − 2y − z = 4, 2x + y + z = 7, −x + 2y + 4z = 12.

1 4 −1

A = 0 2 3 .

2 1 4

(b) −2x + 3y + 4z = −7, x + y + 2z = 6, 2x + 3y + 3z = 13.

Answers:

1. a) x = 6, y = −5. b) x = 2, y = −1, z = 4.

5 −17 14

2. A−1 = 331

6 6 −3

−4 7 2

3. a) x = 5, y = −4/3. b) x = 5, y = 1, z = 0.

Week 18

Vectors

18.1 Definition

A vector is a quantity in space which has a magnitude and a direction. When working in three

dimensions, it is useful to introduce the “triad” i, j, k .

A vector is then given in terms of its coordinates with respect to the origin. We denote by

u = u1 i + u2 j + u3 k the vector which starts at the origin and ’ends’ at the point (u1 , u2 , u3 ). The

opposite of u, denoted −u, is the vector that points in the opposite direction.

The norm or modulus of a vector u = u1 i+u2 j+u3 k corresponds to the length of the segment,

that is

q

|u| = u21 + u22 + u23 .

A unit vector is a vector for which the norm is equal to 1. You can verify that the vector

u u1 u2 u3

= i+ j+ k

|u| |u| |u| |u|

has norm equal to one.

117

118 WEEK 18. VECTORS

The addition and subtraction of vectors is performed termwise. Same goes for the mulplication by

a scalar (number). If u = u1 i + u2 j + u3 k and v = v1 i + v2 j + v3 k, then

u − v = (u1 − v1 ) i + (u2 − v2 ) j + (u3 − v3 ) k

k u = k u1 i + k u2 j + k u 3 k

18.2.1 Addition

The addition of u and v is obtained by placing the second vector at the end of the first one.

18.2.2 Subtraction

The subtraction u − v is obtained by adding the opposite of v to u, i.e. u − v = u + (−v).

The multiplication of a vector u by a number k corresponds to a dilation of u by a factor of k.

18.3. DOT PRODUCT 119

The dot product (also called the scalar product) of two vectors u = u1 i + u2 j + u3 k and v = v1 i +

v2 j + v3 k, denoted u · v, is defined by

u · v = u1 v1 + u2 v2 + u3 v3 .

It can be shown that the dot product can be computed by using the following formula

where θ is the angle between u and v.

This provides an easy way to compute the angle between two given vectors

u·v

cos θ = .

|u| |v|

If two vectors are perpendicular (we also say orthogonal), then θ = 90◦ and cos θ = 0. Therefore

two vectors u and v are perpendicular if and only if their dot product is equal to 0.

Example 1. Let u = i+2 j+k and v = i−4 j+2k. Find u·v and the angle between the two vectors.

120 WEEK 18. VECTORS

The cross product of two vectors u = u1 i + u2 j + u3 k and v = v1 i + v2 j + v3 k is defined by the

following determinant

i j k

u × v = u1 u2 u3 =

v1 v2 v3

The cross product always produces a vector which is perpendicular to both u and v.

u × v = −v × u.

i j k

−4 −1 1 −1 1 −4

w = u × v = 1 −4 −1 = i

− j 2 2 + k 2 1 = −7 i − 4 j + 9 k.

2 1 1 2

2

We verify that this vector is indeed perpendicular to u and v by computing the dot product

u · w = (i − 4 j − k) · (−7 i − 4 j + 9 k) = −7 + 16 − 9 = 0

v · w = (2 i + j + 2 k) · (−7 i − 4 j + 9 k) = −14 − 4 + 18 = 0

Example 4. Verify that i and j are perpendicular and compute their cross product.

18.5. SEMINAR SHEET 121

Question 1. A projectile is fired with an initial velocity of 30m/s at an angle of 50◦ with the

horizontal. Write the velocity in the i, j notation.

Question 2. A boat sets off from a port and travels 100 miles at 10◦ North from the East direction

and then travels a further 150 miles in the direction 25◦ West from North. What is the

resulting displacement ?

• Find the magnitude of each force and compute the angle between them.

• Find a vector which is perpendicular to both forces.

122 WEEK 18. VECTORS

18.6 Exercises

Exercises 1.

a

a) a + b b) 3a − 2b c) 2a + b d) a · b e) f) a × b

|a|

2. Compute the scalar product of u = −i + 2 j − 3 k and v = 3 i − 2 j − 2 k and find the angle

between the two vectors.

4. Let a force F = 2 i + 3 j + k act on a mass. Determine the magnitude (norm) of this force and

the angle between this force and the vector i.

Answers:

1

1. a) 5 i − 4 k b) 5 i + 20 j + 3 k c) 8 i + 4 j − 5 k d) −7 e) √ (3 i + 4 j − k) f) −16 i + 7 j − 20 k

26

√ √

2. u · v = −1, |u| = 14, |v| = 17, cos θ = √ −1

√ ≈ −0.065 → θ = 93.72◦ .

14 17

√

4. |F| = 14, angle = 57.69◦ .

Week 19

19.1 Definitions

A differential equation is an equation which involves a function, say y(x), and its derivatives

dy d 2 y dny

F x, y, , 2 , . . . , n = 0.

dx dx dx

For example,

d 2 y dy

− + y + x = 0.

dx2 dx

The objective is to find the function y(x) which satisfies this equation. Such a function is said

to be a solution of the equation.

The order of the differential equation is the order of the highest derivative it contains. A

dy

first-order differential equation is an equation which involves only x, y(x) and the derivative .

dx

In this section, we will look at equations which are of the forms :

dy

• Directly integrable : = f (x), for some function f (x).

dx

dy

• Separable : = f (x)g(y), for some functions f (x) and g(y).

dx

dy

• Bernoulli equations : + P(x)y = Q(x), for some functions P(x) and Q(x).

dx

The solution of a first-order differential which contains an arbitrary constant is called the general

solution. This represents a family of solutions, parametrised by the constant. The value of the

arbitrary constant can be fixed by requiring that the solution passes by a given point. This then

gives a particular solution. Let us look at the way to solve these equations.

123

124 WEEK 19. FIRST-ORDER DIFFERENTIAL EQUATIONS

An equation of the type

dy

= f (x)

dx

can be solved directly by writing

dy = f (x) dx

and integrating on both sides to obtain

Z Z Z

dy = f (x) dx ⇒ y = f (x) dx +C.

Note that the integration constant is important. Let’s see this on an example.

dy

= 2x.

dx

We rewrite the equation as

Z Z

dy = 2x dx ⇒ dy = 2x dx,

therefore

y = x2 +C.

This is the general solution. If we impose that y = 1 when x = 0, we get 1 = 0 +C → C = 1,

and this leads to the particular solution y = x2 + 1.

To solve an equation of the type

dy

= f (x)g(y)

dx

we need to split the variables and integrate both sides separately

dy dy

Z Z

= f (x) dx ⇒ = f (x) dx.

g(y) g(y)

dy

Example 2. Solve (x + 1) = y given that y = 4 when x = 1. Separating the variables gives

dx

1 1 dy dx

Z Z

dy = dx ⇒ = .

y x+1 y x+1

Performing the integrations on both sides leads to the general solution

ln |y| = ln |x + 1| +C

This can be simplified by taking the exponential on both sides

19.4. BERNOULLI EQUATIONS : USING AN INTEGRATING FACTOR 125

and therefore

y = C̃(x + 1)

where C̃ is an arbitrary constant. Imposing the condition that y = 4 when x = 1, we get

4 = C̃(1 + 1) = 2C̃ → C̃ = 2.

The particular solution is then

y = 2(x + 1).

For first-order differential equations which can be written in the form

dy

+ P(x)y = Q(x)

dx

we use what is called an integrating factor. The method is the following

R

P(x) dx

(I.F.) = e

Z

(I.F.) y = (I.F.) Q(x) dx

dy y

+ = 1.

dx x

We identify P(x) = 1/x and Q(x) = 1. The integrating factor is then given by

R R 1

(I.F.) = e P(x) dx

=e x dx

= eln x = x.

The general solution is found by using

Z

(I.F.)y = (I.F.) Q(x) dx

x2

Z Z

xy = x 1 dx = x dx = +C

2

x C

⇒y = +

2 x

126 WEEK 19. FIRST-ORDER DIFFERENTIAL EQUATIONS

dy

Question 1. Find the solution of = 3x2 − 4, given that when x = 0, y = 1.

dx

dy

Question 2. Find the solution of = x2 y, given that when x = 3, y = 1.

dx

dy

− 4y = e2x .

dx

19.6. EXERCISES 127

19.6 Exercises

Exercises 1. Separate variables to solve the following differential equations.

dy

1. = 3y2 (2x + 1), given that when x = 2, y = 2.

dx

dy

2. = 3xy, given that when x = 0, y = 4.

dx

dy

3. = 6x(y + 1), given that when x = 0, y = 3.

dx

dy y + 2

4. = , given that when x = 3, y = 7.

dx x

dy 2

5. = , given that when x = 1, y = π2 .

dx sin y

that when x = 1, y = 2.

6. Newton’s law of cooling states that the rate at which a body, at T oC above the temperature

of its surroundings, cools is proportional to T. A body at 68oC is placed in a room where

the temperature is 16oC. After 5 minutes, the body has cooled to 55◦C. What will be its

temperature after a further 5 minutes ?

dy

1. + 5 = 6x, given that when x = 1, y = 2

dx

dy

2. x = 2, given that when x = 1, y = −2, for x > 0.

dx

dy

3. x = x2 + 2x − 3, given that when x = 1, y = 2, for x > 0.

dx

dy dy

4. x = 2+ , given that when x = 2, y = 1, for x > 1.

dx dx

Exercises 3. Solve the following equations by using an integrating factor

dy

1. − 2xy = 2x

dx

dy

2. x +x+y = 0

dx

dy

3. = y−x

dx

dy

4. + xy = x

dx

dy

5. + ay = ex , a 6= −1.

dx

dy

6. + y tan x = 1

dx

128 WEEK 19. FIRST-ORDER DIFFERENTIAL EQUATIONS

Answers 1.

−1

1. = 3x2 + 3x − 18.5

y

3 2

2. y = 4e 2 x

2

3. y = 4e3x − 1

4. y = 3x − 2

5. cos y = 2 − 2x

dt = k T , for some k. Solve the equation for T (t) and use

the data in the problem to find the values for k and the arbitrary constant coming from

the integration. You should obtain k = 15 ln(3/4) ≈ −0.058. The final answer should be

45.25oC, or 45.11o if you used a value of k rounded to 2 decimal places. Do not forget that

T represents temperature above the room temperature.

Answers 2.

1. y = 3x2 − 5x + 4

2. y = 2 ln x − 2

x2 1

3. y = + 2x − 3 ln x −

2 2

4. y = 2 ln |x − 1| + 1

Answers 3.

2

1. y = Cex − 1

C x

2. y = −

x 2

3. y = x + 1 + c ex

2 /2

4. y = Ce−x +1

ex

5. y = +C e−ax

a+1

6. y sec x = ln | sec x + tan x| +C ⇒ y = ln | sec x + tan x| cos x +C cos x

Week 20

equations

d2 y dy

a 2

+ b + cy = 0 (20.1)

dx dx

where a, b, c are constants. These equations are said to be homogeneous as they do not involve

non-zero forcing terms in the right-hand side.

The general solution of equation (20.1) depends on two arbitrary constants and will generally have

the form

y = C1 em1 x +C2 em2 x .

The values for m1 and m2 are found by solving the associated auxiliary equation

am2 + bm + c = 0.

This is obtained by putting into the equation the seed solution y = emx . Indeed, differentiating

dy d2 y 2 mx and therefore equation (20.1) would give

gives dx = memx , dx 2 = m e

129

130 WEEK 20. HOMOGENEOUS SECOND-ORDER DIFFERENTIAL EQUATIONS

d2 y dy

+ 3 + 2y = 0,

dx2 dx

dy

given that when x = 0, y = 5 and dx = −12.

This represented the simplest case, when the two roots of the auxiliary equation are real and

not equal. When both are real and equal, m1 = m2 = m, the general solution is given by

This implies that trigonometric functions will appear in the general solution. It can be shown that

it will be

y = C1 eαx cos (βx) +C2 eαx sin (βx) = eαx (C1 cos (βx) +C2 sin (βx)) .

To sum up, one uses the following table to get the general solution

Real, distinct m1 , m2 y = C1 em1 x +C2 em2 x

Real, repeated m = m1 = m2 y = C1 emx +C2 xemx

Complex m1 = α + jβ, m2 = α − jβ eαx (C1 cos (βx) +C2 sin (βx))

20.2. SEMINAR SHEET 131

Question 1. Find the general solution of the equation

d2y dy

+ 3 + 2y = 0.

dx2 dx

present, the displacement x is obtained by solving the following differential equation

d2x k

+ x = 0.

dt 2 m

r

k

Show that x = A cos (ωt) + B sin (ωt), where A and B are arbitrary constants and ω = .

m

Question 3. Consider a mechanical system which is governed by the initial value problem

where t is time and B is a constant. Solve this IVP, keeping B arbitrary. Give a range on B

which ensures that the system is oscillating.

132 WEEK 20. HOMOGENEOUS SECOND-ORDER DIFFERENTIAL EQUATIONS

20.3 Exercises

Exercises 1. Solve the following differential equations.

d2 y dy dy

1. dx2

+ 17 dx + 72y = 0 given that when x = 0, y = 1 and dx = 1.

d2 y dy dy

2. dx2

− dx − 2y = 0 given that when x = 0, y = 0 and dx = 1.

d2 y dy

3. dx2

+ y = 0 given that when x = 0, y = 0 and dx = 1.

d2 y dy dy

4. dx2

− 4 dx + 4y = 0 given that when x = 0, y = 1 and dx = 0.

d2 y

5. dx2

+ 4y = 0 given that when x = 0, y = 1 and when x = π/4, y = 6.

d2 y dy dy

6. dx2

− 2 dx + 2y = 0 given that when x = 0, y = 2 and dx = 3.

Answers.

1. y = −9e−9x + 10e−8x .

2. y = 31 e2x − e−x .

3. y = sin x.

4. y = e2x (1 − 2x).

5. y = 6 sin(2x) + cos(2x).

Week 21

Building up from the results for homogeneous equations, we now construct the solution for the

inhomogeneous equation

d2 y dy

a 2 + b + cy = f (x),

dx dx

where f (x) is a non-zero forcing term.

The solution will be made up of two parts:

1. The complementary function (C.F. or yc ). This is the general solution of the corresponding

homogeneous equation,

d2 y dy

a 2 + b + cy = 0,

dx dx

obtained using the technique in the previous section.

2. The particular integral (P.I. or y p ). The particular integral is any solution of the inhomoge-

neous equation. It is assumed to have the same form as f (x) and will contain constants to

be determined, according to the following table. The constants in the particular integral are

f (x) yp

k yp = A

kx y p = Ax + B

kx2 y p = Ax2 + Bx +C

k sin (mx) y p = A sin(mx) + B cos(mx)

k cos (mx) y p = A sin(mx) + B cos(mx)

kemx y p = Aemx

found by substituting y p into the inhomogeneous equation and requiring that it is a solution.

133

134 WEEK 21. INHOMOGENEOUS SECOND ORDER EQUATIONS

d2 y dy

2 − − 3y = e2x .

dx2 dx

21.1. THE METHOD OF UNDETERMINED COEFFICIENTS 135

d2 y dy

2

+ 6 + 5y = 10 cos 5x.

dx dx

136 WEEK 21. INHOMOGENEOUS SECOND ORDER EQUATIONS

Question 1. Find the general solution of the equation

d2 y dy

− 6 + 8y = x.

dx2 dx

d2 y dy

2

− 3 + 2y = sin x, y(0) = 0, y0 (0) = 1.

dx dx

Question 3. An undamped spring-mass system is subject to a force F cos (2t). The equation for

the displacement x is given by

d2x

m = −kx + F cos (2t), k > 0, k 6= 4m.

dt 2

Obtain the general formula giving the displacement x(t).

21.3. EXERCISES 137

21.3 Exercises

Exercises 1. Find the general solution of

d2 y dy

1. dx2

− dx − 6y = e2x .

d2 y dy

2. dx2

− 2 dx − 3y = 6.

d2 y dy

3. dx2

+ 3 dx + 2y = 10 cos(2x).

d2 y dy

4. dx2

− 6 dx + 10y = 20 − e2x .

Exercises 2. Find the solution of the following differential equations which satisfies the initial

condition

d2 y dy

1. dx2

+ 4 dx + 4y = 8 sin 2x, y(0) = 1, y0 (0) = 0.

d2 y dy

2. dx2

+ 4 dx + 3y = e−3x , y(0) = 1/2, y0 (0) = −2.

d2 y dy

3. dx2

+ 2 dx + 2y = 85 sin(3x), y(0) = 1/2, y0 (0) = −20.

Answers 1.

Answers 2.

2. y = 21 (1 − x)e−3x .

138 WEEK 21. INHOMOGENEOUS SECOND ORDER EQUATIONS

Week 22

variables

The knowledge we gained about solving second-order differential equations can be used to solve

more complex problems in multiple dimensions. Let us consider the following partial differential

equation

∂2U 2

2∂ U

− c = 0. (22.1)

∂t 2 ∂x2

Equation (22.1) is called the wave equation. Here the coefficient c represents the propagation

speed of the wave and depends on the physical properties of the medium. For instance, the vibra-

tion of a string would depend on the density and elasticity of the material composing it. Let us

consider the case of an elastic string of lenght L with fixed ends. This is illustrated in Figure 22.1.

Here, we assume that c = 1 and that the string is of length π and we want to model its motion by

solving the partial differential equation (22.1). We therefore need to fix the initial ’profile’ of the

string and its initial speed. Let us assume that the string is at rest at t = 0, with an initial profile

corresponding to the sine function (Figure 22.2). This gives the following initial conditions

139

140 WEEK 22. THE WAVE EQUATION AND SEPARATION OF VARIABLES

To find the general solution of (22.1), one supposes that the solution can be represented in the

separated form

U(t, x) = G(t)F(x). (22.4)

The partial derivatives of (22.4) are given by

= F(x), = G(t). (22.5)

∂t 2 dt 2 ∂x2 dx2

Substituting (22.5) into the wave equation (22.1) (with c = 1) gives

d2G d2F

F(x) − G(t) = 0. (22.6)

dt 2 dx2

This equation can be rewritten as

1 d2G 1 d2F

= . (22.7)

G(t) dt 2 F(x) dx2

Now, note that the left-hand side is a function only of t while the right-hand side is a function of

x: These can be equal if and only if they are constant, i.e.

1 d2G 1 d2F

= = α, α ∈ R, (22.8)

G(t) dt 2 F(x) dx2

where α is called the separation constant. This implies that F(x) and G(t) satisfy

1 d2G 1 d2F

= α, = α, (22.9)

G(t) dt 2 F(x) dx2

or equivalently

d2G d2F

− αG(t) = 0, − αF(x) = 0. (22.10)

dt 2 dx2

This procedures then reduces the problem to the solution of two second-order homogeneous dif-

ferent equations with constant coefficients. The corresponding auxilliary polynomial is given by

√

m2 − α = 0 →m=± α

22.2. APPLYING INITIAL AND BOUNDARY CONDITIONS 141

and m will be real if α > 0 and complex if α < 0. We know that in order to obtain an oscillatory

behaviour (which is to be expected for a vibrating string), m should be complex. Denoting α =

−n2 , we obtain p

m = ± −n2 = ± jn,

and the general solutions for the differential equations (22.10) are then given by

G(t) = A cos (nt) + B sin (nt), F(x) = C cos (nx) + D sin (nx), (22.11)

U(t, x) = [A cos (nt) + B sin (nt)] [C cos (nx) + D sin (nx)] (22.12)

Remark 5. In general, α could be any number. If α > 0, then it is a simple calculation to show

that the corresponding solution would be

h √ √ ih √ √ i

U(t, x) = Ae αt + Be− αt Ce αx + De− αx .

Although it is a solution of the wave equation (22.1), it clearly does not allow to satisfy the initial

condition U(0, x) = sin x.

Remark 6. Formally, since the wave equation is a linear equation, any linear combination of

solutions will be a solution. Hence one could take the sum over all possible values of n to obtain

∞

Ū(t, x) = ∑ [An cos (nt) + Bn sin (nt)] [Cn cos (nx) + Dn sin (nx)] , (22.13)

n=0

where the constants An , Bn ,Cn , Dn are to be determined from the initial and boundary conditions

through Fourier transform integral formulas. This process allows to solve more complex and

general initial and boundary conditions. This topic should be pursued in a more advanced module.

We are now ready to determine the constants A, B,C, D such that solution (22.12) satisfies the

initial and boundary conditions given previously, namely

| {z } | {z }

=1 =0

= AC cos (nx) + AD sin (nx) = sin x.

To apply the second initial condition, take the partial derivative of (22.15) with respect to t and set

t = 0,

∂U

= − sint sin x + BD cost sin x t=0 = BD = 0 → B = 0,

∂t t=0

142 WEEK 22. THE WAVE EQUATION AND SEPARATION OF VARIABLES

U(t, x) = cost sin x. (22.16)

Let us finally verify that this solution satisfies the boundary conditions:

Therefore U(t, x) = cost sin x is the solution of this problem and provides the motion of the string.

A plot of this function showing the oscillatory behaviour is given for different values of time in

Figure 22.3.

1

t =0

t =1

t = π/2

0.5

t =2

t =π

U(t, x)

−0.5

−1

0 0.5 1 1.5 2 2.5 3

x

22.3. SEMINAR SHEET 143

Question 1. Assuming that U(t, x) = G(t)F(x) is a solution of the wave equation

∂2U 2

2∂ U

− c = 0,

∂t 2 ∂x2

with c arbitrary, obtain the ordinary differential equations (ODEs) satisfied by G(t) and

F(x). Obtain the general solution of these ODEs when the separation constant is negative

(i.e. α = −n2 ).

∂2U ∂2U

− 2 =0

∂t 2 ∂x

subject to the following initial condition

Sketch the initial profile (t = 0) and the solution at t = π/4, π/2, 3π/4, π.

144 WEEK 22. THE WAVE EQUATION AND SEPARATION OF VARIABLES

22.4 Exercises

Exercise 1. Investigate the effect of having a non-zero initial speed for the string by

∂2U ∂2U

− 2 =0

∂t 2 ∂x

subject to the following initial condition

Exercise 2. Use Matlab (or software of your choice) to plot the solution obtained in Exercise 1 at

different times. The following code should work on Matlab and GNU Octave.

xx = 0 : 0 . 0 5 : p i ;

for t =0:0.5:2∗ pi ;

p l o t ( xx , ( c o s ( t ) + s i n ( t ) ) ∗ s i n ( xx ) )

h o l d on ;

end

Revision topics

• Weeks 4,5. Basic differentiation, product rule, quotient rule, chain rule.

• Week 13. Computation of Maclaurin series.

• Week 15,16. Integration using substitutions, partial fractions and integration by parts. Ap-

plications of integrals.

• Week 19. First-order differential equations. Separable equations, integrating factor, initial

conditions.

• Weeks 20,21. Second-order ordinary differential equations with constant coefficients, com-

plementary function, particular integral, initial conditions.

146 WEEK 22. THE WAVE EQUATION AND SEPARATION OF VARIABLES

Mathematics Formula Sheet

Derivative Function Integral

dy

Z

y y dx

dx

0 k kx

xn+1

nxn−1 xn

n+1

− x12 1

x ln x

1 kx

k ekx ekx e

k

ax

ax ln a ax

ln a

1

ln x (log x) x ln x − x

x

1

loga x x(loga x − ln a)

x ln a

cos x sin x − cos x

4 (2x − sin(2x))

1

−2 cos x sin x cos2 x 4 (2x + sin(2x))

1 1 −1 x

... tan

x2 + a2 a a

1 1 x−a

... ln

x2 − a2 a x+a

1 √

... √ ln x + x2 + a2

x + a2

2

1 √

... √ ln x + x2 − a2

a2 − x 2

Rules for differentiation and integration

d dv du d du dv

Product rule: (uv) = u + v . Chain rule: (u(v(x)) = × .

dx dx dx dx dv dx

d u v du − u dv dv du

Z Z

Quotient rule: = dx 2 dx . Integration by parts: u dx = uv − v dx.

dx v v dx dx

Series

x2 00 x3

Maclaurin series: f (x) ≈ f (0) + x f 0 (0) + f (0) + f 000 (0) + . . .

2! 3!

x2 00 x3

Taylor series: f (x + h) ≈ f (h) + x f 0 (h) + f (h) + f 000 (h) + . . .

2! 3!

Numerical integration

Z b

h

Simpsons’s rule: f (x)dx = [( f0 + fn ) + 4( f1 + f3 + . . . + fn−1 ) + 2( f2 + f4 + . . . + fn−2 )]

a 3

Quadratic formula

√

−b ± b2 − 4ac

If ax2 + bx + c = 0, then x = .

2a

Euler’s equation

If θ is in radians, then e jθ = cos θ + j sin θ.

Trigonometric identities

sin (A ± B) = sin A cos B ± cos A sin B sin (2A) = 2 sin A cos A

cos (A ± B) = cos A cos B ∓ sin A sin B cos (2A) = cos2 A − sin2 A = 1 − 2 sin2 A = 2 cos2 A − 1

tan A ± tan B

tan(A ± B) = sin A cos B = 12 (sin(A + B) + sin(A − B))

1 ∓ tan A tan B

cos2 A + sin2 A = 1 cos A cos B = 12 (cos(A + B) + cos(A − B))

1 + tan2 A = sec2 A sin A sin B = 12 (cos (A − B) − cos (A + B))

A+B A−B

sin A − sin B = 2 cos A+B sin A−B

sin A + sin B = 2 sin 2 cos 2 2 2

A+B

cos A−B cos A − cos B = −2 sin A+B sin A−B

cos A + cos B = 2 cos 2 2 2 2

If m1 , m2 are the roots of the associated polynomial am2 + bm + c = 0, the general solution is

If m1 6= m2 y = C1 em1 x +C2 em2 x

If m1 = m2 y = C1 em1 x +C2 xem1 x

If m = α ± jβ y = eαx [C1 cos(βx) +C2 sin (βx)]

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