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Mathematics 1 Notes

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Mathematics 1 Notes

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saurav raj
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LECTURE NOTES ON LINEAR ALGEBRA AND CALCULUS 1B. Tech | semester Prepared by:- Mr. Saurav Raj Assistant Professor Echelon Institute of Technology Faridabad MODULE-| THEORY OF MATRICES AND HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS Solution for linear systems Matrix : A system of mn numbers real (or) complex arranged in the form of an ordered set of ‘m’ rows, each row consisting of an ordered set of ‘n’ numbers between [ ] (or) () (oF) | | | [is called a matrix of order m xn. 5, Ayyemnyy Fe: = [ay]nan Where 1s ism, Isjsn. yy Ayseoltas Sgn Some types of matrices: 1. square matrix : A square matrix A of order n x n is sometimes called as a n- rowed matrix A (or) simply a square matrix of order n 11 eg: is 2" order matrix 2 2. Rectangular matrix: A matrix which is not a square matrix is called a rectangular matrix, 3. Row matrix: A matrix of order 1xm is called a row matrix eg: [1 2 3]; 4, Column matrix: A matrix of order nx1 is called a column matrix 1 ee: | 2 bu 5. Unit matrix: if A= [a an such that ay = 1 for i= j and ay = 0 ro 0 ie} oi|™ oo. for ia), then A is called a unit matrx 6. Zero matrix :it A= o 0 0d, 000 7. Diagonal elements in a matrix: A= [a iJ mm Such that a; = 0 V | and j then Ais called a zero matrix (or) null matrix the elements a, of A for which i=), (21, azn.) are called the diagonal elements of A 12 3 Ega=|4 5 6] diagonal elements are 1,5,9 Teo Note: the line along which the diagonal elements lie is called the principle diagonal of A 8. Diagonal matrix: A square matrix all of whose elements except those in leading diagonal are zero is. called diagonal matrix. If dy, do... d, are diagonal elements of a diagonal matrix A, then A is written as A = diag (did) 3% o A= diag (3,1,-2)= [0 1&8 oo - 9. Scalar matrix: A diagonal matrix whose leading diagonal elements are equal is called a scalar matrix 20 4 Fea-|9 2 0 92 10. Equal matrices : Two matrices A = [aj] and b= [bj] are said to be equal if and only if (i) A and B are of at B y a ly the same type(order) (li) a,= by for every i &j 11. The transpose of a matrix: The matrix obtained from any given matrix A, by interchanging its rows. and columns is called the transpose of A. Itis denoted by A’ (or) A’ IFA= [ay] ran then the transpose of Ais A = [bj] nam where b =a Also (A')' =A Note: A’ and 8! be the transposes of A and B respectively, then (AYP =A ) (A+B) = ANB (i (A) = KAY, Kis a scalar (iv) (aB)'= Bat 12, The conjugate of a matrix: The matrix obtained from any given matrix A, on replacing its elements by corresponding conjugate complex numbers is called the conjugate of A and is denoted by A Aand B be the conjugates of A and B respectively then, t (A)=a (ii) A¥B= A+B (iii) (KA) = KA (Kis a any complex number ) (iv) AB=AB 13. The conjugate Transpose of a matrix The conjugate of the transpose of the matrix Ais called the conjugate transpose of A and is denoted by A® Thus A’=(4') where A’ is the transpose of A. Now A => AY =[bj] on, where bij= aij i.e. the (i)" element of A’ conjugate complex of the (j, i!" element of A. 3 3-1-2 if AS EB: 0 148 4 i} yy 30 then Ae =[34¢ 1-7 2% 44 3x2 14, (i) Upper Triangular matrix: A square matrix all of whose elements below the leading diagonal are zero is called an Upper triangular matrix. 13.8 eas is an upper triangular matrix 00 2 (ii) Lower triangular matrix: A square matrix all of whose elements above the leading diagonal are zero is called a lower triangular matrix. i.e, aj-0for i aj=0 17. Multiplication of a matrix by a scalar. Let ‘A’ be a matrix. The matrix obtain by multiplying every element of A by a scalar K, is called the product of A by K and is denoted by KA (or) AK a, for every iand j 18, Sum of matrices: Let A. {B= [by] wn be two matrices, The matrix C= [cy] wn Where c, = a+b, is called the sum of the matrices A and 8. The sum of A and B is denoted by A+B. Thus ay] ow» + [bj] n= [a;4Dj] owe AME [ats] oe -L24] men + [by] men 19, The difference of two matrices: If A, B are two matrices of the same type then A+(-B) is taken as A—B 20, Matrix mul ation: Let A= [4), Jorn, B = [bylnup then the matrix C = [Cilms Where ¢; is called the product of the matrices A and B in that order and we write C= AB. The matrix A is called the pre-factor & B is called the post ~ factor Note: If the number of columns of A is equal to the number of rows in B then the matrices are said to be conformable for multiplication in that order. 21. Positive integral powers of a square matrix: Let A be a square matrix. Then A*is defined A.A Now, by associative law A= A?.A= (AAJA = A(AA) = AA? Similarly we have AA = A.A"? = A” where mis a positive integer Note: I"=1 o Note 1: Multiplication of matrices is distributive w.r.t. addition of matrices. ie, A(B4C) = ABYC (B+C)A = BARCA, Note 2: IF Ais a matrix of order man then Aly=l4A= A 22. Trace of A square matrix : Let A = [aj] w-n the trace of the square matrix Ais defined as.) a, . Andis denoted by ‘tr A’ ThustA= Ya, = anita sdan ah hog & bf] then tras arbtc Properties: if anf dare square matrices of order n and Ais any scalar, then (i) tr(AA)=AtrA (i) tr (as) = tras te tr(AB) = tr(BA) 24, Nilpotent Matrix: If Ais a square matrix such that A"=O where m is a +ve integer then A js called nilpotent mate Note: If m is least positive integer such that A” = 0 then A is called nilpotent of index m 25, Involutary : If Ais @ square matrix such that A’ = | then A is called involuntary matrix, 26. Orthogonal Matrix: A square matrix A is said to be orthogonal if AA” = A'A=T Examples: is orthogonal. ‘| ® feos? — sin@ ] feos@ sine” Consider A.A’ = cos} [sind — cos cos? O+sin? @ —cos Asin 6 +cos Asin] sin@cosO+cosAsin@ — cos’ O+sin? [rt 2 2 3] 2 —12 Bofis tranegomatrx 22 -1 22 —IsoGWven A= 22-1 fo 2 2 [2 —!thdn gt 22 -1 122 Consider A A\ 2-12 2 > A AN Similarly AT.A= | Hence A is orthogonal Matrix 0» ¢ 3. Determine the values of a,b, cwhen|a b —c a-be Sol: - For orthogonal matrix AA =1 0 2b c]f[0 a a a b SopA}2b b I Solving 2b?-c’ We get c= +2b a? =b?+2b? =3b* a= 436 From the diagonal elements of Ab?+c’= 1.2 ab%+2b?=1 (c?=2b%) is orthogonal. 27. Determinant of a square matri Gy dygennedy A) Ayam then |4|= Oy Agel Ay dye Oy Aygo 8 Ayo 28, Minors and cofactors of a square matrix Let A =[a)] na be a square matrix when form A the elements of i" row and j" column are deleted the determinant of (n-1) rowed matrix [Mij] is called the minor of aij of A and is denoted by |My| The signed minor (-1) "!|Mj| is called the cofactor of a, and is denoted by A,.. ay tia anf Aa ay dy then 1 1 3 E.g.: Find Determinant of | 1 3-3] by using minors and co-factors. -2 4-4 =1(-12-12)-1(-4-6}+3(-4+6) 24+10+6=-8 Similarly we find det A by using co-factors also. Note 1: If Ais a square matrix of order n then|Kii| = K" [4], where k isa scalar. Note 3: If A and B be two square matrices of the same order, then |4B|= || |B] 29. Inverse of a Matrix: Let A be any square matrix, then 2 matrix B, if exists such that AB = BA =| then B is called inverse of A and is denoted by A Note:1 (A7)*= A, Note 2:7=1 30. Adjoint of a matrix: Let A be a square matrix of order n. The transpose of the matrix got from A By replacing the elements of A by the corresponding co-factors is called the adjoint of A and is denoted by adj A Note: For any scalar k, adj(kA) =k”? adj A Note: The necessary and sufficient condition for a square matrix to posses’ inverse is that |4|#0 ao Note: if |4\+0 then 4” =—— (adj A) igular Matrices: 31, Singular and Non- ‘A square matrix A is said to be singular if | 4 If |4]#0 then ‘A’ is said to be non-singular. Note: 1. only non-singular matrices possess inverses. 2. The product of non-singular matrices is also non-singular. Theorem : IfA, Bare invertible matrices of the same order, then (i). (AB) = 8A" (ii). (A = (a Proof: (i). we have (B°A") (AB) = 8 (A"A)B =8%(18) =8"8 (aB)"=B7AT (i), AMA = AAT =I Consider A*A =I = (A Aya SAY (At (ay'= (at Unitary matri A square matrix A such that (71) = 47 ie (4) A~A(A) 18 A? A=t then A is called Tn Note:The transpose of a unitary matrix is unitary, PROBLEMS 30 7-4i 2457 IfA=| 7+4i —2 1) 347 | then show that -2-Si 3-14 A is Hermitian and iA is skew-Hermitian. 3 1-4 2457 7+4i -2 Sol3+i | then -2-Si 3-1 4 Given 3 744i 2-57 3 1-41 2457 1-4 3-i | And(A) =| 7447 2 347 245i 3414 2-Si 3-54 2. A=(A)" Hence A is Hermitian matrix, Let B=iA Bi 447) -5-2 -|-44 71-27-1437 then 5-2 1437 4i a Ba|-4-7i 2-1-3 542 1-3) Hi “3H AAT 5421 Bi 449-521 =| 4-71 92 1-38] =) -44-77 =2i (BYI+31 = $421 -1-3i Hi $-21 143i i (2) =B “. B= iA is a skew Hermitian matrix. 2) If A and B are Hermitian matrices, prove that AB-BA is a skew-Hermitian matrix. Sol: Given A and B are Het (A) =4 And (B)” nitan matrices a Now (4B=Bd) =(48-BA)’ = BA-AB (By (1)) =-(4B-BA) Hence AB-BA jis a skew-Hemitian matrix. atic —b+id 3) Show that ~| ] is unitary if and only if a*+b’+e"+d"=1 btid a-ic atic —b+id b+id aie Th A aie —b—-id 0 A bnid atic Sol: Given A+ -b-id atic ° bai bid atic peer] +P +e +d? 2. AA® =1 ifand only if a +6’ +e? +d? =1 4)Show that every squat skew= Hermitian matrix, matrix is uniqui expressible as the sum of a Hermitian matrix and a Sol. Let A be any square matrix Now (444°) +(4’y) aA+d (444°) = 4+" = A+” isa Hermitian matrix. 1 0 5 (4+ 4°) is also a Hermitian matrix Now (4-4’)’ = 4’-(4’)’ =A’-A (4-Ay’ Uniqueness: Let A =R+S be another such representation of A Where R is Hermitian and S is skew-Hermitian Then A’ =(R+S)! =R+S =R-S (7 R°=RS? Hence P=R and Q=S Thus the representation is unique. 0 142 5)Given that A= + show that (/—A/+ 4)" is a unitary matrix. -1+2) 9 | 1 0) f 0 142% Sol: we have [- A= | ol -14+2i 0 =: | And 1 10) f 0 1428 I+A= + ol -1+2i 0 fol eae “L442 1 Let B=(/—AYi+ Ay" 4 2445 and (2 Saal 2445 24. 48O¥ 244i 4 aay Af 4 Hf 4 ( 36|2-4i 4 ||-2+47 4 36 97 1 0 6] 9 36] fo 1] (3) == i.e., B is unitary matrix. (1 = AI + A) isa unitary matrix. 6) Show that the inverse of a unitary matrix is unitary. Sol: Let A be a unitary matrix. Then 44’ =I Thus A” is unitary Problems 1). Express the matrix A as sum of symmetric and skew ~ symmetric matrices. Where 3 2 sol"Ghfen a= 5 4°00 Matrix A can be written as A= % (AHA')+¥ (A-A') [> -2 9] fs 220s SPH (reals 2 7 -1]4+/-2 7 4 s 4 o]|6 -1 0 feo uy p o WZ =3]0 14 3 | fo 7 3/2 no3 of [v2 3/2 0 Q=% (A-A’) -2 6) f3 25 -4 1 7 -1|-|-2 7 4 0-5 4 of|6 -1 0 0 0 Vz =]2 0 -3/2 -/2 5/2 0. s + where ‘P" is symmetric matrix {QY is skew-symmetric matrix. ‘Sub - Matrix: Any matrix obtained by deleting some rows or columns or both of a given matrix is called is sub matrix. 15 6 7 rs 8 9 10 leta=]8 9681S |then | is a sub matrix of A obtained by deleting first row and 3405 -1 a column of A Minor of a Matrix: Let A be an mx n matrix. The determinant of a square sub matrix of Ais called a minor of the matrix. Note: If the order of the square sub matrix is‘t’ then its determinant is called a minor of order is't’. 6 7 laxs be a matrix 21 [a] =2.3=-118aminorof order 2” is a sub-matrix of order ‘3 dete= 2(7-12)-1(21-10}+(18-5) = 2-5)-1(11}+1(13) 10-11413 = -8 is a minor of order 3” *Rank of a Mai Let A be m xn matrix. f Ais a null matrix, we define its rank to be ‘0’. If Ais a non-zero matrix, we say that ris the rank of Aif (i) Every (r+1)" order minor of Ais ‘0’ (zero) & (ii) Atleast one r” order minor of A which is not zero. Note: 1. Itis denoted by p (A) 2. Rank of a matrix is unique. 3, Every matrix will have a rank. 4. If Aisa matrix of order mxn, Rank of A min (m,n) 5. If p(A) =r then every minor of A of order r+, or more is zero. 6. Rank of the Identity matrix |, isn 7. If Ais a matrix of order n and A is non-singular then p(A) = n Important Note: 1. The rank of a matrix is sr if all minors of (r+1)" order are zero. 2. The rank of a matrix is 2r, if there is at least one minor of order ‘r’ which is not equal to zero. PROBLEMS 2 1 43 Find the rank of the given matrix] 3 4 4 710 12 Sor Given matrix A= > det A 1(48-40)-2(36-28)+3(30-28) 8-16+6=-270 We have minor of order 3 (A) =3 123 4 2. Find the rank ofthe matrix |5 6 7 8 870 5 Sol: Given the matrixis of order 3x4 Its Rank < min(3,4) Highest order of the minor will be 3. 123 5 Glet ps consider the minor 87 0 Determinant of minor is 1(-49)-2(-56)+3(35-48) = -49#112-39 = 24 #0, Hence rank of the given matrix is ‘3’, * Elementary Transformations on a Matri i). Interchange of i" row and j" row is denoted by R, € R, (i). 1F7" row is multiplied with k then itis denoted by RK Ry (ii) fall the elements of i" row are multiplied with k and added to the corresponding elements of j" row then it is denoted by R, —> R, #KR, Note: 1. The corresponding column transformations will be denoted by writing ‘ce Oy GkG GE tke 2. The elementary operations on a matrix do not change its rank. Equivalence of Matrices: IfB is obtained from A after a finite number of elementary transformations on A, then Bis said to be equivalent to A. It is denoted as 8~A. 2. If A and B have the same size and the same rank, then the two matrices are equivalent, rcheton form ofa matric ‘A matrix is said to be in Echelon form, if (i). Zero rows, if any exists, they should be below the non-zero row. (i), the first non-zero entry in each non-zero row is equal to ‘1’ (ii. the number of zeros before the first non-zero element in a row is less than the number of such zeros in the next row. Note: 1. the number of non-zero rows in echelon form of A is the rank of ‘A’. 2. The rank of the transpose of a matrix s the same as that of original matrix. 3. The condition (i) is optional. 10 0 5 ° Eg. 1 00 1.49 is a row echelon form. oo tt 000 1o 000 | 3. [0 9% 0 0 0|isarow echelon form 00000 PROBLEMS 23 7 1. Find the rank of the matrixA= |3 —2 4 | by reducing it to Echelon form. 1-1 237 sol:GivenA= |3-2 4 This is the Echelon form of matrix A. The rank of a matrix A, = Number of non ~ zero rows =2 For what values of k the matrix. has rank 9’. 99 k 3 Sol: The given matrixis of the order 4x4 Ifits rank is 3: det A=0 Applying R > 4Ro-Ri, Rs 4Rs~ KR, Ry > ARs ~ IR, a4 3 1 0 0 ~lwe gern 0 84k 843k 8K 00 9 4k+27 3 since Rank A=3 © det A=0 0 1 Sa BAR ga3K 8-4}=0 4k427 3 © 4[(8-4k)3}-1(8-4)(4k+27)] = 0 © (8-4) (3-4k-27) = 0 © (8-4k)(-24-4K) =0 (2-kN6+k)=0 > k=2ork=-6 a finite number of elementary transformations, where |, is the r— rowed unit matrix. Note: 1. If Ais an mxn matrix of rank r, there exists non-singular matrices P and Q such that PAQ= (":) Normal form another name is “canonical form” 1234 2 Leak: By redynigertdyntaPtoim, find its rank. 30 5 -10 1234 So: GivenA=|2 1 4 3 30 5 -10 12 3 4 a~|0-3 -2 5 |R,>R,-2R, Ry Ry—3Ri 1 304 a~|0-3 -2 -S| R>R/2 12 3 4 A~|0 -3 -2 -5/R> RAR 0 9 0 0 0 -3a-2 -5] oP @-26,e9034, eder4es 00 0 18 19 0 Oo 0 1,20 0 | ore/3,cdeu/I8 19 0 0 0 =3,~0 0/69 36-20, er >3er5¢2 oo 0 1 This is in normal form [Is O] Hence Rank of Ais ‘3', Gauss — Jordan method © The inverse of a matrix by elementary Transformations: (Gauss — Jordan method) 1. suppose A isa non-singular matrix of order ‘n’ then we write A=1,A. 2. Now we apply elementary row-operations only to the matrix A and the pre-factor |, of the RAS 3. We will do this tll we get |, = BA then obviously B is the inverse of A. 6 1 4 Find the inverse of the matrix A using elementary operations where A= | 2 3 12 0 Sol: 16 4 Givena=|0 2 3 ol2 We can write A= Is A 16 4] flo 0 02 3/=|o 1 Ola ol! 2] joo 1 Applying R; >2Rs-R, we get 16 4) fl 0 0 02 3/-/o 1 0 Ja oo 1} [0 2 Applying R:>R,-3R), we get 1 0 o1 0 la Oo -1 2 Bis the inverse of A. = 1(10+6)-2(15-1)}+3(-18+2) =16+32-48=0 HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS LINEAR DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER P(x) -y = Q(x) Where P)(x), Po(x), Pa(x). P(x) and Q(x) (functions of x) continuous is called a linear differential equation of order n. EQUATIONS WITH CONSTANT COEFFICIENTS aty — atly any Def: An equation of the form 3 + Pi « Faia * Po «arma +P, .y Py.....P,, are real constants and Q(x) is a continuous function of x is called an linear differential LINEAR DIFFERENTIAL Q(x) where Pi, Pa, equation of order * n’ with constant coefficients. Note: L Dynax 1D a2 Dat 2, Operator =0= f Q ie D'Q is called the integral of Q. To find the general solution of f(D).v Where f(D) = D" +P; D™! D +P, is a polynomial in D. Now consider the auxiliary equation : fim) = 0 ie f(m) = m’ +P; m™! +P) m™? +—__4P, = 0 where pi,p2.ps Po are real constants. Let the roots of f(m) =0 be m), m2, ms... Depending on the nature of the roots we write the complementary function as follows: Consider the following table S.No] Roots of A-E fun) =O ‘Complementary function(C.F) 1. [m,ms, .m, are real and distinet, [y= ee™ Fee ™ +... ee 2. fm, ma, ..m, are and two roots are equal ie., m), m2 are equal and. eye" real(i.e repeated twice) &the rest are real and different. 3. [ mj, mo, .m, are real and three Ye ree roots are equal i.e., m}, m2, ms are equal and real(i.e repeated thrice) the rest are real and different. 4 | Tworoots of AE are complex say | y, =e (c, cosBx + exsinB yt ese Gee @+iB a iB and rest are real and distinct. 5 If @+iB are repeated twice & rest | ye = @% [(cr+e2x)eos are real and distinct tot ee 6 | tf iB are repeated thrice & rest | ye= e™ [(er+erx+ est ex") sin are real and distinct x)F ee" 7. If roots of A.E. irrational say ye ki cosh Jfx-+e, sinh VBx}ree” nea Gye \d rest are real and Solve the following Differential equations : ay dy 7 S324 ays 1 Solve 3-30 + 2y=0 Sol: Given equation is of the form f(D).y = 0 Where f(D) = (D’ -3D +2) y=0 Now consider the auxiliary equation f{m) = 0 fim) =m? -3m +2 = 0 = (m-1)(m-1)(m+2) = 0 =m=1, Since m, and mp are equal and my is -2 Weave yc = (cirexx)e" +e Solve (D* -2 D’ -3 D?+ 4D +4)y=0 Sol: Given f(D) =(D* -2 D?-3 D? + 4D +4) y=0 = A.equation fim) = (m4 -2 m>-3 m?+4m +4) = 0 0 = (m+ 17 (m-2) & ye=(ertexe” Herteanye™ 3 Sone (D 8D oy y 0 Sol: Given f(D) = (D' +8D? + 16) y=0 Auxiliary equation fim) = (m* + 16) =0 = (m’+4P=0 > (m2i)’ (m#2i)"=0 & m 212i, -21, 21 Y, = e™ [(crterx)cos2x + (c: 050) =-4 y= 14 xx) sin2)] 4. Solve y''+6y! +95 Sol: Given equation is y'"+6y'+9y = 0 f(D) y => (D'+6D +9) y=0 Auxiliary equationfm) = 0 => (m° +6m +9) = 0. = m=3,3 >) Differentiate of (1) w.r.to x => y' =(crteax)(-3e™*) + exe") Given yi (0)=14 = e1=-4 & ep =2 Hence we get_y =(-4 + 2x) (e"*) 5, Solve dy!!! + dy" ty!=0 Sol: Given equation is 4y''' + 4y'' +y'=0 That is (4D'*4D*+D)y=0 Auxiliary equation fm) = 0 4m° +4m° + m=0 m(4m? 4m +1)=0 m(2m + 1)?=0 m=0,-1/2 1/2 ymert (er* esx) e°? 6. Solve (D? - 3D +4) y=0 Sol: Given equation (D? - 3D +4) y= 0 ALE, fim) = 0 ait 2 2 vi vi y= eF (cr cosyx + easitt x) General n of f(D) Is given by y= yo+ Yp Where the P.1 consists of no arbitrary constants and P.1 of f(D) y = Q(x) Is evaluated as P.I=—— . Qix) 70° Depending on the type of funetion of Q(x). P.lis 1, Pu of f(D) y = Q(x) where Q(x) =e" for (a) #0 evaluated as follows: dw =e" 2 1 > - QA) = Foy 2 “F6: {@ Provided fla) #0 Casel: PL Case 2: If fla) = 0 then the above method fails. Then if f(D) = (D-a)* O(D) (i.e * a’ isa repeated root k times). 1 Then P. a x* provided @ (a) #0 2. P.l of f(D) y =Q(x) where Q(x) = sin ax or Q(x) = cos ax where * a * is constant then P.! Fay" 20 a°) #0 then P= SP flea is a factor of O(D*) and hence it is a factor of LD). Then let Case 1: In (D) put D? = - a? 3 Case 2: If fl-a?) = 0 then D? +a f(D) = (D* + 2°) .0(D*), Then Sia sinax 1 sinax 1 =xcosax {(D) (DP +a°)\W(D*) W(-a°) DP +a? =a") 2a cos ax cos ax 1 cos ax 1 xsin ax [(D) (D+a)0D) Ca) Dea dea 3. PL for f(D) y = Q(x) where Q(x) = x* where k is a positive integer f(D) can be express as f(D) =[14 O(D)) Express —~=—+— = [14 6(D)) F@) 14000) 2 Hence P.l = == Q@). [1 Oy] xt 4. P.L of {(D) y = Q(x) when Q(x) =e V where ‘a’ is a constant and V is funetion of x. where V =sin ax or cos ax or x* is evaluated depending on V (+a) 5. P.Lof f(D) y = Q(x) when Q(x) = x V_ where V is a function of x. 1 Then P.l=—— Q(x) Fo 1 Then P. xOlx)= ‘os ax +isinax) (Dy FD) I = LP.of x"e f(D) i 1 7 ii, PL = x" cosax = R.P.of x"e" f(D) f(D) 1. 4 =(—py'=1+D+D?+D?+ = 2. 4 =(1+Dy'=1-D+D?-D'+— iD 3. = -py?=1+2D+3D"+4D'+ a0 1-2D + 3D? -4D* + 3D + 6D’ + 10D* + 6 =(1 3D + 6D*- 10D* + HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS: Find the Particular integral of f(D) y = e* when fla) 40 Solve the D.E (D? D+6)y=e' Solve y''+4y!+4y=4 e*; y(0)=-1, y'(0) Es Solve y!! +4y! +4y= 4cosx+3sinx , (0) = 1, y'(0) = 0 Ohethe DED TD TD Nyy eT cok 8. Solve the D-E (D’-4D*-D + 4)y=e 9. Solve (D? - 4D +4) y =x’sinx + e* +3 cos2x e jon parameters to solve $+ + y= eoseex 10, Apply the method of varia 11. Solve = ae 12. Solve (D? + D - 3) y=x’e™* 3x+2y, 24 sx b3y=0 13. Solve (D? - D - 2) y=3e™ (0) = 0, y' (0) SOLUTIONS: 1) Particular integral of f(D) y = e~ when f(a) 20 Working rule: Case (i): In f(D), put D=a and Particular integral will be calculated Particular integral e provided fla) 40 Case (ii) If f(a}= 0, then above method fails. Now proceed as below. If f(D)= (D-a)*P(0) i.e. ‘ais a repeated root k times, then Particular integral rovided ta) #0 2. Solve the Differential equation(D?+5D+6)y=e" Sol : Given equation is (D°+5D+6)y=e" Here Q(x) =e * Auxiliary equation is f(m) = m?+5m+6=0 m?43m+2m4+6=0 m(m+3)+2(m+3]=0 m=-2 or m=-3 The roots are real and distinct Particular Integral = (p+2)(D+3) 3) Solve y''-4y Sol : Given equation is y"-4y'+3y=4e™ @y dy @at "de 4By=4e™ it can be expressed as D*y-4Dy+3y=4e" (D?-4D+3)y=4e™ Here Q(x)=4e"; f(D)= D?-4D+3 Auxilia -y equation is f(m)=m?-4m+3 = 0 m?-3m-m+3=0 m(m-3) -1(m-3)=0 => m=3 or 1 The roots are real and distinct General solution is y=Ye es . Equation (3) differentiating with respect to ‘x’ y'=3cre" ere" +2e™+6xe" — 4 By data, y(0) = -1, y'(O)=3 From ( ter nn From (4), Septegt2 Sertey > 6) Solving (5) and (6) we get e\=1 and >= -2 yo-2e* +(142x)e (4). Solve y""+4y'+4y= 4cosx + 3sinx, y(0) = 0, y(0) = 0 Sol: Given differential equation in operator form (D? +4D + 4yy=acosx +3sinx AE is m*+4m+4=0 (m+2)"=0 then m=-2, -2 -2x Fis Ye= (Cy + EXE cosx+3sinx ut D> (0? +4D +4) " Palis 4cosx+3sinx _(4D-3)(4cosx+3sinx) @D+3) (D-3)¢40 +3) Ye (4D-2)(4cosx43sinx) 1607-9 Put D? 2, _(4D-3)(4cosx+3sinx) =16-9 =26sinx-+12c0se~-22c0se-9sinx) 25sinx - SU sinx “General equation is y = y+ Vp Y= (cit exx)O™>* + sinx (a) By given data, y(0) = 0c, = 0 and Diff (1) war..t. y= (cy + e9x)(—2)@72* + 72 (cs) +c0sx (2) given v0) Required solution is y = —Xe~** +sinx 5. Solve (D*+9)y = cos3x Sol:Given equation is (D’+9)y = cos3x A.Eism’+9=0 fms £3i Ye= CF = cy cOS3x# c:8in3x e022 “pea P+ a? cozax General equation is y = yet Vp Y= 1c053x + c,cos3x 4 sin3x 6. Solve y"*+2y" - y'-2y= 1-4x* Sol:Given equation can be written as (D? + 2D?-D —2)y= 148 Acis (m? + 2m? —m—2)-0 (m? — 1)m+2) =0 beat) [1-5 —1,_ (0?+20?-D) (D3+2D?-D)?_ (03+20?-D)? 2 2 + 8 = [2x'-3x? +15x-8] The general solution is ye CF +P. yece™ +e,€7* + 07 + [2x°3x? +15x-8] 7. Solve (D? — 7D? + 14D -8)y=€* cos2x Given equation is (D3 - 7D? + 14D-8ly = &* cos2x Acis (m? — 7m? + 14m—8)-0 (mm-) (m-2)(m-4) = 0 (+8742 F14(DF)—-8 1 P= _e" f(D) a {(D+a) -c0s2x Tape apa ie 1052 (Replacing D? with 2°) ae 16+D G@e-D )(16+D) cos2x 16+D Feeape 008 16+D Bea 0% e& > (16c0s2x-- 2sin2x) 260 —sin 2x) sin 2x) 8 130 General solution is y= yc + Vp y=qe' ree" +e" + (Bc0s2x—sin2x) ea 8. Solve (D? — 4D+ayy=x2sinx + e2* 43 sol:Given (D? — 4D sajy=x? sinx + e243 Agis(m? — 4m + 4)=0 (m — 2)? = othen m=2,2 CF=(c+exle™ _xtsinet 43 1 po Pls @-: (D-2)? G?sinx) (D-2)? Now ae (x? siny ee (?) (uP of e**) - 2) (e =1pof VE") = Lp of (e**), —+— (x4) ~ (D+i-2)? 2 2x42 Pal = == [(220x+244)cosx+{40x+33)sinx] +— (27) +7 YeVeYe ¥= (e+ ele + = [(220%4244)cosn+(40x+33)sinx] += (27) +2 Variation of Parameters : Working Rule : , dy dy 1, Reduce the given equation of the form athe YO xyveR dx dk 2. Find CE. 3. Take Pil. yyp=Au+By where A= —J PRA ang = j UR 4. Write the G.S. of the ven equation y= @y 9. Apply the method of variation of parameters to solve > + y = cosecx Sol: Given equation in the operator form is (D? + 1)y AEis(m? + 1)=0 mati The roots are complex conjugate numbers. CF. is ye=cicosx + c,sinx Let yp = Acosx + Bsinx be Pil of (1) t= cos*xt sin?x=1 ae ae ‘Aand Bare given by vRdx * General solution is y= Vet Vo ¥= 6054+ esi xcosx sin ogsinx) 10,solve (4D? — 4D-1)y= 100 SolA.E is (4m? — 4m+1)=0 C= (cyteax) €2 100 @-2? 200 py =o _ G@p?=4D+2) Hence the general solution is y = C.F +P.1 Y= (esteax) € MODULE-II LINEAR TRANSFORMATIONS AND DOUBLE INTEGRALS Cayley - Hamilton Theorem: Statement: Every square matrix satisfies its own characteristic equation PROBLEMS, 1-2 1 1, Show that the matrix A=]1 —2 3] satisfies its characteristic equation Hence ' oO -1 2 Sol: Characteristic equation of Ais det (A-Al) = 0 |-< C2 > Ca4e3 By Cayley — Hamilton theorem, we have A’-A’+A-I=0. 1-2 2 log -1 2 -2 A=|1 _2 3) g=|-l -1 2} a=|-2 2 -1 O -1 2 lod 0 1-2 -11 -1 2-2] [-1 0 0 2] fl 00 +A-I=|-2 2 -1/-|-1 -1 2]+}1 - 4fo 1 0 -1 1 0} |-1 0 1} [o -1 2] joo 1 0 0 O -[p © 9-0 lo 0 0. Multiplying with A“ we get A?—A+1=A* -1 0 0] fi -2 2] [1 9 0] f-1 2 =|-1 -1 2|-]1 -2 3]+}o 140]=|-2 2 -1 0 tf lo -1 2} lo 0 1] [-11 0 By Cayley — Hamilton theorem we have A’-SA’#7A-3I-0....(1) Multiply with A* we get ats 2 [48—s4+71] -8 19 26 -26 8 | 4 =|-78 -25 26 -7 7% 26 -25 2 -2 5 Multiply (1)with A,we get A*—542+747-34=0 395 130-130] [175 56-56] [21 6 -6 =|-390 —125 130 |-|-168 —49 56 |+}-18 390 130-125] | 168 56-69] [18 6 -3 241 80 89 =|-240 -79 80 240 80 —79 Problem Verify Cayley — Hamilton Theorem for A= Linear dependence and independence of Vectors: Sol. The Given Vector 1 = 1(10+6)-2(15-1)+3(-1842) 16+32-48=0 The given vectors are linearly dependent ~|A|-0 Show that the Vector X;=(2,2,1), X2=(1.4.-1) and X;=(4,6,-3) are linearly independent. 1) X=(1.4-1) and X1=(4,6,-3) The Vectors X Sol. Given Vectors Xi=( . X3 form a square matrix. 21 4 24 6 1-1 21 4 Then |4/=|-2 4 6 1-1 =2(-12+6)+2(-3+4)+1(6-16) =2040 The given vectors are linearly independent \Ale0 igen Values & Eigen Vectors Def: Characteristic _vector of a matrix: Let A= [a)] be an nxn matrix. A non-zero vector Xs said to be a Characteristic Vector of Af there exists a scalar such that AX= Note: If AX=AX (X#0), then we say the Eigen value (or) characteristic root of ‘A’. l=) 1 Here characterstevector of Ais [1] and Chorctersticrot of Ais 2” Note: We notice that an Eigen value of a square matrix A can be 0. But a zero vector cannot be an Eigen vector of A. Meth hi nv fam: Let [a\] be a nxn matrix. Let X be an Eigen vector of A corresponding to the Eigen value 2. Then by definition AX =X. > AX=2IX > Ad X= 0 > (AADX=0 This is a homogeneous system of n equations in n unknowns, Will have a non-zero solution X if and only |A-a] = 0 - A-AL is called characteristic matrix of A. - __|A-Al] is a polynomial in 4. of degree n and is called the characteristic polynomial of A = |A-All0 is called the characteristic equation Solving characteristic equation of A, we get the roots, Ay, 42,As, Ay, these are called the characteristic roots or Eigen values of the matrix. - Corresponding to each one of these n Eigen values, we can find the characteristic vectors Procedure to find Eigen values and Eigen vectors ay SY py ay, azhotA= ayy, be a given matrix Characteristic matrix of Ais A —M aA ay 4, jeA-Al =| ayy dy % 4, Then the characteristic polynomial is laa say)=|4—a|_| “ The characteristic equation is |A-Al] = 0 we solve the (A) = |A ~All = 0, we get n roots, these are called Tren values oF fatent values Or proper values Let each one of these Eigen values say A their Eigen vector X corresponding the given value } is obtained by solving Homogeneous system =|" | and determining the non-trivial solution, PROBLEMS | esponding Eigen veetors of [3 > Find the Eigen values and the co sotteta= [> 3] Characteristic matrix = A — ML Bh 4 Po 2A) Characteristic equation of Ais|A~Al|=0 =a ~ ie = (B-N(2-) +8=0 = 16+ -10K+8=0 = -10A+24=0 = (-6)A-4=0 => A= 6,4are eigen values of A Consider system [®>% 4] (% Eigen vector corresponding to A = 4 Put A = 4 in the above system, we get @ =) G)=() = 4x, — 4x2 =0--- (1) 2x, -2x2= 0 -- = (2) from (1)and (2)we have x, = x2 Letx= a covmel el Neon [] tsa tigen vector of matrix A.corresponding eigenvalue d= 4 Eigen Vector corresponding to A = 6 put \ = 6 in the above system, we get @ =) G)=() = 2x, 4 =0-- = (1) 2x, 4x, = 0 - — - (2) from (1) and (2) we have x: = 2x. i] 1 P| tseigen vector of matrix A corresponding eigenvalue 2 291 lo 2 0 19 2 Say x , = 2a . 2a Eigen vector =|“ |= a 6 Find the eigen values and the corresponding eigen veetors of mat 20 4 Leta=|0 2504 10 2 The characteristic equation is [A-Al|=0 2-A 0 4 laai=} 0 tez-a 0 [=o 1 0 2-4 = (2-2-0? -0+ [-@-N] =0 = (2-0-2) =0 = A-2[-(-2)?- 1] =0 = A-2 [2 4 4n- 3] =0 => A-2A-3)A-) =0 © de12,3 The eigen values of A is 1,2,3. For finding eigen vector the system is (A —ADX = 0 feo EH Eigen vector corresponding toh= 1 eo RT Pe xy t= m=0 atx =0 xy =X = 0 sayx, =a 1 0 | is Eigen vector 1 Eigen vector corresponding tod = 2 Ee elf Here x, = O.and x; = O.and we can take any arbitary value x» ie x2 = a (say) EI-El-«ll 07 Eigen vector is |1) 01 Eigen vector corresponding toh = 3 > Jee ax tag =0 xy—x3=0 here by solving we get x = X3,%2 = 0 say xs Xp =%, 2 =0 1x3 0 x4] fe] fl x, |=|0]=a]0 x} la] Lt Properties of Eigen Values ‘Theorem 1; The sum of the eigen values of a square matrix is equal to its trace and product of the eigen values is equal to its determinant. 1. 3 Example:ifA=|0 2 5] then trace=1+2+1=4 and determinant=15 2 1 ‘Theorem 2: If 4 is an Eigen value of A corresponding to the Eigen vector X, then A” is Eigen value A” corresponding to the Eigen vector X. 19 0 Example:ifA=|0 2 0then Eigen values of Aare 1,8,1, ool ‘Theorem 3; A Square matrix A and its transpose A' have the same Eigen values. 190 Example: if A=] 0 2 0| then Eigen values of A’ are 1,2,1 Oo1 Theorem 4: If A and 8 are n-rowed square matrices and If Ais invertible show that A" and B.A have same Eigen values. Theorem 5:1 Z,,. su, are the Eigen values of a matrix A then k Ay, K A mm k 2, are the Eigen value of the matrix KA, where K is a non-zero scalar. Example: If 1,2,3 are eigen values of A then eigen values of 3A are 3,3,9 ‘Theorem 6: If is an Eigen values of the matrix A then 2K is an Eigen value of the matrix A+KI Example: 1F1,2,3 are eigen values of A then eigen values of 3+A are 4,5,6 ‘Theorem 7:If 1, 22. 2, are the Eigen values of A, then Ay—K, Ay—K,u. Ay=Ky arethe eigen values of the matrix( A— KI), where K is anon=zeroscalar Example: If 1,2,3 are eigen values of A then eigen values of 3-A are 2,1,0 Theorem 8; If, 22 ~ Ay are the Eigen values of A, find the Eigen values of the matrix (A — 21) ‘Theorem 9: fis an Eigen value of a non-singular matrix A corresponding to the Eigen vector X, then 2 is Theorem 10: fF ‘iis an eigen value of a non — singular matrix A,then — is an eigen value of the matrix Adj A Theorem 11: If is an eigen value of an orthogonal matrix then + is also an eigen value Theorem 1: If is Eigen value of A then prove that the Eigen value of B = ayA”+a,Atayl is ao A’ta, Atay Theorem 14: Suppose that A and P be square matrices of order n such that P is non singular. Then A and P"AP have the same Eigen values. Corollary 1: If A and B are square matrices such that A is non-singular, then A"B and BA" have the same Eigen values. Corollary 2: f A and B are non-singular matrices of the same order, then AB and BA have the same Eigen ‘Theorem 15: The Eigen values of a triangular matrix are just the diagonal elements of the matrix. ‘Theorem 16: The Eigen values of a real symmetric matrix are always real. ‘Theorem 17: For a real symmetric matrix, the Eigen vectors corresponding to two distinct Eigen values are orthogonal PROBLEMS Find the Eigen values and Eigen vectors of the matrix A and its inverse, where 13 4 A=|o 2 5 lo 0 3. 13 4 Sol:GivenA=|0 2 5 0 0 3, The characteristic equation of Ais given by [A-All = 0 a EJ 4 0 2-4 5 ° 0 3-a = 0-AI2-AGB-A) = 21,23 = Characteristic roots are 1,2,3 Characteristic vector for 1 0-3 477%) 70) 1, hecomes [ t ; [:] - (| oo ales} lol = 3x, + 4x, =0 x, +5x3=0 2x5 = For a 1 X=) 0}=a\0 0 0 is the solution where is arbitrary constant 0 |1s the Eigen vector corresponding to A 0 Characteristic vector for A= 2 13 47%] [0 For A= 2,becomes ° 0 5 [:]- (| oo Us. 0. is the solution 3 + X=!) the eigen vector corresponding to 4 =2 0 Characteristic vector for -2 3 4[x] fo For 2 =3,becomes| 0 $]x,|=|0 o 9 ox = -2x,+3x,+4x,=0 —x, + 5x,=0 Say x3=K = x, =5K 19 10 is the Eigen vector corresponding to 2 Eigen values of Aare => Eigen values of A” are We know Eigen vectors of A~are same as Eigen vectors of A. 12 -3 Find the Eigen values of 34° +5A7—6A+2whereA=|0 3 2 | lo 0-2 Sol:The characteristic equation of Ais |A— All = 0 a2 ie] o 0 = [(4-a(3-a)(-2-4) -o]=0 = (1-DGB-AZ+A =0 13,-2 Eigen values of A are 1,3,-2 We know that if Ais an eigen value of Aand f(A)is a polynomial in A. then the eigen value of f(A)is f(A) Let f(A) = 34° +54? - 6a +20 Then ejgen values of f(A) are f(2),f(3) and f(-2) (a) = 3(2)°45(1)?-6(1}+2(2) = 4 (3) = 3(3)'+5(3)*6(3}+2(2) = 110 f(-2) = 3(-2)"45(-2)"-6(-2}42(1) = 10 Eigen values of 34° + SA? — 64 +21 are 4,110,10 24h Ai 3) +i Sol: we have A= -2+i 0 i 33 +i 1) Find the eigen values of A= => A--4" Thus A is a skew-Hermitian matrix, «The characteristic equation of A is |4—27|=0 3-2 -24i Al L2+i => #-2148=0 => A=4i,—2i are the Eigen values of A = lo We can see that 4.4 = =I o1 Thus A is a unitary matrix The characteristic equation is|4—Al|=0 A=V 2B 41/21 Hence above 2 values are Eigen values of A. Diagonalization of a matri Theorem: If a square matrix A of order n has n linearly independent eigen vectors (X,,X2.-X,) Corresponding to the n eigen values A,,A>...A, respectively then a matrix P can be found such that Proof: Given that (x; X:..Xq) be eigen vectors of A corresponding to the eigen values A,Ay..Ay respectively and These emen vectors are Mmeanty maepencent Detme P= pear Ne) Since the n columns of P are linearly independent [P|#0 Hence P* exists, Consider AP = A[X, XX] =, AX Xe = DAK, AaXaeeeAeXn) 4 9 0 8 Ayah 00.4, =PD Where D = diag (A, AP=PD PAP) =P" (PD) > PAP =(P'P)D = PAP = (I)D =D A,) Hence the theorem is proved. Modal and Spectral mat ‘The matrix P in the above result which diagonalizable the square matrix A is called modal matrix of A and the resulting diagonal matrix D is known as spectral matrix. Note 1: If X:,X»..X,are not linearly independent this result is not true. 2: Suppose A is a real symmetric matrix with n pair wise distinct Eigen values 2,/,---4, then the corresponding Eigen vectors X),X2...Xq are pair wise orthogonal. Hence if P= (€1,€2...€5) Where e; = (Xj / |[Xil)), €2 = (X2 / |[Xal)). Xay/ ||Xall then P will be an orthogonal matrix P'P=PP™=I Hence P= P* PAP =D =P'AP=D We can obtain the power of a matrix by using diagonalization Tet A be the square matrix then a non-singular matrix P-can be found sucn Mat D— P D*=(P"'AP) (P'AP) = PTA(PP™)AP =P'A’P (since PP'=1) Similarly D’ = P'A'P. In general D" = P'A"P.....-.(1) To obtain A”, Pre-multiply (1) by P and post multiply by P™ =PP'A"P)P ‘Then PD"P = (PP)A" (PP!) = A" => A" = PD"P* PROBLEMS, Determine the modal matrix P of = —6| . Verify that P~*4P is a diagonal matrix. Sol: The characteristic equation of Ais |A-Al| =O -2-A 2 -3 2 1-4 -6 -1 =a ie, which gives (2 Thus the eigen values are A=5, A=-3 and A=-3. -E + 2-8 1 H when A=! Similarly, for the given eigen value A=-3 we can have two linearly independent eigen vectors X: = 2 3 1] and x, = |o ° 1 P= (% Xz ¥3) 1 2 3 P=|2 -1 0|= modal matrix of A -1 0 1 NowdatD = tf) 9071 4.2/0 1 = AP -10 “| -12 -18| 40 0 0 {o£ 3] 0 oO 24 Ss 0 0 =f % Sse 0 0 -3. Hence P~*4P is a diagonal matrix. Find a matrix P which transform the matrix A = 10-1 [: 201 | to diagonal form. Hence calculate A* 2 2 3 Sol: Characteristic equation of Ais given by |A-AI| =0 4-2 0-2 1 2-4 2 2 2 3 = (1-A[(2-A(3 - a) - 2]-0 - 1[2- 2(2- 20} = 0 =(-D)U-24-3)=0 = A=1,4=2,4=3 ° Thus the eigen values of Aare 1,2,3 Ix, 4, % be the components of an Eigen vector corresponding to the Eigen value A, we have 1-2 0-17 P47] [0 i ae le E| 2 2 3-albes. 1, eigen vectors are given by fo 0 4p 11 1/2 2 2dks x20 and x:4K,4%3=0 0) [9 eonsoson-0andnenona 01 X20, 19% Eigen vector is [1,-1,0] ro every non-zero murnple ofthis vector is an tigen vector Correspongmne, To Ne For 3 we can obtain Eigen vector [-2,1,2]" and [-1,1,2]" 1-2 -1 1164 0 2 2 ‘The Matrix P is called modal matrix of A 10 0 =f 2 0]-2 = lo oO 3. A‘ = Pp*p* 1-2 -If1 0 of 9 -1 > =|-1 1 1 fo 16 of-1 1 0 0 2 2{0 0 gif-2 -2 -1 -[& @ w 130 130 81 —50 =| Double Integral : I When y;,y2 are functions of x and .x, and x2 are constants. f(x,y)is first integrated w.rt y keeping *x’ fixed between limits y,, and then the resulting expression is integrated w.r.t°x” with in TL When xy, ited w.r.t x 2 are functions of y and yi » are constants, f(x.y)is first int keeping *y’ fixed, with in the limits x),x. and then resulting expression is integrated w.r.t *y” between the limits yi,y2 ie. [ff G.r)arar= f J Slade ar MW When x, are all constants, Then [Ji oredr = j Jf Osy)de ay Jr (svyor ae Problems 1 Evaluate Jfw'acar sol ilie le =] = jee (9-1] 2 =Sfrara4fray Sol, i J vara ily va | 3. Evaluate [ J x(x? +9" ded Sol. jjaeerynae flere Sol: if : dy r ‘| Lie) + eZ [iogtee =D] Ftogil+ V2) 5. Evaluate f fe" dvds 6. Evaluate ff (0? +9°)dxdy Answer: 3/35, Evaluate [ fe"""'avae Ans: 8. Evaluate I x Ans: 36 9, Evaluate ffe "axdy dvds Text +y “if J, (hey) [ran1—Tan'0] ade or 2 sint'x9}, == (sinh) 4 4 4 Answer: 3e"-7 [a +y i Ph = 10. Evaluate fy xy(x+ y)ddy over the region R bounded by y=x’ and y=x isa parabola through (0, 0) symmetric about y-axis y=x isa straight line through (0,0) with slope. Sol: y=: vy=xwe get x" =x —> Let us find their points of intersection solving y: Hence y=0, 1 <*. The point of intersection of the curves are (0,0), (1,1) Consider ff xy(r+ yey For the evaluation of the integral, we first integrate w.r.t ‘y’ from y=x° to y=x and then w.r.t ‘x’ from x=0 to x=1 LLP oteena eel ff (even) 728-19. 9 3 6 14 24 168 168 168 56 11. Evaluate Jfovaay where R is the region bounded by x-axis and x=2a and the curve x’=4ay. Sol. The line x=2a and the parabola x’=4ay intersect at B(2a,a) #The given integral = f [xy dx dy Let us fix ‘y" For a fixed 'y’, x varies from 2,/ay’ to 2a. Then y varies from 0 to a. Hence the given integral can also be written as iis iL = va yl =f, [2a -2ar] yay _[2a?y? 2a] _ 42a" _3a* 20° _ a! 2 3 12. Evaluate [ frsinausdr 13. Evaluate || (x +1" led in the positive quadrant, For | Y which 2+S1 | | Sol ferry woof) of ( =f[e- duea) ac 1 Lil eee 3.4 12 6 14, Evaluate MM x° +)" }dvdy over the area bounded by the ellipse Sol. Given ellipse is = 5 e—x )lor)y” Hence the region of integration R can be expressed as —b Fi b ma sxsa—Va' =x y=0, IF ¥=0, x=0 if y=1, x=a Les ‘The shaded region is the region of integration. The given integral is [" Jar dy Changing the order of integration, we must fix y first. For a fixed y, x varies from ay’ to ay and then y varies from Oto 1, Hence the given integral, after change of the order of integration becomes JP Ge te? eed 3. change the order of integration in | [xy and hence evaluate the double inter Sol.In the given integral for a fixed xy varies from x” to 2-x and then x varies from 0 to 1. Hence we shall draw the curves y=x’ and y=2-x The line y=2-x passes through (0,2), (2,0 Solving y=x" y=2-x yee Then we get x° = Sx +x-2=0 =x 42x-x-2=0 =>x(x4+2)-I(x+2)=0 2 (x-1)(x42)=0 2 If x=ly Ifx=2,y=4 Hence the points of intersection of the curves are (-2,4) (1,1) The Shaded region in the diagram is the region of intersection, Changing the order of integration, we must fix y, for the region with in OACO for a fixed y, x varies from aan Then y varies from 0 to 1 For the region within CABC, for a fixed y, x varies from 0 to 2-y ,then y varies from 1 to 2 svdvate= (J avdvdy sf ayaa =| { wis |r| “ae va 24-21-44 (8-1)+ Y,(16-1)] atte 28, 15] 1 Nrauisas] tS ae “6 2b 3° 4) 62 12 6 2|12 m8 4. Changing the order of integration |” ("7 xy tdyde 5. Change ofthe order of integration ff" ydvay Ans: oJ é Hint : Now limits are y’=Oroland x= Oto put y=sind =cosd =f N= y'dy “sin? Boos’ add = [sin’ ad0— f° sin* eu HAUAK WA 73 2A. (49) ft « > ’ Change of variables: The variables xy in {f f(x vray are changed to u,v with the help of the relations x= f,(w,v).v = f,(u.v) then the double integral is transferred into a(x.) RAC PACED) | Il Matec) Where R'is the region in the uv plane, corresponding to the region R in the xy-plane, du dv Changing from Cartesian to polar co-ordinates cosé,y=rsind 0s -rsind| sind rcos8 =r(cos' @-+sin’ A)=r off (xrMvdy = [[ 7 ([email protected] 8dr de Note : In polar form dx dy is replaced by rr d@ Problems: 1. Evaluate the integral by changing to polar co-ordinates f” fe” hava Sol.The limits of x and y are both from 0 to "The region is in the first quadrant where r varies from 0 to © and 6 varies from Oto %/ 086, y=rsin@ and dedy=rdrd® Substituting x Hence ff.” Put r = 2rdr = dt = rdr=lif, Maya [2 e°rdrae Where Liao (EC jeaae =0=01=Oand r=0=>1=0 2. Evaluate the integral by changing to polar co-ordinates fj" (x° + »°}tedy Sol-The limits for x are x=0 to * Sty ©. The given region is the first quadrant of the circle. By changing to polar co-ordinates x=rcos6,y=rsinO,dxdy =rdrdé Here ‘varies from Oto a and '@' varies from 0to 7% Ny ava TAM aan “h 3. Show that [*f, <—*avay=80°( bay ( = y and y=0, y=4a i, The region is bounded by the parabola y’=4ax and the straight line xy. let x=rcos6,[email protected] = rdrd@ ‘The limits for r are r=0 at O and for P on the parabola sin’ @ =4a(rcos8) = r sin 6 For the line y=x, slope m=1 ie, Tan@ =1,0=7/ x 7h Thelimits for #:4/, 74, Also x* —y* = 1° (cos? @-sin’ @)and x? +" = *°( cos? @=sin’ @jardd =8a' [2 (cos asin?) °F 8 =8a JP (cos! @-cot? 8). de =8a Area and Double Integrals Ifa region R is bounded below by y = g(x) and above by y = x(x), and a then the area is given by sx R be a function satisfying the three conditions of Rolle ’s Theorem. Then the graph. y 1. ysf{x) in a continuous curve in [a,b]. 2. There exist a unique tangent line at every point x=c, where acetanc=1 1/4 €(0,n) Hence Rolle’s theorem is verified. infa,b],2>0, b>0, Lsvarb)) mine x tab 2. Verify Rolle’s theorem for the functions loz v tab Sol: Let f(x}= log (a+b) = log(x’+ab) — log x —log(atb) (i) Since f(x) is @ composite function of continuous functions in (a,b, itis continuous in [a,b]. 1__x’-ab (ii). P00) = x tab" x xa +ab) F'(x) exists for all xe (a,b) « va) 7 f(b) = log) fla) = f(b) Thus f(x) satisfies all the three conditions of Rolle ’s Theorem, So, 3 ¢ € (a, b)=sf(c) =0, ab ath gc ee ab) Fc) = 0, => = e=vab <(a.b) Hence Rolle’s theorem verified 3. Verify whether Rolle 's Theorem can be applied to the following functions in the intervals. i) fo f(x) = 4/2 in (-4,1] {i)_ f(x) is discontinuous at x = n/2 as itis not defined there. Thus condition (i) of Rolle’s Theorem is not an x in[0,, x] and satisfied. Hence we cannot apply Rolle ’s Theorem here. --Rolle’s theorem cannot be applicable to f(x (i). fx) = Af in (-2,2] {(x) is discontinuous at x= 0.Hence Rolle ’s Theorem cannot be applied. in x in [0,n]. 4. Verify Rolle’s theorem for the function f(x) = (x-a)"(x-b)" where m,n are positive integers in [a,b]. Sol: (i). Since every polynomial is continuous for all values, f(x) is also continuous infa,b] (i) fx) = Oe a)"bJ" F(x) = m(x-a)"™"(x-b)"+(x-a)".n{x-b)" a) x-b)”"Imen)x-(mb+na)] Teh exists Thus f(x) is derivable in (a,b) (iii) f(a) = 0 and f(b) = 0 f(a) =f(b) Thus three conditions of Rolle's theorem are satisfied There exists ce(a,b) such that F{c}=0 (c-a)"%(c-b)"{(m+n)e-(mb+na)]=0 => (mén)e-(mbsna}=0 => (mén}e = mb+na c= mbsna (a,b) Rolle ’s Theorem verified, 5. Using Rolle’s Theorem, show that g(x) = 8x’-6x"-2x+1 has a zero between Oand 1. Sol: g(x) = 8x’-6x"-2x#1 being a polynomial, it is continuous on [0,1] and differentiable on (0,1) Now g(0) = 1 and g(1)=8-6-2+1 = 1 Also a(0}=e(1) Hence, all the conditions of Rolle’s theorem are satisfied on [0,1] Therefore, there exists a number ce{0,1) such that g'(c}=0. Now g'(x) = 24-122 o.g(c}= 0 => 2dc’-12c-2 =0 ie c=0.63 or -0.132 only the value ¢ = 0.63lies in (0,1) Thus there exists at least one root between 0 and 1. 6. Verify Rolle’s theorem for f(x) = x”°-2x "in the interval (0,8). Sol: Given f{x) = x2" 2x8 f(x) is continuous in [0,8] Fx) = 2/3. a" 2/3? = 2/3(1/x"? — 1/2") Which exists for all xin the interval (0,8) fis derivable (0,8) Now f(0) = 0 and f(8) = (8)""-2(8)" = -4 =0 e., (0) = f(8) Thus all the three conditions of Rolle’s Theorem are satisfied. «There exists at least one value of ¢ in(0,8) such that F'(c}=0 Hence Rolle’s Theorem is verified. 7. Verify Rolle’s theorem for f(x) = x(x+3}e™” in [-3,0]. Sol: - (i). Since x(x+3) being a polynomial is continuous for all values of x and eis also continuous forall x, their product x(x+3}e (3,0), (i), we have F(x) = x(x+3){-1/2. &*)+{2x+3}e"” f(x) is also continuous for every value of x and in particular f(x) is continuous in the xt *? [x43 U6 Hx" [2] Since F'(x) doesnot become infinite or indeterminate at any point of the interval(-3,0). f(x) is derivable in (-3,0) (iii) Also we have f{-3) = 0 and f(0) =0 £ (-3)=f(0) Thus f{x) satisfies all the three conditions of Rolle’s theorem in the interval [-3,0] Hence there exist at least one value c of x in the interval (-3,0) such that f'(c}=0 ie, Ke (6re-c!)= #20 (e*40 for any c) >64e- c'+e-6 = 0 => (c-3)(c#2)=0 Clearly, the value c= -2 lies within the (-3,0) which verifies Rolle’s theorem. II. Lagrange’s mean value Theorem Let f(x) be a function such that (i) itis continuous in closed interval [a,b] & (ii) differentiable in (a,b). Then 3 at least one point ¢ in (a,b) such that, le) = FH)- f(a) GeometrieZi Iiferpretation of Lagrange’s Mean Value theorem: Let f :[a.b] > R be a function satisfying the two conditions of Lagrange’s theorem. Then the graph. ‘Ly=f(x) is continuous curve in [a,b]

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