DIPMAT41_notes
DIPMAT41_notes
To familiarize the important tools of Linear Algebra, Probability and Higher order ODE’s
required to analyze the engineering problems and apply the knowledge of
interpolation/extrapolation and numerical integration technique whenever analytical
methods fail or very complicated, to offer solutions.
Course Objectives
Course Outcomes
CO/PO PO PO PO PO PO PO PO PO PO PO PO PO
1 2 3 4 5 6 7 8 9 10 11 12
18DIPMAT41.1 3 -
18DIPMAT41.2 3 -
18DIPMAT41.3 3 -
18DIPMAT1.4 - 3
18DIPMAT1.5 3
Average 3 3
of CO’S
Syllabus
Module-1
Linear Algebra
Introduction - rank of matrix by elementary row operations - Echelon form. Consistency of system of
linear equations - Gauss elimination method. Eigen values and Eigen vectors of a square matrix.
Problems.
Module-2
Numerical Methods
Finite differences. Interpolation/extrapolation using Newton’s forward and backward difference
formulae (Statements only)-problems. Solution of polynomial and transcendental equations –
Newton-Raphson and Regula-Falsi methods (only formulae)- Illustrative examples. Numerical
integration: Simpson’s one third rule and Weddle’s rule (without proof) Problems.
Module-3
Higher order ODE’s
Linear differential equations of second and higher order equations with constant coefficients.
Homogeneous /non-homogeneous equations. Inverse differential operators.[Particular Integral
restricted to R(x)=eax, sin ax/cos ax for f(D)y=R(x).]
Module-4
Partial Differential Equations (PDE’s)
Formation of PDE’s by elimination of arbitrary constants and functions. Solution of non-
homogeneous PDE by direct integration. Homogeneous PDEs involving derivative with respect to
one independent variable only.
Module-5
Probability
Introduction. Sample space and events. Axioms of probability. Addition & multiplication theorems.
Conditional probability, Bayes’s theorem, problems.
Syllabus
MODULE - 1
Linear Algebra
Index
SL.
Contents Page No.
No.
RANK OF A MATRIX
Let A be a non-zero matrix of order 𝐦 × 𝐧 then a positive integer 𝐫 is said to
be rank of A if the following conditions are satisfied:
(i) There exists atleast one minor of order 𝐫 which does not vanish.
(ii) All the minors of order greater than 𝐫 must be equal to zero.
Rank of a matrix A is denoted by 𝛒(𝐀). The Rank of matrix A in echelon form is equal
to the no. of non-zero rows.
The Rank of a matrix is the order of the largest non-zero minor of a matrix.
EXAMPLES:-
𝟏 𝟐 𝟑 𝟏 𝟐 𝟑 𝟎
1. 𝐀 = [𝟎 𝟏 𝟐] 3. 𝐀 = [𝟐 𝟒 𝟑 𝟐]
𝟎 𝟎 𝟏 𝟑 𝟐 𝟏 𝟑
𝛒(𝐀) = 𝟑 𝛒(𝐀) = 𝟑
𝟏 𝟕 𝟗 𝟏 𝟐 𝟑 𝟒 𝟓
2. 𝐀 = [𝟎 𝟏 𝟒] 4. 𝐀 = [𝟎 𝟎 𝟎 𝟎 𝟏]
𝟎 𝟎 𝟎 𝟎 𝟎 𝟎 𝟎 𝟎
𝛒(𝐀) = 𝟐 𝛒(𝐀) = 𝟐
PROBLEMS:-
Find the Rank of the following matrices by applying elementary row transformations:-
𝟏 𝟐 𝟑 𝟐
1. [𝟐 𝟑 𝟓 𝟏]
𝟏 𝟑 𝟒 𝟓
𝟏 𝟐 𝟑 𝟐
Solution:- Let 𝐀 = [𝟐 𝟑 𝟓 𝟏]
𝟏 𝟑 𝟒 𝟓
𝟏 𝟐 𝟑 𝟐
𝐀 = [𝟎 𝐑 𝟐 ′ = 𝐑 𝟐 − 𝟐𝐑 𝟏
−𝟏 −𝟏 −𝟑]
𝟎 𝟎 𝟎 𝟎 𝐑𝟑′ = 𝐑𝟑 − 𝐑𝟏
𝟏 𝟐 𝟑 𝟐
𝐀 = [𝟎 𝟏 𝟏 𝟑] 𝐑 𝟐 ′ = (−𝟏)𝐑 𝟐
𝟎 𝟎 𝟎 𝟎
∴ 𝛒(𝐀) = 𝟐
−𝟐 −𝟏 −𝟑 −𝟏
𝟏 𝟐 𝟑 −𝟏
2. [ ]
𝟏 𝟎 𝟏 𝟏
𝟎 𝟏 𝟏 −𝟏
−𝟐 −𝟏 −𝟑 −𝟏
𝟏 𝟐 𝟑 −𝟏
Solution:- Let 𝐀 = [ ]
𝟏 𝟎 𝟏 𝟏
𝟎 𝟏 𝟏 −𝟏
Applying 𝐑 𝟏 ↔ 𝐑 𝟐
𝟏 𝟐 𝟑 −𝟏
−𝟐 −𝟏 −𝟑 −𝟏
𝐀=[ ]
𝟏 𝟎 𝟏 𝟏
𝟎 𝟏 𝟏 −𝟏
Applying 𝐑′ 𝟐 = 𝐑 𝟐 + 𝟐𝐑 𝟏 and 𝐑′ 𝟑 = 𝐑 𝟑 − 𝐑 𝟏
𝟏 𝟐 𝟑 −𝟏
𝟎 𝟑 𝟑 −𝟑
𝐀=[ ]
𝟎 −𝟐 −𝟐 𝟐
𝟎 𝟏 𝟏 −𝟏
𝟏 𝟏
Applying 𝐑′ 𝟐 = 𝐑 𝟐 and 𝐑′ 𝟑 = − 𝐑 𝟑
𝟑 𝟐
𝟏 𝟐 𝟑 −𝟏
𝟎 𝟏 𝟏 −𝟏
𝐀=[ ]
𝟎 𝟏 𝟏 −𝟏
𝟎 𝟏 𝟏 −𝟏
Applying 𝐑′ 𝟑 = 𝐑 𝟑 − 𝐑 𝟐 and 𝐑′ 𝟒 = 𝐑 𝟒 − 𝐑 𝟐
𝟏 𝟐 𝟑 −𝟏
𝟎 𝟏 𝟏 −𝟏
𝐀=[ ]
𝟎 𝟎 𝟎 𝟎
𝟎 𝟎 𝟎 𝟎
∴ 𝛒(𝐀) = 𝟐
𝟏 𝟐 𝟑 𝟎
𝟐 𝟒 𝟑 𝟐
3. [ ]
𝟑 𝟐 𝟏 𝟑
𝟔 𝟖 𝟕 𝟓
𝟏 𝟐 𝟑 𝟎
𝟐 𝟒 𝟑 𝟐
Solution:- Let 𝐀 = [ ]
𝟑 𝟐 𝟏 𝟑
𝟔 𝟖 𝟕 𝟓
Applying 𝐑′ 𝟒 = 𝐑 𝟒 − (𝐑 𝟏 + 𝐑 𝟐 + 𝐑 𝟑 ) we get,
𝟏 𝟐 𝟑 𝟎
𝟐 𝟒 𝟑 𝟐
𝐀=[ ]
𝟑 𝟐 𝟏 𝟑
𝟎 𝟎 𝟎 𝟎
Applying 𝐑′ 𝟐 = 𝐑 𝟐 − 𝟐𝐑 𝟏 and 𝐑′ 𝟑 = 𝐑 𝟑 − 𝟑𝐑 𝟏
𝟏 𝟐 𝟑 𝟎
𝟎 𝟎 −𝟑 𝟐
𝐀=[ ]
𝟎 −𝟒 −𝟖 𝟑
𝟎 𝟎 𝟎 𝟎
Applying 𝐑 𝟐 ↔ 𝐑 𝟑 we get,
𝟏 𝟐 𝟑 𝟎
𝟎 −𝟒 −𝟖 𝟑
𝐀=[ ]
𝟎 𝟎 −𝟑 𝟐
𝟎 𝟎 𝟎 𝟎
𝟏 𝟏
Applying 𝐑′ 𝟐 = − 𝐑 𝟐 and 𝐑′ 𝟑 = − 𝐑 𝟑
𝟒 𝟑
𝟏 𝟐 𝟑 𝟎
𝟎 𝟏 𝟐 −𝟑𝟒
𝐀=[ 𝟑
]
𝟎 𝟎 𝟏 𝟐
𝟎 𝟎 𝟎 𝟎
∴ 𝛒(𝐀) = 𝟑
𝟒 𝟎 𝟐 𝟏
𝟐 𝟏 𝟑 𝟒
4. Find the rank of the matrix [ ] using elementary row operation by
𝟐 𝟑 𝟒 𝟕
𝟐 𝟏 𝟑 𝟒
reducing it to echelon form.
𝟒 𝟎 𝟐 𝟏
𝟐 𝟏 𝟑 𝟒
Solution:- Let 𝐀 = [ ]
𝟐 𝟑 𝟒 𝟕
𝟐 𝟏 𝟑 𝟒
Applying 𝑹𝟏 ↔ 𝑹𝟐 we get,
𝟐 𝟏 𝟑 𝟒
𝟒 𝟎 𝟐 𝟏
𝐀=[ ]
𝟐 𝟑 𝟒 𝟕
𝟐 𝟏 𝟑 𝟒
Applying 𝑹′ 𝟐 = 𝑹𝟐 − 𝟐𝑹𝟏 𝑹′ 𝟑 = 𝑹𝟑 − 𝑹𝟏 and 𝑹′ 𝟒 = 𝑹𝟒 − 𝑹𝟏 we get,
𝟐 𝟏 𝟑 𝟒
𝟎 −𝟐 −𝟒 −𝟕
𝐀=[ ]
𝟎 𝟐 𝟏 𝟑
𝟎 𝟐 −𝟐 𝟎
Applying 𝑹′ 𝟑 = 𝑹𝟑 + 𝑹𝟐 and 𝑹′ 𝟒 = 𝑹𝟒 + 𝑹𝟐 we get,
𝟐 𝟏 𝟑 𝟒
𝟎 −𝟐 −𝟒 −𝟕
𝐀=[ ]
𝟎 𝟎 −𝟑 −𝟒
𝟎 𝟎 −𝟔 −𝟕
Applying 𝑹′ 𝟒 = 𝑹𝟒 − 𝟐𝑹𝟑 we get,
𝟐 𝟏 𝟑 𝟒
𝟎 −𝟐 −𝟒 −𝟕
𝐀=[ ]
𝟎 𝟎 −𝟑 −𝟒
𝟎 𝟎 𝟎 𝟏
𝟏 𝟏 𝟏
Applying 𝑹′ 𝟏 = 𝑹𝟏 , 𝑹′ 𝟐 = − 𝑹𝟐 and 𝑹′ 𝟑 = − 𝑹𝟑 we get,
𝟐 𝟐 𝟑
𝟏 𝟑
𝟏 𝟐 𝟐
𝟐
𝟕
𝟎 𝟏 𝟐
𝐀=[ 𝟐
𝟒
]
𝟎 𝟎 𝟏 𝟑
𝟎 𝟎 𝟎 𝟏
∴ 𝛒(𝐀) = 𝟒
𝟏 𝟐 𝟏 𝟑 𝟒
𝟐 𝟏 𝟑 𝟐 𝟏
5. Reduce the matrix [ ] to the echelon form and find its rank.
𝟎 𝟐 𝟏 𝟏 𝟑
𝟑 𝟏 𝟑 𝟒 𝟐
𝟏 𝟐 𝟏 𝟑 𝟒
𝟐 𝟏 𝟑 𝟐 𝟏
Solution:- Let 𝐀 = [ ]
𝟎 𝟐 𝟏 𝟏 𝟑
𝟑 𝟏 𝟑 𝟒 𝟐
Applying 𝐑′ 𝟐 = 𝐑 𝟐 − 𝟐𝐑 𝟏 and 𝐑′ 𝟒 = 𝐑 𝟒 − 𝟑𝐑 𝟏 we get,
𝟏 𝟐 𝟏 𝟑 𝟒
𝟎 −𝟑 𝟏 −𝟒 −𝟕
𝐀=[ ]
𝟎 𝟐 𝟏 𝟏 𝟑
𝟎 −𝟓 𝟎 −𝟓 −𝟏𝟎
𝟏
Applying 𝐑′ 𝟒 = − 𝐑 𝟒 we get,
𝟓
𝟏 𝟐 𝟏 𝟑 𝟒
𝟎 −𝟑 𝟏 −𝟒 −𝟕
𝐀=[ ]
𝟎 𝟐 𝟏 𝟏 𝟑
𝟎 𝟏 𝟎 𝟏 𝟐
Applying 𝐑 𝟐 ↔ 𝐑 𝟒 we get,
𝟏 𝟐 𝟏 𝟑 𝟒
𝟎 𝟏 𝟎 𝟏 𝟐
𝐀=[ ]
𝟎 𝟐 𝟏 𝟏 𝟑
𝟎 −𝟑 𝟏 −𝟒 −𝟕
Applying 𝐑′ 𝟑 = 𝐑 𝟑 − 𝟐𝐑 𝟐 and 𝐑′ 𝟒 = 𝐑 𝟒 + 𝟑𝐑 𝟐 we get,
𝟏 𝟐 𝟏 𝟑 𝟒
𝟎 𝟏 𝟎 𝟏 𝟐
𝐀=[ ]
𝟎 𝟎 𝟏 −𝟏 −𝟏
𝟎 𝟎 𝟏 −𝟏 −𝟏
Applying 𝐑′ 𝟒 = 𝐑 𝟒 − 𝐑 𝟑 we get,
𝟏 𝟐 𝟏 𝟑 𝟒
𝟎 𝟏 𝟎 𝟏 𝟐
𝐀=[ ]
𝟎 𝟎 𝟏 −𝟏 −𝟏
𝟎 𝟎 𝟎 𝟎 𝟎
∴ 𝛒(𝐀) = 𝟑
6. Find the values of 𝐤 such that the following matrix A may have rank equal to
(𝐢)𝟑 (𝐢𝐢)𝟐
𝟏 𝟏 𝟏 𝟏
𝐀 = [𝟏 𝟐 𝟒 𝐤]
𝟏 𝟒 𝟏𝟎 𝐤𝟐
𝟏 𝟏 𝟏 𝟏
Solution:- Given 𝐀 = [𝟏 𝟐 𝟒 𝐤]
𝟏 𝟒 𝟏𝟎 𝐤𝟐
Applying 𝐑′ 𝟐 = 𝐑 𝟐 − 𝐑 𝟏 and 𝐑′ 𝟑 = 𝐑 𝟑 − 𝐑 𝟏 we get,
𝟏 𝟏 𝟏 𝟏
𝐀 = [𝟎 𝟏 𝟑 (𝐤 − 𝟏) ]
𝟎 𝟑 𝟗 (𝐤 𝟐 − 𝟏)
Applying 𝐑′ 𝟑 = 𝐑 𝟑 − 𝟑𝐑 𝟐 we get,
𝟏 𝟏 𝟏 𝟏
𝐀 = [𝟎 𝟏 𝟑 (𝐤 − 𝟏) ]
𝟎 𝟎 𝟎 (𝐤 𝟐 − 𝟑𝐤 + 𝟐)
(𝐤 − 𝟏)(𝐤 − 𝟐) ≠ 𝟎
𝐤 ≠ 𝟏 𝐚𝐧𝐝 𝐤 ≠ 𝟐
∴ 𝛒(𝐀) = 𝟑 if 𝐤 ≠ 𝟏 𝐚𝐧𝐝 𝐤 ≠ 𝟐
𝟎 𝟏 𝟐 −𝟐
7. 𝐀 = [𝟒 𝟎 𝟐 𝟔 ] Answer:- 𝛒(𝐀) = 𝟐
𝟐 𝟏 𝟑 𝟏
𝟖 𝟏 𝟑 𝟔
8. 𝐀=[ 𝟎 𝟑 𝟐 𝟐] Answer:- 𝛒(𝐀) = 𝟑
−𝟖 −𝟏 −𝟑 𝟒
𝟏 𝟎 𝟐 𝟏
𝟎 𝟏 −𝟐 𝟏
9. 𝐀=[ ] Answer:- 𝛒(𝐀) = 𝟑
𝟏 −𝟏 𝟒 𝟎
−𝟐 𝟐 𝟔 𝟎
CONSISTANCY OF A SYSTEM OF LINEAR EQUATION
A system of equations in which all the unknowns appear in the first degree only
is called a 𝐥𝐢𝐧𝐞𝐚𝐫 system of equations.
------------------------------------------
-----------------------------------------
------------------------------------------
− − − − − − − − − − (𝟏)
⟹ 𝐀𝐗 = 𝐁 − − − − − − − − − − (𝟐)
NOTE:-
C0-EFFICIENT MATRIX:-
AUGMENTED MATRIX:-
𝐚𝟏𝟏 𝐚𝟏𝟐 −− 𝐚𝟏𝐧 𝐛𝟏
𝐚𝟐𝟏 𝐚𝟐𝟐 −− 𝐚𝟐𝐧 𝐛𝟐
−− −− −− − −| −
The matrix [𝐀: 𝐁] = −− −− −− −− − is called Augmented matrix.
|
−−− −−− −− −− −
( 𝐚𝐦𝟏 𝐚𝐦𝟐 −− 𝐚𝐦𝐧 𝐛𝐦 )
𝛒(𝐀) = 𝛒(𝐀: 𝐁)
Suppose 𝛒(𝐀) = 𝛒(𝐀: 𝐁) = 𝐫 , then the conditions for various types of solutions as
follows:-
WORKING PROCEDURE:-
1. Write down the 𝐀𝐮𝐠𝐦𝐞𝐧𝐭𝐞𝐝 𝐦𝐚𝐭𝐫𝐢𝐱 [𝐀: 𝐁] which contains co-efficient matrix.
2. Reduce the Augmented matrix to echelon form by using only elementary row
transformations. Then we are able to write 𝛒(𝐀) 𝐚𝐧𝐝 𝛒(𝐀: 𝐁) which will decide
the consistency of the given system of equations.
3. The Echelon form of [𝐀: 𝐁] is converted back in the equation form and the
solution will be easily obtained by backward substitution method.
PROBLEMS:-
1. Test for consistency and solve:
𝐱+𝐲+𝐳=𝟔
𝐱 − 𝐲 + 𝟐𝐳 = 𝟓
𝟑𝐱 + 𝐲 + 𝐳 = 𝟖
𝟏 𝟏 𝟏𝟔
[ ]
Solution:- Let 𝐀: 𝐁 = (𝟏 −𝟏 𝟐|𝟓) is the Augmented matrix
𝟑 𝟏 𝟏𝟖
Applying 𝐑′ 𝟐 = 𝐑 𝟐 − 𝐑 𝟏 and 𝐑′ 𝟑 = 𝐑 𝟑 − 𝟑𝐑 𝟏 we get,
𝟏 𝟏 𝟏 𝟔
[𝐀: 𝐁] = (𝟎 −𝟐 𝟏 |−𝟏)
𝟎 −𝟐 −𝟐 𝟏𝟎
Applying 𝐑′ 𝟑 = 𝐑 𝟑 − 𝐑 𝟐 we get,
𝟏 𝟏 𝟏 𝟔
[𝐀: 𝐁] = (𝟎 −𝟐 𝟏 |−𝟏)
𝟎 𝟎 −𝟑 −𝟗
From this we have,
The given system of equations is consistent and will have Unique Solution.
𝐱+𝐲+𝐳=𝟔
−𝟐𝐲 + 𝐳 = −𝟏
−𝟑𝐳 = −𝟗
The given system of equations is consistent and will have Unique Solution.
𝒙+𝒚+𝒛 =𝟒
−𝒚 − 𝟑𝒛 = −𝟕
𝟕𝒛 = 𝟏𝟐
Here 𝐫 = 𝟐 𝐚𝐧𝐝 𝐧 = 𝟑
The given system of equations is consistent and will have Infinite Solution.
𝐱 + 𝟐𝐲 + 𝟑𝐳 = 𝟏𝟒
−𝟑𝐲 − 𝟓𝐳 = −𝟐𝟏
Let 𝐳 = 𝐤 be arbitrary value.
−𝟑𝐲 − 𝟓𝐤 = −𝟐𝟏
𝟓𝐤 𝐤
𝐲=𝟕− 𝐚𝐧𝐝 𝐱 =
𝟑 𝟑
𝟓 𝟑 𝟕 𝟒
[𝐀: 𝐁] = (𝟎 𝟏𝟏 −𝟏| 𝟑 )
𝟎 −𝟏𝟏 𝟏 −𝟑
Applying 𝑹′ 𝟑 = 𝑹𝟑 + 𝑹𝟐 we get,
𝟓 𝟑 𝟕 𝟒
[𝐀: 𝐁] = (𝟎 𝟏𝟏 −𝟏|𝟑)
𝟎 𝟎 𝟎 𝟎
From this we have,
Here 𝒓 = 𝟐 𝒂𝒏𝒅 𝒏 = 𝟑
The given system of equations is consistent and will have Infinite Solution.
𝟓𝐱 + 𝟑𝐲 + 𝟕𝐳 = 𝟒
𝟏𝟏𝐲 − 𝐳 = 𝟑
Let 𝐳 = 𝐤 be arbitrary value.
𝟏𝟏𝐲 − 𝐤 = 𝟑
𝟑+𝐤 𝟕−𝟏𝟔𝐤
𝐲= 𝐚𝐧𝐝 𝐱 =
𝟏𝟏 𝟏𝟏
5. Show that the following system of equations does not possess any solution
𝟓𝐱 + 𝟑𝐲 + 𝟕𝐳 = 𝟓
𝟑𝐱 + 𝟐𝟔𝐲 + 𝟐𝐳 = 𝟗
𝟕𝐱 + 𝟐𝐲 + 𝟏𝟎𝐳 = 𝟓
𝟓 𝟑 𝟕 𝟓
Solution:- Let [𝐀: 𝐁] = (𝟑 𝟐𝟔 𝟐 |𝟗) is the Augmented matrix
𝟕 𝟐 𝟏𝟎 𝟓
Since 𝛒(𝐀) ≠ 𝛒(𝐀: 𝐁) the given system of equations is inconsistent and hence
does not possess any solution.
Applying 𝑹′ 𝟑 = 𝑹𝟑 − 𝑹𝟐 we get,
𝟏 𝟏 𝟏 𝟔
[𝐀: 𝐁] = (𝟎 𝟏 𝟐 | 𝟒 )
𝟎 𝟎 (𝝀 − 𝟑) (µ − 𝟏𝟎)
𝛒(𝐀) = 𝟑 will be 3 if (𝝀 − 𝟑) ≠ 𝟎 since the other two entries in the last row of
A are zero. If (𝝀 − 𝟑) ≠ 𝟎 𝒐𝒓 𝝀 ≠ 𝟑 irrespective of the value of µ, 𝛒(𝐀: 𝐁) will also
be 3
𝛒(𝐀) = 𝛒(𝐀: 𝐁) = 𝟐 < 3 only when the last row of [𝐀: 𝐁] is completely zero. This is
possible if (𝝀 − 𝟑) = 𝟎, (µ − 𝟏𝟎) = 𝟎
(𝒊𝒊𝒊) No solution:-
𝟏 𝟏 𝟏 𝟏
[𝐀: 𝐁] = (𝟎 𝟏 𝟑| (𝐤 − 𝟏) )
𝟎 𝟑 𝟗 (𝐤 𝟐 − 𝟏)
Applying 𝐑′ 𝟑 = 𝐑 𝟑 − 𝟑𝐑 𝟐 we get,
𝟏 𝟏 𝟏 𝟏
[𝐀: 𝐁] = (𝟎 𝟏 𝟑| (𝐤 − 𝟏) )
𝟐
𝟎 𝟎 𝟎 (𝐤 − 𝟑𝐤 + 𝟐)
This is possible if (𝐤 𝟐 − 𝟑𝐤 + 𝟐) = 𝟎
Solving we get, 𝐤 = 𝟏, 𝐤 = 𝟐
Since 𝛒(𝐀) = 𝛒(𝐀: 𝐁) = 𝟐 < 3 for the cases 𝐤 = 𝟏, 𝟐 the system will have
infinite solution and the same are as follows:
𝐱+𝐲+𝐳=𝟏
𝐲 + 𝟑𝐳 = 𝟎
Let 𝐳 = 𝐤 𝟏 be arbitrary value.
𝐲 = −𝟑𝐤 𝟏 𝐚𝐧𝐝 𝐱 = 𝟏 + 𝟐𝐤 𝟏
𝐱+𝐲+𝐳=𝟏
𝐲 + 𝟑𝐳 = 𝟏
Let 𝐳 = 𝐤 𝟐 be arbitrary value.
𝐲 = 𝟏 − 𝟑𝐤 𝟐 𝐚𝐧𝐝 𝐱 = 𝟐𝐤 𝟐
10. Investigate the values of 𝝀 𝒂𝒏𝒅 µ such that the system of equations
𝟐𝒙 + 𝟑𝒚 + 𝟓𝒛 = 𝟗
𝟕𝒙 + 𝟑𝒚 − 𝟐𝒛 = 𝟖
𝟐𝒙 + 𝟑𝒚 + 𝝀𝒛 = µ may have
(𝒊) Unique solution (𝒊𝒊) Infinite solution (𝒊𝒊𝒊) No solution
PROBLEMS:-
1. Solve by Gauss elimination method
𝐱+𝐲+𝐳 =𝟒
𝟐𝐱 + 𝐲 − 𝐳 = 𝟏
𝐱 − 𝐲 + 𝟐𝐳 = 𝟐
𝟏 𝟏 𝟏 𝟒
Solution:- Let [𝐀: 𝐁] = (𝟐 𝟏 −𝟏| 𝟏 ) is the Augmented matrix
𝟏 −𝟏 𝟐 𝟐
Applying 𝐑′ 𝟐 = 𝐑 𝟐 − 𝟐𝐑 𝟏 and 𝐑′ 𝟑 = 𝐑 𝟑 − 𝐑 𝟏 we get,
𝟏 𝟏 𝟏 𝟒
[𝐀: 𝐁] = (𝟎 −𝟏 −𝟑| −𝟕 )
𝟎 −𝟐 𝟏 −𝟐
Applying 𝐑′ 𝟑 = 𝐑 𝟑 − 𝟐𝐑 𝟐 we get,
𝟏 𝟏 𝟏 𝟒
[𝐀: 𝐁] = (𝟎 −𝟏 −𝟑| −𝟕 )
𝟎 𝟎 𝟕 𝟏𝟐
The system of equations as follows:
𝐱+𝐲+𝐳=𝟒
−𝐲 − 𝟑𝐳 = −𝟕
7z= 𝟏𝟐
𝟒𝐱 𝟏 + 𝟏𝟏𝐱 𝟐 − 𝐱 𝟑 = 𝟑𝟑
𝟖𝐱 𝟏 − 𝟑𝐱 𝟐 + 𝟐𝐱 𝟑 = 𝟐𝟎
𝟐 𝟏 𝟒 𝟏𝟐
Solution:- Let [𝐀: 𝐁] = (𝟒 𝟏𝟏 −𝟏| 𝟑𝟑 ) is the Augmented matrix
𝟖 −𝟑 𝟐 𝟐𝟎
Applying 𝐑′ 𝟐 = 𝐑 𝟐 − 𝟐𝐑 𝟏 and 𝐑′ 𝟑 = 𝐑 𝟑 − 𝟒𝐑 𝟏 we get,
𝟐 𝟏 𝟒 𝟏𝟐
[𝐀: 𝐁] = (𝟎 𝟗 −𝟗 | 𝟗 )
𝟎 −𝟕 −𝟏𝟒 −𝟐𝟖
𝟏 𝟏
Applying 𝑹′ 𝟐 = 𝑹𝟐 and 𝑹′ 𝟑 = − 𝑹𝟑 we get,
𝟗 𝟕
𝟐 𝟏 𝟒 𝟏𝟐
[𝐀: 𝐁] = (𝟎 𝟏 −𝟏| 𝟏 )
𝟎 𝟏 𝟐 𝟒
Applying 𝐑′ 𝟑 = 𝐑 𝟑 − 𝐑 𝟐 we get,
𝟐 𝟏 𝟒 𝟏𝟐
[𝐀: 𝐁] = (𝟎 𝟏 −𝟏| 𝟏 )
𝟎 𝟎 𝟑 𝟑
The system of equations as follows:
𝟐𝐱 𝟏 + 𝐱 𝟐 + 𝟒𝐱 𝟑 = 𝟏𝟐
𝐱𝟐 − 𝐱𝟑 = 𝟏
𝟑𝐱 𝟑 = 𝟑
𝟏 𝟏 𝟏 𝟒 −𝟔
𝟏 𝟕 𝟏 𝟏 𝟏𝟐
Solution:- Let [𝐀: 𝐁] = ( | ) is the Augmented matrix
𝟏 𝟏 𝟔 𝟏 −𝟓
𝟓 𝟏 𝟏 𝟏 𝟒
𝟏 𝟏 𝟏 𝟒 −𝟔
[𝐀: 𝐁] = (𝟎 𝟐 𝟎 −𝟏 𝟔
| )
𝟎 𝟎 𝟓 −𝟑 𝟏
𝟎 𝟒 −𝟒 −𝟏𝟗 𝟑𝟒
𝐱 𝟏 + 𝐱 𝟐 + 𝐱 𝟑 + 𝟒𝐱 𝟒 = −𝟔
𝟐𝐱 𝟐 + 𝟎𝐱 𝟑 − 𝐱 𝟒 = 𝟔
𝟓𝐱 𝟑 − 𝟑𝐱 𝟒 = 𝟏
−𝟏𝟏𝟕𝐱 𝟒 = 𝟐𝟑𝟒
𝟏 𝟑 −𝟔 𝟎
[𝐀: 𝐁] = (𝟎 𝟏 𝟐𝟑
− |𝟎)
𝟏𝟑
𝟎 −𝟕 𝟏𝟓 𝟏
Applying 𝐑′ 𝟑 = 𝐑 𝟑 + 𝟕𝐑 𝟐 we get,
𝟏 𝟑 −𝟔
𝟐𝟑
𝟎
[𝐀: 𝐁] = (𝟎 𝟏 −
𝟏𝟑|𝟎)
𝟑𝟒
𝟎 𝟎 𝟏
𝟏𝟑
𝟐𝐱 𝟏 − 𝐱 𝟐 + 𝟑𝐱 𝟑 = 𝟏
𝟐𝟑
𝟒𝐱 𝟐 − 𝐱 =𝟎
𝟏𝟑 𝟑
𝟑𝟒
𝐱 =𝟏
𝟏𝟑 𝟑
Solving the above equations we get,
𝟗 𝟐𝟑 𝟏𝟑
(𝐱 𝟏 , 𝐱 𝟐 , 𝐱 𝟑 ) = ( , , ) is the required solution.
𝟑𝟒 𝟑𝟒 𝟑𝟒
Definition. Consider the square matrix A . We say that is an eigen value of A if there exists a non-zero vector
X such that AX= 𝛌𝐗 In this case, Xis called an eigenvector (corresponding to ), and the pair ( ,x) is called an
eigenpair for A.
Characteristic equation: |𝐴 − 𝜆𝐼| = 0 is the characteristic equation of the square matrix 𝐴. Roots are called
Characteristic roots or Eigen values or latent roots of 𝐴.
Any vector 𝑋 satisfying [𝐴 − 𝜆𝐼]𝑋 = 0 is called Eigen vector corresponding to the Eigen value.
Note:
Consider 𝑨𝑿 = 𝝀𝑿where A is a square matrix, X is a column vector and is a scalar. If u is non-
zero vector then we call u an eigenvector belonging (or corresponding) to the eigenvalue of the
matrix A.
The following equation |𝐀 − 𝛌𝐈| = 𝟎 is called the characteristic equation.
To find the eigenvalues and eigenvectors we use the following procedure:
1. Solve the characteristic equation for the scalar .
2. For the eigenvalue determine the corresponding eigenvector u by solving the system (𝑨 − 𝝀𝑰)𝑿 = 𝑶.
𝒂𝟏 𝒃𝟏 𝒄𝟏
𝑰𝒇 𝑨 = [ 𝒂𝟐 𝒃𝟐 𝒄𝟐 ] 𝐭𝐡𝐞𝐧 𝐂𝐡𝐚𝐫𝐚𝐜𝐭𝐞𝐫𝐢𝐬𝐭𝐢𝐜 𝐞𝐪𝐮𝐚𝐭𝐢𝐨𝐧 𝐢𝐬
𝒂𝟑 𝒃𝟑 𝒄𝟑
1) Find the Eigen values and Eigen vectors of the following matrices.
𝟏 𝟏 𝟑
n
Sol : [𝟏 𝟓 𝟏] Characteristic equation is |𝐴 − 𝜆𝐼| = 0 .
𝟑 𝟏 𝟏
(𝟏 − 𝛌 ) 𝟏 𝟑
[ 𝟏 (𝟓 − 𝛌 ) 𝟏 ]=𝟎 ,
𝟑 𝟏 (𝟏 − 𝛌 )
(𝟏 − 𝛌)𝐱 − 𝐲 + 𝟑𝐳 = 𝟎 , 𝐱 + (𝟓 − 𝛌 )𝐲 + 𝐳 = 𝟎 , 𝟑𝐱 + 𝐲 + (𝟏 − 𝛌 )𝐳 = 𝟎 … (1)
𝜆1 = −2 𝜆2 =3 𝜆3 = 6
3𝑥 + 𝑦 + 3𝑧 = 0 −2𝑥 + 𝑦 + 3𝑧 = 0 −5𝑥 + 𝑦 + 3𝑧 = 0
𝑥 + 7𝑦 + 𝑧 = 0 𝑥 + 2𝑦 + 𝑧 = 0 𝑥−𝑦+𝑧=0
⟹ cross multiplication rule ⟹cross multiplication rule ⟹ cross multiplication rule
𝒙 −𝒚 𝒛 𝒙 −𝒚 𝒛 𝒙 −𝒚 𝒛
= = = = = =
𝟏 𝟑 𝟑 𝟑 𝟑 𝟏 |𝟏 𝟑| |
−𝟐 𝟑
| |
−𝟐 𝟏
| 𝟏 𝟑 −𝟓 𝟑 −𝟓 𝟏
| | | | | | | | | | | |
𝟕 𝟏 𝟏 𝟏 𝟏 𝟕 𝟐 𝟏 𝟏 𝟏 𝟏 𝟐 −𝟏 𝟏 𝟏 𝟏 𝟏 −𝟏
𝒙 −𝒚 𝒛 𝒙 −𝒚 𝒛 𝒙 −𝒚 𝒛
= = = = = =
−𝟐𝟎 𝟎 𝟐𝟎 −𝟓 −𝟓 −𝟓 𝟒 −𝟖 𝟒
Eigen values are (𝜆)= −2, 3 and 6 , the corresponding Eigen vectors are
𝟖 −𝟔 𝟐
2) If A=[−𝟔 𝟕 −𝟒]
𝟐 −𝟒 𝟑
Sol : Characteristic equation is |𝐴 − 𝜆𝐼| = 0
n
𝟖−𝛌 −𝟔 𝟐
⟹ A=[ −𝟔 𝟕−𝛌 −𝟒 ] = 𝟎
𝟐 −𝟒 𝟑−𝛌
∑ 𝐷 = 8 + 7 + 3 = 18.
⟹ 𝜆 − ( 18
3 )𝜆2 + ( 45 )𝜆 − ( 0) = 0 ∑ 𝑀 𝐷 = 5 + 20 + 20 = 45
𝜆1 = 0 𝜆2 = 3 𝜆3 = 15
8𝑥 − 6𝑦 + 2𝑧 = 0 5𝑥 − 6𝑦 + 2𝑧 = 0 −7𝑥 − 6𝑦 + 2𝑧 = 0
−6x + (7)y − 4z = 0 −6x + (4)y − 4z = 0 −6x + (−8)y − 4z = 0
𝒙 −𝒚 𝒛 𝒙 −𝒚 𝒛 𝒙 −𝒚 𝒛
= = = = = =
𝟏𝟎 −𝟐𝟎 𝟐𝟎 𝟏𝟔 −𝟖 𝟏𝟔 𝟒𝟎 𝟒𝟎 𝟐𝟎
𝑋1= [1, 2, 2]′ 𝑋2= [2, 1, −2]′ 𝑋3= [1, −1, 0.5]′
W. K. T 𝛌 𝟐 − (∑ 𝐝)𝛌 + |𝐀| = 𝟎
Here ∑ 𝐝 = −𝟑 𝐚𝐧𝐝 |𝐀| = −𝟏𝟎
Now, 𝛌 𝟐 + 𝟑𝛌 − 𝟏𝟎 = 𝟎
Solving we get, 𝛌 = 𝟐 𝐚𝐧𝐝 − 𝟓 are the Eigen values of A
Now consider,
(−𝟏𝟗 − 𝛌) 𝟕 𝐱 𝟎
[ ] [𝐲] = [ ]
−𝟒𝟐 (𝟏𝟔 − 𝛌) 𝟎
(−𝟏𝟗 − 𝛌)𝐱 + 𝟕𝐲 = 𝟎
𝟏
∴ 𝐗 𝟏 = [ ] is the Eigen vector corresponding to 𝛌 = 𝟐
𝟑
Case (ii):- Let 𝛌 = −𝟓
𝟏
∴ 𝐗 𝟐 = [ ] is the Eigen vector corresponding to 𝛌 = −𝟓
𝟐
𝟒 𝟏
2 ) Find the Eigen values and Eigen vectors 𝐀 = [ ]
𝟐 𝟑
Solution:- The characteristic equation of 𝐀 𝐢𝐬 |𝐀 − 𝛌𝐈| = 𝟎
W. K. T 𝛌 𝟐 − (∑ 𝐝)𝛌 + |𝐀| = 𝟎
−𝟏
∴ 𝐗 𝟏 = [ ] is the Eigen vector corresponding to 𝛌 = 𝟐
𝟐
Case (ii):- Let 𝛌 = 𝟓
𝟏
∴ 𝐗 𝟐 = [ ] is the Eigen vector corresponding to 𝛌 = 𝟓
𝟏
3) Find the Eigen values and Eigen vectors of the following matrices
𝟔 −𝟐 𝟐 𝟑 1 𝟏
−𝟏 𝟑 −𝟏 𝟑
a) 𝐀 = [ ] b) 𝐀 = [ ] c) 𝑨 = [𝟐 𝟑 −𝟏] d ) 𝑨 = [𝟏 𝟑 −𝟏]
−𝟐 𝟒 −𝟐 𝟒
𝟐 −𝟏 𝟑 𝟏 −𝟏 𝟑
Syllabus
NUMERICAL METHODS
(MODULE - II)
Index
MODULE - II
NUMERICAL METHODS
Finite difference:-
Consider a function 𝒚 = 𝒇(𝒙) and let 𝐱𝟎 , 𝐱𝟏 = 𝐱𝟎 + 𝐡, 𝐱𝟐 = 𝐱𝟏 + 𝐡, 𝐱𝟑 =
𝐱𝟐 + 𝐡 … , 𝐱𝐧 = 𝐱𝐧−𝟏 + 𝐡 be a set of points at a common interval ‘h’. Let the
corresponding function of 𝐲 = 𝐟(𝐱) be 𝐲𝟎 = 𝐟(𝐱𝟎 ), 𝐲𝟏 = 𝐟(𝐱𝟏 ), 𝐲𝟐 = 𝐟(𝐱𝟐 ), … , 𝐲𝐧 =
𝐟(𝐱𝐧 )
Forward difference:-
The first forward difference of 𝐟(𝐱) is denoted by ∆𝐟(𝐱) and is defined as
∆𝐟(𝐱) = 𝐟(𝐱) − 𝐟(𝐱 − 𝐡) where ∆ is forward difference operator.
Backward difference:-
The first backward difference of 𝐟(𝐱) is denoted by 𝛁𝐟(𝐱) and is defined as
𝛁𝐟(𝐱) = 𝐟(𝐱 + 𝐡) − 𝐟(𝐱) where 𝛁 is backward difference operator.
Interpolation:-
If 𝐲𝟎, 𝐲𝟏, 𝐲𝟐, 𝐲𝟑, … . , 𝐲𝐧 be a set of values of a function 𝐲 = 𝐟(𝐱) corresponding to
the values of 𝐱: 𝐱𝟎 , 𝐱𝟏 , 𝐱𝟐 , 𝐱𝟑, … . , 𝐱𝐧 The process of finding or estimating the value of 𝐲
for a given value of 𝐱 between 𝐱𝟎 𝐚𝐧𝐝 𝐱𝐧 is called Interpolation.
Also the process of finding the value of 𝒚 outside the given range of 𝒙 is called
Extrapolation.
PROBLEMS:-
Solution:-Here we need to find y at x = 1.4 and since the value of x lies in the first
half of the table we use NFIF. Let us construct the following table:
𝒙 𝒚 ∆𝒚 ∆𝟐 𝒚 ∆𝟑 𝒚 ∆𝟒 𝒚
𝒙𝟎 = 𝟏 𝒚𝟎 = 𝟏𝟎
∆𝒚𝟎 = 𝟏𝟔
2 26 ∆𝟐𝒚𝟎 = 𝟏𝟔
32 ∆𝟑 𝒚𝟎 = 𝟔
3 58 22 ∆𝟒 𝒚𝟎 = 𝟎
54 6
4 112 28
82
5 194
By NFIF we have,
𝐫 𝐫(𝐫−𝟏) 𝐫(𝐫−𝟏)(𝐫−𝟐) 𝐫(𝐫−𝟏)(𝐫−𝟐)(𝐫−𝟑)
𝒚 = 𝐟(𝐱) = 𝐲𝟎 + ∆𝐲𝟎 + ∆𝟐𝐲𝟎 + ∆𝟑 𝐲𝟎 + ∆𝟒 𝐲𝟎
𝟏! 𝟐! 𝟑! 𝟒!
𝐱− 𝐱 𝟎 𝟏.𝟒 −𝟏
Where 𝐫 = = = 𝟎. 𝟒
𝐡 𝟏
𝐱 𝐲 ∆𝐲 ∆𝟐 𝐲
𝐱𝟎 = 𝟎 𝐲𝟎 = 𝟎
∆𝐲𝟎 = 𝟓
1 5 ∆𝟐 𝐲𝟎 = −𝟖
-3
2 2
By NFIF we have,
𝐫 𝐫(𝐫−𝟏)
𝐲 = 𝐟(𝐱) = 𝐲𝟎 + ∆𝐲𝟎 + ∆𝟐𝐲𝟎
𝟏! 𝟐!
𝐱− 𝐱 𝟎 𝐱 −𝟎
Where 𝐫 = = =𝐱
𝐡 𝟏
𝐱 𝐱(𝐱−𝟏)
𝐲 = 𝐟(𝐱) = 𝟎 + (𝟓) + (−𝟖)
𝟏! 𝟐!
3. Construct the interpolating polynomial for the data given below and also find
𝐲 𝐚𝐭 𝐱 = 𝟓
𝐱 0 1 2 3
𝐲 = 𝐟(𝐱) 1 3 7 13
𝐱 𝐲 𝛁𝐲 𝛁𝟐 𝐲 𝛁𝟑 𝐲
0 1
2
1 3 2
4 𝛁𝟑 𝐲𝐧 = 𝟎
2 7 𝛁𝟐 𝐲𝐧 =𝟐
𝛁𝐲𝐧 = 𝟔
𝐱𝐧 = 𝟑 𝐲𝐧 = 𝟏𝟑
By NBIF we have,
𝐫 𝐫(𝐫+𝟏) 𝐫(𝐫+𝟏)(𝐫+𝟐)
𝐲 = 𝐟(𝐱) = 𝐲𝐧 + 𝛁𝐲𝐧 + 𝛁𝟐 𝐲𝐧 + 𝛁𝟑 𝐲𝐧
𝟏! 𝟐! 𝟑!
𝐱− 𝐱 𝐧 𝐱 −𝟑
Where 𝐫 = = =𝐱−𝟑
𝐡 𝟏
𝐲 = 𝐟(𝐱) = 𝟏𝟑 + 𝟔𝐱 − 𝟏𝟖 + 𝐱𝟐 − 𝟑𝐱 − 𝟐𝐱 + 𝟔
𝐲 = 𝐟(𝟓) = 𝟑𝟏
4. From the following table estimate the no. of students those who are obtained the
marks in between 40 and 45
Marks 30-40 40-50 50-60 60-70 70-80
No. of Students 31 42 51 35 31
Solution:- Here we re-construct the given table according to the marks scored
by the students
Students who scored less than 40 marks = 31 students
Students who scored less than 50 marks = 31+42 = 73 students
Students who scored less than 60 marks = 73+51 = 124 students
Students who scored less than 70 marks = 124+ 35 = 159 students
Students who scored less than 80 marks = 159+31 = 190 students
𝐱− 𝐱 𝟎 𝟒𝟓−𝟒𝟎
Where 𝐫 = = = 𝟎. 𝟓
𝐡 𝟏𝟎
Now from the table we have the no. of students scoring less than 40 marks = 31
students Hence the no. of students those who are obtained the marks in between
40 and 45 =
= (48 – 31)
= 17 students
5. Find the cubic polynomial which takes the following values and hence find
𝐟(𝟒) 𝐚𝐧𝐝 𝐟(𝟓)
𝐱 0 1 2 3
𝐲 = 𝐟(𝐱) 1 2 1 10
𝐱 𝐲 ∆𝐲 ∆𝟐 𝐲 ∆𝟑 𝐲
𝐱𝟎 = 𝟎 𝐲𝟎 = 𝟏
∆𝐲𝟎 = 𝟏
1 2 ∆𝟐𝐲𝟎 = −𝟐
-1 ∆𝟑𝐲𝟎 = 𝟏𝟐
2 1 10
9
3 10
By NFIF we have,
𝐫 𝐫(𝐫−𝟏) 𝐫(𝐫−𝟏)(𝐫−𝟐)
𝐲 = 𝐟(𝐱) = 𝐲𝟎 + ∆𝐲𝟎 + ∆𝟐 𝐲𝟎 + ∆𝟑𝐲𝟎
𝟏! 𝟐! 𝟑!
𝐱− 𝐱 𝟎 𝐱−𝟎
Where 𝐫 = = =𝐱
𝐡 𝟏
𝐱 𝐱(𝐱−𝟏) 𝐱(𝐱−𝟏)(𝐱−𝟐)
𝐲 = 𝐟(𝐱) = 𝟏 + (𝟏) + (−𝟐) + (𝟏𝟐)
𝟏! 𝟐! 𝟑!
6. Find the no. of men’s getting wages below Rs 15/- from the following data:
7. Using NFIF find the value of 𝐟(𝟏. 𝟔) for the data given below:
𝐱 1 1.4 1.8 2.2
𝐲 = 𝐟(𝐱) 3.49 4.82 5.96 6.5
(Answer:- 5.4393)
Algebraic equation:-
Transcendental equation:-
An equation involving the terms like 𝐞 𝐱 , 𝐥𝐨𝐠𝐱, 𝐭𝐚𝐧𝐱, 𝐥𝐨𝐠 𝟏𝟎 𝐱, 𝐬𝐢𝐧 𝐱 … are called
Transcendental equations
NEWTON-RAPHSON METHOD
PROBLEMS:-
1. Using Newton-Raphson method find the real root of the equation 𝐱𝟑 − 𝟐𝐱 − 𝟓 =
𝟎 correct to four decimal places.
Solution:- Let 𝐟(𝐱) = 𝐱𝟑 − 𝟐𝐱 − 𝟓 and 𝐟 ′ (𝐱) = 𝟑𝐱𝟐 − 𝟐
when 𝐱 = 𝟎 ⟹ 𝐟(𝟎) = −𝟓
when 𝐱 = 𝟏 ⟹ 𝐟(𝟏) = −𝟔
when 𝐱 = 𝟐 ⟹ 𝐟(𝟐) = −𝟏 < 0 (nearer to zero)
when 𝐱 = 𝟑 ⟹ 𝐟(𝟑) = 𝟏𝟔 > 0
∴ Root lies between (2, 3)
Now,
when 𝐱 = 𝟐. 𝟏 ⟹ 𝐟(𝟐. 𝟏) = 𝟎. 𝟎𝟔𝟏 > 0
∴ Root lies between (2, 2.1)
2. Using Newton-Raphson method find the real root of the equation 𝐱 𝐬𝐢𝐧𝐱 +
𝐜𝐨𝐬𝐱 = 𝟎 𝐧𝐞𝐚𝐫 𝐱 = 𝛑 Carry out four iteration correct to four decimal places.
Solution:- Let 𝐟(𝐱) = 𝐱 𝐬𝐢𝐧𝐱 + 𝐜𝐨𝐬𝐱 and 𝐟 ′ (𝐱) = 𝐱 𝐜𝐨𝐬 𝐱
Given 𝐱𝟎 = 𝛑 is the approximate root
Let us construct the following table:-
3. Using Newton-Raphson method find the real root of the equation 𝐭𝐚𝐧𝐱 =
𝐱 𝐧𝐞𝐚𝐫 𝐱 = 𝟒. 𝟓 correct to four decimal places.
Solution:- Let 𝐟(𝐱) = 𝐭𝐚𝐧𝐱 − 𝐱 and 𝐟 ′ (𝐱) = 𝐬𝐞𝐜 𝟐 𝐱 − 𝟏 = 𝐭𝐚𝐧𝟐 𝐱
Given 𝐱𝟎 = 𝟒. 𝟓 is the approximate root
Let us construct the following table:-
4. Using Newton-Raphson method find the real root of the equation 𝐱 𝐥𝐨𝐠 𝟏𝟎 𝐱 =
𝟏. 𝟐 by taking initial approximation as 3 correct to four decimal places.
𝟏 𝐥𝐨𝐠 𝐱
Solution:- Let 𝐟(𝐱) = 𝐱 𝐥𝐨𝐠 𝟏𝟎 𝐱 − 𝟏. 𝟐 and 𝐟 ′ (𝐱) = +
𝐥𝐨𝐠 𝟏𝟎 𝐥𝐨𝐠 𝟏𝟎
Given 𝐱𝟎 = 𝟑 is the approximate root
Let us construct the following table:-
5. Using Newton-Raphson method find the real root of the equation 𝒙 + 𝐥𝐨𝐠 𝟏𝟎 𝒙 =
𝟑. 𝟑𝟕𝟓 by taking initial approximation as 2.9 correct to four decimal places.
(Answer:-2.91096)
6. Using Newton-Raphson method find the real root of the equation 𝒙𝒆𝒙 − 𝟐 = 𝟎
correct to four decimal places.
(Answer:-0.8526)
REGULA-FALSI METHOD
Let 𝐟(𝐱) = 𝟎 be a given equation (Algebraic or transcendental). To find the root of the
𝐚 𝐟(𝐛)−𝐛 𝐟(𝐚)
equation by Regula-Falsi method we have 𝐜=
𝐟(𝐛)− 𝐟(𝐚)
This method is also called method of False Position.
PROBLEMS:-
7. Find the fourth root of 12 correct to four decimal places using Regula-Falsi
method.
𝟒
Solution:- Let 𝐱 = √𝟏𝟐
𝐱𝟒 = 𝟏𝟐
𝐱𝟒 − 𝟏𝟐 = 𝟎
Let 𝐟(𝐱) = 𝐱𝟒 − 𝟏𝟐
when 𝐱 = 𝟎 ⟹ 𝐟(𝟎) = −𝟏𝟐
when 𝐱 = 𝟏 ⟹ 𝐟(𝟏) = −𝟏𝟏 < 0
when 𝐱 = 𝟐 ⟹ 𝐟(𝟐) = 𝟒 > 0 (nearer to zero)
∴ Root lies between (1, 2)
Now,
when 𝐱 = 𝟏. 𝟗 ⟹ 𝐟(𝟏. 𝟗) = 𝟏. 𝟎𝟑𝟐𝟏𝟎 > 0
when 𝐱 = 𝟏. 𝟖 ⟹ 𝐟(𝟏. 𝟖) = −𝟏. 𝟓𝟎𝟐𝟒 < 0
∴ Root lies between (1.8, 1.9)
Let us construct the following table:-
8. Obtain the root of the equation 𝐭𝐚𝐧 𝐱 + 𝐭𝐚𝐧 𝐡𝐱 = 𝟎 which lies between 2 and 3
carry out 4 iteration using Regula-Falsi method
Solution:- Let 𝐟(𝐱) = 𝐭𝐚𝐧 𝐱 + 𝐭𝐚𝐧 𝐡𝐱 and root lies between (𝟐, 𝟑)
Let us construct the following table:-
9. Find the real root of the equation 𝐞 𝐱 − 𝐱 = 𝟐 which lies between 1 and 1.4 carry
out 4 iteration using Regula-Falsi method
10. Find the real root of the equation 𝐞 𝐱 = 𝟒𝐬𝐢𝐧𝐱 which lies between 0 and 1 using
Regula-Falsi method
Solution:- Let 𝐟(𝐱) = 𝐞 𝐱 − 𝟒𝐬𝐢𝐧𝐱 and root lies between (𝟎, 𝟏)
Let us construct the following table:-
11. Find the real root of the equation 𝐱𝟑 − 𝟓𝐱 − 𝟕 = 𝟎 correct to four decimal
places using Regula-Falsi method.
(Answer:- 2.74735)
12. Using Regula-Falsi method obtain the root of the equation 𝟑𝐱 = 𝐜𝐨𝐬 𝐱 + 𝟏
correct to four decimal places.
(Answer:- 0.60710)
NUMERICAL INTEGRATION
𝐛
Consider a definite integral 𝐈 = ∫𝐚 𝐲 𝐝𝐱 and the interval [𝐚, 𝐛] is divided into ′𝐧′ equal
𝐛−𝐚
parts of width 𝐡 =
𝐧
The points of division are 𝐚 = 𝐱𝟎 , 𝐱𝟏 = 𝐱𝟎 + 𝐡, 𝐱𝟐 = 𝐱𝟎 + 𝟐𝐡, 𝐱𝟑 = 𝐱𝟎 + 𝟑𝐡, . , 𝐱𝐧 = 𝐱𝟎 +
𝐧𝐡 = 𝐛
x 𝐱𝟎 𝐱𝟏 𝐱𝟐 …………….. 𝐱𝐧
y=f(x) 𝐲𝟎 𝐲𝟏 𝐲𝟐 …………….. 𝐲𝐧
𝟏 𝐫𝐝
1. Simpson’s ( ) rule:-
𝟑
𝐛 𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝐧 ) + 𝟒(𝐲𝟏 + 𝐲𝟑 + 𝐲𝟓 + ⋯ + 𝐲𝐧−𝟏 ) + 𝟐(𝐲𝟐 + 𝐲𝟒 + 𝐲𝟔 + ⋯ +
𝟑
𝐲𝐧−𝟐)]
𝟑 𝐭𝐡
2. Simpson’s ( ) rule:-
𝟖
𝐛 𝟑𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝐧 ) + 𝟑(𝐲𝟏 + 𝐲𝟐 + 𝐲𝟒 + ⋯ + 𝐲𝐧−𝟏 ) + 𝟐(𝐲𝟑 + 𝐲𝟔 + 𝐲𝟗 + ⋯ +
𝟖
𝐲𝐧−𝟑)]
𝟏 𝐫𝐝
NOTE:- (i) To apply Simpson’s ( ) rule ‘n’ must be a multiple of 2
𝟑
𝟑 𝐭𝐡
(ii) To apply Simpson’s ( ) rule ‘n’ must be a multiple of 3
𝟖
PROBLEMS:-
𝟔
1. Evaluate ∫𝟎 𝟑𝐱𝟐 𝐝𝐱 by dividing the interval [0,6] into six equal parts using (i)
𝟏 𝐫𝐝 𝟑 𝐭𝐡
Simpson’s ( ) rule (ii) Simpson’s ( ) rule (iii) Weddle’s rule
𝟑 𝟖
𝟔
Solution:- Let 𝐈 = ∫𝟎 𝟑𝐱𝟐 and a = 0, b = 6 , n = 6
𝐛−𝐚 𝟔−𝟎
width(𝐡) = = =𝟏
𝐧 𝟔
𝐱 0 1 2 3 4 5 6
𝐲 = 𝟑𝐱𝟐 0 3 12 27 48 75 108
𝐲𝟎 𝐲𝟏 𝐲𝟐 𝐲𝟑 𝐲𝟒 𝐲𝟓 𝐲𝟔
𝟏 𝐫𝐝
(i) Simpson’s ( ) rule for n = 6 is
𝟑
𝐛 𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝟔 ) + 𝟒(𝐲𝟏 + 𝐲𝟑 + 𝐲𝟓 ) + 𝟐(𝐲𝟐 + 𝐲𝟒)]
𝟑
𝟔 𝟏
𝐈 = ∫𝟎 𝟑𝐱𝟐 𝐝𝐱 = [(𝟎 + 𝟏𝟎𝟖) + 𝟒(𝟑 + 𝟐𝟕 + 𝟕𝟓) + 𝟐(𝟏𝟐 + 𝟒𝟖)]
𝟑
𝟔
𝐈 = ∫𝟎 𝟑𝐱𝟐 𝐝𝐱 = 𝟐𝟏𝟔
𝟑 𝐭𝐡
(ii) Simpson’s ( ) rule for n = 6 is
𝟖
𝐛 𝟑𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝟔 ) + 𝟑(𝐲𝟏 + 𝐲𝟐 + 𝐲𝟒 + 𝐲𝟓 ) + 𝟐(𝐲𝟑 )]
𝟖
𝟔 𝟑(𝟏)
𝐈 = ∫𝟎 𝟑𝐱𝟐 𝐝𝐱 = [(𝟎 + 𝟏𝟎𝟖) + 𝟑(𝟑 + 𝟏𝟐 + 𝟒𝟖 + 𝟕𝟓) + 𝟐(𝟐𝟕)]
𝟖
𝟔
𝐈 = ∫𝟎 𝟑𝐱𝟐 𝐝𝐱 = 𝟐𝟏𝟔
𝟔 𝟑(𝟏)
𝐈 = ∫𝟎 𝟑𝐱𝟐 𝐝𝐱 = [𝟎 + 𝟓(𝟑) + 𝟏𝟐 + 𝟔(𝟐𝟕) + 𝟒𝟖 + 𝟓(𝟕𝟓) +
𝟏𝟎
𝟏𝟎𝟖]
𝟔
𝐈 = ∫𝟎 𝟑𝐱𝟐 𝐝𝐱 = 𝟐𝟏𝟔
𝟔 𝐝𝐱 𝟏 𝐫𝐝 𝟑 𝐭𝐡
2. Evaluate ∫𝟎 𝟐
by using (i) Simpson’s ( ) rule (ii) Simpson’s ( ) rule
𝟏+𝐱 𝟑 𝟖
(iii) Weddle’s rule
𝐛−𝐚
Solution:- Divide the interval (𝟎, 𝟔)into six parts each of width 𝐡 where 𝐡 =
𝐧
𝟔−𝟎
Here 𝐚 = 𝟎, 𝐛 = 𝟔 𝐚𝐧𝐝 𝐧 = 𝟔 and 𝐡 = =𝟏
𝟔
𝐱 0 1 2 3 4 5 6
𝟏 1 0.5 0.2 0.1 0.0588 0.0385 0.027
𝐲=
𝟏 + 𝐱𝟐 𝐲𝟎 𝐲𝟏 𝐲𝟐 𝐲𝟑 𝐲𝟒 𝐲𝟓 𝐲𝟔
𝟏 𝒓𝒅
(i)Simpson’s ( ) rule for n = 6 is
𝟑
𝐛 𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝟔 ) + 𝟒(𝐲𝟏 + 𝐲𝟑 + 𝐲𝟓 ) + 𝟐(𝐲𝟐 + 𝐲𝟒)]
𝟑
𝟔 𝒅𝒙 𝟏
𝐈 = ∫𝟎 = [(𝟏 + 𝟎. 𝟎𝟐𝟕) + 𝟒(𝟎. 𝟓 + 𝟎. 𝟏 + 𝟎. 𝟎𝟑𝟖𝟓) + 𝟐(𝟎. 𝟐 +
𝟏+𝒙𝟐 𝟑
𝟎. 𝟎𝟓𝟖𝟖)]
𝟔 𝒅𝒙
𝐈 = ∫𝟎 = 𝟏. 𝟑𝟔𝟔𝟐
𝟏+𝒙𝟐
𝟑 𝒕𝒉
(ii) Simpson’s ( ) rule for n = 6 is
𝟖
𝐛 𝟑𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝟔 ) + 𝟑(𝐲𝟏 + 𝐲𝟐 + 𝐲𝟒 + 𝐲𝟓 ) + 𝟐(𝐲𝟑 )]
𝟖
𝟔 𝒅𝒙 𝟑(𝟏)
𝐈 = ∫𝟎 = [(𝟏 + 𝟎. 𝟎𝟐𝟕) + 𝟑(𝟎. 𝟓 + 𝟎. 𝟐 + 𝟎. 𝟎𝟓𝟖𝟖 + 𝟎. 𝟎𝟑𝟖𝟓) +
𝟏+𝒙𝟐 𝟖
𝟐(𝟎. 𝟏)]
𝟔 𝒅𝒙
𝐈 = ∫𝟎 𝐝𝐱 = 𝟏. 𝟑𝟓𝟕𝟎
𝟏+𝒙𝟐
𝟔 𝐝𝐱 𝟑(𝟏)
𝐈 = ∫𝟎 = [𝟏 + 𝟓(𝟎. 𝟓) + 𝟎. 𝟐 + 𝟔(𝟎. 𝟏) + 𝟎. 𝟎𝟓𝟖𝟖 + 𝟓(𝟎. 𝟎𝟑𝟖𝟓) +
𝟏+𝐱 𝟐 𝟏𝟎
𝟎. 𝟎𝟐𝟕]
𝟔 𝐝𝐱
𝐈 = ∫𝟎 = 𝟏. 𝟒𝟎𝟓𝟔
𝟏+𝐱 𝟐
𝛑⁄ 𝟏 𝐫𝐝
3. Find an approximate value of ∫𝟎 𝟐 √𝐜𝐨𝐬 𝛉 𝐝𝛉 by Simpson’s ( ) rule by
𝟑
taking 7 ordinates.
Solution:- Here 7 ordinates means the given interval must be divided into 6 equal
parts
𝛑⁄ 𝛑
Let 𝐈 = ∫𝟎 𝟐 √𝐜𝐨𝐬 𝛉 𝐝𝛉 and a = 0, b = , n = 6 (keep calculator in radians)
𝟐
𝐛−𝐚 𝛑⁄ −𝟎 𝛑
𝟐
width(𝐡) = = =
𝐧 𝟔 𝟏𝟐
𝐱 𝟎 𝛑 𝟐𝛑 𝟑𝛑 𝟒𝛑 𝟓𝛑 𝛑
𝟏𝟐 𝟏𝟐 𝟏𝟐 𝟏𝟐 𝟏𝟐 𝟐
𝟏 𝐫𝐝
Simpson’s ( ) rule for n = 6 is
𝟑
𝐛 𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝟔 ) + 𝟒(𝐲𝟏 + 𝐲𝟑 + 𝐲𝟓 ) + 𝟐(𝐲𝟐 + 𝐲𝟒)]
𝟑
𝛑⁄
𝐈 = ∫𝟎 𝟐
√𝐜𝐨𝐬 𝛉 𝐝𝛉 = 𝟏. 𝟏𝟖𝟕𝟑
𝟑 𝐭𝐡 𝛑⁄
𝟐 𝐞𝐬𝐢𝐧 𝐱
4. Evaluate by using Simpson’s ( ) rule given ∫𝟎 𝐝𝐱 by dividing the
𝟖
interval into 6 parts
𝛑⁄ 𝛑
Solution:- Let 𝐈 = ∫𝟎 𝟐 𝐞𝐬𝐢𝐧 𝐱 𝐝𝐱 and a = 0, b = , n = 6 (keep calculator in
𝟐
radians)
𝐛−𝐚 𝛑⁄ −𝟎 𝛑
𝟐
width(𝐡) = = =
𝐧 𝟔 𝟏𝟐
𝐱 𝟎 𝛑 𝟐𝛑 𝟑𝛑 𝟒𝛑 𝟓𝛑 𝛑
𝟏𝟐 𝟏𝟐 𝟏𝟐 𝟏𝟐 𝟏𝟐 𝟐
𝐲 = 𝐞𝐬𝐢𝐧 𝐱 1 1.2954 1.6487 2.0281 2.3774 2.6272 2.7183
𝐲𝟎 𝐲𝟏 𝐲𝟐 𝐲𝟑 𝐲𝟒 𝐲𝟓 𝐲𝟔
𝟑 𝐭𝐡
Simpson’s ( ) rule for n = 6 is
𝟖
𝐛 𝟑𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝟔 ) + 𝟑(𝐲𝟏 + 𝐲𝟐 + 𝐲𝟒 + 𝐲𝟓 ) + 𝟐(𝐲𝟑 )]
𝟖
𝛑⁄
𝐈 = ∫𝟎 𝟐 𝐞𝐬𝐢𝐧 𝐱 𝐝𝐱 = 𝟑. 𝟏𝟎𝟒𝟑
𝟑 𝐭𝐡 𝟏.𝟒
5. Evaluate by using Simpson’s ( ) rule given ∫𝟎.𝟐 (𝐬𝐢𝐧 𝐱 − 𝐥𝐨𝐠 𝐱 + 𝐞 𝐱 ) 𝐝𝐱 by taking 7
𝟖
ordinates.
Solution:- Here 7 ordinates means the given interval must be divided into 6 equal parts
𝟏.𝟒
Let 𝐈 = ∫𝟎.𝟐 (𝐬𝐢𝐧 𝐱 − 𝐥𝐨𝐠 𝐱 + 𝐞 𝐱 ) 𝐝𝐱 and a = 0.2, b = 𝟏. 𝟒 , n = 6 (keep calculator in
radians)
𝐛−𝐚 𝟏.𝟒−𝟎.𝟐
width(𝐡) = = = 𝟎. 𝟐
𝐧 𝟔
𝟑 𝐭𝐡
Simpson’s ( ) rule for n = 6 is
𝟖
𝐛 𝟑𝐡
𝐈 = ∫𝐚 𝐲 𝐝𝐱 = [(𝐲𝟎 + 𝐲𝟔 ) + 𝟑(𝐲𝟏 + 𝐲𝟐 + 𝐲𝟒 + 𝐲𝟓 ) + 𝟐(𝐲𝟑 )]
𝟖
𝟏.𝟒
𝐈 = ∫𝟎.𝟐 (𝐬𝐢𝐧 𝐱 − 𝐥𝐨𝐠 𝐱 + 𝐞 𝐱 ) 𝐝𝐱 = 𝟒. 𝟎𝟓𝟑𝟎
𝟏 𝐱
6. Evaluate ∫𝟎 𝐝𝐱 by using Weddle’s rule by taking 7 ordinates and hence find
𝟏+𝐱 𝟐
the value of 𝐥𝐨𝐠 𝐞 𝟐
Solution:- Here 7 ordinates means the given interval must be divided into 6 equal
parts
𝟏 𝐱
Let 𝐈 = ∫𝟎 𝐝𝐱 and a = 0, b = 𝟏 , n = 6
𝟏+𝐱 𝟐
𝐛−𝐚 𝟏−𝟎 𝟏
width(𝐡) = = =
𝐧 𝟔 𝟔
𝐱 0 𝟏 𝟐 𝟑 𝟒 𝟓 1
𝟔 𝟔 𝟔 𝟔 𝟔
0 0.1622 0.3 0.4 0.4615 0.4918 0.5
𝐱 𝐲𝟎 𝐲𝟏 𝐲𝟐 𝐲𝟑 𝐲𝟒 𝐲𝟓 𝐲𝟔
𝐲=
𝟏 + 𝐱𝟐
𝟏 𝐱
𝐈 = ∫𝟎 𝐝𝐱 = 𝟎. 𝟑𝟒𝟔𝟔
𝟏+𝐱 𝟐
Consider,
𝟏 𝒙
∫𝟎 𝒅𝒙 = 𝟎. 𝟑𝟒𝟔𝟔
𝟏+𝒙𝟐
𝟏 𝟏 𝟐𝒙
∫ 𝒅𝒙 = 𝟎. 𝟑𝟒𝟔𝟔
𝟐 𝟎 𝟏+𝒙𝟐
𝟏
[𝒍𝒐𝒈 𝟐] = 𝟎. 𝟑𝟒𝟔𝟔
𝟐
𝒍𝒐𝒈𝒆 𝟐 = 𝟎. 𝟔𝟗𝟑𝟐
𝟓.𝟐
7. Evaluate ∫𝟒 𝐥𝐨𝐠 𝐱 𝐝𝐱 by using Weddle’s rule by taking six equal parts
𝟓.𝟐
Solution:- Let 𝐈 = ∫𝟒 𝐥𝐨𝐠 𝐱 𝐝𝐱 and a = 4, b = 𝟓. 𝟐 , n = 6
𝐛−𝐚 𝟓.𝟐−𝟒
width(𝐡) = = = 𝟎. 𝟐
𝐧 𝟔
𝟓.𝟐
𝐈 = ∫𝟒 𝐥𝐨𝐠 𝐱 𝐝𝐱 = 𝟏. 𝟖𝟐𝟕𝟗
𝟏 𝐫𝐝 𝟎.𝟔 𝟐
8. Using Simpson’s ( ) rule solve ∫𝟎 𝐞 −𝐱 𝐝𝐱 by taking 7 ordinates.
𝟑
(Answer:- 0.5351)
𝟏 𝟏 𝟏 𝐫𝐝
9. Evaluate ∫𝟎 𝐝𝐱 by using Simpson’s ( ) rule by taking 7 ordinates and
𝟏+𝐱 𝟑
hence find the value of 𝐥𝐨𝐠 𝐞 𝟐
Syllabus
MODULE-3
Higher order ODE’s:
Linear differential equations of second and higher order equations with constant
coefficients. Homogeneous /non-homogeneous equations. Inverse differential
operators.
Index
Differential Equations
INTRODUCTION:
In this module, we study differential equations of second and higher orders. Differential
equations of second order arise very often in physical problems, especially in connection with
mechanical vibrations and electric circuits.
Type2:
1.
Practice Problems:
d 2x dx
1. Solve: 2
6 9x 0
dt dt
2. Solve: ( D 2D 4) 2 y 0
2
3. Solve: ( D 2 1) 3 y 0
4. Solve: ( D 3 D 2 4D 4) 0
d3y d2y dy
5. Solve: 3
3 2 3 y 5e2 x 6e x 7
dx dx dx
6. Solve: y 6 y 13 y e2 x 2 x
t
7. Solve: 4 x(t ) x(t ) e 2
12cosh t
d2y dy
8. Solve: 2
6 9 y 6e3 x 7e2 x log 2
dx dx
d3y dy
11. Find the P.I of 3
4 sin 2 x
dx dx
d 2 y dy
12. Find the P.I of x 2 2x 4
dx 2 dx
d2y dy
13. Solve: 6 2
17 12 y e x
dx dx
14. Solve: ( D3 D2 4D 4) y sinh(2 x 3)
15. Solve: ( D3 8) y x 4 2 x 1
d3y d 2 y dy
16. Solve: 2 x3
dx3 dx 2 dx
Module-4
Partial Differential Equations (PDE’s)
Index
INTRODUCTION:-
PDEs are used to model this type of functions with many factors very precisely.
Suppose if we want to deal with temperature vary with accordance to time, i.e. how
likely the temperature vary with respect to time, we take derivative w. r. t time by
keeping other parameters as constants. Similarly if we want temperature with
respect to altitude, we take derivative with respect to altitude by keeping time as
constant.
PDEs are the most beautiful equations in mathematics. They are the core topics in
multi-variable calculus. They are used to describe the evolution of gases in fluid
dynamics, formation of galaxies, describing the nature of quantum mechanics and
so on…
Order of PDE:-The order is the highest derivative present in the equation called
order of PDE.
Degree of PDE:- The positive integral power (or degree) of the highest order
derivative in the equation called PDE.
Homogeneous and Non- Homogeneous PDE:-In a PDE each term contains either
the dependent variable or one of its partial derivatives, the PDE is said to be
homogeneous. Otherwise it is non homogeneous PDE
Examples:-
Note: - 1.If number of arbitrary constant < number of independent variables then
PDE required First order derivative
𝜕𝑧 𝜕𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
= 𝑝, = 𝑞, = 𝑟, = 𝑠, =𝑡
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2
Examples:
𝟏.
𝒛 = (𝒙 + 𝒂)(𝒚 + 𝒃)
Solution:𝑮𝒊𝒗𝒆𝒏, 𝒛 = (𝒙 + 𝒂)(𝒚 + 𝒃) − −(𝟏)
Diff; partiallyw.r.t𝒙and𝒚
𝛛𝒛
= 𝒑 = (𝒚 + 𝒃) − −(𝟐)
𝛛𝒙
𝛛𝒛
= 𝒒 = (𝒙 + 𝒂) − −(𝟑),Substitute(𝟐)and (𝟑) ⥂⥂ in (𝟏)
𝛛𝒚
𝛛𝒛 𝛛𝒛
we get 𝒛 = ( ) ( ) = 𝒑𝒒 is the requrid PDE
𝛛𝒙 𝛛𝒚
𝟐.
𝒛 = (𝒙 + 𝒂)𝟐 + (𝒚 + 𝒃)𝟐
Solution:𝑮𝒊𝒗𝒆𝒏, 𝒛 = (𝒙 + 𝒂)𝟐 + (𝒚 + 𝒃)𝟐 − −(𝟏)
Diff; partiallyw.r.t𝒙and𝒚
𝛛𝒛
= 𝒑 = 𝟐(𝒙 + 𝒂) − − − − − − − − − − − − − (𝟐)
𝛛𝒙
𝛛𝒛
= 𝒒 = 𝟐(𝒚 + 𝒃) − − − − − − − − − − − − − (𝟑)
𝛛𝒚
Substitute(𝟐)and (𝟑) ⥂⥂ in (𝟏)
we get 4𝒛 = 𝒑𝟐 + 𝒒𝟐 is the requrid PDE
𝟑
. 𝒛 = 𝒂 𝒍𝒐𝒈( 𝒙𝟐 + 𝒚𝟐 ) + 𝒃
Solution:𝑮𝒊𝒗𝒆𝒏, 𝒛 = 𝒂 𝒍𝒐𝒈( 𝒙𝟐 + 𝒚𝟐 ) + 𝒃 − −(𝟏)
Diff; partiallyw.r.t𝒙and𝒚
𝛛𝒛 𝟐𝒂𝒙
=𝒑= 𝟐 − −(𝟐)
𝛛𝒙 𝒙 + 𝒚𝟐
𝛛𝒛 𝟐𝒂𝒚
=𝒒= 𝟐 − −(𝟑),now, (𝟐)/ (𝟑) ⥂⥂
𝛛𝒚 𝒙 + 𝒚𝟐
we get 𝒑𝒚 − 𝒒𝒙 = 𝟎 is the requrid PDE
. 𝟒.
𝒛 = 𝒂 𝒍𝒐𝒈( 𝒙𝟐 + 𝒚𝟐 ) + 𝒃
Solution:𝑮𝒊𝒗𝒆𝒏, 𝒛 = 𝒂 𝒍𝒐𝒈( 𝒙𝟐 + 𝒚𝟐 ) + 𝒃 − −(𝟏)
Diff; partiallyw.r.t𝒙and𝒚
𝝏𝒛 𝟐𝒂𝒙
=𝒑= 𝟐 − −(𝟐)
𝝏𝒙 𝒙 + 𝒚𝟐
𝝏𝒛 𝟐𝒂𝒚
=𝒒= 𝟐 − −(𝟑),now, (𝟐)/ (𝟑) ⥂⥂
𝝏𝒚 𝒙 + 𝒚𝟐
we get 𝒑𝒚 − 𝒒𝒙 = 𝟎 is the requrid PDE
𝟏.
𝒛 = 𝒇(𝒙𝟐 − 𝒚𝟐 )
Solution:𝑮𝒊𝒗𝒆𝒏, 𝒛 = 𝒇(𝒙𝟐 − 𝒚𝟐 ) − −(𝟏)
Differentiating (𝟏); partiallyw.r.t𝒙and𝒚
𝝏𝒛
= 𝒑 = 𝒇′ (𝒙𝟐 − 𝒚𝟐 )(𝟐𝒙) − − − −(𝟐)
𝝏𝒙
𝝏𝒛 (𝟐 )
= 𝒒 = 𝒇′ (𝒙𝟐 − 𝒚𝟐 )(−𝟐𝒚) − − − −(𝟑),Now,
𝝏𝒚 (𝟑 )
we get 𝒑𝒚 + 𝒒𝒙 = 𝟎 is the requrid PDE
𝟐.
𝟏
𝒛 = 𝒚𝟐 + 𝟐𝒇 ( + 𝒍𝒐𝒈 𝒚)
𝒙
𝟏
Solution:𝑮𝒊𝒗𝒆𝒏, 𝒛 = 𝒚𝟐 + 𝟐𝒇 ( + 𝒍𝒐𝒈 𝒚) − −(𝟏)
𝒙
Differentiating (𝟏); partiallyw.r.t𝒙and𝒚
𝝏𝒛 𝟏 𝟏
= 𝒑 = 𝟐𝒇′ ( + 𝒍𝒐𝒈 𝒚) (− 𝟐 ) − − − −(𝟐)
𝝏𝒙 𝒙 𝒙
𝝏𝒛 𝟏 𝟏
= 𝒒 = 𝟐𝒚 + 𝟐𝒇′ ( + 𝒍𝒐𝒈 𝒚) ( ) − − − −(𝟑),
𝝏𝒚 𝒙 𝒚
1 1
q 2 y 2 f log y (3) now ,
2
x y 3
px 2
we get 1
q 2 y y
px 2 q 2 y y
px 2 q 2 y y 0
px 2 qy 2 y 2 is the requried PDE
𝟑.
𝒍𝒙 + 𝒎𝒚 + 𝒏𝒛 = 𝝋(𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 )
Solution:𝑮𝒊𝒗𝒆𝒏, 𝒍𝒙 + 𝒎𝒚 + 𝒏𝒛 = 𝝋(𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 ) − − − (𝟏)
Differentiating (𝟏); partiallyw.r.t𝒙and𝒚
𝒍 + 𝒏𝒑 = 𝝋′ (𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 )(𝟐𝒙 + 𝟐𝒛𝒑) − − − −(𝟐)
(𝟐)
𝒎 + 𝒏𝒒 = 𝝋′ (𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 )(𝟐𝒚 + 𝟐𝒛𝒒) − − − −(𝟑),Now,
(𝟑)
𝒍 + 𝒏𝒑 𝒙 + 𝒛𝒑
= on simplification
𝒎 + 𝒏𝒒 𝒚 + 𝒛𝒒
(𝒎𝒛 − 𝒏𝒚)𝒑 + (𝒏𝒙 − 𝒍𝒛)𝒒 = 𝒍𝒚 − 𝒎𝒙is the requrid PDE
𝟒.
𝝋(𝒙 + 𝒚 + 𝒛, 𝒙𝟐 + 𝒚𝟐 − 𝒛𝟐 ) = 𝟎
Solution:𝑮𝒊𝒗𝒆𝒏, 𝝋(𝒙 + 𝒚 + 𝒛, 𝒙𝟐 + 𝒚𝟐 − 𝒛𝟐 ) − − − (𝟏)
Let us assume , 𝒖 = 𝒙 + 𝒚 + 𝒛 𝒗 = 𝒙𝟐 + 𝒚𝟐 − 𝒛𝟐
Differentiating (𝒖, 𝒗); partially w.r.t 𝒙and𝒚
𝒖𝒙 = 𝟏 + 𝒑 𝒗𝒙 = 𝟐(𝒙 − 𝒛𝒑)
𝒖𝒚 = 𝟏 + 𝒒 𝒗𝒚 = 𝟐(𝒚 − 𝒛𝒒)
𝒖𝒙 𝒗𝒙 𝟏 + 𝒑 𝟐(𝒙 − 𝒛𝒑)
Now, = , = on simplification
𝒖𝒚 𝒗𝒚 𝟏 + 𝒒 𝟐(𝒚 − 𝒛𝒒)
(𝒚 + 𝒛)𝒑 − (𝒙 + 𝒛)𝒒 = 𝒙 − 𝒚is the requrid PDE
𝟓.
𝝋(𝒙𝟐 + 𝟐𝒚𝒛, 𝒚𝟐 + 𝟐𝒛𝒙) = 𝟎
Solution:𝑮𝒊𝒗𝒆𝒏, 𝝋(𝒙𝟐 + 𝟐𝒚𝒛, 𝒚𝟐 + 𝟐𝒛𝒙) = 𝟎 − − − (𝟏)
Let us assume , 𝒖 = 𝒙𝟐 + 𝟐𝒚𝒛 𝒗 = 𝒚𝟐 + 𝟐𝒛𝒙
Differentiating (𝒖, 𝒗); partially w.r.t 𝒙and𝒚
𝒖𝒙 = 𝟐𝒙 + 𝟐𝒚𝒑 𝒗𝒙 = 𝟐(𝒛 + 𝒙𝒑)
𝒖𝒚 = 𝟐(𝒚𝒒 + 𝒛) 𝒗𝒚 = (𝟐𝒚 + 𝟐𝒙𝒒)
𝒖𝒙 𝒗𝒙 𝒙 + 𝒚𝒑 𝒛 + 𝒙𝒑
Now, = , = on simplification
𝒖𝒚 𝒗𝒚 𝒚𝒒 + 𝒛 𝒚 + 𝒙𝒒
(𝒚𝟐 − 𝒛𝒙)𝒑 + (𝒙𝟐 − 𝒚𝒛)𝒒 = (𝒛𝟐 − 𝒙𝒚)is the requrid PDE
𝟐.
𝒛 = 𝒇(𝒚 + 𝒙) + 𝒈(𝒚 + 𝟐𝒙)
Sol:𝒛 = 𝒇(𝒚 + 𝒙) + 𝒈(𝒚 + 𝟐𝒙)
Differentiate 𝒛 partially w.r.t 𝒙 and 𝒚
𝒛𝒙 = 𝒑 = 𝒇′ (𝒚 + 𝒙) + 𝟐𝒈′ (𝒚 + 𝟐𝒙)
𝒛𝒚 = 𝒑 = 𝒇′ (𝒚 + 𝒙) + 𝒈′ (𝒚 + 𝟐𝒙)
𝒛𝒙𝒙 = 𝒓 = 𝒇″(𝒚 + 𝒙) + 𝟒𝒈″ (𝒚 + 𝟐𝒙) − − − (𝟏)
𝒛𝒙𝒚 = 𝒕 = 𝒇″(𝒚 + 𝒙) + 𝟐𝒈″ (𝒚 + 𝟐𝒙) − − − (𝟐)
𝒛𝒚𝒚 = 𝒕 = 𝒇″(𝒚 + 𝒙) + 𝒈″ (𝒚 + 𝟐𝒙) − − − (𝟑)
(𝟏) − (𝟐)will gives, 𝒓 − 𝒔 = 𝟐𝒈″ (𝒚 + 𝟐𝒙) − −(𝟒)
(𝟐) − (𝟑)will gives, 𝒔 − 𝒕 = 𝒈″ (𝒚 + 𝟐𝒙) − − − (𝟓)
(𝟒) 𝒓−𝒔 𝟐
will gives, =
(𝟓) 𝒔−𝒕 𝟏
𝒓 − 𝒔 = 𝟐(𝒔 − 𝒕) or 𝒓 − 𝟑𝒔 + 𝟐𝒕 = 𝟎
𝟑.
𝒛 = 𝒇(𝒚 − 𝟐𝒙) + 𝒈(𝟐𝒚 − 𝒙)
Sol:𝒛 = 𝒇(𝒚 − 𝟐𝒙) + 𝒈(𝟐𝒚 − 𝒙)
Differentiate 𝒛 partially w.r.t 𝒙 and 𝒚
𝒛𝒙 = 𝒑 = −𝟐𝒇′ (𝒚 − 𝟐𝒙) − 𝒈′ (𝟐𝒚 − 𝒙)
𝒛𝒚 = 𝒒 = 𝒇′ (𝒚 − 𝟐𝒙) + 𝟐𝒈′ (𝟐𝒚 − 𝒙)
𝒛𝒙𝒙 = 𝒓 = 𝟒𝒇″(𝒚 − 𝟐𝒙) + 𝒈″ (𝟐𝒚 − 𝒙) − − − (𝟏)
𝒛𝒙𝒚 = 𝒕 = −𝟐𝒇″(𝒚 − 𝟐𝒙) − 𝟐𝒈″ (𝟐𝒚 − 𝒙) − − − (𝟐)
𝒛𝒚𝒚 = 𝒕 = 𝒇″(𝒚 − 𝟐𝒙) + 𝟒𝒈″ (𝟐𝒚 − 𝒙) − − − (𝟑)
𝟐 × (𝟏) + (𝟐)will gives, 𝟐𝒓 + 𝒔 = 𝟔𝒇″ (𝒚 − 𝟐𝒙) − −(𝟒)
𝟐 × (𝟐) + (𝟑)will gives, 𝟐𝒔 + 𝒕 = −𝟑𝒇″(𝒚 − 𝟐𝒙) − − − (𝟓)
(𝟒) 𝟐𝒓 + 𝒔 −𝟐
will gives, =
(𝟓) 𝟐𝒔 + 𝒕 𝟏
𝟐𝒓 + 𝒔 = −𝟐(𝟐𝒔 + 𝒕) or 𝟐𝒓 + 𝟓𝒔 + 𝟐𝒕 = 𝟎
𝟐𝒛𝒙𝒙 + 𝟓𝒛𝒙𝒚 + 𝟐𝒛𝒚𝒚 = 𝟎 is the requried PDE.
𝟓.
𝒛 = 𝒇(𝒚 − 𝟐𝒙) + 𝒈(𝟐𝒚 − 𝒙)
Sol:𝒛 = 𝒇(𝒚 − 𝟐𝒙) + 𝒈(𝟐𝒚 − 𝒙)
Differentiate 𝒖 partially w.r.t 𝒙 and 𝒚
𝒛𝒙 = 𝒑 = −𝟐𝒇′ (𝒚 − 𝟐𝒙) − 𝒈′ (𝟐𝒚 − 𝒙)
𝒛𝒚 = 𝒒 = 𝒇′ (𝒚 − 𝟐𝒙) + 𝟐𝒈′ (𝟐𝒚 − 𝒙)
𝒛𝒙𝒙 = 𝒓 = 𝟒𝒇″ (𝒚 − 𝟐𝒙) + 𝒈″ (𝟐𝒚 − 𝒙) − − − (𝟏)
𝒛𝒙𝒚 = 𝒔 = −𝟐𝒇″ (𝒚 − 𝟐𝒙) − 𝟐𝒈″ (𝟐𝒚 − 𝒙) − − − (𝟐)
𝒛𝒚𝒚 = 𝒕 = 𝒇″ (𝒚 − 𝟐𝒙) + 𝟒𝒈″ (𝟐𝒚 − 𝒙) − − − (𝟑)
𝟐 × (𝟏) + (𝟐)will gives, 𝟐𝒓 + 𝒔 = 𝟔𝒇″ (𝒚 − 𝟐𝒙) − −(𝟒)
𝟐 × (𝟐) + (𝟑)will gives, 𝟐𝒔 + 𝒕 = −𝟑𝒇″ (𝒚 − 𝟐𝒙) − − − (𝟓)
( 𝟒) 𝟐𝒓 + 𝒔 −𝟐
will gives, =
( 𝟓) 𝟐𝒔 + 𝒕 𝟏
𝟐𝒓 + 𝒔 = −𝟐(𝟐𝒔 + 𝒕) or 𝟐𝒓 + 𝟓𝒔 + 𝟐𝒕 = 𝟎
𝟐𝒛𝒙𝒙 + 𝟓𝒛𝒙𝒚 + 𝟐𝒛𝒚𝒚 = 𝟎 is the requried PDE.
𝟔.
𝟏
𝒗= [𝒇(𝒓 − 𝒂𝒕) + 𝑭(𝒓 + 𝒂𝒕)]
𝒓
Sol:𝒗𝒓 = [𝒇(𝒓 − 𝒂𝒕) + 𝑭(𝒓 + 𝒂𝒕)] − − − −(∗)
Differentiate (∗) partially w.r.t 𝒓
𝒗(𝟏) + 𝒓𝒗𝒓 = 𝒇′ (𝒓 − 𝒂𝒕) + 𝑭′ (𝒓 + 𝒂𝒕)
again diff partially w.r.t r
𝒗𝒓 + 𝒓𝒗𝒓𝒓 + 𝒗𝒓 = 𝒇″ (𝒓 − 𝒂𝒕) + 𝑭″ (𝒓 + 𝒂𝒕)
𝟐𝒗𝒓 + 𝒓𝒗𝒓𝒓 = 𝒇″ (𝒓 − 𝒂𝒕) + 𝑭″ (𝒓 + 𝒂𝒕) − − − (𝟏)
Differentiate (∗) partially w.r.t. t 2 times
𝒓𝒗𝒕 = 𝒇′ (𝒓 − 𝒂𝒕)(−𝒂) + 𝑭′ (𝒓 + 𝒂𝒕)(𝒂)
𝒓𝒗𝒕𝒕 = 𝒇″ (𝒓 − 𝒂𝒕)(−𝒂)𝟐 + 𝑭″ (𝒓 + 𝒂𝒕)(𝒂)𝟐
𝒓𝒗𝒕𝒕 = [𝒇″ (𝒓 − 𝒂𝒕) + 𝑭″ (𝒓 + 𝒂𝒕)](𝒂)𝟐
𝒓𝒗𝒕𝒕 = (𝒂)𝟐 [𝟐𝒗𝒓 + 𝒓𝒗𝒓𝒓 ] using eq.(𝟏)
𝝏𝟐 𝒗 𝟐 [𝟐
𝝏𝒗 𝝏𝟐 𝒗
we get, 𝒓 𝟐 = 𝒂 + 𝒓 𝟐 ] requrid PDE
𝝏𝒕 𝝏𝒓 𝝏𝒓
Ex.7. z xf ( x t ) g ( x t )
Sol : z xf ( x t ) g ( x t )
Differenti ate z partially w.r.t x 2 times
z x p xf ( x t ) f ( x t ) g ( x t )
z xx r xf ( x t ) f ( x t ) f ( x t ) g ( x t )
r xf ( x t ) 2 f ( x t ) g ( x t ) (1)
Differenti ate z partially w.r.t. t 2 times
z t q xf ( x t ) g ( x t )
z tt t xf ( x t ) g ( x t ) (2)
diff z t partially w.r.t x
z tx s xf ( x t ) f ( x t ) g ( x t ) (3)
add (1) (2)
z xx z tt 2 xf ( x t ) 2 f ( x t ) 2 g ( x t )
z xx z tt 2 z tx
Solution PDE
𝛛𝟐 𝒛
𝟏.Solve: 𝟐 = 𝒙 + 𝒚
𝛛𝒙
𝛛𝟐 𝒛
Solution: 𝟐 = 𝒙 + 𝒚
𝛛𝒙
Integrating twice with respect to 𝒙 (keeping 𝒚 fixed)
𝛛𝒛 𝒙𝟐
= + 𝒚𝒙 + 𝒇(𝒚)
𝛛𝒙 𝟐
𝒙𝟑 𝒚𝒙𝟐
𝒛= + + 𝒙𝒇(𝒚) + 𝒈(𝒚) is the required solution
𝟔 𝟐
𝛛𝟐 𝒛 𝒙
2.Solve: = +𝒂
𝛛𝒙𝛛𝒚 𝒚
Solution:Integrating w.r.t 𝒙 (keeping 𝒚 fixed)
𝛛𝒛 𝟏 𝒙𝟐
= ( ) + 𝒂𝒙 + 𝒇(𝒚)
𝛛𝒚 𝒚 𝟐
Integrating w.r.t 𝒚 (keeping 𝒙 fixed)
𝒙𝟐
𝒛 = ( ) 𝒍𝒐𝒈 𝒚 + 𝒂𝒙𝒚 + ∫ 𝒇(𝒚) 𝒅𝒚 + 𝒈(𝒙)
𝟐
𝛛𝟑 𝒛
𝟑.Solve: 𝟐 + 𝟏𝟖𝒙𝒚𝟐 + 𝒔𝒊𝒏( 𝟐𝒙 − 𝒚) = 𝟎
𝛛𝒙 𝛛𝒚
Solution:Integrating twice w.r.t 𝒙 (keeping 𝒚 fixed)
𝛛𝟐 𝒛 𝒄𝒐𝒔( 𝟐𝒙 − 𝒚)
+ 𝟗𝒙𝟐 𝒚𝟐 − = 𝒇(𝒚)
𝛛𝒙𝛛𝒚 𝟐
𝛛𝒛 𝒔𝒊𝒏( 𝟐𝒙 − 𝒚)
+ 𝟑𝒙𝟑 𝒚𝟐 − = 𝒙𝒇(𝒚) + 𝒈(𝒚)
𝛛𝒚 𝟒
Integrating w.r.t 𝒚 (keeping 𝒙 fixed)
𝒄𝒐𝒔( 𝟐𝒙 − 𝒚)
𝒛 + 𝒙𝟑 𝒚𝟑 − = 𝒙 ∫ 𝒇(𝒚) 𝒅𝒚 + ∫ 𝒈(𝒚)𝒅𝒚 + 𝒘(𝒙)
𝟒
𝒄𝒐𝒔( 𝟐𝒙 − 𝒚)
𝒛 + 𝒙𝟑 𝒚𝟑 − = 𝒙𝑭(𝒚) + 𝑮(𝒚) + 𝒘(𝒙)
𝟒
is the required solution
𝛛𝟐 𝒛 𝛛𝒛
𝟒.Solve: = 𝒔𝒊𝒏 𝒙 𝒔𝒊𝒏 𝒚 for which = −𝟐 𝒔𝒊𝒏 𝒚 when 𝒙 = 𝟎,
𝛛𝒙𝛛𝒚 𝛛𝒚
and z = 0 if 𝒚 is odd multiples of 𝝅⁄𝟐 .
Solution:Integrating w.r.t 𝒙 (keeping 𝒚 fixed)
𝛛𝒛
= − 𝒔𝒊𝒏 𝒚 𝒄𝒐𝒔 𝒙 + 𝒇(𝒚) − − − −(𝟏)
𝛛𝒚
𝛛𝒛
Given, = −𝟐 𝒔𝒊𝒏 𝒚 when 𝒙 = 𝟎
𝛛𝒚
−𝟐 𝒔𝒊𝒏 𝒚 = − 𝒔𝒊𝒏 𝒚 𝒄𝒐𝒔 𝟎 + 𝒇(𝒚)
−𝟐 𝒔𝒊𝒏 𝒚 + 𝒔𝒊𝒏 𝒚 = 𝒇(𝒚)
- 𝒔𝒊𝒏 𝒚 = 𝒇(𝒚)
(𝟏) becomes
𝛛𝒛
= − 𝒔𝒊𝒏 𝒚 𝒄𝒐𝒔 𝒙 − 𝒔𝒊𝒏 𝒚 − − − −(𝟐)
𝛛𝒚
integrate w.r.t y
𝒛 = 𝒄𝒐𝒔 𝒚 𝒄𝒐𝒔 𝒙 + 𝒄𝒐𝒔 𝒚 + 𝒈(𝒙)
given, z = 0 if y = (2n + 𝟏) 𝝅⁄𝟐 in eq𝒏 (𝟐)
we get 𝒈(𝒙) = 𝟎
𝒛 = 𝒄𝒐𝒔 𝒚 𝒄𝒐𝒔 𝒙 + 𝒄𝒐𝒔 𝒚 = 𝒄𝒐𝒔 𝒚 (𝒄𝒐𝒔 𝒙 + 𝟏)
𝛛𝟐 𝒛 𝛛𝒛
𝟓.Solve: 𝟐 = 𝒙𝒚 for which = 𝒍𝒐𝒈( 𝟏 + 𝒚) when 𝒙 = 𝟏,
𝛛𝒙 𝛛𝒙
and z = 0 𝒘hen 𝒙 = 0
Solution:Integrating twice w.r.t 𝒙 (keeping 𝒚 fixed)
𝛛𝒛 𝒚𝒙𝟐
= + 𝒇(𝒚) − − − −(𝟏)
𝛛𝒙 𝟐
𝛛𝒛
Given, = 𝒍𝒐𝒈( 𝟏 + 𝒚) when 𝒙 = 𝟏
𝛛𝒙
𝒚
𝒍𝒐𝒈( 𝟏 + 𝒚) = + 𝒇(𝒚)
𝟐
𝒚
𝒍𝒐𝒈( 𝟏 + 𝒚) - = 𝒇(𝒚)
𝟐
(𝟏) becomes
𝛛𝒛 𝒚𝒙𝟐 𝒚
= + 𝒍𝒐𝒈( 𝟏 + 𝒚) - − − − −(𝟐)
𝛛𝒙 𝟐 𝟐
integrate w.r.t 𝒙
𝒚𝒙𝟑 𝒚
𝒛= + (𝒍𝒐𝒈( 𝟏 + 𝒚) - ) 𝒙 + 𝒈(𝒚)
𝟔 𝟐
given, 𝒛 = 0 𝒘hen 𝒙 = 0
we get 𝒈(𝒚) = 𝟎
𝒚𝒙𝟑 𝒚
𝒛= + (𝒍𝒐𝒈( 𝟏 + 𝒚) - ) 𝒙
𝟔 𝟐
𝛛𝟐 𝒛
𝟔.Solve the equation: + 𝟗𝒙𝟐 𝒚𝟐 = 𝒄𝒐𝒔( 𝟐𝒙 − 𝒚) given that
𝛛𝒙𝛛𝒚
𝛛𝒛
𝒛 = 0 when y = 0 and = 𝟎 when x = 𝟎
𝛛𝒚
Solution:Integrating w.r.t 𝒙 (keeping 𝒚 fixed)
𝛛𝒛 𝟐
𝒙𝟑 𝒔𝒊𝒏( 𝟐𝒙 − 𝒚)
+ 𝟗𝒚 ( ) = + 𝒇(𝒚)
𝛛𝒚 𝟑 𝟐
𝛛𝒛 𝒔𝒊𝒏( 𝟐𝒙 − 𝒚) 𝛛𝒛
+ 𝟑𝒙𝟑 𝒚𝟐 = + 𝒇(𝒚) − − − (𝟏) Given = 𝟎 when x = 0
𝛛𝒚 𝟐 𝛛𝒚
𝒔𝒊𝒏( − 𝒚)
𝟎= + 𝒇(𝒚)
𝟐
𝒔𝒊𝒏( 𝒚)
𝒇(𝒚) = Eq. (𝟏) becomes
𝟐
𝛛𝒛 𝒔𝒊𝒏( 𝟐𝒙 − 𝒚) 𝒔𝒊𝒏( 𝒚)
+ 𝟑𝒙𝟑 𝒚𝟐 = +
𝛛𝒚 𝟐 𝟐
Integrate w.r.t. y (keeping x constant)
𝒙𝟑 𝒚𝟑 𝟏 𝒄𝒐𝒔( 𝟐𝒙 − 𝒚) 𝒄𝒐𝒔( 𝒚)
𝒛 + 𝟑( )=− ( )− + 𝒈(𝒙)
𝟑 𝟐 −𝟏 𝟐
𝟏 𝒄𝒐𝒔( 𝒚)
𝒛 + 𝒙𝟑 𝒚𝟑 = + 𝒄𝒐𝒔( 𝟐𝒙 − 𝒚) − + 𝒈(𝒙) − − − (𝟐)
𝟐 𝟐
Given z = 0 when y = 0
𝟏 𝟏
𝟎 = 𝒄𝒐𝒔 𝟐 𝒙 − + 𝒈(𝒙)
𝟐 𝟐
𝟏 𝟐 𝒔𝒊𝒏𝟐 𝒙
𝒈(𝒙) = (𝟏 − 𝒄𝒐𝒔 𝟐 𝒙) = = 𝒔𝒊𝒏𝟐 𝒙
𝟐 𝟐
𝟏 𝒄𝒐𝒔( 𝒚)
𝒛 = −𝒙𝟑 𝒚𝟑 + 𝒄𝒐𝒔( 𝟐𝒙 − 𝒚) − + 𝒔𝒊𝒏𝟐 𝒙
𝟐 𝟐
𝛛𝟐 𝒛
requrid PDE𝟕.Solve the equation: + 𝟗𝒙𝟐 𝒚𝟐 = 𝒄𝒐𝒔( 𝟐𝒙 − 𝒚) given that
𝛛𝒙𝛛𝒚
𝛛𝒛
𝒛 = 0 when y = 0 and = 𝟎 when x = 𝟎
𝛛𝒚
Solution:Integrating w.r.t 𝒙 (keeping 𝒚 fixed)
𝛛𝒛 𝟐
𝒙𝟑 𝒔𝒊𝒏( 𝟐𝒙 − 𝒚)
+ 𝟗𝒚 ( ) = + 𝒇(𝒚)
𝛛𝒚 𝟑 𝟐
𝛛𝒛 𝒔𝒊𝒏( 𝟐𝒙 − 𝒚) 𝛛𝒛
+ 𝟑𝒙𝟑 𝒚𝟐 = + 𝒇(𝒚) − − − (𝟏) Given = 𝟎 when x = 0
𝛛𝒚 𝟐 𝛛𝒚
𝒔𝒊𝒏( − 𝒚)
𝟎= + 𝒇(𝒚)
𝟐
𝒔𝒊𝒏( 𝒚)
𝒇(𝒚) =
𝟐
Eq. (𝟏) becomes
𝛛𝒛 𝒔𝒊𝒏( 𝟐𝒙 − 𝒚) 𝒔𝒊𝒏( 𝒚)
+ 𝟑𝒙𝟑 𝒚𝟐 = +
𝛛𝒚 𝟐 𝟐
Suppose that the dependent variable has been differentiated partially w.r.t. one
independent variable say x only. Then PDE can be treated as an ordinary
differential equation (ODE).The arbitrary constants in the solution are then
replaced by arbitrary function of the other variable (y) giving a solution of the PDE
𝝏𝟐 𝒛 𝝏𝒛
𝟏.Solve: 𝟐 = 𝒛 given that z = 𝟎 and = 𝒔𝒊𝒏 𝒙 ,when 𝒚 = 𝟎,
𝝏𝒚 𝝏𝒚
Solution:
Here 𝒛 is function of 𝒚 only. The PDE can be assume
in the form ODE
𝒅𝟐 𝒛 𝟐
𝒅
− 𝒛 = 𝟎 or (𝑫 − 𝟏 ) 𝒛 = 𝟎 where =𝑫
𝒅𝒚𝟐 𝒅𝒚
Auxillary Equation is
𝑫𝟐 − 𝟏 = 𝟎 or 𝑫𝟐 = 𝟏
𝑫 = ±√𝟏 = ±𝟏(𝒓𝒆𝒂𝒍 and different 𝒓𝒐𝒐𝒕𝒔)
complementary function
z = c𝟏 𝒆𝒚 + 𝒄𝟐 𝒆−𝒚 (for ODE)
The solution for PDE, replace c𝟏&𝒄𝟐 by function y
z = 𝒇(𝒙)𝒆𝒚 + 𝒈(𝒙)𝒆−𝒚 -----(𝟏)
Now find the value of 𝒇(𝒙)&𝒈(𝒙) using the given data
When 𝒚 = 𝟎, 𝒛 = 𝟎 hence 𝒆𝒒(𝟏)becomes
𝟎 = 𝒇(𝒙)𝒆𝟎 + 𝒈(𝒙)𝒆𝟎
𝟎 = 𝒇(𝒙) + 𝒈(𝒙) − − − −(𝟐)
𝝏𝒛
Also by data, when 𝒚 = 0 , = 𝒔𝒊𝒏 𝒙
𝝏𝒚
differentiate Eq.(𝟏) w.r.t. 𝒚 partially we get
𝝏𝒛
= 𝒇(𝒙)𝒆𝒚 − 𝒈(𝒙)𝒆−𝒚
𝝏𝒚
𝒔𝒊𝒏 𝒙 = 𝒇(𝒙)𝒆𝟎 − 𝒈(𝒙)𝒆𝟎
𝒔𝒊𝒏 𝒙
Eq.(𝟐) + Eq.(𝟑) 𝒇(𝒚) =
𝟐
− 𝒔𝒊𝒏 𝒙
Eq.(𝟐) − Eq.(𝟑) 𝒈(𝒙) =
𝟐
Eq.(𝟏) becomes
𝒔𝒊𝒏 𝒙 − 𝒔𝒊𝒏 𝒙
𝒛 = 𝒆𝒚 ( ) + 𝒆−𝒚 ( )
𝟐 𝟐
𝒆𝒚 − 𝒆−𝒚
𝒛=( ) 𝒔in𝒙
𝟐
𝒛 = (𝒔𝒊𝒏𝒉 𝒚) 𝒔in𝒙 is the required solution
𝒔𝒊𝒏 𝒙 = 𝒇(𝒙) − 𝒈(𝒙) − − − −(𝟑)
solve Eq.(𝟐) and Eq.(𝟑)
𝝏𝟐 𝒛 𝝏𝒛
𝟐.Solve: 𝟐 + 𝟑 − 𝟒𝒛 = 𝟎 subject to conditions that
𝝏𝒙 𝝏𝒙
𝝏𝒛
𝒛 = 𝟏 and = 𝒚 when 𝒙 = 𝟎,
𝝏𝒙
Solution:
Here 𝒛 is function of 𝒙 only. The PDE can be assume
in the form ODE
𝒅𝟐 𝒛 𝒅𝒛 𝒅
𝟐 +𝟑 − 𝟒𝒛 = 𝟎 or (𝑫𝟐 + 𝟑𝑫 − 𝟒)𝒛 = 𝟎 where =𝑫
𝒅𝒙 𝒅𝒙 𝒅𝒙
Auxillary Equation is
𝑫𝟐 + 𝟑𝑫 − 𝟒 = 𝟎
𝑫 = 𝟏, 𝑫 = −𝟒, (𝒓𝒆𝒂𝒍 and different 𝒓𝒐𝒐𝒕𝒔)
complementary function
z = c𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝟒𝒙 (for ODE)
The solution for PDE, replace c𝟏&𝒄𝟐 by function y
z = 𝒇(𝒚)𝒆𝒙 + 𝒈(𝒚)𝒆−𝟒𝒙 -----(𝟏)
Now find the value of 𝒇(𝒚)&𝒈(𝒚) using the given data
When 𝒙 = 𝟎, 𝒛 = 𝟏 hence 𝑬𝒒. (𝟏)becomes
𝝏𝒛
𝟏 = 𝒇(𝒚) + 𝒈(𝒚) − − − −(𝟐) Also by data, = 𝒚,when 𝒙 = 0 ,
𝝏𝒙
differentiate Eq.(𝟏) w.r.t. 𝒙 partially we get
𝝏𝒛
= 𝒇(𝒚)𝒆𝒙 − 𝟒𝒈(𝒚)𝒆−𝟒𝒙
𝝏𝒙
𝒚 = 𝒇(𝒚𝒆𝟎 − 𝟒𝒈(𝒚)𝒆𝟎
𝒚 = 𝒇(𝒚) − 𝟒𝒈(𝒚) − − − −(𝟑)
solve Eq.(𝟐) and Eq.(𝟑)
solveing Eq.(𝟐) & Eq.(𝟑)
𝟒+𝒚 𝟏−𝒚
𝒇(𝒚) = &𝒈(𝒚) =
𝟓 𝟓
𝟒+𝒚 𝒙 𝟏 − 𝒚 −𝟒𝒙
𝒛=( )𝒆 + ( ) 𝒆 is the required solution
𝟓 𝟓
𝝏𝟐 𝒛 𝝏𝒛
𝟑.Solve: 𝟐 = 𝒛 given that when 𝒚 = 𝟎, z = 𝒆𝒙 and = 𝒆−𝒙
𝝏𝒚 𝝏𝒚
Solution:
Here 𝒛 is function of 𝒚 only. The PDE can be assume
in the form ODE
𝒅𝟐 𝒛 𝟐
𝒅
− 𝒛 = 𝟎 or (𝑫 − 𝟏 ) 𝒛 = 𝟎 where =𝑫
𝒅𝒚𝟐 dx
Auxillary Equation is
𝑫𝟐 − 𝟏 = 𝟎 or 𝑫𝟐 = 𝟏
𝑫 = ±√𝟏 = ±𝟏(𝒓𝒆𝒂𝒍 and different 𝒓𝒐𝒐𝒕𝒔)
complementary function
z = c𝟏 𝒆𝒚 + 𝒄𝟐 𝒆−𝒚 (for ODE)
The solution for PDE, replace c𝟏&𝒄𝟐 by function y
z = 𝒇(𝒙)𝒆𝒚 + 𝒈(𝒙)𝒆−𝒚 -----(𝟏)
Now find the value of 𝒇(𝒙)&𝒈(𝒙) using the given data
When 𝒚 = 𝟎, 𝒛 = 𝒆𝒙 hence 𝑬𝒒. (𝟏)becomes
𝒆𝒙 = 𝒇(𝒙)𝒆𝟎 + 𝒈(𝒙)𝒆𝟎
𝒆𝒙 = 𝒇(𝒙) + 𝒈(𝒙) − − − −(𝟐)
𝝏𝒛
Also by data, when 𝒚 = 0 , = 𝒆−𝒙
𝝏𝒚
differentiate Eq.(𝟏) w.r.t. 𝒚 partially we get
𝝏𝒛
= 𝒇(𝒙)𝒆𝒚 − 𝒈(𝒙)𝒆−𝒚
𝝏𝒚
𝒆−𝒙 = 𝒇(𝒙)𝒆𝟎 − 𝒈(𝒙)𝒆𝟎
𝒆−𝒙 = 𝒇(𝒙) − 𝒈(𝒙) − − − −(𝟑)
Solve Eq.(𝟐) and Eq.(𝟑)
Eq. (𝟐) + Eq. (𝟑)
𝟐𝒇(𝒙) = 𝒆𝒙 + 𝒆−𝒙
𝒆𝒙 + 𝒆−𝒙
𝒇(𝒙) = = 𝒄𝒐𝒔𝒉 𝒙
𝟐
eq (𝟐) − eq (𝟑)
𝟐𝒇(𝒙) = 𝒆𝒙 − 𝒆−𝒙
𝒆𝒙 − 𝒆−𝒙
𝒈(𝒙) = = 𝒔𝒊𝒏𝒉 𝒙
𝟐
𝒛 = 𝒆𝒚 𝒄𝒐𝒔𝒉 𝒙 + 𝒆−𝒚 𝒔𝒊𝒏𝒉 𝒙 is the required solution
Module-5
Probability:
Introduction. Sample space and events. Axioms of probability. Addition & multiplication
theorems. Conditional probability, Bayes’s theorem, problems.
Index
1 INTRODUCTION 2
3 Bayes’s theorem 4
4 Problems 5-8
Maharaja Institute of Technology Mysore Department of Mathematics
Probability
The experiments (trials) when performed repeatedly giving different results (outcomes) are called
random experiments.
A set S consisting of all possible outcomes of a random experiment is called a sample space, which
corresponds to the universal set.
If a sample space has finite number of elements, then it is called a finite sample space otherwise it is
called an infinite sample space.
An event E is a subset of the sample space S. A particular outcome that is an element in S is called a sample.
Mutually exclusive events: Two or more events are said to be mutually exclusive if the happening of one event
prevent the simultaneous happening of the others.
Or 𝐴1, 𝐴2, 𝐴3, … . 𝐴𝑛 are said to be mutually exclusive events of 𝑆, if 𝐴𝑖 ∩ 𝐴𝑗 = ∅ for all 𝑖 ≠ 𝑗 .
Independent events: Two or more events are said to be independent if the happening or non happening of one
event does not prevent the happening or non happening of the others.
DEFINITION: If there are n exhaustive , mutually exclusive and equally possible cases of which m are
𝑚
favorable to an event E, then the probability (𝑃) of the happening of 𝐸 is 𝑃(𝐸) =
𝑛
Let 𝑆 be a sample space and 𝐴 be any event of 𝑆. Then a real valued function 𝑃(𝐴) known as the probability
of the event 𝐴 , if the following axioms are satisfied.
1. 𝑃(𝑆) = 1
2. For every event 𝐴 of 𝑆 , 0 ≤ 𝑃(𝐴) ≤ 1.
1. If 𝐴1, 𝐴2, 𝐴3, … . 𝐴𝑛 are mutually exclusive events of 𝑆
then ,𝑃(𝐴1 ∪ 𝐴2 ∪ … .∪ 𝐴𝑛) = 𝑃(𝐴1) + 𝑃(𝐴2) + ⋯ . +𝑃(𝐴𝑛)
Addition rule: If 𝐴 and 𝐵 are any two events of 𝑆 then, 𝑃 (𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) – 𝑃(𝐴 ∩ 𝐵)
Proof:
We prove the result using the following Venn diagram.
𝑆 𝐴 𝐵
𝐴∩𝐵
A∩𝐵 𝐴∩B
Conditional probability:
Let A and B be the two events. Probability of the happening of the event B when the event A has
already happened is called the conditional probability denoted by P(B/A).
𝑷(𝑨∩𝑩)
i.e. P(B/A) = ……………….(i)
𝑷(𝑨)
𝑷(𝑨∩𝑩)
Also P(A/B) =
𝑷(𝑩)
Multiplication rule:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴). 𝑃(𝐵/𝐴) or 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵). 𝑃(𝐴/𝐵) .
Baye’s theorem:
Statement
Let 𝐴1 , 𝐴2 , 𝐴3 , … . 𝐴𝑛 be a set of exhaustive and mutually exclusive events of the sample space S with
P(𝐴𝑖 ) ≠ 0 for each i. If A is any other event associated with 𝐴𝑖
𝑷(𝑨𝒊 )𝑷(𝑨/𝑨𝒊 )
(𝑖. 𝑒. 𝐴 ⊂ ⋃𝑛𝑖=1 𝐴𝑖 )𝑤𝑖𝑡ℎ 𝑃(𝐴) ≠0 then P(𝑨𝒊 /A) = ∑𝒏
𝒊=𝟏 𝑷(𝑨𝒊 )𝑷(𝑨/𝑨𝒊 )
Problems:
1. From five positive and seven negative numbers, five numbers are chosen at random and multiplied.
What is the probability that the product is a (i) negative number (ii) positive number?
Soln: Sample space contains 12𝐶5 = 792 products (selection of 5 numbers from 12)
(i) If the product is negative number then odd numbers of negative numbers are selected.
Therefore number of negative numbers is 1 or 3 or 5.
Number of selection of 1 negative and 4 positive numbers= 7𝐶1 5𝐶4 = 35.
Number of selection of 3 negative and 2 positive numbers= 7𝐶3 5𝐶2 = 350.
Number of selection of 5 negative and 0 positive numbers= 7𝐶5 5𝐶0 = 21.
406 203
Totally there are 406 favorable cases. And hence required probability= = = 0.5126 .
792 396
(ii) Since there is no zero number, the product is either negative or positive.
193
Therefore probability that the product is positive = 1 − 0.5126 = 396
= 0.4874 .
2. Two fair dice are rolled. If the sum of the numbers obtained is 4, find the probability that number obtained
on both the dice are even.
Soln: Since the sum of the numbers obtained is 4, there are (1, 3), (2, 2), (3, 1) three cases, in which only one
1
case (2, 2) with number obtained on both the dice are even. And hence required probability =
3
3. What is the probability that a leap year selected at random will contain 53 Sundays?
Soln: A leap year consists of 366 days , so that there are 52 full weeks and two extra days. These two days can
be 1. Monday, Tuesday, 2. Tuesday, Wednesday, 3. Wednesday, Thursday, 4. Thursday, Friday,
5. Friday, Saturday, 6. Saturday, Sunday, 7. Sunday, Monday.
2
Of these 7 cases, the last two are favorable and hence the required probability =
7
4. An urn contains 5 red and 10 black balls. Eight of them are placed in another urn. What is the probability
that the latter then contains 2 red and 6 black balls?
Soln: The number of ways in which 8 balls can be drawn out of 15 balls is 15𝐶8.
Two red balls and 6 black balls can be drawn in 5𝐶2 × 10𝐶6 ways.
5𝐶 10
2× 𝐶6 140
∴ Required probability = 15𝐶
= .
8 429
4 13 1
Then clearly 𝑃(𝐴) = , 𝑃(𝐵) = , 𝑃(𝐴 ∩ 𝐵) =
52 52 52
4 13 1 4
And hence by addition rule 𝑃(𝐴 ∪ 𝐵) = 52 + 52 + 52 = 13
5. A bag contains 8 white and 6 red balls. Find the probability of drawing two balls of the same colour.
Soln: Total number of outcomes = 14𝐶2 = 91.
Two white balls can be drawn in 8𝐶2 or two red balls can be drawn in 6𝐶2.
The number of ways of drawing two balls of the same colour =8𝐶2+ 6𝐶2
=43
43
And hence the required probability = .
91
6. A box A contains 2 white and 4 black balls. Another box B contains 5 white and 7 black balls. A ball is
transferred from the box A to box B. Then a ball is drawn from box B. Find the probability that is white.
Soln: Let 𝐴1 be the event that white ball is transferred from box A to box B, 𝐴2 be the event that
black ball is transferred from box A to box B and 𝑊 be the event that white ball is drawn from B.
1 2 6 5
𝑃 (𝐴1) = , 𝑃 (𝐴2) = , 𝑃 (𝑊/𝐴1) = , 𝑃 (𝑊/𝐴2) =
3 3 13 13
16
Therefore 𝑃 (𝑊 ) = 𝑃(𝑊/𝐴1) 𝑃(𝐴1)+ 𝑃(𝐴2 ) 𝑃(𝑊/𝐴2 ) =
39
3 1 1
7. Let A and B be any two events with 𝑃(𝐴) = , 𝑃(𝐵) = and 𝑃(𝐴 ∩ 𝐵) = .
4 5 20
3 1 1 9
Soln: (𝑖) 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)– 𝑃(𝐴 ∩ 𝐵) = + − = .
4 5 20 10
P(A ∪ B)
(𝑖𝑣) 𝑃(𝐴/𝐵)= =1/4
𝑃(𝐵)
1 1 1
8. The probability that 3 students A, B, C solve a problem is , , respectively .If the problem is
2 3 4
simultaneously assigned to all of them, what is the probability that the problem is solved?
= 1 − 𝑃(̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐴 ∪ B ∪ C))
= 1 − 𝑃( 𝐴 ∩ 𝐵∩ 𝐶) (since they are independent)
̅̅̅ × 𝑃(𝐵)
=1−𝑃(𝐴) ̅̅̅ = 1−(1 × 2 × 3)= 3
̅̅̅̅ × 𝑃(𝐶)
2 3 4 4
9. If all the letters of the word ‘ENGINEER’ be written at random, what is the probability that all the
letters E are found together?
8!
Soln: Number of arrangements = 3!×2!
= 3360.
If 3 E’s are together, consider 3 E’s as one letter and arrange this with remaining 5 letters.
6!
Number of such arrangements = = 360.
2!
360 3
The probability that all the letters E are found together = 3360 = 28 .
10. In a certain college, 4% of the boys and 1% of the girls are taller than 1.8 m. Further more 60% of the
students are girls. If a student is selected at random and is found to be taller than 1.8 m., what is the
probability that the student is a girl?
Soln: Let 𝐵 be the event that the student is boy, 𝐺 be the event that the student is girl and 𝑇 be the event
that the student is taller than 1.8 m.
Given that 𝑃(𝐵) = 0.4, 𝑃(𝐺) = 0.6, 𝑃(𝑇/𝐵) = 0.04, 𝑃(𝑇/𝐺) = 0.01.
If a student is selected at random and is found to be taller than 1.8 m.,
By Baye’s theorem required probability = 𝑃(𝐺/𝑇)
𝑃(𝑇/𝐺)𝑃(𝐺)
=
𝑃(𝑇/𝐺)𝑃(𝐺) + 𝑃(𝑇/𝐵)𝑃(𝐵)
0.01×0.6 3
= = = 0.2727.
0.01×0.6+0.04×0.4 11
11. The chance that a doctor will diagnose a disease correctly is 60%. The chance that a patient will die after
The correct diagnose is 40% and the chance of death after wrong diagnose is 70%. If a patient dies, what
Is the probability that disease was correctly diagnosed?
Soln: Let 𝐴 be the event that doctor will diagnose a disease correctly, 𝐵 diagnose a disease wrongly and 𝐷 be
the event that patient will die.
Given that 𝑃(𝐴) = 0.6, 𝑃(𝐵) = 0.4 .
And 𝑃(𝐷 ∕ 𝐴) = 0.4 , 𝑃(𝐷 ∕ 𝐵) = 0.7 .
𝑃(𝐷⁄𝐴)𝑃(𝐴)
By Baye’s theorem required probability = 𝑃(𝐴 ∕ 𝐷) =
𝑃(𝐷⁄𝐴)𝑃(𝐴)+𝑃(𝐷⁄𝐵)𝑃(𝐵)
0.4×0.6 6
.
= =
0.4×0.6+0.7×0.4 13
12.Three machines A , B , C produce respectively 50 %, 30% and 20% of the items in a factory.
The percentage of defective outputs of these machines are 3, 4 and 5 respectively. An item selected at
random is found to be defective. Find the probability that it is from machine A.
Soln: Let 𝐴 , 𝐵 , 𝐶 are the event that item is from machines A , B , C respectively ,
and 𝐷 be the defective item.
Given that 𝑃(𝐴) = 0.5, 𝑃(𝐵) = 0.3, 𝑃(𝐶) = 0.2 .
And 𝑃(𝐷 ∕ 𝐴) = 0.03, 𝑃(𝐷 ∕ 𝐵) = 0.04, 𝑃(𝐷 ∕ 𝐶) = 0.05 .
𝑃(𝐷⁄𝐴)𝑃(𝐴)
By Baye’s theorem required probability = 𝑃(𝐴 ∕ 𝐷) =
𝑃(𝐷⁄𝐴)𝑃(𝐴)+𝑃(𝐷⁄𝐵)𝑃(𝐵)+𝑃(𝐷⁄𝐶)𝑃(𝐶)
(0.03)(0.5)
= = 0.4054
(0.03)(0.5)+(0.3)(0.04)+(0.2)(0.05)
13.. In a bolt factory, there are four machines A , B , C , D manufacturing 20%,15%,25% and
40%of the total output respectively. Of these outputs 5%, 4%, 3% and 2% in the same order are
defective bolts. A bolt is chosen at random from the factory’s production and found defective. What
is the probability that the bolt was manufactured by machine A or machine D?