‫جامعة نينوى‬

2021 - 2022 ‫كلية هندسة الإلكترونيات‬

‫المناهج‬ ‫قسم هندسة الاتصالات‬
‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫جامعة نينوى‬

Ninevah University
College Of Electronics Engineering
Communication Engineering Department

Class Second Theory : 3 Hrs/wk

Subject Engineering Analysis Tutorial 1 Hrs/wk
Code CE2201 Unit 6 Practical Hrs/wk

Article Hrs
Multiple Integrals:
i) Double Integral. ii) Area and volumes. iii) Double Integral in Polar Coordinates
8
iv) Evaluation of volume and triple Integrals. v) Evaluation of surface & surface
Integrals.
Sequences And Series:
i) Sequences: convergence; Test of monotone ii) series : geometric series; nth partial 8
sum; test of convergence; alternating series. iii) Power and Taylor’s series.
Vectors Functions:
i)Equations of lines and planes. ii) Product of three or more vectors.
10
iii) Vector function & motion : velocity and acceleration. iv)Tangential vectors.
v) Curvature and normal vector.
Ordinary Differential Equations:
i) First order (variables separable; homogeneous; linear – Bernoulli and exact).
10
ii) Second order (Homogeneous and non homogeneous).
iii) Higher order differential equations.
Solution Of Differential Equations By Power Series:
Legendre s equation; Legendre s polynomials; Bessel function of the first and second 10
kinds; Bessel function properties.
Partial Differentiation Equation:
Wave equation; laplace equation; solution of boundary condition problems; general 10
solution; solution by separation of variables.
Numerical Analysis:
i)Solution of non-linear equations (Iteration; bisection and Newton-Raphson).
10
ii) Finite differences. iii) Numerical differentiation and Integration.
iv) Numerical solution of 1st order ordinary differential equations.
Matrix Analysis:
Review of matrix theory; Linear transformation; Eigen values & eigen vectors; lace Lap 10
transform of matrices; Application of matrices to electric circuits.
Statistics:
10
Definition; Frequency distribution (relative & commutative; Mean; Standard deviation).

22 ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫تقرير التقييم الذاتي‬
 ‫جامعة نينوى‬
2021 - 2022 ‫كلية هندسة الإلكترونيات‬
‫المناهج‬ ‫قسم هندسة الاتصالات‬
‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫ جامعة نينوى‬- ‫ كلية هندسة االلك ترونيات‬- ‫جامعة نينوى‬

Article Hrs
Probability:
Definition; mutually exclusive & conditional probability; permutations & 10
combinations; Probability distribution: Binomial; Normal & Poisson distributions.
Complex Variable Theory:
Function of complex variable; complex differentiation; Analytic function & its
properties; Integration in the complex plane; Cauchy s theorem; Cauchy s integral 10
formula for simply & multiply connected regions; Complex variable theory:
Taylor’s theorem; Laurent series; The residue theorem.
Applications of Matlab 14
Total 120

Text book:
1: ‘‘Advanced Engineering Mathematics’’ By KREYSIK
2: “Calculus” By Finney& Thomas

23 ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫ تقرير التقييم الذاتي‬- ‫تقرير التقييم الذاتي‬
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

CHAPTER ONE
Multiple Integrals
The integral of functions of several variables called multiple
integral (double or triple).

Ex1: solve the following integral:

Sol:
1
2 3
= ∫ 𝑥 − 3𝑥 𝑦] 𝑑𝑦
−1 0
1
= ∫ 2 − 16𝑦 𝑑𝑦
−1
1 2]
= 2𝑦 − 8𝑦
−1
= 2 − 8 − (−2 − 8) = 4

1
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

1-Double Integral over Bounded Rectangular Region

We begin our investigation of double integrals by

considering the simplest type of planar region, a rectangle. We
consider a function f(x, y) defined on a rectangular region R,

This region is represent the base

region of the solid volume with
height is f(x,y). This region is
divided into group of small
rectangular pieces with area:

∆𝐴𝑘 = ∆𝑥𝑘 ∆𝑦𝑘

Then the volume of small

rectangular element is given by:
∆𝑉𝑘 = ∆𝐴𝑘 𝑓(𝑥𝑘 , 𝑦𝑘 )
Then the sum of the volumes is:
𝑛 𝑛

𝑆𝑛 = ∑ ∆𝑉𝑘 = ∑ ∆𝐴𝑘 𝑓(𝑥𝑘 , 𝑦𝑘 )

𝑘=1 𝑘=1
Where: n represents the No. of rectangular pieces.
To find the total volume of the solid we take limit for both
sides of the above equation (as 𝑛 → ∞). then:
𝑛

𝑉𝑜𝑙𝑢𝑚𝑒 = lim 𝑆𝑛 = lim ∑ ∆𝐴𝑘 𝑓(𝑥𝑘 , 𝑦𝑘 )

𝑛→∞ 𝑛→∞
𝑘=1
Then :

𝑉 = ∬ 𝑓 (𝑥, 𝑦)𝑑𝐴 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦

𝑅 𝑅

2
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

In general:

----------------------------------------------------------------------

Ex1: If 𝑧 = 𝑓 (𝑥, 𝑦) = 4 − 𝑥 − 𝑦 over the region R, R: 0 ≤ 𝑥 ≤ 2

& 0 ≤ 𝑦 ≤ 1, find the volume bounded by R
and the surface Z.

3
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

4
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

Ex2: If 𝑧 = 𝑓(𝑥, 𝑦) = 𝑦 cos 𝑥𝑦 over the region R, R: 0 ≤ 𝑥 ≤ 𝜋 &

0 ≤ 𝑦 ≤ 1, find the volume bounded by R and the surface Z.

5
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

1
Ex3: If 𝑧 = 𝑓(𝑥, 𝑦) = 𝑥𝑦 over the region R, R: 1 ≤ 𝑥 ≤ 2 &
1 ≤ 𝑦 ≤ 2, find the volume bounded by R and the surface Z.

6
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

HW1: Find the volume of the region bounded above by elliptical

paraboloid 𝑧 = 𝑓(𝑥, 𝑦) = 10 + 𝑥 2 + 3𝑦 2 and below the rectangle
R: 0 ≤ 𝑥 ≤ 1 & 0 ≤ 𝑦 ≤ 2.
HW2: If 𝑧 = 𝑓(𝑥, 𝑦) = sin 𝑥 + cos 𝑦 over the region R,
R: 0 ≤ 𝑥 ≤ 𝜋 & 𝜋 ≤ 𝑦 ≤ 2𝜋 find the volume bounded by R and
the surface Z.

7
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

2-Dobule Integrals over bounded non-rectangular region

We considered that the function

z=f(x,y) is defined over non-
rectangular region.

𝑥1 ≤ 𝑥 ≤ 𝑥2 and 𝑦1 ≤ 𝑦 ≤ 𝑦2
Where: either

1) x1, x2 are constants and

𝑦1 = 𝑔1 (𝑥 ), 𝑦2 = 𝑔2 (𝑥).
2) Or y1, y2 are constants and
𝑥1 = ℎ1 (𝑦), 𝑥2 = ℎ2 (𝑦).

By the same way mentioned in sec.1 then the volume:

8
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

Finding the limits of integration:

A) Using vertical cross sections (Line in y-axis direction)

9
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

Then apply:

B) Using Horizontal cross sections(Line in x-axis direction)

The same procedure can be applied here but the line in step 2
will be in the x-axis direction. Then apply the:

10
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

Order of integration: It is mean the arrangement of integral,

dydx or dxdy.
Ex1: Find the volume of the solid whose base is the triangular in
the xy-plane bounded by the x-axis and the lines y=x and x=1 and
whose top lies in the plane:

Sol;

11
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

-----------------------------------------------------------------------
Ex2: Find the volume of the solid whose base is the triangular in
the xy-plane bounded by the x-axis and the lines y=x and x=1 and
whose top lies in the plane:
sin 𝑥
𝑧 = 𝑓 (𝑥, 𝑦) =
𝑥

12
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

Ex3: sketch the region of integration and write the equivalent

integral with reversed order of the given integration.

Sol:
x Y=2x x Y=x2
0 0 0 0
1 2 1 1
2 4 2 4

-----------------------------------------------------------------------
Ex4: Find the volume of the solid whose base in the xy-plane is
bounded by the x-axis the line y=4x-2 and the curve 𝑦 = 2√𝑥 and
whose top lies in the plane:
𝑧 = 𝑓 (𝑥, 𝑦) = 16 − 𝑥 2 − 𝑦 2.

x Y=4x-2 x Y=2√𝑥
0 -2 -4 ‫يهمل‬
0.5 0 -1 ‫يهمل‬
2 4 0 0
1 2 1 2
4 14 4 4

13
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

14
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

Ex5: Find the volume of the solid whose base in xy-plane

bounded by the circle 𝑥 2 + 𝑦 2 = 1 and the line y=1-x in the 1st
quadrant and whose top lies in the plane:

Sol:

15
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

16
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

H.W1: sketch the region of integration and write the

equivalent integral with reversed order of the given
integration.
2 4−2𝑥

𝑉 = ∫ ∫ 𝑑𝑦𝑑𝑥
0 0

H.W2: Find the volume of the solid whose base in the xy-plane
is bounded by the x-axis and the lines y=4x and 𝑦 = 2 − 𝑥 and
whose top lies in the plane:
𝑧 = 𝑓 (𝑥, 𝑦) = 3 − 𝑥 − 𝑦

17
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

3-Dobule Integral in Polar form

Integrals are sometimes easier to evaluate if we change to
polar coordinates. This section shows how to accomplish the
change and how to evaluate integrals over regions whose
boundaries are given by polar equations.

Suppose that we have two curves 𝑟1 = 𝑔1 (𝜃) and 𝑟2 = 𝑔2 (𝜃) as

shown in figure below. To find the area bounded between them,
divided the bounded area into small rectangular elements.

𝐴𝑟𝑐 𝑙𝑒𝑛𝑔𝑡ℎ (𝑑𝑟) = 𝑟𝑑𝜃

The area of the small rectangular element is:
𝑑𝐴 = 𝑟𝑑𝑟𝑑𝜃
Then the total area in a polar form is;
𝜃2 𝑟2 =𝑔2(𝜃)

𝐴= ∫ ∫ 𝑟𝑑𝑟𝑑𝜃
𝜃1 𝑟1 =𝑔1 (𝜃)

18
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

And the volume under the surface f(r,θ) is :

𝜃2 𝑟2 =𝑔2(𝜃)

𝑉= ∫ ∫ 𝑓(𝑟, 𝜃) 𝑟𝑑𝑟𝑑𝜃
𝜃1 𝑟1 =𝑔1 (𝜃)

19
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

in the 1st and 2nd quadrant.

Sol:

20
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

-----------------------------------------------

21
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

-----------------------------------------------

22
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

23
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

4-Triple Integral in Rectangular Coordinate

Suppose the surface 𝑧 = 𝑓(𝑥, 𝑦)
to find the volume under the
surface divide the volume into
small rectangular solids with
volume:
∆𝑉 = ∆𝑧∆𝑦∆𝑥
Then the total volume

𝑉 = ∑ ∆𝑉

𝑥2 𝑦2=𝑔2(𝑥) 𝑧2=𝑓2(𝑥,𝑦)

𝑉= ∫ ∫ ∫ 𝑑𝑧 𝑑𝑦 𝑑𝑥
𝑥1 𝑦1 =𝑔1 (𝑥) 𝑧2=𝑓2(𝑥,𝑦)

----------------------------------------------------------------------

Finding Limits of integration in the order dz dy dx

To evaluate ∭ 𝐹 (𝑥, 𝑦, 𝑧)𝑑𝑉 over the region D, integrate first

with respect to z, then with respect to y, and finally with
respect to x. to find the limits of integration:

24
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

1- Sketch. Sketch the region D

along with its "shadow" R
(vertical projection) in the xy-
plane. Label the upper and lower
bounding surfaces of D and the
upper and lower bounding curves
of R.

2- Find the z-limits of

integration. Draw a line M passing
through a typical point (x,y) in R
parallel to the z-axis. As z
increases, M enters D at z = f1(x,
y) and leaves at z = f2(x,y). These
are the z-limits of integration.

3- Find the y-limits of integration.

Draw a line L through (x,y) parallel to
the y-axis. As y increases, L enters R
at y = g1(x) and leaves at y = g2(x).
These are the y-limits of integration.

25
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

4- Find the x-limits of integration. Choose x-limits that

include all lines through R parallel to the y-axis (x = a and x = b
in the preceding figure). These are the x-limits of integration.
The integral is:

𝑥2 𝑦2=𝑔2(𝑥) 𝑧2=𝑓2(𝑥,𝑦)

𝑉= ∫ ∫ ∫ 𝑑𝑧 𝑑𝑦 𝑑𝑥
𝑥1 𝑦2 =𝑔2 (𝑥) 𝑧2=𝑓2(𝑥,𝑦)

-------------------------------------------------------------------

26
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

27
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

Ex2: Find the volume of the 3D-region in the 1st octant

bounded plane and 𝑧 + 𝑦 = 2 and the cylinder 𝑥 = 4 − 𝑦 2 .

28
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

29
Chapter One: Multiple Integrals Communication Eng./ 2nd Stage

Ex3: Find the volume bounded by the surface 𝑧 = 3 − 𝑥 − 𝑦

and the area in x-y plane enclosed by the circle 𝑥 2 + 𝑦 2 = 1
and the line y=x and y-axis.

30
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

5- Triple Integral in cylindrical coordinate

We obtain cylindrical
coordinates for space by
combining polar coordinates in
the xy-plane with the usual z-
axis. This assigns to every point in
space one or more coordinate
triples of the form (r, θ z), as
shown in Figure.

DEFINTION Cylindrical coordinates represent a point P in

space by ordered triples (r, θ, z) in which
1. r and θ are polar coordinates for the vertical projection of P
on the xy-plane.
2. z is the rectangular vertical coordinate.

32
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

How to Integrate in Cylindrical Coordinates

To evaluate:

over a region D in space in cylindrical

coordinates, integrating first with
respect to z, then with respect to r,
and finally with respect to θ, take the
following steps.
1-Sketch the region D along with its
projection R on the xy-plane. Label the
surfaces and curves that bound D and
R.
2- Find the z-limits of integration.
Draw a line M through a typical point (r,
θ) of R parallel to the z-axis. As z
increases, M enters D at z1 = g1(r, θ)
and leaves at z2 = g2(r, θ). These are
the z-limits of integration.
3- Find the r-limits of integration.
Draw a ray L through (r, θ) from the
origin. The ray enters R at r = h1 (θ) and
leaves at r = h2( θ) . These are the r-
limits of integration.

33
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

4- Find the θ-limits of integration. As L sweeps across R, the

angle θ it makes with the positive x-axis runs from θ = α to
θ = β. These are the θ-limits of integration. The integral is

34
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

Ex2: Let D be the region bounded below by the plane z = 0,

above by the sphere x2 + y2 + z2 = 4, and on the sides by the
cylinder x2 + y2 = 1. Set up the triple integrals in cylindrical
coordinates that give the volume of D using the following orders
of integration.
a) dz dr dθ .
b) dr dz dθ .
c) dθ dz dr.

𝑟2 + 𝑧2 = 4

35
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

6- Triple Integral in spherical coordinate

Spherical coordinates locate
points in space with two angles and
one distance, as shown in Figure.
The first coordinate 𝜌 = |𝑂𝑃
⃗⃗⃗⃗⃗ | , is
the point's distance from the
origin. Unlike r, the variable 𝜌 is
never negative. The
second
coordinate, ∅ , is the angle |𝑂𝑃
⃗⃗⃗⃗⃗ |
makes with the positive z-axis. It
is required to lie in the interval [0,
π]. The third coordinate is the
angle θ as measured in cylindrical
coordinates.

DEFINITION: Spherical coordinates represent a point P in

space by ordered triples (ρ, Φ, θ) in which:

1. ρ is the distance from P to the origin.

2. Φ is the angle |𝑂𝑃

⃗⃗⃗⃗⃗ |makes with the positive z-axis (0 ≤ ∅ ≤ 𝜋).

3. θ is the angle from cylindrical coordinates (0 ≤ 𝜃 ≤ 2𝜋).

36
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

Ex1: Find a spherical coordinate equation for the sphere

x2 + y2 + (z - 1)2 = 1.

----------------------------------------------------------------------

Ex2: Find a spherical coordinate equation for the cone

𝑧 = √𝑥 2 + 𝑦 2

37
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

How to Integrate in Spherical Coordinates

To evaluate:

over a region D in space in spherical coordinates, integrating

first with respect to ρ, then with respect to Φ, and finally with
respect to θ, take the following steps.
1- Sketch the region D along with its
projection R on the xy-plane. Label the
surfaces that bound D.

2- Find the ρ-limits of integration. Draw a

ray M from the origin through D making an
angle Φ with the positive z-axis. Also draw
the projection of M on the xy-plane (call
the projection L). The ray L makes an angle
θ with the positive x-axis. As ρ increases,
M enters D at 𝜌 = 𝑔1 (∅, 𝜃) and leaves at
𝜌 = 𝑔1 (∅, 𝜃) . These are the ρ-limits of
integration.
3- Find the Φ-limits of integration. For any
given θ, the angle Φ that M makes with the
z-axis runs from Φ = Φ min to Φ = Φ max.
These are the Φ -limits of integration.

38
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

4- Find the θ-limits of integration. The ray L sweeps over R as

θ runs from α to β. These are the θ-limits of integration. The
integral is:

Ex1: Find the volume of the "ice cream cone" D cut from the
𝜋
solid sphere 𝜌 ≤ 1 by the cone ∅ = .
3

39
Chapter One: Multiple Integrals Communication Eng./ 2 nd Stage

40
 Chapter Two: Vectors Communication Eng./ 2 nd Class

CHAPTER TWO

Vectors
Some of the things we measure are determined simply by their
magnitudes. To record mass, length, or time, for example, we need
only write down a number and name an appropriate unit of measure.
We need more information to describe a force, displacement, or
velocity. To describe a force, we need to record the direction in which
it acts as well as how large it is.

1-Vector in Space:

AB  ( x 2  x1 )i  ( y 2  y1 ) j  ( z 2  z1 )k
AB  xi  yj  zk

Then the length (magnitude) of the vector is:

AB  x 2  y 2  z 2

Where as :

i : is a unit vector in the direction of x.

j : is a unit vector in the direction of y.

k : is a unit vector in the direction of z.

Note: Two vectors are equal if they have the same length and
direction.
2-Unit Vector:
It is a vector whose length is equal to the one unit of length along the
coordinate axis.

AB
U AB 
AB

1
 Chapter Two: Vectors Communication Eng./ 2 nd Class

Ex: let A(-3,4,1) and B(-5,2,2) two points in the space, find:

1- The vector AB .

2- Length of AB .

3- Unit vector of AB .

Sol:

AB  ( x2  x1 )i  ( y 2  y1 ) j  ( z 2  z1 )k  (5  3)i  (2  4) j  (2  1)k

AB  2i  2 j  k

AB  x 2  y 2  z 2  4  4  1  9  3

AB  2i  2 j  k  2 2 1
U AB    i j k
AB 3 3 3 3

……………………………………………………………………………………………………………

3-Addition and Subtraction of Vectors: let


V1  x1i  y1 j  z1k

V2  x2 i  y 2 j  z 2 k
 
V1  V2  ( x1  x2 )i  ( y1  y 2 ) j  ( z1  z 2 )k
V1  V2  ( x1  x2 )i  ( y1  y 2 ) j  ( z1  z 2 )k

2
 Chapter Two: Vectors Communication Eng./ 2 nd Class

4-Multiply Vectors with constant:

When we multiply a vector with a constant, that is mean

changing in the length of the vector (scaling vector length).
Let C is a constant and the vector V is:

V  xi  yj  zk

Then

C * V  (C * x)i  (C * y) j  (C * z )k
 
Ex: let V1  i  3 j  k and V2  4i  7 j find:
1
V1
1- V1  V2 . 2- V1  V2 . 3- 2.
 
V1  V2  ( x1  x 2 )i  ( y1  y 2 ) j  ( z1  z 2 )k  3i  10 j  k
V1  V2  ( x1  x 2 )i  ( y1  y 2 ) j  ( z1  z 2 )k  5i  4 j  k

1 1 9 1 11 1
V1      11
2 4 4 4 4 2

5-Slope, tangents(VT), Normal (Vn) in the plane:

If y=f(x) represent a curve in x-y plane then the 1st derivative

dy b
 y  slop of tanget at p(x, y)  S T 
dx a

The tangent vector is:

⃗⃗⃗⃗
𝑉𝑇 = 𝑎𝑖 + 𝑏𝑗
1 a
Slope of tangent S n   
ST b

Vn  bi  aj or Vn  bi  aj

3
 Chapter Two: Vectors Communication Eng./ 2 nd Class

1
Ex1: find the vector tangent and normal to the curve y  x  at p(1,1).
2
Sol:
dy b
y   1   slop
dx a
VT  i  j
1 a
Sn    1 
ST b
Vn  i  j or Vn  i  j
unit normal
N i  j
Un  
N 2

6-Dot (Scalar) Product:

If we want to measure the angle between two vectors we apply the
dot product. Also we apply it to find the
projection of one vector onto another. Then
let we have two vectors:

A  a1i  a 2 j  a3 k

B  b1i  b2 j  b3 k

The A  B is called the dot (scalar) product of

A & B and given by:

   
A  B  a1b1  a 2 b2  a3b3  A B cos
 A  B 
  cos1     , Where  is the angle between two vectors
 AB 
 
Note :
1) i  i  j  j  k  k  1
2) i  j  j  k  k  i  0
      
3) A  ( B  C )  A  B  A  C
   
if A  B  0  AB because cos90  0
     
if A  B  A B  A // B because cos0  1

4
 Chapter Two: Vectors Communication Eng./ 2 nd Class

 
Ex: Find the angle between A  i  2 j  2k and  6i  3 j  2k .
B
Sol:
 A  B 
  cos    
1

 AB 
 
A  B  (1 * 6)  (2 * 3)  (2 * 2)  4

A  a1  b1  c1  1  4  4  3
2 2 2

B  a2  b2  c2  36  9  4  7
2 2 2

    4 
A B
  cos      cos1 
1
  100.980
 AB   (3)(7) 
 
Vector Projection:
   
A  B  A B cos
 
 A B
A cos  
B
A 
B
Pr ojB    
A 
 B 
 
…………………………………………………………………………………………………………………………
7- Cross Product:
When we apply the cross product onto two vectors we will get a new
vector normal to these vectors. Also it gives us information about the
area of the parallelogram which contains the vectors.

5
 Chapter Two: Vectors Communication Eng./ 2 nd Class

If we have two vectors:


A  a1i  a 2 j  a3 k

B  b1i  b2 j  b3 k
i j k
  a a3 a a3 a a2
A  B  a1 a 2 a3  2 i 1 j 1 k
b2 b3 b1 b3 b1 b2
b1 b2 b3
   
A B  n A B sin 
Note : i
   
1 if A // B then sin   0 A  B  0
2 ii  j j  k k  0
    k j
3- A  B  ( B  A)
        
4 ( A  B )  C  ( B  C )  A  (C  A)  B

Ex: 1-Find the normal vector to the plane which contains points A (1,-
1,0), B(2,1,-1), C(-1,1,2).
1-Find the normal unit vector to the plane.
Solution
AB  (2  1)i  (1  (1)) j  (1  0)k  i  2 j  k
AC  (1  1)i  (1  (1)) j  (2  0)k  2i  2 j  2k
Then the normal vector to the plane is:

6
 Chapter Two: Vectors Communication Eng./ 2 nd Class

i j k
AB  AC  1 2  1  6i  6k
2 2 2
AB  AC 6 6 1 1
n  i k i k
AB  AC 6 2 6 2 2 2
normal unit vector to the plane
-------------------------------------------------------------------------
H.w: Determine if the two vectors are orthogonal or parallel or not?

1- A  6i  6k and B  2i  2 j  2k

2- A  3i  2 j  k and B  2 j  4k

3- A  6i  3 j  2k and B  12i  6 j  4k

7
 Chapter Two: Vectors Communication Eng./ 2nd Class

Lines and Planes in Space

1) Plane Equation in space

Suppose M is a plane passes through the point P0 (x0, y0, z0). Also M

plane is a set of points P (x, y, z). And N is a vector normal to the M
plane. Then:

⃗⃗⃗⃗⃗⃗⃗
𝑃0 𝑃 = (𝑥 − 𝑥0 )𝑖 + (𝑦 − 𝑦0 )𝑗 + (𝑧 − 𝑧0 )𝑘

⃗ = 𝐴𝑖 + 𝐵𝑗 + 𝐶𝑘
𝑁

⃗⃗⃗⃗⃗⃗⃗
𝑃0 𝑃 ⊥ 𝑁⃗

⃗⃗⃗⃗⃗⃗⃗
𝑃0 𝑃 ⋅ 𝑁⃗ = |𝑃
⃗⃗⃗⃗⃗⃗⃗ ⃗
0 𝑃 ||𝑁 | cos 90 = 0

⃗⃗⃗⃗⃗⃗⃗
𝑃0 𝑃 ⋅ 𝑁⃗ = (𝑥 − 𝑥0 )𝐴 + (𝑦 − 𝑦0 )𝐵 + (𝑧 − 𝑧0 )𝐶 = 0

𝐴𝑥 + 𝐵𝑦 + 𝐶𝑧 = 𝐴𝑥0 + 𝐵𝑦0 + 𝐶𝑧0 = 𝐷 ………(1)

Equation (1) is called a plane equation, where D is a constant.

-----------------------------------------------------------------------------

Note: to find a plane eq. we must have a normal vector and a point
within the plane.
Ex1: Find the equation for the plane passes through P0 (-3, 0, 7) and

perpendicular to N  5i  2 j  k .

Sol:
Ax  By  Cz  Ax0  By 0  Cz 0
5 x  2 y  z  15  0  7
5 x  2 y  z  22
z  f ( x, y )  22  5 x  2 y

8
 Chapter Two: Vectors Communication Eng./ 2nd Class

Ex2: Find the Eq. for the plane through A (0, 0, 1), B (2, 0, 0) and C
(0, 3, 0).

Sol: V  ( x  x0 )i  ( y  y0 ) j  ( z  z 0 )k

AB  (2  0)i  (0  0) j  (0  1)k
AB  2i  k
AC  3 j  k

N  AB  AC
  
i j k

N  2 0  1  3i  2 j  6k
0 3 1


Now we have a vector normal ( N ) to the plane and point A (0, 0, 1) we
can find the plane equation

Ax  By  Cz  Ax0  By0  Cz 0
3x  2 y  6 z  6

2-The Distance from the Point to a Plane:


If P is a point on a plane with normal N , then the distance from any

point S to the plane is the length of the vector projection onto N .
Then the distance from S to the plane is:

⃗⃗⃗⃗⃗
𝑃𝑆⋅𝑁 ⃗ 𝑁⃗
𝑑= | |𝑁⃗| | ⃗⃗⃗⃗
= |𝑃𝑆 ⋅ |𝑁⃗|| … (2)


Where N  Ai  Bj  Ck is normal to
the plane.

9
 Chapter Two: Vectors Communication Eng./ 2nd Class

Ex1: Find the distance from S (1, 1, 3) to the plane 3x + 2y + 6z = 6.


Sol: N  3i  2 j  6k

P is a point may be a point of intersection between the plane and the

y-axis. Then x=z=0 then the point P is (0,3,0)

SP  (1  0)i  (1  3) j  (3  0)k  i  2 j  3k

N 3i  2 j  6k
d  SP.   i  2 j  3k .
N 9  4  36
3 2 6
d  (i  2 j  3k ).( i  j  k )
7 7 7
3 4 18 17
d    length unit
7 7 7 7

H.W: (Exercisers 12.5 p694 )

1- Find the distance from the point s(2, -3, 4) to the plane x  2 y  2 z  13

3- Angles Between Two Planes

Two planes that are not parallel will intersect

in a line. The angle between two intersecting
planes is defined to be the angle between
their normal vectors.

If the equations of planes are:

Ax  By  Cz  D
Ax  By  C z  D

Then the corresponding normal vectors are:


N1  Ai  Bj  Ck

N 2  Ai  Bj  C k
   
N1. N 2  N1 N 2 cos
 
  cos 1 N1 . N 2
  ………(3)
N1 N 2

10
 Chapter Two: Vectors Communication Eng./ 2nd Class

Ex1: Find the angle between the planes 3 x  6 y  2 z  0 and 2 x  y  2 z  5 .

Sol:

N1  3i  6 j  2k
 The vectors are normal to the planes.
N 2  2i  j  2k
 
N1 . N 2
  cos 1
 
N1 N 2


N1  32  6 2  2 4  49  7

N 2  2 2  12  2 2  9  3

(3i  6 j  2k ) . (2i  j  2k )
  cos1
7 *3
664
  cos1  790
21

-----------------------------------------------------------------------------

Ex2: Find a vector parallel to the line of intersection of the plane3x-

6y - 2z =15 and 2x + y - 2z = 5.

Sol:

The vector parallel to the line of intersection is the vector results

 
from the cross product between the two normal vectors N1 , N 2 .

N1  3i  6 j  2k
 the vectors normal to the planes.
N 2  2i  j  2k

i j k
  
V  N1  N 2  3  6  2  14i  2 j  15k
2 1 2

V  14i  2 j  15k

11
 Chapter Two: Vectors Communication Eng./ 2nd Class

H.W1: find vector parallel to the line of intersection between two

planes.

1) x  y  z  1 and x  y  2 .

2) x  2 y  4 z  2 and x  y  2 z  5

H.W2: Find the angle between the planes x  y  1 and 2 x  y  2 z  2

12
 Chapter Two: Vectors Communication Eng./ 2nd Class

Vector Valued Functions and Motion in Space

1- Vector Functions:
Now that, we have learned about
vectors and the planes in space. Calculus of
vector-valued functions will be studied to
describe the paths and motions of objects
moving in a plane or in space. When a point
P(x,y,z) (particle) moves through space
during a time interval t, then the point
coordinates will be a functions of t(real
number):
x  f(t) , y  g(t) , z  h(t)

The motion of this points P(f(t), g(t), h(t)) will make up the curve in
space that we call the particle's path (see the figure). A curve in space
can also be represented in vector form which is called the vector
valued function (also called position vector):


r (t )  O P  f (t )i  g (t ) j  h(t )k ...(4)

Ex1: Graph the vector function r (t )  (cos t ) i  (sin t ) j  t k .

Sol: At t=0 the curve will be in x-y plane,

then the curve Eq. satisfy the circle
equation.

𝑥 2 + 𝑦 2 = 𝑠𝑖𝑛2 𝑡 + 𝑐𝑜𝑠 2 𝑡 = 1

The curve rises as the k-component z = t

increases. Each time t increases by 2π, the
curve completes one turn around the
cylinder. The curve is called a helix.

13
 Chapter Two: Vectors Communication Eng./ 2nd Class

2-Derivatives and Motion of Position Vector:

Suppose that r(t) = f(t)i + g(t)j + h(t)k is the

position vector of a particle moving along a
curve in space and that f, g, and h are
differentiable functions of t. Then the
difference between the particle's positions
at time t and time is t  t :
dr 
 Velocity Vector ( V ) Then the velocity vector is:
dt

 dr(t ) df (t ) dg (t ) dh(t )
V   i j k
dt dt dt dt ………(5)

V  vxi  v y j  vz k

Then the speed of the particles is the absolute of the velocity vector:

⃗ | = √𝑣𝑥2 + 𝑣𝑦2 + 𝑣𝑧2

|𝑉 ………(6)

14
 Chapter Two: Vectors Communication Eng./ 2nd Class

Then the acceleration vector of moving particles is second derivatives

of the vector function:

d 2 r (t ) dV (t ) 
 a
dt 2 dt
 dv (t ) dv (t ) dv (t ) ………(7)
a  x i y j z k
dt dt dt

Ex1:Find the velocity and acceleration of a particle whose motion in

space is given by the position vector r (t )  2 cost i  2 sin t j  5 cos2 t k .
Sol: the velocity vector is:
 dr
V   (2 sin t ) i  (2 cos t ) j  (10 cos t sin t ) k
dt

V  (2 sin t ) i  (2 cos t ) j  (5 sin 2t ) k
The accelration vector
 dv
a  (2 cos t ) i  (2 sin t ) j  (10 cos 2t ) k
dt

Ex2: The vector r (t )  3 cost i  3 sin t j  t 2 k gives the position of moving

body at time t find:
 
1- V and a ,
2- Speed when t=2,

3- Direction of V when t=2,
4- At what time are the velocity and acceleration orthogonal?
Sol:
1-
 dr
V  (3 sin t ) i  (3 cost ) j  (2t ) k
dt
 dv
a  (3 cos t ) i  (3 sin t ) j  (2) k
dt

15
 Chapter Two: Vectors Communication Eng./ 2nd Class

2-
𝑠𝑝𝑒𝑒𝑑 = |𝑉| = √9𝑠𝑖𝑛2 𝑡 + 9𝑐𝑜𝑠 2 𝑡 + 4 = √9 + 4𝑡 2
When t=2
|𝑉| = √9 + (4 ∗ 4) = √25 = 5

 V
3- Direction of V  U v  
V
(3 sin t ) i  (3 cos t ) j  (2t ) k
Uv 
5
when t  2 then
 3 sin 2 3 cos 2
Uv  ( )i  ( ) j  (2 * 2)k
5 5
4- The two vectors are orthogonal that mean:
 
V. a0
 
V . a  (3 sin t ) i  (3 cos t ) j  (2t ) k  . (3 cos t ) i  (3 sin t ) j  (2) k   0
9 sin t cos t  9 cos t sin t  4t  0
4t  0
t0

H.W: (Exercisers 13.1 )

1- Find the angle between the velocity and acceleration vectors at

time t=0 of the position vector ⃗⃗⃗⃗⃗⃗⃗⃗
𝑟(𝑡) = (3𝑡 + 1)𝑖 + √3𝑡𝑗 + 𝑡 2 𝑘 .

-----------------------------------------------------------------------------

16
 Chapter Two: Vectors Communication Eng./ 2nd Class

3-Direct Distance along a curve from (t0) to (t)

(Arc length in space):
The integral of |𝑉
⃗ | from (t 0 ) to (t1) gives the direct distance along the
curve from P (t 0 ) to P(t1) the distance is function of t and we denoted
it by s(t):
r (t )  f t i  g t  j  ht k
 dr(t ) df dg dh
V  i j k
dt dt dt dt

⃗ = 𝑉𝑥 𝑖 + 𝑉𝑦 𝑗 + 𝑉𝑧 𝑘
𝑉
⃗ | = √𝑉𝑥2 + 𝑉𝑦2 + 𝑉𝑧2
𝑠𝑝𝑒𝑒𝑑 = |𝑉
𝑑𝑠
⃗|=
|𝑉
𝑑𝑡
⃗ |𝑑𝑡
𝑑𝑠 = |𝑉

𝑡1

⃗ |𝑑𝑡
𝑠(𝑡) = ∫ |𝑉
𝑡0
..…(8)

Note: the value of (s) is +ve if t1 > t0 and –ve if t1 < t0

Ex1: Find the length of one turn of the helix r (t )  (cost )i  (sin t ) j  tk .
Sol:
 dr(t )
V  ( sin t )i  (cost ) j  k
dt

V  sin 2 t  cos2 t  1  2

t
s(t )   V d
t0
2
2
s(t )  0
2 d  2
0

s(t )  2 2

17
 Chapter Two: Vectors Communication Eng./ 2nd Class

3
Ex2: Find the length of the curve r (t )  (t )i  (t ) j from (0,0,0) to
2

(4,8,0).
Sol:
 dr (t ) 3
1
V  i( t2)j
dt 2
 3
1
9
V  1  ( t 2 )2  1  t
2 4
t 
s (t )   V d
t0

To find the limits of integration p(0,0,0), Q(4,8,0)

x(t 0 )  x1  t 0  0
x(t1 )  x 2  t1  4

or
3
y (t 0 )  y1  t 02  0  t 0  0
3
y (t1 )  y 2  t  8  t13  8  t13  64  t1  4
1
2

 
3 4

4 1  ( 4 )t
4 9 2
9
s (t )   1  t d 
0
4 9 3
2
0

3 4
8  9  8 
(10) 2  1
2 3
s (t )  1  t  
27  4  27  
0

s (t ) 
8
27

10 10  1 

18
 Chapter Two: Vectors Communication Eng./ 2nd Class

4-Unit Tangent Vector ( ⃗𝑻 ) of the curve:

We can define the unit tangent vector ⃗𝑻 as:


 V dr
T   ……(9)
V ds

Ex1: Find 𝑇
⃗ if r (t )  (cost )i  (sin t ) j  tk .
Sol:

 V
T 
V

V  ( sin t )i  (cos t ) j  k

V  sin 2 t  cos 2 t  1  2

 V ( sin t ) (cos t ) 1
T   i j k
V 2 2 2

5-The Curvature of the Vector Function:

As we move along the differential curve, the

unit tangent vector𝑇
⃗ as the curve bend. We
measure the rate at which 𝑇 ⃗ turns by
measuring the change in the angle  that
⃗ makes with i.
𝑇
d
The value of the at point P is called the
ds
curvature of the curve.
Then the curvature k is:
 
V a 1 dT
k 3
 …….(10)
V V dt

And the radius of the curvature is:

19
 Chapter Two: Vectors Communication Eng./ 2nd Class

1
 …….(11)
k
Ex1: Find the curvature of the circle of radius a. r (t )  (a cost )i  (a sin t ) j .

Sol:
 
V a
k 3
V
 dr
V  (a sin t )i  (a cost ) j
dt

 dV
a  (a cost )i  (a sin t ) j
dt
i j k
 
V  a   a sin t a cost 0  a 2 k
 a cost  a sin t 0
 
V  a  a2

V  (a sin t ) 2  (a cost ) 2  a
a2 1
k 
a3 a

6- Unit Normal Vector to the Curvature:

Among the vectors orthogonal to the unit

tangent vector T is one of particular
significance because it points in the
direction in which the curve is turning. And
it is given by:

dT
1 dT dt
N  ………(12)
k ds dT
dt

20
 Chapter Two: Vectors Communication Eng./ 2nd Class

Ex1: Find T and N for the circular motion r (t )  (cos 2t )i  (sin 2t ) j .

Sol:

V
T
V
 dr(t )
V   (2 sin 2t )i  (2 cos 2t ) j
dt
V  (2 sin 2t ) 2  (2 cos 2t ) 2  2
T  ( sin 2t )i  (cos 2t ) j

dT
N dt
dT
dt
dT
 (2 cos 2t )i  (2 sin 2t ) j
dt
dT
 (2 cos 2t ) 2  (2 sin 2t ) 2  2
dt
N  ( cos 2t )i  (sin 2t ) j

Ex2: Find T,k and N of the curve vector r (t )  (a cos t )i  (a sin t ) j  btk , a
&b>0

a2  b2  0

Sol: we calculate T from the velocity vector:

21
 Chapter Two: Vectors Communication Eng./ 2nd Class

dr
Ex3: The velocity of a particle moving in space is:  (cos t )i  (sin t ) j  k
dt
find a particles position as function of t, if r  2i  k when t=0.

Sol:

r (t )   V dt
r (t )   (cos t )i  (sin t ) j  k dt
r (t )  (sin t )i  (cos t ) j  tk  c
r ( 0)  j  c
j  c  2i  k
c  2i  j  k
r (t )  (sin t  2)i  (cos t  1) j  (t  1)k

----------------------------------------------------

H.W: (Exercisers 13.4)

Find T,N and k for the curve:

1- r (t )  (6 sin 2t )i  (6 cos 2t ) j  5tk .

2- r (t )  (2t  3)i  (5  t 2 ) j .


3- r (t )  (cos3 t )i  (sin3 t ) j , 0t
2

22
 Chapter Two: Vectors Communication Eng./ 2nd Class

7-Tangential and Normal Components of Acceleration:

If you are traveling along a space

curve, the Cartesian i, j, and k
coordinate system is used for
representing the vectors describing
your motion. Another way to
describe the motion is to used the

vectors, the unit tangent vector T

and the unit normal vector N . The
  
acceleration a always lies in the plane created by T and N as shown in
figure.
 dr dr ds ds
V   .  T.
dt ds dt dt
 dV d  ds 
a  T . 
dt dt  dt 
 d 2 s ds dT
a  T. 2 
dt dt dt
 d s 2
ds  dT ds 
a 2T  . 
dt dt  ds dt 
 d 2s ds  ds 
a  2 T   kN. 
dt dt  dt 
2
 d 2s  ds  ..........(13)
a T  k  N
 dt 
2
dt

The tangential and normal scalar components of acceleration are:

d 2s d V ..........(14)
aT  2  Tangential component
dt dt

2
 ds 
aN  k    k V
2
Normal component ..........(15)
 dt 

a  (aT ) 2  (a N ) 2
..........(16)
aN  a  aT2
2

23
 Chapter Two: Vectors Communication Eng./ 2nd Class

 
By definition, acceleration a is the rate of change of velocity V , and

in general, both the length and direction of V change as an object
moves along its path. The tangential component of acceleration aT

measures the rate of change of the length of V (that is, the change in
the speed). The normal component of acceleration a N measures the

rate of change of the direction of V .

Ex1: Write the acceleration of the motion

r (t )  (cost  t sin t )i  (sin t  t cos t ) j in the form of a  aT T  a N N .

Sol:
 dr
V   sin t  t cos t  sin t i  cos t  t sin t  cos t  j
dt

V  (t cos t )i  (t sin t ) j

V  t cos t   t sin t   t 2  t
2 2


dV d (t )
aT   1
dt dt

  t sin t  cos t  i  t cos t  sin t  j
dV
a
dt

a  t sin t  cos t 2  t cos t  sin t 2  t 2

 
sin 2 t  2t sin t cos t  cos2 t  t 2 cos2 t  2t sin t cos t  sin 2 t 
a  (t 2 sin 2 t  t 2 cos2 t )  (cos2 t  sin 2 t )  t 2  1

aN  a  aT2
2

a N  t 2 1 1
aN  t
a  aT T  a N N  1 T  t N

24
 Chapter Two: Vectors Communication Eng./ 2nd Class

Ex2: Find T,N and k for the curve r (t )  ti  ln(cost ) j , - /2  t   / 2 Then
write a  aT T  a N N , Find dT/ds at t=π/3.

Sol:to find T:

V
T  
V
 dr sin t Hint :
V  i j
dt cos t d (ln u ) 1
  du
V  i  tan t j du u
 1
V  1  tan 2 t  sec t sec 
cos
1 tan t sec   1  tan 2 
2
T  i j
sec t sec t
T  cos t i  sin t j
Then to find N:
dT
N dt
dT
dt

dT
 ( sin t ) i  (cos t ) j
dt 1 dT
k
dT V dt
 ( sin t ) 2  (cos t ) 2  1
dt 1
k  cost
dT sect
N dt  ( sin t ) i  (cos t ) j
dT
dt

To find the normal and tangent components:

2
d 2s  ds 
aT  2 , aN  k  
dt  dt 
 ds
V   sec t
dt

25
 Chapter Two: Vectors Communication Eng./ 2nd Class

d 2s d
aT  2  (sec t )  sec t tan t
dt dt
2
 ds 
a N  k     cos t sec 2 t
 dt 
a  (sec t tan t ) T  (cos t sec 2 t ) N
1
a  (sec t tan t ) T  ( )N
cos t
a  (sec t tan t ) T  (sec t ) N

To find dT/ds:
1 dT
N
k ds
dT
 N .k
ds
k  cos t  at t  π/ 3  k  0.5
3 1
N   sin t i  cos t j  at t  π/ 3  N  i j
2 2
dT  3 1  1
   i j  .
ds  2 2  2
dT 3 1
 i j
ds 4 4

H.W: (Exercisers 13.5)

1- Find T,N and k for the curve r (t )  (e t cos t )i  (e t sin t ) j  2k , Then write
a  aT T  a N N , Find dT/ds at t=π/2.

26
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

CHAPTER FOUR
1. Sequences
A sequence is a list of numbers:

in a given order. Each of a1, a2, a3 and so on represents a number.

These are the terms of the sequence. For example, the
sequence:

has first term a1 = 2, second term a2 = 4, and nth term an = 2n.

The integer n is called the index of an, and indicates where an
occurs in the list. Order is important. The sequence 2, 4, 6, 8 ...
is not the same as the sequence 4, 2, 6, 8 .... .Sequences are
fundamental to the study of infinite series and many
applications of mathematics.
……………………………………………………………………………………………………
Ex1: Writ down the first few terms of the following
sequences.
𝑛+1 ∞
a) { 2 }
𝑛 𝑛=1
𝒏+𝟏 ∞ 𝟑 𝟒 𝟓 𝟔 𝟕
{ 𝒏𝟐 } = {2, , , , , ,………}
𝒏=𝟏 𝟒 𝟗 𝟏𝟔 𝟐𝟓 𝟑𝟔

(−1)𝑛+1 ∞
b) { 2𝑛 }
𝑛=0
∞
(−1)𝑛+1 1 −1 1 −1 1
{ } = {−1, , , , , ……..}
2𝑛 𝑛=0
2 4 8 16 32
1
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

Convergence and Divergence of the Sequences:

1) The sequence is convergence if:

lim 𝑎𝑛 = 𝐿 Where L is constant.

𝑛→∞

2) The sequence is Divergence if:

lim 𝑎𝑛 = ∞
𝑛→∞

Some important Rules:

0
= 𝑈𝑛𝑑𝑒𝑓𝑖𝑛𝑒
0
∞
= 𝑈𝑛𝑑𝑒𝑓𝑖𝑛𝑒𝑑
0
∞
= 𝑈𝑛𝑑𝑒𝑓𝑖𝑛𝑒𝑑
∞

2
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

0
=0
∞
𝑁𝑢𝑚𝑏𝑒𝑟
=0
∞
(0)𝑁𝑢𝑚𝑏𝑒𝑟 = 0
(0)∞ = 0

∞
=∞
𝑁𝑢𝑚𝑏𝑒𝑟
(𝑁𝑢𝑚𝑏𝑒𝑟)∞ = ∞

(𝑁𝑢𝑚𝑏𝑒𝑟)0 = 1
(∞)0 = 1

…………………………………………………………………………………………………………………

Ex1: Determine if the following sequences convergence or

divergence?

1 ∞
1) {𝑛 }
𝑛=1

3
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

2) { 2} ∞
𝑛=0

3) {𝑛 2 }∞
𝑛=1

𝑛+1 𝑛−1 ∞
4) {(−1) }
𝑛 𝑛=1

4
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

Test of monotone for the sequences:

In the previous section, we introduced the concept of a

sequence and talked about limits of sequences and the idea of

convergence and divergence for a sequence. In this section, we

want to take a quick look at some ideas involving sequences.

Let’s start with some definitions.

Note: that in order for a sequence to be increasing or decreasing it

must be increasing /decreasing for every n. In other words, a sequence

that increases for three terms and then decreases for the rest of the

terms is NOT a decreasing sequence. Also note that a monotonic

sequence must always increase or it must always decrease.

5
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

Ex: determine if the following sequences are monotonic and /

bounded.

∞
a) {−𝑛2 }
𝑛=0

∞
𝑛+1
b) {(−1) }
𝑛=1

6
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

2.Infinite Series:
An infinite series is the sum of an infinite sequence of

numbers:

The number a. is the nth term of the series. The sequence {sn}

defined by:

{sn} is the sequence of partial sums of the series, the number

sn being the nth partial sum. If the sequence of partial sums

converges to a limit L, we say that the series converges and

that its sum is L. In this case, we also write

If the sequence of partial sums of the series does not

converge, we say that the series diverges.

7
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

2.1 Geometric Series

Geometric series are series of the form:

in which a and r are fixed real numbers and 𝑟 ≠ 0. And r is:

𝑎𝑛+1
𝑟=
𝑎𝑛
The value of r can be positive or negative. The sum of the

geometric series is depending on the value of r:

𝑎
1) |𝑟| < 1 → Converges → 𝑠𝑛 = 1−𝑟
𝑎(1−𝑟 𝑛)
2) |𝑟| ≥ 1 → Diverges → 𝑠𝑛 = 1−𝑟

----------------------------------------------------------------------

Ex1: Find the sum of the following series:

∞
1 𝑛−1
∑ 2( )
5
𝑛=1

1
Sol: from the series a=2 and 𝑟 = 5 , r < 1, then the series
converges
𝑎 2 2 5
𝑠= = = = 2 ∗ = 2.5
1−𝑟 1−1 4 4
5 5

8
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

Ex2: Find the sum of the following series:

∞
2𝑛+3
∑ 𝑛
3
𝑛=0

Sol:
∞ ∞
2𝑛 ∗ 23 3
2 𝑛
∑ = ∑2 ( )
3𝑛 3
𝑛=0 𝑛=0
2
from the series a=8 and 𝑟 = , r < 1, then the series converges
3

𝑎 8 8 3
𝑠= = = = 8 ∗ = 24
1−𝑟 1−2 1 1
3 3
----------------------------------------------------------------------

2.2 Power Series

We begin with the formal definition, which specifies the

notation and terms used for power series.

9
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

2.3 Taylor Series

This section shows how functions that are infinitely

differentiable generate power series called Taylor series. In

many cases, these series can provide useful polynomial

approximations of the generating functions. Assume that f(x)

is the sum of a power series:

Where:

Where 𝑓 (𝑛) (𝑎) is the nth derivatives of the function at x=a.

Then the Tylor series is a representation of the function f(x)

in form of power series about x=a:

Tylor series:

10
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

If we use a=0, so we are talking about the Tylor series about

x=0, then we call it Maclurian series:

Maclurian series

----------------------------------------------------------------------

Ex1: Find the Tylor series for the 𝑓(𝑥 ) = 𝑒 𝑥 about x=0.

The Tylor series at a=0

𝑓(0) 𝑓 ′ (0) 𝑓 ′′ (0) 2 𝑓 ′′′ (0) 3 𝑓 4 (0) 4

𝑓(𝑥 ) = + 𝑥+ 𝑥 + 𝑥 + 𝑥 +⋯+ ⋯
0! 1! 2! 3! 4!
𝑓(𝑥 ) = 𝑒 𝑥 − − − −→ 𝑓(0) = 1
𝑓 ′ (𝑥 ) = 𝑒 𝑥 − − − −→ 𝑓 ′ (0) = 1
𝑓 ′′ (𝑥 ) = 𝑒 𝑥 − − − −→ 𝑓 ′′ (0) = 1
𝑓 ′′′(𝑥 ) = 𝑒 𝑥 − − − −→ 𝑓 ′′′ (0) = 1
𝑓 4 (𝑥 ) = 𝑒 𝑥 − − − −→ 𝑓 4 (0) = 1

𝑥
𝑓(0) 0 𝑓 ′ (0) 𝑓 ′′ (0) 2 𝑓 ′′′ (0) 3 𝑓 4 (0) 4
𝑒 = 𝑥 + 𝑥+ 𝑥 + 𝑥 + 𝑥 +⋯+ ⋯
0! 1! 2! 3! 4!
𝑥0 𝑥 𝑥2 𝑥3 𝑥4
𝑒𝑥 = + + + + + ⋯+⋯
0! 1! 2! 3! 4!

11
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

Ex2: Find the Tylor series for the 𝑓(𝑥 ) = cos(𝑥) about x=0.

The Tylor series at a=0

𝑓(0) 𝑓 ′ (0) 𝑓 ′′ (0) 2 𝑓 ′′′ (0) 3 𝑓 4 (0) 4

𝑓(𝑥 ) = + 𝑥+ 𝑥 + 𝑥 + 𝑥 +⋯+ ⋯
0! 1! 2! 3! 4!
𝑓(𝑥 ) = cos 𝑥 − − − −→ 𝑓(0) = 1
𝑓 ′ (𝑥 ) = − sin 𝑥 − − − −→ 𝑓 ′ (0) = 0
𝑓 ′′ (𝑥 ) = − cos 𝑥 − − − −→ 𝑓 ′′ (0) = −1
𝑓 ′′′(𝑥 ) = sin 𝑥 − − − −→ 𝑓 ′′′ (0) = 0
𝑓 4 (𝑥 ) = cos 𝑥 − − − −→ 𝑓 4 (0) = 1
𝑓(0) 0 𝑓 ′ (0) 𝑓 ′′ (0) 2 𝑓 ′′′ (0) 3 𝑓 4 (0) 4
cos 𝑥 = 𝑥 + 𝑥+ 𝑥 + 𝑥 + 𝑥 +⋯+
0! 1! 2! 3! 4!
𝑥0 𝑥2 𝑥4
cos 𝑥 = + 0 − + 0 + +⋯+ ⋯
0! 2! 4!
𝑥2 𝑥4 𝑥6
cos 𝑥 = 1 − + − + ⋯ + ⋯
2! 4! 6!
∞
(−1)𝑛 𝑥 2𝑛
cos 𝑥 = ∑
2𝑛!
𝑛=0
----------------------------------------------------------------------

H.W: Find the Tylor series about x=0 for the:

1) 𝑓(𝑥 ) = 𝑒 −𝑥 .

2) 𝑓(𝑥 ) = sin(𝑥).
12
Chapter Four: Sequences & Series Communication Eng./ 2 nd Stage

13
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

CHAPTER FIVE
Differential Equations
The equations contain one or more derivatives. These equations
obtained from modelling of the physical systems. They can be
classified by:

1) Type: Ordinary or Partial.

2) Order: The order of D.E. is the highest order of derivatives
in the equation.
3) Degree: The exponent of the highest derivative.
Ordinary D.E.: is a differential equation that unknown function
depends on only one independent variable.

Partial D.E.: is a differential equation that unknown function

depends on two or more independent variable.
Ex: Find the order and the degree of the following differential
equations?
𝑑𝑦
1) = 5𝑥 + 3
𝑑𝑥

2 5
𝑑3𝑦 𝑑2𝑦
2) (𝑑𝑥 3 ) + (𝑑𝑥 2 ) = 2𝑥 + 3

𝑑3 𝑦 𝑑2𝑦
3) 4 𝑑𝑥 3 + sin 𝑥 𝑑𝑥 2 + 5𝑥𝑦 = 0

4) 𝑦 ′′′ + 2(𝑦 ′′)2 = 𝑥𝑦

1
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

1- General Solution: of an n-th order, D.E. is the solution that

contains an arbitrary constant.
2- A Particular Solution: is a solution obtained from the
general solution by assigning specific value to the arbitrary
constant.
3- Linear D.E. : Any D.E. that can be written in the following
form:

1) 4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 = 0 ………….. Linear D.E.

𝑑2𝑦 𝑑𝑦
2) sin 𝑦 𝑑𝑥 2 = (1 − 𝑦) 𝑑𝑥 + 𝑦 2 𝑒 −5𝑦 ……….. Non-Linear D.E.

2
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

3
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

1) First Order Differential Equations

1-1 Separable D.Es.
Any D.E. can be written in the form below is called separable.

∫ 𝑁(𝑦)𝑑𝑦 = ∫ 𝑀(𝑥 )𝑑𝑥

Ex1: Find the general solution of the 𝑦 ′ = 1 + 𝑦 2

Ex2: Find the particular solution of the 𝑦 ′ = −2𝑥𝑦 ,

knowing that 𝑦(0) = 1.8.

4
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

1-2 Exact D.Es.

The conditions for this method are:

1) The D.E. must be in the following form:

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
2) The equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 is said to be
exact if:
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
Then the general solution is:
𝑐 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + ∫(𝑇𝑒𝑟𝑚𝑠 𝑖𝑛 𝑁 𝑑𝑜 𝑛𝑜𝑡 𝑐𝑜𝑛𝑡𝑎𝑖𝑛 𝑥) 𝑑𝑦

Where c is the integration constant.

----------------------------------------------------------------------

Ex1: Solve the following D.E.

(𝑥 2 + 𝑦 2 )𝑑𝑥 + (2𝑥𝑦 + cos 𝑦)𝑑𝑦 = 0
Sol:

Test the equation if it exact or not.

𝜕𝑀 𝜕𝑁
= 2𝑦 , = 2𝑦
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
= , then the D.E. is exact.
𝜕𝑦 𝜕𝑥

𝑐 = ∫(𝑥 2 + 𝑦 2 )𝑑𝑥 + ∫(cos 𝑦)𝑑𝑦

𝑥3
𝑐= + 𝑥𝑦 2 + 𝑠𝑖𝑛𝑦
3

5
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

Ex2: Solve the following D.E.

Sol:

𝜕𝑀 𝜕𝑁
= , then the D.E. is exact.
𝜕𝑦 𝜕𝑥

𝑐 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + ∫(𝑇𝑒𝑟𝑚𝑠 𝑖𝑛 𝑁 𝑑𝑜 𝑛𝑜𝑡 𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑠 𝑥) 𝑑𝑦

𝑐 = ∫ cos(𝑥 + 𝑦) 𝑑𝑥 + ∫ 3𝑦 2 + 2𝑦 𝑑𝑦

𝑐 = sin(𝑥 + 𝑦) + 𝑦 3 + 𝑦 2
𝑢(𝑥, 𝑦) = sin(𝑥 + 𝑦) + 𝑦 3 + 𝑦 2 = 𝑐
To check the solution apply the following equation:

6
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

1-3 Linear First Order D.Es.

A first order D.E. is said to be linear if it can be written in the
form of:
𝑑𝑦
+ 𝑃(𝑥 )𝑦 = 𝑄(𝑥)
𝑑𝑥

Steps for solution:

1) Find the integrating factor

𝜇 (𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
2) Then the general solution is:
1
𝑦= ∫ 𝜇(𝑥 )𝑄 (𝑥)𝑑𝑥
𝜇(𝑥)
…………………………………………………………………………………………………………………

Ex1: Solve the following equation:

𝑥𝑦 ′ − 3𝑦 = 𝑥 2
Sol:
𝑑𝑦 3
− 𝑦=𝑥
𝑑𝑥 𝑥
3
𝑃 (𝑥 ) = − 𝑥 and 𝑄(𝑥) = 𝑥

𝜇 (𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
3
∫ −𝑥𝑑𝑥 1
𝜇(𝑥 ) = 𝑒 = 𝑒 −3𝑙𝑛|𝑥| = 𝑥 −3 =
𝑥3
1 1
𝑦= ∫ 𝜇(𝑥 )𝑄 (𝑥 )𝑑𝑥 = 𝑥 3 ∫ 3 𝑥𝑑𝑥 = 𝑥 3 ∫ 𝑥 −2 𝑑𝑥
𝜇(𝑥) 𝑥
1
𝑦 = 𝑥 3 [− + 𝑐] = −𝑥 2 + 𝑐𝑥 3
𝑥
7
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

Ex2: Find the particular solution of following equation:

𝑦 ′ + 𝑦 tan 𝑥 = sin 2𝑥 whereas 𝑦(0) = 1

Sol:
𝑑𝑦
+ 𝑦 tan 𝑥 = 2 sin 𝑥 cos 𝑥
𝑑𝑥
𝑃 (𝑥 ) = tan 𝑥 and 𝑄(𝑥) = 2 sin 𝑥 cos 𝑥

𝜇 (𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
𝜇(𝑥 ) = 𝑒 ∫ tan 𝑥𝑑𝑥 = 𝑒 𝑙𝑛|sec 𝑥| = sec 𝑥
1 1
𝑦= ∫ 𝜇(𝑥 )𝑄 (𝑥 )𝑑𝑥 = ∫ sec 𝑥 ∗ 2 sin 𝑥 cos 𝑥 𝑑𝑥
𝜇(𝑥) sec 𝑥
1
𝑦= ∫ 2 sin 𝑥 𝑑𝑥
sec 𝑥
1
𝑦= [− 2cos 𝑥 + 𝑐 ] = −2𝑐𝑜𝑠 2 𝑥 + 𝑐 cos 𝑥
sec 𝑥
At x=0 → 𝑦(0) = 1
1 = −2𝑐𝑜𝑠 2 (0) + 𝑐 cos(0)
1 = −2 + 𝑐 → 𝑐 = 3
Then the particular solution is:
𝑦 = −2𝑐𝑜𝑠 2 𝑥 + 3 cos 𝑥
H.W: Solve the following equation:

1) 𝑦 ′ − 𝑦 = 𝑒 2𝑥

2) 𝑦 ′ + 𝑦 sin 𝑥 = 𝑒 cos 𝑥

8
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

1-4 First Order Homogenous D.Es.

A first order D.E. is said to be homogenous if it can be written
in the form of:
𝑑𝑦 𝑦
= 𝐹 (𝑥 )
𝑑𝑥
𝑦
Put = 𝑢 then 𝑦 = 𝑢𝑥
𝑥

𝑑𝑦 𝑑𝑢
=𝑢+𝑥
𝑑𝑥 𝑑𝑥
Ex1: Solve the following equation
𝑑𝑦 𝑥 2 +𝑦 2
=
𝑑𝑥 𝑥𝑦

9
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

Ex2: Solve the following D.E.

𝑑𝑦
𝑥 = 𝑦(𝑙𝑛𝑥 − ln 𝑦)
𝑑𝑥
Sol:
𝑑𝑦
𝑥 𝑑𝑥 = 𝑦(𝑙𝑛𝑥 − ln 𝑦) ÷𝑥

𝑑𝑦 𝑦 𝑥
= (ln )
𝑑𝑥 𝑥 𝑦
𝑑𝑦 𝑦 𝑦
= − (ln )
𝑑𝑥 𝑥 𝑥
𝑦
Put = 𝑢 then 𝑦 = 𝑢𝑥
𝑥

𝑑𝑦 𝑑𝑢
=𝑢+𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑢
𝑢+𝑥 = −𝑢(ln 𝑢)
𝑑𝑥
𝑑𝑢
𝑥 = −𝑢(ln 𝑢) − 𝑢
𝑑𝑥

𝑥𝑑𝑢 = (−𝑢(ln 𝑢) − 𝑢)𝑑𝑥

1 1
𝑑𝑢 = 𝑑𝑥
(−𝑢(ln 𝑢) − 𝑢) 𝑥
1 1
∫ 𝑑𝑢 = ∫ 𝑑𝑥
−𝑢((ln 𝑢) + 1) 𝑥
− ln|(ln 𝑢) + 1| = ln|𝑥 | + 𝑐
ln|(ln 𝑢) + 1| = − ln|𝑐𝑥 |
10
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

ln 𝑢 + 1 = 𝑐𝑥 −1

ln 𝑢 = 𝑐𝑥 −1 − 1
−1 −1
𝑢 = 𝑒 𝑐𝑥
1
𝑦= 𝑥𝑒 −1
𝑐𝑥

1-5 Bernoulli D.Es.

Numerous applications can be modeled by ODEs that are
nonlinear but can be transformed to linear ODEs. One of the
most useful is the Bernoulli equation.
𝑑𝑦
+ 𝑃 (𝑥 )𝑦 = 𝑄(𝑥)𝑦 𝑛
𝑑𝑥
To convert it to linear form:

1) Find the value of n.

2) Let 𝑉 = 𝑦 (1−𝑛) .
3) Then the new equation in linear form is:
1
( ) 𝑉 ′ + 𝑃(𝑥 )𝑉 = 𝑄(𝑥)
1−𝑛
………………………………………………………………………………………………………………
4
Ex1: solve the following D.E. 𝑦′ + 𝑥 𝑦 = 𝑥3𝑦2

Sol:

1) n=2
2) 𝑉 = 𝑦 (1−2) = 𝑦 −1
1
3) ( ) 𝑉 ′ + 𝑃(𝑥 )𝑉 = 𝑄(𝑥)
1−𝑛

11
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

4 4
−𝑉 ′ + 𝑉 = 𝑥 3 → 𝑉 ′ − 𝑉 = −𝑥 3
𝑥 𝑥
4
𝑃 (𝑥 ) = − 𝑎𝑛𝑑 𝑄(𝑥 ) = −𝑥 3
𝑥

𝜇 (𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
4
∫ −𝑥𝑑𝑥
𝜇 (𝑥 ) = 𝑒
1
−4 ∫ 𝑑𝑥
𝜇 (𝑥 ) = 𝑒 𝑥 = 𝑒 −4𝑙𝑛𝑥 = 𝑥 −4
1
𝑉= ∫ 𝜇(𝑥 )𝑄(𝑥 )𝑑𝑥
𝜇(𝑥)
1
𝑉= −4
∫ 𝑥 −4 ∗ (−𝑥 3 )𝑑𝑥
𝑥
1
𝑉 = 𝑥 4 ∫ − 𝑑𝑥 = 𝑥 4 (− ln 𝑥 + 𝑐 )
𝑥
𝑉 = −𝑥 4 ln 𝑥 + 𝑥 4 𝑐
𝑦 −1 = −𝑥 4 ln 𝑥 + 𝑥 4 𝑐
…………………………………………………………………………………………………………………

Ex2: Solve the following D.E.

2
𝑦 ′ + (𝑥 + 1)𝑦 = 𝑒 𝑥 𝑦 3

Sol:

1) 𝑛=3
2) Let 𝑉 = 𝑦1−3 = 𝑦 −2
1
3) (1−𝑛) 𝑉 ′ + 𝑃(𝑥 )𝑉 = 𝑄(𝑥)
1 2 2
− 𝑉 ′ + (𝑥 + 1)𝑉 = 𝑒 𝑥 → 𝑉 ′ − 2(𝑥 + 1)𝑉 = −2𝑒 𝑥
2

12
Chapter Five: Differential Equations Communication Eng./ 2nd Stage

2
𝑃 (𝑥 ) = −2(𝑥 + 1) , 𝑄(𝑥 ) = −2𝑒 𝑥

𝜇 (𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
𝜇 (𝑥) = 𝑒 ∫ −2(𝑥+1)𝑑𝑥
2 −2𝑥
𝜇 (𝑥) = 𝑒 −𝑥
1
𝑉= ∫ 𝜇(𝑥 )𝑄(𝑥 )𝑑𝑥
𝜇(𝑥)
1 2 2
𝑉= 2−2𝑥 ∫ 𝑒−𝑥 −2𝑥 ∗ −2𝑒 𝑥 𝑑𝑥
𝑒−𝑥
1
𝑉= ∫ −2 𝑒−2𝑥 𝑑𝑥
𝑒 −𝑥2−2𝑥
1
𝑉= ( 𝑒−2𝑥 + 𝑐)
𝑒 −𝑥2−2𝑥
2
𝑉 = 𝑒𝑥 +2𝑥(𝑒−2𝑥 + 𝑐)
2 2 +2𝑥
𝑉 = (𝑒𝑥 + 𝑒𝑥 𝑐)
2
𝑦 −2 = 𝑒𝑥 (1 + 𝑒2𝑥 𝑐)

13
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

2) Second Order Differential Equations

A second-order ODE is called linear if it can be written:
𝑦 ′′ + 𝑃 (𝑥 )𝑦 ′ + 𝑞 (𝑥 )𝑦 = 𝐹(𝑥)
Where P(x) and q(x) are called the coefficient of the ODEs.

These coefficients may be variables (functions) or constants.

In the case where we assume constant coefficients, we will use

the following differential equation form:

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝐹 (𝑥 ) ………….(1)

Where a,b and c are constant coefficients.

1) If 𝐹 (𝑥 ) = 0 then Eq.1 is called Homogenous D.E.

2) If 𝐹 (𝑥 ) ≠ 0 then Eq.1 is called Non-Homogenous D.E.

Ex: What is the type of the following D.E.?

Then we have two type of 2nd order linear D.Es.

1) The second order, constants coefficients, linear,

Homogeneous D.E.s, we use Characteristic Equation

method to solve these equations.

15
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

2) The second order, constants coefficients, linear,

Non-Homogeneous D.E.s, There are two method to solve

these equations:

a) Undetermined coefficients.

b) Variation of parameters.

…………………………………………………………………………………………………………………

2-1 The Second order Linear Homogenous D.Es. With

constant coefficients

The general form of these equations is:

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 ……(2)

Where a,b and c are constants. We use characteristic equation

method to solve them. Then the general solution is:

1) Put 𝑦 ′ = 𝐷𝑦 and 𝑦 ′′ = 𝐷2 𝑦 in eq.2. (where D is an

operator).
𝑎𝐷2 𝑦 + 𝑏𝐷𝑦 + 𝑐𝑦 = 0
(𝑎𝐷2 + 𝑏𝐷 + 𝑐 )𝑦 = 0

16
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

2) Replace D by r and delete y, then:

𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0

This equation is called characteristic equation of the

differential equation and the solution of this equation (the

roots r) give the solution of the differential equation where:

−𝑏 ± √𝑏 2 − 4𝑎𝑐
𝑟=
2𝑎

There are three cases for the roots value r:

Case one: If 𝑏 2 − 4𝑎𝑐 > 0 then 𝑟1 and 𝑟2 are distinct (𝑟1 ≠ 𝑟2 )

and real roots and the general solution is:

𝑦 = 𝐶1 𝑒 𝑟1𝑥 + 𝐶2 𝑒 𝑟2𝑥

Case Two: If 𝑏 2 − 4𝑎𝑐 = 0 then 𝑟1 and 𝑟2 are equal (𝑟1 = 𝑟2 = 𝑟)

and real roots and the general solution is:

𝑦 = (𝐶1 + 𝐶2 𝑥 ) 𝑒 𝑟𝑥

Case Three: If 𝑏 2 − 4𝑎𝑐 < 0 then 𝑟1 and 𝑟2 are two complex

conjugate roots. 𝑟 = 𝛼 ± 𝑗𝛽 , and the general solution is:

𝑦 = 𝑒 𝛼𝑥 (𝐶1 cos 𝛽𝑥 + 𝐶2 sin 𝛽𝑥 )

17
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

18
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

2-2 The Second order Linear Non-Homogenous D.Es. With

constant coefficients

The general form of these equations is:

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝐹(𝑥) ……(3)

Where a,b and c are constants.

The general solution is:

𝑦(𝑥 ) = 𝑦ℎ (𝑥 ) + 𝑦𝑝 (𝑥)

Whereas 𝑦ℎ (𝑥 ) is the solution of the homogenous D.E. (3):

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
𝑦𝑝 (𝑥): is the particular solution of the non-homogenous D.E. and

can find it using two methods.

Methods of Finding 𝒚𝒑 (𝒙):

1) Undetermined Coefficients

2) Variations of Parameters

20
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

2-2-1 Undetermined Coefficients

In this method 𝑦𝑝 depends on the roots r1 and r2 of the

characteristic equation and on the form of 𝐹(𝑥) in eq. (3) as

follows:

Note: For the repeated roots, multiply by 𝑥.

Ex: Use the table to find 𝑦𝑝

1) 𝐹 (𝑥 ) = 3𝑥 2
𝑦𝑝 = 𝑘2 𝑥 2 + 𝑘1 𝑥 + 𝑘0
1
2) 𝐹 (𝑥 ) = − 𝑒 −3𝑥
2

𝑦𝑝 = 𝑐𝑒 −3𝑥

3) 𝐹 (𝑥 ) = 2 cos 3𝑥
𝑦𝑝 = 𝑐1 cos 3𝑥 + 𝑐2 sin 3𝑥

4) 𝐹 (𝑥 ) = 3𝑥 2 − 3𝑥 + 5 − 2𝑒 3𝑥

21
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

𝑦𝑝 = 𝑘2 𝑥 2 + 𝑘1 𝑥 + 𝑘0 + 𝑐𝑒 3𝑥
1
5) 𝐹 (𝑥 ) = 2 cos 𝑥 − 2 sin 𝑥

𝑦𝑝 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥

6) 𝐹 (𝑥 ) = sin 𝑥 − cos 2𝑥
𝑦𝑝 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 + 𝑐3 cos 2𝑥 + 𝑐4 sin 2𝑥

…………………………………………………………………………………………………

Ex1: Solve the Following D.E. 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 4𝑥 2

Sol:

22
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

……………………………………………………………………………………………………….

Ex2: Solve the following D.E. 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑒 3𝑥

Sol:

23
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

……………………………………………………………………………………………………………….

𝑑2𝑦 𝑑𝑦
Ex3: Solve the following D.E. 𝑑𝑥 2
− 3 𝑑𝑥 + 2𝑦 = 5𝑒 𝑥

Sol:

𝑑2 𝑦 𝑑𝑦
− 3 + 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥

𝑟 2 − 3𝑟 + 2 = 0

(𝑟 − 2)(𝑟 − 1) = 0
24
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

𝑟1 = 2 , 𝑟2 = 1

𝑦ℎ = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 𝑥

𝑦𝑝 = 𝑐𝑥𝑒 𝑥

𝑦𝑝 ′ = 𝑐𝑥𝑒 𝑥 + 𝑐𝑒 𝑥

𝑦𝑝 ′′ = 𝑐𝑥𝑒 𝑥 + 𝑐𝑒 𝑥 + 𝑐𝑒 𝑥 = 𝑐𝑥𝑒 𝑥 + 2𝑐𝑒 𝑥

substitute𝑦𝑝 , 𝑦𝑝 ′ and 𝑦𝑝 ′′ in the main Eq.

𝑐𝑥𝑒 𝑥 + 2𝑐𝑒 𝑥 − 3(𝑐𝑥𝑒 𝑥 + 𝑐𝑒 𝑥 ) + 2𝑐𝑥𝑒 𝑥 = 5𝑒 𝑥

𝑐𝑥𝑒 𝑥 + 2𝑐𝑒 𝑥 − 3𝑐𝑥𝑒 𝑥 − 3𝑐𝑒 𝑥 + 2𝑐𝑥𝑒 𝑥 = 5𝑒 𝑥

−𝑐𝑒 𝑥 = 5𝑒 𝑥 then, 𝑐 = −5

𝑦𝑝 = −5𝑥𝑒 𝑥

𝑦 = 𝑦ℎ + 𝑦𝑝 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 𝑥 − 5𝑥𝑒 𝑥

Ex4: Solve the following D.E. 𝑦 ′′ − 6𝑦 ′ + 9𝑦 = 𝑒 3𝑥

Sol:

𝑦 ′′ − 6𝑦 ′ + 9𝑦 = 0

𝑟 2 − 6𝑟 + 9 = 0

(𝑟 − 3)(𝑟 − 3) = 0

𝑟1 = 𝑟2 = 3 then:

25
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

𝑦ℎ = (𝐶1 + 𝐶2 𝑥 ) 𝑒 3𝑥 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑥𝑒 3𝑥

𝑦𝑝 = 𝑐𝑥 2 𝑒 3𝑥

𝑦𝑝 ′ = 3𝑐𝑥 2 𝑒 3𝑥 + 2𝑐𝑥𝑒 3𝑥

𝑦𝑝 ′′ = 9𝑐𝑥 2 𝑒 3𝑥 + 6𝑐𝑥𝑒 3𝑥 + 6𝑐𝑥𝑒 3𝑥 + 2𝑐𝑒 3𝑥 = 9𝑐𝑥 2 𝑒 3𝑥 + 12𝑐𝑥𝑒 3𝑥 + 2𝑐𝑒 3𝑥

substitute𝑦𝑝 , 𝑦𝑝 ′ and 𝑦𝑝 ′′ in the main Eq.

9𝑐𝑥 2 𝑒 3𝑥 + 12𝑐𝑥𝑒 3𝑥 + 2𝑐𝑒 3𝑥 − 6(3𝑐𝑥 2 𝑒 3𝑥 + 2𝑐𝑥𝑒 3𝑥 ) + 9𝑐𝑥 2 𝑒 3𝑥 = 𝑒 3𝑥

1
𝑐=
2
1 2 3𝑥
𝑦𝑝 = 𝑥 𝑒
2
1
𝑦 = 𝑦ℎ + 𝑦𝑝 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑥𝑒 3𝑥 + 𝑥 2 𝑒 3𝑥
2

…………………………………………………………………………………………………………

Ex5: Solve the following D.E. 𝑦 ′′ + 𝑦 = sin 𝑥

Sol:

26
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

27
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

2-2-2 Variation of Parameters

To solve 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝐹(𝑥) using Variation of parameters

method, let the homogenous solution of 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝐹(𝑥) is:

𝑦ℎ = 𝑐1 𝑢1 + 𝑐2 𝑢2

and the particular solution is:

𝑦𝑝 = 𝑢1 𝑣1 + 𝑢2 𝑣2

𝑢1 & 𝑢2 are functions of x should be founded from the homogenous

solution, whereas 𝑣1 & 𝑣2 are unknown functions of x must be

determined. Firstly, solve the following linear equations for v'1

and v'2:

Which can be solved with respect to v'1 and v'2 by Grammar rule
as follows:

By integration of v'1 and v'2 with respect to x we can find v1 and

v2.
29
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

−𝐹(𝑥)𝑢2
v1 = ∫ 𝑑𝑥
𝐷

𝐹(𝑥)𝑢1
v2 = ∫ 𝑑𝑥
𝐷

Then the general solution is:

𝑦 = 𝑦ℎ + 𝑦𝑝

………………………………………………………………………………………………………………

Ex1: Solve the following D.E. 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑒 3𝑥

Sol: To find 𝑦ℎ

Then 𝑟1 = −1 and 𝑟2 = 2, then:

30
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

𝑦𝑝 = 𝑢1 𝑣1 + 𝑢2 𝑣2

−𝐹(𝑥)𝑢2 𝑒 3𝑥 ∗ 𝑒 2𝑥 𝑒 4𝑥 𝑒 4𝑥
v1 = ∫ 𝑑𝑥 = ∫ − 𝑑𝑥 = ∫ − 𝑑𝑥 = −
𝐷 3𝑒 𝑥 3 12

𝐹(𝑥)𝑢1 𝑒 3𝑥 ∗ 𝑒 −𝑥 𝑒𝑥 𝑒𝑥
v2 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 =
𝐷 3𝑒 𝑥 3 3

𝑒 4𝑥 𝑒𝑥 𝑒 3𝑥 𝑒 3𝑥
𝑦𝑝 = 𝑢1 𝑣1 + 𝑢2 𝑣2 = 𝑒 −𝑥 ∗− +𝑒 2𝑥 =− +
12 3 12 3

−𝑒 3𝑥 + 4𝑒 3𝑥 3𝑒 3𝑥 1 3𝑥
𝑦𝑝 = = = 𝑒
12 12 4

𝑦 = 𝑦ℎ + 𝑦𝑝

1
𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥 + 𝑒 3𝑥
4

31
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

Ex2: Solve the following D.E. 𝑦 ′′ + 𝑦 = sec 𝑥

Sol: To find 𝑦ℎ

𝑦𝑝 = 𝑢1 𝑣1 + 𝑢2 𝑣2

𝑢1 𝑢2 cos 𝑥 sin 𝑥
𝐷 = |𝑢 ′ ′| = |
𝑢1 | = 𝑐𝑜𝑠 2 𝜃 + 𝑠𝑖𝑛2 𝜃 = 1
1 − sin 𝑥 cos 𝑥

−𝐹 (𝑥 )𝑢2 sec 𝑥 ∗ sin 𝑥 sin 𝑥

v1 = ∫ 𝑑𝑥 = ∫ − 𝑑𝑥 = ∫ − 𝑑𝑥 = ln|cos 𝑥 |
𝐷 1 cos 𝑥

𝐹 (𝑥 )𝑢1 sec 𝑥 ∗ cos 𝑥

v2 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ 1𝑑𝑥 = 𝑥
𝐷 1

𝑦𝑝 = 𝑢1 𝑣1 + 𝑢2 𝑣2 = ln|cos 𝑥 | cos 𝑥 + 𝑥 sin 𝑥

𝑦 = 𝑦ℎ + 𝑦𝑝 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 + ln|cos 𝑥 | cos 𝑥 + 𝑥 sin 𝑥

32
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

2-3 Euler–Cauchy Equations

It is homogenous differential equation (f(x) = 0) with

non-constant coefficients as the following form:
𝟐

With given constants a, b and c. We substitute y(x):

Then the auxiliary equation is:

Case I: Real different roots r1 and r2 (r1 ≠ r2) and the general

solution is:

Case II: A real double root (r1 = r2 = r) and the general

solution is:

Case III: Complex conjugate roots 𝑟 = 𝛼 ± 𝑗𝛽

34
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

Ex1: solve the following D.E.

…………………………………………………………………………………………………
Ex2: solve the following D.E.

…………………………………………………………………………………………………
Ex3: Solve the following D.E. 𝑥 𝑦 − 3𝑥𝑦 + 68𝑦 = 0

Sol:

35
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

±√
,

( )± ( ) ( × ) ±√ ±√ ×√ ±
, = = =

36
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

3) Higher Order Differential Equations

The general form with constant coefficient is:

If𝐹 (𝑥 ) = 0then (1) is called homogenous, otherwise (1) is called

nonhomogeneous. The methods of solving second order

homogenous D.Eqs. with constant coefficients can be extended

to solve higher order homogenous and nonhomogeneous D.Eq.

with constant coefficients.

3-1 Higher Order Differential Equations Homogenous

The characteristic equation of nth order homogenous D. E.:

Let 𝑟 , 𝑟 , 𝑟 … … 𝑟 be the roots of characteristic equation then:

1) If 𝑟 , 𝑟 , 𝑟 … … 𝑟 are all distinct then the solution is:

37
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

2) If 𝑟 repeated m times, then𝑦 will contain the terms:

3) If some of roots are complex ( 𝑟 = 𝛼 ∓ 𝑗𝛽 ) then 𝑦 will

contain:

Now, we are going to find the roots and solve D.E. of higher

order. There are two methods help us to find the roots: long

division & fast division.

1- Fast Division

2- Long Division

Ex1: Find all roots of the given differential equation and solve

it. 𝑦 + 4𝑦 − 3𝑦 − 18𝑦 = 0 using fast and long division.

Sol:

38
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

r= 2 is the root that make the equation above is zero, then:

Then the roots that we got it using fast division are:

𝑟 = 2, 𝑟 = −3, 𝑟 = −3

Then, the solution of the given Differential Equation is:

𝑦=𝑐 𝑒 +𝑐 𝑒 + 𝑐 𝑥𝑒

𝑟 = 2, is the root make the Eq. is

equal to zero.

(𝑟 − 2)(𝑟 + 6𝑟 + 9) = 0

(𝑟 − 2)(𝑟 + 3)(𝑟 + 3) = 0

𝑟 = 2, 𝑟 = −3, 𝑟 = −3

𝑦=𝑐 𝑒 +𝑐 𝑒 + 𝑐 𝑥𝑒

39
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

Ex2: Solve the following D.E.

40
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

3-2 Higher Order Differential Equations Non-Homogenous

The general form of nth order nonhomogeneous

differential equation is:

Then the general solution is: 𝑦 = 𝑦 + 𝑦

Methods of finding 𝒚𝒑 :

1) Undetermined coefficients

We can extend the methods of solving second order non-

homogenous D.Es. with constant coefficients to solve higher

order non-homogenous D.E. with constant coefficients.

Ex1: Solve the following D.E. 𝑦 − 8𝑦 + 16𝑦 = −18 sin 𝑥

Sol:

41
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

……………………………………………………………………………………………………………………

2) Variation of parameters

Ex1: Solve the following D.E. 𝑦 + 𝑦 = sec 𝑥

42
Chapter Five: Differential Equations Communication Eng./ 2 nd Stage

43
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

CHAPTER SIX
Solution of D.Eqs by Power Series
In the previous chapter, we have seen that linear ODEs with
constant coefficients can be solved by algebraic methods. This
chapter will study some of ODEs with variable coefficients,
which can be solved using power series.
1. Power Series Method:
The power series method is the standard method for
solving linear ODEs with variable coefficients. It gives solutions
in the form of power series. The power series is an infinite
series, if the series is about x=a (see chapter 4) then it is:

𝑎 𝑥 =𝑎 +𝑎 𝑥+𝑎 𝑥 +𝑎 𝑥 +⋯

Here, x is a variable. a0, a1, a2, are constants, called the

coefficients of the series. We shall assume that all variables
and constants are real.

Familiar Power Series are the Maclaurin series

1
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

Ex1: Solve the following D.E. by power series method: 𝑦 − 𝑦 = 0

Sol:

1) Assume the solution in the form of power series:

∞

𝑦= 𝑎𝑚 𝑥𝑚 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥2 + 𝑎3 𝑥3 + ⋯
𝑚=0

then 𝑦 :
∞

𝑦 = 𝑚𝑎𝑚 𝑥𝑚−1 = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥2 + ⋯

𝑚=1

2) Insert the above series in the given D.E.

(𝑎 + 2𝑎 𝑥 + 3𝑎 𝑥 + ⋯ ) − (𝑎 + 𝑎 𝑥 + 𝑎 𝑥 + 𝑎 𝑥 + ⋯ ) = 0

3) Then we collect like powers of x, finding

(𝑎 − 𝑎 ) + (2𝑎 − 𝑎 )𝑥 + (3𝑎 − 𝑎 )𝑥 + ⋯ = 0

4) Equating the coefficient of each power of x to zero, we have

(𝑎 − 𝑎 ) = 0 (2𝑎 − 𝑎 ) = 0 (3𝑎 − 𝑎 ) = 0 , … ….

5) Solving these equations, we may express a 1, a2 a3 in terms of a0 , which

remains arbitrary.
𝑎 =𝑎
𝑎 𝑎 𝑎
𝑎 = = =
2 2 2!
𝑎 𝑎 𝑎
𝑎 = = =
3 3 ∗ 2 3!

2
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

With these values of the coefficients, the series solution

becomes:
𝑎0 𝑎0
𝑦 = 𝑎0 + 𝑎0 𝑥 + 𝑥2 + 𝑥3 + ⋯
2! 3!
𝑥2 𝑥3
𝑦 = 𝑎0 1 + 𝑥 + + +⋯
2! 3!

𝑦 = 𝑎0 𝑒𝑥
…………………………………………………………………………………………………………………

Ex2: Solve the following D.E. by power series method: 𝑦 + 𝑦 = 0

Sol:
∞

𝑦= 𝑎𝑚 𝑥𝑚 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥2 + 𝑎3 𝑥3 + 𝑎4 𝑥4 + 𝑎5 𝑥5 + ⋯
𝑚=0
∞

𝑦 = 𝑚𝑎𝑚 𝑥𝑚−1 = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥2 + 4𝑎4 𝑥3 + 5𝑎5 𝑥4 + ⋯

𝑚=1
∞

𝑦 = 𝑚(𝑚 − 1)𝑎𝑚 𝑥𝑚−2 = 2𝑎2 + 6𝑎3 𝑥 + 12𝑎4 𝑥2 + 20𝑎5 𝑥3 + ⋯

𝑚=2

(2𝑎 + 6𝑎 𝑥 + 12𝑎 𝑥 + 20𝑎 𝑥 + ⋯ ) + (𝑎 + 𝑎 𝑥 + 𝑎 𝑥 + 𝑎 𝑥 + 𝑎 𝑥 + 𝑎 𝑥 + ⋯ ) = 0

(2𝑎 + 𝑎 ) + (6𝑎 + 𝑎 )𝑥 + (12𝑎 + 𝑎 )𝑥 + (20𝑎 + 𝑎 )𝑥 + ⋯ = 0

𝑎 𝑎
(2𝑎 + 𝑎 ) = 0 → 𝑎 =− =−
2 2!
𝑎 𝑎
(6𝑎 + 𝑎 ) = 0 → 𝑎 = − = −
6 3!
𝑎 𝑎 𝑎
(12𝑎 + 𝑎 ) = 0 → 𝑎 = − = =
12 24 4!
𝑎 𝑎 𝑎
(20𝑎 + 𝑎 ) = 0 → 𝑎 = − = =
20 120 5!

3
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

𝑎0 𝑎1 𝑎0 𝑎1
𝑦 = 𝑎0 + 𝑎1 𝑥 − 𝑥2 − 𝑥3 + 𝑥4 + 𝑥5 + ⋯
2! 3! 4! 5!
𝑎0 𝑎0 𝑎1 𝑎1
𝑦 = 𝑎0 − 𝑥2 + 𝑥4 − ⋯ + 𝑎1 𝑥 − 𝑥3 + 𝑥5 + ⋯
2! 4! 3! 5!

𝑥2 𝑥4 𝑥3 𝑥5
𝑦 = 𝑎0 1 − + −⋯ + 𝑎1 𝑥 − + +⋯
2! 4! 3! 5!

𝑦 = 𝑎0 (cos 𝑥 ) + 𝑎1 (sin 𝑥)
…………………………………………………………………………………………………………………

4
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

2. Legendre’s Equation
Legendre’s differential equation is one of the most important
ODEs in physics. The equation involves a parameter n, whose
value depends on the physical or engineering problem. The
general form of the equation is:
(1 − 𝑥 )𝑦 − 2𝑥𝑦 + 𝑛(𝑛 + 1)𝑦 = 0
The general solution of the Legendre’s D.E. is:
𝑦 = 𝑐 𝑃 (𝑥 ) + 𝑐 𝑄 (𝑥)
Where n=0,1,2,3,……… , 𝑃 (𝑥 ) is called Legendre polynomial and
𝑄 (𝑥) is called Legendre function. 𝑄 (𝑥) series are
unbounded. 𝑃 (𝑥 ) is a series and convergence for |𝑥 | < 1 .
Where:
(2𝑛 − 2𝑚)!
𝑃 (𝑥 ) = (−1) 𝑥
2 𝑚! (𝑛 − 𝑚)! (𝑛 − 2𝑚)!

where 𝑀 = or 𝑀 = , whichever is an integer. The first few

𝑃 (𝑥 ) polynomials of these functions are:

1) 𝑃 (𝑥 ) = 1
2) 𝑃 (𝑥 ) = 𝑥
3) 𝑃 (𝑥 ) = (3𝑥 − 1)

Whereas the first few terms of 𝑄 (𝑥) for |𝑥 < 1| is:

𝑥 𝑥 𝑥 1 1+𝑥
𝑄 (𝑥 ) = 𝑥 + + + + ⋯ = ln
3 5 7 2 1−𝑥
𝑥 𝑥 𝑥 𝑥 1+𝑥
𝑄 (𝑥 ) = 𝑥 𝑥 + + + +⋯ = ln −1
3 5 7 2 1−𝑥
6
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

Recursion Formulas:

1) 𝑃 (𝑥 ) = 𝑥𝑃 (𝑥 ) − 𝑃 (𝑥)

2) 𝑃 (𝑥 ) − 𝑃 (𝑥 ) = (2𝑛 + 1)𝑃 (𝑥)

3) 𝑄 (𝑥 ) = 𝑥𝑄 (𝑥 ) − 𝑄 (𝑥)

4) 𝑄 −𝑄 = (2𝑛 + 1)𝑄 (𝑥)

The first few Legendre polynomials are

shown in the figure.

Ex1: Write the general solution of (1 − 𝑥 )𝑦 − 2𝑥𝑦 + 2𝑦 = 0

Sol:
𝑛(𝑛 + 1) = 2
𝑛=1
𝑦 = 𝑐 𝑃 (𝑥 ) + 𝑐 𝑄 (𝑥)
𝑃 (𝑥 ) = 𝑥
𝑥 1+𝑥
𝑄 (𝑥 ) = ln −1
2 1−𝑥
𝑥 1+𝑥
𝑦 = 𝑐 𝑥 + 𝑐 ln −1
2 1−𝑥
7
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

Ex2: Find 𝑃 (𝑥 ), 𝑄 (𝑥 ), 𝑃 (𝑥 ), 𝑃 (𝑥) :

Sol:

1) 𝑃 (𝑥 ) = (3𝑥 − 1)

𝑃 (𝑥 ) = (6𝑥 ) = 3𝑥

2) to find 𝑄 (𝑥 ) we have:
1 1+𝑥
𝑄 (𝑥 ) = ln
2 1−𝑥
𝑥 1+𝑥
𝑄 (𝑥 ) = ln −1
2 1−𝑥
then 𝑛 = 1
2𝑛 + 1 𝑛
𝑄 (𝑥 ) = 𝑥𝑄 (𝑥 ) − 𝑄 (𝑥)
𝑛+1 𝑛+1
3 1 3𝑥 𝑥 1+𝑥 1 1 1+𝑥
𝑄 (𝑥) = 𝑥𝑄 (𝑥) − 𝑄 (𝑥) = ln −1 − ln
2 2 2 2 1−𝑥 2 2 1−𝑥

3) to find 𝑃 (𝑥 ):
𝑃 (𝑥 ) − 𝑃 (𝑥 ) = (2𝑛 + 1)𝑃 (𝑥)
𝑛+1=3 → 𝑛=2
𝑃 (𝑥 ) = (2𝑛 + 1)𝑃 (𝑥 ) + 𝑃 (𝑥 )
𝑃 (𝑥 ) = (5)𝑃 (𝑥 ) + 𝑃 (𝑥 )
5
𝑃 (𝑥 ) = (3𝑥 − 1) + 1
2

8
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

4) To find 𝑃 (𝑥) use the general formula:

(2𝑛 − 2𝑚)!
𝑃 (𝑥 ) = (−1) 𝑥
2 𝑚! (𝑛 − 𝑚)! (𝑛 − 2𝑚)!

(10 − 2𝑚)!
𝑃 (𝑥 ) = (−1) 𝑥
2 𝑚! (5 − 𝑚)! (5 − 2𝑚)!

(10!) (8!) (6!)

𝑃 (𝑥 ) = 𝑥 − 𝑥 + 𝑥
2 (5!)(5!) 2 (4!)(3!) 2 (2!)(3!)(1!)
1
𝑃 (𝑥 ) = (63𝑥 − 70𝑥 + 15𝑥 )
8
HW:

1) Find 𝑃 (𝑥 ), 𝑃 (𝑥)

9
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

3. Bessel’s Equation, Bessel Functions 𝒗 :

One of the most important Eq. in applied mathematics is

Bessel’s D.Eq. It appears in connection with electric field,

vibrations, heat conduction. It is given by:

𝑥 𝑦 + 𝑥𝑦 + (𝑥 − 𝑣 )𝑦 = 0 ……(1)

Where 𝑣 is assumed to be real and positive number.

The solutions of the Bessel’s Eq. are called Bessel Function. The

general solution of Eq.1 is given by:

𝑦 = 𝑐 𝐽 (𝑥 ) + 𝑐 𝑦 (𝑥 ) ……(2)

The solution of 𝐽 (𝑥 ) is called Bessel function of the first kind

of order 𝑣. The second solution 𝑦 (𝑥 ) is called Bessel function

of the second kind of order 𝑣. 𝐽 (𝑥 ) has a finite limit as x

approaches to zero, while 𝑦 (𝑥 ) has no limit (i.e unbounded) as

x approaches to zero.

………………………………………………………………………………………………………………

3.1 Bessel Functions of the First Kind 𝐽 (𝒙)

The Bessel function of the first kind of order 𝑣 is given as:

(−1) 𝑥
𝐽 (𝑥 ) = 2
𝑚! Γ(𝑣 + 𝑚 + 1) ……(3)

10
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

Where Γ(𝑣 + 1) is the gamma function and it is given by:

Γ(𝑣 + 1) = 𝑣Γ(𝑣)
There are two cases for 𝑣:

Case One: When 𝒗 is integer then the Bessel function 𝑱𝒏 (𝒙):

The integer values of 𝑣 are denoted by n. In this case

Γ(𝑛 + 𝑚 + 1) = (𝑛 + 𝑚)!
Γ(𝑛 + 1) = 𝑛! .

Eq.(3) can be written by

replacing 𝑣 by n. for example

for n=0, then:

(−1) (𝑥 )
𝐽 (𝑥 ) =
2 𝑚! 𝑚!

for n=1

(−1) (𝑥 )
𝐽 (𝑥 ) =
2 𝑚! (𝑚 + 1)!

A function of 𝐽 (𝑥 ) can be calculated depending on 𝐽 (𝑥 ) as

given below:
𝐽 (𝑥 ) = (−1) 𝐽 (𝑥)
The above equation show linear dependence.

11
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

Case Two: When 𝑣 is non-integer then the Bessel function 𝐽 (𝑥 ):

If 𝑣 is not integer i.e 𝑣 ≠ 1,2,3, …. then the general solution is:

𝑦 = 𝑐 𝐽 (𝑥 ) + 𝑐 𝐽 (𝑥 )
where 𝐽 (𝑥 )and 𝐽 (𝑥 ) are linearly independent.

If 𝑣 is half odd integer, 𝐽 (𝑥 )can be expressed in terms of sines

and cosines.

2
𝐽 (𝑥 ) = sin 𝑥
𝜋𝑥

2
𝐽 (𝑥 ) = cos 𝑥
𝜋𝑥

Note:

 Γ(𝑛 + 𝑚 + 1) = (𝑛 + 𝑚)! for n= integer.

 Γ(𝑣 + 1) = 𝑣Γ(𝑣) for any value of v

 Γ = √𝜋

 Γ =Γ +1 = Γ = √𝜋

 Γ(𝑣 + 2) = (𝑣 + 1)Γ(𝑣 + 1) = (𝑣 + 1)𝑣Γ(𝑣)

12
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

Some Properties of Bessel Functions:

1) 𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥)

2) 𝐽 (𝑥 ) = [𝐽 (𝑥 ) − 𝐽 (𝑥 )]

3) [𝑥 𝐽 (𝑥 )] = 𝑥 𝐽 (𝑥 )

4) [𝑥 𝐽 (𝑥 )] = −𝑥 𝐽 (𝑥 )

5) For large values of 𝑥 :

2 𝑛𝜋 𝜋
𝐽 (𝑥 ) ≈ cos 𝑥 − −
𝜋𝑥 2 4

2 𝑛𝜋 𝜋
𝑌 (𝑥 ) ≈ sin 𝑥 − −
𝜋𝑥 2 4

Ex1: Find 𝐽 (𝑥 )?

Sol:
2𝑣
𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥)
𝑥
1
𝑣=
2
1
𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥)
𝑥

13
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

1 2 2
𝐽 (𝑥 ) = sin 𝑥 − cos 𝑥
𝑥 𝜋𝑥 𝜋𝑥

2 sin 𝑥
𝐽 (𝑥 ) = − cos 𝑥
𝜋𝑥 𝑥

…………………………………………………………………………………………………………………

Ex2: Evaluate 𝐼 = ∫ 𝑥 𝐽 (𝑥)𝑑𝑥

Sol: from Properties

𝑑
[𝑥 𝐽 (𝑥 )] = −𝑥 𝐽 (𝑥 )
𝑑𝑥
𝑣 = 3, by integrating both sides

[𝑥 𝐽 (𝑥 )] = −𝑥 𝐽 (𝑥 )𝑑𝑥

2
𝐼= 𝑥 𝐽 (𝑥)𝑑𝑥 = −[𝑥 𝐽 (𝑥 )]
1
1
𝐼=− 𝐽 (2) − 𝐽 (1)
8

To find 𝐽 , firstly we find 𝐽 depending on 𝐽 and 𝐽 . To find 𝐽 we

use the properties:

2𝑣
𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥)
𝑥
𝑣=1

14
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

2
𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥)
𝑥
Then find 𝐽 (𝑥 ) :
2𝑣
𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥)
𝑥
𝑣=2
4
𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥)
𝑥
4 2
𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥) − 𝐽 (𝑥)
𝑥 𝑥
8 4
𝐽 (𝑥 ) = 𝐽 (𝑥 ) − 𝐽 (𝑥) − 𝐽 (𝑥)
𝑥 𝑥
8 4
𝐽 (𝑥 ) = − 1 𝐽 (𝑥 ) − 𝐽 (𝑥)
𝑥 𝑥
For 𝑥 = 2:
8 4
𝐽 (2) = − 1 𝐽 (2) − 𝐽 (2)
4 2
from the table:
𝐽 (2) = 0.5767
𝐽 (2) = 0.2239
𝐽 (2) = 1 ∗ 0.5767 − 2 ∗ 0.2239
𝐽 (2) = 0.1289
By the same way we find
𝐽 (1) = 0.0199
1 1
( ) ( )
𝐼 = − 𝐽 2 − 𝐽 1 = − ∗ 0.1289 − 0.0199
8 8
𝐼 = 0.0038

15
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

16
Chapter Six: Solution of D.Eqs by Power Series Communication Eng./ 2 nd Stage

17
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

CHAPTER SEVEN
Probabilities and Statistics
Probability and statistics are concerned with events which
occur by chance. Examples include occurrence of accidents,
errors of measurements. In each case, we may have some
knowledge of the likelihood of various possible results, but we
cannot predict with any certainty the outcome of any particular
trial. Probability and statistics are used throughout
engineering. In electrical and communication engineering,
signals and noise are analyzed by means of probability theory.

Probability versus Statistics

Probability deals with predicting the likelihood of future

events, while statistics involves the analysis of the frequency
of past events.

Statistics
Describing a set of Data with numerical measures. Graphs can
help you describe the basic shape of a data distribution.

After the sampling process, this is the next step in every

statistical study and usually consists of:

1. To classify, group and sort the data of the sample.

2. To tabulate and plot data according to their frequencies.

3. To calculate numerical measures that summarize the

information contained in the sample (sample statistics).
1
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

Sample classification:

It consists of grouping the values that are the same and sorting
them if there is an order among them.

Frequency count:

It consists of counting the number of times that every value

appears in the sample.

2
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

Sample frequencies

Frequency table:
The set of values of a variable with their respective
frequencies is called frequency distribution of the variable in
the sample, and it is usually represented as a frequency table.

3
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

4
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

Sample statistics:

According to the aspect of the distribution that they study,

there are different types of statistics: Location statistics and
Measures of dispersion.

Location statistics:
There are two groups:

1-Central location measures (Measures of center):

They measure the values where data are concentrated, usually

at the center of the distribution. The most important are:

1) Arithmetic mean
2) Median
3) Mode

Central location measures (Measures of center):

5
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

6
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

7
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

8
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

2-Dispersion statistics (Measure of variability)

Dispersion or spread refers to the variability of data. So,
dispersion statistics measure how the data values are
scattered in general, or with respect to a central location
measure. For quantitative variables, the most important are:

9
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

1- Range

2- Variance

3- Standard deviation

10
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

If deviations are big, the mean is less representative than

when they are small.

11
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

12
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

13
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

14
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

15
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

16
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

17
Chapter Seven: Statistics Communication Eng./ 2 nd Stage

18
Chapter Eight: Probability Communication Eng./ 2nd Stage

CHAPTER EIGHT

Probability
Probability: The likelihood that something will happen.

How can data obtained?

Data are obtained either by observing uncontrolled events in

nature or by observing events in controlled situations. We use
the term experiment to describe either method of data
collection.

Some Important Terms:

Experiment: is the process by which an observation (or

measurement) is obtained.

Outcome: A possible result of one trial of a probability

experiment.

Sample Point: is the one of each outcome.

Event: is the outcome that observed on a single repetition of

the experiment.
Sample space: is a collection of events. or, the set of all events.

1
Chapter Eight: Probability Communication Eng./ 2nd Stage

2
Chapter Eight: Probability Communication Eng./ 2nd Stage

3
Chapter Eight: Probability Communication Eng./ 2nd Stage

Calculating Probabilities for Unions

When we can write the event of interest in the form of a union, a
complement, or an Calculating Probabilities for Unions intersection,
there are special probability rules that can simplify our calculations. The
first rule deals with unions of events.

4
Chapter Eight: Probability Communication Eng./ 2nd Stage

5
Chapter Eight: Probability Communication Eng./ 2nd Stage

Multiplication Rule

6
Chapter Eight: Probability Communication Eng./ 2nd Stage

7
Chapter Nine: Partial Differential Equations Communication Eng./ 2nd Stage

CHAPTER Nine
Partial Differential Equations
9.1 Introduction
Partial differential equations arise in connection with
various Engineering, physical and geometrical problems, when
the functions involved depend on two or more independent
variables, usually on time (t) and on one or several space
variables.

It is fair to say that only the simplest physical systems can

be modeled by ordinary differential equations, whereas most
problems in electromagnetic theory, fluid mechanics and other
areas of physics lead to partial differential equations.

Order of P.D.E: is the highest derivative of the equation.

Some important engineering partial differential equations:

There are many types of partial differential equations. Some

typically found in engineering and science include:

(a) The wave equation, where the equation of motion is

given by:

1
Chapter Nine: Partial Differential Equations Communication Eng./ 2nd Stage

(b) The heat conduction equation, is of the form:

(c) Laplace’s equation, used extensively with electrostatic

fields is of the form:

(d) The transmission equation, where the potential u in a

transmission cable is of the form:

9.2 Solving Partial Differential Equations

We will study the following methods to solve P.D.E:

1) Direct Partial Integration

2) Separation of variables

9.2.1 Direct Partial Integration

As explained in the previous class, the integration is the

reverse process of differentiation. We can use the
integration to find the solution.

2
Chapter Nine: Partial Differential Equations Communication Eng./ 2nd Stage

Ex1: Integrate the partial differential equation given below

with respect to t,

Sol: The (5 cosx) term is considered as a constant

𝑢 = ∫ 5 cos 𝑥 sin 𝑡 𝑑𝑡 = 5 cos 𝑥 ∫ sin 𝑡 𝑑𝑡

𝑢 = 5 cos 𝑥 (− cos 𝑡 ) + 𝑓(𝑥)

…………………………………………………………………………………………………………………
Ex2: Integrate the partial differential equation given below

Sol: Integrate with respect to y:

F(x) and g(y) can be calculated

if extra information are known
like boundary conditions or
Then we integrate with respect to x: initial conditions.

3
Chapter Nine: Partial Differential Equations Communication Eng./ 2nd Stage

𝜕2 𝑢
Ex3: solve the following P.D.E = 6𝑥 2 (2𝑦 − 1) , if the
𝜕𝑥 2
boundary conditions are:
𝜕𝑢
𝑥=0→ = sin 2𝑦 , 𝑢 = cos 𝑦
𝜕𝑥
Sol: