1

UNIT-I
ORDINARY DIFFERENTIAL EQUATIONS
Higher order differential equations with constant coefficients Method of variation of
parameters Cauchys and Legendres linear equations Simultaneous first order
linear equations with constant coefficients.

The study of a differential equation in applied mathematics consists of three phases.

(i)
(ii)
(iii)

Formation of differential equation from the given physical situation, called

modeling.
Solutions of this differential equation, evaluating the arbitrary constants
from the given conditions, and
Physical interpretation of the solution.

HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS WITH

CONSTANT COEFFICIENTS.
General form of a linear differential equation of the nth order with constant
coefficients is
dny
d n 1 y
d n2 y
+
K
+
K
+ .............. + K n y = X
1
2
dx n
dx n 1
dx n 2
Where K 1 , K 2,........................ K n are constants.

.. (1)

The symbol D stands for the operation of differential

dy
d 2y
d3y
2
3
(i.e.,) Dy =
, similarly D y = 2 , D y = 3 , etc...
dx
dx
dx
The equation (1) above can be written in the symbolic form

(D n + K 1 D n 1 + .......... + K n ) y = X i.e., f(D)y = X

Where f (D) = D n + K 1 D n 1 + ........... + K n

Note
1
1. X = Xdx
D
1
2.
X = e ax Xe ax dx
Da
1
3.
X = e ax Xe ax dx
D+a
(i) The general form of the differential equation of second order is

d2y
dy
+ P + Qy = R (1)
2
dx
dx

Where P and Q are constants and R is a function of x or constant.

(ii)Differential operators:

The symbol D stands for the operation of differential

(i.e.,) Dy =

dy
d2y
, D2 y = 2
dx
dx

1
Stands for the operation of integration
D
1
Stands for the operation of integration twice.
D2
(1) can be written in the operator form
D 2 y + PDy + Qy = R (Or) ( D 2 + PD + Q) y = R
(iv)

Complete solution = Complementary function + Particular Integral

PROBLEMS
1. Solve (D 2 5 D + 6) y = 0
Solution: Given (D 2 5 D + 6) y = 0
The auxiliary equation is m 2 5m + 6 = 0`
i.e., m = 2,3
C.F = Ae 2 x + Be 3 x
The general solution is given by
y = Ae 2 x + Be 3 x

d2y
dy
6 + 3y = 0
2
dx
dx
2
Solution: Given (D 6 D + 3 y ) = 0
The auxiliary equation is m 2 6m + 13 = 0
6 36 52
i.e., m =
2
= 3 2i
Hence the solution is y = e 3 x ( A cos 2 x + B sin 2 x)
2. Solve

3. Solve (D 2 +1) = 0 given y(0) =0, y(0) = 1

3
Solution: Given (D 2 +1) = 0

A.E is m 2 + 1 = 0
M = i
Y = A cosx + B sinx
Y(x) = A cosx + B sinx
Y(0) = A =0
Y(0) =B =1
A = 0, B = 1
i.e., y = (0) cosx + sinx
y = sinx
3. Solve ( D 2 4 D + 13) y = e 2 x
Solution: Given ( D 2 4 D + 13) y = e 2 x
The auxiliary equation is m 2 4m + 13 = 0
4 16 52 4 36
m=
=
= 2 3i
2
2
C.F = e 2 x ( A cos 3x + B sin 3x )
1
P.I. = 2
e2x
D 4 D + 13
1
e2x
=
4 8 + 13
1
= e2x
9
y = C.F +P.I.
1
y = e 2 x ( A cos 3x + B sin 3 x ) + e 2 x
9
5. Find the Particular integral of y- 3y + 2y = e x e 2 x
Solution: Given y- 3y + 2y = e x e 2 x

( D 2 3D + 2) y = e x e 2 x
1
P.I 1 = 2
ex
D 3D + 2
1
=
ex
1 3 + 4
1
= ex
0
1
=x
ex
2D 3
1 x
=x
e
23
= xe x

1
e2x
D 3D + 2
1
=e2x
46+2
1
=-x
e2x
2D 3
1 2x
=-x
e
43
= - xe 2 x

P.I 2 =

P.I. = P.I 1 + P.I 2

= xe x + (- xe 2 x )
= -x( e x + e 2 x )

d2y
dy
6. Solve
4 + 5 y = 2 cosh x
2
dx
dx
d2y
dy
Solution: Given 2 4 + 5 y = 2 cosh x
dx
dx
2
The A.E is m 4m + 5 = 0
4 16 20
m=
= 2 i
2
C.F = e 2 x ( A cos x + B sin x )
e x + ex
1
1
(
)
2
cosh
2

x
=

D 2 + 4D + 5
D 2 + 4D + 5 2
1
1
ex + 2
e x
= 2
D + 4D + 5
D + 4D + 5
x
x
e
e
=

1+ 4 + 5 1 4 + 5
e x ex
=

10
2
y = C.F + P.I

P.I =

= e 2 x ( A cos x + B sin x ) -

e x ex

10
2

1
1
sin ax(or )
cos ax
f ( D)
f ( D)
Replace D 2 by a 2

Problems based on P.I =

7. Solve

d2y
dy
+ 3 + 2 y = sin 3x
2
dx
dx

5
d2y
dy
+ 3 + 2 y = sin 3x
2
dx
dx
2
The A.E is m +3m + 2 = 0
(m+1)(m+2) = 0
M = -1, m = -2
C.F = Ae x + Be 2 x
1
P.I = 2
sin 3 x
D + 3D + 2
1
=
sin 3 x (Replace D 2 by a 2 )
2
3 + 3D + 2
1
1 (3D + 7)
=
sin 3x =
sin 3x
3D 7
3D 7 (3D + 7)
3D + 7
sin 3x
=
(3D) 2 (7) 2
3D + 7
=
sin 3x
9 D 2 49
3D + 7
=
sin 3x
9(3 2 ) 49
3D + 7
=
sin 3x
130
1
(3D(sin 3x) + 7 sin 3x )
=
130
1
(9 cos 3x + 7 sin 3x )
=
130

Solution: Given

y = C.F + P.I
Y = Ae x + Be 2 x

1
(9 cos 3x + 7 sin 3x )
130

8. Find the P.I of (D 2 +1) = sin x

Solution: Given (D 2 +1) = sin x
1
P.I. = 2
sin x
D +1
1
=
sin x
1+1
1
=x
sin x
2D
x 1
=
sin x
2D
x
= sin xdx
2
x cos x
P.I =2

9. Find the particular integral of (D 2 +1) y = sin 2 x sin x

Solution: Given (D 2 +1) y = sin 2 x sin x
1
=- (cos 3x cos x )
2
1
1
= - cos 3x + cos x
2
2
1 1

P.I 1 = 2
cos 3x

D +1 2

1 1
=
cos 3 x
2 9 +1
1
= cos 3x
16

1 1

cos x

D +1 2

1 1
=
cos x
2 1+1
1 1
= x
cos x
2 2D
x
= cos xdx
4
x
= sin x
4
x
1
P.I =
cos 3x + sin x
16
4
Problems based on R.H.S = e ax + cos ax(or )e ax + cos ax
P.I 2 =

10. Solve (D 2 4 D + 4) y = e 2 x + cos 2 x

Solution: Given (D 2 4 D + 4) y = e 2 x + cos 2 x
The Auxiliary equation is m 2 4m + 4 = 0
(m 2 ) 2 = 0
m = 2 ,2
2x
C.F = (Ax +B)e
1
P.I 1 = 2
e2x
D 4D + 4
1
=
e2x
48+ 4
1
= e2x
0
1
=x
e2x
2D 4
1 2x
=x e
0

7
1
= x 2 e2x
2
1
cos 2 x
P.I 2 = D 4 D + 4
2

1
cos 2 x
2 4D + 4
1
cos 2 x
=
4D
1 1

cos 2 x
=

4 D

1 sin 2 x
sin 2 x
=
=
4
2
8
=

y = C.F + P.I
y = (Ax +B)e 2 x

sin 2 x
8

Problems based on R.H.S = x

Note: The following are important
(1 + x) 1 = 1 x + x 2 x 3 + .......

(1 x) 1 = 1 + x + x 2 + x 3 + .................
(1 + x) 2 = 1 2 x + 3x 2 4 x 3 + ..............
(1 x) 2 = 1 + 2 x + 3x 2 + 4 x 3 + ..............

11. Find the Particular Integral of (D 2 +1) y = x

Solution: Given (D 2 +1) y = x
A.E is (m 2 1) = 0
m = 1
x
C.F = Ae + Be x
1
P.I = 2
x
D 1
1
=
x
1 D2

= 1 D2

= 1 + D + (D 2 ) + ......... x
= [x + 0 + 0 + 0...........]
=-x

12. Solve: D 4 2 D 3 + D 2 y = x 3

Solution: Given D 4 2 D 3 + D 2 y = x 3

The A.E is m 2m + m 2 = 0
m 2 (m 2 2m + 1) = 0
m 2 (m 1) 2 = 0
m = 0,0 , m = 1,1
C.F = (A + Bx)e 0 x +(C + Dx)e x
4

1
x3
3
2
D 2D + D
1
= 2
x3
D 1 + (D 2 2 D )
1
1
= 2 1 + (D 2 2 D ) x 3
D
2
3
1
= 2 1 D 2 2 D + D 2 2 D D 2 2 D + ...............
D
1
= 2 1 + 2 D + 3D 2 + 4 D 3 + D 4 x 3
D
1
= 2 x 3 + 6 x 2 + 18 x + 24
D

1 x 4 6 x 3 18 x 3
= +
+
+ 24 x
D 4
3
2

P.I =

[
[

]
]

) (

) (

x 5 6 x 4 18 x 3 24 x 2
+
+
+
20 12
6
2
5
4
x
x
=
+
+ 3x 3 + 12 x 2
20 2

y = C.F + P.I
y = (A + Bx)e 0 x +(C + Dx)e x +

x5 x4
+
+ 3x 3 + 12 x 2
20 2

Problems based on R.H.S = e ax x

1
1
e ax x = e ax
x
P.I =
f ( D)
f ( D + a)
13. Obtain the particular integral of ( D 2 2 D + 5) y = e x cos 2 x
Solution: Given ( D 2 2 D + 5) y = e x cos 2 x

1
e x cos 2 x
D 2D + 5

1
= ex
cos 2 x(Re placeDbyD = 1)
2
(D + 1) 2(D + 1) + 5

P.I =

9
1

= ex 2
cos 2 x
D + 2 D + 1 2 D 2 + 5
1
cos 2 x
= ex 2
D + 4
1
= ex
cos 2 x
4+4
1
cos 2 x
= ex x
2D
xe x
=
cos 2 xdx
2
xe x sin 2 x
P.I =
4
14. Solve ( D + 2) 2 y = e 2 x sin x
Solution: Given ( D + 2) 2 y = e 2 x sin x
A.E is (m 2 +1) = 0
m = -2, -2
C.F. = (Ax + B)e 2 x
1
e 2 x sin x
P.I =
2
(D + 2 )
1
= e 2 x
sin x
2
D 2+2
1
= e 2 x 2 sin x
D
1
= e 2 x sin x
1
2 x
= -e sin x

y = C.F + P.I
y = (Ax + B)e 2 x - e 2 x sin x

Problems based on f(x) = x n sin ax(or ) x n cos ax

To find P.I when f(x) = x n sin ax(or ) x n cos ax
1
x n sin ax(or ) x n cos ax
P.I =
f ( D)
d
1
1
1
( xV ) = x
V +
V
f ( D)
f ( D)
dD f ( D)
i.e.,

f ' (D ) 1
1
1
( xV ) = x
V
V
f ( D)
f ( D)
f ( D) f ( D)
1
1
f ' ( D)
xV = x
V
V
f ( D)
f ( D)
[ f ( D)]2

10

15. Solve ( D 2 + 4 D + 3) y = e x sin x + xe 3 x

Solution: The auxiliary equation is m 2 +4m + 3 = 0
m= -1,-3
x
C.F =A e + Be 3 x
1
e x sin x
P.I 1 =
2
( D + 4 D + 3)
1
=
sin x
2
(D 1) + 4(D 1) + 3
1
= e x 2
sin x
D + 2D
(1 + 2 D ) sin x
= e x
1 + 4D 2
ex
=
[2 cos x + sin x]
5
1
P.I 2 = e 3 x
x
2
D + 3) + 4( D + 3) + 3
1
x
= e 3x 2
D + 10 D + 24

D 2 + 10 D
1 +
x
24

3x
e 5D
=
1
x
24
12
e3x
5
=
x
24
12
General solution is y = C.F + P.I
e3x
=
24

y = A e x + Be 3 x

3x
ex
[2 cos x + sin x] + e x 5
24
12
5

d2y
dy
+ 2 + y = x cos x
2
dx
dx
Solution: A.E : m 2 +2m + 1 = 0
m = -1,-1
C.F = ( A + Bx)e x
1
P.I =
( x cos x)
( D + 1) 2

16 Solve

2( D + 1)
1
(cos x )
= x
2
2
(
)
(
)
D
+
1
D
+
1

11

2
1
(cos x )
= x

2
(D + 1) D + 2 D + 1

2
1

(cos x )
= x

D + 1 ( 1 + 2 D + 1)

2 sin x

= x
D + 1 2

x sin x
=
2
x sin x sin x

=
2
D +1
x sin x (D 1)sin x
=

2
D2 1
x sin x cos x sin x
=
+
2
2

The solution is y = ( A + Bx)e x +

x sin x cos x sin x

+
2
2

17. Solve D 2 + 1 y = sin 2 x

Solution: A.E : m 2 +1 = 0
m = i
C.F =A cosx +B sinx
1
P.I = 2
sin 2 x
D +1
1 1 cos 2 x
= 2

2
D +1

1 1
1

= 2
e0x 2
cos 2 x
2 D +1
D +1

1 1

= 1 + cos 2 x
2 3

1 1
= + cos 2 x
2 6
1 1
y = A cosx +B sinx + + cos 2 x
2 6

d2y
y = x sin x + (1 + x )e x
dx 2
Solution: A.E : m 2 1 = 0
m = 1
C.F = A e x + Be x
1
(xV ) = x f ' ( D) 1 (V )
P.I 1 =
f ( D)
f ( D) f ( D)

18. Solve

12
2D
1

(sin x )
= x 2 2
D 1 (D 1)

2 D sin x

= x 2
D 1 2

x sin x
2 cos x
=
+

2
2(D 2 1)

x sin x cos x
=

2
2
1
1+ x2 ex
P.I 2 = 2
D 1
1
= ex
(1 + x 2 )
2
(D + 1) 1
1
= ex 2
(1 + x 2 )
D + 2D

(
e (2 x
=
x

y = A e x

3x 2 + 9 x )
12
e x (2 x 3 3x 2 + 9 x )
+ Be x +
12

d2y
y = xe x sin x
dx 2
Solution: A.E : m 2 1 = 0
m = 1
C.F = A e x + Be x
1
P.I =
xe x sin x
2
D 1
1
(x sin x )
= ex
(D + 1)2 1
1
(x sin x )
= ex 2
D + 2D
19. Solve

1
2D + 2
= e x x 2
sin x
sin x
2
(2 D 1)
(D + 2 D )

2
2
sin x = sin x, = 1, putD = = 1

(2 D + 2) sin x
1
= e x x
sin x

(2 D 1)2
2D 1

(1 + 2 D ) sin x (2 D + 2)sin x
= e x x
2
(4 D 2 4 D + 1)
(1 4 D )

Put D 2 = 1
(1 + 2 D )

(2 D + 2)(3 4 D )
= e x x
sin x +
sin x
2

5
9 16 D

13
2
x

[sin x + 2 cos x] + 8D 2 D2 + 6 sin x

= ex
9 16 D

x
(sin x + 2 cos x ) + (14 2 D ) sin x
= ex
25
5

x
(sin x + 2 cos x ) + (14 sin x 2 cos x )
P.I = e x
25
5

Complete Solution is
y = A e x + Be x +
x
(sin x + 2 cos x ) + (14 sin x 2 cos x )
ex
25
5

METHOD OF VARIATION OF PARAMETERS

This method is very useful in finding the general solution of the second order
equation.

d2y
dy
+ a1
+ a 2 y = X [Where X is a function of x] .(1)
2
dx
dx
The complementary function of (1)
C.F = c 1 f 1 + c 2 f 2
Where c 1 , c 2 are constants and f 1 andf 2 are functions of x
Then P.I = Pf 1 +Qf 2
f2 X
dx
f 1 f f1' f 2
f1 X
dx
'
f1 f 2 f1' f 2

P=
Q=

1
2

y = c1 f 1 + c 2 f 2 + P.I

1. Solve D 2 + 4 y = sec 2 x
Solution: The A.E is m 2 +4 = 0
m = 2i
C.F = C 1 cos 2 x + C 2 sin 2 x
f 1 = cos 2 x
f 2 = sin 2 x

f 1' = 2 sin 2 x
f '2 = 2 cos 2 x
f 1 f 2' f 1' f 2 = 2 cos 2 2 x + 2 sin 2 2 x
= 2 cos 2 2 x + sin 2 2 x
= 2 [1]
=2
f2 X
P=
dx
1
f 1 f 2 f1' f 2

14
sin 2 x sec 2 x
dx
2
1
1
= sin 2 x
dx
2
cos 2 x
1 2 sin 2 x
=
dx
4 cos 2 x
1
= log(cos 2 x)
4
f1 X
dx
Q=
'
f1 f 2 f1' f 2
=

cos 2 x sec 2 x
dx
2
1
1
dx
= cos 2 x
2
cos 2 x
1
= dx
2
1
= x
2
P.I = Pf 1 +Qf 2
1
1
=
log(cos 2 x) (cos2x) + x sin2x
4
2
=

2. Solve by the method of variation of parameters

Solution: The A.E is m 2 +1 = 0
m = i
C.F = C 1 cos x + C 2 sin x
Here f1 = cos x
f 2 = sin x
'
'
f1 = sin x
f 2 = cos x
'
'
2
f1 f 2 f 1 f 2 = cos x + sin 2 x = 1
f2 X
dx
f 1 f f1' f 2
sin x( x sin x)
=
dx
1
= x sin 2 xdx

P=

= x

1
2

(1 cos 2 x ) dx
2

1
(x x cos 2 x )dx
2
1
1
= xdx + x cos 2 xdx
2
2

d2y
+ y = x sin x
dx 2

15

=
=

Q =

1 x 2 1 sin x
cos 2 x

(1)
+ x
2 2 2 2
4

1
x2 x
+ sin 2 x + cos 2 x
4 4
8
f1 X
dx
f1 f 2' f1' f 2

(cos x) x(sin x)

1
= x sin x cos xdx
sin 2 x
= x
dx
2
=

dx

1
x sin 2 xdx
2
1 cos 2 x
sin 2 x
= x
(1)

2
2

4
x
1
= cos 2 x + sin 2 x
4
8
=

P.I = Pf 1 +Qf 2
x2 x

1
1
x

=
+ sin 2 x + cos 2 x cos x +
cos 2 x + sin 2 x sin x
4
8
8
4

4. Solve (D 2 4 D + 4) y = e 2 x by the method of variation of parameters.

Solution: The A.E is m 2 4m + 4 = 0
(m 2)2 = 0
m = 2,2
C.F = ( Ax + B )e 2 x
= Axe 2 x + Be 2 x
f1 = xe 2 x
f 2 = e2x
f1' = xe 2 x 2 + e 2 x , f 2' = 2e 2 x
f1 f 2' f 2 f1' = 2 x(e 2 x ) e 2 x (2 xe 2 x + e 2 x )
2

= 2x (e 2 x ) 2 x(e 2 x ) (e 2 x )
2

= (e 2 x ) [2 x 2 x 1]
2

= (e 2 x )
= e4x

P=

f X
dx
f f f f2

2
1
'
1 2
1
2x 2x

e e
dx
e 4 x

16
= dx = x
Q=

f1 X
dx
'
1 f f1 f 2
'
2

xe 2 x e 2 x
e 4 x dx
= xdx
=

x2
2

P.I = x 2 e 2 x

x 2 2x x 2 2x
e =
e
2
2

y = C.F + P.I
x 2 2x
= (Ax +B) e +
e
2
5. Use the method of variation of parameters to solve (D 2 + 1)y = sec x
Solution: Given (D 2 + 1)y = sec x
The A.E is m 2 + 1 = 0
m = i
C.F = c1 cos x + c 2 sin x
= c1 f1 + c 2 f 2
f1 = cos x, f 2 = sin x
f1' = sin x, f 2' cos x
f1 f 2' f 1' f 2 = cos 2 x + sin 2 x = 1
2x

f2 X
dx
f 1 f f1' f 2
sin x sec x
=
dx
1
sin x
=
dx
cos x
= tan xdx

P=

1
2

= log (cos x)
f1 X
Q=
dx
'
f1 f 2 f1' f 2
cos x sec x
dx
1
= dx
=

=x
P.I = Pf 1 + Qf 2
= log(cos x) cos x + x sin x
y = c1 cos x + c 2 sin x + log(cos x) cos x + x sin x

17
6. Solve (D 2 + a 2 )y = tan ax by the method of variation of parameters.
Solution: Given (D 2 + a 2 )y = tan ax
The A.E is m 2 + a 2 = 0
m = ai
C.F = c1 cos ax + c 2 sin ax
f1 = cos ax, f 2 = sin ax
f1' = a sin x, f 2' = a cos ax
f1 f 2' f 2 f1' = a cos ax cos ax sin ax( a sin ax)
= a cos 2 ax + a sin 2 ax
= a(cos 2 ax + sin 2 ax)
=a
P.I = Pf 1 + Qf 2
f2 X
dx
f 1 f f1' f 2
sin ax tan ax
=
dx
a
1 sin 2 ax
=
dx
a cos ax
1 1 cos 2 ax
=
dx
a cos ax
1
(sec ax cos ax )dx
=
a
1 1
sin ax
(
)
=
log
sec
ax
+
tan
ax

a a
a
1
= 2 [log(sec ax + tan ax ) sin ax ]
a
1
= 2 [sin ax log(sec ax + tan ax )]
a

P=

Q=
=

1
2

f1 X
dx
'
1 f f1 f 2
'
2

cos ax tan ax
dx
a

1
sin axdx
a
1
= 2 cos ax
a
P.I = Pf1 + Qf 2
1
1
= 2 cos ax[sin ax log(sec ax + tan ax )] 2 sin ax[cos ax ]
a
a
=

18
1
[cos ax log(sec ax + tan ax )]
a2
y = C.F + P.I
1
= c1 cos ax + c 2 sin ax 2 [cos ax log(sec ax + tan ax )]
a
=

d2y
7. Solve
+ y = tan x by the method of variation of parameters.
dx 2
Solution: The A.E is m 2 + 1 = 0
m = i
C.F = c1 cos x + c 2 sin x
Here f1 = cos x, f 2 = sin x
f1' = sin x, f 2' = cos x
f1 f 2' f 2 f1' = cos 2 x + sin 2 x = 1
f2 X
P=
dx
1
f 1 f 2 f1' f 2
sin x tan x
=
dx
1
sin 2 x
=
dx
cos x
1 cos 2 x
=
dx
cos x
= (sec x cos x )dx

= log(sec x + tan x) + sin x

f1 X
Q=
dx
'
f1 f 2 f1' f 2
cos x tan x

1
= sin dx
=

dx

= cos x
P.I = Pf1 + Qf 2
= cos x log(sec x + tan x)
y = C.F + P.I
= c1 cos x + c 2 sin x cos x log(sec x + tan x)
8. Solve by method of variation of parameters y ''

4 ' 4
y + 2 y = x2 +1
x
x

4 ' 4
y + 2 y = x2 +1
x
x
2 ''
i.e., x y 4 xy ' + 4 y = x 4 + x 2
i.e., x 2 D 2 4 xD + 4 y = x 4 + x 2 .(1)
Put x = e z

Solution: Given y ''

19

Logx = log e z
=z
So that XD = D '
x 2 D = D ' (D ' 1)

(1) D ' (D ' 1) 4 D ' + 4 y = (e z ) + (e z )

[D

'2

5D ' + 4 y = e 4 z + e

2z

A.E is m 2 5m + 4 = 0
(m 4)(m 1) = 0
m = 1,4
C.F = c1e 4 z + c 2 e z
Here f1 = e 4 z , f 2 = e z
f1' = e 4 z , f 2' = e z
f1 f 2' f 2 f1' = e 5 z 4e 5 z = 3e 5 z
P.I = Pf1 + Qf 2
f2 X
P=
dx
1
f 1 f 2 f1' f 2

e z e4z + e2z
dx
3e 5 z
e5z + e3z
=
dx
3e 5 z
1
= 1 + e 2 z dz
3
1
e 2 z
= z +

3
2

1
1
z e 2 z
3
6
f1 Z
dz
f1 f 2' f 1' f 2
=

Q=

e 4 z (e 4 z + e 3 z )
3e 5 z dz
1 e8z + e 6 z
=
dz
3
e5z
1
= e 3 z + e z dz
3

1 e3z
=
+ ez
3 3

1
1
= e3z e z
9
3
1
1
1

1
P.I = z e 2 z e 4 z + e 3 z e z e z
6
3
3

20
1
1
1
1
= ze 4 z e 2 z e 4 z e 2 z
3
6
9
3

y = C.F + P.I
1
1
1
1
= c1e 4 z + c 2 e z + ze 4 z e 2 z e 4 z e 2 z
3
6
9
3
4
4
2
2
1
1
1
1
= c1 (e z ) 4 + c 2 e z + z (e z ) (e z ) e z (e z )
3
6
9
3
4
4
2
4
x
x
x
= c1 (e z ) + c 2 (e z ) +
log x

3
9
2

( )

DIFFERENTIAL EQUATIONS FOR THE VARIABLE COEFFICIENTS

(CAUCHYS HOMOGENEOUS LINEAR EQUATION)
Consider homogeneous linear differential equation as:
n 1
dny
y
n 1 d
+
a
x
+ ........ + a n y = X ....................(1)
1
n
x 1
dx
dx
(Here as are constants and X be a function of X) is called Cauchys
homogeneous linear equation.
dny
d n 1 y
dy
a n x n n + a n 1 n 1 + .............. + a1 x + a 0 y = f ( x)
dx
dx
dx
is the homogeneous linear equation with variable coefficients. It is also known
as Eulers equation.
Equation (1) can be transformed into a linear equation of constant Coefficients
by the transformation.
x = e z , (or ) z = log x
Then
dy dy dz 1 dy
Dy =
=
=
dx dz dx x dz
d
d

D = dx , = dz
d
d
x
= xD =
=
dx
dz
Similarly
d 2 y d dy d 1 dy
= =

dx 2 dx dx dx x dz
1 dy 1 d dy
1 dy 1 d dy dz
= 2
+
+
= 2

x dz x dx dz
x dz x dz dz dx

an

d2y
1 dy 1 d 2 y
=

+
dx 2
x 2 dz x 2 dz 2
d 2 y d 2 y dy
x2 2 = 2
dz
dx
dz

21

x 2 D 2 = 2 = ( 1)
Similarly,
x 3 D 3 = ( 1)( 2)

x 4 D 4 = ( 1)( 2)( 3)

and soon.
xD =
x 2 D 2 = ( 1)

x 3 D 3 = ( 1)( 2)

and so on.

dy
d2y
+ x + y = 4 sin(log x)
2
dx
dx
Solution: Consider the transformation

1. Solve x 2

x = e z , (or ) z = log x
xD =
x 2 D 2 = ( 1)
(x 2 D 2 + xD + 1)y = 4 sin(log x)
( 2 + 1)y = 4 sin(z )
R.H.S = 0 : ( 2 + 1)y = 0
A.E : m 2 + 1 = 0, m = i
C.F = A cosz + B sinz
C.F = A cos (log x) +B sin (log x)
1
4(sin z )
P.I = 2
+1
z cos z
= 4
= 2 z cos z
2

P.I = 2 log x cos(log x)

Complete solution is:
y = A cos (log x) +B sin (log x) 2 log x cos(log x)
y = ( A 2 log x ) cos(log x) 2 log x cos(log x)
d2y
dy
+ 4 x + 2 y = x log x
2
dx
dx
Solution: Given (x 2 D 2 + 4 xD + 2)y = x log x (1)
Consider: x = e z , (or ) z = log x
xD =
x 2 D 2 = ( 1)
(1) : ( ( 1) + 4 + 2) y = e z z

2. Solve x 2

22

+ 3 + 2 y = ze z
A.E : m 2 + 3m + 2 = 0
M = - 2, -1
2
1
C.F = Ae 2 z + Be z = Ae log x + Be log x
A B
C.F = 2 +
x
x
1
P.I = 2
ez z
+ 3 + 2
1
=e z
z
2
( + 1) + 3( + 1) + 2
1
= ez 2
z
+ 5 + 6
2

)( )

ez
=
6

2 + 5
1 +

6 z

ez 5
ez
5
1 z = z
6 6
6
6
log x
e
5

=
log x
6
6
x
5
= log x
6
6
Complete solution is y = C.F +P.I
A B x
5
= 2 + + log x
x 6
6
x

3. Solve ( ( x 2 D 2 3xD + 4) y = x 2 , giventhat y(1) = 1 and y(1) = 0

Solution: Given x 2 D 2 3xD + 4 y = x 2 (1)
Take x = e z , (or ) z = log x
xD =
x 2 D 2 = ( 1)
(1) : 2 4 + 4 y = e 2 z
A.E : m 2 4m + 4 = 0, m = 2,2
C.F = ( A + Bz )e 2 z = ( A + B log x )x 2
1
1
P.I =
e2z = e2z
(1)
2
( 2)
( + 2 2)2
1
= e 2 z 2 (1)

( )

P.I = e 2 z

z2
2

23

x 2 (log x )
2

(2)

Complete solution is : y = ( A + B log x )x 2 +

x 2 (log x )
2

Apply conditions: y(1) =1,y(1) = 0 in (2)

A = 1, B = -2

x 2 (log x )
Complete solution is y = (1 2 log x )x +
2

EQUATION REDUCIBLE TO THE HOMOGENEOUS LINEAR

FORM (LEGENDRE LINEAR EQUATION)
It is of the form:

(a + bx )n d

dx n

+ A1 (a + bx )

n 1

d n 1 y
+ ........... + An y = f ( x) ..(
dx n 1

1)

A1 , A2,......................., An are some constants

It can be reduced to linear differential equation with constant
Coefficients,
by taking: a + bx = e z (or ) z = log(a + bx)
d
d
Consider
= D, = , gives
dx
dz
dy
dy
(a + bx ) = b (a + bx )Dy = b ( y )
dx
dz
2
Similarly (a + bx ) D 2 y = b 2 ( 1) y (2)

(a + bx )3 D 3 y = b 3 ( 1)( 2) and so on

Substitute (2) in (1) gives: the linear differential equation of

constant Coefficients.
Solve (2 x + 3) y ' '(2 x + 3) y '12 y = 6 x
Solution: This is Legendres linear equation:
(2 x + 3)2 y' '(2 x + 3) y '12 y = 6 x .(1)
Put z = log (2x + 3) , e z = 2 x + 3
(2 x + 3)D = 2
(2 x + 3)2 D 2 = 4 2 , = d
dz
2
Put in (1) : 4 6 12 y = 3e z 9
R.H.S =0
A.E : 4m 2 6m 12 = 0
3 + 57
3 57
m1 =
, m2 =
4
4
C.F = Ae m1z + Be m2 z
C.F = A(4 x + 3) m1 + B(2 x + 3) m2
2

24
3e z
3
= (2 x + 3)
2
14
4 6 12
z
9e
P.I 2 =
2
4 6 12
9
3
=
=
12
4
P.I 1 =

Solution is

(3+
y = A(2 x + 3)

57 / 4

+ B(2 x + 3)

3 57

3
(2 x + 3) 3
14
4

SIMULTANEOUS FIRST ORDER LINEAR EQUATIONS WITH

CONSTANT COEFFICIENTS

dx
dy
+ 2 x + 3 y = 2e 2t , + 3x + 2 y = 0
dt
dt
dx
dy
Solution: Given
+ 2 x + 3 y = 2e 2t , + 3x + 2 y = 0
dt
dt
d
Using the operator D =
dt
2t
(D + 2)x + 3 y = 2e (1)
3 x + (D + 2 ) y = 0 .(2)
Solving (1) and (2) eliminate (x) :
3 (1) (2) ( D + 2) (D 2 + 4 D 5)y = 6e 2t ..............(3)
A.E : m 2 + 4m 5 = 0
m = 1,-5
C.F = Ae t + Be 5t
6e 2t
6
P.I = 2
= e 2t
7
D + 4D 5
6
y = Ae t + Be 5t e 2t
7
1
put in (1) : x = [(D + 2) y ]
3
8
x = Ae t + Be 5t + e 2t
7
solution is :
1. Solve the simultaneous equations,

8
x = Ae t + Be 5t + e 2t
7
6
y = Ae t + Be 5t e 2t
7
dx
dy
+ y = sin t , + x = cos t , giventhat t=0, x = 1, y =0
dt
dt
Solution: Dx + y = sin t ..(1)
x + Dy = cost (2)
Eliminate x : (1) (2)D y D 2 y = sin t + sin t

2. Solve

25

(D

1 y = 2 sin t...............(3)
m 1 = 0, m = 1
C.F = Ae t + Be t
sin t
sin t
P.I = 2 2
= (2)
= sin t
11
D 1
y = Ae t + Be t + sint
(2) : x = cost D(y)
d
Ae t + Be t + sin t
x = cost dt
x = cos t Ae t + Be t cos t
x = Ae t + Be t
Now using the conditions given, we can find A and B
t = 0, x = 1 1 = A + B
t = 0, y = 0 0 = A + B
1
1
B= ,A=
2
2
Solution is
1
1
x = e t + e t = cosh t
2
2
2

1
1
y = e t + e t + sin t = sin t sinh t
2
2
dx
dy
+ 2 y = sin t , 2 x = cos t
dt
dt
Solution: Dx + 2y = -sin t ..(1)
- 2x +Dy = cos t ...(2)
(1) 2 + (2) D 4 y + D 2 y = 2 sin t + D(cos t )
(D 2 + 4) = 3 sin t
m 2 + 4 = 0, m = i 2
C.F = A cos 2t + B sin 2t
3 sin t
3 sin t
P.I = 2
=
= sin t
D + 4 1+ 4
y = A cos 2t + B sin 2t - sin t
1
(2) : x = [Dy cos t ]
2
1d

x = ( A cos 2t + B sin 2t sin t ) cos t

2 dt

x = A cos2t +Bsin2t cost

Solution is :

3. Solve

x = A cos2t +Bsin2t cost

y = A cos 2t + B sin 2t - sin t

26
dx dy
dx dy

+ 2 y = cos 2t , +
2 x = sin 2t
dt dt
dt dt
Solution: Dx + (-D +2)y = cos 2t ..(1)
(D 2)x +Dy = sin 2t (2)
Eliminating y from (1) and (2)
(D 2 2D + 2)x = 2 sin 2t + cos 2t
R.H.S = 0 m 2 2m + 2 = 0
m = 1 i
t
C.F = e ( A cos t + B sin t )
( 2 sin 2t ) = sin 2t
P.I 1 = 2
D 2D + 2 1 + D
(1 D ) sin 2t = sin 2t D(sin 2t )
=
1+ 4
1 D2
sin 2t 2 cos 2t
=
5
1
(cos 2t )
P.I 2 = 2
D 2D + 2
(cos 2t + 2 sin 2t )
=
10
4. Solve

x = e t ( A cos t + B sin t ) +

sin 2t 2 cos 2t (cos 2t + 2 sin 2t )

5
10

dx
+ 2 y 2 x = cos 2t + sin 2t
dt
dx
2y = cos2t +sin 2t + 2x - 2
dt
1
dx
y = cos 2t + sin 2t + 2 x 2 (3)
2
dt
Substitute x in (3)
sin 2t
y = e t ( A cos t B sin t )
2
Solution is :
(1) +(2) 2

sin 2t 2 cos 2t (cos 2t + 2 sin 2t )

5
10
sin 2t
y = e t ( A cos t B sin t )
2

x = e t ( A cos t + B sin t ) +

UNIT-II
VECTOR CALCULUS
Directional derivative
The derivative of a point function (scalar or vector) in a particular
direction is called its directional derivative along the direction.
The directional derivative of a scalar point function in a given
direction is the rate of change of in the direction. It is given by the
component of grad in that direction.
The directional derivative of a scalar point function

(x,y,z) in the direction of a is given by

. a

Directional derivative of is maximum in the direction of .

Hence the maximum directional derivative is or grad
Unit normal vector to the surface
If (x, y, z) be a scalar function, then (x, y, z) = c represents
A surface and the unit normal vector to the surface is given by

Equation of the tangent plane and normal to the surface

Suppose a is the position vector of the point ( x0 , y0 , z0 )

On the surface (x, y, z) = c. If r = x i + y j + z k is the position vector of

any point (x,y,z) on the tangent plane to the surface at a , then the

equation of the tangent plane to the surface at a given point a on it is

given by r a .grad = 0

If r is the position vector of any point on the normal to the surface

at the point a on it. The vector equation of the normal at a given point

a on the surface is r a grad = 0

The Cartesian form of the normal at ( x0 , y0 , z0 ) on the surface

(x,y,z) = c is
x x0 y yo z z0
=
=

x
y
z
Divergence of a vector

If F ( x, y, z ) is a continuously differentiable vector point function in

a given region of space, then the divergences of F is defined by

F F F
. F = div F = i
+ j
+k
x
y
z

F
= i
x

If F = F1 i + F2 j + F3 k ,then div F = .( F1 i + F2 j + F3 k )

F F F
i.e., div F = 1 + 2 + 3
x y
z
Solenoidal Vector

A vector F is said to be solenoidal if div F = 0 (ie) . F = 0

Curl of vector function

If F ( x, y, z ) is a differentiable vector point function defined at each

point (x, y, z), then the curl of F is defined by

curl F = F

F F F
= i
+ j
+ k
x
y
z

F
= i
x

If F = F1 i + F2 j + F3 k ,then curl F = ( F1 i + F2 j + F3 k )

curl F =
x
F1

y
F2

z
F3

F
F F F F F
= i 3 2 j 3 1 + k 2 1
z
x z
x y
y

Curl F is also said to be rotation F

Irrotational Vector

A vector F is called irrotational if Curl F = 0

(ie) if F = 0
Scalar Potential

If F is an irrotational vector, then there exists a scalar function

Such that F = . Such a scalar function is called scalar potential of F

Properties of Gradient

1. If f and g are two scalar point function that ( f g ) = f g (or)

grad ( f g ) = gradf gradg

Solution: ( f g ) = i
+ j + k ( f g )
y
z
x

= i ( f g ) + j ( f g ) + k ( f g )
y
z
x

f g f g f g
= i
i
+ j
j
+k
k
x
x
y
y
z
z

f f f g g g
= i
+ j
+ k i
+ j
+k
y
z x
y
z
x

= f g

2. If f and g are two scalar point functions then ( fg ) = fg + gf (or)

grad ( fg ) = fgradg + ggradf

+ j + k ( fg )
Solution: ( fg ) = i
y
z
x

= i ( fg ) + j ( fg ) + k ( fg )
y
z
x

f g
f g
f
g
= i f
+ g + j f
+ g + k f
+g
x
y
z
x
z
y
g g g
f f f
+ g i
= f i
+ j
+k
+ j
+ k
y
z
y
z
x
x
= fg + gf

f gf fg
3. If f and g are two scalar point function then =
where
g2
g
g0
f
i
+ j + k
y
z g
x
f
= i
x g

f
Solution: =
g

g
f
f
g

= i x 2 x
g

1
f
g
= 2 g i
fi

g
x
x
1
= 2 [gf fg ]
g

4. If r = x i + y j + z k such that r = r ,prove that r n = nr n 2 r

n
Solution: r n = i
+ j + k r
y
z
x
r n r n r n

= i
+ j
+k
y
z
x

r n 1 r n 1 r
+ j nr
+ k nr
x
y
z

y
z
x
= nr n 1 i + j + k
r
r
r

= i nr n 1

nr n 1
=
x i + y j+ z k
r

nr n 1
r
r

5. Find a unit normal to the surface x 2 y + 2 xz = 4 at (2,-2, 3)

Solution: Given that = x 2 y + 2 xz

2
= i
+ j
+ k ( x y + 2 xz )
y
z
x

( )

= i (2 xy + 2 z ) + j x 2 + k (2 x )
At (2,-2, 3)

= i ( 8 + 6) + j (4) + k (4)

= 2 i + 4 j+ 4k

= 4 + 16 + 16 = 36 = 6
Unit normal to the given surface at (2,-2,3)

2 i + 4 j + 4 k
=
6

1
= i + 2 j+ 2 k
3

6. Find the directional derivative of = x 2 yz + 4 xz 2 + xyz at (1,2,3) in the

direction of 2 i + j k
Solution: Given = x 2 yz + 4 xz 2 + xyz

2
= i
+ j
+ k ( x yz + 4 xz 2 + xyz )
y
z
x

) (

) (

= 2 xyz + 4 z 2 + yz i + x 2 z + xz j + x 2 y + 8 xz + xy k
At (1, 2, 3)

= 54 i + 6 j + 28 k

Given: a = 2 i + j k

a = 4 +1+1 = 6

a
D.D = .
a

2 i + 2 j k

= 54 i + 6 j + 28 k .
6

1
[108 + 6 28] = 1 [86]
=
6
6

7. Find the angle between the surface x 2 + y 2 + z 2 = 5 and

x 2 + y 2 + z 2 2 x = 5 at (0,1,2)
Solution: Let 1 = x 2 + y 2 + z 2 and 2 = x 2 + y 2 + z 2 2 x
1

= 2 x, 1 = 2 y , 1 = 2 z
x
y
z
2

= 2 x 2, 2 = 2 y, 2 = 2 z
x
y
z

1 = 2 x i + 2 y j + 2 z k

2 = (2 x 2) i + 2 y j + 2 z k
At (o,1,2)

1 = 2 j + 4 k

2 = 2 i + 2 j + 4 k

2 j + 4 k . 2 i + 2 j + 4 k
1.2

Cos =
=
1 2
16 + 4 4 + 4 + 6
4 + 16
20
cos =
=
20 24
20 24
20
= cos 1

20 24
20

= cos 1

24
8. Find the angle between the surfaces x log z = y 2 1 and x 2 y = 2 z at the
point (1,1,1)
Solution: let 1 = y 2 x log z and 2 = x 2 y + z
1

x
= log z , 1 = 2 y, 1 =
x
y
z
z
2

= 2 xy, 2 = x 2 , 2 = 1
x
y
z

k
1 = ( log z ) i + 2 y j k
z

2 = 2 j k

Cos =

1.2
=
1 2

2 1
1
=
4 +1 4 +1+1
5 6

5 6

= cos 1

( )
Solution: (r ) = .(r )

= i (r ) + j (r ) + k (r )
x
y
z
9. Find 2 r n
2

= i nr n 1

r n 1 r n 1 r
+ j nr
+ k nr
z
x
y

r = x i + y j+ z k

r = r = x2 + y 2 + z 2

r 2 = x2 + y 2 + z 2
r
r x
=
2r = 2 x
x r
x
r
r y
2r
= 2y
=
y r
y
r
r z
=
2r = 2 z
z r
z
x y z
2 r n = nr n 1 i + j + k
r
r
r

( )

= nr n 2 x i + y j + z k

n2

= nr r

Since u = . u + div u

2 r n = nr n 2 r

= nr n 2 . r + nr n 2 . r

. r = i
+ j + k x i + y j + z k
y
z

x
=1+1+1 = 3

( )

( )

( )

2 r n = 3nr n 2 + n r n 2 . r
= 3nr n 2 + n(n 2) r n 4 .r 2
= 3nr n 2 + n(n 2) r n 2

( )

( )
( )

2 r n = r n 2 n 2 + n = n(n + 1)r n 2

10. If r = x i + y j + z k and r = r .Prove that r n r is solenoidal if n = 3 and

r n r is irrotational for all vectors of n.

Solution: r n r = r n x i + r n y j + r n k
n
n
n
div r n r =
r x +
r y +
r z (1)
y
z

x
Now r 2 = x 2 + y 2 + z 2
Differentiating partially w.r.to x,

( )

( )

( )

r
r x
= 2x
=
x
x r
r
r y
Similarly,
2r
= 2y
=
y
y r
r
r z
2r = 2 z
=
z
z r
n

r
(
r x ) = x (r n ). + r n
Now
x
x
r
x
= x.n r n 1 + r n
r
n
(
r y ) = nr n 2 y 2 + r n
y
2r

n
(r z ) = nr n 2 z 2 + r n
z
From (1) we have

div r n r = nr n 2 (x 2 + y 2 + z 2 ) + 3r n

= nr n + 3r n
= (n + 3)r n

The vector r n r is solenoidal if div r n r = 0

(n + 3)r n = 0
n+3=0
n = 3

r n r is solenoidal only if n = -3

i
j
k

Now curl r n r =

x y z
rnx rn y rnz

i y (r z ) z (r y )

r
r
= i nr n 1 z nr n 1 y
y
z

i nr

i (nr

n 1

n2

y
z
z nr n 1 y
r
r

yz nr n 2 yz

=0

Curl ( r n r ) = 0 i + 0 j + 0 k =0

Curl ( r n r ) = 0 for all values of n

Hence r n r is irrotational for all values of n.

11. Prove that F = y 2 cos x + z 3 i + (2 y sin x 4) j + 3xz 2 k is irrotational and

find its scalar potential
Solution:

curl F =
x

2
y cos x + z 3

j
k

y
z
2 y sin x 4 3xz 2

= i [0 0] j 3z 2 3 z 2 + k [2 y cos x 2 y cos x ] = 0

F is irrotational.

To Find such that F = grad

+ j
+k
z
x
y
Integrating the equation partially w.r.to x,y,z respectively
= y 2 sin x + xz 3 + f1 ( y, z )
= y 2 sin x 4 y + f 2 ( x, z )
= xz 3 + f3 ( x, y )
( y 2 cos x + z 2 ) i + (2 y sin x 4 ) j + 3xz 2 k = i

= y 2 sin x + xz 3 4 y + C , is scalar potential

12. Prove that div A B = B .(curl A) A.(curl B)

Proof : div A B = .( A B)

= i A B
x

B
A

= i A
+
i

= i
A + i
B
x
x


B
i A . B
.
A
+
= i

x
x

= curl B . A+ curl A . B

13.Prove that curl curl F = F 2 F

Solution:

curl curl F = F

By using a b c = a . c b a . b c

= . F (. ) F

= . F 2 F

VECTOR INTEGRATION
Line, surface and Volume Integrals

Problems based on line Integral

Example 1:

If F = 3x 2 + 6 y i 14 yz j + 20 xz 2 k Evaluate

F .dr from (0,0,0) to

C

(1,1,1) along the curve x = t , y = t , z = t

2

Solution: The end points are (0, 0, 0) and (1, 1, 1)

These points correspond to t = 0 and t = 1
dx = dt , dy = 2t , dz = 3t 2

2
2
F .dr = 3x + 6 y dx 14 yzdy + 20 xz dz
C

(3t
1

( )

+ 6t 2 dt 14t 5 (2tdt ) + 20t 7 3t 2 dt

= (9t 2 28t 6 + 60t 9 )dt

1

= 3t 34t 7 + 6t10 0
= [(3 4 + 6 ) 0] = 5
Example 2:

Show that F = x 2 i + y 2 j + z 2 k is a conservative vector field.

Solution: If F is conservative then F = 0

Now F =
x
x2

y
y2

= 0 i + 0 j+ 0 k = 0
z
z2

F is a conservative vector field.

Surface Integrals
Definition: Consider a surface S. Let n denote the unit outward normal to the

surface S. Let R be the projection of the surface x on the XY plane. Let f be

a vector valued defined in some region containing the surface S. Then the

surface integral of f is defined to be

f . nds =
S

f .n

dx.dy

n. k

Example 1;
Evaluate

f . nds where F = z i + x j y 2 z k and S is the surface of

the cylinder x + y 2 = 1 included in the first octant between the planes z = 0

and
z = 2.
2

Solution: Given F = z i + x j y 2 z k

= x2 + y2 1

= 2 x i + 2 y j

= 4 x 2 + 4 y 2

=2 x 2 + y 2
=2

The unit normal n to the surface =

=

2 xi + 2 yj
= xi + yj
2

F . n = z i + x j y 2 z k . x i + y j = xz + xy

(i)
(ii)
(iii)

INTEGRAL THEOREMS
Gausss divergence theorem
Stokes theorem
Greens theorem in the plane

Greens Theorem
Statement:
If M(x,y) and N(x,y) are continuous functions with continuous
partial derivatives in a region R of the xy plane bounded by a simple closed
curve C, then
N M
c Mdx + ndy = R x y dxdy , where C is the curve described in the
positive direction.

Verify Greens theorem in a plane for the integral

(x 2 y )dx + xdy
c

taken around the circle x + y = 4

Solution: Greens theorem gives
N M
c Mdx + Ndy = R x y
2

Consider

dxdy

(x 2 y )dx + xdy
c

M = x 2y
N=x
M
N
= 2,
=1
y
x
N M
dxdy

x
y
R
(1 + 2)dxdy = 3 dxdy
R

= 3[Area of the circle]

= 3 r 2
=3. .4
= 12 (1)
Now Mdx + Ndy
We know that the parametric equation of the circle x 2 + y 2 = 4
x = 2 cos
y = 2 sin
dx = 2 sin d , dy = 2 cos d
Mdx + Ndy = ( x 2 x )dx + xdy
= (2 cos 4 sin )( 2 sin d ) + 2 cos (2 cos )d
= 2 cos sin + 8 sin 2 + 4 cos 2 d
Where various from 0 to 2
Mdx + Ndy =

( 2 cos sin + 4 sin

+ 4)d

1 cos 2
+ 4 d
2

sin 2 + 4
0

( sin 2 + 6 2 cos 2 )d
0
2

2 sin 2
cos 2
=
+ 6
2 0
2
1
1
= + 12 = 12 .(2)
2
2
From (1) and (2)

Mdx + Ndy = x
c

M
y

dxdy

Hence Greens Theorem is verified.

Example 2
Using Greens theorems find the area of a circle of radius r.
Solution: By Greens theorem we know that
1
Area enclosed by C = xdy ydx
2C
The parametric equation of a circle of radius r is x = r cos , y = r sin
Where 0 2
2
1
Area of the circle = r cos (r cos ) r sin ( r sin )d
2 0
1
=
2

(r

cos 2 + r 2 sin 2 d

0
2

Example 3:
Evaluate

1 2
r d
2 0

1 2 2
r [ ]0 = r 2
2

[(sin x y )dx cos xdy] where c is the triangle with

c

,0) and ( ,1)

2
2
y0 x0
Solution: Equation of OB is
=
1 0
0
2
2x
y=

vertices (0,0) ,(

By Greens theorem

Mdx + Ndy = x
c

M
y

dxdy

M
= 1
y
N
N = cos x,
= sin x
x
[(sin x y )dx cos xdy ] = (sin x + 1)dxdy
Here M = sin x y,

In the region R, x varies from x =

y
2

to

and y varies from y = 0 to y = 1

1 2

(sin x y )dx cos xdy =

(sin x + 1)dxdy
0 y
2

2
y
2

[ cos x + x]

dy

y y
= cos + dy
2 2 2
0
1

2
y
y 2
= sin + y

2 2
4 0

2 2
= + = +
2 4 2
Example 4
Verify Greens theorem in the plane for
2
2
3x 8 y dx + (4 y 6 xy )dy where C is the boundary of the region defined

by
X = 0 , y= 0, x + y =1
Solution: We have to prove that

M
y

dxdy

R
2
2
M = 3x 8 y , N = 4 y 6 xy
M
N
= 16 y,
= 6 y
y
x

Mdx + Ndy = x
c

By Greens theorem in the plane

N M
c Mdx + Ndy = R x y

dxdy

1 1 x

(10 y )dydx
0 0
1 x

y2
= 10
2 0
0
1

= 5 (1 x ) dx
2

(1 x )3
5
= 5
=
3 0 3
Consider Mdx + Ndy = + +
1

OA

AB

BO

Along OA, y=0 , x varies from 0 to 1

[ ]

Mdx + Ndy = 3 x 2 dx = x 3
OA

1
0

=1

Along AB, y = 1 - x dy = dx and x varies from 1 to 0 .

0

Mdx + Ndy = 3x 2 8(1 x ) 4(1 x ) + 6 x(1 x ) dx

AB

3x 2 8(1 x )3 4(1 x )2

+ 3x 2 2 x 3
3
2
3
1
8
8
= + 2 1 3 + 2 =
3
3

STOKES THEOREM

If S is an open surface bounded by a simple closed curve C and if a vector

function F is continuous and has continuous partial derivatives in S and on

C, then

curl F . n ds = F .d r where n is the unit vector normal to the

c

surface (ie) The surface integral of the normal component of curl F is equal

to the integral of the tangential component of F taken around C.

Example 1

Verify Stokes theorem for F = (2 x y ) i yz 2 j y 2 z k where S is the upper

half of the sphere x 2 + y 2 + z 2 = 1 and C is the circular boundary on z = 0
plane.

Solution: By Stokes theorem

F .d r = curl F . n ds
c

F = (2 x y ) i yz 2 j y 2 z k

i
j

curl F =
x
y
2 x y yz 2

z
y2z

= i [ 2 yz + 2 yz ] j (0 0 ) + k (0 + 1) = k

Here n = k since C is the circular boundary on z = 0 plane

= area of the circle curl F . n ds = dxdy

S

= (1) 2 = .(1)

ON z = 0,

F .d r = curl F . n ds
c

On C, x = cos , y = sin
dx = sin d , dy = cos d
varies from 0 to 2

F .d r =

(2 cos sin )( sin )d

0

2
(2 cos sin )d + sin d
0

1 cos 2
d
2

(sin 2 )d +
0

1
sin 2
cos 2
+
=

2
2 0
2 0
1 1
= + + = (2)
2 2

From (1) and (2)

F .d r = curl F . n ds
c

Hence stokes theorem is verified

Example 2

Verify stokes theorem for F = ( y z + 2) i + ( yz + 4 ) j xz k where s is

the surface of the cube x = 0, x = 2, y = 0, y = 2, z = 0 and z = 2 above the xy
plane.
Solution:
By Stokes theorem

F .d r = curl F . n ds
c

Given F = ( y z + 2) i + ( yz + 4 ) j xz k

curl F =
x
yz+2

= i [0 y ] j [ z + 1] + k [0 1]

= y i + j [z 1] k

j
k

y
z
yz + 4 xz

Hence Stokes theorem is verified.

Example 3:

Verify Stokes theorem for F = y i + z j + x k where S is the upper half

surface of the sphere x 2 + y 2 + z 2 = 1 and C is its boundary.
Solution: By stokes theorem

F .d r = curl F . n ds
c

Gauss Divergence theorem

Statement:
The surface integral of the normal component of a vector
function F over a closed surface S enclosing volume V is equal to the volume
integral of the divergence of F taken throughout the volume V ,

F . n ds = . Fdv
S

Evaluate

x dydz + x
3

= h, x 2 + y 2 = a 2
Solution:

ydzdx + x 2 zdxdy over the surface bounded by z = 0 ,z

cos

d =

3a 4
S F . n ds = 2

3 1 3
=
4 2 2 16

UNIT IV
COMPLEX INTEGRATION

CAUCHYS INTEGRAL THEOREM

Statement:
If f(z) is analytic and f(z) is continuous at all points inside and
on a simple closed curve c, then f ( z )dz = 0 .
c

Proof: Let R be the region by c,

z = x + iy, dz = dx + idy, f ( z ) = u + iv
Now

f ( z )dz = (u + iv)(dx + idy)

c

= (udx vdy) + i (vdx + udy )...........(1)

Since f(z) is continuous, the four partial derivatives

u u v v
, , ,
x y x y

are also exists and continuous in R and on c

By Greens theorem in the plane
N M
c Mdx + Ndy = R x y dxdy
(1) Becomes,
u v
v u
c f ( z )dz = R x y dxdy + i R x y dxdy (2)
Since f(z) = u+iv is analytic by the CR Equation,

From (2)

u u
u u
f ( z )dz = dxdy + i dxdy
y y
x x
R
R
= 0 + i0 =0

CAUCHYS INTEGRAL FORMULA (OR) CAUCHYS

FUNDAMENTAL FORMULA
Statement:
If f(z) is analytic inside and on a simple closed curve c and if a is
any point within c, then,
1
f ( z)
f(a) =
dz , the integration around c being taken in the

2i c z a
positive direction.
Proof:

Given f(z) is analytic inside and on c. Now

f ( z)
is analytic inside
za

and on c except at z =a
Draw a circle c1 : z a = r with center at z = a and radius r units such
that c1 lies entirely inside c.

f ( z)
is analytic in the region enclosed between c and c1
za
( z )dz = ( z )dz

Now ( z ) =

c1

(ie)
c

f ( z)
f ( z)
dz =
dz
za
za
c1

On c1 , any point z is given by z = a + re i , 0 2 dz = ire i d

f ( z)
f (a + re i ) i
dz =
ire d
i
za
re
0
= 2if (a)

f (a) =

1
f ( z)
dz

2i c z a

CAUCHYS INTEGRAL FORMULA FOR DERIVATIVES OF AN

ANALYTIC FUNCTION:
Statement:
If f(z) is analytic inside and on a simple closed curve c and z = a is any
interior point of the region R enclosed by c, then
1
f ( z)
f ' (a) =
dz

2i c ( z a ) 2
2!
f ( z)
f ' ' (a) =
dz

2i c ( z a ) 3
In general,

f n (a) =

n!
f ( z)
dz

2i c ( z a ) n +1

Problems:
1. Evaluate

z2 +1
c z 2 1 dz where c is circle

(i) z 1 = 1 (ii ) z + 1 = 1 (iii ) z i = 1

Solution:
z2 +1
dz =
Given 2
c z 1

z2 +1
c ( z + 1)( z 1) dz

z2 +1
A
B
=
+
( z + 1)( z 1) z + 1 z 1
z 2 + 1 = A( z 1) + B( z + 1)
Put z = 1,B = 1, put z =-1 , A = -1

Consider

z2 +1
1
1
dz =
dz +
dz
+

(
z
1
)(
z
1
)
z
1
z
1
c
= 2i[ f (a ) + f (a)]
Here the point are z = -1 and z = 1
(i) c is the circle z 1 = 1 . The point z = -1 lies outside and z = 1 lies inside the

circle z 1 = 1

z2 +1
dz = 2i[0 + f (a)]
( z + 1)( z 1)

= 2i [since f(z) = 1, f(-1) = 1]

(ii) c is the circle z + 1 = 1 . The point z = -1 lies inside and z = 1 lies outside the
circle z + 1 = 1
z2 +1
dz = 2i[ f (a) + 0]
( z + 1)( z 1)
c
= 2i [ since f(z) = 1]
(iii) c is the circle z i = 1

When Z = 1, 1 i = 2 > 1 lies outside c

When z = -1, 1 i = 2 > 1 lies outside c
f ( z )dz = 0
c

2. Evaluate

z+4
dz where c is the circle
+ 2z + 5

(i) z + 1 + i = 2 (ii) z + 1 i = 2 (iii) z = 1

Solution:

z+4
dz
+ 2z + 5
c
The singular points of f(z) are given by
2 4 20
Z=
= 1 2i
2
Z = 1 + 2i, z = 1 2i

Consider

z+4
z+4
dz =
dz
(
(
)(
)
)
z

1
+
2
i

2
i
z + 2z + 5
c
2

(i) z + 1 + i = 2 is the circle

When z = -1+ 2i, 1 + 2i + 1 + i = 3i > 2 lies outside c
z = 1 2i, 1 2i + 1 + i = i = 1 < 2 lies inside c
By Cauchys Integral formula
z+4

z (1 + 2i) / z (1 2i) dz = 2if (a)

c

3 2i
= 2i
= [2i 3]
4i 2
z+4
Where f ( z ) =
z (1 + 2i )
1 2i + 4
3 2i
f (1 2i ) =
=
1 2i + 1 2i
4i
(ii) z + 1 i = 2 is the circle
When z = 1 + 2i, 1 + 2i + 1 i = i = 1 < 2 lies inside c
When z = 1 2i, 1 2i + 1 i = 3i > 2 lies outside c

By Cauchys Integral formula

z+4

z (1 + 2i) / z (1 2i) dz = 2if (a)

c

 3 + 2i
= 2i
= [3 + 2i ]
4i 2
z+4
z (1 2i )
1 + 2i + 4
3 + 2i
f (1 2i ) =
=
1 + 2i + 1 + 2i
4i
(iii) z = 1 is the circle
Where f ( z ) =

When z = 1 + 2i, 1 + 2i > 1 lies outside c

When z = 1 2i, 1 2i < 1 lies outside c
3. Using Cauchys Integral formula, evaluate

zdz

(z 1)(z 2)

where c is the circle

z2 =

1
2

Solution: Consider

z
(z 1)(z 2)2

Hence the point z 1 lies outside circle z 2 =

1
and the point z = 2 lies outside
2

1
.
2
z
zdz
f ( z)
=

dz where f(z) =
2
2
z 1
c ( z 1)( z 2 )
c ( z 2)
= 2if ' (a)
= 2i ( 1)
= 2i
Using Cauchys integral formula
[Here a = 2
z
F(z) =
z 1
(z 1)(1) z (1)
f ' ( z) =
(z 1)2
f ' ( z ) = 1 ]
the circle z 2 =

TAYLOR AND LAURENT SERIES

Taylors Series
Statement: If f (z) is analytic inside a circle C with its centre at z = a then for all z
inside C,
f ' (a )
f ' ' (a)
f ( z ) = f (a) + (z a )
+ ( z a) 2
+ ...............
1!
2!

This is known as Taylors series of f(z) about z = a .This expression is valid at

all points interior to any circle. Having its centre at z = a and within which the
function is analytic.
The circle of convergence of the Taylor series is the largest circle that can be
drawn around z = a such that within which f(z) is analytic. The radius of this circle is
called the redius of convergence.
Maclaurins Series :
Taking a = 0 in the Taylor series for f(z), then we have
f ' (0) f ' ' (0) f ' ' ' (0)
f ( z ) = f (0) +
+
+
+ ..............
1!
2!
3!
The series is called Maclaurins series of f(z).

Laurents Series:

If C1 and C 2 are two concentric circles with centre at z = a and radii

r1 and r2 (r1 < r2 ) and if f(z) is analytic inside and on the circles and within the
annulus between C1 and C 2 , then for any in the annulus , we have ,

f ( z ) = a n ( z a ) + bn (z a )
n

n =0

Where a n =

1
f ( z )dz
1
f ( z )dz
and bn =
n +1

2i C ( z a )
2i C ( z a ) n +1

Where C is any circle lying between C1 and C 2 with centre at z = a for all n
and the integration being taken in positive direction.
Some Important Results: If z < 1, we have

(1 + z )1 = 1 z + z 2 z 3 +............. = ( 1)n z n
n =0

(1 z )1 = 1 + z + z 2 + z 3 + ............. = z n
n =0

(1 + z )2 = 1 2 z + 3z 2 4 z 3 +............. = ( 1)n (n + 1) z n
n =0

(1 z )2 = 1 + 2 z + 3z 2 + 4 z 3 +............. = (n + 1) z n
n =0

1
at x = 1 in Taylor series
z2
1
Solution: Given f (z) =
f(1) = -1
z2
1
f ' ( z) =
, f ' (1) = 1
( z 2) 2
1. Expand

2
, f ' ' (1) = 2
( z 2) 3

f ' ' ( z) =

6
, f ' ' ' (1) = 6
( z 2) 4
The Taylor series at z = 1 is given by
f ' ' ' ( z) =

f ' (a )
f ' ' (a)
+ ( z a) 2
+ ...............
1!
2!
( z 1) 2
( z 1) 3
(2) +
(6) + ........
= 1 + ( z 1)(1) +
2!
3!
= 1 + ( z 1) + ( z 1) 2 + ( z 1) 3 + ..................

f ( z ) = f (a) + (z a )

2. Expand f ( z ) =

z2 1
as a Laurents series if (i) z < 2 (ii) z > 3
(z + 2)(z + 3)

(iii) 2 < z < 3

Solution:
z2 1
(z + 2)(z + 3)
5z 7
=1 +
(z + 2)(z + 3)
5z 7
A
B
Now
=
+
(z + 2)(z + 3) z + 2 z + 3
5 z 7 = A( z + 3) + B( z + 2)
Put z = -3 15 7 = B B = 8 B = 8
Put z = 2 10 7 = A A = 3
3
8
f ( z) = 1 +

z+2 z+3

Let f ( z ) =

(i) z < 2

z
2

f ( z) = 1 +

< 1 also
3

21 +

z
3

<1
8

31 +
3

3
z
8
z
= 1 + 1 + 1 +
2 2
3 3

2
8 z z 2

3
z z
= 1 + 1 + ...... 1 + .......
3 3 3

2 2 2

(ii) z > 3 3 < z

3
2
< 1,2 < 3 < z , < 1
z
z

3
8

z +2 z +3
3
8

= 1+
2
3
z 1 + z 1 +
z
z

f ( z) = 1 +

3 2
8 3
= 1 + 1 + 1 +
z
z
z
z

2
8 3 3 2

3 2 2
= 1 + 1 + ...... 1 + .......
z z z

z
z z

(iii) 2 < z < 3

2 < z, z < 3

z
2
< 1, < 1
z
3

3
8

z +2 z +3
3
8
= 1+

z
2

z 1 + 31 +
z

f ( z) = 1 +

3 2
8
z
= 1 + 1 + 1 +
z
z
3 3
2
8 z z 2

3 2 2
= 1 + 1 + ...... 1 + .......
3 3 3

z
z z

7z 2
in 1 < z + 1 < 3
3. Find Laurents series expansion of f (z) =
z ( z 2)( z + 1)
7z 2
Solution: Let f (z) =
z ( z 2)( z + 1)

7z 2
A
B
C
= +
+
z ( z 2)( z + 1) z z 2 z + 1
7 z 2 = A( z 2)( z + 1) + Bz ( z + 1) + Cz ( z 2)
Put z = 0, A = 1
z = 2, B = 2
z = 1, C = 3
7z 2
z ( z 2)( z + 1)
1
2
3
f ( z) = +

z z 2 z +1
F (z) =

Given 1 < z + 1 < 3

Now put t = z + 1, then 1 < t < 3
1< t, t < 3

t
1
< 1, < 1
t
3

1
2
3
+

t 1 t 3 t
3
1
2
= +

t
1
t
t 1 31
t
3

f ( z) =

3 1 1
2 t
= + 1 1
t t t
3 3
2
2 t t 2

3 1 1 1
= + 1 + + + ..... 1 + + + ......
3 3 3

t t t t

2
2
2

3
1
1
z + 1 z +1
1

=
+
1+
+
+ ..... 1 +
+
+ ......

z + 1 z + 1
z + 1 z +1
3
3

CALCULUS OF RESIDUES
Definition: Zero of an analytic function
A point z = a is said to be a zero of an analytic function f (z) if f(z) is
zero at z = a.

If f (a) = 0 and f (a) 0 then z = a is called a simple zero of f (z) (or) a

zero of the first order.
If f (a) = f ' (a) = ..... = f n 1 (a) = 0 & f n (a) 0 then z = a is a zero of
order n.
Example; Let f (z) = z 2
Then f ' ( z ) = 2 z , f ' ' ( z ) = 2
f (0), f ' (0) = 0, f ' ' (0) = 2 0
z = 0 is a zero of order 2.

Singular point:
A point z = a is said to be a singular point (or) singularity of f (z) is not
analytic at z =a.

Types of Singular Point:

Isolated Singular Point:
A point z = a is said to be an isolated singular point of f (z) if
(i) f (z) is not analytic at z = a
(ii) f (z) is analytic at all points for some neighbourhood of z = a

z
(z 1)( z 2)
Then z = 1, 2 are isolated points.

Example: f ( z ) =

Pole:
A point z = a is said to be a pole of f(z) of order n if we can find a positive
integer such that lim( z a ) n f ( z ) 0
z a

Essential singular point:

A singular point z = a is said to be an essential point f (z) if the Laurents
series of f (z) about z = a possesses the infinite number of terms in the principal
part (terms containing negative powers).
Example
Let f ( z ) = e1 2
Clearly z = 0 is a singular point
2
1
1 z
1z
z
Also f ( z ) = e
= 1+
+
+ .......
1!
2!
1 1 1
= 1 + + 2 + .......
z 2! z
z = 0 is an essential singular point

( )

Removable singular point:

A singular point z = a is said to be a removable singular point of f(z) if the
Laurents series of f(z) about z = a does not contain the principal part.

Example

sin z
z
Clearly z = 0 is a singular point
Let f ( z ) =

sin z 1
z3 z5
= z
+
........
z
3! 5!
z

2
4
z
z
=1
+
.........
3! 5!
Z = 0 is a removable singular point.

f ( z) =

1. Classify the nature of the singular point of

Solution :

f (z ) =

f (z ) =

tan z
z

tan z
z

1
z3
= z +
+ ......
z
3

z2
+ .....
3
This is the Laurents series of f ( z ) about z=0 and there is no principal part.
= 1+

Z=0 is a removable singular point.

Also f ( z ) =

tan z sin z
=
z
z cos z

Poles of f(z) are z cos z = 0

z = 0, z = n , n = 0,1,....
z = 0, n are simple poles (pole of order 1)

2. Consider the function f (z ) =

Solution:

f ( z) =

sin z
z4

1
= 4
z

sin z
. Find the pole and its order.
z4

z3 z5
+
......
z
3! 5!

1
1
z

+
.......
3
6 z 120
z

z = 0 is a pole of order 3.

Definition
A function f (z ) is said to be an entire function or integral function if it is
analytic everywhere in the finite plane except at infinity.
Example f ( z ) = e z , sin z , cos z
Definition
A function f (z ) is said to be a meromorphic function if it is analytic
everywhere in the finite plane except at finite number of poles.
Example
Consider f ( z ) =

cos z 2
(z 1)(z + 2)

Then f (z ) is not analytic at z=1,-2

f (z 0 is a meromorphic function.
Definition
The residue of a function f (z ) at a singular point z = a is the coefficient
b1 of

1
in the Laurents series of
za

f (z ) about the point z = a

EVALUATION OF RESIDUES
1. Suppose z = a is a pole of order 1
Then {Re sf ( z ) }z = a =

Lim

(z a) f (z)

z a

2. Suppose z = a is a pole of order n

Then {Re sf ( Z )}z = a = Lim

z =a

1 d n 1
( z a )n f ( z )
n 1
(n 1)! dz

3. Suppose z =a is a pole of order 1 and f ( z ) =

Then { Res f ( z ) } z = a =

P(z )
Q( z )

P(a )
Q ' (a )

CAUCHYS RESIDUE THEOREM

If f (z ) is analytic at all point inside and on a simple closed curve C
Except at a finite number of point z1, z 2, z3 .....zn inside C
Then

f ( z )dz = 2i [Sum of residues of f(z) at z

z z ....zn ]

1, 2, 3,

Proof
Given that f (z ) is not analytic
Only at z1 , z 2 , z3, ...z n
Draw the non intersecting small
Circles c1 , c2 , c3 ...cn with centre at
z1 , z 2 , z3 ,...z n and radii 1 , 2 , 3 ... n
Then f (z ) is analytic in the region
Between c and c1 , c2 , c3 ...cn

 f ( z )dz = f ( z )dz + f ( z )dz + ... + f ( z )dz

c

c1

c2

..(1)

cn

Now z1 , z 2 , z3 ...z n are the singular points of f (z ) .

1
in the Laurents series of
z zi
z = zi (by definition of residues)

Res f ( z ) z = zi = the coefficient of

f (z ) about
= b1 =

1
f (z )
dz

2i c1 ( z z1 )1n

1
f ( z)
Since bn =
dz
c (z z1 )z n

i
1

1
f (z )
dz

2i c1 ( z z1 )0

1
f ( z )dz
2i c1

f ( z )dz = 2i Re sf ( z ) z = z
c1

..(2)
i

From (1) and (2)

f (z )dz = 2 Re sf (z ) z = z + 2 Re sf (z ) z = z + 2 Re sf (z ) z = z
1

c1

= 2 Re sf ( z ) z = z + Re sf ( z ) z = z + ... + Re sf ( z ) z = z
1

= 2i {Sum of residues of f ( z ) at z = z1 , z2 , z3 ...zn }

z+2
about each singularity.
(z 2)(z + 1)2
Solution: The poles of f (z) are given by
(z 2) = 0, z + 1 = 0
z = 2, z = 1
The poles of f (z) are z = 2 is a simple poles and z = -1 is a pole of order 2.
[Re sf ( z )]z = 2 = lim( z 2) f ( z )
Example 1 Find the residue of f(z) =

z 2

= lim( z 2)
z 2

z+2
4
=
2
(z 2)(z + 1) 9

[Re sf ( z )]z = 1 = lim

d
2
[( z 2) f ( z )]
z 1 dz
d
z+2
2
= lim [(z 2)
]
z 1 dz
( z 2)( z + 1) 2
d z + 2
= lim
z 1 dz z 2

( z 2 )(1) ( z + 2 )(1)
4
= lim
=
2
z 1
9
(z 2)

Example 2. Evaluate

(z

dz
2

Solution: Given f ( z ) =

(z

+4
1

where c is the circle z i = 2

+4
z = 2i is a pole of order 2
Here z = 2i lies inside the circle z i = 2
2

And z = 2i lies outside the circle and is of order 2.

d
2
[Re sf ( z )]z = zi = lim ( z 2i ) f ( z )
dz
z 2i

= lim

d
1
(z 2i)2
2
dz
(z 2i) (z + 2i)2

z2i

= lim

d
(z 2i)2
dz

z 2i

2
(
z + 2i) (0) 2( z + 2i)
= lim
z 2i
(z + 2i)4

8i
256

By Residue theorem
dz

(z
c

8i
= 2i
=
2
256 6
+4

CONTOUR INTEGRATION

TYPE: I
2

Integrals of the type

f (cos , sin )d

where f (cos , sin ) is

A rational function of sin & cos . In this case we take unit circle
z = 1 as the contour. On z = 1 .

1 i
1
1
e + e i = z +
2
2
z
1 i
1
1
dz = ie i d , sin =
e e i = z
2i
2i
z
dz
d =
iz
Also various from 0 to 2
z = e i , cos =

2
z 2 + 1 z 2 1 dz

,
f (cos , sin )d = f
2iz iz
2z
0
c
Now applying Cauchys residue theorem, we can evaluate the
Integral on the right side.

Example 1. Evaluate

13 + 5 sin by using contour Integration.

0

Solution: I =

limit : 0 to 2

13 + 5 sin
0

Contour: z = 1
Put z = e i

dz = ie i d , sin =

d =

1 i
1
1
e e i = z
2i
2i
z

dz
iz
dz

I =

z 2 1

iz 13 + 5
2
iz

dz
= 2 2
5 z + 26iz 5
c
c

1
5 z + 26iz 5
I = 2 f ( z )dz .(1)

Where f ( z ) =

To find Residue:

The poles of f (z) are 5 z 2 + 26iz 5

26

Z=

(26i )2 + 100

10
26 24 i
=
= ,5i
10
5

i
lies inside the circle z = 1 and z = -5i lies outside the circle z = 1
5
i

Now [Re sf ( z )]z = i = lim z + f ( z )

5
z i
5
5
i
1

= lim z +

i
z
i
5
5
5 z + ( z + 5i )
5

1
1
=
=
i
24i
5 + 5i
5

By Cauchys Residue theorem

f ( z )dz = 2i R
The pole z =

= 2i

=
24i 12

(1) becomes

I=

2
=
12 6
2

Example 2: Evaluate

sin 2
0 a + b cos d , a > b > 0 using contour integration.

sin 2
d ,
I = a + b cos
2

Solution: Let

0
2

1 cos 2

2a + 2b cos d
0

We can write cos 2 = Real part of e 2i ,Q e 2i = cos 2 + i sin 2

2

I = R.P
0

Put z = e

1 e 2i
d
2a + 2b cos

dz
z2 +1
, cos =
iz
z
2
2
1 z
dz
I = R.P
2
z + 1 iz
0

2a + b
z
d =

= R.P

1
1 z2
dz
i 0 bz 2 + 2az + b

= R.P

1
f ( z )dz (1)
i 0

1 z2
bz 2 + 2az + b
To find Residues:
Poles of f(z) are given by bz 2 + 2az + b = 0
Where f ( z ) =

2a 4a 2 4b 2
2b

Z=
=
Let =

a a2 b2
b

a + a2 b2
a a2 b2
and =
, since a>b,
b
b

< 1& > 1

The simple pole z = lies inside C,
[Re sf ( z )]z = = lim(z ) f ( z )
z

= lim( z )
z

1 z2
b(z )( z )

1 2
a a2 b2
=
b( )
b2

a a2 b2
R =
b2

By Cauchys Residue theorem

f ( z )dz = 2i R
c

a a2 b2
= 2i

b2

(1) becomes
2

1
I= R.P f ( z )dz
i 0

a a2 b2

= R.P 2
2

2
= 2 a a2 b2
b
Type II Integration around semi-circular contour
Consider the integral

P( x)
Improper integrals of the form
dx ,where P(x) and Q(x)
Q( x)

Are polynomials in x such that the degree of Q exceeds that of P atleast by two
and Q(x) does not vanish for any x.

Example 1: Prove that

5
x2 x + 2
x 4 + 10 x 2 + 9 dx = 12 using contour integration.

z2 z + 2
z 4 + 10 z 2 + 9
f ( z )dz where C is the closed contour consisting of , semi- large

Solution: Let f ( z ) =
Consider

circle of radius R and the real axis from R to R.

R

Then

f ( z )dz = f ( z )dz + f ( x)dx (1)

z z+2
0 as z
z + 10 z 2 + 9
lim zf ( z ) = 0

Now f ( z ) =

Hence from (1)

f ( x)dx = f ( z )dz

By using residue theorem,

f ( z )dz = 2i R
C

f ( x)dx = 2i Re sf ( z )

The poles of f(z) are given by

z 4 + 10 z 2 + 9 = 0

(z

)(

+ 9 z2 +1 = 0

z = i, z = 3i
The poles z = 3i, z = i lies in the upper half of the z plane

(z i ) f ( z )
[Re sf ( z )]z =i = lim
z i
z2 z + 2
= lim( z i )
z i
(z + i )(z i ) z 2 + 9
1 i 1 i
=
=
8(2i ) 16i

(z 3i ) f ( z )
[Re sf ( z )]z =3i = lim
z 3i
z2 z + 2
= lim (z 3i )
z 3i
(z 3i )(z + 3i ) z 2 + 9

z z+2
(z + 3i ) z 2 + 9
7 3i 7 + 3i
=
=
(6i )( 8) 48i
1 i 7 + 3i
Re sf ( z ) =
+
16i
48i
10
=
48i
5
=
24i

= lim

z 3i

f ( x)dx = 2i 24i = 12

Evaluate

x2
dx by using contour
x 2 + a 2 x 2 + b2

)(

Solution: Consider the integral

f ( z )dz where
C

f ( z) =

(z

)(

+ a z 2 + b2
And C is the closed contour consisting of , the upper semi large
Circle z = R and the real axis from R to R
2

f ( z )dz = f ( z )dz + f ( x)dx

When R , f ( z )dz

Hence

f ( x)dx = f ( z )dz

 f ( z )dz = 2i R

By using residue theorem,

Poles of f(z) are given by z 2 + a 2 = 0, z 2 + b 2 = 0

z = ai, z = bi
The pole z = ai and z = bi lies in the upper half plane

[Re sf ( z )]z =ai = lim

(z ai ) f ( z )
z ai
= lim ( z ai )
z ai

z2
(z + ai )(z ai )(z 2 + b 2 )

z2
z ai ( z + ai ) z 2 + b 2

= lim

(ai )

2ai a 2 + b 2
a
=
2
2i a b 2

(z bi ) f ( z )
[Re sf ( z )]z =bi = lim
z bi
= lim ( z bi )
z bi

z2
(z + bi )(z bi ) z 2 + a 2

b
2bi b 2 + a 2
b
=
2i a 2 b 2

f ( z )dz =

2i a
b
2
2
2

2i a b a b 2

a b
=

(a + b )(a b )
1
=

(a + b )
Type III

P ( x)
P( x)
Integrals of the type
sin nxdx and
cos nxdx
Q( x)
Q( x)

Example 1: Evaluate

Solution: Consider

x sin mx
dx, m > 0, a > 0 by the method of residue
2
+ a2

f ( z )dz where f ( z ) =

ze imz
z 2 + a2

And C is the contour consisting of a semi circle z = R

In the upper half plane and the real axis from R to R.
Then

f ( z )dz = f ( z )dz +

f ( x)dx

When R , f ( z )dz

Hence

f ( x)dx = f ( z )dz

By using residue theorem,

f ( z )dz = 2i R
C

Hence

f ( x)dx = 2i R

The pole of f(z) are given by z 2 + a 2 = 0 z = ai

The simple pole z = ai lies in the upper half plane

[Re sf ( z )]z =ai = lim

(z ai ) f ( z )
z ai
ze imz
= lim ( z ai )
z ai
(z + ai )(z ai )

f ( x)dx = 2i

aie ma e ma
=
2ai
2

e ma
= ie ma
2

xeimx
2
dx = ie ma
2
x +a

x(cos mx + i sin mx)

dx = ie ma
2
2
x +a

Equating imaginary parts we get

x sin mx
dx = ie ma
x2 + a2

x sin mx

dx = e ma
2
2
x +a
2

UNIT V
LAPLACE TRANSFORM

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