National Institute of Technology Durgapur

Department of Mathematics

Assignment for MA331

Lakshmi Kanta Dey

September 10, 2015

1 Double and Triple Integration

1.1 Problems:

1. Give the Geometrical interpretation of Double integration

ZZ
f (u, v) du dv
R

where R = [a, b] [c, d].

2. Evaluate R f (u, v) du dv for the following functions:
RR

a) f (x, y) = y 3 cos2 x; over R = [ 2 , ] [1, 2].

b) f (x, y) = sin(x + y); over R = [0, ] [0, 2].
c) f (x, y) = yex ; over R = [1, 1] [0, 1].
3. If D is a plate dened by 1 x 2, 0 y 1 (measured in cm), and the mass
density is (x, y) = y exy grams per square cm, integrate over D to nd the mass
of the plate.
4. Evaluate xex dx. [Hint: Think rst!]
R 4
0

5. Find the volume under the graph of f (x, y) = x2 + y, and lying above the rectangle
R = [0, 1] [1, 2].

6. Evaluate D xy(x+y) dx dy , where D is the region bounded by y = x2 and y = x.

RR

1
 7. Evaluate D log(x2 + y 2 ) dx dy , where D is the region in the rst quadrant lying
RR

between the circles x2 + y 2 = 4 and x2 + y 2 = 16.

8. Evaluate (x3 y + cos x) dx dy , where D is a triangle dened by by 0 x
RR
D

2,0 y x.

9. Prove the Gaussian Integral

Z
2
ex dx =

using double integral.

10. Evaluate xy(x + y) dx dy , where D is the region bounded by y = x2 and
RR
D
y = 0 and x = 12 .

11. By changing the order of integration evaluate the following integrals:

a)
R 2a R 3ay
0 y2
(x2 + y 2 ) dx dy.
4a
R 1 R 1x2 p
b) 0 0 1 y 2 dy dx.
c) 01 x2x
R R
2 (x + y) dy dx.
R 4 R x 2
d) 1 1 (x + y 2 ) dy dx.
12. Express the closed unit ball B = {(x, y, z) : x2 +y 2 +z 2 1} in R3 as an elementary
region and verify the volume formula for the ball:
ZZZ
4
dx dy dz = .
B 3

13. Evaluate: xyz dx dy dz , where W is the region dened by x2 + y 2 1, 0

RRR
W
z x2 + y2.

14. Evaluate: W (z x + z y ) dx dy dz , where W is the cylindrical region dened

2 2 2 2
RRR

by x + y 1, 1 z 1.
2 2

3
15. Evaluate: (x +y +z ) 2 dx dy dz where W = {(x, y, z) : x2 + y 2 + z 2 1}.
RRR 2 2 2
W e
[Hints: Use spherical co-ordinate transformation.]
16. Find the volume of the ball B = {(x, y, z) : x2 + y 2 + z 2 4} using spherical
coordinate.
17. Evaluate: W x dx dy dz where W is the region bounded by the planes x = 0, y =
RRR

0 and z = 2 and the surface z = x2 +y 2 and lying in the

rst octant.
[Hints: Express
the given region in the elementary region as 0 x 2, 0 y 2 x2 , x2 +y 2
z 2.]

18. Integrate ex+y+z over the box B = [0, 1] [0, 1] [0, 1].

2
19. Find the area of the portion of the plane z = 3x 2y over the square [0, 1] [0, 1].
20. Let F (x, y, z) = xi + y j + z k. Evaluate F.dS where S is the upper hemisphere
RR
S
of the unit sphere x2 + y 2 + z 2 = 1.
21. Compute the integral of f (x, y, z) = xyz over the rectangle with vertices
(1, 0, 1), (2, 0, 0), (1, 1, 1) and (2, 1, 0).

22. Compute the volume integral of x + y over the surface of unit sphere.
23. Compute the surface integral of x over the triangle in the space having the vertices
(1, 1, 1), (2, 1, 1) and (2, 0, 4).

24. Evaluate Da e(x +y ) dx dy , where Da = {(x, y) : x2 + y 2 a2 } and use this to

RR 2 2

nd Gaussian Integral.

25. Evaluate D log(x2 + y 2 ) dx dy , where D is the region in the rst quadrant lying
RR

between the circles x2 + y 2 = 1 and x2 + y 2 = 4.

26. Use a double integral to nd the area of the region enclosed by the lemniscate
r2 = 4 cos(2) [Hint. We know the area of the region D R2 is given by the
double integration ZZ
1. dx dy.
D
If we want to convert it into polar coordinates, we transform x, y into r, and
accordingly D as D in polar coordinates. Or, if we have to nd the area enclosed
by some closed polar curve, we have to nd
ZZ
r. dr d.
D

In this case, we will nd:

Z
4
Z 2 cos 2
4 r. dr d
0 0

and the answer is 4].

27. Find the area of the region D lying between the curves r = 2 + sin 3 and r =
4 cos 3. [ Hint: In this case, we will nd:
Z 2 Z 4cos 3
r dr d
0 2+sin 3

and the answer is 12 ].

3
 2 Vector Integration
1. Let C be the line segment joining (2, 1, 5) to (5, 6, 2). Find F.ds, where F =
R
C
(xy, y, z).

2. Let C be the line segment from (0, 0, 0) to (1, 0, 0). Find the line integrals of
F = i along the curve for the parametrizations c1 (t) = (t, 0, 0), 0 t 1 and
c2 (t) = (1 t, 0, 0), 0 t 1

3. Evaluate C y dx + x dy if C is the path (t10 , sin7 ( t2 )), 0 t 1. [Hint. If we can

R

recognize a force eld as a gradient, then it can be readily calculated. If f (x, y, z)

is given a real-valued function and C(t) is a path joining (x0 , y0 , z0 ) to (x1 , y1 , z1 )
then Z
f.ds = f (x1 , y1 , z1 ) f (x0 , y0 , z0 ).
C
In this case, we see F = (y, x) = f (x, y) where f (x, y) = xy is a gradient eld
and the answer is 1.]
4. Let F be the force eld F (x, y, z) = (x3 , y, 1). Find the work done by F along the
circle of radius a in Rthe yz plane. [Hint. First parametrize the circle and the work
done by F is: W = C F. ds.]
5. Let C be Rthe boundary of the rectangle with sides x = 1, y = 2, x = 3 and y = 3.
Evaluate C (x2 y)dx + 3x2 ydy by using Green's Theorem.


6. Verify the Stokes' theorem for F = (2x y, yz 2 , y 2 z), where S is the upper half
surface of the sphere x2 + y 2 + z 2 = 1 and C is its boundary.
7. State and prove Green's Theorem.
RR


8. Evaluate: S R .
ds, where S is any closed surface and R = xi + y j + z k . [Hints:
You can use Divergence theorem to nd surface integral and it is equal to
3 Volume of W (region bounded by closed surface).]

RR
9. Let F = (2x, y 2 , z 2 ) and S is the surface of unit sphere. Then evaluate S F .ds.

RR

10. Let F = (2x, y 2 , z). Evaluate S F .
ds, where S is the graph of z = x + y + 1
over the rectangle 0 x 1; 0 y 1.

RR
11. Evaluate: S F .ds, where F = (xy 2 , x2 y, y) and S is surface of a can W dened
by RRR
x2 + y 2 1, 1 z 1. [Hints: It is easy to use Divergence theorem. This will
be W (x + y ) dx dy dz = 1 ( x2 +y 2 1 (x + y ) dx dy) dz and answer is .]
2 2
R 1 RR 2 2

12. Let F = (3xy 2 , 3x2 y, z 3 ) and S be the surface of the unit sphere. Then evaluate:
RR
S F .dS .

4
13. If C beR the boundary of the square [0, 1] [0, 1] oriented counter-clockwise. Eval-
uate: C (y 4 + x3 ) dx + 2x6 dy .
14. If C is a curve that bounds a region D, then show that area of D is
1
R
2 C xdx ydy.
[Hints: Use Green's theorem to nd the conclusion.]
15. Verify Green's theorem for P (x, y) = x, Q(x, y) = xy on D, where D is the unit
disc.
16. Verify Green0 s theorem for C (x2 dx+y 2 dy) where C is the square in the Euclidean
R

plane with vertices (1, 0), (1, 0), (0, 1), and (0, 1).
17. Verify Green0 s theorem for C (x2 dx+y 2 dy) where C is the square in the Euclidean
R

plane with vertices (1, 0), (1, 0), (0, 1), and (0, 1).


18. p
Verify Stoke's theorem for F = (x, y, z), where S is the upper hemisphere z =
1 x2 y 2 , with z 0.

19. Let F = (2x, y, x + z). Evaluate the integral of F around the curve consisting of
the lines joining (2, 0, 0), (0, 1, 0) and (0, 0, 3) using Stoke's theorem.
20. Calculate the ux of v = (x3 , y 3 , z 3 ) outward through the unit sphere x2 + y 2 +
z = 1. [Hints: By Gauss theorem, the ux is
2
W (divV ) dx dy dz , use spherical
RRR

coordinate transformation to nd the integral and answer is 12 5 ]

21. Let F = (3xy 2 , 3x2 , z 3 ) and S be the surface of the unit sphere. Then Evaluate
RR
S F .dS .

22. (cos y) dz , where C is the triangle whose vertices are (1, 0, 0),
R
C (sin x) dy
(0, 1, 0), (0, 0, 1) in that order.

23. C sin z dz + cos z dy (xy) 3 dz , where C is the path parametrized by

R 1

7
C() = (cos3 , sin3 , ), 0 .
2

3 Partial Differential Equations

3.1 Problems:

1. Form partial dierential equation from the following system of curves:

a) z = (x + a)(y + b); a, b are arbitrary constants.
b) z = a(x + y) + b(x y) + abt + c; a, b, c are arb. const.
c) lx + my + nz = (x2 + y 2 + z 2 ); is an arb. function.
d) y = f (x at) + g(x + at); f and g are arb. functions.

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 e) y = f (x + at) + xg(x + at); f and g are arb. functions.
2. Solve the following rst order PDE by Lagrange's Method:
a) (y 2 + z 2 x2 )p 2xyq + 2zx = 0
b) z 2 pz + qz + (x + y)2 = 0
c) xp + yq = z
d) x2 p + y 2 q = z 2
e) x2 p + y 2 q = (x + y)z
f) cos(x + y)p + sin(x + y)q = z , (Hint. 1, 1, 0 and 1, 1, 0 are two sets of
multipliers).
3. Verify that the equation zxx zyy = 0 is reduced to the form zuv = 0 by the
2 and v = 2 .
transformations u = x+y xy

3.1.1 Rules For Finding Particular Integrals

Particular Integral of F (D, D0 )z = f (x, y) is given by

1
PI = f (x, y), where F (D, D0 )is a homogenous function of D and D0 of degree n.
F (D, D0 )
Case I: If f (x, y) is a function of ax + by.

1. Replace D by a and D0 by b in F (D, D0 ) to get F (a, b) such that F (a, b) 6= 0; and

substitute ax + by = u and integrate f (u) n times w.r.t. u. i.e.
ZZ Z
1
PI = ... F (u)dudu . . . du.
F (a, b)

2. If F (a, b) = 0, dierentiate F (D, D0 ) w.r.t. D partially and simultaneously multiply

by x i.e.
1
P I = x.
F (ax + by).
0
D [F (D, D )]
We proceed this method as long as the derivative of F (D, D0 ) vanishes when D is
replaced by a and D0 is replaced by b.
Case II: If f (x, y) is a function of xm y n .

1. In this case, PI is obtained by expanding F (D, D0 ) in an innite series id ascending

powers of D or D0 or DD0 by using binomial theorem.
2. The operator D gives dierentiation partially w.r.t x, D0 gives dierentiation par-
tially w.r.t y , D1 stands for integration partially w.r.t x and D10 stands for integration
partially w.r.t y.

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Case III: Iff (x, y) is a function of x and y
We can express F (D, D0 ) as (D m1 D0 ).(D m2 D0 ) . . . (D mn D0 ) and hence,
1 1 1
PI = 0
. 0
... f (x, y).
(D m1 D ) (D m2 D ) (D mn D0 )
Suppose
1
PI = f (x, y).
(D mD0 )
1. 1
f (x, amx)dx where a is replaced by y +mx after integration.
R
(DmD0 ) f (x, y) =

2. By repeated application of above method we can nd the desired PI.

3.1.2 Exercise

1. Solve the following homogeneous PDE (with constant coecients):

a) (D3 6D2 D0 + 5D03 )z = 0
b) (D3 4D2 D0 + 4DD02 )z = 0
c) (D4 D04 )z = 0
d) 25r 40s + 16t = 0
e) r + 2s + t = 0
f) (D2 + 3DD + 2D2 )z = x + y
g) (D2 + D2 )z = 12(x + y)
h) (D + D)2 z = e2x+3y
i) (D D)2 z = sin(x + y)
j) zxx zxy = cos x cos 2y
k) (D2 3DD0 + 2D0 2 )z = 2xy
l) (D3 3D2 D0 + 4D03 )z = ex+2y
m) (D2 2DD0 + D02 )z = sin x
n) (D2 + 5DD0 + 6D02 )z = y2x1
.

2. Transform each of the following PDEs to the corresponding canonical form and
justify the necessity
a) 2r + 6s + 5t + p = 0
b) r 2s + t + 3p q = 0
c) r t = 0
d) x2 r y 2 t = 0
e) zxx = c12 ztt , c > 0
f) r + 2s + t = 0

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 g) r + 2xs + x2 t = 0
h) r + x2 t = 0
i) y 2 r + x2 t = 0
j) r + y2t = y
k) r (1 + y 2 )t = 0
l) r 4s 4t = 0.

3. Determine the region within the xy -plane in which the following linear second order
PDEs in z = z(x, y) are hyperbolic, parabolic or elliptic. Transform the equation
in each region to the corresponding canonical form.
a) yr xt = 0, y 6= 0, x > 0
b) x2 y 2 r + 2xys + t = 0.
4. Reduce the one-dimensional wave equation zxx = c12 ztt , c > 0 to its canonical form
and hence nd its general solution. [First part same as Q. No. -5(v).]

4 Complex Analysis
4.1 Problems:

1. Show that the function f (z) = z is continuous at z = 0 but not dierentiable there.
2. Does there exist a function which is dierentiable at some point but no-where
analytic? Give justication with examples.
3. State and prove the necessary condition for dierentiability of a function f (z) at
z0 .

4. Show that the functions f (z) = Rez , Imz , z are no-where analytic.
5. Show that the function u(x, y) = x2 +x can't be a real part of any analytic function.
6. Prove that the function u = 2x x3 + 3xy 2 is harmonic and nd its harmonic
conjugate and hence corresponding analytic function. [Ans: f (z) = 2z z 3 + ic]
7. Prove that the function u(x, y) = x4 6x2 y 2 + y 4 is harmonic and nd its harmonic
conjugate function.
8. Verify that the real and imaginary parts of the following functions satisfy the
Cauchy-Riemann equations and thus deduce the analyticity of each function:
(a) f (z) = z 2 + 5iz + 3 i, (b) f (z) = zez , (c) f (z) = sin 2z .

9. Determine which of the following functions u are harmonic. For each harmonic
function nd the conjugate harmonic function v and express u + iv as an analytic
function of z . (a) 3x2 y +2x2 y 3 2y 2 , (b) 2xy +3xy 2 2y 3 , (c) xex cosy yex siny .

8
 10. An electrostatic eld in the xy -plane is given by the potential function = x2 y 2 ,
nd the stream function.
11. If w = + i represents the complex potential for an electric eld and =
2 . Then determine the function .
x
x2 y 2 + x2 +y

12. Show that f (z) = |z a|2 is dierentiable at z = a only and no-where analytic.
13. State Taylor's Theorem. Expand f (z) = Sin z in Taylor's series about z = 4 .
14. Evaluate 2 + iy 2 )dz around the circle |z| = 2.
H
c (x

15. Determine the angle of rotation and scalar factor at the point z = 1 + i under the
map w = x2 .
16. Find the bilinear transformation which maps the points (1, i, 5i) onto (0, 2, i).
17. Find the bilinear transformation which maps the points (0, i, ) onto (1, 3, i).
18. Show that w = 54z
4z2 is a bilinear transformation and it maps |z| = 1 into a circle
of radius unity and centre 12 .

z+1 is a bilinear transformation and it maps |z| = 1 into the real

19. Show that w = iiz
axis of the w-plane.
20. Show that w = z1z+1 is a bilinear transformation and it maps the imaginary axis in
the z -plane onto the circle |w| = 1.

5 Complex Integration
Complex integration is a certain kind of Riemann-Stieltjes integration. We can see
f (z)dz over a piecewise smooth curve B(t) as
R

Z
f (B(t))B 0 (t)dt

where the domain of integration is some interval [a, b] in real line. Thus it becomes a
Riemann integral. Domain of complex integration is always a curve (in the most general
case the curve may not be smooth but it has to be rectiable i.e. the function which
determines the curve has to be of bounded variation) in the plane.
Another way to see that if we just write f (z) = u(x, y) + iv(x, y) and dz = dx + idy then
multiply it and you will get two integrals; one is real part and other is imaginary part
f (z)dz .
R

But in this case you have to be a bit careful in putting the limit of the integration because,
as I said, the domain of the integration in the beginning is a curve. After separating the
integration you can apply Green's theorem to see the physical interpretation. When the
function f is holomorphic, something interesting happens that is what Cauchy's theorem

9
says. That is actually very geometrical. It says as long as you are in the domain where
the function f is holomorphic, you can move your curve B(t) (which was the domain
of the integration) to your suitable curve where you know the equation of B(t) and the
integration will not change. It will remain the same for every curve C(t), where C(t) is
obtained by moving B(t) through a region on which the function is holomorphic.

5.1 Proof of Cauchy's Theorem(COMPLEX INTEGRATION)

Green's Theorem:- Given two real-valued functions M = M (x, y) and N = N (x, y),
which are continuous together with their partial derivatives inside and on a simple closed
contour satises
Z ZZ
M dx + N dy = (Nx My )dxdy,

where is the interior of .
Cauchy's Theorem:- If f is analytic with f 0 continuous inside and on a simple closed
contour , then Z
f (z)dz = 0.

Proof. Let f (z) = u(x, y) + iv(x, y) and =Int the interior of . Then, the integral
of f over can be written as
Z Z Z
f (z)dz = (udx vdy) + i (udy + vdx) . . . . . . (1).

Since f is analytic in (and hence f is continuous in ), u and v are also continuous

therein and f 0 (z) = ux (z) + ivx (z) = vy (z) + iuy (z) further, as f 0 (z) is continuous in ,
the partial derivatives of u and v are also continuous in . By applying Green's theorem
to
R each of the RRintegrals on the right ofRR(1), we obtain
f (z)d(z) = (vx uy )dxdy + i (ux vy )dxdy .
But, in view of the C-R equations, both terms of these double integrals are zero in .

5.1.1 Exercise:

1. Find the Taylor's Series expansion of f (z) = z

(z+1)(z+2) about z = 1
2 and also nd
the radius of convergence.
2. Obtain the Laurent series which represents the function (z+2)(z+3) ,
z 2 1
2 < |z| < 3.

3. Dene non-isolated essential singularity and give examples to justify.

4. State and prove Cauchy's Integral Formula.
5. Use Cauchy's Integral formula to evaluate the following integrals:
ez z 1 sin z ez
H H H H
i) |z|=1 z dz ii) |z|=2 z 2 1 dz iii) |z|=2 z 3 (z1) dz iv) |z|=1 z dz.

10
 6. Evaluate C (z+1)4 dz ,
e2z
where C is the circle |z| = 23 .
H

7. Evaluate C (z1)z(z3) dz ,
43z
where C is the circle |z| = 52 .
H

8. Using Cauchy's Residue theorem evaluate c (z1)z(z3) dz ,

2z1
where C is the circle
H

|z| = 2.

9. Find out the values following integrals:

z ez eiz
H H H
(i) c (9z 2 )(zi) dz; |z| =2 (ii) |zi|=2 (z 2 +4) dz (iii) |z|=2 z 3 dz
2z 2 +z sin z cos z 2
H H H
(iv) |z1|=1 z 2 1 dz, (v) |z|=2 z 6 dz (vi) |z|=3 (z1)(z2) dz.

10. Find the nature of the singularity:

z at z = 4 , (ii) f (z) = e z , at z = 0, z , at
1
1
(i)f (z) = sin zcos (iii) f (z) = Sinz
1
z = 0, (iv) f (z) = e at z = , (v) f (z) = 1ez , (vi) f (z) = ze z , (vii) f (z) =
z 1 2

z2
z2
1
sin( z1 ), (viii) f (z) = cot z1 , at z = 0.

11. State Laurent's Theorem. Expand f (z) = 1

(z1)(z2) in the region (a) |z| < 1,
(b) 1 < |z| < 2, (c) |z| > 2.

6 Probability
6.1 Problems:

1. A card is drawn at random from a deck of cards. Find the probability of getting a
queen.
2. A die is rolled and a coin is tossed, nd the probability that the die shows an even
number and the coin shows a head.
3. Two brothers X and Y appeared for an exam. The probability of selection of X is
1/7 and that of B is 2/9. Find the probability that both of them are selected.

4. An urn contains 6 red, 5 blue and 2 green marbles. If 2 marbles are picked at
random, what is the probability that both are red.
5. Four dice are thrown simultaneously. Find the probability that all of them show
the same face.
6. A bag contains 21 toys numbered 1 to 21. A toy is drawn and then another toy
is drawn without replacement. Find the probability that both toys will show even
numbers.
7. The probability of success of three students X, Y and Z in the one examination
are 1/5, 1/4 and 1/3 respectively. Find the probability of success of at least two.

11
 8. The probability of a man hitting a target is 14 . How many times does he have to
try, so that the probability of hitting the target atleast once is more than 0.9.
9. If the chance that any one of 5 telephone lines is busy at any instant is 0.01, what
is the prob. that all the lines are busy? What is the prob. that more than 3 lines
are busy? [Hint. Use Binomial distribution].
10. The probability of a man hitting a target is 14 . He res 6 times. What is the
probability that he will strike the target thrice, and also nd the prob. that he will
hit at least once the target.
11. Three machines A, B, C produce respectively 60%, 30%, 10% of the total number
of items of a factory. The percentage of defective outputs are resp. 2%, 3%, 4%.
An item is selected at random and is found to be defective. Find the prob. that the
item was produced by machine C . [Hint. Use Bayes' Theorem to nd the required
probability.]

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