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A course material on

MATHEMATICS - I

By

R. AARTHI
S. SINNAPPARAJ
Assistant Professors
DEPARTMENT OF MECHANICAL
BALAJI INSTITUTE OF ENGINEERING AND TECHNOLOGY
OMR, THANDALAM,
THIRUPORUR, CHENNAI- 603110
QUALITY CERTIFICATE

This is to certify that the course material MA6151 MATHEMATICS - I being prepared
by me meets the knowledge requirement of the university curriculum.

Signature of Author

This is to certify that the course material being prepared by Mrs. R. Aarthi and
Mr.S.Sinnapparaj is of adequate quality. He has referred more than five books among them
minimum one is from aboard author.

Signature of HD

Based on the above certifications, I authorize this course material as the subject reference
for the students concerned.

Signature of Principal
SYLLABUS

MA6151 MATHEMATICS – I

UNIT I MATRICES

Eigenvalues and Eigenvectors of a real matrix – Characteristic equation – Properties of


eigenvalues and eigenvectors – Statement and applications of Cayley-Hamilton Theorem –
Diagonalization of matrices – Reduction of a quadratic form to canonical form by orthogonal
transformation – Nature of quadratic forms.

UNIT II SEQUENCES AND SERIES

Sequences: Definition and examples – Series: Types and Convergence – Series of positive terms
– Tests of convergence: Comparison test, Integral test and D’Alembert’s ratio test – Alternating
series – Leibnitz’s test – Series of positive and negative terms – Absolute and conditional
convergence.

UNIT III APPLICATIONS OF DIFFERENTIAL CALCULUS

Curvature in Cartesian co-ordinates – Centre and radius of curvature – Circle of curvature –


Evolutes – Envelopes – Evolute as envelope of normals.

UNIT IV DIFFERENTIAL CALCULUS OF SEVERAL VARIABLES

Limits and Continuity – Partial derivatives – Total derivative – Differentiation of implicit


functions – Jacobian and properties – Taylor’s series for functions of two variables – Maxima
and minima of functions of two variables – Lagrange’s method of undetermined multipliers

UNIT V MULTIPLE INTEGRALS

Double integrals in cartesian and polar coordinates – Change of order of integration – Area
enclosed by plane curves – Change of variables in double integrals – Area of a curved surface –
Triple integrals – Volume of Solids.

TOTAL: 60 PERIODS

TEXT BOOKS:
• Bali N. P and Manish Goyal, “A Text book of Engineering Mathematics”, Eighth Edition,
Laxmi Publications Pvt Ltd., (2011).

• Grewal. B.S, “Higher Engineering Mathematics”, 41st Edition, Khanna Publications,


Delhi, (2011).

REFERENCES:

• Dass, H.K., and Er. Rajnish Verma,” Higher Engineering Mathematics”, S. Chand Private
Ltd., (2011).

• Glyn James, “Advanced Modern Engineering Mathematics”, 3rd Edition, Pearson Education,
(2012).

• Peter V. O’Neil,” Advanced Engineering Mathematics”, 7th Edition, Cengage learning,


(2012).

• Ramana B.V, “Higher Engineering Mathematics”, Tata McGraw Hill


Publishing Company, New Delhi, (2008).
CONTENTS

S.No. TOPICS Page No.

1 MATRICES
1.1 Definition of matrix 1
1.2 Types of matrices 2
1.3 Characteristic equation 7
1.4 Eigen values and eigen vectors 10
1.5 Cayley-hamilton theorem 15
1.6 Diagonalization of matrices 25
1.7 Reduction of quadratic form to canonical form 30

2 SEQUENCE AND SERIES

2.1 Definitions 38
2.2 Problems based on sequences 40
2.3 Problems based on series 45
2.4 Comparision test for convergence and divergence 50
2.5 Problems on integral test 53
2.6 Problems on D’alemberts ratio test 62
2.7 Problems on lebinitz test 65
2.8 Problems on absolute and conditional convergence 68

3 APPLICATIONS OF DIFFERENTIAL CALCULUS

3.1 Definitions 71
3.2 Curvature 73
3.3 Curvature in Cartesian co-ordinates 75
3.4 Centre of radius of curvature 79
3.5 Circle of curvature 81
3.6 Evaluates 84
3.7 Envelopes 86
3.8 Properties of envelopes and evaluates 88
3.9 Evolutes as the envelope of normal 90
4 DIFFERENTIAL CALCULUS OF SEVERAL VARIABLES

4.1 Definitions 96
4.2 Partial derivatives and problems 100
4.3 Euler’s theorem 103
4.4 Differentiation of implicit functions 107
4.5 Jacobian’s and properties 109
4.6 Taylor’s series 111
4.7 Maxima and minima 113
4.8 Lagrange’s method and problems 116

5 INTEGRAL CALCULUS

5.1 Introduction 120


5.2 Double integration in Cartesian and polar co-ordinates 120
5.3 Change of order of integration 122
5.4 Change of variables 125
5.5 Cartesian to polar co-ordinates 127
5.6 polar co-ordinates to Cartesian 130
5.7 Area enclosed by plane curve 132
5.8 Area of a curved surface 135
5.9 Triple integrals 138
5.10 Volume of solids 141
MA 6151 MATHEMATICS-I
UNIT -- II
UNIT
MA
ATRICES
MATRICES
MATRICES
S
DEFINIITIONS:

MATRIIX: A set of
o elements arranged
a in a rectangularr array havinng m rows annd n columnns ,
thhe numbers being
b enclossed by brackkets [ ] or ( ) is called m x n matrix(rread as “m by
b n
m
matrix).

A m x n matrix
m is usu
ually writtenn as = .
This matrix contains m x n elemeents. Generaally, a matrixx is denoted by a single capital
c letterr A or
B or C etc.

REAL MATRIX:
M A matrix is saaid to be reall if all its eleements are reeal numbers..

Eg: is a real matrixx.

SQUAREE MATRIX:: A matrix in i which the number of rows


r and collumns are eqqual is calledd a
sqquare matrix
x , otherwisee it is called as
a rectangulaar matrix.

Thus, a matrix
m A= i a square matrix
is m if m=nn and a rectaangular matrrix if m ≠ n.

Eg: A= , a 3 x 3 square maatrix.


Here of
o a square matrix
m are called its diagoonal elemen
nts and the diagonal
d alonng
w
which these elements
e lie is called the principal diagonal.
di
The sum of the diago
onal elementts of a squaree matrix is called
c its tracce.

ROW MAATRIX: A matrix havving only onne row and any


a number of
o columns (i.e.
( a matrixx of
orrder 1 x n) iss called a row
w matrix.
Eg. A=(77 3 4 1) is a row matrixx.

COLUM
MN MATRIX X: A matrix having onlyy one columnn and any nuumber of row
ws (i.e. a mattrix
of order m x 1) is called a column matrix.

BIET 1 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I

Eg: B= is a collumn matrix.

NULL MATRIX:
M A matrix in which
w each ellements is zeero is called a null matrix or a zero
m
matrix.

Eg: is a 3 x 2 zero matrix.


m

NAL MATRIIX: A squarre matrix in which all noon-diagonal elements aree zero is callled a
DIAGON
diagonal matrrix. Thus, A=
= is a diagoonal matrix if
i f i≠j.
for

Eg; Thus the diagonal matrix A can be written as


a
D
D[5,-3,7].

UNIT MATRIX
MA OR IDENTITY Y MATRIX: A square matrix
m in whiich all the leaading diagonnal
ellements are zero and all diagonal eleements are equal to 1 is called
c as uniit matrix.

Eg: ; .

UPPER TRIANGUL LAR MATRIIX: A squarre matrix in which all thhe elements below
b the
prrincipal diag
gonal are zerro is called an
a upper trianngular matriix.

Eg: ; .

LOWER TRIANGUL ULAR MATR RIX: A squaare matrix inn which all thhe elements above the
prrincipal diag
gonal are zerro is called anlowertriang
a gular matrixx.

Eg: ; .

BIET 2 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I

GULAR MATRIX: A squuare matrix in which all the elementts either beloow or above the
TRIANG
prrincipal diag
gonal are zerro is called a triangular matrix.
m

Eg: ; .
Thus a trriangularmattrix is either upper or low
wer triangulaar matrix.

POSE OF A MATRIX: The transpose of a matriix


TRANSP can be written by
b
chhanging row
ws to columnns and colum
mns to rows denoted
d by .

Eg: then .

LAR MATRIIX: A matrixx A is said too be singularr if the deterrminant of A is zero.


SINGUL

INVERS ATRIX: Leet A be a nonn-singular matrix.


SE OF A MA m Then the
t inverse of
o

ECTORS: Tw
ORTHOGONAL VE wo vectors a orthogonnal if
are .
 

BIET 3 DEPARTMENT OF MATHEMATICS


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BIET
 š 14 DEPARTMENT OF MATHEMATICS
MA 6151 MATHEMATICS-I
Matrices 2

UNIT I MATRICES

SHORT ANSWER

 3 -1 1 
Problem 1. Two eigen values of A= -1 5 -1 are 3 and 6.
 1 -1 3 
Find the eigen values of A-1.

Solution: Sum of the eigen values = Sum of the main diagonal elements = 3 + 5 + 3 = 11.
If λ is the third eigen value, then 3 + 6 + λ = 11. Therefore λ = 2.
Hence eigen values of A are 2, 3, 6.
The eigen values of A-1 are 1/2, 1/3, 1/6
1 2 3 
Problem 2. Find the eigen values of A , given, A= 0 2 -7  .
3

0 0 3 
Solution: A is an upper triangular matrix.
Hence the eigen values of A are the diagonal elements 1, 2, 3.
The eigen values of A3 are 13, 23, 33. i.e., 1, 8, 27.

 3 1
Problem 3. If a, b are the eigen values of A=   , form the matrix whose eigen
 1 5 
values are a3, b3.

Solution: a3, b3 are the eigen values of the matrix A3.


 3 1  3 1 10 8
Now A2 = A.A =   =  
 1 5   1 5   8 26 
10 8  3 1  38 50 
A3 = A2.A =   =  50 138 
 8 26   1 5   
Problem 4. Find the sum and product of the eigen values of the matrix
  2 2  3
2 1  6

  1  2 0 

Solution: Sum of the eigen values = sum of the main diagonal elements
= -2 + 1 + 0 = -1.

BIET 15 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 3

2 2 3
Product of the eigen values  A  2 1 6  2(0  12)  2(0  6)  3( 4  1)
1 2 0
= 24 +12 +9 = 45.
Problem 5. If the sum of two eigen values and trace of a 3 Х 3matrix A are equal, find
the value of A .

Solution: Sum of the eigen values = λ1+ λ2+ λ3 = sum of the diagonal elements
= trace of A.
Given λ1+ λ2 = trace of A.
i.e., λ1+ λ2 = λ1+ λ2+ λ3
Therefore λ3 = 0.
Then A = Product of the eigen values of A = λ1λ2λ3= 0

Problem 6. Two eigen values of a singular matrix A of order three are 2 and 3. Find the
third eigen value.

Solution: Since A is singular matrix, A = 0.


Product of the eigen values = A = 0. Two eigen values are 2 and 3. Therefore the third
eigen value has to be 0.
Problem 7. State Cayley-Hamilton Theorem

Solution: Every square matrix satisfies its own characteristic equation.


 3 1
Problem 8. Verify Cayley- Hamilton Theorem for the matrix A=  
 1 5 
 3 1
Solution: A=  
 1 5 
The characteristic equation of A is | A - I |= 0
3- 1 
 1 5     0
 
(3   )(5   )  1  0
 2  8  14  0
To prove that A satisfies the characteristic equation i.e., A2 -8A + 14I = 0
 3 1  3 1 10 8
A2 =   =  
 1 5   1 5   8 26 
10 8  3 1 1 0 
A2 -8A + 14I =   - 8  + 14  
 8 26   1 5  0 1 

BIET 16 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 4

10 8 -24 8  14 0 


= 
26   8 40   0 14 
+ +
 8
0 0
= 
0 0 

1 0  2
Problem 9. If A =   , write A in terms of A and I, using Cayley- Hamilton
 0 5 
Theorem.

Solution: The characteristic equation of A is | A - I |= 0


1- 0 
 0 5   0
 
(1   )(5   )  0
 2  6  5  0
By Cayley-Hamilton Theorem, A2 - 6A + 5I = 0
Therefore, A2 = 6A - 5I
1 2  4
Problem 10. Given A =   , find A using Cayley-Hamilton Theorem.
 2  1
Solution: The characteristic equation of A is λ2 – S1λ + S2 = 0 where
S1 = sum of the main diagonal elements = 1 + (-1) = 0
S2 = A = 1(-1) -2(2) = -5
The characteristic equation is λ2 – 5 = 0
By Cayley-Hamilton Theorem, A satisfies its characteristic equation.
Therefore A2 – 5I = 0
5 0 
A2 = 5I =  
0 5 
5 0  5 0   25 0 
A4 = A2. A2 =   =  
0 5  0 5   0 25
Problem 11. If the sum of the eigen values of the matrix of the quadratic form equal to
zero, then what will be the nature of the quadratic form?

Solution: Given λ1+ λ2+ λ3 = 0.


Case (i) λ1, λ2, λ3 cannot be all positive
Case (ii) λ1, λ2, λ3 cannot be all negative
Case (iii) Some are positive and some are negative is possible.
Therefore the quadratic form is indefinite.
 cos  sin  
Problem 12. Show that the matrix P = 
cos  
is orthogonal.
  sin 

BIET 17 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 5

 cos  sin   cos   sin  


Solution: P =  PT = 
  sin  cos    sin  cos  

 cos  sin   cos   sin  


PPT =  
  sin  cos    sin  cos  
 cos 2  sin 2   cos  sin   sin  cos  
= 
  sin  cos   cos  sin  sin 2   cos 2  
1 0 
  =I
0 1 
Similarly, PTP = I. Therefore the given matrix is orthogonal.
Problem 13. Determine the nature of the quadratic form
x12  3 x22  6 x32  2 x1 x2  2 x2 x3  4 x3 1x
1 1 2 
Solution: Matrix of the quadratic form is A  1 3 1 
2 1 6
1 1
D1 = 1  1 ; D2 =  2;
1 3
1 1 2
D3 = 1 3 1  1(18  1)  1(6  2)  2(1  6)  3
2 1 6
D1, D2, D3 are all positive. Therefore the Q.F is positive definite.

Problem 14. Determine the nature of the quadratic form


2x12  x22  3 x32  12 x1 x2  8 x2 x3  4 x3 1x
2 6 - 2

Solution: Matrix of the quadratic form is A   6 1 - 4
- 2  4 - 3
2 6
D1 = 2  2 ; D2 =  34 ;
6 1
D3 = A  2(3  16)  6(18  8)  2(24  2)  162
D1, D3 positive and D2 negative. Therefore the Q.F is indefinite.

Problem 15. Find the rank, index, signature and nature of the Quadratic Form
0 y1  3 y2  14 y3
2 2 2

Solution: The given quadratic form is in the canonical form (C.F).

BIET 18 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 6

Rank of the Q.F = No. of terms in the C.F = 2


Index of the Q.F = No. of positive terms in the C.F = 2
Signature of Q.F. = (No. of positive terms) – (No. of negative terms) = 2 - 0 = 2
Nature of the Q.F. is positive semi definite.

LONG ANSWER

Problem 16. Find the eigen values and eigen vectors of the matrix
  2 2  3
A   2 1  6
  1  2 0 
Solution:
The characteristic equation is | A - I | = 0.

2- 2 3
i.e., 2 1-  6  0
1 2 0-
i.e., (-2 - ) [-(1 - ) -12] - 2[-2 - 6] -3[-4 + 1 - ] = 0
i.e., (-2 - ) [2 -  -12] + 4 + 12 + 9 + 3 = 0
i.e., 3 + 2 - 21 - 45 = 0 (1)
3 2
Now, (-3) + (-3) - 21(-3) - 45 = -27 + 9 + 63 – 45 = 0
 -3 is a root of equation (1).
Dividing 3 + 2 - 21 - 45 by  + 3
 3 1 1  21  45
0 3 6 45
1  2  15 0
Remaining roots are given by
2 - 2 - 15 = 0
i.e., ( + 3) ( - 5) = 0
i.e.,  = -3, 5.
 The eigen values are -3, -3, 5
 2  λ 2 - 3  x1  0
The eigen vectors of A are given by  2 1 - λ - 6   x2   0
 - 1 - 2 - λ   x3  0
Case 1  = -3
 2  3 2 - 3  1 2 - 3
Now  1  3 - 6 ~  2 4 - 6

 2
 - 1 -2 3  - 1 - 2 3 

BIET 19 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 7

1 2 - 3
~ 0 0 0 
0 0 0 
 x1 + 2x2 - 3x3 = 0
Put x2 = k1, x3 = k2
Then x1 = 3k2 - 2k1
3k 2  2k 1 
 The general eigen vectors corresponding to  = -3 is  k1 

 k 2 
 3
When k1 = 0, k2 = 1, we get the eigen vector 0
1
  2
When k1 = 1, k2 = 0, we get the eigen vector  1 
 0 
 3  2
Hence the two eigen vectors corresponding to  = -3 are 0 and  1  .
 

1  0 
These two eigen vectors corresponding to  = -3 are linearly independent.
Case 2  = 5
  2  5 2 - 3  7 2 - 3
 2 1 - 5 - 6 ~  2 - 4 - 6


 - 1 - 2 - 5  - 1 - 2 - 5
 1  2  5 
~  0  8  16
 0 0 0 
 -x1 - 2x2 - 5x3 = 0
-8x2 - 16x3 = 0
A solution is x3 = 1, x2 = -2, x1 = -1
  1
 Eigen vector corresponding to  = 5 is  2 .
 1 

 1 1 2 
Problem 17. Find the characteristic equation of  2 1 3  and verify Cayley-
 3 2 3
Hamilton Theorem. Hence find the inverse of the matrix.

BIET 20 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 8

 1 1 2 
Solution: Let A   2 1 3   Characteristic eqn. of A is
 3 2 3
 3   2 1  1  3    9  9  1  26  0
i.e  3   2  19  26  0
By Cayley-Hamilton theorem  A3  A2  19 A 26 I 0 .

Verification:

 1 1 2  1 1 2   9 2 7 
    
 A  A. A  2 1 3  2 1 3    5
2
9 10 
 3 2 3  3 2 3   10 7 21 
    
 9 2 7  1 1 2   16 21 45 
    
 A3  A2 . A  5 9 10  2 1 3    43 16 67 
 10 7 21  3 2 3   67 45 104 
   
Substituting in the characteristic equation
 16 21 45   9 2 7   19 19 38   26 0 0   0 0 0
         
 43 16 67    5 9 10    38 19 57    0 26 0    0 0 0
 67 45 104   10 7 21   57 38 57   0 0 26   0 0 0 

Hence verified.
Now to find the inverse of the matrix A, premultiply the characteristic equation by A1
 A2  A 19 I  26 A1  0

 A1 
1
26
19 I  A A2 

19 0 0   1 1 2   9 2 7    9 5 5 
1       1  
 0 19 0    2 1 3    5 9 10     3 9 7 
26  26 
 0 0 19   3 2 3   10 7 21    7 5 1

1 0 3
Problem 18. Given A  2 1  1 , use Cayley-Hamilton Theorem to find the inverse of

1  1 1 
A and also find A4
Solution:
The characteristic equation of A is
1 λ 0 3
2 1 λ 1  0
1 1 1 λ

BIET 21 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 9

i.e., (1-) [(1 - ) (1 - ) -1] + 3[-2 - (1 - )] = 0


i.e., (1 - )3 - (1 - ) – 6 -3 + 3 = 0
i.e., 1 - 3 + 32 - 3 – 1 +  - 9 + 3 = 0
i.e., -3 + 32 +  - 9 = 0
i.e., 3 - 32 -  + 9 = 0
By Cayley-Hamilton theorem, A3-3A2 – A + 9I = 0
To find A , multiplying by A , A2-3A - I + 9A-1 = 0
-1 -1

1
 A-1 = [-A2 + 3A + I]
9
1 0 3  1 0 3  4  3 6
A  2 1  1 2 1  1  3 2 4
2   
1  1 1  1  1 1  0  2 5
  4 3  6  3 0 9  1 0 0
A 1    3  2  4  6 3  3  0 1 0
  
1
9
 0 2  5 3  3 3  0 0 1
0 3 3 
 3 2  7 
1
9
3  1  1 
To find A4:
We have A3- 3A2 – A + 9I = 0
i.e., A3 = 3A2 + A - 9I (1)
Multiplying (1) by A, we get,
A4 = 3A3 + A2-9A 
= 3(3A2 + A - 9I) + A2 - 9A using (1)
= 10A2 - 6A - 27I
 4  3 6  1 0 3 1 0 0
 10 3 2 4  6 2 1  1  27 0 1 0
   
0  2 5 1  1 1  0 0 1
 7  30 42
  18  13 46
  6  14 17 

 0 0 2
Problem 19. . If A   2 1 0  express A6  25 A2  122 Aas a single matrix
 1 1 3 
 
Solution: To avoid higher powers of A like A6 we use Cayley Hamilton Theorem.
Characteristic equation is  3  4 2  5  2  0
By Cayley Hamilton Theorem A3  4 A2  5 A 2 I 0
To find A6  25 A2  122 Awe will express this in terms of smaller powers of A using the
characteristics equation. We know that (Divisor) X (Quotient) + Remainder = Dividend

BIET 22 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 10

Assuming A3  4 A2  5 A 2 Ias the divisor we get,


A3  4 A2  11 A 22 I
A6  0 A5  0 A4  25 A2  122 A 0 I
A3  4 A2  5 A 2 I
A6  4 A5  5 A4  2 A3
4 A5  5 A4  2 A3  25 A2  122 A
4 A5  16 A4  20 A3  8 A2
11A4  22 A3  33 A2  122 A
11A4  44 A3  55 A2  22 A
22 A3  88 A2  100 A
22 A3  88 A2  110 A 44 I
10 A  44 I

 A6  25 A2  122 A  A3  4 A
2
 2 
5 A I 3A 4 2A 11 A22  I  10 A44 I
But A3  4 A2  5 A 2 I 0
A6  25 A2  122 A 0  10 A 44 I
  10 A 44 I 
 0 0 20   44 0 0  
   
   20 10 0    0 44 0  
 10 10 20   0 0 44  
 44 0 20 
 
   20 54 0
 10 10 74 

 44 0 20 
 
   20 54 0 
 10 10 74 

Problem 20. If i are the eigen values of the matrix A, then prove that
i k i are the eigen values of kAwhere ‘k’ is a nonzero scalar.
ii. im are the eigen value of Am and
1
iii. are the eigen values of A1 .
i
Solution: Let i be the eigen values of matrix A and Xi be the corresponding eigen
vectors. Then by defn: AXi  iXi......( I) ( i.e by defn. of eigen vectors)
i. Premultiply ( I ) with the scalar k. Then
k  AXi  k  iXi
i.e.  kA Xi   k i Xi

BIET 23 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 11

 k i are the eigen values of kA (comparing with ( I ) i.e by defn.)

ii. Premultiply ( I ) with A, then


A AXi  A  iXi
i.e. A2 Xi   i AXi
  i  i Xi from (I)
  i  Xi
2

1y we can prove that A3 Xi   i  Xi and so on Am Xi    i Xi


3 m

 i m are the eigen values of the Am (comparing with ( I ) i.e. by defn.)

iii. Premultiply ( I ) with A1 , then


A1  AXi  A1   iXi
i.e.  A1 A Xi  i A1 Xi
i.e. IXi   i A1 Xi
1
i.e. A1 Xi  Xi
i
1
are the eigen values of A1 (comparing with ( I ) ).

i
2 0 1
Problem 21. Find the characteristic vectors of  0 2 0  and verify that they are
1 0 2
 
mutually orthogonal.

2 0 1
Solution: A =  0 2 0  Characteristic equation is  3  6 2  11  6  0
1 0 2
 
Solving:   1, 2,3
Consider the matrix equation  A  I  X  0
Case (i) when   1;
 1 0 1  x1   0  1 x1  0 x2  1 x3  0  1
    
 0 1 0  x2    0  i.e. 0 x1  1 x2  0 x3  0   2  equation (1) & (3) are identical.
 1 0 1  x   0  1 x1  0 x2  1 x3  0   3 
  3   
Solving (1) and (2) using the rule of cross multiplication
 1
x1 x2 x3 x1 x2 x3  
  i.e.    X1   0 
0 1 0 1 0 1 1 0 1 1
 

BIET 24 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 12

Case (ii) when   2;


 1 0 1  x1   0  0 x1  0 x2  1 x3  0 x3  0
    
 0 1 0  x2    0  i.e. 0 x1  0 x2  0 x3  0 i. e. x2 is arbitrary say k
 1 0 1  x   0  1 x1  0 x2  0 x3  0 x1  0
  3   

 0  0
   
 X2   k i. e 1  .
 0  0
   
Case (ii) when   3;
 1 0 1  x1   0   x1  0 x2  1 x3  0
    
 0 1 0  x2    0  i.e. 0 x1  1 x2  0 x3  0 Solving (1) and (2)
 1 0 1 x   0  1 x1  0 x2  1 x3  0
  3   
1
x1 x2 x3  
   X3   0 
1 0 1 1
 
Thus the eigen values are 1,2,3 and the correspondent eigen vectors are
 1  0  1
     
 0  ,  1  and  0  . To check orthogonallity, X1 X2  0
T

 1  0 1
     
X2T X3  0
X1T X3  0
 X1 , X2 , X3
are mutually orthogonal.
 6 6 5 
Problem 22. Find the latent vectors of 14 13 10 
 7 6 4 
 
Solution: Characteristic equation is    1  0    1, 1, 1
3

When   1 (repeated 3 times)  we have to find 3 corresponding latent vectors.


 7 6 5   x1   0  7 x1  6 x2  5 x3  0
    
14 12 10   x2    0  i.e. 14 x1  12 x2  10 x3  0 All three equation are identical
 7 6 5   x   0  7 x1  6 x2  5 x3  0
  3   
.i.e. we get only one equation, but we have to find three vectors that are linearly
independent.
0
x2 x3  
 Assume x1  0  6 x2  5 x3  0 i. e.  6 x2  5 x3 .i e.   X1   5 
5 6 6
 

BIET 25 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 13

 5 
x1 x3  
Assume x2  0  7 x2  5 x3  0 i. e. 7 x1  5 x3 .i e..   X2   0 
5 7 7
 
6
x1 x2  
And assume x2  0  7 x2  6 x3  0 i. e. 7 x1  6 x2 0 .i e..   X3   7 
6 7 0
 
X1, X2 and X3 are linearly independent.

 1 1 1
Problem 23. Find the eigen vectors of the matrix A   0 2 1
 4 4 3

Solution:
1 -  1 1 
The characteristic equation of A is  0 2- 1   0
  4 4 3 -  

i.e., (1 - ) [(2 - ) (3 - ) - 4] -1[0 + 4] +1[0 + 4(2 - )] =0


i.e., (1 - )(2 - 5 + 6 - 4) – 4 + 8 - 4 =0
i.e., (1 - )(2 - 5 + 2) + 4 - 4 =0
i.e., (1 - )(2 - 5 + 2 + 4) =0
i.e., ( -1)(2 - 5 + 6) =0
i.e., ( -1)( - 2)( - 3) =0
 The eigen values of A are  = 1, 2, 3.

1 - λ 1 1   x 1  0 

The eigen vectors are given by  0 2 - λ 1   x   0 
 2  
  4 4 3 - λ   x 3  0

Case 1 =1
 0 1 1  4 4 2
 0 1 1 ~  0 1 1
   
 4 4 2  0 0 0
-4x1 + 4x2 + 2x3 = 0
x2 + x3 = 0
A solution is, x3 = 2, x2 = -2, x1= -1
  1
 Eigen vector X1 =  2
 2 

BIET 26 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 14

Case 2=2
  1 1 1  1 1 1 
 0 0 1 ~  0 0 1
   
 4 4 1  0 0 0
-x1 + x2 + x3 = 0
x3 = 0
A solution is, x3 = 0, x2 = 1, x1 = 1
1
 Eigen vector X2 = 1
0

Case 3=3
 2 1 1  2 1 1
 0  1 1 ~  0  1 1
   
 4 4 0  0 0 0
-2x1 + x2 + x3 = 0
-x2 + x3 = 0
A solution is, x3 = 1, x2 = 1, x1 = 1

1
 Eigen vector X3 = 1
1
2 2 0
Problem 24. Diagonalise the matrix  2 5 0  using orthogonal transformation.
 0 0 3
 
Solution: Characteristic equation is   10  27  18  0
3 2

Solving we get the eigen value as   1, 3, 6


 2  0 1
     
When   1, X1   1  ; When   3, X2   0  ; When   6, X3   2 
0 1 0
     
 2   1 
 5  0  5
 1    2 
Normalizing each vector, we get  , 0 and
5     5
  1  
 0     0 
   

BIET 27 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 15

 2 0 1   2 1 0
 5 5  5 5 
 2  . N  NT   0
 Normalized Modal Matrix, N   1 1,
5
0 0
5  
   1 2 0 
 0 1 0 
 5 5 
 
Then by the orthogonal transformation,
 2 
 2 1 0  0 1
 5 5  2 2 0 5 5
  
N AN   0 0 1 2 5 0 0 0 2  . On simplifying, we get
 
 1   5
2 0   0 0 3   1
 5 5   1 0 
 5 
N AN  D 1 , 2 , 3 
1 0 0
  which is diagonal matrix with eigen values along the
 D 1,3, 6    0 3 0 
0 0 6
 
diagonal (in order).

 6 2 2 
Problem 25. Reduce  2 3 1 to a diagonal matrix by orthogonal reduction.
 2 1 3 
 
Solution: Characteristic equation is   12 2  36  32  0    8, 2, 2
3

When   8
 2 2 2   x1   0 
    
 2 5 1   x2    0 
 2 1 5   x   0 
  3   
i.e 2 x1  2 x2  2 x3  0
2 x1  5 x2  1 x3  0
2 x1  1 x2  5 x3  0
2
x1 x2 x3  
Solving any two equations    X1   1
2 1 1 1
 
When   2 (repeated twice)
 4 2 2  x1   0 
    
 2 1 1 x2    0  i.e 2 x1  2 x2  2 x3  0 . All the equations are identical.
 2 1 1  x   0 
  3   

BIET 28 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 16

0
x2 x3  
To get one of the vectors, assume x1  0  x2  x3  0 i. e.   X2   1 
1 1 1
 
a 
 
X1 X2  0 . Therefore X1 and X2 are orthogonal. Now assume X3   b to be mutually
T

c
 
orthogonal with X1 and X2.
a  
  
X1 X3  0 i. e.  2 1 1  b  0 i. e.2 a b c  0 
T

c  a
  b c
 i.e  
a   2 2 2
 
and X 2T X3  0 i. e.  0 1 1  b  0 i. e.0 a  b  c  0 
c 
  
1
 
 X3   1  .
 1 
 
After normalizing these 3 mutually orthogonal vectors, we get the normalized Modal
 2 0 1 
 6 3
 
Matrix N   1 1 1 
 6 2 3
 1 1 1 

 6 2 3
Diagonalizing we get

2 1 1   2 1 1 
 6 6 6   6 2 2   6 6 3
    
D  N T AN   0 1 1  2 3 1  1 1 1 
 2 2    6 2 3
 2 1 3  
 1
 1 1   1 1 1 
 3 3 3  6 3 3
on simplifying we get D  D  1 , 2 , 3 
8 0 0
 
0 2 0
0 0 2
 
 D  8, 2, 2 

BIET 29 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 17

3 1 1 
Problem 26. Diagonalise the matrix A  1 3 -1
1 -1 3 

Solution:
3- 1 1 
The characteristic equation of A is  1 3- -1   0

 1 -1 3- 

i.e., (-1)(2 - 8 + 16) = 0


 The eigen values of A are  = 1, 4, 4.

3-λ 1 1   x1   0 
The eigen vectors are given by  1 3-λ -1   x 2   0 

 1 -1 3-λ   x 3  0 

Case 1 =1
 1
Eigen vector X1 =  1 
 1 
Case 2  = 4
0
Eigen vector X2 =  1
 
 1 
a 
 
Now assume X3   b to be mutually orthogonal with X1 and X2.
c
 
X1 X3  0 i. e.  a b c  0 
T
a b c
 i.e  
and X 2 X3  0 i. e.  b c  0 
T
2 1 1
 2
 
 X3   1  .
1
 
 1 0 2 
Hence the modal matrix M   1 1 1 
 1 1 1 

BIET 30 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 18

 1 0 2 
 3 6
 
The Normalized Modal Matrix is N   1 1 1 
 3 2 6
 1 1 1 

 3 2 6
Diagonalizing, we get

 1 1 1   1 0 2 
 3 3 3 3 1 1 
 3 6
   
D  N AN   0
T 1 1   1 3 1  1 1 1 
 2 2   
 3 2 6
 1 1 3  
 2
 1 1  
 1 1 1 
 6 6 6  3 2 6

1 0 0 
 0 4 0  = D(1, 4, 4)
0 0 4 

Problem 27. Reduce the Quadratic From 10 x12  2 x22  5 x32  6 x2 x3  10 x3 x1  4 1x 2x into
canonical form by orthogonal reduction. Hence find the nature, rank, index and the
signature of the Q.F. Find also a nonzero set of values of X which will make the Q.F.
vanish.

 10 2 5 
 
Solution: Matrix of the given Q.F. is A   2 2 3  , which is a real and symmetric
 5 3 5 
 
matrix. The characteristic equation is   17  42  0
3 2

Solving, we get   0, 3, 14
1 1  3 
     
When   0, X1   5  ; When   3, X2  1 ; When   14, X3   1 
4 1 2
     
and X1 , X2 , X3 are mutually orthogonal since X1 , X2  0, X2 X3  0 andX3 X
1 0
T T T

Normalizing these vectors we get the normalized model matrix


 1 1 3 
 42 3 14 
 
N   5 1 1 
 42 3 14 
 4 1 2 
 
 42 3 14 

BIET 31 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 19

Diagonalising we get D  N T AN
 D  12 , 3  in order
 D  0, 3, 14 
0 0 0 
 
i.e D   0 3 0  (i.e. the eigen values in order along the principal
 0 0 14 
 
diagonal).
Now to reduce the Q.F to C.F (.i.e Canonical form)
 y1 
 
Consider the orthogonal transformation X = NY where Y   y2 
y 
 3
Then the Q.F. X T AXbecomes  NY A NY  Y
T
 NT AN Y
T

= YT DYsince N T AN  D
0 0 0  y1 
  
  y1 y2 y3   0 3 0  y2 
0 0 14  
  y3 
 0 y1  3 y2  14 y3
2 2 2

Thus = 0 y1  3 y2  14 y3 is the Canonical form of the given Q.F. And the equations of
2 2 2

this transformation are got from X= NY.


 1 1 3 
 x1   42 3 14   y1 
    
x  NY   5 1 1   y2 
 2
x   42 3 14  
 3  4 1 2   y3 
 
 42 3 14 

1 1 3
 x1  y1  y2  y3
42 3 14
5 1 3
x2   y1  y2  y3
42 3 14
4 1 3
x3  y1  y2  y3
42 3 14

To get the non-zero set of values of x which make the Q.F zero we assume values
for y1 , y2 and y3 such that the C.F. vanishes.

BIET 32 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Matrices 20

i.e 0 y1  3 y2  14 y3 will vanish if y2  0, y3  0 and y1 is any arbitrary value (for


2 2 2

simplicity sake, assume y1 as the denominator of the coeff. of y1 in the equations) let
y1  42

 x1 
1
42

42 
1
3
0 
3
14
(0)

i.e. x1  1  0  0  1
III 1 y x2  5  0  0  5
and x3  4  0  0  4
Thus the set of values of x i.e 1, 5, 4  will reduce the given Q.F. to zero.
To find the rank, index, signature and nature using canonical form:
C.F. is 0 y1  3 y2  14 y3
2 2 2

 rank is 2 (no. of terms in C.F)


Index is 2 (no. of positive terms)
Signature of Q.F. = ( no. of positive terms) – (no. of negative terms) = 2
Nature of the Q.F. is positive semi definite.

Problem 28. Reduce the Q.F. 2 xy  2 yz 2 zxinto a form of sum of squares. Find the
rank, index and signature of it. Find also the nature of the Q.F.
0 1 1
 
Solution: Matrix of the Q.F. is A   1 0 1 
1 1 0
 
Characteristic equation is   3  2  0 solving   2, 1, 1
3

1
 
When   2, X1  1
1
 
When   1 (repeated twice) we get identical equations as x1  x2  x3  0
x x
x1  0  x2  x3  0 i. e. x2   x3 .i e. 2  3
1 1
Assume 0
 
 X2  1
1
 
which is orthogonal with X1.
a 
 
Now to find X3 orthogonal with both X1 and X2 assume X3   b
c
 

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Matrices 21

if X2T X3  0, a b c 0 

if X2T X3  0, 0 a b c 0 
a b c
i.e.  
2 1 1
2  2 
   
 X3   1 i. e.  1 
 1 1
   
which is orthogonal with X1 and X2 .
 1 0 3 
 3 2 6
 
Normalising these vectors we get N   1 1 1  and D  NAN
 3 2 6
 1 1 2 
 
 3 2 6 
2 0 0 
 
= D  1 , 2 , 3    0 1 0  .Consider the orthonormal transformation X = NY
 0 0 1
 
such that Q.F.is reduced to C.F.

The Q.F. is reduced as


X T AX   NY A  NY 
T

 YT  NT AN Y
 YT DY
 2 0 0  y1 
  
  y1 , y2 , y3 ,   0 1 0  y2 
 0 0 1 y 
  3 

 The C.F. is 2 y12  y2 2  y3 2


rank of Q.F.is = no. of terms in C.F=3
index of Q.F. = no. of positive terms in C.F. = 1
signature of Q.F. = ( no. of positive terms) – (no. of negative terms)
= 1-2 = -1
Nature of the Q.F. is indefinite.

Problem 29. Reduce the quadratic form 8 x12  7 x22  3 x32  12 x1 x2  4 x1 x3  8 x2 x3 to the
canonical form by an orthogonal transformation. Find also the rank, index, signature and
the nature of the quadratic form.

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Matrices 22

Solution:
 8 6 2 
The matrix of the quadratic form is A   6 7  4
 2  4 3 
The eigen values of this matrix are 0, 3 and 15 and the corresponding eigen vectors are
1  2 2
 
X 1   2 , 
X2   1  , X 3   2 , which are mutually orthogonal.
2  2  1 

1/3 2/3 2/3 


The normalized modal matrix is N  2/3 1/3  2/3

 2/3  2/3 1/3 
0 0 0 
and N AN = D  0 3 0 
T

0 0 15
Now the orthogonal transformation X = NY will reduce the given quadratic form to the
canonical form 0y12  3y 22  15y 32 .
Also rank = 2, index = 2, signature = 2. The quadratic form is positive semi definite.

Problem 30. Find the orthogonal transformation which reduces the quadratic form
2 x12 
2 x22  2 x1 x2  2 x2 x3  2 x1 x3 into the canonical form. Determine the rank, index,
2 x32
signature and the nature of the quadratic form.

Solution:
 2 1 1 
The matrix of the quadratic form is A   1 2  1
 1  1 2 
2- -1 1
The characteristic equation of A is -1 2- -1  0
1 -1 2-
Expanding  - 6 + 9 - 4 = 0
3 2

 = 1 is a root
Dividing 3 - 62 + 9 - 4 by  -1,
1 6 9 4
0 1 5 4
1 5 4 0
The remaining roots are given by 2-5 + 4 = 0
2 - 5 + 4 = ( - 1) ( - 4) = 0
i.e.,  = 1, 4

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Matrices 23

The eigen values of A are  = 4, 1, 1

Case 1 =4
2 - 4 - 1 1   x 1  0 
The eigen vectors are given by  - 1 2 - 4 - 1 
  x   0 
 2  
 1 - 1 2 - 4  x 3  0
 2  1 1  1 - 1 - 2
  1  2  1  ~ 0 - 3 - 3 
   
 1  1  2 0 0 0 
 x1 - x2 - 2x3 = 0
-3x2 - 3x3 = 0
A solution is x3 = 1, x2 = -1, x1 = 1.

1
 The corresponding eigen vector is X1 =  1
 1 
Case 2 =1
2 - 1 - 1 1   x1  0
The eigen vectors are given by  - 1 2 - 1 - 1   x2   0

 1 - 1 2 - 1  x3  0
 1 - 1 1  1  1 1
- 1 1 - 1 ~ 0 0 0
   
 1 - 1 1  0 0 0
 x1- x2 + x 3 = 0
Put x3 = 0. We get x1 = x2 = 1. Let x1 = x2 = 1
1
 The eigen vector corresponding to  = 1 is X2 = 1
0
X1 and X2 are orthogonal as X1T X2 = 10 + (-1) 1 + 11 = 0.
a 
To find another vector X3 = b  corresponding to  =1 such that it is orthogonal to both
 c 
X1 and X2 and satisfies x1- x2 + x3 = 0
i.e., X1.X3 = 0, X2.X3 = 0 and a – b + c = 0
i.e., 1.a -1.b + 1.c = 0, 1.a + 1.b + 0.c = 0 and a – b + c = 0.
i.e., a – b + c = 0 and a+b=0
i.e., a = -b and c = 2b
Put b =1, so that a = -1, c = 2

BIET 36 DEPARTMENT OF MATHEMATICS


35
MA 6151 MATHEMATICS-I
Matrices 24

 1
 X 3   1 
 2 
 1 1  1
The modal matrix is  1 1 1 
 1 0 2 
 1/ 3 1/ 2  1/ 6
 
Hence the normalized modal matrix is N   1 / 3 1 / 2 1/ 6 
 1/ 3 0 2/ 
 6

 The required orthogonal transformation is X = NY will reduce the given quadratic
form to the canonical form.
C.F= 4 y12  y22  y32
Rank of the quadratic form = 3, index = 3, signature = 3. The quadratic form is positive
definite.

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CHAPTER 9
UNIT - II

Sequences and Series

9.1. Convergence: Definitionand Examples


Sequences

The purpose of this chapter is to introduce a particular way of generating algorithms for finding
the values of functions defined by their properties; for example, transcendental functions. This is the
technique of InfiniteSeries. Computer algorithms for determining the value of a function depend upon
the usual arithmetic operations; thus an exact determination can only be achieved for rational functions
(quotients of polynomials). If a function is transcendental, its values can only be approximated. For
example, we know that

(9.1) ex 

lim 1
n ∞
 nx  n

This expression tells us that if for any n we do the calculation described by the expression on the right,
that these numbers will, for n large enough, be close to the “true” value of e x . Now, it turns out that this
is a very inefficientway to calculate ex , and the expression as an infiniteseries (which we will discover
later in this chapter)

(9.2) ex  1 x x2
 x3
 

 xn
 

2! 3! n!

is far better. Equation 9.2 is taken to mean: add up the numbers of the form x n n!, starting with n 0. If 
we add up enough terms, we have a good approximation to e x . Of course, it is important to have estimates
on how good this approximation is, and more generally, to have ways of finding these approximating
sums. That is what we study in this chapter, starting with the idea of convergence in the sense of “good
approximation”.


Definition9.1 A sequence is a list of numbers, denoted an , where an is the nth term of the sequence.

A sequence may be definedby a specific formula or an algorithm for determining the members of
the sequence successively, or recursively.

128

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1 Sequences
Sequences are an infinite list (a1 , a2 , a3 , . . . ), where an is some number. Usually
a sequence can be denoted by a general formula for each value of an for example
an = n2 would give a sequence a1 = 12 , a2 = 22 , a3 = 32 etc.

Definition 1.0.1 The objects an in a sequence are defined as the terms of the
sequence

One of the most famous sequences of all time is called the Fibonacci Se-
quence, where each term is the sum of the previous two.
Fibonacci Sequence: 1, 1, 2, 3, 5, 8, 13, 21, 34, . . .

Example 1.0.1 Some more examples of sequences are:


1 1 1 1
• an = has terms 1, , , , . . .
n 2 3 4
n
• an = has terms 12 , 32 , 34 , 45 , . . .
n+1
• an = (−1)n has terms -1, 1, -1, 1, -1, 1, -1, 1, . . .

1.1 Basic Notation


• an is the nth term in a sequence e.g. a1 is the first term, a2 is the second
term and a45 is the forty fifth term.
• (an )n∈N , (an )n , (an ), (an )∞
n=1 are all used to represent a sequence although
we will generally use (an ).
• We often denote limits (see later) by the Greek letter lambda, λ.
• We denote infinity by the symbol ∞

1.2 Limits
Often once we have found or made a sequence we want to find out more infor-
mation about it. One of the most common properties we look for in sequences
is called a limit.

Definition 1.2.1 We say that a sequence has a limit λ if as n gets large (tends
to infinity) an gets closer and closer to λ. This means that as we go further
and further down our sequence the terms get closer and closer to our limit. We
often write this as an −→ λ for n −→ ∞ or limn→∞ an = λ

Example 1.2.1 Limits of some sequences are:


1
• limn→∞ = 0. This is an important sequence as we use it a lot for finding
n
limits of other sequences.

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n
• limn→∞ =1
n+1
2n + 1
• limn→∞ =2
n
Sometimes a sequence will not have a limit as the terms never get closer and
closer to one number. Such a sequence we say is divergent. Many sequences
are divergent for example the Fibonacci sequence is divergent, as the terms get
bigger and bigger. Also the sequence an = (−1)n with terms -1, 1, -1, 1, -1, 1, -1,
1, . . . is divergent as it never gets closer and closer to any number. Sometimes
when we have a sequence where the terms get bigger and bigger we say its limit
is infinity, ∞.

1.3 Finding limits


Given a sequence or number of sequences finding limits can be difficult. One
way to find a limit is to write out lots of terms of the sequence and see if you can
spot the limit from that. This can be often really hard as some sequences can
take hundreds of terms before you can spot the limit. Generally most sequences
we will see, have limits that can be found by playing around with the general
formula for each term, and comparing it to sequences we already know of. A
few good sequences to compare things against are:
a
• limn→∞ n1 = 0. This shows us that in general nnb has a limit of 0 if b is
bigger than a, a limit of 1 if b is the same as a and a limit of infinity if a
is bigger than b.
1
• limn→∞ n! = 0 since

1 1 1
= ≤ =0
n! 1 · 2 · 3 · 4···n n

• limn→∞ cos(πn) diverges.


• limn→∞ sin(πn) = 0.
We’ll look at an example
3n2 + 7n + 4
Example 1.3.1 Find the limit of the sequence an = .
9n2 + 24n + 9
This is a complicated example and were we to try and find the limit by writing
all the terms down, it would take a lot of working out for each of the terms
(try working out the term when n is 13!). So we use some clever maths to find
the limit. First we look to see what is the biggest power in the formula is, in
our case it is n2 . Note that in some cases the biggest power may not be on
n3 4
both parts of the fraction e.g. in n4 +34n 2 +3 the biggest power is n . So we then

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divide both the top and bottom parts of the formula by out biggest power like
so:
3n2 7n 4
3n2 + 7n + 4 n2 + n2 + n2
=
9n2 + 24n + 9 9n2 24n
n2 + n2 + n2
9

Note that the last two terms on both the top and bottom of the fraction are
comparable with the limit of 1/n and so are 0. So we have.
3+0+0 3 1
= =
9+0+0 9 3
Hence our limit is a third.

1.4 Limits of more than one sequence


An interesting thing to do is when we have found the limit of several sequences
is to combine them to see what happens to the limit. When we do this we have
a few rules that help us. Given two sequences an and bn with limits a and b we
have that
1. limn→∞ (an + bn ) = a + b
2. limn→∞ (an − bn ) = a − b
3. limn→∞ (an · bn ) = a × b
an
4. limn→∞ ( )=a÷b
bn
5. If we have a number r then limn→∞ (r · an ) = r × a
So lets look at an example.
2n2 + 12n + 5
 3
3n + 2n2 + 1
 
Example 1.4.1 Find the limit of the sequence an = · .
n2 + 3n + 1 2n3
Ok since we have a multiplication of two sequences we will be using rule 3 from
our list. But first we must work out the limit of each individual sequence. As
before we note that the highest power in the first one is n2 and in the second
one it is n3 , so dividing we get.
2n2 12n 5
2n2 + 12n + 5 n2 + n2 + n2 2+0+0
= = =2
n2 + 3n + 1 n2 3n 1
n2 + n2 + n2
1+0+0
3n3 2n2 1
3n3 + 2n2 + 1 n3 + n3 + n3 3+0+0 3
= 3 = =
2n3 2n
n3
2 2

2n2 + 12n + 5
 3
3n + 2n2 + 1
 
So using rule 3 we have that the limit of an = ·
n2 + 3n + 1 2n3
3
is 2 × which is three.
2

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2 Series
2.1 Introduction
Series’ are made up from sequences. Given any sequence (an ) we can make a
new sequence (Sn ) as follows.

S0 = a0
S1 = a0 + a1
S2 = a 0 + a 1 + a 2
S3 = a 0 + a 1 + a 2 + a 3
..
.
Sn = a 0 + a 1 + a 2 + a 3 + · · · + a n

We have a limit for this, as n tends to infinity (gets bigger and bigger) we have
that the sequence (Sn ) is simply the infinite sum of all the an
X∞
lim Sn = lim (a0 + a1 + a2 + a3 + · · · + an ) = an
n→∞ n→∞ n=0


X
Definition 2.1.1 The limit of the sequence Sn , an , is called an infinite
n=0
series.

Definition 2.1.2 The terms of the sequence (Sn ) are called partial sums of the
series.

2.2 Arithmetic Series


Definition 2.2.1 A series which is the sum of a sequence (an ) where each term
an is the previous term plus some number d is called an arithmetic series i.e
an = an−1 + d.

Example 2.2.1 Let (an ) be a sequence where a1 = 1 and an = a( n − 1) + 2, i.e



X
the sequence (1,3,5,7,9,11,. . . ). The arithmetic series is an = 1 + 3 + 5 +
n=1
7 + ....

By doing some clever rearrangement one can see that each partial sum Sn is
1
in fact n(a1 + an ). Just looking at our previous example with the sequence
2
(1, 3, 5, 7, 9, 11, . . . ) we see that S4 = 1 + 3 + 5 + 7 which is 16, but using
1 1
our formula we get S4 = 4(1 + 7) = 4 · 8 = 16. This is a nice trick for
2 2
finding partial sums of arithmetic series especially ones where n is large. It
can be used to find the sum all the numbers from 1 to 100. He simply took
1/2 · 100 · (1 + 100) = 1/2 · 100 · 101 = 50 · 101 = 5050.

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2.3 Geometric Series


Definition 2.3.1 A series where the sequence involved is an = xn for some

X
number x, i.e the series xn is called a geometric series
k=0

Now these type of series are very common and there are a couple of important
results to do with them.
Theorem 2.3.1 Take any number x. Then if | x |< 1 then,

X 1
xn =
1−x
k=0

If | x |≥ 1 then,

X
xn = ∞
k=0

i.e the sum just gets bigger and bigger.

Example 2.3.1 A few examples of geometric series,


∞  n
X 1 1 1 4 1
• = = = =1
4 1 − 1/4 3/4 3 3
k=0

X 1
• = 1 + 1/2 + 1/3 + · · · ≤ 1 + 1/2 + 1/2 + . . . which gets bigger and
n
k=0
bigger so is equal to infinity.

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In a case that limn→∞ Sn does not exist we say that the infinite sum Σ∞
n=1 an
DIVERGES.

OBSERVATION 1
In a case when all elements of the sequence {an }n∈N −{0} are equal 0 starting
from a certain k ≥ 1 the infinite sum becomes a finite sum, hence the infinite
sum is a generalization of the finite one, and this is why we keep the similar
notation.

EXAMPLE 1
The infinite sum of a geometric sequence an = xk for x ≥ 0, i.e. Σ∞
n=1 x
n

converges if and only if | x |< 1 because

x − xn+1
Σnk=1 xk = Sn = , and
x−1
x(1 − xn ) x x
lim = lim (1 − xn ) = iff | x |< 1,
n→∞ x−1 n→∞ x − 1 x−1
hence
x
Σ∞ k
n=1 x = .
x−1

EXAMPLE 2
The series Σ∞
n=1 1 DIVERGES to ∞ as Sn = Σk=1 1 = n and limn→∞ Sn =
n

limn→∞ n = ∞.

EXAMPLE 3
The infinite sum Σ∞
n=1 (−1)
n
DIVERGES.

EXAMPLE 4
The infinite sum Σ∞ 1
n=0 (k+1)(k+2) CONVERGES to 1; i.e.

1
Σ∞
n=0 = 1.
(k + 1)(k + 2)

1
Proof: first we evaluate Sn = Σnk=1 (k+1)(k+2) as follows.

1 1 n+1 1
Sn = Σnk=0 = Σnk=1 k −2 = − | =− + 1 and
(k + 1)(k + 2) x+1 0 n+2
1
lim Sn = lim − + 1 = 1.
n→∞ n→∞ n+2

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DEFINITION 3
For any infinite sum (series)
Σ∞
n=1 an

a series
rn = Σ∞
m=n+1 am

is called its n-th REMINDER.

FACT 1
If Σ∞ ∞
n=1 an converges, then so does its n-th REMINDER rn = Σm=n+1 am .

Proof : first, observe that if Σ∞


n=1 an converges, then for any value on n so does
rn = Σ∞m=n+1 m a because

rn = lim (an+1 + ... + an+k ) = lim Sn+k − Sn = Σ∞


m=1 am − Sn .
n→∞ n→∞

So we get

lim rn = Σ∞ ∞ ∞
m=1 am − lim Sn = Σm=1 Sm − Σn=1 an = S − S = 0.
n→∞ n→∞

General Properties of Infinite Sums

THEOREM 1
If the infinite sum

Σ∞
n=1 an converges, then lim an = 0.
n→∞

Proof : observe that an = Sn − Sn−1 and hence

lim an = lim Sn T he − lim Sn−1 = 0,


n→∞ n→∞ n→∞

as limn→∞ Sn = limn→∞ Sn−1 .

REMARK 1
The reverse statement to the theorem 1

If lim an = 0. then Σ∞
n=1 an converges
n→∞

is not always true. There are infinite sums with the term converging to zero
that are not convergent.

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EXAMPLE 5
The infinite HARMONIC sum
1
H = Σ∞
n=1
n

DIVERGES to ∞, i.e. Σ∞
n=1 n = ∞ but limn→∞
1 1
n = 0.

DEFINITION 4
Infinite sum Σ∞ n
n=1 an is BOUNDED if its sequence of partial sums Sn = Σk=1 ak
is BOUNDED; i.e. there is a number M such that |Sn | < M , for all n ≤ 1, n ∈
N.

FACT 2
Every convergent infinite sum is bounded.

THEOREM 2
If the infinite sums Σ∞ ∞
n=1 an , Σn=1 bn CONVERGE, then the following properties
hold.

Σ∞ ∞ ∞
n=1 (an + bn ) = Σn=1 an + Σn=1 bn ,

Σ∞ ∞
n=1 can = cΣn=1 an , c ∈ R.

Alternating Infinite Sums. Abel Theorem


DEFINITION 5
An infinite sum
Σ∞
n=1 (−1)
n+1
an , for an ≥ 0
is called ALTERNATING infinite sum (alternating series).

EXAMPLE 6
Consider
Σ∞
n=1 (−1)
n+1
= 1 − 1 + 1 − 1 + ....
If we group the terms in pairs, we get

(1 − 1) + (1 − 1) + .... = 0

but if we start the pairing one step later, we get

1 − (1 − 1) − (1 − 1) − ..... = 1 − 0 − 0 − 0 − ... = 1.

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It shows that grouping terms in a case of infinite sum can lead to inconsistencies
(contrary to the finite case). Look also example on page 59. We need to develop
some strict criteria for manipulations and convergence/divergence of alternating
series.

THEOREM 3
The alternating infinite sum Σ∞
n=1 (−1)
n+1
an , (an ≥ 0) such that
a1 ≥ a2 ≥ a3 ≥ .... and lim an = 0
n→∞

always CONVERGES. Moreover, its partial sums Sn = Σnk=1 (−1)n+1 an fulfil


the condition
S2n ≤ Σ∞
n=1 (−1)
n+1
an ≤ S2n+1 .

Proof : observe that the sequence of S2n is increasing as


S2(n+1) = S2n+2 = S2n +(a2n+1 −a2n+2 , and a2n+1 −a2n+2 ≥ 0, i.e.S2n+2 ≥ S2n.

The sequence of S2n is also bounded as


S2n = a1 − ((a2 − a3 ) + (a4 − a5 ) + ...a2n ) ≤ a1 .
We know that any bounded and increasing sequence is is convergent, so we
proved that S2n converges. Let denote limn→∞ S2n = g.
To prove that Σ∞n=1 (−1)
n+1
an = limn→∞ Sn converges we have to show now
that limn→∞ S2n+1 = g.
Observe that S2n+1 = S2n + a2n+2 and we get
lim S2n+1 = lim S2n + lim a2n+2 = g
n→∞ n→∞ n→∞

as we assumed that limn→∞ an = 0.


We proved that the sequence {S2n } is increasing, in a similar way we prove
that the sequence {S2n+1 } is decreasing. Hence S2n ≤ limn→∞ S2n = g =
Σ∞n=1 (−1)
n+1
an and S2n+1 ≥ limn→∞ S2n+1 = g = Σ∞ n=1 (−1)
n+1
an , i.e
S2n ≤ Σ∞
n=1 (−1)
n+1
an ≤ S2n+1 .

EXAMPLE 7
Consider the INHARMONIC series (infinite sum)
1 1 1 1
AH = Σ∞
n=1 (−1)
n+1
= 1 − + − .....
n 2 3 4
Observe that an = n1 , and n1 ≥ n+1
1
i.e. an ≥ an+1 for all n, so the assumptions
of the theorem 3 are fulfilled for AH and hence AH converges. In fact, it is
proved (by analytical methods, not ours) that
1
AH = Σ∞
n=1 (−1)
n+1
= ln 2.
n

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EXAMPLE 8
A series (infinite sum)
1 1 1 1 1
Σ∞
n=0 (−1)
n
= 1 − + − + ......
2n + 1 3 5 7 9
converges, by Theorem 3 (proof similar to the one in the example 7). It also
is proved that
1 π
Σ∞n=0 (−1)
n
= .
2n + 1 4

THEOREM 4 (ABEL Theorem)


IF a sequence {an } fulfils the assumptions of the theorem 3 i.e.

a1 ≥ a2 ≥ a3 ≥ .... and lim an = 0


n→∞

and an infinite sum (converging or diverging) Σ∞


n=1 bn is bounded,
THEN the infinite sum
Σ∞n=1 an bn

always converges.

Observe that Theorem 3 is a special case of theorem 4 when bn = (−1)n+1 .

Convergence of Infinite Sums


with Positive Terms

We consider now infinite sums with all its terms being positive real numbers,
i.e.
S = Σ∞n=1 an , for an ≥ 0, an ∈ R.

Observe that if all an ≥ 0, then the sequence {Sn } of partial sums Sn = Σnk=1 ak
is increasing; i.e.
S1 ≤ S2 ≤ .... ≤ Sn ...
and hence the limn→∞ Sn exists and is finite or is ∞. This proves the following
theorem.

THEOREM 5
The infinite sum
S = Σ∞
n=1 an , for an ≥ 0, an ∈ R

always converges, or diverges to ∞.

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THEOREM 6 (Comparing the series)


Let Σ∞
n=1 an be an infinite sum and {bn } be a sequence such that for all n,

0 ≤ bn ≤ an .

If the infinite sum Σ∞ ∞


n=1 an converges, then Σn=1 bn also converges and

Σ∞ ∞
n=1 bn ≤ Σn=1 an .

Proof: Denote
Sn = Σnk=1 ak , Tn = Σnk=1 bk .
As 0 ≤ bn ≤ an we get that also Sn ≤ Tn . But

Sn ≤ lim Sn = Σ∞ ∞
n=1 an so also Tn ≤ Σn=1 an = S.
n→∞

The inequality Tn ≤ Σ∞ n=1 an = S means that the sequence {Tn } is a bounded


sequence with positive terms, hence by theorem 5, it converges.

By the assumption that Σ∞


n=1 an we get that

Σ∞ n
n=1 an = lim Σk=1 ak = lim Sn = S.
n→∞ n→∞

We just proved that Tn = Σnk=1 bk converges, i.e.

lim Tn = T = Σ∞
n=1 bn .
n→∞

But also we proved that Sn ≤ Tn , hence

lim Sn ≤ lim Tn
n→∞ n→∞

what means that


Σ∞ ∞
n=1 bn ≤ Σn=1 an .

EXAMPLE 9
Let’s use Theorem 5 to prove that the series
1
Σ∞
n=1
(n + 1)2
2
converges. We prove by analytical methods that it converges to π6 , here we
prove only that it does converge. First observe that the series below converges
to 1, i.e.
1
Σ∞
n=1 = 1.
n(n + 1)

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Consider
1 1 1 1 1 1 1 1 1
Sn = + .... + = (1 − ) + ( − ) + ...( − ) = 1−
1·2 2·3 n(n + 1) 2 2 3 n n+1 n+1
so we get
1 1
Σ∞
n=1 = lim Sn = lim (1 − ) = 1.
n(n + 1) n→∞ n→∞ n+1

Now we observe (easy to prove) that


1 1 1 1 1 1
≤ , ≤ , ..... ≤ , ......
22 1 · 2 32 1·3 (n + 1)2 n(n + 1)

i.e. we proved that all assumptions of Theorem 5 hold, hence Σ∞ 1


n=1 (n+1)2
converges and moreover
1 1
Σ∞
n=1 ≤ Σ∞
n=1 .
(n + 1)2 n(n + 1)

THEOREM 7 (D’Alambert’s Criterium)


Any series with all its terms being positive real numbers, i.e.

Σ∞
n=1 an , for an ≥ 0, an ∈ R

converges if the following condition holds:


an+1
lim < 1.
n→∞ an

Proof: let h be any number such that limn→∞ aan+1 n


< h < 1. It means that
there is k such that for any n ≥ k we have aan+1
n
< h, i.e. an+1 < han and

ak+1 < ak h, ak+2 = ak+1 h < ak h2 , ak+3 = ak+2 h < ak h3 , ......

i.e. all terms an of Σ∞n=k an are smaller then the terms of a converging (as
0 < h < 1) geometric series Σ∞ n 2
n=0 ak h = ak + ak h + ak h + .... By Theorem

5 the series Σn=1 an must converge.

THEOREM 8 (Cauchy’s Criterium)


Any series with all its terms being positive real numbers, i.e.

Σ∞
n=1 an , for an ≥ 0, an ∈ R

converges if the following condition holds:



lim n
an < 1.
n→∞

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Proof: we carry the proof in a similar way as the proof of theorem 6. Let h

be any number such that limn→∞ n an < h < 1. So it means that there is k

such that for any n ≥ k we have n an < h, i.e. an < hn . This means that all
terms an of Σ∞n=k an are smaller then the terms of a converging (as 0 < h < 1)
geometric series Σ∞ n k
n=k h = h + h
k+1
+ hk+2 + .... By Theorem 5 the series

Σn=1 an must converge.

THEOREM 9 (Divergence Criteria


Any series with all its terms being positive real numbers, i.e.

Σ∞
n=1 an , for an ≥ 0, an ∈ R

diverges if
an+1 √
lim > 1 or lim n
an > 1
n→∞ an n→∞

Proof: observe that if limn→∞ aan+1


n
> 1, then for sufficiently large n we have
that
an+1
> 1, and hence an+1 > an .
an
This means that the limit of the sequence {an } can’t be 0. By theorem 1 we
get that Σ∞n=1 an diverges.

Similarly, if limn→∞ n an > 1, then then for sufficiently large n we have that

n
an > 1 and hence an > 1,

what means that the limit of the sequence {an } can’t be 0. By theorem 1 we
get that Σ∞
n=1 an diverges.

REMARK 2
It can happen that for a certain infinite sum Σ∞
n=1 an )

an+1 √
lim = 1 = lim n an .
n→∞ an n→∞

In this case our Divergence Criteria do not decide whether the infinite sum
converges or diverges. In this case we say that the infinite sum DOES NOT
REACT on the criteria.

EXAMPLE 10
The Harmonic series
1
H = Σ∞
n=1
n
does not react on D’Alambert’s Criterium (Theorem 7) because
n 1
lim = lim = 1.
n→∞ n + 1 n→∞ (1 + n1 )

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EXAMPLE 11
The series from example 9
1
Σ∞
n=1
(n + 1)2
does not react on D’Alambert’s Criterium (Theorem 7) because
2 1
(n + 1)2 n2 + 2n + 1 1+ n + n2
lim 2
= lim 2 = lim 4 4 = 1.
n→∞ (n + 2) n→∞ n + 4n + 1 n→∞ 1 + +
n n2

REMARK 3 Both series Σ∞ 1 ∞ 1


n=1 n and Σn=1 (n+1)2 do not react on D’Alambert’s,
but first in divergent and the second is convergent.

There are more criteria for convergence, most known are Kumer’s criterium and
Raabe criterium.

EXAMPLE 12
The series
cn
Σ∞
n=1
n!
converges for c > 0.

Proof : Use D’Alambert Criterium.


an+1 cn+1 n! c
= n · =
an c (n + 1)! n+1

and
an+1 c
lim = lim = 0 < 1.
n→∞ an n→∞ n + 1

EXAMPLE 13
The series
n!
Σ∞
n=1
nn
converges.

Proof : Use D’Alambert Criterium.


an+1 n!(n + 1) nn nn an+1 (n + 1)nn n n 1
= · = (n+1) = = =( ) =
an (n + 1) n+1 n! (n + 1) n+1 an n
(n + 1) (n + 1) n+1 (1 + n1 )n

10

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9.1 Convergence: Definitionand Examples 129

Example 9.1 The formulae an  n n 1; bn  n 1


n 2; cn  3 2n  n  0 define the
n 1
sequences, respectively:

(9.3) 1 2 3
 
  n  
  ; 3 4 5
  

   n  1


  ; 3 5 7 9

   3  2n 

 
1 2 3 n 1
  
The last sequence can be definedrecursively by: a0
is given by the recursion a1 1  an an  1 1.   
3, and for n  0  cn cn  1 2. Similarly, the first


The symbol n! (read “ n-factorial”) is used to denote the product of the firstn integers. This also has
the recursive definition:a0 1, and for n  0, an nan  1. (Note that we have defined0! 1).  
Of the sequences described in equation 9.2, the first and the third clearly grow without bound, but
the second is bounded; in fact, if we rewrite the general term as

(9.4) bn  n 1  1 1
n

n 1 1 1
n

 
  a  
 
we see that the sequence bn approaches 1. We say that bn converges to 1, as in the following definition.
Definition9.2 A sequence a1  a2  n converges to a limit L, written

(9.5)

lim an
n ∞
L

if, for every ε  0, there is an n0 such that for all n  n0 we have  an  L  ε .
This just says that we can be sure that an is as close to L as we need it to be, just by taking the index
n large enough. We will rarely have to actually use this definition,relying more on understanding what
it says, and known facts about limits. For example:

f and if we know that limx ∞ f x


 
Proposition 9.1 If the general term an of a sequence can be expressed as f n
for a continuous function
L, then we can conclude that limx ∞ an L.  
As an application, using results from the preceding chapter, we have


Proposition 9.2

a) lim n p ∞ for p  0 

n ∞
1

b) lim p 0 for p  0 
n ∞n
 
c) lim A1 n 1 if A  0
n ∞ 
Let p and q be polynomials.
p n
 p n
 
d) lim

n ∞ q n

0 if deg p  deg q 

lim
n ∞ q n

∞ if deg p  deg q
p n
 a
e) If the polynomials p and q have the same degree, then lim

n ∞ q n
b
 where a and b are the
leading coefficientsof p and q.
p n


f) lim n
n ∞ e
0 for any polynomial p.
p n

g) lim

n ∞ ln n
c
∞ for any polynomial of positive degree and any positive c.

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Chapter 9 Sequences and Series 130

These can all be derived by replacing n by x, and using limit theorems already discussed (such as
l’Hˆ
opital’s rule).
n2  
Example 9.2 lim

n ∞ n2  
n 1
1  by e
above

 1
n 
Example 9.3 lim
n ∞ n 0  since the numerator oscillates between -1 and 1, and the denominator
goes to infinity. We should not be perturbed by such oscillation, so long as it remains bounded. For
example we also have

sin n

(9.6)

lim
n ∞ n
0

since the term sin n


remains bounded. The following propositions state the general rule for handling
such cases.

Proposition 9.3
 
    
a) (Squeeze theorem) Given three sequences an  bn  cn , if an  bn  cn for all n  andlimn ∞ an


limn ∞ cn L  then also limn ∞ bn L
b) If an bn cn , the sequence bn is bounded, cn  0 and limn ∞ cn 0, then also limn ∞ an     0.
Let’s see why b) is true, using a). Let M be the bound of the  bn  . Then

(9.7) Mcn  bn cn   Mcn

so a) applies and the conclusion follows.


In some cases where none of the above rules apply, we have to return to the definitionof convergence.
an  
Example 9.4 For any a  0, lim
n ∞ n!
0


To see why this is true, we think of the sequence as recursively defined: the firstterm, a 1 is a, and


each an is obtained by multiplying its predecessor by a n. Now, eventually, that is, for n large enough,
a n  1 2. Thus each term after that is less than half its predecessor. This now surely looks like a
sequence converging to zero. To be more precise, let N be the firstinteger for which a N  1 2. Then
for any k  0,

aN k


1 aN 
(9.8)

N k
!

2k N!

Now the sequence on the right is a fixed number (aN N ) times a sequence (1 2k ) which tends to zero.
Thus our sequence converges to zero, also by the squeeze theorem (proposition 9.3a).
Note that in the above argument, we only had to show that the general term of our sequence is
dominated by the general term of a sequence converging to zero from some point on. What happens to
any finitecollection of terms of a sequence is not relevant to the question of convergence. We shall use
the word eventually to mean “from some point on”, or more precisely, “for all n greater than some fixed
integer N”. We restate proposition 9.3, using the word ”e ventually”:

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9.1 Convergence: Definitionand Examples 131

Proposition 9.4
a) (Squeeze theorem) Given three sequences an  bn  cn , if eventually
 
(9.9) an  bn  cn for all n  and lim an

n ∞ 
lim cn
n ∞
L

then also
 L
(9.10)
n ∞ 
lim bn

b) Suppose that an  bn cn eventually, that is, for all n larger than some N. If the sequence b n is
bounded and

(9.11) lim cn
n ∞  0

then also
 0
(9.12)

lim an
n ∞

np  
Example 9.5 For any positive integer p, lim
n ∞ n!
0

The idea here is that the numerator is a product of p terms, whereas the denominator is a product of
n terms, so grows faster than the numerator. To make this precise, write
np   
 n
n 1 
1
 
 n  p 
(9.13)
n! n n  1
n  p
!

Now, if n is so large that n n  p
 2  n  2p will do), then the firstfactor is bounded by 2 p . Thus,
for n  2p, that is, eventually,

(9.14)
np
 2p
1 
n! n  p
!

Since 1 n  p
! 0 and n ∞, the result follows from the squeeze theorem.
Finally, we note that the limit of a sum is the sum of the limits:
Proposition 9.5 If an  bn  cn , and the sequences bn and cn converge, then so does the sequence an ,
and
  lim 
(9.15)

lim an
n ∞ 
lim bn
n ∞  c n ∞
n

Series

For many sequences, in fact, the most important ones, the general term is formed by adding something to
its predecessor; that is, the sequence is formed by the recursion s n sn  1 an , where an is from another  
sequence. Such a sequence is called a series. Explicitly, the terms of the series are

(9.16) a 1  a1  a2  a1  a2  a3 
 
  a  a2  a3  


 a 
 
 
1 n

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Chapter 9 Sequences and Series 132

It is useful to use the summation symbol:

   
    n 
(9.17) a1 a2 a3 an ∑ ak
k 1

Definition9.3 The series



(9.18) ∑ ak
k 0

is to be considered as the limit of the sequence

 n 
(9.19) sn ∑ ak
k 0


If the limit L of the sequence sn exists, the series is said to converge, and L is called its sum. If the
limit does not exist, the series diverges. The terms of the sequence s n are called the partial sums of the
series.

Example 9.6 ∑ 2k

1  1
k 1
Let’s look at a few partial sums:

(9.20)
1 3 7 15
   



2 4 8 16


We see that each term adds half the distance of its predecessor from 1, from which we guess that the
partial sum: sn 1  2  n. Let’s now show that to be true. As we have seen it is true for the first four
terms. If it is true for the n  1
th term, it is also true for the nth term:

(9.21) sn  sn   1  1
1
 1  1
2 1  1
1 
1
2n 2n  1 2n 2n 2n
Thus, our guess holds for the fifth, and then the sixth, and, by continued application of equation 9.21,
ultimately, for all terms. So the result is easy to conclude:

∑ 2k
1   1  1
(9.22)
k 1
n ∞ 
lim sn
n ∞ 
lim 1 
2n

Now, remember that the index is a way of relating the partial sums of the series to the general term
from which it is defined, so if we change that relation consistently, we don’t change the series. For
example,

∑ ak  ∑ an  ∑ ak 
∞ ∞ ∞ ∞
(9.23) 

1 ∑ am  8
k 1 n 1 k 0 m 9

and so forth. Each representation comes about by replacing the index with a new index. For example, if
we substitute n for k, we get the firstequality; if we substitute k 1 for n we get the second equality, and 

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9.1 Convergence: Definitionand Examples 133


if we replace k 1 by m  8, we get the last one. It is often useful to make a change of index as the next
examples show.

Example 9.7 ∑ 2k

1  2
k 0
For

(9.24)

∑ 2k
1  1 ∞
∑ 2k
1  1 1 2 
k 0 k 1


1  1 
Example 9.8 ∑ 2k 2n  1
k n
First, change the index by k  m  n, and then factor out 2  : n


∑  ∑
1  1 
2  2 
∞ ∞ ∞
1
2 ∑ n n
2 n 1


(9.25)
2k 2m n 2m


k n m 0 m 0

Proposition 9.6 (Geometric Series) :

∑ xk 

1
(9.26) for  x   1 
k 0 1 x

∞ 
(9.27) ∑ xk diverges for  x  1
k 0

To show this, we obtain (by a clever little observation) a formula for the partial sums

 
∑ xk   x  x  
 

n
2
(9.28) sn 1 xn
k 0

Note that

(9.29) sn 

1
 1  x  x  
   x
 x  s  x and
2 n n 1


n
n 1


(9.30) sn 

1
 1  x  x 
    x
 1  xs 
2 n 1


Equating these expressions for sn 

1 , we obtain s  x  1  xs . Solving this for s :


n
n 1


n n

 n
 1  xn 1


(9.31) sn ∑x k
1 x

k 0

so

  1  xn 1


(9.32) ∑ xk 
lim sn
n ∞
lim
n  ∞ 1 x

k 0

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Chapter 9 Sequences and Series 134

which equals 1  x
 1 if  x   1 and diverges if  x   1. We look at the cases x  


  1 separately. For
x 1  sn n, so the series diverges. For x  1, the sequence sn is the sequence 1  0  1  0  1  0  , so 
cannot converge to any particular number.

Example 9.9

∑ k k 
1  1  We firstuse the fact that
n 1 1

1  1 1 
(9.33)
k k  1


k k 1 
Thus the partial sum sn can be calculated:

    


   

1 1 1 1 1 1 1
(9.34) sn 1
2 

2 3 

3 4 

n n 1  

 1      
   
   

1 1 1 1 1 1 1 1 1
(9.35) 
2 2 

3 3 

4 4 
 
n n 

n  1

 1
(9.36) 1
n  1


which converges to 1 as n goes to infinity. This is an example of a telescoping series.


Finally, we observe that if a series converges, its general term must go to zero. Be careful: there are
many series whose general term goes to zero which do not converge.

Proposition 9.7 If

∑ ak converges, then limn ∞ ak
 0
k 0

To see this, let sn ∑nk 0 ak  tn ∑nk  
Then,
lim  t . Thus lim  s  t
 0. But s  t  a .
1
0 ak . since these are both sequences of the partial sums
of the series, but indexed differently, limn  ∞ sn n ∞ n n ∞ n n n n n
Finally, Proposition 9.5 gives us:
  cn , and the series ∑ bn and ∑ cn converge, then so does the series ∑ an ,

Proposition 9.8 If an bn
and ∑ an ∑ bn ∑ cn 

9.2. Tests for convergence


Throughout this section, unless otherwise specified,we will be considering series, all of whose terms are
positive. For such a series, the sequence of partial sums is increasing. If they remain bounded, then - just
as in the assertion of theorem 8.1 for functions - the sequence of partial sums will converge.
n ∞
Proposition 9.9 If ak  0 for all k, and there is an M  0 such that ∑ ak 
M for all n, then ∑ ak
k 0 k 0
converges.

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9.2 Tests for convergence 135

Because of this proposition, for a series with positive terms, the statements ∑ ak converges, ∑ ak
diverges, are usually written simply as

∑ ak 
∞ ∞
(9.37) ∑ ak  ∞ converges
 ∞ diverges

k 0 k 0

Here is an important application of this proposition:


Proposition 9.10 (Comparison Test). Given two sequences ak  bk with 0 ak bk . Then
a) If ∑ bk  ∞  then ∑ ak  ∞  
 


b) If ∑ ak ∞  then ∑ bk ∞ 
As for (a), the sequence of partial sums sn ∑n0 ak is bounded by ∑∞ 
0 bk , so converges by Proposition 9.9.
In the second case, since the sequence of partial sums ∑ ak has no bound, neither does the sequence of
partial sums of ∑ bk .
It is important to observe that it is not necessary that the inequalities in the hypothesis of proposition
9.10 hold for all k, only that they eventually hold. That is because the issue of convergence series is
determined by the end of the series, and not affected by any finitenumber of terms.
1 
Example 9.10 ∑ rk r  1

 ∞ if 0  r  1

Since rk


1  rk r  1
,
1 1
(9.38)

rk r 1


rk 1
 

so the comparison test applies.

k
Example 9.11 ∑ k  ∞ if r  1

r
Now, here the trouble is that the numerator grows without bound - but it doesn’t grow as fast as a


power. So, what we do is borrow something from the denominator to compensate for the numerator. We
note that eventually k r k 2  1; in fact, this is true as soon as k  2 ln k lnr (which eventually happens,

since k ln k ∞). Then for all k larger than this number

(9.39)
k  k 1

1 
rk  r
k  r
k  r
k

Since r  1, we also have r  1, and so the series


1
(9.40) ∑  r
k

converges, and thus, by comparison, our original series converges.



1 
Example 9.12 ∑ n2  ∞
n 0
Now,

(9.41)
1

1  1

1

n2 n n  1
n 1 n

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Chapter 9 Sequences and Series 136

so our series is dominated by a telescoping series which converges (see example 9.9. above).
A very useful application of the comparison test is the following.
Proposition 9.11 (The Integral Test). Suppose that f is a nonnegative, nonincreasing function defined
on an interval M  ∞
. Suppose the an is a sequence such that for n  M, an f n
. Then 
∞ ∞
a) If  f x
dx  ∞ then ∑ an  ∞

M

 ∑ an 
n 0
∞ ∞
b) If  f x
dx ∞ then ∞
M n 0
Let

(9.42) bn  n 1


f x
dx




Then, since the function is nonincreasing, f n


 bn  f an  1
; that is an  bn  an 1 Now, use the 

comparison theorem. For example, if f x


dx  ∞, then ∑ bn converges, so by comparison ∑ an 1 also



converges.

∑n

1
Example 9.13 (The harmonic series). ∞
We apply the integral test using the function f x

n 1
 1 x. Since
(9.43) 
∞ dx  ∞
1 x
as we saw in chapter 8, the result follows.
If we apply example 17 of chapter 8 to series via the integral test we have a result which is very
useful for comparisons:
Proposition 9.12 Let p be a positive number.

1
a) ∑ p  ∞ if p  1
n 1n

1
b) ∑ p ∞ if p 1  
n 1n



This follows from the same result for the integral of 1 x p .



1 
Example 9.14 ∑ n ln n
p
The function f x

n 2
 1 x ln x
p is decreasing. We integrate using the substitution u  ln x:

(9.44)
A dx  ln A du 
x ln x
p up
 

2 ln 2

We know (again from example 17, chapter 8) that this converges if p  1, and otherwise diverges. Thus,
by the integral test,

1
(9.45) ∑ n ln n
p  ∞ if p  1 
n 2

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9.2 Tests for convergence 137

and otherwise diverges.


Finally, we need a tool to test for convergence when we cannot realize the general term of the series
in the form f n
for some function f . For example, if the expression for a n involves the factorial, we
proceed to the following.
Proposition 9.13 (Ratio Test). Given the series ∑ an , consider

(9.46) lim
an 1

 L
an
if the limit exists. If L  1, the series converges; if L  1, the series diverges. For the case L  1, we can
draw no conclusion.
a

Suppose that L  1. Then there is a number r with L  r  1 such that eventually a n 1 n  r. That is,


there is an integer N such that an 1 an  r for all n  N. We conclude




(9.47) aN 

1  aN r  aN 

2  aN 

1r  aN r 2  aN 

3  aN 

2r  aN r 3 

and so forth. Thus, we have, for all k  1, aN k  aN rk , so by comparison with the geometric series, our


series converges.
If on the other hand, L  1, there is a number r, L  r  1, such that eventually a n 1 an  r. Follow-



ing the same argument but with the inequalities reversed, we conclude that for all k  1, a N k aN rk , so




we have divergence by comparison with the geometric series. We can conclude nothing if L 1. This is
the case for the all the series of the type ∑ 1 n p, and as we have seen, for some p we get convergence,
and divergence for other p.

an 
Example 9.15 ∑ n!
n 1
We try the ratio test.

 an 1 n! 


an 1 a
 


(9.48) 0
an n 1
! an n 1
as n ∞, so the ratio test gives us convergence.

2n n3 
Example 9.16 ∑ n
n 1 3
Try the ratio test:

(9.49)
an 1


 2n


1 n  1
3 3n  2


n  1 3
2
3n 1 2n n3


an 3 n  3
so we have convergence.
∞ 
Example 9.17 ∑ rn
n 1
Here the ratio test gives

(9.50)
an 1 

 r
an

BIET DEPARTMENT OF MATHEMATICS


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Chapter 9 Sequences and Series 138

so we conclude that the series converges if r  1, and diverges if r  1. This may seem to be a sim-
plification of proposition 9.6, but in fact it is a fraud. The argument is circular, for we have used the
convergence of the geometric series to derive the ratio test.
We observe that we didn’t really need to know that the limit of an 1 an exists, only that eventually 

these ratios are either less than some number less than 1 to conclude convergence, or greater than some
number greater than 1, for divergence.

9.3. Absolute convergence


There are new difficulties when we have to consider series of negative as well as positive terms. For
example, although the harmonic series ∑ 1 n diverges, if we alternately change signs, the series now
converges.

 
  

  1
n 1


1 1 1
Example 9.18 The series 1 
2 3 4
 ∑ n
converges.
n 1
To see this, we look at the sequences of even partial sums and odd partial sums separately. Since

  1 1
(9.51) s2 n 

1 
s2n
2n  1

2n  2
 s2n

the sequence of even partial sums is increasing. Similarly,

 1
 1
2n  2 
(9.52) s2 n 

1


1
s2n 

1   s2n 

1


2n 3
tells us that the sequence of odd partial sums is decreasing. Now

  1
(9.53) s2n 

1 s2n
2n  1
 s2n 

that is, the odd partial sums are all greater than all the even partial sums. So both sequences are bounded,
and thus converge. But, they converge to the same limit, as we see by taking the limit in equation 9.53:

  lim 1 
(9.54)

lim s
n ∞ 2n 1



lim s
n ∞ 2n  2n  1 lim
n ∞ s n ∞ 2n



since 1 2n 1 0
. Since they both converge to the same limit, the full sequence also converges, and
to the same limit.
This argument actually generalizes to any alternating series, a series whose terms alternate in sign.
 ∞
∑ 
Proposition 9.14 If an is a decreasing sequence, and lim an

n ∞
0 then the series
n 1
1
n an converges.

Definition9.4 Given a sequence an , we say the series ∑ an converges absolutely if, for the series formed
of the absolute values  an  , we have convergence: ∑  an   ∞.

Proposition 9.15 If a series converges absolutely, it converges. That is,



(9.55) If ∑  an  ∞ then ∑ an converges

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9.4 Power Series 139

To see that, let sn be the nth partial sum of the sequence, pn the sum of all the positive terms making
up sn , and qn the sum of the absolute values of all the negative terms. Then

(9.56) sn  pn  qn

Both sequences pn and qn are increasing, and bounded by ∑  an  , so converge, to, say p, q respectively.
Then

(9.57) ∑ an  
lim sn
n ∞


lim pn  lim qn
n ∞ n ∞ 
 p q

Because of this peculiarity of sequences of terms with alternating signs, we shall be most interested in
absolute convergence. We can use the tests of section 9.3 (applied to the series of absolute values), to
test for absolute convergence.
∞ 
Example 9.19 ∑ xn converges for  1 x 1
n 1
This is because the sum of the absolute values is just the geometric series.
∞ 
Example 9.20 ∑ n2 xn converges for  1 x 1
n 1
Here we use the ratio test for the absolute values;

(9.58)
 an 

1  n  1
2  x  n


1

n  1

2  x  x

 an  n2  x  n n

Thus, we get convergence for x of absolute value less than 1.

9.4. Power Series

∞  The point c is called the center of


Definition9.5 A power series is a series of the form ∑ an x  c
n
n 0
the power series.
A power series definesa function on the set of points for which it converges by

 ∞ 
(9.59) f x
∑ an x  c
n
n 0

The series provides an effective way of approximately evaluating the function f ; our goal in these last
sections is to show that most functions do have a power series representation. We can use the ratio test
to determine the question of convergence. We take the ratio of successive terms of (4):

 an 1  x  c n 1
  an 1


 

(9.60)  x  c L x  c 
 an   x  c n  an 

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Chapter 9 Sequences and Series 140

 

if the limit L limn ∞  an 1   an  exists. In this case the series converges absolutely for  x  c   1 L,


and diverges for  x  c   1 L. Thus, the domains of convergence and divergence of the series are
separated by the circle, centered at c of radius 1 L. It can be shown that, in general, there is a circle
separating these domains, even if the limit of the ratio of successive coefficientsdoesn’t exist.

Proposition 9.16 Given the power series representation f x


 ∞
∑ an x  c
n
 there is a number R  0 

n 0
R ∞ such that we get absolute convergence for all x   x  c   R, and divergence for all x   x  c   R.
a  


1
R is called the radius of convergence of the power series. We have this value of R: lim n 1  if



n ∞  an  R
the limit exists.
The firstexample of a power series representation is that of the geometric series:

∑ xn  

1
Example 9.21 for  x   1 has the radius of convergence R 1.
n 0 1 x

∞ 
Example 9.22 ∑ nk xn converges for  x   1 for any number k. We use the ratio test. The ratio of
n 0
successive coefficientsis

(9.61)
n  1
k

n  1

k
1
nk n
as n ∞.

xn  
Example 9.23 ∑ n! has radius of convergence R ∞ Using the ratio test:
n 0

1 1  1
(9.62)
n  1
! n! n  1
0

so R  ∞, and the series converges for all x. On the other hand, the ratio test shows us that the series

(9.63) ∑ n!xn
n 0

has radius of convergence R  0, so converges only for x  0.


Newton thought of power series as “generalized polynomials” - that is, as polynomials, only longer.
This is justified,because we can operate with power series just as we operate with polynomials: we can
add, multiply, and substitute in them by doing so term by term.
x  ∞ 
∑ xn 1
for R  1 For


Example 9.24
1 x n 0

(9.64)
x  x

1  x 1  x x  2
x3 
 
 x  x2  x3  x4  


1 x 1 x

1  ∞
1  ∞ 
Example 9.25
1 x2 ∑ x2n  1  x2 ∑  1
n x2n for x  1
n 0 n 0

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9.4 Power Series 141


To see the first,we note that 1 1  x2
is obtained from 1 1  x
by substituting x2 for x. Thus, the
power series representation is obtained in the same way. In the second, we have substituted  x 2 for x.

Example 9.26 Find a power series expansion for 1 5  2x


centered at the origin. What is its radius
of convergence?


To solve a problem like this, we have to relate the function to another function, whose power series


we know. In this case that would be 1 1  x
. Now 5  2x 5 1  2 5
x
, so our function is obtained
from 1 1  x
by firstreplacing x by 2 5
x, and then dividing by 5. We follow the same instructions
with the power series.
Start with
1  ∞ 
(9.65)
1 x ∑ xn
Replace x by 2 5
x:
n 0

 ∞ 

1 2
(9.66)
1  2 5
x ∑ 5 x
n
n 0

Divide by 5 and clean up:


1  1 ∞ 2  ∞
2 n xn
5 n∑0 5 ∑ 5n
n
(9.67) x

5  2x 1


n 0

We can calculate the radius of convergence using proposition 9.16, or we can reason as follows; since
the series we started with converges for  x   1, our finalseries converges for  2 5
x   1, or  x   5 2.
Finally, we can also integrate and differentiate power series term by term:

Proposition 9.17 Suppose that f x


 ∞
∑ anxn has radius of convergence R. Then
n 0

(9.68) 
x
f t
dt  ∑ n

an
xn


1

0 n 0 1

(9.69) f x
 ∞
∑ nanxn  1

n 1

and both have the same radius of convergence, R.

 ∞
 1
n 
∑ 2n  x2n 1


Example 9.27 arctanx



n 0 1
We know that the derivative of the arc tangent is 1 1 x2
. Now, in example 9.25, we have already
found the power series representation of that function, so we obtain the power series representation of
arctanx by integrating term by term.

 ∞
xn  
Example 9.28 ex ∑ n! for all x Let f x
∑∞ n
n 0 x n! Then, differentiating term by term, we
n 0
find

(9.70) f x
 ∑

nxn  1
 ∑

xn  1  ∞
∑ n!
xn

n 1 n! n 1 n  1
! n 0

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Chapter 9 Sequences and Series 142

 

where the last equation is obtained by replacing the index n by n 1. Thus f x

differential equation, y y, definingthe exponential function. Since f 0

f x
, so satisfiesthe
1 also, it is the exponential 
function.

Example 9.29 e   ∞
nx
2n 
x2
∑  1
n!
for all x Just replace x in example 9.28 by  x2 .
n 0

9.5. Taylor Series


Finally we tackle the question: how do we find the power series representation of a given function?
Recalling that the purpose of the power series is to have an effective way to approximate the values of
a function by polynomials, we turn to that question: what is the best way to so approximate a function?
We start with a function f that has derivatives of all orders definedin an interval about the origin. To
begin with, we recall the definitionof the derivative in this context:

f x
 f 0
 
(9.71) lim
x 0  x
f 0

If we rewrite this as
f x
 f 0
 f 0
x

(9.72)

lim
x 0 x
0

we see that the linear function y f 0


 
f 0
x approximates f x
to firstorder: f 0
f 0
x is closer 
which approximates f to second order? Let y a bx cx2 be such a polynomial. Then we want  
to f x
than x is to zero, and by an order of magnitude. We now ask, can we finda quadratic polynomial

f x
 a  bx  cx2
 0
(9.73) lim
x 0  x2


We calculate this limit using l’Hˆ
a f 0
. Then
opital’s rule. First of all, for l’Hˆ
opital’s rule to apply, we have to have

f x
 f 0
bx   cx2
 f x
 b  2cx

 
lH
(9.74) lim lim
x 0 x2 x 0 2x
We can apply l’Hˆ
opital’s rule again, if we have b  f 0
:

f x
 f 0
 2cx
 f x
 2c 
 
lH
(9.75) lim lim 0
x 0 2x x 0 2
if c 
f 0
2. We conclude that the polynomial

(9.76) f 0
 f 0
x  f 0
2
2
x

approximates f to second order: this is closer to f x


than x is to 0 by two orders of magnitude. Further-
more, it is the unique quadratic polynomial to do so.

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9.5 Taylor Series 143

We can repeat this procedure as many times as we care to, concluding


Proposition 9.18 The polynomial which approximates f near 0 to nth order is

(9.77) f 0
 f 0
x  f 0
2
x  
   f n 

0

2 n!

Of course we can make the same argument at any point, not just the origin. To summarize:
Definition9.6 Suppose that f is a function with derivatives at all orders definedin an interval about
the point c. The Taylor polynomial of degree n of f , centered at c is

 n
f k c




(9.78) Tc n f
x

x  c
k
k 0 k!

Proposition 9.19 The Taylor polynomial Tc n f is the polynomial of degree n which approximates f near


c to nth order.
So, we can compute effective approximations to the values of f x
near c by these Taylor polynomi-
als; but the question is, how effective is this? More precisely, what is the error? We use this estimate:
Proposition 9.20 Suppose that f is differentiable to order n 1 in the interval c  a  c a centered at  
the point c. Then the error in approximating f in this interval by its Taylor polynomial of degree n, Tc n f 

is bounded by
Mn 1

 x  c n 1





(9.79)
n 1
!

where Mn 

1 is a bound of the values of f n 1




over the interval c  a  c  a . To be precise, we have the


inequality
Mn 1 
 f x
 Tcn f x


 x  c n 1


(9.80) 

n 1
!

In the next chapter we will show how the error estimate is obtained, and see how to work with it.
What we want now is to concentrate on the representation by series.
Definition9.7 Let f be a function which is differentiable to all orders in a neighborhood of the point c.
The Taylor series for f centered at c is

(9.81) Tc f x
 ∞

f n 

x  c
n
n 0 n!

If c is the origin, this series is called the Maclaurin series for f .

Proposition 9.21 Suppose that f is a function which has derivatives of all orders in the interval c 

a  c a
, Let Mn be a bound for the nth derivative of f in the interval. If the sequence
Mn
(9.82)  x  c n 0
n!

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Chapter 9 Sequences and Series 144

converges to zero for all x in the interval, then f is given by its Taylor series:

(9.83) f x
 ∑

f n 

x  c
n
n 0 n!

in c  1  c  a
.
As an example, ex has the Maclaurin series

 ∞
xn 
(9.84) ex ∑ n!
n 0


We have already shown by other means. We can verify this using proposition 9.21 as well, since the nth
derivative of ex is still ex , and the value at x 0 is 1. By a parallel calculation we obtain the power series
representation of ex centered at any point:
Example 9.30 For c any point, the function ex has the Taylor series representation centered at c:

 ∞
ec 
(9.85) ex ∑ n! x  c
n
n 0

We do have to verify that the remainders converge to zero; that is the terms 9.82 converge to zero. Since
  

ex is an increasing function, its maximum in the interval a  c  a c is at x a c, so we can take
Mn ea c . Then, for the exponential function we have


Mn   x  c n 
  x  c n ea

c


(9.86) lim lim 0


n ∞ n! n ∞ n!
by example 9.24.
It is useful to make the following observation
Proposition 9.22 Suppose that f has a power series representation:

 ∞ 
(9.87) f x
∑ an x  c
n
n 0

Then, this is its Taylor series. More precisely:

(9.88) an  f n 

c

n!

This is easy to see; if we differentiate 9.87 k times we obtain:

 ∞

  n  k
an x  c
n 

(9.89) f k 

x
∑ n n  1
k
n k


Now, let x c and obtain f k c


k!ak , for all terms but the firsthave the factor x  c.
So, if we have found a power series representative of a function, then that is automatically the Taylors
series for the function.

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9.5 Taylor Series 145

Example 9.31 Find the Maclaurin series for the function f x


1  x 5x2  x3 . Since a polynomial  
is already expressed as a sum of powers of x, that expression is a power series, and thus the Maclaurin
series for the polynomial.
  
Example 9.32 Find the Taylor series centered at c 1 for the function f x

have to findthe values of the derivatives of f at c 1:  1 x 5x 2  x3 . We

(9.90) f 1
 4

(9.91) f x
  1  10x  3x2  so f 1
 6

(9.92) f x
 10  6x  so f 1
 4

(9.93) f x
  6 so f 1
  6

and all higher derivatives are zero. Thus the Taylor series is

(9.94) f x
 4 6 x  1
 4
x  1
2 
6
x  1
3  4 6 x  1
 2 x  1
2  x  1
3

2! 3!

Now, we can findthe Maclaurin series for many functions, so long as we know how to differentiate
them. Following is a list of the most important Maclaurin series.
Proposition 9.23
1 ∞

1  x n∑0
a) xn   x   1

b) ex ∑ ∞ n
x
n 0 n!

c) cosx ∑


 1
n 2n
x
n 0 2n
!

d) sin x ∑ 

 1
n 2n 1



x
n 0 2n 1
!

e) arctanx ∑


 1
n 2n 1



x
n 0 2n 1

We have already seen how to get (a), (b) and (d). For the trigonometric functions, we proceed as
follows. First, the cosine:

(9.95) f 0
 1

(9.96) f x
  sin x  so f 1
 0

(9.97) f x
  cosx  so f 1
  1

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Chapter 9 Sequences and Series 146

(9.98) f x
 sin x  so f 1
 0
(9.99) f iv 

x
 cos x  so f iv 1
  1
Thus, up to four terms we have

(9.100) cosx  1
x2
2!
 x4
4!
 
  
But, now, since we have returned to cos x, the cycle 1  0   1  0 repeats itself again and again. We
conclude that

(9.101) cos x  1
x2
2!
 x4 x6

4! 6!
 x8
8!
 
  
which can be rewritten as iii
of proposition 9.23 above.
One finalTaylor series is worth noting: since the integral of 1 1  x
is  ln 1  x
, we can findthe
Taylor series centered at 1 for ln x as follows:

(9.102)
1  ∞
∑ tn 
1 t n 0

 ∞
tn 1



(9.103)  ln 1  t
∑n 1 
n 0

Now, make the substitution x  1  t, so t  1  x:

lnx 

1  x
n 1


 ∞
x  1
n 1



 ∑  ∑  1
n 1



(9.104)
n 0 n 1 n 0 n 1

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UNIT – III
DIFFERENTIAL CALCULUS

THEORY OF LIMITS:
Domain and Range of a Function: Let A and B be any two sets and let f denotes a rule
which associates to each member of A a member of B. We say that f is a function from A into B.
Also A is said to be Domain of this function. If x denotes a member of the set A, then the

member of the set B, which the function f associates to x ∈ A, is denoted by f (x) called the value

of the function f for x or at x. The function may be described as x → f (x), or y = f (x) where x ∈

A and y ∈ B. Range of f = {f (x) : x ∈ A}.

Limit: Let the function y = f (x) be defined in a certain neighbourhood of a point a or at certain
points of this neighbourhood. The function y = f (x) approaches the limit b(y → b) as x
approaches a(x → a), if for every positive number ε, no matter how small, it is possible to

indicate a positive number δ such that for all x, different from a and satisfying |x − a| < δ, we

have |f (x) − b| < ε. If b is the limit of the function f (x) as x → a, we write

Some properties of limits:

1.

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2.

3.

4.

Some important limits:

Left hand and Right Hand Limits:

If f (x) approaches the limit b1 as x takes on only values less than ‘a’ we write

, then b1 is called the limit on the left at the point ‘a’ of the function.

If x takes on only values greater than a, we write , then b2 is


called the limit on the right at the point ‘a’ of the function.
If the limit on the right and the limit on the left exist and equal, that is, b1 = b2 = b, then b will be
the limit of f (x) at point ‘a’.

Concepts of Continuity: A function f is continuous at a point b if and only if


1. b is in the domain of f

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2. lim x→b f (x) exists

3. lim x→b f (x) = f (b)

If f is not continuous at x=a, then it is discontinuous there. If f is continuous at each point of


an open interval (a,b),then f is said to be continuous on the interval (a,b). in addition, if

, then f is
continuous on the closed interval [a,b].
1. polynomial functions are continuous everywhere

2. A rational function , where f(x) and g(x) are polynomial functions,are


continuous everywhere except at x=c where g(c)=0.

3. Suppose f(x) is a piecewise function given by

where r(x) is continuous for x<a and s(x) is continuous for x>a.
then f is continuous everywhere provided f is continuous at x=a.
If f (x) is continuous on the closed, bounded interval [a, b], then it is bounded above and
below in that interval. That is there exists numbers m and M such that m ≤ f (x) ≤ M , for every x
in [a, b].

Example 3: If f(x)= , for what values of x is f continuous?

f is continuous for all x except those for which .

thus , f is continuous for all x


except x=2 or x=-1.

Example 4: If for what values of x is f


continuous?
f is obviously continuous for all x<1 or x>1. Is f continuous at x=1?

Differentiability:

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Differentiability at a point: Function f (x) is differentiable at x = c if and only if f ‘(c) exists.


That is, f ‘(c) is a real number.

Differentiability on an interval: Function f (x) is differentiable on an interval (a,b) if and


only if it is diffferentiable for every value of x on the interval (a,b).

Differentiability: Function f (x) is differentiable if and only if it is differentiable at every value


of x in its domain.
Relation between Differentiability and Continuity:

Differentiability implies Continuity, Continuity does not imply Differentiability.

 If a function f x ( ) is differentiable at x = c, then it must be continuous also at x = c.


 If a function is continuous at x = c, it need not be differentiable at x = c.

 If a function is not continuous, then it can't be differentiable at x = c.

Left- hand derivative and right-hand derivative:

1. The left-hand derivative of the function f at x=a is given by

, provided this limit exists(or ,


provided this limits exists).

2. The right-hand derivative of the function f at x=a is given by

, provided this limit exists(or ,


provided this limits exists).

It is a theorem from calculus that if f is differential at x=a, then f is continuous at x=a.


The contrapositive of this theorem states that if f is not continuous at x=a, then f is not
differentible at x=a. Thus , f is not differentiable x=a if:
i. f is not continuous at x=a; or

ii. f has a “corner point “ at x=a(f is continuous at x=a but left-hand derivative is not
equal to right-hand derivative); or

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iii. f has a vertical tangent line at x=a.

Some statements:
1. Let the function f (x) be continuous at x = a and let c be a constant. Then the function

cf (x) is also continuous at x = a.


2. Let the functions f (x) and g(x) be continuous at x = a. Then the sum of the functions

f (x) + g(x) is also continuous at x = a.


3. Let the functions f (x) and g(x) be continuous at x = a. Then the product of the functions

f (x)g(x) is also continuous at x = a.


4. Let the functions f (x) and g(x) be continuous at x = a. Then the quotient of the functions
f (x) is also continuous at x = a.

5. Let f (x) be differentiable at the point x = a. Then the function f (x) is continuous at that

point. But the converse is not true.


6. If a function f(x) is continuous in a closed interval [a, b] with f(a) = A and f(b) = B where
A ≠ B, then f(x) takes every value between A and B at least once. (The Intermediate Value
Theorem).
7. A function that is continuous in a closed interval is bounded there.

8. A function that is continuous in a closed interval attains maximum and minimum values
in the interval

BIET 75 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 2

UNIT III DIFFERENTIAL CALCULUS


SHORT ANSWER

Problem 1: Write down the formula for radius of curvature in terms of parametric
coordinates system.

Solution: Let x  f  t and y  g  t be the parametric equations of the given curve.


3/ 2
 f ' 2  g ' 2 
Then the radius of curvature   .
f ' g '' f '' g '

Problem 2: Find the radius of curvature of the curve given by


x  3  2 cos  , y  4  2sin 

Solution: Given: x  3  2 cos  , y  4  2sin 


3/ 2
 x ' 2  y ' 2 
Formula :  
x ' y" x" y'
x  3  2 cos  y  4  2sin 
x '  2sin  y '  2 cos 
x"  2 cos  y"  2sin 
x '2  y '2  4sin 2   4 cos 2   4 sin 2   cos2    4
x ' y '' x" y'  4sin 2   4 cos 2   4 sin 2   cos 2    4

 4
3/ 2

  4   4
3/ 2 1
  2
1/ 2

4
a
Problem 3: Find the envelope of the curve y  mx where m is a parameter.
m
a
Solution: Given: y  mx (1)
m
 ym  m2 x a
m2 x  ym a  0
This is a quadratic in ‘m’
So the envelope is given by B2  4 AC  0
Here A  x, B  y, C a
B2  4 AC  y2  4 xa  0
.
i.e., y2  4 ax
Problem 4: Find the envelope of x cos   ysin   p where  is the parameter.

BIET 76 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 3

Solution: Given, x cos  +y sin  = p (1)


Differentiating w.r.t. 
-x sin  +y cos  =0 (2)
Eliminate  between (1) & (2)
Square and add,
 x cos   ysin      xsin   ycos    p2  02
2 2

x2 cos 2   y2 sin 2   2 xysin  cos 


 x2 sin 2   y2 cos 2   2 xysin  cos   p2
x2  cos 2   sin 2    y2  sin 2   cos 2    p2
x2  y2  p2
1
Problem 5: Find the envelope of the family given by x  my , mbeing the parameter.
m
1
Solution: Given x  my  ,m
m
xm  m2 y 1
m2 y  xm 1  0
This is a quadratic equation in ‘m’
So the envelope is B2  4 AC  0
Here A  y, B  x, C 1
   x  4  y1  0
2

i.e., x2  4 y  0
x2  4 y
 x
Problem 6: Find the radius of curvature at any point of y  c cosh  
c
 x
Solution: y  cosh   (1)
c
 x 1   x
y1  c sinh      sinh  
 c  c  c
 x   1   1  x
y2  cosh       cosh  
 c   c   c c

 
1  y  2 3/ 2
1

y2
3/ 2 3/ 2
 2  x   2  x 
1  sinh  c   cosh  c  
   
 c
1  x cos
x
cosh  
c c c

BIET 77 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 4

 x
cosh 2  
c  c   c cosh 2  x 
 
 x c
cosh  
c
 y2 
 c  2  by 1
c 
y2

c
c2
At  0, c    c
c
Problem 7: Find the radius of curvature of curve y=ex at (0.1)
Solution:
y = ex At(0,1)
y1 = ex e0 = 1

y2 = ex e0 = 1


1  y  2 3/ 2
1

1  1
3/ 2

2 2.
y2 1

Problem 8: Find the radius of curvature at any point on the curve r  e 


3/ 2
 r 2  r ' 2 
Solution: Formula   2
r  rr " 2r ' 2
Given: r  e  Then r '  e 
r "  e
 e  2   e 2 
3/ 2

   
e 
 2
 e e  2  e 
2

 2  e  2 
3/ 2

23/ 2  e 
3
 
 
e   e 
 2  2
 2  e  2  e 
2 2

e  
1

 22 2 e  2 r

Problem 9: Find the curvature of the curve 2 x2  2 y2  5 x 2 y 1  0


Solution: Given: f  x, y  2 x2  2 y2  5 x 2 y 1  0

BIET 78 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 5

fx  4 x  5 fy  4 y 2
fxy  0 fxx  4 f yy  4

f  fy2 
2 3/ 2


x

fxx f y2  2 fxy fx fy  fyy f2x


 4 x  5 2   4 y  2 3/ 2 
  
4  4 y  2  0  4  4 x  5
2 2

3/ 2
 4 x  5  2   4 y  2  2 
 
4  4 x  5   4 y  2 
 2 2
 
1 2 1/ 2
  4 x  5    4 y  2  
2

4 
1 4 4
Curvature    at  0, 0 
  4 x  5   4 y  2 
2 2
29

Problem 10: Define evolute and involute.

Solution: The locus of the centre of curvature of the given curve is called the evolute of
the curve. The given curve is called the involute of its evolute

Problem 11: Find the envelope of the family 1- x2 + (y - k)2 = 0, where k is a parameter.

Solution: Given 1- x2 + (y - k)2 = 0 (1)


Differentiating (1) partially w.r. to k, we get
2  y  k  1  0
y k  0
k  y ......  2 
Substituting (2) in (1), we get
1  x2  0
i.e., x2  1 , which is the envelope of the given curve.

x
Problem 12: Find the envelope of the family of lines  yt  2 c, t being the parameter.
t
Solution: Given family of lines can be written as
yt 2  2 ct  x  0 (1)
The envelope of
At2  Bt  C  0 is B2  4 AC 0 (2)
From (1) we get A  y, B 2 c, C  x
Putting these values in (2) we get

BIET 79 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 6

 2c   4  y  x  0
2

4c  4 xy  0
2

c 2  xy  0 i. e., xy  c2 , which is the required envelope.


x y
Problem 13: Find the envelope of the family of lines cos   sin   1,  being the
a b
parameter.
x y
Solution: Given: cos   sin   1 (1)
a b
Diff. partially (1) w.r.to ‘  ’ we get
x y
 sin   cos   0 (2)
a b
1   2 
2 2

 x
2 2
x y y 
 cos   sin     sin   cos    1  0
2 2

a b   a b 
2 2
x y 2 xy
2
cos 2   2 sin 2   cos  sin   1
a b ab
x2 y2 2 xy
 2 sin 2   2 cos 2   cos  sin   1
a b ab
x2 y2
2 
 cos 2
  sin 2
 
  cos 2   sin 2    1
2 
a b
2 2
x y
2
 2  1 cos 2   sin 2   1
a b

Problem 14: Find the radius of curvature at any point P  a cos  , b sin   on the
x2 y2 1
ellipse 2
 2  1 . Show that the eccentricity of the ellipse is , if the centre of
a b 2
curvature at one end of the minor axis lies at the other end.

Solution:

x  a cos  , y  b sin 
dx dy
x'    a sin  y'   b cos 
d d
d 2x 2
x"    a cos  y "  d y   b sin 
d 2
d2
3/ 2
 x '  2   y '  2 
 
x ' y" y' x"

BIET 80 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 7

a sin 2   b 2 cos 2  
2 3/ 2


 a sin   b sin    b cos   a cos  
a sin 2   b 2 cos 2   a sin 2  b 2 cos 2  
2 3/ 2 2 3/ 2

 
ab sin 2   ab cos 2  ab

Given that  
2
2
a
   2b
b
a 2  2b 2
 2a 2 1  e 2  b 2  a 2 1 e 2  
1 1
e2  i.e., e 
2 2
x y
Problem 15: Find the envelope of   1 where the parameters a and b are related by
a b
ab = c2, c is known.
c2 x ay
Solution: b  . Hence the straight line becomes,  2  1
a a c
i.e., c 2 x  a 2 y  ac 2
i.e., a 2 y  ac 2  c 2x  0 which is a quadratic in a.
Hence the envelope is B2 – 4AC = 0.
i.e.,  c 
2 2
 4 y( c2 x)  0 i.e., 4xy  c2

LONG ANSWER

Problem 16: Find the radius of curvature at the point


 on x  3 a cos   a cos 3 and y  3a sin   a sin 3 .
dy
dy d
Solution: Given x  f   , y  f   Then  ,
dx dx
d
dx dy
 3a sin   3a sin 3 ,  3a cos   3a cos 3
d d
dy 3 a cos   3a cos 3
 
dx 3 a sin   3a sin 3
 cos 3  cos  
 
 sin 3  sin  
2sin 2 .sin 
  tan 2
2 cos 2 .sin 

BIET 81
18 DEPARTMENT OF MATHEMATICS
MA 6151 MATHEMATICS-I
Differential Calculus 8

d2y d
2
 2sec 2 2 .
dx dx
1
 2sec 2 2 .
3a  sin 3  sin  
2 sec2 2
 .
3a 2 cos 2 sin 
1

3a cos 2 sin 
3

3
  dy  2  2 d 2 y
Radius of curvature   1     / 2
  dx   dx
3
  1  tan 2 2  2 3a cos3 2 sin   sec3 2 .3a cos 3 2 sin 
 3a sin 

Problem 17: Show that the circle of curvature of x  y  a at  ,  is


a a
4 4
2 2
 3a   3a  a 2
 x  
  y    .
 4   4  2
Solution: Give x  y  a
1 1 dy
Diff.w.r.to x, we get  . 0
2 x 2 y dx
dy  y
 (1)
dx x
a
dy 4  1
y1 a a   
 , 
4 4
dx  a , a  a
4 4
4
 1 1 
 x. . y1  y.
d y 2
2 y 2 x
Differentiate (1) write to x, 2    
dx  x 
 
 
 a 1 a 1 
 . .  1  . 
 4 a 4 a 
2 2
d2y  4 4
y2 a a   2 a a    
 ,  dx  ,  a
 4 4 4 4  
 4 
 

BIET 82 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 9

 1 1
  2  2 

a
4
4
y2 a a  
 , 
4 4
a
 The radius of curvature is
3
3

1  y   a a  1   1 
 
2 2
2 2

 at  ,  
1

y2 4 4 4
a
a
 2 2
4
a 2

2
X  x
y1
y2
1  y12 

a a 3a
X   2 
4 4 4
Y  y 1  y1 
1 2

y2


a

4 4
1
 a 2a

1   1   .....  2 
2

4 4
 
 
a
3a
Y
4
   
2 2
Circle of curvature is x  X  y Y   2
2 2
 3a   3a  a 2
i.e.,  x  
  y   
 4   4  2
x y
Problem 18: In the curve   1 , show that the radius of curvature at the point
a b
3
 x, y varies as  ax  by 2
1 1
 x 2  y 2
Solution: Given       1
a  b 
x y
i.e.  1
a b
b x  a y  ab (1)

BIET 83 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 10

Differentiating (1) with respect to x;


1 1 dy
b.  a. . 0
2 x 2 y dx
dy by

dx ax
 1 dy 1 
 x. .  y.
d y 2
b 2 y dx 2 x
  
dx2 a x 
 
 
 1 dy 1 
 x. .  y.
 b 2 y dx 2 x
 
a  x 
 
 
 b  b y 1
   .
a  2 a 2 x  x
b  b x y a 1
  .
a  2 a x  x
b ab 1 b
 . 
a 2 a x x 2x a x
 The radius of curvature at  x, y is
3
  dy  2  2 3


     by  2
1  
1 3


  dx  
 
ax 

 ax  by  2 2x a x
.
2
  3
d y

b
  ax  2
b
 2x a x 
2
dx
 
3
2  ax  by  2 3
 i.e.  k.  ax  by 2
ab
Hence proved

Problem 19: Show that the radius of curvature at any point of the curve
x  ae  sin   cos   , y  ae  sin   cos   is twice the perpendicular distance of the
tangent at the point from the origin.

Solution: Given x  ae  sin   cos  


dx
Hence,  ae   cos   sin    ae   sin   cos    2ae  sin 
d

BIET 84 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 11

y  ae  sin   cos  


dy
 ae  (cos   sin  )  ae  (sin   cos  )  2ae  cos 
d
dy
dy d 2 ae cos 
y1     cot 
dx dx 2 ae sin 
d
d y d  dy 
2
y2  2   
dx dx  dx 
d d
  y1  .
d dx
d 1
  cot   . 
d 2ae sin 
 cos ec   cos ec 3
2
 
2ae  sin  2ae 

 The radius of curvature is


3 3


1  y 
2 2
1

1  cot  
2 2

y2  cos ec 3

2ae 
3
  cos ec 2  2

cos ec 3
2ae 
cos ec 3
  2ae 
 cos ec 
3

2ae 

  2ae  (Since the radius of curvature is non-negative)


Equation of the tangent is
cos 
y  ae  sin   cos   
sin 
 x  ae  sin   cos   

y sin   ae sin   ae sin  cos   x cos   ae  sin  cos   ae  cos 2 


 2 

y sin   x cos   ae  cos 2   sin 2  


y sin   x cos   ae
The length of the perpendicular from the origin i.e. (0, 0) to the tangent is
0.sin   0.cos  ae  ax  by1  c
p  ae  , using the formula, p  1
sin 2   cos 2  a2 b2

BIET 85 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 12

p  ae  (Omitting the negative sign)   2 p.


Hence proved

Problem 20: Find the centre of curvature and circle of curvature of the curve
x = a (cos t + t sin t), y = a (sin t – t cos t) at any point‘t’.

Solution:
dx
= a (-sin t +sin t + t cos t) = at cos t
dt
dy
= a (cos t + t sin t – cos t) = at sin t
dt
dy at sin t
y1 =   tan t
dx at cos t

d2y dt 1 1
y2 =  sec 2 t.  sec 2 t. 
dx 2
dx at cost at cos 3 t

(1  y12 ) 3/2
ρ
y2
 (1  tan 2 t) 3/2 .at cos 3 t
 (sec 2 t) 3/2 .at cos 3 t
 sec 3 t.at.cos 3 t
 at
If (X, Y) is the centre of curvature
y1 (1  y12 )
Xx
y2
= a (cos t + t sin t) - tan t (1  tan 2 t) at cos 3 t
= a cos t + at sin t – at tan t. sec2t cos3t
= a cos t + at sin t –at sin t
= a cos t
(1  y12
Y  y
y2
= a (sin t – t cos t) + (1 + tan2t) (at cos3 t)
= a sin t – at cos t + sec2t. at.cos3 t
= a sin t – at cos t + at cos t
= a sin t
 The centre of curvature is (a cos t, a sin t).

The circle of curvature is (x  X)2  (y  Y) 2  ρ2

i.e., (x - a cos t)2 + (y - a sin t)2 = a2t2.

BIET 86 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 13

x 2 y2
Problem21: Find the equation of the evolute of the ellipse  1
a 2 b2
Solution:
The parametric equations of the ellipse are x = a cos  and y = b sin 
dx dy
  a sinθ and  b cosθ
dθ dθ
dy  b cosθ  b
y1    cotθ
dx a sinθ a
d2y d   b  dθ
y2    cotθ 
dx 2
dθ  a  dx
b 1 b
 (cosec θ)
2
  2 (cosec 3θ)
 a   asinθ  a 
Let (x , y) be the coordinates of the centre of curvature.
y1
Then xx (1  y12 )
y2
b 
 cotθ 
 a cosθ -   . (1  b cot 2 θ)
2
a
b 3  a2
 2 cosec θ 
a 
b 2

= a cos  -a cot .sin3  1  2 cot 2 θ 
a 
 b 2

= a cos  - a cos .sin2  1  2 cot 2 θ 
 a 
b2
= a cos  - a cos .sin2  - cos 3θ
a
b2
= a cos  (1 - sin2 ) - cos 3θ
a
b2
= a cos3  - cos3θ
a
a 2 - b2
i.e., x  .cos 3 θ (1)
a
(1  y12 )
Now y  y 
y2
1  b2 
 b sin θ  .1  2 cot 2 θ 
 -b 3 
 2 .cosec θ   
a
a 
a2  b2 
 b sin θ  .sin 3θ. 1  2 cot 2θ 
b  a 

BIET 87 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 14

a2
 b sin θ  .sin 3θ-b sinθ cos 2θ
b
a2
 b sin θ (1 - cos 2 θ)  sin 3 θ
b
a2
 b sin 3 θ - sin 3θ
b
 a 2 - b2  3
i.e y  -   sin θ (2)
 b 
Locus of (x , y) is obtained by eliminating θ from (1) and (2)
1/ 3
 ax 
From (1) cos  =  2 2 
a b 
1/3
  by 
From (2) sin  =  2 
a b 
2

cos 2  + sin2  =1
2/3
  by 
2/3
 ax 
i.e.,  2 2 
 2 2 
1
a b  a b 

i.e., ax 2 / 3  by 2/3  (a 2  b 2 ) 2 / 3


 The equation of the evolute of the ellipse is ax   by   (a 2  b 2 ) 2/3
2/3 2/3

Problem 22: Show that the evolute of the cycloid x = a (  - sin  ),


y = a ( 1 - cos  ) is again a cycloid.

Solution:
Given x = a (  - sin  ) and y = a ( 1 - cos  )
Differentiating w.r.t 
dx dy
  a (1 - cosθ ) and  a sin θ
dθ dθ
dy a sin θ 2.sinθ / 2.cosθ / 2
y1     cot θ / 2
dx a (1-cosθ ) 2 sin 2 / 2
i.e., y1 = cot  /2 (1)
d2y d dθ
y2 = 2  (cot θ /2).
dx dθ dx
1 1
 cosec2 (  /2).
2 a (1- cos )
1 1
 cosec 2 ( θ /2).
2a 2sin 2 θ/2
1
 cosec 4 ( θ /2) (2)
4a

BIET 88 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 15

If (x , y) is the centre of curvature,


y1
xx (1  y12 )
y2

 a (θ  sinθ ) 
cotθ / 2

1  cot 2 θ / 2 
 1 
  cosec θ / 2
4

 4a 
4a. cot θ / 2
 a (θ  sin θ)  . cos ec 2 θ / 2.
cos ec 4 θ / 2
= a ( - sin ) + 4a. sin /2.cos  /2.
= a ( - sin  ) + 2a sin 
i.e., x  a (θ  sin θ) (3)
(1  y12 )
yx
y2
1
 a (1 - cos θ )  (1  cot 2 θ/2 )
-1
cosec 4 θ/2
4a
= a (1 - cos ) - 4a sin2  /2
= a (1 - cos ) - 2a (1 - cos  )
i.e., y  a (1  cos θ ) (4)
The evolute of the given cycloid is the locus of (x, y) . Eliminating  from (1) and (2) we
get the equation of the evolute. Otherwise, the parametric equations of the locus of
(x, y) are x = a ( + sin  ) and y = - a (1 - cos  ). These are the parametric equations of
a cycloid. Thus the evolute of a cycloid is again a cycloid.

Problem 23: Prove that the evolute of the tractrix x = a (cos t + log tan (t/2)),
y = a sin t is a catenary.

Solution:
Given x = a (cos t + log tan (t/2))
dx  1 
  a  - sin t  sec 2 ( t / 2).(1 / 2) 
dt  tan (t/2) 
 1 cos (t/2) 
 a  - sin t  . 
 2 sin ( t/2) cos (t /2) 
2

 1 
 a  - sin t  
 2 sin (t/2) cos (t /2) 

BIET 89 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 16

 1   1 - sin 2 t 
 a  - sin t    a  
 sin t   sin t 
dx  cos 2 t 
i.e.,  a  
dt  sin t 
y = a sin t
dy
  a cos t
dt
dy a cos t
y1  
dx  cos 2 t 
a. 
 sin t 
i.e., y1 = tan t (1)
d2y d dt sin t
y 2  2  (tan t).  sec 2 t.
dx dt dx a cos 2 t
sin t
i.e., y2  (2)
acos 4 t
If (x, y) is the centre of curvature, then
y1
xx (1  y12 )
y2
tan t
= a (cos t + log tan (t /2)) - ( 1  tan 2 t ) (Using (1) and (2))
 sin t 
 4 
 a cos t 
sin t cos 4 t
= a (cos t + log tan (t /2)) - a. . .sec 2 t
cos t sin t
= a cos t + a log tan (t /2) - a cos t
i.e., x = a log tan (t /2) (3)
(1  y12 )
y  y+
y2
1
= a sin t + ( 1  tan 2 t )
 sin t 
 4 
 a cos t 
a cos 4 t
= a sin t + .sec 2 t
sint
a
 (sin 2 t  cos 2 t)
sin t
a
i.e., y (4)
sin t
From (3) and (4) we get the parametric equation of the evolute as
a
x = a log tan (t /2), y
sin t

BIET 90 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 17

A relation between x and y is obtained by eliminating t.


Now from x = a log tan (t /2), we get x/a = log tan (t /2),
 ex / a = tan (t /2) and e-x / a = cot (t /2)
e x / a  e -x / a
Now cosh x/a 
2
sint/2 cost/2

tan t /2  cot t /2 cost/2 sint/2
 
2 2
sin t/2  cos t / 2
2 2

2sin t /2 cos t /2
1
i.e., cosh x/a 
sin t
a
 a cosh x/a  y
sin t
i.e., y  a cosh x/a , which is a catenary.

Problem 24: Find the envelope of the family of straight lines y = mx – 2am – am3,
where m is a parameter.

Solution:
Given y = mx – 2am – am3 (1)
Differentiating partially w.r.t m
0 = x – 2a – 3am2 (2)
Eliminate m between (1) and (2)
x  2a
From (2), m 2 
3a
From (1), y = m(x – 2a – am2)
 x  2a 
y = m  x  2a 
 3 
2
y  m. .(x  2a)
3
3y
m 
2(x  2a)
2
 3y 
Now from (2) 0 = x – 2a – 3a  
 2(x  2a) 
i.e., 4(x - 2a)3 = 27ay2 is the equation of the envelope.

 a2   b2 
Problem 25: Find the envelope of the family of curves  cosθ   sinθ  c
 x   y 
   
where  is a parameter.

BIET 91 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 18

Solution:
 a2   b2 
Given   cosθ    sinθ  c (1)
 x   y 
Differentiating w.r.t 
 a2   b2 
  (- sin θ)    cos θ  0
 x   y 
 a2   b2 
 sin θ    cos θ  0 (2)
 x   y 
   
The equation of the envelope is obtained by eliminating  between (1) and (2)
Now squaring and adding (1) and (2)
2 2
 a2   b2 
  (cos θ  sin θ)  
2 2
 (sin 2 θ  cos 2 θ )  c 2
 x   y 
a 4 b4
2
 2  c2
x y
i.e., a4 y2 + b4 x2 = c2 x2 y2.

Problem 26: Find the envelope of the family of curves y = mx + a 1  m 2 where m


is a parameter.

Solution:
We have y = mx + a 1  m 2
y – mx = a 1  m 2
Squaring both sides (y – mx )2 = a2 (1 + m2 )
i.e., y2 – 2mxy + m2x2 = a2 (1 + m2 )
(x2 - a2 )m2 – 2xy.m + y2 – a2 = 0
This being a quadratic equation in m, the equation of the envelope is given by
B2 = 4AC, where A = x2 - a2, B = -2xy, C = y2 - a2
i.e., 4x2y2 = 4(x2 - a2) (y2 - a2)
x2y2 = x2y2 – x2a2 – y2a2 + a4
x2 + y2 = a2. The envelope is a circle.

Problem 27: Find the evolute of the parabola y2 = 4ax considering it as the envelope
of its normals.

Solution:
The equation of normal at any point (at2, 2at) on the parabola y2 = 4ax is
y + xt = 2at +at3 (1)
Differentiating partially w.r.t. t, we get,
0 + x = 2a + 3at2 (2)

BIET 92 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 19

To find the envelope of the family of normals, eliminate t between (1) and (2).
1/2
 x  2a 
From (2), t   
 3a 
Substituting in (1), we get
1/2 1/2 3/2
 x  2a   x  2a   x  2a 
y  x.   2a.   a. 
 3a   3a   3a 
 x  2a 
1/2
 x  2a 
3/2

y  - (x - 2a).    a. 
 3a   3a 
3/2
 x  2a 
y  (3a  a)
 3a 
3
 x  2a  2
y 
2
 4a
 3a 
(x  2a) 3
y2  3
.4a 2
27a
27ay2 = 4(x – 2a) 3
This is the equation of the evolute of the given parabola.
x 2 y2
Problem 28: Find the evolute of the ellipse   1 , treating it as the envelope of
a 2 b2
its normals.

Solution:
x 2 y2
The normal at any point (a cos , b sin ) on the ellipse   1 is
a 2 b2
ax by
  a 2  b2 (1)
cos θ sin θ
Differentiating (1) w.r.t 
ax by
.sinθ  .cosθ  0
cos θ
2
sin 2 θ
ax by
Dividing by sinθ cosθ,  0 (2)
cos θ sin 3 θ
3

Eliminate  between (1) and (2)


ax  by
From (2)   k (say)
cos θ sin 3 θ
3

1/3 1/3
 ax   -by 
 cos θ    and sin θ    (3)
 k   k 
cos2 + sin2 =1
2/3 2/3
 ax   -by 
    1
 k   k 
k 2/3  (ax) 2/3  (by) 2/3 (4)
Substituting in (1) for sin  and cos  from (3)

BIET 93 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 20

(ax) 2/3

 (by) 2/3 k 1/3  a 2  b 2
(ax) 2/3
 k  a  b 
 (by) 2/3 2 2/3 2 2 2

(ax) 2/3
 (by)   a  b 
2/3 3 2 2 2
(Using (4)))
i.e. , (ax)  (by)  a  b 
2/3 2/3 2 2 2/3

x 2 y2
This is the evolute of the ellipse  1
a 2 b2
x y
Problem 29: Find the envelope of the straight lines   1 where the parameters
a b
a and b are connected by the relation a2 + b2 = c2 and c is a constant.

Solution:
x y
Given  1 (1)
a b
Differentiating w.r.t a
x y db
2
 2 . 0 (2)
a b da
Given a2 + b2 = c2
Differentiating w.r.t a
db
2a  2b. 0 (3)
da
Eliminate a and b between (1), (2) and (3).
Comparing (1) and (2)
x y
a2  b2
2a 2b
x y 1
i.e., 3  3  3 (say)
a b k
Then a = k.x1/3, b = k.y1/3
Now a2 + b2 = c2
i.e., k2x2/3 + k2y2/3 = c2
c2 c
k 2  k
x 2/3  y 2/3 x 2/3
 y 2/3
x y
 From (1)  1
kx 1/3 ky1/3
i.e., x2/3 + y2/3 = k
c
i.e., x2/3 + y2/3 = 
x 2/3
 y 2/3
Cross multiplying and squaring, we get,
(x2/3 + y2/3)3 = c2

BIET 94 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Differential Calculus 21

i.e., x2/3 + y2/3 = c2/3


x 2 y2
Problem 30: Prove that the envelope of the family of ellipses   1 , where a
a 2 b2
and b are connected by the relation a2 + b2 = c2 and c is a constant is x  y =  c.

Solution:
x 2 y2 2 2 2
Given 2
 2  1 and b = c – a .
a b
x 2
y2
 2  2 1
a c  a2
i.e., (c2 – a2) x2 + a2y2 = a2(c2 - a2) (1)
Equation (1) is a family of curves with parameter a . Rewriting (1) as a quadratic in a2,
2

we get, a4 + (y2 - x2 - c2)a2 + c2x2 = 0


The equation of the envelope is given by
B2 = 4AC where A = 1, B = y2 - x2 - c2 and C = c2x2.
Substituting for A, B, C we get the equation of the envelope as, (y2 - x2 - c2)2 = 4.1 c2x2
i.e., y2 - x2 - c2 =  2cx
i.e., y2 - x2 - c2 = 2cx; y2 - x2 - c2 = -2cx
i.e., x2 + 2cx + c2 - y2 = 0; x2 - 2cx + c2 - y2 = 0
i.e., (x + c)2 – y2 = 0; (x – c )2 – y2 = 0
i.e., x + c =  y; x –c =  y
i.e., x  c = y
i.e., x  y = c is the envelope of the given family of ellipses.

BIET 95 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I

UNIT – IV
DIFFERENTIAL CALCULUS OF SEVERAL VARIABLES
Partial derivatives:
First order partial derivatives:
Let u=f(x,y) be a function of two independent variables. Differentiating u with respect to x
keeping y as a constant is known as the partial differential coefficient of ‘u’ with respect to ‘x’. it is

denoted by .

If we differentiate u with respect to ‘y’ keeping ‘x’ constant is known as the partial differential

coefficient of ‘u’ with respect to ‘y’. it is denoted by .

Higher order partial differentiation:

Let u=f(x,y) be a function of two variables x and y. then and represent the first

partial derivatives of u with respect to x and y. here both and are again a function of x and
y. here each of these partial derivatives may be differentiated with respect to x and y and it is denoted by

Important points:

1.

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MA 6151 MATHEMATICS-I

2.

3.

4.

(a)

(b)

(c)

Eulers theorem:

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MA 6151 MATHEMATICS-I

Statement:

Example 5:

Total differentiation:

Definitions:

Important points:

1.

2.

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MA 6151 MATHEMATICS-I

3.

BIET 99 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 2

UNIT IV FUNCTIONS OF SEVERAL VARIABLES

SHORT ANSWER

du
Problem 1: Using the definition of total derivative, find the value of given
dt
u = y2 - 4ax, x = at2; y = 2at.
du  u dx  u dy
Solution:   (1)
dt  x dt  y dt
u  y2  4 ax
u
 4a
x
u
 2y
y
 2  2at   y  2at , given 
 4 at
du
1    4a  2at    4at  2a 
dt
 8a 2 t  8a 2 t
0

Problem 2: State Euler’s theorem on homogeneous functions.


u u
Solution: If u be a homogenous function of degree n in x and y then x y  n u.
x y
x y u u
Problem 3: If u  sin 1 , Find x y
x y x y
x y
Solution: Given: u  sin 1
x y
x y
sin u 
x y
x y
Let f  x, y  sin u 
x y
t x t y x y
f  tx, ty    f  x, y
t x t y x y
f is a homogenous function of degree 0 in x and y
Hence using Euler’s theorem,

BIET 100 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 3

f f
x  y   0  f   0
x y
  sin u    sin u 
i.e., x y 0
x y
u u
x cos u  y cos u  0
x x
u u
i.e., x  y 0
x y
r
Problem 4: If x  r cos  , y  r sin  find
x
Solution: Given x  r cos  , y  r sin 
x2  r 2 cos 2  , y2  r 2 sin 2 
x2  y2  r2 cos 2   r 2 sin 2 
 r 2 cos 2   sin 2  
 r 2 1
 r2
i.e., r  x 2  y2
r 1 x x
  2 x  
 x 2 x2  y2 x2  y2 r

u u
Problem 5: If u  log  x2  xy  y2  , prove that x y  2.
x y
Solution: Given u  log  x2  xy  y2 
Here u is not a homogeneous function
eu  x2  xy y2
eu is a homogeneous function of degree 2 in x, y
 By Euler’s theorem, we have
 u  u
x
x
 e  y
y
 e   2 eu

u u
xeu  yeu  2 eu
x y
u u
x y 2
x y

du
Problem 6: Find if u  x2  y2 , x  at2 , y  2 at .
dt

BIET 101 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 4

du u dx  u dy
Solution:  .  (1)
dt x dt  y dt
u  x2  y2 x  at 2 y  2 at
u dx dy
 2a
 2x  2 at
x dt dt
u
 2y
y
 4at
  2at 2   2at    4at  2a
du
1  
dt
 4a 2 t 3  8a 2 t
 4a 2 t t 2  2 
  x, y
Problem 7: If x  r cos  and y  r sin  , evaluate .
  r , 
Solution:
x x
  x, y r  cos  r sin 
, 
  r ,  y y sin  r cos 
r 
 r cos 2   sin 2    r
  u , v
Problem 8: If u  2 xy, v  x2  y2 and x  r cos  , y  r sin  . Evaluate without
  r 
actual substitution.

Solution:

u  2 xy u  x2  y2 x rcos  y  rsin 
u v x  y
 2y  2x  cos   sin 
x x r r
u v x u
 2x  2 y   r sin   r cos 
y y  
u u x x
  u , v    u, v   x, y  x y r 
 
  r ,    x, y    r ,    v u y  y
x y r 

BIET 102 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 5

2y 2 x cos   r sin 

2 x 2 y sin  r cos 
  4 y  4 x
2
 r cos   r sin  
2 2 2

 4  x  y  r  cos   sin  
2 2 2 2

 4  x  y  r cos   sin   1
2 2 2 2

x2  y2   r cos     r sin  
2 2

 r 2 cos 2   r 2 sin 2 
 r 2 cos 2   sin 2  
 r2
  u, v
  4r r 2   4r 3
  r , 
 x  y u u
Problem 9: If u  yf    g  find x  y
 y  x x  y

 x  y
Solution: u  yf    g  
 y  x
u  x  1   y    y
 yf '     g '    2 
x  y  y   x  x 
 x  y  y
 f '   2 g ' 
 y x  x
u  x  x  y 1
 yf '  2   f    g'  
x y   y  x x
x  y   x  1  y
 f '   f    g' 
y  x  y  x  x
u u  x y  y  x  y  x
x y  xf '     xf'    yf   g'    yf 
x y  y x  x  y  x  y
x y z u u u
Problem 10: If u    find x y z
y z x' x  y  z
x y z
Solution: u   
y z x
u 1 z
 
 x y x2
u x z
x  
x y x

BIET 103 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 6

 u x 1
 
 x y2 z
 u x y
y  
y y z
u y 1
 
 z z2 x
u y z
z  
z z x
u u u
x y z 0
x y z
du  x
Problem 11: Find when u  sin   , x  et , y  t2
dt  y
Solution:
du  u dx  u dy
 
dt  x dt  y dt
1  x   x x
 cos   et   2  cos 2t
y  y  y  y
1 t x  x x
 e cos  2t  2  cos
y y  y  y
1 x 2 xt 
 cos et 
y y y 

Problem 12: Find the Taylor’s series expansion of xy near the point (1,1) up to the first
degree terms.

Solution:
Function Value at (0,0)
f  x,, y  xy f 1
fx  yxy1 fx  1
f y  xy log x fy  0

By Taylor theorem
f  x, y  f  a, b   hfx  a, b  kfy  a, b    ..
Here a = 1, b = 1
h=x-a =x-1
k=y–b=y-1
xy = 1 + [(x - 1)(1) + (y - 1)0] +…= 1 + (x - 1) +…

BIET 104 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 7

 
Problem 13: Find the Taylor’s series expansion of ex sin y near the point  1,  up to
 4
the first degree terms.
Solution:

Function  
Value at  1, 
 4
f  x,, y  ex sin y   1 
f  e1 sin  e1  
4  2
fx  ex sin y   1 
fx  e1 sin  e1  
f y  ex cos y 4  2
  1 
f y  e1 cos  e1  
4  2

By Taylor theorem
1
f  x, y  f  a, b   hfx  a, b  kfy  a, b 
1! 
1 2
  h fxx  a, b   2hk fxy  a, b  k2 f yy a, b  ...
2!

Here a = -1, b =
4
h=x-a =x+1

k=y-b=y-
4
  1        
f  x, y  f  1,    x 1 fx  1,    y  fy  1,  
 4  1!   4  4  4 
1 1  1     1 
e x sin y  e1   x  1  e1 ,    y   fy  e1 , 
2 1!   2  4  2 
 
y 
1 1  x 1 4
    
2e 1!  2e 2e 
 
  x, y
Problem 14: If x  u 1  v , y  uvfind .
  u, v
Solution:
x x
  x, y  u  v

  u , v  v  y
u v

BIET 105 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 8

x  u 1  v y  uv
v y
 1 v v
u u
x y
 u u
v v
1  v u

v u
  u  uv  uv
u
  x, y, z
Problem 15: If x + y + z = u, y + z = uv, z = unw find .
  u , v, w
Solution:
x  u   y  z  u  uv u1  v
y  uv  z  uv uvw uv(1  w)
z  uvw
x x x
u v w
1 v u 0
y y y
J   v  vw u  uw  uv
u v w
vw uw uv
z z z
u v w
1  v u 0
 v u 0 R2  R2  R3
vw uw uv
 uv  u 1  v  uv  u2 v

LONG ANSWER

Problem 16: If x = rcos θ, y = rsin θ, prove that


 2 r  2 r 1  r   r  
2 2

(i)        
x 2 y 2 r  x   y  
 2θ  2θ
(ii)   0 (x  0, y  0)
x 2 y 2

Solution:

BIET 106 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 9

x = rcos θ, y = rsin θ.
 x2 + y2 = r2 and tan θ = y/x
Differentiating r2 = x2 + y2 partially w.r.t x, we get
r r x
2r.  2x i.e.,  (1)
x x r
Differentiating r2 = x2 + y2 partially w.r.t y, we get
r r y
2r.  2y i.e.,  (2)
y y r
1  r   r   1  x 2 y 2 
2 2

         2  2 
r  x   y   r  r r 
 
1 1
 . 2 (x 2  y 2 )
r r
1
 (3)
r
Differentiating (1) partially w.r.t x, we get
 2r   1  r 1
 x 2   1.
x  r  x
2
r
x x 1
  2 . 
 r  r r
Simarly from (2), we get,
2r   1  r 1
 y 2   1.
y  r  y
2
r
 y y 1
  2 . 
 r  r r
2r 2r 1 2
  2   3 (x 2  y 2 ) 
x 2
y r r
1 2
 
r r
1
 (4)
r
From (3) and (4), we get,
 2 r  2 r 1  r   r  
2 2

       
x 2 y 2 r  x   y  
x
Problem 17: If z = f(x + ay) + g(x - ay) - cos(x  ay) , show that
2a 2
 2z  2z
a2   sin(x  ay)
x 2 y 2

BIET 107 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 10

Solution:
Differentiating the given equation partially w.r.t x, we get,
z 1 x
 f (x  ay).1  g (x  ay).1  2 cos(x  ay)  2 sin(x  ay).1
x 2a 2a
Again partially differentiating w.r.t x, we get,
2z 1 1
 f (x  ay)  g (x  ay)  2 sin(x  ay)  2 sin(x  ay)
x 2
2a 2a
x
 2 cos(x  ay)
2a
 z
2
x
a 2 2  a 2 f (x  ay)  a 2 g (x  ay)  cos(x  ay)  sin(x  ay) (1)
x 2
Similarly differentiating the given equation twice partially w.r.t y, we get
z x
 f (x  ay).a  g (x  ay).(-a)  2 sin(x  ay).a
y 2a
 z
2
x
 f (x  ay).a 2  g (x  ay).(-a) 2  2 cos(x  ay).a 2
y 2
2a
x
 a 2 f (x  ay)  a 2 g (x  ay)  cos(x  ay) (2)
2
From (1) and (2), we get,
 2z  2z
a 2 2  2  sin(x  ay)
x y
Problem 18: Show that
u u u  x 3  y3  z3 
x.  y.  z.  2 tan u where u  sin -1  
x y z  ax  by  cz 

 x 3  y3  z3 
Solution: We have, sin u   
 ax  by  cz 
x 3  y3  z3
Let f(x, y, z) = (1)
ax  by  cz
t 3 x 3  t 3 y3  t 3z 3
f(tx, ty, tz) = = t2 f(x, y, z)
atx  bty  ctz
 f(x, y, z) is a homogeneous function of degree 2.
 By Euler’s theorem,
f f f
x.  y.  z.  2.f (2)
x y z
From (1), we have, f = sin u
f u f u f u
  cos u.  cos u. and  cos u.
x x y y z z

BIET 108 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 11

Substituting these in (2), we get,


u u u
x.cos u.  y.cos u.  z.cos u.  2.sin u
x y z
u u u
x.  y.  z..  2.tan u
x y z
du
Problem 19: Find if u = x2y and x2 + xy + y2 = 1
dx
Solution:
du u u dy
We have   .
dx x y dx
dy
= 2xy + x2. (1)
dx
2 2
Let f(x, y) = x + xy + y - 1
f
 (2x  y)
  x 
dy
Then
dx f 2y  x
y
du  (2x  y)
 From (1)  2xy  x 2 .
dx 2y  x
4xy  2x y  2x 3  x 2 y
2 2

x  2y
x(4y 2  xy  2x 2 )

x  2y
Problem 20: If u = f(x, y) and x = rcos θ, y = rsin θ, prove that
2
 u   u   u   u 
2 2 2
1
         2  
 x   y   r  r  θ 

Solution:
x = rcos θ
x x
  cos θ  rsin θ
r θ
y = rsin θ
y y
  sin θ  rcos θ
r θ
u u x u y
We have  .  .
r x r y r
u u u
i.e.,  .cos θ  .sin θ (1)
r x y
u u x u y
Also we have  .  .
θ x θ y θ

BIET 109 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 12

u u u
i.e.,  .(-rsin θ)  .rcos θ
θ x y
1 u u u
   .sin θ  .cos θ (2)
r θ x y

Squaring and adding (1) and (2), we get,


2
 u   u 
2
1  u 
2
 u 
2


   2      cos θ  sin θ    sin θ  cos θ
2 2 2 2
  
 r  r  θ   x   y 
2
 u   u 
2

     
 x   y 
2
 u   u   u  1  u 
2 2 2

          2  
 x   y   r  r  θ 

Problem 21: Expand x2y + 3y - 2 in powers of (x -1) and (y + 2) using Taylor’s


theorem

Solution:
Let f(x, y) = x2y + 3y - 2
f (x, y)  f(a, b)  ( x  a ).f x (a, b)  ( y  b).f y (a, b) 
1
2!
( x  a ) 2 ..f xx (a , b)  2( x  a )( y  b)..f xy (a, b)  ( y  b) 2 .f yy (a, b)  

1

( x  a ) 3 .f
xxx
(a , b)  3( x  a ) 2 ( y  b).f
xxy
(a , b ) 
(8)


3!
 3( x  a )(y  b) 2 f  ( y  b) 3 .f (a , b )  
xyy yyy
Putting a = 1, b = -2
f (1, -2) = 12.(-2) + 3(-2)-2 = -10
f x ( x, y)  2xy f x (1,2)  4
f xx ( x , y)  2 y f xx (1,2)  4
f y ( x , y)  x 2  3 f y (1,2)  4
f yy ( x , y)  0 f yy (1,2)  0
f xy ( x, y)  2x f xy (1,2)  2
f xxx ( x , y)  f yyy ( x , y)  f xyy ( x, y)  0
f xxy ( x , y)  2  f xxy (1,2)  2
The partial derivatives of order 4 and higher orders are 0.
 Substituting in (8) we get,

BIET 110 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 13

x 2 y  3y  2  - 10  (x  1).(4)  ( y  2).4 
1
2!
  1

(x  1) 2 .(4)  2(x  1)(y  2).2  ( y  2) 2 .0  3.(x  1) 2 .(y  2).2
3!

 10  4( x  1)  4( y  2)  2x  1  2.( x  1)( y  2)  ( x  1) 2 .( y  2)
2

Problem 22: Find the maximum and minimum values of f(x, y) = x3 + y3 - 3axy.
Solution:
f(x, y) = x3 + y3 - 3axy
fx = 3x2 - 3ay
fy = 3y2 - 3ax
At the stationary points fx = 0 and fy = 0
i.e., 3x2 - 3ay = 0
and 3y2 - 3ax = 0
i.e., x2 = ay and y2 = ax
i.e., x4 = a2y2
i.e., x4 = a3x
i.e., x (x3 - a3) = 0
i.e., x = 0 or x = a
When x = 0, we get, y = 0 and when x = a, we get, y = a
 The stationary points are (0,0) and (a, a)
Now r = fxx = 6x
s = fxy = -3a
t = fyy = 6y
rt - s = 6x.6y – (-3a)2
2

= 36xy - 9a2
(i) At (0, 0), rt - s2 = -9a2 < 0
 At (0, 0), f(x, y) has neither a maximum nor a minimum.
i.e., (0, 0) is a saddle point.
(ii) At (a, a), rt - s2 = 36a2 - 9a2 = 27a2 > 0
Also at (a, a), r = 6a.
If a > 0, then r > 0 and hence f(a, a) is a minimum value.
If a < 0, then r < 0 and hence f(a, a) is a maximum value. The maximum or minimum
value at (a, a) is f(a, a) = -a3.

Problem 23: Find the maxima or minima of f(x, y) = 2(x - y)2 - x4 - y4


Solution:
f(x,y) = 2(x - y)2 - x4 - y4
fx = 4(x - y) - 4x3
fy = -4(x - y) - 4y3
r = fxx = 4 - 12x2

BIET 111 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 14

s = fxy = -4
t = fyy = 4 - 12y2
Stationary points are obtained by solving fx = 0 and fy = 0.
i.e., x – y - x3 = 0 (1)
and -(x - y) - y3 = 0 (2)
Adding (1) and (2) x3 + y3 = 0
i.e., (x + y)(x2 – xy + y2) = 0
 x = -y or x2 – xy + y2 = 0 (Check: x2 – xy + y2 > 0, always)
Putting in (1) x = -y, we get,
-2y + y3 = 0
i.e., y(y2 - 2) = 0
i.e., y = 0, 2 , - 2
The corresponding x values are 0,  2 , 2
 The stationary points are (0, 0), ( 2 , - 2 ) and (- 2 , 2 )
Now rt - s2 = (4 - 12x2) (4 - 12y2) - 16 and r = 4 - 12x2
(i) At (0, 0), rt - s2 = 16 - 16 = 0. This case needs further information.
Now f(0, 0) = 0
For points along the x-axis, where y = 0 we have f(x, y) = 2x2 - x4 = x2(2 - x2) which is
positive for points in the neighbourhood of (0, 0).
Again for points along the line y = x we have f(x, y) = -2x4 which is negative. Thus in
the neighbourhood of (0, 0) there are points where f(x, y) > f(0, 0) and there are points
where f(x, y) < f(0, 0). Hence f(0, 0) is not an extreme value.

(i) At 2 , 2 and  2 , 2  
We get, rt - s2 = (4 - 24)(4 - 24) - 16 = 400 - 16 = 384.
i.e., rt - s2 > 0
Also r = 4 - 24 = -20 < 0
Hence f(x, y) has maximum values at 2 , 2 and  2 , 2    
The maximum value is f  2 , 2  or f  2, 2 
i.e., f     44 8
2 ,  2  2 2. 2
2

 2   2- 2. 2   4  4  8
2
or f  2 ,

Problem 24: Find the minimum value of x2 + y2 + z2 where ax + by + cz = p.


Solution:
Method 1. Let f(x, y, z) = x2 + y2 + z2 (1)
To find the constrained minimum of f(x, y, z) subject to the condition.
ax + by + cz = p (2)
p  ax  by
i.e., z
c

BIET 112 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 15

2
 p  ax  by 
 2 2
f(x, y, z) = x + y +  
 c
2
fx = 2x + 2 (p – ax - by)(-a)
c
2
fy = 2y + 2 (p – ax - by)(-b)
c
2a 2
r = fxx = 2 + 2
c
2ab
s = fxy = 2
c
2b 2
t = fyy = 2 + 2
c
The stationary points are obtained by solving fx = 0 and fy = 0.
i.e., c2x – a (p – ax - by) = 0 (1)
and c2y – b (p – ax - by) = 0 (2)
b×(1) – a×(2) gives bc2x – ac2y = 0
i.e., c2 (bx - ay) = 0
i.e., bx = ay
a
i.e., x= y
b
ac 2 ay
Substituting in (1) y  ap  a 2  aby  0
b b
c2 a2y
yp  by  0
b b
y (a2 + b2 + c2) = bp
bp
y 2
a  b2  c2
a ap p  ax  by cp
 x y 2 and z   2
b a b c2 2
c a  b2  c2
 ap bp cp 
The only stationary point is  2 , 2 , 2 
 a  b  c a  b  c a b c
2 2 2 2 2 2

 a 2  b 2  4a 2 b 2
rt - s =  2  2 2  2  2 2  
2

 c  c  c4
4b 2 4a 2
 4  2  2  0 at all points.
c c
Also r > 0 at all points.
 f(x, y, z) is minimum at the stationary point and the minimum value is
2 2 2
 ap   bp   cp 
 2 2 
 2 2 
 2 2 
a b c  a b c  a b c 
2 2 2

BIET 113 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 16

p2

a 2  b2  c2
Method 2.
We use Lagrange’s method. Let f(x, y, z) = x2 + y2 + z2.
φ(x, y, z) = ax + by + cz - p and F(x, y, z) = f(x, y, z) +  φ(x, y, z) where  is the
Lagrange multiplier.
Then F(x, y, z) = x2 + y2 + z2 + (ax + by + cz - p)
The stationary points are obtained by solving
Fx = 2x + a = 0 (1)
Fy = 2y + b = 0 (2)
Fz = 2z + c = 0 (3)
and F = ax + by + cz - p (4)

From (1), x  
2

From (2), y  
2

From (3), z  
2
 aλ   bλ   cλ 
From (4), a.    b.    c.    p
 2  2   2
 2p
λ 2
a  b2  c2
ap bp cp
 x 2 , y 2 , z 2
a b c2 2
a b c
2 2
a  b2  c2
 ap bp cp 
The only stationary point is  2 , 2 , 2 
a  b  c a  b  c a b c
2 2 2 2 2 2

2 2 2
 ap   bp   cp 
The minimum value of f (x, y, z)   2 2 2    2 2 2    2 2 2 
a b c  a b c  a b c 

p 2 (a 2  b 2  c 2 )

a 2
 b2  c2 
2

p2

a 2  b2  c2
Problem 25: If u = a3x2 + b3y2 + c3z2, where x-1 + y-1 + z-1 = 1, show that stationary
value of u is given by x 
 a , y  b , z  c
a b c

Solution: Given u = a3x2 + b3y2 + c3z2 and x-1 + y-1 + z-1 - 1 = 0.

BIET 114 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 17

1 1 1 
Let F(x, y, z) = a3x2 + b3y2 + c3z2 + λ    1
x y z 
The stationary points are given by,
 1
Fx = 2a3x + λ. 2  = 0 (1)
x 
  1
Fy = 2b3y + λ. 2  = 0 (2)
y 
 1
Fz = 2c3z + λ. 2  = 0 (3)
z 
1 1 1
F =    1 = 0 (4)
x y z
From (1) 2a x -  = 0
3 3

1
λ 3 1
i.e., x  
2 a
Similarly from (2) and (3) we get,
1 1
λ 3 1 λ 3 1
y  , z 
2 b 2 c
substituting for x, y, z in (4) we get
1
2 3
  (a  b  c )  1  0
λ
1
2 3 1
i.e.,   
λ a
1
λ 3
i.e.,    a
2
1
 λ  3 1 a
 x   
2 a a
a a
Similarly y = and z = .
b c
a a a
Hence the stationary value of u is given by x =
,y= ,z= .
a b c
Problem 26: Find the minimum distance from the point (3, 4, 15) to the cone
x2 + y2 = 4z2.

Solution: Let (x, y, z) be any point on the cone x2 + y2 = 4z2. Then its distance from the
point (3, 4, 15) is d  (x - 3) 2  ( y  4) 2  (z  15) 2 . First we find the minimum value
of d2 subject to the condition x2 + y2 = 4z2.
Let F(x, y, z) = (x - 3) 2  ( y  4) 2  (z  15) 2 + (x2 + y2- 4z2)

BIET 115 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 18

The stationary points are given by,


Fx = 2(x - 3) + 2x = 0 (1)
Fy = 2(y - 4) + 2y = 0 (2)
Fz = 2(z -15) - 8z = 0 (3)
F = x2 + y2 - 4z2 = 0 (4)
3
From (1), x 
1 λ
4
From (2), y 
1 λ
15
From (3), z 
1  4λ
2 2 2
 3   4   15 
Substituting in (4),      4 
1 λ  1 λ   1  4λ 
i.e., 25(1 - 4)2 = 4.225 (1 +) 2
1  4λ
i.e.,  6
1 λ
1  4λ
From  6 we get λ  -12
1 λ
1  4λ
From  6 we get λ  -7 2
1 λ
When  = -12 , we get x = 6, y = 8, z = 5.
When  = -7 2 , we get x = -6/5, y = -8/5, z = 1.
Thus the stationary points are (6, 8, 5) and (-6/5, -8/5, 1).
Distance of (6, 8, 5) from (3, 4, 15) is d  (6  3) 2  (8  4) 2  (5  15) 2
 125 5 5
Distance of (-6/5, -8/5, 1) from (3, 4, 15) is d = (6 5  3) 2  (8 5  4) 2  (1  15) 2
441 784
   196
25 25
 49  196  245  7 5
 The minimum distance from the point (3, 4, 15) to the cone x2 + y2 = 4z2 is 5 5 .

Problem 27: If x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ,


 ( x , y, z )
show that  r 2 sin θ .
 ( r , θ, φ )

Solution:
x = r sin θ cos φ
x x x
  sin θ cos φ,  r cos θ. cos φ,  r sin θ. sin φ
r θ φ

BIET 116 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 19

y = r sin θ sin φ
y y y
  sin θ sin φ,  r cos θ. sin φ,  r sin θ. cos φ
r θ φ
z = r cos θ
z z z
  cos θ ,  r sin θ,  0.
r θ φ
x x x
r θ φ
 ( x, y, z) y y y

 (r, θ, φ) r θ φ
z z z
r θ φ
sin θ cos φ r cos θ cos φ  r sin θ sin φ
 sin θ sin φ r cos θ sin φ r sin θ cos φ
cos θ - r sin θ 0
= sin θ cos φ [r2sin2 θ cos φ] - r cos θ cos φ [-r sin θ cos θ cos φ] +
(-r sin θ sin φ)[-r sin2 θ sin φ – r cos2 θ sin φ]
= r2 sin3 θ cos2 φ + r2 sin3 θ sin2 φ + r2 sin θ cos2 θ cos2 φ
+ r2 sin θ cos2 θ sin2 φ
= r2 sin3 θ + r2 sin θ cos2 θ
= r2 sin θ (sin2 θ + cos2 θ)
= r2 sin θ

 ( x , y, z )
Problem 28: If u = x + y + z, uv = y + z, uvw = z, show that  u2v
 (u , v, w )

Solution: Given u = x + y + z (1)


uv = y + z (2)
uvw = z (3)
Using (2) in (1), we get,
x = u- (y + z)
i.e., x = u – uv
i.e., x = u (1- v) (4)
Using (3) in (2) we get,
y = uv – z
i.e., y = uv – uvw
y = uv(1 - w) (5)
x x x
From (4)  1 - v,  - u, 0
u v w
y y y
From (5)  v.(1 - w),  u.(1 - w),  - uv
u v w
z z z
From (3)  vw,  uw,  uv
u v w

BIET 117 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 20

1- v -u 0
 ( x , y, z )
 v(1 - w) u(1 - w)  uv
 (u , v, w )
vw wu uv
= (1 - v) [u2v (1 - w) + u2vw] + u [uv2(1 - w) + uv2w]
= (1 - v) (u2v) + u2v2
= u2v

xy
Problem 29: Examine the functional dependence of the functions u  and
xy
xy
v . If they are dependent, find the relation between them.
( x  y) 2

xy
Solution: u 
xy
u ( x  y)  ( x  y)  2y
  
x ( x  y) 2
( x  y) 2
u ( x  y)  ( x  y) 2x
 
y ( x  y) 2
( x  y) 2
xy
v
( x  y) 2
v ( x  y) 2 .y  xy.2.( x  y)  y( x  y)
  
x ( x  y) 4 ( x  y) 3
v ( x  y) 2 .x  xy.2( x  y)

y ( x  y) 4
x ( x  y)

( x  y) 3
 2y 2x
u u
 (u, v) x y ( x  y) 2 ( x  y) 2
  v v 
 (x, y)  y( x  y) x ( x  y)
x y
( x  y) 3 ( x  y) 3
=0
 u and v are functionally dependent.
( x  y) 2 4 xy
Now u 2  4 v  
( x  y) 2
( x  y) 2
( x  y) 2  4xy

( x  y) 2
( x  y) 2

( x  y) 2

BIET 118 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Functions of Several Variables 21

=1
 The relation between u and v is u2 - 4v = 1.

Problem 30: Are the functions f1 = x + y + z, f2 = x2 + y2 + z2 and f3 = xy + yz + zx


functionally dependent? If so, find the relation between them.

Solution: f1= x + y + z
f 1 f f
  1, 1  1, 1  1
x y z
2 2 2
f2 = x + y + z
f 2 f f
  2 x, 2  2 y, 2  2z
x y z
f3 = xy + yz + zx
f 3 f f
  y  z, 3  z  x , 3  x  y
x y z
1 1 1
 (f1 , f 2 , f 3 )
Hence,  2x 2y 2z
 ( x , y, z )
yz zx xy

1 0 0
 2 x 2 y  2 x 2z  2 x Subtracting column1 from
yz xy xz column 2 and column 3
= 2(y - x)(x - z) - 2(x - y)(z - x)
=0
 The functions f1, f2 and f3 are functionally dependent.
f 12  (x  y  z) 2
= x2 + y2 + z2 + 2(xy + yz + zx)
= f2 + 2f3
i.e., f 1 - f 2 - 2f 3  0 is the relation between f1, f2 and f3.
2

BIET 119 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I

UNIT - V
INTEGRAL CALCULUS
Definitions:
 Proper Integral:
 An Integral which has neither limit infinite and from which the
integrand does not approach infinity at any point in the range of
integration.
 Improper Integral:
An improper integral is a definite integral that has either or both
limits infinite or an integrand that approaches infinity at one or more
points in the range of integration.
 Definite Integral:
An integral that is calculated between two specified limits, usually

expressed in the form .


 Indefinite Integral:

The integral of the form (without limits)


(ie) A function whose derivative is a given function.
 Integration by Parts:
Integration by Parts method is generally used to find the integral when
the integrand is a product of two different types of functions or a
single logarithmic function or a single inverse trigonometric function
or a function which is not integrable directly.

Examples:

BIET 120 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I

1. Find

Solution:

2. Find
Solution:

BIET 121 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I

 Bernoulli’s Formula:

Where are successive derivatives of

and are repeated integrals of .

Example:

1. Find
Solution:

By Bernoulli’s formula,

BIET 122 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I

 Integration by Partial Fraction Method:

Find
Solution:

Consider

Put

BIET 123 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I

Put

 Reduction Formula:
A formula which expresses (or reduces) the integral of the nth
Indexed function in terms of that of (n-1)th
Indexed (or lower indexed) function is called a reduction formula.

BIET 124 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 2

UNIT V MULTIPLE INTEGRALS

SHORT ANSWER

Problem 1: Write down the double integral, to find the area between the circles
r  2sin  and r  4sin 
Solution: r  2sin  is the circle with diameter 2.
r  4sin  is the circle with diameter 4.
Initial line is the diameter and pole lies on circle.
Thus the required integral is
 4sin 
I   r dr d 
0 2sin 

 4sin 
r2 
 2 d
0   2sin 

16sin 2  4sin 2  
     d
0  
2 2

  6sin 2  d
0

1  cos 2 
 6   d
0 
2

 3 1  cos 2  d
0

 sin 2 
 3  
 2  0
 3   0    0  0  
 3
1 x
Problem 2: Evaluate   xy x y dx dy
0 x

Solution:
1 x

  xy x y dx dy
0 x
1 x

0 x
 xy x y dy dx
1 x
  x y  xy2  dy dx
2

0 x

BIET 125 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 3

y 4
 y2 xy3 
1
   x2 
3  y x
dx
0 
2
1
 x x3/ 2   2 x2 x3  
   x2  x 
  x  x   dx
0  2 3   2 3 
 x3 x5 / 2 x4 x4 
1
      dx
0 
2 3 2 3
1
 x3 x5/ 2 5 4 
    x  dx
0 
2 3 6 
1
 
 x4 x7/2
5 x 5
   
 8  7   3 6 5 
   
2 0

1 2 1
      0  0  0
 8 21 6 
3

56
Problem 3: Evaluate   x2 dy  y2 dx where C is the path y=x from (0,0) to (1,1)
c

 x dy  y dx
2 2
Solution: Given:
c
Here y = x
i.e., dy = dx
  x2  dx  x2 dx
c

  2 x2 dx
c
1
  2 x2 dx
0
1
2 x3 
 
2 0
2
 0
3
2

3
 / 2 cos
Problem 4: Evaluate  
0 0
r 2 dr d 

BIET 126 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 4

 / 2 cos
Solution: Let I   
0 0
r 2 dr d 

 /2 r  cos
r3 
 
0
3
  r 0
d

 /2
 cos  
  
0
3
 0  d

 /2
1
  cos  d
3

3 0

1 2 2
  
3 3 9
a a
Problem 5: Change the order of integration of   f  x, y dx dy.
0 y

Solution: The region of integration is bounded by y = 0, y = a x = y and x = a. Here y


varies from y = 0 to y = a, and x varies from x = y to x = a. Here y = 0 to y = a represents
vertical path and x = y to x = a represents horizontal strip sliding area. Changing the
order of integration is nothing but change the vertical path into horizontal path and then
to change to horizontal strip PQ into vertical strip RS. Now x = 0 to x = a represents
horizontal path and y = 0 to y = x represents vertical strip RS sliding area.
a a a x
Hence  f  x, y dx dy   f x, y dy dx
0 y 0 0
1 2
Problem 6: Evaluate    x2  y2  dx dy.
0 1
1 2

 x  y2  dx dy
2
Solution:
0 1
x 2
 x3
1

    xy2  dy
0  3  x1
 8  1 
1
    2 y2     y2   dy
0   3 
3
8 
1
1
    2 y2   y2  dy
0 3 3 
7 
1
    y2  dy
0 
3
1
7 y3 
  y 
3 3 0

BIET 127
137 DEPARTMENT OF MATHEMATICS
MA 6151 MATHEMATICS-I
Multiple Integrals 5

7 1 8
     0  0 
 3 3 3
a a

 x  y2  dy dx.
2
Problem 7: Change the order of integration in
0 x

Solution: The region of integration is bounded by x = 0, x = a, y = x and y = a. Here x


varies from x = 0 to x = a, y varies from y = x to y = a. Our region of integration is a
triangle. Here x = 0 to x = a represents horizontal path, y = x to y = a represents vertical
strip PQ sliding area. Changing the order of integration is nothing but to change the
horizontal path into vertical path and to change the vertical strip PQ to horizontal strip
RS. Now y = 0 to y = a represents vertical path, x = 0 to x = y represents horizontal strip
RS sliding area.
a y
Hence by changing the order we get    x2  y2  dx dy.
0 0
3 2

   x  y
2
Problem 8: Evaluate dx dy
4 1
3 2

   x  y
2
Solution: Given: I = dx dy
4 1
x 2
3  x  y 1 
   dy
4
  1  x1
3   2  y  1   1  y 1  
      dy
4
 1   1  
   
3
     2  y   1  y  dy
1 1
 
4
3
 1 1 
   
2  y 1  y 
dy
4

   log  2  y   log 1  y  4
3

3
 1 y  4 5
 log   log    log  
 2  y 4 5 6
 4 
 5  4 6
 log      log     log
24
 5   5 5 25
  6  
a b
dx dy
Problem 9: Evaluate  
2 2
xy

BIET 128 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 6

x b
dx dy
a ba
1 
Solution: Let I =   =   log x dy
2  x a
2 2
xy y

 log b  log 2  dy    log  dy


a a
1 1 b

2
y 2
y 2
a
b 1 b
 log  y dy  log 2 log y
a
2
a 2

log a  log 2  log  log 


b b a
 log
2  2  2

1 1 x
Problem 10: Evaluate 
0 0
y dy dx

1 1 x y 1 x
 y2 1
Solution: Let I =  0 0
y dy dx    
0 
2  y0
dx

1  1  x2  1
1  x
2

   0  dx   dx
0  
 2  0
2
1
1  1  x 
1 3
1
  1  x dx    1 
2

20 2  3  0
1 1
 1  x     0  1
3 1

6   0 6
1

6
 cos
Problem 11: Evaluate 
0 0
rdr d 

 cos  r  cos
r2 
Solution: Let I    rdr d      d
0 0 0  2  r 0

  cos   
   0  d
0  
2

cos 2 
 d  cos    cos 2  
2

2  
0

1

20 cos 2  d


1 1  cos 2  1  cos 2 
  d cos 2 u  
20 2  2

BIET 129 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 7


1
1  cos 2  d
4 0


1 sin 2  
 cos  d  sin  
2  0  
  
4 
1  sin 2   0 
       0  
4  2   2 
1 
   0 
4 4
 cos

  rdr d  
0 0
4


 x2  y2  dx dy   .
Problem 12: By changing into polar coordinates show that e
0 0
4

Hence evaluate  e  t dt .
2

Solution: Let us transform this integral in polar coordinates by taking

x  r cos  , y  r sin  , dx dy  r d dr
 /2 

 e r dr d 
r 2
I
0 0
 /2   /2 

d  r 2  d 
1 1  r 2 
 e  d x
r

2
e
0 0
2 0
2 
0
 /2   /2
1 e  r  d   1
   0  1 d 
2

2  0 2
0 0
 /2
1 1 1   
 d   2  
 /2
    0 
2 0
0
22  4

Let I   e  x dx
2
(1)
0

also I   e  y dy
2
(2)
0
Multiply (1) and (2) we have



 x2  y2  
I  e
2
dx dy 
0 0
4
  
I2  ; I ; I
4 4 2

BIET 130 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 8



e
t 2
i.e., dt 
0
2
1 1 x x y

 e
z
Problem 13: Evaluate: dx dy dz
0 0 0
1 1 x x y
Solution: Let I =   e
z
dx dy dz
0 0 0
1 1 x x y
  e
z
dx dy dz [ Correct form ]
0 0 0
1 1 x 1 1 x
x y
  e z  dy dx     e
x y
 e0  dy dx
0
0 0 0 0
1 1 x 1
y 1 x
  e x y  1 dy dx    ex e y  y dx
y0
0 0 0
1 1
   e x e1 x  1  x    e x   dx    e1  1  x  ex  dx
0 0
1
1
 x2 
  e  1  x  e  dx  ex x  ex 
x

0  2 0
 1   1 1
  e  1   e    0  0  0  1     1 
 2   2 2

Problem 14: Express the region x  0, y  0, z  0, x2  y2  z2  1 by triple integration.


Solution: For the given region z varies from 0 to 1  x2  y2
y varies from 0 to 1  x2
x varies from 0 to 1
1 1 x2 1 x2  y2

I     dz dy dx
0 0 0

BIET 131 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 9

 x
2
Problem 1. Evaluate dx dy where R is the region in the first quadrant bounded
R
by the hyperbola xy = 16 and the lines y = x, y = 0 and x = 8.
Solution:
The hyperbola xy = 16 and the line y = x intersect at (4, 4). The hyperbola and the line
x = 8 intersect at (8, 2). (Fig. 1)
Divide the region R into two subregions R1 and R2 where R1 denotes the part of R lying
above the line y = 2 and R2, the part below that line.
Y
y=x
xy = 16

(4, 4)
R1 (8, 2) y=2
R2
O 8 X

Fig. 1
 x dx dy   x dx dy   x dx dy
2 2 2

R R1 R2

 y
4 
16
2 8 
 
   x dx dy     x 2 dx  dy
2
y  y
2
 
0  
16 8
x3  y
4 2
x3 
    dy     dy
2
3 y 0
3 y
1  16 3 3
 
4 2
1
  

3 2 y 3
 y 


dy 
30 8 3  y 3 dy
4 2
1 y 2 y 4  1  3 y4 
 16 3     8 .y  
3  2 4 2 3  4 0
1 1
 (324)  (1020) = 108 + 340 = 448
3 3

  r dr d  over the area included between the r = 2 sin 


3
Problem 2. Evaluate and
r = 4 sin  .
Soln: Given

BIET 132 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 10

r  2sin   1
r  4sin    2 
(1) is a circle with center (0,1)and radius 1
(2) is a circle with center (0,2) and radius 2

The shaded area between these circles is the region of integration. If we integrate first
w.r.t r, then its limits are from P(r = 2 sin  ) to Q(r = 4 sin  ) and in order to cover the
whole region  should vary from 0 to  .Thus the required integral is
 4sin 
I   r 3dr d 
0 2sin 

 4 sin
 r4 
  d
0
4  2sin

   64sin 4   4sin 4   d
0

  60sin 4  d
0

 60  sin 4  d
0

2
120 sin 4  d
0

3 1  
120  . .  45 .
4 2 2 2
Y

Fig. 2
Problem 3. Evaluate 
R
x 2  y 2 dx dy where R is the region in the xy-plane

bounded by x + y = 4 and x2 + y2 = 9.
2 2

Solution:

BIET 133 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 11

Let I   x 2  y 2 dx dy
R
We shall evaluate this by transforming it to polar coordinates by substituting x = r cos ,
y = r sin  and dx dy = r dr d. Then x 2  y2  r

O 
X
2

Fig. 3

2 3

I   r.r.dr.d     r 2 dr  d
R 0 r 2 
2 3
r3 
    d
0 
3 2
2
19
3 0
 d

19 38
 2 
3 3

xy( x  y) 2
Problem 4. Evaluate  2 dx dy taken over the sector in the first quadrant
x  y2
bounded by the straight lines y = 0, y = x and the circle x2 + y2 = 1.
Solution:
Transform the integral into polar coordinates by substituting
x = r cos , y = r sin . Then dx dy = r dr d, and
xy( x  y) 2
r cos  r sin (r cos   r sin ) 2
  r 2 cos  sin (1  sin 2)
x 2  y2 r2
The limits of integration are o ≤  ≤  4 and 0 ≤ r ≤ 1(Fig. 4)

BIET 134 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 12

Y
y=x


X
O 1

Fig. 4


41
I  r cos  sin (1  sin 2) rdr d
2

0 0

41
  r sin  cos  (1  sin 2) dr d
3

0 0

4

 4 sin  cos   sin  cos  sin 2 d


1

0
 
1 4 1 4
  sin  cos  d   sin 2 2 d
4 0 8 0
 
1  sin 2   4 1 2 2
16 0
    sin t dt (Substituting 2 = t)
4  2 0
1 1 1 
  . .
16 16 2 2
4

64

2 2 x x2
xdxdy
Problem 5. By changing into polar coordinates, evaluate  
0 0
x2  y2
2 2 x x2
x
Soln: Let I =  
0 0
x  y2
2
dy dx .

The region of integration is bounded by


x  0, x  2, y  0, y  2 x x2
Take y  2 x  x2

BIET 135 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 13

y2  2 x  x2  x2  y2  2 x 0.
Now the polar equation of the circle is
 r cos    r sin    2r cos   0 .
2 2

 x  r cos 
ie r  2 cos  y  r sin 
dxdy  rdrd
Now

r : 0  2 cos  ie :  : 0 
2

2 2 cos
rcos
I   rcos   r sin  
2 2
rdrd 
0 0

2 2 cos
r 2cos
  drd 
0 0
r2

2 2 cos
  cos  drd 
0 0

2
   cos  r  0
2 cos
d
0
 
2 0
1  cos 2
  2cos 2 d  2  d
0 0
2

 2
2
 sin 2  
 1  cos2  d    
0
  .
2 0 2
4 a 2 ax
Problem 6. Change the order of integration and hence evaluate  
o 2
xy dy dx
x
4a
4 a 2 ax
Solution: Let I =  
o 2
xy dy dx
x
4a

x2
The limits for y varies from y  to y  2 ax and the limits for x varies from x = 0 to
4a
x = 4a. The region of integration is enclosed between the curves (parabolas) x2 = 4ay and
y2 = 4ax and the lines x = 0 and x = 4a. The two parabolas intersect at (0, 0) and (4a, 4a).
To change the order of integration, first integrate w.r.t x and then w.r.t y. Since first

BIET 136 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 14

integration is w.r.t x, we consider a horizontal strip. The limits for x varies from x = y2/4a
to x  2 ay and then y varies from y = 0 to y = 4a.

Y
2
x = 4ay

X
O

y2 = 4ax

Fig. 5

Hence,

2 ay
4 a 2 ay
 x2 
4a
I=   xy dx dy =   . y dy
o 
o y2
2  y2
4a
4a
4a
 4ay y4 
= o  2 . y  2
32a 
. y dy

4a
 y3 1 y6 
=  2a . 
 3 32a 2 6  0
 64a 3 1 (4a )6 
=  2a . 
 3 32a 2 6 
128a 4 64a 4
= 
3 3
4
64a
=
3
a 2a x
Problem 7. Change the order of integration in  
o 2
xy dy dx and hence evaluate it
x
a

Solution: The region of integration is bounded by x2  ay, x  y  2 a, x  0 and x  a


For change of order of integration divide the area into two parts.
ie, 1   2  

BIET 137 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 15

x2  ay Y

 0, 2a 
I2
(a,a)
I1 X
O  2a , 0 

x a

Fig. 6

a ay

1    xy dx dy
0 0
ay
a
 x2 
   y  dy
0 
2 0
a
ay 2
 dy
0
2
a
 ay 3  a4
  
 6 0 6
2a 2a y
2   
a 0
xy dx dy

2a y
2a
 yx2 
  dy
a  2 0
2a
y
 2a  y  dy
a
2
2a
 y
 4a 2
 y 2  4ay 
dy
a
2
2a

1
2
 4a 2 y  y3  4 ay2  dy
a

BIET 138 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 16

2a
1  4a 2 y 2 y4 4 ay3 
    
2 2 4 3 a
1  16a 4 16a 4 32a 4   4a 4 a 4 4a 4  
       
2  2 4 3   2 4 3 
1  96a 4  48a 4  128a 4 24a 4  3a 4  16a 4  
   
2  12 12 
16a 4 11a 4  5a 4
  
 24 24  24
a 4 5a 4
I  
6 24
9a 4 3a 4
  .
24 8
3 4 y

Problem 8. Evaluate    x  y dx dy by changing the order of integration.


0 1

Soln:
The region of integration is bounded by y  0, y  3, x  1 and x 4  y

Y
(0,4)

(1,3) y =3

(2,0) X
O

x2 = 4-y
x =1
Fig. 7
x  4  y,
x2  4  y
x2    y  4 
This is a parabola with vertex at (0,4)
Also when y  0, x  2
 (2, 0) and (-2, 0) are the points of interaction with x-axis
When y  3, x2  4  3  1 i. e, x  1 . Now changing the order of integration we have,

BIET 139 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 17

2 4  x2
I 
1
  x  y dy dx
0
4  x2
 2
y2 
   xy   dx
1
2 0
2
  (4  x2 ) 2  
   x  4  x2      dx
1   2 
 
2
   4 x  x3   16  x4  8 x2   dx
1
1  
2
2

1
2 1
8x  2 x3  16  x4  8 x2  dx
2
1  8 x2 2 x4 x5 x3 
    16 x   8 
2 2 4 5 3 1
1 32 64 8 1 1 8
 16  8  32      16   
2 5 3 2 2 5 2
1 31 56 7 
  40     16 
2 5 3 2 
1 31 56 7  241
  24      .
2 5 3 2  60

Problem 9. Find the area bounded by the parabolas y2 = 4 - x and y2 = 4 - 4x.

Solution: If R is the region bounded by the parabolas, then A   dx dy


R

(0, 2)

x = 1-y22 x = 4-y2

1 4 X

(0, -2)

Fig. 8

BIET 140 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 18

The parabolas meet the x-axis at x = 1 and x = 4. Both the parabolas meet the y-axis at
the points (0, 2) and (0, -2). The region R is symmetric about the x-axis. (Fig 8)

 4 y 2 
2
 A  2    dx  dy
0 1 y 2 4 
 

 
2
 2  4  y 2  1  y2 dy
  4

0

 
2 2
 2  3  3 y4 dy  6  y  12
y3 
2
 6 2  12
8 = 8 square units.
  
  0
0

Problem 10. Find the area outside the circle r = 2 and inside the cardioid
r = 2(1 + cos).
Solution:
Y

(0, 2)


O X
(2, 0) (4, 0)

(0, -2)

Fig. 9

Let R be the region outside the circle and inside the cardioid. Then R is symmetric about
the x-axis (Fig. 9)
 The required area A  2  rdrd
R

 2 2 (1 cos  )
 2 2 d
r.dr

0  
 2(1 cos )
r2 
2

 2   d
0 
2 2

BIET 141 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 19


2

   4(1  cos  ) 2  4  d
0

2

 4   2 cos   cos 2   d
0


2
1  cos 2 
 4   2 cos    d
0  
2
 /2
 sin 2   
 4  2sin    / 2   4  2   = 8 +  sq. units.
 4  0  4

Problem 11. Find the area of the region bounded by the lemniscate r2 = a2cos 2.
Solution:
Area of a region R in the xy - plane is given by I   dxdy
R

In polar coordinates, I   rdrd = 4  Area in the first quadrant (Fig. 10)


R

  3 4   4

x  a cos 2
 X
a
O

Fig. 10

4 a cos 2  
 4.    rdr d
 0 
 r 0 
 a cos 2
4
r2 
 4.    d
0 
2 0

4
 2.  a 2 cos 2 d
0


 a 2 sin 2 

0
4
= a2 square units.

BIET 142 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 20

a x xy

  e
x y z
Problem 12. Evaluate dz dy dx
0 0 0
Solution:
a x x y a  x  x y  
  
0 0 0
e x y zdz dy dx       e x y zdz  dy dx
0  0  0  
a
x xy

    e x  y  z  dy  dx
  0
0 0 
x 
 
a
    e x  y  x  y  e x  y dy dx
0 0 
x
 2( x  y) 1 
a
 e .  e x  y  dx
0  2 0
1 
a
1
   e 4 x  e 2 x  e 2 x  e x  dx
0  
2 2
1 
a
3
   e 4 x  e 2 x  e x  dx
0  
2 2
a
 e 4 x 3e 2 x
a

    e x  dx
0  0
8 4
4a 2a
e 3e 1 3
   ea    1
8 4 8 4
4a 2a
e 3e 3
   ea 
8 4 8

1 1 x ( x y)
2

Problem 13. Evaluate the triple integral  


0 0 0
x dz dy dx

1 1 x ( x y)
2

Solution: Let I =  
0 0 0
x dz dy dx
1 1 x 1 1 x

   xz
z  ( x y) 2
Then I = z 0
dy dx =    x( x  y)
2
 0  dy dx
0 0 0 0
1 1 x

   x  xy2  2 x2 y dy dx
3
=
0 0
y 1 x

1
xy3 y2 
=   x3 y   2 x2  dx
0 
3 2  y 0
1
 x(1  x)3 
=   x3 (1  x)   x2 (1  x) 2  dx
0  
3

BIET 143 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 21

1
1
 3   x  x dx
4
=
0
1
1  x5 x2  1  1 1 1
=    =    
3  5 2  0 3  5 2  10

Problem 14. Express the volume of the Sphere x2  y2  z2  a2 as a volume integral


and hence evaluate it.

Solution: Required volume


a a 2 x 2 a 2  x 2  y2

 2   dz dx dy
 a  a 2  x2 0

a a 2 x 2
 2   z
a 2  x 2  y2
0 dx dy
 a  a x 2 2

a a 2 x 2
2  a 2  x 2  y2 dy dx
a 2
 a x 2

Taking a  x 2  b 2 when integration with respect to y is performed


2

a b
V  2  b2  y2 dy dx
 a b

 4 
a b
b 2  y2 dy dx
a 0
b
y 2
a b2 y
 4  b  y2  sin 1  dx
a 2
 2 b 0
a
 b2 
 4   sin 1 1  0 dx
a  
2
a

 2  b2 dx
a
2
a
  a  x 2  dx
2

a
a
 x3 
 2  a 2 x  
 3 0
 a3 
 2  a 3  
 3
a 3 4 a 3
2 .2  square units.
3 3

BIET 144 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS-I
Multiple Integrals 22

Problem 15. Find volume bounded by the cylinder x2  y2  4 and the planes
y  z  4 and z  0
Soln: Here
z var ies from 0 to 4  y
y varies from  4  x2 to 4  x2
x varies from  2 to 2
Hence the required volume is given by
2 4  x2 4  y
V   
2  4  x2 0
dz dy dx

2 4  x2

   z
4 y
 0
dy dx
2  4  x2

2 4  x2
    4  y dy dx
2  4  x2

4  x2

2
y2 
  4 y   dx
2 
2   4 x2
2
 4  x2   4  x2  
    4 4  x2  
   4 4  x2
   dx
2  
2   2 
 
2
   4 4  x2   4  x2   4 4  x2   4  x2   dx
1 1
2  
2 2
2
 8
2
4  x2 dx

2
 8  4  x2 dx
2
2
 16  4  x2 dx
0
2
4  x x 
 16  sin 1    4  x2 
2 2 2 0
 2  
 16   0   0   16 square units.
 2  

BIET 145 DEPARTMENT OF MATHEMATICS


MA 6151 QUESTION
UNIT BANK
I – MATRICES MATHEMATICS - I

PART – A
1. If 1 , 2 , 3 ………  n are the eigen values of an n  n matrix A, then show that
13 , 2 3 , 3 3 , ……….  n 3 are the eigen values of A3 .

Solution: Let X r be the eigen vector for the eigen value r . Then AX r  r X r …. 1

Pre multiplying (1) by A and using (1), A2 X r  Ar X r   r  AX r   r r X r  r X r


2

A3 X r  r X r ---------(2)
3
Similarly
From (2) 3 is the eigen value of A3 .

2. Prove that every square matrix and its transpose have the same eigen values.

Solution: For example consider the 3 ×3 square matrix.

 a11 a12 a13   a11 a21 a31 


   
A   a21 a22 a23  , AT =  a12 a22 a32  .
a a a  a a a 
 31 32 33   13 23 33 

Characteristic equation of A is A  I  0  (1)

a11   a12 a13


That is, a 21 a 22   a 23 0
a31 a 22 a33  

Characteristic equation of AT is AT   I  0.  (2)

a11   a21 a31


a12 a22   a32 0
a33  
That is
a13 a23

Since A  I  AT  I , the characteristics equations of A and AT are same. Hence the eigen

values of A and AT are the same.

3. If 1 2 ,........, n are the eigen values of the matrix A then show that A-1 has the eigen values

1 2 n
1 1 1
, ,......... .

Solution: Let  be the eigen value of A. Then AX =  X --------------(1)

BIET 146
1 DEPARTMENT OF MATHEMATICS
Pre multiplying both sides of (1) by A-1, we get
MA 6151 MATHEMATICS - I

A1 ( AX )  A1 ( X )

A AX  A  X
1 1


IX   A1 X 
X    A1 X   X  A1 X

1

 A1 X 

1
X -------------(2)

is an eigen value of A 1 .

1
Comparing (1) and (2), we have

2 2 1
 
4. Two eigen values of the matrix A  1 3 1 are equal to 1 each. Find the eigen values of A 1 .
 
1 2 2 
Solution: Let the third eigen value be  .

The other two eigen values are 1,1,

We know that sum of the eigen values = Trace of A

1 + 1 +  = 2 + 3 +2

2 +  7    5.

The eigen values of A are 1,1,5.

The eigen values of A 1 are 1,1,


1
.
5

 6 2 2 
 
5. The product of two eigen values of the matrix A  2 3 1 is 16. Find the third eigen value.
 2 1 3 
 
Solution: Given 1 .2 16

12 3  A

6 2 2
163   2 3  1  6  9  1  2  6  2   2  2  6   32
2 1 3

 3  2 .Hence the third eigen value is 2.


BIET 147 2 DEPARTMENT OF MATHEMATICS
1 1 1 
 
MA 6151 MATHEMATICS - I
6. Find the sum and product of all the eigen values of the matrix 1 2 2  .
1 2 3 
 
Solution:

We know that sum of the eigen values = sum of diagonal elements.  1  2  3  6

1 1 1
The product of the eigen values = Determinant of the matrix  1 2 2  1.
1 2 3

 3 5 3
 
7. Find the eigen values of adj A, if A   0 4 6  .
 0 0 1
 

Solution: Since A is the upper triangular matrix, the eigen values of A are 3,4,1.

A  Product of eigen values = 12.

We Know that A1   adjA  A A1  12 A1


adjA
A

The eigen values of A1 are


1 1
, ,1 .
3 4

The eigen values of adj A are 4,3,12.

 6  2 2
 
8. Find the matrix whose eigen values are the eigen values of A   2 3  1  reduced by 4.
 2 1 3 
 
Solution: We know that the matrix A – KI has the eigen values 1  K , 2  K ,........, n  K .

 6  2 2
 
Here A   2 3  1  and K = 4.
 2 1 3 
 

 2  2 2
 
So the matrix is  2  1  1  .
 2  1  1
 

9. State Cayley – Hamilton theorem.

Statement: Every square matrix satisfies its own characteristic equation.


BIET 148 3 DEPARTMENT OF MATHEMATICS
 3 1 
10. Verify Cayley – Hamilton Theorem for the matrix A   .
MA 6151 MATHEMATICS - I
 1 5 
Solution: The characteristic equation is A   I  0

 3 1 
Given A   
 1 5

 3  1   0
 1 5   0    0
   

On simplifying, we get  2  8  14  0

By Cayley Hamilton Theorem

A2  8 A  14I  0

 10  8   24  8 
A2      8 40 .
 8 26  
, 8 A

 10  8   24  8  14 0 
A2  8 A  14I    
 8 26  8 40 0 14
=0

Hence Cayley Hamilton Theorem is verified.

1 2 
11. Given A    , find A using Cayley – Hamilton theorem.
1

 4 3 
Solution: The characteristic equation is A   I  0

1   3     8  0  2 - 4  - 5 = 0

 A2  4 A  5I  0

Post multiplying by A1 , we get A2 A1  4 AA1  5IA1  0

A  4 I  5 A1  0
 5 A1  A  4 I

1 2   4 0    3 2  1   3 2
5 A1        A  
1

 4 3  0 4   4 1  5  4 1 

12. Write down the matrix of the quadratic form x2  y 2  z 2  xy  yz  zx.


Solution:

BIET 149 DEPARTMENT OF MATHEMATICS


4
 1
1 2
MA 6151 1 MATHEMATICS - I
 
2
The required matrix is 
1
2 2
1
1 .
 
 1 1
1 
2 2 

13. Prove that the quadratic form x2  4 xy  6 xz  y 2  2 yz  4 z 2 is indefinite.


1 2 3 
 
Solution: The matrix A of the quadratic form is A   2  1 1 
3 1 4
 

D1  1  1  0

D2   5  0
1 2
2 1

1 23
D3  2  1 1  0.  The quadratic from is indefinite.
3 14

14. Determine the nature of the following quadratic form x12  2 x2 2 .


1 0 
Solution: The matrix A of the quadratic form is A   
0 2 

D1  1  1  0, D2  20
10
02

The given quadratic form is positive definite.

15. Find the nature of the conic 8x 2  4 xy  5 y 2  36, by reducing the quadratic form 8x 2  4 xy  5 y 2 to
the form Ax 2  By 2 . (Equations of transformations are not needed).

Solution: The quadratic form is 8x 2  4 xy  5 y 2 .

 8  2
The matrix A of the quadratic form is A   
 2 5 

BIET 150 DEPARTMENT OF MATHEMATICS


5
2
D1  8  8  0, D2   36  0 .
MA 6151 8 MATHEMATICS - I
2 5

Therefore the given quadratic form is positive definite.

PART –B
 2  2 2
 
16. Find the eigen values and eigenvectors of the matrix A  1 1 1  .
1 3  1 
 
 4   0
   
The eigenvalues are –2, 2, 2. The eigenvectors are X 1   1  & X 2  X 3  1 
 7 1 
Ans:
   
2 2 1
 

17. Find the eigenvalues and eigenvectors of 1 3 1

1 2 2 
 1  2   1 
     
The eigenvectors are 1 ,  1  ,  0 
1  0   1 
Ans: The eigenvalues are 5, 1, 1.
     

2  1 2
18. Verify that the matrix A   1 2  1  satisfies its characteristic equation and hence find

1  1 2 
A4 .
124  123 162 
Ans: A    95
4
96 123
 95  95 124 
1 3
 1  1  compute the value of
0
19. Given that A    2
 1  1  1 
A 
 5 A5  8 A4  2 A3  9 A2  31A  36I using Cayley – Hamilton theorem.
Ans:  A  5 A  8 A  2 A  9 A  31A  36I   0
6

6 5 4 3 2

 1 2 2
 
20. Verify Cayley – Hamilton Theorem and hence find A if A   1 3 0  .
1

 0  2 1
 
 3 2 6
 
Ans: The Characteristic equation is   5  9  1  0 & A   1 1 2 
1

 2 2 5
3 2

 
BIET 151 6 DEPARTMENT OF MATHEMATICS
 2 1 1
 
MA 6151 MATHEMATICS - I
21. Find the characteristic equation of A   0 1 0  and hence express the matrix A in
 1 1 2
5

 
2
terms A , A & I .
Ans: The characteristic equation is  3  5 2  7  3  0 & A5  58 A2  111A  54I .

 6 2 2 
22. Diagonalise A   2 3 1 by an orthogonal transformation.
 2 1 3 
 2   0  1  8 0 0
       
Ans: The eigen values are 8, 2, 2 The eigen vectors are  1 ,  1  ,  1  & D   0 2 0 
 1   1   1  0 0 2
       

 2 1 1
23. Diagonalise the matrix A   1 1 2  by means of an orthogonal transformation.
 1 2 1 
 0  2  1   1 0 0 
     
Ans: The eigen values are –1,1,4. The eigen vectors are  1  1 1  & D   0 1 0 
 1  1  1  0 0 4
     

24. Reduce 2 x1 x2  2 x3 x2  2 x3 x1 to canonical form by an orthogonal reduction and hence find its nature.
 0 1 1
 
Ans: The matrix A   1 0 1 
 1 1 0
 

1 1 1


   
The eigenvectors are 1 1  1
1 0  2 
The eigenvalues are 2, -1, -1.
   

The canonical form is 2y12  y2 2  y32 . Nature of the quadratic form is Indefinite.

25. Reduce the quadratic form 8x2  7 y 2  3z 2  12 xy  8zy  4 xz to the canonical form through an

 8 6 2 
orthogonal transformation and hence show that it is Positive Semi definite.

 
Ans: The matrix is A   6 7 4 
 2 4 3 
 

 1  2  2 
   
The eigen values are 0, 3, 15. The eigen vectors are  2  1  2 
 2  2  1 
   

BIET 1517 DEPARTMENT OF MATHEMATICS


The canonical form is 0. y12  3. y2 2  15 y32 .
MA 6151 MATHEMATICS - I

PART – A

1. State the Condition for the stationary point  a, b  of f  x, y  to be (i) a maximum point (ii) a minimum
point
Solution: (i) Condition for Maximum Point:

  2 f   2 f    2 f   2 f 
At (a, b),  2  2     0 and  2   0.
2

 x  y   xy   x 

(ii) Condition for Minimum Point:

  2 f   2 f   2 f   2 f 
At (a, b),  2  2 
     2  0.
2

 x  y   xy   x 
0 and

2. Find the minimum point of f  x, y   x 2  y 2  6 x  12.


Solution: Given f  x, y   x 2  y 2  6 x  12

f f
 2 x  6,  2y
x y

f
 0  2 x  6  0  x  3
x
Let

f
 0  2y  0  y  0
y
Let

2 f 2 f 2 f
 2, 2 & 0
x 2 y 2 xy

  2 f   2 f   2 f   2 f 
Now  2  2 
        2 0
2

 x  y   xy   x 
4 0 4 0 and

 The minimum point is  3, 0  .

3. Find the possible extreme point of f  x, y   x 2  y 2   .


2 2
x y
Given f  x, y   x 2  y 2   .
2 2
Solution:
x y

f
 0  2x  2  0  x3  1  x  1
2
x x
BIET 152 8 DEPARTMENT OF MATHEMATICS
MA 6151 f  0  2y 
2
 0  y 3  1  y  1 .  The extreme point is (1, 1)
y
MATHEMATICS - I
2
y

4. Find the nature of the stationary point (1, 1) of the function f  x, y  if f xx  6 xy3 , f xy  9 x 2 y 2 and
f yy  6 x3 y.
Solution: At 1,1 , f xx  6, f xy  9, f yy  6

    6 6  9
Let f xx f yy  f xy
2 2

= 36 - 81 = - 45 < 0

 The point (1,1) is a saddle point.

5. Given f xx  6 x, f xy  0, f yy  6 y, find the nature of the stationary point (1, 2)of the function f  x, y  .
Solution:

At (1, 2), f xx  6, f xy  0, f yy  12

Let f xx f yy  f xy   (6) (12)  0  72  0 and f xx  6  0


2

 The point (1, 2) is minimum point.

6. A flat circular plate is heated so that the temperature at any point  x, y  is u ( x, y)  x 2  2 y 2  x. Find

Solution: u  x 2  2 y 2  x
the coldest point on the plate.

ux  2 x  1, u y  4 y
r  uxx  2, s  uxy  0, t  u yy  4

Put ux  0, u y  0

2x 1  0  x 
1
2

4y 0  y  0

1 
 The stationary point is  , 0 
2 

 
At 1 ,0 , rt  s 2  8  0 and r  2  0
2  
 1 , 0 is a minimum point.
2

  x, y 
7. If x  r cos , y  r sin  then find
  r , 
.

BIET 153 9 DEPARTMENT OF MATHEMATICS


x x
  x, y  
MA 6151 MATHEMATICS - I
r

  r ,  y y
Solution: W.K.T.

r 

Given x  r cos y  r sin 

x y
 cos  sin 
r r

x y
 r sin   r cos
 

  x, y 
 r cos 2   r sin 2   r  cos2   sin 2    r 1  r
cos   r sin 

  r ,  sin  r cos 

  r , 
8. If x  r cos , y  r sin  , then prove that 
  x, y 
1
r
r r
  r ,  x y

  x, y   
Solution: WKT

x y

Given x  r cos , y  r sin 

 r 2  x2  y 2  r  x2  y 2

Differe tiati g with respect to a d , we get

r r x r r y
 2x    2y  
x x r y y r
2r & 2r

 y
And tan      tan 1  
y
x  x

  y   1
  2   
1 1
x  y  x  y  y  x
1   1  
2 2

 x  x

 y 
 2  2
x
x x  y 2 y x  y 2

BIET 154 DEPARTMENT OF MATHEMATICS


10
  r , 
MA 6151 x y MATHEMATICS - I
x2  y 2
     
     
  x, y 
x2 y2
y
r r 1
x r x y r x y r x y
x  y2 x y
2 2 2 2 2 2
r
2 2 2

  u , v    x, y 
9. State any two Properties of Jocobians.

 1
  x, y    u, v 
Solution :(i) If u and v are Functions of x and y, then

  u, v    u, v    r, s 
(ii) If u and v are the functions of r and s, where r and s are functions of x and y then

 
  x, y    r , s    x, y 
.

  u, v 
10. If u  2 xy, v  x 2  y 2 , x  r cos and y  r sin  , find
  r , 
.

  u, v    u , v    x, y 
 
  r ,    x, y    r ,  
Solution: (By Property)

u u x x
x y r  cos   r sin 
   
2y 2x
v v y y  2y sin  r cos 

2x
x y r

    
 4 y 2  4 x 2  r cos2   r sin 2   4 x 2  y 2 .r 1  4.r 2 .r  4r 3

 ( x, y )
11. If u  , v  , find
y2 x2
(u, v)
.
x y
 y2 2 y
  u, v 
J   1  4  3
  x, y 
x2 x
 x2
Solution:
2x
y y2

We know that JJ '  1 J '  


1 1
J 3

 ( x, y) 1
 
(u, v) 3

BIET 155 DEPARTMENT OF MATHEMATICS


11
x y
If u  , v  tan 1 x  tan 1 y, then prove that u and v are functionally related.
1  xy
MA12.
6151 MATHEMATICS - I

 (u, v)
 ( x, y )
Solution: To find .

(1  xy).1  ( x  y).( y) 1  y 2
ux  
(1  xy)2 (1  xy)2

(1  xy).1  ( x  y).( x) 1  x2
uy  
(1  xy)2 (1  xy)2

vx  , vy 
1 1
1 x 2
1 y2

1 y2 1  x2
 (u, v) u x u y (1  xy ) 2 (1  xy ) 2
    0
1 1
 ( x, y ) v x vy 1 1 (1  xy) (1  xy)2
2

1  x2 1 y2

 u and v are functionally related.

13. Find the Ta lor’s series e pansion of x y near the point (1,1) up to the first degree terms.

Solution: Ta lor s series of f ( x, y) near the point (a, b) is

f ( x, y)  f (a, b)  ( x  a) f x (a, b)  ( y  b) f y (a, b)   ...


1! 
1

f ( x, y )  x y f (1, 1)  1
f x  y x y 1 f x (1, 1)  1
f y  x y log x f y (1, 1)  0

 f ( x, y )  1  ( x  1).1  ( y 1).0  ...


1
1!

x y  1 ( x  1)  ...
1
1!

when f ( x, y )  log( x 2  y 2 )  tan 1 ( )


dy y
14. Find
dx x
p
dy
Solution: W.K.T
dx q

BIET 156 12 DEPARTMENT OF MATHEMATICS


f y 2x  y
p  2 . 2x  
1 1
x x  y x2  y 2
MA 6151 MATHEMATICS - I
1  ( )2 x
2
.( 2 )
y
x

f 2y  x
q  2 . 2y  
1 1 1
y x  y 1  ( )2 x x2  y 2
2
.( )
y
x

 
 2x  y   y  2x
2 y  x 2 y  x
dy p
dx q

u u u
15. If u    , find x  y  z .
x y z
y z x x y z
Solution: Replace x, y, z by kx, ky, kz in u.

x y z
u    k0      u is a homogeneous function of degree n  0
kx ky kz
ky kz kx  y z x

u u u
y z  n.u  0.u  0.
x y z
B Euler s theore x

__________________________________________________________________________________

PART – B

x  y  u u
1. If u  cos 1  , prove that x  y   cot u.
1
 x y  x y
 
2

2. Given the transformation u  e x cos y and v  e x sin y and that 0 is a function of u and v and also of x
 2 0  2 0
  2  0

  2 0 
 u  v  2  2 .
2

x 2 y 2  u v 
2
and y prove that

z  f (u.v), u  cosh x cos y , v  sinh x sin y,

 
3. If where prove that
2 z 2 z  2 z 2 z 
    2 2
x 2 y 2  u v 
2 2
sinh x sin y

, if u  x3 y 2  x2 y3 , where x  at 2 , y  2at .
du
4. Find

 8a5t 6  4t  7 
dt
du
Ans:

h 2  ab
dt
5. If ax 2  2hxy  by 2  1, show that 
dx 2  hx  by 3
d2y

6. Expand e2 x cos 2 y in the neighbourhood of 0,   


 
.
2

Ans: f ( x, y )  1  2 x  2  x 2  y  
  ...
 2 
2

BIET 157 13 DEPARTMENT OF MATHEMATICS


Expand e x log 1  y  in powers x and y upto the third degree ter s usi g Ta lor s theore
MA7.6151 .
MATHEMATICS -I

Ans: f  x, y   y  xy   ...
y2

yx 
2

8. Expand tan 1 about (1,1) upto the second degree terms.


Ans: f  x, y     y  x    x  1   y  1   ...
1 1 2 2

4 2 4

9. If u  xy  yz  zx, v  x 2  y 2  z 2 and   x  y  z, determine whether there is a functional

  u , v, w 
relationship between u, v & w and if so, find it.

 0, u, v and w are functionally dependent and w2  v  2u


  x, y , z 
Ans: Since

10. Find the Jacobian of y1 , y2 , y3 with respect to x1 , x2 , x3 , if y1  , y2  3 1 , y3  1 2


x2 x3 xx xx

  y1 , y2 , y3 
x1 x2 x3

 4.
  x1 , x2 , x3 
Ans:

11. Examine if the following functions are functionally dependent. If they are, find also the functional
u  sin 1 x  sin 1 y ; v  x 1  y 2  y 1  x 2 .
  u, v 
relationship.

 0, u and v are functionally dependent and sin u  v .


  x, y 
Ans: Since

12. Find the relative maximum and minimum values of x3  y3  3x  12 y  20 .


Ans: The points are 1, 2  , 1, 2  ,  1, 2  &  1, 2  1, 2  Minimum point, 1, 2 &  1, 2 
are the saddle points,  1, 2  Maximum point. Minimum value =2, maximum value=38.

13. Examine the following function for extreme values of f  x, y   x 4  y 4  2 x 2  4 xy  2 y 2 .


Ans: The extreme points are   
2,  2 ,  2, 2 &  0,0 

   
2,  2 &  2, 2 are the minimum points. At (0,0), further investigation is needed.

14. In a triangle ABC, find the maximum value cos A cos B cos C Ans: Maximum value = 1
8


15. Find the maximum and minimum values of sin x sin y sin( x  y ), 0  x, y 
2

, 
3 3 3 3
Ans: .
2 2
BIET 158 14 DEPARTMENT OF MATHEMATICS
Ans: ( x  4, y  4& z  2 )
MA16. A rectangular box open at the top is to have volume of 32 cubic ft. Find the dimensions
6151 of the box - I
MATHEMATICS
requiring least material for its construction.

17. Find the volume of the largest rectangular parallelepiped that can be inscribed in the ellipsoid.

Ans: Maximum volume 


8 abc
.
3 3

18. Find the maximum value of x m y n z p when x  y  z  a Ans:


m n p

m  n  p
m n p
a m n p
m n p

19. Find the shortest and the longest distance from the point (1,2,-1) to the sphere x 2  y 2  z 2  24, using
Lagra ge s ethod of co strai ed a i a a d i i a. Ans:
6, 54

20. The temperature T at any point (x, y, z) in space is T = 400 x y z 2 . Find the highest temperature on the
surface of the unit sphere x 2  y 2  z 2  1
Ans: 50.

BIET 159 DEPARTMENT OF MATHEMATICS


15
MA 6151 MATHEMATICS - I

MULTIPLE INTEGRALS

PART – A


a b
dxdy
1) Evaluate .
1 1
xy

Solution:

1 1 xy  1 x 1 y  log x1 log y1  log a log b .


a b a b
dxdy dx dy a b

  dydx .
2 x2
2) Evaluate
1 x

  dydx    y dx  2  dx  2(2  1)  6 .
2 x2 2 x2 2
Solution:
1 x 1 x 1

  ( x  y)dxdy .
a b
3) Evaluate
0 0

Solution:

 x2   b2 
   x  y  dxdy     xy  dy     by dy
a b a b a

0 0 0 
0 0
2 2
 b2 y y2 
 b 
a

 2 2 0

   ( a  b)
ab 2 a 2b ab
2 2 2

 
a a2  x2
4) Evaluate dxdy .
0 0

Solution:

  dxdy    dydx    y dx   a 2  x 2 dx
a a2  x2 a a2  x2 a a2  x2 a

 x   a
0 0 0 0 0 0

x
0

  a 2  x 2  sin 1    
a
a2 2

2 2  a  0 4

r
 5
5) Evaluate 4
sin  drd .
0 0

BIET 160
1 DEPARTMENT OF MATHEMATICS
MA 6151 MATHEMATICS - I

 r5 
Solution:   0  5  sin d
 5 
  
5
4
r sin drd
0 0 0

 54  sin  d  54  cos 0  54 1  1  1250



  dydx .
1 1
6) Change the order of integration in
0 x

  dydx
1 1
Solution:
0 x

The region of integration is defined by x  y  1 & 0  x  1 

The boundary lines are y  x, y  1, x  0, x  1

  dydx    dxdy .
1 1 1 y

0 x 0 0

7) Evaluate  dxdy over the region bounded by x =0 ,x =2,y =0,y =2.

  dxdy   x0 dy  2 dy  2 y0  4 .


2 2 2 2
2 2
Solution:
0 0 0 0

BIET 161 2 DEPARTMENT OF MATHEMATICS


MA 6151 MATHEMATICS - I

 ydxdy over the positive quadrant of the circle x  y 2  a2


2
8) Evaluate .

Solution:

 y2 
  ydxdy    ydydx   
a a2  x2 a a2  x2

0
2 0
dx
0 0

 y2   2 x3 
   dx   (a 2  x 2 )dx

a2  x2

  
a a a

0
2 0 0  3 0
a x

 a3  a3
  a3   
 3 3

e
4 x2 y
x
9) Evaluate dydx .
0 0

4 
Solution:   e x dydx    0  xe  x dx
 
 
y x2

 
2
4 x y x 4
e
0 
x
dx
 x 0
0 0
1

  xe dx   xdx   xe    e dx   
 x2 
4 4 4 4
x 4

 2 0
x x

 4e4   e4  1  8  3e4  7
0
0 0 0

 
 a cos
10) Evaluate r sin  drd .
0 0

Solution:

BIET 162
161 DEPARTMENT OF MATHEMATICS
3
MA 6151 MATHEMATICS - I

r2 
  r sin  drd   sin    d   cos 2  sin  d
 a cos  a cos 
a2
 2 0 2 0
   cos 3 
0 0 0

   cos  d   cos 

   
a2 2 a2
2 0
2  3 0

 1  1 
a2 a2
6 3

   r drd .
 4sin
3
11) Evaluate
0 2sin

Solution:

r4 
0 2sin  r drd  0  4  d  600 sin  d
 4sin    4sin 
3 4

2sin 

 2a 
    
a

 0 
f ( x ) dx 2 f ( x) dx
 3 1   45

 120  sin 4  d
 
 120       if f (2a  x)  f ( x) 
2 0

4 2 2  & sin(   )  sin  


 
0
2

 

 
2 a cos
12) Evaluate r a 2  r 2 drd .
0 0

  

     
2 a cos 2 a cos 2 a cos
r a  r drd  2r a  r drd  a 2  r 2 d (r 2 )d
12 2 2 12
Solution:
0 0
2 0 0
2 0 0

  
 a2  r 2 32 
a cos

 a sin   a 3 d
 

2 0 
1 1 2 3 3
   d 
2

 
 0
3 3 0
2

a 3  2  a 3    a 3   2  a 3
 

0 
a 3
    d          3  4 
3  3  3  2  3  2 3  18
2
3 a3 2
sin d
3 3 0

 
2 2 16  r
rdzdrd .
2

13) Evaluate
0 0 0

Solution:

BIET 163 DEPARTMENT OF MATHEMATICS


4
MA 6151 MATHEMATICS - I
  

    r  z0  r
2 2 16  r
rdzdrd  drd  16  r 2 drd
16  r 2
2
2 2 2 2

1 2  16  r  
  2 
0 0 0 0 0 0 0


1
d   24 3  64   0 2
3 2



 
2

2 0 
 0
3 3
2

 32  12 3 
3

   (4 z  y)dzdydx .
1 1 1
14) Evaluate
0 0 0

Solution:

 z2 
   4  yz  dydx    (2  y )dydx
1 1 1 1 1

0 0 0
2 0 0

 y2 
  2 y   dx   x0 
1 1
3 1 3
0
2 0 2 2

   xy z
2 3 2
2
15) Evaluate dzdydx .
0 1 1

Solution:

   xy z dzdydx   xdx  y dy  zdz


2 3 2 2 3 2
2 2

x   y  z 
0 1 1 0 1 1

     
2 2 3 3 2 2

 2 0  3 1  2 1

  2     
 26  3 
 3  2 
26

PART – B

 
a a  a2  y 2

xy dxdy and then evaluate it. 2a 4


1. Change the order of integration in Ans:
a  a2  y 2
0 3

BIET 164 DEPARTMENT OF MATHEMATICS


5
MA 6151 MATHEMATICS - I


1 2 x
xydydx . 3
2. Change the order of integration in Ans:
0 x2 8


 y
 y2
ye x
dxdy 1
3. Change the order of integration in . Ans:
0 0 2


1 2 y

 
xydydx . 1 5 1
4. Change the order of integration in Ans:
0 y 8 24 3

5. Using double integration find the area of enclosed by the curves y  2 x and y  4 x .
2 2 2
Ans:
3

6. Using double integration find the area bounded by y  x, and y  x .


2
Ans:
1
6

7. Find the smaller of the areas bounded by y  2 x and x2  y 2  4 . Ans:   2

 xy  x  y  dxdy over the region bounded by x y yx


2 3
8. Evaluate and . Ans:
56

9. Find the area bounded by the parabolas y  4  x and


2
y 2  4  4 x as the double integral.

Ans: 8

 
2  52
2 3  5  5log 3
3 1 xy

25  
10. Evaluate xydzdydx Ans:
1 1 0
x

1 1 x  x  y 

 
2

xdzdydx 1
11. Evaluate Ans:
0 0 0 10

 x  x y
b1  c  1  

  
a  a  a b
a 3c 2b
12. Evaluate x 2 z dzdydx Ans:
0 0 0
360

  x 
2 ax  x 2
3 a 4
 y 2 dydx .
2a
2
13. By changing into polar coordinates, evaluate Ans:
0 0
4


e
 

dxdy 
 x2  y 2
14. By changing into polar coordinates show that .
0 0
4

BIET 165 DEPARTMENT OF MATHEMATICS


6
MA 6151 MATHEMATICS - I

 

2 2 x  x2
xdxdy
x2  y 2
15. By changing into polar coordinates evaluate . Ans:
0 0 2

VECTOR CALCULUS

PART – A

1. Find the directional derivative of   xy  yz  zx at the point (1, 2, 3) along the x-axis.
Solution: Unit normal vector n̂ along x-axis is i .

  


grad    = i j k
x y z
Now,

  
( xy  yz  zx)  j ( xy  yz  zx)  k ( xy  yz  zx)
x y z
=i

= i ( y  z )  j ( x  z )  k ( y  x)

 ( grad )(1,2,3)  5i  4 j  3k

Directional derivative = grad  . n  (5i  4 j  3k ) . i =5.

2. The temperature at a point (x,y,z) in space is given by T(x,y,z)= x 2  y 2  z. A mosquito


located at (1,1,2) desires to fly such a direction it will get warm as soon as possible. In

what direction should it fly?

Solution: The directional derivative of T(x,y,z)= x 2  y 2  z is given by

T T T
T  i j k  2 xi  2 y j  k
x y z

 (  )(1,1,2)  2i  2 j  k

The magnitude of (T ) P is the greatest directional derivative of T at P.

Thus the maximum directional derivative of T at (1,1,2) = 4  4 1  3

2i  2 j  k
Hence the mosquito should fly in the direction .
3

BIET 166 DEPARTMENT OF MATHEMATICS


7
MA 6151 MATHEMATICS - I

3. Prove that r n  nr n2 r , if r  xi  y j  zk .


Solution: r  xi  y j  zk , r  r  x2  y 2  z 2

 r 2  x2  y 2  z 2

r n r n r n r r r
r n  i j k  i nr n1  j nr n1  k nr n1
x y z x y z

 x  y  z  nr
 
n 1
 i nr n 1    j nr n 1    k nr n 1   = xi  y j  zk  nr n 2 (r )
r r r r

r n  nr n2 r.

4. If r  r , where r is the position vector of the point (x,y,z) w.r.t origin prove that

f (r ) 
f '(r ) r
.
r

Solution: r  xi  y j  zk , r 2  x 2  y 2  z 2

  
f (r )  i f (r )  j f (r )  k
x y z
f (r )

r r r
 f '(r ) i  f '(r ) j  f '(r ) k
x y z

x  y z
 f '(r )   i  f '(r )   j  f '(r )   k
r r r

 ( xi  y j  zk ) 
f '(r ) f '(r )r
r r

5. Find the unit normal to the surface x3  y3  3xyz  3 at (1, 2, 1).


Solution: Let   x3  y3  3xyz  3

     3
   i j k  ( x  y  3xyz  3)
    
3

x y z

 i(3x2  3 yz)  j (3 y 2  3xz)  k (3xy)

BIET 167
8 DEPARTMENT OF MATHEMATICS
MA 6151 MATHEMATICS - I

( )(1,21)  3 i  9 j  6 k

  9  81  36  126  3 14



Hence unit normal to the surface is n̂ =

3i  9 j  6k i  3 j  2k i  3 j  2k
= =  nˆ 
3 14 14 14

6. If r  xi  y j  zk , show that Div r =3 and Curl r  0 .

Solution: Div r  . r   i
 
 x
j

y
k
 
z 

 . xi  y j  zk  =1+1+1=3

i j k
    z y   z x   y x 
Curl r    r   i   j  k  
x y z  y z   x z   x y 
x y z

 i(0  0)  j (0  0)  k (0  0)  0.

7. Prove that Curl grad  =0.


Solution: Curl grad  = 

  


WKT   i j k
x y z

  2  2    2  2    2  2 


i j k
  
    = i   j  k  
x y z  yz zy   xz zx   xy yx 
  
x y z

= i (0)  j (0)  k (0) = 0.  Curl grad   0

8. If F  zi  x j  yk. Prove that curl(curl F ) = 0


Solution:

168
BIET 9 DEPARTMENT OF MATHEMATICS
MA 6151 MATHEMATICS - I

i j k
  
Curl F 
x y z
z x y

         
 i  ( y )  ( x)   j  ( y)  ( z)   k  ( x)  ( z)  = i  j  k
 y z   x z   x y 

i j k
  
Curl Curl F 
x y z
1 1 1

           
 i  (1)  (1)   j  (1)  (1)   k  (1)  (1)  =0.
 y z   x z   x y 

Note: The above problem can also be solved using the identity curl (curl F ) = (.F )  2 F

9. Find the values of a, b, c so that the vector F   x  y  az  i   bx  2 y  z  j    x  cy  2 z  k

  F  0
is irrotational?
Solution: Given that F is irrotational

i j k
  
 F  0
x y z
x  y  az bx  2 y  z  x  cy  2 z

    
 i    x  cy  2 z    bx  2 y  z   j    x  cy  2 z    x  y  az 

 y z   x z 

  
 k   bx  2 y  z    x  y  az   0
 x y 

 i  c  1  j  1  a   k  b  1  0

 c  1  0, 1  a  0 b  1  0  c  1, a  1, b  1

BIET 169 DEPARTMENT OF MATHEMATICS


10
MA 6151 MATHEMATICS - I

 r 
10. Prove that Div  3 
 0  or  3 is solenoidal.
r
r 

 
r
 r  1
Solution: Div  3 
 . 3 = .r    3  . r  3 (3)  r 3 . r
r 1 1
r  r 
3
r r r

   3 r 5 r. r  3  3r 3 = 3  3  0
3 3 3 3
3
r r r r

11. If V   x  3 y  i   y  2 z  j   x   z  k is solenoidal, find  . .


Solution: Given that V is Solenoidal implies .V  0

    
  i  j  k   x  3 y  i   y  2 z  j   x   z  k   0
 x y y 

 11   0  2  0    2

 F  d r is independent of path C, if F =  2x  yz  i   xz  3 j  xy k .
 
12. Check whether

 F  d r to be independent of path C, F has to be conservative.


C
 
Solution: For
C

It is well known that if F is irrotational then F is conservative.

i j k
  
 F 
x y z
2 x  yz xz  3 xy

= i x  x   j x  x   k z  z  = i 0   j 0   k 0  = 0

  F  0. Hence F is irrotational.  F is conservative.


   
13. If F  5 xy i  2 y j , evaluate F  d r , where C is the part of the curve y  x3 between x  1

and x  2 .
C


Solution: F  d r  5xydx  2 ydy .

 
The curve C: y  x3  dy  3x 2 dx  F  d r  5xydx  2 ydy  5x 4 dx  6 x5dx

BIET 170 DEPARTMENT OF MATHEMATICS


11
MA 6151 MATHEMATICS - I

 F  d r   5x dx  6 x dx   x  x   (32  64)  (1  1)  94 .


 

2
4 5 5 6 2

1
C 1


14. Evaluate   .d r , where  is scalar point function and C is a simple closed curve.

  .d r   curl (  ). n ds
C
 
Solution: By “toke s theore
C S

   curl    . n ds

 0 [ curl  0 and    0].


S

15. Evaluate y usi g “toke s theore  ( yz dx  zxdy  xydz), where C is the curve x  y 2  1,
2

zy .
C
2

       
Solution: It can seen that yzdx  zxdy  xydz  ( yz i  zx j  xy k ).(dx i  dy j  dz k )  F . d r

   
When F  yz i  zx j  xy k .

 ( yz dx  zxdy  xydz)   F . d r   ( F ). n ds


   

C C S

  
i j k
      
 F   i [ x  x]  j[ y  y ]  k [ z  z ]  0
x y z
yz zx xy

  ( yz dx  zxdy  xydz )  0 .
C

2 C
16. Find the area of the circle of radius r , usi g Gree s theore .
xdy  ydx .
1
Solution: By Gree s theore , e k o that the area e losed y the curve C =

The parametric equation of the circle of radius a is given by x  r cos , y  r sin ,

 dx  r sin  d , dy  r cos d , where 0    2 .

BIET 171 DEPARTMENT OF MATHEMATICS


12
MA 6151 MATHEMATICS - I

 (r cos  )(r cos  d )  (r sin  )(r sin  d )


2
 Area of the circle 
1
2

0 r [ cos   sin  ] d  2  d   r .
0
2 2

1 2 2 2r2 2

2 0

 r . d s , where S is the surface of the tetrahedron whose vertices are (0, 0, 0), (1, 0, 0),
 
17. Evaluate
S

 r . d s   . r dv
(0, 1, 0), (0, 0, 1).
  
Solution: By Gauss divergence theorem
S V

   i
         
 j  k  ( x i  y j  z k ) dv
V 
x y z 

  (1  1  1) dv  3   dx dy dz  3
1 1 1

V 0 0 0

 curl F n ds , when S is any closed surface.


 
18. Find the value of

 curl F n ds    (curl F ) dv ,


S
 
Solution: By Divergence theorem,
S V

where V is the volume of the closed surface S.

  (curl F ) dv  0 .  curl F n ds  0 .


   
Since  (curl F )  0, we get
V S

 r d r .
 
19. If C is a simple closed curve, then find the value of

 F  d r    F  n ds
C
   
Solution: By “toke s theore
C S

i j k
      
Let F  r , then   F    r  0,
x y z
x y z

  r d r  0 .
 

BIET 172 DEPARTMENT OF MATHEMATICS


13
MA 6151 MATHEMATICS - I

S r 2 n ds  
r  dv
20. Prove that
V
r2

Solution: F 
r

 F.n ds   .F dv


r2

Bu Gauss divergence theorem


s v

.F  .
r
r
2
r
 
 2 .r   r 2 .r
1

 (3)  (2)r 4 r.r.  2  2r 4 r 2  2  2  2


1 3 3 2 1
2
r r r r r

  . n ds    2 dv   2 dv.


r  r 1
2
r v r v r

  x i  2 y j  3zk  ds , where S is the surface of the sphere x  y 2  z 2  a2 .


2
21. Evaluate

 F n ds    F dv .
S

Solution: By Divergence theorem,


S V

F  xi  2 y j  3zk

    
.F   i  j  k  .xi  2 y j  3zk
 x y z 
= 1+2+3=6

s v
 
 F .ds   .F dv   6dv  6 dv
v v

 6 (Volume of the sphere x2  y 2  z 2  a 2 )

4 
 6   a3   8 a3 .
3 

PART –B

 
1. Prove that F = y 2 cos x  x3 i   2 y sin x  4  j  3xz 2 k is irrotational and find its scalar

Ans: y 2 sin x  xz 3  4 y  c.
potential.

BIET 173
14 DEPARTMENT OF MATHEMATICS
MA 6151 MATHEMATICS - I

2. Find the angle between the surfaces x log z  y 2  1 and x 2 y  2  z at the point (1,1,1)

Ans: cos  
1
30

3. Find the angle between the normals to the surface xy  z 2 at the points (-2,-2,2) and
(1,9,3)

4. If r  r , where r is the position vector of the point (x,y,z) with respect to the origin.

Prove that 2 f (r )  f "(r ) 


2
f '(r ).
r

5. Find the smallest positive integral values of a,b,c, if F  axyz 3 i  bx2 z 3 j  cx 2 yz 2 k is


irrotational. For these values a,b,c, find its scalar potential.

Ans: a  2, b  1, c  3 and x 2 yz 3  c.

 

6. Prove that curl curl F =   F   2 F . If F is solenoidal, prove that curl curl curl

curl F  4 F
 x, y, z 
 
7. If a is a constant vector and r is the position vector of w.r.t the origin, prove

that   a r r   a  r .
 
1 
8. If r is the position vector of the point (x,y,z) w.r.t the origin, prove that (i ).  r  
2
r 
and
r
  1  2
(ii)  .  r   
  r 
r
r3

9. If 2  0 Show that  is both solenoidal and irrorational.


10. If   x  y  z e 
 x2  y 2  z 2  . Prove that    2  r r e r
  
1
2
2 2 2

11. Pro e y Gree s theore that the area of the regio ou ded y a losed ur e C is

2 c
xdy  ydx. Hence find the area bounded by the parabolas y 2  4ax and x 2  4ay
1

16a
Ans:
3

e (sin ydx  cos ydy),


x
12. E aluate y Gree s theore ei g the re ta gle ith erti es 0,0 ,
c

BIET 174 DEPARTMENT OF MATHEMATICS


15
 .
MA 6151 MATHEMATICS - I

(  , 0 )(  ,  ), and 0, 
2 2

13. Verify the Gree s theore i a pla e for the i tegral   x  2 y  dx  x dy taken around
the circle c: x 2  y 2  1 .
C

Ans: 3  .

14. Evaluate  sin z dx  cos x dy  sin y dz  y usi g “toke s theore where C is the boundary of

the rectangle defined by 0  x   , 0  y  1.


c

Ans: 2.

 F  n ds , where F  4x i  2 y j  z k
     
2
15. Evaluate and S is the surface bounding the

region x2  y 2  4, z  0, z  3 .
S

16. Verify Gauss divergence theorem for F  x 2 i  y 2 j  z 2 k where S is the surface of the cuboid
formed by the planes x  0, x  a, y  0, y  b, z  0 and z  c.

17. Verify “toke s theore for F  ( y  z  2)i  ( yz  4) j  xzk over the open surfaces of the cube
bounded by x  0, y  0, z  0, x  1, y  1 and z  1 plane is cut.
    
18. Verify Gauss divergence theorem for F  x 2  yz i  y 2  xz j  z 2  xy k taken over the 
rectangular parallelepiped 0  x  a,0  y  b,0  z  c.
for F  4xzi  y 2 j  yzk
x  0, y  0, z  0, x  1, y  1 and z  1 .
19. Verify Divergence theorem over the cube formed by

20. Verify “toke s theore for  


F  xy  y 2 i  x 2 j in the region bounded by
y  x, y  x2 and z  0.

BIET 175 DEPARTMENT OF MATHEMATICS


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