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1
UNIT-I
Complex Analysis
Unit-01/Lecture-01
m
useful in many branches of mathematics, including algebraic geometry, number theory,
o
applied mathematics; as well as in physics, including hydrodynamics, thermodynamics,
nuclear, aerospace, mechanical and electrical engineering.
.c
Murray R. Spiegel described complex analysis as "one of the most beautiful as well as
useful branches of Mathematics".
a
m
Complex analysis is particularly concerned with analytic functions of complex variables
a
(or, more generally, meromorphic functions). Because the separate real and imaginary
parts of any analytic function must satisfy Laplace's equation, complex analysis is widely
n
applicable to two-dimensional problems in physics.
Complex functions
y
d
A complex function is one in which the independent variable and the dependent variable
u
are both complex numbers. More precisely, a complex function is a function whose
t
domain and range are subsets of the complex plane.
S
For any complex function, both the independent variable and the dependent variable may
be separated into real and imaginary parts:
and
and
The basic concepts of complex analysis are often introduced by extending the elementary
real functions (e.g., exponential functions, logarithmic functions, and trigonometric
functions) into the complex domain.
This is the same as the definition of the derivative for real functions, except that all of the
quantities are complex. In particular, the limit is taken as the complex number z
approaches z0, and must have the same value for any sequence of complex values for z
m
that approach z0 on the complex plane. If the limit exists, we say that f is complex-
differentiable at the point z0. This concept of complex differentiability shares several
o
properties with real differentiability: it is linear and obeys the product rule, quotient rule,
.c
and chain rule.
a
have first partial derivatives with respect to x and y, and satisfy the Cauchy–Riemann
equations:
n
y
d
u
or, equivalently, the derivative of f with respect to the complex conjugate of z is zero:
t
S
which is to say that, roughly, f is functionally independent from the complex conjugate of
z.
If continuity is not a given, the converse is not necessarily true. A simple converse is that if
u and v have continuous first partial derivatives and satisfy the Cauchy–Riemann
equations, then f is holomorphic.
Unit-01/Lecture-02
In the system of coordinates given by the polar representation z = r eiθ, the equations then
take the form
m
o
.c
Theorem (Polar Form of the Cauchy-Riemann equations). [RGPV JUNE
2009]
a
Let
m
a
be a continuous function that is defined in some neighborhood of the point
. If all the partial derivatives
n
y are continuous at the point ,
d
u
and if the polar form of the Cauchy-Riemann equations,
t and ,
S
hold, then is differentiable at , and we can compute the
derivative by using either
, or
Use the polar coordinate form of the Cauchy-Riemann equations and prove that is
differentiable for all .
Solution. It is easy to verify that polar form of the Cauchy-Riemann equations (3-22) are
indeed satisfied for all .
, and
By Theorem 3.5,
m
, is differentiable for all .
as expected.
.c
u(x,y)=x2-y2 and v(x,y)=2xy
𝜕
𝜕
= ,
𝜕
𝜕
=− ,
𝜕
𝜕
= ,
𝜕
𝜕
= .
a
𝜕
Since 𝜕 = , =
𝜕 𝜕 𝜕
m
the Cauchy-Riemann relations are seen to be satisfied.
a
𝜕 𝜕 𝜕
n
y
Example: Show that the function z|z| is not analytic anywhere.
Sol. We have w=z|z| =u+iv
And z=x+iy
d
u
Or w=(x+iy)√x + y
t
Then, u=x√x + y
S v=y√x + y
𝜕 + + 𝜕 𝜕 𝜕 + +
𝜕
= , 𝜕
= , 𝜕
= , 𝜕
= .
√ + √ + √ + √ +
and .
, and
. m
o
.c
Use the Cartesian coordinate form of the Cauchy-Riemann equations and find .
a
Solution. It is easy to verify that Cauchy-Riemann equations are indeed satisfied:
m
and .
u ,
t
S
as expected.
and .
and .
that
𝜕 𝜕
( + ) |f (z) |2 = 4|f’ (z) |2.
𝜕 𝜕
3 Find Cauchy Riemann equation in RGPV-JUNE.2014 3
polar form.
4 Show that function f(z)=√| | is not RGPV-DEC.2013
m
7
o
regular at z=0, although C-R equations
are satisfied at this point.
.c
a
m
a
n
y
d
u
t
S
8
Unit-01/Lecture-03
and
or
a
m .
a
n
y
Example. Prove that the function is analytic and find its derivative.
d .
Sol. We compute u
and t , so the
S
Cauchy-Riemann Equations are satisfied. Moreover, the partial derivatives
Alternatively, solution
m
o
.c
a
m
a
n
y
This result isn't surprising because ,
d
and so the function is really our old friend .
Example Given u
t .
S
Show that this function is differentiable for all , and find its derivative.
, and
so that the Cauchy-Riemann Equations are satisfied. Moreover, the partial derivatives
,
10
Alternatively, solution
m
o
.c
a
m
a
n
y
d
u
t
This result isn't surprising because
S
,
and .
, and
Therefore, we have
, and
m
Example. Show that the
o
function
.c
is analytic for all and find its derivative.
a
Then compute the partial derivatives and get
n
y
, and
d .
u
t
Moreover, the partial derivatives are
S
continuous everywhere.
Therefore, we have
and
12
is differentiable at points that lie on the -axis, and at points that lie on the -axis,
but is nowhere analytic.
Sol. When we say a function is analytic at a point we mean that the function
m
o
is differentiable not only at , but also at every point in some neighborhood of
.c
. With this in mind, we proceed
y
d
, .
Here
u are continuous, and
t
S
holds for all points in the complex plane.
which occurs only at points that lie on the coordinate axes. Furthermore, for any point
on the coordinate axes,
13
there contains an -neighborhood about it, in which there exist points where is
not differentiable.
Unit-01/Lecture-04
Harmonic Conjugate
The harmonic function is the real part of the given analytic function and the harmonic
conjugate function
is the imaginary part of the given analytic function. .
.c
Sol. Given , we have and the
second partial
m
a
,
hence
n
is a harmonic function for all .
S ,
is
, and
Alternative Solution.
, and
m
are harmonic functions.
a
Sol. Given , we
have
hence
d is a harmonic function for all .
Similarly, for u , we
have
t
S
and the second partial derivatives are . It follows
that
, and
.
16
is
Alternative Solution.
, and
m
o
.c
,
is
n
y .
d
S.No.
u Questions YEAR MARKS
t
1 Find the imaginary part of the analytic RGPV DEC 2008 7
function f(z) whose real part x3-
2 S 3xy2+3x2-3y2.
Show that the function ex (xcosy-
ysiny) is harmonic and find its
RGPV
FEB2010,DEC2013
7
conjugate.
3 Show that the function log + RGPV JUNE2014 2
is harmonic.
4 Show that u=e-x(xsiny-ycosy) is RGPV DEC2013 10
harmonic.
5 Show that the function u=e-2xysin(x2- RGPV JUNE2013 7
y2) is harmonic. Find the conjugate
function v and express u+iv as an
analytic function of z.
17
Unit-01/Lecture-05
𝜕 𝜕 𝜕 𝜕
=𝜕 +𝜕 = −𝜕 +𝜕 = + [by C-R e uations]…..
=− =
=− =
𝜕 𝜕
Since u is harmonic= +𝜕 =
𝜕
m
= o
.c
a
Hence equation (1) is exact DE.
m
So that dv can be integrated to get v.
y
following formula:
d = ∫[∅ , − 𝑖∅ , ] + 𝐶……..
u
Where ∅ t ,
𝜕
=𝜕 , ∅ , =
𝜕
S
𝜕
= ∫[∅ , + 𝑖∅ , ] + 𝐶……..
𝜕 𝜕
Where ∅ , =𝜕 ∅ , =
𝜕
+𝑖 = ∫[∅ , − 𝑖∅ , ] + 𝐶 ……..
𝜕 𝜕
Where ∅ , = 𝜕
, ∅ , = 𝜕
+𝑖 = ∫[∅ , + 𝑖∅ , ] + 𝐶 ……..
𝜕 𝜕
Where ∅ , = , ∅ , =
𝜕 𝜕
Sol. Given , = − m
o
.c
𝜕 𝜕
𝜕
= − and =
𝜕
a
𝜕 𝜕
𝜕
=− and =−
𝜕
Hence
𝜕
+𝜕
𝜕
= = u is harmonic. m
a
𝜕
t 𝜕 𝜕
S
Here ∅ , = , ∅ , =𝜕
𝜕
𝜕
We have ∅ , = = −
𝜕
∅ , =
Again, we have
𝜕 𝜕
∅ , = = − 𝜕 = 6xy
𝜕
∅ , =
19
= ∫[ +𝑖 ] +𝐶 = + 𝑖𝐶 Ans.
is an analytic function.
Assuming that such a function exists, we determine what it would have to look like by
using a two-step process.
a
First, we integrate m
(which should equal ) with respect to and get
a
n
y
d
where
u
is a function of alone that is yet to be determined. Second, we
compute
t by differentiating
S
both sides of this equation with respect to
on the left side, which gives
and replacing with
It can be shown (we leave the details for the reader) that because u is harmonic, all
terms except those involving in the last equation
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and
m
harmonic conjugate .
o
Sol. We follow the construction process of Theorem. The first partial derivatives are
and
.c .
To verify that a
is harmonic, we compute the second partial derivatives and
m
note that
a ,
so n
satisfies Laplace's Equation
y
To construct
d , and
u
the Cauchy-Riemann equation and get
t
S
We now need to differentiate the left and right sides of this equation with respect to
,
21
Therefore,
m
o
.c
.
S.No.
1
Question
a
Show that the function u=e-2xysin(x2-y2) is harmonic.
YEAR
RGPV. JUNE
MARKS
7
m
Find the conjugate function v and express u+iv as an 2012
a
analytic function of z.
2 Show that the function u=x3-3xy2 is harmonic and find RGPV. DEC 7
n
the corresponding analytic function of this as real part.
If u=x2-y2, find a corresponding analytic function by
2011
y
3 RGPV. JUNE 7
using Milne-Thomson method. 2013
d
4 If u=x3y-xy3+2x2-2y2 is the real part of an analytic RGPV. JUNE 10
function f(z)=u+iv, find v. Find also f(z) in terms of z. 2010
u
t
S
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Unit-01/Lecture-06
Example Given .
Show that this function is differentiable for all , and find its derivative.
m
o
.c
a
m
a
n
y
d
u
t
S
When we view as a function of the two variables , we see that
Therefore, the complex form of the Cauchy-Riemann equations holds for all
and is analytic for all .
.
23
Example Given
m
o
.c
a
m
a
n
y
d
u
t
S
When we view as a function of the two variables , we see that
Therefore, the complex form of the Cauchy-Riemann equations does not hold
.
24
So we find that the complex form of the Cauchy-Riemann equations hold only when
m
,
.c
coordinate axes.
a
But this means that is nowhere analytic because any -neighborhood about a
point on either axis
t
real part is 2003
2
S u=
ℎ
𝑖
+
.
If u-v=(x-y)(x2+4xy+y2) and f(z)=u+iv is an analytic RGPV. JUNE 7
function of z=x+iy , find f(z) is terms of z. 2006,2014
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Unit-01/Lecture-07
Line Integral
where the functions and are continuous and have continuous first derivatives
for . We have:
and
m .
o
.c
+𝑖
Example Find the value of the integral ∫ − +𝑖
(i) Along the straight line from z=0 to z=1+i,
(ii)
a
Along the real axis from z=0 to z=1 and then along a line parallel
to the imaginary axis from z=1 to z=1+i.
m
Sol. (i) Along the line OA : Equation of a straight line OA passing through
(0,0) and (1,1) is,
y = x and z= x+iy =(1+i)x
a
n
y
d
u
t dz =(1+i)dx
∫𝑂 S
− +𝑖 =∫ − +𝑖 +𝑖
=(1+i) ∫ 𝑖
= (1+i) i/3.
Required integral,
= ∫𝑂 − +𝑖 +∫ − +𝑖 ......(1)
=∫ − +𝑖 =(3+2i)/6
m
Now second integral=∫ − +𝑖
o
.c
=∫ − +𝑖 𝑖
=(i-2)/2
Put these values in eq(1)
= (3+2i)/6+(i-2)/2 a
=5i/6-1/2.
m
Ans.
Example: Evaluate ∫
+𝑖
̅ a
[RGPV JUNE 2005,2007,DEC2013](7)
n
Along the real axis from z=0 to z=2 and then along a line parallel to the y
axis from z=2 to z=2+i.
Sol. Since ̅ = − 𝑖 y= − − 𝑖
d
𝐴long the line OBA ,where B is (2,0) and A is (2,1).
u
+𝑖
𝐼=∫ ̅
= ∫𝑂 −
t − 𝑖 +∫ − − 𝑖
S
Now, Along OB and then along BA
Along OB, from y=0 , dz = dx and x varies from 0 to2.
∫𝑂 − − 𝑖 = ∫ =8/3
Along BA from x=2 , dz=i dy and y varies from 0 to 1,
∫ − − 𝑖 = ∫ − − 𝑖 𝑖 =2+(11/3)i
27
Required integral,
= ∫𝑂 − − 𝑖 +∫ − − 𝑖
= 8/3+2+(11/3)i
=14/3+ (11/3) i. Ans.
m
o
Example Let be given by .c
, where , i.e. is the
upper half unit-circle.
a
m
a
n
y
d Figure 1:
u
Then
t and . we have:
Ans.
28
Example Let us compute the integral of the function along two different paths.
. and we have:
Ans.
3.
y , when C1 and C2 are two paths
d
such that the endpoint of C1 and the origin of C2 are identical.
u
4. If C1 and C2 are opposite paths,
t
S
S.NO. QUESTION YEAR MARKS
1 Integrate z2 along the straight line OA and also along the path RGPV DEC 7
OBA consisting of two straight line segments OB and BA where 2004
O is the origin , B is the point z=3 and A the point z=3+i.
2 +𝑖 RGPV DEC 7
Evaluate ∫ −𝑖
+𝑖 + , along the two paths:
2008
(i) X=t+1, y=2t2-1 (ii) The straight line joining (1-i)
and (2+i)
3 − + RGPV 2
Evaluate the integral ∫ −
where C is the circle |z|=1
JUNE2014
4 Prove that ∫ = 𝑖, where C is the circle |z-a|=r. RGPV 10
−
JUNE2012
29
Unit-01/Lecture-08
m
o
.c
a
m
Figure 2: Paths.
a
A loop is an integrating path whose origin and endpoints are identical. If it is smooth
n
and does not intersect itself at another point, we will call it a Jordan curve. If we travel
y
exactly once along the loop, we will call it a simple loop. The integral of a function
d
along a simple loop will be denoted as follows:
u
t
S
Note the little circle on the integration symbol.
A Jordan curve determines in the plane three disjoint regions: the curve itself, the
interior (= a bounded region) and the exterior (= an unbounded region).
Note that the converse is not true: if f(z) is not analytic on the interior of , the
30
integral can either vanish or not. For example, compute the following
integral:
m
o
Example
m
a
disk, we have: .
n
Corollary Let f(z) be a function defined and analytic on a connected domain . Let
C1and
y
be two paths with the same origin and the same endpoint such that both
d
paths contain only interior points of (see Figure 3). Then .
u
t
S
Figure 3: Two paths
Theorem Consider two Jordan curves C1and C2 such that all the points of C1 are interior
to C2 (Figure 4). Let f(z) be a function, analytic on C1, on C2 and at every point of the
``annulus'' bounded by C1 and C2. Then:
31
m
o
.c
a
m
a
n
y
d
u
t
S
32
Unit-01/Lecture-09
Theorem If f(z) is an analytic function within and on a closed curve C and a is any
m
Where represents the circle whose centre is and radius is equal to .
y
d
Example We wish to compute the integral .
u
The denominator vanishes at two points, and –i, both inside the contour. We will
t
decompose this contour into two Jordan curves by the following way: draw the
S
diameter of the circle which coincides with the x-axis. Denote:
C1= the upper half circle together with the diameter, oriented positively.
C2= the lower half circle together with the diameter, oriented positively.
Figure 5:
Therefore we have:
m
o
.c
a
m
Ans.
a
n
𝑧
Question: Using Cauchy’s integral formula, evaluate∫ , where C is the circle
+
|z|=3.
y
[RGPV JUNE 2011,2012,DEC 2014,DEC2013](7)
d
Sol. By derivative of Cauchy integral formula:
u
!
=
𝜋𝑖
∫ − + ……..
t
S
Here, a=-1, n=3, and f(z)=
! 𝑧
′′′
− = ∫ …….
𝜋𝑖 +
Since at pole z=a=-1 , so that |z|=|-1|=1<3 i.e. , point z=-1 lie in circle C.
f(z)=e ,
f’(z)=2e ,
f’’(z)=4e ,
f’’’(z)=8e ,
f”’(-1)=8e−
Hence (2) becomes:
e z
8e− = πi ∫C dz
+
34
e z πe−
∫C +
dz e− = i Ans.
+ +
Question: If F(t) =∫ −
, where c is the ellipse:[RGPV JUNE 2009](7)
m
o
.c
+ +
(i) F (3.5) = ∫ − . ,(1)
a
Since z=3.5 is not in c i.e. outside, by using Cauchy integral formula
+ +
∫ − . =0, Hence (1) becomes F (3.5) =0.
Ans.
m
a
(ii) By Cauchy integral formula:
∫ = 𝑖 , 𝑖 C
n
−
∫
+ +
−
=
y 𝑖[ + + ] z=t
d
u
Put t=i , in above equation
t
∫
+ +
= 𝑖[− + 𝑖 + ] z=i
S
−𝑖
+ +
∫ = [𝑖 − ] z=i Ans.
−𝑖
Unit-01/Lecture-10
Singularities
Some Definitions:
Zero of an analytic function: A zero of an analytic function f (z) is the value of z for
which f (z) =0.
′ ′′ −
Such that = , = , = ,…., = , ≠ .
m
o
Then, f (z) =has a zero of order m at z=a.
.c
For example: f (z) = (z-i) 3/z2+1.
a
3
For zero of f (z), put (z-i) =0, z=I of order m=3.
m
Singularity of an analytic function: A singular point of function f(z) is the point at which
the function not analytic. In other words a point at which function f(z) is not defined.
a
n
For example: f(z)=1/(z+2i) has a singularity at z=-2i.
y
d
Isolated and Non-isolated singularity: A point z=a is said to be an isolated singularity of
u
the function f(z) if f(z) is analytic at each point in some nbd of the point a defined by |z-
t
a|<𝛿, except at the point a itself, i.e. if z=a is a singularity within a small circle of
circumference with centre at the point a, then z=a is said to be an isolated singularity.
S
For example:
It is analytic everywhere except at z=0 and z=-2 . Thus z=0 and z=-2 are the only
singularities of this function. There are no other singularities of f(z) in the nbd of
z=0,-2. Hence z=0 and z=-2 are the isolated singularities of this function.
It is not analytic at the points whe e tan π/z = =tan nπ i.e, π/z=nπ
Thus, z=1, 1/2, 1/ ,… are the isolated singularities of f(z) except z=0 because in the nbd
of z=0 , there are infinite number of other singularities.
Types of singularity:
Suppose f(z) is analytic within a region R except at z=a, which is an isolated singularity.
Let C be a circle, whose center is such that 0<|z-a|< R.
The part
∑∞= − −
…… , is called principal part of f(z), at z=a.
n
For example: f(z)= sinz/z has removable singularity at z=0 since
y
Sinz/z= 1/z(z-z2/3!+z5/5!- ….. = -z2/3! +z4/5!-….
d
u
It has no term containing negative powers of z, i.e, principal part of f(z) has no term.
t
However, the singularity z=0 can be removed and the function be made analytic by
S
defining sinz/z=1 at z=0.
If the principal part of f(z) at z=a contains an infinite number of terms, then
z=a is called an isolated essential singularity of f(z).
For example:
e1/z=1+1/z+1/2!z2+1/3!z3+….
(iii) Pole: If the principal part of f(z) at z=a consists of a finite number of terms,
say m, then the singularity at z=a is called a pole of order m of f(z).
𝜋
Example: Find the kind of singularity of the function −
at z=a and z=∞.[RGPV
DEC.2002]
𝜋 𝜋
Sol. Given: = =
− 𝑖 𝜋 −
m
For the pole of f (z), taking denominator to zero.
I.e. sin(πz).(z-a)2=0
o
.c
2
= (z-a) =0 and sin (πz)=0
n
y
d
Example: Find the kind of singularity of the function [RGPV DEC. 2004]
u −
t
= sin
−
S
Sol. For poles of f(z) denominator of f(z) i.e. , z2=0, i.e. , z=0 is a pole of order 2.
Thus z=2 is a simple zero. The limit point of the zeros given by
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39
Unit-01/Lecture-11
= ∑∞= − + ∑∞= − −
Then the coefficient of , i.e., b1 is called the residues of f(z) at pole z=a. It is denoted
−
by
[Res f(z)]z=a = b1 = ∫ m
, where C is the closed curve around the point z=a.
o
𝜋𝑖
.c
𝑖
For example: f(z)= = − + − ……
! ! !
= − + − ……
! ! !
a
m
[Res f(z)]z=0 =Coefficient of (1/z-0)=-(1/3!)=(-1/6)
a
n of f(z) at a Pole:
Methods of finding out residues
y
d
(i) Residue of f(z) at simple pole z=a
t
(ii) Residue of f(z) has pole of order m at z=a
S [Res f (z)] z=a, m = lim →
−
− − .
− !
=
𝜋𝑖
∫ ,
Where C is the closed contour enclosing all the singularities of f (z) except at
infinity.
40
− 𝒛
Example Find the order of each pole and residue at it of .[RGPV DEC 2001]
𝒛 𝒛− 𝒛−
− 𝒛
Sol. Let f(z)=
𝒛 𝒛− 𝒛−
We know that ,
− 𝒛
(i) [Res f(z)]z=0 = lim → − = .
𝒛 𝒛− 𝒛−
− 𝒛
(ii) [Res f(z)]z=1 = lim → − =
𝒛 𝒛− 𝒛−
− 𝒛
(iii) [Res f (z)] z=2 = lim → − =− Ans.
m
𝒛 𝒛− 𝒛−
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S.No Question YEAR MARKS
1 RGPV 7
a
Determine the pole of the function f (z) =
− +
and
JUNE 2002
the residue at each pole.
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2 − RGPV 10
Evaluate the residues of at each pole.
+ + JUNE 2010
3
Find the residue of f (z) =
−
a at its poles. RGPV 7
n
JUNE 2013
4 Determine the poles of the following function and residue RGPV 10
y
− JUNE 2012
at each pole: f(z)=
− +
d
u
t
S
41
Unit-01/Lecture-12
Statement: If f(z) is an analytic function , except at a finite number of poles a1, a2, a3, a ,….,
an with 9in a closed contour C and continuous on the boundary C, then
−
Example: Evaluate ∫ , where C is the circle |z|=3/2.[RGPV JUNE 2008,DEC
− −
2013](7)
m
Sol. Let f(z)=
−
. o
.c
− −
d
At pole z=0 , then |z|=|0|=0<3/2, which lies inside the circle C.
u
At pole z=1, then |z|=|1|=1<3/2, which lies inside the circle C.
t
S
At pole z=2, then |z|=|2|=2>3/2, which lies outside the circle C.
Then
−
(iv) [Res f (z)] z=0 = lim → − − −
= = .
−
(v) [Res f (z)] z=1 = lim → − − −
=− =− .
−
Hence (1) becomes: ∫ =2πi [2-1] =2πi. Ans.
− −
42
𝜋
Example: Evaluate ∫ , where C is the circle |z|=3.[RGPV JUE
− −
2003,DEC.2011](7)
𝜋
Sol. Let f(z)= .
− −
a
− −
n
𝜋
Hence (1) becomes: ∫ =2πi [1+1] =4πi. Ans.
− −
y
d
u
S.NO. t
QUESTION YEAR MARKS
1
S Solve∫
𝑖 𝜋
−
+
−
𝜋
, where C is the circle |z|=3. RGPV DEC
2012,2013
7
2 𝜋 RGPV DEC 7
Solve∫ − +
, where C is the circle |z|=3.
2011
𝑧
3 Evaluate ∫ , where C is the circle (i) |z|=3 RGPV JUNE 7
−
2013
and (ii) |z|=1.
43
Unit-01/Lecture-13
∫ 𝜃, 𝑖 𝜃 𝜃
Where the integrand is a rational function of 𝑖 𝜃& 𝜃, writing z=eiθ, so that, dz= ieiθdθ
And 𝑖 𝜃 = − & 𝜃= +
m
𝑖
We have
𝜋 𝜋 o
.c
∫ 𝜃, 𝑖 𝜃 𝜃= /𝑖 ∫ + , − /
𝑖
a
Where C is the unit circle |z|=1 .Hence we can use residue theorem.
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Example: Using contour integration evaluate the integral
[RGPV JUNE 2002,DEC.2003,JUNE2011](7)
a ∫
𝜋
𝜃
n + 𝜃
𝜋 y
d
Sol. Let I =∫ 𝜃
+ 𝜃
u
Put z=eiθ, so that, dz= ieiθdθ
dθ=dz/iz t
Since
S 𝜃= 𝑖𝜃
+ = +
𝑖𝜃
Then we have,
𝜋 𝜋 𝜋
I =∫ + 𝜃
𝜃=∫ /𝑖 = ∫ + +
/𝑖
+ +
𝑧
Or I =2/i∫ + +
, where C is unit circle |z|=1
Let f(z)= + +
For poles: + + = , then the poles are z=-2±√ are simple poles.
44
At pole z=-2+√ , then |z|=|-2+√ |=0.267<1, which lies inside the circle C.
At pole z=-2-√ , then |z|=|-2-√ 2|=2.73>1, which lies outside the circle C.
Then
[Res f z ] =− +√ = lim =− +√ ( − − +√ ) = .
+ + √
𝜋 𝜋
Hence: ∫ + 𝜃
𝜃=2/i∫ + +
, =2πi [ ] 2/i= . Ans.
√ √
∞
Type. II Evaluation of the integral of the type ∫−∞ 𝒇 𝒙 𝒅𝒙
If f(z) is a function which is analytic in the upper half of the z-plane except at a finite
number of poles in it , having no poles on the real axis an if further zf(z) tends to zero as m
|z|→ ∞, then y ontou integ ation,
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∞
∫ = 𝑖 ∑ 𝑅+
−∞ a
m
Where ∑ 𝑅 + represents the sum of the residues at the poles in the upper half of the
plane.
a
Example: Evaluate by contour integration∫ n ∞
, if a>0.
y
+
u
t
S
(ii)Semicircle CR of radius R.
Therefore, ∫ = ∫− +∫ ,
𝑅
45
𝑖𝜋 / 𝜋𝑖 / 𝑖 𝜋 / 𝑖 𝜋 /
i.e. The poles are at z= , , ,
out of which first two lies in the upper half of the z-plane |z|=1.
=lim →𝛼 −𝛼 .
+
𝛼 𝛼
=lim →𝛼 = 𝛼
= 𝛼
=−
𝑖𝜋/
𝑖𝜋/
[Res f(z)]z=a = − ......(i)
m
𝑖𝜋 /
𝑖𝜋 /
[Res f(z)]z=a = − .......(ii)
Sum of the Residues =
−
[
𝑖𝜋
+
𝑖 𝜋
]=
−
[
𝑖𝜋
+
𝑖 𝜋
] o
− 𝑖
[
𝑖𝜋
−
−𝑖𝜋
]=
−
𝑖 𝑖
𝜋
= .c
−𝑖√
a
=
𝑖.
| |
Now |∫ |= |∫ |≤∫
m
𝑅 𝑅 + 𝑅 | |−
y
𝜋 DEC
𝜃 𝜃 = ! , where n is positive integer.
2012
2 Define
d Residue and evaluate RGPV 7
u
𝜋
∫ − 𝑖 𝜃+
𝜃, < < by using residue theorem. JUNE
t
2012
3 𝜋 𝜃 7
Evaluate ∫ 𝜃, <1 RGPV
S
− 𝜃+
FEB
2010
∞
4 Evaluate the integral ∫ . RGPV 7
+
JUNE
2014
5 𝜋 𝜃 𝜋 7
Use calculus of residue to show that ∫ 𝜃= RGPV
+ 𝜃
JUNE
2013
6 𝜋 𝜃 7
Evaluate ∫ . RGPV
+ 𝑖 𝜃
DEC
2013
7 𝜋 + 𝑂 𝜃 𝜃 7
Apply the calculus of residue to show that ∫ . RGPV
+ 𝑂 𝜃
DEC
2013
46
8 𝜋 𝜃 𝜋 10
Shoe that ∫ = , > > . RGPV
+ 𝜃 √ −
DEC
2013
REFERENCCE
BOOK AUTHOR
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PRIORITY
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Engg Mathematics- 1
III B.S.Grewal
.c
Engg Mathematics- 2
III Dr.D.C.Agarwal
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47
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48
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53
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54
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UNIT - 2
Unit-02/Lecture-01
Solution of algebraic & transcendental equations by regula falsi method
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Unit-02/Lecture-01
[RGPV DEC(2013)] [7]
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Unit-02/Lecture-01
[RGPV JUNE(2014)] [7]
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Unit-02/Lecture-01
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S.NO RGPV QUESTIONS Year Marks
Q.1 Define algebraic and transcendental equations. RGPV,DEC 2
2014
between 1.4 and 1.5 . find the root to four decimal places 2014
by the method of false position.
Unit-02/Lecture-02
[RGPV JUNE(2014)] [2]
Newton Raphson Method
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Unit-02/Lecture-02
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Unit-02/Lecture-02
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Unit-02/Lecture-02
[RGPV JUNE(2002)] [7]
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S.NO RGPV QUESTIONS Year Marks
Q.1 Find the smallest positive root of the equation RGPV,DEC, 2014 2
x3 2 x 0.5 0 by Newton raphson method.
Q. 2 Find the negative root of the equation RGPV,DEC 2013 7
x3 21x 3500 0 correct to 2 decimal places by
newton raphson method.
Unit-02/Lecture-03
Iterative Method
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Unit-02/Lecture-03
[RGPV MARCH(2010),JUNE(2003,2008,2010),FEB(2005,2010)] [7]
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Unit-02/Lecture-04
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Unit-02/Lecture-04
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Unit-02/Lecture-05
[RGPV DEC(1999)] [7]
Solution of simultaneous linear equations by gauss elimination method
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Unit-02/Lecture-05
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S.NO RGPV QUESTIONS Year Marks
Q.1 Solve by gauss elimination method the following RGPV JUNE 7
d
system of equations: 2013
u
10x+y+2z=13 ,3x+10y+z=14 , 2x+3y+10z=15.
t
S
Unit-02/Lecture-06
[RGPV DEC(2001)] [7]
Gauss Jordan Method
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Unit-02/Lecture-06
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Unit-02/Lecture-07
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S.NO RGPV QUESTIONS Year Marks
Q.1 Solve the following equations by crouts method RGPV DEC 7
10x+y+z=12 , 2x+10y+z=13 , 2x+2y+10z=14 2013
Q.2 Solve the following equations by the application of crouts RGPV DEC 7
triangularization(LU) method : 2010
2x-3y+10z=3, -x+4y+2z=20 , 5x+2y+z=-12
Unit-02/Lecture-08
Jacobi’s method
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Unit-02/Lecture-08
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S.NO RGPV QUESTIONS Year Marks
Q.1 Solve the following equations by crouts method RGPV DEC 7
10x+y+z=12 , 2x+10y+z=13 , 2x+2y+10z=14 2013
Q.2 Solve the following equations by the application of crouts RGPV DEC 7
triangularization(LU) method : 2010
2x-3y+10z=3, -x+4y+2z=20 , 5x+2y+z=-12
Unit-02/Lecture-09
Gauss-seidel iterative method
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S.NO RGPV QUESTIONS Year Marks
Q.1 Solve the following equations by gauss seidal method RGPV DEC 7
20x+y-2z=17 , 3x+20y-z=-18 , 2x-3y+20z=25 2013
Q.2 Solve the following equations by gauss seidal method : RGPV DEC 7
8x-y+z=18, 2x+5y-2z=3 , x+2y-3z=-6 2014
Q. 3 Solve the following equations by using gauss seidal RGPV JUNE 7
method : 2011
27x+6y-z=85, 6x+15y+2z=72 , x+y+54z=110
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Unit-02/Lecture-10
Error and approximations
Absolute error, relative error and percentage errors.
Absolute error is the numerical difference between the true value and
approximate value of a quantity.
If X is true value and X’ is approximate value then X —X’ is called absolute
error.
m
Truncation and round off error in numerical calculations. o
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Truncation errors : They are caused by using approximate results or on
replacing
an infinite process by a finite one.
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a
n
Round off errors : They arise when a calculated figure is rounded off to a
y
fixed
number of digits to represent the exact figure, the difference between such
d
rounded figure and exact figure is called round off error.
u
e.g. Round off 35.46735 correct to four significant digits.
Number rounded off to four significant digits = 35.47.
t
Types of errors arise in numerical calculations.
S
In numerical calculations we come across following types of errors
(a) Inherent errors
(b) Rounding errors
(c) Truncation errors
(d) Absolute errors
(e) Relative errors
(J) Percentage errors.
Unit-02/Lecture-10
Q. 1.4. Explain rounding off errors and explain how to reduce it.
Sol. Rounding off errors-These errors arise from The process of rounding off the numbers during
the computation. These errors can be reduced:
(a) By changing the calculation procedure so as to avoid subraction of nearly equal number or
division by a small number.
(b) By retairing at least one more significant digit at each step and rounding off at last step.
Q. 1.5. Define absolute, relative and percentage errors by giving suitable example.
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2. If the first significant figure of no. is K and the no. is correct to n significant
Unit-02/Lecture-10
Q. 1.6. Find the no. of terms of logarithm series such that value of log 1.02 is correct to
three decimals.
Q. 1.7. The error in the measurement of area of circle is not allowed to exceed 0.1 %• How
accurately should the diameter be measured?
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a
Q. 1.14. Differentiate inherent errors and Truncation errors.
n
Ans. Inherent Errors : The interent error is that quantity which is already present in the statement of
problem before its solution.
y
These errors arise either due to limitations of Mathematical tables, calculators and computers.
d
The inherent errors further classified as
(a) Data Errors (b) Conversion Error.
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Truncation Error : The truncation error arised by using approximate results or on
t
replacing infinite process by finite one. Suppose we have
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Reference
Book Author
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UNIT - 3
Unit-03/Lecture-01
Difference operators
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Unit-03/Lecture-01
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Unit-03/Lecture-01
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Unit-03/Lecture-02
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Unit-03/Lecture-02
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Unit-03/Lecture-02
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S.NO RGPV QUESTIONS Year Marks
Q.1 Prove that 2 x Ee x RGPV,JUNE 2014 2
e x
E e . 2e x
Q. 2 Prove that (I) 2 x Ee x RGPV,JUNE 2011 7
E
ex e . 2e x
(II) ehD 1
m
which is Newton's forward difference formula. The linear and quadratic (forward) interpolation
formulae correspond to first and second order truncation, respectively. If we truncate at n-th
o
order, we obtain
.c
a
which is the case if f is a polynomial of degree n. m
a
n
example :- consider the difference table of f (x) = sin x for x = 0°( 10°)50°:
y
d
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t
S
.
Since the fourth order differences are constant, we conclude that a quartic approximation is
appropriate. (The third-order differences are not quite constant within expected round-offs, and
we anticipate that a cubic approximation is not quite good enough.) In order to determine sin 5°
from the table, we use Newton's forward difference formula (to fourth order); thus, taking xj = 0,
Unit-03/Lecture-03
we find and
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Unit-03/Lecture-03
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RGPV QUESTIONS Year Marks
Q.1
n
Derive Newton’s forward interpolation formula. JUNE 2014 2
Q. 2
y
Define interpolation and write the Newton’s Forward and DEC 2014 2
d
Backward interpolation formula.
Q. 3 Find f(9) from the following table: JUNE 2011 7
X
u
5 7 11 13 17
t
F(x) 150 392 1452 2366 5202
S
Q. 4 Find the number of mem getting wages between Rs. 10 and RGPV DEC 7
Rs. 15 from the following data: 2013, JUNE
Wages in 0-10 10-20 20-30 30-40 2010
(Rs.)
Frequency 9 30 35 42
Unit-03/Lecture-04
Backward formula
1. Newton's backward difference formula
which is Newton's backward difference formula. The linear and quadratic (backward)
interpolation formulae correspond to truncation at first and second order, respectively. The
approximation based on the fj-n, fj-n+1, . . . , fj-1, fj is
.c
intermediate value at which one needs to estimate the function falls towards the end or say (
in the second half of the data set then it may be better to start the estimation process from the last data 1
set point. For this we need to use backward-differences and backward difference table.
a
1
Let us first define backward differences and generate backward difference table, say for the data set .
1
First order backward difference is defined as: m )
a
Second order backward difference
n
is defined as:
y (11.2)
In general, the
d
order backward difference is defined as
u (11.3)
t
In this case the reference point is and therefore we can derive the Newton-Gregory backward
S
difference interpolation polynomial as:
(12)
Where
For constructing as given in it will be easier if we first generate backward-difference table.
The backward difference table for the data is given below:
Unit-03/Lecture-04
Example: Given the following data estimate using Newton-Gregory backward difference
m
interpolation polynomial:
i 0 1 2 3 4 5
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0 1 2 3 4 5
.c
1 2 4 8 16 32 a
Solution: m
Here
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Newton Backward Difference polynomial is given by
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Unit-03/Lecture-04
Let us first generate backward difference table:
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m
a
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=17.39135
y (13.5)
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S.NO S RGPV QUESTIONS Year Marks
Q.1 Define interpolation and write the Newton’s Forward and RGPV DEC 2
Backward interpolation formula. 2014
Unit-03/Lecture-05
Central interpolation formula
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Unit-03/Lecture-05
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Unit-03/Lecture-05
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S.NO u RGPV QUESTIONS Year Marks
Q.1
t
The following table gives the normal weights of babies RGPV DEC 7
S
during the first 12 months of life 2014
Age in 0 2 5 8 10 12
months:
Weights 7 1 10 1 15 16 18 21
in lbs 2 4
Estimate the weight of the baby at the age of 7 months.
Q.2 What do you mean by interpolation? The following table gives RGPV JUNE 7
the amount of a chemical dissolved in water: 2013
Temperature 100 150 200 250 300 350
solubility 19.97 21.51 22.57 23.52 24.65 25.89
Using suitable interpolation estimate the amount dissolved at
220 .
Unit-03/Lecture-06
Lagrange’s formula
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(x - x1) (x - x2)(x- x3)(x - x4) (x - x0)(x - x1) (x - x2)(x - x3)
f(x) = f0+ . . . + f4
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(x0 - x1) (x0 - x2)(x0 - x3)(x0 - x4) (x4 - x0)(x4 - x1)(x4 - x2)(x4 - x3)
a
= 1+ 3+
(-1) (-3)(-4)(-7) 1 x (-2)(-3)(-6)
m
a
(0.3 - 0)(0.3 - 1)(0.3 - 4)(0.3 - 7) (0.3 - 0)(0.3 - 1)(0.3 - 3)(0.3 - 7)
49 + 129 +
n
3 x 2 x (-1)(-4) 4 x 3 x 1 (-3)
d 813
u
7x6x4x3
= 1.831
t
S
Unit-03/Lecture-06
3. Find f(2) for the data f(0) = 1, f(1) = 3 and f(3) = 55.
x 0 1 3
f 1 3 55
Solution :
m
(0 - 1) (0 - 3) (1 - 0)(1 - 3) (3 - 0)(3 - 1)
f(2) = 21 o
4. Find f(3) for
.c
x
f
0
1
1
14
2
15
4
5
5
6 a 6
19
m
f(3) = a
(3 - 1)(3 - 2)(3 - 4)(3 - 5)(3 - 6)
1+
(3 - 0)(3 - 2)(3 - 4)(3 - 5)(3 - 6)
14+
n
(0 - 1)(0 - 2)(0 - 4)(0 - 5)(0 - 6) (1 - 0)(1 - 2)(1 - 4)(1 - 5)(1 - 6)
y
d
(3 - 0)(3 - 1)(3 - 4)(3 - 5)(3 - 6) (3 - 0)(3 - 1)(3 - 2)(3 - 5)(3 - 6)
15+ 5+
u
(2 - 0)(2 - 1)(2 - 4)(2 - 5)(2 - 6) (4 - 0)(4 - 1)(4 - 2)(4 - 5)(4 - 6)
t
S (3 - 0)(3 - 1)(3 - 2)(3 - 4)(3 - 6)
f(3) = 10
Unit-03/Lecture-06
5. Find f(0.25) for
x 0.1 0.2 0.3 0.4 0.5
f 9.9833 4.9667 3.2836 2.4339 1.9177
By Lagrange's formula :
f(0.25) =
(.25 - .2)(.25 - .3)(.25 - .4)(.25 - .5) (.25 - .1)(.25 - .3)(.25 - .4)(.25 - .5)
9.9833+ 4.9667 +
(.1 - .2)(.1 - .3)(.1 - .4)(.1 - .5) (.2 - .1)(.2 - .3)(.2 - .4)(.2 - .5)
m
(.25 - .1)(.25 - .2)(.25 - .4)(.25 - .5) (.25 - .1)(.25 - .2)(.25 - .3)(.25 - .5)
3.2836+ 2.4339 +
o
(.3 - .1)(.3 - .2)(.3 - .4)(.3 - .5) (.4 - .1)(.4 - .2)(.4 - .3)(.4 - .5)
.c
(.25 - .1)(.25 - .2)(.25 - .3)(.25 - .4)
a
1.9177
(.5 - .1)(.5 - .2)(.5 - .3)(.5 - .4)
f(0.25) = 3.912
m
a
n
S.NO RGPV QUESTIONS Year Marks
Q.1 Find the cubic polynomial ehich takes the following RGPV DEC 2
values:
y 2014
d
X 0 1 2 3
F(x) 1
u 2 1 10
t
Estimate the weight of the baby at the age of 7 months.
Q.2
X
F(x)
S
Apply Lagrange’s formula to find f(15), if :
10
2420
12
1942
14
1497
16
1109
18
790
20
540
RGPV DEC 2010 7
Unit-03/Lecture-07
Divided difference formula
Newton Divided Difference Table:
It may also be noted for calculating the higher order divided differences we have used lower order divided
differences. In fact starting from the given zeroth order differences ; one can
systematically arrive at any of higher order divided differences. For clarity the entire calculation may be
depicted in the form of a table called
m
o
.c
a
m
a
n
y
Again suppose that we are given the data set and that we are interested in finding the
order Newton Divided Difference interpolynomial. Let us first construct the Newton Divided Difference
d
Table. Wherein one can clearly see how the lower order differences are used in calculating the higher
u
order Divided Differences:
t
Example: Construct the Newton Divided Difference Table for generating Newton interpolation
S
polynomial with the following data set:
i 0 1 2 3 4
0 1 2 3 4
0 1 8 27 64
Solution:
Here . One can fit a fourth order Newton Divided Difference interpolation polynomial to the given
data. Let us generate Newton Divided Difference Table; as requested.
Unit-03/Lecture-07
Note: One may note that the given data corresponds to the cubic polynomial m
. To fit such a data
o
order polynomial is adequate. From the Newton Divided Difference table we notice that the fourth order
.c
difference is zero. Further the divided differences in the table can be directly used for constructing the
Newton Divided Difference interpolation polynomial that would fit the data.
a
Exercise: Using Newton divided difference interpolation polynomial , construct polynomials of
degree two and three for the following data:
m
(1) f(8.1) = 16.94410, f(8.3)=17.56492 , f(8.6) = 18.50515, f(8.7) = 18.82091.
a
n
Also approximate f(8.4).
y
(2) f(0.6) = -0.17694460 , f(0.7) = 0.01375227 , f(0.8) = 0.22363362 , f(1.0) = 0.65809197.
m
o
.c
a
m
a
n
y
d
u
t
S
Unit-03/Lecture-08
m
o
.c
a
m
a
n
y
d
u
t
S
Unit-03/Lecture-8
m
o
.c
a
m
a
n
y
d
u
S.NO t RGPV QUESTIONS Year Marks
Q. 1
Find S dy
dx
at x=1.1 from the following table:
RGPV JUNE 2014 7
m
o
.c
a
m
a
n
y
d
u
t
S
Unit-03/Lecture-9
m
o
.c
a
m
a
n
y
d
u
t
S
Unit-03/Lecture-9
m
o
.c
a
m
a
n
y
d
u
t
S
Unit-03/Lecture-9
m
o
.c
a
m
a
n
S.NO
Q.1 ’
y
RGPV QUESTIONS
Find f (x) and f’’(x) at x=6 given that
Year
RGPV,DEC. 7
Marks
X 4.5 5.0
d 5.5 6.0 6.5 7.0 7.52014
u
F(x) 9.69 12.9. 16.71 21.18 26.37 32.34 39.15
t
Q. 2 A sloder in a machine moves along a fixed straight rod. Its RGPV,DEC 2013 7
distance x cm. Along the rod is given below for various
S
values of the time t-second . find the velocity of the slider
and its acceleration when t=0.3 second.
t 0.0 0.1 0.2 0.3 0.4 0.5 0.6
x 30.13 31.62 32.87 33.64 33.95 33.81 33.24
Q. 3 A rod is rotating in a plane. the following table gives the RGPV JUNE 2010 7
angle Ө (radians) through which the rod has turned for
various values of the time t second:
t 0.0 0.2 0.4 0.6 0.8 1.0 1.2
Ө 0.00 0.12 0.49 1.12 2.02 3.20 4.67
Calculate the angular velocity and acceleration of the rod
when t=0.6 second
Unit-03/Lecture-10
Numerical integration
m
o
.c
a
m
a
n
y
d
u
t
S
Unit-03/Lecture-10
m
o
.c
a
m
a
n
y
d
u
t
S
Unit-03/Lecture-10
m
o
.c
a
m
a
n
y
d
u
t
S
Unit-03/Lecture-10
m
o
.c
a
m
a
n
y
d
u
t
S
S.NO RGPV QUESTIONS Year Marks
Q.1 6
dx RGPV,DEC 2014, 7
Evaluate 1 x
0
2
by using Weddle’s rule. Hence JUNE 2013
m
Evaluate cos x dx
0
(i)
1
Using Simpson rule o
.c
3
(ii) Using Weddle’s rule.
a
Q. 5 A river is 80 ft. Wide. the depth d in feet at a distance x RGPV,JUNE 2010 7
ft from one bank is given below by the following table:
m
X 0 10 20 30 40 50 60 70 80
Y 0 4 7 9 12 15 14 8 3
a
Find approximately the area of the cross section.
n
y
d
Reference
u
Book Author
t
Higher Engg. Mathematics B.S.Grewal