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St. JOSEPH’S COLLEGE OF ENGINEERING


St. JOSEPH’S INSTITUTE OF TECHNOLOGY
MA8151 - ENGINEERING MATHEMATICS I

UNIT I - DIFFERENTIAL CALCULUS

FORMULA SHEET

Functions:

Let X and Y be two non-empty sets. If there is a rule ‘f’ which associates to every element x  X , a
unique element y  Y , then such a rule ‘f’ is known as a function or mapping from the set X to the set Y.

If x  X is associated to an element of y  Y , then y is called image of f and x is called the pre-image


of y under f. We write it as y  f  x  .

The set X is called the domain of f and Y is called the co-domain of f. The set of all images under f is
called the range of f and is denoted by f  X  .

Even and Odd functions:

If a function f satisfies f   x   f  x  for every number x in its domain, then f is called an even
function.

If f satisfies f   x    f  x  for every number x in its domain, then f is called an odd function.

Increasing and Decreasing Functions:

A function f is called an increasing function in its domain D if f  x1   f  x2  , whenever x1  x2 ,


x1 , x2  D .

A function f is called an decreasing function in its domain D if f  x1   f  x2  , whenever x1  x2 ,


x1 , x2  D .

Note: Increasing and decreasing functions are also called Monotonic functions.

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Limit of a function:

We say that f  x  approaches l  l  R  as x approaches a if given  0 there exists   0 such that

f  x   l  , whenever x  a   . In this case we write lim f  x   l


x a

One sided limit:

A function f  x  is said to tend to l as x tends to a from right if to each  0 , there exists   0 such

that x   a, a    , f  x  l  and we write lim f  x   l


x a

A function f  x  is said to tend to l as x tends to a from left if to each  0 , there exists   0 such

that x   a   , a  , f  x  l  and we write lim f  x   l .


x a

Limit Laws:

Suppose that c is a constant and the limits lim f  x  and lim g  x  exist. Then
x a x a

(i) lim  f  x   g  x   lim f  x   lim g  x 


x a x a x a

(ii) lim cf  x   c lim f  x 


x a x a

(iii) lim  f  x  g  x    lim f x  lim g x 


x a x a x a

 f  x   lim f  x
(iv) lim    x a
if lim g  x   0
x a g  x  g  x x a
  limx a

Continuity:

A function f  x  is continuous at a number a if lim f  x   f  a 


x a

(i.e.) (i) f  a  is defined

(ii) lim f  x  exists


x a

(iii) lim f  x   f  a 
x a

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A function f  x  is continuous from the right at a number a if lim f  x   f  a  and f  x  is


x a

continuous from the left at a if lim f  x   f  a 


x a

A function f  x  is continuous on an interval if it is continuous every number in the interval.

Note:

If f  x  and g  x  are continuous at ‘a’ and c is constant, then the following functions are also
continuous at ‘a’:

f  x
(i) f  x   g  x  (ii) cf  x  (iii) f  x g  x (iv) , g  x  0
g  x

Note:

The following types of functions are continuous at every number in their domain:

(i) Polynomials (ii) Rational functions (iii) Root functions (iv) Trigonometric functions
(v) Inverse trigonometric functions (vi) Exponential functions (vii) Logarithmic functions.

The Intermediate value theorem:

Suppose that f  x  is continuous on the closed interval  a, b and let N be any number between
f  a  and f  b  , where f  a   f  b  , then there exists a number c in  a, b  such that f  c   N .

Tangent line:

 
The tangent line to the curve y  f  x  at the point P a, f  a  is the line through P with slope
f  x  f a
m  lim provided that this limit exists.
x a xa

Derivatives:

f  a  h  f a 
The derivative of a function f  x  at a number a denoted by f '  a  is f  a   lim
' if
h 0 h
this limit exists.

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Differentiation Rules:

d
(i) Derivative of a constant: c  0
dx

(ii) The Power rule: If n is any real number, then


d n
dx
 x   nx n 1

(iii) The constant multiple rule:

If c is a constant and f  x  is a differentiable function, then


d d
cf  x   c f  x
dx dx
(iv) The sum and difference rule:

If f  x  and g  x  are both differentiable, then


d d d
 f  x   g  x   f  x  g  x
dx dx dx

(v) Derivative of the natural exponential function:


d x
dx
 e   ex

(vi) The product rule:

If f  x  and g  x  are both differentiable, then


d
dx
 f  x  g  x     f  x  .g  x   f  x   g  x 
d
dx
d
dx

(vii) The quotient rule:

If f  x  and g  x  are both differentiable, then

d d
g  x   f  x    f  x   g  x  
d  f   
x  dx dx
 
dx  g  x    g  x  
2

(viii) Derivative of trigonometric functions:

d d d
 sin x   cos x  cos x    sin x  tan x   sec2 x
dx dx dx

d d d
 sec x   sec x.tan x  cos ec x    cos ec x.cot x  cot x    cos ec2 x
dx dx dx

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(ix) Derivatives of inverse trigonometric functions:

d
 sin x 1  
1 d
 cos 1 x   
1 d
 tan 1 x  
1
1  x2
dx 1  x2 dx 1  x2 dx

d
 sec1 x  
1 d
 cos ec 1 x   
1 d
 cot 1 x   
1
1  x2
dx x x2  1 dx x x2  1 dx

(x) Derivative of Logarithmic functions:

d 1 d 1
 loge x   ,  logb x  
dx x dx x log b

(xi) Derivative of Hyperbolic functions:

d d d
 sinh x   cosh x  cosh x   sinh x  tanh x   sech 2 x
dx dx dx
d d
 cos ec h x    cos ec h x.coth x  sech x    sec hx.tanh x
dx dx
d
 coth x    cos ech 2 x
dx

Maxima and Minima of functions of one variable:

Absolute maximum and absolute minimum:

Let c be a number in the domain D of a function f. Then f  c  is called the

(i) absolute maximum value of f on D if f  c   f  x  for all x in D

(ii) absolute minimum value of f on D if f  c   f  x  for all x in D.

Note:

An absolute maximum or minimum is sometimes called a global maximum or minimum. The


maximum and minimum values of f are called extreme values of f.

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Critical Number:

A critical number of a function f is a number c in the domain of f such that either f '  c   0 or

f '  c  does not exist.

The Extreme value theorem:

If f is continuous on a closed interval  a, b , then f attains an absolute maximum value f  c  and an

absolute minimum value f  d  at some number c and d in  a, b

Fermat’s theorem:

If f has a local maximum or minimum at c, and if f '  c  exists, then f '  c   0 .

The closed interval method:

To find the absolute maximum and minimum values of a continuous function f on a closed
interval  a, b :

(i) Find the values of f at the critical numbers of f in  a, b 

(ii) Find the values of f at the end points of the interval

(iii) The largest of the values from steps (i) and (ii) is the absolute maximum value, and the smallest
of these values is the absolute minimum value.

Increasing and Decreasing test:

(i) If f '  x   0 on an interval, then f is increasing on that interval

(ii) If f '  x   0 on an interval, then f is decreasing on that interval

Local maximum and local minimum:

Let c be a number in the domain D of a function f. Then f  c  is called the

(i) local maximum value of f if f  c   f  x  , when x is near c

(ii) local minimum value of f if f  c   f  x  , when x is near c.

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The First Derivative test:

Suppose that c is a critical number of a continuous function f.

(i) If f '  x  changes from positive to negative at c, then f  x  has a local maximum at c

(ii) If f '  x  changes from negative to positive at c, then f  x  has a local minimum at c.

(iii) If f '  x  has no sign change at c, then f  x  has no local maximum or minimum at c.

Concave upward and concave downward:

If the graph of f lies above all of its tangents on an interval I, then it is called concave upward on I.

If the graph of f lies below all of its tangents on I, it is called concave downward on I.

Inflection point:

A point P on a curve y  f  x  is called an inflection point if f is continuous there and the curve
changes from concave upward to concave downward or from concave downward to concave upward at P.

Concavity test:

(i) If f ''  x   0 for all x in I, then the graph of f is concave upward on I

(ii) If f ''  x   0 for all x in I, then the graph of f is concave downward on I

The second derivative test:

Suppose f ''  x  is continuous near c,

(i) If f '  c   0 , and f ''  c   0 , then f has local minimum at c

(ii) If f '  c   0 , and f ''  c   0 , then f has local maximum at c.

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ENGINEERING MATHEMATICS – I (MA8151)


UNIT V - DIFFERENTIAL EQUATIONS - NOTES

1 1. Solve the initial value problem y′′ + y = 0, y(0) = 2, y′(0) = 3


Solution: Given ( D2 + 1) y = 0
The Auxiliary equation (A.E) is m 2 + 1 = 0 ⇒ m = ±i = 0 ± i = α ± iβ
C.F . = eα x ( A cos β x + B sin β x)
= A cos x + B sin x
P.I . = 0
General Solution y ( x) = A cos x + B sin x
y′( x) = − A sin x + B cos x
y (0) = 2 ⇒ y (0) = A cos 0 + B sin 0
⇒2= A
y′(0) = − A sin 0 + B cos 0
⇒3= B
Hence y ( x) = 2 cos x + 3sin x
2. (
Solve D 3 + D 2 + 4 D + 4 y = 0 )
Solution: The A.E. is m3 + m2 + 4m + 4 = 0
m 2 ( m + 1) + 4 ( m + 1) = 0

( m2 + 4) ( m + 1) = 0
m 2 = −4, m = −1 m = ±2i, m = −1
m1 = 1, m2 = 2i m3 = −2i
The roots are real and complex.
∴ C .F . = Ae − x + ( B cos 2 x + C sin 2 x )
∵ R.H .S . = 0, ∴ P.I . = 0
y = C .F . + P .I . ∴ y = Ae − x + ( B cos 2 x + C sin 2 x )
d2 y dy
3. Solve −5 −6y = 0
2 dx
dx
(
Solution: Given D 2 − 5 D − 6 y = 0 )
The Auxiliary equation (A.E) is m 2 − 5m − 6 = 0
(m − 6)(m + 1) = 0
The roots are real and distinct.
m = −1, 6
Complementary function is (C.F) = Aem1x + Bem2 x = Ae− x + Be6 x ,
Since R.H .S = 0 ∴ P.I . = 0
y = C .F . + P .I .

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−x 6x
∴ The general solution is y = Ae + Be

4. Solve 4 y′′ + 12 y′ + 9 y = 0
(
Solution: Given 4 D 2 + 12 D + 9 y = 0 )
The Auxiliary equation (A.E) is 4m2 + 12m + 9 = 0
−3
(2 m + 3) 2 = 0 ⇒ m = The roots are real and equal.
2
 −3 
 x
Complementary function is (C.F) = ( A + Bx)emx = ( A + Bx)e 2  ,
Since R.H .S = 0 ∴ P.I . = 0
y = C .F . + P .I .
 −3 
 x
∴ The general solution is y = ( A + Bx)e 2 

d2y dy
5. Solve 2
−6 + 13 y = 0
dx dx

(
Solution: Given D 2 − 6 D + 13 y = 0 )
The Auxiliary equation (A.E) is m2 − 6m + 13 = 0
− ( − 6) ± ( − 6 )2 − 4 (1)(13) 6 ± −16 6 ± 4i
m= = =
2 (1) 2 2
m = 3 ± 2i (α ± i β )
The roots are complex (α = 3, β = 2 )
C.F. = eα x ( A cos β x + B sin β x ) = e3 x ( A cos 2 x + B sin 2 x ) , ∵ R.H .S = 0 ∴P.I . = 0
y = C .F . + P .I .
∴ y = e3 x ( A cos 2 x + B sin 2 x )

6. (
Find the Particular Integral of D 2 + 2 D + 2 y = sinh x )
1 1  e x − e− x   e x − e− x 
Solution: P.I. = sinh x =   ∵ sinh x = 
D2 + 2D + 2 D 2 + 2 D + 2  2   2 

1 1 1 −x  1 ex e− x 
= e x
− e =  − 
2  D 2 + 2 D + 2 D2 + 2D + 2  2 12 + 2 (1) + 2 ( −1)2 + 2 ( −1) + 2 

1  ex 
∴ P.I. =  − e− x 
2  5 

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7. (
Find the Particular Integral of D 2 + 3 y = sin 3 x )
1
Solution: P.I =
D +32
sin 3 x ( D 2 = − a 2 = −9 )
sin 3x
=
−9 + 3
− sin 3 x
∴ P.I . =
6

8. (
Find the Particular integral of D 2 + 6 y = sin x cos x )
1  sin 2 x 
Solution: P.I . = 2
sin x cos x ∵ sin 2 x = 2sin x cos x ⇒ sin x cos x = 
D +6  2 
1  sin 2 x 
= 
2  −4 + 6 
 D 2 = − 22 ( ( ))
1  sin 2 x  sin 2 x
=   ∴ P.I =
2 2  4
9. (
Find the Particular integral of D 2 + 4 D + 4 y = e −2 x x )
e−2 x x x 1 1 −2 x x
2
Solution: P.I =
( D + 2) 2
= e −2 x
(( D − 2) + 2) 2
= e −2 x
D2
( x ) = e −2 x
D∫
x dx = e ∫ 2 dx
e −2 x x 3
∴ P.I =
6

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


−1
1 2 1  D2  x2
Solution: P.I . = x = = 1 +  x2
2 + D2  D2  2  2 
2 1 + 
 2 
1  D2 D4 
∵ (1 + x ) −1 = 1 − x + x 2 − ⋯
= 1 − + − ⋯ x 2
2   
2 4 
 2 2
( ) 
1  D2  2 1  2 D x
= 1 −  x = x − (Omitting Higher terms of D2 )
2  2  2 2 
 
1  2 D (2x )  1 2
= x −  ∴ P.I =  x − 1
2 2  2
11. ( )
Solve D 2 + 2 D + 2 y = e −2 x + cos 2 x
Solution:

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The A.E. is m2 + 2m + 2 = 0
−2 ± 4 − 8 −2 ± 2i
m= = = −1 ± i
2 2
C.F = e− x [ A cos x + B sin x]
1 1 e−2 x
P.I1 = e−2 x = e −2 x
=
D2 + 2 D + 2 4−4+2 2
1 1 1
P.I 2 = 2 cos 2 x = cos 2 x = cos 2 x
D + 2D + 2 −4 + 2 D + 2 2D − 2
1 2D + 2 2D + 2 −4sin 2 x + 2 cos 2 x
= cos 2 x = 2
cos 2 x =
2D − 2 2D + 2 4D − 4 −20
cos 2 x − 2sin 2 x
P.I 2 =
−10
y = C.F + P.I1 + P.I 2
e −2 x cos 2 x − 2sin 2 x
y = e− x [ A cos x + B sin x ] + −
2 10

12. ( )
Solve D 2 − 4 D + 4 y = e 2 x + x 2
Solution:
The A.E. is m2 − 4m + 4 = 0
( m − 2 )2 = 0
m = 2, 2
C .F . = ( Ax + B ) e 2 x
1
P.I1 = 2
e2 x
D − 4D + 4
1 1 1 2 x x2 2 x
= e2 x = x e2 x = x e = e
4−8+ 4 2D − 4 4−4 2
−1
1 2 1 21 D2 − 4D  2
P.I 2 = 2 x = x = 1 +  x
D − 4D + 4  D − 4D 
2 4  4
4 1 +  
 
 4 
 2 
1   D2 − 4D   D2 − 4D   2 1 D2 D 4 + 16 D 2 − 8 D 3  2
= 1−   +   − ⋯ x =  1 − + D + − ⋯  x
4   4  
  4 
  4 
 4 16 
 
1 D2 2 2 1 3D 2  2 1  2 3
= 1 + D − + D  x = 1 + D +  x =  x + 2x + 
4 4  
4 4   4 2

P.I = P.I1 + P.I 2
2x x2 2 x 1  2 3
∴ y = ( Ax + B ) e + e +  x + 2x + 
2 4 2
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13. ( )
Solve D 2 − 3 D + 2 y = xe 3 x + sin 2 x
Solution:
The A.E. is m2 − 3m + 2 = 0

m = 1, 2
C .F . = Ae x + Be 2 x
1 1 1
P.I1 = 2 e3 x x = e3 x 2
x = e3 x 2 x
D − 3D + 2 ( D + 3) − 3 ( D + 3) + 2 D + 6 D + 9 − 3D − 9 + 2
−1
3x 1 e3 x 1 e3 x  D 2 + 3 D 
=e x= x= 1 +  x
D 2 + 3D + 2 2  D 2 + 3D  2  2 
1 + 
 2 
e3 x   D 2 + 3D   e3 x  3
= 1 −   +  x =  x −
2 

2   2   2

1 1 1 −2 + 3 D
P.I 2 = sin 2 x = sin 2 x = sin 2 x
D 2 − 3D + 2 −4 − 3 D + 2 −2 − 3D −2 + 3D
−2 + 3D − sin 2 x + 3cos 2 x
= 2
sin 2 x =
4 − 9D 20

P.I = P.I1 + P.I 2


x 2x e3 x  3  − sin 2 x + 3cos 2 x
∴ y = Ae + Be +  x − 2  +
2 20
14. ( )
Solve D 2 + 2 D + 1 y = xe − x cos x

Solution:
(
Given D 2 + 2 D + 2 y = 0 )
The Auxiliary equation (A.E) is m2 + 2m + 1 = 0
( m + 1)( m + 1) = 0
m1 = −1, m2 = −1 The roots are real and equal.
Complementary function is (C.F) = ( Ax + B)emx = ( Ax + B)e− x

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1 1 1
P.I1 = 2
xe− x cos x = e− x 2
x cos x = e− x x cos x
( D + 1) ( D − 1 + 1) D2
1 1
= e− x
D ∫ x cos x dx = e− x [ x sin x + cos x ]
D
= e− x ∫ [ x sin x + cos x ] dx

= e− x [ − x cos x − sin x + sin x ] = −e− x x cos x


y = C .F . + P .I .
∴ The general solution is y = ( Ax + B ) e − x − e − x x cos x

Cauchy’s homogeneous linear differential equation.


dny d n −1 y d n−2 y
a0 x n + a1x n −1 + a2 x n − 2 + ... + a n y = f ( x )
dx n dx n −1 dx n − 2
where a0, a1 , a2 ,..., a n areconstants .
d
Procedure: Let x = e z , z = log x, xD = θ , x 2 D 2 = θ (θ − 1) ,...where θ =
dz

2 d2 y dy
15. Solve x − 2x − 4 y = log x
dx 2 dx

(
Solution: x 2 D 2 − 2 xD − 4 y = log x )
Put x = e z ⇒ log x = z
xD = θ
x 2 D 2 = θ (θ − 1)
(1) ⇒ θ (θ − 1) − 2θ − 4  y = e z
θ 2 − 3θ − 4  y = e z
 
The A.E. is
m2 − 3m − 4 = 0
(m − 4)(m + 1) = 0
m = 4, − 1
C .F . = e 4 z + e − z
−1
1 1 −1   θ 2 − 3θ 
P.I . = 2 z= z = 1 −    z
θ − 3θ − 4  θ 2 − 3θ  4   4 
−4  + 1
 −4 
 
−1   θ − 3θ 
2 
= 1 +   + ...  z
4   4  

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−1   θ 2 ( z ) − 3θ ( z )  
= z +  + ... 
4   4 



−1   0 − 3(1)   − (4 z − 3)
=  z +  + ...  =
4   4   16
(4 z − 3)
∴ y = C.F + P.I = e4 z + e− z −
16
(4log x − 3)
y = Ax4 + Bx−1 −
16
16. ( )
Solve x 2 D 2 − 3 xD + 4 y = x 2 cos ( log x )

Solution: Put x = e z ⇒ log x = z


xD = D '
x D 2 = D ' ( D ' − 1)
2

(1) ⇒  D ' ( D ' − 1) − 3 D ' + 4  y = e 2 z cos z


 D ' 2 − 4 D ' + 4  y = e2 z cos z
 
2
 D ' − 2  y = e 2 z cos z
The A.E. is
( m − 2 )2 = 0 m = 2, 2
C .F . = ( Az + B ) e 2 z
1 1 1
P.I . = e 2 z cos z = e 2 z cos z = e 2 z ( − sin z ) = −e2 z cos z
( D ' − 2)
2
D' 2 D'

∴ y = C.F + P.I = ( Az + B ) e 2 z − e2 z cos z = ( A log x + B ) x 2 − x 2 cos ( log x )


17. (
Solve x 2 D 2 − xD + 1 y = π + log x )
(
Solution: x 2 D 2 − xD + 1 y = π + log x ) (1)

Put x = e z ⇒ log x = z
xD = D '
x D 2 = D ' ( D ' − 1)
2

(1) ⇒  D ' ( D ' − 1) − D ' + 1 y = π + e z


 D ' 2 − 2 D ' + 1 y = π e0 z + e z
 
The A.E. is
2
( m − 1) =0 m = 1,1
C .F . = ( Az + B ) e z

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1 1 1 1 1 1 z 2e z
P.I . = ( )
π e0 z + e z = π e0 z + e z =π + z
2 D '−1
e z = π + ze z = π + z 2e z = π +
0 2
( D ' −1)2 1 0 2

z 2e z 1 2
∴ y = C.F + P.I = ( Az + B ) e + π + = ( A log x + B ) x + π + [ log x ] x
z

2 2
18. (
Solve x 2 D 2 − xD − 2 y = x 2 log x )
Solution:
Put x = e z ⇒ log x = z
xD = θ
x 2 D 2 = θ (θ − 1)
(1) ⇒ θ (θ − 1) − θ − 2  y = e 2 z z
θ 2 − 2θ − 2  y = e 2 z z
 
The Auxiliary equation (A.E) is
m2 − 2m − 2 = 0
2± 4+8 2± 2 3
m= = = 1± 3
2 2
m = 1 + 3,1 − 3

C.F = Ae
(1+ 3 ) z + Be(1− 3 ) z

1 1
P.I1 = ze2 z = e 2 z z
θ 2
− 2θ − 2 (θ + 2) 2
− 2(θ + 2) − 2
−1
2z 1 e2 z   θ 2 + 2θ 
=e z = 1 −    z
θ 2
+ 2θ − 2 −2   2  
e2 z e2 z
= 1 +θ  z =
 [ z + 1]
−2  −2

(1+ 3 ) z (1− 3 ) z e2 z
∴ y = C .F + P.I = Ae + Be − [ z + 1] , z = log x
2
(1+ 3 ) x2 (1− 3 )
y = Ax [ log x + 1]
+ Bx −
2
Legendre’s linear differential equation:
dny d n−1 y d n−2 y
A0 (a + bx) n + A1(a + bx)n −1 + A2 (a + bx)n − 2 + ... + A n y = f ( x)
dx n dx n −1 dx n −2
where A0 , A1, … ,a & b are constants.
Procedure:

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d
Let ax + b = e z , z = log( ax + b), ( ax + b) D = aθ , (ax + b) 2 D 2 = a 2θ (θ − 1) ,...where θ =
dz
ez − b
⇒x=
a

2 d2y dy
19. Solve ( 1 + x ) 2
+ (1 + x ) + y = 2sin  log ( 1 + x ) 
dx dx
Solution:
2
2 d y dy
(1 + x ) 2 + (1 + x ) + y = 2sin log (1 + x ) 
dx dx
Put 1 + x = e z
z = log (1 + x )
Then ( x + 1) D = D '
( x + 1)2 D 2 = D ' ( D ' − 1)
∴  D ' ( D ' − 1) + D ' + 1 y = 2 sin z
 
 D ' 2 + 1 y = 2 sin z
 
The A.E. is m 2 + 1 = 0
m = ±i
C .F . = A cos z + B sin z = A cos  log (1 + x )  + B sin  log (1 + x ) 
1 1 1
P.I . = 2sin z = 2 sin z = 2 sin z
D ' 2+ 1 D ' 2+ 1 −1 + 1
1 1
= 2z sin z = z sin z = z ( − cos z ) = − log (1 + x ) cos log (1 + x ) 
2D ' D'
∴ y = C.F . + P.I
= A cos  log (1 + x )  + B sin  log (1 + x )  − log (1 + x ) cos  log (1 + x ) 
2
20. Solve ( 3 x + 2 ) y ′′ + 3 ( 3 x + 2 ) y ′ − 36 y = 3 x 2 + 4 x + 1
Solution:
Given ( 3 x + 2 ) 2 y ′′ + 3 ( 3 x + 2 ) y ′ − 36 y = 3 x 2 + 4 x + 1
Put 3x + 2 = e z ⇒ log ( 3 x + 2 ) = z
ez 2
x= −
3 3
Let ( 3x + 2 ) D = 3D '
( 3 x + 2 )2 D 2 = 9 D ' ( D ' − 1)
2
 ez 2   ez 2 
9 D ' ( D ' − 1) + 3 ( 3D ' ) − 36  y = 3  −  + 4  −  + 1
 
 3 3   3 3 

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 2z 
9 D ' 2 − 9 D '+ 9 D '− 36  y = 3  e + 4 − 4 e z  + 4 e z − 8 + 1
   9 9 9  3 3
2z
9 D ' 2 − 36  y = e − 1
  3 3
 D ' 2 − 4 y = 1 e2 z − 1
  27 27
2
The A.E. is m − 4 = 0
m = ±2
2 −2
C .F . = Ae 2 z + Be −2 z = A ( 3 x + 2 ) + B ( 3 x + 2 )
1  e2 z  1 1 2 z 1 1 2z z e2 z ze 2 z log ( 3 x + 2 )
P.I1 =   = e = z e = = = ( 3 x + 2 )2
2
D ' − 4  27  27 4 − 4 27 2 D ' 54 2 108 108
1  e0 z  1
P.I 2 =   = −
D ' 2 − 4  27  108
2 −2 log ( 3x + 2 ) 1
y = C.F + P.I1 − P.I 2 = A ( 3x + 2 ) + B ( 3x + 2 ) + ( 3 x + 2 )2 +
108 108
dx dy
21. Solve + 5x − 2 y = t, + 2 x + y = 0 given that x = y = 0 when t = 0
dt dt

Solution:
The given equation can be written as
( D + 5) x − 2 y = t -------- (1) 2 x + ( D + 1) y = 0 ------------- (2)
(1) × 2 ⇒ 2 ( D + 5 ) x − 4 y = 2t

( 2 ) × ( D + 5) ⇒ 2 ( D + 5 ) x + ( D + 1)( D + 5 ) y = 0
__________________________
( ( D + 1)( D + 5 ) + 4 ) y = −2t
(D 2
)
+ 6 D + 9 y = −2t
A.E is
m 2 + 6m + 9 = 0
m = −3, −3
∴ C.F = ( At + B )e −3t
1
P.I = 2 (−2t )
D + 6D + 9
 −1 
−2   D 2 + 6 D  
= 1+   (t )
9   9  

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−2   D 2 + 6 D   −2  2 
= 1 −    (t ) = t−
9   9   9  3 
∴ y = C.F + P.I
2  2
y = ( At + B )e−3t − t − 
9  3
eqn (2) =>
dy
2x = − −y
dt
dy 2
= −3( At + B )e −3t + Ae−3t −
dt 9
2 2  2
2 x = 3( At + B )e −3t − Ae −3t + − ( At + B )e−3t + t − 
9 9  3
2 2
= 2( At + B )e−3t − Ae−3t + + t
27 9
A 1 1
x = ( At + B )e −3t − e −3t + + t
2 27 9
x = 0 when t = 0
A 1
=> B − + =0
2 27
y = 0 when t = 0
4
=> B + =0
27
4 2
B=− , A=−
27 9
2 4  1 1 1
∴ x = −  t +  e−3t + e−3t + t +
 9 27  9 9 27
2 4  2 4
y = −  t +  e−3t − t +
 9 27  9 27

dx dy
22. Solve − y = t, + x = t2
dt dt

Solution:
Dx − y = t..............(1)
x + Dy = t 2 ..........(2)
(1) × D ⇒ D 2 x − Dy = 1...........(3)
(2) ⇒ x + Dy = t 2 ..............(4)

( )
(3) + (4) ⇒ D 2 + 1 x = 1 + t 2
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The Auxiliary equation (A.E) is


m2 + 1 = 0
m2 = −1, m = ±i
C.F = A cos t + B sin t
1 1 1
P.I . = 2 (1 + t 2 ) = 2 (1) + 2 t 2
D +1 D +1 D +1
1
= + (1 − D 2 + D 4 − ...) t 2 = 1 + (t 2 − 2)
1
P.I = t 2 − 1
∴ x = A cos t + B sin t + t 2 − 1
(1) ⇒ y = Dx − t
= D  A cos t + B sin t + t 2 − 1 − t
 
d
=  A cos t + B sin t + t 2 − 1 − t
dt  
y = − A sin t + B cos t + 2t − t

dx dy
23. Solve + 2 y = − sin t , − 2 x = cos t
dt dt
Solution:
Dx + 2 y = − sin t..............(1)
−2 x + Dy = cos t..........(2)
(1) × 2 ⇒ 2 Dx + 4 y = −2sin t...........(3)
(2) × D ⇒ − 2 Dx + D 2 y = − sin t..............(4)

( )
(3) + (4) ⇒ D 2 + 4 y = −3sin t...............( A)
The A.E. = m2 + 4 = 0
m = ±2i
C.F = A cos 2t + B sin 2t
1 −3
P.I . = 2 ( −3sin t ) = sin t = − sin t
D +4 −1 + 4
y = C.F + P.I = A cos 2t + B sin 2t − sin t
Sub in (2) we get −2 x + [ −2 A sin 2t + 2 B cos 2t − cos t ] = cos t
∴ x = − A sin 2t + B cos 2t − cos t
dx dy
24. Solve − 7 x + y = 0, − 2x − 5 y = 0
dt dt
Solution:

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( D − 7 ) x + y = 0..............(1)
−2 x + ( D − 5) y = 0..........(2)
(1) × 2 ⇒ 2 ( D − 7 ) x + 2 y = 0...........(3)
(2) × ( D − 7 ) ⇒ − 2 ( D − 7 ) x + ( D − 5 )( D − 7 ) y = 0..............(4)

(
(3) + (4) ⇒ D 2 − 12 D + 37 y = 0 )
A.E. is m2 − 12m + 37 = 0
m 2 − 12m + 36 + 1 = 0
( m − 6 )2 + 1 = 0
( m − 6 ) 2 = −1
m = 6±i
6t
∴ y=e ( A cos t + B sin t )
(2) ⇒ −2 x = − ( D − 5 ) y
1 5
x= Dy − y
2 2
1  6t 5
= e ( − A sin t + B cos t ) + 6e6t ( A cos t + B sin t )  − e 6t ( A cos t + B sin t )
2  2
1
x = ( A + B ) e6t cos t + ( B − A ) e6t sin t 
2 
dx dy
25. Solve + 2 x + 3 y = 0, 3 x + + 2 y = 2e 2t
dt dt

Solution:
The given equation can be written as
( D + 2) x + 3 y = 0 -------- (1) 3 x + ( D + 2 ) y = 2e 2t ------------- (2)

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(1) × ( D + 2 ) ⇒ ( D + 2 )2 x + 3 ( D + 2 ) y = 0...........(3)
( 2)×3 ⇒ 9 x + 3 ( D + 2 ) y = 6e 2t ..............(4)

(
(3) − (4) ⇒ D 2 + 4 D − 5 x = − 6e2t )
A.E is
2
m + 4m − 5 = 0
m = 1, −5
∴ C.F = Aet + Be −5t
1
P.I = 2
( − 6e 2 t )
D + 4D − 5
−6 2t
P.I = e
7

∴ x = C.F + P.I
6
x = Aet + Be−5t − e 2t
7

eqn (1) =>


dx
3y = − − 2x
dt
−1  dx 
y =  + 2x 
3  dt 
−1  t −5t 12 2t t −5t 12 2t 
=  Ae − 5 Be − e + 2 Ae + 2 Be − e 
3  7 7 
−1  24 
=  3 Aet − 3Be−5t − e 2t 
3  7 
8
y = − Aet + Be−5t + e2t
7
Method of Variation of Parameters:
P.I . = P f1 + Q f2
− f2 R f1R
where P = ∫ dx ; Q = ∫ dx
f1 f 2' − f1' f 2 f1 f 2' − f1' f 2

d2 y
26. Solve + y = tan x by Method of Variation of Parameters.
dx 2

Solution:
( )
Given D 2 + 1 y = tan x

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The A.E. is m 2 + 1 = 0
m = ±i
C .F . = A cos x + B sin x
f1 = cos x, f 2 = sin x
f1 ' = − sin x , f 2 ' = cos x
f1 f 2 '− f1 ' f 2 = cos 2 x + sin 2 x = 1
f2 X sin x tan x sin 2 x 1 − cos 2 x
P = −∫ dx = − ∫ dx = − ∫ dx = − ∫ dx
f1 f 2 '− f1 ' f 2 1 cos x cos x
= − ∫ ( sec x − cos x ) dx = − log ( sec x + tan x ) + sin x
f1 X cos x tan x
Q=∫ dx = ∫ dx = ∫ sin x dx = − cos x
f1 f 2 '− f1 ' f 2 1
P.I . = f1 P + f 2 Q = cos x  − log ( sec x + tan x ) + sin x  − sin x.cos x
y = A cos x + B sin x + cos x  − log ( sec x + tan x ) + sin x  − sin x.cos x
d2 y
27. Solve by the Method of Variation of Parameters + y = x sin x
dx 2
Solution:
( )
Given D 2 + 1 y = x sin x
The A.E. is
m2 + 1 = 0
m = ±i
C.F . = c1 cos x + c2 sin x
f1 = cos x, f 2 = sin x
f1 ' = − sin x , f 2 ' = cos x
f1 f 2 '− f1 ' f 2 = cos 2 x + sin 2 x = 1
f2 X sin x x sin x  1 − cos 2 x 
P = −∫ dx = − ∫ dx = − ∫ x sin 2 x dx = − ∫ x   dx
f1 f 2 '− f1 ' f 2 1  2 
1 1  x 2  1   sin 2 x   − cos 2 x  
=−
2 ∫ ( x − x cos 2 x ) dx = −   + x
2  2  2   2 
 − (1) 
 4  

x2 x 1
= − + sin 2 x + cos 2 x
4 4 8

f1 X cos x x sin x 1
Q=∫ dx = ∫ dx = ∫ x sin 2 x dx
f1 f 2 '− f1 ' f 2 1 2
1   − cos 2 x   − sin 2 x   x 1
=  x  − (1)    = − cos 2 x + sin 2 x
2  2   4  4 8

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 x2 x 1   x 1 
P.I . = f1 P + f 2 Q = cos x  − + sin 2 x + cos 2 x  + sin x  − cos 2 x + sin 2 x 
 4 4 8   4 8 
 x2 x 1   x 1 
y = c1 cos x + c2 sin x + cos x  − + sin 2 x + cos 2 x  + sin x  − cos 2 x + sin 2 x 
 4 4 8   4 8 
d2y
28. Using method of variation of parameters, Solve + y = sec x
dx 2

Solution:
( )
Given D 2 + 1 y = tan x

The A.E. is m 2 + 1 = 0
m = ±i
C .F . = A cos x + B sin x
f1 = cos x, f 2 = sin x
f1 ' = − sin x , f 2 ' = cos x
f1 f 2 '− f1 ' f 2 = cos 2 x + sin 2 x = 1
f2 X sin x sec x sin x
P = −∫ dx = − ∫ dx = − ∫ dx = log(cos x)
f1 f 2 '− f1 ' f 2 1 cos x

f1 X cos x sec x
Q=∫ dx = ∫ dx = ∫ dx = x
f1 f 2 '− f1 ' f 2 1
P.I . = f1 P + f 2Q = cos x log(cos x ) + x sin x
y = A cos x + B sin x + cos x log(cos x ) + x sin x
29. Solve by the Method of undetermined co-efficients y′′ + y′ − 2 y = x 2
Solution:
Given y′′ + y′ − 2 y = x 2 ⋯ (1)
( )
i.e., D 2 + D − 2 y = x 2

The Auxiliary equation (A.E) is m 2 + m − 2 = 0


( m − 1)( m + 2 ) = 0
m = 1, − 2
m1 = 1, m2 = −2 The roots are real and distinct.
Complementary function is (C.F) = Ae m1x
+ Bem2 x = Ae x + Be −2 x ⋯ (2)

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Let P.I . = y p = c1 x 2 + c2 x + c3 ⋯ (3)


y 'p = 2c1 x + c2 ⋯ (4)
y ''p = 2c1 ⋯ (5)
Subs. (3), (4), (5) in (1)
2c1 + 2c1x + c2 − 2(c1 x 2 + c2 x + c3 ) = x 2
2c1 + 2c1x + c2 − 2c1 x 2 − 2c2 x − 2c3 = x 2
−2c1x 2 + (2c1 − 2c2 ) x + 2c1 + c2 − 2c3 = x 2 + 0 x + 0
Equating the co − efficients,
−1
−2c1 = 1 ⇒ c1 =
2
−1
2c1 − 2c2 = 0 ⇒ c1 = c2 ⇒ c2 =
2
 −1   − 1  −3
2c1 + c2 − 2c3 = 0 ⇒ 2   +   − 2c3 = 0 ⇒ c3 =
 2   2  4
 −1   −1   −3 
P.I . = y p =   x 2 +   x +  
 2   2   4 
 −1   −1   −3 
General Solution is y = Ae x + Be−2 x +   x 2 +   x +  
 2   2   4 
30. Solve by the Method of undetermined co-efficients y′′ − 4 y = xe x + cos 2 x
Solution:
Given y′′ − 4 y = xe x + cos 2 x
i.e., ( D 2 − 4) y = xe x + cos 2 x
Auxiliary equation is m 2 − 4 = 0
m = ±2
C.F . = Ae2 x + Be −2 x
P.I . = P.I1 + P.I 2
To find P.I.1:
Consider y′′ − 4 y = xe x ⋯ (1)
Let y p1 ( x) = (c1x + c2 )e x
y 'p1 ( x) = (c1x + c2 )e x + e x c1 = (c1 x + c1 + c2 )e x
y ''p1 ( x) = (c1x + c1 + c2 )e x + e x c1 = (c1 x + 2c1 + c2 )e x
(1) ⇒ (c1x + 2c1 + c2 )e x − 4(c1 x + c2 )e x = xe x
(−3c1 x + 2c1 − 3c2 )e x = xe x
−3c1x + 2c1 − 3c2 = x

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Equating the co-efficients,


−1
−3c1 = 1 ⇒ c1 =
3
2 2 −1 −2
2c1 − 3c2 = 0 ⇒ c2 = c1 = . =
3 3 3 9
  −1   −2   −(3 x + 2) x
y p1 ( x) =    x +    e x = e
 3   9  9

To find P.I.2:
Consider y′′ − 4 y = cos 2 x ⋯ (2)
Let y p2 ( x) = c3 cos 2 x + c4 sin 2 x
y 'p ( x) = −2c3 sin 2 x + 2c4 cos 2 x
2
''
y p ( x) = −4c3 cos 2 x − 4c4 sin 2 x
2
(2) ⇒ −4c3 cos 2 x − 4c4 sin 2 x − 4(c3 cos 2 x + c4 sin 2 x) = cos 2 x
⇒ −8c3 cos 2 x − 8c4 sin 2 x = cos 2 x
Equating the co − efficients,
−1
−8c3 = 1 ⇒ c3 =
8
−8c4 = 0 ⇒ c4 = 0
 −1 
y p2 ( x) =   cos 2 x
 8 

(3 x + 2) x cos 2 x
General Solution is y = Ae 2 x + Be −2 x − e −
9 8
31. Solve by the Method of undetermined co-efficients ( D 2 − 2 D ) y = e x sin x
Solution:
Given ( D 2 − 2 D) y = e x sin x
i.e., y′′ − 2 y′ = e x sin x...(1)
Auxiliary equation is m 2 − 2m = 0
⇒ m(m − 2) = 0 ⇒ m = 0, 2
C.F . = Ae0 x + Be 2 x = A + Be 2 x
To find P.I.:

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Let y p = e x (c1 cos x + c2 sin x)


y 'p ( x) = e x (c1 cos x + c2 sin x) + e x (−c1 sin x + c2 cos x)

= e x ((c1 + c2 ) cos x + (c2 − c1 ) sin x))


y ''p ( x) = e x ((c1 + c2 ) cos x + (c2 − c1 )sin x)) + e x (−(c1 + c2 ) sin x + (c2 − c1 ) cos x))

= e x (2c2 cos x − 2c1 sin x)


(1) ⇒ e x (2c2 cos x − 2c1 sin x) − 2e x ((c1 + c2 ) cos x + (c2 − c1 ) sin x)) = e x sin x
e x ((−2c1 + 2c1 − 2c2 ) sin x + (2c2 − 2c1 − 2c2 ) cos x)) = e x sin x
⇒ −2c2e x sin x − 2c1e x cos x = e x sin x
−1
⇒ c2 = , c1 = 0
2
x
 −1 
⇒ y p = e   sin x)
 2 
 −1 
General Solution is y = A + Be2 x +   e x sin x)
 2 

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Sub. Name & Code: Engg.Mathematics-I, MA8151 Dept. of Mathematics Academic Year: 2017-18

St. JOSEPH’S COLLEGE OF ENGINEERING, CHENNAI-119.


St. JOSEPH’S INSTITUTE OF TECHNOLOGY, CHENNAI-119.
COURSE: B.E./B.TECH ( COMMON TO ALL BRANCHES) - FIRST SEMESTER

MA8151/ENGINEERING MATHEMATICS – I

UNIT –IV MULTIPLE INTEGRALS

INTRODUCTION

Integration can be defined as the reverse process of differentiation or as the limit of a sum. Let the
function f(x) be defined on a closed interval [a, b] and is piecewise continuous there. Then the Riemann
b
integral  f (x )dx is defined as
a
b n

 f (x)dx  Lim n 
 f (s ) (xi i  x i 1 ) , where a = x0 < x1 < x2 < …<xn = b is a partition of [a, b] into closed
a Max i 0 i 1

subintervals, si [xi-1 , xi] and i = |xi - xi-1 |.


The extensions of Riemann integral to two and three dimensions are called double and triple
integrals or in general multiple integrals. In this chapter, we discuss the various methods of evaluating
the double integrals  f ( x, y) dx dy and the triple integrals  f ( x, y, z) dx dy dz, when f is a function,
R V
continuous inside and on the boundary of the region R or V. One can also think of the multiple integral
in the n-dimensional space ℝ n, denoted by   f ( x 1 , x 2 ,, x n ) dx 1 dx 2 dx n
V

DOUBLE INTEGRALS
Definition
Let f(x, y) be a continuous function in the closed and bounded region R in the two dimensional space ℝ2.
Let the region R be subdivided in any manner into n subregionsR1, R2, …,Rn of areas A1, A2, …,
An. Let ( i , i ) be any point in the ithsubregionRi. Then the double integralof f(x, y) over the region
n
R is defined as Lim
n 
 f ( ,  ) A
i i i and is denoted by  f (x, y) dA or  f (x, y) dx dy
Max Ai 0 i 1 R R

APPLICATIONS OF DOUBLE INTEGRALS

1. Area of a region.
n
If f(x, y) = 1 then  dx dy  Lim
n 
 A i  A, the area of the region R.
R Max Ai 0 i 1

2. Volume under a surface.


If z = f(x, y) is a surface in ℝ3 and z is non-negative over the region R then
 f (x, y) dx dy   z dx dy gives the volume of the region below the surface and above the region R in
R R

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the xy-plane, and bounded by the cylinder 0  z  f (x, y), (x, y)  R ,the boundary of the region R.
3. Average.
1
A 
f ( x, y) dx dy gives the average value of f(x, y) over R, where A is the area ofthe region R.
R
4. Centre of gravity.
Let f(x, y) = (x, y) be the density function (mass per unit area) of a distribution ofmass in the region R
in the xy-plane. Then
(i) M   f ( x, y) dx dy gives the total mass of R.
R
1 1
(ii) x   x.f ( x, y) dx dy, y   y.f ( x, y) dx dy gives the coordinates of thecentre of gravity
M R M R
( x, y) of the mass M in R.
5.Moment of Inertia.
I x   y 2 .f ( x, y) dx dy and I y   x 2 .f ( x, y) dx dy gives the moment of inertia of themass M in R
R R
about the x and y axes respectively. I0 = I x + Iy is the moment of inertiaof the mass about the origin.

EVALUATION OF DOUBLE INTEGRALS

Let f(x, y) be a function defined and continuous in a region R in the xy-plane.


To evaluate the double integral I   f ( x, y) dx dy, (1)
R
one has to perform two successive integrations. We consider the following three cases.

Case 1. All the limits are constants.

R = { (x, y) / a ≤ x ≤ b, c ≤ y ≤ d }
R is a rectangular region with sides parallel to the coordinate axes. For any fixed x [a, b], consider the
d

integral  f (x, y) dy .
c
The value of this integral is a function of x and hence can be integrated w.r.t x and

b
d 
we get a c f (x, y) dy dx (2).

Here, we first integrate along the vertical strip PQ (Fig. 1.1) and then slide it from AD to BC parallel to

d b

the x-axis. Similarly we can define    f ( x, y) dx  dy (3)
c a 
i.e., we first integrate along the horizontal strip PQ and then slide it from AB to DC, parallel to the y-
axis. The integrals (2) and (3) are called iterated integrals. Both the integrals give the same value.
Thus for double integrals over a rectangular region with sides parallel to the coordinate axes or
equivalently, for double integrals in which both pairs of limits are constants, it does not matter whether
we first integrate w.r.t x and then w.r.t y or vice versa.

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Case 2. Limits for x are constants.


R = {(x, y) / (x) ≤ y ≤ (x), a ≤ x ≤ b} where (x) and (x) are continuous functions such that
(x) ≤ (x) for all x  [a, b]. (Fig. 5.2) Then
b   (x) 
I     f ( x, y) dy dx (4)
 y(x)
x a  
While evaluating the inner integral in (4), x is treated as a constant. The iterated integral in the right
b  (x) b  (x)

hand side of (4) is also written as a  f (x, y) dy dx or a dx  f (x, y) dy .


 (x)  (x)

Case 3. Limits for y are constants.


R = {(x, y) / (y) ≤ x ≤ (y), c ≤ y ≤ d} where (y) and (y) are continuous functions such that
(y) ≤ (y) for all y  [c, d]. (Fig. 5.3) Then
d   (y) 
I     f ( x, y) dx  dy (5)
 x (y)
y c  
While evaluating the inner integral in (5), y is treated as a constant. The iterated integral in the right
d  (y) d  (y)

hand side of (5) can also be written as c  f (x, y) dx dy or  dy  f (x, y) dx .


 (y) c (y)

d D Q C

P' Q'

c A P B

O a b X

Fig. 5.1

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Y Y

y = (x)
d
R x = (y) R x = (y)

y = (x) c

X X
O a b O

Fig. 5.2 Fig. 5.3

If the region of integration R is such that it cannot be written in one of the forms discussed
above, then we divide R into a finite number of subregions R 1 , R 2, …, R m such that each of these
subregions can be represented in one of the above forms and we get the double integral over R by adding
the integrals over these subregions.
m  
i.e.,  f ( x, y) dx dy     f ( x, y) dx dy (6)
R  Ri
i 1  
For example, in Fig 5.4, R = R 1R2 is a partition of R and we have
 f (x, y) dx dy   f (x, y) dx dy   f (x, y) dx dy
R R1 R2

c   (x)  b   (x) 
    f ( x, y) dy dx     f ( x, y) dy dx
a1 ( x )  c 2 ( x ) 

Y
y = (x)

R1 R2
y = 1(x) y = 2(x)

O a c b X
Figure 5.4

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DOUBLE INTEGRATION IN POLAR COORDINATES

2 r2
(i) To evaluate the double integral   f (r, ) dr d where r1 and r2 are functions of  and 1, 2 are
1 r1
constants, we first integrate w.r.t r between the limits r = r 1 and r = r2 keeping  fixed and the
resulting expression is integrated w.r.t  from 1 to 2. The order of integration is changed when
1 and 2 are functions of r and r1, r 2 are constants.
(ii) The double integral in Cartesian coordinates I   f ( x, y) dx dy, can be transformed into a
R
double integral in polar coordinates by substituting x = r cos, y = r sin  and dx dy = r dr d.
Thus I   f (r cos , r sin ) r dr d
R
Note: If A is the area of the region R enclosed by curves whose equations are in polar coordinates, then
A   r dr d.
R

CHANGE OF ORDER OF INTEGRATION

In a double integral, if the limits of integration are constants, then the order of integration is
not important. One can integrate w.r.t x and then w.r.t y or vice versa. But in a double integral
with variable limits, the change of order of integration changes the limits of integration.
Sometimes it is convenient to evaluate a double integral by changing the order of integration. In
such cases the limits of integration are suitably modified. It may be necessary to split the given
region of integration into subregions.

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1 2 x
1. Change the order of integration in   x y dy dx and hence evaluate it (May 2012)
0 x2

SOLUTION:

From the limits of integration, it is clear that we have to integrate first with respect to y which
varies from y  x 2 to y  2  x and then with respect to x which varies from x  0 to x  1 . The region
of integration is divided into vertical strips. For changing the order of integration, we divide the region of
integration into horizontal strips.

Solving y  x 2 and y  2  x , the co-ordinates of A are 1,1 . Draw AM  OY . The region of integration
is divided into two parts, OAM and MAB.

For the region OAM, x varies from 0 to y and y varies from 0 to 1. For the region MAB, x varies from 0
to 2  y and y varies from 1 to 2.

1 2 x 1 y 2 2 y
  xy dx dy    xy dx dy    xy dx dy
0 x2 0 0 1 0

y 2 y
1
 x2  2
 x2 
  y   dy   y   dy
0 
2 0 1 
2 0

1 2
1 1
  y 2 dy   y  2  y  dy
2
20 21

1
1  y3  1
 
2
     4 y  4 y 2  y 3 dy
2  3 0 2 1

2
1 1 4 y3 y 4 
  2 y 2   
6 2 3 4 1

1 1  32   4 1 
   8   4   2    
6 2  3   3 4 

1 2 x
3
  xy dx dy 
8
0 x2

3 4 y
2. Evaluate    x  y  dx dy by changing the order of integration
0 1

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SOLUTION:

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

Here y varies from y  0 to y  3 and x varies from x  1 to x  4  y

After changing the order of integration, the limits


for

x : 1 x  2

y: 0  y  4  x2

3 4 y 2 4  x2
    x  y  dx dy     x  y  dy dx
0 1 1 0

4  x2
2
 y2 
  xy   dx
1  2 0


  
2
4  x2
 
2
    0  0  dx ’
  x 4  x 
2

2 
1   

2
 16  x 4  8 x 2 
   4 x  x3   dx
1  2 

2
 8 x  2 x3  16  x 4  8 x 2 
   dx
1 
2 

 
2
1
  x 4  2 x3  8 x 2  8 x  16 dx
21

2
1  x5 2 x 4 8 x3 8 x 2 
      16 x 
2 5 4 3 2 1

1  32 16 64  1 1 8 
      16  32      4  16 
2 5 2 3 5 2 3 

1  31 15 56 
    12  16
2  5 2 3 

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3 4 y
241
   x  y  dx dy  60
0 1

a a
x
3. Change the order of integration in  x  y2
2
dx dy and hence evaluate it
0 y

SOLUTION:
aa
x
Given   x2  y 2 dx dy
0y

The limits for y varies from y  0 to y  a and x varies from x  y to x  a .

The region of integration is bounded by y  0 , y  a , x  y and x  a .

After changing the order of integration, the limits for

x: 0 xa y
y: 0 y x

aa
x
ax
x y=x
 dx dy    dy dx x=a
0y x2  y 2 00 x2  y 2 x=0

a y x
  y  y=0
   tan 1    dx x
 x   y0
0


a a

   tan 1 1  tan 1  0  dx     0 dx
0 
0
4

  
a

4
dx 
4
 x 0   a  0
a
4
0


aa
x
  x2  y 2 dx dy  4 a
0y

 y  y2
4. Change the order of integration in  ye x dx dy and hence evaluate it.
0 0

SOLUTION:

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The region of integration is bounded by y  0, y  , x  0 and x  y .

Here y varies from y  0 to y   and x varies from x  0 to x  y .

After changing the order of integration, the limits for

x: 0 x y
y: x y
y=∞
 y  y2    y2
  ye x dx dy    ye x dy dx x=0
0 0 0 x x=y

   y2
1
   2y e x dy dx y=0 x
20 x

   y 
2
1 
  e
2 0 x
x d y 2  dx

 
 

  y2  
 e x     y2  

1
2 0

 1


dx 
1
2 0   2 0 

  xe x  dx  1 0   xe  x  dx
 
 x
 x  x


1  e x e x 

1 1 
  xe  x dx   x  1     x e x  e x 
20 2  1
  12  0 2 0

1
  0  0   0  1 
2 

 y  y2
1
 ye x dx dy 
2
0 0

a 2
b  y2
b b
5. Change the order of integration and hence evaluate   xy dx dy .
0 0

SOLUTION:

a 2
The region of integration is bounded by y  0 , y  b , x  0 and x  b  y2
b

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a 2
Here y varies from y  0 to y  b and x varies from x  0 to x  b  y2
b
After changing the order of integration, the limits for

x: 0 xa
b 2
y: 0 y a  x2
a
a 2 2 b 2 2
b y a x
b b a a y=b
  xy dx dy    xy dy dx
0 0 0 0
x=0
b
a2  x2 y=0
 xy 2  a
a
  dx
0
2 0

 b2 2 
ax
2
a  x2   
 a  0 dx
0 
2
 
 
a
b2  x2 x4 
 
a
b2
 a x  x dx  2  a 2
2 3
 
2a 2 0 2a  2 4 0

b 2  a 4 a 4   b2  a 4 
      0  0   2 
2a 2  2 4   2a  4 

a 2 2
b y
b b
a 2b 2
  xy dx dy 
8
0 0

CHANGE OF VARIABLES

By changing the variables using a suitable transformation, a given integral can be transformed
into a simpler integral involving the new variables. Thus in certain cases, the evaluation of a
double or triple integral becomes easier, when we change the given variables into a new set of
variables. Considering the region of integration and the integrand a suitable transformation is
chosen for the change of variables.

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CHANGE OF VARIABLES IN DOUBLE INTEGRALS

Let f(x, y) be continuous over a region R in the xy-plane. Let the variables x, y be changed to
new variables u, v by the transformation x = (u, v), y = (u, v) where the functions (u, v) and
(u, v) are continuous and have continuous first order partial derivatives in the region R in the
uv-plane, which corresponds to the region R in the xy-plane. Then
 f (x, y)dx dy   F(u, v) | J | du dv where F(u, v) = f((u, v), (u, v)) and
R R

x x
( x, y) u v
J   0 is the functional determinant or Jacobian of transformation from
(u, v) y y
u v
(x, y) to (u, v) coordinates.

For example, to change Cartesian coordinates (x, y) to polar coordinates (r, ), we have x = r
cos, y = r sin . Then,

x x
J  yr   cos   r sin   r
y sin  r cos 
r 

  f ( x, y)dx dy   f (r cos , r sin ) r dr d ,


R R

where R is the region in the r-plane corresponding to R in the xy-plane


 

 x2  y2  dx dy
6. Transform the integral into polar co-ordinates and hence evaluate  e
0 0

SOLUTION:

Let us transform this integral in polar co-ordinates by taking x  r cos  , y  r sin  and dx dy  r dr d

 

 x2  y 2  dx dy   / 2  e r 2 r dr d
 e  
0 0 0 0

 /2 
  e
r2 1
2
 
d r 2 d
0 0

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 /2 
1   e  r 2  d

2    0
0

 /2  /2
1 1

2   0  1 d  2  d
0 0

1  /2
  
2 0

 

 x2  y 2  dx dy  
 e 4
0 0

a a
x2
7. Transform the integral into polar co-ordinates and hence evaluate  x2  y2
dx dy
0 y

SOLUTION:

The region of integration is bounded by y  0 , y  a , x  y and x  a .

Let us transform this integral in polar co-ordinates by taking x  r cos  , y  r sin  and dx dy  r dr d

 / 4 a sec 
r 2 cos2 
a a
x2
  dx dy    r dr d
0 y x2  y 2 0 0  r cos     r sin  
2 2

 / 4 a sec 
r 3 cos 2 
   dr d
0 0 
r 2 cos 2   sin 2  
 / 4 a sec  3
r cos 2 
   r
dr d
0 0

 / 4 a sec 
   r 2 cos 2  dr d
0 0

 /4 a sec 
 r3 
  cos    d
2

0 3 0

 /4
 a3 sec3  
  cos 2  
3
 0  d
0  

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 /4
a3 1

3  cos 2 
cos3 
d
0

 /4
a3

3  sec  d
0

a3  /4
 log  sec   tan    0
3


a3 
3 
log  
2  1  log 1  0 


a3 
3 
log  
2  1  0

 
a a
x2 a3
 x2  y 2
dx dy 
3
log 2 1
0 y

8. Find the smaller of the area bounded by y  2  x and x 2  y 2  4

SOLUTION:

Given y  2  x ---------(1) & x 2  y 2  4 ---------(2)

Solving (1) and (2) we get x  0, x  2

x  0  y  2 and x  2  y  0 .

Therefore the point of intersection of (1) and (2) is  0, 2 and  2,0 .

x varies from x  0 to x  2 and y varies from y  2  x


to y  4  x 2

2 4  x2
 The required area    dy dx
0 2 x

2
   y 2  x
4  x2
dx
0

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

0 0

2
 x   x2 
2
x 4
  4  x 2  sin 1      2 x  
2 2  2  0  2 0

  
  0  2    0  0    4  2   0  0 
 2 

   2 square units.

x2 y2
9. Find the area of the ellipse  1
a2 b2

SOLUTION:

Area of ellipse  4  area of quadrant

a 2
x varies from x  0 to x  b  y 2 and y varies
b
from y  0 to y  b

a 2 2
b y
b b
 The required area  4  dx dy
0 0

b a 2 2
b y
 4  x  b
0
dy
0

b
a 2 
 4  b  y 2  0 dy
0  
b

b
4a
b 0
 b 2  y 2 dy

b
4a  b 2 1  y  y 2 
  sin    b  y2 
b 2 b 2 0

4a   b 2  
 sin 1  0   0  0 
1

b  2  

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4a  b 2  

b  2 2 

  ab

10. Find the area of the cardioid r  a  1  cos  

SOLUTION:

The curve is symmetrical about the initial line.

   r  a 1 cos  
The required area  2   r dr d
 0 r 0

 a 1 cos  
 r2 
 2   d
0 
2 0


   a 2 1  cos    0 d
2
 
0


 a 2  1  cos 2   2cos  d
0


 1  cos 2 
 a 2  1   2cos  d
0  
2


 1 cos 2 
 a 2  1    2cos  d
0  
2 2


3 cos 2 
a   2   2cos  d
2

0
2 


3 sin 2 
 a2     2sin  
2 4 0

 3  
 a 2    0  0   0  0  0 

 2  

3
  a2 .
2

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11. Find the area lying inside the circle r  a sin  and outside the cardioid r  a  1  cos  

SOLUTION:

Eliminating r between the equations of two curves, sin   1  cos  or sin   cos   1

Squaring 1  sin 2  1 or sin 2  0

 2  0 or 


(i.e.)   0 or
2

For the required area, r varies from a 1  cos   to a sin 



and  varies from 0 to .
2
 /2 a sin 
 The required area    r dr d
0 a 1 cos  

 /2 a sin 
 r2 
    d
0  2  a 1 cos  

 /2
1
 a 2 sin 2   1  cos    d
2

2  
0

 /2
a2

2  sin 2   1  cos 2   2cos   d
 
0

 /2
a2

2   2cos 2   2cos   d
 
0

 /2
a    cos 2   cos   d
2
 
0

 1 
 a2   1
 22 

 
 a 2 1  
 4

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TRIPLE INTEGRALS

Triple integrals are defined in a manner similar to a double integral.

Definition Let f(x, y, z) be a function defined and continuous in a closed and bounded region R
in ℝ3. Divide R into n sub regions R1, R 2, …,R n of volumes V1, V2 , …, Vn. Let
(i , i , i ) be any point in the ithsubregionRi. Then the triple integralof f(x, y, z) over the
n
region R is defined as Lim
n 
 f ( ,  ,  ).V
i i i i and is denoted by
Max Vi 0 i 1

 f (x, y, z) dV or  f (x, y, z) dx dy dz .


R R

The triple integral can be computed by expressing it as the iterated integral

b  ( x )  h ( x ,y)  
 y( x ) zg( x ,y)

x a 
 f ( x , y, z ) dz  dy dx
 
 

The order of integration can be changed by suitably modifying the limits of integration and if
necessary by subdividing the region R into a finite number of subregions, in which case the triple
integral over R is obtained by summing the triple integrals over these subregions. The properties
of triple integrals are similar to those of double integrals.

APPLICATIONS OF TRIPLE INTEGRALS

1. Volume of a region
If f(x, y, z) = 1, then the triple integral over R gives the volume V of the region R.
i.e., V   dx dy dz.
R

2.Centre of gravity
Let f(x, y, z) = (x, y, z) be the density of a mass in the region R.
Then M   f(x, y, z) dx dy dz gives the total mass of the solid in R
R
1
If x 
M  x.f(x, y, z) dx dy dz
R
1
M 
y y.f(x, y, z) dx dy dz
R

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1
M 
z z.f(x, y, z) dx dy dz , where f(x, y, z) = (x, y, z), then ( x, y, z) is the
R
centre of mass orcentre of gravity of the solid of mass M in the region R.

3. Moment of inertia
If f(x, y, z) = (x, y, z) is the density function of a mass in the region R, then
I x   (y 2  z 2 ).f(x, y, z) dx dy dz
R

I y   (x 2  z 2 ).f(x, y, z) dx dy dz
R

I z   (x 2  y 2 ).f(x, y, z) dx dy dz are the moments of inertia of the mass about the
R
x-axis, y-axis and z-axis respectively.

12. Find the volume of the sphere x 2  y 2  z 2  a 2

SOLUTION:

Volume V  8  Volume in an octant

z varies from z  0 to z  a 2  x 2  y 2

y varies from y  0 to y  a 2  x 2

x varies from x  0 to x  a

a a2  x2 a2  x2  y 2
 V  8   dz dy dx
0 0 0

a a2  x2

  z 0
2
 x2  y 2
 8
a
dy dx
0 0

a a2  x2
 8  a 2  x 2  y 2  0 dy dx
  
0 0

  y
a a2  x2 2
 8  a2  x2 2
dy dx
0 0

a 2  x2
a
y 2 a x  y 2 2
 8  a  x2  y 2  sin 1   dx
02 2  a 2  x 2   0

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a 
 a2  x2  
 8  0    0  0   dx
0 2 2  
a
 x3 
 
a
 2  a  x dx  2  a 2 x  
2 2

0  3 0

 3 a3  
 2  a     0  0 
 3 

4
V   a3 .
3

a a2  x2 a2  x2  y2
dz dy dx
13. Evaluate  
0 0
0 a  x2  y2  z2
2
(Dec. 2011)

SOLUTION:

a a2  x2 a2  x2  y 2
dz dy dx
Let I   
0 0 0 a  x2  y 2  z 2
2

a2  x2  y 2
a a2  x2   z 
  sin 1   dy dx
0 0   a  x  y   0
2 2 2

a a2  x2

  sin 1 1  sin 1  0  dy dx


0 0

a a2  x2
   a

  2 0
 
a2  x2
2  0  dy dx  y dx
 
0
0 0


a
a
a2  x  x 
2 0
 a  x dx  
2 2
a  x  sin 1   2 2

2 2 2  a  0

  a2   
  0     0  0 
2  2 2 

a2  x2  y 2
a a2  x2
dz dy dx  2a2
 
0 0
0 a2  x2  y 2  z 2

8

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dz dy dx
14. Evaluate   x  y  z  1
V
3
over the region of integration bounded by the planes

x  0, y  0 , z  0, x  y  z  1 (Dec. 2011)

SOLUTION:

Here z varies from z  0 to z  1  x  y

y varies from y  0 to y  1  x

x varies from x  0 to x  1
1 1 x 1 x  y
dz dy dx 1
      x  y  z  1 dz dy dx
V  x  y  z  1 3
0 0 0
3

1 1 x 1 x  y

    x  y  z  1
3
dz dy dx
0 0 0

1 x  y
1 1 x   x  y  z  1 2 
    dy dx
0 0  2  0

1 1 x
1  22   x  y  1 2  dy dx
2 0 
  
0

1 1 x
1 1 
    4   x  y  1
2
 dy dx
20 0  
1 x
1 1
1

   y
 x  y  1 
1

 dx
2 0  4 1  0

1 x
1 1 1 
1

    y   x  y  1  dx
2 0 4 0

 1 1 
 1 

1
1

2 0  4 1  x   2   0   x  1  dx
 

1 1 x 1 1 
1

      dx
2 0  4 4 2 1  x 

1 3 x 1 
1

     dx
2 0  4 4 1  x 

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1
1 3 x2 
   x   log 1  x  
2 4 8 0

1  3 1  
     log 2   0  0  0 
2  4 8  

dz dy dx 1 5
  x  y  z  1
V
3

2
log 2 
16

15. Find the volume bounded by the cylinder x 2  y 2  4 and the planes y  z  4 and z  0

SOLUTION:

Here z varies from z  0 to z  4  y

y varies from y   4  x2 to y  4  x 2

x varies from x  2 to x  2

2 4 x 2 4 y 2 4 x 2

   dz dy dx     z 
4 y
 V 0
dy dx
2  4 x 2 0 2  4 x 2

4 x 2 4 x 2
2 2
 y2 
    4  y  dy dx  
2  4 x 2 2


4 y 
2   4 x2
dx

2
 4  x2   4  x2  
       
2 2
 4 4 x 4 4 x  dx
2  2   2  

2
x  x 
2
4
  8 4  x dx  8  4  x 2  sin 1   
2

2 2 2  2   2

   
 8  0  2    2  
 2  2 

V  16

SPECIAL CASES

(i). Transformation from Cartesian coordinates (x, y, z) to cylindrical coordinates

(r, , z)

The transformation equations are x = r cos , y = r sin , z = z


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P(x,y,z)

z
y
O Y

r x
r cos 

r sin  N(x,y,0)
X

x x x
r  z cos   r sin  0
y y y
J  sin  r cos  0  r
r  z
z z z 0 0 1
r  z

  f (x, y, z)dx dy dz   f (r cos , r sin , z) r dr d dz


R R

(ii). Transformation from Cartesian coordinates (x, y, z) to spherical polar coordinates (r, , )

P(x,y,z)
r
 rcos 
O Y
φ

rsin 
N(x,y,0)
X

The transformation equations are x = r sin  cos , y = r sin  sin , z = r cos 

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x x x
r   sin  cos  r cos  cos   r sin  sin 
y y y
J  sin  sin  r cos  sin  r sin  cos   r 2 sin 
r  
z z z cos   r sin  0
r  

  f (x, y, z)dx dy dz   f (r sin  cos , r sin  sin , r cos ) r sin  dr d d
2

R R

16. By transforming into spherical polar coordinates , Find the volume of the sphere x 2  y 2  z 2  a 2

Solution:
Changing into spherical polar co ordinates by putting
x  r sin cos , y  r sin sin  , z  r cos

We have,

dxdydz  r 2 sin  drd d

Also the volume of the sphere is 8 times the volume of its portion in the positive octant for which r varies from
0 to a, θ varies from 0 to π/2 and ϕ varies from 0 to π/2

Therefore, volume of the sphere


 
a 2 2
 8   r 2 sin  drd d
0 0 0
 
a 2 2
 8 r 2 dr  sin  d  d
0 0 0
3
a
 4 . (0  1)
3
4 a 3

3

 ( x  y 2  z 2 )dx dy dz
2
17. By transforming into cylindrical coordinates, evaluate the integral
taken over the region of space defined by x 2  y 2  1 and 0  z  1 .

Solution:

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Here the region of space is enclosed by the cylinder x 2  y 2  1 and the planes z = 0 and z = 1.

The radius of cylinder is 1. Putting x  r cos , y  r sin  , z  z we have

(i) x 2  y 2  1 becomes r 2 cos2   r 2 sin 2   1, r  1

(ii) x2  y 2  z 2 r 2 cos2   r 2 sin 2   z 2  r 2  z 2 and (iii) dxdydz  rdrd dz

The limits are

r r=0 r=1
θ θ=0 θ = 2π
z z=0 z=1

1 2 1

 ( x  y  z ) dxdydz     (r  z 2 ) r dr d dz
2 2 2 2

V 0 0 0
1 2 1
   (r
3
 rz 2 ) r dr d dz
0 0 0
1
r z r 
1 2
4 2 2
    d dz
0 0
 4 2  0

2
1 2
1 z   z  2 1
2 
     d dz      dz
0 0 
4 2 0 4 2   0
1
 2 2 z   2 1 1
   dz   dz    z dz
2

0 
4 2  20 0

 
1 1
  z3   z  z3 
1
 z       
2 0
 3 0  2 3 0
  5
  
2 3 6

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