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Lecture 10

SEWP ZC211:MATHEMATICS–I
WASE 2007, Bangalore
Presented by
Dr. M.S. Radhakrishnan
Email: msr_bits@yahoo.com
Line Integrals
Vector Fields, Work,
Circulation, and Flux

T1- Ch. 14.1 , Ch. 14.2


Calculus by Thomas & Finney
Ninth Edition (Pearson)

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In this lecture we look at
• Line Integrals
• Vector Fields
• Work
• Circulation
• Flux

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Line Integrals
Definition
Suppose that f (x, y, z) is a function whose
domain contains the curve C: r(t) = g(t) i +
h(t) j + k(t) k, a ≤ t ≤ b. We partition the
curve into a finite number of subarcs. Let ∆sr
denote the length of the rth subarc. In each
subarc, we choose a point (xr, yr, zr) and form
the sum
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 4
n
S   f ( xr , yr , zr ) sr
r 1

If f is continuous and the functions g, h, and k


have continuous first derivatives, then the
sums S approach a limit as n increases, and
the lengths ∆sr approach zero. We call this
limit the line integral of f over the
curve from a to b.
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Notation

We denote the line integral of f over the


curve C from a to b by the symbol


C
f ( x, y, z ) ds

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Evaluation of line Integrals over
smooth curves
We evaluate the line integral of f over C as
b
ds
C
 f ( x, y, z ) ds   f ( x, y, z ) dt
dt
t a

2 2 2
where ds  dx   dy   dz 
      
dt  dt   dt   dt 
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Additivity of Line integrals
If the curve C is made by joining a finite
number of curves C1, C2, …, Cn end to end
, then
 f ds  
C1
f ds  
C2
f ds  ...  
Cn
f ds
C

Let – C be the curve C traversed in the


opposite direction. Then
 f ds    f ds C C
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Example

Evaluate 
C
( x  y  z  2) ds ,

where C is the straight-line segment x = t,


y = (1 – t), z = 1, from (0, 1, 1) to (1, 0, 1).
Solution
The starting point is got for t = 0 and the
end point is got for t = 1.
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Hence 
C
( x  y  z  2) ds

1
  [
t 0
t  (1  t )  1  2] 1  1  0 dt

1
 2 2  [t 1] dt   2.
t 0

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Example

 x  y ds,
2 2
Evaluate
C

where C is the curve r(t)


= (4 cos t) i + (4sin t) j + 3t k, - 2π ≤ t ≤ 2π.
Solution
The curve C is called a “helix” and the
thread found on a screw is an example of
a helix.
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 x  y ds
Hence 2 2

2
  4 16sin t  16cos t  9 dt
2 2

t 2
2
 
t 2
4  5 dt  80 .

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   2
Example Evaluate ( x y z ) ds ,
C

where C is the curve from (0, 0, 0) to (1, 1, 1)


consisting of the line segments C1 joining
(0, 0, 0) to (0, 0, 1), C2 joining (0, 0, 1) to
(0, 1, 1), and C3 joining (0, 1, 1) to (1, 1, 1).
C2
C1 C3

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   2
Solution ( x y z ) ds
C

  ( x  y  z ) ds 2

C1

  ( x  y  z ) ds 2

C2

  ( x  y  z ) ds 2

C3
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On C1: x = 0, y = 0, z = z, 0 ≤ z ≤ 1, ds = dz
Hence


1
( x  y  z ) ds   z 2 dz   1 .
2

C1

z 0
3

On C2: x = 0, y = y, z = 1, 0 ≤ y ≤ 1, ds = dy
Hence


1
( x  y  z ) 2
ds 1
  ( y  1) dy   .
C1 y 0
3
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On C3: x = x, y = 1, z = 1, 0 ≤ x ≤ 1, ds = dx
Hence


1
( x  y  z ) 2
ds 1
  x dx  .
C3 z 0
2

Hence

   1 1 1 1
2
( x y z ) ds     .
C 3 3 2 6
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Line Integrals over Plane Curves
If C is a plane curve, we can replace ds by
2 2
 dx   dy 
    dt
 dt   dt 
Since usually a plane curve is of the form
y = g (x), a ≤ x ≤ b, we replace ds by
2
 dy 
1   dx
 dx 
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  2
Example Evaluate ( x y ) ds
C

where C is the plane curve x2 + y2 = 4 in the


first quadrant from (0, 2) to (√2, √2).

Thus C is the curve: (0, 2)


(√2, √2)
x = 2 cos θ, y = 2 sin θ :
θ varies from π/2 to π/4.
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Hence

  2
( x y ) ds
C
 /4
 
 
 /2
(4cos 2  2sin  ) 4sin 2   4cos 2  d

 /4
4  (2cos   sin  ) d
2

 
 /2

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 /4
sin 2
 
 4    cos  
 2   /2

 1 1 
 4    
 4 2 2

 2  2 2 .

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Example Evaluate x y 2


C 1 x 2
ds

where C is the plane curve : y = x2/2 from


(1, 1/2) to (0, 0). (1, 1/2)
Thus C is the curve:
y = x2/2: x varies from
1 to 0. (0, 0)

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Hence
x y 2 0
x x /4 4

   1  x dx
2
ds
C 1 x 2
x 1 1 x 2

1 4
x 11
   ( x  ) dx  .
x 0
4 20

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Vector Fields

A vector field on a domain in the plane or in


space is a function that assigns to each point
(x, y, z) in the domain, a vector
F (x, y, z)
= M (x, y, z) i + N (x, y, z) j + P (x, y, z) k.
The simplest example is the position vector
field: r (x, y, z) = x i + y j + z k.
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The vector field is continuous if the
component functions M, N, and P are
continuous, differentiable if M, N, and P are
differentiable, and so on.
Gradient (vector) Fields
If f (x, y, z) is a differentiable function, then
the gradient field of f is the vector field
f f f
f  i + j + k
x y z
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The Work Done by a Force over a
Curve in Space
Suppose that the vector field
F = M (x, y, z) i + N (x, y, z) j + P (x, y, z) k
represents a force throughout a region in
space, and that
r (t) = g (t) i + h (t) j + k (t) k, a ≤ t ≤ b,
is a smooth curve in the region.
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Remembering that the work done is the force
multiplied by the displacement, we get the
work done by the force F over the smooth
curve C : r (t) = g (t) i + h (t) j + k (t) k from t
= a to t = b is given by the line integral
b
W  F.T ds
t a

dx dy dz
where T  i+ j+ k
ds ds ds
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is the unit tangent vector to the curve C.
Thus the work done by the force F over the
curve from t = a to t = b is the line integral
b
W 
t a
M dx  N dy  N dz

b

dx dy dz 
= M N  P dt
t a  dt dt dt 
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Different ways to write the work
Integral
t b
W  F.T ds
t a
The definition
t b
  F. dr Compact Differential
t a Form
t b
dr
  F. dt Parametric form
t a
dt
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Different ways to write the work
Integral (Continued)
b
dx dy dy
W   (M N  P ) dt
t a
dt dt dt
Components Form
b
  M dx  Ndy  Pdz dt’s concealed; the
a most common form

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Example

Find the work done by the force F = xy i +


yz j + zx k from (0, 0, 0) to (1, 1, 1) along
(a) the straight line path C1 joining them;
(b) the curved path C2: r (t) = t i + t2 j + t4 k,
0 ≤ t ≤ 1.
Solution b
(a) The work done W   M dx  N dy  N dz
t a

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Here M = xy, N= yz, P = zx
x = y = z = t, 0 ≤ t ≤ 1.
1

 3t dt  1.
2
Hence the work done is
t 0

b
(b) The work done W   M dx  N dy  N dz
t a

Here M = xy, N= yz, P = zx


x = t, y = t2, z = t3, 0 ≤ t ≤ 1.
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Hence the work done is
1

 (t t dt  t t 2t  t t 4t ) dt
2 2 4 4 3

t 0
1
 1 1 4  17
  (t  2t  4t ) dt       .
3 7 8

t 0
 4 4 9  18
Note that the work done in (a) is different
from the work done in (b). You may verify
that the answers are the same for the force
F = yz i + zx j + xy k .
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Flux Across a Plane Curve

Definition n
T
Let C be a simple smooth
closed curve in the C
domain of definition of a
continuous vector field F
= M (x, y) i + N (x, y) j in
the plane. Let n be outward drawn unit vector
to C.
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Then the flux of F across C is given by the
line integral
 i F.n ds
C

(The small circle in the integral symbol says


that C is a closed curve and the arrow
indicates that C is traversed in the anti-
clockwise direction.)

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Then the circulation of F across C is given by
the line integral
 i F.T ds
C

Note the difference between the flux and the


circulation. The flux across C is the line
integral with respect to the arc length of F.n,
the scalar component of F in the direction of
the outward drawn normal. The circulation
of F around C is the line integral of the
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 35
scalar component of F in the direction of the
unit tangent vector T. Flux is the integral of
the normal component of F; circulation is
the integral of the tangential component of F.
dx dy
The unit tangent vector is T  i+ j
ds ds
The unit normal vector is
dy dx
n =Tk  i - j
ds ds
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If F = M (x, y) i + N (x, y) j, then
dy dx
F.n = M -N
ds ds
Hence the flux of F over C is

i
C
F.n ds  ( M dy - N dx ) ds
i ds ds
C

 i M dy - N dx
C
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Example
Find the circulation and flux of the vector
field F = x i + y j around and across the
circle C: r (t) = cos t i + sin t j, 0 ≤ t ≤ 2π.
On the circle C, n
T
x = cos t, y = sin t, s = t
Thus T  dx i + dy j
ds ds
= - sin t i + cos t j.
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n = cos t i + sin t j.
The circulation of F over C is
2

i
C
F.T ds   ( cos t sin t  sin t cos t ) dt  0
t 0

The flux of F across C is


2

i
C
F.n ds 
 (cos t cos t  sin t sin t ) dt  2 .
t 0

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Example

Find the flux of the vector field F = (x + y) i +


(x2 + y2) j across the triangle with vertices (1,
0), (0, 1) and (-1, 0).
Solution A(0,1)

The side BC is given by B(-1,0) C(1,0)


x = x, y = 0, -1 ≤ x ≤ 1

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Hence across the side BC,
1
 M dy  N dx   x dx 
2 2
BC
x 1
3
The side CA is given by x = x, y =1- x, 1 ≥
x ≥ 0.
Hence across the side CA,

 M dy  N dx
CA

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0
  ( x  1  x)(dx)  ( x  (1  x) )dx
2 2

x 1
0
2
  (2 x  2 x) dx    1 
2 1
x 1 3 3
The side AB is given by x = x, y = x+1,
0 ≥ x ≥ -1.

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Hence across the side AB,

AB
 M dy  N dx
1
  ( x  x  1) dx  ( x  ( x  1) )dx
2 2

x 0

1
2 2
  (2 x  4 x  2) dx    2  2  
2

x 0 3 3
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Hence the flux across the across the triangle
ABC is
2 1 2 1
   
3 3 3 3

Go to the next slide

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Properties of Gradient vector

1. The normal to the surface f (x, y, z) = c at


the point P (x0, y0, z0) on it is given by the
gradient of the function f (x, y, z) at P:
 f f f 
(f ) P   i + j + k
 x x x  ( x0 , y0 , z0 )

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2. The directional derivative of the function
f (x, y, z) at the point P (x0, y0, z0) in the
direction of the unit vector u is given by
(f ) P . u  | f | cos ,

where θ is the angle between the


gradient vector f and u.

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• Thus the directional derivative at P is
maximum in the direction of the gradient
vector and the value of this maximum
directional derivative is | f |.
We say the function f (x, y, z) increases
most rapidly in the direction of the
gradient vector.

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4. The directional derivative at P is
minimum in the direction opposite to that
of the gradient vector and the value of
this minimum directional derivative is
- | f |.
We say the function f (x, y, z) decreases
most rapidly in the direction opposite to
that of the gradient vector.

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Example
Find the directional derivative of f (x, y, z) =
xy2 + yz3 at the point (2, -1, 1) in the direction
of vector i + 2j +2k.
Solution .

f  y i +(2 xy  z ) j +3 yz k
2 3 2

At the point P ( 2, -1, 1 ), f  i -3 j  3k


24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 49
A unit vector in the direction of the vector
i + 2j +2k is
1
u  (i +2 j  2k )
3

Hence the directional derivative of f (x, y, z)


= xy2 + yz3 at the point (2, -1, 1) in the
direction of vector i + 2j +2k is
1 11
f . u = (1  6  6)   .
3 3
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Example
Find the unit normal to the surface
yz + zx + xy = c at the point P(-1, 2,
3).
Solution

A normal to the surface f (x, y, z) = yz + zx


+xy = c at any point (x, y, z) on it is
f  ( y  z ) i +( z  x) j +(x  y ) k

24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 51


Hence a normal at the point P (-1, 2, 3) is
5 i +2 j + k
And hence a unit normal is
1
(5 i +2 j + k).
30

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Example
Prove that the surfaces 4x2y + z3 = 4 and 5x2
- 2yz = 9x intersect orthogonally at the point
(1, -1, 2).
Solution
A normal u to the surface 4x2y + z3 = 4 at
the point P (1, -1, 2) is
(8 xy i +4 x j +3 z k )(1,1,2)  8 i +4 j +12 k
2 2

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A normal u to the surface 5x2 - 2yz = 9x at
the point P (1, -1, 2) is

[(10 x  9) i -2 z j - 2 y k ](1,1,2)  i - 4j + 2k

u . v = - 8 -16 + 24 = 0 .
Hence the two normals are orthogonal and
so the two given surfaces intersect
orthogonally at the point (1, -1, 2).

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Problems for Practice
1. Evaluate  ( x  y ) ds where C is the straight
C

line segment x = t, y = (1 – t), z = 0 from


(0, 1, 0) to (1, 0, 0).
2. Evaluate  ( xy  y  z ) ds along the curve
C

r (t) = 2t i + t j + (2 – 2t) k, 0 ≤ t ≤ 1.

24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 55


3. Integrate f ( x, y, z )  x  y  z 2
over the
path from (0, 0, 0) to (1, 1, 1) given by
C1: r (t) = t i + t2 j, 0 ≤ t ≤ 1
C2: r (t) = i + j + t k, 0 ≤ t ≤ 1
z (1,1,1)
C2 y
(0,0,0)

x C1 (1,1,0)
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 56
( x  y  z)
4. Integrate f ( x, y, z ) 
(x  y  z )
2 2 2

over the path r (t) =t i + t j + t k, 0 < a ≤ t ≤ b.


Line Integrals over plane curves
In problems 5 to 6, integrate f over the
given curve.
5. f (x, y) = x3/y, C: y = x2/2, 0 ≤ x ≤ 2
6. f (x, y) = x2 - y, C: x2 + y2 = 4 in the
first quadrant from (0, 2) to (√2, √2).
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 57
Work
In problems 7 to 10, find the work done by
the force F from (0, 0, 0) to (1, 1, 1) over
each of the following paths:
(a) The straight line path C: r (t) = t i + t j + t k,
0≤t≤1
(b) The curved path C: r (t) = t i + t2 j + t4 k,
0≤t≤1
(c) The path C3 ∪ C4 consisting of the line
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 58
segment from (0, 0, 0) to (1, 1, 0) followed
by the line segment from (1, 1, 0) to (1, 1, 1).

(1,1,1)
C1
(0,0,0) C4
C2
C3
(1,1,0)
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 59
7. F = 3y i + 2x j + 4z k

8. F = √z i - 2x j + √y k

9. F = (3x2 – 3x) i + 3z j + k

10. F = (y+z) i + (z+x) j + (x+y) k

24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 60


Gradient and Directional derivatives
11. If f (x, y, z) = x3 + y3 + z3 – 3xyz, find
f and | f | at the point P ( 1, -1, 2 ).
12. Find the angle between the normals to
the surface x2yz = 1 at the points
(-1 , 1, 1 ) and (1, -1, -1).
13. Find the angle between the surfaces
x2 + y2 + z2 = 9 and x2 + y2 = 5 at the
point P (2, -1, 2).
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 61
14. Find the directional derivative of f (x, y, z)
=2e(2x – y +z) at the point P (1, 3, 1) in the
direction towards the point Q (2, 1, 3).
uuur
Hint: PQ  i – 2 j + 2 k .
15. Find the directional derivative of f (x, y, z)
= x2y2z2 at the point P (1, 1, -1) in the
direction of the tangent to the curve
x  et , y  1  2sin t , z  t  cos t , where  1  t  1

24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 62


Hint: The tangent vector to the curve is
given by
dx dy dz
i+ j+ k
dt dt dt

16. Find the directional derivative of f (x, y, z)


= xyz at the point (1, 1, 1) in the direction
of the normal to the surface
x2z + y2x + z2y = 3.

24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 63


17. In what direction from the point (3, 1, -2)
is the directional derivative of f (x, y, z) =
x2 y2 z4 a maximum? Also find the
magnitude of this maximum directional
derivative.
18. Find the directional derivative of f (x, y, z)
= xy2 + yz3 at the point P (2, -1, 1) in the
direction of the normal to the surface
x ln z - y2 = - 4 at the point Q ( -1, 2, 1).
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 64
Additional problems on Triple Integrals

Evaluate the triple integrals in problems 19


through 25.
1 z x z
19.     x  y  z  dy dx dz
1 0 x z

1 2 2
20.    x yz dx dy dz
2

0 0 1

24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 65


c b a
21.   
c b  a
x 2  y 2  z 2 dxdydz 
4 2 z  4 z  x2 
22.    dy dx dz
0 0 0

a x x y
23.   e
x y  z
dz dy dx
0 0 0

24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 66


e log y e x
24.    log z dz dx dy
1 1 1

 a 2
 r 2

2 a sin  a
25.    r dz dr d
0 0 0

(Hint for Q. 25 on the next slide)


24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 67
Hint for Q25. If n is a positive integer,
 /2

 sin  d
n

 n 1 n  3 1 
 n   ...   if n is even
n2 2 2

 n  1 n  3 2
  ...  if n is odd
 n n2 3
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 68
Answers
1. √2 2. 13/2

3. (1/6)(5√5 + 9) 4. √3 ln (b/a)

5. (10 √5 – 2)/3 6. 2 + 4√2 - π


7. 9/2, 13/3, 9/2 8. 1/3, -1/5, 0
9. 2, 3/2, 1/2 10. 3, 3, 3
(continued on the next slide)
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 69
11.   9 i -3 j +15k; |  |  3 35.

12. π 13. cos -1 (√5 / 3) 14. 4 15. 4/ √6


16. √3 17. 96 i + 288 j – 288 k; 96 √19
18. 15/ √17 19. 0 20. 7/3
8
21. abc(a  b  c ).
2 2 2
22. 8 π
3
1 4a 3 2a a 3
23. 8
e  e e  .
4 8
24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 70
2
e 9
24.  e 
4 4
5 a 3
25.
64
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24-03-08 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 71