Mathematical

Techniques
An Introduction for the Engineering,
Physical, and Mathematical Sciences
THDRE

D. W. Jordan and P. Smith

Department ofMathematics
Keele University

OXFORD
UNIVERSITY PRESS

CONTENTS

ART

Standard functions and techniques

1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10
1.11
1.12
1.13
1.14
1.15
1.16
1.17
1.18

Elementary methods,
differentiation, complex
numbers

Real numbers, powers, inequalities 2

Coordinates in the plane 4
Graphs 5
Functions 8
Radian measure of angles 11
Trigonometric functions; properties 12
Inverse functions 16
Inverse trigonometric functions 18
Polar coordinates 21
Exponential functions; the number e 23
The logarithmic function 25
Exponential growth and decay 27
Hyperbolic functions 29
Partial fractions 31
Summation sign: geometric series 35
Infinite geometric series 37
Permutations and combinations 39
The binomial theorem 44
Problems 48

Differentiation
The slope of a graph 54
The derivative: notation and definition 57
Rates of change 58
Derivative of x" ( = 0, l | 2,3, ... ) 60
Derivatives of sums: multiplication by constants
Three important limits 63
Derivatives of e*, sin x, cos x, In x 65
A basic table of derivatives 67
Higher-order derivatives 68
70

Further techniques for differentiation

3.1
3.2
3.3
3.4
3.5
3.6
3.7

The product rule 73

Quotients and reciprocals 75
The chain rule 77
Derivative of x" for any value of n 80
Functions of ax + b 81
An extension of the chain rule 82
Logarithmic differentiation 82

62

Contents
3.8 Implicit differentiation 83
3.9 Derivatives of inverse functions 84
3.10 Derivative as a function of a parameter
Problems 88

85

Applications of differentiation
4.1
4.2
4.3
4.4
4.5
4.6
4.7

Function notation for derivatives 90

Maxima and minima 92
Exceptional cases of maxima and minima 96
Sketching graphs of functions 97
Estimating small changes 102
Numerical solution of equations: Newton's method
The binomial theorem 107
Problems 109

Taylor series and approximations

5.1 The index notation for derivatives of any order
5.2 Taylor polynomials 111
5.3 A note on infinite series 114
5.4 Infinite Taylor expansions 116
5.5 Manipulation of Taylor series 118
5.6 Approximations for large values of x 120
5.7 Taylor series about other points 121
5.8 Indeterminate values; l'Hopital's rule 122
Problems 124

Complex numbers
6.1
6.2
6.3
6.4
6.5
6.6
6.7

Definitions and rules 126

The Argand diagram and complex numbers 131
Complex numbers in polar coordinates 132
Complex numbers in exponential form 134
The general exponential form 137
Hyperbolic functions 139
Miscellaneous applications 140
Problems 141

PART II

Matrix algebra

Matrix algebra and

vectors

7.1 Matrix definition and notation

7.2 Rules of matrix algebra 145
7.3 Special matrices 151
7.4 The inverse matrix 155
Problems 160

144

Determinants
8.1 The determinant of a square matrix 162
8.2 Properties of determinants 165
8.3 The adjoint and inverse matrices 170
Problems 172

111

104

Contents

Elementary operations with vectors

9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
9.9

Displacement along an axis 175

Displacement vectors in two dimensions 177
Axes in three dimensions 179
Vectors in two and three dimensions 179
Relative velocity 183
Position vectors and vector equations 185
Unit vectors and basis vectors 189
Tangent vector, velocity, and acceleration 190
Motion in polar coordinates 192
Problems 193

10 The scalar product

10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.8
10.9
10.10
10.11

The scalar product of two vectors 196

The angle between two vectors 197
Perpendicular vectors 198
Rotation of axes in two dimensions 200
Direction cosines 200
Rotation of axes in three dimensions 202
Direction ratios and coordinate geometry 204
Properties of a plane 205
General equation of a straight line 208
Forces acting at a point 209
Curvature in two dimensions 211
Problems 213

11 Vector product
11.1
11.2
11.3
11.4
11.5

Vector product 216

Nature of the vector p = a X b 217
The scalar triple product 220
Moment of a force 222
Vector triple product 225
Problems 226

12 Linear algebraic equations

12.1
12.2
12.3
12.4
12.5
12.6

Cramer's rule 229

Elementary row operations 232
The inverse matrix by Gaussian elimination 235
Compatible and incompatible sets of equations 236
Homogeneous sets of equations 240
Gauss-Seidel iterative method of solution 242
Problems 245

13 Eigenvalues and eigenvectors

13.1
13.2
13.3
13.4

Eigenvalues of a matrix 248

Eigenvectors 250
Linear dependence 254
Diagonalization of a matrix 256

Contents
13.5
13.6
13.7
13.8

P A R T III
Integration and
differential equations

Powers of matrices 259

Quadratic forms 262
Positive-definite matrices 264
An application to a vibrating system
Problems 270

267

14 Antidifferentiation and area

14.1 Reversing differentiation 274
14.2 Constructing a table of antiderivatives
14.3 Signed area generated by a graph 280
Problems 282

278

15 The definite and indefinite integral

15.1
15.2
15.3
15.4
15.5
15.6
15.7
15.8
15.9

Signed area as the sum of strips 284

Numerical illustration of the sum formula 285
The definite integral and area 286
The indefinite-integral notation 287
Integrals unrelated to area 289
Improper integrals 291
Integration of complex functions: a new type of integral
The area analogy for a definite integral 295
Symmetric integrals 296
298

293

16 Applications involving the integral as a sum

16.1
16.2
16.3
16.4

Examples of integrals arising from a sum 302

Geometrical area in polar coordinates 304
The trapezium rule 305
Centre of mass, moment of inertia 307
Problems 311

17 Systematic techniques for integration

17.1
17.2
17.3
17.4
17.5
17.6
17.7
17.8
17.9

Substitution method for j f(ax + b) dx 314

Substitution method for J f(ax2 + b)x dx 316
Substitution method for J cosmax sin"ax dx (m or n odd)
Definite integrals and change of variable 320
Occasional substitutions 321
Partial fractions for integration 323
Integration by parts 325
Integration by parts: definite integrals 328
Differentiating with respect to a parameter 331
Problems 332

18 Unforced linear differential equations with

constant coefficients
18.1 Differential equations and their solutions 336
18.2 Solving first-order linear unforced equations 339

318

Contents
18.3 Solving second-order linear unforced equations 342
18.4 Complex roots of the characteristic equation 345
18.5 Initial conditions for second-order equations 348
Problems 349

19 Forced linear differential equations

19.1
19.2
19.3
19.4
19.5

20

Particular solutions for standard forcing terms 351

Harmonic forcing term by using complex solutions 355
Particular solutions: exceptional cases 358
The general solution of forced equations 360
First-order linear equations with a variable coefficient 363
Problems 366

Harmonic functions and the harmonic

oscillator
20.1
20.2
20.3
20.4
20.5
20.6
20.7
20.8
20.9
20.10
20.11
20.12

21

Harmonic oscillations 368

Phase difference: lead and lag 370
Physical models of a differential equation 371
Free oscillations of a linear oscillator 372
Forced oscillations and transients 373
Resonance 376
Nearly linear systems 378
Stationary and travelling waves 380
Compound oscillations; beats 384
Travelling waves; beats 387
Dispersion; group velocity 388
The Doppler effect 390
Problems 391

Steady forced oscillations: phasors, impedance,

transfer functions
21.1
21.2
21.3
21.4
21.5
21.6

Phasors 394
Algebra of phasors 396
Phasor diagrams 397
Phasors and complex impedance 398
Transfer functions in the frequency domain 402
Phasors and waves; complex amplitude 404
Problems 408

22 Graphical, numerical, and other aspects of

first-order equations
22.1
22.2
22.3
22.4
22.5

Graphical features of first-order equations 410

The Euler method for numerical solution 412
Nonlinear equations of separable type 414
Differentials and the solution of first-order equations
Change of variable in a differential equation 421
Problems (424

417

Contents

23 Nonlinear differential equations and

the phase plane
23.1
23.2
23.3
23.4
23.5
23.6
23.7
23.8

PART IV
Transforms and
Fourier series

Autonomous second-order equations 429

Constructing a phase diagram for (x, x) 430
(x, x) phase diagrams for other linear equations; stability
T h e pendulum equation 436
T h e general phase plane 438
Approximate linearization 441
Limit cycles 442
A numerical method for phase paths 443
Problems 445

433

24 The Laplace transform

24.1
24.2
24.3
24.4
24.5
24.6
24.7

T h e Laplace transform 448

Laplace transforms of t", e*', sin t, cos t 449
Scale rule; shift rule; factors t" and ekl 451
Inverting a Laplace transform 455
Laplace transforms of derivatives 457
Application to differential equations 458
T h e unit function and the delay rule 461
Problems 465

25 Laplace and z transforms: applications

25.1
25.2
25.3
25.4
25.5
25.6
25.7
25.8
25.9
25.10
25.11

Division by s and integration 467

The impulse function 469
Impedance in the s domain 471
Transfer functions in the s domain 473
T h e convolution theorem 479
General response of a system from its impulsive response
Convolution integral in terms of memory 482
Discrete systems 483
The z transform 485
Behaviour of z transforms in the complex plane 490
z transforms and difference equations 494
Problems 496

26 Fourier series
26.1
26.2
26.3
26.4
26.5
26.6
26.7
26.8
26.9

The composition of vibrations 500

Fourier series for a periodic function 501
Integrals of periodic functions 502
Calculating the Fourier coefficients 504
Examples of Fourier series 506
Use of symmetry: sine and cosine series 509
Functions defined on a finite range: half-range series
Spectrum of a periodic function 513
Obtaining one Fourier series from another 514

26.10 T h e two-sided Fourier series

Problems 518

515

511

481

Contents

27 Fourier transforms
27.1
27.2
27.3
27.4
27.5
27.6
27.7
27.8
27.9
27.10
27.11
27.12

PART V
Multivariable calculus

Sine and cosine transforms 522

T h e exponential Fourier transform 526
Short notations: alternative expressions 527
Fourier transforms of some basic functions 528
Rules for manipulating transforms 530
T h e delta function and periodic functions 533
Convolution theorem for Fourier transforms 535
T h e shah function 539
Energy in a signal: Rayleigh's theorem 540
Diffraction from a uniformly radiating strip 541
General source distribution and the inverse transform
Transforms in radiation problems 546
Problems 550

545

28 Differentiation of functions of two variables

28.1
28.2
28.3
28.4
28.5
28.6
28.7
28.8

Functions of more than one variable 553

Depiction of functions of t w o variables 554
Partial derivatives 556
Higher derivatives 559
Tangent plane and normal to a surface 562
Maxima, minima, and other stationary points 564
T h e method of least squares 567
Differentiating an integral with respect to a parameter
Problems 570

569

29 Functions of two variables: geometry and formulae

29.1
29.2
29.3
29.4
29.5
29.6

T h e incremental approximation 573

Small changes and errors 575
T h e derivative in any direction 578
Implicit differentiation 581
Normal to a curve 584
Gradient vector in two dimensions 585
Problems 588

30 Chain rules, restricted maxima, coordinate systems

30.1
30.2
30.3
30.4
30.5
30.6

Chain rule for a single parameter 590

Restricted maxima and minima: the Lagrange multiplier
Curvilinear coordinates in t w o dimensions 598
Orthogonal coordinates 600
T h e chain rule for t w o parameters 601
T h e use of differentials 604
Problems 606

31 Functions of any number of variables

31.1 The incremental approximation; errors
31.2 Implicit differentiation 610

608

592

Contents

31.3
31.4
31.5
31.6
31.7
31.8
31.9

32

Double integration
32.1
32.2
32.3
32.4
32.5
32.6
32.7
32.8

33

Chain rules 612

The gradient vector in three dimensions 613
Normal to a surface 615
Equation of the tangent plane 616
Directional derivative in terms of gradient 616
Stationary points 619
The envelope of a family of curves 625
Problems 626

Repeated integrals with constant limits 630

Examples leading to repeated integrals with constant limits 632
Repeated integrals over non-rectangular regions 634
Changing the order of integration for non-rectangular regions 636
Double integrals 637
Polar coordinates 640
Separable integrals 643
General change of variable; the Jacobian determinant 645
Problems 649

Line integrals
33.1
33.2
33.3
33.4
33.5
33.6
33.7
33.8
33.9
33.10

34

Vector fields: divergence and curl

34.1
34.2
34.3
34.4
34.5
34.6
34.7

PART VI
Discrete mathematics

35

Illustrating a line integral 652

General line integrals in two and three dimensions
Paths parallel to the axes 659
Path independence and perfect differentials 659
Closed paths 661
Green's theorem 663
Line integrals and work 665
Conservative fields 667
Potential for a conservative field 669
Single-valuedness of potentials 670
Problems 673

Vector fields and field lines 676

Divergence of a vector field 677
Surface and volume integrals 678
T h e divergence theorem 682
Curl of a vector field 684
Cylindrical polar coordinates 688
Curvilinear coordinates 690
Problems 692

Sets
35.1 Notation 694
35.2 Equality, union, and intersection
35.3 Venn diagrams 697
Problems 702

695

655

Contents

36

Boolean algebra: logic gates and switching functions

36.1
36.2
36.3
36.4
36.5

Laws of Boolean algebra 705

Logic gates and truth tables 707
Logic networks 709
T h e inverse truth-table problem 711
Switching circuits 712
Problems 714

37 Graph theory and its applications

37.1
37.2
37.3
37.4
37.5
37.6
37.7
37.8
37.9

38

39

40

723

Discrete variables 739 Difference equations: general properties 742

First-order difference equations and the cobweb
Constant-coefficient linear difference equations
The logistic difference equation 750
Problems 754

743
744

Probability
39.1
39.2
39.3
39.4
39.5
39.6
39.7
39.8

Probability and statistics

718
720

Difference equations
38.1
38.2
38.3
38.4
38.5

PART VII

Examples of graphs 717

Definitions and properties of graphs
H o w many simple graphs are there?
Paths and cycles 721
Trees 722
Electrical circuits: the cutset method
Signal-flow graphs 726
Planar graphs 729
Further applications 731
Problems 734

Introduction 757
Sample spaces, events, and probability
Sets and probability 760
Frequencies and combinations 764
Conditional probability 767
Independent events 769
Total probability 770
Bayes' theorem 771
Problems 773

758

Random variables and probability distributions

40.1
40.2
40.3
40.4
40.5
40.6
40.7

R a n d o m variables 775
Probability distributions 776
The binomial distribution 777
Expected value and variance 779
Geometric distribution 782
Poisson distribution 783
Other discrete distributions 785

Contents
40.8 Continuous random variables and distributions 786
40.9 Mean and variance of continuous random variables 788
40.10 The normal distribution 789
Problems 791

41 Descriptive statistics
41.1
41.2
41.3
41.4
41.5

PART
Projects

Representing data 793

Random samples and sampling distributions 798
Sample mean and variance, and heir estimation 799
Central limit theorem 801
Regression 803
Problems 805

42 Applications projects using symbolic computing

42.1 Symbolic computation
42.2 Projects 808

807

Answers to selected problems 83i

Appendices 842
A
B
C
D
E
F
C
H

Some algebraical rules 842

Trigonometric formulae 844
Areas and volumes 845
A table of derivatives 846
A table of integrals 847
Laplace transforms, inverses, and general rules 848
Exponential Fourier transforms and rules 849
Probability distributions and tables 850

Index 852