Second Semester Assignment for B.

Tech (All Branches), 2017

Mathematics - II (Code: MA02)
Department of Mathematics
NIT Durgapur

INTEGRAL CALCULUS

1. Mean Value Theorem for Definite Integrals: If f (x) is continuous on [a, b], then at some
point c in [a, b],
Z b
1
f (c) = f (x)dx.
ba a

2. (a) The Fundamental Theorem of Calculus Part 1

Rx
If f is continuous on [a, b] then F (x) = a f (t)dt is continuous on [a, b] and differentiable
on (a, b) and its derivative is f (x);
Z x
d
F (x) = f (t)dt = f (x).
dx a

(b) The Fundamental Theorem of Calculus Part 2

7)

If f is continuous at every point of [a, b] and F is any antiderivative of f on [a, b], then
01
(2
hi

Z b
gc

f (x) = F (b) F (a).

Ba

a
S

3. Do the following integrals exist? If exist, find the value:

R 1
(a) 0 1+x 2 dx Ans: 2
R 1
(b) 0 x2 dx Ans:
R
(c) 0 sin xdx Ans:
R 2
(d) 0 ex dx Ans: Using and
R 1
(e) 2 x log x dx Ans:
R 2
(f) xex dx Ans: 0
R
(g) 0 eax sin bx dx Ans:
R1
(h) 0 dx x
Ans:
R 1 dx
(i) 0 1x2 Ans: 2
R dx
(j) 02 1+cot 2x Ans:
R 4 dx
(k) 0 2x8 Ans:
R1
4. Prove that 1 dx x3
exists in Cauchy principal value sense but not in general sense.
RB
R integrable function when x a and a f (x)dx
5. Comperison test 1: If f (x) be a non-negative
is bounded above for every B > a, then a f (x)dx will be converge; otherwise it will diverge
to .

1
6. Comperison test 2: If f (x) and g(x) be integrable functions when x a such that 0
f (x) g(x), then
Z Z
(i) f (x)dx converges if g(x)dx converges
a a

Z Z
(ii) g(x)dx diverges if g(x)dx diverges.
a a

7. Limit test: Let f (x) and g(x) be integrable functions when x a and g(x) be positive.
Then if
f (x)
lim = 6= 0,
x g(x)

the integrals
R R
F = a f (x)dx and G = a g(x)dx both converge absolutely or both diverge.

8. The
R -test for convergence 1: Let f (x) be an integrable function when x a. Then F =
a
f (x)dx converges absolutely if

lim x f (x) = , > 1,

x

and F diverges if
lim x f (x) = (6= 0), or 1.
7)

x
01
(2

9. The -test for convergence 2: Let f (x) be an integrable function in the arbitrary inerval
hi

Rb
(a + , b), where 0 < < b a. Then F = a f (x)dx converges absolutely if
gc
Ba

lim (x a) f (x) = ,
S

0<<1
xa+

and F diverges if
lim (x a) f (x) = (6= 0), or 1.
xa+
R 2
Example 1: Show that 0
ex dx converges.
Solution: Appling -test,
2 x2
lim x2 ex = lim 2 = 0
x x ex

for = 2 > 1.
R 2
So 0 ex dx is convergent.
R
Example 2: Show that 1 ex xn dx converges for all values of n.
Solution: Appling -test,
xn+2
lim =0
x ex

for = 2 > 1.
log x
R
Example 3: Show that 1 x2
dx converges.
Solution: Appling -test,
3 log x
lim x 2 1 = lim x log x = 0
x x2 x
3
for = 2
> 1.
R 3
x2
Example 4: Show that 1 3x2 +5
dx is divergent.

2
 Solution: Appling -test,
3
1 x2 x2 1 1
lim x f (x) = lim x
2 = lim = 2
x x 3x2 + 5 x 3x2 + 5 3
1
for = 2
< 1.
R sin x
Example 5: Show that 0 x3
dx is diverges.
Solution: By -test, since
sin x sin x
lim x2 3
= lim =1
x0+ x x0+ x

10. Gamma Function: Let us discuss the convergence of

Z
ex xn1 dx. (1)
0

R1 R
We write, f (x) = ex xn1 , I1 = 0
ex xn1 dx and I2 = 1
ex xn1 dx.
The part I1 is proper when n 1 and improper but absolutely convergent when 0 < n < 1.
By -test,
lim x1n f (x) = lim x1n ex xn1 = lim ex = 1
x0+ x0+ x0+

for 0 < = 1 n < 1, i.e., for 0 < n < 1.

The part I2 also congerges absolutely for all values of n by -test,
7)
01
(2

2 2 x n1 xn+1
hi

lim x f (x) = lim x e x = lim x = 0.

gc

x x x e
Ba
S

Thus equation (1) converges for n > 0. This is called gamma function denoted by (n).
Hence Z
(n) = ex xn1 dx, n > 0.
0

11. Beta Function: Next let us discuss the convergence of

Z 1
xm1 (1 x)n1 dx. (2)
0

This is a proper integral when m, n 1 but is improper at the lower limit when m < 1, at
the upper limit when n < 1. We, therefore, split it into two parts I1 + I2 where
1
Z
2
Z 1
m1 n1
I1 = x (1 x) dx and I2 = xm1 (1 x)n1 dx.
1
0 2

We write, f (x) = xm1 (1 x)n1 . Now I1 converges for 0 < m < 1, diverges when m 0,
by -test

lim x1m f (x) = lim x1m xm1 (1 x)n1 = lim (1 x)n1 = 1

x0+ x0+ x0+

for = 1 m and for convergegence 0 < = 1 m < 1 that is 0 < m < 1.

Also

m1 n1 m n1 1 when m = 0,
lim xf (x) = lim xx (1 x) = lim x (1 x) =
x0+ x0+ x0+ when m < 0.

3
 Next if we make the change of variable x = 1 y, the second integral reduces to the first
with m and n interchanged. Hence we may draw the same conclusion as before with n in
place of m. Thus equation (2) converges for m, n > 0. This is called Beta funtion denoted
by (m, n), or, Z 1
(m, n) = xm1 (1 x)n1 dx for m, n > 0.
0

BETA AND GAMMA FUNCTIONS

1. Definitions (for x > 0, y > 0):

R
(a) The Gamma function denoted by (x) is defined by (x) = 0
et tx1 dt x > 0.
R1
(b) The Beta function denoted by (x, y) is defined by (x, y) = 0
tx1 (1 t)y1 dt,
x > 0, y > 0.

2. Prove the following relations (a > 0, x > 0, y > 0, n being positive integer):

(a) 0 eat tx1 dt = (x)

R
ax
. Hint: Let at = u
R tx1
(b) (x, y) = 0 (1+t)x+y dt.
(c) (1) = 1, (n + 1) = n(n) and (n + 1) = n!.
7)

R 2
(d) (x) = 2 0 ey y 2x1 dy.
01
(2

R
(e) (x, y) = 2 02 sin2x1 cos2y1 d.
hi
gc
Ba

(f) (x, y) = (x, y).

S

(g) (x, y) = (x + 1, y) + (x, y + 1).

(h) ( 21 , 21 ) = .
(i) (x, y) = (x)(y)
(x+y)
.

(j) ( 12 ) = .
R1 R1
3. Express 0 tm (1 tn )p dt in terms of Beta function and hence evaluate 0 t5 (1 t3 )9 dt.

4. Evaluate:
R1 1
(a) 0 x3 (1 x) 2 dx Ans:
R1
(b) 0 x(1 x)7 dx Ans:
R 2
(c) 0 x2 ex dx Ans:
R1 5
(d) 0 t3 (1 t2 ) 2 dt Ans:
R
(e) 0 x4 ex dx Ans:
R
(f) 02 tan d Ans:

5. Prove that:

(a) 0 ex dx = 2
R 2

R xn1
(b) 0 (1+x) dx = (n)(1 n)
R
(c) 02 tan d = 2 using ( 41 )( 34 ) = 2

4
 R
(d) 2
0
sin7 cos4 d = 1
120
R 2 x2 1

(e) 0
xn ea dx = 2an+1
( n+1
2
) Hint: Put ax = t

(n)
(f) (n, n) = 22n1 (n+ 21 )
.

(g) 22n1 (n)(n + 12 ) = (2n) . (This is known as duplication formula.)

APPLICATIONS OF DEFINITE INTEGRAL

Rule 1: Let the equation of the curve in rectangular cartesian coordinates be y = f (x). We
assume it to be continuous on the finite interval [a, b] where b > a and the value of f (x) are all
Rb
positive throughout the range. Then area of the given region A = a f (x)dx.
Rule 2: Let the equation of the curve in rectangular cartesian coordinates be x = (y). We
assume it to be continuous on the finite interval [c, d] where d > c and the value of (y) are all
Rd
positive throughout the range. Then area of the given region A = c (y)dy.
Rule 3: If the equation of a curve in polar coordinates be r = f (), the area included between
R
the curve and two radii vectors = and = is given by A = 12 r2 d.
Solve:
7)

1. Find the area of the region bounded by the upper half of the circle x2 + y 2 = 25, the x-axis
01

Ans: 12 + 25
(2

and the ordinates x = 3 and x = 4. 4

sq unit.
hi
gc

2. Find the area of the circle r = 2a sin . Ans: a2 square unit.

Ba
S

3 2
3. Find the area of the cardioide r = a(1 cos ). Ans: 2
a square unit.

4. Obtain the area common to the two circles r = a 2 and r = 2a cos . Ans: ( 1)a2 sq
unit.

5. Find the area included between the curve x2 y 2 = a2 (y 2 x2 ) and its asymptotes. Ans.

Rule 4: The length of the curve y = f (x) between two points x = x1 and x = x2 is given by
Z x2 r
dy
s= 1 + ( )2 dx.
x1 dx

Rule 5: The length of the curve x = (y) between two points y = y1 and y = y2 is given by
Z y2 s
dx
s= 1 + ( )2 dy.
y1 dy

Rule 6: The length of the curve r = f () between the points (r1 , 1 ) and (r2 , 2 ) is given by
Z 2 r
dr
s= r2 + ( )2 d.
1 d

Rule 7: The length of the curve = f (r) between the points (r1 , 1 ) and (r2 , 2 ) is given by
Z r2 r
d
s= 1 + r2 ( )2 dr.
r1 dr

5
Note: We look at the arc length of the curve given by, r = f (), where we also
assume that the curve is traced out exactly once.
First write the curve in terms of a set of parametric equations,

x = r cos = f () cos , y = r sin = f () sin

and we can now use the parametric formula for finding the arc length.
We need the following derivatives for these computations.
dx dy
= f () cos f () sin , = f () sin + f () cos .
d d

We need the following for our ds.

dx 2 dy dr dr dr
( ) + ( )2 = ( cos f () sin )2 + ( sin + f () cos )2 = r2 + ( )2 .
d d d d d

The arc length formula for polar coordinates is then,

Z r
dr 2
Z
L= ds = r2 + ( ) d.
d

Solve:
7)
01

1. Find the length of the arc of the parabola y 2 = 4ax which is intercepted between the points
(2
hi

of intersection of the parabola and the straight line 3y = 8x.

gc
Ba

2. Determine the length of any arc of the parabola y 2 = 4ax, the arc being measured from the
S

vertex.

3. Show that the length of the arc of that part of the cardioide r = a(1 + cos ) which lies on
the side of the line 4r = 3a sec remote from the pole is equal to 4a.

4. Find the length of the arc of the parabola r = a sec2 2 .

5. Find the length of the loop of the curve 9ay 2 = (x 2a)(x 5a)2 . Ans: 4 3a unit.

6. Find the length of the cardiode r = a(1 cos )

lying inside the circle r = a cos . Ans: 4a(2 3) unit.

7. Find the perimeter of the cardiode r = a(1 + cos ). Ans: 8a unit.

8. Find the entire length of the astroid x = a cos3 , y = a sin3 . Ans: 6a unit.

9. Find the perimeter of the loop of the curve 3ay 2 = x(x a)2 . Ans: 4 a unit.
3

Rule 8: For rotation of the curve y = f (x) between x = a and x = b about x-axis, then
Z b Z b r
dy
V = y 2 dx and S = 2 y 1 + ( )2 dx.
a a dx

Rule 9: For rotation of the curve x = (y) between y = a and y = b about y-axis, then
Z b Z b s
dx
V = x2 dy and S = 2 x 1 + ( )2 dy.
a a dy

6
Rule 10: A sectorial element bounded by the radii vectors = and = and the curve
r = f () revolves about the initial line, then the volume of the solid of revolution is given by
r
2 3
Z
dr
Z
V = r sin d and S = 2 r sin r2 + ( )2 d.
3 d

Solve:

1. The curve r = a(1 + cos ) revolves about the initial line. Find the volume and the surface
3 2
area of the figure formed. Ans: V = 8a 3
cubic unit, S = 32a
5
sq. unit.

2. Find the volume of the solid generated by the revolution about the y-axis of the area under
the curve y = sin x from x = 0 to x = . Ans:

3. Find the surface area of the sphere generated by the circle

x2 + y 2 = 16
256
about x-axis. Ans: S = 64, V = 3

4. Find the area of the surface formed by the revolution of the curve 6xy = y 4 + 3 about the
axis of y, from y = 1 to y = 4. Ans:

5. A parabolic reflector of an automobile headlight is 12 cm in diameter and 4 cm deep. Find

the cost of plating of the front portion of the reflection if the cost of plating is Rs. 50 per
7)
01

sq.cm. Ans: Rs 7700.00

(2
hi

6. Find the volume of the solid obtained by revolving the loop of the curve
gc

23
a2 y 2 = x2 (2a x)(x a) about the x-axis. a3
Ba

Ans: 60
Cubic unit.
S

x2 y2
7. Find the volume of the solid obtained by revolving the ellipse a2
+ b2
= 1 about the x-axis.
Ans: 43 ab2 Cubic unit.
2 2 2
8. Find the volume of the solid obtained by revolving the astroid x 3 + y 3 = a 3 about the
3
x-axis. Ans: 32a
105
Cubic unit.

9. Find the surface area of the solid generated by revolving the arc of the parabola
y 2 = 4ax
bounded by its latus rectum about the x-axis. Ans: 8a2 2 321 Cubic unit.

10. Find the area of the surface of the solid formed by revolving the curve r = 2a cos about
the initial line. Ans: 4a2 Cubic unit.

11. Show that the area included between the cardiodes r = a(1 + cos ) and r = a(1 cos ) is
a2 (38)
2
.

Hard Problem:

1. Find the volume of the solid obtained by revolution of the cissoid y 2 (a x) = x3 about its
3
asymptote. Ans: 2 a4 cubic unit.

2. The axes of symmetry of 2-inch right circular cylinders intersect at right angles. What
3
volume do the cylinders have in common? Ans: ( 4r
3
)( 4 ) cubic unit.

LEIBNIZ INTEGRAL RULE

7
 1. The Leibniz Integral Rule gives a formula for differentiation of a definite integral whose
limits are functions of the differential variable,
Z b(z) Z b(z)
f b a
f (x, z)dx = dx + f (b(z), z) f (a(z), z) .
z a(z) a(z) z z z

It is sometimes known as differentiation under the integral sign.

Source: http://mathworld.wolfram.com/LeibnizIntegralRule.html

Example 1: Evaluate the integral

1
xb 1
Z
F (b) = dx (b 0)
0 ln x
by differentiating under the integral sign.
Solution: Differentiate both sides with respect to b:
Z 1 b Z 1 Z 1
x 1 xb 1 1 b 1
F (b) = dx = ( )dx = x dx = .
b 0 ln x 0 b ln x 0 ln x 1+b
Integrating now with respect to b we obtain F (b) = ln(1 + b) + C.
Since F (0) = 0, C = 0 = F (b) = ln(1 + b).
Example 2: Evaluate the integral

ex e7x
Z
7)

dx
01

x
(2

0
hi

by differentiating under the integral sign.

gc
Ba

Solution: Let
S

ex ebx
Z
F (b) = dx. (3)
0 x
Differentiate both sides with respect to b:
Z Z bx Z
ex ebx xe 1
F (b) = ( )dx = dx = ebx dx = .
0 b x 0 x 0 b
Integrating now with respect to b we obtain F (b) = ln b + C. Fron equation 3, we get F (1) = 0.
So, F (1) = ln 1 + C or C = 0 = F (b) = ln b.
Z x
e e7x
dx = ln 7.
0 x

Example 3: Evaluate the integral

a
log(1 + ax)
Z
dx
0 1 + x2
by differentiating under the integral sign. Hence show that
Z a
log(1 + x)
2
dx = log 2.
0 1+x 8

Solution: Let a
log(1 + ax)
Z
I(a) = dx. (4)
0 1 + x2
Assuming that the differentiation under the integral sign is valid. Differentiating with respect to
a, we get

8
 a
log(1 + a2 )
 
d log(1 + ax)
Z
I(a) = dx + 1.
da 0 a 1 + x2 1 + a2
a
x log(1 + a2 )
Z
= dx +
0 (1 + ax)(1 + x2 ) 1 + a2

Now,
x a x+a
2
= +
(1 + ax)(1 + x ) (1 + a )(1 + x ) (1 + a2 )(1 + x2 )
2 2

a  a
x 1 1 a tan1 x
Z
a 2 a
 
dx = [log(1 + ax)]0 + log(1 + x ) 0 + .
0 (1 + ax)(1 + x2 ) 1 + a2 2(1 + a2 ) 1 + a2 0

1 a
= 2
log(1 + a2 ) + 2
tan1 a.
2(1 + a ) 1+a

Integrating, we get
Z 
1 1 2a
Z
I= log(1 + a2 )da + tan1 ada
2 1 + a2 1 + a2

 
1 2a 2a
Z Z
2 1 1 1
= log(1 + a ) tan a tan ada + tan ada
7)

2 1 + a2 1 + a2
01
(2

1
hi

= log(1 + a2 ) tan1 a + C.
gc

2
Ba
S

From equation (4), we see that I(0) = 0, C = 0. So I = 21 log(1 + a2 ) tan1 a + C.

Second part: From this, taking a = 1, we get
Z 1
log(1 + x) 1
2
dx = tan1 1 log 2 = log 2.
0 1+x 2 8

Evaluate the following integrals by differentiating under the integral sign:

R2 cos tx
1. 0 t
dt. Ans.
2 1
2. I = 0 e(x + x2 ) dx. Ans. I = 2 e2
R
2 b
Hints: consider the integral I(b) = 0 e(x + x2 ) dx. What you need is I(1) and what you
R
R 2
know is I(0) (I(0) = 0 ex dx). Take the derivative
of I(b) and transform the integral by
b
introducing the new integration variable u = x . Solve the differential equation you thus
obtained.
R
3. If |a| < 1, show that 0 log(1+a cos x)
cos x
dx = sin1 a.
R
4. From the above problem, prove that 0 log(1+sin cos x)
cos x
dx = .
2 x2 )
5. Evaluate 0 log(1+a
R
Ans. b log(1 + ab )
R
2
1+b x 2 dx. Hint: Take I(a) = .
R 1 ax
6. Evaluate 0 tan x(1+x2 )
dx. Ans. 2 log(1 + a)
R a+b sin
cosecd = sin1 ab . Hint: Take I(b) =

R
7. Show that 0
2
log ab sin
.

9
 ORDINARY DIFFERENTIAL EQUATIONS (ODE)

1. Define order and degree of an ODE. Find the order and degree of the ODEs
3
dy 2 2
(a) y + ( dx ) = 1 + x and ( ddxy )2 + y = dy
dx
.

2. Homogeneous equation: If a function f (x, y) can be expressed in the form xn ( xy ) or in

the form y n ( xy ), then f (x, y) is said to be a homogeneous function of degree n.

3. Solve the following differential equations (Put y = vx):

x 3
(a) x2 y dx (x3 + y 3 ) dy = 0 Ans: 3y 3 + log y = c

(b) (x + 2y 3) dx (2x + y 3) dy = 0 Ans:

3 1
(c) (3x + 3y + 1) dy = (x + y + 1) dx Ans: 4
(x + y) log(4(x + y) + 2) = x + c
8
2 2
(d) y(2xy + 1) dx + x(1 + 2xy + x y ) dy = 0 (xy = v).
dy
Note: The above equations can be written in the form dx
= f (x, y), where f (x, y) is a
homogeneous function.

4. Rules for finding integrating factors:

1
(a) If M x + N y 6= 0 and the equation be homogeneous, then is an integrating factor
7)

M x+N y
01

(I.F.) of the equation M dx + N dy = 0.

(2
hi

(b) If M x N y 6= 0 and the equation can be written as {f (xy)}ydx + {F (xy)}xdy = 0,

gc

1
then M xN is an integrating factor of the equation M dx + N dy = 0.
Ba

y
S

R
(c) If N1 ( M
y
N
x
) be a function of x alone, say f (x), then e f (x)dx
is an integrating factor
of the equation M dx + N dy = 0.
R
(d) If M1 ( N
x
M
y
) be a function of y alone, say (y), then e (y)dy
is an integrating factor
of the equation M dx + N dy = 0.

5. Solve the following differential equations:

(i) x dx + y dy + x dyy dx
x2 +y 2
=0 Ans: x2 + y 2 + 2 tan1 ( xy ) = C
(ii) (x y 2xy ) dx + (3x y x3 ) dy = 0
2 2 2
Ans: xy + 3 log xy + log x = c
dy (xy sin xy+cos xy)y
(iii) dx
= (cos xyxy sin xy)x
Ans:
(iv) (3x2 y 4 + 2xy) dx + (2x3 y 3 x2 ) dy = 0 Ans:
dy
(v) x2 dx +y =1 Ans:
dy dy
(vi) y + x2 dx
2
= xy dx Ans:
2 x
(vii) dxdy
= y e x+2xy
2 Ans: I.F. = y 2
2 2
(viii) (y + x + 2x) dx + 2y dy = 0 Ans: I.F. = ex (using 4c)
(ix) (x2 + y 2 + 2x) dx + 2y dy = 0 Ans:
(x) (x4 + y 4 ) dx xy 3 dy = 0. Ans:
6. Solution of first order but not of first degree ODE:
Start with a first order and n-th degree ODE:

pn + P1 pn1 + ... + Pn1 p + Pn = 0,

dy
where Pi are functions of x and y; p dx
.
Here we mainly discuss the following methods for solving.

10
 (a) Solvable for p: If it can be expressed as

{p f1 }{p f2 }....{p fn } = 0.

Solving each of the factors we get the complete solution as F1 (x, y, c)F2 (x, y, c)...Fn (x, y, c) =
0, where c is an arbitrary constant.
(b) Solvable for y: If it can be expressed as

y = f (x, p). (5)

Differentiating both sides of (5) with respect to x, we get an equation of the form
dp
p = F (x, p, dx ).
It can be solved to get a solution of the form

(x, p, c) = 0. (6)

Next we eliminate p from (5) and (6), we get the required solution. And
(c) Solvable for x: If it can be expressed as

x = f (y, p). (7)

Differentiating both sides of (7) with respect to y, we get an equation of the form
1 dp
7)

= F (y, p, ).
01

p dy
(2
hi

It can be solved to get a solution of the form

gc
Ba

(y, p, c) = 0. (8)
S

Next we eliminate p from (7) and (8), we get the required solution.

7. Solve the following differential equations:

(a) x2 (p2 y 2 ) + y 2 = x4 + 2xyp Ans: {y sinh(x + c)}{y sinh(c x)} = 0.

2
(b) p + p 6 = 0 Ans: (y + 3x c)(y 2x c) = 0.
(c) y = 2px + p2 y Ans: y 2 = 2cx + c2 .
(d) x + p 2 = a Ans: (x a)2 + (y + c)2 = 1.
1+p

8. Clairut s Equation
A differential equation of the form y = px + f (p) is known as Clairut s Equation.
A Clairauts equation is a differential equation of the form
 
dy dy
y(x) = x + f .
dx dx

To solve such an equation, we differentiate with respect to x, yielding

d2 y
  2
dy dy dy d y
= +x 2 +f ,
dx dx dx dx dx2

dy


d2 y
so 0 = x + f dx dx2
.
d2 y dy


Hence, either 0 = dx2
or 0 = x + f dx
.

11
 dy
In the former case, C = dx for some constant C. Substituting this into the Clairauts
equation, we have the family of straight line functions given by y(x) = Cx + f (C), the
so-called general solution of Clairauts equation.
dy


The latter case, 0 = x+f dx , defines only one solution y(x), the so-called singular solution,
whose graph is the envelope of the graphs of the general solutions. The singular solution is
dy
usually represented using parametric notation, as (x(p), y(p)), where p represents dx .

9. Solve the following differential equations and find the singular solutions:
p
(a) y = px + 1 + p2 Ans: y = cx + 1 + c2 ; x2 + y 2 = 1.
a
(b) y = px + p
Ans: y = cx + ac ; y 2 = 4ax.
p 2 2
(c) y = px + a2 p 2 + b 2 Ans: y = cx + a2 c2 + b2 ; xa2 + yb2 = 1.
(d) y = px + p p2 Ans: y = cx + c c2 ; 4y = (x + 1)2 .

10. Solution of first order linear ODE:

R
dy P dx
(a) If the equation is dx
+P y = Q, where P and Q are functions of x only, then I.F.= e
R
dx P dy
(b) If the equation is dy
+P x = Q, where P and Q are functions of y only, then I.F.= e .

11. Solve the following differential equations:

dy 4x 1
(a) dx
+ x2 +1
y = (x2 +1)3
Ans: (x2 + 1)2 y = tan1 x + c
7)

1 y dy 1
(b) 1 + y 2 + (x e tan ) dx =0 Ans: x etan y
= tan1 y + c
01
(2

dy 2 2
(c) + x sin 2y = x3 cos2 y Ans: tan y.ex = 12 ex (x2 1) + c
hi

dx
gc

dy an+1
+ xa y = b
Ans: xa y = b. xan+1 + c
Ba

(d) dx xn
, a and b being constants.
S

12. Solution Method for linear differential equation of the form f (D)y = 0:
If the roots of the auxiliary equation f(m)=0 are m1 , m2 and m3 , then the solutions of the
given ODE are

(a) If m1 6= m2 6= m3 , y = C1 em1 x + C2 em2 x + C3 em3 x ,

(b) If m1 = m2 6= m3 , y = (C1 + C2 x)em1 x + C3 em3 x ,
(c) If m1 = m2 = m3 , y = (C1 + C2 x + C3 x2 )em1 x ,
(d) If m1 = + i, m2 = i and m3 , y = ex (C1 cos x + C2 sin x) + C3 em3 x .

13. Particular Integral (P.I.) By Short Method (Rules) of the form f (D)y = X(x):
1
(a) If X = eax , P.I. = f (a) eax , provided f (a) 6= 0,
xr eax
= r!g(a) , where f (D) = (D a)r g(D), g(a) 6= 0.
(b) If X = sin ax/ cos ax,
1
P.I. = (D1 2 ) sin ax = (a 2
2 ) sin ax, provided (a ) 6= 0, where f (D) = (D ).
2

If (a2 ) = 0 then P.I. = D21a2 sin ax = 2a x

cos ax and D21a2 cos ax = 2a
x
sin ax.
1
(c) If X = V eax , V being functions of x only, P.I. = eax f (a+D) V.
1 1
(d) If X = xV , V being functions of x only, P.I. = x f (D) V f (D) [f (D)]2V .

(e) If X = P (x), where P (x) is a Polynomial function of x, then we have to expand [f (D)]1
and arrange the terms in ascending powers of D and
operate with P (x).
n n.(n1).(n2)...(nr+1)
Remark: With the help of Bernstein coefficient r = r!
, where r is

12
 a non negative integer, we can obtain the binomial series which is valid for any real
number n if |x| < 1,
     
n n n 2 n 3
(1 + x) = 1 + x+ x + x + ....
1 2 3
R
(f) If (D a)y = X, X being functions of x only, P.I. = eax Xeax dx.

14. Solve the following differential equations:

(a) (D2 + 9)y = 9e3x P.I. = 12 e3x

x3 x
(b) (D3 3D2 + 3D 1)y = ex P.I. = 6
e
(c) (D2 + 1)y = cos 2x P.I. = cos 2x3
x cos x
(d) (D2 + 1)y = cos x P.I. = 2
e3x
(e) (D2 2D + 1)y = x2 e3x P.I. = 8
(2x2 4x + 3)
(f) (D2 4D + 4)y = x2 ex . x 2
P.I. = e (x + 4x + 6)
x sin x 2 cos x
(g) (D2 4)y = x sin x P.I. = 5
25

(h) (D2 2D + 1)y = x sin x P.I. = 12 [x cos x + cos x sin x]

(i) (D2 3D + 2)y = sin(ex ) P.I. = e2x sin(ex )
x2 3x
(j) (D3 + 3D2 + 2D)y = 2x P.I. = 2
7)

x sin 3x
(k) (D2 + 9)y = sec 3x P.I. = 91 cos 3x log sec 3x
01

3
(2

1
(l) (D3 3D2 + 4D 2)y = ex + cos x P.I. = xe + x
(cos x + 3 sin x)
hi

10
gc

x2 cos x
(m) (D2 1)y = x sin x + xex ex x2 sin x
Ba

P.I. = 4 2
S

(n) (D2 + 2D + 2)y = x2 ex P.I. = ex [x2 2]

1 3x
(o) (D2 9)y = e3x cos x P.I. = 37 e [cos x 6 sin x]
ex x 4
(p) (D2 2D + 1)y = x2 ex . P.I. = 12
(q) (D2 + 1)y = sin x sin 2x P.I. = 41 x sin x + 1
16
cos 3x
1
(r) (D2 D 2)y = sin 2x P.I. = 20
[cos 2x 3 sin 2x]
(s) (D2 1)y = x3 + 2x + 1 P.I. = x3 + 4x + 1

15. Linear Independence and the Wronskian of Two Functions:

Recall our definition of the linear dependence of two functions f and g on an open interval
I : f and g are linearly dependent if there exists constants c1 and c2 , not both zero, such
that
c1 f (t) + c2 g(t) = 0; t I.

If we must choose c1 = 0 = c2 , then we say f and g are linearly independent. Since we are
considering only two functions, linear dependence is equivalent in this special case to one
function being a scalar multiple of the other.
If two differentiable functions f and g are linearly dependent, then their Wronskian is zero
for all t I, i.e.,
W [f ; g](t) = f (t)g (t) g(t)f (t) = 0; t I

Thus, if the Wronskian is nonzero at any t I, the two functions must be linearly indepen-
dent. If we are considering f = y1 and g = y2 to be two solutions to the ODE

(D2 + P D + Q)y = 0,

13
 where P and Q are both continuous functions of x on some interval I, then the Wronskian
has some extra properties which are given by Abels Theorem:
R
P dx
W [y1 ; y2 ](x) = Ae ,

for some constant A.

This theorem essentially says that if two solutions the the ODE are linearly independent,
then the Wronskian of the two solutions is never zero on the interval I, i.e., A 6= 0. Otherwise,
the Wronskian is always zero, i.e., A = 0, and the solutions are linearly dependent. This is
the key result that we use for checking for a fundamental set of two solutions to a second
order linear homogeneous differential equation.
Example 1: It can be easily verified that f (x) = 2x, and g(x) = 3x2 are linearly independent
in the interval (2, 2) but surprisingly Wronskian is not zero for all x I:

W [f ; g] = 6x2 6= 0

as long as x 6= 0.

16. (a) Prove Abels Theorem.

(b) Prove that sin 2x and cos 2x are solutions of the differential equation (D2 + 4)y = 0 and
these are linearly independent.
(c) Show that (D2 2D + 2)y = 0 has exactly two linearly independent solutions. [These
are ex sin x and ex cos 2x.] Find the solution y(x) with y(0) = 2, y (0) = 3.
7)

(d) Show that the functions ex sin x and ex cos x are linearly independent solutions of a
01
(2

2nd order linear ODE. Write down the general solution y(x). Also find y(x) with the
hi

conditions y(0) = 2, y(0) = 3.

gc
Ba

(e) Suppose W [y1 ; y2 ](x) 6= 0 for some x, can the functions y1 and y2 be linearly independent
S

solutions of a 2nd order ODE?

(f) Show that the functions x2 and x2 log x are linearly independent and form an ODE
whose solutions are these functions. [Hint. General solution of the required ODE will
be y = Ax2 +Bx2 log x , A, B-arbitrary constants. Eliminate A and B to get the ODE].
(g) Show that ex and ex are linearly independent solutions of (D2 1)y = 0 on any
interval.
(h) Can you form a second order linear homogeneous ODE whose two independent solutions
are f (t) = 2t and g(t) = 3t2 in (2, 2)?

17. Complete solution in terms of a known integral:

Sketch of the process: Consider the 2nd order linear ODE

(D2 + P D + Q)y = X, (9)

where P and Q are both functions of x. Let y = u be one independent solution of the
associated homogeneous equation.
Claim: y = uv be the complete solution of (9), where v is a function of x to be determined.
Finding y and y and putting y, y and y in the given equation and using the fact y = u is
one independent solution of the associated homogeneous equation, we get
2u X
v + ( + P )v = ,
u u
which is a linear equation in v . Next we can find v and v and hence we are done!

18. Solve the following ODE in terms of known integral:

14
 (a) [xD2 (2x 1)D + (x 1)]y = 0 Ans. y = ex (c1 ln x + c2 ).
(b) [xD2 + (1 x)D 1]y = ex
R
Ans. y = ex ln x + c1 ex x1 ex dx + c2 ex .
(c) (x2 D2 + xD 1)y = x, given that y = x + x1 is a solution. Ans. y = c1 x1 + c2 (x + x1 ).
(d) (x2 D2 + xD 9)y = 0, given that y = x3 is a solution. Ans. y = c1 x3 + c2 x3 .

19. Method of Variation of Parameters (2nd order)

Let us consider the general linear equation of second order

d2 y dy
+ P + Qy = X (10)
dx2 dx
where P , Q and X are functions of x only.
Let
y = Au + Bv (11)

be the complementary function of the equation (10), where A and B are constants and u
and v are functions of x and are independent solutions of the corresponding homogeneous
equation. Thus

d2 u du d2 v dv
+ P + Qu = 0 and + P + Qv = 0. (12)
dx2 dx dx2 dx
Let us assume
7)
01

y = u + v (13)
(2
hi

is complete primitive of (10), where we take and in place of A and B and they are no
gc

longer constants but functions of x, to be so chosen that (13) will satisfy (10).
Ba
S

Differentiating (13) with respect to x, we get

dy du dv d d
= + +u +v .
dx dx dx dx dx

Let us choose and such that

d d
u +v = 0, (14)
dx dx
so that

dy du dv
= +
dx dx dx
Differentiating this once again with respect to x, we get

d2 y d2 u d2 v d du d dv
= 2 + 2 + + .
dx2 dx dx dx dx dx dx

dy d2 y
Substituting these values of y, dx
and dx2
in (10) and after rearrange, we get

d2 u du d2 v dv d du d dv
( 2 + P + Qu) + ( 2 + P + Qv) + + =X
dx dy dx dy dx dx dx dx

d du d dv
+ =X (15)
dx dx dx dx

15
 by virtue of (12).
d d
Solving for dx
and dx
from (14) and (15), we get

d vX d uX
= du dv
and = du dv
dx v dx u dx dx v dx u dx

Integrating we get

vXdx uXdx
Z Z
= C1 + du dv
and = C2 +
v dx u dx v du dv
u dx
dx

Substituting these values of and in (13), we get the complete solution of the equation
(10), C1 and C2 being arbitrary constants.

20. Solve, by the method of variation of parameters of the following differential equations:
d2 y 1
(a) dx2
+ a2 y = sec ax Ans: y = C1 cos ax + C2 sin ax + xa sin ax + a2
cos ax log(cos ax).
d2 y
(b) dx2
+ 4y = 4 tan 2x Ans: y = C1 cos 2x + C2 sin 2x cos 2x log(sec 2x + tan 2x).
d2 y 2 x
(c) dx2
y = 1+ex
Ans: y = C1 ex + C2 ex + ex log 1+e
ex
ex log(1 + ex ) 1.
d2 y
(d) dx2
+ y = cosec x Ans: y = C1 cos x + C2 sin x x cos x + sin x log sin x.
d2 y
(e) dx2
+ y = cos x Ans: y = C1 sin x + C2 cos x + 12 x sin x + 14 cos x.
7)

d2 y
01

(f) dx2
+ 4y = sin 2x Ans: y = C1 cos 2x + C2 sin 2x 41 x cos 2x.
(2

d2 y
hi

dy ex
(g) + 2 dx +y = Ans: y = (C1 + C2 x)ex ex (1 + log x).
gc

dx2 x2
Ba

d2 y
(h) dx2
+y =x Ans: y = C1 cos x + C2 sin x + x.
S

21. Solve the following simultaneous differential equations:

d
(a) (D 7)x + y = 0, (D 5)y 2x = 0; where D dt
(b) (D + 5)x + y = et , (D + 3)y x = e2t ;
(c) (D2 3)x 4y = 0, (D2 + 1)y + x = 0;
(d) (D + 2)x + (D + 1)y = 0, (D + 3)y + 5x = 0.
dx dy dz
22. Solve the following differential equations of Simultaneous equations in the form P
= Q
= R
,
where P P (x, y, z), Q Q(x, y, z), R R(x, y, z):
dx dy dz
(a) xy
= y2
= xyz2x2
Ans: x = C1 y, x = log(yz 2x) log y + C2 .
adx bdy cdz
(b) yz(bc)
= xz(ca)
= xy(ab)
Ans: ax2 + by 2 + cz 2 = C1 , a2 x2 + b2 y 2 + c2 z 2 = C2 .
xdx dy dz
(c) z 2 2yzy 2
= y+z
= yz
Ans: x2 + y 2 + z 2 = C1 , x2 z 2 2yz = C2 .
dx dy dz
(d) 1+y
= 1+x
= z
Ans: z(x y) = C1 , z = C2 (x + y + 2).
dx dy dz 1
(e) y2
= x2
= x2 y 2 z 4
Ans: x3 y 3 = C1 , y 3 + z3
= C2 .
dx dy dz
(f) yz
= zx
= xy
Ans: x2 y 2 = C1 , x2 z 2 = C2 .
dx dy dz
(g) z
= z
= z 2 +(x+y)2
Ans: x + y = C1 , log[(x + y)2 + z 2 ] 2x = C2 .

16
 dx dy dz
23. Geometrical interpretation of the equations P
= Q
= R
.
We know, from the geometry of three dimensions, that the direction cosines of the tangent
to a curve are dx , dy , dz , that is are in the ratio dx : dy : dz.
ds ds ds
Hence geometrically these equations represent a system of curves in space, such that the
direction cosines of the tangent to it at any point (x, y, z) are proportional to P , Q, R.

LAPLACE TRANSFORMS (LT)

1. Definition: Suppose that F (t) is a real valued function defined over the interval (, )
such that F (t) = 0 for all t < 0. The Laplace Transform (LT) of F (t), denoted by L{F (t)},
is defined as Z
L{F (t)} = f (s) = est F (t)dt.
0

2. Properties:

(a) Linear property: Suppose that f1 (s) and f2 (s) are LT of F1 (t) and F2 (t) respectively,
then L{c1 F1 (t)c2 F2 (t)} = c1 L{F1 (t)}c2 L{F2 (t)}, where c1 and c2 are any constants.
(b) First shifting property: If L{F (t)} = f (s) then, L{eat F (t)} = f (s a).
(c) Change of scale property:
7)

If L{F (t)} = f (s) then, L{F (at)} = a1 f ( as ), where a is a constant.

01
(2

(n+1)
(d) L{1} = 1s , s > 0 and L{tn } = , if s > 0 and n > 1.
hi

sn+1
gc
Ba

1 s a
(e) L{eat } = sa
, L{cos at} = s2 +a2
and L{sin at} = s2 +a2
S

(f) LT of Derivatives of a Function: If L{F (t)} = f (s), then L{F n (t)} = sn f (s)
n
sn1 F (0) sn2 F (0) sF (n2) (0) F (n1) (0), where F n (t) stands for d dtFn(t) .
(g) LT of Integral of a Function: If L{F (t)} = f (s), then
Z t
1
L{ F (u)du} = f (s).
0 s
d n
(h) Multiplication by tn : If L{F (t)} = f (s), then L{tn F (t)} = (1)n ds n f (s), for n =

1, 2, 3, . . . .
(i) Division by t: If L{F (t)} = f (s), then L{ F (t)
R
t
} = s f (x)dx, provided the integral
exists.

3. Evaluate:
120
(a) L{t5 e3t } Ans: (s3)6
.
s
(b) L{cosh(2t)} Ans: s 4
.
(c) L{5t 2} Ans: 52s
s2
.
a
(d) L{sinh at} Ans: s2 a 2.

25 30
(e) L{(5e2t 3)2 } Ans: s4
s2 + 9s .
(f) L{et sin2 t} Ans: 3s
(s+1)(s2 2s+5)
.
at bt
(g) L{ e et
} s+b
Ans: log( s+a ).
R et sin t
(h) 0 t
dt Ans: 4
.

17
 R
(i) e2t t sin2 tdt Ans: 18 .
R0 3
(j) 0
te3t sin tdt Ans: 50
.
t
(k) L{ 1e
t
} Ans: log s1
s
.
q
3 2
(l) L{ cos 2tcos
t
3t
} Ans: log ss2 +3
+22
.
(m) L{ 1cos
t2
t
} Ans: s log s2s+1 + cot1 s.
R t 6
(n) L{e2t 0 t sin 3tdt} Ans: (s2 +4s+13)2
.
Rt
(o) L{t 0 sinu u du} Ans: 1
s2
cot1 s + 1
s(s2 +1)
.

4. Show R that: R R
3 sin t
(i) 0 te3t sin t dt = 50 (ii) 0 t3 et sin t dt = 0 (iii) 0 t
dt = 2
2 2
n!
(iv) L{tn eat } = (sa) n+1 (v) L{ sint t } = 14 log( s s+4
2 ).

5. Definition: If the LT of a function F (t) is f (s), i.e. L{F (t)} = f (s) then F (t) is called an
inverse Laplace transform (ILT) of f (s). We write

F (t) = L1 {f (s)}.

6. Linear property: Suppose that f1 (s) and f2 (s) are LT of F1 (t) and F2 (t) respectively, then
L1 {c1 f1 (s) c2 f2 (s)} = c1 L1 {f1 (s)} c2 L1 {f2 (s)} where c1 and c2 are any constants.

7. Convolution Theorem: If LR1 {f (s)} = F (t), L1 {g(s)} = G(t), then L1 {f (s) g(s)} =
7)
01

Rt t
F (u)G(t u)du = F G = 0 F (t u)G(u)du.
(2

0
hi

8. Evaluate L1 {P } where P =
gc
Ba

1 ebt eat
S

(a) (s+a)(s+b)
Ans: ab
.
1 t e4t 1
(b) s2 (s+4)
Ans: 4
+ 16
16
.
5 5
(c) (s+4)(s7)
Ans: 11
[e7t e4t ].
8e3
(d) s2 4
Ans: 4e3 sinh 2t.
s2
(e) (s2 +1)2
Ans: 12 (sin t + t cos t).
1 2(1cos t)
(f) log(1 + s2
) Ans: t
.
9 3t
(g) s2 (s3)
Ans: 1 3t + e .
5
(h) s2 2s3)
Ans: 25 et sinh 2t.
5s2 +8s1
(i) (s+3)(s2 +1)
Ans: 2e3t + 3 cos t sin t.
s t sin at
(j) (s2 +a2 )2
Ans: 2a
.
(1et )
(k) log(1 + 1s ) Ans: t
.
1 1
R t (1cos u)
(l) s
log(1 + s2
) Ans: 2 0 u
du.

9. Use Laplace Transforms to solve the differential equation:

d2 y dy
2
3 = 9,
dx dx
dy
given that when x = 0, y = 0 and dx
= 0.

18
 Solution Taking Laplace Transform both sides, we get
d2 y dy
L{ 2 } 3L{ } = L{9}
dx dx

Hence [s2 f (s) sy(0) y (0)] 3[sf (s) y(0)] = 9s .

Taking y(0) = 0 and y (0) = 0.
Hence s2 f (s) 3sf (s) = 9s (s2 3s)f (s) = 9s .
9
i.e. f (s) = s2 (s3)
Taking Inverse Laplace Transform, we get
9
y = L1 { s2 (s3) } = L1 { 1s 3
s2
+ 1
s3
} = 1 3x + e3x .

10. Using Laplace Transform solve:

t sin t
(a) y (t) + y(t) = cos t, where y (0) = y(0) = 0. Ans: 2
(b) y (t) + y(t) = t given that y (0) = 1, y() = 0. Ans: y = cos t + t.
(c) y (t) + 2y (t) + 5y(t) = et sin t, where y(0) = 0, y (0) = 1. Ans:
(d) (D2 + 6D + 9)y = sin t, where y(0) = 1, y (0) = 0. Ans:
d2 y dy
(e) dx2
+ 6 dx + 13y = 0,
dy
given that when x = 0, y = 3 and dx
= 7. Ans: y = e3t (3 cos 2t + 8 sin 2t).
7)
01

MATRIX THEORY
(2
hi
gc
Ba

1. Obtain
the row reduced
echelon form and find therank of thefollowing matrices:
S

0 0 2 2 0 1 0 1 4 0 1 0 2 2 0
1 3 2 4 1 0 3 1 4 1 5 3 2 4 1 .

(i)
2 6
(ii) (iii)
2 6 2 0 6 2 6 2 2 2 2 6 2
3 9 5 10 3 2 0 2 8 0 3 9 0 10 11
Ans: (i) 3, (ii) 3, (iii) 4.

2. Prove that a square matrix can

be expressed
as the sum of a symmetric and skew symmetric
1 0 5
matrix. Hence express A = 1 5 1 as the sum of a symmetric and skew symmetric
3 1 1
matrix.

3. Solve (by row operations):

(i) x + y + z = 9, 2x + 5y + 7z = 52, 2x + y z = 0,
(ii) x y + 2z = 9, x + 5y + z = 52, x + y z = 1,
(iii) 2x + 3y + z = 8, 2x 5y + z = 12, 2x + 2y z = 15,
(iv) 4x + y + 2z = 7, x + y + 7z = 4, 2x + 2y z = 10,
(v) x + 2y + z = 9, 2x + y + 7z = 2, 3x + y z = 5,
(vi) 5x + y + 3z = 5, x y + z = 5, x + y z = 0,
(vii) x + y + z = 2, x + 5y 6z = 2, x y z = 4.
4. Determine the conditions for which the system:
x1 + x2 + x3 = 1;
x1 + 2x2 x3 = b;
5x1 + 7x2 + ax3 = b2
admits of (i) unique solution, (ii) no solution and (iii) infinitely many solutions.

19
 5. Given a system of equations:
x1 + 4x2 + 2x3 = 1;
2x1 + 7x2 + 5x3 = 2k;
4x1 + mx2 + 10x3 = 2k + 1.
Find the values of k and m, for which the system of equations have
(i) unique solution (ii) no solution (iii) infinitely many solutions.
6. Find the coefficients a, b, and c so that the graph of f (x) = ax2 + bx + c passes through the
points (1, 2), (2, 6) and (3, 5).
7. Use the method of elementary row operations to obtain the inverse of the matrices:

6 13 9 1 1 2
(a) 3 7 5 . Ans: 4 6 3
2 3 2 5 8 6

6 11 5 1 4 5
(b) 18 34 15 . Ans: 3 1 0
13 25 11 8 7 6

3 1 2 ? ? ?
(c) 7 3 4 . Ans: ? ? ?
9 3 8 ? ? ?
8. Show that the nonzero rows of an echelon matrix form a linearly independent set.
7)
01

9. Prove that if the homogeneous system AX = 0 has a non-trivial solution, then A must be a
(2

singular matrix.
hi
gc

2x1 + 3x2 + 2x3 + 5x4 = 1

Ba

3x1 + x2 + x3 + 3x4 = 2
S

10. Solve (if possible):

7x1 + 7x2 + 5x3 + 13x4 = 3
8x1 + 5x2 + 4x3 + 11x4 = 5.
11. Practical A seven-bit binary code consists of codewords x1 x2 . . . x7 which satisfy the con-
ditionHxT = O, where x = x1 , x2 , . . . , x7 , O is the 7 1 zero vector and
0 0 0 1 1 1 1
H = 0 1 1 0 0 1 1 . Obtain all the codewords.
1 0 1 0 1 0 1

CHARACTERISTIC EQUATIONS AND QUADRATIC FORMS

1. Cayley-Hamilton Theorem Every Characterestic eqution of a matrix is satiesfy its own

matrix.
2. Find the eigenvalues
and the
corresponding
eigenvector(s)
of
matrices:
1 0 1 1 0 1 1 1 3  
1 0
A = 1 2 1 , B = 0 1 1 , C = 1 5 1 and D = .
0 2
2 2 3 1 0 1 3 1 1

1 1 3
3. Find the characteristic equation of the matrix A = 1 3 3 and hence find its
2 4 4
3

3 1 2
inverse. Ans: C. E. is x3 20x + 8 = 0 and A1 = 45 14 34 .
14 14 14

20

1 0 1 8 8 2 2 3 4
4. Diagonalize the matrix (i) A = 1 2 1 (ii) 4 3 2 (iii) 0 2 1 .
2 2 3 3 4 1 0 0 1
 
1 0
5. Show that the matrix is not diagonalizable over the field R.
3 1

6. Find the rank, index, and signature of the

quadratic formx21 2x22 + 3x23
4x2 x3 + 6x1 x3 .
1 0 3 1 0 0
Solu: After congruence operations of A = 0 2 2 , we get A =
0 1 0 .
3 2 3 0 0 1
The rank of the quadratic form is r = 3 (the number of non-zero terms in the normal form).
The index of the quadratic form is p = 1 (the number of positve terms in the normal form).
The signature of the quadratic form is s = 1 (s=2p-r).

7. Transform into canonical(normal) form and also find its nature, rank, index, and signature
of the following quadratic form, where f (x1 , x2 , x3 ) =:

(i) 2x1 x2 6x2 x3 + 2x3 x1 , Ans:

(ii) x21 + x23 + 4x1 x2 + 6x1 x3 + 6x2 x3 Ans:
2 2 2
(iii) 6x1 + 3x3 + 14x3 + 4x2 x3 + 18x1 x3 + 4x1 x2 Ans:
(iv) x21 + 2x22 + 3x23 2x1 x2 + 4x2 x3 . Ans:

1 1 0
7)

8. Given the matrix A = 1 2 1 , express A1 as a polynomial in A.

01
(2

3 2 2
hi
gc

 
1 4
Ba

9. Verify Cayley-Hamilton theorem for the matrix A = and find its inverse. Also
2 3
S

express A5 4A4 7A3 + 11A2 A 10I as a linear polynomial in A.

10. If A and B are two similar matrices, then prove that An and B n n 1 have the same
eigenvalue(s).

11. Prove that the eigenvalues of a real skew symmetric matrix are purely imaginary or zero.

12. Show that eigenvalues of a real symmetric matrix are all real and eigenvalues of a real
skew-symmetric matrix are purely imaginary or zero.

13. A matrix B of order 3 has eigenvalues 0, 1, 2. This information is enough to find three of
these (give the answers where possible) (i) the rank of B, (ii) the determinant of B, (iii)
the eigenvalues of B t B and (iv) the eigenvalues of (B 2 + I3 )1 .

1 0 0
14. State Cayley-Hamilton theorem and hence find A100 , where A = 1 0 1 .
0 1 0

VECTOR SPACES

Field: Let F be a non-empty set which is closed under two binary operations denoted + (addition,
say) and (multiplication, say). Then (F, +, ) is a field if for all a, b, c F , the following
properties hold:

21
 1. Commutative laws: a + b = b + a; a.b = b.a.
2. Associative laws: (a + b) + c = a + (b + c); a (b c) = (a b) c.
3. Distribute laws: a (b + c) = a b + a c; (b + c) a = b a + c a.
4. Further there must exist an identity element 0 and an unit element 1 F satisfying a + 0 =
0 + a = a and a 1 = 1 a = a.
5. For any a F , there exists an additive inverse a F such that a + (a) = 0.
6. For any a 6= 0 in F , there exists an element denoted a1 in F such that a a1 = a1 a = 1.

Vector Space: Let F be a field. A set V of elements called vectors is a vector space if for any
u, v, w V and for any c, d F :

1. u + v V .
2. cu V .
3. u + v = v + u.
4. u + (v + w) = (u + v) + w.
5. There exists an element denoted 0 V such that u + 0 = u.
7)

6. For every element u V , there exists an element denoted u such that u + (u) = 0.
01
(2

7. c(u + v) = cu + cv.
hi
gc
Ba

8. (c + d)u = cu + du.
S

9. c(du) = (cd)u.
10. 1u = u.

Vector Subspace: Let V be a vector space. A subset U of V is called a subspace of V if U is

itself a vector space under the same operations as V . That is a subset U of V is called a subspace
of V if

1. The zero vector belongs to U ; (that is, 0 U );

2. u, v U , then u + v U and
3. u U and t F , then tu U .

Linearly Dependent(LD) and Linearly Independent(LI) Vectors: In a vector space V ,

a sum of the form u = a1 v1 + a2 v2 + + ak vk , where the ai Fq are scalars, is called a
linear combination of the vectors v1 , v2 , . . . , vk . A set of vectors {v1 , v2 , . . . , vk } is called linearly
dependent if there is a set of scalars {a1 , a2 , . . . , ak }, not all zero, such that a1 v1 +a2 v2 + +ak vk =
0.
A set of vectors that is not linearly dependent is called linearly independent. No vector in a
linearly independent set can be expressed as a linear combination of the other vectors in that
linearly independent set.
Basis: A basis is a set of linearly independent vectors that span the vector space.
Dimension: The dimension of a vector space V is number of vectors in any basis of V .

22
 ************* *************

1. Test whether the set of vectors (1, 2, 4), (3, 0, 5), and (2, 1, 7) are linearly dependent or not,
where the elements of the vectors are real numbers.

2. Show that the set S = {(3, 4, 5), (1, 2, 1), (2, 1, 2)} of vectors are LI over R3 .

3. Prove that the set S = {(2, 1, 1), (1, 2, 1), (1, 1, 2)} is a basis of R3 .

4. Show that the vectors (1, 2, 1), (2, 1, 0), (1, 1, 2) form a basis of the vector space V = R3 ,
over the field of real numbers.

5. Prove that the four vectors = (1, 0, 0), = (0, 1, 0), = (0, 0, 1) and = (1, 1, 1) in R3
form linearly dependent subset of R3 but any three of them are linearly independent.

6. If S = {(x, y, z) R3 | 2x + y z = 0}, then find a basis and the dimension of S as a

subspace of R3 .

7. Let S = {(x, y, z) R3 | xy = z}. Is S a subspace of R3 over R?

8. We all know that the row space denoted by R(A) contains all linear combinations of the
rows from a matrix. The question is: How many of those rows are needed to form a row
space?

9. Decide whether each subset of R3 is linearly dependent or not:

7)

(i) {(1, 3, 5); (2, 2, 4); (4, 4, 14)} (ii) {(0, 0, 1); (1, 0, 4)} (iii) {(2, 4); (6, 0); (3, 5)}
01

Also find the dimension of the space/subspace generated by these vectors.

(2
hi
gc

10. If the set {u, v, w} R3 is LI, then show that the set {u, u + v, u + v + w} is also LI.
Ba
S

11. Let S is a subspace of V and also let a subset T of S is LI in S, then T is also linearly
independent in V . Is this true? then prove it.

12. Prove that any two basis have the same number of vectors of a given vector space.

13. Define LD and LI of vectors with examples. What do you understand by basis of a vector
space? Show that the vectors (1, 2, 4), (2, 1, 3), (0, 1, 2) and (3, 7, 1) are LD. Find the
relation between them.

14. If v1 , v2 , . . . , vm are m vectors each having n m components and if for i = 1, 2, . . . , m the

first nonzero component of vi is the ith, then prove that v1 , v2 , . . . , vm are linearly indepen-
dent.

15. Determine scalars such that the vector (3, 4, 5) is expressed as a linear combination of vectors
= (1, 2, 3), = (2, 3, 4) and = (4, 3, 2).

16. Let V be a vector space over the field F . Then prove that set S of non-zero vectors
1 , 2 , . . . , n V is linearly dependent iff some element of S be a linear combination
of the others.

17. Let U be the set of vectors u = (u1 , u2 , u3 ) in R3 such that u1 + 3u2 4u3 = 0. Let V be
the set of all vectors v = (v1 , v2 , v3 ) such that 2v1 + 3v3 = 0. What is U V ?

18. Let s and t be variables that range independently over R. Consider the vectors of the form
[s + 4t, 3s t, 5s + t, 2t]T . Is the set of all vectors of that form a subspace of R4 ?

19. Is the set of all vectors of the form (s3 t, 5s3 + 2t, 0) a subspace of R3 ? Here s and t run
over the set of real numbers R.

23
20. In a vector space, suppose that w = u + v and z = u v. Explain why the spans of {u, v}
and {w, z} are the same. Hint: Show aw + bz = cu + dv.

NUMERICAL ANALYSIS

Students are requested to bring Calculator in the class and examination hall. Mobile is not
allowed.

1. To round-off a number to n significant digits, discard all digits to the right of the nth digit,
and if this discarded number is

(a) less than half a unit, leave the nth digit unaltered;
(b) greater than half a unit, increase the nth digit by unity;
(c) exactly half a unit, increase the nth digit if it is odd; otherwise, leave it unchanged.

The number thus rounded-off is said to be correct to n significant figures.

Example. The numbers given below are rounded-off to four significant figures:

Before After Before After

1.6583 1.658 0.0015472 0.001547
7)
01

30.0567 30.06 700.1512 700.2

(2

0.859378 0.8594 897846 8978

hi
gc

3.14159 3.142 526752 5268

Ba
S

2. Roun-off the following numbers correct up to 3 decimal places:

(a) 2.4629 Ans: 2.463

(b) 0.46999 Ans: 0.470
(c) 0.0035869 Ans: 0.004
(d) 0.0015 Ans: 0.002
(e) 1.46294 Ans: 1.463
(f) 1.35008 Ans: 1.350

3. Fundamental Theorem of Difference Calculus

If f (x) be a polynomial of degree n, then the nth difference of f (x) is constant and (n + 1)th
difference vanish.

4. Newtons Forward Interpolation Formula

Let a function f (x) is known for (n + 1) distance equispaced arguments namely x0 , x1 , x2 ,
. . . , xn1 , xn such that xr = x0 + rh; (r = 0, 1, 2, . . . , n), where h is the length of each space.
Then
2 3 f (x
f (x) = f (x0 ) + u.f (x0 ) + u.(u 1) f2!(x0 ) + u.(u 1)(u 2) 3!
0)
+ + u.(u 1)(u
n
2) . . . (u n + 1). fn!(x0 ) , where u = xx
h
0
.

24
5. Newtons Backward Interpolation Formula
Let a function f (x) is known for (n + 1) distance equispaced arguments namely x0 , x1 , x2 ,
. . . , xn1 , xn such that xr = x0 + rh; (r = 0, 1, 2, . . . , n), where h is the length of each space.
Then
2 3 f (x
f (x) = f (xn ) + u.f (xn1 ) + u.(u + 1) f (x 2!
n2 )
+ u.(u + 1)(u + 2) 3!
n3 )
+ + u.(u +
n
1)(u + 2) . . . (u + n 1). fn!(x0 ) , where u = xxh
n
.
Example Given

x 1 2 3 4 5 6 7 8
f (x) 1 8 27 64 125 216 343 512

find (i) f (1.5) and (ii) f (7.5).

Solution The difference table is

x y = f (x) f (x) 2 f (x) 3 f (x)

1 1 7 12 6
2 8 19 18 6
3 27 37 24 6
4 64 61 30 6
5 125 91 36 6
6 216 127 42
7 343 169
7)
01

8 512
(2
hi
gc

(i) To compute f (1.5), we use Newtons Forward Formula, as the point x = 1.5 is near the
Ba

beginning of the table. Thus we have

S

2 f (x0 ) 3 f (x0 )
f (x) = f (x0 ) + u.f (x0 ) + u.(u 1) + u.(u 1)(u 2) + ...,
2! 3!
xx0
where u = h
.
Here x = 1.5, x0 = 1 and h = 1. u = 0.5.
f (1.5) = 3.375
(ii) f (7.5) = 421.875.

6. Lagranges formula for unequal intervals

If the variable x takes the values x0 , x1 , x2 , . . . , so that the corresponding values of f (x) are
f (x0 ), f (x1 ), f (x2 ), . . . , then
f (x) = (x(xx 1 )(xx2 )(xx3 )...
0 x1 )(x0 x2 )(x0 x3 )...
f (x0 ) + (x(xx 0 )(xx2 )(xx3 )...
1 x0 )(x1 x2 )(x1 x3 )...
f (x1 ) + (x(xx 0 )(xx1 )(xx3 )...
2 x0 )(x2 x1 )(x2 x3 )...
f (x2 ) +
....
Proof. We write for all values of x,

f (x) = B0 (x x1 )(x x2 )(x x3 ) . . .

+ B1 (x x0 )(x x2 )(x x3 ) . . .
+ B2 (x x0 )(x x1 )(x x3 ) . . .
+ ......
+ Bn (x x0 )(x x1 )(x x2 ) . . .

25
 where Bs are all constants.
Put x = x0 in above, we get f (x0 ) = B0 (x0 x1 )(x0 x2 )(x0 x3 ) . . . .
(x0 )
Hence B0 = (x0 x1 )(x0fx 2 )(x0 x3 )...
.
f (x1 )
Similarly, if we put x = x1 , we get B1 = (x1 x0 )(x1 x2 )(x1 x3 )...
and so on.
Substituting the values of B0 , B1 , B2 , . . . , we get the result.
Uses: Lagranges interpolation formula may be used in all the following cases whether, (i)
the intervals are equal or not, (ii) the value of x corresponding to which the value of y to be
calculated, lies near the beginning of end or middle of the tabulated values.
Example: The following table gives the normal weights of babies during the first 12 months
of life:

Age (in months) 0 2 5 8 10 12

Weights (Kg) 3.5 4.1 4.5 5.1 5.8 6.2

Estimate the weight of the baby at the age of 7 months.

Solution Here x0 = 0, x1 = 2, x2 = 5, x3 = 8, x4 = 10, x5 = 12, using Langrages
interpolation formula, we get,

(72)(75)(78)(710)(712)
f (7) = (02)(05)(08)(010)(012)
3.5
(70)(75)(78)(710)(712)
+ (20)(25)(28)(210)(212) 4.1
7)

+ (70)(72)(78)(710)(712)
01

(50)(52)(58)(510)(512)
4.5
(2

+ (70)(72)(75)(710)(712) 5.1
hi

(80)(82)(85)(810)(812)
gc

(70)(72)(75)(78)(712)
+ (100)(102)(105)(108)(1012) 5.8
Ba
S

(70)(72)(75)(78)(710)
+ (120)(122)(125)(128)(1210) 6.2
1 7 1 175 7 1
= 64 3.5 96 4.1 + 3 4.5 + 192 5.1 32 5.8 + 32
6.2
= 0.0546875 0.2989583 + 1.5 + 4.6484375 1.26875 + 0.19375
= 4.829166667 4.8 Kg.

7. The Bisection Method is to divide the interval into two equal subintervals,

a+b
c= 2
.

Example. Find a real root of the equation x3 2x 5 = 0.

Solution: Let f (x) = x3 2x 5. Then f (2) = 1 and f (3) = 16.
2+3
Hence a root lies between 2 and 3 and we take x0 = 2
= 2.5
2+2.5
Since f (x0 ) = 5.6250, we choose [2, 2.5] as the new interval. Then x1 = 2
= 2.25 and
f (x1 ) = 1.890625.
Proceeding in this way, the following table is obtained.

26
 n a b x f (x)
1 2 3 2.5 5.56250
2 2 2.5 2.25 1.8906
3 2 2.25 2.125 0.3457
4 2 2.125 2.0625 -0.3513
5 2.0625 2.125 2.09375 -0.0089
6 2.09375 2.125 2.10938 0.1668
7 2.09375 2.10938 2.10156 0.07856
8 2.09375 2.10156 2.09766 0.03471
9 2.09375 2.09766 2.09570 0.01286
10 2.09375 2.09570 2.09473 0.00195
11 2.09375 2.09473 2.09424 -0.0035
12 2.09424 2.09473

At n = 12, it is seen that the difference two successive iteratives is 0.0005, which is less than
0.001. Thus the required root is 2.09 (correct up to 3 significant figures).

8. The Newton-Raphson Method is sufficiently important that we should write out the
iteration in detail:
xn+1 = xn ff(x n)
(xn )
; n=0, 1, 2, . . .

Example. Use the Newton-Raphson Method to find a real root of the equation x3 2x5 =
0.
7)
01

Solution: Here f (x) = x3 2x 5 and f (x) = 3x2 2.

(2

x3n 2xn 5
hi

Hence from the above formula xn+1 = xn .

gc

3x2n 2
Ba

Choosing x0 = 2, we get the following table:

S

n xn f (xn ) xn+1
0 2 -1 2.1
1 2.1 0.061 2.094568
2 2.094568 0.0001859 2.094551
3 2.094551 -0.000053

Thus the required root is 2.09? (correct up to 3 significant figures).

9. The Secant Method is given by

xn+1 = xn f (xn ) f (xxnn)f

xn1
(xn1 )
; n>1.

Example. Use the Secant Method to find a real root of the equation x3 2x 5 = 0.
Solution: Let the two initial approximation be given by x1 = 2 and x0 = 3. We have
f (x1 ) = f1 = 8 9 = 1, and f (x0 ) = f0 = 27 11 = 16.
Putting n = 0 in the above equation, we obtain x1 = 2.058823529.
Also, f (x1 ) = f1 = 0.390799923.
Putting n = 1, we get x2 = 2.08126366 and f (x2 ) = f2 = 0.147204057.
Setting n = 2, we get x3 = 2.094824145, which is correct up to three significant figures.

10. Using appropriate interpolation formula, find the value of f (6) from the following table:
x 3 7 9 10
Ans: 147.
f (x) 168 120 72 63

27
11. Evaluate f (1.1) and f (4.5), from the given table:
x 0 1 2 3 4 5
Ans: 3.41, 29.25
f (x) 0 3 8 15 24 35

12. Compute f (0.5) and f (6.7), from the table: Ans: 2.375, 455.533

x 0 1 2 3 4 5 6 7
f (x) 0 7 26 63 124 215 342 511

x 2 4 7 9
13. Compute f (5), from the given table: Ans: 37
f (x) 10 26 65 101

x 2 3 5 7
14. From the table: Ans: 0.544
log10 x 0.301 0.477 0.699 0.845
Compute log10 3.5

x 0.3 0.5 0.6

15. Compute f (0.4) using the table: Ans: 0.65
f (x) 0.61 0.69 0.72

16. Obtain a root, using The Bisection Method or The Newton-Raphson Method
or The Secant Method, correct up to three decimal places, for the following
equations:

(a) x3 + x2 + x + 7 = 0 Ans:
7)
01

(b) x3 4x 9 = 0 Ans: 2.706

(2
hi

(c) cos x = 3x 1 Ans:

gc
Ba

(d) x3 x 4 = 0 Ans:
S

(e) x3 18 = 0 Ans:
1
(f) x = (5 x) 3 Ans:
(g) x3 x2 1 = 0 Ans:
(h) x3 + x2 1 = 0 Ans:
(i) ln x = 10(x 1) Ans:
3
(j) x 3x 5 = 0 Ans:
(k) x3 x 1 = 0 Ans:
(l) x log x = 2 Ans:

USEFUL FORMULAS

R
x a2 +x2 a2 x
1. a2 + x2 dx = 2
+ 2
sinh1 a
+ C.
R
x x2 a2 a2 x
2. x2 a2 dx = 2
2
cosh1 a
+ C.
R
x a2 x2 a2 x
3. a2 x2 dx = 2
+ 2
sin1 a
+ C.
dx 1 x
R
4. a2 +x2
= a
tan1 a
+ C.
R
5. sin1 xdx = x sin1 x + 1 x2 + C

28
 This part is under construction.

*******

SOME SELECTED SOLUTIONS

1
1. Evaluate: L1 {log(1 + s2
)}.
Solution: Since ds {log(1 + s12 )} = ds
d d
[{log(1 + s2 ) log(s2 )}] = s22s+1 2s
s2
= 2[ s2s+1 1s ], we
have L1 {2( s2s+1 1s )} = tF (t), where F (t) = L1 {log(1 + s12 )}. So 2 cos t 2 = tF (t)
F (t) = 2(1cos
t
t)
L1 {log(1 + s12 )} = 2(1cos
t
t)
.

BOOKS : (TEXT/REFERENCES)

1. Babu Ram, Engineering Mathematics, Pearson. (You May Purchase).

2. G. B. Thomas, and R. L. Finney, Calculus, Pearson, 1995.

7)

3. J. Sengupta, S. K. Sarkar, Engineering Mathematics, Vol-II.

01
(2

4. S. K. Mapa, Higher Algebra, Asoka Prakasan.

hi
gc
Ba

5. Maity and Ghosh, Differential Equations.

S

6. Chakravorty and Ghosh, Differential Equations.

7. G. F. Simpsons, Ordinary Differential Equations, McGraw-Hill, 1972.

8. N. D. Raisinghania, Integral Transforms, S. Chand, 1988.

9. S. L. Ross, Differential Equations, John Willey and Sons.

10. I. N. Sneddon, The use of Integral Transforms, McGraw-Hill, 1974.

11. S. A. Mollah, Numerical Analysis, Books and Allied (P) Ltd.

12. S. S. Sastry, Numerical Analysis, PHI.

For more information follow the following webpage

https://sites.google.com/site/satyabagchi

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