SERIES SOLUTION OF DIFFERENTIAL EQUATIONS

The method of series solution of differential equations is based on presenting the solution as a
power series or polynomials and substituting as appropriate.

The power series may be of χ or χ − χ 0 depending on what is required.

Example 1.

Solve the differential equation;

y 1 − y = 0 − − − − − − − − − − − − − − − − − (1)

The first step is to assume that the solution y is expressed as:

y1 = ∂0 + ∂ 1 χ + ∂ 2 χ 2 + ∂ 3 χ 3 + − − − − − (2 )

Then y1 = ∂1 + 2 ∂ 2 χ + 3 ∂ 3 χ 2 + ∂ 3 χ 2 + − − − − − − (3)

Substituting (2) and (3) into (1) gives

(
∂ 1 + 2∂ 2 χ + 3∂ 3 χ 2 − ∂ 0 + ∂ 1 χ + ∂ 2 χ 2 = 0 )
This gives (∂ 1 − ∂ 0 ) + (2∂ 2 − ∂ 1 ) χ + (3∂ 3 − ∂ 2 )χ 2 = 0

Thus ∂ 1 − ∂ 0 = 0 ; 2∂ 2 − ∂ 1 = 0 and 3∂ 3 − ∂ 2 = 0
giving
∂1 ∂
∂1 = ∂ 0 ; ∂2 =
and ∂ 3 = 2 e.t.c
2 3
and giving the expressions in terms of ∂ 0 , we have

∂0 ∂ ∂
∂1 = ∂ 0 , ∂2 =
; ∂3 = 0 = 0
2! 2 x3 3!
From which the solution becomes:
 χ2 χ3 
y = ∂ 0 1 + χ + + + ..... = ∂ 0 e χ .
 2! 3! 

This equation can also be solved by the method of separating variables to confirm the result
of the power series method.

Method of separating variables:

dy
y 1 − y = 0 gives y ′ = y. ⇒ = y
dx

1
By separating the variables we have
dy
= dx and integrating both sides gives
y

Lny + C = ∫ abl = x +

Thus y = l ( x + c ) = ∂l x where ∂ = l c

Example II:

y 1 = 2 xy − − − − − − − − − − − (1)

Assuming that y = ∂ 0 + ∂ 1 χ + ∂ 2 χ 2 + ∂ 3 χ 3 + ∂ 4 χ 4 + ∂ 5 χ 5 + .

We have y 1 = ∂ 1 + 2 ∂ 2 χ + 3 ∂ 3 χ 2 + 4 ∂ 4 χ 3 + 5 ∂ 5 χ 4 + 6∂ 6 χ 6 + − − − − − −

By substituting y and y ′ in (1), we obtain

( )
∂ 1 + 2∂ 2 χ + 3∂ 3 χ 2 + .... = 2 x ∂ 0 + ∂ 1 χ + ∂ 22 χ 2 + .......

∂ 1 + 2∂ 2 χ + 3∂ 3 χ 2 + 4∂ 4 χ 3 + 5∂ 5 χ 4 + 6∂ 6 χ 5 + .............
= 2∂ 0 χ + 2∂ 1 χ 2 + 2∂ 2 χ 3 + 2 ∂ 3 χ 4 + 2∂ 4 χ 5 + ..............

From this it is seen that;

∂ 1 = 0. 2∂ 2 = 2∂ 0 , 3∂ 3 = 2∂ 1 , 4 ∂ 4 = 2∂ 2 , 5∂ 5 = 2∂ 3

∂2 ∂0 24 ∂ 0
Hence ∂ 3 = ∂ 5 = 0 and ∂ 2 = ∂ 0 , ∂ 4 = = , ∂6 = =
2 21 3 31

 χ 4 χ6 χ8 
The series becomes y = ∂ 0 1+ χ + + + + .... = ∂ 0 e χ .
2
 2

 2! 3! 4! 

This can also be solved by separation variables as follows;

dy
y 1 = 2 xy ⇒ = 2 xy
dx
Separating variables gives;
dy
= 2 x dx
y
Lny + C = χ 2 and
Hence
y = l χ + C = lcl χ = ∂ 0 l χ .
2 2 2

2
Example III :
Solve the Equation y ′′ + y = 0 ..............(1)
Similarly by assuming the power series solution:

y = ∂ 0 + ∂ 1 χ + ∂ 2 χ 2 + ∂ 3 χ 3 + ∂ 4 χ 4 + .................

We have
y ′ = ∂ 1 + 2 ∂ 2 χ + 3∂ 3 χ 2 + 4∂ 4 χ 3 + ......................
and

y ′′ = 2∂ 2 + 6 ∂ 3 χ + 12 ∂ 4 χ 2
Substituting the above expression for y, y ′ and y ′′ into (1) gives;

2∂ 2 + 6∂ 3 χ + 12∂ 4 χ 2 + ∂ 0 + ∂ 1 χ + ∂ 2 χ 2 + .......... = 0

Collecting like powers gives:

2∂ 2 + ∂ 0 + (6∂ 3 + ∂ 1 )χ + (12∂ 4 + ∂ 2 )χ 2 + ................ = 0

Equating the coefficient of each power of χ to zero, we have;

2∂2 + ∂0 = 0
6∂ 3 + ∂1 = 0
12∂ 4 + ∂ 2 = 0

Solving the Equation gives

∂0 ∂ ∂ ∂
∂2 = − ; ∂ 3 = − 1 ; ∂ 4 = − 2 = 0 .......
2! 3! 4 x3 4!

Thus the solution becomes

∂0 2 ∂ ∂ ∂
y = ∂ 0 + ∂1 χ − χ − 1 χ 3 + 0 χ 4 + 1 χ 5 + .......
2! 3! 4! 5!

Which can be written as

 χ2 χ4   χ3 χ5 
Y = ∂ 0 1 − + − + ......... + ∂ 1  χ − + − + ..........
 2! 4!   3! 5! 
These the series for Cos χ and Sin χ

Thus y = ∂ 0 Cos χ + ∂ 1 Sin χ

3
Eigenvalues/Eigen vectors Problem

Example of vibrating spring with Masses

K1 = 3

(Y1 = 0)
Μ1 = 1

Y1
K2 = 2 Y1
Μ1 = 1
(Y2 = 0)
Μ2 = 1 1
Net change in Spring
Length = Y2 − Y1
Y2

Y2

Μ2 = 1

System in Static
Equilibrium

Dynamics Analysis of the undamped and unforced notion gives (yields) the pair of
homogenous equations;

m1 y1′′ = − k 1 y1 + k 2 ( y 2 − y1 )
m2 y ′2′ = − k 2 − ( y 2 − y1 )

For m1 = m2 = 1 and k1 = 3 and k 2 = 2 , we have the following equations:

y1′′ = 3 y1 + 2 y 2 − 2 y1 = − 5 y1 + 2 y 2

y ′2′ = 2 y 1 + 2 y1 = 2 y1 − 5 y1 − 2 y 2
2

This can be presented in Matrix form as:

 y ′′  − 5 2  y1 
y ′′ =  1  =  2 y 
 y2′′   − 2  2

The solution can be obtained by substituting:

4
 y = Χl wt Then y ′′ = w 2 Χl wt = ΑΧl wt
Substituting λ = w2 and dividing by l iwt , we obtain
Αx = λx.

Eigen values and Eigen vectors are given /obtained as follows:

Solution of the characteristic Equation;

−5−λ 2
det (Α − λΙ ) = = λ2 + 7 λ + 6 = 0
2 −2−λ

The Eigenvlues are λ1 = − 1 and λ2 = − 6

The associated eigenvectors are determined as follows;
The homogeneous Equation s for the respective eigen values are:

− 4 2   χ1  0 
 2    =   for λ1 = − 1
 − 1  χ 2  0 

And;
1 2  χ 1  0 
2    =   for λ1 = − 6
 − 1  χ 2  0 

The associated eigenvectors are;

1  2 
Χ (1) =   for λ1 = − 1 and Χ (2 ) =   for λ = − 6
 2 − 1

Since w = λ and − 1 = ± i and −6 = ± i 6 , the following solution is obtained;

( ) (
y = Χ (1) c1e it + c2 l −it + Χ (2 ) c3 l1 6t
+ c 4 l −i 6t
)
y = ∂ 1 χ (1)Cost + b1 Χ (1) Sin t + ∂ 2 Χ (2 )Cos 6t + b2 Χ (2 ) Sin 6t

Where ∂1 = C1 + C 2 , b1 = i (C1 − C 2 ), ∂ 2 = C3 + C 4 , b2 = i (C3 − C 4 )

The solution in components is;

y1 = ∂1 Cost + b1 Sin t + 2 ∂ 2 Cos 6t + 2b2 Sin 6t

y 21 = 2 ∂1 Cos t + 2b1 Sin t − ∂ 2Cos 6 t − b2 Sin 6 t.

Example 2:

For a system with a single mass undergoing damped motion / vibration, the general equation;
C 1 k
y ′′ + y + y=0
m m

5
The above equation can be replaced / written as follows;

Y1′ = Y2
c k
Y2′ = − Y2 − Y1
m m

In the matrix;

 y11  0 1  y 
Y =  1 =  k  
1 1

 y 2  − m − m  y 2 
c

The characteristic equation is obtained as;

−λ 1
det (Α − λΙ ) = k
c k
= λ2 + λ + =0
− − c −λ m m
m m

Assuming that m = 1, C = 2, and k = 0.75 ; The characteristic equation becomes;

λ2 + 2λ + 0.75 = 0 and this gives the eigenvalues as λ1 = − 0.5 and λ2 = − 1.5
The eigenventors are Χ (1) = [2 − 1]; Χ (2 )Τ = [1 − 1.5)
Τ

The solution is;

2  1  −1.5t
Y = C1   l −0.5t + C2  l
− 1 − 1.5
The first component of this vector equation is the solution
Y = Y1 = 2 C1 l −0.5t + C2 l −1.5t
and Y2 = Υ1′ yields
y 2 = C1l −0.5t − 1.5C2 l −1.5t which can also be obtained directly from the matrix
equation.

Example 3

Find the general solution of the homogeneous linear system

− 3 1  y1′  − 3 1  y1 
Υ ′ = Αy =   y i.e Υ ′ =  y′  =  1 − 1   y 
 1 − 1  2   2 

y1′ = 3 y1 + y 2
Thus;
y ′2 = y1 − 3 y 2

The characteristic equation is obtained as;

−3−λ 1
det(Α − λΙ ) = = λ2 + 6λ + 8 = 0
1 −1− λ
The eigen values and associated eigen vectors are;

6
 1 1 
λ1 = − 2 ; Χ (1) =   ; λ2 = − 4 ; Χ (2 ) =  
1 − 1
This gives the following solution:

y  1 1 
y =  1  = C1 y (1) + C 2 y (2 ) = C1   l −2t + C2   l −4t
 y2  1 − 1
The graphical illustration of the solution is presented below;
y2

y (1) (t )

For every choice of C1 , C 2 we get some path.

When C 2 = 0 and C1 〉 0 the path is a straight ray
given by y1 = y 2 in the 1st quadrant with arrow
y1 direction towards the origin indicating direction
of
increasing t.
For C 2 = 0 and C1∠ 0, the path is given by
y (2 ) (t )
y1 = y 2 in the 3rd quadrant with arrow direction
towards the origin.

Similarly, when C1 = 0 and C 2 〉 0 or C 2 ∠ 0, the paths are straight lines the 2nd and 4th
quadrants.
When C1 ≠ 0 and C 2 ≠ 0, we get a curve whose tangent direction at the origin is that χ (1) ,
because l −4t goes to Zero faster than l −2t as increases.

For instance, C1 = C 2 = 1 gives;

y1 = l −2t + l −4t
y 2 = l −2t − l −4t

So that y1 = y 2 when t is large, that is near the origin.

Example 4

The solution of the equation; Graphical Illustration gives;

 y ′  1 0  y1 
Y1 =  1  =  where
 y ′2  0 1   y 2 

y1′ = y1 and y 2′ = y 2 is:

7
 1  0 
y = C1   l t + C 2   l t ≡ y1 = C1l t
0  1 
y2 = C2l t

Example 5: saddle point. Initial value problem.

Find the general solution of the homogenous linear system

 y′  1 − 4  y1 
y1 =  1  =
 y 2′ 
1
 − 3   y 2 

The eigenvalues and eigen vectors are determined as;

 4 1
λ = 1 ⇒ Χ (1) =   and λ = − 2 ⇒ Χ (2 ) =  
 
1 1 
Which gives the solution as;

γ   4 1
y =  1  = C1 γ (1) + C 2 γ (2 ) = C1   l t + C 2   l −2t
γ 2  1  1
Hence;
γ 1 = 4 C1 l t + C2 l −2t
γ 2 = C1 l t + C 2 l −2t

The phase plane diagram for the solution is

Characteristics of the system:
When C 2 = 0 ;
C1 〉 0 gives the outgoing straight path in
the 1st quadrant.

C 2 ∠ 0 gives the outgoing straight path

in the 3rd quadrant.
When C1 = 0 ;
C 2 〉 0 gives incoming straight path in 1st
γ1 quadrant.
C 2 ∠ 0 gives incoming straight path in 3rd
quadrant.

 4 1 y = 4e t − l −2t
Initial values of γ 1 and γ 2 for the particular y =   l t −   l 2t or 1 t
1  1 y 2 = l − l −2 t
solution are; y1 (0 ) = 3, y 2 (0 ) = 0 the following This gives the desired particular solution.
is obtained;

8
  4 1 3
γ (0) = C1   + C2   =   giving
1  1  0 
4c1 + c2 = 3
 ⇒ C1 = 1, C 2 = − 1
c1 + c2 = 0 

A simple system with a saddle point at 0.

 y ′  1 0   y1  y ′ = y1
Y1 =  1  =     ⇒ 1
 y ′2  0 − 1  y 2  y2 = − y2

The general solution of the system is;

1  t 0 −t y1 = C1 l t 
y = C1   l + C 2   l ⇒  ⇒ y1 y 2 = const.
0  1  y 2 = C 2 l −t 
y2

Saddle point is at the origin

o y1

Example 6: Centre.

Find the general solution of the system:

 y′   0 1   y1  y′ = y2
Y1 =  1  =     ⇒ 1
 y ′2  − 4 0  y 2  y ′2 = − 4 y1 ≡ 4 y1 = − y′2

Clearly, the product of the length sides must equal the product of the right sides. Hence,
4 y1 y1′ = − y 2 y ′2 which by Integration gives
y2

2 y12 + 12 y 22 = Const
These are ellipses with the centre at the origin of the
phase plane diagram.
•
y1

using the procedure described previously, we have;

9
 −λ 1
det (Α − λ Ι ) = = λ2 + 4 = 0 giving λ1 = 2i ; λ2 = 2i
−4 −λ

The eigen vectors are Χ (1)Τ = [1 2i ] and Χ (2 )Τ = [1+ − 2i ]

Giving the general solution as;

1  1  −2it
y = C1   l 2it + C 2 − 2i  l
2i   
Noting that:

l 2 it = Cos 2t + sin 2t and l −2it = Cos 2t − i sin 2t

The solution can be expressed as;

1  + 2 i t 1 
(Cos 2t − i sin 2t ) = 
Cos 2t   Sin 2t 
2i  l =   +i  and
  − 2i  − 2 Sin2t  2 Cos2t 

1  + 2 i t 1 
(Cos 2t − i sin 2t ) = 
Cos 2t   Sin 2t 
− 2i  l =   −i 
  − 2i  − 2 Sin2t  2 Cos 2t 

Grouping into real and imaginary points, the following components obtained;

u  Cos 2t  v   Sin 2t 
u =  1 =   and V =  1  =  
u 2  − 2 Sin2t  v2  2 Cos 2t 

And the Wronskian;

Cos 2t Sin 2t
W (u, v ) = = 2 Cos 2 2t + 2 Sin 2 2t = 2
− 2 Sin 2t 2Cos 2t

Wronskian is nonzero so the real solution forms a basis.

A real general solution will therefore be;
y  Cos 2t   Sin 2t 
y =  1  = Αu + Βv = Α   +Β 
 y2  2 Sin 2t  2 Cos 2t 

10
Example:

A stretched string of length 20cm is set oscillating by displacing its mid point a distance 1cm
from its real position and releasing it with zero initial velocity.

Solve the wave equation

∂ 2u 1 ∂ 2u
= 2
∂x 2 C ∂t 2

Where C 2 = 1 to determine the resulting motion u (χ ,t ).

The boundary conditions are obtained from the problem as follows:

(1) Fixed End Points:

u (o, t ) = 0 and u (20, t ) = 0

(2) Initial Conditions;

χ
u ( χ , 0 ) = f (χ ) = for 0 ≤ χ ≥ 10
10

20 − χ
f (χ ) = for 10 ≤ χ ≥ 20
10

and
 ∂u 
 ∂t  = Ο
t = 0

u(×, t)

20 − x ×
1
× u (×, t ) = =2−
u(×, t) = 10 10
10
1

0 20 X
10

∂u
Finally, at t = Ο ; =Ο
∂t

11
∂u ∞
rπx  4 rπt  rπ rπt 
= ∑ Sin  r 2π 2 Sin 20  + Qr 20 Cos 20 
∂t r = 1 20   
∂u ∞
rπχ rπ
∂t
t = Ο = ∑ Sin
r =1 20
Qr
20
= Ο

Thus Qr = Ο . And the solution becomes;

∞
rπχ rπ rπt
u (χ , t ) =
4 1
π 2 ∑r
r 1
2
Sin
20
Sin
2
Cos
20

Problems to Solve.

1. Find the deflection u (χ , t ) of the vibrating string (length L = π , ends fixed, and
C 2 = T = 1 ) corresponding to zero initial velocity and initial deflection:
ρ
(i ) 0.02 Sin χ , (ii ) k sin 3χ (iii ) k (Sin x − Sin 2 x )

(
(iv) K π 2 χ − χ 3 , (v) K ) [( 1
2 π )4 − (χ − 1
2 π )4 ]
2. Find the deflection of the vibrating string (Length = π , ends fixed, C 2 = 1 ) if the
initial deflection f (χ ) and the initial velocity g (χ ) are;
(i ) f = Ο , g (χ ) = Ο.1 Sin 2 x , (ii ) f (χ ) 0.1 Sinχ , g (χ ) = − 0.2 sin ×

The solution is the sum of all the eigen functions:

µ (x, t ) = µ1 + µ 2 + ...........µ r

Oppressed as;

∞
rπx  rπt rπt 
µ ( x, t ) = ∑ Sin  pr Cos + Qr Sin 
r =1 20  20 20 

Step 3. Application of Initial Conditions.

χ
i. µ ( x,0 ) = for Ο ≤ χ ≤ 10
10
20 − χ
= for 10 ≤ χ ≤ 20
10

This gives;

∞
µ (χ , Ο ) =
rnx
∑p
r =1
r Sin
20

12
The function p r can be obtained using the fourier Sinc series expansion formula; Thus;

rπχ 2  10 χ rπχ 20 − χ rπχ 

∫ f (χ ) Sin
2 20 20
pr = dχ =  ∫ Sin dχ + ∫ Sin dχ 
20 0 20 20  0 10 20 10 10 20 

Integrating the above gives

2  20 rπ 40 rπ 20 40 
pr =  − Cos + 2 2 Sin + − 2 2 Sin rπ 
10  rπ 2 r π 2 rπ r π 
4 rπ
= Sin
r π
2 2
2

Substituting this value into µ (χ , t ) gives.

∞
rπχ  4 rπ rπt rπt 
µ (χ , t ) = ∑ Sin  2 2 Sin Cos + Q r Sin 
r =1 20  r π 2 20 20 

Step 2. Application of boundary conditions to determine A & B.

i. µ (o, t ) = o ⇒ Α (Cos λ t + ∆ sin λ t ) = Ο.

Since (Cos λ t + ∆ sin λ t ) can not be zero for all t values,

Α = Ο.

The solution becomes

µ (χ , t ) = Β sin λχ (C Cos λ t + ∆ sin λ t )

ii. µ (20, t ) = gives Β Sin 20λ (Cos λ t + ∆ sin λ t ) = Ο

Since Β can not be zero otherwise µ (x, t ) will be zero for t values, it means that;

Sin 20 λ = Ο This corresponds to 20λ = nπ

for n = o , 1, 2 ..................

The solution at the end of application of the boundary conditions is;

Sin nπ  nπ nπ 
µ ( x, t ) =  ρ Cos t + Q Sin t
20  20 20 

13
 Where ρ = Β × C and Q = Β × ∆

The eigen values and eigenfunctions can now be tabulated as follows;

Eigen values Eigenfunctions

n nπ µ ( x, t ) = Sin λ x ( ρ cos λ t + Q sin λ t
λ=
20
1 nπ πχ  πt πt
λ= µ1 = Sin =  ρ1 Cos + Q1 sin 
20 20  20 20 

nπ 2πχ  2π t 2π t 
2 λ= µ 2 = Sin =  ρ1 Cos + Q1 sin 
20 20  20 20 

rπ rπχ  rπ t rπ t 
r λ= µ r = Sin =  ρ1 Cos + Q1 sin
20 
20  20 20 

Step 1. Separate Variables to generate 2 0∆Εs.

The solution is considered to be of the form;

µ (χ , t ) = F (χ ) G (t )

From this, the wave equation can be converted to

GF ′′ = G
&&F
This gives by separation of variables;

F ′′ G&&
= = k
F G
Choosing k = p 2 to ensure oscillary motion gives the two Ο∆Εs as;

F ′′ + p 2 F = Ο
and && + p 2 G = Ο
G

The solutions to these equations are;

F ( x ) = Α Cos ρx + Β Sin ρ x
and G (t ) = C Cos ρ t + ∆ Sin ρ t

The general solution is then obtained as;

14
 µ (χ , t ) = F (χ ) G (t ) = (Α Cos ρχ + Β Sin ρχ )(C Cos pt + ∆Sinρt )

By replacing ρ with λ , the solution µ (χ , t ) is written as;

µ (χ , t ) = (Α Cos λχ + Β Sin λχ )(C Cos λ t + ∆Sinλ t )

LYAPUNOV STABILITY THEORY

1. Introduction

Mass-Spring System; Positive definiteness; simultaneous diagonalization.

The dynamics of a mass-spring system vibrating horizontally between two rigid walls
is analyzed to demonstrate and generalized the application of to the simultaneous
diagonalization of this quadratic form.

ko1 k12 k 23 k34

o o o
m1 m2 m3
Z = Ο Z = L

The system comprises 3 masses and 4 springs. At equilibrium, the masses would have
position coordinates say r1, r2 & r3 Let χ1 , χ 2 and χ 3 be the deviations of the
vibrating masses from their positions at rest. Thus χ1 = 0 , χ 2 = 0 and χ 3 = 0 when
the system is at rest.
Let Zi = r1 + χ i (where i = 1, 2, 3) be the instantaneous positions of the masses
and Lo1, L22, L 23 and L34 be the lengths of the 4 springs when they are under
tension.

By Hooke’s Law; the forces exerted by the springs are;

± k o1(Z1 − l o1), ± k 12 (Z 2 − Z1 − L12 ), ± k 23 (Z 3 − Z 2 − L23 ),

and ± K 34 (L − Z 3 − L34 ) .................................................................................. (1)

The application of Newton’s Second Law gives the following 3 differential equations;

= K i , i +1(Z i + 1− Z i − li , i + 1)− k i − 1, i (Z i − Z i − 1)
d 2 zi
mi
dt 2

Where Z Ο = 0 and Z 4 = L ...................................................................( 2)

15
 At equilibrium, the left-hand sides are Zero, and Zi = ri therefore;
0 = k i , i + 1 (ri +1 − ri − li , i + 1) − K i − 1, i (ri − ri −1 − li − 1, i ) ...............(3)

for i = 1, 2, 3 with rΟ = 0 and r4 = L . This is a set of 3 equations in 3 unknown

constants r , r3 and r3 . It can be readily shown that the determinant of this system is
nonzero.

In the analysis of the deviations from equilibrium χ i (t ) where i = 1, 2, 3 subtraction

of (3) from (2 ) gives;

d 2 χi
mi = K i −1, χ i −1 − (ki −1, i + ki i + 1) χ i + ki , i + 1χi +1 − (i = 1,2,3) .................(4)
dt 2

With χ Ο = χ 4 = 0. The 3 equations presented by (4) may be written in matrix form as,
(or notations)

m1 0 0   χ1′′ k01 + k12 , − k12 , 0   χ1  0

0 0   χ ′′ +  − k , k + k , − k    
 m2  2  12 12 23 23   χ 2  = 0  ...................(5)
0 0 m3   χ3′′  0 − k23 , k23 + k34   χ3  0


or
M χ ′′(t ) + kχ (t ) = Ο ...........................................................(6)

The real symmetric matrices M and K are called mass matrix and spring matrix
respectively. A basic physical reason why K is symmetric is because a spring like a
resistor is a symmetric device; it acts the same way with respect to both ends.
The Kinetic Energy of the system expressed by (6) is
2
3
 dx 
τ = Εk = 1
2 ∑
i =1
mi  i  ..........(7)
 dt 

The principal axes of an ellipsoid are the eigenvectors of the real symmetric matrix
Α = (∂ij ).

Proof:

Express a differential, dx = (dx, dx2 ....., dxn ) on a surface φ (×1 ... ×n ) = Cost. The following
relation is satisfied.

∂φ ∂φ
dφ = dx1 + ... + dxn = 0 ..............................(3)
∂x1 ∂χ n
The vector grad φ = ∂φ where, K =1, ...n , being normal to all the differentials dx = (dxk )
∂xk
near the point , is therefore a vector normal to the surface at the point χ .

16
Expressing φ ( x ) in the quadratic form ∑ ∑ ∂ij χ i χ j , the normal vector to the ellipsoid φ = 1
may be competed as;
 ∂φ   ∂ (xi x j ) 
  =  ∑∑ aij  where K =1, ...n ..........................(4)
∂x  ∂ x 
 k  i j k 
Applying the rule for differentiating products;

∂ (xi x j ) ∂xi ∂x
= x j + j xi = δ ik xj + δ jk xi ............................(5)
∂xk ∂xk ∂xk

Inserting (5) in (4) and summing, gives;

dφ  
=  ∑ akjχ j + ∑ aikχi  ......................(6)
∂xk  j =1 

Since aik = aki , (6) becomes;

∂φ  
=  2∑ akj χ j  = 2Αx .......................(7)
∂xk  j 

Thus the vector normal t o the surface will be;

∂φ
= 2 Αx. (i.e Αx ).
∂xk

The equation defining a principal axis χ is;

Αx = λx for some scalar λ .........................(8)

where (Αx, x ) = 1 . Since x ≠ o , a principal axis is an eigenvector of Α.

The length of the principal axis associated with the eigenvalue λ1 is 1

λ1 .
To see this, take the inner product of both sides of (8)

(Αx, x ) = (λx, x ) ........................(9)

For a point x on the ellipsoid, (Αx, x ) = 1 and (λx, x ) = λ x

2

(9) States that 1 = λ x ⇒ x = 1

2

Evidently, a quadratic form (Αx, x ) = 1 representing an ellipsoid must come from a matrix
with positive eigenvalues.

Example:
Consider the ellipse;
x12 + 2 x1 x2 + 3x22 = 1

17
This equation states that (Αx, x ) = 1 where
1 1
Α =
1 3

The eigenvalues of A are the roots of

Thus λ1 = 2 + 2 and λ2 = 2 − 2

The principal axis belonging to λ1 satisfies

1 + 2 − 1   X 1(1)  0
(λ1 Ι − Α) x =    (1)  =  
 − 1 − 1 + 2   X 2  0

Therefore, the first and second principal axis equals

x (1) = α [ 1 + 1 2 ]; x (2 ) = β [ 1− 1 2 ] where α and β are constants ... (13)

Note that the axes x (1) and x ( 2 ) are orthogonal. The constants α and β could be determined
so that x (1) and x ( 2 ) both lie on the ellipse (10). Further, the lengths of the axes are
x (1) =
1
λ1
= (2 + 2 1 2 ) 2 ; x (2 ) =
−1 1
2
= 2− 2( − 12
) .........(14)

The principal axes yield natural co-ordinates for an ellipsoid (Αx, x ) = 1 . Define mutually
orthogonal unit vectors µ 1 , µ 2 ,...., µ n by dividing the principal axes by their lengths. Let the
arbitrary vector x be represented as a linear combination.
x = y1 µ 1 + y2 µ 2 + ....... + yn µ n ..........(15)
The numbers y1 y 2 ..... are coordinates with respect to the orthogonal basis µ 1 , µ 2 , ..... . We
now
have;
Αx = y1 λ1 µ 1 + y2 λ2 µ 2 + ....... + ynλn µ n ...........(16)
because the principal axes are eigenvectors of Α .Since the equation (Αx, x ) = 1 becomes;
(∑ y j λjµi, ∑y µ )=1
k
k
..........(17)
∑ ∑ y j λ j yk δ j k = 1 ..........(18)
or ............(19)
λ1 y12 + λ2 y22 + .... + λn yn2 = 1

SOME IMPORTANT PARTIAL DIFFERENTIAL EQUATIONS

First Order:
∂δ ∂δ
+ Q′(δ ) =0 - Mass Conservation equation
∂t ∂x
Second Order:
∂ 2µ 2 ∂ µ
2
− C =0 - One dimensional Wave Equation
∂t 2 ∂x 2

18
 ∂µ ∂ 2µ
−C2 2 = 0 - One dimensional Heat Equation
∂t ∂x
∂2µ ∂ 2µ
+ =0 - Two dimensional Laplace Equation
∂x 2 ∂y 2

∂ 2µ ∂ 2µ
+ = f ( x, y ) Two dimensional Poisson Equation
∂x 2 ∂y 2

∂2µ ∂ 2µ ∂ 2µ
+ + 2 = 0 - Three dimensional Laplace Equation
∂x 2 ∂y 2 ∂z
PARTIAL DIFFERENTIAL EQUATIONS

Example 1.
∂ 2u ∂u
Solve the equation = 12 x 2 (t + 1) given that at x = 0, u = Cos 2t and = sin t
∂x 2
∂x
Solution:
∂u
Integrating partially with respect x , the following is obtained; = 4 x3 (t + 1) + φ (t ) where
∂x
φ (t ) is arbitrary function of t.

∂u
Integrating partially with respect to x , gives
∂x
u = x 4 (t + 1) + xφ (t ) + θ (t ) where θ (t ) is a second arbitrary function of t.

The given initial conditions are used to find the arbitrary functions as follows:
∂u
(i ) Αt x = 0, Sin t
∂x
∂u
× = 0 = 4(0 ) (t + 1) + φ (t ) = Sin t ⇒ φ (t ) = Sin t.
3
Thus
∂x
(ii) Αt x = 0, u = Cos 2t
giving
u x = 0 = (0 ) (t + 1) + 0 .φ (t ) + θ (t ) = Cos 2t ⇒ θ (t ) = Cos 2t
4

Substituting valves of the functions φ (t ) and θ (t ) gives the solution as

u = x 4 (t + 1) + x S int + Cos 2t.

Example 2.
∂ 2u ∂u
+ Sin( x + y ) given that at y = 0, = 1 and at x = 0, u = ( y − 1)
2
Solve the equation;
∂x 2 y ∂x

Solution
Integrating partially with respect to y gives;

19
 ∂ 2u ∂u
∫ ∂x ∂y dy = ∂x = − Cos (x + y ) + φ (x )
Application of the initial conditions to ∂µ gives:
∂x
∂u
y =0 = − Cos ( x + 0) + φ ( x ) = 1 ⇒ φ ( x ) = 1 + Cos x
∂x

∂u
Thus = Cos ( x + y ) + 1 + Cos x
∂x
Integrating further with respect to ( x ) gives;
u = − Sin( x + y ) + x + Sin x + θ ( y )
And applying initial condition at x = 0 gives

= _ − Sin(0 + y ) + 0 + Sin. (0 ) + θ ( y ) = ( y − 1)
2
U x=0

⇒ θ ( y ) + ( y − 1) + Sin y
2

Finally, on substituting values of the functions φ ( x ) and θ ( y ), he solution is obtained as;

u = − Sin ( x + y ) + x + Sinx + ( y − 1) + Sin y.

2

Example 3.
∂ 2u
Solve the equation subject to the boundary conditions that at
∂x∂y
∂u
y = π2, = 2 x and at x = π , u = 2 sin y.
∂x
Firstly;
∂u
= Sin x Siny + θ (x )
∂x
∂u
Αt y = π 2 , = 2 x thus;
∂x
∂u
y =π 2 = Sin x Sin 2 + θ ( x ) = 2 x ⇒ θ ( x ) = 2 x − Sinx.
π
∂x
This gives;
∂u
= SinxSiny+ 2 x −Sinx
∂x
Integrating above equation with respect x gives;
µ = − Cosx Siny + x 2 + π 2 + Cos(π ) + θ ( y ) = 2Siny ⇒ θ ( y ) = Sin y + 1 − π 2

which gives u = x 2 + Cos (1 − Siny ) + Siny + 1 − π .

Method of Separating Variables.

Solution is taken as product of two single variable functions:
u ( x, t ) = F ( x ) G (t )

20
In the case of the wave equation, this will yield;
∂ 2u && = and ∂ u = F ′′G.
2
= F G
∂t 2 ∂x 2
Substituting values in the wave equation gives;
FG && = C 2 F ′′G
and dividing through by C 2 FG gives

&&
G F ′′
2
= =K
CG F

Hence two ordinary differential Equations of second order gives as;

&& − C 2 KG = Ο
G
F ′′ − KF = Ο

These two equations are solved independently (or separately) to obtain G (t ) and F ⊗ which
gives the solution u (x, t ) as the product of the two;
u ( x, t ) = F ⊗ G (t ).
Derivation of the one-dimensional wave equation.
Vibration of a simple elastic string is analyzed to derive the equation.
u

Τ2
P
Q
o β
∝1 o
Τ1

o x1 ∆x x + ∆x L ×

1. Differential Equation for the motion;

Horizontal components balance
Τ1 Cos ∝ = Τ2 Cos β = Τ = Const. ...........(1)
Vertical components balance
∂2µ
Τ2 Sin β − Τ1 Sin ∝ = δ ∆x ...........(2 )
∂t 2
Where δ – mass per Unit Length.
∂2µ
and 2 represents the acceleration caused by the resultant Vertical Force.
∂t
Dividing across (2 ) by corresponding terms of (1) gives;
Τ2 Sin β Τ Sin ∝ δ∆x ∂ 2 µ
− 1 =
Τ2 Cos β Τ1 Cos ∝ Τ ∂t 2
δ∆x ∂ 2 µ
Thus; Τan β − Τan ∝ = .............(3)
Τ ∂t 2
Here Τan ∝ and Τan β are the slopes of the string at points P (i.e x ) and Q (i.e x + ∆x ).

21
This gives (3) the following form:
1  ∂u  ∂u  δ ∂ u
2

  −  
x  = ..............(4 )
∆x  ∂x
x + ∆x
 ∂x  Τ ∂t
2

The left hand side term represents the second partial derivative of µ ( x ) with respect to x at
∆x tends to zero.

Hence; (4) can be written in the form;

∂ 2u 2 ∂ u
2
Τ
=C Where C 2 =
∂t 2 ∂x 2 δ
..........(5)

Τ
This means that is always positive.
δ

Boundary and Initial Conditions for the wave equation.

The string is fixed at the ends x = 0 and x = L so there are two boundary conditions given as;
u (0, t ) = 0 and u (L, t ) = 0 for all values of t. .................(6)
The form of the motion of the string will depend on the initial deflection (deflection at t = 0 )
and on the initial velocity (velocity at t = o ). Denoting the initial deflection by f (×) and the
initial velocity by g ( x ) , we thus obtain the two initial conditions as;

∂u
u ( x, o ) = f (×) and t =o = g (x ) ………(7)
∂t

Solution Procedure: s Stages namely:

Stage 1.- Apply method of separating variables to obtain two ordinary differential
equations.
Stage 2.- Apply boundary conditions to solve the ODEs obtained
Stage 3.- Compose the solutions obtained in stage 2 to obtain a solution of the wave
equation
that also satisfies the initial conditions.
The second stage of the solution procedure is to determine solutions of the two ODEs so that
the combined solution satisfies the boundary conditions. Hence;

u (o, t ) = F (o ) G (t ) = Ο, u (L, t ) = F (L ) G (t ) = 0 for all t .

Trivial solution is G ≡ 0 obviously u ≡ Ο.
Non Trivial solution G ≠ Ο .
Then F (o ) = Ο and F (L ) = Ο ………. (8)
The Equations to solve are;
F ′′ − KF = Ο and 
 ..............(9 )
&& − C 2 KG = Ο
G 

22
Condition 1.

For K = Ο, the general solution will be;

F = ax + b and from (8) .............(10 )
This will mean; a = b = Ο .
giving F = Ο for all values of χ . Not valid.

Condition 2.
For positive K = µ 2 the general solution will be;
F = Αl µx + Βe − µx .............(11)
This also gives F = Ο . to satisfy condition (8)

Condition 3.
For negative K = − ρ 2 ; the general solution is obtained as;
F ( x ) = Α cos ρ x + Β sin ρ x ............(12 )

Applying conditions (8) to (12) gives

F (o ) = Α = Ο and the F (L ) = Β sin ρL = Ο
Taking B ≠ Ο since otherwise F ≡ Ο for all values of will give Sin ρL = Ο. Thus

nπ
ρL = nπ so that ρ =
L
Setting Β = 1 gives infinitely many solutions of F
nπ
F ( x ) = Fn (x ) = Sin x ............(13)
L
Where n-integer (n = 1, 2, 3............)

The solution of the ODE is then restricted to the values K = − ρ 2 = − (nπ L ) .

2

Thus G && − C 2 K G = Ο can be written as

G&& + λ2 G = Ο where λ = Cnπ ................(14 )

n n
L
This gives the general solution of (14) as

Gn(t ) = Β nCos λnt + Β∗n Sinλnt .................(15)

Thus the solution which is
u ( x, t ) = F (×)G (t )
can be written as;

nπ
( )
un ( x, t ) = ΒnCos λnt + Bn∗ Sin λnt Sin
L
x .................(16 )

Un – Eigen functions and λn − Eigen values.

Third Stage:

23
The stage three requires the application of the Initial conditions to solution obtained/given by
(16).

The general solution will therefore be expressed as;

nπ
∑ (B Cosλ t )
∞ ∞
U ( x, t ) = ∑ U n ( x, t ) = n n + Bn∗ Sinλnt Sin x .................(17)
n −1 n −1 L
nπ∞
Thus u ( x, o ) = ∑B x = f (x )
n Sin ..................(18)
n −1 L
Using Fourier Sine series, Bn can be obtained as
nπx
Bn = ∫ f ( x ) Sin
2 L
dx
L o L
By applying the second initial condition,

∂u nπx 
∂t
∞
(
= ∑ − Bnλnt + Bn∗λnCosλnt Sin
to )
L  t =o
 n −1
∞
nπx
= ∑ Bn∗λn Sin = g (x ) ..............(19 )
n −1 L
By Application of Fourier series formula, we have
nπx
Bn∗λn = ∫ g ( x ) Sin
2 L
dx
L o L
And since λn = Cnπ ; we have
L
nπx
g ( x ) Sin
2
..............(20 )
L
Bn∗ = ∫ dx
Cnπ o L

FOURIER ANALYSIS

Fourier Analysis in a general sense concerns the concept, ideas, facts and techniques
in the representation of arbitrary periodic functions in terms of basic periodic
functions such as Sine and Co sin e . The analysis is of immense practical importance
with extensive applicability in problems of science and Engineering. Fourier series,
integrals and transforms; all constitute useful tools in various areas of mathematical
analysis. Unlike Taylor’s series, Fourier series are capable of representing almost any
periodic function, whether continuous or not.

1. Periodic functions:
A function f (t ) is periodic if it is defined for x all real if there is some positive
number ρ such that for every t in the domain of f (t ) ;
f (t ) = f (t + ρ )
The number ρ is called the period of f (t )
Examples of periodic functions are f (t ) = Cos t , f (t ) = Sin t.
Examples of non-periodic functions include; f (t ) = t , f (t ) = t 2 , f (t ) = lt .
In general, for periodic functions; f (t ) = , f (t + nρ ) where n-integer.
nρ for n = 1, 2, 3....... are also periods.
ρ - fundamental period (or primitive period).

24
 If f (t ) and g (t ) have period ρ , then the function h(t ) = af (t ) and bg (t ) also has
period ρ .

2. Trigonometric Series:
The simple trigometric functions;
Cos t , Sin t , Cos 2t , Sin 2t...Cos nt , Sin nt can be combined to form the series;
∂ o t a1 Cos t + b1 Sin t + a 2 Cos 2t + b2 Sin 2t + .... where the coefficients of the
series ao , a1 ..an, b1 + b2 ..bn are real constants.
The above expression may be written in compact form as;
∞
∂o + ∑ (α
n =1
n Cos nt + bn Sin nt )............(1)

Trigonometric series of the given by (1) are known as Fourier series and expressed as
given by (2 ) .

∞
f (t ) = ∂ o + ∑ (∂ n Cos nt + bn Sin nt )............(2 )
n =1

with the assumption that the series converge and has the form f (t ) .

3. Fourier Series:
Determination of the coefficients ∂ o , ∂ n and bn.
To determine the coefficients, both sides equation (2) are integrated as below;
π  ∞
π 
∫π f (t )dx = ∫−π  o ∑o (an Cos nt + bn Sin nt ) dt .......(3)
∂ +

This gives;
π π ∞ π π
∫π f (t )dt = ∂ o ∫π dt + ∑  ∂n ∫ π Cos nt dt + bn ∫ π Sin ntdt  .......(4)
− − − −
n =1
Since all the terms on the right equal zero except the first which gives
π
∂o ∫ π dt = 2πα ,
−
o it follows that;
1 π
f (t )dt
2π ∫−π
∂o
Using a similar procedure the coefficients ∂1 , ∂ 2 ...∂ n can be determined by
multiplying equation (2) by Cos mt and integrating from − π to π .This gives

π π ∞ π π
∫π f (t ) Cos mt dt = ∂ o ∫π Cos mt dt + ∑ ∂n∫ π Cos nt Cos mtdt + b ∫ π Sin nt Cos mt dt 
n −
− − −
n =1

This gives;
π π π
∫π f (t )Cos mt dt = 0 + ∂n Cos (n + m )tdt + ∂n Cos(n − m )tdt
− 2 ∫−π 2 ∫−π

π π
Sin (n + m )t dt + bn Sin (n − m ) dt
2 ∫−π 2 ∫−π
+ bn

25
 ∂n π
Cos (n − m )t dt which
2 ∫−π
All right side terms equal zero for all n except the second

is π∂n for n = m
2

Hence for n = m;
1 π
∂ m = ∫ f (t )Cos m t dt.
π −π

In a similar procedure, by multiplying equation (2) by Sin mt and integrating from

− π to π ., bm is obtained as;
1 π
bm = ∫ f (t ) Sin m t d t
π −π

Replacing m by n , the expressions for the coefficients can be expressed as

follows;
π
∫ π f (t ) dt
1
i. ∂ o =
2π −

π
f (t )Cos nt dt ,... n = 1,2,
1 ….(5)
π ∫π
ii. ∂ n =
−

π
f (t ) Sin nt dt ;
1
π ∫π
iii. bn = n = 1,2, ....
−

The expressions given in (5) are also called Euler formulas.

Examples:

1. Find the Fourier coefficients of the periodic function f (x ) . The formula is:
− k if − π < x < o
f (x ) =  and f ( x + 2π ) = f ( x )
 k o < x < π

Solution:
1 o 1 π −k o k π
∂ o = − ∫ k dt + ∫ kdx = x + x =−k + k =Ο
π −π π o π −π π o
Also:
π π
f ( x )Cos nxdx =
(− k )Cos nxdx +
1 1 o
k Cos nxdx
π ∫−π π  ∫−π ∫
∂n =
o 
1  Sin nx o Sin nx π 
= − k +k =Ο
π n −π n ο

π π
f ( x ) Sin nxdx =  ∫ (− k ) Sin nxdx + ∫
1 1
k Sin nxdx 
o
bn o =
π ∫ π− n  π − o 
1  Cos nx o Cos n x π 
= k − 
π n −π n o

26
 bn =
k
[Cos 0 − Cos (− nπ ) − Cos n π + Cos 0] = 2k (1 − Cos nπ )
nπ nπ

The Fourier coefficients are therefore;

4k 4k 4k
b1 = ; b2 = 0 ; b3 = , b4 = Ο, b5 = ...
π 3π 5π

Since ∂ n = o, the Fourier series of f (x ) is;

4k  1 1 
 Sin x + Sin 3 x + Sin 5 x = .......
π  3 5 
This approximation can be illustrated by sketch the partial sums and comparing with
the function f (x ) .
f (x) 4k
f (x)

S1 = Sin x
k π
−π o π 2π x
−π
f (x) f (x)
f (x) f (x)

π
−k
The function f (x ) S1 4k  1 
(Periodic Square Wave) S2 =  Sinx + Sin 3 x 
π  3 
S3 =
4k
(Sinx + 13 Sin 3x + 15 Sin 5 x )
x π

2. What is the Fourier expansion of the periodic function whose definition in one period is:

−π ≤ t ≤ Ο
f (t ) =
0
∫Sin t o ≤ t ≤ π
Using the Euler formula as derived previously, the Fourier coefficients are calculated as
below;

π π
f (t ) dt
1 0

π ∫π ∫ π o dt + π ∫
∂o = = 21π 2
1
Sin t dt
− o

 Cost π 
= 0 +  − = 1
2π
+ 1
2π
= π1 
 2π o 

π π
f (t )Cos nt dt =
1 o
∂n =
π ∫π
−
1
π −π ∫ 0 Cos nt dt + 1
π ∫o
Sin t Cos nt dt

= 1
π [− { 1
2
Cos (1− n )t
1− n
+ Cos (1 + n )t
1+ n
}] π
o

= − 21π [ Cos (π − nπ )
1− n
+ Cos (π + nπ )
1 +n
− (1−1n + 1+1n )]

27
 = − 21π ( − Cos nπ
1− n
+ − Cos n π
1+ n
− 2
1− n 2
)
1+ Cos n π
∂n = (
π 1− n 2 ) for n ≠ 1

π π
∂1 = π1 ∫ Sin t Cos t dt = Sin t
2π o =Ο
o

Similarly;

π π
∫ π f (t ) Sin n t dt = π ∫ π oSin nt dt + π ∫
o
bn = 1
π
1 1
Sin t Sin nt dt
− − o

= π 2 [{
1 1 Sin (1− n )t
1− n
− Sin (1+ n ) t
1+ n
}] π
o
= o n ≠1

b1 = 1
π o ∫
π
Sin 2t dt = 1 t
π 2[ − Sin 2 t π
4 o ] = 1
2

The Fourier expansion for the function is therefore given as follows;

 Cos 2t Cos 4t Cos 6t Cos t 
f (t ) = π1 + Sin2 t − π2  + + + + .... 
 3 15 35 63 

The approximation of the Fourier expansion of the function is illustrated graphically

as;

f (f ) y = Sin t
y = Sin t
S1 = π1
S 2 = π1 + Sin2 t
t −π o π

S 3 = π1 + Sin t − 2 Cos 2 t
3π
y = Sin t

3. Determine the Fourier expansion of the periodic function whose definition in one
period is;
f (t ) = 4 − t 2 ; − 2 ≤ t ≤ 2

∫ (4 − t )dt = [4 t − ]
2 2
∂o = 2 1
2
t3
3 −2
= 16
3
−2

28
 ∫ (4 − t ) Cos [n8π Sin n2πt ]2−2
2
∂n = 1
2 −2
2 nπt
2
dt = 1
2

− 12 [ 8t
n π
2 2 Cos n2πt + ( 2t 2
nπ
− n16
3 3 Sin 2
π
)
nπ t
]2

−2

= n 2π 2 Cos nπ =
16 16
n 2π 2
(− 1) n +1
. n≠o

−2
(
bn = 1 2 ∫ 4 − t 2 Sin ) nπt
2
dt

bn = 1
2
[− 8
nπ
Cos nπt 2
2 −2
] − 12 [
n π 2
8t
2 Sin n2πt − ( 2t 2
nπ
− 16
n 3π 3
)Cos nπ t 2
2
]
−2

Substituting the coefficients into the general form of the series gives;

f (t ) = 83 + 16
π2
(Cos πt
2
− 212 Cos 2π2 t + 313 Cos 32πt − 1
42
Cos π2t + .. )
(*) Interesting numerical series can often be obtained from Fourier series by evaluating
them for particular values of the independent variable. For instance, if we set t = 0 in
the series, me have just obtained, we find;
(
f (o ) = 4 = 83 + π162 1 − 212 + 312 − 412 + ...... )
or solving for the series
1 − 212 + 312 − 412 + ..... = π12
2

Definition:
A function satisfies the Dirichlet conditions on an interval I if and only if the function
is bounded and has at most a finite number of local maxima and minima and a finite
number of discontinuities on I.

Theorem 1.
If f (t ) is a bounded periodic function which in any one period has at most a
finite number of local maxima and minima and a finite number of points of
discontinuity, then the Fourier series of f (t ) converges to f (t ) at all points where
f (t ) is continuous and converges to the average of the right and left hand limits of
f (t ) at each.

Alternative formulas for Fourier Coefficients:

In preparation to the derivation of alternative formulas for Fourier coefficients, the
definition of a jump provides a necessary illustrative foundation with a thread to the
actual analysis.

(*) A function f has a jump J k at t k if and only if

29
 ( )
J k = f (t k + ) − f t − k
( ) +
Where f t and f t ( ) are the right – and left – hand limits of f (t ) as
−1
t
tends towards t k .
Application of Integration by parts to the Euler formula for an .

Assume that f is discontinuous at the end point d and at a single interior point t k of
the [d , dt 2 ρ ] period interval; as shown in the figure below;
f (t )

ε εε ε
d o tk d + 2ρ t

The integral is improper because of the discontinuity, hence will be expressed as

consisting of two parts given below;
1 t 0ε nπt 1 d + 2 ρ −ε
∂n = Lim ∫ k f (t )Cos dt + Lim ∫ f (t )Cos nρπt dt
ρ d + ε ρ ρ t k + ε ….(1)
ε →O ε →O
with n ≠ Ο and
u = f (t )
du = f ′(t ) and dv = Cos nπt dt ⇒ V = ρ Sin nπ ….. (2)
dt dt ρ nπ ρ

Implementing the integration by parts procedure by substituting as appropriate the

expressions of (2) gives;
The ∂n formula of (1) as follows;

∂ n = him1ρ nπt tk − ∈ ρ nπt 

f (t )Sin f ′(t )Sin
t k −∈

∈→ O ρ  nπ
−
ρ d + ∈ nπ ∫d +ε
dt 
ρ 

+ him 1  ρ nπt d + 2 ρ − ∈ ρ d +2 ρ −∈ nπt 

f (t )Sin ′( )
nπ ∫tk + ε
 − f t Sin dt 
∈→ O ρ  nπ ρ tk + ε ρ 
Evaluating and grouping terms and noting that f (d + 2 ρ − ε ) = f (d − ε ) and also

1
∂n = − him  nπ (t k + ε ) nπ (t k − ε ) 
nπ  f (tk − ε ) Sin ρ
− f (t k − ∈) Sin
ρ 
∈→ O  

30
 1
− him  nπ (d + ∈) nπ (tk − ∈) 
nπ  f (d + ε ) Sin ρ
− f (d − ∈) Sin
ρ 
∈→ O  

1
− him  t k −∈ nπt d + ρ e −∈ nπt 
nπ  ∫ f ′(t ) Sin dt + ∫ f ′(t ) Sin dt 
∈→ O  d + ε ρ tk +ε ρ 

Since nπt
ρ is everywhere continuous, the limits of the terms outside the integrals will
be;
nπtk nπtk nπtk
f (tk + ) Sin − f (tk − ) Sin = J k Sin
ρ ρ ρ
and
nπtd nπd nπd
( )
f d + Sin
ρ
( )
− f d − Sin
ρ
= J d Sin
ρ

Also, the sum of the two integrals will be;

d +2ρ nπt
∫ f ′(t ) Sin dt = ρb′n
d ρ

Thus for the special case when f has non zero jump only at the two points d and tk ,
we have the alternative formula;

1  nπd nπtk  ρ
∂n = −  J d Sin + J k Sin − b′n n ≠ o
nπ  ρ ρ  nπ
……(3)
Where f (t ) has other non zero jumps on the d ≤ t Cd + 2 ρ interval, each of
them would contribute a term to the right-hand member of (3) having exactly
the some structure. However, a jump at d + 2ρ , which must equal the jump at
d , does not yield an additional term because it has already been taken into
account by the term coming from the jump at d .

Theorem:
If f (t ) is a function of period 2 ρ which satisfies the Dirichlet conditions and
has nonzero jumps J1 , J 25....,J m at the respective points
t1 < t2C.... < tm of [d , d + 2 ρ ] , then
ρ 1 m nπtk
∂n = −
nπ
b′n − ∑
nπ k =1
J k Sin
ρ
for n ≠ o ……(4)

Where k-running index (or counter). and b′n is the coefficient of nπt p in the
Fourier expansion of f ′(t ) .

31
Similarly, the reasoning also applies to the Euler formula for b′n . This leads to the
companion theorem that;

Theorem;
If f (t ) is a function of period 2 ρ which satisfies the Dirichlet conditions and has
nonzero jumps J1 , J 2 ....J m at the respective points t1 < t 2 < t 3......tm of [d , d + 2 ρ ] ,then

ρ 1 m nπtk nπt
bn = ∂′n + ∑ − for n ≠ o in which ∂′n of Cos  k 
nπ nπ k =1
J k Cos
ρ  ρ  ..(5)
in the Fourier expansion of f (t )
∂ o however, must be calculated in the usually way since formulas (4) and (5)
are only valid for n ≠ O

* A single application of the alternative formulas (4) and (5) will give the Fourier
coefficients of periodic function whose graph over a period interval consists of
horizontal straight line segments.

Example:
Find the coefficients in the Fourier expansion of the periodic functions whose
definition over one period as;

−1
Noting that ρ = 2, we first compute ∂ o = 1 2  ∫ (− 1)dt + ∫ (1) dt  = O
1
the graph is
 −2 0 
given below; f (t )
K 1 2 3 4
tk -2 -1 0 1
1
Jk -1 1 1 -1
-1 o
-2 11 2 t
The table of points of discontinuities is
-1 prepared from the graph.

Substituting P = 2 and the values of t k and J k into (4) the following expressions
are obtained.

∂n =
−2 1
bn−
1 
 (− 1)Sin nπ (2) + (1) Sin nπ (− 1) + (1) Sin nπ (1) + (− 1) Sin nπ (1)
nπ nπ  2 2 2 2 
and
bn =
2 1
∂ n+
1 
(− 1)Cos nπ (− 2) + (1)Cos nπ (− 1) + (1)Cos nπ (1) + (− 1)Cos nπ (1)
nπ nπ  2 2 2 2 

For n ≥ 1, α ′n = o because f ′(t ) = O. Hence the Fourier coefficients in the expansion

of f simplify to;

32
 2 nπ o n even
∂n = Sin = 
 n2π (− 1) 2 n − odd
( n −1 )
nπ 2
and
o n even
Ι(− 1) + 1] =  2
1 n+1
bn =
nπ  nπ n − odd

Since all Fourier coefficients for which n is even are Zero, the only nontrivial terms
in the Fourier expansion of f are those for which n is odd. Setting n = 2 N − 1 to take
these into account, we have;

2  ∞ (− 1) (2 N − 1) πt + ∞ 1 Sin (2 N − 1) πt 
N −1
f (t ) =  ∑ Cos ∑ 
π  N −1 2 N − 1 2 N −1 2 N − 1 2 

as the Fourier expansion of f .

For Vector;
A = 2i + 2 j − 3k
B = i + 2 j − 2k
C = 3i + j + k

A.B = (2.1) + (2.2) + (− 3)(− 2)k = 2 + 4 =

12
+ 6k
AxB = i j k
2 2 −3
1 2 −2
ixi = 0 = j x j = k x k = 0

Show that (A + B x C = A x C + B x C
A x B.C = A x C

A x (B x C) = (A.C) B – (A.B) C
(A x B). ( C x D) = (A.C x B . D) – (A. D)(B. C)
(A x B) x (C x D) = [CDA] B – [CD B]A

33
 d (u ± v ) du dv d (u x v ) du dv
= ± = xv+ u x w
dt dt dt dt dt dt

d (φv ) dφ dv d (uvw) du dv
= V ±φ = VW + U W
dt dt dt dt dt dt

d (u.v ) du dv dw
= ⋅V + U ⋅ + UW
dt dt dt dt

Gradient of a function, grad φ - Directional Derivative

 2 2 2 
grad φ = ∇φ =  i + j + k φ
 2x 2y 2z 

Find the directional derivative of the function

φ ( x, y, z ) = xy 2 + yz 3 at the po int (2, ⋅1,1)in the direction of the i + 2 j + 2k .

∇φ =
 xy 2
2

+ yz 3 i +
(
2 xy 2 + yz 3
j+
)
2 xy 2 + yz 3 (
k
)
2 , − 1, 1
 2x  2y 2z

= ( )
y 2i + 2 xyz 3 j + 3 y z 2 k 2, −1,1 = i − 3 j − 3k .

The projection of this in the direction of the give vector will be the required directional
derivative.

The Unit Vector of the vector to which it will be projected is:

i + 2 j + 2k 1
i + 23 j + 23 k
= 3
1+ 4 + 4

(i − 3 j − 3k ) ⋅ ( 13 i + j + 23 k ) =
11
Thus; = 2
3
3
The negative sign indicates that φ decreases in the given direction determine the unit
normal to the surface xy 32 2 = 4 at point (− 1, − 1, 2 )

∇φ = 2
(xy z ) i
3 2
+
(
2 xy 3 z 2
j+
)
2 xy 3 z 2
k
( )
− 1, 1, 2
2x 2y 2z
= − 4i −12 j + 4k
∇φ = 16 + 144 + 16 = 4 11
∇φ _ 4i − 12 j + 4k 1 3 1
= =− i − j + k
∇φ 4
11 11 11 11

Divergence of the Vector Function F is;

34
  2 2 
+ k  ⋅ (F1i + F2 j + F3k )
2
∇ ⋅ F =  i + j
 2x 2y 2z 
2 f1 2 F2 2 F3
= + +
2x 2y 2z
The curl of the vector function F,

+ k  x (F1i + F2 j + F3k )
 2 2 2 
∇xF =  i + j
 2x 2y 2z 

Ji k
2 2 2
= 2x 2 y 2z
F1 F2 F3

Find the Gradient of the following function;

χ 2 + 2 y z ; e xy 2 , χ sin yz, Χ a y b z c
Find the unit normal to each of the following surface at the points
χ 2 + y 2 + z 2 = 2( x + y + z ) at (2, 2, 0 ) and (− 1 2 , 1
2 , 1+ 1
2
)
9 x 2 + 9 y 2 − 4 z 2 = 0 at (0, 2, − 3) and ( 2, 2, 3 )
Find the directional derivative;

2 xy + 22 , (1, − 1, 3), i + 2 j + 2
3x 2 − 2 y 2 + Z 2 + χy − yz, (1, − 2, − 1) 2i − 2 j − k
χ − 2 y + z 2 , (3, 1, − 2), 7i + 6 j + 6k

r1 = 3i − 2j + K
1) Given r2 = 2i − 4 j − 3K
r3 = − i + 2 j + 2K

Find magnitudes of;

(a) r3 (b) r1 + r2 + r3 (c) 2 r1 − 3 r2 − 5 r3

(a) r3 ≤ − i + 2 j + 2k = (−1)2 + (2)2 + (2)2 =3

35
 (b) r1 + r2 + r3 = (3i − 2 j + k ) + (2i − 4 j − 3k ) + (− i + 2 j + 2k )
= 4i − 4 j
r1 + r2 + r3 = (4)2 + (− 4)2 = 32 = 4 2 .

(c ) 30

2) Find the projection of the Vector A = i − 2 j + k on the Vector B = 4i − 4 j + 7k

B
Unit Vector in the direction B = b =
lBI

4i − 4 j + 7k 4 4 7
= = i j+ k
4 2 + (− 4) + (7 ) 9 9 9
2 2

4 7 
The Pr ojection of A on B = A.b = (i − 2 j + k ) i − j + k 
4
9 9 9 
= 19
9.

3) IF A = A1i + A2 j + A3 k and B = B1i + B2 j + B3 k

i J K
Show that A X B = A1 A2 A3
B1 B2 B3

4) If A = 2i − 3 j − k and B = i + 4 j − 2k

Find A x B, B x A, (A + B) x (A - B)

5) Prove that A . (B x C) = B . (C x A) = C . (A x B)

Multiply Out.

Prove that ( A x B) . ( B x C) x (C x A) = (A . B x C)2

A x (B x C) + B x (C x A) + C x (A x B) = 0

(A x B) x (C x D) = B(A. C x D) – A (B . C x D) =

C(A . B x D) – D (A . B x C).

36
Differentiation Formulae:

1)
d
( A + B ) = dA + dB
du du du

2)
d
( A ⋅ B ) = A ⋅ dB + dA ⋅ B
du du du

3)
d
( A x B ) = A × dB + dA × B
du du du

dA dφ
4)
d
(φA) = φ + A
du du du

5)
d
( A ⋅ B × C ) = A ⋅ B × dC + A dB × C + dA ⋅ B × C
du du du du

 dc   dB  dA
6)
d
{A × ( A × C ) } = A×  B ×  + A ×  × C  + × (B × C )
du  du   du  du

Partial derivatives:

22 A 2  2A  22 A 2  2A  22 A 2  2A 
=   ; =   ; =  
2χ 2
2χ  2χ  2 y
2
2 y  2 y  2z 2
2z  2z 

2
( A ⋅ B ) = A ⋅ 2B + 2 A ⋅ B
2χ 2χ 2χ


22
( A ⋅ B ) = 2  2 ( A ⋅ B )  = 2  A ⋅ 2Β + 2 A ⋅ Β
2 y2χ 2 y  2χ  2 y  2χ 2χ 

22 Β 2 A 2Α 2Α 2Β 22 Α
= A⋅ + ⋅ 2χ + ⋅+ ⋅Β
2 y2 x 2 y 2 χ 2Y 2 y2χ

Given R = Sin t i + Cos j + t k

dR d 2R dR d 2R
Find (a) − , (b) (c ) , (d )
dt dt dt dt 2

= (Sin t ) i + (Cos t ) j + (t ) k
dR d d d
a)
dt dt dt dt

= Cos t i − Sin tj + k

37
 d 2R d  dR 
b) 2
=   = − S int i − Costj
dt dt  dt 

c)
dR
= (Cost )2 + (− S int ) + 12
2
= 2
dt

d 2R
= − (S int ) + (− Cost ) = 1
2 2
d)
dt 2

IF Α = 5t 2 i + tj − t 3 k and Β = S int i − Cos t j

Find (a ) −
d
(Α ⋅ B ) ; (b) d (Α × Β), (c) d (Α ⋅ Α)
dt dt dt

(a)
d
(Α ⋅ Β) = Α ⋅ dΒ + dΑ ⋅ Β
dt dt dt

( )
= 5t 2 i + tj − t 3 k ⋅ (Cos t i + sin t j )
+ (10t i )
+ j − 3 t 2 k (Sin t i − Cos t j )

= 5t 2 Cos t + t Sin t + 10 t Sin t − Cos t = 5t 2 − 1 Cos t + 11 t Sin t ( )

i j k i j k
dΒ
d
(Α × Β) = Α × + dΑ × Β = 5t t − t 3
2
+ 10 t 1 − 3t 2
dt dt
Cos t S int 0 Sin t − Cos t 0

[ (
= t 3 Sin t i − t 3 Cos t j + 5 t 2 Sin t − t Cos t k )]
[
+ − 3t 2 Cos t i − 3t 3 Sin t j + (− 10 t Cos t − Sin t )k ]
( ) ( ) (
= t 3 Sin t − 3t 2 Cos t i − t 3 Cos t + 3t 2 Sin t j + 5 t 2 Sin t − Sin t −11t Cos k )
Alternatively;

Α×Β =

(c)
d
(Α ⋅ Α )
dt

If ( ) (
Α = 2 χ 2 y − χ 4 i + l χ y − y Sin χ j + χ 2 Cos y k ) ( )
38
 2 Α 2Α 2 2 Α 2 2 Α 22 Α
Find; , , , '
2χ 2 y 2 χ 2 2χ 2 y 2 y 2χ

2Α
2χ
=
2
2χ
(
2x2 y − χ 4 : +
2 xy
2x
)
l − y Sin x j +
2 2
2x
χ Cos y k( ) ( )

( ) (
= 4 χ y − 4 χ 3 i + yl χ y − y Cos χ j + 2 x Cos y k )
2Α
2y
(
= 2 χ 2i + χl xy − Sin χ j − χ 2 Sin y k )

22 Α
2
= 0 + χ 2 l xy j − χ 2 Cos y k = χ 2 l x y j − χ 2 Cos y k
2y

22 Α 2  2Α  2
=   =
2 x 2 y 2x  2 y  2x
2χ 2 i +
2
2x
(
χl xy − Sin χ j −
2 2
2x
)
χ Sin y k ( ) ( )

(
= 4 xi + χyl xy − Cos x j − 2 x Sin y k )
∗ If φ (χ , y , z ) = χy 2 z and Α = x z i − χy 2 j + yz 2 k

23
Find (φ Α) at the point (2, −1, −1)
2x2 2z

23
2
2x 2z
(
(φ Α) = 2 4 χ y 2 z i − 2 xy e j + 3 y 3 z 2 k
2x
)

= 4 y2zi − 2y4 j

At 2, − 1, − 1 4 i − 2 y.

1) If φ = (χ , Y , Z ) = 3χ 2 y − y 3 z 2 , find ∇φ (or grad φ ) at the po int (1, − 2, −1)

k  (3x y − y 3 z 2 )
 2 2 2  2
∇φ =  i+ j +
 2x 2y 2z 
2
=i
2x
(
3x 2 y − y 3 z 2 + j
2
2y
)
3x 2 y − y 3 z 2 + k
2
2z
(
3x 2 y − y 3 z 2 ) ( )
(
= 6 yχ i + 3x 2 − 3 y 2 z 2 j − 2 y 3 z k )
At point (1, − 2, −1.) the Vector will be;
− 12 i − gj −16 k

39
2) Prove that ∇ (F + G ) = ∇F + ∇G
 2 2 
∇ (F + G ) =  K  (F + G )
2
i + j +
 2x 2y 2 z 

=i
2
(F + G ) + j 2 (F + G ) + k 2 ( F + G )
2x 2y 2z
2 2G 2 2G 2 2G
=i F +i + j F + j +k F+k
2x 2x 2y 2y 2z 2z
2 2 k2  2 2 2 
=i + j + F +  i + j + k G
2x 2 y 2z  2x 2y 2z 
= ∇F + ∇G

3) ∇(FG ) = F∇G + G∇F

∇(FG ) = (FG )i + 2 (FG ) j + 2 (FG )k

2
2x 2y 2z
 2 2F   2G G 2 F   2G 2F 
= F G + G  i +  F +  j +  F +G k
 2x 2x   2y 2y   2z 2z 
 2G 2G 2G   2F 2F 2F 
=F i j + k  + G i+ j + R  = F∇G + G∇F
 2 x 2Y 2z   2x 2Y 2Z 

1
Find ∇φ y (a) φ = Ln r , (b) φ =
r
r = χ i + yj + zk Then r = x2 + y2 + z 2

1
(
∇ φ = ∇ Ln x 2 + y 2 + z 2
2
)
= i l n (x 2 + y 2 + z 2 )− j ln (x 2 + y 2 + z 2 )
1 2 2
2 2x 2y
2
(
+ k l n x2 + y2 + z 2
2z
)
1 2x 2y 2z 
= i 2 + j 2 +R 2 2
2 x + y +z 2 2
x +y +z2 2
x +y +z 
2

χ i + y j + Zk
= 2 + rr2
χ +y +z2 2

 
∇φ
1
= ∇  + ∇
1
 χ 2 + y2 + z2
(
 = ∇ χ 2 + y2 + z2

)
− 12

r  

40
 = i
2 2
2x
(
χ + y2 + z2 )
− 12
+j
2 2
2y
(
χ + y2 + Z 2 )
− 12

+ k
2 2
2z
(
χ + y2 + z2 )
− 12

( (
i − 1 χ 2 + y2 + z2
2
)
− 32
) ( (
⋅ 2x + J − 1 χ 2 + y 2 + Z 2
2
)
−32
zy )
( (
+ k − 1 χ 2 + y 2 + χ 2 2 ⋅ 2z
2
)
−3
)
χ i − yj − z k r
= − = − 3
( 3
χ 2 +Y 2 + Z 2 2 r )
Show that ∇r n = n r n−2 r

Example:
Find a unit normal to the surface;
χ 2 y + 2 x z = 4 at the po int (2, − 2, 3)
( )
∇ x 2 y + 2 xz = (2 xy + 2 z )i + χ 2 j + 2 xk
= − 2 i + 4 j + 4 k (at 2, − 2, 3)

Unit normal to the surface;

− 2i + 4 j + 4 k 2 2
+−1 i+ j+ k
(− 2) 2
+ (4) + (4)
2 2 3 3 3

Another unit normal is;

1 2 2
i − j − K having direction opposite
3 3 3

Divergence:

If Α = x 2 z i − 2 y 3 z 2 j + xy 2 zK ;
Find ∇ ⋅ Α (or div Α ) at the po int (1, − 1, 1)
 2
∇ ⋅ Α =  i +
2
j+
2 
(
k  ⋅ χ 2 z i − 2 y 3 Z 2 + χ y 2 zk )
 2x 2y 2z 

=
2 2
2x
( )
χ z +
2
2y
− 2 y3Z 2 +( 2z
2
χ y 2z ) ( )
= 2 xz − 6 y 2 z 2 + xy = 2(1)(1) − 6 (− 1) (1) + (1)(− 1) = − 3
2 2 2

Given φ = 2 χ 3 y 2 z 4 ; Find ∇ ⋅ ∇φ (or div grad φ )

∇φ = i
2
2x
(
2x3 y 2 z 4 + j
2
2y
)
2x3 y 2 z 4 + k
2
2z
(
2x3 y 2 z 4 ) ( )
41
 = 6 x 2 y 2 z 4 i + 4χ 3 y z 4 j + 8 x 3 y 2 z 3k

 2
Then ∇ ⋅ ∇ φ =  i +
2
j+
2 
(
k  ⋅ 6 x 2 y 2 z 4 i + 4 x 3 y z 4 j + 8 x 3 y 2 z 3 k )
 2x 2y 2z 

=
2
2x
(
6x 2 y 2 z 4 + )
2
2y
4x3 y z 4 + k( 2
2z
)
8x 3 y 2 z 3 ( )

(
= 12 xy 2 z 4 + 4 x 3 x 4 + 24 x 3 8 x 3 y 2 z 3 y 2 z 2 )
Show that ∇ ⋅ ∇φ = ∇ 2φ .

Example:

Prove that ∇ 2 1 ( r )= 0
( r)=  22 22 22   1 
∇2 1  2 + +   
 2x 2y2 2 z 2   x2 + y 2+ z 2 
 
2  
1
2x  x + y2 + z 2
2  2x
(
 = 2 x2 + y2 + z 2 )
− 12
(
= − χ x2 + y2 + z 2 ) −32

 

2  
2 
1
 2x
(
 = 2 (− χ x 2 + y 2 + z 2 ) − 12

 x + y +z
2x 2 2 2

(
=3χ 2 χ 2 + y2 + z2 ) −52
(
− χ 2 + y2 + z2 )
−32

(
= 2x − y − x
2 2 2
)
(χ 2
+ y 2 + χ2 )
5
2

22 22
Similarly for &
2y2 2z 2

Adding all together gives O.

Example Prove that ∇ ⋅ (Α + Β ) = ∇ ⋅ Α + ∇ ⋅ Β

and ∇ ⋅ (φΑ ) = (∇φ ) ⋅ Α + φ (∇ ⋅ Α )

If Α = xz 3 i − 2 x 2 y z j + 2 y z 4 k , find ∇ × Α
at point (1, − 1, 1) − Ans : 3 i + 4k

If Α = χ 2 y i − 2 xzj + 2 yzk ; find Curl Curl Α.

Curl Curl Α = ∇ × (∇ × Α )

42
 i j k

=∇×
2
2x
2 2
2 y 2z
[ ( )]
= ∇ × (2 x + 2 z )i x 2 + 2 z k

x 2 y − 2 xz 2 yz

i j k

= (2 x + 2 ) j
2 2 2
=
2x 2y 2z
2x + 2z 0 − χ 2 − 2z

Prove that ∇ × (Α + Β ) = ∇ × Α + ∇ × Β

∇ × (φΑ ) = (∇φ )× Α + φ (∇ × Α )

If F is a function x, y, z and t and x, y and z functions of t , prove that

dF 2F 2 F dx 2 F dy 2 F dz
= + + +
dt 2t 2 x dt 2 y dt 2 z dt

Under suitable assumptions of differentiability

Suppose that F = F1 ( x, y, z, t )i + F2 ( x, y, z, t ) j + F3 ( x, y, z, t )k
Then dF = dF1i + dF2 j + dF3k
 ∂F ∂F ∂F ∂F   ∂F ∂F ∂F ∂F 
=  1 dt + 1 dx + 1 dy + 1 dz  i +  2 dt + 2 dx + 2 dy + 2 dz  j
 ∂t ∂x ∂y ∂z   ∂t ∂x ∂y ∂z 

 ∂F ∂F ∂F ∂F 
+  3 dt + 3 dx + 3 dy + 3 dz  k
 ∂t ∂x ∂y ∂z 

 ∂F ∂F ∂F   ∂F ∂F ∂F 
=  1 dti + 2 dtj + 3 dtk  +  1 dxi + 2 dxj + 3 dxk 
 ∂t ∂t ∂t   ∂x ∂x ∂x 

 ∂F ∂F ∂F   ∂F ∂F ∂F 
+  1 dyi + 2 dyj + 3 dyk  +  1 dzi + 2 dzj + 3 dzk 
 ∂y ∂y ∂y   ∂z ∂z ∂z 

 ∂F ∂F ∂F ∂F 
=  dt + dx + dy + dz 
 ∂t ∂x ∂y ∂z 

Thus ∂F ∂F ∂F ∂F ∂F
= + dx
+ dy
+ dz
∂t dt ∂x dt
∂y dt
∂z dt

43
∂11 χ1 + ∂12 χ 2 + ∂13 χ 3 + ....... + ∂1n χ n = 0
∂ 21 χ1 + ∂ 22 χ 2 + ∂ 23 χ 3 + ....... + ∂ 2 n χ n = 0
∂ 31 χ1 + ∂ 32 χ 2 + ∂ 33 χ 3 + ....... + ∂ 3n χ n = 0

∂ ni χ1 + ∂ n 2 χ 2 + ∂ n3 χ 3 + ....... + ∂ nn χ n = 0

In Matrix form;

∂11 ∂12 ∂13 .........∂1n   χ1  0

∂ ∂ ∂ 23.........∂ 2 n   χ  0 
 21 22  2  
∂ 31 ∂ 32 ∂ 33 .........∂ 3n   χ 3  = 0 
     
     
∂ n1 ∂ n 2 ∂ n3 ........∂ nn   χ n  0
  

Procedure;

Det (Α − λΙ ) = 0

2 3
Example: Α=
4 1

2−λ 3
i.e = 0 ⇒ λ1 = − 2 and λ = 5
4 1− λ

For the 1st Egenvalue; λ = − 2

2 3 1 0  ×1  0

  − (− 2 )    =  
 4 1  0 1  ×2  0
2 3 2 0  ×1  0
 +     =  
4 1  0 2  ×2  0

4 3 ×1  0
4 3 ×  = 0
   2  
4 ×1 + 3χ 2 = 0 ⇒ ×2 = − 4 χ1
3
×   3  6 
×(1) =  1  =   or  
×2  − 4 − 8

For λ2 = 5

44
 1
×(2 ) =  
1

3 10
2. Αx = λx where Α =  
2 4 
λ1 = 1 and λ2 = 8
5   2
X (1) =   and X (2 ) =  
 − 2 1 

1 0 4
Α = 0 2 0 
3 1 − 3

λ1 = 2, λ2 = 3 and λ3 = − 5
(1− λ ){(2 − λ )(− 3 − λ ) − o}+ 4 (0 − 3 (2 − λ ) } =0
(1 − λ )(2 − λ )(− 3 − λ )−12 (2 − λ ) = 0
(2 − λ ){(1 − λ )(− 3 − λ ) − 12 } = 0
λ = 2 or λ2 + 2λ −15 = 0
Therefore (λ − 3)(λ + 5) = 0
λ = 2,3 or − 5
For λ1 = 2 ; (Α − λΙ )x = 0.

1 0 4  1 0 0  ×1  0

       
0 2 0  − 20 1 0  ×2  = 0
3 1 − 3 0 0 1   ×  0
     3   

− 1 0 4 ×1  0 
 0
 0 0  ×2  = 0 
 
 3 1 − 5  ×3  0

x1
− χ1 + 4 χ 3 = 0 ⇒ χ3 =
4
3 x1 + χ 2 − 5 χ 3 = 0 ⇒ 3 x1 + x2 − 5 x1 = 0
4
4 
χ 2 = − 7 4 x1 ⇒ χ (1) = − 7
 1 

45
 For λ = 3
F 
 2 2 
X (2 )   (3 )
= 0 and X =  
0 
1   
− 3

 1 0 − 4 1 − λ 0 − 4 
 0 5 4  = 0 5 − λ 4  = λ3 + gλ2 + gλ − 81 = 0
  
− 4 4 3  − 4 4 3 − λ 

Terminology
In R 3 , for example, if we have some transformation
H (r1′, r2′, r3′) = (r1 , r2 , r3 ) = x

giving curvilinear coordinates x1′, x′2 , x3′ for x1 , x2 , x3 , if this transformation is locally
invertible everywhere, the Jacobian determinant

∂(r1 , r2 , r3 )
∂(r1′' r2′' r3′)
is nonzero, and this to happen, the vectors

∂×
∂r1′
must form a basis for R 3 .

From these basis vectors, we define scale factors

∂×
hr ′ = hi
∂r1′
and thusly arrive at the unit basis vectors for the curvilinear coordinates to be

∂×
eri′ = 1 hi
∂r1′
Note that the coordinate system we choose need not be orthogonal, but for the purposes of
this article, they are treated as being so. The system is orthogonal if

∂ × ∂x
⋅ = δ ij
∂r1′ ∂ri′

Where δ ij is the Kronecker delta.

Example
46
If we consider polar coordinates for R 2 , note that

(r cos θ , r sin θ ) = (r , y )
(r ,θ ) are the curvilinear coordinates, and the Jacobian determinant of the transformation.
(r ,θ ) → (r cos θ , sin θ ) is r.

The basis vectors are br = (cosθ , sin θ ), bθ = (− r sin θ , r cosθ ), with unit basis vectors
er = (cosθ , sin θ ), eθ = (− sin θ , cos θ ) with scale factors hr =1 and hθ = r.

Line, surface, and volume integrals

Since we use curvilinear coordinates to aid in the calculation in vector calculus, there are
adjustments we need to make in the calculation of line, surface and volume integrals.

Line Integrals
Normally in the calculation of line integrals we are interested in calculating

∂x
f (× (t ))
b
∫ c f ds = ∫
a ∂t
dt

where x(t ) parameterizes C in Cartesian coordinates. In curvilinear coordinates, the term

∂x ∂x ∂ri′
=
∂ri′ ∂ri′ ∂t

By the chain rule. But from the definition of the curvilinear coordinates

∂×
= hi er′i
∂r1′
and thus

∂x ∂ri′
∂t
= ∑h e i r ′i
∂t

and we can proceed normally.

Surface integrals
Likewise, if we are interested in a surface integral, the relevant calculation, with the
parameterization of the surface in Cartesian coordinates is:

47
 ∂× ∂×
∫ f ds = ∫∫ f (× (s, t )) × dsdt
∂s ∂t
s T

Again, in curvilinear coordinates, the term

∂× ∂× ∂ × ∂ri′ ∂ × ∂ri′
× = ×
∂s ∂t ∂ri′ ∂s ∂ri′ ∂t

and we make use of the definition of curvilinear coordinates again to yield.

∂ × ∂ri′ ∂r ′
= ∑ i hr ′ er ′i
∂ri′ ∂s ∂s

and

∂ × ∂ri′ ∂r ′
= ∑ i hr ′ er ′i
∂ri′ ∂t ∂t

where the cross product, in terms of curvilinear coordinates, will be:

eri′ er2′ er2′

∂r1′ ∂r2′ ∂r3′
h1 h2 h3
∂s ∂s ∂s
∂r1′ ∂r2′ ∂r3′
h1 h2 h3
∂t ∂t ∂t

Div, curl, grad

In curvilinear coordinates, we can express the divergence, curl and gradient of a function or
vector field as follows:

1 ∂f
∇f = ∑
hi ∂ri′

 h1∂1 
1  
∇ × F =  M  ×F
Πhi  
 hn ∂ n 

∂Fri′
∇ ⋅ F =∑ 1
hi ∂r ′
i

48
Operation Cartesian Coordinates Cylindrical Coordinates Spherical Coordinates
( x, y , z ) (ρ , ϕ , z )
r = ρ cos φ
 y = υ sin φ

 z = z
Definition
of
coordinate ρ = x 2 + y 2
s 
φ = a tan 2( y, r )
z = z


Α Α x ׈ + Α y yˆ + Α z zˆ Α ρ ρˆ + Αφ φˆ + Α z zˆ

∂f ∂f ∂f ∂f 1∂f ˆ ∂f
∇f ׈ + yˆ + zˆ ρˆ + φ+ zˆ
∂r ∂y ∂z ∂ρ ρ∂φ ∂z

∂Α r ∂Α y ∂Α z 1 ∂r 2 Α
∇⋅ Α + + 1 ∂ρΑ ρ 1 ∂Αφ ∂Α z
∂x ∂y ∂z + + r 2 ∂r
ρ ∂x ρ ∂φ ∂z
 ∂Α z ∂Α z   1 ∂Α z ∂Α z 
 −  ׈ +  −  ρˆ +
 ∂y ∂z   ρ ∂φ ∂ z 
 ∂ Α ∂ Αz   ∂Α ρ ∂Α z  ˆ
 z
−  yˆ +  − φ +
∇× Α  ∂z ∂x   ∂z ∂ ρ 
 ∂Α z ∂Α z  1  ∂ρΑ φ ∂Α z 
 ∂ x − ∂ y  zˆ  −  zˆ
  ρ  ∂ρ ∂ φ 

∂2 f ∂2 f ∂2 f 1 ∂  2 ∂f 
∇f = ∇ 2 f + + 1 ∂  ∂f  1 ∂ 2 f ∂2 f r 
∂r 2 ∂y 2 ∂z 2  ρ  + 2 + r 2 ∂r  ∂r 
ρ ∂ρ  ∂ρ  ρ ∂φ
2
∂z 2

 Αρ 2 ∂Αφ r̂
ρˆ  ∇Α ρ − −  +
∇Α = ∇ Α 2
׈ ∇Α x + yˆ ∇Α y + zˆ∇Α z  ρ 2
ρ 2 ∂φ
 θˆ
 Α 2 ∂Α ρ  φˆ
φˆ ∇Αφ − φ2 + 2  +
 ρ ρ ∂φ 
Differential
Displacement dΙ = dr ׈ + dyYˆ + dzzˆ dΙ = dρρˆ + υdφφˆ + dzzˆ dΙ

dS = dydz ׈ dS = ρdφdzρˆ
Differential
Normal Area
dxdz yˆ dρdzφˆ
dxdy zˆ ρdρdφz
Differentia dv = dxdydz dv = ρdρdφdz
l

Non-trivial calculation rules

1. div grad f = ∇ ⋅ (∇f ) = ∇ 2 f = ∇f
2. curl grad f = ∇ × (∇f ) = 0
3. div curl Α = ∇ ⋅ (∇ × Α ) = 0
4. curl curl
Cylindrical (∇ × Α) = ∇(∇ ⋅ Α
Α = ∇ × Co-ordinates ) − ∇2Α
System
5. ∇fg = f∇g + 2∇f ⋅ ∇g + g∇f
6. Lagrange’s formula for the cross product: 49
Α × (Β × C ) = Β(Α ⋅ C ) − C (Α ⋅ Β )
 z

• (r ,θ , z )

x
θ z

y r
•

x = r Cosθ , y = r Sinθ , z = z,
χ 2 + y2 = r2
 y
and θ = tan −1  
x

Suppose u ( x, y, z ) is continuous with continuous first and second partial derivatives in

some region R, U may be written as a function of r , θ and z. Thus;

∂u ∂u ∂r ∂u ∂θ ∂u ∂z
= + +
∂x ∂r ∂x ∂θ ∂x ∂z ∂x

∂ux y ∂u x& y are

= − 2 +0
x + y ∂r
2 χ + y ∂θ
22
independent so
∂a = O.
∂x
∂u x ∂u y ∂u
= −
∂x r ∂r r2 ∂θ

by similar calculation;

∂u y x ∂u
= ∂u
+
∂y r ∂r
r 2 ∂θ

For the laplace Equation;

∂ 2u ∂u  y  − ∂u ∂  y  + x ∂  ∂u  − y ∂  ∂u 
= ∂
∂x 2 ∂r ∂x
 r  ∂θ ∂x  r 2  r ∂x  ∂r  r 2 ∂x  ∂θ 

∂ 2u y 2 2 xy∂u ∂u χ 2 ∂ 2u 2 xy ∂ 2u y 2 ∂ 2u
= ∂u
+ + 2 2 − 3 + 4
∂x 2 r 3 ∂r
r 4 ∂θ r ∂r r ∂r∂θ r ∂θ 2

∂ 2u χ 2 2 xy∂u ∂u y 2 ∂ 2u 2 xy ∂ 2u x 2 ∂ 2u
= ∂u
− + + 3 +
∂y 2 r 3 ∂r
r 4 ∂θ r 2 ∂r 2 r ∂r∂θ r 4 ∂θ 2

50
Adding the Two equations gives;

∂ 2u 1 ∂u 1 ∂ 2u ∂ 2u
∇ 2u = + + +
∂r 2 r ∂r r 2 ∂θ 2 ∂z 2

Thus the Laplace equation in Polar co-ordinates will be;

∂ 2u 1 ∂u 1 ∂ 2u ∂ 2u
∇ 2u = 2 + + 2 + =O
∂r r ∂r r ∂θ 2 ∂z 2

∂ 2u
And in Polar Co-ordinates, 2 = O so;
∂z

∂ 2u 1 ∂u 1 ∂ 2u
+ + =O
∂r 2 r ∂r r 2 ∂θ 2

Spherical Co-ordinates

Z
χ = δ Cos θ Sin φ
θ
o
(δ , θ , φ ) Y = δ Sin θ Sin φ
δ Z = δ Cos φ
×
θ Making the following notations
r
Z = δ Cos φ , r = δ Sin φ & θ = θ ,
Y
o
Proceeding in a similar method; and substituting the above in the expressions gives;

∂ 2u ∂ 2u ∂ 2u 1 ∂u 1 ∂ 2u
+ = + +
∂x 2 ∂y 2 ∂δ 2 δ ∂ρ δ 2 ∂ϕ 2

∂u r ∂u z ∂u
= + 2
∂r δ ∂δ δ ∂ϕ

Using the above equation and z = δ Cos φ & R = δ Sin φ gives

1 ∂u 1 ∂ 2u 1 ∂u Cotφ ∂u 1 ∂ 2u
+ 2 = + +
r ∂r r ∂θ 2 δ ∂δ δ 2 ∂φ δ 2 Sin 2φ ∂θ 2

Finally;
∂ 2u 2 ∂u 1 ∂ 2u 1 ∂ 2u Cotφ ∂u
∇ 2u = + + + +
∂δ 2 δ ∂δ δ 2 Sin 2φ ∂θ 2 δ 2 ∂ϕ 2 δ 2 ∂ϕ

51
And the Laplace equation;

∂ 2u 2∂u 1 ∂ 2u 1 ∂ 2u Cotφ ∂u
+ + + + = O.
∂δ 2 δ ′∂δ δ 2 Sin 2φ ∂θ 2 δ 2 ∂ϕ 2 δ 2 ∂ϕ

CURVILINEAR CO-ORDINATES SYSTEM

The three most important and commonly used co-ordinates systems are the;
(1) Cartesian
(2) Cylindrical and
(3) Curvilinear systems

The co-ordinates in three dimensions are denoted by the following parameter;

- Cartesian x, y and z or x1 , x2 , x3
- Cylindrical r , θ and z and for
- Spherical r , θ and ϕ

The relationship between the systems can be illustrated by the following diagrams
χ3
χ3
χ3
• ρ (r ,θ , z ) ϕ • ρ (r ,θ ,ϕ )
•ρ (x, y, z ) r χ3
χ1 z χ1 θ
χ2
r θ χ2
χ2
Cartesian Cylindrical Spherical

Cartesian coordinates in terms of cylindrical co-ordinates,

χ1 = r Cos θ , χ 2 = r Sin θ , χ 3 = z ……(1)
Cartesian coordinates in terms of spherical co-ordinates.
χ1 = r Sin ϕ Cos θ , χ 2 = r Sinϕ Sin θ and χ 3 = r Cosϕ …….(2)

In general, the space co-ordinates system q1 , q2 , q3 can be related to the Cartesian

system as; x1 = x1 (q1 , q2 , q3 ), x2 = x2 (q1 , q2 , q3 ); x3 = x3 (q1 , q2 , q3 )
……….(3)
By application of appropriate transformation formulas, the co-ordinates q1 , q2 , q3 can be
expressed in terms x1 , x2 and x3 as;
q1 , = q1 (x1 , x2 , x3 ) ; q2 = q2 (x1 , x2, x3 ) and q3 , = q3 ( x1 , x2 , x3 ) ……….(4)

Assumption;

1. The co-ordinates x1 , x2 , x3 and q1 , q2 , q3 are each orthogonal systems

2. The functions gives by (3) and (4) are differentiable.

52
Transformation Equations:
For the curve element ds , the length of the elemental length ds 2 is expressed as;
3
ds 2 = ∑ dxi2 = d ×1 + d ×1 + d ×22 + dx32
2 2
………..(5)
i =1
Application of the chain rule for partial differentials to (3) gives

∂xi 3
dxi =
k =1 ∂qk
∑
dqk for i = 1 to 3.

Substituting the above relationship in (5) gives;

3  3 
3
∂χ i 3
∂x
ds 2 = ∑ dxi d xi = ∑  ∑ dqu ⋅ ∑ i d q j  ……..(6)

i =1  k =1 ∂qk J =1 ∂q j

i =1 

Writing (or expanding) the above expression gives;

3  3 ∂χ i 3
∂xi 
∑ ∑

i =1  k =1 ∂qk
dqk ⋅ ∑ ∂q dq j 

j =1 j 

3  3 ∂xi ∂xi ∂xi   ∂x ∂x ∂x 

= ∑  ∑
i =1  k =1 ∂q1
dq1 +
∂q2
dq2 +
∂q3
dq3  ⋅  i dq1 + i dq2 + i dq3 
  ∂q1 ∂q2 ∂q3 

3  ∂x  2  ∂xi 
2
 ∂xi 
2

= ∑  i
 dq1 + 
2
 dq2 + 
2
 dq32 
i =1  ∂q1   ∂q2   ∂q3  


 ∂x  2  ∂x  2  ∂x  2   ∂x  2  ∂x  2  ∂x  2 
=  1
 +  2
 +  3
  dq1 +  1  +  2  +  3   dq22
2

∂ ∂
 1   1   1  
q q ∂q  ∂q2   ∂q2   ∂q3  

 ∂x  2  ∂x  2  ∂x  2 
=  1  +  2  +  3   dq32 = ds 2 ………..(7)
 ∂q3   ∂q3   ∂q3  

2 2 2 2
 ∂x   ∂x   ∂x  3
 ∂x 
Denoting; h =  1  +  2  +  3  = ∑  i 
2

 ∂q1   ∂q1   ∂q1  i =1  ∂q1 

1

2 2 2 2
 ∂x   ∂x   ∂x  3
 ∂x 
h 2
=  1  +  2  +  3  = ∑  i 
 ∂q2   ∂q2   ∂q2  i =1  ∂q2 
21

2 2 2 2
 ∂x   ∂x   ∂x  3
 ∂x 
and h =  1  +  2  +  3  = ∑  i 
2

 ∂q3   ∂q3   ∂q3  i =1  ∂q3 

3

53
equation (7) may be written as; ……….(8)

dS 2 = h12 dq12 + h22 dq22 + h32 dq32 ………(9)

Examples:
Obtain the elemental curve length in both cylindrical and spherical co-ordinates.

1. Cylindrical Co-ordinates
The co-ordinates in the cylindrical system αN ; r , θ & z with the Cartesian
co-ordinates systems relationship gives as;

χ1 = r Cos θ , χ 2 = r Sinθ and χ 3 = Z with the notation;

q1 = r , q2 = θ and q3 = z; Χ1 = q1Cos q2, = Χ 2 = q1Sin q2 and Χ 3 = q3 .
The general transformation equation is given as;

(dδ )2 = h12 dq12 + h22 dq22 + h32 dq32

2 2 2
 ∂x   ∂x   ∂x 
Thus h =  1  +  2  +  3  = Cos 2 q2 + Sin 2 q2 + 0 = 1
2

 ∂q1   ∂q1   ∂q1 

1

2 2 2
 ∂x   ∂x   ∂x 
h =  1  +  2  +  3  =
2
(− q Sinq ) + (q Cos q )
0 2 2
+ 0 = q12
 ∂q2   ∂q2   ∂q2 
2 1 2 1 2

2 2 2
 ∂x   ∂x   ∂x 
h =  1  +  2  +  3  = 1
2

 ∂q3   ∂q3   ∂q3 

3

Substituting above in the expression for (ds ) gives;

2

(dδ )2 = d12 + q12 dq22 + dq32

dδ 2 = dr 2 + r 2 dθ 2 + dz 2

2. Spherical Co-ordinates

The co-ordinates are; q1 = r , q2 = θ and q3 = ϕ

Corresponding relationship with Cartesian co-ordinates;

χ1 = r Sinϕ Cos θ , χ 2 = χ 2 = r Sin ϕ Sin θ and χ 3 = r Cosϕ

or x1 = q1 Sin q3 Cos q2 ; x2 = q1 Sin q3 Sin q2 and x3 = q1 Cos q3
The generated curvilinear transformation equation for elemental curve length is;

54
 dδ 2 = h12 dq12 + h22 dq22 + h32 dq32

2 2 2
 ∂x   ∂x   ∂x 
2
(
2
)
h =  1  +  2  +  3  = Sin q3 Cosq2 + (Sin q3 Sin q2 ) + (Cosq3 )
2 2

 ∂q1   ∂q1   ∂q1 

1

= Sin 2 q3 (Cos 2 q2 + Sin 2 q2 ) + Cos 2 q3

=1

2 2 2
 ∂x   ∂x   ∂x 
( )
h =  1  +  2  +  3  = − q1 Sin q3 Sin q2 + (q1Sin q3 Cos1q2 ) + 0 = q12 Sin 2 q3
2 2

 ∂q2   ∂q2   ∂q2 

2

= q12 Sin 2 q3

2 2 2
 ∂x   ∂x   ∂x 
2
( 2
)
h =  1  +  2  +  3  = − q1 Cos q3 Cos q2 + (q1Cos q3 Sin q2 ) + (− q1 Sin q3 )
2 2

 ∂q3   ∂q3   ∂q3 

3

= q12 Cos 2 q3 (Cos 2 q2 + Sin 2 q2 ) + q12 Sin 2 q3

( )
= q12 Cos 2 q3 + Sin 2 q3 = q12

Substituting these values in expression for dδ 2 gives

dδ 2 = dq12 + q12 Sin 2 q3 dq22 + q1 dq32
2

dδ 2 = dr 2 + r 2 Sin 2 ϕ dθ 2 + r 2 dϕ 2

3
dδ 2 = ∑ dxi2 = dx12 + dx22 + dx32
i =1
3
∂xi
dxi =∑ dq j ;
i =1 ∂q j

Cylindrical Co-ordinates
q1 = r , q2 = θ , q3 = z
x1 = q1 Cos q2 , x2 = q1 Sin q2 , q3

2 2 2
 ∂x   ∂x   ∂x 
h =  1  +  2  +  3  = Cos 2 q2 + Sin 2 q2 = 1
2

 ∂q1   ∂q1   ∂q1 

1

2 2 2
 ∂x   ∂x   ∂x 
h =  1  +  2  +  3  = − q12 Sin 2 q2 + q12 Cos 2 q2 = q12
2

 ∂q2   ∂q2   ∂q2 

2

2 2 2
 ∂x   ∂x   ∂x 
h =  1  +  2  +  3  = 1
2

 ∂q3   ∂q3   ∂q3 

3

55
 dδ 2 = h12 dq12 + h22 dq22 + h32 dq32

dδ 2 = dq12 + q12 dq22 + dq32 + dq32

= dr 2 + r 2 dθ12 + dz 2

Spherical Co-ordinates

q1 = r , q2 = θ , q3 = ϕ
x1 = r Sinϕ Cos θ , ⇒ x1 = q1 Sin q3 Cos q2
x2 = q1 Sin q3 Sin q2
x3 = q1 Cos − q3

2 2 2
 ∂x   ∂x   ∂x 
h =  1  +  2  +  3  = Sin 2 q3 Cos 2 q2 + Sin 2 q3 Sin 2 q2 + Cos 2 q3
2

 ∂q1   ∂q1   ∂q1 

1

= Sin 2 q3 (Cos 2 q2 + Sin 2 q2 )

2 2 2
 ∂x   ∂x   ∂x 
(
h =  1  +  2  +  3  + Cos 2 q3 = Sin 2 q3 Sin 2 q2 + Cos 2 q2
2
)
 ∂q2   ∂q2   ∂q2 
2

( )
= q12 Sin 2 q2 Sin 2 q3 + q12 Sin 2 q3 Cos 2 q2 + O = q12 Sin 2 q3 Sin 2 q2 + Cos 2 q2 = q12 Sin 2 q3

2 2 2
 ∂x   ∂x   ∂x 
h3 =  1  +  2  +  3  = q12Cos 2 q2 Cos 2 q3 + q12 Sin 2 q2 Cos 2 = 2 q3 + q12 Sin 2 q3
 ∂q3   ∂q3   ∂q3 

q12Cos q 2 3 (Cos 2 q2 + Sin 2 q2 ) + q12 Sin 2 q3

q12Cos q 2 3 + q12 Sin 2 q3 = q12. .

t t
Gives du = , dv = 2 = t2 = vdv
u v
∂θ ∂θ ∂θ
dθ = dq1 + dq2 + dq3
∂q1 ∂q2 ∂q3

∂r ∂r ∂θ
dr = dχ1i + dχ 2 + dx3
∂ ×1 ∂χ 2 ∂χ 3
In a similar way, a generalized co-ordinates system space can be related to the Cartesian
system as.
x1 = x1 (q1 , q2 , q3 ), x2 = x2 (q1 , q2 , q3 ) & x3 = x3 (q1 , q2 , q3 )
By appropriate transformation relationships, the co-ordinates q1 , q2 , q3 can be determined
/presented in the form;

56
q1 = q2 ( x1 y, z ) ; q2 = q2 ( x, y, z ) and q3 q3 ( x, y, z )

Assumptions:
1. The co-ordinates are orthogonal (i.e mutually perpendicular)
2. The functions x, y, z and q1 , q2 , q3 are differentiable

3
∂xi  ∂x ∂x ∂x 
∑ ∂q dq j =  i dq1 + i + i dq3 
j =1 j  ∂q1 ∂q2 ∂q3 

2 2
 ∂xi   ∂x 
  dq12 +  i  dq22 + ∂
 ∂q1   ∂q2 

 ∂
∇ ⋅ Α =  i +
∂
j +
∂  i
(
k  Α× + Α× 2 j + Α×3k
∂x3  1
)
 ∂x1 ∂x2
q1 = r , q2 = θ , q3 = Z
Χ1 = r Cos θ , Χ 2 = r Sinθ , Χ 3 = Z = q3
= q1 Cos q2 Χ = q1 Sin q2 , = q3

∂θ ∂θ ∂θ
dθ = dx1 + dx2 + dx3
∂x1 ∂x2 ∂x3

∂q1 ∂θ ∂x1
+ ; h1 =
∂x1 ∂q2 ∂q1

∂θ ∂θ ∂θ
dθ = dx1 + dx2 + dx3
∂x1 ∂x2 ∂x3

∂q1 ∂θ ∂q ∂θ ∂q ∂θ
= dx1 + 2 dx2 + 3 dx3
∂x1 ∂q1 ∂x2 ∂q2 ∂x3 ∂q3

 ∂q1 ∂θ ∂q ∂θ ∂q ∂θ 
=  i1 + 2 j + 3 k  ⋅ (dχ1i + d ×2 j + dχ3 )
 ∂x1 ∂q1 ∂x2 ∂q2 ∂x3 ∂q3 

1 ∂θ 1 ∂θ 1 ∂θ
= + + → ∇θ
h1 ∂q1 h2 ∂q2 h3 ∂q3

57