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ENGINEERING
MATHEMATICS
A TEXTBOOK OF
ENGINEERING
MATHEMATICS
[B.Tech./B.E., Semester–II]
(Strictly According to the Latest Revised Syllabus of
Punjab Technical University, Jalandhar)
For all Branches
By
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å
1
5.21 An Important Test for Comparison known as p-Series Test for the Series .
np
[Hyper Harmonic Series or p-Series] 265
5.22 D’ Alembert’s Ratio Test 276
5.23 Raabe’s Test 288
5.24 Logarithmic Test 289
5.25 Gauss Test 290
5.26 Cauchy’s Root Test 305
CONTENTS (EN)
5.27 Cauchy’s Integral Test 309
5.28 Leibnitz’s Test on Alternating Series 315
5.29 (a) Absolute Convergence of a Series 320
5.29 (b) Conditional Convergence of a Series 320
¥
5.30 Every Absolutely Convergent Series is Convergent or if åu
n =1
n is Convergent, then
åu
n =1
n is Convergent 321
(NE)
Preface to the First Edition
This book of Mathematics has been specially written to meet the requirements of B.E./B. Tech. first year
students of various institutions, universities and Engineering Courses.
The salient features of the book are :
(i) The book presents the subject matter in a very systematic, simple and lucid style, so that students
themselves will be able to understand the solutions of the problems.
(ii) Each chapter starts with necessary definitions and complete proofs of the standard theorems followed
by solved examples. For convenience of students, working rules for the applications of theorems in questions
are given. Also lists of important results are given at the end of chapters, where needed.
(iii) For convenience of students, lengthy chapters are divided into small units.
(iv) In the beginning of some chapters, some reference topics are discussed in detail inspite of the fact that
these topics are not in the syllabus of certain universities. It is done because without the knowledge of these
topics students cannot understand the main topic of the syllabus.
(v) The most distinguished and outstanding feature of this book is that each topic contains a large number
of solved examples (Simple as well as typical). Many examples have been selected from various university
papers so as to make students familiar with university pattern.
This book serves triple purpose viz. textbook, help book and solved university papers and authors are sure
that the study of this book will instill confidence in students.
The authors of the book possess more than three decades of rich experience of teaching Mathematics to
graduate as well as Postgraduate classes and have first hand experience of the problems and difficulties faced
by students.
Suggestions for improvement of the book will be most gratefully received.
—AUTHORS
(NEE)
Syllabus
PUNJAB TECHNICAL UNIVERSITY, JALANDHAR
BTAM102, Engineering Mathematics-II
Objective/s and Expected outcome:
The learning objectives of core mathematics courses can be put into three categories: Content Objectives:
Students should learn fundamental mathematical concepts and how to apply them. Skill Objectives: Students
should learn critical thinking, modeling/problem solving and effective uses of technology. Communication
Objectives: Students should learn how to read mathematics and use it to communicate knowledge. The stu-
dents are expected to understand the fundamentals of the mathematics to apply while designing technology
and creating innovations.
PART-A
1. Ordinary Differential Equations of First Order
Exact Differential equations, Equations reducible to exact form by integrating factors; Equations of the
first order and higher degree. Clairaut’s equation. Leibniz’s linear and Bernoulli’s equation. (7)
2. Linear Ordinary Differential Equations of Second and Higher Order
Solution of linear Ordinary Differential Equations of second and higher order; methods of finding
complementary functions and particular integrals. Special methods for finding particular integrals: Method
of variation of parameters, Operator method. Cauchy’s homogeneous and Legendre’s linear equation,
Simultaneous linear equations with constant coefficients. (7)
3. Applications of Ordinary Differential Equations
Applications to electric R-L-C circuits, Deflection of beams, Simple harmonic motion, Simple population
model. (7)
PART-B
4. Linear Algebra
Rank of a matrix, Elementary transformations, Linear independence and dependence of vectors,
Gauss-Jordan method to find inverse of a matrix, reduction to normal form, Consistency and solution of
linear algebraic equations, Linear transformations, Orthogonal transformations, Eigen values, Eigen
vectors, Cayley-Hamilton Theorem, Reduction to diagonal form, orthogonal, unitary, Hermitian and
similar matrices. (7)
5. Infinite Series
Convergence and divergence of series, Tests of convergence (without proofs): Comparison test, Inte-
gral test, Ratio test, Raabe’s test, Logarithmic test, Cauchy’s root test and Gauss test. Convergence and
absolute convergence of alternating series. (7)
6. Complex Numbers and Elementary Functions of Complex Variable
De-Moivre’s theorem and its applications. Real and Imaginary parts of exponential, logarithmic, circular,
inverse circular, hyperbolic, inverse hyperbolic functions of complex variables. Summation of trigono-
metric series. (C+iS method). (7)
(NEEE)
PART-A
1. Ordinary Differential Equations of First Order
2. Linear Ordinary Differential Equations of Second
and Higher Order
3. Application of Ordinary Differential Equations
1
Ordinary Differential
Equations of First Order
1.1. DEFINITIONS
(i) A differential equation is an equation involving differentials or differential coefficients. Thus
2
dy d2 y æ dy ö
= x2 - 1 …(1) + 2ç ÷ + y = 0 …(2)
dx dx 2 è dx ø
dy c
(x + y2 – 3y) dx = (x2 + 3x + y) dy …(3) y=x + …(4)
dx dy
dx
3
d y3 2
d y dy æ dy ö
3 é æ dy ö 2 ù 2 d2y
+2 . + x2 ç ÷ = 0 …(5) ê1 + ç ÷ ú = k . 2 …(6)
dx 3 dx 2 dx è dx ø è dx ø ú dx
ëê û
¶u ¶u ¶2 z ¶2 z
x +y = nu …(7) + = x+ y …(8)
¶x ¶y ¶x 2 ¶y 2
are all differential equations.
(ii) Differential equations which involve only one independent variable and the differential coefficients
with respect to it are called ordinary differential equations.
Thus equations (1) to (6) are all ordinary differential equations.
(iii) Differential equations which involve two or more independent variables and partial derivatives with
respect to them are called partial differential equations.
Thus equations (7) and (8) are partial differential equations.
(iv) The order of a differential equation is the order of the highest order derivative occurring in the
differential equation. (P.T.U., Jan. 2009)
Thus equations (1), (3) and (4) are of first order ; equations (2) and (6) are of the second order while
equation (5) is of the third order.
(v) The degree of a differential equation is the degree of the highest order derivative which occurs in the
differential equation provided the equation has been made free of the radicals and fractions as far as the
derivatives are concerned. (P.T.U., Jan. 2009)
Thus, equations (1), (2), (3) and (5) are of the first degree.
2
dy æ dy ö
Equation (4) is y = xç ÷ + c
dx è dx ø
It is of the second degree.
3 2
é æ dy ö 2 ù æ d2yö
Equation (6) is ê1 + ç ÷ ú = k 2 ç 2 ÷
êë è dx ø úû è dx ø
It is of the second degree.
3
4 A TEXTBOOK OF ENGINEERING MATHEMATICS
(vi) Solution of a Differential Equation. A solution (or integral) of a differential equation is a relation, free
from derivatives, between the variables which satisfies the given equation.
Thus if y = f (x) be the solution, then by replacing y and its derivatives with respect to x, the given
differential equation will reduce to an identity.
For example, y = c1 cos x + c2 sin x
d2y
is the solution of the differential equation +y=0
dx 2
dy
Since = - c1 sin x + c2 cos x
dx
d2 y
= - c1 cos x - c2 sin x = - y
dx 2
d2y
+y =0
dx 2
The general (or complete) solution of a differential equation is that in which the number of independent
arbitrary constants is equal to the order of the differential equation. (P.T.U., Dec. 2005)
Thus, y = c1 cos x + c2 sin x (involving two arbitrary constants c1, c2) is the general solution of the
d2y
differential equation + y = 0 of second order.
dx 2
A particular solution of a differential equation is that which is obtained from its general solution by
giving particular values to the arbitrary constants.
d2y
For example, y = c1 ex + c2 e– x is the general solution of the differential equation - y = 0, whereas
dx 2
y = ex– e– x or y = ex are its particular solutions.
The solution of a differential equation of nth order is its particular solution if it contains less than n
arbitrary constants.
A singular solution of a differential equation is that solution which satisfies the equation but cannot be
derived from its general solution.
æ dy ö
Let f ç x, y, ÷ = 0 …(1)
è dx ø
be a differential equation of the first order and first degree.
We know that the direction of a curve at a particular point is determined by drawing a tangent line at that
dy
point, i.e., its slope is given by at that particular point.
dx
dy0
Let A0 (x0 , y0) be any point in the plane. Let m0 = be the slope of the curve at A0 derived from (1).
dx0
dy1
Take a neighbouring point A1 (x1 , y1) such that the slope of A0 A1 is m0. Let m1 = be the slope of the
dx1
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 5
curve at A1 derived from (1). Take a neighbouring point A2 (x2 , y2) such Y A4
that the slope of A1 A2 is m1. Continuing like this, we get a succession
of points. If the points are taken sufficiently close to each other, they A3
approximate a smooth curve C : y = f(x) which is a solution of (1)
corresponding to the initial point A0 (x0 , y0). Any point on C and the A2
slope of the tangent at that point satisfy (1). If the moving point starts at A1
any other point, not on C and moves as before, it will describe another A0
curve. The equation of each such curve is a particular solution of the
O X
differential equation (1). The equation of the system of all such curves is
the general solution of (1).
dy d 2 y dny ||
and fn (x, y, c1, c2, L, cn,, 2 , L, n ) = 0
dx dx dx
Eliminating c1, c2, L, cn from (1) and (2), we get
W
dy d 2 y dn y
f (x, y,
, 2 , L, n ) = 0
dx dx dx
which is required nth order differential equation.
Hence nth order differential equation has exactly n arbitrary constants in its general solution.
ILLUSTRATIVE EXAMPLES
Example 1. Eliminate the constants from the following equations:
(i) y = e x (A cos x + B sin x) …(1) (P.T.U., June 2003)
(ii) y = cx + c 2 (P.T.U., Dec. 2003)
(iii) y = Aex + Be–x + C (P.T.U., May 2004)
and obtain the differential equation.
Sol. (i) There are two arbitrary constants A and B in equation (1).
Differentiating (1) w.r.t. x, we have
dy
= e x (A cos x + B sin x) + e x (– A sin x + B cos x) = y + e x (– A sin x + B cos x) …(2)
dx
6 A TEXTBOOK OF ENGINEERING MATHEMATICS
d2y dy dy æ dy ö
= + e x ( - Asin x + Bcos x ) + e x (- A cos x - Bsin x ) = + ç - y÷ - y
dx 2 dx dx è dx ø
[Using (1) and (2)]
d2 y dy
or - 2 + 2 y = 0, which is the required differential equation.
dx 2 dx
(ii) y = cx + c2 ...(1)
Equation has only one parameter ‘c’
dy
=c ...(2)
dx
Eliminate c from (1) and (2), we get
2
dy æ dy ö
y= x. +ç ÷
dx è dx ø
2
æ dy ö dy
or çè ÷ø + x - y = 0 ; required differential equation.
dx dx
(iii) y = Aex + Be–x + C ...(1)
Equation has three arbitrary constants so differentiate (1) thrice
dy
= Aex – Be–x ...(2)
dx
d2y
= Aex + Be–x
dx 2
d3y dy
= Aex – Be–x = [From (2)]
dx 3
dx
\ Required differential equation is
d3y dy
= .
dx 3
dx Y
Example 2. Find the differential equation of all circles passing through
the origin and having centres on the axis of x.
Sol. The equation of such a circle is (x – h)2 + y2 = h2
or x2 + y2 – 2hx = 0 …(1) h
O
C ( h , 0) X
where h is the only arbitrary constant.
dy
Differentiating (1) w.r.t. x, we have 2x + 2y – 2h = 0
dx
dy
or h=x+y
dx
æ dy ö
Substituting the value of h in (1), we have x2 + y2 – 2x ç x + y ÷ = 0
è dx ø
dy
or 2 xy + x2 - y 2 = 0
dx
which is the required differential equation.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 7
Example 3. Form the differential equation of all circles of radius a.
Sol. The equation of any circle of radius a is (x – h)2 + ( y – k)2 = a2 …(1)
where (h, k), the coordinates of the centre are arbitrary.
dy
Differentiating (1) w.r.t. x, we have 2 (x – h) + 2 (y – k) =0
dx
dy
or ( x - h) + ( y - k ) =0 …(2)
dx
2
d2y æ dy ö
Differentiating again, we have 1 + (y – k) +ç ÷ = 0 …(3)
dx 2 è dx ø
2
æ dy ö
1+ ç ÷
è dx ø
From (3), y-k = -
d2y
dx 2
dy é æ dy ö ù
2
ê1 + ç ÷ ú
dy dx ëê è dx ø ûú
and from (2), x - h = - ( y - k) =
dx d2y
dx 2
Substituting the values of (x – h) and ( y – k) in (1), we get
2 2
æ dy ö é æ dy ö ù é æ dy ö 2 ù
2 2
+
çè ÷ø ê çè ÷ø ú
1 ê1 + ç ÷ ú
dx êë dx úû êë è dx ø úû
2
+ 2
= a2
æ d2 yö æ d2yö
ç 2÷ ç 2÷
è dx ø è dx ø
2 2 2 3
é æ dy ö 2 ù
éæ dy ö 2 ù æ d2 yö é æ dy ö 2 ù æ d2yö
or êç ÷ + 1ú = a 2 ç 2 ÷ or ê1+ ç ÷ ú = a 2 ç 2 ÷
ê1 + ç ÷ ú
è dx ø ú
è ø êë è dx ø ûú
ëê ëê dx
û ûú è dx ø è dx ø
which is the required differential equation.
Example 4. Find the differential equations of all parabolas whose axes are parallel to y-axis.
(P.T.U., May 2002)
2
Sol. Equations of the parabolas whose axes are parallel to y-axis is (x – h) = 4a (y – k) …(1)
where a, h, k are three parameters.
Differentiating (1) w.r.t. x three times, we get
dy
2 (x – h) = 4a
dx
dy
or x – h = 2a
dx
d2y
Differentiate again 1 = 2a
dx 2
8 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
dy æ dy ö
2
d3y d2y
1. x +ç ÷ = y 2. =0 3. + 4y = 0
dx è dx ø dx 3
dt 2
d2y dy d3y dy 2 d2y dy
4. -5 + 6y = 0 5. - =0 6. x - 4x + 6y = 0
dx 2 dx dx 3 dx dx2 dx
d2y dy d 2x d3y dy
7. x +2 + x 2 - xy - 2 = 0 8. + n2x = 0 9. -7 + 6y = 0
dx 2 dx dt 2
dx 3 dx
2 2
d2y
æ dy ö
10. xy 2 + x ç ÷ - y
dx è dx ø
dy
dx
=0 11. x 2
- 2 y2 æ dy ö
çè ÷ø - 4 xy
dx
dy
dx
- x2 = 0
é æ dy ö 2 ù
2
d2 y
1 - x æ dy ö 2
2 =0 y ê1 + ç ÷ ú = r 2
12. çè ÷ø + 1 = 0 13. 14.
êë è dx ø úû
dx dx2
2
dy d2y æ dy ö dy
15. y = 2a 16. xy + x ç ÷ =y
dx dx2 è dx ø dx
2
é æ dy ö 2 ù d 3 y dy æ d 2 y ö é dy ö
2ù
dy ö
2
17. ê1 + ç ÷ ú 3 - 3 ç ÷ =0 18. x - y 2 ê1 + çèæ ÷
æ
ú =çx + y ÷
êë è dx ø úû dx dx è dx2 ø êë dx ø úû è dx ø
3
2 2 dy d2y æ dy ö
19. x - y + 2 xy =0 20. 2a + ç ÷ = 0.
dx dx2 è dx ø
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 9
1.4. SOLUTION OF DIFFERENTIAL EQUATIONS OF THE FIRST ORDER AND
FIRST DEGREE
All differential equations of the first order and first degree cannot be solved. Only those among them
which belong to (or can be reduced to) one of the following categories can be solved by the standard
methods.
(i) Equations in which variables are separable.
dy
(ii) Differential equation of the form = f (ax + by + c).
dx
(iii) Homogeneous equations. (iv) Linear equations. (v) Exact equations.
dy
1.4(b). DIFFERENTIAL EQUATIONS OF THE FORM = f(ax + by + c)
dx
It is a differential equation of the form
dy
= f(ax + by + c) …(1)
dx
It can be reduced to a form in which the variables are separable by the substitution ax + by + c = t.
dy dt dy 1 æ dt ö
so that a+b = or = ç - a÷
dx dx dx b è dx ø
1 æ dt ö dt
\ Equation (1) becomes ç - a÷ø = f (t ) or = a + b f (t ) .
b è dx dx
dt
or = 2
a + b f (t )
After integrating both sides, t is to be replaced by its value.
ILLUSTRATIVE EXAMPLES
dy æ dy ö
Example 1. Solve : y - x = a ç y2 + ÷ .
dx è dx ø
dy
Sol. The given equation can be written as y (1 – ay) – (x + a) =0
dx
10 A TEXTBOOK OF ENGINEERING MATHEMATICS
dx dy
or =
x+a y (1 - ay)
dx æ1 a ö
Integrating both sides, we have ò x + a = ò çè y + 1 - ay ÷ø dy + c [Partial fractions]
é log (1 - ay) ù
Þ log (x + a) = êlog y + a . ú+c
ë -a û
Þ log (x + a) – log y + log (1 – ay) = log C, where c = log C
( x + a) (1 - ay )
Þ log = log C Þ (x + a) (1 – ay) = Cy
y
p
Example 2. Solve : 3 ex tan y dx + (1 + ex) sec2 y dy = 0, given y = when x = 0.
4
3e x sec 2 y
Sol. The given equation can be written as dx + dy = 0
1+ e x tan y
Integrating, we have 3 log (1 + ex) + log tan y = log c
Þ log (1 + ex)3 tan y = log c
Þ (1 + ex)3 tan y = c …(1)
which is the general solution of the given equation.
p
Since y = when x = 0, we have from (1)
4
(1 + 1)3 ´ 1 = c Þ c=8
\ The required particular solution is (1 + ex)3 tan y = 8.
dy
Example 3. Solve x cos x cos y + sin y = 0. (P.T.U., Dec. 2002)
dx
dy
Sol. x cos x cos y + sin y =0
dx
dy
or x cos x cos y = – sin y
dx
or x cos x dx = – tan y dy
z z
Integrating both sides,
x cos x dx = – tan y dy + c
or
z
x sin x – 1 . sin x dx = log cos y + c
x sin x + cos x = log cos y + c.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 11
dy
Example 4. Solve xy = 1 + x + y + xy. (P.T.U., Dec. 2003)
dx
dy
Sol. xy = (1 + x) + y (1 + x)
dx
= (1 + x) (1 + y)
y dy 1+ x
= dx
1+ y x
z z
Integrating both sides,
y 1+ x
dy = dx + c
1+ y x
or
z FGH 1-
1
1+ y
dy =
IJ
K
1
x z FH
+ 1 dx + c
y – log (1 + y) = log x + x + c
I
K
or x – y + log x (1 + y) = – c = c¢.
dy
Example 5. Solve (x + y + 1)2 = 1.
dx
dy dt dy dt
Sol. Putting x + y + 1 = t, we get 1+ = or = -1
dx dx dx dx
æ dt ö dt 1+ t2
\ The given equation becomes t 2 ç - 1÷ = 1 or =
è dx ø dx t2
t2
Þ dt = dx
1+ t2
æ 1 ö
Integrating, we have ò ç 1 - 1 + 2 ÷ dt =
è t ø ò dx + c = dx or t – tan– 1 t = x + c
or (x + y + 1) – tan– 1 (x + y + 1) = x + c
or y = tan– 1 (x + y + 1) + C, where C = c – 1.
dy
Example 6. Solve = sin (x + y). (P.T.U., May 2006)
dx
Sol. Put x + y = t
dy dt
\ 1+ =
dx dx
dy dt
\ = –1
dx dx
\ Given equation changes to
dt
- 1 = sin t
dx
dt
= 1 + sin t
dx
dt
or = dx
1 + sin t
12 A TEXTBOOK OF ENGINEERING MATHEMATICS
ò (sec )
2
or t - tan t sec t dt = x + c
or tan t – sec t = x + c
or sin t – 1 = (x + c) cos t
Substitute back the value of t
sin (x + y) – 1 = (x + c) cos (x + y).
dy p dy 1 - y2
4. x + cot y = 0 if y = when x = 2 5. + =0
dx 4 dx 1 - x2
y dy
6. y 1 - x 2 dy + x 1 - y 2 dx = 0 7. . = 1 + x2 + y 2 + x2 y 2
x dx
y
8. e 1 + x
2
dydx - 2 x 1 + e = 0
y
9. sec2 x tan y dx + sec2 y tan x dy = 0 (P.T.U., Dec. 2002)
sec 2 x sec 2 y
[Hint: dx = – dy Integrate, log tan x = – log tan y + log c \ tan x tan y = c]
tan x tan y
10. x - yx dydx + y
2 2 2
+ xy 2 = 0 11. 1 + x dy - x y dx = 0 , if y = 2 when x = 1
3 2
dy dy
= e x - y + x 2 e- y = 4 x + y + 1
2
12. a (x dy + y dx) = xy dy 13. 14.
dx dx
dy dy
15. x + y 2 = a2 16. sin (x + y) dy = dx 17. = cos ( x + y )
dx dx
[Hint: Consult S.E. 6] (P.T.U., June 2003]
dy dy
18. = sin ( x + y ) + cos ( x + y ) 19. tan y = sin ( x + y ) + sin ( x - y )
dx dx
dy
[Hint: tan y = 2 sin x cos y ; Integrate ò tan y sec y dy = ò 2sin x dx + c, sec y = - 2cos x + c ]
dx
dy
20. - x tan ( y - x) = 1 . [Hint: Put y – x = t]
dx
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 13
ANSWERS
1. 3 e2x + 2e– 3y = c 2. y = cx
3. (a) x + y = c ex – y, (b) y sin y = x2 log x + c 4. x sec y = 2
3
5. y 1 - x 2 + x 1 - y 2 = c 6. 1 - x2 + 1 - y 2 = c 7. 1 + y2 =
2
3
1 + x2 2 +c
y
8. 1 + e = c 1 + x
2
9. tan x tan y = c
æ xö 1 1
10. log ç ÷ - - = c
è yø x y
y x x3
11. y3 = 4 (x3 + 1) 12. y = a log (xy) + c 13. e = e + +c
3
æ y - cö
14. 4x + y + 1 = 2 tan (2x + c) 15. x + y = a tan ç 16. tan (x + y) – sec (x + y) = y + c
è a ÷ø
æ x + yö é æ x + yö ù
17. x + c = tan ç 18. log ê1 + tan ç =x+c 19. 2 cos x + sec y = c
è 2 ÷ø ë è 2 ÷ø úû
x2
20. log sin ( y – x) = +c.
2
dy f1 ( x, y )
A differential equation of the form dx = f ( x , y ) …(1)
2
is called a homogeneous differential equation if f1 (x, y) and f2 (x, y) are homogeneous functions of the same
degree in x and y.
If f1 (x, y) and f2 (x, y) are homogeneous functions of degree r in x and y, then
æ yö
f1 (x, y) = xr f1 æ y ö and f2 (x, y) = xr f2 ç ÷
çè x ÷ø è xø
æ yö
f1 ç ÷
dy è xø æ yö
\ Equation (1) reduces to = = Fç ÷ …(2)
dx æ yö è xø
f2 ç ÷
è xø
y dy dv
Putting = v i.e., y = vx so that = v+ x
x dx dx
dv
Equation (2) becomes v+x = F (v)
dx
dv dx
Separating the variables, =
F(v ) - v x
y
Integrating, we get the solution in terms of v and x. Replacing v by , we get the required solution.
x
14 A TEXTBOOK OF ENGINEERING MATHEMATICS
ILLUSTRATIVE EXAMPLES
dy y + x2 + y 2
Sol. (i) The given equation can be written as = …(1)
dx x
The numerator and denominator on RHS of (1) are homogeneous functions of degree one.
dy dv
Putting y = vx, so that =v+x
dx dx
dv dv
Equation (1) becomes v+x = v + 1+ v2 or x = 1+ v2
dx dx
dv dx
Separating the variables, =
1+ v 2 x
Integrating both sides log v + 1 + v 2 = log x + log c Q
ò
1
1+ v 2
dv = cosh - 1 v = log v + 1 + v 2
or
log v + 1 + v 2 = log (cx) or v + 1 + v 2 = cx
y y2 é yù
+ 1 + 2 = cx
or x x êQ v = x ú
ë û
2
or y + x 2 + y 2 = cx
which is the required solution.
y 2 y3
- 3
dy 3xy - y 2
x2 x3
3
(ii) = 2 =
dx 2 x y - xy 2 y y2
2 - 2
x x
y dy dv
Put =v \ y = vx; =v+x
x dx dx
dv 3v 2 - v 3 3v - v 2
\ v+x = =
dx 2v - v 2 2-v
dv 3v - v 2 3v - v 2 - 2 v + v 2 v
\ x = -v = =
dx 2-v 2-v 2-v
2-v 1
\ dv = dx
v x
Integrate both sides :
z FH 2
v
I
K
- 1 dv = z 1
x
dx + c
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 15
or 2 log | v | - v = log | x | + c
or 2 log | v | - log | x | = v + c
or log v 2 - log x = v + c
v2 y2 y
or log =v+c or log = +c
x x2 . x x
y y y
y2 +c
or 3
= ex = ec .e x = Ae x , where A = ec
x y
\ y 2 = Ax 3 e x .
æ y yö y
Example 2. Solve : ç x tan - y sec 2 ÷ dx + x sec2 dy = 0. (P.T.U., Dec. 2003)
è x xø x
y y y
y sec2 - x tan tan
dy x x y x
Sol. The given equation can be written as = = - ...(1)
dx y x y
x sec2 sec2
x x
y dy dv
Putting = v i.e., y = vx so that =v+ x
x dx dx
dv tan v sec2 v dx
Equation (1) becomes v+ x = v - 2 or dv + = 0
dx sec v tan v x
Integrating, we get log tan v + log x = log c
or log (x tan v) = log c or x tan v = c
y é yù
or x tan =c êQ v = x ú
x ë û
which is the required solution.
Example 3. Find the general solution of the differential equation (2xy + x2) y¢ = 3y2 + 2xy.
(P.T.U., May 2006)
Sol. Given equation is (2xy + x2) y¢ = 3y2 + 2xy
2
æ yö æ yö
3ç ÷ +2ç ÷
dy 3 y + 2 xy
2
è x ø è xø
or = = , which is homogeneous equation of order 2.
dx 2 xy + x 2 y
2. +1
x
y dy dv
Put =v \ y = vx ; = v+x
x dx dx
dv 3v 2 + 2v dv 3v 2 + 2v
\ v+x = or x = -v
dx 2v + 1 dx 2v + 1
dv v2 + v 2v + 1 1
or x = or dv = dx
dx 2v + 1 v v + 1 x
Integrate both sides,
2v + 1
ò v v + 1 dv = ò x dx + log c
1
16 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ1 1 ö
or ò çè v + v + 1÷ø dv = log x + log c (By partial fractions)
v v + 1
or log v + log (v + 1) – log x = log c or log = log c
x
yæy ö
or v (v + 1) = cx or + 1÷ = cx
x çè x ø
or y (y + x) = cx3.
æ xö
Example 4. Solve: (1 + ex/y) dx + ex/y ç 1 - ÷ dy = 0. (P.T.U., Dec. 2006)
è yø
æ xö
Sol. (1 + ex/y) dx + ex/y ç1 - ÷ dy = 0
è yø
æ xö
e x / y ç1 - ÷
dx è yø x
or =- , which is homogeneous equation in form
dy 1 + e x/ y y
x dx dv
\ Put = v i.e., x = vy \ =v+y
y dy dy
dv e v 1 - v dv - e 1 - v - v
v
v+y =- or y =
dy 1 + ev dy 1 + ev
or y
dv
=
- ev + v or
1 + ev
dv = -
1
dy
dy 1 + ev v+e v
y
Integrate both sides,
log (v + ev) = – log y + log c
\ log (v + ev) y = log c
\ (v + ev)y = c
æx ö
\ y ç + e x / y ÷ = c or x + yex/y = c.
èy ø
2. x dy + y = 2xy
2
1. (x + y)dx + (y – x)dy = 0 (P.T.U., May 2004, 2011)
dx x
dy
3. (x2 – y2)dx = 2xydy 4. (y2 – 2xy)dx = (x2 – 2xy)dy 5. x ( x – y) = y( x + y )
dx
6.
xy - x dy + y dx = 0 7. (y2 + 2xy)dx + (2x2 + 3xy)dy = 0 8. x2y dx – (x3 + y3)dy = 0
dy
9. (x2 + 2y2)dx – xy dy = 0, given that y = 0 when x = 1 10. x = y (log y - log x)
dx
dy y dy y y
11. x = y + x cos 2 12. = + sin
dx x dx x x
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 17
æ y yö æ y y ö dy æ xö
13. ç x cos + y sin ÷ y - ç y sin - x cos ÷ x =0 14. ( 1 + ex/y) dx + ex/y ç1 - ÷ dy = 0
è x xø è x x ø dx è yø
æ xö é æ xöù
15. yex/y dx = (xex/y + y) dy 16. xy log ç ÷ dx + ê y 2 - x 2 log ç ÷ ú dy = 0.
è yø ë è yøû
ANSWERS
y
1. log (x2 + y2) = 2tan–1 +c 2. cx = ex/y 3. x (x2 –3y2) = c
x
x x x
4. xy ( x – y) = c 5. + log = c 6. 2 + log y = c
y y y
x2
3 y3
2
7. xy (x + y) = c 8. y = ce 9. x2 +y2 = cx4
y
10. y = xe1 + cx 11. tan = log (cx ) 12. y = 2x tan–1 (cx)
x
y
13. xy cos =c 14. x + y ex/y = c 15. ex/y = log y + c
x
x2 æ y ö
16. log y – 2 ç
2log + 1÷ = c.
4y è x ø
a b
Case II. When = , ab' - a'b = 0 and the above method fails
a' b'
a b 1
Now, = = (say) so that a¢ = ma, b¢ = mb
a ¢ b¢ m
dy (ax + by ) + c
Equation (1) becomes = = f ( ax + by )
dx m(ax + by ) + c ¢
which can be solved by putting ax + by = t.
ILLUSTRATIVE EXAMPLES
Example 1. Solve : (3y – 7x +7)dx + (7y – 3x + 3) dy = 0.
dy 3y - 7 x + 7 é a bù
Sol. The given equation can be written as =- êHere a ' ¹ b ' ú ...(1)
dx 7 y - 3x + 3 ë û
Putting x = X + h, y = Y + k so that dx = dX, dy = dY (h, k are constants)
dY 3(Y + k ) - 7 (X + h) + 7 3Y - 7X + (- 7h + 3k + 7)
Equation (1) becomes =- =- …(2)
dX 7 (Y + k ) - 3(X + h) + 3 7Y - 3X + (- 3h + 7k + 3)
Now, choosing, h, k such that – 7h + 3k + 7 = 0 and – 3h + 7k + 3 = 0
Solving these equations h = 1, k = 0.
dY 3Y - 7X
With these values of h, k equation (2) reduces to =- …(3)
dX 7Y - 3X
dY dv
Putting Y = vX so that = v+X
dX dX
dv 3 vX - 7X dv 7 - 3v 7 - 7v 2
Equation (3) becomes v + X =- or X = -v =
dX 7vX - 3X dX 7v - 3 7v - 3
7v - 3 dX æ 2 5 ö dX
Separating the variables dv = 7 or ç - dv = 7
1 - v2 X è 1 - v 1 + v ÷ø X
Integrating – 2 log (1 – v) – 5 log (1 + v) = 7 log X + c
or 7 log X + 2 log (1 – v) + 5 log (1 + v) = – c
2 5
æ Yö æ Yö
or log [X7 (1 – v)2 (1 + v)5] = – c or X7 ç 1 - ÷ ç 1+ ÷ = e - c
è Xø è Xø
or (X – Y)2 (X + Y)5 = C, where C = e– c …(4)
Putting X = x – h = x – 1, Y = y – k = y
Equation (4) becomes (x – y – 1)2 (x + y – 1)5 = C, which is the required solution.
Example 2. Solve : (3y + 2x + 4) dx – (4x + 6y + 5) dy = 0. (P.T.U., May 2011)
dy (2 x + 3 y ) + 4
Sol. The given equation can be written as = …(1)
dx 2(2 x + 3 y ) + 5
a b
Here, =
a ¢ b¢
dy dt
Putting 2x + 3y = t so that 2+3 =
dx dx
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 19
dy 1 æ dt ö
or = çè dx - 2÷ø
dx 3
1 æ dt ö t+4
Equation (1) becomes ç - 2÷ =
3 è dx ø 2t + 5
dt 3t + 12 7t + 22
or = +2=
dx 2t + 5 2t + 5
2t + 5 æ 2 9 1 ö
Separating the variables dt = dx or ç - × dt = dx
7t + 22 è 7 7 7t + 22 ÷ø
Integrating both sides 2 t - 9 log (7t + 22) = x + c
7 49
or 14 t – 9 log (7t + 22) = 49x + 49c
Putting t = 2x + 3y, we have 14 (2x + 3y) – 9 log (14x + 21y + 22) = 49x + 49c
or 21x – 42y + 9log (14x + 21y + 22) = – 49c
æ 49 ö
or 7 (x – 2y) + 3 log (14x + 21y + 22) = C çè where C = - 3 c ÷ø
ANSWERS
1. x2 + 2xy – y2 – 4x + 8y = C 2. (x – y)3 = C (x + y – 2)
-1 y +1
3. x2 + 3xy + 2y2 + x – y = C 4. log [(x + 1)2 + ( y + 1)2] = 4 tan +C
x +1
Definition : A differential equation obtained from its primitive directly by differentiation, without any
operation of multiplication, elimination or reduction etc. is said to be an exact differential equation.
Thus a differential equation of the form M (x, y) dx + N (x, y) dy = 0 is an exact differential equation if it can
be obtained directly by differentiating the equation u (x, y) = C which is its primitive i.e., if du = M dx + N dy.
20 A TEXTBOOK OF ENGINEERING MATHEMATICS
1.8. THEOREM
The necessary and sufficient condition for the differential equation Mdx + Ndy = 0 to be exact is
¶M ¶ N
= . (P.T.U., 2002, Jan. 2010, Dec. 2012, May 2014)
¶y ¶x
Proof. The condition is necessary
The equation Mdx + Ndy = 0 will be exact, if du = Mdx + Ndy
¶u ¶u
But du = dx + dy
¶x ¶y
¶u ¶u
\ Mdx + Ndy = dx + dy
¶x ¶y
Equating coefficients of dx and dy, we get
¶u ¶u
M = and N=
¶x ¶y
¶M ¶2 u ¶N ¶2 u
\ = and =
¶y ¶y ¶x ¶x ¶x ¶y
¶2 u ¶2 u
But =
¶ y ¶x ¶x ¶ y
¶M ¶N
\ =
¶y ¶x
which is the necessary condition of exactness.
The condition is sufficient.
Let u = ò M dx
y constant
¶u ¶2u ¶M
\ = M and =
¶x ¶y ¶x ¶y
¶2 u ¶ 2u ¶M ¶N
But = and =
¶ y ¶x ¶x ¶y ¶y ¶x
¶N ¶2 u ¶ æ ¶u ö
\ = =
¶x ¶x ¶y ¶x çè ¶y ø÷
¶u
Integrating both sides w.r.t. x treating y as constant, we have N = + f ( y)
¶y
¶u ì ¶u ü é ¶u ¶u ù
\ Mdx + Ndy = dx + í + f ( y )ý dy êQ M= , N= + f ( y )ú
¶x î ¶ y þ ë ¶x ¶y û
æ ¶u ¶u ö
=ç dx + dy + f ( y ) dy = du + f ( y ) dy = d éëu + ò f ( y ) dy ùû
è ¶x ¶y ÷ø
which shows that Mdx + Ndy is an exact differential and hence Mdx + Ndy = 0 is an exact differential
equation.
Note. Since Mdx + Ndy = d [u + òf (y) dy]
\ Mdx + Ndy = 0 fi d [u + ò f(y) dy] = 0
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 21
Integrating u+ ò f (y) dy =c
But u =
ò
y constant
Mdx and f ( y ) = terms of N not containing x
ILLUSTRATIVE EXAMPLES
Example 1. Solve the initial value problem ex (cos y dx – sin y dy) = 0 ; y (0) = 0. (P.T.U., May 2008)
Sol. ex cos y dx – ex sin y dy = 0
Compare it with M dx + N dy = 0
M = ex cos y, N = – ex sin y
¶M ¶N
= – ex sin y ; = – ex sin y
¶y ¶x
¶M ¶N
=
¶y ¶x
\ Given equation is exact and its solution is ò
y constant
M dx + ò terms of N not containing x dy = c
or ò e x cos y dx +
ò 0 × dy = c
y constant
or cos y ◊ ex = c …(1)
Given y (0) = 0, i.e., y = 0 when x = 0
Substituting in (1), we get 1 =c
\ Solution of the given equation is
ex cos y = 1
Example 2. Solve : (x – ay) dx = (ax – y2) dy.
2
(P.T.U., 2005)
2 2
Sol. (x – ay) dx – (ax – y ) dy = 0 …(1)
Compare it with Mdx + Ndy = 0
M = x2 – ay, N = – ax + y2
¶M ¶N
= – a, = -a
¶y ¶x
¶M ¶N
=
¶y ¶x
\ (1) is exact differential equation. Therefore, its solution is
or ò x – ay dx + ò y dy = c
y
2 2
x3 y3
or - ayx + =c
3 3
or x3 + y3 – 3axy = c¢, where c¢ = 3c.
22 A TEXTBOOK OF ENGINEERING MATHEMATICS
Example 3. Solve : (sec x tan x tan y – ex) dx + sec x sec2 y dy = 0. (P.T.U., Dec. 2005)
Sol. (sec x tan x tan y – ex) dx + sec x sec2 y dy = 0 …(1)
Compare it with M dx + N dy = 0
M = sec x tan x tan y – ex and N = sec x sec2 y
¶M
\ = sec x tan x sec2 y
¶y
¶N
= sec x tan x sec2 y
¶x
¶M ¶N
=
¶y ¶x
\ Equation (1) is exact.
\ Its solution is
y constant
ò (sec x tan x - e ) dx + ò 0 dy = c
x
tan y
\ tan y (sec x) – ex = c.
æ kx ö x
ç y ÷ æ xö
Example 4. For what value of k, the differential equation è 1 + e ø dx + e y ç 1 - ÷ dy = 0 is exact?
è yø
(P.T.U., May 2010)
Sol. Given differential equation is
æ kx ö x
çè1 + e y ÷ø dx + e y æ1 - x ö dy = 0 …(1)
çè y ÷ø
Compare it with Mdx + Ndy = 0
kx x
y æ y xö
M= 1+ e N = e ç1 - ÷
è yø
¶M ¶N
(1) will be exact if =
¶y ¶x
¶ æç
kx ö
¶ ì ü
x
y ÷ ï y æ xöï
i.e., è1 + e ø = íe çè 1 - ý
¶y ¶x ï y ÷ø ï
î þ
kx x x x x
y æ - kx ö y 1 æ xö y æ 1ö y æ1 x 1ö y æ x ö
or e çè y 2 ÷ø = e y çè1 - y ÷ø + e çè - y ÷ø = e ç y - 2 - y ÷ = e ç - 2 ÷
è y ø è y ø
kx x
y y
or ke = e , which holds when k = 1
\ For k = 1, (1) is an exact differential equation.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 23
Example 5. Under what conditions on a, b, c, d, the differential equation (a sinh x cos y + b cosh x sin y)
dx + (c sinh x cos y + d cosh x sin y) dy = 0 is exact? (P.T.U., May 2012)
Sol. Given differential equation is
(a sinh x cos y + b cosh x sin y) dx + (c sinh x cos y + d cosh x sin y) dy = 0 …(1)
Compare it with M dx + N dy = 0
M = a sinh x cos y + b cosh x sin y
N = c sinh x cos y + d cosh x sin y
¶M
= – a sinh x sin y + b cosh x cos y
¶y
¶N
= c cosh x cos y + d sinh x sin y
¶x
Equation (1) will be exact
¶M ¶N
if =
¶y ¶x
i.e., – a sinh x sin y + b cosh x cos y
= c cosh x cos y + d sinh x sin y
which holds when
– a = d and b = c i.e., a = – d and b = c.
9. (2xy cos x2 – 2xy + 1) dx + (sin x2 – x2) dy = 0 10. (sin x cos y + e2x) dx + (cos x sin y + tan y) dy = 0
é æ 1ö ù dy y cos x + sin y + y
11. ê y ç1 + ÷ + cos y ú dx + x + log x - x sin y dy = 0 12. + =0 (P.T.U., May 2011)
ë è x ø û dx sin x + x cos y + x
x dy - y dx
13. x dy + y dx + 2 =0
x + y2
14. [cos x tan y + cos (x + y)] dx + [sin x sec2 y + cos (x + y)] dy = 0.
ANSWERS
1. (a) x3 – 6x2 y – 6xy2 + y3 = c (b) x5 + x3y2 – x2y3 – y3 = c
2. x3 + 3x2 y2 + y4 = c 3. x4 + 2x2 y2 – 2a2 x2 – y4 – 2b2 y2 = c
4. x + yex/y = c 5. y sin x + x = c
6. sec x tan y – ex = c 7. exy + y2 = c
2
8. e xy + x 4 - y 3 = c 9. y sin x2 – x2 y + x = c
24 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 2x
10. – cos x cos y + e + log sec y = c 11. y (x + log x) + x cos y = c
2
y
12. y sin x + (sin y + y) x = c 13. xy + tan - 1 =c
x
é æ –1 y ö ù
ê Hint: The given equation is d ( xy ) + d çè tan ÷ø = 0.ú
ë x û
14. sin x tan y + sin (x + y) = c
M dx Ndy
Then + = 0 is an exact equation.
Mx + Ny Mx + Ny
¶ é M ù ¶ é N ù
\ ê ú= ê ú
¶y ë Mx + Ny û ¶x ë Mx + Ny û
é ¶M ¶N ù
(Mx + Ny ) ¶¶y ¶N é ¶M ¶N ù
M
- M êx +N+ y ú ( M x + Ny ) - N êM + x +y
ë ¶y ¶y û ¶x ë ¶x ¶x úû
- =0
( M x + Ny )2
(Mx + Ny ) 2
¶M ¶M ¶M ¶N ¶N ¶N ¶M ¶N
or Mx + Ny – Mx – MN – My – Mx – Ny + NM + Nx + Ny =0
¶y ¶y ¶y ¶y ¶x ¶x ¶x ¶x
¶M ¶N ¶N ¶M
or Ny – My – Mx + Nx =0
¶y ¶y ¶x ¶x
ì ¶M ¶M ü ì ¶N ¶N ü
or N íx +y ý - M íx +y ý =0 …(2)
î ¶x ¶y þ î ¶x ¶y þ
Now Q M, N are homogeneous functions of x and y of order n therefore, we have
¶M ¶M ¶N ¶N
x +y = n M and x +y = n N (By Euler’s theorem of homogeneous partial
¶x ¶y ¶x ¶y
differential equations)
\ From (2) N ◊ n M – M ◊ n N = 0 i.e., 0 = 0, which is true.
1
Hence is the I.F. of (1)
M x + Ny
Mx
Case of failure. When Mx + Ny = 0 \ N = -
y
M x dy dx dy
From (1) Mdx - = 0 or = ; Integrate log x = log y + log c \ x = cy
y x y
Note. If Mx + Ny consists of only one term, use the above method of I.F. otherwise, proceed by putting y = vx.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 27
1é æ dx dy ö æ dx dy ö ù
Another Method. Consider Mdx + Ndy = ê (M x + N y) ç + ÷ + (M x – N y) ç – ÷ ú
2ë è x yø è x y øû
Divide by Mx + Ny ( ¹ 0)
Mdx + Ndy 1 é M x - Ny xù
= ê d (log | xy | + d log ú
Mx + Ny 2 êë M x + Ny y ûú
x
M –N
Mx – Ny y
Now, = Q M, N are homogeneous functions of x and y
Mx + Ny x
M +N
y
x
\ They can also be expressed in the form .
y
Mx - Ny æ xö
\ =fç ÷
Mx + Ny è yø
Mdx + Ndy 1 é æ xö ìï ïù
xü
\ = êd {log | xy |} + f ç ÷ d ílog ýú
Mx + Ny 2 ëê è yø ïî yþ
ïûú
which is an exact derivative
1
Hence is the I.F.
M x + Ny
Example 4. Solve: (x2 y – 2xy2) dx – (x3 – 3 x2 y) dy = 0. (P.T.U., Dec. 2003, Dec. 2010)
Sol. The given equation is homogeneous in x and y with M = x y – 2xy and N = – x3 + 3x2 y
2 2
¶M é ¶M ¶N ù ¶N é ¶M ¶N ù
(Mx - Ny ) -M ê x ¶ - N - y ¶ ú (Mx - Ny ) - N êM + x -y
¶y ë y y û- ¶x ë ¶x ¶x ûú
i.e., =0
(Mx - Ny ) 2 (Mx - Ny )2
¶M ¶M ¶M ¶N ¶N ¶N ¶M ¶N
or Mx - Ny - Mx + MN + My - Mx + Ny + NM + Nx - Ny =0
¶y ¶y ¶y ¶y ¶x ¶x ¶x ¶x
¶M ¶N ¶N ¶M
or - Ny + My - Mx + Nx + 2MN = 0
¶y ¶y ¶x ¶x
ì ¶M ¶M ü é ¶N ¶N ù
or N íx -y ý - M ê x ¶ - y ¶ ú + 2MN = 0 …(2)
î ¶x ¶y þ ë x yû
Q M = y f1 (xy) Similarly, N = x f2 (xy)
¶M
\ = y f1¢ ( xy). y ¶N
= f 2 ( xy ) + x × f 2¢ ( xy ) y
¶x ¶x
¶M
= f1 ( xy ) .1 + y f1¢ ( xy ). x ¶N
= x × f 2¢ ( xy ) x
¶y ¶y
¶M ¶M ¶N ¶N
\ x -y = xy 2 f1¢ - y f1 - xy 2 f1¢ x -y = x f2 + x 2 y f2¢ - x 2 y f2¢
¶x ¶y ¶x ¶y
¶M ¶M = x f2 = f2 (xy) x = M
or x -y = - f1 y = - M
¶x ¶y
\ From (2), N (– M) – M (N) + 2 MN = 0
1
or – 2 MN + 2MN = 0 Þ 0 = 0 which is true. Hence is the I.F. of (1)
Mx - Ny
Mx
Case of failure. I.F. fails when Mx – Ny = 0 i.e., N =
y
Mx
\ From (1), Mdx + dy = 0
y
dx dy
or +
x y =0
Integrating both sides log x + log y = c1
or log (xy) = c1 or xy = c
1
If Mdx + Ndy = 0 is of the form f1 (xy) y dx + f2 (xy) x dy = 0, then is an I.F. provided
Mx – Ny
Mx – Ny ¹ 0.
Example 5. Solve : y (xy + 2x2 y2) dx + x (xy – x2 y2) dy = 0.
Sol. The given equation is of the form y f1 (xy) dx + x f2 (xy) dy = 0
Here M = xy2 + 2x2 y3 and N = x2 y – x3 y2
Now, Mx – Ny = x2 y2 + 2x3 y3 – x2 y2 + x3 y3 = 3x3 y3 ¹ 0
1 1
\ I.F. = = 3 3
Mx - Ny 3x y
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 29
1
Multiplying throughout by , the given equation becomes
3x 3 y 3
æ 1 2ö æ 1 1ö
ç 2 + 3x ÷ dx + ç - ÷ dy = 0
3y ø
è3x y ø è 3 xy 2
æ 1 2ö 1
which is exact. The solution is ò
y constant
ç 2 + 3 ÷ dx + - 3 dy = c
è 3x y xø y ò
1 2 1
or - + log x - log y = c
3xy 3 3
1
or - + 2log x - log y = C , where C = 3c.
xy
i.e.,
¶
¶y
{ }
M e ò g ( y ) dy =
¶x
¶
{ }
N e ò g ( y ) dy
¶M ò g ( y ) dy ¶N
M e ò g ( y ) dy . g ( y ) + e = e ò g ( y ) dy
¶y ¶x
¶N ¶M
or Mg (y) = -
¶x ¶y
¶N ¶M
-
¶x ¶y
or = g ( y ) , which is true
M
ò g ( y ) dy
Hence e is the I.F. of (1).
Students can easily prove (i) part themselves.
3
Example 6. Solve: xy 2 - e1 x dx - x 2 y dy = 0 . (P.T.U., Dec. 2003, May 2011)
3
x
Sol. Here M = xy2 – e1 and N = – x2 y
¶M ¶N
-
¶y ¶x 2 xy - (-2 xy ) 4
= = - , which is a function of x only.
N -x y2
x
30 A TEXTBOOK OF ENGINEERING MATHEMATICS
4
ò- dx 1
\ I.F. = e x = e - 4log x =
x4
æ y2 1
1 3ö y
Multiplying throughout by , we have ç 3 - 4 e1 x ÷ dx - 2 dy = 0
x4 èx x ø x
æ y2 1 1 x3 ö
which is exact. The solution is
y constant
èx x ò
ç 3 - 4 e ÷ dx + 0. dy = c
ø ò
y2 1 3 y2 1 t 1 3
ò ò
3
or – 2
+ 4
– e1 x dx = c or – 2
+ e dt = c, where t = 3 \ dt = - 4 dx
2x 3 x 2x 3 x x
2 2
y 1 3 y 3
or - 2 + et = c or - 2 + 2 e1 x = C , where C = 6c.
2x 3 x
Example 7. Find the general solution of the differential equation
(3x2y3e y + y3 + y2) dx + (x3y3 e y – xy) dy = 0 …(1) (P.T.U., May 2012, Dec. 2013)
Sol. Given differential equation is (3x2y3e y + y 3 + y 2) dx + (x3y3e y – xy) dy = 0
compare it with Mdx + Ndy = 0
M = 3x2y3 ey + y3 + y2
N = x3y3ey – xy
¶M
= 3x2 (y3ey + 3y2ey) + 3y2 + 2y
¶y
¶N
= 3x2 y3ey – y
¶x
¶M ¶N
π
¶y ¶x
\ Given differential equation is not exact
¶N ¶M
-
¶x ¶y 3 x 2 y3 e y - y - 3 x 2 y 3 e y - 9 x 2 y 2 e y - 3 y 2 - 2 y
=
M 3 x 2 y3 e y + y 3 + y 2
- 3(3x 2 y 2 e y + y 2 + y ) - 3
= =
y (3x 2 y 2 e y + y 2 + y ) y
which is a function of y only
3
ò - dy -3 1
\ I.F = e y = e - 3 log y = elog y = 3
y
1
Multiply (1) by 3
y
æ 2 y 1ö æ 3 y x ö
çè 3 x e + 1 + y ÷ø dx + ç x e - y 2 ÷ dy = 0 is an exact equation
è ø
æ 2 y 1ö
Its solution is ò çè 3 x e + 1 + y ÷ø dx + 0.dy = cò
y constant
x
x3 e y + x + = c
y
Example 8. Find the integrating factor of the differential equation (5x3 + 12x2 + 6y2)dx + 6xy dy = 0
which will make it exact. Hence solve the equation. (P.T.U., Dec. 2013)
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 31
Sol. Differential equation is (5x3 + 12x2 + 6y2)dx + 6xydy = 0 ...(1)
Compare it with Mdx + Ndy = 0
M = 5x + 12x2+ 6y2; N = 6xy
3
¶M ¶N
= 12y ; = 6y
¶y ¶x
¶M ¶N
π
¶y ¶x
\ Equation is not exact
¶M ¶N
- 12 y - 6 y 6 y 1
¶y ¶x
= = = = f ( x) , which is a function of x only.
N 6xy 6xy x
1
ò dx log x
\ I.F. = of (1) is e x =e =x
\ Multiply (1) by x
(5x4 + 12x3 + 6y2x)dx + 6x2y dy = 0 is an exact equation
\ Its solution is
ò 5 x
+ 12 x 3 + 6 y 2 x dx + ò 0 dy = c
4
5x5 x4 x2
or + 12 + 6 y2 =c
5 4 2
or x5 + 3x4 + 3x2y2 = c
The above form of the equation has I.F. xhyk, where h, k can be obtained by after multiplication of the given
equation by xhyk and the equation becomes exact. Apply the conditions of exactness, comparing the coefficients
of the corresponding terms, we will get two linear equations in h, k which will give us the values of h, k.
Example 9. Solve : (2x2y2 + y) dx + (3x – x3 y) dy = 0.
Sol. The equation can be written as 2 (x2y2dx – x3ydy) + (y dx + 3xdy) = 0
or x2y (2ydx – xdy) + x0 y0 (y dx + 3xdy) = 0
which is of the form x y (mydx + nxdy) + xcyd (pydx + qxdy) = 0. Therefore, it has an I.F. of the form xh yk.
a b
11 19
- -
Multiplying the given equation by x 7 y 7 , we have
32 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ 3 -5 -
11
- ö
12 æ - 4 - 19 10
-
12 ö
ç 2 x y + x y ÷ dx + ç 3 x y
7 7 7 7 7 7 - x y 7 ÷ dy = 0
7
è ø è ø
æ 3 -5 -
11
-
12 ö
which is exact. The solution is ò ç 2 x 7 y 7 + x 7 y 7 ÷ dx = c
y constant è ø
10 5 4 12 10 5 4 12
7 7 -7 7 -7 - 7 - - -
or x y - x y = c or 4 x 7 y 7 - 5 x 7 y 7 = C
5 4
20
where C = c.
7
Note. The values of h and k can also be determined from the relations
a + h +1 b + k +1 c + h + 1 d + k +1
= and = .
m n p q
Example 10. Solve: (2y2 + 4x2y) dx + (4xy + 3x3) dy = 0. (P.T.U., May 2011)
Sol. Given equation is
(2y2 + 4x2y) dx + (4xy + 3x3) dy = 0 …(1)
The equation in not exact
\ Rewrite the equation in the form:
x2 (4y dx + 3x dy) + y(2y dx + 4x dy) = 0 …(2)
which is of the form
xa yb (my dx + nx dy) + xc yd (py dx + qx dy) = 0
Let xh yk be the I.F. of (1)
\ (2xh yk + 2 + 4xh + 2 yk + 1)dx + (4xh + 1 yk + 1 + 3xh + 3 yk) dy = 0
is an exact equation
¶M ¶ N
\ =
¶y ¶x
i.e.,
¶
¶y
2xh y k + 2 + 4xh + 2 y k + 1 =
¶
¶x
4 x h + 1 y k + 1 + 3x h + 3 y k
or 2xh (k + 2)yk + 1 + 4xh + 2 (k + 1)yk = 4 (h + 1) xh yk + 1 + 3(h + 3)xh + 2 yk
which holds when 2(k + 2) = 4(h + 1)
and 4(k + 1) = 3(h + 3)
i.e., k+2 = 2h + 2 or 2h = k
and 4k = 3h + 5 or 8h – 3h = 5
\ h = 1, k = 2
\ xy2 is the I.F. of (1)
Multiply (1) by xy2, we get
(2xy4 + 4x3y3)dx + (4x2 y3 + 3x4 y2)dx = 0
which is an exact solution
ò 2 xy ò
+ 4 x3 y 3 dx + 0 dy = C
4
\ Its solution is
y
or x2y4 + x4y3 = C is the solution of the given equation.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 33
æ y3 x2 ö
11. (x2 + y2 + 1) dx – 2xy dy = 0 12. ç y +
è 3
+ ÷ dx +
2 ø
1
4
x + xy 2 dy = 0
13. (y4 + 2y) dx + (xy3 + 2y4 – 4x) dy = 0 14. (3xy – 2ay2) dx + (x2 – 2axy) dy = 0
15. y dx – xdy + log x dx = 0 16. (xy2 + 2x2 y3) dx + (x2 y – x3 y2) dy = 0
17. (2x2 y – 3y4) dx + (3x3 + 2xy3) dy = 0. 18. (xy3 + y) dx + 2(x2y2 + x + y4) dy = 0.
ANSWERS
x2 3 1 x
1. y = x tan (x + c) 2. + ex = c 3. - + log = c
y xy y
x
x2 x y x3
4. + =c 5. e + log x = c 6. log y – =c
2 y 3 y3
y x 1 1 1
7. 3 log x – 2 log y + =c 8. xy + log - =c 9. + + log y = c
x y xy x2 y 2 3 x3 y 3
y2 1
10. ex (x2 + y2 ) = c 11. x – - =c 12. x4 y + x4 y3 + x6 = c
x x
2
13. y+ x + y2 = c 14. x2 (ay2 – xy) = c 15. cx + y log x + 1 = 0
y2
36 24 10 15
1 - - - x2 y 4 y6
16. - + 2log x - log y = c 17. 5 x 13 y 13 - 12 x 13 y 13 =c. 18. + xy 2 + =c
xy 2 3
\ p=
-y±
y 2 + 4 x 2 + xy =
-y± y + 2 x 2
2 2
- y + y + 2x
\ p=
2
or p =x
dy
or =x
dx
Integrating both sides,
x2
y = +c
2
x2
or y- -c = 0 ...(2)
2
- y - y - 2x
and p=
2
or p =–y–x
dy
or =–y–x
dx
dy
or + y=-x
dx
which is linear equation in y
y ex = òe
x
- x dx + c = – ò x e x dx + c
or y ex = – (x – 1) ex + c [Integrating by parts]
or y = – (x – 1) + ce–x.
or y + x – 1 – ce–x = 0 ...(3)
Combining (2) and (3), general solution is
æ ö
ç
è
y -
x2
2 ø
- c÷ y + x - 1 - ce
-x
= 0.
dy
Note. = – (x + y) can also be solved by putting x + y = t, but that is a lengthy solution.
dx
Example 3. Solve : p2 + 2py cot x = y2. (P.T.U., Jan. 2009, Dec. 2012)
2 2 2
Sol. The given equation can be written as (p + y cot x) = y (1 + cot x)
or p + y cot x = ± y cosec x
\ The component equations are
p = y (– cot x + cosec x) …(1)
and p = y (– cot x – cosec x) …(2)
dy
From (1), = y (– cot x – cosec x)
dx
36 A TEXTBOOK OF ENGINEERING MATHEMATICS
dy
or = (– cot x + cosec x) dx
y
x
Integrating log y = – log sin x + log tan + log c
2
x
c tan
= log 2
sin x
x
c tan c
2 =
or y =
x x x
2sin cos 2 cos 2
2 2 2
x c
or y cos 2 = C, where C =
2 2
dy
From (2), = y ( - cot x - cosec x)
dx
dy
or = (- cot x - cosec x) dx
y
x c
Integrating log y = – log sin x – log tan + log c = log
2 x
sin x tan
2
c x
or y= or y sin 2 = C
2 x 2
2sin
2
æ x öæ x ö
\ The general solution of the given equation is ç y cos2 - C÷ ç y sin 2 - C÷ = 0
è 2 øè 2 ø
or 2p + x
dp
dx
æ dp ö æ dp ö
- 2 p x3 ç 2 p + x ÷ = 0 or ç 2 p + x ÷ 1 - 2 px3 = 0
è dx ø è dx ø
dp dp dx
Discarding the factor (1 – 2px3), we have 2p + x = 0 or +2 =0
dx p x
Integrating log p + 2 log x = log c or log px2 = log c or px2 = c
c
or p= 2 .
x
c
Putting this value of p in (1), we have y = - + c 2 , which is the required solution.
x
Example 2. Solve : y = 2px – p2.
Sol. The given equation is y = 2px – p2 …(1)
dy dp dp
Differentiating both sides w.r.t. x, = 2 p + 2x - 2p
dx dx dx
dp dp
or p = 2 p + 2x - 2 p
dx dx
dp dx
or p + (2x – 2p) = 0 or p + 2x - 2 p = 0
dx dp
dx 2
or + x=2 …(2)
dp p
which is a linear equation.
2
ò p dp
I.F. = e = e 2log p = p 2
\ The solution of (2) is x (I.F.) = ò 2(I.F.) dp + c ò
or xp 2 = 2 p 2 dp + c
2 2
or xp = p 3 + c or x = p + cp - 2
2
…(3)
3 3
p cannot be easily eliminated from (1) and (3)
æ2 ö
\ Putting the value of x in (1), we have y = 2 p ç p + cp - 2 ÷ - p 2
è3 ø
38 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 2
or p + 2c p - 1
y= …(4)
3
Equations (3) and (4) together constitute the general solution of (1).
ANSWERS
a
1. 2y = cx2 + 2. y = 2 cx + tan -1 c
c
p -1 p -1
3. 16 + 2c2 y – c3 x2 = 0 4. x = log - tan -1 p + c, y = log + tan -1 p + c
2
p +1 2
p +1
5. y = 3x + log
3
1 - ce3 x
6. x=
p
1- p 2
c + a sin p , y =
-1 1
1- p 2
c + a sin p - ap
-1
2 c 2
7. y = c + 2 cx 8. y = 3c - .
x
×
dp
dy p 1 + p 2 dy 1+ p 2 2
dy
or =
1 2 1 + p - 2 p dp
2
or dy =
2
2p
dp
p
dy
2 2
1+ p 2
1 + p2
1
Integrating y = c- …(2)
1 + p2
Equations (1) and (2) together constitute the general solution.
ANSWERS
3 2
1. y = 3cx + 6c 2. y2 = 2cx + c3
3. 64y = c (c – 4x)2 4. log y = cx + c2.
dy æ dy ö
(i) p = log (px – y) or = log ç x - y÷ (P.T.U., Dec. 2005, 2011, 2013)
dx è dx ø
(ii) sin px cos y = cos px sin y + p. (P.T.U., Dec. 2006)
Sol. (i) p = log (px – y)
or e p = px – y or y = px – e p, which is Clairaut’s equation where f (p) = – e p
\ Its solution is obtained by putting p = c
\ solution is y = cx – ec.
(ii) sin px cos y = cos px sin y + p
or sin px cos y – cos px sin y = p
or sin (px – y) = p
or px – y = sin–1 p
or y = px – sin–1 p, which is Clairaut’s form
\ Its solution is (put p = c) y = cx – sin–1 c.
Note. Many differential equations can be reduced to Clairaut’s form by suitably changing the variables.
Example 2. Solve: e4x (p – 1) + e2y p2 = 0.
Sol. [In problems involving elx and emy, put X = ekx and Y = eky, where k is the H.C.F. of l and m].
Put X = e2x and Y = e2y
so that dX = 2e2x dx and dY = 2e2y dy
dy e 2 x dY X dY
\ p= = 2y = P, where P =
dx e dX Y dX
æX ö X2
The given equation becomes X 2 ç P - 1÷ + Y × 2 P 2 = 0
èY ø Y
or XP – Y + P2 = 0 or Y = PX + P2, which is of Clairaut’s form
\ Its solution is Y = cX + c2 and hence e2y = ce2x + c2.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 41
Example 3. Solve : (px – y) (py + x) = 2p. (P.T.U., Jan. 2009, May 2009)
Sol. Put X = x2 and Y = y2
so that dX = 2x dx and dY = 2y dy
dy x dY X dY
\ p= = = P, where P =
dx y dX Y dX
æ X öæ X ö X
The given equation becomes ç P . X - Y÷ ç P . Y + X÷ = 2 P
è Y øè Y ø Y
2P
or (PX – Y) (P + 1) = 2P or PX – Y =
P +1
2P
or Y = PX – , which is of Clairaut’s form.
P +1
2c 2c .
\ Its solution is Y = cX - and hence y 2 = cx 2 -
c +1 c +1
Example 4. Solve: (x2 + y2) (1 + p)2 = 2(x + y) (1 + p) (x + y p) – (x + yp)2. (P.T.U., May 2011)
Sol. Given equation can be written as:
2 x + y x + py
2 2
æ x + py ö P æ Pö
x2 + y2 = -ç …(1) Y= 2 X -
1+ p è 1 + p ÷ø 2 çè 2 ÷ø
Put X = x + y, Y = x2 + y2
dY dY P2
and Let P =
dX
=
dx
/ ddxX or Y = PX -
4
, which is Clairaut’s differential
equation
dy
2x + 2 y
dx = 2( x + py ) C2
\ P= \ Its solution is Y = C X -
dy 1+ p 4
1+
dx
C2
Substituting in (1) or x2 + y2 = C X -
4
TEST YOUR KNOWLEDGE
Solve the following equations :
a
1. y = xp + 2. (a) y = px + a 2 p 2 + b2
p
(b) (y – px) (p – 1) = p
3. p = log (px – y) 4. p = sin ( y – px) (P.T.U., May 2007)
[Hint: See Example 1 (ii)]
5. p2 (x2 – 1) – 2pxy + y2 – 1 = 0 6. e3x (p – 1) + p3 e2 y = 0
7. x2 ( y – px) = yp2 8. ( y + px)2 = x2 p.
[Hint: Put x2 = X, y2 = Y] [Hint: Put xy = v]
42 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
a c
1. y = cx + 2. (a) y = cx + a 2 c 2 +b 2 , (b) y = cx +
c c -1
3. y = cx – ec 4. y = cx + sin– 1 c
5. ( y – cx)2 = 1 + c2 6. ey = cex + c2
7. y2 = cx2 + c2 8. xy = cx – c2.
A differential equation is said to be Leibnitz’s linear or simply linear if the dependent variable and its
derivatives occur only in the first degree and are not multiplied together.
(P.T.U., June 2003, May 2005, 2007)
dy
The general form of a linear differential equation of the first order is + Py = Q ...(1)
dx
where P and Q are functions of x only or may be constants.
dy
1.16. SOLVE THE LINEAR DIFFERENTIAL EQUATION + Py = Q (P.T.U., Dec. 2006 )
dx
To solve it, we multiply both sides by e ò P dx , we get
dy ò P dx
dx
e ( )
+ y e ò P dx P = Q e ò P dx
or
d
dx
( )
y e ò P dx = Q e ò P dx
dy
Sol. Dividing by x (1 – x2) to make the coefficient of unity, the given equation becomes
dx
dy 2 x2 - 1 x2
+ y =
(
dx x 1 - x 2 )
1 - x2
dy 2 x2 - 1 x2
Comparing it with + Py = Q , we have P = , Q=
dx x 1 - x2 1 - x2 ( )
2 x2 - 1 1 1 1
Now, P= =- + - by partial fractions
x (1 - x) (1 + x ) x 2(1 - x) 2(1 + x )
1 1 é 1 1ù
ò P dx = -
- log x - -
2
log (1 - -
x ) - -
2
log (1 + +
x ) = - -
log ê x 1 - -
x 2 1 + +
x 2ú
ë û
é 1 ù
= - log ê x 1 -
êë
- x2 2 ú = log
úû
1
x 1-- x2
1
log
I.F. = e ò
P dx x 1- x2 1
=e =
2
x 1- x
Thus the solution is
1 x2 1 x
y (I.F.) = ò Q (I.F.) dx + +
c or y . = ò 1- -x ´
´ 2
dx +
+c= ò 3
dx + c
x 1--
x2 x 1-
- x2
1--
x2 2
3 1
[ f ( x) ]n + 1 (n ¹ -1)
ò (1 - x ) ( - 2 x ) dx + c = (1 - x 2 )
1 - -
ò [ f ( x )]
n
= - 2 2 2 +c Q f ( x) dx =
2 n +1
or y = x + cx 1 - x2 .
æ e- 2 x y ö dx
Example 2. Solve : ç - ÷ =1.
è x x ø dy
dy y e-
2 x
Sol. The given equation can be written as + =
dx x x
dy 1 e- 2 x
Comparing it with + Py = Q, we have P = , Q=
dx x x
1 x1/ 2
I.F. = e ò P dx = e
ò x
dx
2 x
= e 1/ 2 = e
e-
2 x
ò ò
x
\ The solution is y (I.F.) = Q(I.F.) dx + c or y e 2 = . e 2 x dx + c
x
44 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
-
ò
2 x
or ye = x 2 dx + c = 2 x + c
Example 3. Solve : 1 + y 2 dx = tan- 1 y - x dy . (P.T.U., Dec. 2011, 2013)
dx x tan -1 y
Dividing by (1 + y2), we get + =
dy 1 + y 2 1 + y 2
dx
which is of the form dy + Px = Q
1 tan -1 y
Here P= , Q=
1 + y2 1 + y2
1
ò 2 dy
I.F. = e ò
P dy -1
= e 1+ y = e tan y
ò
= t et - 1 . et dt + c = t et - e t + c = tan - 1 y - 1 e tan ( ) -1
y
+c
-1
or x = tan– 1 y – 1 + c e- tan y.
3. x + 1
dy
dx
- y = e x x + 1
2
4. x + 1 dydx + 2 xy = x
2 2
2
5. cos x
dy
dx
+ y = tan x 6. 1 + x dydx + 6 x
3 2
y = 1 + x2
7.
dy
dx
+ y cot x = cos x 8. 1 + x dydx + y = e
2 tan - 1 x
dy p dy p
9. + y cot x = 4 x cosec x, if y = 0 when x = 10. + y cot x = 5 e cos x , if y = - 4 when x =
dx 2 dx 2
11.
dy
dx
- y tan x = 3 e
- sin x
, if y = 4 when x = 0 12. 1 - x dydx + 2 xy = x
2
1 - x2
13. x
dy
dx
+ y = e x - xy 14. 1 + y + æè x - e
2 - tan - 1 y ö dy
ø dx
=0
dy y
17. y e y dx = y 2 + 2 x e y dy 18. =
dx 2 y log y + y - x
19. x
2 dy
dx
= 3 x 2 - 2 xy + 1 20.
1- y 2 dx = sin -1 y - x dy .
æ dy ö
21. x ç + y ÷ = 1 - y (P.T.U., May 2012)
è dx ø
dy x +1 1 dy
[Hint: + y= ; + P y = Q form]
dx x x dx
ANSWERS
1. 10 xy = 2x5 – 15x2 + c 2. y log x = (log x)2 + c
x3
3. y = (x + 1) (ex + c) 4. y (x2 + 1) = +c
3
x3 x 4 x6
2
5. y = tan x – 1 + c e– tan x
3
6. y 1 + x = y + + + +c
3 4 6
1 -1 -1
x x
7. y sin x = sin 2 x + c 8. 2 y e tan = e 2 tan +c
2
p2
9. y sin x = 2 x 2 - 10. y sin x = 5 e cos x - 9
2
dy
(a) An equation of the form + Py = Q y n …(1)
dx
where P and Q are functions of x only or constants is known as Bernoulli’s equation. Though not linear, it
can be made linear.
dy
Dividing both sides of (1) by yn, we have y - n + P y1- n = Q …(2)
dx
dy dz
Putting y1 – n = z so that (1 – n) y– n =
dx dx
46 A TEXTBOOK OF ENGINEERING MATHEMATICS
dy 1 dz
or y-n =
dx 1 - n dx
1 dz dz
Equation (2) becomes + Pz = Q or + (1 - n) Pz = (1 - n)Q
1 - n dx dx
which is a linear differential equation with z as the dependent variable.
dy
(b) General equation reducible to linear form is f ¢(y) + P f ( y) = Q …(1)
dx
where P and Q are functions of x only or constants.
dy dz
Putting f (y) = z so that f ¢( y ) =
dx dx
dz
Equation (1) becomes + Pz = Q , which is linear.
dx
ILLUSTRATIVE EXAMPLES
Example 1. Solve the following differential equations:
dy
(i) x + y = x 3y6 (P.T.U., May 2007, 2011)
dx
(ii) y¢ + y = y 2 (P.T.U., May 2008)
(iii) xy 2 - e1 / x
3
dx - x y dy = 0.
2
(P.T.U., Dec. 2012)
dy
Sol. (i) x + y = x3y6
dx
Dividing by xy6, we get
dy 1 - 5
y-6 + y = x2 …(1)
dx x
Put y–5 = z so that
-6 dy dz
-5 y =
dx dx
Equation (1) becomes
1 dz 1
- + z = x2
5 dx x
dz 5
or - z = – 5 x2
dx x
5
which is linear in z, where P = - , Q = - 5x 2
x
5 1
I.F. = e ò
- dx log x- 5 = x- 5 =
x = e - 5 log x = e x5
\ Solution in z is
z (I.F.) =
ò Q × I.F. dx + c
-2
- 5 x - 3 dx + c = - 5 x + c = 5 + c
ò
1 1
z× 5 =
x ò - 5x 2 ×
x5
dx + c =
-2 2 x2
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 47
Substituting the value of z, we get
1 1 5
× = +c
y 5
x 5 2x2
1 5 x3
or =+ cx 5
y5 2
(ii) y¢ + y = y2
dy
or + y = y2
dx
dy 1
Divide by y2; y - 2 + =1 ...(1)
dx y
1 1 dy dz
Put = z \ - 2 =
y y dx dx
dz dz
Substituting in (1); -
+ z = 1 or - z = -1
dx dx
which is linear differential equation in z
where P = – 1, Q = – 1
I.F. = e ò
- 1 dx = - x
e
Solution in z is z (I.F.) =
ò Q × (I.F.) dx + c
or z e– x = ò (- 1) e - dx + c = e -
x x +c
or z = 1 + cex
1
Substituting the value of z ; =1 + cex
y
1
or y=
1 + ce x
æ 1 ö
(iii) çè xy 2 - e x 3 ÷ø dx – x2 y dy = 0
1
dy
2
- xy 2 + e x = 0
3
or x y
dx
1
dy 3
or 2
x y - xy 2 = - e x
dx
1
dy 1 2 1 3
or y - y = - 2 ex
dx x x
dy dz
Put y2 = z; 2y =
dx dx
1
1 dz 1 1 3
- z = - 2 ex
2 dx x x
48 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
dz 2 2 3
or - z = - 2 ex
dx x x
1
2 2 3
which is linear differential equation in z, where P = - , Q = - 2 e x
x x
-2
I.F. = e
ò x
dx
=e
- 2 log x
=e
log x - 2
=
1
x2
Solution in z is; z (I.F.) =
ò Q × (I.F.) dx + c
æ 1 ö 1
æ 1ö 1 ç 2 x3 ÷ 1 x3
or zç 2÷ =
èx ø ò -
x2 è x2
e
ø
dx + c = - 2 4 e dx + c
x ò
1 -3
Put 3
=t \ dx = dt
x x4
1
dt
ò
1 2 2 3
\ z × 2 = ( - 2) e + c = et + c = e x + c
t
x -3 3 3
1 1
y2 2 3
= e x + c or 3y 2 = 2 x 2 e x + cx 2
3
or
x 2 3
dx
Sol. The given equation can be written as – yx = y 3 x 2
dy
dx
Dividing by x2, we have x - 2 - y x -1 = y3 …(1)
dy
dx dz dx dz
Putting x– 1 = z so that - x - 2 = or x - 2 =-
dy dy dy dy
dz
Equation (1) becomes - - yz = y 3
dy
dz
or + yz = - y 3 , which is linear in z.
dy
1 2
y
I.F. = e ò
y dy
= e2
I.F. = eò
2 x dx 2
= ex ;
2 2 2
\ The solution is z . e x = ò x3 . e x dx + c = ò x 2 e x . x dx + c
1
t et dt +
2 ò
= + c, where t = x 2
1
= t -
2
- 1 e t + c =
1 2
2
- 1 ex +
x -
2
+c
or z =
2
1 2
x - 1 + c e- x
2
or tan y =
2
(
1 2
x -
- 1 ++ x2
c e- . ) (Q z = tan y)
I.F. = eò
e x dx x
= ee
50 A TEXTBOOK OF ENGINEERING MATHEMATICS
òe
x x
2x e
Solution is z . ee = . e dx +
c
Put ex = t \ ex dx = dt
x
\
x
e y . ee = (e x e
)
- 1 e + c or e
x
e x
(1 - -e ++ e ) = c .
x y
dz 1 1
or + z = , which is linear differential equation in z.
dy y 2
òy dy
1
I.F. = e = elog y = y
\ Solution is z.y= z y.
1
2
dy + c =
y2
4
+c
y2
or y log x = + c.
4
dy
Example 6. Solve : - tan xy = – y2 sec2 x. (P.T.U., Dec. 2004)
dx
dy
Sol. - tan x . y = – y2 sec2 x
dx
1 dy 1
Divide by y2 ; - tan x = – sec2 x
y 2
dx y
1 1 dy dz
Put =z \ – =
y y dx
2
dx
dz
\ – – tan x ◊ z = – sec2 x
dx
dz
or + tan x × z = sec2 x
dx
which is linear differential equation in z
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 51
I.F. = e
ò tan x dx
= e - log cos x = e logsec x = sec x
\ Its solution is
ò sec ò sec
2 3
z sec x = x . sec x dx + c = x dx + c …(1)
Let I = ò sec 3
ò sec x sec x dx Integrate by parts
x dx = 2
dy y y 2 dy 2 - x
3 1
1. 2 = + 2. 2
-x y= y e 3
dx x x 2 dx
dy
3. (a) (x3 y2 + xy) dx = dy (b) + y = xy 3 (P.T.U., May 2012)
dx
æ dy ö dy
4. (a) e y ç + 1 = e x (P.T.U., May 2002) (b) x + 1 + 1 = 2e
-y
è dx ÷ø dx
[Hint: Put ey = z] [Hint: Divide by (x + 1)e– y and Put ey = z]
dy tan y dy
5. - = (1 + x) e x sec y 6. + y tan x = y 3 cos x
dx 1+ x dx
8. dy + y log y = y log y
2
dy x
7. + y=x y
dx 1 - x 2 dx x x2
dy
9. y - cos x = y 2 1 - sin x cos x , given that y = 2 when x = 0.
dx
x
x
10. y 2 xy + e dx = e dy 11. tan y
dy
dx
+ tan x = cos y cos 2 x
52 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
1 3
x x
1. =1+ c x 2. y (c - x ) = e 3
y
1
1 - x2 1 1
3. (a) = - x 2 + 2 + ce 2 (b) = x + + ce2 x
y y2 2
x + y = 1 e2 x + c
4. (a) e (b) ( x + 1) e y = 2 x + c
2
æ 2 ö
5. sin y = (1 + x) (ex + c) 6. cos 2 x = y 2 ç c - 2sin x + sin 3 x÷
è 3 ø
1
7. y =-
1
3
1 - x2 + c 1 - x 2 4 8.
1
=
1
x log y 2 x 2
+c
ò
y constant
M dx +
ò terms of N not containing x dy = c.
9. Integrating Factor: If a differential equation is not exact but can be made exact after multiplying by a suitable
function of (x or y or both) then that function is called integrating factor (I.F.). If a differential equation has one I.F.,
it has an infinite number of integrating factors.
10. The I.F. of Mdx + Ndy = 0 are
1
(a) If Mdx + Ndy = 0 is homogeneous differential equation then I.F. = provided Mx + Ny π 0.
Mx + Ny
Mx
If Mx + Ny = 0, then equation can be reduced to variable separable from by putting N = -
y
1
(b) If Mdx + Ndy = 0 is of the form y f1 (xy) dx + xf2 (xy) dy = 0, then I.F. = provided Mx – Ny π 0.
Mx - Ny
If Mx – Ny = 0, then it reduces to variable separable form.
¶M ¶N ¶N ¶M
- -
(c) If Mdx + Ndy = 0;
¶y ¶x
is a function of x say f (x) then I.F. = e ò f ( x ) dx
and if
¶x ¶y
is a function
N M
of y say g(y), then I.F. = e ò
g ( y ) dy
(d ) I.F. of the differential equation of the form xa yb (mydx + nxdy) + xcyd (pydx + qxdy) = 0 is xh yk, where h, k are
so chosen that when multiplied with the given equation, changes the equation to exact equation.
dy
11. If the differential equation is of first order and higher degree then to solve the equation replace by p
dx
dy
(a) If equation is solvable for p then find different values of p i.e., and integrate each separately (all solutions
dx
having one arbitrary constant only) multiply all the factors formed by different solutions. That is the solution
of the given differential equation.
(b) If equation is solvable for y: Express y as a function of x and p i.e., y = f (x, p) then differentiate w.r.t. x, equation
will reduce to differential equation of first order in x and p. Solve and eliminate p with the help of given
equation.
(c) If equation is solvable for x: Express x as a function of y and p i.e., x = f (y, p); then differentiate w.r.t. y, then
equation will reduce to first order equation is y and p. Solve and eliminate p.
12. Clairaut’s Equation: An equation of the form y = px + f (p) is known as Clairaut’s equation.
Its solution is y = cx + f (c) i.e., replace p by an arbitrary constant c.
13. Leibnitz’s Linear Equation: A differential equation is said to the linear if the dependent variable and its deriva-
tives occur only in the first degree and are not multiplied together.
dy
The general form of linear differential equation is + Py = Q, where P, Q are functions of x or constants.
dx
dy
Similar method for + Px = Q, where P, Q are functions of y or constant.
dx
dy
14. Bernoulli’s Form: Any equation of the form + Py = Qyn, where P, Q are functions of x only is called
dx
Bernoulli’s equation. To solve it, divide by yn and put y1–n = z j; it will reduce to linear equation in x and z whose
solution is
ò P dx
z I.F. =
ò Q I.F. dx + c, where I.F. = e
Replace z by y1– n
dy
15. Differential equation f ¢(y) + Pf (y) = Q can be reduced to linear differential equation by putting f (y) = z.
dx
y
(i) e 1 + x
2
dydx - 2 x 1 + e y = 0 (ii)
dy
dx
+
1 - y2
1 - x2
=0
dy
(iii) xy = 1 + x + y + xy [Hint: See S.E. 4 art. 1.4] (P.T.U., Dec. 2003)
dx
(iv) (1 + x ) dy – x2y dx = 0
3
dy
(v) x cos x cos y + sin y = 0 [Hint: See S.E. 3 art. 1.4] (P.T.U., May 2003)
dx
dy
(vi) - x tan y - x = 1 [Hint: Put y – x = t]
dx
(vii) sec2 x tan y dx + sec2 y tan x dy = 0 [Hint: Separate variables and integrate]
dy y
(viii) = (P.T.U., Dec. 2005) (ix) (y + x) dy = (y – x) dx (P.T.U., May 2011)
dx x
11. Explain briefly how to solve the differential equation:
dy ax + by + c a b
(i) = , where ¹ (P.T.U., May 2003)
dx a1x + b1 y + c1 a1 b1
dy ax + by + c a b
(ii) = , where =
dx a1 x + b1 y + c1 a1 b1
12. (i) What is an exact differential equation? Check the exactness of the equation (3x2 + 2ey) dx + (2xey + 3y2) dy = 0.
(P.T.U., Jan. 2009, May 2010)
(ii) State necessary and sufficient conditions for the differential equation M dx + N dy = 0 to be exact.
(P.T.U., Jan. 2009, May 2014)
(iii) Under what conditions on a, b, c and d, the differential equations
(a sinh x cos y + b cosh x sin y) dx + (c sinh x cos y + d cosh x sin y) dy = 0 is exact? (P.T.U., May 2012)
[Hint: See S.E. 5 art. 1.8]
13. Solve the following differential equations:
(i) (x2 – ay) dx = (ax – y2) dy [Hint: See S.E. 2 art. 1.8] (P.T.U., May 2005)
(ii) (y cos x + 1) dx + sin x dy = 0
dy y cos x + sin y + y
(iii) + =0 (P.T.U., May 2011)
dx sin x + x cos y + x
14. (a) Define integrating factor of a differential equation and find I.F. of (y – 1) dx – x dy = 0. (P.T.U., May 2006)
[Hint: See S.E. 2 art. 1.9(a)]
(b) Solve y(2xy + ex)dx – exdy = 0 [Hint: See S.E. 1 art. 1.9(a)] (P.T.U., May 2014)
15. Find I.F. of the following differential equations:
x3
(i) y dx – x dy + 3x2y2 e dx = 0 (P.T.U., Dec. 2003)
¶M ¶N
- 1
= ; I.F. = eò x = x ]
2 2 ¶y ¶x 1 dx
(ii) (x + y + x) dx + xy dy = 0. [Hint:
N x
(iii) (x2y – 2xy2)dx – (x3 – 3x2 y) dy = 0 [Hint: See S.E. 4 art. 1.9(b)] (P.T.U., Dec. 2003)
(iv) y(xy + 2x2y2)dx + x(xy – x2y2)dy = 0 [Hint: See S.E. 5 art. 1.9(c)]
2
(v) (xy2 – e1/x )dx – x2ydy = 0 [Hint: See S.E. 6 art. 1.9(d)]
56 A TEXTBOOK OF ENGINEERING MATHEMATICS
(vi) (3x2y3ey + y3 + y2)dx + (x3y3ey – xy)dy = 0 [Hint: See S.E. 7 art. 1.9(d)]
(vii) (5x3 + 12x2 + 6y2)dx + 6xy dy = 0 [Hint: See S.E. 8 art. 1.9(d)] (P.T.U., Dec. 2013)
16. (a) Define Clairaut’s equation and write its solution. (P.T.U., May 2007, 2012)
(b) Find the general solution of the equation y = xy¢ + y¢2. What is the name of this type of equation?
(P.T.U., Dec. 2013)
17. Solve the following differential equations:
(i) y = 2px + p2y [Hint: See S.E. 1 art. 1.13] (P.T.U., Dec. 2012)
dy dx x y
(ii) - = - [Hint: See S.E. 1 art. 1.11] (P.T.U., May 2014)
dx dy y x
(iii) p = log (px – y) [Hint: See S.E. 1(i) art. 1.14] (P.T.U., Dec. 2005, 2011)
(iv) sin px cos y = cos px sin y + p. [Hint: See S.E. 1(ii) art. 1.14] (P.T.U., May 2007)
(v) p = sin (y – px). [Hint: Same as (iv) part] (P.T.U., May 2011)
(vi) (y – px) (p – 1) = p [Hint: Clairaut’s form]
1
18. (i) For the differential equation of the type yf(xy) dx + xg(xy) dy = 0, the I.F. is . Justify it.
xy ëé f xy - g xy ûù
(P.T.U., Dec. 2004)
(ii) For the differential equation M dx + N dy = 0 ; where M, N are homogeneous functions of x and y, the I.F. is
1
(Mx + Ny π 0). Justify it.
Mx + N y
Also reduce (x2y – 2xy2) dx – (x3 – 3x2y)dy = 0 to exact differential equation. (P.T.U., Dec. 2009)
[Hint: See S.E. 1 art. 1.9(b)]
¶M ¶ N
-
(iii) For the differential equation Mdx + Ndy = 0 if
¶y ¶x
= f (x), then e
ò f x dx is the I.F. justify it.
N
¶ N ¶M
(iv) For the differential equation Mdx + Ndy = 0 if
-
¶x ¶ y
M
= g (y), then ez g a y f dy
is the I.F. justify it.
æ kx ö x
æ xö
19. For what value of k, the differential equation çè1 + e y ÷ø dx + e y ç1 - ÷ dy = 0 is exact. (P.T.U., May 2010)
è yø
[Hint: See Solved Example 5 art. 1.8]
20. Define Leibnitz’s linear differential equation of first order. Also give an example. (P.T.U., May 2005, 2007)
[Hint: See Art. 1.15]
dy
21. Solve + Py = Q, where P, Q are functions of x or constants. (P.T.U., June 2003, Dec. 2006)
dx
[Hint: See Art. 1.16]
22. Define Bernoulli’s linear differential equation and write its standard form. (P.T.U., May 2007, Jan. 2009)
[Hint: See Art. 1.17(a)]
dy
23. How will you reduce f ¢(y) + P f ( y ) = Q to linear differential equation where, P, Q are function of x or constant?
dx
[Hint: See Art. 1.17(b)]
24. Solve the following differential equations:
dy dy y y 2
(i) (x + 1) - y = e x ( x + 1) 2 (ii) 2 = + (P.T.U., May 2007)
dx dx x x2
dy
(iii) x + y = x3 y 6 (P.T.U., May 2011)
dx
[Hint: See S.E. 1(i) art. 1.17]
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 57
dy dy 1 2
(iv) (x + 1) + 1 = 2e
-y
[Hint: Divide by (x + 1)e–y; e y + ey = ; put e y = t ]
dx dx x + 1 x +1
(v) y¢ + y = y2 (P.T.U., May 2008)
[Hint: See S.E. 1(ii) art. 1.17]
(vi) (1 + y2) dx = (tan– 1y – x)dy (P.T.U., Dec. 2011)
[Hint: See S.E. 3 art. 1.16]
dy
(vii) + y = xy 3 (P.T.U., May 2012)
dx
ANSWERS
3. By differentiating the equation n times and then eliminating n parameters from n + 1 equations. (One is given
equation and remaining n are the differential equations obtained by differentiating given equation n times)
2
dy æ dy ö
7. (i) y = x + 1 - (ii) y2 + m2y = 0 (iii) y3 = y1
dx çè dx ÷ø
2
dy æ dy ö
(iv) y2 – 2y1 + 2y = 0 (v) y = x +
dx çè dx ÷ø
dy
8. x 2 - y 2 + 2 xy =0 9. y3 = 0
dx
10. (i) (1 + ey) = A (1 + x2) (ii) y 1 - x + x
2
1 - y2 = c
(iii) y = x + log [x (1 + y)] + c (iv) y3 = 4 (x3 + 1)
x2
(v) x sin x + cos x = log (cos y) + c (vi) log sin (y – x) = +c
2
(vii) tan x tan y = c (viii) y = cx
y
(ix) log (x2 + y2) = 2 tan - 1 +c
x
12. (i) Exact equation (iii) a = – d, b = c
13. (i) x3 + y3 – 3axy = c (ii) y sin x + x = c (iii) y sin x + (sin y + y) x = c
y
1 1 2 e
14. (a) (b) x + =c
x2 2 y
1 1
15. (i) 2 (ii) x (iii)
y 2 2
x y
1 1 1
(iv) (v) (vi)
3 3
3x y x4 y3
(vii) x.
16. (b) y = px + p2, Clairaut’s equation
17. (i) y2 = 2cx + c2 (ii) (y2 – x2 – 2c) (xy – ec) = 0 (iii) y = cx – ec
c
(iv) y = cx – sin– 1 c. (v) y = cx + sin– 1 c. (vi) y = cx +
c -1
æ xö æx ö
18. d ç ÷ - d 2log x + d 3log y = 0 or d ç - log x 2 + log y3 ÷ = 0
è øy è y ø
x 1 5
24. (i) y = (x + 1) (ex + c) (ii) =1+ c x (iii) = x3 + cx5
y y5 2
1 -1
(iv) (x + 1)ey = 2x + c (v) y = x
(vi) x = tan - 1 y - 1 + ce- tan y
1 + ce
1 1 2x
(vii) = x + + ce
y2 2
2
Linear Ordinary Differential
Equations of Second and Higher Order
2.1. DEFINITIONS
A linear differential equation of nth order is that in which the dependent variable and its derivatives occur
only in the first degree and are not multiplied together. Thus, the general linear differential equation of the nth
dny d n -1y dn -2y dy
order is of the form n
+ P1 n -1
+ P2 n-2
+ L + Pn - 1 + Pn y = X, where P1, P2, ……, Pn – 1 , Pn and
dx dx dx dx
X are functions of x only.
A linear differential equation with constant coefficients is of the form
dn y d n -1 y d n- 2 y dy
n
+ a1 n -1
+ a2 n-2
+ L + an -1 + an y = X …(1)
dx dx dx dx
where a1, a2, …… , an – 1, an are constants and X is either a constant or a function of x only.
First of all we discuss solution of linear differential equation with constant coefficients.
d dy
The part of the symbol may be regarded as an operator such that when it operates on y, the result
dx dx
is the derivative of y.
d2 d3 dn
Similarly, , , L , may be regarded as operators.
dx 2 dx3 dx n
d d2 dn
For brevity, we write º D, º D2 , L , n º Dn
dx dx 2
dx
Thus, the symbol D is a differential operator or simply an operator.
Written in symbolic form, equation (1) becomes (Dn + a1 Dn – 1 + a2 Dn – 2 + …… + an – 1 D + an) y = X
or f (D) y = X
where f (D) = Dn + a1Dn-1 + a1Dn- 2 + ....... + an-1D + an
i.e., f (D) is a polynomial in D.
The operator D can be treated as an algebraic quantity.
i.e., D (u + v) = Du + Dv
D (lu) = l Du
Dp Dq u = Dp + q u
Dp Dq u = Dq Dp u
The polynomial f (D) can be factorised by ordinary rules of algebra and the factors may be written in any
order.
58
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 59
2.3. THEOREMS
+ … … … … + cn (Dn yn + a1 Dn – 1 yn + a2 Dn – 2 yn + … + an yn)
= c1 (0) + c2 (0) + … + cn (0) [ Q of (ii)]
=0
which shows that u = c1 y1 + c2 y2 + …… + cn yn is also the solution of equation (i).
Since this solution contains n arbitrary constants, it is the general or complete solution of equation (i).
Theorem 2. If y = u is the complete solution of the equation f (D) y = 0 and y = v is a particular solution
(containing no arbitrary constants) of the equation f (D) y = X, then the complete solution of the equation
f (D) y = X is y = u + v.
Proof. Since y = u is the complete solution of the equation f (D) y = 0 …(i)
\ f (D) u = 0 …(ii)
Also, y = v is a particular solution of the equation f (D) y = X …(iii)
\ f (D) v = X …(iv)
Adding (ii) and (iv), we have f (D) (u + v) = X
Thus y = u + v satisfies the equation (iii), hence it is the complete solution (C.S.) because it contains n
arbitrary constants.
The part y = u is called the complementary function (C.F.) and the part y = v is called the particular
integral (P.I.) of the equation (iii). (P.T.U., Jan. 2010)
\ The complete solution of equation (iii), is y = C.F. + P.I.
Thus in order to solve the equation (iii), we first find the C.F. i.e., the C.S. of equation (i) and then the P.I.
i.e., a particular solution of equation (iii).
\ Its solution is ò
y . e- m1 x = 0 . e- m1 x dx + c1 or y = c1 em1 x
Similarly, the solution of (D – m2) y = 0 is y = c2 em 2x
.........................................................................
The solution of (D – mn) y = 0 is y = cn em n x
Hence the complete solution of equation (i) is
y = c1 e m1 x + c 2 e m2 x + L + c n e m n x …(iv)
Case II. If two roots of the A.E. are equal, let m1 = m2
The solution obtained in equation (iv) becomes
y = (c1 + c2) e m1 x + c3 e m3 x + L + cn em n x = c e m1 x + c3 e m3 x + L + cn em n x
It contains (n – 1) arbitrary constants and is, therefore, not the complete solution of equation (i).
The part of the complete solution corresponding to the repeated root is the complete solution of
(D – m1) (D – m1) y = 0
dv
Putting (D – m1) y = v, it becomes (D – m1) v = 0 i.e., - m1 v = 0
dx
As in case I, its solution is v = c1 e m1 x
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 61
dy
\ (D – m1) y = c1 e m1 x or - m1 y = c1 e m1 x
dx
- m1 x
which is a linear equation and I.F. = e
ò
\ Its solution is y . e - m1 x = c1 e m1 x . e - m1 x dx + c2 = c1 x + c2
or y = (c1 x + c2) e m1 x
Thus, the complete solution of equation (i) is
y = (c1 x + c2) e m1 x + c3 e m3 x + L + cn e m n x
If, however, three roots of the A.E. are equal, say m1 = m2 = m3, then proceeding as above, the solution
becomes
( )
y = c1 x 2 + c2 x + c3 em1 x + c4 e m4 x + L + cn e mn x
Case III. If two roots of the A.E. are imaginary,
Let m1 = a + i b and m2 = a – i b (Q in a real equation imaginary roots occur in conjugate pair)
The solution obtained in equation (iv) becomes
y = c ea + b + c ea - b + c e m3 x + L + c e mn x
i x i x
1 2 3 n
=e ax
(c e
1
ib x
+ c2 e
-ib x
)+ c e3
m3 x
+ L + cn e
mn x
m3 x mn x
= ea x ëé c1 (cos b x + i sin bx ) + c2 (cos bx - i sin b x )ûù + c3 e + L + cn e
é Q By Euler's Theorem, ei q = cos q + i sin q ù
ë û
= e éë(c1 + c2 ) cos b x + i (c1 - c2 ) sin b x ùû + c3 e
ax m3 x mn x
+ L + cn e
= e (C1 cos bx + C2 sin b x ) + c3 e 3 + L + cn e n
ax mx m x
ILLUSTRATIVE EXAMPLES
Example 1. Solve: 9y¢¢¢ + 3y¢¢ – 5y¢ + y = 0. (P.T.U., May 2008)
Sol. Symbolic form of given equation is
(9D3 + 3D2 – 5D + 1) y = 0
A.E. is 9D3 + 3D2 – 5D + 1 = 0
or (D + 1) (3D – 1)2 = 0
1 1
or D = – 1, ,
3 3
1
x
\ C.S is y = c1 e - x + (c2 + c3 x ) e 3 .
d4x
Example 2. Solve : + 4x = 0.
dt 4
d
Sol. Given equation in symbolic form is (D4 + 4) x = 0, where D =
dt
62 A TEXTBOOK OF ENGINEERING MATHEMATICS
-2± -4 2± -4
whence D= and i.e., D = – 1 ± i and 1 ± i
2 2
Hence the C.S. is x = e– t (c1 cos t + c2 sin t) + et (c3 cos t + c4 sin t).
d 2x g dx
Example 3. If + ( x - a) = 0; (a > 0, b > 0, g > 0) and x = a, = 0 when t = 0 , show that
dt 2 b dt
g
x = a + (a – a) cos t. (P.T.U., May 2002)
b
d2x g
Sol. + ( x - a) = 0
dt 2 b
d2x d2y
Put x – a = y \ =
dt 2 dt 2
d2 y g g g
\ + y =0 A.E. is m 2 + =0 \ m2 = – (–ve)
dt 2 b b b
g g g
\ m= ±i ; \ y = c1 cos b t + c 2 sin b t
b
g g
x – a = c1 cos t + c2 sin t
b b
when x = a, t = 0; a – a = c1
g g
\ x – a = (a – a) cos t + c2 sin t
b b
dx g g g g
\ = - (a - a ) sin t + c2 cos t
dt b b b b
dx g
t = 0, =0 \ 0 = c2 \ c2 = 0
dt b
g
\ x – a = (a – a) cos t
b
g
Hence, x = a + (a – a) cos t.
b
TEST YOUR KNOWLEDGE
Solve the following differential equations :
d2 y dy d2y dy
1. -3 - 4y = 0 2. + (a + b ) + aby = 0
dx 2 dx dx2 dx
d2y dy d 2x dx
3. -4 + y=0 4. +6 + 9x = 0
dx 2 dx dt 2 dt
d3y d 2y dy d3y
5. -3 +3 - y=0 6. + y=0 (P.T.U., May 2012)
dx3 dx 2 dx dx3
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 63
ANSWERS
1. y = c1 e4x + c2 e– x 2. y = c1 e– ax + c2 e– bx
3. y = c1 e
( 2 + 3 ) x + c e( 2 - 3 ) x 4. x = (c1 + c2 t) e– 3t
2
x
æ 3 3 ö
5. y = (c1 + c2 x + c3 x2) ex 6. y = c1 e - x + e 2 ç c2 cos x + c3 sin x
è 2 2 ÷ø
7. y = c1 e– x + c2 e– 2x + c3 e– 3x 8. y = c1 ex + c2 e– x + c3 e2x + c4 e– 2x
9. y = (c1 + c2 x) cos 2x + (c3 + c4 x) sin 2x
1
é 3 ù
- x
ê c7 + c8 x cos x + c9 + c10 x sin
3
10. y = c1 + c2 x + c3 x 2 cos x + c4 + c5 x + c6 x 2 sin x + e 2 xú
ëê 2 2 ûú
11. x = 0 12. y = 3e– 2x sin 5x.
1
2.6. THE INVERSE OPERATOR
f ( D)
1
Definition: X is that function of x, free from arbitrary constants, which when operated upon by
f (D)
f (D) gives X.
ì 1 ü
Thus, f (D) í Xý = X
î f (D) þ
1
\ f (D) and are inverse operators.
f (D)
1
Theorem 1. X is the particular integral of f (D) y = X.
f (D)
Proof. The given equation is f (D) y = X …(1)
1 ì 1 ü
Putting y = X in (1), we have f (D) í X ý = X or X = X
f (D) î f (D) þ
which is true.
1
\ y=
X is a solution of (1).
f (D)
Since it contains no arbitrary constants, it is the particular integral of f (D) y = X.
64 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
Theorem 2. Prove that : X = ò X dx . (P.T.U., May 2002)
D
1
Proof. Let X= y
D
æ1 ö dy
Operating both sides by D, we have D ç X÷ = Dy or X =
èD ø dx
Integrating both sides w.r.t. x
y = ò X dx,
1
no arbitrary constant being added since y = X contains no arbitrary constant.
D
1
\
D
X = ò X dx .
1
Theorem 3. Prove that : X = e ax ò X e - ax dx .
D-a
1
Proof. Let X=y
D- a
æ 1 ö
Operating on both sides by (D – a), (D – a) ç X÷ = (D - a) y
èD-a ø
dy dy
or X= - ay i.e., - ay = X
dx dx
which is a linear equation and I.F. = e ò
- a dx
= e - ax
\ Its solution is ye– ax = ò X e- ax
dx , no constant being added
or ò
y = e ax X e - ax dx
1
òe
- ax
Hence, X = e ax X dx .
D-a
2.7. RULES FOR FINDING THE PARTICULAR INTEGRAL (P.T.U., Dec. 2004)
1
f (D)
f (D) e ax =
1
f (D)
f (a) e ax or e ax = f ( a )
1
f (D)
e ax
1 1
Dividing both sides by f (a), e ax = e ax , provided f (a) ¹ 0
f (a) f (D)
1 1
Hence, e ax = e ax , provided f (a) ¹ 0.
f (D) f (a)
Case of failure. If f (a) = 0, the above method fails.
Since f (a) = 0, D = a is a root of A.E. f (D) = 0
\ D – a is a factor of f (D).
Let f (D) = (D – a) f (D), where f (a) π 0 …(i)
1 1 1 1 1 1
Then e ax = e ax = . e ax = × e ax
f (D) (D - a) f (D) D - a f (D) D - a f (a)
1 1 1
= ×
f(a) D – a
e ax =
f(a) ò
e ax e ax × e - ax dx [By Theorem 3]
1 ax 1 ax
f(a)
e= 1 dx = x × ò
f(a)
e …(ii)
( ) ( ) ( ) ( )
1 é f D2 sin (ax + b)ù = 1 é f - a 2 sin (ax + b)ù
f D 2 ë û f D2 ë û
sin (ax + b) = f (- a )
1
sin (ax + b) .
2
f (D )
or
2
1 1
sin (ax + b) = sin ( ax + b ) , provided f (– a2) ¹ 0
( ) ( )
Hence
f D 2
f - a2
1 1
cos (ax + b) = cos (ax + b) , provided f (– a2) ¹ 0
( ) ( )
Similarly,
f D 2
f - a2
Case of failure. If f (– a2) = 0, the above method fails.
Since cos (ax + b) + i sin (ax + b) = ei (ax + b) | Euler’s Theorem
1 1
\ [cos (ax + b) + i sin (ax + b)] = ei ( ax + b)
f D ( ) 2
( )
f D2
[If we replace D by ia, f (D2) = f (– a2) = 0, so that it is a case of failure]
1 1
= x× ei ( ax + b) = x . [cos ( ax + b) + i sin ( ax + b) ]
f¢ D( ) 2
( )
f ¢ D2
1 1
cos (ax + b) = x × cos ( ax + b ) , provided f ¢(– a2) ¹ 0
( ) ( )
Equating real parts
f D 2
f ¢ D2
1 1
sin (ax + b) = x × sin (ax + b) , provided f ¢(– a2) ¹ 0
( ) ( )
Equating imaginary parts
f D 2
f¢ D 2
1 1
If f ¢(– a2) = 0, then sin (ax + b) = x 2 × sin (ax + b) , provided f ²(– a2) ¹ 0
f D( ) 2
( )
f ¢¢ D 2
1 1
cos (ax + b) = x 2 × cos (ax + b) , provided f ²(– a2) ¹ 0
( )
f D2 ( )
f ¢¢ D 2
and so on.
Example 2. Find the P.I. of y ¢¢¢ - y ¢¢ + 4 y ¢ - 4 y = sin 3x. (P.T.U., May 2008)
Sol. Given equation in symbolic form is
(D3 – D2 + 4D – 4) y = sin 3x
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 67
1
P.I. = 3 2
sin 3 x
D – D + 4D – 4
1
= sin 3x [Q Put D2 = – 9]
– 9D + 9 + 4D – 4
1 1
= sin 3x = sin 3 x
- 5D + 5 5 (1 - D )
1+ D 1+ D
sin 3 x = sin 3 x [Q Putting D2 = – 9]
( )
=
5 1– D 2 5 (1 + 9 )
1 1
50
éësin 3 x + D (sin 3x )ùû =
=
50
[sin 3 x + 3 cos 3 x]
Case III. When X = xm, m being a positive integer
1
Here P.I. = xm
f (D)
Take out the lowest degree term from f(D) to make the first term unity (so that Binomial Theorem for a
negative index is applicable).
The remaining factor will be of the form 1 + f (D) or 1 – f (D)
Take this factor in the numerator. It takes the form [1 + f (D)]–1 or [1 – f (D)]–1
Expand it in ascending powers of D as far as the term containing Dm, since Dm + 1 (xm) = 0, Dm + 2 (xm) = 0
and so on.
Operate on xm term by term.
Example 3. Find the P.I. of (D2 + 5D + 4) y = x2 + 7x + 9.
Sol. P.I. =
1
D2 + 5D + 4
(x 2
+ 7x + 9 = ) 1
æ 5D D 2 ö
x2 + 7 x + 9 ( )
4 ç1 + +
è 4 4 ÷ø
-1
1 êé æ 5D D 2 ö æ 5D D 2 ö ù
2
é æ 5D D 2 ö ù
=
1
4
ê1 + ç
êë è 4
+ ú
4 ÷ø úû
( x2 + 7x + 9 = ) 1- ç
4 ê è 4
+ ÷ +
4 ø è 4ç +
4 ø÷ ú
(
- Lú x 2 + 7 x + 9 )
ë û
æ 5D D2 25 D2 ö 2 æ 5D 21D 2 ö 2
=
1
4 ç
è
1 -
4
-
4
+
16
L÷ x + 7 x + 9 =
ø
1
4
( ) ç
è
1 -
4
+
16 ø
(
L÷ x + 7 x + 9 )
=
1é 2
ê
4ë
( 5
4
) 21
( ù
x + 7 x + 9 - D x2 + 7 x + 9 + D2 x2 + 7 x + 9 ú
16 û
) ( )
=
1 é 2
4 êë
( 5
) 21 ù 1 æ 9
x + 7 x + 9 - ( 2 x + 7) + (2)ú = ç x 2 + x + ÷ .
4 16 û 4 è 2
23 ö
8ø
ax
Case IV. When X = e V, where V is a function of x
Let u be a function of x, then by successive differentiation, we have
D (eax u) = eax Du + a eax u = eax (D + a) u
D2 (eax u) = D [eax (D + a) u] = eax (D2 + aD) u + aeax (D + a) u
= eax (D2 + 2aD + a2) u = eax (D + a)2 u
Similarly, D3 (eax u) = eax (D + a)3 u
68 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
Thus, eax which is on the right of may be taken out to the left provided D is replaced by D + a.
f (D)
Example 4. Find the P.I. of (D2 – 4D + 3) y = ex cos 2x.
1 1
Sol. P.I. = 2 e x cos 2 x = e x cos 2 x
D - 4D + 3 (D + 1) - 4 (D + 1) + 3
2
1 1
= ex cos 2 x = e x cos 2 x [Putting D2 = – 22]
D - 2D
2
- 2 - 2D
2
1 x 1 1 2-D
=- e cos 2 x = - e x cos 2 x
2 2+D 2 (2 + D) (2 - D)
1 x 2-D 1 2-D
=- e cos 2 x = - e x cos 2 x
2 4-D 2
2 4 - - 22 ( )
1 x 1 x 1
=- e (2 cos 2 x - D cos 2x ) = - e (2 cos 2 x + 2 sin 2 x ) = - e x (cos 2 x + sin 2 x ) .
16 16 8
Case V. When X is any other function of x.
Resolve f (D) into linear factors.
Let f (D) = (D – m1) (D – m2) ……… (D – mn) X
1 1
Then P.I. = X= X
f (D) D - m1 D - m2 LD - mn
æ A1 A2 An ö
=ç + +L + X (By Partial fractions)
è D - m1 D - m2 D - m2 ÷ø
1 1 1
= A1 X + A2 X +L + An X
D - m1 D - m2 D - mn
m x
= A1 e 1 ò X e- m1 x
ò ò
dx + A 2 e m2 x X e - m2 x dx + L + A n emn x X e- mn x dx
é 1 ù
See solved example 11 (art. 2.8) êQ
ë D-m ò
X = emx X e - mx dxú .
û
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 69
Example 5. Find the particular solution of y¢¢ + a2y = sec ax. (P.T.U., Dec. 2002, May 2012, Dec. 2013)
Sol. Particular solution of y¢¢ + a2y = sec ax
1
= sec ax
D + a2
2
1
= sec ax
(D + ia) (D - ia)
ì 1 1 ü
ï 2ai ï
= í - ai ý sec ax
2 (By Partial fraction)
ï D - ia D + ia ï
ï
î ï
þ
1 ì 1 1 ü
= í sec ax - sec ax ý
2ai î D - ia D + ia þ
=
1
2ai {
eiax òe
- iax
sec ax dx - e- iax
òe
iax
sec ax dx }
2ai { ò (cos ax + i sin ax) sec ax dx}
1
ò (cos ax - i sin ax) sec ax dx - e
iax - iax
= e
=
1 ì
2ai î
iax
í x (e - e
- iax i ü
) + log cos ax eiax + e - iax ý
a þ
( )
1 ì i ü
= í x × 2 i sin ax + log cos ax × 2 cos ax ý
2ai î a þ
1ì cos ax ü
= í x sin ax + log cos ax ý
aî a þ
dn y dn - 1 y dn - 2 y dy
n
+ a1 n-1
+ a 2 n- 2
L an - 1 + an y = X
dx dx dx dx
Step 1. Write the equation in symbolic form
(Dn + a1 Dn – 1 + a2 Dn – 2 + …………… + an – 1 D + an) y = X
Step 2. Solve the auxiliary equation
Dn + a1 Dn – 1 + a2 Dn – 2 + …………… + an – 1 D + an = 0
70 A TEXTBOOK OF ENGINEERING MATHEMATICS
Step 3. Write the complementary function with the help of following table.
Roots of the A.E. C.F.
m1 x
1. If roots are real and distinct say c1 e + c2 e m2 x + c3 e m3 x + ……
m1, m2, m3
2. If two real roots are equal say C.F. = (c1 + c2 x) emx + c3 e m3 x + ……
m1 = m2 = m
e ax
= , provided f (a) ¹ 0.
f (a )
In case f (a) = 0 then multiply by x and differentiate the denominator w.r.t. D and continue this process
untill denominator ceases to be zero on putting D = a.
1
2. When X = sin (ax + b) P.I. = sin (ax + b) or cos (ax + b) Put D2 = –a2
or or cos (ax + b)
f D 2
1
= sin (ax + b) or cos (ax + b) provided f( -a 2 ) ¹ 0
f(- a 2 )
In case of failure apply to above mentioned rule of (1) case.
3. When X = xm then P.I. = [f (D)]– 1 xm expand f (D) By binomial theorem up to Dm and
then operate on xm.
1
4. When X = eax V, P.I. = e ax V
f (D + a)
1 1
5. If X is any other function of x, then P.I. = X . Resolve into partial fractions and operate
f (D) f (D)
each partial fraction on X.
1 1
6. Remember
D ò
X = X dx and
D-a
X = e ax X e- ax dx ò
Step 5. Then write the C.S. which is C.S. = C.F. + P.I.
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 71
ILLUSTRATIVE EXAMPLES
Example 1. Solve : (D2 + D + 1)y = (1 + sin x)2. (P.T.U., May 2007)
Sol. (D2 + D + 1) y = (1 + sin x)2
-1 ± 1 - 4 1 3
A.E. is D2 + D + 1 = 0 \ D = =- ±i
2 2 2
-x
é 3 3 ù
C.F. = e 2
êc1 cos x + c2 sin xú
êë 2 2 úû
P.I. =
1
D + D +1
2 (1 + sin x )2 =
D 2
1
+ D +1
{1 + 2 sin x + sin x}
2
1 ì 1 - cos 2 x ü 1 ì3 1 ü
= í1 + 2sin x + ý= 2 í + 2sin x - cos 2 x ý
D + D +1î
2
2 þ D + D +1î2 2 þ
3 1 1 1 1
= × . e0.x + 2 2 sin x - cos 2 x
2 D2 + D + 1 D + D +1 2 D + D +1
2
3 1 D+3 3 1
=
2
- 2 cos x -
2 - 13
cos 2 x = - 2 cos x +
2 26
[- 2 sin 2x + 3 cos 2x ]
3 1 3
= - 2 cos x - sin 2 x + cos 2 x
2 13 26
-x
é 3 3 ù 3 1 3
C.S. is y = e
ê c1 cos 2 x + c2 sin x ú + - 2 cos x - sin 2 x + cos 2 x .
ë 2 2 û 2 13 26
Example 2. Solve : (D – 2) y = 8 (e2x + sin 2x + x2).
2 (P.T.U., May 2009)
Sol. A.E. is (D – 2)2 = 0 \ D = 2, 2
C.F. = (c1 + c2 x) e2x
é ù
P.I. =
1
(D - 2) ë 2 (
é8 e 2 x + sin 2 x + x 2 ù = 8 ê
û ) 1
êë (D - 2)
2
e2 x +
1
(D - 2) 2
sin 2 x +
1
(D - 2) 2
x2 ú
úû
1
Now, e 2 x Put D = 2; case of failure
(D - 2) 2
1
= x× e2 x | Put D = 2. Case of failure
2(D - 2)
1 2x x2 2x
= x2 × e = e
2 2
1 1 1
sin 2 x = sin 2 x = sin 2 x [Q Putting D2 = – 22]
(D - 2) 2
D - 4D + 4
2
- 2 - 4D + 4
2
72 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1 1 æ cos 2 x ö 1
= - sin 2 x = - ò sin 2 x dx = - ç - ÷ = cos 2 x
4D 4 4è 2 ø 8
-2
1 1 1 1 æ Dö
x2 = x2 = x2 = çè 1 - 2 ÷ø x2
( D - 2) 2
(2 - D) 2 æ Dö
4 ç1 - ÷
2
4
è 2ø
1é ù
2
æ D ö ( - 2) ( - 3) æ D ö
= ê1 - 2 ç - ÷ + ç ÷ Lú x 2
4 ëê è 2ø 2 è 2ø úû
1 é 3 2 ù 2 1æ 2 3ö
= ê1 + D + 4 D + Lú x = 4 çè x + 2 x + 2 ÷ø
4 ë û
é x2 2 x 1 1æ 3öù
\ P.I. = 8 ê e + cos 2 x + ç x2 + 2 x + ÷ ú = 4x2 e2x + cos 2x + 2x2 + 4x + 3
ëê 2 8 4è 2 ø ûú
Hence the C.S. is y = (c1 + c2 x) e2x + 4x2 e2x + cos 2x + 2x2 + 4x + 3.
Example 3. Solve : (D + 2) (D – 1)2 y = e– 2x + 2 sinh x.
Sol. A.E. is (D + 2) (D – 1)2 = 0 \ D = – 2, 1, 1
C.F. = c1 e– 2x + (c2 + c3 x) ex
P.I. =
1
(D + 2) (D - 1) 2
(e - 2x
+ 2 sinh x )
é e x - e- x ù
=
1
(D + 2) (D - 1) 2
(e - 2x
+ e x - e- x ) ê Q sinh x =
êë 2 úû
ú
1 é 1
1 ù 1 é 1 ù
Now, e- 2 x = ê e -2 x ú = ê e -2 x ú
(D + 2) (D - 1) 2
D + 2 êë (D - 1) 2
ûú D + 2 ëê ( -2 - 1)
2
ûú
1 1 Put D = - 2
= × e– 2x
9 D+ 2 Case of failure
1 1 x
= x × e -2 x = e - 2 x
9 1 9
1 é 1
1 ù 1 é 1 xù
ex = ê ex ú = ê1 + 2 e ú
(D + 2) (D - 1) 2
(D - 1) ë D +
2 2 û (D - 1) 2 ë û
1 1 Put D = 1
= × ex
3 (D - 1) 2 Case of failure
1 1 Put D = 1
= ×x ex
3 2(D - 1) Case of failure
1 2 1 x 1 2 x
= ×x × e = x e
3 2 6
1 1 1 -x
e- x = e- x = e
(D + 2) (D - 1) 2
(- 1 + 2) (- 1 - 1) 2
4
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 73
x – 2x x2 x 1 – x
\ P.I. = e + e + e
9 6 4
x x2 x 1 – x
Hence the C.S. is y = c1 e– 2x + (c2 + c3 x) ex + e – 2 x + e + e .
9 6 4
d4 y
Example 4. Solve : – y = cos x cosh x. (P.T.U., May 2007, 2011)
dx 4
Sol. Given equation in symbolic form is (D4 – 1) y = cos x cosh x
A.E. is D4 – 1 = 0 or (D2 – 1) (D2 + 1) = 0 \ D = ± 1, ± i
C.F. = c1 ex + c2 e– x + e0x (c3 cos x + c4 sin x)
= c1 ex + c2 e– x + c3 cos x + c4 sin x
1 1 æ e x + e- x ö
P.I. = cos x cosh x = cos x ç
D4 - 1 D4 - 1 è 2 ÷ø
1é 1 1 ù 1 é 1 1 ù
= ê e x cos x + 4 e - x cos x ú = ê e x cos x + e - x cos x ú
2 ë D -1
4
D -1 4
û 2 êë (D + 1) - 1
4
(D - 1) - 1 úû
1é x 1 1 ù
= e cos x + e - x 4 cos x ú
2 êë D4 + 4D3 + 6D2 + 4D D - 4D + 6D - 4D
3 2
û
Put D2 = – 1
1 é x 1 -x 1 ù
= êe cos x + e cos x ú
2 ê (- 1)2 + 4D (- 1) + 6 (- 1) + 4 D (-1)2 - 4D(- 1) + 6(- 1) - 4D
ë ûú
1 é x 1 1 ù 1 æ e x + e- x ö 1
= êe cos x + e- x cos x ú = - ç ÷ cos x = - cosh x cos x
2 ë -5 -5 û 5è 2 ø 5
1
Hence the C.S. is y = c1 ex + c2 e– x + c3 cos x + c4 sin x – cos x cosh x .
5
d2y
Example 5. Solve: + 4 y = x sin 2x. (P.T.U., Dec. 2002)
dx 2
Sol. S.F. of given equation is
(D2 + 4) y = x sin 2x
A.E. is D2 + 4 = 0 \ D = ± 2i
C.F. is e (cos 2x + i sin 2x) = cos 2x + i sin 2x
0.x
1 1
P.I. = x sin 2 x = Imaginary part of 2 x ei 2 x
D +4
2
D +4
1
= Imaginary part of ei 2 x x
( D + 2 i )2 + 4
1
= Imaginary part of ei 2 x x
D + 4i D – 4 + 4
2
74 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
= Imaginary part of ei 2 x x
é D2 ù
4i D ê1 + ú
êë 4i D úû
-1
ei 2 x é iD ù
= Imaginary part of ê1 - ú x
4i D ë 4 û
- i ei 2 x 1 é i D ù
= Imaginary part of × ê1 + x
4 Dë 4 úû
- i ei 2 x 1 é iù
= Imaginary part of × × êx + ú
4 D ë 4û
- i ( cos 2 x + i sin 2 x ) æ x 2 i x ö
= Imaginary part of ×ç + ÷
4 è 2 4ø
x2 x
=– cos 2 x + sin 2 x
8 16
C.S. is y = C.F. + P.I.
x2 x
= c1 cos 2 x + c2 sin 2 x - cos 2 x + sin 2 x .
8 16
d2y dy
Example 6. Solve : 2
– 2 + y = x e x sin x .
dx dx
(P.T.U., Dec. 2003, Jan. 2010, Dec. 2010, May 2011, Dec. 2012)
Sol. Given equation in symbolic form is (D2 – 2D + 1) y = x ex sin x
A.E. is D2 – 2D + 1 = 0 or (D – 1)2 = 0 \ D = 1, 1
C.F. = (c1 + c2 x) ex
1 1
P.I. = e x . x sin x = e x . x sin x
(D - 1)2 (D + 1 - 1)2
1 1
= ex
D2
x sin x = e x
D ò
x sin x dx
x 1 é 1
Integrating by parts =e x (- ò
cos x ) -1( -cos x ) dx ù = e x (- sin x )
x cos x +
D ê
ë ú
û D
{ }
= e x ò (- x cos x + sin x ) dx = e x é - x sin x - ò 1 .sin x dx - cos x ù
ë û
= e x [– x sin x – cos x – cos x ] = – e x x sin x + 2 cos x
Hence the C.S. is y = (c1 + c2 x) ex – ex (x sin x + 2 cos x).
d2y dy
Example 7. Solve : 2
-2 + y = ex sin x. (P.T.U., May 2006, Dec. 2011)
dx dx
d2y dy
Sol. -2 + y = ex sin x
dx 2 dx
S.F. is (D2 – 2D + 1) y = ex sin x
A.E. is m2 – 2m + 1 = 0 i.e., m = 1, 1.
C.F. is (c1 + c2x) ex
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 75
1 1
P.I. = e x sin x = e x sin x
D - 2D + 1
2
(D – 1) 2
x 1 1
= e sin x = e x . sin x
( D + 1 – 1) 2
D2
Put D2 = – 1
x sin x
= e = - e x sin x
-1
\ C.S. is y = C.F. + P.I.
y = (c1 + c2x) ex – ex sin x = ex [c1 + c2x – sin x].
x
- æ 3 ö
Example 8. Solve the differential equation (D4 + D2 + 1) y = e 2 cos ç x÷ . (P.T.U., May 2004)
è 2 ø
x
- æ 3 ö
Sol. (D4 + D2 + 1) y = e 2 cos ç x÷
è 2 ø
A.E. is m4 + m2 + 1 = 0
-1 ± 1 - 4 1 3
m2 = = - ±i
2 2 2
2p 2p 2p 2p
m2 = cos + i sin and cos - i sin
3 3 3 3
2p æ 2p ö
i.e., m2 = cis and cis ç -
3 è 3 ÷ø
2p
when m2 = cis
3
1
é æ 2p ö ù 2
then m = êcis ç 2k p + ÷
ë è 3 ø ûú
2p
2k p +
m = cis 3 , k = 0, 1
2
2p 8p p 4p
m = cis , cis = cis , cis
6 6 3 3
p 4p 1 3 1 3
i.e., two values of m corresponding to cis , cis are + i , - -i
3 3 2 2 2 2
Other two values are obtained by changing i to – i.
76 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 3 1 3
\ Four values of m are ±i , - ±i
2 2 2 2
x æ 3 ö -2 x æ 3 ö
1 1
3 3
C.F. = e 2 ç c1 cos x + c2 sin x÷ + e ç c3 cos 2 x + c4 sin 2 x ÷
è 2 2 ø è ø
x
1 - æ 3 ö
P.I. = e 2 cos
ç 2 x÷
D + D +1
4 2
è ø
x
- 1 æ 3 ö
=e 2
4 2
cos ç x÷ [Using art. 2.7 Case IV]
æ 1ö æ 1ö è 2 ø
çè D - 2 ÷ø + çè D - 2 ÷ø + 1
x
- 1 æ 3 ö
=e 2 cos ç x÷
5 3 21 è 2 ø
D 4 - 2D3 + D 2 - D +
2 2 16
3
Put D2 = -
4
x æ 3 ö
- 1
=e 2 cos ç x÷
9 3 15 3 21 è 2 ø
+ D- - D+
16 2 8 2 16
x
– 1 æ 3 ö
=e 2 cos ç x÷ i.e., case of failure
0 è 2 ø
x
- x æ 3ö
=e 2 cos ç ÷ x
3 è 2 ø
4D3 - 6D 2 + 5D -
2
3
Put D2 = -
4
x
- x æ 3 ö
=e 2 cos ç x÷
9 3 è 2 ø
-3D + + 5D -
2 2
x x
- 1 æ 3 ö - 2D - 3 3
= xe 2 cos ç x÷ = x e 2 cos x
2D + 3 è 2 ø 4D - 9
2 2
x
x -
- (2D - 3) 3 - xe 2 ì
ï 3 3 ü
3 ï
= xe 2 cos x= . í- 2. sin x - 3cos xý
- 12 2 12 ï
î 2 2 2 ïþ
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 77
x
-
xe 2 é 3 3 ù
= ê 3 sin x + 3cos xú
12 ëê 2 2 úû
x
-
xe 2 é 3 3 ù
+ . ê 3 sin x + 3cos xú .
12 êë 2 2 ûú
Example 9. Solve : (D2 – 6D + 13) y = 8e3x sin 4x + 2x. (P.T.U., Dec. 2005)
2
Sol. A.E. is D – 6D + 13 = 0
6±
36 - 12
D= = 3 ± 2i
2
C.F. = e3x (c1 cos 2x + c2 sin 2x)
1
P.I. = (8e3x sin 4x + 2x)
D - 6D + 13
2
1 1
=8 e3x sin 4x + 2 2x
D2 - 6D + 13 D - 6D + 13
1 1 x
= 8e3x e log 2
bD + 3g b g
sin 4x +
2
- 6 D + 3 + 13 D - 6D + 13
2
1 1
= 8e3x sin 4x + 2 ex log 2
D +42
D - 6D + 13
(Put D2 = – 16) (Put D = log 2)
1 1
= 8e3x . sin 4x + ex log 2
- 16 + 4 ( )
log 2
2
- 6 log 2 + 13
8e 3 x 1
2x
b g
= sin 4x +
- 12 log 2
2
- 6 log 2 + 13
2 3x 1
C.S. is y = e3x (c1 cos 2x + c2 sin 2x) – e sin 4 x + 2x .
3 b
log 2 g 2
- 6 log 2 + 13
2 –x
Example 10. Solve : (D + 2D + 2) y = e sec x. (P.T.U., Dec. 2002)
Sol. A.E. is D2 + 2D + 2 = 0
-2± 4 -8 - 2 ± 2i
D= = =–1±i
2 2
C.F. = e–x [c1 cos x + c2 sin x]
78 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1
P.I. = e–x sec x = e–x sec x
D + 2D + 2
2
(D - 1) 2
+ 2 (D - 1) + 2
1 1
= e–x sec x = e–x sec x
D +12
(D + i ) ( D – i )
é 1 1 ù
ê 2i 2i ú
= e- x ê - ú sec x [By Partial fractions]
êD – i D + iú
êë úû
e- x é 1 1 ù
= ê - ú sec x
2i ë D – i D + i û
Now,
1
D–i
sec x = eix z e - ix sec x dx = eix ò (cos x - i sin x) cos x dx
1
1
Similarly, sec x = e–ix [x – i log cos x]
D+i
e - x ix
\ P.I. = [e (x + i log cos x) – e–ix (x – i log cos x)]
2i
e- x
= [x (eix – e–ix) + i log cos x (eix + e–ix)]
2i
e- x
= [x ◊ 2i sin x + i log cos x ◊ 2 cos x] = e–x (x sin x + cos x log cos x)
2i
C.S. is y = e–x [c1 cos x + c2 sin x + x sin x + cos x log cos x].
d2y dy ex
Example 11. Solve : 2
+3 + 2y = e . (P.T.U., Dec. 2003, 2012)
dx dx
d2y dy ex
Sol. +3 + 2y = e
dx 2 dx
x
e
S.F. is (D2 + 3D + 2) y = e
A.E. is m2 + 3m + 2 = 0 \ m = – 1, – 2
C.F. is c1 e–x + c2 e–2x
1 x 1 x
P.I. = ee = ee
D + 3D + 2
2
( D + 1) (D + 2)
é 1 1 ù ex
= ê - úe [By Partial fractions]
ëD +1 D + 2û
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 79
1 x 1 x
= ee - ee
D +1 D+2
1
òe ex
òe ò e-
x
= e- dx - e - 2 x
x x 2x
.e e e dx Q X = e ax ax
X dx
D–a
Put ex = t \ ex dx = dt
= e- x òe t
dt - e - 2 x òt e t
dt = e–x et – e–2x (t – 1) et
x
x e
= e–x e e – e–2x (ex – 1) e
x
x e
= e e [e–x – e–x + e–2x] = e–2x e .
Example 12. Solve : (D2 – 4D + 4) y = 8x2 e2x sin 2x. (P.T.U., May 2002)
Sol. (D2 – 4D + 4) y = 8x2 e2x sin 2x
A.E. is m2 – 4m + 4 = 0 or (m – 2)2 = 0 \ m = 2, 2
\ C.F. = (c1 + c2x) e2x
1 1
P.I. = 8 x 2 e 2 x sin 2 x = 8 x 2 e 2 x sin 2 x
D - 4D + 4
2
( D - 2) 2
æ 1 ö 1
2x
= 8e . ç ÷ x 2 sin 2 x = 8e 2 x . 2 x 2 sin 2 x
çè ( D + 2 - 2) ÷ø
2
D
1
= 8e 2 x × òx
2
sin 2 x dx Integrate by parts
D
= 8e 2 x ×
D î
( )
1 ì 2 æ cos 2 x ö
×í x ç-
è 2 ø
÷
æ sin 2 x ö
- ( 2x) ç -
è 4 ø
÷
æ cos 2 x ö ü
+2ç
è 8 ÷ø þ
ý
æ cos 2 x ö
= 4e 2 x ò çè - x cos 2 x + x sin 2 x +
2
dx Integrate by parts
2 ÷ø
é 3 ù
= 2e 2 x ê - x 2 sin 2 x - 2 x cos 2 x + sin 2 x ú
ë 2 û
2x 2
= – e [(2x – 3) sin 2x + 4x cos 2x]
C.S. is y = (c1 + c2 x) e2x – e2x [(2x2 – 3) sin 2x + 4x cos 2x].
80 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1 æ 1ö 1 æ1 ö
= 3 2
x2 ex + 3 çè 2 ÷ø - 3
2 2 çè 2 cos 2 x ÷ø
D + 2D + D D + 2D + D D + 2D + D
x 1 1 1 1 1
= e x2 + . 3 e 0. x - . 3 cos 2 x
( D + 1) 3
+ 2 ( D + 1) + ( D + 1)
2 2 D + 2D + D
2 2 D - 2D 2 + D
ex é 2 8 11 ù x
ê x - 4 (2 x ) + 4 (2)ú + 2 - 200 ëé3 (- 2 sin 2 x ) - 8 cos 2 x ûù
1
=
4 ë û
ex é 2 11 ù x 3 cos 2 x
x - 4x + ú + + sin 2 x +
4 êë
=
2 û 2 100 25
ex é 2 11 ù x 3 cos 2 x
C.S. y = c1 + (c2 + c3 x) e–x + x - 4x + ú + + sin 2 x +
4 êë 2 û 2 100 25
which is the required solution.
1.
d3 y
dx 3
+ y = 3 + 5ex 2.
d2y
dx 2 (
- 4y = 1 + ex ) 2
d2y dy d2 y dy
3. + 4 + 5 y = -2cosh x 4. (a) -2
+ 5 y = sin 3x
dx 2 dx dx dx
2
(b) (D2 + a2) y = sin ax (P.T.U., May 2009)
3 2 3
d y d y dy d y x
5. + + + y = sin 2x 6. + y = sin 3 x - cos 2
dx 3
dx 2 dx dx 3 2
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 81
7. D - 4D + 3 y = sin 3x cos 2 x
2
(P.T.U., Jan. 2009)
2
d y
8. (D2 – 3D + 2) y = 6e– 3x + sin 2x 9. + 4 y = e x + sin 2 x
dx2
d3y d2y dy d2 y
10. -2 +4 = e2 x + sin 2x 11. - 4 y = x2
dx 3
dx 2 dx dx2
d3 y d2 y dy d2 y dy
12. - -6 = 1 + x2 13. + = x2 + 2 x + 4
dx 3
dx 2 dx dx 2 dx
d2y
14.
dx 2
+ y = e2 x + cosh 2 x + x3 15. D 2
- 3D + 2 y = 2e x cos
x
2
(P.T.U., Dec. 2003)
é 1 x 1 1 xù
ê Hint: P.I. = 2 2e x cos = 2e x = 2e x 2
2 úú
cos
êë D - 3D + 2 2 (D + 1) 2 - 3(D + 1) + 2 D -D û
d2y dy d4y
16. - 3 + 2 y = x e3 x + sin 2 x 17. - y = e x cos x
dx 2 dx dx4
18. (D2 – 2D) y = ex sin x 19. (D2 + 4D + 8) y = 12 e– 2x sin x sin 3x
d2y d2y
20. 2
+ 2 y = x 2 e3 x + e x cos 2 x 21. + y = cosec x
dx dx 2
x d2 y
22. (D – 1)2 (D + 1)2 y = sin 2 + ex + x 23. - 4 y = x sinh x (P.T.U., May 2012)
2 dx2
d2 y
24. (D2 – 1) y = x sin x + (1 + x2) ex 25. + 4 y = 4 tan 2 x
dx2
ANSWERS
1
xæ3 3 ö 5
1. y = c1 e - x + x + c3 sin
e 2 ç c2 cos x÷ + 3 + e x
è 2 2 ø 2
1 2 1
2. y = c1 e 2 x + c2 e - 2 x - - e x + xe 2 x
4 3 4
1 1
3. y = e - 2 x c1 cos x + c2 sin x - e x - e - x
10 2
1
(a) y = e c1 cos 2 x + c2 sin 2 x + 3cos3 x - 2sin 3 x
x
4.
26
x cos ax
(b) y = c1 cos ax + c 2 sin ax -
2a
1
5. y = c1 e + c2 cos x + c3 sin x + 2cos 2 x - sin 2 x
-x
15
1
xæ
3 3 ö 1
6. y = c1 e -x
+ x + c3 sin
e 2 ç c2 cos x÷ + sin 3x + 27cos3x - 1 - 1 (cos x - sin x)
è 2 2 ø 730 2 4
1 1
7. y = c1 e x + c2 e3 x + (10cos5 x - 11sin 5 x) + (sin x + 2cos x)
884 20
3 1
8. y = c1 e x + c2 e 2 x + e - 3 x + (3cos 2 x - sin 2 x)
10 20
1 x
9. y = c1 cos 2 x + c2 sin 2 x + e x - cos 2 x
5 4
10. 1
y = c1 + e x c2 cos 3 x + c3 sin 3x + e 2 x + sin 2 x
8
82 A TEXTBOOK OF ENGINEERING MATHEMATICS
2x - 2x 1 æ 2 1ö
11. y = c1 e + c2 e - çè x + 2 ÷ø
4
1 æ 3 x 2 25 ö
12. y = c1 + c2 e 3 x + c3 e - 2 x - x - + x
18 çè 2 6 ÷ø
x3
13. y = c1 + c2 e - x + + 4x
3
1 2x 1 3
14. y = c1 cos x + c2 sin x + e + cosh 2 x + x - 6 x
5 5
8 æ x xö
15. y = c1 e x + c2 e 2 x - e x ç 2sin + cos ÷
5 è 2 2ø
x 2x 1 3x 1
16. y = c1 e + c2 e + e (2 x - 3) + (3cos 2 x - sin 2 x )
4 20
x -x 1 x
17. y = c1 e + c2 e + c3 cos x + c4 sin x - e cos x
5
1 x
18. y = c1 + c2 e 2 x - e sin x
2
1
19. y = e - 2 x c1 cos 2 x + c2 sin 2 x + e - 2 x 3x sin 2 x + cos 4 x
2
e3 x æ 2 12 50 ö e x
20. y = c1 cos 2 x + c2 sin 2 x + çè x - x + ÷ + 4sin 2 x - cos 2 x
11 11 121ø 17
21. y = c1 cos x + c2 sin x + sin x log sin x - x cos x
1 1 x2 x
22. y = c1 + c2 x e + c3 + c4 x e +
x -x
- cos x + e +x
2 8 8
2x - 2x x 2
23. c1 e + c2 e - sinh x - cosh x
3 9
1
2
1
24. y = c1 e x + c2 e - x - x sin x + cos x + x e x 2 x 2 - 3x + 9
12
25. y = c1 cos 2x + c2 sin 2x – cos 2x log (sec 2x + tan 2x).
ILLUSTRATIVE EXAMPLES
Example 1. Find the general solution of the equation y¢¢ + 16y = 32 sec 2x ; using method of variation of
parameters. (P.T.U., May 2008, 2010)
Sol. Given equation in symbolic form is (D2 + 16) y = 32 sec 2x
A.E. is D2 + 16 = 0 \ D = ± 4i
C.F. is y = c1 cos 4x + c2 sin 4x
Here y1 = cos 4x, y2 = sin 4x, X = 32 sec 2x
y1 y2 cos 4 x sin 4 x
W= = =4
y1¢ y2¢ - 4 sin 4 x 4 cos 4 x
y2 X y1 X
P.I. = uy1 + vy2 where u = –
W ò dx and v =
W ò
sin 4 x × 32 sec 2 x cos 4 x × 32 sec 2 x
\ P.I. = – cos 4 x ò 4
dx + sin 4 x ò
4
dx
1 2 cos 2 2 x - 1
ò
= – 8 cos 4 x 2 sin 2 x cos 2 x ×
cos 2 x
dx + 8 sin 4 x ò
cos 2 x
dx
ò
= -16 cos 4 x sin 2 x dx + 8 sin 4 x
ò (2 cos 2 x - sec 2 x) dx
é cos 2 x ù é 2 sin 2 x log (sec 2 x + tan 2 x ) ù
= - 16 cos 4 x ê - ú + 8 sin 4 x ê - ú
ë 2 û ëê 2 2 ûú
= 8 cos 4x cos 2x + 8 sin 4x sin 2x – 4 sin 4x log (sec 2x + tan 2x)
= 8 cos (4x – 2x) – 4 sin 4x log (sec 2x + tan 2x)
= 8 cos 2x – 4 sin 4x log (sec 2x + tan 2x)
\ C.S. is y = C.F. + P.I.
= c1 cos 4x + c2 sin 4x + 8 cos 2x – 4 sin 4x log (sec 2x + tan 2x).
e3x
Example 2. Solve: y¢¢ – 6y¢ + 9y = by variation of parameter method.
x2
(P.T.U., May 2010, 2012, Dec. 2012, 2013)
Sol. Equation in the symbolic form is
e3 x
(D2 – 6D + 9) y =
x2
84 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ 1ö
= - e 3 x log x + x e 3 x ç - ÷ = - e 3 x (1 + log x )
è xø
C.S. is y = (c1 + c2 x)2 e3x – e3x (1 + log x)
= e3x [c1 + c2 x – 1 – log x] = e3x [(c1 – 1) + c2 x – log x]
= e3x c1¢ + c2 x - log x , where c1¢ = c1 – 1 is the required solution.
Example 3. Solve by method of variation of parameters the differential equation
d2 y dy
+3 + 2 y = sin ( e x ). (P.T.U., May 2012)
dx 2 dx
Sol. Equation in symbolic form is
(D2 + 3D + 2)y = sin ex
A.E. is D2 + 3D + 2 = 0
(D + 1) (D + 2) = 0
D = – 1, D = – 2
C.F. = c1 e–x + c2 e–2x
= c1 y1 + c2 y2
where y1 = e–x, y2 = e–2x, X = sin ex
y1 y2 e- x e- 2 x
W= =
y1¢ y2¢ - e- x - 2e - 2 x
= –2e–3x + e–3x = – e–3x
y2 X y1X
P.I. = uy1 + vy2, where u = - ò W
dx and v = ò W
dx
e -2 x sin e x e - x sin e x
\ P.I. = - e - x ò - e-3 x
dx + e - 2 x ò - e- 3 x
dx
ò
= e - x e x sin e x dx - e - 2 x e 2 x sin e x dxò
Put ex = t \ ex dx = dt
ò
= e - x sin t dt - e - 2 x t sin t dt ò
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 85
{
= - e - x cos e x + e - 2 x e x cos e x + sin e x }
= - e - x cos e x + e - x cos e x + e - 2 x sin e x
= e - 2 x sin e x
C.S. is y = c1 e- x + c2 e - 2 x + e - 2x sin e x
Example 4. Solve the differential equation (D2 + 1)y = cosec x cot x. (P.T.U., May 2011)
Sol. Given differential equation is
(D2 + 1)y = cosec x cot x
A.E. is D2 + 1 = 0 \ D = ± i
C.F. = c1 cos x + c2 sin x = c1 y1 + c2 y2
where y1 = cos x, y2 = sin x
and X = cosec x cot x
y1 y2 cos x sin x
W= = =1
y1¢ y2¢ - sin x cos x
P.I. = uy1 + vy2
y2 X y1 X
where u= - ò W
dx and v = ò W
dx
d2 y d2y
1. 2
+ y = cosec x 2. + 4 y = tan 2 x (P.T.U., Dec. 2010)
dx dx2
d2 y d2 y
3. 2
+ 4 y = sec 2x (P.T.U., May 2004) 4. + 4 y = 4 sec2 2 x (P.T.U., Jan. 2009)
dx dx2
[Hint: Consult S.E. 1]
d2y
5. + y = x sin x 6. y¢¢ – 2y¢ + 2y = ex tan x.
dx2
d2y
7. + y = sec x (P.T.U., Dec. 2003, 2005)
dx 2
86 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
1. y = c1 cos x + c2 sin x – x cos x + sin x log sin x
1
2. y = c1 cos 2x + c2 sin 2x – cos 2 x log (sec 2x + tan 2 x)
4
1 x
3. y = c1 cos 2x + c2 sin 2x + cos 2x log cos 2x + sin 2x
4 2
4. y = c1 cos 2x + c2 sin 2x – 1 + sin 2x log (sec 2x + tan 2x)
x x2
5. y = c1 cos x + c2 sin x + sin x - cos x
2 4
6. y = e c1 cos x + c2 sin x - e cos x log (sec x + tan x)
x x
d2y dy
Example 1. Solve: x + ( x - 2) - 2y = x3.
2 dx
dx
Sol. In symbolic form equation is
[xD2 + (x – 2) D – 2] y = x 3 …(1)
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 87
Now, xD2 + (x – 2) D – 2 = xD2 + xD – 2D – 2
= xD (D + 1) – 2 (D + 1)
= (xD – 2) (D + 1)
\ (1) becomes (xD – 2) (D + 1) y = x 3 …(2)
Let (D + 1) y = v …(3)
\ (2) becomes (xD – 2) v = x 3
dv
or x - 2v = x 3
dx
dv 2
or - v = x2 …(4)
dx x
which is a linear equation in x and v
2
Its
ò - dx -2 1
I.F. = e x = e - 2 log x = e 2 log x = x -2 = 2
x
1 1
\ Solution of (4) is v×
x2
= òx 2
x dx + C1
2
= x + C1
\ v = x3 + C1x2
Substituting the value of v in (3)
(D + 1) y = x3 + C1x2
dy
+ y = x3 + C1x2; again a linear differential equation
dx
I.F. = eò
1 dx
= ex
ò
\ Solution in y ex = e x ( x 3 + C1 x 2 ) dx + C 2
Integrate by parts (Chain rule)
\ y ex = (x3 + C1x2) (ex) – (3x2 + 2C1x) (ex) + (6x + 2C1) ex – (6) ex + C2
\ y = x3 + C1x2 – 3x2 – 2C1x + 6x + 2C1 – 6 + C2 e– x
= x3 + (C1 – 3) x2 – 2 (C1 – 3) x + 2 (C1 – 3) + C2 e– x
or y = x3 + C¢ x2 – 2C¢ x + 2C¢ + C2 e– x , where C1 – 3 = C¢
Example 2. Factorise the operator on the LHS of [(x + 2) D2 – (2x + 5) D + 2] y = (x + 1) ex and hence
solve.
Sol. (x + 2) D2 – (2x + 5) D + 2 = (x + 2) D2 – (2x + 4 + 1) D + 2
= (x + 2) D2 – 2 (x + 2) D – (D – 2)
= (x + 2) D (D – 2) – (D – 2)
= [(x + 2) D – 1] [D – 2]
\ Given equation is
[(x + 2) D – 1] [D – 2] y = (x + 1) ex …(1)
Let (D – 2) y = v …(2)
\ (1) becomes [(x + 2) D – 1] v = (x + 1) ex …(3)
dv
or ( x + 2) - v = (x + 1) ex
dx
88 A TEXTBOOK OF ENGINEERING MATHEMATICS
dv 1 x +1 x
or - v = e …(4)
dx x + 2 x+2
which is a linear differential equation
1
ò - x + 2 dx -1 1
I.F. = e = e- log ( x + 2) = elog ( x + 2) = ( x + 2)- 1 =
x+2
\ Solution of (4) is
1 x +1 1 x +1
v×
x+2
= ò x+2 e
x
×
x+2
dx + C1 = ò ( x + 2) 2
e x dx + C1
x + 2 -1 é 1 1 ù x
= ò ( x + 2) 2
e x dx + C1 =
ò ê - 2ú
ëê x + 2 ( x + 2) ûú
e dx + C1
1
=
x+2
e x + C1 é Using
ëê ò [ f ( x) + f ¢( x)] e x dx = f ( x) e x ùûú
i.e., v = ex + C1 (x + 2)
From (2), (D – 2) y = ex + C1 (x + 2)
dy
or - 2 y = ex + C1 (x + 2), which is again linear in x and y
dx
I.F. = e– 2x
Solution is y e –2x =ò e- 2x
(e x + C1 x + 2C1 ) dx + C2
= ò (e - x
)
+ C1 x e - 2 x + 2C1 e - 2 x dx + C2
e- x é e- 2 x æ e- 2 x ö ù e- 2x
= + C1 ê x - (1) ç 2÷ ú + 2C1 + C2
-1 ëê -
2 è ( - 2) ø ûú -2
1 C
= - e- x -
C x e - 2 x - 1 e - 2 x - C1 e - 2 x + C2
2 1 4
æ C 5 ö
\ y = - e x + ç - 1 x - C1 ÷ + C2 e 2 x
è 2 4 ø
C
= - e x - 1 (2 x + 5) + C2 e2 x
4
Example 3. Solve: 3x2 y≤ + (2 – 6x2) y¢ – 4y = 0.
Sol. Symbolic form of the given equation is
[3x2 D2 + (2 – 6x2) D – 4] y = 0 …(1)
Now, 3x2D2 + (2 – 6x2) D – 4 = (3x2 D2 – 6x2 D) + (2D – 4)
= 3x2 D (D – 2) + 2 (D – 2)
= (3x2 D + 2) (D – 2)
\ (1) is (3x2 D + 2) (D – 2) y = 0 …(2)
Let (D – 2) y = v …(3)
\ From (2) (3x D + 2) v = 0
2
dv
or 3 x2 + 2v = 0
dx
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 89
Separate the variables
1 2
dv = - dx
v 3x 2
Integrate both sides,
2 x -1
log v = - + C1
3 -1
2
or log v = + C1
3x
2 2
or v= e x
3 e C1
= C1¢ e x
3 , where C1¢ = eC1
Substitute the value of v in (3)
2
(D – 2) y = C1 e 3 x
2
dy
or - 2 y = C1 e 3 x , which is a linear differential equation
dx
I.F. = e ò
- 2 dx
\ = e– 2x
2
Solution is y e– 2x =
ò e - 2 x .C1 e 3 x dx + C2
2
or
ò
y e– 2x = C1 e - 2 x . e 3 x dx + C2
òe
2x - 2x
or y = C1 e .e x
3 dx + C 2 e 2 x
ANSWERS
1
òxe
-x
1. y = C1 e x dx + C 2 e x + e x log x 2. y = C1 (x – 1) + C2 e– x + x2
1
- 2x + 1 -x
3. y = C1 e2x + C2 (2x + 7) – ex (x + 4) 4. y = C1 e x
ò e x dx + C2 e x -
2
e
5. y = C1 (x2 + 1) + C2 e– x 6. y = C1 (x – 1) + C2 e– x
90 A TEXTBOOK OF ENGINEERING MATHEMATICS
n -1 n -2
dn y n -1 d n-2 d y dy
An equation of the form x n + a x + a x + ........... + an -1 x + an y = X …(1)
dx n -1 dx n - 2
1 2
dx n dx
where ai’ s are constant and X is a function of x, is called Cauchy ’s homogeneous linear equation.
Such equation can be reduced to linear differential equations with constant coefficients by the substitution
x = ez i.e., z = log x.
dy dy dz dy 1 dy dy d
so that = × = × or x = = Dy , where D =
dx dz dx dz x dx dz dz
d2y d æ 1 dy ö 1 dy 1 d 2 y dz
= ç × ÷ = - + × ×
dx 2 dx è x dz ø x 2 dz x dz 2 dx
1 dy 1 d 2 y æ dz 1 ö
=- + çèQ dx = x ÷ø
x 2 dz x 2 dz 2
d2y d 2 y dy
or x2 = - = D 2 y - Dy = D(D - 1) y
dx 2 dz 2 dz
d3y
Similarly, x3 = D (D – 1) (D – 2)y and so on.
dx3
Substituting these values in equation (1), we get a linear differential equation with constant coefficients,
which can be solved by the methods already discussed.
ILLUSTRATIVE EXAMPLES
d2y dy
Example 1. Obtain the general solution of the equation 2x 2 2
+x - 6y = 0 . (P.T.U., Dec. 2013)
dx dx
d 2y dy
Sol. 2 x 2 +x - 6y = 0 ...(1)
dx 2 dx
It is Cauchy’s homogeneous linear differential equation
Put x = ez \ z = log x
dy d2y d
x = Dy; x2 = D (D – 1) y, where D =
dx dx 2 dz
Equation (1) becomes
2D (D – 1) y + Dy – 6y = 0
or (2D2 – D – 6) y = 0
A.E. is 2D2 – D – 6 = 0
(D – 2) (2D + 3) = 0
3
i.e., D = 2, D = -
2
3
- z
Solution is y = c1 e2z + c2 e 2 = c1x2 + c2x–3/2.
d 3y d 2y 1ö æ
Example 2. Solve x 3 + 2x 2 + 2y = 10 ç x +
. (P.T.U., June 2003, May 2009, Dec. 2012)
dx 3
dx 2 x ÷ø è
Sol. Given equation is Cauchy’s homogeneous linear equation
Put x = ez i.e., z = log x
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 91
dy d2y
so that x = Dy, x2 = D(D –1) y
dx dx 2
d 3y d
x3 = D (D – 1)(D – 2)y, where D =
dx3 dz
Substituting these values in the given equation, it reduces to
[D (D – 1) (D – 2) + 2D (D – 1) + 2]y = 10(ez + e–z)
or (D3 – D2 + 2) y = 10(ez + e–z)
which is a linear equation with constant coefficients.
Its A.E. is D3 – D2 + 2 = 0 or (D + 1) (D2 – 2D + 2) = 0
2 ± 4 -8
\ D = -1, = -1, 1 ± i
2
c1
\ C.F. = c1e–z + ez (c2 cos z + c3 sin z) = + x [c2 cos (log x) + c3 sin (log x)]
x
1 æ 1 1 ö
P.I. = 10 (e z + e - z ) = 10 ç 3 ez + 3 e- z ÷
D -D +2
3 2 è D -D +2
2
D -D +2
2 ø
æ 1 1 ö æ1 1 ö
= 10 ç 3 2 e z + z. 2 e - z ÷ = 10 ç e z + z. e- z ÷
è1 -1 + 2 3D - 2D ø è2
2
3( -1) - 2( -1) ø
2
= 5e z + 2 ze- z = 5 x + log x
x
c1 2
Hence the C.S. is y = + x éëc2 cos(log x ) + c3 sin(log x ) ùû + 5 x + log x.
x x
d 2 y 1 dy 12 log x
Example 3. Solve the differential equation 2
+ = . (P.T.U., Dec. 2005)
dx x dx x2
d 2 y 1 dy 12 log x
Sol. + =
dx 2
x dx x2
Multiply by x2 ;
d2y dy
x2 +x = 12 log x, which is Cauchy’s homogeneous linear equation.
dx 2
dx
Put x = ez \ z = log x
dy d2y
x = Dy ; x 2 = D (D – 1) y, we get
dx dx 2
D (D – 1) y + Dy = 12z
D2 y = 12z
A.E. is D2 = 0 \ D = 0, 0
C.F. = c1 + c2 z
1 1 æ z2 ö z3
P.I. = (12z) = 12 ◊ = 12 × = 2 z3
D2 D çè 2 ÷ø 6
C.S. is y = C.F. + P.I.
92 A TEXTBOOK OF ENGINEERING MATHEMATICS
= c1 + c2 z + 2z3
y = c1 + c2 log x + 2 (log x)3.
dy d2y d
\ Put x = ez \ z = log x ; x = Dy, x2 = D2y, where D =
dx dx 2 dz
sin ( z ) + 1
\ [D (D – 1) – 3D + 1] y = z
ez
or [D2 – 4D + 1] y = e–z z (sin z + 1)
4± 16 - 4
A.E. is D2 – 4D + 1 = 0 i.e., D = = 2± 3
2
\ C.F. = c1 e
(2 + 3 ) z + c2 e
(2 - 3 ) z = c1 x
2+ 3
+ c2 x
2- 3
1 1
P.I. = e - z z (sin z + 1) = e - z z (1 + sin z)
D - 4D + 1 (D – 1) - 4 (D – 1) + 1
2 2
ì
-z ï 1 1 ü
ï
= e í 2 z+ 2 z sin zý
ï D - 6D + 6
î D - 6D + 6 ï
þ
= e–z [I1 + I2] …(1)
-1
1 1 é D2 ù 1é D2 ù
where I1 = z= ê1 - D + ú z= ê1 + D + ú z
D 2 - 6D + 6 6 êë 6 úû 6 ëê 6 úû
1
= [z + 1]
6
1
I2 = z sin z
D - 6D + 6
2
1 1 é d ù
We know that ( x V) = x V+ê f (D)ú V [Note this P.I.]
f ( D) f (D ) ëdD û
1 d æ 1 ö
=z sin z + sin z
D - 6D + 6
2 d D è D - 6D + 6 ÷ø
ç 2
Put D2 = – 1
1 2D – 6
=z sin z - sin z
5 - 6D
2
D 2 - 6D + 6
5 + 6D 2D – 6
=z sin z - sin z
2 2
25 – 36D D 2 - 6D + 6
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 93
Put D2 = – 1
éz +1 z
(27 sin z + 191 cos z) ùú
2
P.I. = e - z ê + (5 sin z + 6 cos z) +
ë 6 61 3721 û
é1 log x ù
{ } { }
1 2
= ê ( log x + 1) + 5 sin ( log x) + 6 cos ( log x ) + 27 sin ( log x) + 191 cos ( log x ) ú
x êë 6 61 (61) 2
úû
{ }
1 1
C.S. is y = c1 x
2+ 3
+ c2 x
2- 3
+ (1 + log x ) + é log x 5 sin ( log x) + 6 cos ( log x)
6x 61x ë
ù
{ }
2
+ 27 sin (log x ) + 191 cos ( log x ) ú
61 û
d2 y dy
Example 5. Solve : x 2 2
+x + y = log x sin (log x) . (P.T.U., Dec. 2003, Jan 2010)
dx dx
Sol. Given equation is a Cauchy’s homogeneous linear equation.
dy d2y
Put x = ez i.e., z = log x so that x = Dy , x 2 2 = D(D - 1) y
dx dx
d
where D = dz .
Substituting these values in the given equation, it reduces to [D(D – 1) + D + 1] y = z sin z
94 A TEXTBOOK OF ENGINEERING MATHEMATICS
or (D2 + 1) y = z sin z
Its A.E. is D2 + 1 = 0 so that D = ± i
C.F. = c1 cos z + c2 sin z = c1 cos (log x) + c2 sin (log x)
1 1
P.I. = z sin z = Imaginary part of zeiz
D2 + 1 D2 + 1
iz 1 1
= I.P. of e z = I.P. of eiz 2 z
(D + i ) + 1
2
D + 2iD
1 1
= I.P. of eiz z = I.P. of eiz z
æ Dö æ iD ö
2iD ç 1 + ÷ 2iD ç 1 - ÷
è 2i ø è 2ø
-1
1 iz 1 æ iD ö 1 iz 1 æ iD ö
= I.P. of e ç1 - ÷ø z = I.P. of e ç 1+ + .....÷ z
2i Dè 2 2i D è 2 ø
1 iz 1 æ iö 1 æ iö
= I.P. of
2i
e
Dèç z + ÷ = I.P. of eiz ç z + ÷ dz
2ø 2i è 2ø ò
i æ z2 i ö æ i zö
= I.P. of - eiz ç + z÷ = I.P. of eiz ç - z 2 + ÷
2 è 2 2 ø è 4 4ø
æ i zö z2 z
= I.P. of (cos z + i sin z) ç - z 2 + ÷ = - cos z + sin z
è 4 4ø 4 4
1 1
=- (log x )2 cos (log x ) + log x sin (log x ).
4 4
1 1
Hence the C.S. is y = c1 cos (log x) + c2 sin (log x) - (log x ) 2 cos (log x ) + log x sin (log x ) .
4 4
d2y dy 1
Example 6. Solve : x 2 + 3x +y = (P.T.U., Dec. 2002)
b g
2 2 .
dx dx 1- x
Sol. Given equation is Cauchy’s homogeneous linear equation
dy dy
Put x = ez \ z = log x, x = = Dy
dx dz
d2y d
x2 = D (D – 1) y, where D =
dx 2 dz
Substituting the values in given equation
1
[D (D – 1) + 3D + 1] y =
e1 - e j z 2
1
(D2 + 2D + 1) y =
e1 - e j z 2
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 95
2 2
A.E. is D + 2D + 1 = 0, i.e., (D + 1) = 0 \ D = – 1, – 1
C.F. = (c1 + c2 z) e–z
R| U|
1
bD + 1g e1 - e j
1 1 1
S| 1
V
j |W
P.I. = . = .
2 z 2
T
D + 1 D + 1 1 - ez
e 2
é ù
1 ê -z 1 ú 1
ò e . 1 - e ò
X = eax e- ax X dx
z
= êe dz ú By using
D +1 ê z
2
ú D–a
ë û
=
1
D +1
e- z
LM
N z e1 - e j z -2
e z dz =
OP
Q
1 é -z
D + 1 êë
e
ò - 1 - ez - e dz ùúû
-2
z
é
-1 ù n +1
1 ê -z 1 - ez ú é f z ùû
By using = éë f z ùû f ¢ z dz ë
n
= ê e - 1
D +1 ê -1
ú
ú
ò n +1
; n ¹ -1
ë û
e- z F I
=
1
D + 1 1 - ezGH JK
= e- z z ez .
e- z
1- e z
dz = e - z z dz
1 - ez
1
Put ez = t \ ez dz = dt \ dz = dt
t
P.I. = e - z zb 1
t 1- t
dt
g
= e- z z FGH 1
+
1
t 1- t
dt
IJ
K [By Partial fractions]
ez 1 1 x
C.S. is y = (c1 + c2 z) e–z + e–z log z
= (c1 + c2 log x) + log
1- e x x 1- x
1 LM
c1 + c2 log x + log
x OP
N Q
=
x 1- x
d æ du ö 3
Example 7. Solve : u = r ç r ÷ + ar .
dr è dr ø
Sol. u=r r
LM d 2 u du
+ + ar 3
OP
N dr 2 dr Q
96 A TEXTBOOK OF ENGINEERING MATHEMATICS
d 2u du
or r2 +r - u = – ar3, which is Cauchy’s homogeneous linear equation in u and r
dr 2
dr
d
Put r = ez and Let D =
dz
\ (D (D – 1) + D – 1) u = – a e3z
or (D2 – 1) u = – a e3z
A.E. is D2 – 1 = 0 [ Q D = – 1, 1]
C.F. = c1 ez + c2 e–z
1 - a e 3z
P.I. = (– a e3z) = | By putting D = 3
D -12
8
a e3z c a
C.S. is u = c1 ez + c2 e–z – = c1 r + 2 – r 3 .
8 r 8
Example 8. Solve: x2y¢¢ – 4xy¢ + 8y = 4x3 + 2 sin (log x). (P.T.U., May 2006)
d2y dy
Sol. x 2 - 4x + 8 y = 4x3 + 2 sin (log x)
dx 2 dx
which is Cauchy’s homogeneous linear = x
Put x = ez i.e., z = log x
dy d2y
x = Dy, x 2 = D (D – 1) y
dx dx 2
\ D (D – 1) y – 4Dy + 8y = 4e3z + 2 sin z
(D2 – 5D + 8) y = 4e3z + 2 sin z
5 7
A.E. is D2 – 5D + 8 = 0 \ D = ±i
2 2
z é ù
5
7 7
C.F. = e 2 êc1 cos z + c2 sin zú
êë 2 2 úû
P.I. =
D 2 - 5D + 8
1
4e 3z
+ 2 sin z
1 1
=4 e3 z + 2 2 sin z
D - 5D + 8
2
D - 5D + 8
(Put D = 3) (Put D2 = – 1)
1 3z 1 5D + 7
= 4. e +2. sin z = 2e3z – 2 sin z
2 - 5D + 7 25D 2 - 49
5D + 7 1
= 2e3z – 2
– 74
sin z = 2e3z +
37
[5 cos z + 7 sin z ]
5
z é 7 7 ù 5 7
C.S. y = e 2 êc1 cos z + c2 sin z ú + 2 e3 z + cos z + sin z
ë 2 2 û 37 37
5 é
æ 7 ö æ 7 öù 5 7
\ y = x 2 êc1 cos ç log x÷ + c2 sin ç log x÷ ú + 2 x3 + cos (log x ) + sin (log x ) .
êë è 2 ø è 2 øûú 37 37
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 97
2.12. LEGENDRES LINEAR EQUATION (P.T.U., May 2007, Dec. 2005)
d 2y d æ b dy ö b2 dy b d 2 y dy
= ç ÷ =- + . 2.
dx 2
dx è a + bx dz ø (a + bx ) dz a + bx dz dx
2
b2 dy b d2y b b2 æ d 2 y dy ö
=- + . = ç - ÷
(a + bx )2 dz a + bx dz 2 a + bx (a + bx )2 è dz 2 dz ø
d 2y
or ( a + bx) 2 = b2 (D2y – Dy) = b2 D (D – 1) y
dx 2
3 d 3y
Similarly, ( a + bx) = b3 D (D – 1) (D – 2) y.
dx 3
Substituting these values in equation (1), we get a linear differential equation with constant coefficient
which can be solved by the methods already discussed.
d2y dy
Example 9. Solve : (3x + 2) 2 2
+ 3(3x + 2) - 36y = 3x 2 + 4x +1 .
dx dx
Sol. Given equation is a Legendre’s linear equation.
dy
Put 3x + 2 = ez i.e., z = log (3x + 2) so that (3x + 2) = 3Dy .
dx
d 2y d
(3 x + 2) 2 = 32 D (D – 1)y, where D = .
dx 2 dz
Substituting these values in the given equation, it reduces to
2
æ ez - 2 ö æ ez - 2 ö
[32 D(D – 1) + 3.3D – 36]y = 3 ç ÷ + 4ç ÷ +1
è 3 ø è 3 ø
1 2z 1 1 2z
or 9(D2 – 4)y = e - or (D2 – 4)y = (e - 1)
3 3 27
which is a linear equation with constant coefficients.
Its A.E. is D2 – 4 = 0 \ D = ± 2
C.F. = c1e 2 z + c2 e - z = c1 (3x + 2)2 + c2 (3x + 2) -2
98 A TEXTBOOK OF ENGINEERING MATHEMATICS
P.I. =
1
. 2
1
27 D - 4
( )
e2 z - 1 =
1 é 1
ê
27 ë D - 4
2
e2 z - 2
1
D -4
ù
e0 z ú
û
1 é 1 2z 1 0z ù 1 é z 2z 1ù
= ê z.
27 ë 2D
e - e ú=
0 - 4 û 27 ë 2 ê ò e dz + ú
4û
=
1 é z 2z 1 ù
27 êë 4
e + ú=
1
4 û 108
ze 2 z + 1 =
1
108
[(3x + 2) 2 log(3x + 2) + 1]
1
Hence the C.S. is y = c1 (3x + 2)2 + c2 (3x + 2)–2 + [(3x + 2) 2 log(3x + 2) + 1].
108
d2y dy
Example 10. Solve : (1+ x) + (1 + x )
2
+ y = sin [2 log (1 + x)].
dx 2 dx
(P.T.U., Dec. 2006, 2012, 2013, May 2012, 2014 )
Sol. Given equation is Legendre’s linear equation
\ Put 1 + x = ez \ z = log (1 + x)
2
dy 2 d y d
(1 + x)
= Dy, (1 + x) = D (D – 1) y, where D =
dx dx 2 dz
\ D (D – 1) y + Dy + y = sin (2z)
or (D2 + 1) y = sin 2z
which is linear differential equation with constant coefficients
A.E. is D2 + 1 = 0 \ D = ± i
C.F. = c1 cos z + c2 sin z
1
P.I. = 2 sin 2 z
D +1
2
Put D = – 4
1
\ P.I. = – sin 2 z
3
1
C.S. is y = c1 cos z + c2 sin z – sin 2z
3
Put z = log (1 + x)
1
\ y = c1 cos [log (1 + x)] + c2 sin [log (1 + x)] – sin [2 log (1 + x)].
3
TEST YOUR KNOWLEDGE
Solve the following equations:
d2 y dy 2 d2y 1
1. x 2 + 4x + 2y = 0 (P.T.U., May 2006) 2. x - 2 y = x2 +
dx 2 dx dx 2 x
2 3
2d y dy d y d2y dy
3. (i) x + 2x - 20 y = ( x + 1)2 4. x
2
- 4x +6 =4
dx 2 dx dx 3
dx 2 dx
d2y dy
(ii) x 2 2 + 9 x + 25 y = 50 [Hint : Multiply throughout by x]
dx dx
3
4d y d2y dy d2y dy
5. (i) x + 2 x3 2 - x 2 + xy = 1 (ii) x
2
+ 6 y = x2
- 4x
dx 3
dx dx dx2 dx
2
2d u du
6. The radial displacement u in a rotating disc at a distance r from the axis is given by r +r - u + kr 3 = 0 ,
dr 2 dr
where k is a constant. Solve the equation under the conditions u = 0 when r = 0, u = 0 when r = a.
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 99
2 d2y dy 2 d2y dy
7. x -x + y = log x (P.T.U., May 2009) 8. x -x + 2 y = x log x (P.T.U., May 2010)
dx dx dx 2 dx
2
2 d y dy d2 y dy
9. x + 2x - 12 y = x3 log x 10. x
2
- 2x - 4 y = x 2 + 2log x
dx 2 dx dx2 dx
2 d 2y dy 3 d3y d2y dy
11. x - 3x + 5 y = sin (log x) 12. x + 3x2 +x + 8 y = 65cos (log x)
dx 2 dx dx 3
dx 2 dx
2 2
2d y dy 2d y dy sin(log x) + 1
13. x - 3x + 5 y = x2 sin (log x) 14. x - 3x + y = log x
dx 2 dx dx 2 dx x
2 d2 y dy d2y dy
15. x -x - 3 y = x2 log x 16. (1 + x)
2
+ (1 + x) + y = 4cos log (1 + x)
dx 2 dx dx 2 dx
2
2d y dy d2y dy
17. (1 + 2 x) - 6(1 + 2 x) + 16 y = 8(1 + 2 x) 2 3) 2
18. (2 x + + - 2(2 x +
+ 3) - 12 y = 6 x .
-
dx 2 dx dx 2 dx
(P.T.U., Dec. 2013)
ANSWERS
1 1 c2 1 æ 2 1 ö
1. y = c1 + c2 2 2. y = c1 x +
2
+ ç x - ÷ log x
x x x 3è xø
4 -5 x2 x 1
3. (i) y = c1x + c2 x - - - (ii) y = x–4 [c1 cos (3 log x) + c2 sin (3 log x) + 2
14 9 20
3 4 2
4. y = 1c + c2 x + c3 x + x
3
-1 1
5. (i) y = (c1 + c2 log x) x + c3 x + log x (ii) y = c1x 2 + c2 x 2 - x 2 log x
4x
kr 2
6. u = (a - r 2 ) 7. y = (c1 + c2 log x)x + log x + 2
8
x2
8. y = x [c1 cos (log x ) + c 2 sin(log x ) + x log x 9. y = c1x 3 + c2 x - 4 + log x (7 log x - 2)
98
x2 1 3
10. y = c1x -1 + c2 x 4 - - log x +
6 2 8
2 1
11. y = x [c1 cos (log x) + c2 sin(log x )] + [sin (log x ) + cos(log x)]
8
12. y = c1x -2 + x (c2 cos 3 log x ) + c3 sin ( 3 log x ) + 8cos (log x ) - sin (log x)
1 2
13. y = x 2 [c1 cos (log x) + c2 sin (log x)] - x log x cos (log x)
2
2+ 3 2- 3 1
14. y = c1x + c2 x +
61x
é 2 ù 1
ê log x {5sin (log x) + 6cos (log x )} + 61 {21sin(log x ) + 191cos (log x)}ú + 6 x (1 + log x )
ë û
2
c x æ 2ö
15. y = c1 x 3 + 2 - ç log x + ÷ø
x 3 è 3
16. y = c1 cos [log (1 + x) ] + c2 sin [log (1 + x)] + 2 log (1 + x) + sin [log (1 + x)]
17. y = (1 + 2x)2 [c1 + c2 log (1 + 2x) + {log (1 + 2x)}2]
3
18. y = c1 (2x + 3)–1 + c2 (2x + 3)3 - (2x + 3) + 3 .
4
100 A TEXTBOOK OF ENGINEERING MATHEMATICS
Now, we discuss differential equations in which there is one independent variable and two or more than
two dependent variables. Such equations are called simultaneous linear equations. To solve such equations
completely, we must have as many simultaneous equations as the number of dependent variables. Here, we
shall consider simultaneous linear equations with constant coefficients only.
Let x, y be the two dependent variables and t the independent variable. Consider the simultaneous equations
f1(D) x + f2(D) y = T1 …(1) f1(D)x + f2 (D)y = T2 …(2)
d
where D= and T1, T2 are functions of t.
dt
To eliminate y, operating on both sides of (1) by f2 (D) and on both sides of (2) by f2 (D) and subtracting,
we get [f1(D) f2(D) – f1(D) f2(D)] x = f2 (D)T1 – f2 (D) T2 or f(D) x = T
which is a linear equation in x and t and can be solved by the methods already discussed, substituting the value
of x in either (1) or (2), we get the value of y.
Note. We can also eliminate x to get a linear equation in y and t.
ILLUSTRATIVE EXAMPLES
dx dy
Example 1. Solve: + 5x - 2 y = t , + 2x + y = 0 given that x = y = 0 when t = 0 .
dt dt
(P.T.U., May 2010, Dec. 2012, 2013)
d
Sol. Writing D for , the given equations become
dt
(D + 5)x – 2y = t …(1)
(D + 1)y + 2x = 0 …(2)
To eliminate y; operate on both sides of (1) by (D + 1) and (2) by 2 and add
(D + 5) (D + 1)x + 4x = (D + 1)t
(D2 + 6D + 9)x = 1 + t
(D + 3)2x = 1 + t
A.E. is (D + 3)2 = 0 \ D = – 3, – 3
\ C.F. = (C1 + C2t) e–3t
1
P.I. = (1 + t )
(D + 3)2
1 1
= e 0t + t
(D + 3) 2 (D + 3) 2
-2
1 1æ Dö
= + ç1 + ÷ t
9 9è 3ø
1 1æ 2 ö
= + ç1 - D÷ t
9 9 è 3 ø
1 1 æ 2ö
= + çè t - 3 ÷ø
9 9
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 101
1 1 2 1 t
= + t- = +
9 9 27 27 9
t
x = (C1 + C 2t ) e - 3t +
1
\ + …(3)
27 9
dx 1
= - 3(C1 + C 2t ) e - 3t + C 2 e - 3t +
dt 9
1
= e - 3t ëé- 3C1 + (C2 - 3C2 t )ûù +
9
dx
Substituting the values of x and in (1)
dt
1 ì 1 tü
e -3t (- 3C1 + C2 - 3C2 t ) + + 5 í(C1 + C2 t ) e - 3t + + ý - t = 2y …(4)
9 î 27 9 þ
Put x = 0, y = 0, t = 0 in (3) and (4)
1 1
From (3) 0 = C1 + ; C1 = -
27 27
1 1 æ 1 1ö
From (4) + C2 + + 5 ç - + ÷=0
9 9 è 27 27 ø
2
\ C2 = -
9
æ 1 2 ö 1 t
\ From (3) x= ç- - t ÷ e - 3t + +
è 27 9 ø 27 9
= - { 1
27
}
(1 + 6t ) e- 3t - 1 - 3t
æ1 2 2 ö 1 éæ 1 2t ö 1 tù
From (4) 2y = e - 3t ç - + t ÷ + + 5 êç - - ÷ e - 3t + + ú- t
è9 9 3 ø 9 ëè 27 9 ø 27 9 û
- 3t
e 1 5 5t
=
27
{- 3 + 18t - 5 - 30t} + +
9 27 9
+ -t
e - 3t 1
= (- 8 - 12t ) + (8 + 15t - 27t )
27 27
e - 3t 1
y= (- 4 - 6t ) + (4 - 6t )
27 27
- 2e- 3t 2
= (2 + 3t ) + (2 - 3t )
27 27
1 1
Hence, x= - (1 + 6t )e-3t + (1 + 3t )
27 27
2 2
y= - (2 + 3t ) e-3t + (2 - 3t )
27 27
dx dy
Example 2. Solve : + 2 y = et and - 2 x = e – t.
dt dt
dx
Sol. + 2 y = et …(1)
dt
dy
- 2 x = e–t …(2)
dt
102 A TEXTBOOK OF ENGINEERING MATHEMATICS
P.I. =
D 2
1
+4
e t
- 2e - t = 2
D +4
1
et - 2 2
D +4
1
e- t
(Put D = 1) (Put D = – 1)
1 t 2 -t
= e - e
5 5
1 t 2 -t
\ C.S. is x = c1 cos 2t + c2 sin 2t + e - e
5 5
dx 1 2
= – 2c1 sin 2t + 2c2 cos 2t + e t + e - t
dt 5 5
1 2
From (1), 2y = 2c1 sin 2t – 2c2 cos 2t – e t - e - t + e t
5 5
2 t 1 -t
\ y = c1 sin 2t – c2 cos 2t + e - e
5 5
1 t 2 –t
Hence, x = c1 cos 2t + c2 sin 2t + e – e
5 5
2 t 1 –t
and y = c1 sin 2t – c2 cos 2t + e – e is the required solution.
5 5
Example 3. Solve the system of equations
(2D – 4) y1 + (3D + 5)y2 = 3t + 2
(D – 2) y1 + (D + 1) y2 = t. (P.T.U., Jan 2008)
Sol. (2D – 4)y1 + (3D + 5)y2 = 3t + 2 …(1)
(D – 2)y1 + (D + 1)y2 = t …(2)
Multiply (2) by 2 and subtract from (1)
(D + 3)y2 = t + 2
dy 2
or + 3 y 2 = t + 2, which is linear differential equation in t.
dt
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 103
I.F. = e ò = e 3t
3dt
Its
ò te ò ò
2 - 2t 8 - 2t
= dt - e dt + 2c1 e - 5t dt + c 2
3 9
2 é e - 2t æ e - 2t ö ù 8 e - 2t e - 5t
= êt - 1ç ÷ ú- + 2 c1 + c2
3 ê -2 è 4 ø úû 9 - 2 -5
ë
- t e - 2t - e - 2t + e - 2t - c1e - 5t + c2
1 4 2
=
3 6 9 5
t
- e - 2t +
5 2
= e - 2t - c1e - 5t + c 2
3 18 5
- t + - c1e - 3t + c2e + 2t
5 2
\ y1 =
3 18 5
1 5 2
Hence, y1 = - t + - c1e - 3t + c 2e 2t
3 18 5
3t + 5
y2 = + c1e - 3t .
9
d 2x d2y
Example 4. Solve : + 4x + 5y = t 2 and + 5x + 4y = t + 1.
dt 2 dt 2
d
Sol. Writing D for , the given equations becomes (D2 + 4) x + 5y = t2 …(1)
dt
104 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 dx
From (1), y =
2 dt
=
1é
2ë
2c1e 2t - c2 e - t cos ( )
3t - c3 - c2 3e - t sin ( 3t - c3 ù
û)
é 1 ù
= c1e 2t + c2 e - t ê - cos 3t - c3 -
3
sin 3t - c3 ú
ë 2 2 û
2t -t é
= c1e + c2 e êcos
ë
2ð
3
(
cos 3t - c3 - sin
2ð
3
) ù
sin 3t - c3 ú
û
( )
2p 1 2p 3
| Q cos = - and sin =
3 2 3 2
2t -t æ 2ð ö
= c1e + c2 e cos ç 3t - c3 +
è 3 ÷ø
1 dy
From (2), z =
2 dt
1é æ 2ð ö æ 2ð ö ù
= ê 2c1e2t - c2 e-t cos ç 3t - c3 + ÷ - c2 3 e -t sin ç 3t - c3 + ÷ú
2ë è 3ø è 3 øû
é 2ð æ 2ð ö 2ð æ 2ð ö ù
= c1e 2t + c2e -t êcos cos ç 3t - c3 + ÷ - sin sin ç 3t - c3 + ÷ú
ë 3 è 3ø 3 è 3 øû
æ 4ð ö
= - c3 e 2t + c2 e- t cos ç 3t - c3 + ÷ .
è 3ø
Note. c1 cos bx + c2 sin bx can be replaced by c1 cos (bx – c2) or c1 cos (bx + c2) or c1 sin (bx – c2) or c1 sin (bx + c2).
dt 2
dt 2
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 107
ANSWERS
1. x = (c1 + c2 t)e3t , y = e3t (–2c1 + c2 – 2c2t)
2. x = et + e–t, y = e–1 – et + sin t
5 31 1 t 2 1 9 5 t
3. x = c1e - 2t + c2e - 7 t + t- - 2t
- e ; y = - c1 e + c2 e - t +
- 7t
+ e
14 196 8 3 7 98 24
1é t 1 1 1
4. x = ë e - 1 - ac1eat + bc2ebt ùû , y = c1eat + c2ebt + , where a = (3 + 17 ), b = (3 - 17 )
2 2 2 2
t -5t 6 2t -5t t 8 2t
5. x = c1e + c2e - e , y = c2e - c1e + e
7 7
2 1 2 4
6. x = -t - , y = t + t + c
3 2 3
7. x = (c1 + c2t ) e-t + (c3 + c4t ) et , y = - 12 ëéc1 + c2 (1 + t )ûù e-t + 12 ëéc4 (1 - t ) - c3 ûù et
1
8. x = (c1 + c2t ) e t + c3e -3/2t - t , y = [c2 (3 - t ) - c1 ]e t - c3e -32 t
6
3 t 3 1
9. x = c1e - 3c2e -2t + c3e - t + e t (cos t - 2sin t ) ; y = c1et + c2e -2t - (cos t + 3sin t )
2 10 10
8æ 3t ö 4 8 3t
10. x = 1 - cos ÷ , y = t - sin
9 çè 2ø 3 9 3
t
11. x = c1et + c2e- t + c3 cos t + c4 sin t + (sin t - cos t )
4
1
y= - c1et + c2 e- t - c3 cos t + c4 sin t + (2 + t )(sin t - cos t ).
4
REVIEW OF THE CHAPTER
1. Linear Differential of nth Order: A linear differential equation of nth order is that in which the dependent
variable and its derivatives occur only in the first degree and are not multiplied together. It is of the form
dny d n - 1y dn - 2y
+ P1 n -1
+ P2 ... + Pn y = X, where P1, P2, ..., Pn, X are functions of x only
dx n
dx dxn - 2
If P1, P2, ..., Pn and all constants, then it is known as linear differential equation with constant coefficients.
2. If y = y1, y = y2, ..., y = yn are n linearly independent solutions of (Dn + a1Dn – 1 + a2Dn – 2 + ...+ an Dn) y = 0, where
d
D stands for , then u = c1y1 + c2y2 + ... + cnyn is also its solution (called general solution).
dx
3. If y = u is a general solution of f(D) y = 0 and y = v is a particular solution of f (D) y = X, then y = u + v is the complete
solution of f (D) y = X.
4. Auxiliary Equation: In f(D) y = X, f (D) = 0 is called A.E. i.e., A.E. is Dn + a1Dn – 1 + a2Dn – 2 ... an = 0.
5. Rules to find Complementary Functions of (Dn + a1Dn – 1 + a2Dn – 2 + ... + an – 1 D + an) y = X:
(i) If the roots of the A.E. equation are real and distincts (say) m1, m2, m3, then
C.F. = c1 em1x + c2 em2x + c3 em3x ...
(ii) If two roots are equal (say) m1 = m2 = m, then C.F. = (c1 + c2x) emx + c3 em3x + ...
(iii) If three roots are equal (say) m1 = m2 = m3 = m, C.F. = (c1 + c2x + c3x2) emx + c4 em4x + ... and so on
(iv) If roots are a pair of imaginary numbers (non repeated) a ± ib, C.F. = eax (c1 cos bx + c2 sin bx)
(v) If pair of imaginary roots is repeated twice i.e., a ± ib, a ± ib, C.F. = eax {(c1 + c2x) cos bx + (c3 + c4x) sin bx}
1
6. Rule to find out Particular Integral i.e., to find P.I. = X, where f(D) = Dn + a1Dn – 1 + a2Dn – 2 + ... an
f (D)
108 A TEXTBOOK OF ENGINEERING MATHEMATICS
e ax
(i) When X = eax, then P.I. = provided f(a) π 0
f (a )
If f(a) = 0 then multiply numerator by x and differential f(D) w.r.t. D and continue this process until f(D)
ceases to be zero at D = a.
1
(ii) When X = sin (ax + b) or cos (ax + b), then P.I. = sin (ax + b) or cos (ax + b) provided f(– a2) π 0
f (- a 2 )
In case f(– a2) = 0. Apply the same rule as discussed in (i).
(iii) When X = xm then P.I. = [f (D)]– 1 xm; expand f (D) by Binomial theorem upto Dm and then operate on xm
1
(iv) When X = eax V; P.I. = e ax V.
f (D + a )
1 1
(v) If X is any other function of x, then P.I. = X. Resolve into partial fractions and operate each
f (D) f (D)
partial fraction on X.
ò X dx and D - a X = e ò e-
1 1 ax ax
(vi) Always remember X = X dx .
D
d2y dy
7. Method of Variation of Parameter: To find solution of + a1 + a2 y = X by method of variation of
dx 2 dx
parameter.
Let C.F. = c1 y1 + c2 y2
P.I. = uy1 + vy2
y2 X y1 X
where u=–
ò W
dx, v =
ò W
dy
y1 y2
where W= (called Wronskian of y1, y2)
y1¢ y2¢
C.S. = C.F. + P.I.
d2y dy
8. Operator Method: To find solution of P +Q + Ry = S, where P, Q, R, S are functions of x, write equation
dx 2 dx
in symbolic form i.e., (PD2 + QD + R) y = S. Factorise PD2 + QD + R into two linear factors and integrate in two
stages. Always remember that the factors are non-commutative.
n -1 n-2
n dny n -1 d y n-2 d y
9. Cauchy’s Homogeneous Equation: An equation of the form x n
+ a1 x n -1
+ a2 x n-2
+L
dx dx dx
dy
+ an - 1 x + an y = X
dx
where a’s are constant and X is a function of x is called Cauchy’s Homogeneous equation. To solve this equation put
2
dy d d y d3y
x = ez and replace = Dy. Here D stand for , = D(D – 1) y; = D(D – 1) (D – 2) y and so on.
dx dz dx 2 dx3
Equation will change to linear equation with constant coefficients.
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 109
10. Legendre’s Linear Equation: An equation of the form
dny d n - 1y dn - 2y dy
( a + bx) n n
+ a1 ( a + bx) n - 1 n -1
+ a2 ( a + bx) n - 2 n-2
+ ... + an - 1 ( a + bx) + an y = X
dx dx dx dx
dy d
To solve it put a + bx = ez and replace (a + bx) = bDy, where D =
dx dz
d2y
(a + bx)2 = b2D (D – 1) y
dx2
d3y
(a + bx)3
= b3D (D – 1) (D – 2) y
dx3
Again equation will change to linear differential equation with constant coefficients.
11. Simultaneous Linear Equations with Constant Coefficients: Consider the two simultaneous equations as
f1(D)x + f2(D)y + T1 and f1(D)x + f2(D)y = T2
d
where D = and T1, T2 and functions of t. First eliminate y from the two equations, the equations will become
dt
linear differential equation with constant coefficients in x and t and can be solved. Put the value of x in any one of
the two equations and get the value of y.
d2y dy x
(i) + 2 y = ee
+3 [Hint : S.E. 11 art. 2.8] (P.T.U., Dec. 2003)
dx 2 dx
(ii) (D2 – 2D + 4) y = ex sin x
x
(iii) (D2 – 3D + 2) y = 2e x cos . (P.T.U., Dec. 2003)
2
110 A TEXTBOOK OF ENGINEERING MATHEMATICS
d3 y dy
(vii) +4 = sin 2 x (P.T.U., Dec. 2012)
dx3 dx
(viii) (D – 2)2y = sin 2x (P.T.U., May 2014)
6. Explain method of variation of parameters to find P.I. of a differential equation. (P.T.U., May 2004)
7. Explain briefly the method of operator for finding solution of a linear differential equation.
8. Solve xy≤ + (x – 1) y¢ – y = 0 by operator method.
9. Define Cauchy’s homogeneous linear differential equation and give one example. (P.T.U., Dec. 2004)
10. Solve the following differential equations :
2 d2y dy
(i) x + 4x + 2y = 0 (P.T.U., May 2006)
dx 2 dx
d2y dy
(ii) 2 x 2 2 + x – 6 y = 0 [Hint : S.E. 1 art. 2.11] (P.T.U., Dec. 2013)
dx dx
d2y 1
(iii) x
2
- 2 y = x2 + .
dx2 x
11. Define Legendre’s linear equation and give one example. (P.T.U., Dec. 2005, May 2007)
12. Solve the following simultaneous linear differential equations :
dx dy
(i) + 2 y = et ; - 2 x = e–t [Hint : S.E. 2 art. 2.13]
dt dt
dx dy
(ii) = – 2x + y ; = – 4x + 3y + 10 cos t. (P.T.U., Dec. 2002)
dt dt
ANSWERS
3.1. INTRODUCTION
In this chapter we shall study those physical problems which deal with the linear differential equations of
first and higher order with constant coefficients. Such equations play a dominant role in unifying the theory of
electrical and mechanical oscillatory system, simple harmonic motion, deflection of beam, simple pendulum and
population models.
We shall begin by explaining the phenomenon of simple harmonic motion, then electric circuits, then
simple pendulum then Deflection of Beam, and Population Models.
A particle is said to execute simple harmonic motion if it moves in a straight line such that its acceleration
is always directed towards a fixed point in the line and is proportional to the distance of the particle from the
fixed point.
2
mx
O P A
x
a
Let O be the fixed point in the line A¢A. Let P be the position of the particle at any time t, where
OP = x.
Since the acceleration is always directed towards O, i.e., the acceleration is in the direction opposite to
d2x
that in which x increases, the equation of motion of the particle is 2
= - m2 x
dt
d
or (D2 + m2) x = 0, where D = …(1)
dt
It is a linear differential equation with constant coefficients.
Its A.E. is D2 + m2 = 0 so that D = ± im
\ The solution of (1) is x = c1 cos mt + c2 sin mt …(2)
dx
Velocity of particle at P = = – c1 m sin mt + c2 m cos mt …(3)
dt
If the particle starts from rest at A, where OA = a , then from (2), (at t = 0, x = a) ; c1 = a
æ dx ö
and from (3), ç at t = 0, = 0÷ ; c 2 = 0
è dt ø
\ x = a cos mt …(4)
dx
and = - am sin m t …(5)
dt
111
112 A TEXTBOOK OF ENGINEERING MATHEMATICS
x2 æ xö
= - am 1 - cos 2 mt = - am 1 - çè Q cos mt = ÷
a2 aø
= -m a 2 - x 2 . …(6)
Equation (4) gives the displacement of the particle from the fixed point O at any time t.
Equation (6) gives the velocity of the particle at any time t, when its displacement from the fixed point O is x.
Equation (6) also shows that the velocity is directed towards O and decreases as x increases.
2p
Now, equations (4) and (5) remain unaltered when t is replaced by t + , i.e., when t is increased by
m
2p 2p
showing thereby that the particle occupies the same position and has the same velocity after a time .
m m
2p
The quantity , usually denoted by T, is called the periodic time i.e., the time of complete oscillation.
m
Nature of Motion. At A, x = a and v = 0. Since acceleration is directed towards O, the particle moves
towards O. The acceleration gradually decreases and vanishes at O, when the particle has acquired maximum
velocity. Thus the particle moves further towards A¢ under retardation and comes at rest to A¢, where
OA¢ = OA. It moves back towards O under acceleration and acquires maximum velocity at O. Thus the particle
moves further towards A under retardation and comes to rest at A. It retraces its path and goes on oscillating
between A at A¢. The point O is called the centre of motion or the mean position. The maximum distance a
which the particle covers on either side of the mean position is called the amplitude of the motion.
The number of complete oscillations per second is called the frequency of motion. If n is the frequency,
1 ì .
then n= =
T 2ð
ILLUSTRATIVE EXAMPLES
Example 1. If the displacement of a particle in a straight line is given by x = a cos mt + b sin mt, then
b a
sin mt = ; cos mt =
a 2 + b2 a 2 + b2
a b a 2 + b2
From (1) A= a × +b× = = a2 + b2
a +b2 2
a +b
2 2
a +b
2 2
Example 2. A particle is executing simple harmonic motion with amplitude 20 cm and time 4 seconds.
Find the time required by the particle in passing between points which are at distances 15 cm and 5 cm from
the centre of force and are on the same side of it.
Sol. Here a = 20 cm , T = 4 seconds
2p p
Since T= \ m=
m 2
Let t1 and t2 seconds be the times when the particle is at distances 15 cm and 5 cm respectively from the
centre of force.
p
Using x = a cos mt, we have 15 = 20 cos t
2 1
2 3 p 2 1
or t1 = cos -1 and 5 = 20 cos t2 or t2 = cos -1
p 4 2 p 4
2 æ -1 1 3 ö
Required time = t2 – t1 = ç cos - cos -1 ÷ = 0.38 sec.
pè 4 4ø
Example 3. A particle moving in a straight line with S.H.M. has velocities v1 and v2 when its distances
x12 – x22
from the centre are x1 and x2 respectively. Show that the period of motion is 2p .
v22 – v12
Sol. The velocity v of the particle when it is at a distance x from the mean position is given by
v2 = m2 (a2 – x2) , where a is the amplitude.
\ v12 = m2 (a2 – x12) …(1) and v22 = m2 (a2 – x22) …(2)
v22 - v12
Subtracting (1) from (2), we get v22 – v12 = m2 (x12 – x22) or m2 =
x12 - x22
2p x2 - x2
Periodic time = = 2p 12 22 .
m v2 - v1
Example 4. At the end of three successive seconds, the distances of a point moving with S.H.M. from its
mean position are x1, x2 , x3 respectively. Show that the time of a complete oscillation is
2ð
. (P.T.U., Dec. 2011)
–1 æ x1 + x3 ö
cos ç
è 2x2 ÷ø
Sol. Let the moving point be at distances x1 , x2 , x3 from the mean position at the end of t, t + 1, t + 2
seconds respectively.
Using x = a cos mt , we have x1 = a cos mt …(1)
x2 = a cos m (t + 1) …(2)
x3 = a cos m (t + 2) …(3)
114 A TEXTBOOK OF ENGINEERING MATHEMATICS
Example 5. A particle of mass m executes simple harmonic motion in the line joining the points A and B
on a smooth table and is connected with these points by elastic strings whose tensions in equilibrium are
each T. If l and l¢ be the extensions of the strings beyond their natural lengths find the time of an oscillation.
(P.T.U., May 2013)
Sol. Let OA, OB be the two elastic strings with extensions l and l¢ and a particle of mass m is attached at O.
7. A particle moves with S.H.M. in a straight line. In the first second starting from rest, it travels a distance ‘a’ and
2a2
in the next second it travels a distance ‘b’ in the same direction. Prove that the amplitude of motion is .
3a - b
8. An elastic string of natural length 2a and modulus l is stretched between two points A and B distant 4a apart
on a smooth horizontal table. A particle of mass m is attached to the middle of the string. Show that it can
2p 2l
vibrate in line AB with period , where w2 = .
w am
9. An elastic string of natural length 2l can just support a certain weight when it is stretched till its whole length
is 3l. One end of the string is now attached to a point on a smooth horizontal table and the same weight is
attached to the other end. Prove that if the weight is pulled to any distance and then let go, the string will
p l
become slack again after a time .
2 g
10. In case of a stretched elastic horizontal string which has one end fixed and a particle of mass m attached to the
other end. Find the equation of motion of the particle given that l is the natural length of the string and e is its
elongation due to a weight mg. Also find the displacement of the particle when initially s = so, v = 0.
ANSWERS
1. (a) 0.33 seconds (b) p 3. 16 sec, 2 m 4. p sec, 5 cm, 16 dynes
2
d s g gl æ gö
10. + s = ; s = ( so - l ) cos ç ÷ t+l .
dt 2
e e è eø
From (3.2) we conclude four most important basic relations between the elements of electric circuits.
dQ
(i) i =
dt
or Q = idt ò
(ii) The potential voltage drop across the resistance R is Ri
di
(iii) The potential voltage drop across the induction L is L
dt
Q
(iv) The potential voltage drop across the capacitance C is .
C
3.5. SYMBOLS AND UNITS USED FOR THE ELEMENTS OF ELECTRIC CIRCUITS
+ i –
3. Resistance ohm (W)
R
i
L, + –
4. Induction henry (H)
E, – i +
6. Voltage or Electromotive volt (V)
Battery E constant
force (e.m.f.)
– i +
Generator, E Variable
Kirchhoff’s Laws play an important role in the formation of differential equations for an electrical circuit
which states as follows :
(i) The algebraic sum of the voltage drops around any closed circuit is equal to the resultant
electromotive force in the circuit. This law is known as Voltage Law.
(ii) The algebraic sum of the currents flowing into (or from) any node is zero. This law is known as
Circuit Law.
Consider a circuit containing resistance R and inductance L in series with a voltage source (battery) E.
Let i be the current flowing in the circuit at any time t. Then by Kirchhoff’s voltage Law we have
118 A TEXTBOOK OF ENGINEERING MATHEMATICS
di
Ri + L
dt = E [i.e., sum of voltage drops across R and L is E]
di R E
or + i
dt L = L …(1)
which is linear differential equation of first order in i
dy
i.e., of the type + Py = Q
dx
R R
Its I.F. = e
ò L dt = e L t i L
R R
t E t
\ Solution is ie L = ò L e L dt + c E
R
t
R
t E eT
ie L = L. R +c
L
R
R
t E t
or ie L = R e L + c
R
E - t
or i = + ce L …(2)
R
Initially if there is no current in the circuit i.e., i = 0 when t = 0
E
Then 0 = R +c [From (2)]
E
\ c =-
R
Eé - tù
R
E
\ (2) becomes i = ê1 - e L ú , which shows that i increases with t and when t ® ¥ ; i ® i.e., i attains
Rê ú R
ë û
E
the maximum value .
R
ILLUSTRATIVE EXAMPLES
Example 1. A constant electromotive force E volts is applied to a circuit containing a constant resistance
R ohms in series and a constant inductance L henries. If the initial current is zero, show that the current
builds up to half its theoretical maximum in (L log 2)/R seconds.
Sol. Let i be the current in the circuit at any time t.
di di R E
By Kirchhoff’s law, we have : L + Ri = E or + i= …(1)
dt dt L L
R Rt
ò L dt
which is Leibnit’s linear differential equation, I.F. = e =eL
E
\ The solution of equation (1) is i (I.F.) =
l
(I.F.) dt + cò
Rt Rt Rt
E E L L
or ie L = ò L
e L dt +c = . e +c
L R
Rt
E -
or i = + ce L …(2)
R
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 119
E
Initially, when t = 0, i = 0 so that c = -
R
Rt
Eæ - ö
Thus (2) becomes, i = ç1 - e L ÷ …(3)
Rè ø
This equation gives the current in the circuit at any time t.
E
Clearly, i increases with t and attains the maximum value .
R
Let the current in the circuit be half its theoretical maximum after a time T seconds. Then
Eæ ö
RT RT
1 E - - 1 RT 1
. = ç1 - e L
÷ or e L = or - = log = - log 2
2 R Rè 2 L 2
ø
\ T = (L log 2)/R.
Example 2. The initial value problem governing the current ‘i’ flowing in series R.L. circuit when a
di
voltage v (t) = t is applied is given by iR + L = t ; t ≥ 0 ; i (0) = 0, where R, L are constants. Find the current
dt
i (t) at time t. (P.T.U., May 2006)
di
Sol. Given equation is iR + L = t ; t ≥ 0 ; i (0) = 0
dt
di R 1
or + i = t , which is a linear differential equation in i
dt L L
òL
R
dt R
t
\ I.F. = e = eL
R 1
òe
R t t
Its solution is ie L = L
t dt + c
L
1 R
ò
t
= t e L dt + c (Integrate it by parts)
L
1 é æL Rtö æ L2 R t ö ù æt L ö Rt
= êt ç e L ÷ - (1) ç 2 e L ÷ + c ú = ç - 2 ÷ e L + c
L êë è R ø èR ø úû è R R ø
1 L R
- t
\ i= t - 2 + ce L
R R
L
Given i= 0 when t = 0 \ c =
R2
1 L L -Rt
\ i= t- 2 + 2 e L
R R R
1 L R
t - 2 é1 - e L ù .
- t
=
R R ëê ûú
Example 3. The equations of electromotive force in terms of current i for an electrical circuit having
i
resistance R and a condenser of capacity C, in series, is E = Ri + ò dt . Find the current i at any time t,
C
when E = E0 sin wt. (P.T.U., Dec. 2006)
120 A TEXTBOOK OF ENGINEERING MATHEMATICS
i
Sol. The given equation can be written as Ri + ò dt = E0 sin wt
C
di i
Differentiating both sides w.r.t. t, we have R + = wE0 cos wt
dt C
di i wE 0
or +
dt RC = R
cos wt …(1)
t æ ö
wE 0 e RC ç -1 w ÷
= . cos ç wt - tan +k
R 2 1 ÷
æ 1 ö ç ÷
çè RC ÷ø + w è RC ø
2
é e ax e ax æ böù
ò ( a cos bx + b sin bx) =
ax
êQ e cos bx dx = 2 cos ç bx - tan -1 ÷ ú
êë a + b2 a 2 + b2 è aøú
û
t
w CE 0
= e RC cos(wt - f) + k , where tan f = RCw
1 + R 2 C 2w 2
t
wCE 0 -
or i = cos(wt - f ) + ke RC
1 + R 2 C2 w 2
which gives the current at any time t.
di
Example 4. Solve the equation L + Ri = E0 sin wt, where L, R and E0 are constants and discuss the
dt
case when t increases indefinitely. (P.T.U., May 2007)
di
Sol. L + Ri = E0 sin wt …(1)
dt
di R E
+ i = 0 sin wt , which is linear differential equation of first order in ‘i’
dt L L
R R
I.F. = e ò L
dt t
= eL .
Its solution is
R R
t t E0
ie L = ò eL .
L
sin wt dt + C
R R
t E0 t
ie L =
L ò
e L sin wt dt + C
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 121
R
t ax
eL éR ù e
sin wt -w cos wt ú + C Q e sin bx dx = 2 2 [ a sin bx - b cos bx ]
E
ò
ax
= 0. 2 ê
L R ëL û a +b
2
+w 2
L
R
t
E0 Le L
éR ù
= ê L sin wt - w cos wt ú + C
R +L w ë
2 2 2
û
R
éR
E0 L ù - t
\ i= 2 2 ê
sin wt - w cos wt ú + Ce L
R + L w ëL
2
û
R
Let = a cos f, w = a sin f
L
Squaring and adding
R2
a2 = 2
+ w2
L
Dividing, we get
Lw
tan f =
R
R
E0L - t
2 2 [
\ i = . a cos f sin wt - a sin f cos wt ] + Ce L
R +Lw
2
R
E0 L - t
= . a sin (wt - f) + Ce L
R 2 + L2 w 2
R
E0 L R 2 + L2 w 2 ì Lw ü - t
= 2 . sin íwt - tan -1 ý + Ce L
R + L2 w2 L2 î R þ
R
E0 ì Lw ü - t
i = sin í wt - tan -1 ý + Ce L
R 2 + L2 w2 î R þ
Now, when t increases indefinitely i.e., t Æ •
R
- t E0 æ Lw ö
Then e L Æ 0\ i= sin ç wt - tan -1 ÷.
R +L w 2 2 2 è R ø
3. When a switch is closed in a circuit containing a battery E, a resistance R and an inductance L, the current i
di
builds up at rate given by L + Ri = E. Find i as a function of t. How long will it be, before the current has
dt
reached one-half its maximum value if E = 6 volts, R = 100 ohms and L = 0.1 henry ?
4. Show that the differential equation for the current i in an electrical circuit containing an inductance L and a
di
resistance R in series and acted on by an electromotive force E sin wt satisfies the equation. L + Ri = E sin wt.
dt
Find the value of the current at any time t, if initially there is no current in the circuit. (P.T.U., May 2006)
E sin f Lw
[Hint : Consult example 4; in the result put i = 0 when t = 0, get C = when f = tan–1 ]
2
R +L w 2 2 R
di
5. Solve the equation L + Ri = 200 cos 300 t, when R = 100, L = 0.05 and find i given that i = 0 when t = 0.
dt
What value does i approach after a long time?
6. A resistance R in series with inductance L is shunted by an equal resistance R with capacity C. An alternating
e.m.f. sin pt produces currents i1 and i2 in the two branches. If initially there is no current, determine i1 and i2
from the equations :
di1 i di
L + Ri1 = E sin pt and 2 + R 2 = p E cos pt
dt C dt
E
Verify that if R2C = L, the total current i1 + i2 will be sin pt .
R
ANSWERS
Rt
10 -
1. i = (R sin t - L cos t + Le L 3. 0·0006931 sec
L + R2
2
é Rt
E - ù ùL
4. i= êsin(wt - f) + sin fe L ú , where f = tan -1
R 2 + w 2 L2 êë ú
û
R
5. i=
40
409
[20 cos 300t + 3 sin 300t ] - 800
409
e- 200t ;
40
409
E2 pEC
6. i1 = 2 2 2 [ R sin pt - pL cos pt ] ; i2 = [cos pt + RC p sin pt ] .
R +L p 1 + p2 R 2 c2
di q
L + =0 …(1)
dt C
dq d 2q q d 2q q
Since i= , equation (1) becomes L + = 0 or +
dt dt 2 LC = 0
dt 2 C
1 d 2q
Writing w2 = , it becomes + w 2q = 0 …(2)
LC dt 2
Equation (2) is of simple harmonic form. It represents free electrical oscillations of the current having
2p 2p
period = = 2p LC .
w 1
LC
\ Solution of (2) is obtained as follows:
It is a linear differential equation with constant coefficients
\ Its symbolic form is (D2 + w2) q = 0
A.E. is D2 + w2 = 0 or D = ± iw
\ Solution of (2) is
1 1
q = c1 cos wt + c2 sin wt = c1 cos t + c2 sin t
LC LC
This solution can also be put into the form
æ 1 ö
q = A cos (wt + B) = A cos ç t + B÷
è LC ø
where c1, c2 or A, B can be determined from initial conditions of the problem.
Consider an electrical circuit containing an inductance L and capacitance C. Let q be the electrical charge
on the condenser plate and i be the current in the circuit at any time t. The voltage drops across L and C being
di q
L and respectively and since e.m.f. = k cos nt \ by Kirchhoff’s Law
dt C
di q
L + = k cos nt
dt C
dq d 2q q C
Since i= \ L + = k cos nt
dt dt 2 C
2
d q 1 k L k cos nt
or + q = cos nt
dt 2 LC L
1 k
Writing w2 = and E = , we have
LC L
d 2q
+ w 2 q = E cos nt , which is a linear differential equation with constant coefficients …(1)
dt 2
S.F. is (D2 + w2) q = E cos nt
124 A TEXTBOOK OF ENGINEERING MATHEMATICS
A.E. D2 + w2 = 0 \ D = ± wi
C.F. = c1 cos wt + c2 sin wt
1
P.I. = E cos nt …(2)
D + w2
2
Put D2 = – n2
1
= E cos nt when w 2 ¹ n 2
w -n
2 2
\ C.S. of (1) is
Et
q = c1 cos wt + c2 sin wt + sin wt
2w
æ Et ö
= c1 cos wt + ç c2 + sin wt
è 2w ÷ø
which can again be reduced to the form
æ Et ö
= r sin (wt + f) by putting c1 = r sin f ç c2 +
è 2w ÷ø
= r cos f
2
æ Et ö c1
where r= c12 + ç c2 + ÷ , tan f = .
è 2w ø Et
c2 +
2w
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 125
3.9(a). DIFFERENTIAL EQUATION OF ELECTRICAL SERIES CIRCUITS CONTAINING
3.9(a). INDUCTION, CAPACITANCE AND RESISTANCE (L.C.R. CIRCUIT) WITH
3.9(a). NEGLIGIBLE E.M.F. (P.T.U., Dec 2006, May 2007)
L.C.R. Circuit : Consider the discharge of a condenser C through an inductance L and the resistance R.
Let q be the charge and i the current in the circuit at any time t. The voltage drop across L, C and R are
di q d 2q q dq dq
, , Ri , which are same as L 2 ,
respectively. L and R Q i=
dt C dt C dt dt
\ By Kirchhoff’s Law, we have
C
d 2q dq q d 2 q R dq 1
L +R + = 0 or + + q =0
dt 2 dt C dt 2 L dt LC
R L
R 1 d q dq 2
Writing = 2 p and = w 2 , it becomes +2p + w2 q = 0 …(1)
L LC dt 2
dt
which is a linear differential equation with constant coefficients
S.F. is (D2 + 2pD + w2) q = 0
A.E. is D2 + 2pD + w2 = 0
- 2 p ± 4 p2 - 4w 2
D= = -p± p2 - w2
2
(1) If p2 > w2, then solution is
q = c1 e
- p + p2 - w 2 t + c2 e
- p - p2 - w2 t
é p2 - w 2 t - p2 - w 2 t ù
= e - pt êc1 e + c2 e úû
ë
é æ R2 1 ö æ R2 1 ö ù
- ÷t -ç - f÷ t
-
R
t ê ççè 4L2 LC ÷ø çè 4L2 LC ÷ø ú
= e 2L
êëc1 e + c2 e úû
R é 1 æ
R2 -
4L ö
t -
1 æ
R2 -
4L ö ù
t
- t ê 2L çè C ÷ø 2L çè C ÷ø ú
q= e 2L
ëc1 e + c2 e û
a = – p, b = w 2 - p2
\ Solution is
q = e - pt éc1 cos
êë ( 2 2
w - p t + c2 cos ) ( w - p t ùú
2 2
û
)
é-
R
tæ 1 4L ö æ 1 4L ö ù
= e ê c1 cos ç
2L R2 - ÷ t + c2 sin ç 2L R2 - tú
êë è 2L C ø è C ÷ø ú
û
2 2
It p = w , then both roots of (1) are equal and each = – p
126 A TEXTBOOK OF ENGINEERING MATHEMATICS
Then solution is
R
- t
q = (c1 + c2t) e– pt = (c1 + c2t) e 2L
Consider an electrical circuit consisting of induction L, capacitance C and resistance R, which contains an
alternating e.m.f. k cos nt.
Let q be the charge and i the current in the circuit at any time t. The voltage drop across L, C and R are
di q d 2q q dq dq
respectively L , , Ri , which are same as L 2 , , R as i =
dt C dt C dt dt
By Kirchhoff’s Law we have
di q C R L
L + + Ri = k cos nt …(1)
dt C
d 2q dq q
or L +R + = k cos nt
dt 2 dt C
d 2 q R dq q k cos nt
or + + =
dt 2 L dt LC L
k cos nt
R 1 k
Writing = 2p, = w 2 and =E
L LC L
d 2q dq
+ 2p + w 2 q = E cos nt …(2)
dt 2 dt
which is a linear differential equation with constant coefficients
S.F. is (D2 + 2pD + w2) q = E cos nt
A.E. is D2 + 2pD + w2 = 0
-2p ± 4 p2 - 4w 2
\ D= =- p± p2 - w2
2
C.F. = c1 e
- p +
p2 - w 2 t
+ c1 e
- p + p2 - w 2 t if p2 > w2
or
é
C.F. = e - pt êc1 e
p2 - w 2 t
+ c2 e
- p2 - w 2 t ù ú if p2 > w 2
êë úû
Put D2 = – n2
1 1
= E cos nt = E cos nt
- n + 2 pD + w
2 2
2 pD + (w 2 - n 2 )
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 127
2 pD - (w 2 - n2 )
= E cos nt
4 p 2 D 2 - (w 2 - n 2 )2
Put D2 = – n2
2 pD (cos nt ) - (w 2 - n2 ) cos nt - 2 pn sin nt - (w 2 - n 2 ) cos nt
= E =E
- 4 p 2 n 2 - (w 2 - n 2 )2 - éë 4 p 2 n 2 + (w 2 - n 2 ) 2 ùû
2 pn sin nt + (w 2 - n 2 ) cos nt
= E
4 p 2 n 2 + (w 2 - n 2 ) 2
For simplification put 2pn = r sin f and w2 – n2 = r cos f
2 pn
\ r2 = 4p2n2 + (w2 – n2)2 and tan f =
w - n2
2
\ Solution of (1) is
q = C.F. + P.I.
Substitute the value of C.F. and P.I. from (3) and (4) respectively.
ILLUSTRATIVE EXAMPLES
Example 1. The voltage V and the current i at a distance x from the sending end of the transmission line
dV - di
satisfy the equations - = Ai ; = BV, where A, B are constants. If V = V0 at the sending end
dx dx
ï sinh n l - x ï
ì ü
(x = 0) and V = 0 at the receiving end (x = l), then show that V = V0 í ý , where n2 = AB.
ï
î sinh n l ï
þ
(P.T.U., May 2010)
Sol. Given equations are
dV di
- = Ai ; - = BV
dx dx
1 d 2V d æ 1 dV ö
fi i= - \ - ç- ÷ = BV
A dx 2 dx è A dx ø
1 d 2V d 2V
or = BV or - ABV = 0
A dx 2 dx 2
d 2V
or - n2 V = 0 (given AB = n2)
dx 2
V0 e - nl V0 e nl
= - =
2 sinh nl 2 sinh nl
Substituting the values of c1 and c2 in (1)
V=
V0
é - e nx . e - nl + e - nx . e nl ù =
V0 é - e - n l - x + e n l - x ù
2 sinh nl ë û 2 sinh nl ëê ûú
=
V0 é en l - x - e - n l - x ù = V0
2 sinh n (l - x )
2 sinh nl ëê ûú 2 sinh nl
V0 sinh n l - x
Hence V= .
sinh nl
Example 2. Show that the frequency of free vibrations in a closed electrical circuit with inductance L
30
and capacity C in series is per minute. (P.T.U., Dec. 2001, May 2010)
ð LC
Sol. Let i be the current and q the charge in the condenser plate at any time t. The voltage drops across
di d 2q q
L and C are L = L 2 and respectively
dt dt C
d 2q q d 2q 1
L 2
+ = 0 or 2
+ q=0
dt C dt LC
1 d 2q d 2q
Writing = w 2 we have + w 2
q = 0 or = -w 2 q
LC dt 2 dt 2
2p 2p
It represents oscillatory current with period T = = = 2p LC
w 1
LC
1 60 30
\ Frequency = per second = per minute = per minute.
T 2p LC p LC
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 129
Example 3. An electric circuit consists of an inductance of 0.1 henry, a resistance of 20 ohms and a
condenser of capacitance 25 micro-farads. Find the charge q and the current i at any time t, given that at
dq
t = 0, q = 0.05 coulomb, i = = 0 when t = 0.
dt
d 2q dq q
Sol. The differential equation for the circuit can be written as L +R +
dt 2 dt C = 0
2
d q dq q
or 0.1 + 20 + =0 [ Q 1 micro-farad = 10–6 farads]
dt 2
dt 25 ´ 10 - 6
d 2q dq 1 10000000
+ 200 …(1) Q =
or
dt 2 dt + 400,000 q = 0 25 ´ 10 - 7 25
= 400,000
\ Its solution is q = e -100 t éëc1 cos 100 39 t + c2 sin 100 39 t ùû …(2)
and i =
dq
dt
= - 100 e
-100 t é
c - 39 c2 cos (624.5t ) +
ë 1
39 c1 + c2 sin (624.5t ) ù
û
d 2i i d 2i i
Differentiate L + = 0 or +
dt 2 C dt 2 LC = 0
which is linear differential equation with constant coefficients
2 1 1
\ A.E. is D + =0 Þ D = ±i
LC LC
Its solution is
1 1
i = c1 cos t + c2 sin t
LC LC
1
When t = 0, i = 0 fi c1 = 0 \ i = c 2 sin t …(1)
LC
1
Now, Max value of i = i0. Also sin t has max value 1
LC
1
\ i0 = c2 \ From (1) solution is i = i0 sin t.
LC
t
Example 5. An uncharged condenser of capacity C is charged by applying an e.m.f. E sin ,
LC
through leads of self-inductance L and negligible resistance. Prove that at time t, the charge on one of the
EC é t t t ù
plates is ê sin - cos ú.
2 ë LC LC LC û
Sol. Let q be the charge on the condenser at any time t. The differential equation for the circuit is
d 2qq 1
L +
= E sin …(1)
dt 2C LC
1 1 i
Its A.E. is LD 2 + = 0 or D2 = - so that D = ±
C LC LC
t t
C.F. = c1 cos + c 2 sin
LC LC
1 t
and P.I. = E sin
1 LC
LD 2 +
C
1
Put D2 = – ; Case of failure
LC
1 t Et æ t ö Et C t
\ P.I. = Et . sin = çè - LC cos ÷ =- 2 cos
2LD LC 2L LC ø L LC
t t Et C t
\ The complete solution of (1) is q = c1 cos + c2 sin - cos …(2)
LC LC 2 L LC
Initially, when t = 0, q = 0 \ c1 = 0
Differentiating (2) w.r.t. t
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 131
dq c t c t E C é t t t ù
= - 1 sin + 2 cos - êcos - sin ú
dt LC LC LC LC 2 L ë LC LC LC û
dq
Initially, = i = 0 when t = 0
dt
c2 E C EC
\ - = 0 or c2 = .
LC 2 L 2
Substituting the values of c1 and c2 in equation (2), the charge q on the condenser plate, at any time t, is
EC t Et C t EC é t t t ù
given by q = sin - cos or q= êsin - cos ú.
2 LC 2 L LC 2 ë LC LC LC û
Example 6. In an L-C-R circuit, the charge q on a plate of the condenser is given by
d 2q dq q dq
L +R + = E sin wt, where i = . The circuit is turned to resonance so that
dt 2 dt C dt
1 4L
w2 = . If R2 < ; q = 0 = i.
LC C
Rt
E é - æ R öù
when t = 0, show that q = ê - cos wt + e 2 L ç cos pt + sin pt ÷ ú
Rw ê è 2 Lp ø úû
ë
Rt
E é 1 - ù 1 R2
and i= ê sin wt - e 2 L sin pt ú , where p2 = – 2 . (P.T.U., Jan. 2010, Dec. 2013)
R ê p LC úû LC 4L
ë
d 2q dq q
Sol. The given differential equation is L +R + = E sin wt
dt 2 dt C
æ 2 1ö d
or çè LD + RD + C ÷ø q = E sin wt , where D = dt …(1)
4L 4L
-R ± R2 - -R ± i - R2
1 C C 4L
Its A.E. is LD2 + RD + = 0 so that D = = , since R2 <
C 2L 2L C
R 1 R2 -R 1 R2
= - ±i - 2 = ± ip, since - 2 = p2
2L LC 4L 2L LC 4L
Rt
-
Its C.F. = e 2L
c1 cos pt + c2 sin pt
1
and P.I. = E sin wt
1
LD 2 + RD +
C
1 E 1 1
= E . sin wt = . sin wt , since w2 =
1 R D LC
- L w 2 + RD +
C
132 A TEXTBOOK OF ENGINEERING MATHEMATICS
E
= - cos wt
Rw
\ The complete solution of equation (1) is
Rt
c1 cos pt + c2 sin pt - REw cos wt
-
q=e 2L …(2)
E
Initially, when t = 0, q = 0 \ c1 =
Rw
Differentiating (2) w.r.t. t
Rt Rt
dq - R - 2L
dt
= e 2L - pc1 sin pt + pc2 cos pt -
2L
e c1 cos pt + c2 sin pt + RE sin wt
dq
Initially, when t = 0, =i=0
dt
R R E E
\ pc2 – c = 0 or c 2 = . =
2L 1 2pL Rw 2p Lw
Substituting the values of c1 and c2 in equation (2), we get
Rt
- æ E E ö E
q= e çè Rw cos pt + 2p Lw sin pt ÷ø - Rw cos wt
2L
Rt
E é - æ R öù
or q= ê - cos wt + e 2L
çè cos pt + sin pt ÷ø ú …(3)
Rw ê 2Lp úû
ë
Differentiating (3) w.r.t. t
E é öù
Rt Rt
dq R - 2L æ R ö - 2L æ R
= êw sin wt - e çè cos pt + 2Lp sin pt ÷ø + e çè - p sin pt + 2L cos pt ÷ø ú
dt Rw ê 2L úû
ë
é Rt ù Rt
E - æ R2 ö E é - R 2 + 4L2 p 2 ù
or i= êw sin wt - e 2L ç 2 + p÷ sin pt ú = êw sin wt - e 2L . sin pt ú
Rw êë è 4L p ø úû Rw êë
2
4L p úû
Rt
Eé - 1 ù R 2 + 4L2 p 2 1
= êsin wt - e 2L sin pt ú , since =
Rê LC pw úû 4L2
LC
ë
Rt
Eé - LC ù 1
= êsin w t - e 2L . sin pt ú , since w2 =
Rê LCp úû LC
ë
Rt
E é 1 - ù
or i = êsin wt - e 2L sin pt ú .
R ê
ë p LC úû
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 133
Example 7. A constant E (e.m.f.) at c = 0 is applied to a circuit consisting of an inductance L, resistance
R and capacitance C in series. The initial values of the current and the charge being zero, find the current
at any time t, if CR2 < 4L. Show that the amplitudes of the successive vibrations are in geometrical
progression.
Sol. The differential equation for the circuit is
d 2q dq q
L +R +
dt 2 dt C = E
æ 1ö
S.F. is ç LD2 + RD + ÷ q = E
è Cø
4L
-R ± R2 -
1 C
A.E. is LD2 + RD + =0 \ D=
C 2L
4L R 1 R2
Given R2 < \ D= – ±i - 2
C 2L LC 4L
R 1 R2
D= - ± i p , where p2 = - 2
2L LC 4L
R
- t
C.F. = e 2L éë c1 cos pt + c 2 sin pt ùû
1 1
P.I = E= E e0.t put t = 0
1 1
LD2 + RD + LD + RD +
2
C C
E 0×t
= e = EC
1
C
Rt
-
\ C.S. is q= e 2L
ëéc1 cos pt + c2 sin pt ûù + EC
Now, when t = 0, q = 0 \ 0 = c1 + EC
\ c1 = – EC
R
- t
\ q= e 2L éë- EC cos pt + c2 sin pt ùû+ EC
R R
dq - t R - 2L t
Now, i = = e 2L ëéEC p sin pt + c2 p cos pt ûù - e [ – EC cos pt + c2 sin pt]
dt 2L
When t = 0, i = 0
R REC
\ 0 = c 2 p + 2L EC \ c2 = -
2Lp
134 A TEXTBOOK OF ENGINEERING MATHEMATICS
R R
- t é REC ù R - 2L t é REC ù
\ i =e 2L
ê E Cp sin pt - 2L cos pt ú - 2L e ê- E cos pt - 2LP sin pt ú
ë û ë û
-
R
t é REC REC R 2 EC ù
i =e 2L
ê EC p sin pt - cos pt + cos pt + 2
sin pt ú
2L 2L 4L p
ë û
-
R
t é R 2 EC ù -
R
t é R2 ù
i =e 2L
ê EC p sin pt + sin pt ú = EC e 2L
ê p + ú sin pt
ë 4L2 p û ë 4L2 p û
R
4L2 p 2 + R 2 - 2L t
= EC e sin pt
4L2 p
Substituting the values of p2
EC é 2æ 1 R2 ö ù -R t
= × ê 4L ç - 2 ÷ + R ú e 2L sin pt
2
4L2 p êë è LC 4L ø úû
R
EC é 4L ù - 2L t
= ê úe sin pt
4L2 p ë C û
R R
E - 2L t E - 2L t
\ i = e sin pt , where amplitude of successive vibration is given by e , which
Lp Lp
decreases as t increases.
R R R
\ Amplitudes are E - 2L E - 2L × 2 E - 2L × 3
e + e + e +L
LP LP LP
which forms a G.P. series.
Example 8. An e.m.f. E sin pt is applied at t = 0 to a circuit containing a capacitance C and inductance L.
di 1 1
The current i satisfies the equation L +
dt C ò i dt = E sin pt. If p2 = LC and initially the current i and the
Et dq
charge q are zero, show that the current at time t is sin pt , where i = .
2L dt
(P.T.U., Dec. 2003, 2012, 2013, May 2012 )
di 1
Sol. L +
dt C ò i dt = E sin pt
dq
Substituting the value of i =
dt
Ld 2 q 1 dq
dt 2
+
C dt ò
dt = E sin pt
d 2q 1
or L + q = E sin pt
dt 2 C
æ 2 1ö
S.F. is çè LD + C ÷ø q = E sin pt
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 135
1 1 1
A.E. is LD2 + =0 \ D=± i = ± i p, where p =
C LC LC
C.F. = c1 cos pt + c2 sin pt
1
P.I. = E sin pt Put D2 = – p2
2 1
LD +
C
1 EC sin pt 1
= E sin pt = But p2 =
1 1- LC p 2 LC
- Lp 2 +
C
\ Case of failure
t
\ P.I. = E sin pt [Multiply by t and differentiate the denominator]
2LD
Et - cos pt Et cos pt
= . =-
2L p 2Lp
Et cos pt
\ C.S. is q = c1 cos pt + c2 sin pt –
2 Lp
When t = 0, q = 0 \ 0 = c1
Et cos pt
\ q = c2 sin pt –
2Lp
dq E
i =
dt
= c2 p cos pt -
2Lp
[- t p sin pt + cos pt ]
t = 0, i = 0
E E
\ 0 = c2 p – \ c2 =
2Lp 2Lp 2
E Et E
\ i = p cos pt - sin pt - cos pt
2Lp 2
2p 2Lp
Et
\ i = sin pt .
2p
d 2q dq q
Example 9. In an L-C-R circuit, the charge q on a plate of a condenser is given by L +R +
dt 2 dt C
1
= E sin pt. The circuit is turned to resonance so that p 2 = . If initially the current i and the charge q
LC
R Et
be zero, show that, for small values of , the current in the circuit at time t is given by sin pt.
L 2L
(P.T.U., May 2010)
Sol. Given differential equation is
136 A TEXTBOOK OF ENGINEERING MATHEMATICS
d 2q dq q
+R +
dt C = E sin pt
L
2
dt
æ 1ö
S.F. is ç LD2 + RD + ÷ q = E sin pt
è Cø
1
A.E. is LD2 + RD + =0
C
4L
D = -R ± R -
2
\ 2
C =- R ± R - 1
2L 2L 4L2 LC
R 1 R R2
D = - ± - Q is small \ is neglected
2L LC L L2
R 1
= - ±ip Q p2 =
2L LC
R
- t
\ C.F. = e 2L éëc1 cos pt + c2 sin pt ùû
1
2 2
P.I. = 1 E sin pt Put D = – p
LD 2 + RD +
C
1
= E sin pt
1
- Lp 2 + RD +
C
1 1 E - cos pt
= E sin pt = E sin pt = .
1 1 RD R p
-L + RD +
LC C
R
- t E
C.S. is q =e 2L
(c1 cos pt + c2sin pt ) - pR
cos pt
R 2
- t æ R ö 1 æ R ö é -x 1 2 1 3 ù
Now, e =1+ ç- t + - t + …….. êë Using e = 1 - x + 2 x - 3 x + LL¥ úû
2L
è 2L ÷ø 2 ! çè 2L ÷ø
R R
= 1- t Q is small
2L L
æ R ö E
\ q = ç1 - t ÷ (c1 cos pt + c2 sin pt ) - cos pt
è 2L ø pR
E E
When t = 0, q = 0 \ 0 = c1 – \ c1 =
pR pR
æ R öæ E ö E
\ q = ç1 - t÷ ç cos pt + c2 sin pt ÷ - cos pt
è 2L ø è pR ø pR
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 137
dq æ R öæ E ö R æ E ö E
i= = ç1 - t÷ - p sin pt + c2 p cos pt ÷ - cos pt + c2 sin pt ÷ + sin pt
dt è 2L ø çè pR ø 2L çè pR ø R
E E
t = 0, i = 0 \ 0 = c2 p - i.e., c2 =
2L p 2L p 2
æ R ö é E E ù R é E E ù E
\ i = ç1 - t - sin pt + cos pt ú - ê cos pt + sin pt ú + sin pt
è 2L ÷ø êë R 2Lp û 2L êë p R 2Lp 2
ûú R
E E Et ERt E ER E
= - sin pt + cos pt + sin pt - 2 cos pt - cos pt – 2 2
sin pt + sin pt
R 2Lp 2L 4L p 2Lp 4L p R
Et ERt ER
= sin pt - 2 cos pt - 2 2 sin pt
2L 4L p 4L p
Et R
= sin pt Q is small
2L L
Et
Hence i = sin pt.
2L
d 2i i
1. The differential equation for a circuit in which self inductance and capacitance neutralize each other is L + = 0.
dt 2 C
Find the current i as a function of t, given that I is the maximum current and i = 0 when t = 0. (P.T.U., Dec. 2011)
[Hint: Consult S.E. 4]
2. A condenser of capacity C discharged through an inductance L and resistance R in series and the charge q at time
40
t satisfies the equation log = log10 = 0. Given that L = 0.25 henries, R = 250 ohms , C = 2 ¥ 10–6 farads and
4
dq
that when t = 0, charge q is 0.002 coulombs and the current = 0, obtain the value of q in terms of t.
dt
3. If an e.m.f. E sin wt is applied to a circuit containing a resistance R, an inductance L and a condenser of capacity C,
40
the charge on the condenser at time t satisfies the equation log = log10 = E sin wt. If R = 2 LC , solve the
4
differential equation for q.
4. A circuit consists of an inductance L and condenser of capacity C in series. An alternating e.m.f. E sin nt is
applied to the circuit at time t = 0, the initial current and the charge on the condenser being zero. Prove that the
nE
current at time t is i = (cos wt – cos nt, where CLw2 = 1). Prove also that if n = w, the current
(
L n - w2
2
)
Et sin wt
at time t is .
2L
5. An alternating e.m.f. E sin pt is applied to circuit at t = 0. Given the equation for the current i as
d 2i di i
L +R + = p E cos pt, find the current i when
dt 2 dt C
(i) CR2 > 4L (ii) CR2 < 4L.
138 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
1
1. i = I sin 2. q = e– 500 t (0.002 cos 1323 t + 0.0008 sin 1323 t)
LC
( )
-
Rt é
( 2
) ù
ê 1 - w CL sin wt - 2 LC cos wt ú
q = c1 + c 2 t e + EC ê
2L
3. ú
ê
ë (
1 + w 2 CL
2
) ú
û
5. (i) i = Ae– at cosh (bt + g)
E
(ii) i = A e– at cos (bt + g) + cos f sin ( pt + f) , where
R
R éæ R ö 2 1 ù
a= - , b = ± êç ÷ - ú
2L è 2L ø CL ú
ëê û
æ
-1 1 - CLp
2ö
f = tan ç ÷.
è CRP ø
2p l
The motion of the bob is simple harmonic and the time of an oscillation is = 2p .
w g
The motion of the bob from one extreme position B to the other extreme position B¢ is called a beat or a
swing.
1 l
\ The time of one beat = (time of one oscillation) = p .
2 g
A simple pendulum which beats once every second is called a second’s pendulum. Thus a second’s
pendulum beats 86400 times a day, the number of seconds in 24 hours.
Since the time for one beat in a second’s pendulum is 1 second, taking g = 981 cm/sec2, we have
l 981
1=p or l = 2 = 99.4 cm
981 p
Hence the length of a second’s pendulum is 99.4 cm.
ætö 1
Taking logs, log n = log ç ÷ + ◊ (log g – log l)
è pø 2
dn 1 æ dg dl ö n æ dg dl ö
Taking differentials on both sides, we get = ç - ÷ or dn = ç - ÷
n 2è g l ø 2è g l ø
which is the change in the number of beats.
n dg
If only g changes, l remaining constant, then dn = . (Q dl = 0)
2 g
n dl
If only l changes, g remaining constant, then dn = - . .
2 l
ILLUSTRATIVE EXAMPLES
Example 1. Find how many seconds a clock would lose per day, if the length of its pendulum were
increased in the ratio 900 : 901?
Sol. Let l be the original length and l + dl, the increased length of the pendulum, then
l 900 l + dl 901
= or =
l + dl 901 l 900
dl 901 1
\ = -1 =
l 900 900
Let n be the number of beats per day, then n = 86400.
n dl 86400 1
If dn is the change in the number of beats, then dn = - . =- ´ = – 48.
2 l 2 900
140 A TEXTBOOK OF ENGINEERING MATHEMATICS
O
P p
a T 2
q
l P sin q
g
s mg sin q cos a m
a
a
A
n
si
q
q
q
n
si
mg sin q
g
m
mg
The component of weight of the bob along the plane is mg sin q. The equation of motion of the bob along
d 2s
the tangent at P is m = – mg sin q sin a.
dt 2
d 2 (l a ) æ a3 ö
= - g sin q ç a - + L÷
dt 2 è 3! ø
d 2a
or l = - g sin q . a to a first approx.
dt 2
d 2a g sin q d 2a g sin q
or = - × a or = - w 2 a , where w2 =
dt 2
l dt 2
l
2p l
\ The motion of the bob is simple harmonic and the time of one oscillation = = 2p .
w g sin q
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 141
TEST YOUR KNOWLEDGE
1. A pendulum gains 10 seconds at one place and is taken to another place where it loses 10 seconds per day.
Compare the accelerations due to gravity at the two places.
2. A clock with a second’s pendulum is gaining 2 minutes a day. Prove that the length of the pendulum must be
increased by 0.28 cm to make it go correctly.
3. Calculate the number of beats lost per day by a second’s pendulum when the length of the string is increased
1
by of itself.
10, 000
4. If a pendulum clock loses 9 minutes per week, find in mm, what change is required in the length of the
pendulum in order that the clock may keep correct time ?
5. A clock is taken from one place on the earth’s surface to another. If the value of g is thus increased by one per
cent, find what increase must be made in the length of the pendulum in order that the clock may keep correct
time?
6. A pendulum whose length is l makes m oscillations in 24 hours. When its length is slightly altered, it makes
2nl
m + n oscillations in 24 hours. Show that the diminution in length is nearly.
m
7. A second’s pendulum was too long on a day by a quantity k, it was then over corrected next day so as to become
k2
too short by k. Prove that the number of minutes gained in these two days is 1080 , where l is the true length
l2
of the pendulum.
8. A pendulum of length l has one end of the string fastened to a peg on a smooth plane inclined to horizon to an angle q.
With the string and the weight on the plane, its time of oscillation is t seconds. If the pendulum of length l¢
æ l ö
oscillates in one second when suspended vertically, prove that q = sin -1 ç 2 ÷ .
è l ¢t ø
9. If l1 be the length of an imperfectly adjusted second’s pendulum which gains n seconds in one hour and l2, the
length of one which loses n seconds in one hour, at the same place, show that the true length of second’s pendulum
4 l1 l 2
is .
l1 + l2 + 2 l1 l 2
1
10. A simple pendulum has a period T. When the string is lengthened by a small fraction of its length, the period
n
1 2 T ¢ - T
becomes T¢. Show that approximately = .
n T
11. A simple pendulum of length l is oscillating through a small angle q in a medium in which the resistance is
proportional to the velocity. Find the differential equation of its motion. Discuss the motion and find the period
of oscillation. [Hint: Consult art. 5.3 (ii) for oscillating motion]
d 2x
12. The differential equation of a simple pendulum is 2
+ w 0 2 x = F0 sin nt , where w0 and F0 are constants. If
dt
dx
initially x = 0, = 0, determine the motion when w0 = n.
dt
142 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
1. 4321 : 4319 2. 1.7 mm 5. 1%
d 2q dq l g
11. + 2p + wq = 0, where 2p = , w = .
dt 2 dt m l
2p
Motion is oscillatory when p < w and period =
w - p2
2
F0
12. x = sin nt - nt cos nt .
2n 2
B P
O Elastic cu
rve
A
(x, y)
x
X
Yy
It is well-known from the mechanics of structure that the forces above and below the neutral surface
acting in opposite directions have a tendency to restore the beam to its original position ; creating an interval
EI
bending moment M given by ,
R
where E = modulus of elasticity of the material of the beam
I = moment of inertia of the cross-section of the beam about the neutral axis AB
R = radius of curvature of the elastic curve at P (x, y).
3
é æ dy ö 2 ù 2
ê1 + ç ÷ ú
ê è dx ø úû
Now, R= ë
d2 y
dx 2
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 143
2
æ dy ö
If the deflection (slope) of the beam is small, ç ÷ is very small and can be neglected, so that
è dx ø
1
R=
d2y
dx 2
d2y
Thus, M = EI . . .(1)
dx 2
which is the differential equation of the elastic curve.
Note 1. The moment M with respect to AB of all external forces acting on either of the two segments into which
the beam is separated by the cross-section is independent of the segment considered.
Note 2. The amount M is the algebraic sum of the moments of the external forces acting on the segment of the beam
about the line AB. The upward forces give positive moments and the downward forces give negative moments.
ILLUSTRATIVE EXAMPLES
Example 1. The deflection of a strut of length l with one end (x = 0) built in and the other supported and
d2y a2 R
subjected to end thrust P, satisfies the equation + a2 y = (1 - x ) . Prove that the deflection curve is
dx 2 P
R æ sin ax ö
y= ç - l cos ax + l - x÷ , where al = tan al.
Pè a ø
d2y a2R
Sol. The given equation is + a 2
y = (l - x )
dx 2 P
144 A TEXTBOOK OF ENGINEERING MATHEMATICS
a2R
or (D2 + a2) y = (l - x ) …(1)
P
Its A.E. is D2 + a2 = 0 so that D = ± ia
\ C.F. = c1 cos ax + c2 sin ax and
1 a2R
P.I. = (l - x )
D2 + a 2 P
-1
a 2R 1 R æ D2 ö Ræ D2 ö R
= × (l - x ) = ç 1 + (l - x ) = ç 1 - 2 + .......÷ (l - x ) = (l - x )
P æ D ö
2 P è a 2 ÷ø P è a ø P
a 2 ç1 + 2 ÷
è a ø
R
\ The complete solution of (1) is y = c1 cos ax + c2 sin ax + (l – x) …(2)
P
dy R
Differentiating (2) w.r.t. x = - ac1 sin ax + ac2 cos ax - …(3)
dx P
dy
Since the end O is build in, y= 0 and = 0 at x= 0
dx
Rl Rl
\ From (2), 0 = c1 + fi c1 = -
P P
R R
From (3), 0 = ac2 – fi c2 =
P aP
R æ sin ax ö
Substituting the values of c1 and c2 in (2), we have y = - l cos ax + l - x÷ …(4)
P çè a ø
which is the equation of the deflection curve.
Also, at the end A, y = 0 when x = l.
R æ sin al ö
\ From (4), 0= ç - l cos al ÷
P è a ø
sin al
or = l cos al \ al = tan al.
a
Example 2. A light horizontal strut AB of length l is freely pinned at A and B and is under the action of
equal and opposite compressive forces P at each of its ends and carries a load W at its centre.
W æ1 nl l ö P
Prove that the deflection at the centre is tan - ÷ , where n2 = .
2P çè n 2 2ø EI
W
Sol. At each end there is a vertical reaction . At any point Q (x, y) of the beam, the internal bending
2
d2y
moment is EI and this must be equal to the moment of external forces taken to the left (or right) of the
dx 2
section QQ¢.
d2y W
\ The differential equation for the elastic curve of the beam is EI =- x - Py
dx 2 2
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 145
W
d2 y P W 2
or + y=- x W
dx 2 EI 2EI 2
P x Q¢ P
d2 y n2 W æ P ö A y B
or + n 2
y = - x …(1) ç Q = n2 ÷
dx 2 2P è EI ø Q
(x, y)
Its A.E. is D2 + n2 = 0 so that D = ± in. Y
W
\ C.F. = c1 cos nx + c2 sin nx and
-1
1 æ n2 W ö n2 W 1 W æ D2 ö
P.I. = 2 ç - x ÷ = - . x=- 1+ 2 ÷ x
D + n2 è 2P ø 2P 2æ D2 ö 2P çè n ø
n ç1 + 2 ÷
è n ø
W æ D2 ö Wx
=- ç1 - 2 + ......÷ x = - 2P
2P è n ø
W
\ The complete solution of (1) is y = c1 cos nx + c2 sin nx – x …(2)
2P
dy W
Differentiating (2) w.r.t. x ; = - nc1 sin nx + nc2 cos nx - …(3)
dx 2P
At the end A, x = 0, y = 0, from (2), c1 = 0
l dy
\ At x = , = 0.
2 dx
nl W
\ From (3), 0 = nc2 cos- ( Q c1 = 0)
2 2P
W
or c2 =
nl
2Pn cos
2
Substituting the values of c1 and c2 in (2), we have
æ ö
W ç sin nx
- x ÷÷
W W
y= sin nx - x or y=
nl 2P 2P ç nl
2Pn cos çè n cos ÷ø
2 2
æ nl ö
sin
æ lö W ç 2 l÷ W æ1 nl l ö
Deflection at the centre = y ç at x = ÷ = - = ç tan - ÷ø .
è 2 ø 2P çç cos nl 2 ÷÷ 2P è n 2 2
n
è 2 ø
3. A long uniform strut of length l is clamped at one end, the other end being free. If a thrust P be applied at the
free end, at a distance ‘a’ from the neutral axis, prove that the deflection at the free end is a (sec nl – 1), where
P
n2 = .
EI
4. A horizontal tie-rod is freely pinned at each end. It carries a uniform load w kg per unit length and has a
horizontal pull P. Find the central deflection and the maximum bending moment, taking the origin at one of its
ends.
5. A horizontal tie-rod of length 2l with concentrated load W at the centre and ends freely hinged, satisfies the
d 2y W dy
differential equation EI = Py - x. With conditions x = 0, y = 0 and x = l, = 0, prove that the
dx 2 2 dx
W W
deflection d and the bending moment M at the centre (x = l) are given by d = (nl – tanh nl) and M = -
2Pn 2n
tanh nl, where n2 EI = P.
6. A light horizontal strut of length l is clamped at one end carries a vertical load W at the free end. If the horizontal
d 2y
thrust at the free is P, show that the strut satisfies the differential equation EI = ( d - y)P + W ( l - x) ,
dx 2
where y is the displacement of a point at a distance x from the fixed end and d the deflection at the free end.
W
Prove that the deflection at the free end is given by (tan nl – nl), where n2EI = P.
nP
ANSWERS
( ) 5wl 4 2
w w æ al ö wl w æ al ö
1. y= 4lx 3 - x 4 - 8l 3x ; . 4. 2 ç
sech - 1÷ + ; çè sech 2 - 1÷ø .
24EI 24EI Pa è 2 ø 8P a 2
ILLUSTRATIVE EXAMPLES
Example 1. A pipe 20 cm in diameter contains steam at 150°C and is protected with a covering 5 cm
thick for which k = 0·0025. If the temperature of the outer surface of the covering is 40°C find the temperature
half-way through the covering under steady state conditions.
Sol. Let Q cal/sec be the constant quantity of heat flowing out radially through a surface of the pipe
having radius x cm and length 1 cm. Then area of this cylindrical surface A = 2px sq cm.
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 147
dT dT
Then Q = - KA = - K . 2 px
dx dx
– Q dx
or dT =
2pK x
Q
Integrating both sides ; T = - log e x + C given T = 150° when x = 10 cm.
2pK
Q
\ 150 = - loge 10 + C …(1)
2pK
when T = 40, x = 15 we have
Q
40 = - loge 15 + C …(2)
2pK
Subtracting (2) from (1)
T1 – 150 = - -
Q
2p K
{
. loge 12.5 -
log e 10 }
110 12.5
=- log e [From (3)]
log e 1.5 10 x
10
40°C 5cm 150°C
log e 1.25
=-
110 direction of flow
loge 1.5
loge 1.25
\ T1 = 150 - 110 = 89.5°C . dx
8x
log e 1.5
Example 2. A long hallow pipe has an inner diameter of 10 cm and outer diameter of 20 cm. The inner
surface is kept at 200°C and the outer surface at 50°C. The thermal conductivity is 0.12. How mach heat is
lost per minute from a portion of the pipe 20 metres long ? Find the temperature at a distance x = 7.5 cm from
the centre of pipe.
Sol. Here the isothermal surfaces are cylinders, the axis of each one dx
of them is the axis of the pipe. Consider one such cylinder of radius x cm 5
10
length 1 cm. The surface area of this cylinder is A = 2px sq cm. x
Q
Let Q cal/sec be quantity of heat flowing across this surface, then
200°C
dT dT
Q = - kA = - k .2px 50°C
dx dx
Q dx
or dT = - .
2 pk x
148 A TEXTBOOK OF ENGINEERING MATHEMATICS
Q
Integrating, we have T =- log e x + c …(1)
2p k
Since T = 200, when x = 5
Q
\ 200 = - loge 5 + c …(2)
2pk
Also, T = 50, when x = 10
Q
\ 50 = log e 10 + c …(3)
2p k
Subtracting (3) from (2), we have
Q
150 =
2pk
log e 10 - log e 5
Q
or 150 = loge 2 …(4)
2pk
2pk ´ 150 300p ´ 0.12
\ Q = = = 163 cal/sec (given k = 0.12)
loge 2 log e 2
Hence the heat lost per minute through 20 metre length of the pipe
= 60 ¥ 2000Q = 120000 ¥ 163 = 1956000 cal. 1 min = 60 seconds
Now, let T = t, when x = 7.5 and 20 m = 2000 cm.
Q
From (1), t =- log e 7.5 + c …(5)
2p k
Newton’s law of cooling states that the temperature of a body changes at a rate which is proportional to
the difference in temperature between that of the surrounding medium and that of the body itself.
If T0 be the temperature of the surroundings and T that of the body at anytime t, then
dT
= – k(T – T0), where k is the constant of proportionality.
dt
Example 3. If the temperature of the air is 30°C and the substance cools from 100°C to 70°C in
15 minutes. Find when the temperature will be 40°C.
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 149
Sol. Let the unit of time be minute and T the temperature of the substance of any instant t. Then by
dT
Newton’s Law of cooling we have = – k (T – 30)
dt
dT
or = – k dt
T - 30
Integrate log (T – 30) = – kt + C …(1)
Initially when t = 0, T = 100
\ log 70 = C
Substituting the value of C in (1)
log (T – 30) = – kt + log 70 …(2)
Also, when t = 15, T = 70°
\ log 40 = – 15k + log 70
\ 15 k = log 70 – log 40
Subtracting the value of k in (2)
t
log (T – 30) = – log 70 – log 40 + log 70
15
\ When T = 40, we have
t 70
log 10 = - log + log 70
15 40
t 7
or log = log 70 – log 10 = log 7
15 4
log 7 log 7
\ t = 15 = 15 10 = 15(3.48) = 52.20
7 7
log log10
4 4
Hence temperature will be 40°C after 52.2 minutes.
Example 4. A body originally at 80°C cools down to 60°C in 20 minutes, the temperature of air being
40°C. What will be the temperature of the body after 40 minutes from the original?
Sol. Let T be the temperature of the body at any time t then by Newton’s Law of cooling
dT
= – k (T – 40)
dt
dT
or = – kdt ; Integrate both sides
T - 40
log (T – 40) = – kt + C …(1)
Initially when t = 0, T = 80
\ log 40 = C
Substituting the value C in (1)
log (T – 40) = – kt + log 40 …(2)
when t = 20, T = 60°
\ From (2), log 20 = – 20 k + log 40
\ 20 k = log 40 – log 20 = log 2
1
k= log 2
20
150 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
\ From (2), log (T – 40) = - log 2.t + log 40
20
Now, when t = 40 min
1
log (T – 40) = - log 2 .40 + log 40
20
= – 2 log 2 + log 40 = – log 4 + log 40
40
= log = log10
4
\ T – 40 = 10 \ T = 50°C.
ANSWERS
1. 0.000667 cal/sec 2. 140000 cal/hr 3. 2.16 cm
4. 57.9 minutes 5. (i) 65.5°C (ii) 51.9 minutes 6. 48°C.
dM
or = – k dt
M
Integrating, log M = – kt + c …(1)
Initially, when t = 0, M = M0 (say)
\ From (1), c = log M0
Substituting the value of c in (1), we have log M = log M0 – kt
or kt = log M0 – log M …(2)
Now, when t = T1, M = M1 and when t = T2, M = M2
\ From (2), we have kT1 = log M0 – log M1 …(3)
and kT 2 = log M0 – log M2 …(4)
M1
log
M2
Subtracting (3) from (4), we get k(T2 – T1) = log M1 – log M2 or k =
T2 - T1
1
Let T be the half-life of uranium i.e., when t = T, M = M .
2 0
M0
\ From (2), we get kT = log M0 – log = log 2
2
The problems of chemical reactions and solutions are especially important to chemical engineers. These
problems can be well explained through the following example:
Example 2. A tank contains 5000 litres of fresh water. Salt water which contains 100 gm of salt per litre
flows into it at the rate of 10 litres per minute and the mixture kept uniform by stirring, runs out at the same
rate. When will the tank contain 200000 gm of salt ?
How long will it take for the quantity of salt in the tank to increase from 150000 gm to 250000 gm ?
dQ
Sol. Let Q gm be the quantity of salt present in the tank at time t, then is the rate at which the salt
dt
dQ
content is changing and rate of salt entering the tank-rate of salt leaving the tank.
dt =
Now, the rate at which the salt increases due to the inflow = 100 ´ 10 = 1000 gm/min.
Let C gm be the concentration of salt at time t.
The rate at which the salt content decreases due to the outflow = C ´ 10 = 10 C gm/min
Since the rate of inflow is the same as the rate of outflow, there is no change in the volume of water at any
instant.
152 A TEXTBOOK OF ENGINEERING MATHEMATICS
Q
Þ C = 5000
Q Q
The rate of decrease of salt content = 10 ´ = gm/min .
5000 500
dQ Q d Q 500000 - Q
\ = 1000 - or =
dt 500 dt 500
dQ dt
or =
500000 - Q 500
t
Integrating, – log (500000 – Q) = +c ...(1)
500
Initially, when t = 0, Q = 0
\ c = – log 500000
t
From (1), we have = log 500000 – log (500000 – Q)
500
500000
or t = 500 log ...(2)
500000 - Q
Let t = T, when Q = 200000
500000 æ 5ö
From (2), T = 500log = 500log e ç ÷
300000 è 3ø
æ 5ö
= 500 ´ 2.303log10 ç ÷ = 500 ´ 2.303 ´ 0.2219
è 3ø
= 255.5 minutes = 4 hours 15.52 minutes.
Let t = T1, when Q = 150000 and t = T2, when Q = 250000
500000 10
From (2), we have T1 = 500log = 500log
350000 7
500000
T2 = 500log = 500log 2
250000
æ 10 ö æ 7ö
\ Required time = T2 – T1 = 500 ç log 2 - log ÷ = 500log e ç ÷
è 7ø è 5ø
= 500 ¥ 2.303 log 10 1.4 = 500 ¥ 2.303 ¥ 0.1461
= 168.23 minutes = 2 hours 48.23 minutes.
Example 3. A tank contains 100 litres of fresh water. Two litres of brine, each containing 1 gm of
dissolved salt, run into the tank per minute, and the mixture kept uniform by stirring runs out at the rate of
1 litre per minute. Find the amount of salt present when the tank contains 150 litres of brine.
dQ
Sol. Let Q gm be the quantity of salt present in the brine at time t, then is the rate at which the salt
dt
content is changing.
APPLICATION OF ORDINARY DIFFERENTIAL EQUATIONS 153
The rate at which the salt content increases due to the inflow = 2 ´ 1 = 2 gm/min.
Let C gm be the concentration of brine at time t.
The rate at which the salt content decreases due to the outflow = C ´ 1 = C gm/min
dQ
\ = 2–C …(1)
dt
Now, the initial volume of liquid is 100 litres. In one minute, 2 litres of brine enter the tank and 1 litre of
brine leaves the tank so that the volume of liquid in the tank increase at the rate of (2 – 1) = 1 litre/min.
The volume of liquid at time t is (100 + t) litres containing Q gm of salt.
Q
\ C=
100 + t
dQ Q dQ Q
From (1), we have =2– or + =2 …(2)
dt 100 + t dt 100 + t
which is a linear equation in Q and t.
dt
ò 100 + t
I.F. = e = e log(100 + t ) = 100 + t
æ t2 ö
or (100 + t) Q = 2 ç 100t + ÷ + c …(3)
è 2ø
æ t2 ö
2 ç100t + ÷
è 2ø
\ From (3) Q= …(4)
100 + t
é (50) 2 ù
2 ê100 ´ 50 + ú
ë 2 û
and salt content Q = = 83.3 gm .
100 + 50
4. If 30% of a radioactive substance disappeared in 10 days, how long will it take for 90% of it to disappear.
5. Under certain conditions cane-sugar in water is converted into dextrose at a rate which is proportional to the
amount unconverted at any time. If of 75 gm at time t = 0, 8 gm are converted during the first 30 minutes, find the
1
amount converted in 1 hours.
2
6. In a certain chemical reaction, the rate of conversion of a substance at time t is proportional to the quantity of
substance still untransformed at that instant. The amount of substance remaining untransformed at the end of one
hour and at the end of four hours are 60 gm and 21 gm respectively. How many grams of substance were present
initially ?
7. A tank contains 1000 litres of fresh water. Salt water which contains 150 gm of salt per litre runs into it at the rate
of 5 litres per minute and well stirred mixture runs out of it at the same rate. When will the tank contain 5000 gm
of salf ?
8. A tank is initially filled with 100 litres of salt solution containing 1 gm of salt per litre. Fresh brine containing
2 gm of salt per litre runs into the tank at the rate of 5 litres per minute and the mixture, assumed to be kept
uniform by stirring, runs out at the same rate. Find the amount of salt in the tank at any time, and determine how
long it will take for this amount to reach 150 gm.
9. A tank contains 100 litres of an aqueous solution containing 10 kg of salt. Water is entering the tank at the rate of
3 litres per minute and the well stirred mixture runs out at 2 litres per minute. How much salt will the tank contain
at the end of one hour ? After what time will the amount of salt in the tank be 625 gm?
ANSWERS
1. 604.9 2. 16 times the original, 6 hours
2
æ pö
3. ç10 - ÷ 4. 64.5 days 5. 21.5 gm
è 10 ø
æ t ö
-
6. 85 gm 7. 6.77 minutes 8. 100 ç 2 - e 20 ÷ ; 13.9 minutes
çè ÷ø
9. 3.6 kg ; 5 hours.
E é - tù
R
di R E
4. Differential Equation of an R, L Series Circuit is + i= and its solution is i = ê1 - e L ú .
dt L L R ê ú
ë û
di q
5. Differential Equation of an L, C Circuit is L + = 0 when there is no e.m.f. and its solution is
dt C
1
q = A cos (wt + B), where w =
LC
6. Differential Equation of an L, C Circuit with e.m.f. k cos nt is
di q
L + = k cos nt and its solution is
dt C
æ t ö kC
q = A cos ç + B÷ + 2
cos nt
è LC ø 1 - LC n
1
when π n2
LC
1
and when = n2, then solution is
LC
1
q = r sin (wt + f), where w = ;
LC
2
æ Et ö C1 k
r= C12 + ç C 2 + ÷ , tan f = and E = .
è 2w ø Et L
C2 +
2w
d 2q dq q
7. Differential Equation of L.C.R. Circuit is L +R + = 0 when there is no e.m.f. and its solution is
dt 2 dt C
R é 1
æ
R2 -
4L ö 1
æ
R2 -
4L ö ù
t t
- t ê ç
è C ÷ø - ç
2L è C ÷ø ú 2 4L
q= e 2L
êC1 e 2L + C2 e ú when R >
ê ú C
ë û
4L
when R2 < , then solution is
C
-
R
t é æ 1 4L ö æ 1 4L ö ù
q= e 2L êC1 cos ç - R 2 ÷ t + C2 sin ç - R2 ÷ tú
ëê è 2L ø è 2L ø ûú
C C
4L
when R2 = , then solution is
C
R
- t
q = (C1 + C2 t ) e 2L
8. Differential Equation of L.C.R. Circuit with e.m.f. k cos nt is
d 2q dq q
L +R + = k cos nt and its solution is
dt 2 dt C
é p2 - w2 t - p2 - w2 t ù
q = e - pt êC1 e + C2 e ú
ë û
156 A TEXTBOOK OF ENGINEERING MATHEMATICS
E æ -1 2 pn ö 2 2
+ cos ç nt - tan ÷ , w ¹ n and p > w
2 2
w - n2 ø
2
2 è
4 p 2n 2 + w 2 - n 2
or q = e - pt éC1 cos
w - p t + C 2 sin w - p t ùú
2 2 2 2
êë û
E æ - 1 2 pn
ö
+ cos ç nt - tan 2÷
when p2 < w2 and w2 ± n2
2
2 2 2 2
2 è w -n ø
4p n + w - n
9. Simple Pendulum: If a heavy particle is attached to one end of a light inextensible string, the other end of which
is fixed, and oscillates under gravity in a vertical plane, then the system is called a simple pendulum. The differential
d 2Q g
equation of the simple pendulum is = - Q , where l is the length of the string
dt 2 l
l
Time of oscillation = 2p
g
10. Gain or Loss of Beats: If a simple pendulum of length l makes n beats in a time t, then change in number of beats
is given by
dn n æ dg dl ö
= ç - ÷
n 2è g l ø
n dg
If only g changes, l remains constant, then dn = , there is gain in number of beats. If only l changes,
2 g
n dl
g remains constant, then dn = - , there is loss in number of beats.
g l
11. Deflection of Beam: (Read art. 3.12)
12. Conduction of Heat: If Q (cal/sec) be the quantity of heat that flows across a slab of area A (cm2) and thickness
dT
dx in one second with faces at temperatures T and T + dT, then Q = - kA , where k is the coefficient of thermal
dx
conductivity and depends upon the material of the body.
13. Newton’s Law of Cooling: It states that the temperature of a body changes at a rate which is proportional to the
difference in temperature between that of the surrounding medium and that of the body itself i.e., if T0 is the
dT
temperature of the surroundings, and T that of the body at any time t, then = – k(T – T0), where k is the
dt
constant of proportionality.
14. Rate of Growth or Decay: If the rate of change of a quantity y is proportional to the quantity present at any instant
dy
then = ky
dt
If k is positive, then problem is one of growth.
If k is negative, then problem is one of decay.
ANSWERS
d2x g d2x
1. (a) =– x 3. = - n2 x
dt 2 e dt 2
ì - RL t
L R ü
5. i = 2 íwe 2
- w cos w t + sin wt ý
2
L w +R î L þ
1
7. i = i0 sin t
LC
d 2q dq l g 2p
9. + 2p + wq = 0, where 2p = , w = motion is oscillary when p < w and period =
dt 2 dt m l w - p2
2
l
10. 2 p 12. 48 seconds
g
13. 21600 : 21599.
PART-B
4. Linear Algebra
5. Infinite Series
6. Complex Numbers and Elementary Functions of
Complex Variable
4
Linear Algebra
A set of mn numbers (real or complex) arranged in a rectangular array having m rows (horizontal lines) and
n columns (vertical lines), the numbers being enclosed by brackets [ ] or ( ) is called m ´ n matrix (read as “m
and n” matrix). An m ´ n is usually written as
é a11 a12 a13 ... a1n ù
êa a 22 a 23 ... a 2n ú
ê 21 ú
ê a31 a32 a33 ... a3n ú
A = [aij] = ê a 41 a 42 a 43 ... a 4 n ú . Here each element has two suffixes. The first suffix indicates
ê ú
ê - - - - - ú
ê - - - - - ú
ê ú
êë am1 am 2 am3 ... amn ûú
the row and second suffix indicates the column in which element lies.
(i) Square Matrix : A matrix in which number of rows is equal to the number of columns is called a square
matrix.
(ii) Multiplication of a Matrix by a Scalar : When each element of a matrix A (say) is multiplied by a
scalar k (say), then k A is defined as multiplication of A by a scalar k.
(iii) Matrix Multiplication : Two matrices A and B are said to be conformable for the product AB if
number of columns of A is equal to the number of rows of B.
Thus if A = [aij]m ´ n and B = [bjk]n ´ p, where 1 £i £ m , 1 £ j £ n, 1 £ k £ p . Then AB is defined
as the matrix C = [cik]m ´ p.
where cik = ai1 b1k + ai2b2k + ai3b3k + ..........+ ain bnk.
n
= åa b
j =1
ij jk
161
162 A TEXTBOOK OF ENGINEERING MATHEMATICS
(vii) (a) Symmetric Matrix : A square matrix is said to symmetric if A' = A i.e., if A = [aij], then aij = aji ∀ i, j
(b) Skew Symmetric Matrix : A square matrix is said to be skew symmetric if A' = – A i.e., if A = [aij],
then aij = – aji ∀ i, j and when i = j, then aii = 0 for all values of i.
Thus in a skew symmetric matrix all diagonal elements are zero.
(viii) Involutory Matrix : A square matrix A is said to be involutory if A2 = I
(ix) Adjoint of a Square Matrix : The adjoint of a square matrix is the transpose of the matrix obtained by
replacing each element of A by its co-factors in |A|
A (Adj A) = (Adj A) A = |A| In ; n being the order of matrix A
(x) Singular and Non-Singular Matrices : A square matrix is said to be singular if |A| = 0 and non-
singular if |A| ¹ 0.
(xi) (a) Inverse of a Square Matrix : Let A be a square matrix of order n. If there exists another matrix B
of the same order such that AB = BA = I, then matrix A is said to be invertible and B is called inverse of A.
Inverse of A is denoted by A–1. Thus, B = A–1 and A A–1 = A–1 A = I. From (xv) we see that A (Adj A) = |A| I
Adj A
\ A –1 = .
|A |
(b) The inverse of a square matrix, if it exists, is unique.
(c) The necessary and sufficient condition for a square matrix A to posses inverse is that |A| ¹ 0
i.e., A is non-singular.
(d) If A is invertible, then so is A–1 and (A–1)–1 = A
(xii) Reversal Law of Inverses : If A and B are two non-singular matrices of the same order, then
(AB)–1 = B–1 A–1.
(xiii) Reversal Law of Adjoints : If A, B are two square matrices of the same order, then Adj (AB) = (Adj B)
(Adj A).
Let A = [aij] be any matrix of order m ¥ n i.e., 1 £ i £ m, 1 £ j £ n, then anyone of the following operations
on the matrix is called an elementary transformation (or E-operation).
(i) Interchange of two rows or columns.
The interchange of ith and jth rows is denoted by Rij.
The interchange of ith and jth columns is denoted by Cij.
(ii) Multiplication of (each element of) a row or column by a non-zero number k.
The multiplication of ith row by k is denoted by kRi.
The multiplication of ith column by k is denoted by kCi.
(iii) Addition of k times the elements of a row (column) to the corresponding elements of another row
(or column), k ¹ 0.
The addition of k times the jth row to the ith row is denoted by Ri + kRj.
The addition of k times the jth column to the ith column is denoted by Ci + kCj.
If a matrix B is obtained from a matrix A by one or more E-operations, then B is said to be equivalent to A.
Two equivalent matrices A and B are written as A ~ B.
LINEAR ALGEBRA 163
4.3. ELEMENTARY MATRICES
The matrix obtained from a unit matrix I by subjecting it to one of the E-operations is called an elementary
matrix.
é1 0 0ù
ê 0úú
For example, let I = ê0 1
êë 0 0 1 úû
é1 0 0ù
ê
(i) Operating R23 or C23 on I, we get the same elementary matrix ê 0 0 1 úú .
ëê 0 1 0úû
It is denoted by E23. Thus, the E-matrix obtained by either of the operations Rij or Cij on I is denoted by Eij.
é1 0 0ù
ê
(ii) Operating 5R2 or 5C2 on I, we get the same elementary matrix ê 0 5 0úú .
êë 0 0 1 úû
It is denoted by 5E2. Thus, the E-matrix obtained by either of the operations kRi or kCi is denoted by kEi.
é1 0 0ù
ê
(iii) Operating R2 + 4R3 on I, we get the elementary matrix ê 0 1 4 úú .
ëê 0 0 1 úû
It is denoted by E23 (4). Thus, the E-matrix obtained by the operation Ri + kRj is denoted by Eij (k).
é1 0 0ù
ê
(iv) Operating C2 + 4C3 in I, we get the elementary matrix ê 0 1 0 úú , which is the transpose of
êë 0 4 1 úû
é1 0 0 ù
ê 0 1 4 ú = E (4) and is, therefore, denoted by E' (4). Thus, the E-matrix obtained by the operation
ê ú 23 23
êë 0 0 1 úû
Ci + kCj is denoted by Eij'(k).
(a) Any E-row operation on the product of two matrices is equivalent to the same E-row operation on
the prefactor.
If the E-row operation is denoted by R, then R (AB) = R(A) ◊ B
(b) Any E-column operation on the product of two matrices is equivalent to the same E-column operation
on the post-factor.
If the E-column operation is denoted by C, then C(AB) = A ◊ C(B)
(c) Every E-row operation on a matrix is equivalent to pre-multiplication by the corresponding
E-matrix.
Thus the effect of E-row operation Rij on A = Eij ◊ A
164 A TEXTBOOK OF ENGINEERING MATHEMATICS
The elementary row transformations which reduce a square matrix A to the unit matrix, when applied
to the unit matrix, gives the inverse matrix A–1.
Let A be a non-singular square matrix. Then A = IA
Apply suitable E-row operations to A on the left hand side so that A is reduced to I.
Simultaneously, apply the same E-row operations to the prefactor I on right hand side. Let I reduce to B,
so that I = BA
Post-multiplying by A–1, we get
IA–1 = BAA–1 Þ A–1 = B(AA–1) = BI = B
\ B = A–1.
Note. In practice, to find the inverse of A by E-row operations, we write A and I side by side and the same
operations are performed on both. As soon as A is reduced to I, I will reduce to A–1.
(i) If in the first column, the principal element (i.e., a11) is not ‘one’ but ‘one’ is present some where else in
the first column then first of all make ‘one’ as principal element (by applying row transformations Rij).
(ii) Operate R1 on R2, R3, R4 to make elements of C1 all zero except first element.
(iii) Then operate R2 on R3, R4 to make elements of C2 all zero except first and second elements. Similarly,
operate R3 on R4 to make elements of C3 all zero except 1st, 2nd and 3rd.
(iv) Reduce each diagonal element to element ‘one’.
Then reverse process starts :
(v) Operate R4 on R1, R2, R3 to make all elements of C4 zero except last.
(vi) Then operate R3 on R1, and R2 to make all elements of C3 zero except last but one. Similarly operate R2 on
R1 to make all elements of C2 zero except last but second and the matrix is reduced to unit matrix.
Note. We can apply the above rule to any square matrix of any order.
ILLUSTRATIVE EXAMPLES
é1 0 0ù
ê ú
Example 1. If A = ê1 0 1ú , then show that
êë0 1 0úû
An = An – 2 + A2 – I for n ≥ 3. Hence find A50. (P.T.U., Jan. 2008)
é1 0 0ù
ê ú
Sol. A = ê1 0 1ú
êë0 1 0úû
LINEAR ALGEBRA 165
We will use induction method to prove An = An – 2 + A2 – I for n ≥ 3
\ for n = 3 we will prove A3 = A + A2 – I
é1 0 0ù é1 0 0ù é1 0 0ù
Now,
ê
A2 = 1 0 1úú êê1 0 1úú = êê1 1 0úú
ê
êë0 1 0úû êë0 1 0úû êë1 0 1úû
é1 0 0ù é 1 0 0ù é 1 0 0ù
ê
A3 = 1 1 0úú êê1 0 1úú = êê 2 0 1úú
ê
ëê1 0 1ûú ëê0 1 0úû êë1 1 0úû
é1 0 0ù é1 0 0ù é1 0 0ù
Now,
ê
A + A2 – I = 1 0 1úú + êê1 1 0úú - êê0 1 0úú
ê
êë0 1 0úû êë1 0 1úû êë0 0 1úû
é1 0 0ù
ê
= ê2 0 1úú = A3
êë1 1 0úû
\ A3 = A + A2 – I …(1)
\ Result is true for n = 3
Let us assume that the result is true for n = k
i.e., Ak = Ak – 2 + A2 – I …(2)
To prove result is true for n = k + 1 i.e., to prove
Ak + 1 = Ak – 1 + A2 – I
Now, Ak + 1 = Ak ◊ A = (Ak – 2 + A2 – I) A [Using (2)]
= Ak – 1 + A3 – A
\ A k + 1 = Ak – 1 + A2 – I [Using (1)]
Hence the result is true for n = k + 1, so the result is true for all values of n ≥ 3
Now, A50 = A48 + A2 – I, [Using (2)]
or A – A48 = A2 – I
50
or A48(A2 – I) = (A2 – I)
or A48(A2 – I) = I(A2 – I)
\ A48 = I
é1 0 0ù
\
ê
A50 = A48 ◊ A2 = IA2 = A2 = ê1
ú
1 0ú .
êë1 0 1úû
é 1 2 3ù
ê ú
Example 2. Reduce the following matrix to upper triangular form : ê 2 5 7 ú .
êë 3 1 2úû
Sol. (Upper triangular matrix) If in a square matrix, all the elements below the principal diagonal are zero,
the matrix is called upper triangular.
é1 2 3ù é1 2 3ù
ê2 R - 2R1
ê 5 7ú ~ êê0
ú 1 1úú by operations 2
R 3 - 3R1
êë 3 1 2úû êë0 -5 -7úû
166 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 2 3ù
ê
~ ê0 1 1úú by operation R3 + 5R2
êë0 0 -2úû
which is the upper triangular form of the given matrix.
Example 3. Use Gauss-Jordan method to find inverse of the following matrices :
é 2 –6 –2 –3ù
é1 1 3ù ê 5
ê1 –13 –4 –7 úú
(i) ê 3 - 3úú (P.T.U., Dec. 2010) (ii) ê .
ê –1 4 1 2ú
êë - 2 -4 - 4úû ê ú
ë 0 1 0 1û
é 1 1 3ù
ê
Sol. (i) Let A = ê 1 3 - 3úú
ëê - 2 -4 - 4úû
Consider A = IA
é 1 1 3ù é1 0 0ù
ê
- 3ú = êê0
ú
i.e., ê 1 3 1 0úú A
êë - 2 -4 - 4úû êë0 0 1úû
To reduce LHS to a unit matrix
Operate R2 – R1, R3 + 2R1
é1 1 3ù é 1 0 0ù
ê0 2 - 6 úú = ê -1 1 0úú A
ê ê
êë0 -2 2úû êë 2 0 1úû
Operate R3 + R2
é1 1 3ù é 1 0 0ù
ê0
- 6ú = êê - 1
ú
ê 2 1 0úú A
ëê0 0 - 4úû êë 1 1 1úû
æ 1ö æ 1ö
Operate R 2 ç ÷ , R 3
è 2ø çè - 4 ÷ø
é 1 0 0ù
é1 1 3ù ê 1 ú
ê ú 1
ê0 1 - 3ú = ê - 0ú A
ê 2 2 ú
êë0 1úû ê 1
0 1 1ú
ê- - - ú
ë 4 4 4û
Operate R1 – 3R3, R2 + 3R3
é 7 3 3ù
ê 4 4 4ú
é1 1 0ù ê ú
ê ú = ê 5 1 3ú
ê0 ê- - - úA
1 0ú
4 4 4
êë0 0 ú
1û ê ú
ê- 1 1 1ú
- -
êë 4 4 4 úû
LINEAR ALGEBRA 167
Operate R1 – R2
é 3ù
ê 3 1
2ú
é1 0 0ù ê ú
ê0 0úú = ê- 5 - úA
1 3
ê 1 -
ê 4 4 4ú
ëê0 0 1úû ê ú
ê- 1 -
1
- ú
1
êë 4 4 4 úû
\ I= BA, where
é 3ù
ê 3 1
2ú
ê 5 1 3ú
B= ê- - - ú
ê 4 4 4ú
ê- 1
-
1
- úú
1
ëê 4 4 4û
é 3ù
ê 3 1
2ú
ê 5 1 3ú
Hence, A–1 = ê- - - ú
ê 4 4 4ú
ê 1 1 1ú
êë- 4 - 4 - 4 ûú
é 2 -6 -2 -3ù é1 0 0 0ù
ê 5 -13 -4 -7ú ê0
ê ú= ê 1 0 0úú
(ii) Let A= A
ê -1 4 1 2ú ê0 0 1 0ú
ê ú ê ú
ë 0 1 0 1û ë0 0 0 1û
é -1 4 1 2ù é0 0 1 0ù
ê 2
3úú
ê1
ê -6 -2 - ê 0 0 0úú
Operate R13, then R23 ; = A
ê 5 -13 -4 -7ú ê0 1 0 0ú
ê ú ê ú
ë 0 1 0 1û ë0 0 0 1û
é -1 4 1 2ù é0 0 1 0ù
ê ú ê ú
Operate R2 + 2R1, R3 + 5R1; ê 0 2 0 1ú ê 1
=
0 2 0ú
A
ê 0 7 1 3ú ê0 1 5 0ú
ê ú ê ú
ë 0 1 0 1û ë0 0 0 1û
é1 -4 -1 -2ù é 0 0 -1 0ù
ê 1 úú êê 1 ú
æ 1ö ê0 1 0 0 1 0ú
Operate R1 (–1), R2 ç ÷ ; ê 2ú = ê2 úA
è 2ø ê0 7 1 3ú ê 0 1 5 0ú
ê ú ê ú
ëê0 1 0 1ûú ëê 0 0 0 1ûú
é1 -4 -1 -2ù é 0 0 -1 0ù
ê 1 úú êê 1 ú
ê0 1 0 0 1 0ú
ê 2ú ê 2 ú
Operate R3 – 7R2, R4 – R2 ; ê 1ú = ê 7 úA
ê0 0 1 - ú ê- 1 -2 0ú
ê 2ú ê 2 ú
ê 1ú ê 1 ú
ê0 0 0 ú ê- 0 -1 1ú
ë 2û ë 2 û
168 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 -4 -1 -2ù é 0 0 -1 0ù
ê 1 úú êê 1 ú
ê0 1 0 0 1 0ú
ê 2ú ê 2 ú
Operate R4 (2) ; ê =
1ú ê 7 úA
ê0 0 1 - ú ê- 1 -2 0ú
ê 2ú ê 2 ú
êë0 0 0 1úû êë -1 0 -2 2úû
1 1
Operate R1 + 2R4, R2 – R 4 , R3 + R 4 ;
2 2
é 1 -4 -1 0ù é -2 0 -5 4ù
ê0 1 0 ú ê
0ú ê 1 0 2 -1úú
ê = A
ê0 0 1 0ú ê -4 1 -3 1ú
ê ú ê ú
ë0 0 0 1û ë -1 0 -2 2û
é1 -4 0 0ù é -6 1 -8 5ù
ê0
ê 1 0 0úú êê 1 0 2 -1úú
Operate R1 + R3 ; = A
ê0 0 1 0ú ê -4 1 -3 1ú
ê ú ê ú
ë0 0 0 1û ë -1 0 -2 2û
é1 0 0 0ù é -2 1 0 1ù
ê0 ú ê
ê 1 0 0ú ê 1 0 2 -1úú
Operate R1 + 4R2 ; = A
ê0 0 1 0ú ê -4 1 -3 1ú
ê ú ê ú
ë0 0 0 1û ë -1 0 -2 2û
é-2 1 0 1ù
ê 1
0 2 -1úú
\ I = BA and B = A = ê
–1
ê-4 1 -3 1ú
ê ú
ë -1 0 -2 2û
Any non-zero matrix Am´n can be reduced to anyone of the following forms by performing elementary
(row, column or both) transformations :
éI r ù éI r 0ù
(i) Ir (ii) [Ir 0] (iii) ê ú (iv) ê ú , where Ir is a unit matrix of order r
ë0 û ë0 0û
All those forms are known as Normal forms of the matrix
éI r 0ù
Note. The form ê ú is called First Canonical Form of A.
ë 0 0 û
4.8. FOR ANY MATRIX A OF ORDER m × n, FIND TWO SQUARE MATRICES P AND
Q OF ORDERS m AND n RESPECTIVELY SUCH THAT PAQ IS IN THE NORMAL
é1 0ù
FORM ê H ú
ë 0 0û
Method : Write A = IAI
Reduce the matrix A on the LHS to normal form by performing elementary row and column transformations.
Every row transformation on A must be accompanied by the same row transformation on the prefactor on
RHS.
LINEAR ALGEBRA 169
Every column transformation on A must be accompanied by the same column transformation on the post-
factor on RHS.
Hence, A = IAI will transform to I = PAQ
Note. A–1 = QP Q P (AQ) = I \ AQ = P –1 or (AQ)-1 = P i.e., Q–1 A–1 = P \ A–1 = QP.
4.9. RANK OF A MATRIX (P.T.U., May 2007, 2008, 2011, Dec. 2010)
Let A be any m ´ n matrix. It has square sub-matrices of different orders. The determinants of these
square sub-matrices are called minors of A. If all minors of order (r + 1) are zero but there is at least one non-
zero minor of order r, then r is called the rank of A. Symbolically, rank of A = r is written as r (A) = r.
From the definition of the rank of a matrix A, it follows that :
(i) If A is a null matrix, then r(A) = 0
[Q every minor of A has zero value.]
(ii) If A is not a null matrix, then r(A) ³ 1.
(iii) If A is non-singular n ´ n matrix, then r(A) = n
[Q |A| ¹ 0 is largest minor of A.]
If In is the n ´ n unit matrix, then |In| = 1 ¹ 0 Þ r(In) = n.
(iv) If A is an m ´ n matrix, then r(A) £ minimum of m and n.
(v) If all minors of order r are equal to zero, then r(A) < r.
To determine the rank of a matrix A, we adopt the following different methods :
Method I : Start with the highest order minor (or minors) of A. Let their order be r. If anyone of them is non-
zero, then r(A) = r.
If all of them are zero, start with minors of next lower order (r – 1) and continue this process till you get a
non-zero minor. The order of that minor is the rank of A.
This method usually involves a lot of computational work since we have to evaluate several determinants.
Method II : Reduce the matrix to the upper triangular form of the matrix by elementary row transformations,
then number of non-zero rows of triangular matrix is equal to rank of the matrix.
éI r 0ù
Method III : Reduce the matrix to the normal form ê ú by performing elementary transformations
ë0 0û
(row and column both), then r is the rank of the matrix. [Q rth order minor |Ir| = 1 π 0 and each (r + 1)th
order minor = 0]
(i) Elementary transformations of a matrix do not alter the rank of the matrix.
(ii) r(A¢) = r(A) ; r(Aq) = r(A)
(iii) r(A) = number of non-zero rows in upper triangular form of the matrix A.
Example 4. If A is a non-zero column matrix and B is a non-zero row matrix, then r (AB) = 1.
Sol. Let A be a non-zero column matrix
170 A TEXTBOOK OF ENGINEERING MATHEMATICS
LM a OP 1
A= M P
a
MM M PP
2
Let and B be a non-zero row matrix
Na Q m m´1
Let B = éëb1 b2 L bn ùû 1 ¥ n, where at least one of a’s and at least one of b’s is non-zero
Now AB will be a matrix of order m ¥ n
LM
a1 OP é a1 b1
ê
a1 b2 L a1bn ù
L a2 bn ú
ú
ê a2 b1 a2 b2
\ AB = MM
a2
éb
M ë1
PP
b2 L bn ùû = ê L L L L ú
am
MN PQ ê
ê L L L L ú
ú
êam b1 am b2 L amn úû
ë
é a1 a1 L a1 ù
ê ú
ê a2 a2 L a2 ú
= b1b2 L bn êL L Lú
ê ú
êL L Lú
ê am am L am ú
ë û
AB has at least one element non-zero and all minors of order ≥ 2 are zero because all lines are identical
\ r (AB) = 1.
Example 5. Find the rank of the following matrices:
é1 4 5ù
ê
(i) A = ê 2 6 8 úú (P.T.U., Dec. 2004) (ii) Diag. matrix [–1 0 1 0 0 4].
êë 3 7 22 úû
é1 4 5ù
ê
Sol. (i) Let A = ê 2 6 8 úú
êë 3 7 22 úû
A is of order 3 ¥ 3 \ r (A) £ 3
Reduce the matrix to triangular form
é1 4 5ù
ê ú
Operate R2 – 2R1, R3 – 3R1, A ~ ê0 -2 - 2ú
êë0 -5 7 úû
é1 4 5ù
æ 1ö ê
Operate R 2 ç - ÷ ~ ê0 1 1úú
è 2ø
êë0 -5 7úû
é1 4 5ù
Operate R3 + 5R1 ~
ê0 1 1 úú
ê
êë 0 0 12úû
1 4 5
Now, minor of order 3 = 0 1 1 = 12 π 0
0 0 12
\ r (A) = 3
LINEAR ALGEBRA 171
é1 0 0 0ù
ê0 1 0 0úú
Operate C3 + 3C2, C4 + C2 ; ~ ê
ê0 0 0 0ú
ê ú
ë0 0 0 0û
172 A TEXTBOOK OF ENGINEERING MATHEMATICS
é I2 ´ 2 O2 ´ 2 ù
= ê ú
O O2 ´ 2 ú
ëê 2 ´ 2 û
which is the required normal form and r(A) = 2
é2 3 -1 -1ù
ê 1 -1 - 2 - 4 ú
(ii) Let A = ê ú
ê3 1 3 - 2ú
ê6 3 0 - 7 úû
ë
é1 -1 -2 - 4ù
ê2 3 -1 -1ú
Operate R12 ; ~ ê ú
ê3 1 3 - 2ú
ê6 3 0 - 7 úû
ë
é1 -1 -2 - 4ù
ê0 5 3 7ú
Operate R2 – 2R1, R3 – 3R1, R4 – 6R1 ; ~ ê ú
ê0 4 9 10 ú
ê0 9 12 17 úû
ë
é1 0 0 0ù
ê0 5 3 7ú
Operate C2 + C1, C3 + 2C1, C4 + 4C1 ; ~ ê ú
ê0 4 9 10ú
ê0 9 12 17 úû
ë
æ 1ö
[Now to change 5 to 1, instead of operating by R2 ç ÷ , operate R2 – R3 and similarly to change 9 (in 2nd
è 5ø
column) to 1 operate R4 – 2R3]
é1 0 0 0ù
ê0 1 -6 -3ú
Operate R2 – R3, R4 – 2R3 ; ~ ê ú
ê0 4 9 10 ú
ê0 1 -6 -3úû
ë
é1 0 0 0ù
ê0 1 -6 -3 ú
Operate R3 – 4R2, R4 – R2 ; ~ ê ú
ê0 0 33 22 ú
ê0 0 0 0 úû
ë
é1 0 0 0ù
ê0 1 0 0ú
Operate C3 + 6C2, C4 + 3C2 ; ~ ê ú
ê0 0 33 22 ú
ê0 0 0 0 úû
ë
é1 0 0 0ù
æ 1ö æ 1ö ê0 1 0 0ú
Operate C 3 ç ÷ , C 4 ç ÷ ; ~ ê ú
è 33 ø è 22 ø ê0 0 1 1ú
ê0 0 0 0 úû
ë
LINEAR ALGEBRA 173
é1 0 0 0ù
ê0 0ú éI O3 ´ 1 ù
1 0
ú ~ ê 3´ 3 éI 3 0ù
Operate C4 – C3 ; ~ ê ú= ê0
ê0 0 1 0ú
ëêO1 ´ 3 O1 ´ 1 ûú ë 0úû
ê0 0 0 0 úû
ë
which is the required normal form and rank of A = 3.
é 1 0 2 1ù
ê 0 1 -2 1ú
Example 7. Reduce the following matrix to normal form and hence find its rank ê ú.
ê 1 -1 4 0ú
ê -2 2 8 0 úû
ë
(P.T.U., May 2004)
é 1 0 2 1ù
ê 0 1 -2 1ú
Sol. Let A= ê ú
ê 1 -1 4 0ú
ê -2 2 8 0 úû
ë
é1 0 2 1ù
ê0 1 -2 1ú
Operate R3 – R1, R4 + 2R1 ; ~ ê ú
ê 0 -1 2 -1ú
ê0 2 12 2úû
ë
é1 0 0 0ù
ê0 1 -2 1ú
Operate C3 – 2C1, C4 – C1 ; ~ ê ú
ê0 -1 2 -1ú
ê0 2 12 2 úû
ë
é1 0 0 0ù
ê0 1 -2 1ú
Operate R3 + R2, R4 – 2R2 ; ~ ê ú
ê0 0 0 0ú
ê0 0 16 0 úû
ë
é1 0 0 0ù
ê0 1 0 0ú
Operate C3 + 2C2, C4 – C2 ; ~ ê ú
ê0 0 0 0ú
ê0 0 16 0 úû
ë
é1 0 0 0ù
ê0 1 0 0ú
Operate R34 ; ~ ê ú
ê0 0 16 0ú
ê0 0 0 0 úû
ë
é1 0 0 0ù
ê0 0ú éI O3 ´ 1 ù
æ1ö 1 0
Operate R 3 ç ÷ ; ~ ê ú =ê3 ú
è 16 ø ê0 0 1 0ú êëO 3 ´ 1 O1 ´ 1 úû
ê0 0 0 0 úû
ë
éI 0ù
= ê 3 , which is the required normal form and r(A) = 3.
ë0 0 úû
174 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 1 2ù
ê
Example 8. For a matrix A = ê 1 2 3úú , find non-singular matrices P and Q such that PAQ is in
êë0 -1 - 1úû
the normal form. Also find A–1 (if it exists). (P.T.U., Dec. 2013)
Sol. Consider A = IAI
é1 1 2ù é 1 0 0 ù é 1 0 0ù
ê1
ê 2 3úú = êê 0 1 0úú A êê 0 1 0úú
êë0 - 1 - 1úû êë 0 0 1úû êë 0 0 1 úû
Operate R2 – R1; (Subjecting prefactor the same operation)
é1 1 2ù é 1 0 0 ù é 1 0 0 ù
ê0 1 1úú = êê - 1 1 0úú A êê 0 1 0úú
ê
êë0 - 1 - 1úû êë 0 0 1úû êë 0 0 1úû
Operate C2 – C1, C3 – 2C1; (Subjecting post-factor the same operation)
é1 0 0ù é 1 0 0ù é 1 -1 – 2ù
ê0 1 1úú = êê- 1 1 0úú A êê0 1 0úú
ê
êë0 - 1 - 1úû êë 0 0 1úû êë0 0 1úû
Operate R3 + R2; (Subjecting same operation on prefactor)
é1 0ù é 1 0 0ù é 1 - 1
0 - 2ù
ê0 1úú = êê - 1 1 0úú A êê 0
1 1 0úú
ê
êë 0 ú ê
0û ë - 1 1 1û ë 0
0 ú ê 0 1úû
Operate C3 – C2; (Subjecting same operation on post-factor)
é1 0 0ù é 1 0 0ù é 1 -1 - 1ù
ê ú ê
ê0 1 0ú = - 1
ê 1 0úú A êê 0 1 - 1úú
ê0 0 0 úû êë - 1 1 1úû êë 0 0 1úû
ë
é I2 Où é 1 0 0ù é1 -1 - 1ù
ê 2 ´ 1ú ê
= PAQ, where P = ê - 1 1 0 úú , Q = ê0 1 - 1úú .
êO Oú ê
ëê1 ´ 2 ú
1 ´ 1û êë - 1 1 1úû êë0 0 1úû
r (A) = 2 \ A is singular and A–1 does not exist.
é2 0 0ù é1 2 3ù
(b) If A = êê 0 2 0 úú , B = êê0 1 3úú , find AB . (P.T.U., May 2009)
êë 0 0 2 úû êë0 0 2úû
LINEAR ALGEBRA 175
2. Use Gauss-Jordan method to find the inverse of the following:
é2 0 -1ù é2 1 -1ù
(i) ê5 1 0ú (ii) ê 0 2 1ú
ê ú ê ú
ë0 1 3û ë5 2 -3û
é8 4 3ù é1 3 3ù
ê 3ú
(iii) ê 2 1 1ú (iv) ê1 4
ú (P.T.U., May 2012, Dec. 2013)
ê ú ë1 3 4û
ë1 2 1û
é2 4 3 2ù é 2 1 -1 2ù
ê3 6 5 2ú ê 1 3 2 -3ú
(v) ê ú (vi) ê ú .
ê2 5 2 -3ú ê -1 2 1 -1ú
êë 4 5 14 14úû êë 2 -3 -1 4 úû
3. Find rank of the following matrices:
é1 -1 0ù
é2 -1 0 5ù
(i) êë 0 (ii) ê2 - 3 0ú (P.T.U., Dec. 2013)
3 1 4úû ê ú
ë3 - 3 1û
é2 5 3 3ù
é 2 4 3 -2ù ê2 3 3 4ú
(iii) ê -3 -2 -1 4ú (iv) ê ú
ê ú ê3 6 3 2ú
ë 6 -1 7 2û
ëê 4 12 0 8 úû
é 1 2 1ù é1 3 4 5ù
(v) ê -1 0 2ú (P.T.U., June 2003) (vi) êê1 2 6 7ú
ú
ê ú
ë 2 1 3û êë1 5 0 10 úû
é1 1 - 1ù é1 2 - 1ù
ê 0ú
(vii) êê 2 -3 4ú
ú (P.T.U., May 2009) (viii) ê 3 1
ú (P.T.U., Dec. 2011)
ë2 -1 1û
ëê 3 -2 3 úû
4. Reduce the following matrices to normal form and hence find their ranks:
é2 2 2ù é 3 -1 2ù
(i) ê 1 2 1ú (ii) ê -6 2 4ú (P.T.U., Dec. 2010)
ê ú ê ú
ë3 4 3û ë -3 1 2û
é 6 1 3 8ù
é1 2 3 4ù ê 4 2 6 -1ú
(iii) ê 2 1 4 3ú (iv) ê ú
ê ú ê10 3 9 7ú
ë3 0 5 -10 û
ëê16 4 12 15úû
é2 2 2ù é 8 1 3 6ù
ê 2ú
(v) ê 1 2 1ú (P.T.U., May 2012) (vi) ê 0 3 2
ú (P.T.U., Dec. 2012)
ê ú ë- 8 -1 -3 4û
ë3 4 3û
é3 -3 4ù
5. If A = ê 2 -3 4 ú ; find two non-singular matrices P and Q such that PAQ = I. Hence find A–1.
ê ú
ë0 -1 1û
[Hint: r(A) = 3 \ A–1 exists = QP]
176 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 -1 - 1ù
6. For a matrix A = êê 1 1 1úú , find non-singular matrices P and Q such that PAQ is in the normal form. Also
ëê3 1 1úû
find A–1 (if it exists). (P.T.U., Dec. 2003)
ANSWERS
é 3 4 - 5ù é 3 0 0ù
ê 0 13 -11ú ; ê - 9 13 0ú
1. (a) ê ú ê ú (b) 16
ë0 0 1û ë -15 29 11û
Upper triangular Lower triangular
é 3 -1 1ù é 8 -1 - 3ù
2. (i) ê -15 6 -5 ú (ii) ê -5 1 2ú
ê ú ê ú
ë 5 -2 2û ë 10 -1 - 4û
é 1 2 1ù
ê 3 - 3 - 3ú
ê 1 é 7 - 3 - 3ù
5 2ú
(iii) ê - ú (iv) ê- 1 1 0ú
ê 3 3 3ú ê ú
ë - 1 0 1û
ëê -1 4 0úû
é 2 5 -7 1ù
é - 23 29 - 64 -18ù ê ú
1 ê 10 -12 26 7ú 1 ê 5 -1 5 -2 ú
(v) ê ú (vi)
25 ê 1 -2 6 2ú 18 ê - 7 5 11 10 ú
ê ú
êë 2 -2 1úû
ëê -1 - 2 10
3 5 ûú
3. (i) 2 (ii) 2 (iii) 3 (iv) 4 (v) 3 (vi) 3 (vii) 2 (viii) 2
é 1 0 0ù
é I2 O2 ´1 ù ê ú é I2 0ù
4. (i) ê ú ; rank = 2 (ii) ê 0 1 0ú = ê ú;r=2
êëO1´ 2 O1´ 1 úû ê 0 0 0ú ë 0 0û
ë û
éI 2 O2 ´ 2 ù
(iii) [I3 ´ O3´1] ; r = 3 (iv) ê ú;r=2
êë O 2 ´ 2 O 2 ´ 2 úû
éI 2 O 2 ´ 1ù
(v) ê ú; r = 2 (vi) é I 3 ´ 3 O 3 ´ 1ù ; r = 3
O O1 ´ 1 ú ë û
ëê 1 ´ 2 û
é 1 -1 0ù é1 0 0ù é 1 -1 0ù
ê ú ê0 ú ê 2 ú
5. P = ê 0 0 1ú ; Q = ê -1 1ú ; A–1 = ê- 3 -4 ú .
êë -2 3 -3úû êë0 0 1úû êë -2 3 -3úû
é1 0 0ù é1 1 0ù
ê ú
6. P = ê- 12 1 0ú ; Q = ê 0 1 - 1úú ; A–1 does not exist as r(A) = 2.
2 ê
ê -1 1úû
ë -2 ëê 0 0 1ûú
a1 x + b1 y + c1 z = d1 ü
ï
Proof. Consider the system of equations a2 x + b2 y + c2 z = d2 ý (3 equations in 3 unknowns)
a3 x + b3 y + c3 z = d3 ïþ
LINEAR ALGEBRA 177
In matrix notation, these equations can be written as
é a1 x + b1 y + c1 z ù é d1 ù é a1 b1 c1 ù é x ù é d1 ù
ê ú ê ú ê úê ú ê ú
ê a2 x + b2 y + c2 z ú = ê d 2 ú or ê a2 b2 c2 ú ê y ú = ê d2 ú
êë a3 x + b3 y + c3 z úû êë d3 úû êë a3 b3 c3 úû êë z úû êë d3 úû
or AX = B
é a1 b1 c1 ù é xù
ê ú ê yú
where A = ê a2 b2 c2 ú is called the coefficient matrix, X = ê ú is the column matrix of unknowns
êë a3 b3 c3 úû êë z úû
é d1 ù
ê ú
B = ê d 2 ú is the column of constants.
êë d3 úû
éa ù
ê ú
Solving the matrix equation AX = B means finding X, i.e., finding a column matrix ê b ú such that
êë g úû
é x ù éa ù
X = ê y ú = ê b ú . Then x = a, y = b , z = g.
ê ú ê ú
ëzû ëg û
The matrix equation AX = B need not always have a solution. It may have no solution or a unique solution
or an infinite number of solutions.
(a) Consistent Equations : A system of equations having one or more solutions is called a consistent
system of equations.
(b) Inconsistent Equations : A system of equations having no solutions is called an inconsistent system
of equations.
(c) State the conditions in terms of rank of the coefficient matrix and rank of the augmented matrix for
a unique solution; no solution ; infinite number of solutions of a system of linear equations.
(P.T.U., May 2005, Dec. 2010)
For a system of non-homogeneous linear equation AX = B.
(i) if r [A M B] ¹ r(A), the system is inconsistent.
(ii) if r [A M B] = r(A) = number of the unknowns, the system has a unique solution.
(iii) if r [A M B] = r(A) < number of unknowns, the system has an infinite number of solutions.
The matrix [A M B] in which the elements of A and B are written side by side is called the augmented matrix.
For a system of homogeneous linear equations AX = O.
(i) X = O is always a solution. This solution in which each unknown has the value zero is called the Null
Solution or the Trivial Solution. Thus a homogeneous system is always consistent.
(ii) if r(A) = number of unknown, the system has only the trivial solution.
(iii) if r(A) < number of unknown, the system has an infinite number of non-trivial solutions.
178 A TEXTBOOK OF ENGINEERING MATHEMATICS
é 4 -1 0 M 12ù
ê
Augmented matrix [A M B] = ê- 1 -5 -2 M 0úú
ëê 0 -2 4 M - 8úû
é- 1 -5 -2 M 0ù
Operate R12 ; ~ ê 4 -1 0 M 12úú
ê
êë 0 -2 4 M - 8úû
é- 1 -5 -2 M 0ù
Operate R2 + 4R1 ; ~ ê 0 - 21 -8 M 12úú
ê
êë 0 -2 4 M - 8úû
æ 1ö æ 1ö
Operate R1 (- 1), R 2 ç - ÷ , R 3 ç - ÷ ;
è 21ø è 2ø
é1 5 2 M 0ù
ê 8 4 úú
~ ê0 1 M -
ê 21 7ú
ê0 1 -2 M 4úû
ë
180 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 5 2 M 0ù
ê 8 4 úú
ê M -
Operate R3 – R2; ~ ê0 1
21 7ú
ê 50 32 ú
ê0 0 - M ú
ë 21 7û
é1 5 2 M 0ù
ê 8 4 úú
æ 21ö ê M -
Operate R 3 ç - ÷ ; ~ ê0 1
21 7ú
è 50 ø
ê 48 ú
ê0 0 1 M - ú
ë 25 û
é 96 ù
ê1 5 0 M
25 ú
ê ú
~ êê0
8 4ú
Operate R 2 - R , R – 2R3 ; 1 0 M
21 3 1 25 ú
ê ú
ê0 48
0 1 M - ú
êë 25 úû
é 76 ù
ê1 0 0 M
25 ú
ê ú
Operate R1 – 5R2; ~ ê0 1 0 M
4ú
ê 25 ú
ê ú
ê0 48
0 1 M - ú
ëê 25 ûú
\ r(A) = 3 = r(A M B) = number of unknowns
\ The given system of equations is consistent and have a unique solution
76 4 48
Hence the solution is x = ,y= ,z=-
25 25 25
Example 3. For what values of l and m do the system of equations : x + y + z = 6, x+ 2y + 3z = 10,
x + 2y + lz = m have (i) no solution, (ii) unique solution, (iii) more than one solution ?
(P.T.U., Dec. 2002, May 2010)
Sol. In matrix notation, the given system of the equations can be written as
AX = B
é1 1 1ù éx ù é 6ù
ê ú ê ú ê ú
where A = ê1 2 3ú , X = ê y ú , B = ê10ú
êë1 2 l úû êë z úû êë m úû
Augmented matrix [A M B]
é1 1 1 M 6ù
= êê1 2 3 M 10úú Operating R 2 - R1 , R 3 - R1
êë1 2 l M m úû
LINEAR ALGEBRA 181
é1 1 1 M 6 ù
~ êê0 1 2 M 4 úú Operating R1 - R 2 , R3 - R 2
êë0 1 l -1 M m - 6úû
é1 0 -1 M 2 ù
~ êê0 1 2 M 4 úú
êë0 0 l - 3 M m - 10úû
Case I. If l = 3, m ¹ 10
r(A) = 2, r(A M B) = 3
Q r(A) ¹ r(A M B)
\ The system has no solution.
Case II. If l ¹ 3, m may have any value
r(A) = r(A M B) = 3 = number of the unknowns
\ System has unique solution.
Case III. If l = 3, m = 10
r(A) = r(A M B) = 2 < number of the unknowns
\ The system has an infinite number of solution.
Example 4. (a) Solve the equations x1 + 3x2 + 2x3 = 0, 2x1 – x2 +3x3 = 0, 3x1 – 5x2 + 4x3 = 0, x1 + 17x2 +
4x3 = 0.
(b) Find the real value of l for which the system of equations x + 2y + 3z = lx, 3x + y + 2z = ly,
2x + 3y + z = lz have non-trivial solution. (P.T.U., May 2010, Dec. 2012)
Sol. (a) In matrix notation, the given system of equations can be written as
AX = O
é1 3 2ù
ê2 é x1 ù
-1 3úú ê ú
where A = ê , X = ê x2 ú
ê3 -5 4ú
ê ú êë x3 úû
ë1 17 4û
é1 3 2ù
ê0 -7 -1ú
Operating R2 – 2R1, R3 – 3R1, R4 – R1 A ~ ê ú
ê0 -14 -2 ú
êë0 14 2 úû
é1 3 2ù
ê0 -7 -1úú
Operating R3 - 2R2, R4 + 2R2 ~ê
ê0 0 0ú
ê ú
êë 0 0 0úû
é1 -11 0ù
ê0 -7 -1úú
Operating R1 + 2R2 ~ê
ê0 0 0ú
ê ú
ë0 0 0û
r(A) = 2 < number of unknowns
fi The system has an infinite number of non-trivial solutions given by
182 A TEXTBOOK OF ENGINEERING MATHEMATICS
x1 – 11x2 = 0, –7x2 – x3 = 0
i.e., x1 = 11k, x2 = k, x3 = – 7k, where k is any number.
Different values of k give different solutions.
(b) Given equations are
x + 2y + 3z = lx
3x + y + 2z = ly
2x + 3y + z = lz
or (1 – l)x + 2y + 3z = 0
3x + (1 – l)y + 2z = 0
2x + 3y + (1 – l)z = 0
These equations are homogeneous in x, y, z and will have a non-trivial solution if r(A) < 3 (the number of
unknowns)
i.e., determinant of order 3 = 0
1- l 2 3
i.e., 3 1- l 2 =0
2 3 1- l
é1 1 1 M 4ù
æ 1ö
Operating R2 ç ÷ ~ ê -4 -5 úú
è 3ø ê0 1 M
ëê 3 3 ûú
é 7 17 ù
ê1 0 M
3 3ú
Operating R1 - R2 ~ ê ú
ê0 1 -4 M -5 ú
êë 3 3 úû
r(A) = 2 ; r(A : B) = 2
r(A) = r(A M B) < number of unknowns
\ Given system of equations are consistent and have infinite number of solutions given by
7 17
x+ z =
3 3
4 5
y– z = -
3 3
17 - 7 k 4k - 5
Take z = k we have x = , y=
3 3
17 - 7k 4k - 5
Hence solutions is x = , y= , z = k , where k is any arbitrary constant.
3 3
(ii) Given equations can be put into the form AX = B
é5 3 7ù éxù é4ù
ê
2ú , X = êê y úú , B =
where A = ê 3 26
ú ê9ú .
ê ú
êë 7 2 10úû êë z úû êë 5 úû
Consider augmented matrix
é5 3 7 M 4ù
ê
[A M B] = ê 3 26 2 M 9 úú
êë 7 2 10 M 5úû
3 7
Operating R2 – R1, R3 – R
5 5 1
é5 3 7 M 4ù
ê 121 11 33 úú
ê0 - M
~ ê 5 5 5ú
ê 11 1 3ú
ê0 - M - ú
ë 5 5 5û
é5 3 7 M 4ù
1 ê 121 11 33 úú
Operate R3 + R ; ~ ê0 - M
11 2 ê 5 5 5ú
ê0 0 0 M 0úû
ë
é5 3 7 M 4ù
æ 5ö ê
Operate R2 ç ÷ ~ ê0 11 -1 M 3úú
è 11ø
êë 0 0 0 M 0úû
184 A TEXTBOOK OF ENGINEERING MATHEMATICS
r (A) = 2, r (A : B) = 2
r (A) = r (A M B) = 2 < Number of unknowns
\ Given equations are consistent and have infinite number of solutions given by
5x + 3y + 7z = 4
11y – z = 3
3 k + 3
k +3 4- - 7k 7 - 16 k
Let z= k ; y = \ x= 11 =
11 5 11
7 - 16 k k +3
Hence solution is x = ,y= , z = k.
11 11
Example 6. For what value of k, the equations x + y + z = 1, 2x + y + 4z = k, 4x + y + 10z = k2 have a
solution and solve them completely in each case? (P.T.U., Dec. 2005)
Sol. x+y+z= 1
2x + y + 4z = k
4x + y + 10z = k 2
which can be put into matrix form AX = B
é1 1 1ù éxù é1ù
ê ê ú
4 úú , X =
ê yú , B =
where A = ê2 1 ê ú êkú
êë 4 1 10 úû êë z úû ê 2ú
ëk û
Consider the augmented matrix
é1 1 1 M 1ù
ê ú
[A M B] = ê 2 1 4 M kú
ê ú
ë4 1 10 M k2 û
é1 1 1 M 1 ù
ê ú
Operate R2 – 2R1, R3 – 4R1; ~ ê0 -1 2 M k-2ú
ê ú
ë0 -3 6 M k 2 - 4û
é1 1 1 M 1 ù
ê ú
Operate R3 – 3R2 ; ~ ê0 - 1 2 M k-2 ú
ê ú
ë0 0 0 M k 2 - 3k + 2û
r (A) = 2 < number of unknowns
\ System of equations cannot have a unique solution.
These will have an infinite number of solution only if r (A : B) = r (A) = 2, which is only possible if
k – 3k + 2 = 0 i.e., k = 1 or k = 2.
2
é1 1 1 M 1ù
ê -1 M - 1úú
when k = 1; the augmented matrix = ê0 2
ëê0 0 0 M 0 ûú
\ Equations are x + y + z = 1
– y + 2z = –1
LINEAR ALGEBRA 185
Let z = l, y = 1 + 2l, x = – 3l, where l is an arbitrary constant
é1 1 1 M 1ù
when
ê
k = 2 ; Augmented matrix = ê 0 - 1 2 M 0ú
ú
êë 0 0 0 M 0úû
Equations are x + y + z = 1 and – y + 2z = 0.
Take z = l¢, y = 2l¢, x = 1 – 3l¢
where l¢ is any arbitrary constant.
Example 7. Find the values of a and b for which the equations x + ay + z = 3; x + 2y + 2z = b,
x + 5y + 3z = 9 are consistent. When will these equations have a unique solution? (P.T.U., Dec. 2003)
Sol. Given equations are
x + ay + z = 3
x + 2y + 2z = b
x + 5y + 3z = 9.
The matrix equation is AX = B, where
é1 a 1ù é 3ù éxù
ê
A = ê1 2 2úú , B = êb ú , X = ê yú
ê ú ê ú
êë1 5 3úû êë9 úû êë z úû
é1 a 1 M 3ù
ê
Augmented matrix is ê1 2 2 M b úú
êë1 5 3 M 9 úû
é1 a 1 M 3 ù
ê
Operate R2 – R1, R3 – R1 ~ ê 0 2-a 1 M b - 3úú
êë 0 5-a 2 M 6 úû
é ù
ê1 a 1 M 3 ú
5-a
Operate R3 – R 2 ~ ê0 2-a 1 M b-3 ú
2-a ê ú
6 - 2 - a b - 3 ú
5- a 5- a
ê0 0 2- M
ë 2-a û
é ù
ê1 a 1 M 3 ú
~ ê0 2-a 1 M b-3 ú
ê ú
6 - 2 - a b - 3 ú
-1- a 5- a
ê0 0 M
ë 2-a û
-1- a 5-a
Case I. If = 0 and 6 – b - 3 = 0
2-a 2-a
Then a = – 1 \ b = 6 i.e., a = – 1, b = 6
r (A) = r (A : B) = 2 < number of unknowns
\ Given equations have infinite number of solutions given by augmented matrix
é1 - 1 1 M 3ù
ê M ú
ê0 3 1 3ú
êë 0 0 0 M 0 úû
Equations are x – y + z = 3
3y + z = 3
186 A TEXTBOOK OF ENGINEERING MATHEMATICS
3- k 3-k 4
Let z= k;y = \x= 3+ -k =4– k
3 3 3
4 3-k
\ x= 4– k ,y= , z = k is the solution.
3 3
Case II. If a = – 1, but b π 6
Then r (A) = 2, but r (A : B) = 3
r (A) π r (A : B) \ Equations are inconsistent, i.e., having no solution.
Case III. If a π – 1, b can have any value, then r (A) = 3 = r (A : B)
\ Given equations have a unique solution which is given by the equation.
x + ay + z = 3
(2 – a) y + z = b – 3
- 1 + a 5-a
z = 6- b - 3
2-a 2-a
2-a ïì 5 - a b - 3 ïü = 6 2 - a - 5 - a b - 3
\ z= í6 - ý
- 1 + a
ïî 2-a þï - 1 + a
1 é 6 2 - a - 5 - a b - 3 ù
y= ê b - 3 - ú
2 - a êë - 1 + a úû
1
= é b - 3 1 + a + 6 2 - a - 5 - a b - 3 ùû
2 - a 1 + a ë
2 6 - b 5 - 3a 6 - b
\ y= ;x= .
1+ a 1+ a
ANSWERS
396 24 72
1. (i) x = 2, y = 1, z = – 1 (ii) x1 =1, x2 = – 1, x3 = 1 2. i1 = ,i = ,i =
175 2 25 3 175
5 4 3 8 2
3. (i) x = 5, y = ,z= (ii) x = 1, y = 2, z = 3 (iii) x = - , y = , z = -
3 3 7 7 7
(iv) x = 2, y = 1, z = – 4
4. x = – 1, y = 4, z = 4 5. Inconsistent 6. x = 11k, y = k, z = – 7k, where k is arbitrary
7. (a) (i) a = 8, b π 15 (ii) a π 8, b may have any value (iii) a = 8, b = 15
(b) k = 6
8. (a) k = 8, (b) l = a, b = 0, l = d, c = 0
10. (i) l = 5, m π 9 (ii) l π 5, m arbitrary (iii) l = 5, l = 9
11. l = 1, – 9 for l = 1 solution is x = k, y = – k, z = 2k. For l = – 9 solution is x = 3k, y = 9k, z = – 2k
12. Consistent: x = 1, y = 3k – 2, z = k, where k is arbitrary
4 9 4 – 5k 13k – 9
13. l π – 5, x = , y = – , z = 0 ; l = – 5, x = , y= , z = k , where k is arbitrary
7 7 7 7
15. x1 = 2, x2 = 1, x3 = – 1, x4 = 3.
4.14. VECTORS
Any ordered n-tuple of numbers is called an n-vector. By an ordered n-tuple, we mean a set consisting of n
numbers in which the place of each number is fixed. If x1, x2, ........., xn be any n numbers then the ordered n-tuple
X = (x1, x2,.........., xn) is called an n-vector. Thus the co-ordinates of a point in space can be represented by a
3-vector (x, y, z). Similarly (1, 0, 2, – 1) and (2, 7, 5, – 3) are 4-vectors. The n numbers x1, x2,........, xn are called the
components of the n-vector X = (x1, x2,....., xn) . A vector may be written either as a row vector or as a column vector.
If A be a matrix of order m × n, then each row of A will be an n-vector and each column of A will be an m-vector. A vector
whose components are all zero is called a zero vector and is denoted by O. Thus O = (0, 0, 0, ...., 0).
188 A TEXTBOOK OF ENGINEERING MATHEMATICS
Let X = (x1, x2,.........., xn) and Y = (y1, y2,.........., yn) be two vectors.
Then X = Y if and only if their corresponding components are equal.
i.e., If xi = yi for i = 1, 2, .........., n
If k be a scalar, then kX = (kx1, kx2, .........., kxn).
A set of r, n-tuple vectors X1, X2, ..........,Xr is said to be linearly dependent if there exists r scalars
(numbers) k1, k2, .........., kr not all zero, such that
k1X1 + k2 X2 + ..... + krXr = O
A set of r, n-tuple vectors X1, X2, .........., Xr is said to be linearly independent if every relation of the type
k1X1 + k2 X2 + ..... + krXr = O implies k1 = k2 = ..... = kr = 0
Note. If a set of vectors is linearly dependent, then at least one member of the set can be expressed as a linear
combination of the remaining vectors.
Example 1. Show that the vectors x1 = (1, 2, 4), x2 = (2, – 1, 3), x3 = ( 0, 1, 2) and x4 = (– 3, 7, 2) are linearly
dependent and find the relation between them.
Sol. Consider the matrix equation
k1 x1 + k2 x2 + k3 x3 + k4 x4 = 0
i.e., k1 (1, 2, 4) + k2 (2, –1, 3) + k3 (0, 1, 2) + k4 (– 3, 7, 2) = 0
i.e., k1 + 2k2 + 0·k3 – 3k4 = 0
2k1 – k2 + k3 + 7k4 = 0
4k1 + 3k2 + 2k3 + 2k4 = 0
which is a system of homogeneous linear equations and can be put in the form AX = 0.
ék ù
é1 2 0 -3ù ê 1 ú é0ù
ê k
i.e., ê2 -1 1 7 úú ê 2 ú = êê0úú
êk ú
êë4 3 2 2úû ê 3 ú êë0úû
ë k4 û
Operate R2 – 2R1, R3 – 4R1;
ék ù
é1 2 0 -3ù ê 1 ú é0ù
ê k
ê0 -5 1 13úú ê 2 ú = êê0úú
ê k3 ú
êë0 -5 2 14úû ê ú êë0úû
ë k4 û
Operate R3 – R2;
ék ù
é1 2 0 -3ù ê 1 ú é0ù
ê0 ú ê k2 ú ê ú
ê -5 1 13ú = ê0ú
ê k3 ú
êë0 0 1 1úû ê ú êë0úû
ëk 4 û
\ k1 + 2k2 – 3k4 = 0 …(i)
–5k2 + k3 + 13k4 = 0 …(ii)
k3 + k4 = 0 …(iii)
\ k 4 = – k3
LINEAR ALGEBRA 189
12
From (ii), 5k2 = k3 – 13k3 = – 12k3 \ k2 = - k3
5
24 9
From (i), k 1 = + 3k4 – 2k2 = -3k3 + k3 = k3
5 5
Let k3 = t
9 12
\ k 1 = t , k 2 = - t , k3 = t , k 4 = - t
5 5
9 12
\ Given vectors are L.D. and the relation between them is t x - t x + tx3 - tx4 = 0
5 1 5 2
or 9x1 – 12x2 + 5x3 – 5x4 = 0.
Example 2. Show that the column vectors of the matrix
LM
1 2 3 OP
N Q
A = - 2 1 2 are linearly dependent. (P.T.U., Dec. 2002)
LM OP
1 2 3 LM OP LM OP
k1 - 2 + k2
N Q 1
+ k3
2
=0
NQ NQ
i.e., k1 + 2k2 + 3k3 = 0
– 2k1 + k2 + 2k3 = 0
LM 1 2 3 OP LMkk OP = 0
1
N- 2 1 2 Q MMNk PPQ
2
LM1 k
2 3 1OP LM OP
Operate R2 + 2R1 ;
N0 5 8
k3
Q MMN
k2 = 0 PP
Q
or k1 + 2k2 + 3k3 = 0
5k2 + 8k3 = 0
8 16 1
\ k2 = – k3 ; k1 = k3 – 3k3 = k3
5 5 5
Let k3 = l π 0
1 8
\ k1 = l, k2 = – l, k3 = l
5 5
\ Given column vectors are L.D.
Example 3. Determine whether the vectors (3, 2, 4)t, (1, 0, 2)t, (1, – 1, – 1)t are linearly dependent or not.
(where ‘t’ denotes transpose) (P.T.U., May 2006)
é3ù é1ù é ù
ê ú ê ú ê ú
Sol. Let X1 = (3, 2, 4)t = ê 2 ú , X2 = (1, 0, 2)t = ê 0 ú , X3 = (1, – 1, – 1)t = ê - ú
ëê 4 ûú ëê 2 ûú êë - úû
190 A TEXTBOOK OF ENGINEERING MATHEMATICS
Consider k1 X1 + k2 X2 + k3 X3 = 0
é3ù é1ù é 1ù
ê ú ê0ú ê - 1ú
i.e., k1 ê 2 ú + k2 ê ú + k3 ê ú =0
ëê 4 ûú ëê 2 ûú ëê - 1ûú
or 3k1 + k2 + k3 = 0
2k1 + 0.k2 – k3 = 0
4k1 + 2k2 – k3 = 0
é3 1 1ù é k1 ù é 0ù
ê2 ê ú
or ê 0 - 1úú ê k 2 ú = êê 0úú
ëê 4 2 - 1ûú êë k 3 úû êë 0ûú
é1 1 2 ù é k1 ù é 0ù
ê2 ê ú ê ú
Operate R1 – R2 ; ê 0 - 1úú ê k 2 ú = ê 0ú
êë 4 2 - 1úû êë k 3 úû êë 0úû
Operate R2 – 2R1, R3 – 4R1;
é1 1 2 ù é k1 ù é 0ù
ê0 ê ú
ê -2 - 5 úú ê k 2 ú = êê 0úú
ëê0 -2 - 9 ûú êë k 3 úû êë 0ûú
Operate R3 – R2;
é1 1 2ù é k1 ù é 0ù
ê0
ê - 2 - 5 úú êê k 2 úú = êê 0úú
êë0 0 - 4 úû êë k 3 úû êë 0úû
k1 + k 2 + 2k 3 = 0ù
ú
\ - 2k 2 - 5k 3 = 0ú fi k3 = 0, k2 = 0, k1 = 0
- 4k 3 = 0úû
\ Given vectors are not linearly dependent. These are linearly independent.
Let a point P(x, y) in a plane transform to the point P' (x', y') under reflection in the co-ordinate axes, or reflection
in the line y = x tan q or rotation of OP through an angle q about the origin or rotation of axes, through an angle q
etc. Then the co-ordinates of P' can be expressed in terms of those of P by the linear relations of the form
x ' = a1 x + b1 y ù
y ' = a2 x + b2 y úû
é x ' ù é a1 b1 ù é x ù
which in matrix notation is ê ú = ê
b2 úû êë y úû
or X' = AX
ë y 'û ë a2
such transformations are called linear transformation in two dimensions.
Similarly, relations of the form
x ' = a1 x + b 1 y + c1 z
y ' = a2 x + b 2 y + c 2 z
z ' = a3 x + b 3 y + c3 z
LINEAR ALGEBRA 191
é x ¢ ù é a1 b1 c1 ù é x ù
ê ú ê
which in matrix notation is ê y ¢ ú = ê a2 b2
ú
c2 ú êê y úú or X' = AX gives a linear transformation
êë z ¢ úû êë a3 b3 c3 úû êë z úû
(x, y, z) Æ (x', y', z' ) in three dimensions.
é y1 ù é a11 a12 ... a1n ù é x1 ù
ê ú ê ú ê ú
y2 ú ê a21 a22 ... a2 n ú x
In general, the relation Y = AX, where Y = ê ,A= , X = ê 2ú
êMú ê............................ ú êM ú
ê ú ê ú ê ú
ë yn û ëê an1 an 2 ... ann ûú ëê xn ûú
defines a linear transformation which carries any vector X into another vector Y over the matrix A which is
called the linear operator of the transformation.
This transformation is called linear because Y1 = AX1 and Y2 = AX2 implies aY1 + bY2 = A(aX1 + bX2) for
all values of a and b.
é 2ù é1 -1ù é y1 ù é1 -1ù é 2ù é 5ù
Thus, if X = ê ú and A = ê2
3 úû
, then Y = ê y ú = ê2 =
3 úû êë -3úû êë -5úû
ë -3û ë ë 2û ë
so that (2, -3) Æ (5, –5) under the transformation defined by A.
If the transformation matrix A is non-singular, i.e., if | A | π 0, then the linear transformation is called non-
singular or regular.
If the transformation matrix A is singular, i.e., if | A | = 0, then the linear transformation is also called singular.
For a non-singular transformation Y = AX, since A is non-singular, A–1 exists and we can write the inverse
transformation, which carries the vector Y back into the vector X, as X =A–1 Y.
Note. If a transformation from (x1, x2,.........., xn) to (y1, y2,.........., yn) is given by Y = AX and another transformation
from (y1, y2,.........., yn) to (z1, z2,.........., zn) is given by Z = BY, then the transformation from (x1, x2,.........., xn) to
(z1, z2,.........., zn) is given by Z = BY = B (AX) = (BA)X.
Operate R3 – 2R1;
é1 2 5 ù é1 0 0ù
ê0 -1 2úú = êê0 1 0úú A
ê
êë0 0 1 úû êë - 2 0 1 úû
é1 2 0ù é 11 0 - 5ù
ê0 -1 0úú = êê 4 1 - 2úú A
ê
êë0 0 1 úû êë- 2 0 1 úû
Operate R1 + 2R2;
é1 0 0ù é 19 2 - 9ù
ê0 -1 0úú = êê 4 1 - 2úú A
ê
êë0 0 1úû êë- 2 0 1 úû
194 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 0 0ù é 19 2 - 9ù
ê0 1 0úú = êê- 4 -1 2 úú A
Operate R2(–1) ê
êë0 0 1úû êë- 2 0 1 úû
é 19 2 - 9ù
ê- 4 - 1 2 úú
I = B A, where B = ê
êë - 2 0 1 úû
\ –1
A =B
é 19 2 - 9ù
ê- 4 - 1 2 úú Y
\ X= ê
êë- 2 0 1 úû
é x1 ù é 19 2 - 9ù é y1 ù
ê ú ê ê ú
\ ê x2 ú = ê- 4 - 1 2 úú ê y2 ú
êë x3 úû êë- 2 0 1 úû êë y3 úû
x1 = 19y1 + 2y2 – 9y3
x2 = – 4y1 – y2 + 2y3
x3 = – 2y1 + y3
Example 3. (a) Prove that the following matrix is orthogonal
é1 2 2ù
1ê ú.
2 1 -2 (P.T.U., May 2007)
3ê ú
êë2 -2 1úû
(b) Find the values of a, b, c if the matrix
é 0 2b cù
A = êa b - c ú is orthogonal. (P.T.U., May 2009)
ê ú
ëa - b c û
Sol. (a) Denoting the given matrix by A, we have
é1 2 2ù
1ê
A' = ê2 1 -2úú
3
êë2 -2 1úû
é1 2 2ù é1 2 2ù
1ê
1 -2úú ´ êê2 1 -2úú
1
Now, AA' = ê2
3 3
êë2 -2 1úû êë2 -2 1úû
é9 0 0ù é 1 0 0ù
1ê ú ê ú
= ê0 9 0 ú = ê0 1 0ú = I
9
êë0 0 9úû êë0 0 1úû
Since AA' = I, A is an orthogonal matrix.
(b) Matrix A will be orthogonal if AA¢ = I
é 0 2b c ùé0 a a ù é 1 0 0ù
i.e., êa b - c ú ê 2b b - b ú = ê 0 1 0ú
ê úê ú ê ú
ëa - b c û ë c - c c û ë0 0 1û
é 4b 2 + c 2 2b 2 - c 2 - 2b 2 + c 2 ù
ê 2 ú é 1 0 0ù
or ê 2b - c 2
a 2
+ b 2
+ c 2
a 2
- b 2
- c 2
ú = ê 0 1 0ú
ê 2ú
ê ú
2
êë - 2b + c
2 2
a -b -c 2 2 2
a +b +c ú2 ë0 0 1û
û
LINEAR ALGEBRA 195
ANSWERS
1. (i) Yes ; x3 = 2x1 + x2 and x4 = 5x1 – 2x2 (ii) Yes ; x3 = 3x1 + 2x2 and x4 = 2x1 + x2
(iii) Yes ; 2x1 – x2 – x3 = 0 (iv) Yes ; 5x1 – 3x2 – x3 = 0
(v) No; L.I. (vi) No; L.I.
2. For all non-zero values of k
1 1
3. (a) x1 = ( y1 + y2 - y3 ), x2 = ( - 5 y1 + y2 + y3 ), x3 = - 4 y1 + 2 y3
2 2
(b) x1 = 2y1 – 2y2 – y3, x2 = – 4y1 + 5y2 + 3y3, x3 = y1 – y2 – y3
é 1 4 -1ù
é x1 ù é 9 6 ù é z1 ù
4. ê ú=ê úê ú 5. Z = (BA) X, where BA = êê -1 9 -1úú
ë x2 û ë11 - 2û ë z2 û
ëê -3 14 -1ûú
6. (i) Orthogonal (ii) Not orthogonal.
If all the elements of a matrix are real numbers, then it is called a real matrix or a matrix over R. On the
other hand, if at least one element of a matrix is a complex number a + ib, where a, b are real and i = –1 , then
the matrix is called a complex matrix.
The matrix obtained by replacing the elements of a complex matrix A by the corresponding conjugate
complex numbers is called the conjugate of the matrix A and is denoted by A .
é 2 + 3i -7i ù é2 - 3i 7i ù
A =ê
1 - i úû
, then A = ê
1 + i úû
Thus, if .
ë 5 ë 5
It is easy to see the conjugate of the transpose of A i.e., ( A¢ ) and the transpose conjugate of A i.e., (A)¢
q
are equal. Each of them is denoted by A .
q
Thus (A ¢ ) = (A) ' = A .
4.21. HERMITIAN AND SKEW HERMITIAN MATRIX (P.T.U., May 2002, 2007, Dec. 2010)
A square matrix A is said to be Hermitian if Aq =A. i.e., if A = [aij], then aij = aji " i, j and when i = j, then
aii = aii fi aii is purely real i.e., all diagonal elements of a Hermitian matrix are purely real while every other
element is the conjugate complex of the element in the transposed position.
é 5 2+i -3i ù
ê 1 - i úú is a Hermitian matrix.
For example, A = ê 2 - i -3
ëê 3i 1+ i 0 úû
A square matrix A is said to be Skew Hermitian if Aq = – A i.e., if A = [aij], then aij = – aji " i, j and
when i = j, then aii = – aii i.e., if aii = a + ib, then aii = a – ib and aii = – aii
fi a – ib = – (a + ib) fi a = 0
\ aii is either purely imaginary or zero.
LINEAR ALGEBRA 197
In a Skew Hermitian matrix, the diagonal elements are zero or purely imaginary number of the form ib,
where b is real. Every other element is the negative of the conjugate complex of the element in the transposed
position.
é 3i 1+ i 7 ù
ê
For example, B = ê -1 + i
ú
0 -2 - i ú is a Skew Hermitian matrix.
êë -7 2-i -i úû
Note. The following result hold :
(i) (A) = A (ii) A + B = A + B (iii) l A = l A (iv) AB = AB
q q
(v) (Aq)q = A (vi) (A + B)q = Aq + Bq (vii) (lA) = lA (viii) (AB)q = BqAq.
ILLUSTRATIVE EXAMPLES
é 2+i 3 -1+ 3i ù
Example 1. If A = ê , verify that AqA is a Hermitian matrix.
ë -5 i 4 - 2i úû
é 2+i -5 ù
Sol.
ê
A' = ê 3 i úú
ëê -1 + 3i 4 - 2i ûú
198 A TEXTBOOK OF ENGINEERING MATHEMATICS
é 2-i -5 ù
A q = (A ¢ ) =
ê -i úú
ê 3
êë-1 - 3i 4 + 2i úû
é 2-i -5 ù
ê 3 é2 + i 3 -1 + 3i ù
\ q -i úú ê
4 - 2i úû
A A =ê
-5 i
êë -1 - 3i 4 + 2i úû ë
é 30 6 - 8i -19 + 17i ù
ê
= ê 6 + 8i 10 -5 + 5i úú = B(say)
êë-19 - 17i -5 - 5i 30 úû
é 30 6 + 8i -19 - 17i ù
Now,
ê
B' = ê 6 - 8i 10 -5 - 5i úú
êë -19 - 17i -5 - 5i 30 úû
é 30 6 - 8i -19 + 17i ù
ê
B = (B¢ ) = ê 6 + 8i
q 10 -5 + 5i úú = B
êë-19 - 17i -5 - 5i 30 úû
fi B (= AqA) is a Hermitian matrix.
Example 2. If A and B are Hermitian, show that AB – BA is Skew Hermitian.
Sol. A and B are Hermitian. fi Aq = A and Bq= B
Now, (AB – BA)q = (AB)q – (BA)q
= BqAq – Aq Bq = BA – AB = – (AB – BA)
Þ AB – BA is Skew Hermitian.
Example 3. (a) If A is a Skew Hermitian matrix, then show that iA is Hermitian.
(b) If A is Hermitian, then Aq A is also Hermitian. (P.T.U., May 2007)
Sol. (a) A is a Skew Hermitian matrix fi Aq = – A
Now, (iA)q = iAq = ( - i )(- A) = iA
Þ iA is a Hermitian matrix.
(b) A is a Hermitian Matrix \ Aq = A
AqA will be Hermitian if (Aq A)q = Aq A
Now, (Aq A)q = Aq(Aq)q = Aq ◊ A
q
Hence A A is Hermitian
é 0 1 + 2i ù
Example 4. If N = ê , obtain the matrix (I – N) (I +N)–1, and show that it is unitary.
ë - 1+ 2i 0 úû
é1 0ù é 0 1 + 2i ù é 1 -1 - 2i ù
Sol. I–N = ê - =
ë0 1úû êë -1 + 2i 0 úû êë1 - 2i 1 úû
é1 0ù é 0 1 + 2i ù é 1 1 + 2i ù
I+N = ê + =
ë0 1úû êë -1 + 2i 0 úû êë -1 + 2i 1 úû
1 1 + 2i
I+N = = 1 - (4i 2 - 1) = 6 \ I + N is non-singular and (I + N)–1 exists
- 1 + 2i 1
é 1 -1 - 2i ù
adj (I + N) = ê
ë1 - 2i 1 úû
LINEAR ALGEBRA 199
1 1é 1 -1 - 2i ù
(I + N)–1 = adj (I + N) = ê
|I+N| 6 ë1 - 2i 1 úû
é 1 -1 - 2i ù 1 é 1 -1 - 2i ù
\ (I – N) (I + N)-1 = ê
ë1 - 2i 1 úû 6 êë1 - 2i 1 úû
1 é -4 -2 - 4i ù
ê = A (say)
-4 úû
=
6 ë2 - 4i
A' = 1 é -4 2 - 4i ù
ê -4 úû
6 ë-2 - 4i
q 1é -4 2 + 4i ù
(A)' = A = ê
6 ë- 2 + 4i - 4 úû
1 é -4 2 + 4i ù 1 é -4 -2 - 4i ù 1 é36 0 ù é1 0ù
AqA = ê = = = I.
6 ë-2 + 4i -4 úû 6 êë2 - 4i -4 úû 36 êë 0 36úû êë0 1úû
A = (I – N) (I + N)–1 is unitary.
Example 5. Prove that every Hermitian matrix can be written as A + iB, where A is real and symmetric and
B is real and skew-symmetric.
Sol. Let P be any Hermitian matrix.
Then Pq = P
P+P P–P
Consider, P= +i = A + iB, where
2 2i
P+P P-P
A= ,B=
2 2i
To prove A and B are real.
z+z
We know that z = x + iy \ z = x – iy, then = 2x (real)
2
z-z 2iy
and = = y (real)
2i 2i
Similarly,
P+P P–P
is a real matrix and is also real
2 2i
\ A, B are real.
To prove A is symmetric
æ P + P ö ¢ P¢ + Pq P¢ + P
A¢ = ç ÷ = = =A (Q P q = P)
è 2 ø 2 2
\ A is symmetric.
æ P - P ö ¢ P ¢ - Pè P¢ - P P - P¢
Similarly, B¢ = ç ÷ = = =– = – B \ B is skew-symmetric.
è 2i ø 2i 2i 2i
2. If A is any square matrix, prove that A + Aq, AAq, AqA are all Hermitian and A – Aq is Skew-Hermitian.
3. If A, B are Hermitian or skew-Hermitian, then so is A + B.
4. Show that the matrix B q AB is Hermitian or Skew-Hermitian according as A is Hermitian or
skew-Hermitian.
1 é1+i -1+i ù
5. Prove that ê ú is a unitary matrix. (P.T.U., Jan. 2009)
2 ë1+i 1-i û
6. If A is a Hermitian matrix, then show that iA is a skew-Hermitian matrix.
7. Show that every square matrix is uniquely expressible as the sum of a Hermitian and a Skew-Hermitian matrix.
A + Aq A - Aq
[Hint: (i) Let A = + = P + Q , prove Pq = P and Qq= – Q (ii) to prove uniqueness : Let A = R + S
2 2
where Rq = R, Sq = – S to prove R = P, S = Q]
4.25. PROPERTIES OF EIGEN VALUES AND EIGEN VECTORS (P.T.U., May 2008)
If l is an eigen value of A and X be its corresponding eigen vector then we have the following properties:
(i) al is an eigen value of aA and the corresponding eigen vector remains the same.
AX = l X fi a (AX) = a (lX) fi (aA) X = (al) X
\ al is an eigen value of aA and eigen vector is X.
(ii) lm is an eigen value of Am and corresponding eigen vector remains the same (P.T.U., Dec. 2004)
AX = lX fi A (AX) = A (lX) fi (AA) X = l (AX)
\ A2X = l (lX) = l2X fi l2 is an eigen value of A2
and eigen vector is X.
Pre-multiply successively m times by A, we get the result.
(iii) l – k is an eigen-value of A – kI and corresponding eigen vector is X.
AX = lX fi AX – kIX = lX – kIX
or (A – kI) X = (l – k) X fi l – k is the eigen vector of A – kI and eigen vector is X.
1
(iv) is an eigen value of A–1 (if it exists) and the corresponding eigen vector is X.
l
(P.T.U., May 2005)
AX = lX ; Pre-multiply by A–1
A -1 (AX) = A–1 (lX) fi (A–1 A) X = l (A–1 X)
1
or IX = l (A–1 X) or A–1 X = X
l
1
\ is an eigen value of A–1 and eigen vector is X.
l
1
(v) is an eigen value of (A – kI)–1 and corresponding eigen vector is X
l-k
AX = lX fi (A – kI) X = (l – k) X
Pre-multiply by (A – kI)–1, we get
X = (A – kI)–1 (l – k) X
1
Divide by l – k, we get X = (A – kI)–1 X
l-k
æ 1 ö
\ (A – kI)–1 X = ç X
è l - k ÷ø
1
\ is an eigen value of (A – kI)–1 and the eigen vector is X.
l-k
A
(vi) is an eigen value of adj A. (P.T.U., Dec. 2003)
l
AX = lX ; Pre-multiply both sides by adj A
(adj A) (AX) = (adj A) lX
202 A TEXTBOOK OF ENGINEERING MATHEMATICS
fi [(adj A) A] X = l [(adj A) X]
fi | A | X = l [(adj A) X] |Q A (adj A) = (adj A) A = | A | I|
é A ù
fi (adj A) X = ê úX
ë l û
A
fi is an eigen value of adj A and eigen vector is X.
l
(vii) A and AT have the same eigen values
Q eigen values of A are given by | A – lI | = 0
We know that | A | = | AT |
\ | A – lI | = | (A – lI)T | = | AT – (lI)T | = | AT – lI |
\ eigen values of A and AT are same.
(viii) For a real matrix A, if a + ib is an eigen value, then its conjugate a – ib is also an eigen value of A.
Since eigen values of A are given by its characteristic equation | A – lI | = 0 and if A is real, then characteristic
equation is also a real polynomial equation and in a real polynomial equation, imaginary roots always occur in
conjugate pairs. If a + ib is an eigen value, then a – ib is also an eigen value.
ILLUSTRATIVE EXAMPLES
é1 -2 ù
Example 1. (i) Find the eigen values and eigen vectors of the matrix A = ê .
ë -5 4 úû
é1 2 2ù
(ii) Find the eigen values of the matrix 0 - 4 2 ú .
ê (P.T.U., Dec. 2006)
ê ú
êë0 0 7 ûú
Sol. (i) The characteristic equation of the given matrix is
1- l -2
|A–lI| =0 or =0
-5 4-l
or (1 – l) (4 – l) – 10 = 0 or l2 – 5l – 6 = 0
or (l – 6) (l + 1) = 0 \ l = 6, – 1.
Thus, the eigen values of A are 6, – 1
Corresponding to l = 6, the eigen vectors are given by (A – 6I) X = O
é1 - 6 -2 ù é x1 ù é-5 -2ù é x1 ù
or ê -5 4 - 6úû êë x2 úû
=O ê-5 -2ú ê x ú = O
or
ë ë ûë 2û
we get only one independent equation – 5x1 – 2x2 = 0
x1 x2
\ = gives the eigen vector (2, – 5)
2 –5
é2 -2ù é x1 ù
Corresponding to l = – 1, the eigen vectors are given by ê =O
ë-5 5 úû êë x2 úû
We get only one independent equation 2x1 – 2x2 = 0.
\ x1 = x2 gives the eigen vector (1, 1).
(ii) The characteristic equation of the given matrix is | A – lI | = 0
1- l 2 2
i.e., 0 -4-l 2 = 0, expand w.r.t. 1st column, we get
0 0 7-l
LINEAR ALGEBRA 203
(1 – l) (– 4 – l) (7 – l) = 0, i.e., l = 1, l = – 4, l = 7.
Hence the eigen values are – 4, 1, 7.
Example 2. Find the eigen values and eigen vectors of the following matrices:
é -2 2 -3ù é 1 1 3ù
ê ú
(i) ê 2 1 -6 ú (P.T.U., May 2012) (ii) ê 1 5 1ú . (P.T.U., Dec. 2012, 2013)
ê ú
êë -1 -2 0 úû ëê3 1 1ûú
Sol. (i) The characteristic equation of the given matrix is |A – lI| = 0
-2 - l 2 -3
or 2 1 - l -6 = 0
-1 -2 -l
or (– 2 – l) [– l (1 – l) – 12] – 2 [–2l – 6 ] – 3 [– 4 + 1 ( 1+ l) = 0
or l3 + l2 – 21 l – 45 = 0
By trial, l = – 3 satisfies it.
\ (l + 3) (l2 – 2l – 15) = 0 fi (l + 3) (l + 3) (l – 5) = 0 fi l = – 3, – 3, 5
Thus, the eigen values of A are – 3, – 3, 5.
Corresponding to l = – 3, eigen vectors are given by
é 1 2 -3ù é x1 ù
ê úê ú
(A + 3I) X = O or ê 2 4 -6 ú ê x2 ú = O
êë -1 -2 3úû êë x3 úû
We get only one independent equation x1 + 2x2 – 3x3 = 0
Choosing x2 = 0, we have x1 – 3x3 = 0
x1 x x
\ = 2 = 3 giving the eigen vector (3, 0, 1)
3 0 1
Choosing x3 = 0, we have x1 + 2x2 = 0
x1 x2 x3
\ = = giving the eigen vector (2, –1, 0)
2 –1 0
Any other eigen vector corresponding to l = – 3 will be a linear combination of these two.
é -7 2 -3ù é x1 ù
ê2 úê ú
Corresponding to l = 5, the eigen vectors are given by ê -4 -6ú ê x2 ú = O
êë -1 -2 -5úû êë x3 úû
fi – 7x1 + 2x2 – 3x3 = 0
2x1 – 4x2 – 6x3 = 0
–x1 – 2x2 – 5x3 = 0
x1 x2 x3
From first two equations, we have = =
-12 - 12 -6 - 42 28 - 4
x1 x2 x3
or = = giving the eigen vector (1, 2, – 1).
1 2 -1
(ii) The characteristic equation of the given matrix is | A – lI | = 0
1- ë 1 3
or 1 5-ë 1 =0
3 1 1- ë
or (l – l){(5 – l) (1 – l) – 1} – 1{1 – l – 3} + 3 {1 – 15 + 3l} = 0
or (1 – l) {4 – 6l + l2} + l + 2 – 42 + 9l = 0
204 A TEXTBOOK OF ENGINEERING MATHEMATICS
– Xq (lX) = l (XqX)
or – l (XqX) = l (XqX) fi l = – l
fi l + l =0
Now if l = a + ib
then l = a – ib
l + l = 0 fi a + ib + a – ib = 0 or a = 0
i.e., l = ib, i.e., l is purely imaginary.
Hence either eigen values are zero or purely imaginary.
é 24 8 12ù
= êê - 10 -2 - 6úú
êë - 2 -2 - 2úû
é 3 1 3ù
ê 2
ú
-1
A = - 4 - 4 - 43 ú
ê 5 1
ê ú
ê - 14 - 14 - 14 ú
ë û
é 3 2 4 ù
(ii) Let A = ê 4 3 2 ú
ê ú
ë2 4 3û
Characteristic equation of A is | A – lI | = 0
3-l 2 4
or 4 3-l 2 = 0 or (3 - l) {(3 - l)2 - 8} - 2{12 - 4l - 4} + 4{16 - 6 + 2l} = 0
2 4 3-l
or l3 – 9l2 + 3l – 27 = 0
To verify Cayley Hamilton Theorem, we have to prove
A3 – 9A2 + 3A – 27I = 0
é3 2 4ù é3 2 4ù é 25 28 28 ù
A2 = ê 4 3 2ú ê4 3 2ú = ê 28 25 28 ú
ê úê ú ê ú
ë2 4 3û ë2 4 3û ë 28 28 25 û
é 25 28 28 ù é 3 2 4 ù é 243 246 240 ù
A = ê 28
3
25 28 ú ê 4 3 2 ú = ê 240 243 246 ú
ê úê ú ê ú
ë 28 28 25 û ë 2 4 3 û ë 246 240 243 û
é 243 246 240 ù é 25 28 28 ù é3 2 4ù é1 0 0ù
A – 9A + 3A – 27I = ê 240
3 2
243 246 - 9 ê 28
ú 25 28 + 3 ê 4
ú 3 2 - 27 ê 0
ú 1 0ú
ê ú ê ú ê ú ê ú
ë 246 240 243 û ë 28 28 25 û ë2 4 3û ë0 0 1û
é 0 0 0ù
ê
= ê 0 0 0ú = O
ú
êë 0 0 0úû
Hence theorem is verified.
A3 – 9A2 + 3A – 27I = 0
Operate both sides with A–1
A2 – 9A + 3I = 27A–1
é 25 28 28 ù é3 2 4ù é1 0 0ù
\ 27A–1 = êê 28 25 28 úú - 9 êê 4 3 2 úú + 3 êê 0 1 0 úú
êë 28 28 25 úû êë 2 4 3 úû êë 0 0 1 úû
é1 10 -8 ù
= êê - 8 1 10 úú
ëê 10 -8 1 úû
é1 10 -8 ù
1 ê
A = –1
-8 1 10 úú
27 ê
êë 10 -8 1 úû
LINEAR ALGEBRA 209
é2 3ù 5
Example 6. If A = ê ú , then use Cayley Hamilton Theorem to find the matrix represented by A .
ë3 5û
Sol. Characteristic equation of A is
| A – lI | = 0
2-l 3
i.e., = 0 or l2 –7l + 1 = 0
3 5 - l
By Cayley Hamilton Theorem A2 – 7A + I = 0
\ A2 = 7A – I . . .(1)
A4 = 49A2 – 14A + I
= 49 (7A – I) – 14A + I [Using (1)]
= 329A – 48I
A = A4 ◊ A = (329A – 48I) A
5
é 1 2 3ù
9. Find the characteristic equation of the matrix A = êê 2 -1 4 úú . Show that the equation is satisfied by A.
êë 3 1 -1úû
é1 2ù
10. If A = ê ú use Cayley Hamilton Theorem to find A . [Hint: A = 5I] (P.T.U., Dec. 2003, May 2010)
8 2
ë 2 - 1û
11. Using Cayley Hamilton Theorem, find the inverse of
é 7 -1 3ù é 2 -1 1ù
é 1 4ù ê ú ê ú
(i) ê ú (P.T.U., Dec. 2013) (ii) ê 6 1 4 ú (iii) ê - 1 2 - 1ú
ë 2 3û êë 2 4 8 úû êë 1 - 1 2 úû
(P.T.U., Dec. 2005, Jan. 2009)
é 1 2 0ù é 2 5 3ù
ê ú
(iv) ê - 1 1 2 ú (P.T.U., May 2010)
ê
(v) ê 3 1 2ú
ú (P.T.U., Dec. 2005)
êë 1 2 1úû êë 1 2 1úû
é2 3 1ù
ê
(vi) 3 1 2úú (P.T.U., May 2006)
ê
êë1 2 3úû
é2 1 1ù
ê
12. Find the characteristic equation of matrix A = ê0 1
ú
0 ú and hence find the matrix represented by A8 – 5A7
êë1 1 2úû
+ 7A6 – 3A5 + A4 – 5A3 + 8A2 – 2A + I.
ANSWERS
1. 1, 6 ; (1, – 1), (1, 4)
2. (i) 0, 3, 15 ; (1, 2, 2), (2, 1 , –2) (2, –2, 1) (ii) 2, 2, 8 ; (1, 0, –2), (1, 2, 0), (2, –1, 1)
(iii) 1, 2, 3 ; (1, 0, 1), (1, 0, –1), (0, 1, 0) (iv) 1, 1, 3 ; (1, –2, 1) (1, 1, 0)
(v) 2, 3, 5 ; (1, –1, 0), (1, 0, 0), (2, 0, 1) (vi) 1, 2, 3 ; (1, – 1, 0), (– 2, 1, 2), (1, –1, – 2)
(vii) 1, 2, 3 ; (4, 3, 2), (3, 2, 1), (2, 1, 1)
é - 4 11 -5ù
1 ê
8. 3 2
l – 4l – 20l – 35 = 0, -1 -6 25úú
35 ê
êë - 6 1 -10úû
9. l 3 - l 2 - 18l - 40 = 0 10. 625I
é 2 2 9 ù
ê 65 -
é 3 4ù 13 130 ú
ê ú
ê- 5 5ú ê 21 5 3 ú
é 3 1 - 1ù
1ê
é- 3 - 2 4ù
1úú
1ê ú
11. (i) ê ú (ii) ê - - (iii) 1 3 (iv) 3 1 - 2
ê 2 1ú 65 13 130 ú 4ê 3ê ú
- ú ê ú ëê - 1 1 3úû ëê - 3 0 3úû
êë 5 5û ê 2 -3 2ú
ëê 13 13 13 úû
é- 3 1 7ù é 1 7 - 5ù
1ê
5úú 1 ê
(v) ê - 1 - 1
(vi) 7 -5 1úú
18 ê
4
êë 5 1 - 13úû
êë - 5 1 7úû
é8 5 5ù
3 2 ê
12. l – 5l + 7l – 3 = 0; ê0 3
ú
0ú .
êë5 5 8 úû
LINEAR ALGEBRA 213
4.27. DIAGONALIZABLE MATRICES
A matrix A is said to be diagonalizable if there exists an invertible matrix B. Such that B–1 AB = D, where D
is a diagonal matrix and the diagonal elements of D are the eigen values of A.
Theorem. A square matrix A of order n is diagonalizable if and only if it has n linearly independent eigen
vectors.
Proof. Let X1, X2, ......, Xn be n linearly independent eigen vectors corresponding to the eigen values l1, l2,
......, ln (not necessarily distinct) of matrix A
\ AX1 = l1 X1, AX2 = l2 X2, ......, AXn = ln Xn
Let B = [X1, X2, ......., Xn] and D = Diag. [l1, l2, ......., ln] formed by eigen values of A.
then AB = A [X1, X2, ......., Xn] = [AX1, AX2, ......., AXn]
= [l1 X1, l2 X2, ......., ln Xn]
= [X1 X2, ......, Xn] Diag [l1 l2, ......, ln]
AB = BD ... (1)
Since columns of B and L.I. \ p(B) = n \ B is invertible
Pre-multiply both sides by B–1
\ B–1 AB = (B–1 B) D = D
\ The matrix B, formed by eigen vectors of A, reduces the matrix A to its diagonal form.
Post multiply (1) by B–1
A (BB–1) = BDB–1 or A = BDB–1.
Note 1. The matrix B which diagonalizes A is called the Modal Matrix of A, obtained by grouping the eigen values of
A into a square matrix and matrix D is called Spectral Matrix of A.
Note 2. We have A = BDB–1
\ A 2 = A ◊ A = (BDB–1) (BDB–1) = BD (B–1 B) DB–1
= B (DID) B–1 = BD2 B–1
Repeating this process m times, we get
A m = BDm B–1 (m, a +ve integer).
\ If A is diagonalizable so is Am.
Note 3. If D is a diagonal matrix of order n and
él m 0 ùú
é l1 0 0 LL 0ù ê 1 0 0 LL
ê ú ê 0 lm
ê0 l2 0 LL 0ú 2 0 LL 0ú
ê ú
D= ê0 l3 0 ú , then D =
m
ê 0 l3m
ê
0 LL
ú 0 LL 0ú
ê ú
êM M M M ú ê M M M M ú
ê l n ûú ê ú
ë0 0 0 LL lm
ë 0 0 0 LL nû
m m –1
\ A = BD B
Similarly if Q (D) is a polynomial in D, then
é Q l1 0 0 LL 0 ù
ê ú
ê 0 Q l 2 0 LL 0 ú
Q (D) = ê 0 0 Q l3 LL 0 ú
ê ú
ê M M M M ú
ê 0 0 0 LL Q l n úû
ë
\ Q (A) = B [Q(D)]B–1
214 A TEXTBOOK OF ENGINEERING MATHEMATICS
ILLUSTRATIVE EXAMPLES
é 3 1 - 1ù
Example 1. Show that the matrix A = ê- 2 1
ê 2úú is diagonalizable. Hence find P such that P –1 AP
êë 0 1 2úû
is a diagonal matrix, then obtain the matrix B = A + 5A + 3I.
2
(P.T.U., May 2008, 2012)
Sol. Characteristic equation of A is
3-l 1 -1
-2 1- l 2
| A – lI | = = l3 – 6l2 + 11l – 6 = 0
0 1 2 - l
or l = 1, 2, 3.
Since the matrix has three distinct eigen values
\ It has three linearly independent eigen values and hence A is diagonalizable.
The eigen vector corresponding to l = 1 is given by
é 2 1 - 1ù é x1 ù é0 ù
ê ê ú
(A – lI) X= ê - 2 0 2 úú ê y1 ú = êê0 úú
ëê 0 1 1ûú êë z1 úû ëê0 ûú
i.e., 2x1 + y1 – z1 = 0 ; – 2x1 + 2z1 = 0 and y1 + z1 = 0
which gives the solution.
x 1 = 1, y1 = – 1, z1 = 1
The eigen vector corresponding to l = 2 is
é 1 1 - 1ù é x1 ù é 0 ù
ê ê ú
(A – 2I) X = ê - 2 - 1 2 úú ê y1 ú = êê 0 úú
êë 0 1 0 úû êë z1 úû êë 0 úû
i.e., x1 + y1 – z1 = 0
– 2x1 – y1 + 2z1 = 0
y1 = 0
which gives the solution
x 1 = 1, y1 = 0, z1 = 1.
Eigen vector corresponding to l = 3 is given by
é 0 1 - 1ù é x1 ù é0 ù
ê ê ú
(A – 3I) X = ê- 2 -2 2 úú ê y1 ú = êê0 úú
êë 0 1 - 1úû êë z1 úû êë0 úû
i.e., y1 – z1 =0
– 2x1 – 2y1 + 2z1 =0
y1 – z1 =0
which gives the solution
x 1 = 0, y1 = 1, z1 = 0.
\ This modal matrix P = [X1, X2, X3]
é 1 1 0ù
ê
= ê- 1 0 1úú
êë 1 1 1úû
LINEAR ALGEBRA 215
é- 1 -1 1ù
Adj. P 1 ê
Now, P –1
= = ê 2 1 - 1úú
P 1
êë - 1 0 1úû
é- 1 -1 1ù é 3 1 - 1ù é 1 1 0ù
\ –1 ê
P AP = ê 2 1 - 1úú êê - 2 1 2 úú êê - 1 0 1úú
ëê - 1 0 1ûú ëê 0 1 2 ûú ëê 1 1 1úû
é 1 0 0ù
ê ú
= ê 0 2 0 ú = diag [1, 2, 3]
êë 0 0 3úû
Hence A is diagonalizable and its diagonal form matrix contains the eigen values only as its diagonal
elements.
Now to obtain B = A2 + 5A + 3I we use Q (A) = P [Q (D)]P–1 [Art. 4.27 Note 3]
D = diag (1, 2, 3)
D2 = diag (1, 4, 9)
2
A + 5A + 3I = P (D2 + 5D + 3I) P –1
é 1 0 0ù é5 0 0ù é 3 0 0ù
ê ú ê
D2 + 5D + 3I = ê 0 4 9ú + ê 0 10 0úú + êê 0 3 0úú
êë 0 0 9úû êë 0 0 15úû êë 0 0 3úû
é9 0 0ù
ê
= ê 0 17 0úú
êë 0 0 27 úû
é 1 1 0ù é 9 0 0ù é - 1 -1 1ù
ê úê
\ 2
B = A + 5A + 3I = ê - 1 0 1ú ê 0 17 0 úú êê 2 1 - 1úú
êë 1 1 1úû êë 0 0 27 úû êë - 1 0 1úû
é 25 8 - 8ù
ê
= ê - 18 9 18úú
êë - 2 8 19 úû
é1 1 3ù
ê
Example 2. Find a matrix P which transforms the matrix ê 1 5 1úú into a diagonal form.
ëê 3 1 1ûú
(P.T.U., Dec. 2003)
é 1 1 3ù
ê ú
Sol. Let A = ê 1 5 1ú
êë3 1 1úû
Characteristic equation of A is | A – lI | = 0
1- l 1 3
i.e., 1 5-l 1 = 0 or l3 – 7l2 + 36 = 0
3 1 1- l
or (l + 2) (l2 – 9l + 18) = 0
or (l + 2) (l – 3) (l – 6) = 0 i.e., l = – 2, 3, 6 are the eigen values.
When l = – 2; eigen vectors are given by
3x1 + y1 + 3z1 = 0
216 A TEXTBOOK OF ENGINEERING MATHEMATICS
x1 + 7y1 + z1 = 0
3x1 + y1 + 3z1 = 0
Solving first and second equations (3rd is same as first)
x1 y z
= 1 = 1 \ X1 = k (– 1, 0, 1)
- 20 0 20
When l = 3; eigen vectors are given by
2x1 + y1 + 3z1 = 0
x1 + 2y1 + z1 = 0
3x1 + y1 – 2z1 = 0
Solving first and second equations :
x1 y z
= 1= 1 \ X2 = k (– 1, 1, – 1)
-5 5 -5
When l = 6; eigen vectors are given by
– 5x1 + y1 + 3z1 = 0
x1 – y1 + z1 = 0
3x1 + y1 – 5z1 = 0
Solving first and second equations
x1 y z
= 1 = 1 \ X3 = k (1, 2, 1).
4 8 4
é- 1 -1 1ù
Modal matrix P = ëé X1 X2 X3 ûù = êê 0 1 2úú
êë 1 -1 1úû
é 3 2 - 1ù é 3 0 - 3ù
Adj. P - 1 ê ú 1ê
P = –1
= 0 -2 - 2ú = - ê 2 -2 2 úú
P 6 ê 6
êë - 3 2 - 1úû êë - 1 -2 - 1úû
\ Required diagonal form D = P–1 AP
é 3 0 - 3ù é 1 1 3ù é - 1 -1 1ù
1ê
=– 2 -2 2úú êê 1 5 1úú êê 0 1 2úú
6ê
êë - 1 -2 - 1úû êë 3 1 1úû êë 1 -1 1úû
é12 0 0ù
1ê
=- ê 0 - 18 0 úú
6
êë 0 0 - 36 úû
é- 2 0 0ù
ê 0úú , which is formed by the eigen values of A.
=ê 0 3
êë 0 0 6úû
é- 2 2 - 3ù
ê
Example 3. Diagonalize the matrix ê 2 1 - 6 úú and obtain its Modal Matrix.
êë - 1 -2 0 úû
é- 2 2 - 3ù
ê
Sol. Let A = ê 2 1 - 6 úú
êë - 1 - 2 0 úû
LINEAR ALGEBRA 217
-2-l 2 -3
Characteristic equation of A is | A – lI | = 0 i.e., 2 1- l -6 =0
-1 -2 -l
or (– 2 – l) [– l (1 – l) – 12] – 2 [ – 2l – 6] – 3 [– 4 + 1 – l] = 0
or – (2 + l) (l2 – l – 12) + 4 (l + 3) + 3 (l + 3) = 0
or – (2 + l) (l + 3) (l – 4) + 7 (l + 3) = 0
or (l + 3) (– l2 + 2l + 8 + 7) = 0
or – (l + 3) (l + 3) (l – 5) = 0
\ l= – 3, – 3, 5.
Characteristic vectors corresponding to l = – 3 are
é 1 2 - 3ù é x1 ù
ê 2 ê ú
ê 4 - 6 úú ê x2 ú = 0
êë - 1 - 2 3úû êë x3 úû
Operating R2 – 2R1, R3 + R1, we get
é 1 2 - 3ù é x1 ù
ê0 0 ê ú
ê 0úú ê x2 ú = 0
êë 0 0 0úû êë x3 úû
\ x1 + 2x2 – 3x3 = 0
\ x1 = – 2x2 + 3x3
x2 = 1◊x2 + 0◊x3
x3 = 0◊x2 + 1◊x3
é x1 ù é - 2ù é 3ù
ê ú ê 1ú + x ê 0ú
\ x
ê 2ú = x2 ê ú 3ê ú
êë x3 úû êë 0úû êë 1úû
\ Eigen vectors are X1 = (– 2, 1, 0) and X2 = (3, 0, 1).
Characteristic vector corresponding to l = 5 is
é- 7 2 - 3ù é x1 ù
ê 2 ê ú
ê -4 - 6úú ê x2 ú = 0
êë - 1 -2 - 5úû êë x3 úû
é -1 -2 - 5ù é x1 ù
ê- 7 ê ú
or ê 2 - 3úú ê x2 ú = 0 by operating R32 and R21
êë 2 -4 - 6 úû êë x3 úû
Operate R2 – 7R1, R3 + 2R1, we get
é- 1 -2 - 5 ù é x1 ù
ê 0 ê ú
ê 16 32 úú ê x2 ú = 0
êë 0 -8 - 16 úû êë x3 úû
1
Operating R3 + R 2 , we get
2
é- 1 - 2 - 5ù é x1 ù
ê 0 ê ú
ê 16 32 úú ê x2 ú = 0
êë 0 0 0 úû êë x3 úû
\ – x1 – 2x2 – 5x3 = 0
16x2 + 32x3 = 0
218 A TEXTBOOK OF ENGINEERING MATHEMATICS
or x1 + 2x2 + 5x3 =
0
x2 + 2x3 =
0
or x1 =
– x3
x2 =
– 2x3
é - x3 ù
é x1 ù é 1ù
ê úê ú ê ú
\ ê - 2 x3 ú = - x3 ê 2 ú
ê x2 ú =
êë x3 úû
êë x3 úû êë - 1úû
\ Eigen vector X3 = (1, 2, – 1)
é- 2 3 1ù
\
ê
Modal Matrix P = ê 1 0 2 úú ; | P | = 8
êë 0 1 - 1úû
é- 2 4 6ù
Adj. P 1 ê
–1
P = = ê 1 2 5 úú
P 8
êë 1 2 - 3úû
–1
Now Diagonal Matrix D = P AP
é- 2 4 6 ù é- 2 2 3ù é- 2 3 1ù
1ê ú ê
- 6úú
ê 1
= ê 1 2 5ú ê 2 1 ê 0 2úú
8
êë 1 2 - 3úû êë - 1 - 2 0úû êë 0 1 - 1úû
é - 24 0 0ù é - 3 0 0ù
1ê
0ú = ê 0 - 3 0 úú
= ê 0 - 24
ú ê
8
êë 0 0 40úû êë 0 0 5úû
é l1 0 0ù
ê ú
= ê0 l2 0 ú i.e., the diagonal matrix formed by eigen values of A.
êë 0 0 l 3 úû
é1 6 1ù
ê ú
Example 4. Diagonalize A = ê1 2 0 ú and hence find A8. Find the Modal Matrix. (P.T.U., May 2011)
êë0 0 3úû
Sol. The characteristic equation of A is |A – lI| = 0
1- l 6 1
i.e., 1 2-l 0 =0
0 0 3- l
Expand the determinant w.r.t. R3
(3 – l){(1 – l) (2 – l – 6} =0
or (3 – l) {(l2 – 3l – 4} =0
or (3 – l) (l – 4) (l + 1)} =0
\ Eigen values are l = – 1, 3, 4
For l = –1; the eigen vector is given by
é2 6 1ù é x1 ù
ê1 3 0ú ê x ú
ê ú ê 2ú =O
êë0 0 4úû êë x3 úû
or 2x1 + 6x2 + x3= 0
x1 + 3x2 = 0
4x3 = 0
LINEAR ALGEBRA 219
\ x3 = 0, x1 = – 3x2
é- 3ù
\
ê ú
X1 = ê 1ú
êë 0úû
For l = 3; eigen vector is given by
é- 2 6 1ù é x1 ù
ê 1 - 1 0ú ê x ú = O
ê ú ê 2ú
êë 0 0 0úû êë x3 úû
or – 2x1 + 6x2 + x3 = 0
x1 – x2 = 0
\ x2 = x1 and x3 = – 4x1
é 1ù
ê ú
\ X2 = ê 1ú
êë - 4úû
For l = 4; eigen vector is
é- 3 6 1ù é x1 ù
ê úê ú
ê 1 -2 0ú ê x2 ú = O
êë 0 0 - 1úû êë x 3 úû
\ – 3x1 + 6x2 + x3 = 0
x1 – 2x2 = 0
– x3 = 0
x1 = 2x2
\ x3 = 0, x1 = 2x2
é 2ù
\
ê ú
X3 = ê1ú
êë0úû
Thus the Modal Matrix P is
é- 3 1 2ù
P= ê 1
ê 1 1úú
êë 0 - 4 0úû
Adj P
P–1 =
|P|
-3 1 2
|P|= 1 1 1
0 -4 0
Expand w.r.t. R3, we get | P | = – 20
é- 4 0 - 4ù ¢
Adj P = êê - 8 0 - 12úú
êë - 15 - 4úû
é 4 -8 - 1ù
1 ê ú
\ –1
P = - 0 0 5ú
20 ê
êë- 4 - 12 - 4úû
220 A TEXTBOOK OF ENGINEERING MATHEMATICS
é- 4 8 1ù
1 ê
= 0 0 - 5úú
20 ê
êë 4 12 4úû
Now the diagonal matrix D is given by
é- 4 8 1ù é1 6 1ù é - 3 1 2ù
1 ê ú ê ú ê
D = P–1 AP = 0 0 - 5ú ê1 2 0ú ê 1 1 1úú
20 ê
êë 4 12 4úû êë0 0 3úû êë 0 - 4 0úû
é 4 -8 - 1ù é - 3 1 2ù
1 ê úê 1
= 0 0 - 15 1 1úú
20 ê úê
êë16 48 16úû êë 0 - 4 0úû
é - 20 0 0ù é - 1 0 0ù
1 ê
= ê 0 60 0úú êê 0 3 0úú
20
êë 0 0 80úû êë 0 0 4úû
The diagonal matrix formed by eigen values of A
To find A8; A = PDP–1
\ A8 = PD8 P–1
é- 3 1 2ù é 1 0 0ù é - 4 8 1ù
1 ê ú ê ú ê
= 1 1 1ú ê0 6561 0ú ê 0 0 - 5úú
20 ê
êë 0 - 4 0úû êë0 0 65536úû êë 4 12 4úû
é- 3 6561 131072ù é - 4 8 1ù
1 ê ú ê
= 1 6561 65536ú ê 0 0 - 5úú
20 ê
êë 0 - 26244 0úû êë 4 12 4úû
é524300 1572840 491480ù
1 ê
= 262140 786440 229340úú
20 ê
êë 0 0 131220 úû
é 26215 78642 24574ù
8 ê ú
A = ê13107 39322 11467 ú .
êë 0 0 6561 úû
Let A and B be square matrices of the same order. The matrix A is said to be similar to B if there exists an
invertible matrix P such that A = P–1 BP or PA = BP
Post multiply both sides by P–1, we have
PAP –1 = B(PP–1) = BI = B \ B = PAP–1
\ A is similar to B if and only if B is similar to A. The matrix P is called the similarity matrix.
4.29. Theorem, Similar Matrices have the same Characteristic Equation (and hence
the same Eigen Values). Also if X is an Eigen Vector of A Corresponding to
Eigen Value l , then P1 X is an Eigen Vector of B Corresponding to the
Eigen Value l , where P is Similarity Matrix
4.30. The Necessary and Sufficient Condition for an n Rowed Square Matrix A to
be Similar to a Diagonal Matrix is that the Set of Characteristic Vectors of A
Includes a Set of n Linearly Independent Vectors
Proof. Necessary Condition : A is similar to a diagonal matrix D(say) \ there exists a non-singular matrix
P such that P–1AP = D = diag (l1, l2,..........., ln)
\ AP = PD
Let P = [C1, C2,.........., Cn]
\ A [C1, C2,.........., Cn] = [C1, C2,.........., Cn] Diag [l1, l2,........., ln]
\ AC1 = l1C1 ; A C2 = l2 C2 ; A C3 = l3 C3,.........., A Cn = ln Cn
which shows that C1, C2,.........., Cn are n characteristic vectors corresponding to eigen values l1, l2,........., ln
of A. As C1, C2,.........., Cn are columns of a non-singular matrix \ they form a L.I. set of vectors.
Sufficient Conditions : Let C1, C2,.........., Cn be n L.I. set of n characteristic vectors and let l1, l2,........., ln
be the corresponding characteristic roots.
We have AC 1 = l1C1, A C2 = l2C2,..........., ACn = lnCn …(1)
If we take P = [C1, C2,.........., Cn]
Then system (1) is equivalent to AP = PD …(2)
where D = Diag [l1, l2,.........., ln]
Also matrix P is non-singular as its columns are L.I. \ P–1 exists and we may write (2) as
P–1AP = D
Hence A is similar to D.
222 A TEXTBOOK OF ENGINEERING MATHEMATICS
é 5a - 2b 5a ù é a + 2c b + 2d ù
or ê5c - 2d ú =ê ú
ë 5 c û ë - 3a + 4c - 3b + 4d û
\ 5a – 2b = a + 2c 5a = b + 2d
5c – 2d = – 3a + 4c 5c = – 3b + 4d
or 4a = 2b + 2c i.e., 2a = b + c
3a = – c + 2d i.e., 3a = – c + 2d
or equations are 2a – b – c + 0.d = 0
3a + 0.b + c – 2d = 0
5a – b + 0.c – 2d = 0
0.a + 3b + 5c – 4d = 0
which is a set of homogeneous equation
é 2 -1 -1 0 ù é a ù é -1 2 -1 0 ù é a ù
ê 3 0 1 - 2ú êb ú ê úê ú
\ ê ú ê ú = 0 or ê 0 3 1 - 2 ú ê b ú = 0 by operating C
ê 5 -1 0 - 2 ú ê c ú ê -1 5 0 - 2 ú ê c ú 12
ê úê ú ê úê ú
ëê 0 3 5 - 4 ûú ëê d ûú ëê 3 0 5 - 4 ûú ëê d ûú
é -1 2 -1 0ù éa ù
ê - 2 úú êê b úú = 0
Operate R3 – R1, R4 + 3R1; ê 0 3 1
ê 0 3 1 - 2ú êc ú
ê úê ú
êë 0 6 2 - 4 úû êë d úû
é -1 2 -1 0ù éa ù
ê 0 3 1 - 2 úú êê b úú
Operate R3 – R2, R4 – 2R2 ; ê =0
ê 0 0 0 0ú êc ú
ê úê ú
ëê 0 0 0 0 ûú ëê d ûú
\ – a + 2b – c = 0
3b + c – 2d = 0
\ If a = 1, b = 1, we get c = 1 and d = 2
é1 1 ù
\ P = ê ú , which is non-singular
ë1 2 û
Hence A, B are similar
é a b ù é1 0 ù é1 1ù é a b ù
(ii) ê c d ú ê0 1ú = ê0 1ú ê c d ú
ë ûë û ë ûë û
é a b ù éa + c b + dù
or êc d ú = ê c d úû
ë û ë
\ a=a+cfic=0
LINEAR ALGEBRA 223
b=b+dfid=0
éa b ù éa bù
\ P=ê ú=ê ú , which is a singular matrix
ë c d û ë 0 0û
\ A, B are not similar matrices.
Example 6. Examine which of the following matrices are similar to diagonal matrices
é 8 -6 2ù é2 3 4 ù
ê
(i) ê -6 7 -4 úú ê
(ii) ê0 2 -1ú .
ú
êë 2 -4 3 úû êë0 0 1úû
é 8 -6 2ù
Sol. (i) Characteristic equation of A = êê -6 7 -4 úú is | lI – A | = 0
êë 2 - 4 3úû
l-8 6 -2
i.e., 6 l-7 4 = 0 i.e., l3 – 18l2 + 45l = 0; l = 0, 3, 15
-2 4 l -3
Characteristic vectors corresponding to l = 0 is given by (lI – A)X = 0 Put l = 0
é -8 6 - 2ù é x ù
ê 6 -7 4 úú êê y úú = 0
ê
êë -2 4 -3úû êë z úû
é -2 4 -3ù é x ù
Operate R13 ê 6 -7 4 úú êê y úú = 0
ê
êë -8 6 - 2úû êë z úû
é -2 4 -3 ù é x ù
Operate R2 + 3R1, R3 – 4R1 ê 0 5 -5 ú ê y ú = 0 ;
ê úê ú
ë 0 -10 10 û ë z û
é - 2 4 -3ù é x ù
Operate R3 + 2R2; ê 0 5 -5 ú ê y ú = 0
ê úê ú
êë 0 0 0úû êë z úû
or – 2x+ 4y – 3z = 0
5y – 5z = 0
z
\ y = z, x=
2
ézù
éxù ê ú é1 ù é 1ù
ê ú ê
2
ú zê ú zê ú
\ X = ê yú = = 2 Þ X = ê2 ú
êz ú 2 ê ú 2
êë z úû ê ú êë2úû êë2úû
ëz û
é1 ù
ê2ú
\ We may take single L.I. solution ê ú
êë 2 úû
é- 5 6 - 2ù é x ù
Similarly for l = 3; ê 6 - 4 + 4ú ê y ú = 0
ê úê ú
êë- 2 4 0úû êë z úû
224 A TEXTBOOK OF ENGINEERING MATHEMATICS
é- 2 4 0ù é x ù
Operate R13; ê 6 -4 4úú êê y úú = 0
ê
êë- 5 6 - 2úû êë z úû
é 1 -2 0ù é x ù
æ 1ö æ 1ö ê
Operate R1 ç - ÷ , R 2 ç ÷ ; ê 3 - 2 2úú êê y úú = 0
è 2ø è 2ø
êë- 5 6 - 2úû êë z úû
é1 - 2 0ù é x ù
Operate R2 – 3R1, R3 + 5R1; ê0 4 2úú êê y úú = 0
ê
êë0 - 4 - 2úû êë z úû
é 1 - 2 0ù é x ù
Operate R3 + R2; ê0 4 2úú êê y úú = 0
ê
êë0 0 0úû êë z úû
i.e., x – 2y = 0 or x = 2y
4y + 2z = 0 z = – 2y
éxù é 2y ù é2ù
\ X = êê y úú = ê y ú = y ê 1 ú
ê ú ê ú
êë z úû ë - 2 y û ë -2 û
é 2ù
ê ú
\ Eigen vector corresponding to l = 3 is ê 1ú
êë -
- 2úû
é 7 6 - 2ù é x ù é- 1 2 6ù é x ù
ê 6 8 æ 1ö æ 1ö
For l = 15 ê 4úú êê y úú = 0 or ê 3 4
ê 2úú êê y úú = 0 by operating R 3 ç ÷ ; R 2 ç ÷ ; R13
è 2ø è 2ø
êë- 2 4 12úû êë z úû êë 7 6 - 2úû êë z úû
é -1 2 6 ù é x ù
Operate R2 + 3R1, R3 + 7R1; êê 0 10 20 úú êê y úú = 0
êë 0 20 40 úû êë z úû
é -1 2 6 ù é x ù
æ 1ö ê úê ú
Operate R3 – 2R2, R 2 ç ÷ ; ê 0 1 2ú ê y ú = 0
è 10 ø
ëê 0 0 0ûú êë z ûú
\ – x + 2y + 6z = 0, y + 2z = 0
é x ù é 2z ù é 2ù
\ \ X = êê y úú = êê- 2 z úú = z êê-2úú
y = – 2z, x = 2z
êë z úû êë z úû êë 1úû
é 2ù
Eigen vector corresponding to l = 15 is êê - 2úú
êë 1úû
\ Set of L.I. characteristic vectors is
LINEAR ALGEBRA 225
é1 2 2ù
P = êê 2 1 -2 úú
êë 2 - 2 1úû
é-3 -6 - 6ù
1 ê æ Adj P ö
Now, –1
P =- -6 -3 6ú -1
çè3 P = | P | ÷ø
27 ê ú
êë - 6 6 -3úû
é1 2 2ù
1 ê ú
= 2 1 - 2
9 ê ú
êë 2 - 2 1úû
é1 2 2ù é 8 - 6 2ù é 1 2 2ù é0 0 0 ù
–1
P AP = ê 2
ê ú ê
1 - 2ú ê - 6 ú
7 - 4ú ê 2 ê 1 - 2 ú = êê0 3 0 úú
ú
êë 2 - 2 1úû êë 2 - 4 3úû êë 2 - 2 1úû êë0 0 15 úû
= diag (0, 3, 15) i.e., diagonal matrix formed by eigen values
Hence A is similar to diagonal matrix.
é2 3 4ù
(ii)
ê
A = ê 0 2 -1ú
ú
êë 0 0 1úû
Characteristic roots of A are | lI – A| = 0
l-2 -3 -4
0 2-l 1 = 0 or (l – 2)2 (l – 1) = 0
0 0 l -1
l = 1, 2, 2
é -1 -3 - 4ù é x ù
Eigen vector corresponding to l = 1 is êê 0 -1 1úú êê y úú = 0
êë 0 0 0úû êë z úû
i.e., - x - 3y - 4z = 0
–y+z= 0
\ y = z, x = – 3y - 4z = - 7z
é x ù é-7 z ù é-7ù
\
ê ú ê ú ê ú
X = ê y ú = ê z ú = z ê 1ú
ëê z ûú ëê z ûú ëê 1ûú
é- 7 ù
ê ú
\ Single eigen vector corresponding to l = 1 is ê 1ú
êë 1úû
é 0 -3 - 4 ù é x ù
For l = 2, ê0 0 1úú êê y úú = 0
ê
êë 0 0 1úû êë z úû
– 3y – 4z = 0
z= 0
\ y= 0
226 A TEXTBOOK OF ENGINEERING MATHEMATICS
é x ù é xù é1 ù
\
ê ú ê ú ê ú
X = ê y ú = ê 0 ú = x ê 0ú
êë z úû êë0úû êë0úû
é1 ù
ê ú
\ Corresponding to l = 2, we get only one vector ê 0ú
ëê 0ûú
As there are only two L.I. eigen vectors corresponding to three eigen values.
\ There does not exist any non-singular matrix P.
Hence A is not similar to diagonal matrix.
Example 7. Prove that if A is similar to a diagonal matrix, then A' is similar to A.
Sol. Let A be similar to diagonal matrix D, then there exists a non-singular matrix P such that
P –1AP = D
or A = PDP –1
A' = (PDP–1)' = (P–1)' D'P' = (P¢)–1 DP¢ (3 D is a diagonal matrix \ D' = D)
fi A' is similar to D
fi D is similar to A'
Now A is similar to D ; D is similar to A'
fi A is similar to A'
i.e., A' is similar to A.
Example 8. Show that the rank of every matrix similar to A is the same as that of A.
Sol. Let B be similar to A. Then there exists a non-singular matrix P such that
B = P–1AP
Now, rank of B = rank of (P –1AP)
= rank of A
Q We know that rank of a matrix does not change on multiplication by a non-singular matrix.
Hence rank of B = rank of A.
Proof. Let P = [X1, X2,........, Xn] be a unitary matrix (where X1, X2 ,........., Xn represent columns of P)
é X1q ù
ê qú
q êX ú
P P = ê 2 ú [X1 , X 2 ,........, X n ]
ê M ú
ê Xq ú
ë nû
éX1q X1 X1q X2 .......... X1q Xn ù
ê q ú
êX2 X1 Xq2 X2 .......... Xq2 Xn ú
ê ú
= ê................................................... ú
ê................................................... ú
ê q ú
êXn X1 Xqn X2 .......... Xqn Xn ú
ë û
228 A TEXTBOOK OF ENGINEERING MATHEMATICS
A set of normal vectors which are orthogonal in pairs is called an orthonormal set.
Proof. Let X1, X2 be any two characteristic vectors corresponding to two distinct characteristic roots
l1 and l2 respectively of a Hermitian matrix
\ AX1 = l1X1 l1 , l 2 being real scalars …(1)
AX2 = l2X2 …(2)
Pre-multiply (1) by Xq2 and (2) by X1q we have
LINEAR ALGEBRA 229
Proof. Let X1, X2 be two characteristic vectors corresponding to two distinct characteristic roots l1 and l2
\ AX1 = l1X1, where A is a unitary matrix \ AqA = I …(1)
AX2 = l2X2 …(2)
Take conjugate transpose of (2)
(AX2)q = (l2 X2)q or Xq2 Aq = l 2 Xq2 …(3)
From (1) and (3) by multiplication
X A (AX ) = l X l X
q
2
q
1 2
q
2 1 1
or Xq2 A A X =
q
1 l 2 l1 X q2 X1
or Xq2 IX = l l X X
1 2 1
q
2 1 (Q A is unitary matrix)
or X X = l l X X
q
2 1 2 1
q
2 1
or 1 -
q
l 2 l1 X 2 X1 = 0 …(4)
2. Show that the following matrices are similar to diagonal matrices. Also find the transforming matrices and the
diagonal matrices
é 6 -2 2ù é - 9 4 4ù
ê
(i) ê - 2 3 -1ú ú (ii) êê -8 3 4 úú
êë 2 -1 3 úû êë -16 8 7 úû
3. Show that the following matrices are not similar to diagonal matrices
é -1 0 0 1ù
é 2 -1 1ù ê 1 2 1 0ú
(i) êê 2 2 -1úú (ii) ê ú
ê 1 3 2 -1ú
êë 1 1 -1úû ê ú
êë 0 5 3 -1úû
4. If A and B are non-singular matrices of order n, show that the matrices AB and BA are similar.
5. Prove that every orthogonal set of vectors is linearly independent.
6. Prove that any two characteristic vectors corresponding to two distinct characteristic roots of a real symmetric
matrix are orthogonal.
7. Show that characteristic vectors corresponding to different characteristic roots of a normal matrix are orthogonal.
8. If X is characteristic vector of a normal matrix A corresponding to characteristic root l, then X is also a
characteristic vector of Aq, the corresponding characteristic root being l.
ANSWERS
é1 1 1ù é 0 1 4ù
ê
1. (i) 0 - 1 2ú (ii) ê 1 0 1ú
ê ú ê ú
ë 0 0 - 2û ë -1 -1 - 3û
é -1 1 2 ù é2 0 0ù é1 1 1ù é -1 0 0 ù
2. (i) P = êê 0 2 -1úú , D = ê0 2 0ú
ê ú (ii) P = êê1 1 1úú , D = ê 0 -1 0 ú .
ê ú
êë 2 0 1úû êë 0 0 8 úû êë1 -1 2 úû êë 0 0 0 úû
Definition. A homogeneous polynomial of second degree in any number of variables is called a quadratic
form. For example,
(i) ax2 + 2hxy + by2 (ii) ax2 + by2 + cz2 + 2hxy + 2gyz + 2fzx and
2 2 2 2
(iii) ax + by + cz + dw + 2hxy + 2gyz + 2fzx + 2lxw + 2myw + 2nzw
are quadratic forms in two, three and four variables.
n n
In n-variables x1, x2,.........., xn, the general quadratic form is åå b x x
j =1i =1
ij i j , where bij ¹ bji
N0 0 -1 Q Nx Q
LM1 OP
3
1 0
\ C = M1 1 PP
0 , which is a real symmetric matrix.
MN0 0 -1 Q
4.37. LINEAR TRANSFORMATION OF A QUADRATIC FORM
If a real quadratic form be expressed as a sum or difference of the squares of new variables by means of
any real non-singular linear transformation, then the later quadratic expression is called a canonical form of
the given quadratic form.
n n
i.e., if the quadratic form X'AX = åå a x x
j =1 i =1
ij i j can be reduced to the quadratic form
n
Y' BY = ål y
i =1
i i
2
by a non-singular linear transformation X = PY, then
232 A TEXTBOOK OF ENGINEERING MATHEMATICS
Note. (i) Here some of li (eigen values) may be positive or negative or zero.
(ii) A quadratic form is said to be real if the elements of the symmetric matrix are real.
(iii) If r(A) = r, then the quadratic form X¢AX will contain only r terms.
The number p of positive terms in the canonical form is called the index of the quadratic form.
(The number of positive terms) – (The number of negative terms) i.e., p – (r – p) = 2p – r is called signature
of the quadratic form, where r(A) = r.
Let X' AX be a real quadratic form in n-variables x1, x2,........., xn with rank r and index p. Then we say that
the quadratic form is
(i) Positive definite if r = n, p = r (ii) negative definite if r = n, p = 0
(iii) Positive semi-definite if r < n , p = r and (iv) negative semi-definite if r < n, p = 0
If the canonical form has both positive and negative terms, the quadratic form is said to be indefinite.
Note. If X'AX is positive definite, then | A | > 0.
The index of a real quadratic form is invariant under real non-singular transformations.
él1 0 0ù
ê ú
Step 6. Then Q will be transformed to the diagonal matrix ê 0 l2 0ú , which will be same as P'AP.
êë 0 0 l 3 úû
ILLUSTRATIVE EXAMPLES
Example 1. Reduce 3x2 + 3z2 + 4xy + 8xz + 8yz into canonical form.
Sol. The given quadratic form can be written as X¢ AX, where X¢ = [x, y, z]¢ and the symmetric matrix
é 3 2 4ù
ê
A = ê 2 0 4ú .
ú
êë 4 4 3úû
Let us reduce A into diagonal matrix. We know that A = I3 AI3
é 3 2 4ù é 1 0 0ù é 3 2 4ù é 1 0 0ù
ê 2 0 4ú = ê0 1 0ú ê 2 0 4ú ê0
i.e., ê ú ê úê úê 1 0úú
êë 4 4 3úû êë0 0 1úû êë 4 4 3úû êë0 0 1úû
2 4
Operating R 2 - R1 , R 3 - R1 on A and prefactor on RHS, we get
3 3
é3 2 4ù é ù
ê ú ê 1 0 0ú
ê0 - 4 4ú ê ú é 1 0 0ù
1 0ú A êê0 1 0 úú
ê 2
ê 3 3ú = -
ê ú ê 3 ú
ê0
4 7
- ú ê 4 ú ëê0 0 1ûú
ë 3 3 û ê- 0 1ú
êë 3 úû
2 4
Operating C 2 - C1 , C3 - C1 on A and the post-factor on RHS, we get
3 3
é ù é ù é1 - 2 - 4ù
ê3 0 0ú ê 1 0 0ú ê 3 3ú
ê ú ê ú ê ú
4 4 2
ê0 - ú = ê- 1 0ú A ê0 1 0ú
ê 3 3ú ê 3 ú ê ú
ê 4 7ú ê 4 ú ê ú
ê0 - ú ê- 0 1ú ê 0 0 1ú
ë 3 3û ë 3 û ë û
Operating R3 + R2 on LHS and prefactor on RHS
é 2 4ù
é3 0 0ù é 1 0 0ù ê 1 - - ú
ê 4 úú êê 2 ú ê 3 3
ú
ê0 - 4 = - 1 0ú A ê0 1 0ú
ê 3 3ú ê 3 ú ê ú
ê0 0 -1úû êë -2 1 1úû ê0 0 1ú
ë
ë û
Operating C3 + C2 on LHS and post-factor on RHS
é 2 ù
é3 0 0ù é 1 0 0ù ê 1 - -2ú
ê ú ê 2 ú ê 3
ú
ê0 - 4 0ú = ê- 1 0ú A ê0 1 1ú
ê 3 ú ê 3 ú ê ú
ê0 0 - 1 ú ê -2 1 1ú ê0 0 1ú
ë û ë û
ë û
æ 4 ö
or Diag ç 3, - , -1÷ = P¢AP
è 3 ø
234 A TEXTBOOK OF ENGINEERING MATHEMATICS
2
Operating C 3 + C , also on post-factor on RHS
5 2
é1 0ù é 1 é 8 ù
0 0 0 0 0ù ê 1 -1 0ú
ê0 -5 0
ú ê
0ú ê -1 ú ê 5 ú
ê 1 0 0ú
ê 2 ú
ê 14 ú =ê8 2 ú A ê0 1 0ú
ê0 0 -3ú ê 1 0ú ê 5
ú
ú êê ú ê0
5 5 5 0ú
ê 0 1
0 -3 0 0 1úû ê
ë0 2û ë 0
ë0 0 0 1úû
15
Operating R 4 + R 3 , also on prefactor on RHS
14
é1 0 0 0ù é 1 0 0 0ù é 8 ù
ê0 -5 ú ê -1 ú ê1 -1 0ú
ê 0 0 ú ê 1 0 0ú ê 5 ú
ê 14 ú ê 8 2 ú ê0 2
0ú
ê0 0 -3ú = ê 1 A
0ú ê 1
ú
5 5
ê ú ê 5 5 ú ê ú
ê0 0 0 1 0ú
0 - ú ê12 1ú ê
17 3 15
0
êë 14 ûú êë 7 7 14 úû êë0 0 0 1úû
15
Operating C 4 + C , also on post-factor on RHS
14 3
é 8 12 ù
é1 0 0 0ù é 1 0 0 0ù ê 1 -1
ê ú ê ú 5 7 úú
ê0 -5 0 0ú ê - 1 1 0 0ú ê
ê 2 3ú
ê ú ê 8 ú ê0 1
ê0 0
14
0ú = ê
2
1 0ú A ê 3 7ú
ú
ê 5 ú ê 5 5 ú ê 15 ú
ê 17 ú ê 12 ú ê0 0 1
ê0 0 0 - ú ê
3 15
1ú ê 14 ú
ë 14 û ë 7 7 14 û ê0 ú
ë 0 0 1úû
æ 14 17 ö
i.e., diag. ç1, - 5, , - ÷ = P'AP
è 5 14 ø
\ The canonical form of the given quadratic form is
æ 14 17 ö
Y¢ (P¢AP)Y = Y'diag ç 1, - 5, ,- ÷Y
è 5 14 ø
é1 0 0 0ù
ê0 0úú é y1 ù
ê -5 0
ê ú
ê 14 ú ê y2 ú
= ëé y1 y2 y3 y4 ûù ê0 0 0ú ê ú
5 y
ê úê 3ú
ê 17 ú ëê y4 ûú
êë0 0 0 - ú
14 û
14 2 17 2
= y12 - 5 y22 + y3 - y4 , which is the sum of the squares.
5 14
Example 3. Show that the form 5x12 + 26x22 + 10x32 + 4x2 x3 + 14x3 x1 + 6x1 x2 is a positive semi-definite
and find a non-zero set of values of x1, x2, x3 which makes the form zero. (P.T.U., Dec. 2002)
Sol. The matrix form of the given quadratic is X¢AX, where
LM
x1 OP LM
5 3 7 OP
MM PP
X = x 2 and A = 3 26 2
MM PP
x3 N Q N
7 2 10 Q
Let us reduce A to the diagonal form
236 A TEXTBOOK OF ENGINEERING MATHEMATICS
\ A = I AI
5 3 7 LM 1 0 0 OP LM
1 0 0 OP LM OP
MM
3 26 2 = 0 1 0 A 0 1 0 PP MM PP MM PP
7 2 10 N 0 0 1 Q N
0 0 1 Q N Q
[To avoid fractions first of all operate R2 (5), R3 (5), then C2 (5), C3 (5)] Note that row transformations will
effect prefactor and column transformation will affect post-factor on RHS
é 5 15 35ù
ê15 650 50ú =
LM1 0 0OP LM1 0 0OP
ê ú MM0 5 0PP A MM0 5 0PP
êë35 50 250úû N0 0 5 Q N0 0 5 Q
Operate R2 – 3R1 , R3 – 7R1
LM5 15 35 OP LM 1 0 0OP LM1 0 0OP
MM
0 605 - 55 = PP MM-- 73 05 05PP A MM00 05 05PP
N
0 - 55
Operate C2 – 3C1, C3 – 7C1
5 Q N Q N Q
5 LM 0 0 OP LM 1 0 0OP LM 1 - 3 - 7OP
MM
0 605 - 55 PP = MM-- 73 05 05PP A MM00 05 05PP
N
0 - 55 5 Q N Q N Q
1 1
Operate R3 + R2 , C3 + C2
O0P LM 1 OP
11 11
LM5 0O M 1
L -3 -
80
0
0 PP = M - 3
0
M
0 P A M0
11
PP
MM00
5
605
M
0 PQ M- 80
5
P M
5 P M0
5
PP
N 0
N 11
5
Q MN 0
11
5
11 PQ
\ Diagonal matrix (5, 605, 0) = P¢AP
The quadratic form reduces to the diagonal form 5 y12 + 605 y22
r (A) = 2 ;
Index p = Number of positive terms in the diagonal form = 2
n = The number of variables in quadratic form = 3
r (A) < 3 and p = r (A)
\ Given quadratic form is positive semi-definite
é 80 ù
ê 1 - 3 - 11 ú
x1 ê LM OP
ú y1 LM OP
ê
MM PP MM PP
5ú
Now, X = PY gives x 2 = 0 5 y2
ê 11 ú
x3 ê0
ë 0 N ú y
5û 3 Q N Q
80
\ x 1 = y1 – 3y2 – y3
11
5
x 2 = 5y2 + y3
11
x 3 = 5y3
Assume, y1 = 0, y2 = 0, y3 = 11, we get
x1 = – 80, x2 = 5, x3 = 55; Clearly this set of values of x1, x2, x3 makes the given form zero.
Example 4. Use Lagrange’s method to diagonalize the quadratic form : 2x2 + 2y2 + 3z2 – 4yz + 2xy – 4xz.
(P.T.U., May 2002)
LINEAR ALGEBRA 237
Sol. Step I. The given quadratic form is Q = 2x2 + 2y2 + 3z2 – 4yz + 2xy – 4xz, which can be expressed as
é 2 1 -2ù é x ù é 2 1 -2ù
X¢AX= [ x y z ] êê 1 2 -2úú êê y úú , where A =
ê 1
ê 2 -2úú
êë -2 -2 3úû êë z úû êë-2 -2 3úû
Step II. In Q collect all the terms of x and express them as a perfect square
= 2 (x2 + xy – 2xz) + 2y2 + 3z2 – 4 yz
= 2 [x2 + x (y – 2z)] + 2y2 + 3z2 – 4yz
ì
ïæ y - 2z ö ü
2
ï ( y - 2 z )2
= 2 íç x + ÷ ý + 2 y + 3z - 4 yz -
2 2
ïè
î 2 ø þ ï 2
2
ì 1 ü y 2 – 4 yz + 4 z 2
= 2 í x + y – z ý + 2 y 2 + 3z 2 – 4 yz –
î 2 þ 2
Step III. Collect the terms of y and express them as a perfect square
ü æ 3y2 ö
2
ì 1
= 2 íx + y - z ý + ç - 2 yz ÷ + z 2
î 2 þ è 2 ø
2
ì 1 ü 3ì 4 4 ü 2
= 2 í x + y - z ý + í y 2 - yz + z 2 ý + z 2 - z 2
î 2 þ 2 î 3 9 þ 3
2 2
ì 1 ü 3ì 2 ü 1
= 2 íx + y - z ý + í y - z ý + z 2
î 2 þ 2 î 3 þ 3
3 1 1 2
= 2 y12 + y22 + y32 , where y1 = x + y - z , y2 = y - z , y3 = z
2 3 2 3
2 1 2
Step IV. Express x, y, z in terms of y1, y2, y3, we get z = y3 ; y = y2 + y3 , x = y1 - 2 y2 + 3 y3
3
1 2 ü
x = y1 - y2 + y3 ï
2 3
ï
2 ï
\ y = y2 + y3 ý
3 ï
z = y3 ï
ï
þ
Step V. Express these in the matrix form X = PY
é 1 2ù
ê 1 -
éx ù é y1 ù 2 3ú
ê ú ê ú
ê yú ê 2ú
where X = ê ú ; Y = ê y2 ú and P = 0 1
ê 3ú
êë z úû êë y3 úû ê ú
ë0 0 1û
\ The linear transformation is X = PY
Step VI. Reduces the quadratic form Q to the diagonal form.
é 1 0 0ù é 1 2ù
ê 1 úé 2 1 - 2ù ê 1 - 2 3 ú
ê- 1 0ú ê 1
B = P¢AP = ê 2 úê 2 - 2ú ê ú
2ú
ú ê0 1
ê 2 2 ú êë- 2 - 2 3úû ê 3ú
ê 1ú ê0
ë 3 3 û ë 0 1úû
238 A TEXTBOOK OF ENGINEERING MATHEMATICS
é ùé 1 2 ù é2
ê2 1 - 2ú ê 1 - 0 0ù
ê úê 2 3ú ê ú
ú 3
2 ú = êê 0 0ú
3
= ê0 -1ú ê ú
ê 2 ú ê0 1 2
ê 3ú ê 1ú
1 úú ê ú
ê0 0 ë0 0 1û ê 0 0 ú
êë 3 úû ë 3û
æ 3 1ö
= diag. ç 2, , ÷
è 2 3ø
Note. Here r(A) = 4, index = 2, signature = 2 – 2 = 0.
Let X¢AX be a given quadratic form. The modal matrix B of A is that matrix whose columns are characteristic
vectors of A. If B represents the orthogonal matrix of A (the normalised modal matrix of A whose column
vectors are pairwise orthogonal), then X = BY will reduce X¢AX to Y¢ diag (l1, l2, .........., ln) Y, where
l1, l2,.........., ln are characteristic values of A.
Note. This method works successfully if the characteristic vectors of A are linearly independent which are pairwise
orthogonal.
Example 5. Reduce 8x2 + 7y2 + 3z2+ 12xy + 4xz – 8yz into canonical form by orthogonal reduction.
é 8 -6 2ù
ê
Sol. The matrix of the quadratic form is A = ê - 6 7 - 4úú
êë 2 - 4 3úû
The characteristic roots of A are given by |A – lI| = 0
8- l -6 2
i.e., -6 7- l - 4 = 0 or l (l – 3) (l – 15) = 0
2 -4 3- l
\ l = 0, 3, 15
Characteristic vector for l = 0 is given by [A – (0)I] X = 0
i.e., 8x1 – 6x2 + 2x3 = 0
– 6x1 + 7x2 – 4x3 = 0
2x1 – 4x2 + 3x3 = 0
x1 x2 x
Solving first two, we get = = 3 giving the eigen vector X1 = (1, 2, 2)
1 2 2
When l = 3, the corresponding characteristic vector is given by [A – 3I] X = 0
i.e., 5x1 – 6x2 + 2x3 = 0
– 6x1 + 4x2 – 4x3 = 0
2x1 – 4x2 = 0
Solving any two equations, we get X2 = (2, 1, – 2).
Similarly characteristic vector corresponding to l = 15 is X3 = (2, – 2, 1).
Now, X1, X2, X3 are pairwise orthogonal i.e., X1◊X2 = X2◊X3 = X3◊X1 = 0.
\ The normalised modal matrix is é1 2 2 ù
ê3 3 3 ú
ê ú
é X X ù
, 3 ú= ê
X2 2 1 2ú
B =ê 1 ,
ê -
ë || X1 || || X 2 || || X3 || û ê 3 3 3ú
ú
ê2 - 2 1 ú
BB¢ = I ëê 3 3 3 ûú
LINEAR ALGEBRA 239
Now, B is orthogonal matrix and | B | = – I
i.e., B–1 = B¢ and B–1 AB = D = diag {3, 0, 15}
é1 2 2 ù é1 2 2ù
ê3 3 3 ú ê 3 3 3ú
ê ú ê ú é3 0 0ù
ê 2 1 2ú ê2 1 2ú ê 0úú
ê3 3 - 3ú ê3 - ú = ê0
i.e., A 0
3 3
ê ú ê ú êë0 0 15úû
ê 2 2 1 ú ê 2 2 1ú
- -
ëê 3 3 3 ûú ëê 3 3 3 ûú
–1
X'AX = Y'(B AB)Y = Y' DY
é3 0 0ù é y1 ù
ê ú
= ëé y1 , y2 , y3 ûù êê0 0 0úú ê y 2 ú = 3 y12 + 0. y22 + 15 y32 , which is the required canonical form.
êë0 0 15úû êë y3 úû
Note. Here the orthogonal transformation is X = BY, rank of the quadratic form = 2 ; index = 2, signature = 2.
It is positive definite.
Example 6. Reduce 6x12 + 3x22 +3x32 – 4x1 x2 – 2x2x3 + 4x3x1 into canonical form.
é 6 -2 2ù
ê
Sol. The matrix of the quadratic form is A = ê -2 3 -1úú
êë 2 -1 3úû
The characteristic values are given by | A – lI | = 0
6-l -2 2
i.e., -2 3-l -1 = 0
2 -1 3-l
or l3 – 12l2 + 36l – 32 = 0, which on solving gives l = 2, 2, 8.
The characteristic vector for l = 2 is given by [A – 2I] X = 0, which reduces to single equation
2x1 – x2 + x3 = 0.
x1 x3 x x
Putting x2 = 0, we get = or the vector is [1, 0, – 2]. Again by putting x1 = 0, we get 2 = 3 or the
1 -2 1 1
vector is [0, 1, 1].
The vector corresponding to l = 8 is given by [A – 8I] X = 0
é -2 -2 2ù é x1 ù é0 ù
ê -2 ú ê ú ê ú
i.e., ê -5 -1ú ê x2 ú = ê0ú
êë 2 -1 -5úû êë x3 úû êë0úû
é 2 1 ù
ê 0 ú
ê 6 3ú
ê 1 1 1 ú
\ The normalised modal matrix is B = ê - ú
ê 6 2 3ú
ê 1 1 -1 ú
êê 3 úúû
ë 6 2
Now B is orthogonal matrix and | B | = 1
é8 0 0ù
ê 0úú
i.e., B¢ = B–1 and B–1 AB = D, where D = 0 ê 2
ëê0 0 2úû
\ X¢AX = Y¢(B–1 AB)Y = Y'DY
é8 0 0ù é y1 ù
ê ê ú
= éë y1 y2 y3 ùû ê0 2 0úú ê y2 ú = 8 y12 + 2 y22 + 2 y32
êë0 0 2úû êë y3 úû
which is the required canonical form.
Note. In the above form rank of the quadratic form is 3, index = 3, signature = 3. It is positive definite.
5. Use Lagranges method to diagonalize the quadratic form 6 x12 + 3x22 + 3x32 - 4 x1x2 - 2 x2 x3 + 4 x3 x1 .
LINEAR ALGEBRA 241
ANSWERS
é 2 -1 4ù
ê ú é 1 1 2 - 3ù
ê -1 5 -
1ú ê 2 - 2 - 4úú
é2 3ù 1
1. (i) ê ú (ii) ê 2ú (iii) ê
ë3 3û ê ú ê- 2 - 2 3 6ú
1 ê ú
ê 4 - -6 ú
ë 2 û ë- 3 - 4 6 4û
é 3 ù
é1 1 - 2ù ê3 0
2 úú
ê 1 -5 3 ú ê
(iv) (v) ê0 7 - 2ú .
ê ú
êë - 2 3 4 úû ê3 ú
ê - 2 - 8ú
ë2 û
2. (i) 2x2 + 3y2 + z2 + 8xy + 2yz +10xz (ii) x12 – 4x22 + 6x32 + 2x42 + 2x1x2 – 4x1x3 – 6x3x4.
3 2 1 2
3. (i) 3 y12 + y2 + y3 ; Rank = 3, index = 3, Sig. = 3
2 3
13 49 2
(ii) 12 y12 + y22 + y3 ; Rank = 3, index = 3, Sig. = 3
4 13
13 2
(iii) 2 y12 - 7 y22 - y3 ; Rank = 3, index = 1, Sig. = – 1
14
(iv) y12 + y22 + y32 ; Rank = 3 , index = 3, Sig. = 3.
4. (i) 2 y12 + 2 y22 + 6 y 32 ; Rank = 3, index = 3 , Sig. = 3
(ii) 4 y12 + y22 + y32 ; Rank = 3, index = 3, Sig. = 3
(iii) 3 y22 + 6 y22 - 9 y32 ; Rank = 3, index = 2, Sig. = 1
(iv) y12 + 2 y 22 - 4 y32 ; Rank = 3, index = 3, Sig. = 3.
æ 7 16 ö
5. diag. ç 6, , ÷ .
è 3 7ø
éI r ù é Ir 0ù
(i) Ir (ii) éë Ir 0ùû (iii) ê ú (iv) ê ú
ë0û ë0 0û
where Ir is a unit matrix of order r. All these forms are known as normal forms of the matrix.
6. Rank of a Matrix: Let A be any m ¥ n matrix. If all minors of order (r + 1) are zero but there is at least one non-
zero minor of order r, then r is called the rank of A, and is written as r(A) = r.
7. Consistent, Inconsistent Equations: A system of equations having one or more number of solutions is called a
consistent system of equations. A system of equations having no solution is called inconsistent system of equations.
For a system of non-homogeneous linear equation AX = B
242 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 1 - 1ù é1 -1 0ù
(iv) ê 2 -3 4ú (P.T.U., May 2009)
ê -3 0úú (P.T.U., Dec. 2013)
ê ú
(v)
ê2
-2
ë3 3û
ëê 3 -3 1úû
é1 2 - 1ù
(vi) ê 2 1 0ú (P.T.U., Dec. 2011)
ê ú
ë3 -1 1û
244 A TEXTBOOK OF ENGINEERING MATHEMATICS
LM- 2 1 2OP
13. Show that column vectors of the matrix A =
N 1 2 3 Q
are linearly dependent. (P.T.U., May 2003)
L2 3OP , then use Cayley Hamilton Theorem to find the matrix represented by A .
(c) If A = M
N3 5Q
5
é1 0 0ù
ê0 2 0ú
ú
4. ê 5. (b) n
êë0 0 3úû
LM4181 6765OP
31. (a) 1, - 4, 7 36. (b) 625I (c)
N6765 10946 Q
é 3 4ù
ê- 5 5ú
37. ê 2 ú 38. (i) diagonalizable (ii) not diagonalizable
ê 1ú
- ú
ëê 5 5û
LM 1 1 0 OP
39. (b) not similar 44.
MM01 1 0
PP
N 0 -1 Q
é 3ù
é 1 -1 0 ù é x1 ù é 1 1 - 2ù ê3 0
2ú
ê ê ú ê ú
45. (a) éë x1 x2 x3 ùû ê -1 2 -1úú ê x2 ú (b) (i) êê 1 -5
ú
3ú (ii) ê 0 7 - 2ú
êë 0 -1 2 úû êë x3 úû êë - 2 3 4 úû ê3 ú
ê -2 - 8ú
ë2 û
5.1. SEQUENCE
A sequence is a function whose domain is the set N of all natural numbers whereas the range may be any
set S. In other words, a sequence in a set S is a rule which assigns to each natural number a unique element of S.
Lt an = + • or – •.
n® ¥
For examples
(i) Consider the sequence {n2}
Here an = n2, Lt an = + • fi The sequence {n2} is divergent.
n® ¥
(ii) Consider the sequence {– 2n}.
Here an = – 2n, Lt an = Lt (– 2n) = – •
n® ¥ n® ¥
Lt a2n = Lt (– 1)2n . 2n = Lt 2n = + •
n® ¥ n® ¥ n® ¥
ìa ü A
(ii) sequence í n ý is also convergent and converges to , (B π 0).
ï bn þ
î ï B
Theorem VI. The sequence {| an |} converges to zero if and only if the sequence {an } converges to zero.
Theorem VII. If a sequence {an } converges to a and an ≥ 0 " n, then a ≥ 0.
Theorem VIII. If an Æ a, bn Æ b and an £ bn " n, then a £ b.
Theorem IX. If an Æ l, bn Æ l, and an £ cn £ bn, " n, then cn Æ l. (Squeeze Principle)
ILLUSTRATIVE EXAMPLES
Example 1. Give an example of a monotonic increasing sequence which is (i) convergent, (ii) divergent.
(P.T.U., Dec. 2004)
1 2 3 n
Sol. (i) Consider the sequence , , , ......, , ......
2 3 4 n +1
1 2 3
Since < < < ...... the sequence is monotonic increasing.
2 3 4
n n 1
an = , Lt an = Lt = Lt =1
n + 1 n® ¥ n®¥ n + 1 n® ¥
1+
1
n
252 A TEXTBOOK OF ENGINEERING MATHEMATICS
which is finite.
\ The sequence is convergent.
(ii) Consider the sequence 1, 2, 3, ......, n, ......
Since 1 < 2 < 3 < ......, the sequence is monotonic increasing,
an = n, Lt an = Lt n = •
n® ¥ n® ¥
n +1
Sol. (i) an =
n
n + 2 n +1 -1
an+1 – an = - = <0"n
n +1 n n(n + 1)
fi an+1 < an " n
fi {an} is a decreasing sequence.
n +1 1
Also, an = =1+ > 1 " n
n n
fi {an} is bounded below by 1,
Q {an} is decreasing and bounded below, it is convergent.
æ 1ö
Lt an = Lt ç1 + ÷ = 1.
n® ¥ n® ¥ è nø
n
(ii) an =
n +1
2
INFINITE SERIES 253
n +1 n ( n + 1)( n2 + 1) - n( n2 + 2n + 2)
an+1 – an = - =
(n + 1)2 + 1 n2 + 1 (n 2 + 2n + 2)(n 2 + 1)
- n2 - n + 1
= <0 "n fi an+1 < an " n
(n + 2n + 2)(n 2 + 1)
2
1 1
u2 = -
2 3
1 1
u3 = -
3 4
.......................
.......................
1 1
un = -
n n +1
1
Adding Sn = 1 –
n +1
Lt Sn = 1 – 0 = 1
n® ¥
fi {Sn} diverges to + •
fi The given series diverges to + •.
1( x n - 1)
Sn = 1 + x + x2 + ...... to n terms =
x -1
256 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 - xn 1 - ( - r) n
Sn = 1 + x + x2 + x3 + ...... to n terms = = [Q x = – r]
1- x 1+ r
1 - rn 1 + rn
= or according as n is even or odd
1+ r 1+ r
1- ¥ 1+ ¥
Lt Sn =
n®¥ 1+ r or 1 + r = – • or + •
fi the sequence {Sn} oscillates infinitely.
fi the given series oscillates infinitely.
Now, Sn – Sn–1 = un
\ Lt un = Lt (Sn – Sn–1) = Lt Sn – Lt Sn–1 = s – s = 0.
n® ¥ n® ¥ n® ¥ n® ¥
Hence S un is convergent fi Lt un = 0.
n® ¥
The converse of the above theorem is not always true, i.e., the nth term may tend to zero as n Æ • even
if the series is not convergent.
1 1 1
For example, the series 1 + + + ...... + + ...... diverges, though
2 3 n
1
Lt un = Lt = 0.
n®¥ n®¥ n
INFINITE SERIES 257
5.19 (a). THE NECESSARY AND SUFFICIENT CONDITION FOR THE CONVER-
5.19 (a). GENCE OF A POSITIVE TERM SERIES Â un IS THAT THE SEQUENCE
5.19 (a). {Sn} OF ITS PARTIAL SUMS IS BOUNDED ABOVE
Proof. Necessary Condition. Suppose the sequence {Sn} is bounded above. Since the series Sun is of
positive terms, the sequence {Sn} is monotonically increasing. Since every monotonically increasing sequence
which is bounded above, converges, therefore {Sn} and hence Sun converges.
Sufficient Condition. Suppose Sun converges. Then the sequence {Sn} of its partial sums also con-
verges. Since every convergent sequence is bounded, {Sn} is bounded. In particular, {Sn} is bounded above.
¥
The necessary and sufficient condition for the infinite series åu
n =1
n to converge is that given e > 0,
however small, there exists a positive integer p such that | Sn + p – Sn | < e " n ≥ m ; m and p Œ N i.e., | un+1 + un+2
… un + p | < e for n ≥ m, p, m Œ N.
258 A TEXTBOOK OF ENGINEERING MATHEMATICS
¥
Necessary Condition. Given åu
n =1
n is convergent.
\ Given e > 0, however small, $s m Œ N such that | Sn – l | < e/2 " n ≥ m …(1)
If p Œ N and n ≥ m, then n + p ≥ m
e
\ From (1), | Sn+p – l | < "n≥m …(2)
2
Now, | Sn + p – Sn | = | (Sn+p– l) – (Sn – l) |
£ | Sn+p – l | + | Sn– l |
< e/2 + e/2 for n ≥ m, p Œ N
Hence | Sn+p – Sn | < e for n ≥ m, p Œ N.
Sufficient Condition. Given | Sn+p – Sn | < e " n ≥ m, p Œ N
In particular | Sm+p – Sm | < e "pŒN
Now Sm, being the sum of first m terms of the sequence {Sn} and Sm+p differs from Sm by a number < e "
p Œ N.
\ Sm+p cannot be infinite when p Æ ¥ i.e., Lt Sm+p π ¥.
p®¥
\ Lt Sn π ¥ (replace m + p by n)
n®¥
¥
\ åu
n =1
n is convergent.
of convergence).
¥
ån
1
Sol. If possible suppose is convergent.
n =1
1 1 1 1
or + +¼+ < " pŒN
m +1 m + 2 m+ p 2
1 1 1 1
Put p = m, + +¼+ < …(1)
m +1 m + 2 2m 2
1 1 1 1 1 1 m 1
But + +¼+ > + +¼+ = =
m +1 m + 2 2m m + m m + m 2m 2m 2
1 1 1 1
\ + +¼+ > …(2)
m +1 m + 2 2m 2
(2) contradicts (1)
\ Our supposition is wrong
\ Given series does not converge.
¥
1
Example 7. Prove that the series å
n=1 n2
is convergent (by applying Cauchy’s general principle of
convergence).
1 1 1
Sol. Let Sn = 1 + + +¼+
22 32 n2
260 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1 1 1 1
Sn + p = 1 + + 2 +¼+ 2 + +¼
2 2
3 n (n + 1) 2
(n + p) 2
1 1 1
| S n + p – Sn | = + +¼+
(n + 1) 2
(n + 2) 2
(n + p)2
1 1 1
= + +¼+
( n + 1) 2
( n + 2) 2
(n + p) 2
1 1 1
< + +¼+
n(n + 1) (n + 1) (n + 2) (n + p - 1) ( n + p)
æ1 1 ö æ 1 1 ö æ 1 1 ö
< ç - ÷ +ç - ÷ + ... + ç -
è n n + 1ø è n + 1 n + 2 ø è n + p - 1 n + p ÷ø
1 1
= -
n n+ p
1
<
n
1
\ | Sn + p – Sn | <
n
1
Let us choose m such that m >
e
1 1
\ for n ≥ m > , we have <e
e n
\ | Sn + p – Sn | < e for n ≥ m, p Œ N
¥
å
1
\ by Cauchy’s general principle of convergence is convergent.
n =1 n2
Note. These examples can be proved by applying p series test art. 5.21.
5.19 (d). IF Âun AND Âvn CONVERGE TO u AND v RESPECTIVELY, THEN Â(un + vn)
5.19 (d). CONVERGES TO (u + v)
Proof. Let Un = u1 + u2 + ...... + un
Vn = v1 + v2 + ...... + vn
and Sn = (u1 + v1) + (u2 + v2) + ...... + (un + vn)
Then Sn = (u1 + u2 + ...... + un) + (v1 + v2 + ...... + vn) = Un + Vn.
Since Sun converges to u, Lt Un = u
n® ¥
Svn converges to v, Lt Vn = v
n® ¥
\ Lt Sn = Lt (Un + Vn) = Lt Un + Lt Vn = u + v.
n® ¥ n® ¥ n® ¥ n® ¥
Test II. If Sun and Svn are two positive term series and there exist two positive constants H and K
u
(independent of n) and a positive integer m such that H < n < K " n > m, then the two series Sun and Svn
vn
converge or diverge together.
Proof. Since Svn is a series of +ve terms, vn > 0, " n
un
\ H< <K "n>m
vn
fi Hvn < un < Kvn "n>m …(1)
Case I. When Svn is convergent
From (1), un < Kvn "n>m and Svn is convergent.
fi Sun is convergent. [See test I(a)]
Case II. When Svn is divergent
From (1), un > Hvn " n > m and Svn is divergent.
fi Sun is divergent. [See test I(b)]
Case III. When Sun is convergent
From (1), Hvn < un "n>m
1
fi vn < un "n>m (Q H > 0)
H
Since Sun is convergent \ Svn is convergent. [See test I(a)]
Case IV. When Sun is divergent
From (1), Kvn > un "n>m
1
fi vn > un . "n>m (Q K > 0)
K
Since Sun is divergent \ Svn is divergent. [See test I(b)]
Particular Case of Test II (When m = 0)
If Sun and Svn are two positive term series and there exist two positive constants H and K (independ-
un
ent of n) such that H < <K " n,
vn
then the two series Sun and Svn converge or diverge together.
Test III. (limit comparison test) Let Sun and Svn be two positive term series.
u
(i) If Lt n = l (finite and non-zero), then Sun and Svn both converge or diverge together.
n ® ¥ vn
un
(ii) If Lt = 0 and Svn converges, then Sun also converges.
n® ¥ vn
un
(iii) If Lt = • and Svn diverges, then Sun also diverges.
n® ¥ vn
un
(iv) If Lt = • and S un converges, then Svn also converges. (P.T.U., Dec. 2004)
n® ¥ vn
INFINITE SERIES 263
un
Proof. (i) Since un > 0, vn > 0 \ >0
vn
un
\ Lt ≥0
n® ¥ vn
un
But Lt =lπ0 fi l>0
n® ¥ vn
un
Now, Lt =l
n® ¥ vn
un
fi Given e > 0, there exists a +ve integer m such that -l <e " n>m
vn
un
fi l–e< <l+e "n>m
vn
fi (l – e) vn < un < (l + e) vn "n>m (Q vn > 0)
Choose e > 0 such that l – e > 0.
Let l – e = H, l + e = K, where H, K are > 0
\ Hvn < un < Kvn "n>m …(1)
Case I. When Sun is convergent
From (1), Hvn < un "n>m
1
fi vn <
un "n>m (Q H > 0)
H
Since Sun is convergent, Svn is also convergent.
Case II. When Sun is divergent.
From (1), Kvn > un "n>m
1
fi vn >
un "n>m (Q K > 0)
K
Since Sun is divergent, Svn is also divergent.
Case III. When Svn is convergent.
From (1), un < Kvn "n>m
Since Svn is convergent, Sun is also convergent.
Case IV. When Svn is divergent.
From (1), un > Hvn "n>m
Since Svn is divergent, Sun is also divergent.
Hence Sun and Svn converge or diverge together.
un
(ii) Here Lt =0
n® ¥ vn
un
\ Given e > 0, there exists a +ve integer m such that -0 <e "n>m
vn
264 A TEXTBOOK OF ENGINEERING MATHEMATICS
un
fi –e< <e "n>m
vn
fi un < e v n "n>m (Q vn > 0)
Since Svn is convergent, Sun is also convergent.
u
(iii) Here Lt n = •
n ® ¥ vn
un
\ Given M > 0, however large, $s a +ve integer m such that >M "n>m
vn
fi un > Mvn "n>m
Since Svn is divergent, Sun is also divergent.
u
(iv) Given Lt n = •
n ® ¥ vn
un
\ Given M > 0, however large $s a positive integer m such that > M for n > m
vn
\ un > M v n
1
or Mvn < un or vn < un
M
1
As M is a large \ is small.
M
¥
Given åu
n =1
n is convergent
un v
(ii) If < n " n > m and Svn is divergent, then Sun is also divergent.
un + 1 v n + 1
un v
Proof. (i) > n "n>m
un + 1 vn + 1
um + 1 vm + 1
fi >
um + 2 vm + 2
um + 2 vm + 2
>
um + 3 vm + 3
um + 3 vm + 3
>
um + 4 vm + 4
.......................
.......................
un – 1 vn - 1
>
un vn
INFINITE SERIES 265
Multiplying the corresponding sides of the above inequalities, we have
um + 1 v
> m +1 " n >m
un vn
æ um + 1 ö
fi un < ç ÷ vn " n >m
è vm + 1 ø
fi un < kv n " n > m,
um +1
where k = is a fixed +ve quantity.
vm+1
Since Svn is convergent, so is Sun.
um + 1 vm + 1
(ii) Using < "n> m
un vn
um + 1 vm + 1
and proceeding as in part (i), we have < "n> m
un vn
æ um + 1 ö
fi un > ç ÷ vn "n> m
è vm + 1 ø
fi un > kv n " n > m,
um + 1
where k = is a fixed +ve quantity.
vm + 1
Since Svn is divergent, so is Sun.
1 1 1 1 1
The series å n p
1
=
2p
+
3 p
+ p
np
+ ...... +
+ ...... to • converges if p > 1 and diverges if p £ 1.
1 1 1 1
å
1
Now, = p
+ p
+ p
+ ...... + + ......
n p 1 2 3 np
1 æ 1 1ö æ 1 1 1 1 ö æ 1 1 1 ö
= + ç p + p ÷ + ç p + p + p + p ÷ + ç p + p + ...... + p ÷ + ......
1 p è 2 3 ø è 4 5 6 7 ø è 8 9 15 ø
…(1)
1 1 1
< 1+ p -1
+ p -1 2
+ p -1 3
+ ...... …(2)
2 (2 ) (2 )
1
But (2) is a G.P. whose common ratio = <1 p-1 (Q p > 1)
2
\ (2) is convergent fi (1) is convergent.
Hence the given series is convergent.
Case II. When p = 1
å 1
np
= å n1 = 1 + 21 + 13 + 14 + ......
1 1
1+ =1+
2 2
1 1 1 1 2 1
+ > + = =
3 4 4 4 4 2
1 1 1 1 1 1 1 1 4 1
+ + + > + + + = = and so on.
5 6 7 8 8 8 8 8 8 2
å n = 1 + 2 + 3 + 4 + ...... + n
1 1 1 1 1
Now, + ......
1 æ 1 1 ö æ 1 1 1 1ö
=1+ + + + + + + + ...... …(1)
2 çè 3 4 ÷ø çè 5 6 7 8 ÷ø
1 1 1 æ1 1 1 ö
>1+ + + + ...... = 1 + ç + + + ...... ¥÷ …(2)
2 2 2 è2 2 2 ø
1 1 1
But + + + ...... ¥ is a G.P. whose common ratio = 1.
2 2 2
\ (2) is divergent. fi (1) is divergent.
Hence the given series is divergent.
Case III. When p < 1
1 1
p < 1 fi np< n fi p
> " n
n n
å
1
Hence is also divergent.
np
INFINITE SERIES 267
Example 8. Examine the convergence of the series:
3 4 3 4 1 1 1
(i) + 2 + 3 + 4 + ...... to • (ii) 1 + 2/3
+ 2/3
+ + ...... to •
5 5 5 5 4 9 16 2/3
1 1 1
(iii) + + + ... ¥
1.2 2.3 3.4
3 4 3 4
Sol. (i) + 2 + 3 + 4 + ...... to •
5 5 5 5
æ3 3 ö æ 4 4 ö
= ç + 3 + ...... to ¥÷ + ç 2 + 4 + ...... to ¥÷ = Sun + Svn (say)
è5 5 ø è5 5 ø
1
Now, Sun is a G.P. with common ratio = , which is numerically less than 1,
52
\ Sun is convergent.
1
Svn is also a G.P. with common ratio = , which is numerically less than 1.
52
\ Svn is convergent.
\ The given series viz. S(un + vn) is also convergent.
1 1 1 1 1 1
(ii) 1 + + + + ...... to • = 1 + 2 2/3
+ 2 2/3
+ 2 2/3 + ...... to •
2/3 2/3 2/3 (2 ) (3 ) (4 )
4 9 16
1
=
2
1
4/3
3
+
4
1
4/3
+
1
4/3
+
1
4/3
+ ...... to • = å 1
n 4/3
= å 1
np
with p =
4
3
>1
\ By p-series test, the given series is convergent.
¥ ¥
1 1
å å
1
(iii) un = \ un = =
n(n + 1) n(n + 1) æ 1ö
n =1 n =1 n2 ç1 +
è n ÷ø
1
Let vn =
n2
un 1
Compare S un with S vn, we have = .
vn 1 + 1
n
un 1
Lt = Lt = 1, which is finite and π 0.
n ® ¥ vn n®¥ 1
1+
n
1 1
\ S un and S vn behave together S vn = S 2 is of the form S p , where p = 2 > 1
n n
1
\ by p-series test S 2 converges.
n
By limit comparison test (art. 5.20 Test III)
1
S un also converges i.e., S converges.
n(n + 1)
1 1 1
Hence + + + … • converges.
1.2 2.3 3.4
268 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 3 5
Example 9. Test the convergence of the series : + + + ...... (P.T.U., May 2009)
1.2.3 2.3.4 3.4.5
Tn of 1, 3, 5, ...... 2n - 1
Sol. Here un = =
n(n + 1)(n + 2) n( n + 1)( n + 2)
(As 1, 3, 5, ...... form an A.P. with a = 1, d = 2
\ nth term Tn = 1 + (n – 1)2 = 2n – 1)
æ 1ö 1
n ç2 - ÷ 2-
è nø n
= =
3æ 1ö æ 2ö 2æ 1ö æ 2ö
n ç1 + ÷ ç1 + ÷ n ç1 + ÷ ç1 + ÷
è nø è nø è nø è nø
1
Let vn =
n2
Let us compare Sun with Svn,
1
2-
un n
=
vn æ 1ö æ 2ö
çè1 + ÷ø çè1 + ÷ø
n n
1
2-
un n 2
Lt = Lt = = 2, which is finite and π 0.
n ® ¥ vn n®¥ æ 1ö æ 2 ö (1)(1)
çè1 + ÷ø çè1 + ÷ø
n n
\ Sun and Svn converge or diverge together.
1 1
Since Svn = S 2 is of the form S p with p = 2 > 1.
n n
\ Svn is convergent fi Sun is convergent.
Example 10. Test the convergence of the following series:
1 1 1 2 3 4
(i) p
+ p
+ p
+ LL ¥ (ii) p
+ p
+ + LL ¥ .
1 3 5 1 2 3p
1 1
Sol. (i) Here un = p
= p
(2n - 1) æ 1ö
np ç2 - ÷
è nø
(Q 1, 3, 5, … are in AP and nth term = 1 + (n – 1) 2 = 2n – 1)
1 un 1
Let vn = p \ = p
n vn æ 1ö
çè 2 - ÷
nø
un 1
Lt = , which is finite and π 0.
vn 2 p
n®¥
1
, which converges if p > 1 and diverges if p £ 1.
S vn = S
np
\ Given series converges for p > 1 and diverges for p £ 1
n +1 1 æ 1ö
un = = p -1 ç1 +
n ÷ø
(ii) Here
n p
n è
1 un 1
Let vn = p -1 ; =1+
n vn n
un
Lt
= 1, which is finite and π 0
vn
n®¥
1 1
Sol. (i) Here un = =
n + n +1 é 1ù
n ê1 + 1 + ú
êë n úû
1
Let us compare Sun with Svn, where vn =
n
un 1
=
vn 1
1+ 1+
n
un 1 1 1
Lt = Lt = = , which is finite and π 0.
n® ¥ vn n ® ¥ 1 1+1 2
1+ 1+
n
\ Sun and Svn converge or diverge together.
1 1 1
Since Svn = S 1/ 2
is of the form S p
with p = <1
n n 2
\ Svn is divergent fi Sun is divergent.
n 1
(ii) Here un = =
2(n + 1) æ 1ö
2 ç1 + ÷
è nø
270 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1
Lt un = Lt = π0
n®¥ n®¥
æ 1ö
2 ç1 + ÷
2
è nø
fi Sun does not converge.
Since the given series is a series of +ve terms, it either converges or diverges. Since it does not converge,
it must diverge.
Hence the given series is divergent.
1 2 3 4
Example 12. Test the convergence of + + + +…¥
5 7 9 11
n
Sol. Here un =
2n + 3
(Q 5, 7, 9, 11, … are in A.P. and nth term of A.P. = 5 + (n – 1) 2 = 2n + 3)
n 1
= =
æ 3ö æ 3ö
n ç2 + ÷ n ç2 + ÷
è nø è nø
1 un 1
Let vn = \ =
n vn 3
2+
n
un 1
Lt = , which is finite and π 0
n®¥ vn 2
\ S un and S vn behave alike
1 1
S vn = 1/ 2
, which is p series, where p = <1
n 2
\ S vn diverges
1 2 3
Hence S un = + + + … ¥ also diverges.
5 7 9
Example 13. Test the convergence of the following series :
1 2 2 33 4 4 n2 + 1
(i) 1 + + + + + ...... (ii) S . (P.T.U., May 2006)
22 33 44 55 n3 + 1
Sol. (i) Leaving aside the first term (Q Addition or deletion of a finite number of terms does not alter the
nature of the series), we have
nn nn 1
un = = =
( n + 1 )n +1 æ 1ö
n +1
æ 1ö
n +1
nn + 1 ç 1 + ÷ n ç1 + ÷
è nø è nø
1
Take vn = .
n
INFINITE SERIES 271
un 1 1 1
Lt = Lt n +1
= Lt ´
n ®¥ vn n ®¥ æ 1ö n ®¥ æ 1ö
n æ 1ö
çè1 + ÷ø çè1 + ÷ø çè1 + ÷ø
n n n
é n ù
1 1 æ 1ö
= . êQ Lt ç 1 + ÷ = eú
e 1 êë n® ¥ è nø úû
1
, which is finite and π 0.
=
e
\ Sun and Svn converge or diverge together.
1 1
Since Svn = S is of the form S p with p = 1
n n
\ Svn is divergent. fi Sun is divergent.
æ 1ö 1
n 2 ç1 + 2 ÷ 1+
n +1
2
è n ø 1 n2
(ii) un = 3 = = ×
n + 1 n3 æ 1 + 1 ö n 1 + 1
çè ÷
n3 ø n3
1
Let vn =
n
1
1+ 2
un n
\ =
vn 1
1+ 3
n
un u 1+ 0
When nƕ = Lt n = = 1, which is finite and non-zero
vn n ® ¥ vn 1 + 0
\ S un and S vn both converge or diverge together.
¥ ¥
å
1
å
1
Since, S vn = is of the form with p = 1.
n =1
n n =1 np
\ S vn is divergent
fi S un is also divergent.
n2 + 1
Hence å n3 + 1
is divergent series.
1
sin
1 1 1 n ´1
Sol. (i) Here un = sin = ×
n n n 1 n
n
272 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ ö
1 ç sin 1/ n ÷
\ un = 3/ 2 ç ÷
n ç 1 ÷
è n ø
1
sin
1 un n.
Let vn = \ =
n3/ 2 vn 1/ n
1 1
sin sin
u n = Lt n =1 sin q
Lt n = Lt Lt =1
n ® ¥ vn n®¥ 1 1
® 0 sin
1 q®0 q
n
n n
which is finite and non-zero
\ S un and S vn behave alike
å
1
S vn = 3/ 2
is p-series, where p = 3/2 > 1
n
\ S vn converges
å
1 1
and hence S un = sin converges.
n n
1 1 tan -1 1/ n 2
(ii) Here un = cot–1 n2 = tan–1 = . .
n2 n2 1/ n2
1
tan -1
1 un n2 .
Take vn = \ =
n2 vn 1/ n 2
1
tan -1 -1
u n2 = Lt tan h æ 1ö
Lt n = Lt çè where h = 2 ÷ø
n ® ¥ vn n®¥ 1/ n2 h®0 h n
= 1 π 0, which is finite and non-zero
\ S un and S vn behave alike
å
1
S vn = is p-series, where p = 2
n2
\ S vn is convergent
So S un = S cot–1 n2 is also convergent.
2 -1 3 –1 4 -1
Example 15. Examine the convergence of the series: 3
+ 3 + 3 + ......
-
3 1 4 - 1 5 -1
æ 1 1 ö 1 1
n ç 1+ - ÷ 1+ -
n +1 -1 è n nø n n
Sol. Here un = = =
(n + 2) - 1
3
éæ 2ö
3
1ù éæ 2ö
3
1ù
n3 êç1 + ÷ - ú n5/ 2 êç1 + ÷ - 3 ú
êëè nø n3 úû êëè nø n úû
1
Take vn = 5/ 2
n
INFINITE SERIES 273
1 1
1+ -
un n n 1+ 0 - 0
Lt = Lt = = 1, which is finite and π 0.
n ® ¥ vn n®¥ 3
(1 + 0)3 - 0
æ 2ö 1
çè 1 + n ÷ø - 3
n
\ Sun and Svn converge or diverge together.
1 1 5
Since Sun = S 5/2
is of the form S p
with p = > 1.
n n 2
Svn is convergent. fi Sun is convergent.
Example 16. Examine the convergence of the series:
(i) å n +1 - n -1
4 4
(P.T.U., Dec. 2012, May 2012)
(ii) å n + 1 - n .
3 3
(P.T.U., May 2007, Jan. 2010, May 2012)
å
1
Now, Svn = is a convergent series (by p series test Q p = 2 > 1)
n2
\ Sun is also convergent
Hence the given series is a convergent series.
1/3
é æ 1 öù
(ii) Here un = (n3 + 1)1/3 – n = ê n 3 ç 1 + 3 ÷ ú – n
ë è n øû
æ 1ö
1/3 éæ 1ö
1/3 ù
= n ç 1 + 3 ÷ – n = n êç 1 + 3 ÷ - 1ú
è n ø è n ø
ëê ûú
é 1 1 1
( 13 - 1) æ 1 ö 2 ù
= n ê1 + . 3 + 3
. ç 3 ÷ + ...... - 1ú
êë 3 n 2! èn ø úû
274 A TEXTBOOK OF ENGINEERING MATHEMATICS
n é1 1 1 ù 1 é1 1 1 ù
= 3 ê
- . 3 ......ú = 2 ê - . 3 ......ú
n ë3 9 n û n ë3 9 n û
1
Take vn = .
n2
un æ1 1 1 ö 1
Lt = Lt ç - . 3 ......÷ = , which is finite and π 0.
n® ¥ vn n ® ¥ è3 9 n ø 3
\ Sun and Svn converge or diverge together.
å v =å å
1 1
Since n is of the form with p = 2 > 1
n2 np
\ Svn is convergent fi Sun is convergent.
Note. Rationalization is effective only when square roots are involved whereas. Binomial Expansion is the general
method.
Example 17. Discuss the convergence or divergence of the following series:
æ1 n + 1ö 1 1 1
(i) å çè n - log n ÷ø
(ii) +
log 2 log 3
+¼+
log n
+ … ¥.
1 n +1 1 æ 1ö
Sol. (i) un = - log = - log ç1 +
n n n è n ÷ø
1 é1 1 1 1 ù
= - ê - 2 + 3 - 4 + ¼ ¥ú
n ë n 2n 3n 4n û
1 1 1
= 2
- 3
+ …… ¥
2n 3n 4n 4
1 ì1 1 1 ü
= 2 í
. - + 2 ¼¼ ¥ ý
n î 2 3n 4n þ
1 un 1 1 1
Let vn = 2 \ = - + 2 …¥
n vn 2 3n 4n
un 1
Lt = , which is finite and π 0
vn
n®¥ 2
\ S un and S vn behave alike
å
1
S vn = is p-series where p = 2 > 1
n2
\ S vn converges and so given series S un converges.
¥ ¥
å å
1
(ii) Given series is un =
n=2 n=2
log n
1
\ un =
log n
1 1
We know that log n < n \ >
log n n
INFINITE SERIES 275
1 1
\ un > . Take vn =
n n
ån å
1 1
\ un > vn and S vn = is of the type , where p = 1.
np
\ S vn divergent
\ By comparison test 5.20 I(b)
S un is also divergent.
¥
å
1
Hence is divergent.
n=2
log n
Example 18. Test the convergence or divergence of the following series :
¥
1 1 1 1
(i) 1 + + +
2! 3! 4!
+…¥ (ii) å
n=1 n!
.
1
Sol. (i) un =
n!
n ! = 1. 2. 3. … n ≥ 1. 2. 2. 2 … (n – 1) times = 2n – 1
1 1
\ < n - 1 = vn (say)
n 2
!
1 1
\ < vn, where vn = n - 1
un =
n! 2
1
S vn is a G.P. series with common ratio <1
2
\ S vn is convergent
\ By comparison test 5.20 I(a) S un is also convergent
å
1
Hence S un = is convergent.
n!
å
1 1
(ii) S un = \ un =
n! n!
1 1 1 1
As proved in (i) part < n -1 \ < n -1
n! 2 n!
2 2
1
\ un < vn, where vn = n-1
2 2
1
S vn is an infinite G.P. with common ratio <1
2
å
1
\ S vn is convergent. Hence S un i.e., is convergent
n!
276 A TEXTBOOK OF ENGINEERING MATHEMATICS
13. å æè n 2 + 1 - nö
ø
(P.T.U., Dec. 2006) 14. å æè n3 + 1 - n3 ö
ø
15. ∑ FH n4 + 1 − n − 1 I
K 16.
2- 1
1
+
3- 2
2
+
4- 3
3
+ ......
n +1 - n
17. ∑ {( 3 n + 1 − 3 n) } 18.
å np
.
ANSWERS
1. Convergent 2. Convergent 3. Convergent 4. Divergent
5. Divergent 6. Divergent 7. Divergent
1 1
8. Convergent for p > , divergent for p £ 9. Convergent for q > p + 1, divergent for q £ p + 1
2 2
10. Convergent 11. Convergent 12. Convergent 13. Divergent
14. Convergent 15. Convergent 16. Convergent 17. Divergent.
1 1
18. Convergent for p > , divergent for p £ .
2 2
un
Statement. If Sun is a positive term series, and Lt = l, then
n®¥ un + 1
(i) Sun is convergent if l > 1. (ii) Sun is divergent if l < 1.
Note. If l = 1, the test fails, i.e., no conclusion can be drawn about the convergence or divergence of the series.
The series may converge, it may diverge.
INFINITE SERIES 277
un
Proof. Since Lt = l,
n ®¥ un + 1
\ Given e > 0, however small, there exists a positive integer m such that
un
-l <e " n≥m
un + 1
un
fi l–e< <l+e " n≥m …(1)
un + 1
Case I. When l > 1, choose e > 0 such that l – e = r > 1
un un
\ for n ≥ m ; >l–e=r i.e., > r for n ≥ m
un + 1 un + 1
Put n = m, m + 1, m + 2, … n – 1 (i.e., n – m terms)
um
\ >r
um + 1
um + 1
>r
um + 2
um + 2
>r
um + 3
........................
........................
un - 1
>r
un
um
Multiply these inequalities ; > r n–m
un
un 1 um m 1
\ < n-m or un < n-m = ( r um )
um r r rn
1
\ un < k. " n ≥ m (where k = rm. um)
rn
1 1
Let vn = n
, where r > 1 \ <1
r r
S vn is a geometric series with common ratio < 1
\ S vn is convergent and by comparison test 5.20 I(i)
¥
åu
n =1
n is also convergent.
1
where k¢ = Rm um and vn =
Rn
å
1 1
S vn = n
, which is G.P. with common ratio >1
R R
\ S vn is divergent.
\ S un is also divergent.
un
Hence if Sun is a positive term series, and Lt = l, then
n ®¥ un + 1
(i) Sun is convergent if l > 1 (ii) Sun is divergent if l < 1.
ILLUSTRATIVE EXAMPLES
Example 1. Discuss the convergence of the following series:
2p 3p 4 p
(i) 1 + + + + ......, (p > 0)
2! 3! 4!
1 1 1 1
(ii) + + + ...... + n - 1 + ......
2 3 5 2 +1
12 . 2 2 2 2 . 32 32 . 4 2 4 2 . 5 2
(iii) + + + + ......
1! 2! 3! 4!
np é 1p ù
Sol. (i) Here un = ê Q 1 = ú
n! ëê 1! ûú
(n + 1) p
\ un+1 =
(n + 1) !
un n p (n + 1) ! n p . (n + 1) n ! np
= = =
un +1 n ! (n + 1) p
n ! (n + 1) p
(n + 1) p -1
np n
= p -1
= p -1
æ 1ö æ 1ö
n p -1 ç1 + ÷ çè1 + ÷
è nø nø
un n
Lt = Lt p -1
=•>1
n® ¥ un +1 n ® ¥ æ 1ö
çè1 + ÷
nø
\ By D’Alembert’s Ratio Test, Sun is convergent.
1 1
(ii) Here un = n -1 \ un+1 = n
2 +1 2 +1
INFINITE SERIES 279
æ 1ö 1
n 2n ç 1 + ÷ 1+ n
un 2 +1 è 2n ø 2
= n -1 = = 2×
un +1 2 + 1 2n -1 æ 1 1 ö 1
1 + n -1
çè + n -1 ÷
ø 2
2
1
1+
un 2n = 2 > 1
Lt = Lt 2 ×
n ®¥ un +1 n ®¥ 1
1 + n-1
2
\ By D’Alembert’s Ratio Test, Sun is convergent.
n2 (n + 1)2 (n + 1) 2 (n + 2)2
(iii) Here un = \ un+1 =
n! (n + 1) !
un n2 (n + 1)2 (n + 1) ! n2 (n + 1)
= . =
un +1 n! (n + 1)2 (n + 2)2 (n + 2)2
æ 1ö 1
n3 ç1 + ÷ 1+
è nø n
= 2
= n. 2
æ 2ö æ 2ö
n 2 ç1 + ÷ çè 1 + ÷
è nø nø
1
1+
un n =•>1
Lt = Lt n .
n®¥ un +1 n® ¥ æ 2ö
2
çè1 + ÷ø
n
\ By D’Alembert’s Ratio Test, Sun is convergent.
Example 2. Discuss the convergence of the following series:
2 2 2
2 2.5.8 2.5.8.11 æ 1ö æ 1.2 ö æ 1.2.3.ö
(i) + + +…¥ (ii) ç ÷ + ç ÷ +ç +…¥
1 1.5.9 1.5.9.13 è 3ø è 3.5 ø è 3.5.7 ÷ø
2.5.8.11 ¼ (3n - 1)
Sol. (i) un =
1.5.9.13 ¼ (4n - 3)
æ As 2, 5, 8, ... are in A.P. ö
ç\ its nth term = 2 + (n – 1) 3 = 3n – 1.÷
ç ÷
ç Also 1, 5, 9, ... are in A.P. ÷
èç\ its nth term = 1 + (n – 1) 4 = 4n – 3 ÷ø
2.5.8.11 ¼ (3n - 1) (3n + 2)
un+1 =
1.5.9.13 ¼ (4n - 3) (4n + 1)
un 4n + 1
=
un + 1 3n + 2
1
4+
un n = 4 >1
Lt = Lt
n ® ¥ un + 1 n®¥ 2 3
3+
n
\ By D’Alembert’s Ratio Test S un is convergent.
280 A TEXTBOOK OF ENGINEERING MATHEMATICS
2
æ 1.2.3 ¼ n ö
(ii) un = ç
è 3.5.7 ¼ 2n + 1÷ø
2
é 1.2.3 ¼ n(n + 1) ù
un+1 = ê ú
ë 3.5.7 ¼ (2n + 1) (2n + 3) û
2
æ 3ö
æ 2n + 3 ö
2 2+
un ç n ÷
=ç =ç
un +1 è n + 1 ÷ø 1÷
ç1+ ÷
è nø
un 2
Lt = =2>1
n®¥ un +1 1
\ By D’Alembert’s Ratio test S un is convergent
Example 3. Test the convergence of the following series:
n3 + a n ! 2n
(i) å2 n
+a
(ii) å nn
2 n -1 n2 ( n + 1)2
(iii) å3 n
+1
(iv) å n!
.
n3 + a (n + 1)3 + a
Sol. (i) Here un = \ un+1 =
2n + a 2n +1 + a
un n3 + a 2n +1 + a
= .
un +1 (n + 1)3 + a 2n + a
æ aö æ a ö a æ a ö
n 3 ç1 + 3 ÷ 2n +1 ç1 + n +1 ÷ 1+ 2 ç1 + n +1 ÷
è n ø è 2 ø n3 è 2 ø
= . = .
éæ 1ö
3
aù æ aö æ 1ö
3
a a
2 n ç1 + ÷ 1+ n
n3 êç1 + ÷ + 3 ú
è è 2n ø çè1 + n ÷ø + 3 2
ëê nø n ûú n
un 1+ 0 1+ 0
Lt = .2. =2>1
n® ¥ un +1 1 + 0 1+ 0
\ By D’Alembert’s Ratio Test, Sun is convergent.
n ! 2n (n + 1) ! 2n +1
(ii) Here un = \ un+1 =
n n
(n + 1)n +1
un n ! 2n (n + 1)n +1 1 (n + 1)n +1
= . = .
un +1 (n + 1) ! 2 n +1 nn 2(n + 1) nn
n n
1 (n + 1)n 1 æ n + 1ö 1æ 1ö
= . = .ç ÷ = ç1 + ÷
2 n n
2 è n ø 2è nø
INFINITE SERIES 281
n
un 1æ 1ö e
Lt = Lt ç1 + ÷ø = 2
n ® ¥ u n +1 n® ¥ 2 è n
e 3
Now, 2<e<3 fi 1< <
2 2
un e
Lt = > 1 fi Âun is convergent.
n® ¥ un + 1 2
2n -1 2n
(iii) un = ; un+1 =
3n + 1 3n+1 + 1
æ 1ö
3n ç 3 + n ÷
un 2n -1 3n +1 + 1 1 3n +1 + 1 1 è 3 ø
= ´ = =
un +1 3n + 1 2n 2 3n + 1 2 n æ 1ö
3 ç1 + n ÷
è 3 ø
1
3+ n
un 1 3 = 3 >1
Lt = Lt
n ® ¥ un + 1 n®¥ 2 1 2
1+ n
3
\ By Ratio test S un is convergent.
un n2 ( n + 1)2 (n + 1) !
=
un + 1 n! (n + 1)2 (n + 2) 2
2
2
æ ö
n 2
æ n ö ç 1 ÷
(n + 1) = (n + 1) ç = (n + 1) ç
2÷
=
(n + 2) 2 è n + 2 ÷ø ç1+ ÷
è nø
un
Lt ¥×1 = • > 1
n®¥ un +1
\ By Ratio test S un is convergent
Example 4. Discuss the convergence of the series :
¥
n xn
(i) å
n=1 n2 + 1
xn (P.T.U., Dec. 2012) (ii) å 3n × n2
,x >0
¥
xn 3 n - 2 n -1
(iii) å
n=1
2n !
(P.T.U., May 2012) (iv) å 3n + 1
x ,x >0.
n
Sol. (i) Here un = xn
n +1
2
282 A TEXTBOOK OF ENGINEERING MATHEMATICS
n +1
\ un+1 = . xn+1
( n + 1) 2 + 1
2 2
1+ + 2
un n n + 2n + 2 1
2
1 n n 1
= . . = . .
un +1 n +1 n 2
+ 1 x 1+
1
1+ 2
1 x
n n
2 2
1+ + 2
un 1 n n .1 1
Lt = Lt . =
n ® ¥ u n +1 n® ¥ 1 1 x x
1+ 1+ 2
n n
1
\ By D’Alembert’s Ratio Test, Sun converges if >1 i.e., x < 1
x
1
and diverges if < 1 i.e., x > 1
x
When x = 1, the Ratio Test fails.
n n 1 1
\ for x = 1, un = = = .
n +12
æ 1 ö n 1
n2 ç1 + 2 ÷ 1+
è n ø n2
1 un 1
Take vn = , Lt = Lt = 1, which is finite and π 0.
n n®¥ vn n ® ¥ 1
1+
n2
\ By Comparison Test, Sun and Svn converge or diverge together.
å v =å ån
1 1 1
Since n is of the form p
with p = <1
n 2
Svn diverges fi Sun diverges.
Hence the given series Sun converges if x < 1 and diverges if x ≥ 1.
xn x n +1 un xn 3n +1 ( n + 1)2
(ii) un = ; u = \ = n 2.
3n . n2 n+1
3n +1 ( n + 1) 2 un +1 3 . n x n +1
2 2
un æ n + 1ö 1 æ 1ö 1
\ =3 ç . = 3 ç1 + ÷ .
un +1 è n ÷ø x è nø x
un 3
Lt = .
n ® ¥ un +1 x
3
\ By ratio test S un converges if > 1 and diverges i.e., converges for x < 3 and diverges for x > 3
x
3n 1
for x = 3, un = n 2 = 2
3 .n n
INFINITE SERIES 283
å å
1 1
S un = , which is of the type , where p = 2 > 1
n 2
np
\ S un converges for x = 3
Hence un is convergent for x £ 3 and diverges for x > 3.
xn x n+1
(iii) un = , un+1 =
2n ! 2 (n + 1) !
un (2n + 2)(2n + 1)
Lt = Lt ƥ>1
n®¥ un +1 n ® ¥ x
\ By Ratio test S un is convergent.
3n - 2 n–1 3n +1 - 2 n
(iv) un = n x ; un+1 = n +1 x
3 +1 3 +1
un 3n - 2 n -1 3n +1 + 1 1 (3n - 2)(3n +1 + 1) 1
= n x . n +1 . = .
un+1 3 + 1 3 - 2 x n (3n + 1)(3n +1 - 2) x
æ 2ö æ 1 ö
3n ç1 - n ÷ . 3n +1 ç1 + n +1 ÷
è 3 ø è 3 ø 1
= .
æ 1ö æ 2 ö x
3n ç1 + n ÷ 3n +1 ç1 - n +1 ÷
è 3 ø è 3 ø
un 1
Lt = .
n®¥ un +1 x
1
\ By Ratio test S un converges for > 1 i.e., for x < 1 and diverges for x > 1.
x
2
1-
3n - 2
3n
for x = 1 un = n =
3 +1 1+ 2
3n
Lt un = 1 π 0 \ S un is divergent.
n®¥
\ S un is convergent for x < 1 and divergent for n ≥ 1.
Example 5. Examine the convergence or divergence of the following series :
1 x2 x4 x6 xn + 1
(i)
2 1
+ + +
3 2 4 3 5 4
+ ...... (ii) å ( n + 1) n
. (P.T.U., Dec. 2007)
x 2n- 2 x2n
Sol. (i) Here un = \ un+1 =
(n + 1) n ( n + 2) n + 1
284 A TEXTBOOK OF ENGINEERING MATHEMATICS
2
1+
un (n + 2) n + 1 1 n . 1+ 1 . 1
= . 2 =
un +1 (n + 1) n x 1+
1 n x2
n
un 1
Lt = 2
n®¥ un +1 x
å
1
By D’Alembert’s Ratio Test, un converges if > 1, i.e., x2 < 1
x2
1
and diverges if <1 i.e., x2 > 1.
x2
1 1
When x2 = 1, un = =
( n + 1) n æ 1ö
n3/ 2 ç 1 +
è n ÷ø
un 1 1 u
Take vn = = ; Lt n = 1 , which is finite and π 0
3/ 2 ;
n
vn 1 + 1 n ®¥ vn
n
Svn is convergent by p-series test Q here p = 3/2 > 1
\ By comparison test Sun is also convergent (Q p > 1)
Hence Sun is convergent if x2 £ 1 and divergent if x2 > 1.
xn + 1 xn + 2
(ii) un = ; un + 1 =
(n + 1) n ( n + 2) n + 1
æ 2ö
1+
un (n + 2) n + 1 1 çè nø
÷ 1 1
= . = 1+ .
un + 1 (n + 1) n x æ 1ö n x
çè1 + ÷ø
n
un 1
Lt =
n®¥ un + 1 x
1
By D, Alembert’s Ratio test S un converges for > 1 i.e., x < 1 and diverges for x > 1
x
when x = 1, Ratio test fails
1 1 1
\ For x = 1, un = = ; Take vn = 3/ 2
( n + 1) n æ 1ö n
n 3/ 2 çè 1 + n ÷ø
un 1 u
\ = ; Lt n = 1 , which is finite and non-zero \ Sun and Svn behave alike Svn is a cgt series
vn 1 + 1 n ®¥ vn
n
(by p-test ; p > 1) \ By comparison test S un is also convergent. Hence S un converges for x £ 1 and diverges
for x > 1
INFINITE SERIES 285
Example 6. Discuss the convergence or divergence of the following series:
3 2 8 3 15 4 n2 - 1 n
(i) x + x + x + x +¼+ 2 x +L ¥
5 10 17 n +1
x x2 x3
(ii) + + +L ¥ .
2 3 3 4 4 5
n2 - 1 n (n + 1)2 - 1 n+1
Sol. (i) un = x ; u n + 1 = x
n2 + 1 (n + 1)2 + 1
un n2 - 1 (n + 1)2 + 1 1
= 2 .
un +1 n + 1 (n + 1)2 - 1 x
ì 2
1 ü
æ 1 ö 2 ïæ 1ö ï
n ç1 - 2 ÷ n íçè1 +
2
n
÷ø + 2 ý
è n ø ï
î n ïþ.1
=
2 æ 1ö ìæ ï x
1 ü
2
n ç1 + 2 ÷ n 2 ï
íç1 +
1ö
è n ø ÷ø - 2 ý
ïè
î n n þï
2
1 æ 1ö 1
1- ç1 + ÷ø + 2
n2 . è n n
.
1
=
1 2
x
1 + 2 æ1 + 1ö 1
n çè ÷ - 2
nø n
un 1
Lt =
n®¥ un + 1 x
1
\ By Ratio test S un converges if > 1 i.e., x < 1 and diverges if x > 1
x
n2 - 1
When x = 1, un =
n2 + 1
1
1-
Lt un = Lt n2
=1π0
n®¥ n®¥ 1
1+
n2
\ S un diverges.
\ S un converges for x < 1 and diverges for x ≥ 1.
xn x n +1
(ii) un = ; un+1 =
( n + 1) n + 2 ( n + 2) n + 3
un xn (n + 2) n + 3 n + 2 n+3 1
= ´ = .
un + 1 (n + 1) n + 2 x n +1 n +1 n+2 x
2
1+
un n 1 + 3/ n 1 1
Lt = Lt . =
n ® ¥ un +1 n®¥ 1 1 + 2/ n n x
1+
n
286 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
S un converges for > 1 i.e., x < 1 and diverges for x > 1.
x
1 1
When x = 1, un = ; Lt un = Lt =0
(n + 1) n + 2 n®¥ n®¥ (n + 1) n + 2
As S un is a +ve term series and Lt un = 0
n→∞
\ S un converges. Hence S un converges for x £ 1, diverges for x > 1.
Example 7. Examine the convergence or divergence of the following series :
2 6 14 3 2n + 1 - 2 n
1+ x + x2 + x + ...... + n + 1 x + ...... (x > 0). (P.T.U., Jan. 2009)
5 9 17 2 +1
2n +1 - 2 n
Sol. Here, leaving the first term, un = x
2 n +1 + 1
2n + 2 - 2 n+1
\ un+1 = x
2n + 2 + 1
æ 2 ö æ 1 ö
n +1 n+ 2 2n +1 ç1 - n +1 ÷
2 n + 2 ç1 + n + 2 ÷
un 2 -2 2 +1 1 è 2 ø è 2 ø 1
= n +1 . . = . .
un +1 2 + 1 2n + 2 - 2 x 2n +1 æ1 + 1 ö n+2 æ 2 ö x
çè ÷ 2 çè1 - n + 2 ÷ø
2n +1 ø 2
1 1
1 - n 1 + n+ 2
un 2 2 1 1
Lt = Lt . . =
n ® ¥ u n +1
1 + n +1 1 - n +1 x x
n® ¥ 1 1
2 2
å
1
\ By D’Alembert’s Ratio Test, un converges if >1 i.e., x<1
x
1
and diverges if <1 i.e., x > 1.
x
æ 2 ö 1
2n +1 ç1 - ÷ 1- n
2 n +1 - 2 è 2 n +1 ø 2
When x = 1, un = n +1 = =
2 +1 æ 1 ö 1
2n +1 ç1 + n +1 ÷
1 + n +1
è 2 ø 2
Lt un = 1 π 0 fi Sun does not converge. Being a series of +ve terms, it must diverge.
n→ ∞
æ 1ö 1
ç 1+ ÷ b +
un (n + 1) b + 1 è nø n
= =
un +1 (n + 1) a + 1 æ 1ö 1
çè1 + ÷ø a +
n n
æ 1ö 1
çè1 + ÷ø b +
un n n b
Lt = Lt =
n ® ¥ u n +1 n® ¥ æ 1ö 1 a
çè1 + ÷ø a +
n n
b
\ By D’Alembert’s Ratio Test, Sun converges if >1 i.e., b>a>0
a
b
and diverges if < 1 i.e., b < a or a > b > 0
a
When a = b, the Ratio Test fails.
When a = b, un = 1 Lt un = 1 π 0
n→∞
fi Sun does not converge. Being a series of +ve terms, it must diverge.
Hence the given series is convergent if b > a > 0 and divergent if a ≥ b > 0.
22 32 42 2! 3! 4!
1. 1 + + + + ...... to • 2. 1 + 2
+ 3
+ + ...... to •
2! 3! 4! 2 3 44
1 2 3
3. + + + ...... to •
1+ 2 1+ 2 2
1 + 23
n2
4. (i)
2! 3! 4!
+ +
3 32 33
+ ...... to • (ii) å3 n
n!
å n! ån
1
5. (i) (ii) n
6.
å
xn , x > 0
n
7. å n n+ 1 x , x > 0
2
n
n +1
8. å n3 + 1
. xn, x > 0 9. x + 2x2 + 3x3 + 4x4 + ...... to •
x x 2 x3 xn x x2 x3
10. 1 + + + + ...... 2 + ...... to • 11. + + + ...... to •
2 5 10 n +1 1.3 3.5 5.7
288 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
1. Convergent 2. Convergent 3. Convergent
4. (i) Divergent (ii) Convergent 5. (i) Convergent (ii) Convergent
6. Convergent for x < 1, divergent for x ≥ 1 7. Convergent for x < 1, divergent for x ≥ 1
8. Convergent for x < 1, divergent for x ≥ 1 9. Convergent for x < 1, divergent for x ≥ 1
10. Convergent for x £ 1, divergent for x > 1 11. Convergent for x £ 1, divergent for x > 1.
æ u ö
Statement. If Sun is a series of positive terms and Lt n ç n - 1÷ = l, then the series is convergent if
n ® ¥ è un + 1 ø
l > 1 and divergent if l < 1.
1
Proof. Let us compare the given series Sun with an auxiliary series Svn = S , which we know converges
np
if p > 1 and diverges if p £ 1.
1
p p
vn np æ n + 1ö æ 1ö p p( p - 1) 1
Now, = =ç = ç1 + ÷ø = 1 + + . 2 + ......
vn +1 1 è n ÷ø è n n 2! n
( n + 1) p
1
Case I. Let Svn = S be convergent, so that p > 1.
np
un v
Then Sun will also converge if > n
un +1 vn +1
un p p( p - 1) 1
or if >1+ + . 2 + ......
un +1 n 2! n
æ u ö p( p - 1) 1
or if n ç n - 1÷ > p + . + ......
è un +1 ø 2! n
æ u ö
or if Lt n ç n - 1÷ > p
n ® ¥ è un +1 ø
or if l>p
But p is itself greater than 1, \ Sun is convergent if l > 1.
Case II. Let Svn be divergent, so that p £ 1.
un v
Then Sun will also diverge if < n
un +1 vn +1
un p p( p - 1) 1
or if <1+ + . 2 + ......
un +1 n 2! n
æ u ö p( p - 1) 1
or if n ç n - 1÷ < p + . + ......
è un +1 ø 2! n
INFINITE SERIES 289
æ u ö
or if Lt n ç n - 1÷ < p
n ® ¥ è un +1 ø
or if l < p.
But p itself £ 1. Thus the given series Sun diverges if l < 1. This proves the result.
æ u ö
Note 1. If Lt n ç n - 1÷ = 1, then Raabe’s test fails.
n ® ¥ è un +1 ø
un
Note 2. Raabe’s test is used when D’Alembert’s Ratio test fails and when in the ratio test, does not
un + 1
un
involve the number e. When involves e, we apply logarithmic test after the ratio test and not Raabe’s test.
un + 1
un é1 1 1 ù é x 2 x3 ù
or if log > p ê - 2 + 3 - ......ú êQ log (1 + x) = x - + + ......ú
un +1 ë n 2n 3n û ëê 2 3 ûú
un é 1 1 ù
or if n log > p ê1 - + 2 - ......ú
un +1 ë 2n 3n û
un
or if Lt n log >p
n® ¥ un +1
un
or if Lt n log >1 |Q p>1
n® ¥ un +1
290 A TEXTBOOK OF ENGINEERING MATHEMATICS
un v
or if log < log n
un +1 vn +1
p
un æ 1ö æ 1ö
or if log < log ç 1 + ÷ø = p log çè 1 + ÷
un +1 è n nø
un æ1 1 1 ö
or if log < p ç - 2 + 3 - ......÷
un +1 è n 2n 3n ø
un é 1 1 ù
or if n log < p ê1 - + 2 - ......ú
un +1 ë 2 n 3 n û
un
or if Lt n log <p
n® ¥ un +1
un
or if Lt n log <1 |Q p£1
n® ¥ un +1
un
Thus the series Sun converges or diverges according as Lt n log > 1 or < 1.
n® ¥ un +1
un
Note 1. The test fails if Lt n log = 1.
n®¥ un +1
un
Note 2. The test is applied after the failure of Ratio test and generally when in Ratio test, involves ‘e’.
un +1
un
Statement. If for the series Sun of positive terms, can be expanded in the form
un + 1
un l æ 1ö
=1+ +Oç 2÷
un + 1 n èn ø
then Sun converges if l > 1 and diverges if l £ 1.
Note. The test never fails as we know that the series diverges for l = 1. Moreover the test is applied after the failure
un 1
of ratio test and when it is possible to expand in powers of by Binomial Theorem or by any other method.
un +1 n
n( n - 1) 2
[Binomial theorem is (1 + x)n = 1 + nx + x + ...... •, where | x| < 1]
2!
INFINITE SERIES 291
ILLUSTRATIVE EXAMPLES
1 1.3 1.3 .5
Example 1. Discuss the convergence of the series : + + + ......
2 2 .4 2 . 4 .6
1. 3 . 5 ...... (2n - 1)
Sol. Here un = .
2 . 4 . 6. ...... 2n
1. 3 . 5 ...... (2n - 1)(2n + 1)
\ un+1 =
2 . 4 . 6. ...... (2n)(2n + 2)
un 1. 3 . 5. ...... (2n - 1) 2 . 4 . 6. ...... 2n(2n + 2)
\ = ´
un +1 2 . 4 . 6 ...... 2n 1. 3 . 5 ...... (2 n - 1)(2n + 1)
1
1+
2n + 2 n Æ 1 as n Æ •.
= =
2n + 1 1
1+
2n
\ D’Alembert’s Ratio test fails.
é u ù é 2n + 2 ù n 1
n ê n - 1ú = n ê - 1ú = =
u
ë n +1 û ë 2 n + 1 û 2 n + 1 1
2+
n
é u ù 1
\ Lt n ê n - 1ú = < 1.
n® ¥ ë un +1 û 2
\ By Raabe’s test, Sun diverges.
Example 2. Discuss the convergence of the following series :
12 12 × 2 2 12 × 32 × 5 2
(i) + + + ......
22 22 × 4 2 22 × 4 2 × 6 2
22 22 × 4 2 22 × 4 2 × 6 2
(ii) 1 + + + + ...... •. (P.T.U., May 2004)
32 32 × 5 2 32 × 5 2 × 7 2
12 × 32 × 52 ...... (2 n - 1) 2
Sol. (i) Here un =
22 × 42 × 62 ...... (2n) 2
æ u ö é (2n + 2)2 ù
n ç n - 1÷ = n ê - 1ú
è un +1 ø êë (2n + 1)
2
úû
é 4n 2 + 8n + 4 - (4n 2 + 4n + 1) ù (4n + 3) 4n 2 + 3n
=n ê ú=n =
ëê (2n + 1) 2
ûú (2n + 1)2 (2n + 1)2
3
1+
= 4 n Æ 1 as n Æ •
2
æ 1ö
çè 1 +
2n ÷ø
\ Raabe’s test also fails.
2
æ 1ö
un (2n + 2) 2 çè 1 + ÷ø 2 -2
æ 1ö æ
n 1ö
Now, = = = ç1 + ÷ ç1 + ÷
un +1 (2n + 1)2 æ 1ö
2 è n ø è 2 nø
çè1 + 2 ÷ø
n
æ 2 1ö æ 2 3 ö 1 1 æ 3ö
= ç1 + + 2 ÷ çè 1 - 2n + 2 - ......÷ø = 1 + n + 2 çè 1 - 2 + 4 ÷ø + ......
è n n ø 4n n
1 1 1 æ 1ö
=1+ - + ...... = 1 + + O ç 2 ÷
n 4n2 n èn ø
un l æ 1ö
Comparing it with =1+ +Oç 2÷
un + 1 n èn ø
We have l = 1. Thus by Gauss test, the series Sun diverges.
Note that when D’Alembert ratio test fails, we can directly apply Gauss test.
22 × 42 × 62 ...... (2n )2
(ii) Here un =
32 × 52 × 7 2 ...... (2n + 1) 2
çè 1 + 2 n ÷ø çè 1 + n ÷ø
2
æ 3ö
un çè 1 + 2n ÷ø
Lt = Lt =1
n®¥ un + 1 n®¥ 2
æ 1ö
çè 1 + n ÷ø
INFINITE SERIES 293
\ D’ Alemberts’ Ratio Test cannot be applied
Apply Gauss Test
2 -2
un æ 3ö æ 1ö æ 3 9 ö é 2 æ 1 öù
= 1+ 1+ ÷ = ç1 + + 2 ÷ ê1 - n + 0 çè 2 ÷ø ú
un + 1 çè 2 n ÷ø çè nø è n 4n ø ë n û
2 3 æ 1ö 1 æ 1ö
= 1- + + 0ç 2 ÷ =1 + + 0ç 2 ÷
n n èn ø n èn ø
un l æ 1ö
Compare it with = 1+ + 0ç 2 ÷
un + 1 n èn ø
We have l = 1
\ By Gauss test given series is divergent.
Example 3. Discuss the convergence of the series:
22 x 2 33 x 3 4 4 x 4
x+ + + +L ¥ . (P.T.U., May 2007, 2008, Dec. 2011)
2! 3! 4!
nn xn (n + 1) n+1 x n+1
Sol. Here un = ; un+1 =
n! (n + 1) !
un nn xn (n + 1) ! nn 1 1 1
\ = . n + n +
= . = .
un + 1 n ! (n + 1) x 1 1
(n + 1) n x æ n
1ö x
çè 1 + ÷ø
n
n
un 1 1 1 1 æ 1ö
Lt = Lt . = . Q Lt ç1 + ÷ =e
n ® ¥ un +1 n®¥
æ 1ö
n x e x n ® ¥ è nø
çè 1 + n ÷ø
1 1 1
\ By Ratio test S un converges if > 1 or x < and diverges for x >
ex e e
1 un 1
for x = = n
. e.
e un + 1 æ 1ö
çè 1 + ÷ø
n
un
As involves e
un +1
\ Apply logarithmic test
un e ìï æ 1ö
nü
ï ì æ 1ö ü
n log = n. log =n ílog e - log ç 1 + ý = n í1 - n log ç 1 + ÷ý
un +1 æ 1ö
n
ïî è n ÷ø ïþ î è nø þ
çè1 + ÷ø
n
ì1 1 1 1 ü
= n – n2 í - 2 + 3 - 4 + ¼ ¥ ý
î n 2n 3n 4n þ
é x 2 x3 x 4 ù
ê Q log (1 + x) = x – + - +…¥ ú
ë 2 3 4 û
294 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1 1
=n–n+ - + 2 …¥
2 3n 4n
1 1 1 1
= - + - +…¥
2 3n 4 n 5n 3
un 1
Lt n = <1
n®¥ un + 1 2
1
\ S un diverges for x = .
e
1 1
Hence S un converges for x < and diverges for x ≥ .
e e
Example 4. Discuss the convergence of the series :
1 9 25 5
x + x 2 + x3 + x4 + x + LLL ¥ (P.T.U., May 2012)
2 8 32
1 9 25 5
Sol. Given series is x + x 2 + x3 + x 4 + x +L¥
2 8 32
12 2 2 2 32 3 42 4 52 5
or x + x + 3 x + 4 x + 5 x + ....... ¥
21 22 2 2 2
n2 n
\ un = x
2n
(n + 1)2
un + 1 = xn + 1
2n + 1
2
un n2 2n + 1 1 æ n ö 1 1 2
= n
. . = 2.ç ÷ . = .
un + 1 2 (n + 1) x2
è n + 1ø x æ 1ö x
2
çè 1 + ÷ø
n
un 2
Lt =
n®¥ un + 1 x
2
\ By Ratio test Sun converges for > 1 i.e., for x < 2
x
and diverges for x > 2
For x = 2, Ratio test fails
2
u æ n ö
\ For x = 2, n = ç
un + 1 è n + 1÷ø
un n2 n2 - ( n + 1) 2
-1 = - 1 =
un + 1 (n + 1) 2 (n +1) 2
(2 n + 1) ( - 1)
=
( n + 1)2
é u ù n (2n + 1)
n ê n - 1ú = -
êë un + 1 úû ( n + 1) 2
INFINITE SERIES 295
1
é un ù 2+
Lt n ê - 1ú = – Lt n = - 2 <1
n ® ¥ ê un + 1 ú ® ¥ æ ö
2
ë û n 1
çè 1 + ÷ø
n
\ By Raabe’s test series diverges
Hence Sun converges for x < 2 and diverges for x ≥ 2.
Example 5. Test for convergence the following series :
2x 32 x2 43 x 3 54 x4
1+ + + + + ...... + • (P.T.U., May 2005, 2006)
2! 3! 4! 5!
Sol. Neglecting first term, we have
(n + 1)n n
un = x
(n + 1) !
(n + 2) n + 1 n + 1 un (n + 1) n n (n + 2) !
un + 1 = x \ = x
(n + 2) ! un + 1 (n + 1) ! (n + 2)n + 1 . x n + 1
n
æ 1ö
un (n + 1) n (n + 2) (n + 1) n 1 1 çè1 + n ÷ø
= . n +1
= n
. = n
.
un + 1 x (n + 2) (n + 2) x æ 2ö x
çè1 + ÷ø
n
n n
æ 1ö æ 1ö
un çè1 + n ÷ø 1 çè1 + n ÷ø 1
Lt = Lt n
. = Lt n
.
n®¥ un + 1 n®¥ æ 2ö x n®¥ .2 x
çè1 + n ÷ø æ 2ö 2
çè 1 + ÷ø
n
n
e
1 1 aö a æ
= 2 . = Q ÷ =e Lt ç1 +
e x ex nø n®¥ è
1 1
\ By D’Alembert’s Ratio test the given series is convergent if > 1 i.e., x < and divergent if
ex e
1
x>
e
1
When x = , Ratio test fails
e
n
æ 1ö
çè1 + ÷
un nø
then = n
.e
un + 1 æ 2ö
çè1 + ÷
nø
un
Since involves e \ Apply logarithm test
un + 1
un æ 1ö æ 2ö
log = n log ç1 + ÷ – n log ç1 + ÷ + log e
un + 1 è nø è nø
296 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 1 1 1 ù é2 1 4 1 8 ù
= n ê - 2 + 3 - 4 + ......ú - n ê - + . 3 ...... + 1ú + 1
ë n 2n 3n 4n û ë n 2 n 2
3 n û
é 1 1 1 ù é 2 8 4 ù
= ê1 - + 2 - 3 + ...... ¥ ú + ê- 2 + - 2 + 3 - ...... ¥ ú + 1
ë 2n 3n 4n û ë n 3n n û
3 7 15
= - 2 + 3 – ...... •
2n 3n 4n
un 3 7 15
n log = - + 2 – ...... •
un + 1 2 3n 4n
un 3
Lt n log = >1
n®¥ un + 1 2
\ Series is convergent
1 1
\ By logarithm test the given series is convergent when x £ and divergent for x > .
e e
a + x ( a + 2x )2 ( a + 3x )3
Example 6. Test for convergence the series: + + + … ¥.
1! 2! 3!
n +1
(a + nx )n é a + (n + 1) x ù
ë û
Sol. un = ; un+1 =
n! (n + 1) !
n
æ aö
n (nx)n ç 1 + ÷
un (a + nx) (n + 1) ! è nx ø
= . = (n + 1)
un +1 n! [a + (n + 1) x]n +1 é a ù
n +1
[(n + 1) x ] n +1
ê1 + ( + 1) ú
n xû
ë
nx a
.
æ aö a x
nn çè 1 + ÷ø
1 nx
= n
. ( n + 1) x a
(n + 1) x .
é a ù a x
ê1 + ( + 1) ú
ë n xû
a/ x
é nx ù
êæ1 + a ö a ú
êçè nx ÷ø ú
1 ëê ûú .
1
= n a/ x
æ 1ö é ( n + 1) x ù x
çè1 + n ÷ø êæ a ö a ú
êçè1 + (n + 1) x ÷ø ú
êë úû
n
un 1 ea / x 1 1 æ 1ö
\ Lt = . = Q Lt ç1 + ÷ = e.
n®¥ un + 1 e e a / x x ex n®¥ è nø
INFINITE SERIES 297
1 1 1 1
\ By Ratio test S un converges for > 1, i.e., x< and diverges for x > , where x = ;
ex e e e
un
(as involves e \ We apply logarithmic test)
un +1
ì n
ae
ü
ï æ ae ö ae ï
un ï çè 1 + ÷ø ï
ï 1 n ï
\ n log = n log í n n +1
. e ý
un + 1 ï æ1 1 ö .ae ï
ç + ÷ æ ae ö ae
ïè nø çè 1 + ï
ï
î n + 1÷ø ï
þ
ì n ü
ï æ ae ö ï
ï çè1 + ÷ø ï
1 n
= n log í n n +1
. eý
ï æ1 + 1 ö æ ae ö ï
ï çè n ÷ø çè1 + n + 1÷ø ï
î þ
ì æ 1ö -n n ( n +1) ü
ï æ ae ö æ ae ö ï
= n ílog ç 1+ ÷ + log ç 1 + ÷ - log ç1 + ÷ + log e ý
ï è nø
î
è nø è n + 1ø ï
þ
ì
ï æ 1ö æ ae ö æ ae ö ü ï
= n í- n log ç1 + ÷ + n log ç1 + ÷ - (n + 1) log ç1 + ÷ø + 1ý
ï
î è n ø è n ø è n + 1 ï
þ
ì
ï æ1 1 1 ö æ ae a 2 e2 a 3e3 ö
= n í- n ç - 2 + 3 + ¼ ¥÷ + n ç - + ¼÷
ï è n 2n 3n ø è n 2n2 3n3 ø
î
æ ae a 2 e2 a 3 e3 ö ïü
– (n + 1) ç - + ¼ ¥÷ ý
è n + 1 2( n + 1) 2
3( n + 1) 3
ø þï
æ 1 1 ö æ a 2 e2 a 3 e3 ö
= ç- n + - + ¼ ¥÷ + ç aen - + ¼÷
è 2 3n ø è 2 3n ø
na 2 e 2 n a 3 e3
– nae + - +…+n
2(n + 1) 3 (n + 1)2
un 1 a 2 e2 a 2 e 2 1 1
Lt n log = - + = <1 \ S un is divergent at x =
n®¥ un +1 2 2 2 2 e
1 1
\ S un converges for x < and diverges for x ≥ .
e e
x 2! 2 3! 3 4! 4
Example 7. Discuss the convergence of the series : 1 + + x + 3 x + 4 x + ......
2 32 4 5
298 A TEXTBOOK OF ENGINEERING MATHEMATICS
un n! (n + 2)n+1 1
\ Lt = Lt × ×
n ®¥ un+1 n ®¥ (n + 1) n
(n + 1) ! x
n+1
æ 2ö
n n+1 ç1 + ÷
1 è n ø 1
= Lt × ×
n ®¥ æ 1ö
n
(n + 1) x
n n ç1 + ÷
è n ø
n
æ 2ö æ 2ö
çè1 +
÷ ç1 + ÷
nø è nø × 1 = e × 1 = e
2
= Lt n
n ®¥ æ 1ö æ 1ö x e x x
çè 1 + ÷ ç1 + ÷
nø è nø
é n éæ n/a ù
a ù
êQ æ aö aö
Lt ç1 + ÷ø = n Lt êç 1 + ÷ ú = ea ú
ê n® ¥ è n ® ¥ êè nø úû ú
êë ë ûú
e e
\ By D’Alembert’s ratio test, the series converges if > 1 or if x < e and diverges if < 1 or if x > e.
x x
un
If x = e, the ratio test fails, Q Lt = 1.
n® ¥ un +1
Now, when x=e
n +1
æ 2ö
çè1 + ÷ø
un n 1
= n +1
× .
un+1 æ 1ö e
çè1 + ÷ø
n
un
Since the expression involves the number e, so we do not apply Raabe’s test but apply logarithmic
un +1
test.
un æ 2ö æ 1ö
\ log = (n + 1) log çè1 + n ÷ø – (n + 1) log çè1 + n ÷ø – log e
un +1
é æ 2ö æ 1ö ù
= (n + 1) êlog ç 1 + ÷ - log ç 1 + ÷ ú – 1
ë è n ø è nø û
éæ 2 1 4 1 8 ö æ1 1 1 öù
= (n + 1) ê ç - . 2 + × 3 - ......÷ - ç - 2 + 3 + ......÷ ú – 1
ëè n 2 n 3 n ø è n 2n 3n øû
é1 3 ù
= (n + 1) ê - 2 + ......ú – 1
ë n 2 n û
3 1 3 1 3
=1– + - 2 + ...... - 1 = - - 2 + ......
2n n 2n 2n 2n
INFINITE SERIES 299
un é 1 3 ù æ 1 3 ö
\ Lt n log = Lt n ê - – 2 + ......ú = Lt ç - - + ......÷ = - 1
<1
un +1 n ® ¥ ë 2 n 2 n û n ® ¥ è 2 2n ø
n®¥ 2
a (a + b) (a + 2d ) ¼ (a + n - 1 d ) (a + nd ) n+1
un+1 = x
b (b + d ) (b + 2d ) ¼ (b + n - 1 d ) (b + nd )
un b + nd 1
= .
un +1 a + nd x
æ b ö b
nd ç1 + 1+
un è nd ÷ø 1 nd . 1 = 1 .
Lt = Lt . = Lt
n ® ¥ u n +1 n®¥ æ a ö x n®¥ 1 a x x
nd ç1 + ÷ +
è nd ø nd
1
By Ratio test S un converges if > 1 i.e., x < 1 and diverges if x > 1.
x
when x = 1, Ratio test fails
b
1+ -1
un nd = æ1 + b ö æ1 + a ö = æ 1 + b ö æ 1 - a + ¼ö
\ = çè
un +1 1 a çè nd ÷ø çè nd ÷ø nd ÷ø çè nd ÷ø
+
nd
b-a 1 æ 1ö
=1+ . + 0ç 2÷
d n èn ø
b-a
By Gauss test, S un converges if > 1 i.e., b > a + d and diverges if b £ a + d.
d
\ S un converges if x > 1 and diverges when x < 1 when x = 1 then Sun converges if b > a + d and
diverges if b £ a + d.
Example 9. Discuss the convergence of the series :
ab a( a + 1 ) b ( b + 1 ) 2 a( a + 1 )( a + 2 ) b( b + 1 )( b + 2 ) 3
1+ x+ x + x + ......
1× g 1 × 2 × g( g + 1 ) 1 × 2 × 3 × g ( g + 1 )( g + 2 )
(P.T.U., Dec. 2003)
Sol. Neglecting the first term,
a (a + 1) ...... (a + n - 1) b(b + 1) ...... (b + n - 1) n
un = ◊x
1 × 2 × 3 ...... n . g ( g + 1) ...... ( g + n – 1)
a(a + 1) ...... (a + n - 1) (a + n) b(b + 1) ...... (b + n – 1)(b + n) n+1
un+1 = ◊x
1 × 2 × 3 ...... n( n + 1) g (g + 1)( g + 2) ...... (g + n - 1)(g + n)
300 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ 1ö æ gö
1+ ÷ ç1 +
un (n + 1)(g + n) 1 çè nø è
÷
nø 1
\ = . = ×
un +1 (a + n)(b + n) x æ aö æ bö x
çè1 + ÷ ç1 + ÷
nø è nø
un 1
\ Lt = .
n® ¥ un +1 x
1
\ By D’Alembert’s Ratio test the series Sun converges if >1
x
1
i.e., if x < 1 and diverges if < 1 i.e., if x > 1.
x
un
If x = 1, Lt =1 \ Ratio test fails.
n ® ¥ u n +1
æ 1ö æ gö
çè1 + ÷ø çè1 + ÷
un u n nø
Putting x = 1 in , we have n =
un +1 un +1 æ aö æ bö
çè1 + ÷ø çè1 + ÷
n nø
-1 -1
æ 1ö æ gö æ aö æ bö
= ç1 + ÷ ç1 + ÷ ç1 + ÷ çè 1 + n ÷ø [Expand by Binomial Theorem]
è nø è nø è nø
æ 1ö æ gö æ a a2 ö æ b b2 ö
= ç 1 + ÷ ç 1 + ÷ ç1 - + 2 + ......÷ ç 1 - + 2 ......÷
è nø è nø è n n ø è n n ø
æ 1 g g ö æ a b ab a 2 b2 ö
= ç1 + + + 2 ÷ ç 1 - - + 2 + 2 + 2 ......÷
è n n n ø è n n n n n ø
1 æ 1ö
(1 + g – a – b) + O ç 2 ÷ .
=1+
n èn ø
\ By Gauss test, the series Sun converges if 1 + g – a – b > 1 i.e., if g > a + b and diverges if
1 + g – a – b £ 1 i.e., if g £ a + b.
Thus the given series converges if x < 1 and diverges if x > 1. If x = 1, then the series converges if
g > a + b and diverges if g £ a + b.
n!
Example 10. Discuss the convergence of the series å x ( x + 1 ) ( x + 2 ) ¼ ( x + n - 1)
.
n!
Sol. un =
x ( x + 1) ( x + 2) ¼ ( x + n - 1)
(n + 1) !
un+1 =
x ( x + 1) ( x + 2) ¼ ( x + n - 1) ( x + n)
x
1+
un x+n n
= =
un +1 n + 1 1 1
+
n
INFINITE SERIES 301
un 1+ x/n
Lt = Lt =1
n®¥ un + 1 n ® ¥
1+
1
n
\ Ratio test fails. We apply Gauss test
-1
un æ xö æ 1ö æ xö æ 1 ö
\ = 1 + ÷ ç1 + ÷ = ç 1 + ÷ ç 1 - + ¼÷
un + 1 çè nø è nø è nø è n ø
x -1 æ 1ö 1 æ 1ö
=1+ + O ç 2 ÷ = 1 + (x – 1) . + O ç 2 ÷ .
n è n ø n èn ø
By Gauss test S un converges if x – 1 > 1 and diverges for x – 1 £ 1 i.e., S un converges for x > 2 and
diverges for x £ 2.
4 × 7 × 10 ......( 3n + 1) n
Example 11. Verify the series å 1 × 2 × 3 ..... n
x is convergent or divergent.
æ 1ö æ 4 æ 1 öö 1 æ 1ö
= ç1 + ÷ ç1 - + O ç 2 ÷÷ = 1- + Oç 2÷
è nø è 3n è n øø 3n èn ø
302 A TEXTBOOK OF ENGINEERING MATHEMATICS
un 1 æ 1ö
Compare it with =1+ l . + O ç 2 ÷
un + 1 n èn ø
1
l=– <1 \ Series is divergent.
3
1 1
Hence the given series is convergent for x < and divergent for x ≥ .
3 3
2 3
1 2 æ 3ö æ 4ö
Example 12. Verify the series: + x + ç ÷ x 2 + ç ÷ x3 + … • (x > 0).
2 3 è 4ø è 5ø
n
æ n + 1ö n
Sol. un = ç x (neglecting 1st term)
è n + 2 ÷ø
n +1
æ n + 2ö
un+1 = ç xn+1
è n + 3 ÷ø
n
æ 1ö
n n +1 çè1 +
(n + 3)n n + 3 1 ÷
un (n + 1) (n + 3) 1 nø
= . . = . . .
un +1 (n + 2) n (n + 2) n +1 x æ
n n
2 ö (n + 2) n + 2 x
çè1 + ÷ø
n
3
é nù
n êæ 1 + 3 ö 3 ú
æ 1ö êçè ÷
çè1 + ÷ø nø ú 1 + 3
n ê
ë úû n ×1
= × ×
é nù
2
é nù
2 2 x
1+
êæ1 + 2ö 2 ú æ
ê 1+ 2 ö 2 ú n
êçè ÷
nø ú êçè ÷
nø ú
ëê ûú ëê ûú
n
un e e3 1 æ 1ö
Lt = 2× 2× Q Lt ç 1 + =e
n®¥ un +1 e e x n®¥ è n ÷ø
1
= .
x
1
By Ratio test S un converges when > 1 i.e. if x < 1 and diverges if x > 1
x
When x = 1, Ratio test fails
\ For x = 1
n n
æ 1ö æ 1ö
(n + 1) n çè1 + n ÷ø çè1 + n ÷ø
\ Lt un = Lt = Lt = Lt
n®¥ n®¥ (n + 2) n n®¥ æ 2ö
n n®¥ é nù
2
çè1 + n ÷ø êæ1 + 2 ö 2 ú
êçè n ÷ø ú
ëê ûú
INFINITE SERIES 303
e 1
= = π 0.
e 2
e
\ for x = 1, as S un is a +ve term series and Lt un π 0
n®¥
\ S un diverges.
\ S un converges for x < 1 and diverges for x ≥ 1.
Note. This question can be done by applying Cauchy’s root test see Example 3 art. 5.26.
¥
( n !)2
Example 13. Discuss for what values of x does the series å ( 2n ) ! x
x =1
2n
converge/diverge ?
un (n !)2 2 n (2n + 2) ! 1 1 1
= .x . 2n + 2
= (2n + 2) (2 n + 1) 2
un + 1 (2n) ! ((n + 1) !) x
2
(n + 1) 2
x
æ 1ö
4 ç1 + ÷
2(2n + 1) 1 è 2n ø 1
= . 2 = . 2
n +1 x 1 x
1+
n
un 4
Lt = .
n®¥ un + 1 x2
4
\ By D’ Alembert’s ratio test the series S un converges if > 1 or x2 < 4 or | x | < 2 or – 2 < x < 2
x2
and diverges for x2 > 4 i.e., for either x > 2 or x < – 2.
When x2 = 4 Ratio test fails \ Apply Gauss test
-1
un æ 1öæ 1ö 1 æ 1öæ 1 æ 1 öö
= 4 ç1 + ÷ ç1 + ÷ . = 1 + ÷ ç1 - + 0 ç 2 ÷ ÷
un + 1 è 2n ø è nø 4 çè 2n ø è n è n øø
1 æ 1ö
=1– +0 çè 2 ÷ø
2n n
un 1 æ 1ö
Compare it with =1+l. + 0. çè 2 ÷ø
un + 1 n n
1
\ l=– < 1 \ Given series is divergent for x2 = 4 i.e., x = ± 2
2
Hence given series converges for x2 < 4 i.e., – 2 < x < 2 and diverges for x2 ≥ 4 i.e., for either x ≥ 2 or x £ – 2.
Example 14. Test the convergence of the series x2 (log 2) q + x3 (log 3)q + x4 (log 4)q + … •.
Sol. un = xn+1 [log (n + 1)]q
un+1 = xn+2 [log (n + 2)]q
304 A TEXTBOOK OF ENGINEERING MATHEMATICS
q q
un é log (n + 1) ù 1 é log (n + 1) ù 1
=ê ú . =ê ú .
un + 1 ë log (n + 2) û x ë log (1 + n + 1) û x
q -q
é ù é æ 1 öù
ê ú ê log (n + 1) ç1 + ú
log (n + 1) ú .1 =ê è n + 1÷ø ú 1
=ê .
ê é 1 ùú x ê log ( n + 1) ú x
ê log (n + 1) ê1 + ú ú ê ú
êë ë n + 1 û úû êë úû
-q
é é 1 ùù
ê log (n + 1) + log ê1 + úú
=ê ë n + 1û ú .
1
ê log ( n + 1) ú x
ê ú
êë úû
-q
é 1 æ 1 1 1 öù 1
= ê1 + ç - + ¼ ¥÷ ú .
ëê log (n + 1) è n + 1 2(n + 1) 3 (n + 1) x
2 3
ø úû
un 1
Lt = .
n®¥ un +1 x
1
By ratio test S un converges if > 1 or x < 1 diverges if x > 1
x
When x = 1 ; un = [log (n + 1)]q
Lt un = • π 0
n®¥
\ S un is divergent for x = 1
\ S un is convergent for x < 1
and divergent for x ≥ 1.
1 1+ 2 1+ 2 + 3 12 12 × 5 2 12 × 52 × 9 2
1. 2
+ 2 2
+ 2 2 2
+ ...... to • 2. 2
+ 2 2
+ + ...... to •
1 1 +2 1 +2 +3 4 4 ×8 4 2 × 8 2 × 12 2
1 1 × 3 2 1× 3 × 5 3 x 1 x3 1 × 3 x 5 1 × 3 × 5 x 7
8. 1 + x+ x + x + ...... to • (x > 0) 9. + + + + L ¥ ( x > 0)
2 2×4 2×4×6 2 2 3 2.4 5 2 × 4 × 6 7
INFINITE SERIES 305
x x2 x3 x4 x x2 x3 x4
10. + + + + ...... to • (x > 0) 11. + + + + ...... to •
1. 2 3 . 4 5 . 6 7 . 8 1. 2 2 . 3 3 . 4 4 . 5
p
1. 3 . 5 ...... (2n - 1) x2 n é1. 3 . 5 ...... (2n - 1) ù n
12. å 2 . 4 . 6 ...... (2n)
.
2n
13. å ê
ë 2 . 4 . 6 ...... 2n û
ú x
(1!) 2 2 (2 !) 2 4 (3!) 2
14. 1 + x + x + , then x6 + ..... to • (x > 0)
2! 4! 6!
[Hint: Neglect 1st term and see solved example 13]
ANSWERS
1. Divergent 2. Convergent 3. Convergent for x £ 1, divergent for x > 1
4. Divergent 5. Convergent for x < 1, divergent for x ≥ 1.
6. Convergent for p > 2, divergent for p £ 2
7. (a) Convergent for b > a + 1, divergent for b £ a + 1
(b) Convergent for b > a + 1, divergent for b £ a + 1
8. Convergent for x < 1, divergent for x ≥ 1 9. Converges for x2 £ 1, diverges for x2 > 1
10. Convergent for x £ 1, divergent for x > 1 11. Convergent for x £ 1, divergent for x > 1
12. Convergent for x2 £ 1, divergent for x2 >1 13. Convergent for x £ 1, p > 2, divergent for x > 1, p £ 2
14. Convergent for x2 < 4, divergent for x2 ≥ 4.
\ Given e > 0, however small, there exists a +ve integer m such that
| (un)1/n – l | < e " n≥m
fi l – e < (un)1/n < l + e " n≥m
fi (l – e)n < un < (l + e)n " n≥m ...(1)
(i) When l < 1
Choose e > 0 such that l<l+e<1
Put l + e = r, then 0 < r < 1
From (1), un < r n " n≥m
Putting n = m, m + 1, m + 2, ......, we get um m+1 < rm, u < rm+1, u
m+2 < r
m+2, ...... and so on.
ILLUSTRATIVE EXAMPLES
Example 1. Test the convergence of the following series:
n2 - n2 ¥
æ n ö æ1 1ö 1
(i) å çè n + 1 ÷ø or å çè + n ÷ø (ii) å (log n ) n
(P.T.U., Dec. 2002)
n=2
( n - log n )n
(iii) å 2n nn
.
n2
æ n ö
Sol. (i) Here un = ç
è n + 1÷ø
1/ n -1
é n2 ù n -n éæ 1ö ù
n
æ n ö æ n ö æ n + 1ö
\ (un)1/n = êç ú =ç =ç = êç1 + ÷ ú
êè n + 1÷ø ú è n + 1÷ø è n ÷ø è n ø úû
ë û ëê
-1
éæ 1ö ù
n
1
Lt (un ) 1/ n
= Lt êç1 + ÷ ú = e -1 = <1 (Q e = 2.7)
n®¥ n ® ¥ êè n ø úû e
ë
\ By Cauchy’s Root Test, the given series Sun is convergent.
1
(ii) un =
(log n) n
1
1
( un ) n =
log n
1
1 1 1
Lt (un ) n = Lt = = =0<1
n®¥ n®¥ log n log ¥ ¥
\ By Cauchy’s root test the given series is convergent
¥
å
1
Hence S un = is convergent.
n=2 (log n) n
INFINITE SERIES 307
(n - log n) n
(iii) un =
2n nn
1
log n
Q Lt = Lt n = 0 (by L’ Hospital rule)
n®¥ n n®¥ 0
1
1
Lt
n®¥
(un )n 2
<1 =
1
1 1+
Lt ( ) = Lt n x = x.
un n
n®¥ n®¥ 2
1+
n
By Cauchy’s root test S un converges for x < 1 and diverges for x > 1
When x = 1, Cauchy’s root test fail
n
æ 1ö
1+ ÷
èç
n
æ n + 1ö nø
Then un = ç =
è n + 2 ÷ø æ 2ö
n
çè 1 + ÷
nø
n
æ1 1 ö
çè + n ÷ø
n
e æ 1ö
Lt u n = Lt = Q Lt ç 1 + ÷ = e
2 n®¥ è nø
n®¥ n®¥
éæ 2 ö n / 2 ù e2
êç 1 + ÷ ú
è nø ú
ëê û
1
= π0
e
Q S un is +ve term series and Lt un π 0
n® ¥
\ for x = 1 ; S un diverges
\ S un converges for x < 1 and diverges for x ≥ 1.
- n3/ 2 1 - n1/2
æ 1 ö æ 1 ö 1
(ii) un = ç 1 + ; (un ) n = ç1 + =
è n ÷ø è n ÷ø æ 1 ö
n1/2
çè 1 + n ÷ø
1
\
n®¥
(un ) n
Lt = Lt
n®¥
1
n
=
1
e
<1
æ 1 ö
çè 1 + n ÷ø
\ S un converges.
n
æ ö (1 + nx)n
4. å çè nnx+ 1÷ø 5. å 5-
n - ( -1) n
6. å nn
(n + 1)n xn
7. å nn +1
.
INFINITE SERIES 309
ANSWERS
1. Convergent 2. Convergent 3. Convergent
4. Convergent for x < 1, divergent for x ≥ 1 5. Convergent
6. Convergent for x < 1, divergent for x ≥ 1 7. Convergent for x < 1, divergent for x ≥ 1.
5.27. CAUCHYS INTEGRAL TEST (P.T.U., May 2002, 2014, Dec. 2005, Jan. 2009)
Statement. If for x ≥ 1, f(x) is a non-negative, monotonic decreasing function of x such that f(n) = un, for
¥
all positive integral values of n, then the series Sun and the integral
ò1
f ( x ) dx converge or diverge
together.
Proof. Let r be a +ve integer. Choose x such that r + 1 ≥ x ≥ r ≥ 1
Since f (x) is a monotonic decreasing function of x.
\ f (r + 1) £ f (x) £ f (r) fi ur+1 £ f (x) £ ur [Q f (n) = un, n Œ N]
r +1 r +1 r +1
fi
ò r
ur +1 dx £ ò r
f ( x) dx £ ò r
ur dx
r +1 r +1 r +1
fi ur+1
òr
dx £ ò r
f ( x) dx £ ur ò
r
dx
r +1 r +1
é ù r +1 é ù
fi ur+1 ê x ú
ë ûr
£
ò r
f ( x ) dx £ ur ê x ú
ë ûr
r +1
fi ur+1 £
ò r
f ( x ) dx £ u r ...(1)
Putting r = 1, 2, 3, ......, n in succession in (1), we have
2
u2 £ ò 1
f (x) dx £ u1
3
u3 £ ò 2
f (x) dx £ u2
..................................
..................................
n +1
un+1 £ ò n
f (x) dx £ un
Adding the above inequalities, we have
2 3 n +1
u2 + u3 + ...... + un+1 £ ò1
f ( x ) dx + ò2
f ( x ) dx + ...... +
ò
n
f(x) dx £ u1 + u2 + ...... + un
n+1 n
fi Sn+1 – u1 £
ò 1
f (x) dx £ Sn where Sn = åu
1
n = u1 + u2 + ...... + un.
¥ ¥
(i) If
ò 1
f ( x ) dx converges, then
ò 1
f ( x) dx = a fixed finite number = I (say).
¥
From (2), Lt Sn ³ Lt
n® ¥ n®¥ 1 ò f ( x) dx = + •
¥
Note. If x ≥ k, then Sun and
ò k
f ( x) dx converge or diverge together.
ILLUSTRATIVE EXAMPLES
1
Example 1. Test for convergence the series : å n2 + 1
.
1
Sol. Here un = = f (n)
n +1 2
1
\ f (x) =
x2 + 1
For x ≥ 1, f (x) is +ve and monotonic decreasing.
\ Cauchy’s Integral Test is applicable.
¥
¥ ¥ dxé -1 ù p p p
Now,
ò1
f ( x) dx =
ò 1
= ê tan
x +1 ë
2
xú = - =
û1 2 4 4
= finite
¥
fi
ò 1
f ( x) dx converges and hence by Integral Test, Sun also converges.
¥
1
Example 2. Using integral test discuss the convergence of å
n=2 n n2 - 1
.
1
Sol. un = = f (n)
n n2 - 1
1
\ f (x) =
x x2 - 1
for x ≥ 2, f (x) is +ve and monotonic decreasing.
INFINITE SERIES 311
\ Cauchy’s Integral test is applicable.
¥ ¥ 1
Now,
ò2
f ( x ) dx =
ò2 x x2 - 1
dx ...(1)
x
Put x2 - 1 = t \ x2 = t2 + 1 ; Differentiate dx = dt
x -1
2
dx dt dt
\ = = ; when x = 2, t = 3 ; when x = •, t = •
x x -1 2 x 2
t +12
¥ ¥ 1 dt ¥
ò
1
\ From (1),
ò
2
f ( x) dx = ×
3 t t2 + 1
=
ò 3 2
t (t + 1)
dt
\ 1 = A (t2 + 1) + t (Bt + C)
Put t = 0 on both sides, we get 1 = A
Comparing coefficients of t2 and t on both sides; 0 = A + B \ B = – 1, 0 = C
1 1 t
\ = - 2
t (t + 1)
2
t t +1
¥
¥ ¥ æ1 t ö 1
\
ò 2
f ( x) dx =
ò 3
çt - 2
è
÷ dt = log t – 2 log (t + 1)
t + 1ø
2
3
¥ ¥
t 1
= log = log
2 1
t +1 3 1+ 3
t2
3 3
= log 1 – log = - log = finite
2 2
¥
\
ò
2
f ( x) dx converges and hence S un converges.
¥
1
Example 3. Show that the series ån
1
p
converges if p > 1 and diverges if 0 < p £ 1. (P.T.U., Dec. 2011)
1
Sol. Here un = = f(n)
np
1
\ f(x) =
xp
For x ≥ 1, f (x) is +ve and monotonic decreasing.
\ Cauchy’s Integral Test is applicable.
Case I. When p π 1
¥
¥ ¥ 1 ¥ é x - p +1 ù
ò 1
f ( x ) dx =
ò
1 xp
dx =
ò1
x - p dx = ê ú
ëê - p + 1 ûú1
312 A TEXTBOOK OF ENGINEERING MATHEMATICS
¥ ¥
1 é 1 ù
Sub-Case 1. When p > 1, p – 1 is +ve, so that ò1
f ( x ) dx = -
p - 1 êë x p -1 úû1
1 1
=– [0 - 1] = = finite
p -1 p -1
¥
fi
ò
1
f ( x) dx converges fi Sun is convergent.
1
Case II. When p = 1, f (x) =
x
¥
¥ ¥ 1 é ù
ò 1
f ( x) dx =
ò1 x
dx = êlog x ú = • – log 1 = • – 0 = •
ë û1
¥
fi
ò
1
f ( x) dx diverges fi Sun is divergent.
un = ne- n = f (n)
2
Sol. Here
f (x) = x e - x
2
\
For x ≥ 1, f (x) is +ve and monotonic decreasing
\ Cauchy’s Integral Test is applicable.
¥ ¥
ò ò
2
Now, f ( x ) dx = xe - x dx.
1 1
Put x2 = t \ 2xdx = dt
¥
¥ dt e- t 1 1
ò
-t
= e = =0+ = = finite
1 2 -2 1
2e 2e
¥
fi ò1
f ( x) dx converges and hence by Integral Test S un converges.
¥
1
Example 5. Discuss the convergence of the series : å n(log n)
n=2
p
, (p > 0).
¥ dx
Hence show that
ò2 x(log x ) p
( p > 0 ) converges if and only if p > 1. (P.T.U., Dec. 2004)
INFINITE SERIES 313
1 1
Sol. Here un = p
= f (x) \ f (x) =
n(log n) x(log x) p
For x ≥ 2, p > 0, f (x) is +ve and monotonic decreasing.
¥ ¥
\ By Cauchy’s Integral Test å
n=2
un and ò2
f ( x) dx converge or diverge together.
Case I. When p π 1
¥
¥ ¥ 1 é (log x ) - p +1 ù
ò ò
-p
f ( x) dx = (log x ) . dx = ê ú
2 2 x êë - p + 1 úû 2
é [ f ( x )]n +1 ù
êQ
ëê
ò [ f ( x )]n f ¢ ( x) dx =
n +1
, n ¹ - 1ú
ûú
¥
¥ 1 é 1 ù
Sub-Case 1. When p > 1, p – 1 is +ve, so that
ò2
f ( x) dx = - ê ú
p - 1 ë (log x) p -1 û 2
1 é 1 ù 1
=– ê0 - p -1 ú =
= finite
p -1 ë (log 2) û ( p - 1)(log 2) p -1
¥ ¥
fi ò 2
f ( x) dx converges fi åu
n=2
n converges.
1
Case II. When p = 1, f (x) =
x log x
1
¥
¥ ¥ dx ¥
x dx = élog log ù
ò 2
f ( x) dx = ò 2 x log x
= ò2 log x ê
ë
xú
û2
é f ¢ ( x) ù
= • – log log 2 = • êQ
ë
ò f ( x)
dx = log f ( x )ú
û
¥ ¥
fi
ò 2
f ( x) dx diverges fi åu
n=2
n diverges.
¥ ¥ dx
Since åu
n=2
n converges for p > 1 as discussed in case I \
ò 2 x(log x) p
also converges for p > 1.
314 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
Example 6. Using the integral test, discuss the convergence of å ( n log n ) (log log n ) p
; p > 0.
1
Sol. un = = f(n)
( n log n ) (log log n) p
1
\ f (x) =
( x log x ) (log log x) p
Clearly, for x ≥ 2, f (x) is +ve and monotonic decreasing \ Integral test is applicable
¥ ¥
\ By Cauchy’s Integral Test åu
n=2
n and
ò 2
f ( x) dx behave alike
¥ ¥ 1
\
ò 2
f ( x ) dx =
ò 2 ( x log x) (log log x ) p
dx …(1)
¥ æ 1 ö [ f ( x )]n+1
ò [ f ( x)] f ¢(x) dx =
n
=
ò2
(log log x) - p ç
è x log x ÷ø
dx Q
n+1
¥
(log log x) - p +1
= when p π 1.
- p +1 2
1 ì ï1 1 ü
ï 1
=– í - p - ý= p -1
= finite
p -1 î
ï ¥ (log log 2) þ 1
ï ( p - 1) (log log 2)
\ S un converges for p > 1.
1
¥ ¥ x log x
Case 3. When p = 1, from (1),
ò 2
f ( x) dx =
ò 2 log log x
dx, which is of the type
f ¢ ( x) ¥
ò
¥
f ( x)
dx = log f (x) \
ò2
f ( x) dx = log log log x 2
= • (not finite)
\ S un diverges.
Hence S un converges for p > 1 and diverges for p £ 1.
INFINITE SERIES 315
¥
8 tan-1 n
Example 7. Test the convergence of the series å
n=1 1 + n2
. (P.T.U., May 2002)
8 tan -1 n
Sol. Here un = = f (x)
1 + n2
8 tan -1 x
\ f (x) =
1 + x2
Clearly for x ≥ 1 f (x) is +ve and monotonic decreasing
\ Cauchy’s Integral Test is applicable
¥ ¥ 8 tan -1 x ¥ æ 1 ö
Now,
ò
1
f ( x ) dx =
ò
1 1 + x2
dx =
ò
1
8 tan -1 x ç ÷ dx
è 1 + x2 ø
¥
8 (tan -1 x ) 2 [ f ( x )]2
=
2
1
Q ò f ( x) f ¢ ( x) dx =
2
ìïæ p ö 2 æ p ö 2 üï
= 4 . {(tan–1 •)2 – (tan–1 1)2} = 4 . íç ÷ - ç ÷ ý
ïîè 2 ø è 4ø ï
þ
é1 1 ù 12
= 4p2 ê - ú = 4p2 . = 3p2, which is finite
ë 4 16 û 16
\ By Cauchy’s Integral Test
¥
¥ 8 tan -1 n
ò1
f ( x ) dx and hence S un i.e., å
n =1 1 + n2
converges.
1. å 2n1+ 3 2. å n(n1+ 1) 3. å
1
n
2n3
4. å (n +11) 2
5. ån 4
+3
6. å (n 2
n
+ 1) 2
.
ANSWERS
1. Divergent 2. Convergent 3. Divergent 4. Convergent
5. Divergent 6. Convergent.
5.28. LEIBNITZS TEST ON ALTERNATING SERIES (P.T.U., Dec. 2007, May 2014)
Statement. The alternating series S(– 1)n–1 un = u1 – u2 + u3 – u4 + ...... (un > 0 " n) converges if
(i) un > un+1 " n (ii) Lt un = 0.
n® ¥
316 A TEXTBOOK OF ENGINEERING MATHEMATICS
Proof. Let Sn denote the nth partial sum of the series S (– . un. 1)n–1
S2n = u1 – u2 + u3 – u4 + u5 – ...... – u2n–2 + u2n–1 – u2n
= u1 – (u2 – u3) – (u4 – u5) ...... – (u2n–2 – u2n–1) – u2n
= u1 – [(u2 – u3) + (u4 – u5) + ...... + (u2n–2 – u2n–1) + u2n]
< u1 [Q un > un+1 and un > 0 for all n]
fi The sequence {S2n} is bounded above.
Also S2n+2 = S2n + u2n+1 – u2n+2
fi S2n+2 – S2n = u2n+1 – u2n+2 > 0 for all n fi S2n+2 > S2n
fi The sequence {S2n} is monotonically increasing.
Since every monotonically increasing sequence which is bounded above converges, therefore, the
sequence {S2n} converges. Let it converge to S, then Lt S2n = S
n® ¥
=S+0 [Q Lt un = 0]
n® ¥
=S
fi The sequences {S2n} and {S2n+1} converge to the same real number S.
\ Given e > 0, there exist positive integers m1 and m2 such that
| S2n – S | < e " 2n > m1 and | S2n+1 – S | < e " 2n + 1 > m2
Let m = max. {m1, m2}, then
| S2n – S | < e " n > m and | S2n+1 – S | < e " n > m
fi | Sn – S | < e " n > m
\ The sequence {Sn} converges to S.
Hence the given series is convergent.
Note. The alternating series will not be convergent if any one of the two conditions is not satisfied.
ILLUSTRATIVE EXAMPLES
Example 1. Examine the convergence of the following series :
1 1 1 1 1 1 (-1)n
(i) 1 –
2
+
3
-
4
+ ....... ¥ . (ii) 1 - + - + ...... ¥ or
2 3 4 å n
(P.T.U., May 2004) (P.T.U., May 2010, 2014)
Sol. (i) It is an alternating series
1 1
un = , un + 1 =
n n +1
1 1
> "n \ un > un + 1 " n
n n +1
\ First condition of Leibnitz’s test is true
1
Lt un = Lt =0
n®¥ n®¥ n
INFINITE SERIES 317
Second condition of Leibnitz’s test is also true.
\ Both the conditions of Leibnitz’s test are satisfied.
\ The given series is convergent.
(ii) It is an alternating series
1 1
un = ; un+1 =
n n +1
1 1
> "n
n n +1
\ un > un+1 " n
\ First condition of Leibnitz’s test is true and satisfied
1
Now, Lt un = Lt =0
n®¥ n®¥ n
\ Second condition of Leibnitz’s test is also satisfied
\ Given series is convergent.
Example 2. Examine the convergence of the series :
3 4 5 1 1 1 1
(a) 2 – + - + ...... (b) - (1 + 2 ) + (1 + 2 + 3) – (1 + 2 + 3 + 4) + ......
2 3 4 23 33 43 53
Sol. (a) It is an alternating series
n +1 n+2
(i) un = , un+1 =
n n +1
n + 1 n + 2 (n + 1)2 - n(n + 2) 1
un – un+1 = - = = >0 "n
n n +1 n(n + 1) n(n + 1)
fi un > un+1 " n
n +1 æ 1ö
(ii) Lt un = Lt = Lt ç1 + ÷ = 1 π 0.
n® ¥ n® ¥ n n®¥ è nø
Since the second condition of Leibnitz’s Test is not satisfied, the series is not convergent.
(b) It is an alternating series.
1 1 n(n + 1) 1 n
(i) un = [1 + 2 + 3 + ...... + n] = × = ×
( n + 1) 3
( n + 1) 3
2 2 ( n + 1) 2
1 n +1
un+1 = ×
2 (n + 2) 2
1 é n n + 1 ù 1 n(n + 2) 2 - ( n + 1)3
un – un+1 = ê - ú=
ëê (n + 1) (n + 2)2 ûú 2 (n + 1)2 (n + 2) 2
2 2
1 n2 + n - 1
= × >0 "n
2 (n + 1) 2 (n + 2) 2
fi un > un+1 " n
318 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
n n
(ii) Lt un = Lt = Lt = 0.
n® ¥ n® ¥ 2(n + 1) 2 n® ¥ æ 1ö
2
2 ç1 + ÷
è nø
Since both the conditions of Leibnitz’s Test are satisfied, the given series is convergent.
¥
( - 1 )n -1 . n
Example 3. Test the convergence of the following series : å
n=1
2n - 1
.
¥
(- 1)n -1 . n 1 2 3 4
Sol. The given series is å
n =1
2n - 1
= - + - + ......
1 3 5 7
It is an alternating series
n n +1
(i) un = , un+1 =
2n - 1 2n + 1
1
un – un+1 = >0 "n fi un > un+1 " n
4n - 1
2
n 1 1
(ii) Lt un = Lt = Lt = π 0.
n® ¥ 2n - 1 n ® ¥ 2 1 2
n® ¥
-
n
Here the second condition of Leibnitz’s Test is not satisfied. Hence the given series is not convergent.
Example 4. Examine the convergence of the series
1 1 1 1 1 1 1
1+ 2
- 2
- 2
+ 2
+ 2
- 2
- +L ¥ .
2 3 4 5 6 7 82
Sol. The given series can be rearranged in the form
æ 1 1 1 ö æ 1 1 1 ö
çè 1 - 2 + 2 - 2 + ¼ ¥÷ø + çè 2 - 2 + 2 ¼ ¥÷ø
3 5 7 2 4 6
= S (– 1)n – 1 un + S (– 1)n–1 vn
n–1
Consider S(–1) un , which is an alternating series
1
where un =
(2 n - 1) 2
(Q 1, 3, 5, … are in A.P. and its nth term = 2n – 1)
1 1
> \ un > un+1
(2 n - 1) 2
(2 n + 1) 2
1
and Lt un = Lt =0
n®¥ n®¥ (2 n - 1) 2
\ Both conditions of Leibnitz’s test are satisfied
\ S (–1)n–1 un is convergent.
1
Now, for S (– 1)n–1 vn ; vn =
(2n)2
INFINITE SERIES 319
1 1 1
As > \ vn > vn+1 and Lt vn = Lt
=0
(2 n) 2
(2 n + 2) 2
(2n)2 n®¥ n®¥
\ Both conditions of Leibnitz’s test are satisfied by S (– 1)n–1 vn. Therefore, both S (– 1)n–1 un and
S (–1)n–1 vn are convergent \ Their sum is also convergent.
Hence given series is convergent.
1 1 1 1 1 1
Example 5. The series - + - + - + ...... ¥ , does not meet one of the conditions of Leibnitz’s
3 2 9 4 27 8
test which one ? Find the sum of this series. (P.T.U., Dec. 2004)
Sol. The given series is
æ 1 1 ö æ 1 1 ö æ 1 1ö æ 1 1ö
çè 3 - 2 ÷ø + çè 9 - 4 ÷ø + çè 27 - 8 ÷ø + .... + çè n - n ÷ø + ....¥
3 2
1 1
Here un = n
-
3 2n
1 1
un + 1 = -
3n + 1 2n + 1
æ 1 1 ö æ 1 1 ö 2 1
un – un + 1 = ç n - n + 1 ÷ - ç n - n + 1 ÷ = n + 1 - n + 1
è3 3 ø è2 2 ø 3 2
2 n + 2 - 3n + 1
= <0 "n
6n + 1
\ un < un + 1 " n i.e., un >| un + 1 " n
\ First condition of Leibnitz’s test is not satisfied
1 1
whereas second condition i.e., Lt un = Lt - = 0 is satisfied.
n®¥ n®¥ 3n 2n
Now sum of the series
æ1 1 1 ö æ1 1 1 ö
=ç + + + ..... ¥÷ - ç + + + ..... ¥÷
è 3 9 27 ø è2 4 8 ø
a
both are infinite G.Ps and sum of an infinite G.P. =
1- r
1 1
3 2 1 1
\ Sum of the given series = - = -1= - .
1 1 2 2
1- 1-
3 2
TEST YOUR KNOWLEDGE
Examine the convergence of the following series :
1 1 1 1 1 1
1. 1 – + - + ...... • 2. 1 – + - + ...... to •
2 3 4 22 32 42
1 1 1 1 1 1 1
3. 1 – + – + ...... to • 4. - + - + ...... to • (a > 0, b > 0)
2 2 3 3 4 4 a a + b a + 2b a + 3b
¥
(- 1)n -1
å
1 1 1 1
5. - + - + ...... to • 6.
log 2 log 3 log 4 log 5 n!
n =1
320 A TEXTBOOK OF ENGINEERING MATHEMATICS
¥ ¥
( - 1) n -1 n( - 1)n -1
7. å
n =1
3n – 2
8. ån =1
5n
¥
n
å (- 1)
1 1 1 1 n -1
9. - + - + ...... to • 10.
2 +1 3 +1 4 +1 5 +1 2
n +1
n =1
¥
cos np
11. å
n =1
n2 + 1
[Hint: cos np = (– 1)n] (P.T.U., May 2012)
ANSWERS
1. Convergent 2. Convergent 3. Convergent 4. Convergent
5. Convergent 6. Convergent 7. Convergent 8. Convergent
9. Convergent 10. Convergent 11. Convergent.
Def. If a convergent series whose terms are not all positive, remains convergent when all its terms are
made positive, then it is called an absolutely convergent series, i.e.,
The series Sun is said to be absolutely convergent if S | un | is a convergent series.
A series is said to be conditionally convergent if it is convergent but does not converge absolutely.
Example 1. Test whether the following series are absolutely convergent or conditionally convergent.
¥
1 1 1 ( - 1)n - 1
(a) 1 –
22
+
32
-
42
+ ...... (P.T.U., Dec. 2006) (b) å
n =1
2n - 1
. (P.T.U., Dec. 2012)
1 1 1
Sol. (a) The series is + - 1– + ......
2 2 32 4 2
(i) In this alternating series, each term is less than the preceeding term numerically.
1
(ii) Moreover un = , which Æ 0 as n Æ •.
n2
Hence the series satisfies both the conditions of the test on alternating series and so the given series
converges.
Again when all the term of the series are made positive, the series becomes
å
1 1 1 1
| un | = 1 + 2
+ 2
+ 2
+ ...... = S , which is a p-series, where p = 2 > 1
2 3 4 n2
\ S | un | is a convergent series.
Thus the given series converges absolutely.
¥
(- 1)n -1
å
1
(b) = S (– 1)n–1 un (say), where un =
n =1
2n - 1 2n - 1
1 1 1
Putting n = 1, 2, 3, ......, the series becomes 1 – + - + ......
3 5 7
INFINITE SERIES 321
The series is clearly an alternating series.
The terms go on decreasing numerically and
1
Lt un = Lt =0
n®¥ n ® ¥ 2n - 1
å
1 1 1
| un | = 1 + + + + ......
3 5 7
1 1
Here un = . Take vn = .
2n - 1 n
un n é 1 ù 1
\ = Lt
Lt = Lt = = finite π 0
vn n ® ¥ 2n - 1 n ® ¥ ê 2 1 ú 2
n®¥
ê - ú
ë nû
Hence by comparison test series Sun and Svn behave alike.
1
But Svn = S is a divergent series (3 here p = 1), \ Sun also diverges.
n
Hence the given series converges, and the series of absolute terms diverges, therefore the given series
converges conditionally.
¥
5.30. EVERY ABSOLUTELY CONVERGENT SERIES IS CONVERGENT OR IF å |u
n =1
n |
¥
5.30. IS CONVERGENT THEN åu
n=1
n IS CONVERGENT
¥
Proof. Let åu
n =1
n be an absolutely convergent series.
¥
\ å |u
n =1
n | is convergent.
By Cauchy’s general principle of convergence, given e > 0, $s a positive integer m such that
|| um+1 | + | um+2 | ...... | un || < e " n > m
or | um+1 | + | um+1 | + ...... + | un | < e " n > m ...(1)
Now, by triangle inequality, we have
| um+1 + um+2 + ...... + un | £ | um+1 | + | um+2 | + ...... + | un | < e " n > m [Using (1)]
¥
\ By Cauchy’s general principle of convergence, the series åu
n =1
n is convergent.
(- 1)n -1
å å n is divergent.
1
But the series =
n
Note 2. The divergence of S | un | does not imply the divergence of Sun.
(- 1)n -1 (- 1) n -1
å å n is divergent whereas å
1
For example, = is convergent.
n n
Def. A series of the form a0 + a1x + a2x2 + … + anxn + … •, where a’s are independent of x, is called a power
series in x. Such a series may converge for some or all values of x.
¥
Interval of Convergence. If the power series is åax
n=0
n
n
, then take un = anxn
¥
\ Series become åu
n=0
n , where un = anxn.
As in power series a’s can be +ve as well as –ve \ for convergence of S un we test the convergence
of S | un | 3 every absolutely convergent series is a convergent series.
un a x n n +1 an 1 an 1
\ = n x = . = .
un + 1 an + 1 an + 1 x an + 1 | x |
an
Let Lt =l
n®0 an + 1
un l
\ Lt =
un + 1 |x|
l
\ S |un| converges if >1 (By Ratio test)
|x|
\ S un converges for | x | < l i.e., for – l < x < l
\ The power series converges in the interval (– l, l) and diverges outside this interval.
Interval (– l, l) is called the Interval of Convergence of the power series.
sin x sin 2x sin 3x
Example 2. Prove that the series - + – ...... converges absolutely.
13 23 33
¥ ¥
(- 1)n -1 sin nx
Sol. The given series is å
n =1
un = å
n =1 n3
| sin nx |
å n converges by p-series test 3 here p = 3 > 1.
1 1
Since | un | = 3
£ 3
" n and 3
n n
\ By comparison test, the series å | u | converges. n
fi The given series converges absolutely.
¥
Example 3. For what value of x does the series å ( - 1) ( 4x + 1)
n=0
n n
converges absolutely.
un 1
Lt =
n®¥ un + 1 | 4 x + 1|
1
\ By ratio test S | un | converges if >1
| 4 x + 1|
i.e., | 4x + 1 | < 1 or | 4x – (– 1) | < 1
or – 1 – 1 < 4x < – 1 + 1
or – 2 < 4x < 0 |3 |x–a|<l fi a–l<x<a+l
1
or – <x<0
2
1 æ 1 ö
Hence the given series converges absolutely for – <x<0 i.e., when x Œ ç - , 0÷ .
2 è 2 ø
¥
( – 1) n
Example 4. Test the absolute convergence of the series å n (log x)
n= 2
2
. (P.T.U., May 2012)
(- 1)n
Sol. Here un =
n log x
2
1
| un | = = f ( x ) say
n (log x ) 2
Apply Cauchy’s Integral test
¥ ¥ ¥
1 æ 1ö
ò f (x) dx = ò ò (log x)
-2
dx = çè x ÷ø dx
x (log x)2
2 2 2
-1 ¥ ¥
(log x) 1
= = -
-1 log x 2
2
1 1
= 0+ = which is finite
log 2 log 2
¥
\
ò f (x) dx is convergent
2
\ By Cauchy’s Integral test
324 A TEXTBOOK OF ENGINEERING MATHEMATICS
¥ ¥
åu
n=2
n and
ò f (x) dx converge or diverge together and
2
¥
3
ò f (x) dx converges
2
¥
\ åu
n=2
n converges
xn
S un = S (– 1)n–1
n
xn | x |n | x |n +1
| un | = = ; | un+1 | =
n n n +1
| un | | x |n n + 1 n + 1 1
= . = .
| un +1 | n | x |n +1 n |x|
| un | æ 1ö 1 1
Lt = Lt ç 1 + ÷ . =
n®¥ | un +1 | n ® ¥ è ø
n |x| |x|
By Ratio test S | un | converges when
1
>1 i.e., | x | < 1 i.e., – 1 < x < 1
|x|
1
and diverges when < 1 i.e., | x | > 1 i.e., for x > 1 or x < – 1
|x|
Ratio test fails when | x | = 1 i.e., when x = ± 1.
1 1 1
\ When x = 1, the series becomes 1 – + - + … •, which is an alternating series and is convergent.
2 3 4
(see S.E. 1 art. 5.28)
When x = – 1, the series becomes
1 1 1
–1– - - +…•
2 3 4
æ 1 1 1 ö
= – ç1 + + + + ¼ ¥÷
è 2 3 4 ø
INFINITE SERIES 325
un 1 2n + 1 2
= n ( x - 2) n . n +1
=
un + 1 2 ( x - 2) | x - 2|
un 2
Lt =
n®¥ un + 1 | x - 2|
\ By Ratio’s test the series S | un | is convergent
2
if >1 or |x–2|<2 or 2 – 2 < x < 2 + 2 or 0 < x < 4
| x - 2|
\ S| un | is convergent for 0 < x < 4.
As every absolutely convergent series is convergent
n
æ 1ö
\ å un = å n
çè - ÷ø (x – 2) is convergent for 0 < x < 4
2
1 1
Now sum of the series = 1 – (x – 2) + (x – 2)2 + ...... • is an infinite G.P. with first term 1 and common
2 4
1 1 1
ratio – (x – 2) and | C . R | = - ( x - 2) < |x–2|<1
2 2 2
1 1 é a ù
\ Sum of the series = =
x-2 êS = ú
é 1 ù ë 1- rû
1 - ê- ( x - 2) ú 1 +
ë 2 û 2
2 2
= = for 0 < x < 4.
2+x-2 x
326 A TEXTBOOK OF ENGINEERING MATHEMATICS
un ù
\ Lt > 1 " x \ Sun converges for all values of x ú
un +1 úû
x3 x5 x 7 x2 x3 x4
(iii) x – + - + ...... (iv) x – + - + ......
3 5 7 22 32 42
¥
tan - 1 n
3. Discuss the convergence of the series å (- 1)
n =1
n
1 + n2
(P.T.U., May 2003)
ANSWERS
2. (i) – 1 < x £ 1 (ii) all x (iii) – 1 < x < 1 (iv) – 1 < x £ 1.
3. Convergent.
Let u n (x) be a real valued function defined on an interval I and for each n Œ N. Then
¥
u1(x) + u2(x) + u3(x) +..... = å u ( x) is called an infinite series of functions each of which is defined on the
n =1
n
interval I.
Let Sn (x) = u1(x) + u2(x) + ....... + un (x) be the nth partial sum of å u ( x) .
n
a positive integer m depending only on e and independent of x such that for every
x Œ I, | Sn (x) – S (x) | < e " n > m.
INFINITE SERIES 327
Note. The method of testing the uniform convergence of a series å u (x) , by definition, involves finding S (x)
n n
which is not always easy. The following test avoids Sn (x).
¥
Statement. A series å u ( x ) of functions converges uniformly and absolutely on an interval I if there
n=1
n
¥
exists a convergent series åM
n=1
n of positive constants such that un (x) | £ Mn " n Œ N and " x Œ I.
¥
Proof. Since åM
n =1
n is convergent, by Cauchy’s general principle of convergence, for each e > 0, there
¥
Hence the series å u ( x) converges uniformly and absolutely on I.
n =1
n
sin ( x 2 + nx )
Sol. (i) Here un (x) =
n(n + 2)
sin ( x 2 + nx) | sin ( x 2 + nx ) | 1 1
\ | un (x) | = = £ < 2 ( = Mn ) " xŒR
n(n + 2) n( n + 2) n(n + 2) n
328 A TEXTBOOK OF ENGINEERING MATHEMATICS
¥ ¥
å å
1
Since Mn = is convergent, therefore, by M-test, the given series is uniformly convergent for
n =1 n =1 n2
all real x.
cos nx
(ii) Here un (x) =
np
cos nx | cos nx | 1
\ | un (x) | = = £ (= Mn) " x Œ R.
np np np
¥ ¥
å ån
1
Since Mn = p
is convergent for p > 1, therefore, by M-test, the given series is uniformly
n =1 n =1
convergent for all real x and p > 1.
1
(iii) Here un (x) =
n + nq x2
p
å ån
1
Since Mn = p
is convergent for p > 1.
n =1 n =1
Therefore, by M-test, the given series is uniformly convergent for all real x and p > 1.
¥ ¥
(iii) å
n =1
r n cos n2 x (iv) år
n =1
n
sin a n x .
ANSWERS
1. Uniformly convergent for all real x 2. Uniformly convergent for all real x
3. Uniformly convergent for all real x 4. Uniformly convergent for all real x.
INFINITE SERIES 329
5.34. HOW TO TEST A SERIES FOR CONVERGENCE?
We have four types of infinite series,
(1) Positive term series
(2) Geometric series
(3) Alternating series
(4) Power series
(i) For positive terms series first find un and if possible evaluate Lt un. If limit of un is π 0, the series is
n® ¥
åu åv
1
divergent. If limit of un = 0, then compare n with n , where vn is always of the type ; compare
np
åu ån
1
n with p
and
5. Necessary and sufficient condition for the convergence of monotonic sequence is that it is bounded.
6. (i) A monotonic increasing sequence which is bounded above converges and if it is not bounded above it
diverges to + •.
(ii) A monotonic decreasing sequence which is bounded below converges and if it not bounded below diverges
to – •.
¥
7. Infinite series: If {un} is a sequence of real numbers, then the expression åu
n =1
n = u1 + u2 + …+ un + … • is
¥ ¥
(ii) If Lt un π 0, then
n®¥ åu
n =1
n is not convergent. But if åu
n =1
n is a +ve term series, then if Lt un π 0, then
n®¥
åu
n =1
n diverges to + • 3 a +ve term series either converges or diverges to + •.
9. Cauchy’s general principle of convergence: The necessary and sufficient condition for the convergence of
infinite series is that given e > 0, however small $s a +ve integer m such that | Sn+p – Sn | < e for n ≥ m and pŒN.
i.e., | un+1 + un+2 … un+p | < e for n ≥ m and pŒN.
10. Comparison tests: If S un and S vn are two +ve term series, then:
Test 1. (a) If un £ K vn (K > 0) " n > m and S vn is convergent, then S un is also convergent
(b) un ≥ k vn (k > 0) " n > m and S vn is divergent, then S un is also divergent.
un
Test 2. h < < k (h, k > 0) " n > m both S un and S vn converge and diverge together.
vn
un
Test 3. (i) If Lt = l (finite and non-zero), then S un and S vn both converge and diverge together.
n®¥ vn
un
(ii) If Lt = 0 and S vn converges, then S un also converges.
n®¥ vn
un
(iii) If Lt = • and S vn diverges, then S un also diverges.
n®¥ vn
un
(iv) If Lt = • and S un converges, then S vn also converges.
n®¥ vn
un v
Test 4. (i) If > n for n > m and S vn is convergent, then S un is also convergent.
un +1 vn +1
un v
(ii) If < n for n > m and S vn is divergent, then S un is also divergent.
un +1 vn +1
INFINITE SERIES 331
ån
1
11. P-Series or Hyper-Harmonic Series: The series of the type p
is known as p-series of hyper harmonic
series and it converges if p > 1 and diverges if p £ 1.
un
12. D’ Alembert’s Ratio Test: If S un is a +ve term series and Lt = l. Then S un is convergent if l > 1 and
n®¥ un +1
divergent if l < 1 when l = 1 ; Ratio test fails.
é u ù
13. Raabe’s Test: If S un is a +ve terms series and Lt n ê n - 1ú = l, then S un converges if l > 1 and diverges if
n®¥ u
ë n +1 û
l < 1 Raabe’s test fails when l = 1.
un
14. Logarithmic Test: If S un is a +ve term series and Lt n log = l, then S un converges if l > 1 and diverges
n®¥ un +1
if l < 1
Logarithmic test fails when l = 1.
un un l æ 1ö
15. Gauss Test: If S un is a +ve term series can be expressed as =1 + + 0 ç 2 ÷ , then S un
un + 1 un + 1 n èn ø
converges if l > 1 and diverges if l £ 1.
1
16. Cauchy’s root Test: If S un is a +ve term series and Lt
n®¥
un n = l, then S un is a convergent series if l < 1 and
divergent if l > 1. Cauchy’s root test fails where l = 1.
17. Cauchy’s Integral Test: If f(x) is a non-negative, monotonic decreasing function of x such that f(n) = un for all
¥
positive integral values of n, then S un and
ò1
f ( x) dx converge or diverge together.
¥
18. Leibnitz’s Test on Alternating Series: The alternating series å (- 1)
n=1
n +1
un converges if
¥
23. Uniform Convergence of Series of functions: A series å u ( x) converges uniformly to a function S(x) if for
n =1
n
e > 0; $s a +ve integer m depending on e and independent of x such that for every x Œ I, | Sn (x) – S (x) | < e "
n > m.
24. Weierstrass’s M-test: A series S un (x) of functions converges uniformly and absolutely on an interval I if $s a
¥
convergent series åM
n =1
n of +ve constants such that, | un (x) | £ Mn " n Œ N and "xŒI
332 A TEXTBOOK OF ENGINEERING MATHEMATICS
[Hint: See art. 5.17] (P.T.U., Dec. 2003, May 2004, Jan. 2009, May 2011)
¥
n
10. Show that å
n =1
2(n + 1)
is divergent. [Hint: S.E. 11(ii) art. 5.21]
å n (n + 1)
1
(i) [Hint: S.E. 8 (iii) art. 5.21]
å n log n
1
(ii) [Hint: S.E. 12 (ii) art. 5.21]
n2 + 1
(iii) ån 3
+1
[Hint: S.E. 13 (ii) art. 5.21] (P.T.U., May 2006)
å sin n
1
(iv) (P.T.U., Dec. 2010)
n =1
é 1 1
ê sin sin
1 un un
å v = å n diverges
1 n n 1
ê Hint : Let un = sin ; vn = ; = ; Lt = Lt = 1 and n
ê n n vn 1 n ® ¥ vn n ® ¥ 1
¹0
êë n n
\ åu n diverges ùú
û
n +1
(v) å np
[Hint: S.E. 10 (ii) art. 5.21]
INFINITE SERIES 333
1 1 1 1
(vi) + + + + … •.
2 32 23 34
é æ1 1 ö æ 1 1 ö
ê Hint : ç + 3 + ¼ ¥÷ + ç 2 + 4 + ¼ ¥÷ both and G.Ps with C.R. < 1 \ convergent]
ë è 2 2 ø è 3 3 ø
é ù
ån
1 1 1 1 1 1
(vii) + +
1.4 2.5 3.6
+ … •. ê Hint : un = n( n + 3) = æ 3ö
. Take S vn = 2
which is convergent ú
ê 2
n ç 1 + ú
êë è n ÷ø úû
3
+5
(viii) å 24nn 5
+1 ë
é 1 ù
. ê Hint : Take vn = 2 ú
n û
¥
é 1 ù
ån
1 1
(ix) p
. ê Hint : un = . Take vn = ú
( n + 1) p
ê æ 1ö
p
n2 p ú
n =1 n 2 p ç1 +
êë è n ÷ø úû
æ 1ö 1
¥ n ç1 + ÷ 1+
n +1 è nø
å n ; Take v = 1 ]
1
(x) . [Hint: un = =
n (2n - 1) æ 1ö n 2- 1 n
n =1 n2 ç 2 - ÷
è nø n
12. If S un and S vn are two +ve term series then
un
(i) If Lt = l (finite and non-zero), then S un and S vn both converge and diverge together.
n®¥ vn
[Hint: See art. 5.20 Test III(i)]
un
(ii) If Lt = • and S vn diverges, then S un also diverges. [Hint: See art. 5.20 Test III(iii)]
n®¥ vn
un
(iii) Lt = 0 and S vn converges, then S un also converges. [Hint: See art. 5.20 Test III(ii)]
n®¥ vn
an
13. Suppose an > 0, bn > 0 " n Œ N. If
= • and S an converges. Can anything be said about S bn ? Give
Lt
bn n®¥
reason for your answer. [Hint: See art. 5.20 Test III (iv)]. (P.T.U., Dec. 2004)
14. Test for convergence of the series:
n2 + 1
(i) ån 3
+1
(P.T.U., May 2006) (ii) å 1
n + n +1
(P.T.U., Dec. 2003)
[Hint: S.E. 13 (ii) art. 5.21] [Hint: S.E. 11 (i) art. 5.21]
å å
1 3
(iii) (P.T.U., Dec. 2002) (iv) 3 n3 + 1 - n3 (P.T.U., May 2007)
n log n
[Hint: S.E. 12(ii) art. 5.21] [Hint: S.E. 16 (ii) art. 5.21]
¥
15. Test the convergence/divergence of the series å
n =1
n4 + 1 - n4 - 1 . (P.T.U., Dec. 2012)
n
17. Show that å 1+ 2 -n
is divergent.
é n ¥ ù
ê Hint : Lt - n
= = ¥ ¹ 0 and S un is +ve term series \ divergent ú
ëê n®¥ 1+ 2 1+ 0 úû
n
æ ö
18. Show that å çè n n+ 1÷ø is divergent.
é æ n ö
n
1 1 ù
ê Hint : Lt ú
ê ç ÷ = n®
n ® ¥ è n + 1ø
Lt
¥
=n e
¹ 0. Also S u n is +ve
ú
æ 1ö
ê çè 1 + n ÷ø ú.
ê ú
ê term series \ S un is divergent ú
ë û
1 1 1
19. Is the series 1 + + + + … •. summable ? If so find its sum. [Hint: See S.E. 3 (iii) art. 5.10]
2 2 2 23
20. State Cauchy’s root test and prove the following:
ån
1
(i) n
is convergent
(ii) å5 - n - ( - 1) n
is convergent
é ù
æ n öú
ê 1
1 1 1 ( - 1)
ê Hint : Lt un n = 5 ´ ( - 1) n = ´ 1 = < 1 \ convergent ç3
-1
Lt = 0÷ ú
ê n ®¥ 5 5 è n®¥ n øú
ë 5 n û
n
æ n + 1ö
(iii) å çè 3n ÷ø
is convergent
- n3/ 2
æ 1 ö
(iv) å çè1 + n ÷ø is convergent. [Hint: S.E. 3 (ii) art. 5.26] (P.T.U., May 2008)
å
1
(v) . [Hint: S.E. 1 (iii) art. 5.26] (P.T.U., Dec. 2002)
n=2
(log n) n
n2
æ n ö
(vi) å çè n + 1÷ø . [Hint: S.E. 1 (i) art. 5.26] (P.T.U., May 2009, Dec. 2012)
8 tan -1 n
(ii) å 1 + n2
is convergent. [Hint: See S.E. 7 art. 5.27] (P.T.U., May 2002, Dec. 2005)
INFINITE SERIES 335
¥
22. Apply Cauchy’s Integral test to test the convergence of the series å1/ n
n =1
p
. [Hint: S.E. 3 art. 5.27]
xn +1
23. Test the convergence of the series å (n + 1) n
. [Hint: S.E. 10 art. 5.22]
1 1 1 1 1 1 1 1
24. The series - + - + - + ¼ n - n + … • does not meet one of the conditions of Leibnitz’s test,
3 2 9 4 27 8 3 2
which one ? Find the sum of the series. [Hint: S.E. 5 art. 5.28] (P.T.U., Dec. 2004)
25. Examine the convergence of the following series:
1 1 1
(i) 1 – + - + … •. [Hint: S.E. 1 (ii) art. 5.28] (P.T.U., May 2010)
2 3 4
1 1 1
(ii) 1 – + - + … •. [Hint: S.E. 1 (i) art. 5.28]
2 3 4
3 4 5
(iii) 2 – + - + … •. [Hint: S.E. 2 (i) art. 5.28]
2 3 4
1 1 1 1 1 1 1
(iv) 1 + - - + + - - + … •. [Hint: S.E. 4 art. 5.28]
22 32 42 52 62 72 82
¥
( - 1)n -1 n
(v) å
n =1
2n - 1
. [Hint: S.E. 3 art. 5.28]
å log (n + 1)
1
(vi)
n =1
é 1 1 1 1 ù
ê Hint : un = log (n + 1) , un +1 = log ( n + 2) , log ( n + 1) < log ( n + 2); log (n + 1) > log ( n + 2) ú
ê ú
ê 1 ú
ê u n > u n +1 " n Lt u n = Lt = 0. \ Convergent. ú
ë n ® ¥ n ® ¥ log ( n + 1) û
¥ ¥
n n (- 1) n -1
(vii) å
n =1
(- 1)n -1
n2 + 1
(viii) å
n =1
5n
.
26. Explain (i) absolutely convergent infinite series. (P.T.U., Dec. 2011)
(ii) conditional convergence of a series by giving some examples.
27. (a) Prove that every absolutely convergent series is convergent. [Hint: See art. 5.30]
(b) Give an example of the series which is convergent but not absolutely convergent. Justify your statement.
[Hint: Example art. 5.31] (P.T.U., May 2014)
¥
28. For what value of x does the series å (- 1)
n=0
n
(4 x + 1) n converges absolutely? (P.T.U., May 2003)
30. Test whether the following series are absolutely convergent or conditionally convergent.
336 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1 1
(i) 1 – + - + … •. [Hint: S.E. 1(a) art. 5.29] (P.T.U., Dec. 2006)
22 32 42
¥
( - 1) n -1
(ii) å
n =1
2n - 1
. [Hint: S.E. 1(b) art. 5.29] (P.T.U., Dec. 2012)
n +1
(iii) å (-1) n -1
n2
. (P.T.U., Dec. 2010)
¥
( - 1) n
31. Test the absolute convergence of å n (log n)
n=2
2
[Hint: S.E. 4 art. 5.31] (P.T.U., May 2012)
x 2 x3
32. Prove that 1 + x + + + … • converges "x
2! 3!
é xn x n +1 u ( n + 1) un ù
ê Hint : un = , un +1 = ; n = ; Lt = ¥ " x \ S un converges "n ú .
ëê n! (n + 1) ! un +1 x n ® ¥ un +1
ûú
x 2 x3 x 4
33. Find the interval of convergence of x – + - + … •.
2 3 4
[Hint: S.E. 5 art. 5.31] (P.T.U., Dec. 2013)
n
1 1 æ - 1ö
34. For what values of x, the power series 1 – (x – 2) + (x – 2)2 … + ç ÷ (x – 2)n + … • converges ?
2 4 è 2 ø
[Hint: S.E. 6 art. 5.31]
35. What do you understand by uniform convergence of a series ? Explain with the help of an example.
[Hint: See art. 5.32] (P.T.U., May 2004, 2005)
¥
sin nx
36. State Weierstrass’s M-Test for uniform convergence of S un (x) in an interval and apply it to show that å
n =1
np
(p > 1) converges uniformly for all values of x. [Hint: S.E. 1 (ii) art. 5.33] (P.T.U., May 2003)
37. State the following:
(i) p-series test or Hyper Harmonic test
(ii) D’Alembert’s Ratio test (P.T.U., Dec. 2004)
(iii) Raabe’s test (P.T.U., May 2007)
(iv) Logarithmic test (P.T.U., May 2007)
(v) Gauss test
(vi) Cauchy’s root test (P.T.U., Dec. 2002)
(vii) Cauchy’s Integral test (P.T.U., May 2003, Dec. 2005, Jan. 2009, May 2014)
(viii) Leibnitz’s test on alternating series (P.T.U., Dec. 2007, May 2014)
(ix) Power series
(x) Absolute convergence of a series (P.T.U., Dec. 2003)
(xi) Uniform convergence of a series of functions (P.T.U., May 2004, 2005)
(xii) Weierstrass’s M-test.
INFINITE SERIES 337
ANSWERS
11. (i) Convergent (ii) Divergent (iii) Divergent
(iv) Divergent (v) Convergent for p > 2, divergent for p £ 2
(vi) Convergent (vii) Convergent (viii) Convergent
1 1
(ix) Convergent for p > ; Divergent for p £ (x) Divergent
2 2
14. (i) Divergent (ii) Divergent (iii) Divergent (iv) Convergent
15. Convergent
16. Convergent
19. Convergent
23. Convergent for x £ 1; Divergent for x > 1
25. (i) Convergent (ii) Convergent (iii) not Convergent (iv) Convergent
(v) not Convergent (vi) Convergent (vii) Convergent (viii) Convergent
(-1)n -1 æ 1 ö
27. (b) å n
28. x Œ ç - , 0÷
è 2 ø
29. Convergent
30. (i) Converges absolutely (ii) Converges conditionally (iii) Converges conditionally
31. Converges absolutely
33. (–1, 1) 34. 0 < x < 4.
6
Complex Numbers and Elementary
Functions of Complex Variable
A number of the form x + iy, where x and y are real numbers and i = - 1 , is called a complex number.
The set of complex numbers is denoted by C.
If z = x + iy is a complex number, then
x is called the real part of z and we write Re(z) = x
y is called the imaginary part of z and we write Im(z) = y
If x = 0 and y ≠ 0, then z = 0 + iy = iy is called a purely imaginary number.
If y = 0, then z = x + i.0 = x is a real number.
If x = 0 and y = 0, then z = 0 + i . 0 = 0 is called the zero complex number.
(ii) Conjugate of a Complex Number
If z = x + iy, then z = x − iy is called conjugate of z
z1 | z1 |
(b) =
z2 | z2 |
(c) arg (z1 z2) = arg z1 + arg z2
æz ö
(d ) arg ç 1 ÷ = arg z1 – arg z2 (z2 π 0)
è z2 ø
(e) z1 + z2 ≤|z1|+|z2|
( f ) z1 − z2 ≥ |z1|−| z2|
(g) | z1 + z2 |2 + | z1 – z2 |2 = 2 | z1 |2 + 2 | z2 |2
(h) | z |2 = | z |2 = zz
(i) arg z + arg z = 0
q q
Taking qth root of both sides, cos + i sin is one of the values of (cos θ + i sin θ)1/q
q q
p
æ q qö
Raising to pth power, ç cos + i sin ÷ is one of the values of (cos θ + i sin θ)p/q
è q qø
p p
or cos θ + i sin θ is one of the values of (cos θ + i sin θ)p/q.
q q
p
Since = n, cos nθ + i sin nθ is one of the values of (cos θ + i sin θ)n
q
Hence De-Moivre’s Theorem is completely established.
Cor. 1. (cos θ + i sin θ)–n = cos (– nθ) + i sin (– nθ) = cos nθ – i sin nθ
Cor. 2. (cos θ – i sin θ)n = [cos (– θ) + i sin(– θ)]n = cos (– nθ) + i sin (– nθ) = cos nθ – i sin nθ
Cor. 3. (cos θ – i sin θ)– n = [cos (– θ) + i sin (– θ)]–n = cos nθ + i sin nθ
1
Cor. 4. = (cos θ + i sin θ)–1 = cos θ – i sin θ.
cos q + i sin q
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 341
Caution. For the application of De-Moivre’s Theorem
1. Real part must be with cos and imaginary part with sin i.e., De-Moivre’s Theorem cannot be directly
applied to (sin θ + i cos θ)n.
Procedure to find the (sin θ + i cos θ)n
n
é æp ö æp öù æp ö æp ö
(sin θ + i cos θ)n = ê cos ç - q÷ + i sin ç - q÷ ú = cos n ç - q÷ + i sin n ç - q÷
ë è 2 ø è 2 ø û è 2 ø è 2 ø
2. The angle with sin and cos must be the same i.e., De-Moivre’s Theorem cannot be applied to
(cos α + i sin β)n.
Note. (cis θ1)(cis θ 2) ..... (cis θ n) = cis (θ 1 + θ 2 + ..... + θ n).
ILLUSTRATIVE EXAMPLES
Example 1. (a) Is (sin θ + i cos θ)n = sin nθ + i cos nθ ? If not justify it. (P.T.U., Dec. 2006)
5 3
(cos 3q + i sin 3q ) (cos q - i sin q )
(b) Simplify : .
(cos 5q + i sin 5q )7 (cos 2q - i sin 2q )5
Sol. (a) (sin θ + i cos θ)n ≠ sin nθ + i cos nθ
n
é æp ö æp öù
Q (sin θ + i cos θ)n = ê cos ç - q÷ + i sin ç - q÷ ú
ë è2 ø è2 øû
æ np ö æ np ö
= cos ç - nq÷ + i sin ç - nq÷ ≠ sin nθ + i cos nθ.
è 2 ø è 2 ø
(cos 3q + i sin 3q)5 (cos q - i sin q)3 [(cos q + i sin q)3 ]5 [(cos q + i sin q)- 1 ]3
(b) =
(cos 5q + i sin 5q) (cos 2q - i sin 2q )
7 5
[(cos q + i sin q)5 ]7 [(cos q + i sin q)-2 ]5
x- y a-b
Example 3. (i) If x = cos α + i sin α, y = cos β + i sin β, prove that = i tan .
x+ y 2
(P.T.U., Dec. 2012)
(x + y) (xy - 1) sin a + sin b
(ii) = .
(x - y) (xy + 1) sin a - sin b
x - y (cos a + i sin a ) - (cos b + i sin b)
Sol. (i) LHS = =
x + y (cos a + i sin a ) + (cos b + i sin b)
(cos a - cos b) + i(sin a - sin b)
=
(cos a + cos b) + i(sin a + sin b)
a+b a-b a+b a-b
- 2 sin sin + i × 2 cos sin
= 2 2 2 2
a+b a-b a+b a-b
2 cos cos + i × 2 sin cos
2 2 2 2
a+b a-b a+b a-b
i 2 sin sin + i cos sin
= 2 2 2 2 [Q i2 = – 1]
a+b a-b a+b a-b
cos cos + i sin cos
2 2 2 2
a-b é a+b a + bù
i sin i sin + cos
2 êë 2 2 úû a-b
= = i tan = RHS
a-b é a+b a + bù 2
cos cos + i sin
2 êë 2 2 úû
[(cos a + i sin a) + (cos b + i sin b)] [(cos a + i sin a) (cos b + i sin b) - 1]
(ii) LHS =
[(cos a + i sin a) - (cos b + i sin b)] [(cos a + i sin a) (cos b + i sin b) + 1]
[(cos a + cos b)] + i (sin a + sin b)] [cos (a + b) + i sin (a + b) - 1]
=
[(cos a - cos b) + i (sin a - sin b)] [cos (a + b) + i sin (a + b) + 1]
é a+b a-b a+b a - bù
ê2 cos 2 cos 2 + 2i sin 2 cos 2 ú éë- [(1 - cos (a + b )] + i sin (a + b)]ùû
ë û
=
é a+b a-b a+b a - bù
ê- 2 sin 2 sin 2 + 2i cos 2 sin 2 ú éë[1 + cos (a + b)] + i sin (a + b) ùû
ë û
a-b é a+b a + bù é a+b a+b a + bù
2 cos cos + i sin - 2 sin 2 + 2i sin cos
2 êë 2 2 úû êë 2 2 2 úû
=
a-b é a+b a + bù é a+b a+b a + bù
2i sin ê cos + i sin ú ê 2 cos2 + 2i sin cos
2 ë 2 2 ûë 2 2 2 úû
a - b 2i sin a + b écos a + b + i sin a + b ù
2 êë 2 úû
cos
2 2
=
a-b a+b é a+b a + bù
i sin 2 cos ê cos + i sin
2 2 ë 2 2 úû
a+b a-b
2 sin cos
= 2 2 = sin a + sin b = RHS
a+b a - b sin a - sin b
2 cos sin
2 2
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 343
Example 4. If ‘a’ denotes cos 2α + i sin 2α with similar expressions for b, c, d, prove that
1 ab cd
(i) abcd + = 2 cos (α + β + γ + δ) (ii) + = 2 cos (α + β – γ – δ).
abcd cd ab
Sol. (i) a = cos 2α + i sin 2α, b = cos 2β + i sin 2β
c = cos 2γ + i sin 2γ , d = cos 2δ + i sin 2δ
abcd = (cos 2α + i sin 2α)(cos 2β + i sin 2β)(cos 2γ + i sin 2γ )(cos 2δ + i sin 2δ)
= cos (2α + 2β + 2γ + 2δ) + i sin (2α + 2β + 2γ + 2δ)
abcd = (abcd)1/2 = [cos (2α + 2β + 2γ + 2δ) + i sin (2α + 2β + 2γ + 2δ)]1/2
= cos (α + β + γ + δ) + i sin (α + β + γ + δ)
1
= ( abcd )-1 = [cos (α + β + γ + δ) + i sin (α + β + γ + δ)]–1
abcd
= cos (α + β + γ + δ) – i sin (α + β + γ + δ)
1
∴ abcd + = 2 cos (α + β + γ + δ).
abcd
ab (cos 2a + i sin 2a)(cos 2b + i sin 2b) cos (2a + 2b) + i sin (2a + 2b)
(ii) = =
cd (cos 2g + i sin 2g )(cos 2d + i sin 2d) cos (2 g + 2d) + i sin (2 g + 2d)
= cos (2α + 2β – 2γ – 2δ) + i sin (2α + 2β – 2γ – 2δ)
1/2
ab é ab ù
∴ = = [cos (2α + 2β – 2γ – 2δ) + i sin (2α + 2β – 2γ – 2δ)]1/2
cd êë cd úû
= cos (α + β – γ – δ) + i sin (α + β – γ – δ)
-1
cd æ ab ö
= = [cos (α + β – γ – δ) + i sin (α + β – γ – δ)]–1
ab çè cd ÷ø
= cos (α + β – γ – δ) – i sin (α + β – γ – δ)
ab cd
∴ + = 2 cos (α + β – γ – δ).
cd ab
Example 5. If sin α + sin β + sin γ = cos α + cos β + cos γ = 0, prove that
(i) cos 3α + cos 3β + cos 3γ = 3 cos (α + β + γ ) (P.T.U., Dec. 2002)
(ii) sin 3α + sin 3β + sin 3γ = 3 sin (α + β + γ )
(iii) cos (β + γ ) + cos (γ + α) + cos (α + β) = 0
(iv) sin (β + γ ) + sin (γ + α) + sin (α + β) = 0
(v) cos 2α + cos 2β + cos 2γ = 0 (vi) sin 2α + sin 2β + sin 2γ = 0
(vii) Σ cos 4α = 2 Σ cos 2(β + γ ) (viii) Σ sin 4α = 2 Σ sin 2(β + γ )
(ix) sin2 α + sin2 β + sin2 γ = cos2 α + cos2 β + cos2 γ = 3/2. (P.T.U., May 2003)
Sol. Let a = cos α + i sin α ; b = cos β + i sin β ; c = cos γ + i sin γ .
a + b + c = (cos α + cos β + cos γ ) + i(sin α + sin β + sin γ )
= (0) + i(0) = 0
∴ a+b+c=0
344 A TEXTBOOK OF ENGINEERING MATHEMATICS
⇒ a+b=– c
Cubing both sides (a + b)3 = – c3
or a3 + b3 + 3ab (a + b) = – c3
or a3 + b3 – 3abc = – c3
or a3 + b3 + c3 = 3abc
⇒ (cos α + i sin α)3 + (cos β + i sin β)3 + (cos γ + i sin γ )3
= 3(cos α + i sin α)(cos β + i sin β)(cos γ + i sin γ )
⇒ (cos 3α + i sin 3α) + (cos 3β + i sin 3β) + (cos 3γ + i sin 3γ )
= 3[cos (α + β + γ ) + i sin (α + β + γ )]
⇒ (cos 3α + cos 3β + cos 3γ ) + i (sin 3α + sin 3β + sin 3γ )
= 3 cos (α + β + γ ) + i ◊ 3 sin (α + β + γ )
Equating the real and imaginary parts on both sides,
cos 3α + cos 3β + cos 3γ = 3 cos (α + β + γ )
sin 3α + sin 3β + sin 3γ = 3 sin (α + β + γ )
∴ Parts (i) and (ii) are proved.
1 1 1
Now, + + = a–1 + b–1 + c–1
a b c
= (cos α + i sin α)–1 + (cos β + i sin β)–1 + (cos γ + i sin γ )–1
= (cos α – i sin α) + (cos β – i sin β) + (cos γ – i sin γ )
= (cos α + cos β + cos γ ) – i(sin α + sin β + sin γ )
= 0 – i(0) [From given conditions]
1 1 1
∴ + + =0 ⇒ bc + ca + ab = 0 or Σbc = 0
a b c
⇒ Σ(cos β + i sin β)(cos γ + i sin γ ) = 0 ⇒ Σ[cos (β + γ ) + i sin (β + γ )] = 0
Equating the real and imaginary parts on both sides
Σcos (β+ γ) = 0
Σ sin (β + γ ) = 0
∴ Parts (iii) and (iv) are proved.
Since a+b+c= 0
Squaring a2 + b2 + c2 + 2(ab + bc + ca) = 0
But ab + bc + ca = 0 [Proved above]
∴ a2 + b2 + c2 = 0 i.e., Σa2 = 0
⇒ Σ(cos α + i sin α)2 = 0
⇒ Σ(cos 2α + i sin 2α) = 0
Equating the real and imaginary parts on both sides
Σ cos 2α = 0 78
Σ sin 2α = 0 9
∴ Parts (v) and (vi) are proved
3 a+b+c= 0
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 345
∴ a+b= –c
Squaring a2 + b2 + 2ab = c2 or a2 + b2 – c2 = – 2ab
Squaring again a4 + b4
+ + 2a2b2 – 2b2c2 – 2c2a2 = 4a2b2
c4
⇒ Σa4 = 2Σb2c2
⇒ Σ(cos α + i sin α)4 = 2Σ(cos β + i sin β)2(cos γ + i sin γ )2
⇒ Σ(cos 4α + i sin 4α) = 2Σ(cos 2β + i sin 2β)(cos 2γ + i sin 2γ )
⇒ Σ(cos 4α + i sin 4α) = 2Σ[cos (2β + 2γ ) + i sin (2β + 2γ )]
Equating the real and imaginary parts on both sides,
S cos 4a = 2 S cos 2(b + g ) ü
ý
S sin 4a = 2 S sin 2(b + g ) þ
Parts (vii) and (viii) are proved
1 - cos 2a 1 - cos 2b 1 - cos 2 g
Now, sin2 α + sin2 β + sin2 γ = + +
2 2 2
3 1 3 1
= - (cos 2a + cos 2b + cos 2 g ) = - × 0 from part ‘v’
2 2 2 2
3
=
2
3 1 3 1
= + (cos 2a + cos 2b + cos 2g ) = + × 0 from part ‘v’
2 2 2 2
3
= .
2
Hence (ix) part is proved.
Example 6. If cos α + 2 cos β + 3 cos γ = 0 ; sin α + 2 sin β + 3 sin γ = 0 prove that
(i) cos 3 α + 8 cos 3β + 27 cos 3γ = 18 cos (α + β + γ )
(ii) sin 3α + 8 sin 3β + 27 sin 3γ = 18 sin (α + β + γ )
(iii) cos (2α – β – γ ) + 8 cos (2β – γ – α) + 27 cos (2γ – α – β) = 18
(iv) sin (2α – β – γ ) + 8 sin (2β – γ – α) + 27 sin (2γ – α – β) = 0.
Sol. Let a = cos α + i sin α, b = cos β + i sin β, c = cos γ + i sin γ
By given conditions a + 2b + 3c = (cos α + 2 cos β + 3 cos γ ) + i(sin α + 2 sin β + 3 sin γ ) = 0
∴ a + 2b = – 3c …(1)
Cubing both sides
(a + 2b)3 = – 27c3
or a3 + 8b3 + 6ab (a + 2b) = – 27c3
a3 + 8b3 + 6ab (– 3c) = – 27c3 [Using (1)]
or a3 + 8b3 + 27c3 = 18abc …(2)
346 A TEXTBOOK OF ENGINEERING MATHEMATICS
a2 b2 c2
Divide by abc; +8 + 27 = 18
bc ac ab
(cos a + i sin a)2 (cos b + i sin b) 2
∴ +8
(cos b + i sin b) (cos g + i sin g ) (cos a + i sin a) (cos g + i sin g )
(cos g + i sin g )2
+ 27 = 18
(cos a + i sin a ) (cos b + i sin b)
cis 2a cis 2b cis 2g
∴ +8 + 27 = 18
cis (b + g ) cis (g + a ) cis (a + b)
or cis (2α – β – γ ) + 8 cis (2β – γ – α) + 27 cis (2γ – α – β) = 18
Comparing real and Imaginary parts on both sides
cos (2α – β – γ ) + 8 cos (2β – γ – α) + 27 cos (2γ – α – β) = 18
sin (2α – β – γ ) + 8 sin (2β – γ – α) + 27 sin (2γ – α – β) = 0 (iii) and (iv) are proved.
Example 7. Find the general value of θ which satisfies the equation
(cos θ + i sin θ)(cos 3θ + i sin 3θ) ....... [cos (2r – 1)θ + i sin (2r – 1)θ] = 1.
Sol. (cos θ + i sin θ)(cos 3θ + i sin 3θ) ..... [cos (2r – 1)θ + i sin (2r – 1)θ] = 1
⇒ cos [θ + 3θ + ..... + (2r – 1)θ] + i sin [θ + 3θ + ..... + (2r – 1)θ] = 1
⇒ cos [1 + 3 + ..... + (2r – 1)]θ + i sin [1 + 3 + ..... + (2r – 1)] θ = 1
r
⇒ cos r (1 + 2r – 1)θ + i sin (1 + 2r – 1) θ = 1
2 2
[3 1, 3, 5, ....., 2r – 1 form an A.P. with r terms.
Number of terms ù
Their sum = (First term + Last term) ú
2 û
⇒ cos (r2 θ) + i sin (r2 θ) = 1.
Equating the real and imaginary parts on both sides,
cos (r 2 θ) = 1 78 ⇒ r2 θ = 2n π
sin ( r 2 θ) = 1 9
2np
Hence θ = , where n is any integer.
r2
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 347
p p
Example 8. (a) If xr = cos r
+ i sin , prove that x1 x2 x3 ...... • = – 1.
2 2r
p p ép æ 1 öù ép æ 1 öù
(b) If xr = cos + i sin r , show that x1 x2 x3 ... xn = cos ê çè 1 – n ÷ø ú + i sin ê çè 1 – n ÷ø ú .
3 r
3 ë2 3 û ë2 3 û
Hence show that x1 x2 x3 ... • = i. (P.T.U., May 2003)
p p
Sol. (a) xr = cos r
+ i sin r
2 2
Putting r = 1, 2, 3, ...., we have
p p ð ð
x1 = cos + i sin , x2 = 2 + i sin 2
2 2 2 2
p p
x3 = cos 3 + i sin 3 and so on.
2 2
\ x1 x2 x3 .... to •
æ p pö æ p pöæ p pö
= ç cos + i sin ÷ ç cos 2 + i sin 2 ÷ ç cos 3 + i sin 3 ÷ .... to •
è 2 2ø è 2 2 ø è 2 2 ø
æp p p ö æp p p ö
= cos ç + 2 + 3 + ..... to ¥÷ + i sin ç + 2 + 3 + ..... to ¥÷
è2 2 2 ø è 2 2 2 ø
p p
2 2 p p p
= cos + i sin 3 + 2 + 3 ..... • is infinite G.P.
1 1 2 2 2
1- 1-
2 2
a
and sum of infinite G.P. =
1- r
= cos p + i sin p = – 1.
p p p
(b) xr = cos r
+ i sin r = cos r
3 3 3
Put r = 1, 2, 3, ..., n
p p p p
x1 x2 x3 ... xn = cis cis 2 cis 3 ... cis n
3 3 3 3
ép p p pù pé 1 1 1 ù
= cis ê + 2 + 3 ... n ú = cis ê1 + + 2 ... n ú
ë3 3 3 3 û 3 êë 3 3 3 - 1 ûú
1
which is a G.P. with C.R. =
3
é 1ù
1 ê1 - n ú
p ë 3 û pé 1 ù a (1 - r n )
= cis = cis ê1 - n ú 3 for a G.P. Sn =
3
1-
1 2 ë 3 û 1- r
3
p é 1 ù pé 1 ù
= cis ê1 - n ú + i sin 2 ê1 - n ú
2 ë 3 û ë 3 û
348 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
When n Æ •, Æ 0 i.e.,
3n
p é 1 ù p
x 1 x 2 x 3 ... • = Lt cis ê1 - n ú = cis 2
n®¥ 2 ë 3 û
p p
+ i sin = 0 + i. 1 = i
= cos
2 2
1 1
Example 9. If x + = 2 cos θ, y + = 2 cos φ, prove that one of the values of
x y
xm yn 1
(i) n
+ m
is 2 cos (mθ – nφ) (ii) xmyn + is 2 cos (mθ + nφ).
y x x yn
m
1
Sol. = 2cos θ
x+
x
⇒ x2 + 1 = 2x cos θ ⇒ x2 – 2x cos θ + cos2θ + sin2 θ = 0
⇒ (x – cos θ)2 = – sin2 θ ⇒ x – cos θ = ± i sin θ ⇒ x = cos θ ± i sin θ
∴ One of the values of x is cos θ + i sin θ.
Similarly, one of the values of y is cos φ + i sin φ.
= [cos (mθ + nφ) + i sin (mθ + nφ)]–1 = cos (mθ + nφ) – i sin (mθ + nφ).
1
Hence one of the values of xmyn + is 2 cos (mθ + nφ).
xm y n
1 x 2n + 1 cos nq
Example 10. (a) If 2 cos θ = x + , prove that 2n - 1 = .
x x + x cos (n - 1) q
(b) If x2 – 2x cos θ + 1 = 0 show that x2n – 2xn cos nθ + 1 = 0.
(c) Find an equation whose roots are the nth powers of the roots of the equation x2 – 2x cos θ + 1 = 0.
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 349
1
Sol. (a) 2 cos θ = x + or x2 – 2x cos θ + 1 = 0
x
2 cos q ± 4 cos2 q - 4
Solve for x; x=
2
2 cos q ± 2i sin q
or x= = cos θ ± i sin θ …(1)
2
∴ Two values of x are cos θ + i sin θ and cos θ – i sin θ
Choose any one of the two values
Let x = cos θ + i sin θ
x2n + 1 (cos q + i sin q)2 n + 1
Then =
x 2 n -1 + x (cos q + i sin q)2 n -1 + (cos q + i sin q)
cos 2nq + i sin 2nq + 1
=
cos (2n - 1)q + i sin (2n - 1)q + cos q + i sin q
(1 + cos 2nq) + i sin 2nq
=
[cos (2n - 1)q + cos q] + i [sin (2n - 1)q + sin q]
æ p qö æ np nq ö
Example 11. Prove that: (1 + sin θ + i cos θ)n + (1 + sin θ – i cos θ)n = 2n + 1 cos n ç - ÷ cos ç - ÷.
è 4 2ø è 4 2ø
(P.T.U., May 2008)
Sol. (1 + sin θ + i cos θ)n + (1 + sin θ – i cos θ)n
n n
é æp ö æp öù é æp ö æp öù
= ê1 + cos ç - q÷ + i sin ç - q÷ ú + ê1 + cos ç - q÷ - i sin ç - q÷ ú
ë è2 ø è2 øû ë è2 ø è2 øû
n
é æ p qö æ p qö æ p qöù
= ê 2 cos 2 ç - ÷ + 2i sin ç - ÷ cos ç - ÷ ú
ë è 4 2ø è 4 2ø è 4 2øû
n
é æ p qö æ p qö æ p qö ù
+ ê 2 cos 2 ç - ÷ - 2i sin ç - ÷ cos ç - ÷ ú
ë è 4 2 ø è 4 2 ø è 4 2ø û
q ö éì æ p q ö ü ùú
n n
n n æp ê æ p qö æ p qö ü ì æ p qö
= 2 cos -
çè 4 2 ÷ø í cos - +
çè 4 2 ÷ø i sin -
çè 4 2 ÷ø ý + ícos - -
çè 4 2 ÷ø i sin -
çè 4 2 ÷ø ý
êë î þ î þ úû
æ p qö é æ np nq ö æ np nq ö æ np nq ö æ np nq ö ù
= 2n cosn ç - ÷ êcos ç - ÷ + i sin ç - ÷ + cos ç - ÷ - i sin ç - ÷ú
è 4 2ø ë è 4 2ø è 4 2ø è 4 2ø è 4 2 øû
æ p qö æ np nq ö æ p qö æ np nq ö
= 2n cosn ç - ÷ 2 cos ç - ÷ = 2n + 1 cosn ç - ÷ cos ç - ÷
è 4 2ø è 4 2 ø è 4 2 ø è 4 2ø
n
æ 1 + sin q + i cos q ö æ np ö æ np ö
Example 12. Prove that ç = cos ç - nq÷ + i sin ç - nq÷ .
è 1 + sin q - i cos q ÷ø è 2 ø è 2 ø
Sol. (sin θ + i cos θ)(sin θ – i cos θ) = sin2 θ – i2 cos2 θ
= sin2 θ + cos2 θ [3 i2 = – 1]
=1 …(1)
n n
é1 + sin q + i cos q ù é (sin q + i cos q)(sin q - i cos q) + sin q + i cos q ù
∴ ê ú =ê ú [Using (1)]
ë1 + sin q - i cos q û ë 1 + sin q - i cos q û
[Note the step]
n
é (sin q + i cos q) (sin q - i cos q + 1) ù n
= ê ú = (sin θ + i cos θ)
ë 1 + sin q - i cos q û
n
é æp ö æp öù
= ê cos ç - q÷ + i sin ç - q÷ ú
ë è 2 ø è 2 øû
æ np ö æ np ö
= cos ç - nq÷ + i sin ç - nq÷ .
è 2 ø è 2 ø
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 351
m m m
æm bö
Example 13. (i) Prove that (a + ib) n + (a - ib) n = 2(a + b 2 2
) 2n cos ç tan-1 ÷
èn aø
np
(ii) ( 3 + i)n + ( 3 - i)n = 2 n +1 cos (P.T.U., May 2004)
6
n
+1 np
(iii) (1 + i)n + (1 – i)n = 22 cos . (P.T.U., May 2003)
4
Sol. (i) Let a = r cos θ and b = r sin θ
b b
Dividing tan θ = ∴ θ = tan–1
a a
m m m m
( a + ib ) n + ( a - ib ) n = [ r (cos q + i sin q )] n + [ r (cos q - i sin q)] n
m m m m
= r n (cos q + i sin q) n + r n (cos - i sin q) n
m m
æ m m ö æ m m ö
= r n ç cos q + i sin q÷ + r n çè cos q - i sin q÷ø
è n n ø n n
m m
æ m ö æm bö
= r n ç 2 cos q÷ = ( a 2 + b2 ) n . 2 cos ç tan -1 ÷
è n ø èn aø
m
æm bö
= 2 (a 2 + b2 ) 2 n cos ç tan -1 ÷ .
èn aø
3 1
cos θ = , sin θ =
2 2
p
∴ θ=
6
Now, ( 3 + i )n + ( 3 - i )n = (r cos θ + ir sin θ)n + (r cos θ – ir sin θ)n
= rn (cos θ + i sin θ)n + rn (cos θ – i sin θ)n
Apply De-Moivre’s theorem
ìcos nq + i sin nq ü
= rn í ý
î+ cos nq - i sin nq þ
= rn ◊ 2 cos nθ
p p
= 2n ◊ 2 cos n ◊ = 2n + 1 cos n .
6 6
352 A TEXTBOOK OF ENGINEERING MATHEMATICS
p
Dividing tan θ = 1 ∴ θ =
4
∴ (1 + i)n + (1 – i)n = (r cos θ + i r sin θ)n + (r cos θ – i r sin θ)n
= rn [cos nθ + i sin nθ + cos nθ – i sin nθ]
n
( ) np np
n +1
= 2 . 2 cos nθ = 2 . cos = 22 2n/2
cos .
4 4
Example 14. If (a1 + ib1 )(a2 + ib2 ) ...... (an + ibn ) = A + iB, prove that,
(i) (a12 + b12) (a22 + b22) ..... (an2 + bn2) = A2 + B2.
b1 b b B
(ii) tan–1 + tan–1 2 + ..... + tan–1 n = tan–1 .
a1 a2 an A
Sol. Let a1 + ib1 = r1 (cos θ 1 + i sin θ 1).
Equating real and imaginary parts on both sides r1 cos θ 1 = a1 ; r1 sin θ 1 = b1
Squaring and adding, r12 = a12 + b12
b1 b1
Dividing, tan θ 1 = or θ1 = tan–1
a1 a1
b2
Similarly, r 2 2 = a2 2 + b2 2 , θ2 = tan–1
a2
b3
r 3 2 = a3 2 + b3 2 , θ3 = tan–1
a3
........................................................................
........................................................................
bn
r n 2 = an 2 + bn 2 , θn = tan–1
an
Now it is given that (a1 + ib1)(a2 + ib2) ....... (an + ibn) = A + iB
⇒ r1(cos θ 1 + i sin θ 1) r2 (cos θ 2 + i sin θ 2) ...... rn (cos θ n + i sin θ n) = A + iB
⇒ r1r2 ...... rn[(cos θ 1 + i sin θ 1)(cos θ 2 + i sin θ 2) ..... (cos θ n + i sin θ n)] = A + iB
⇒ r1r2 ...... rn [cos (θ1 + θ2 + ...... + θn) + i sin (θ1 + θ 2 + ...... + θ n)] = A + iB.
Equating real and imaginary parts on both sides,
r1r2 ....... rn cos (θ 1 + θ2 + ...... + θn) = A …(1)
r1r2 ....... rn sin (θ 1 + θ2 + ...... + θn) = B …(2)
Squaring and adding (1) and (2),
r12 r22 ....... rn2 [cos2(θ1 + θ 2 + ...... + θ n) + sin2 (θ 1 + θ 2 + ...... + θ n)] = A2 + B2
⇒ r12 r22 ....... rn2 = A2 + B2
⇒ (a12 + b12) (a22 + b22) ..... (an2 + bn2) = A2 + B2 …(I)
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 353
B
Dividing (2) by (1), tan (θ1 + θ2 + ...... + θ n) =
A
B
⇒ θ 1 + θ 2 + ..... + θn = tan–1
A
b b b B
⇒ tan–1 1 + tan–1 2 + ... + tan–1 n = tan–1 …(II)
a1 a2 an A
Example 15. If (1 + x )n = p0 + p1x + p2 x2 + p3 x3 + .... show that
n n
np np
(i) p0 – p2 + p4 ..... = 2 2 cos (ii) p1 – p3 + p5 ..... = 2 2 sin .
4 4
Sol. (1 + x)n = p0 + p1x + p2x2 + p3x3.....
Put x = i on both sides, (1 + i)n = p0 + p1i + p2i2 + p3i3 + p4i4 + p5i5 + ..... = p0 + ip1 – p2 – ip3 + p4 + ip5 + .....
[3 i2 = – 1, i3 = i.i2 = – i, i4 = (i2)2 = 1, i5 = i i4 = i]
∴ (1 + i)n = (p0 – p2 + p4 ......) + i (p1 – p3 + p5 .....) …(1)
Let 1 + i = r (cos θ + i sin θ)
Equating real and imaginary parts r cos θ = 1, r sin θ = 1 …(2)
Squaring and adding, r2 = 1 + 1 = 2 ∴ r= 2
1 1 1 1
From (2), cos θ = = , sin θ = =
r 2 r 2
p
Both these equations are satisfied when θ =
4
æ p pö
∴ 1+i= 2 ç cos + i sin ÷
è 4 4ø
n n
æ p pö æ np np ö
⇒ (1 + i)n = ( 2) n ç cos + i sin ÷ = 2 2 çè cos 4 + i sin 4 ÷ø
è 4 4ø
n
æ np np ö
∴ From (1), 2 2 ç cos + i sin = (p0 – p2 + p4 ....) + i (p1 – p3 + p5 .....)
è 4 4 ÷ø
Equating real and imaginary parts on both sides,
n
np
p0 – p2 + p4 ..... = 2 2 cos …(I)
4
n
np
p1 – p3 + p5 ..... = 2 2 sin …(II)
4
c æ nö
Example 16. If x = cos θ + i sin θ and 1 - c 2 = nc – 1. Show that 1 + c cos θ = (1 + nx) ç 1 + ÷ .
2n è xø
Sol. Given 1 - c 2 = nc – 1 ...(1)
and x = cos θ + i sin θ
1
∴ = cos θ – i sin θ
x
c æ nö c é æ 1ö 2ù
RHS = (1 + nx) ç1 + ÷ = ê1 + n çè x + ÷ø + n ú
2n è x ø 2n ë x û
354 A TEXTBOOK OF ENGINEERING MATHEMATICS
c c éæ 1ö ù
= [1 + n ◊ 2 cos θ + n2] = êç n + ÷ø + 2 cos qú …(2)
2n 2 ëè n û
1 + 1 - c2
From (1), n=
c
Eliminate n from (2),
é
ù
2
1 + 1 - c2 + c2
c é1 + 1 - c ù cê ú
2
c
×ê + + 2 cos qú = ê + 2 cos qú
RHS =
2 ê c 1 + 1 - c2 ú 2 ê c 1 + 1 - c2 ú
ë û êë úû
é
c ê1 + 1 - c + 2 1 - c + c
2 2 2
ù
ú
+ 2 cos qú =
cê
é 2 1 + 1 - c2
{ } + 2 cos qùúú
= ê ê
2ê c 1 + 1 - c2 ú 2 ê c 1 + 1 - c2 ú
ë û ë û
c é2 ù
= + 2 cos qú = 1 + c cos θ = LHS
2 êë c û
æ p yö
Example 17. If sin y = i tan θ, prove that cos θ + i sin θ = tan ç + ÷ .
è4 2ø
i sin q sin y cos q 1
Sol. i tan θ = sin y ⇒ = Þ =
cos q 1 i sin q sin y
cos q + i sin q 1 + sin y
By componendo and dividendo, =
cos q - i sin q 1 - sin y
y y y y
+ sin 2
cos 2 + 2 cos sin
or (cos θ + i sin θ)(cos θ – i sin θ) =
–1 2 2 2 2
y y y y
cos 2 + sin 2 - 2 cos sin
2 2 2 2
2
é y yù
ê cos + sin ú
(cos θ + i sin θ)(cos θ + i sin θ) = ê 2 2
or ú
ê cos y yú
- sin
êë 2 2 úû
y y
+ sin
cos
or cos θ + i sin θ = 2 2
y y
cos - sin
2 2
y
Dividing the numerator and denominator on RHS by cos , we get
2
y
1 + tan
2 = tan æ p yö
cos θ + i sin θ =
y çè 4 + 2 ÷ø .
1 - tan
2
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 355
Example 18. If α, β are the roots of x2 – 2x + 2 = 0, then prove that:
(t + a )n - (t + b )n sin nf
(i) =
a-b sinn f
(t + a )n + (t + b )n cos nf
(ii) = , where t + 1 = cot φ.
a+b sinn f
Sol. x2 – 2x + 2 = 0
2± 4-8 2 ± i2
x= = =1± i
2 2
∴ α = 1 + i, β = 1 – i
( t + α ) n − ( t + β )n ( t + 1 + i ) n − ( t + 1 − i ) n
(i) =
α−β 1+ i −1+ i
(cot f + i )n - (cot f - i )n
= given t + 1 = cot φ
2i
(cos f + i sin f)n - (cos f - i sin f)n
=
2i (sin f) n
(cos nf + i sin nf) - (cos nf - i sin nf)
=
2i sin n f
2i sin n f sin n f
= n
=
2i sin f sin n f
(ii) Do it yourself.
Example 19. If a = cis a, b = cis b, c = cis g, prove that
(b + c ) (c + a ) (a + b ) b-g g -a a -b
= 8 cos cos cos .
abc 2 2 2
(b + c ) (c + a ) (a + b ) æ b + cö æ c + aö æ a + bö
Sol. = ç ...(1)
abc è a ÷ø çè b ÷ø çè c ÷ø
c+a g -a g + a - 2b
Similarly, = 2 cos cis
b 2 2
a+b a-b a + b - 2g
and = 2 cos cis
c 2 2
∴ From (1),
( b + c ) ( c + a ) ( a + b) b-g b + g - 2a g -a g + a - 2b
= 2 cos cis 2 cos cis
abc 2 2 2 2
a-b a + b - 2g
2 cos cis
2 2
b-g g -a a-b b + g - 2a + g + a - 2b + a + b - 2 g
= 8 cos cos cos cis
2 2 2 2
b-g g -a a-b
= 8 cos cos cos cis 0
2 2 2
b-g g -a a-b
= 8 cos cos cos . |3 cis 0 = 1
2 2 2
TEST YOUR KNOWLEDGE
1. Prove that
(cos 3q + i sin 3q)5 (cos 2q - i sin 2q)3 (cos a + i sin a) 4
(i) -9
= 1 (ii) = sin (4α + 5β) – i cos (4α + 5β).
(cos 4q + i sin 4q) (cos 5q + i sin 5q) 9
(sin b + i cos b)5
Since no two of the angles in the q values in (I) are equal or differ by a multiple of 2π, therefore, their sines
and cosines cannot be equal simultaneously.
∴ All the q values obtained in (I) are distinct.
If we put n = q, we get
2qp + q 2qp + q æ qö æ qö q q
cos + i sin = cos ç 2p + ÷ + i sin ç 2p + ÷ = cos + i sin
q q è qø è qø q q
This value is the same as the one obtained by putting n = 0.
Similarly, if we put n = q + 1, q + 2, ......., we will get the same values as obtained in (I) by putting n = 1, 2, .....
1
q
Hence (cos q + i sin q) has q and only q distinct values obtained by putting n = 0, 1, 2, ......, q – 1 in
2np + q 2np + q
cos + i sin .
q q
Working Rule for finding the qth roots of x + iy
Let x + iy = r(cos θ + i sin θ)
1 1 1 1 1
q q q q q
∴ ( x + iy ) = r (cos q + i sin q) = r [cos (2 np + q ) + i sin (2 np + q )]
1
éq 2np + q 2np + q ù
= r êcos + i sin ú
ë q q û
1
q
Putting n = 0, 1, 2, ......., q – 1, the q values of ( x + iy ) are obtained.
6.4(b). SHOW THAT (COS q + E SIN q )F/G HAS G AND ONLY G DISTINCT
VALUES, F AND G BEING INTEGERS PRIME TO EACH OTHER
p 1
2qp + pq 2qp + pq æ pq ö æ pq ö pq pq
cos
q
+ i sin
q
= cos çè 2p + q ÷ø + i sin çè 2p + q ÷ø = cos q + i sin q
2np + pq 2np + pq
cos + i sin .
q q
Note 1. To find the distinct values of (cos q + i sin q)p/q, p and q must be co-prime i.e., p and q should have
no common factor > 1.
e.g., (cos q + i sin q)9/12 does not have 12 distinct values but only 4, since (cos q + i sin q)9/12 = (cos q + i sin q)3/4 ,
here q = 4.
Note 2. The q distinct values of (cos q + i sin q) p/q are obtained by putting n = 0, 1, 2, ....., q – 1 in
æ pq pq ö æ 2np 2np ö
= ç cos + i sin ÷ ç cos + i sin
è q q ø è q q ÷ø
n
pq 2np pq æ 2p ö
= cis cis = cis ◊ ç cis
q q q è q ÷ø
pq 2p
= arn, where a = cis , r = cis .
q q
Thus, the q distinct values of (cos q + i sin q)p/q are a, ar, ar2, ......., arq – 1
Their product = a . ar . ar2 ....... arq–1 = aq . r1 + 2 + ...... + (q –1)
q ( q - 1)
q -1 q ( q - 1) q
(1 + q - 1) æ pq ö æ 2p ö 2
= aq r 2 = aq . r 2 = ç cis ÷ ç cis
è q ø è q ÷ø
q -1
éæ 2p ö ùú
q/2
= cis pq . êç cis = cis pq . (cis p)q – 1
êè q ÷ø ú
ë û
= (cos pq + i sin pq)(cos p + i sin p)q–1 = (– 1)q – 1 (cos pq + i sin pq).
360 A TEXTBOOK OF ENGINEERING MATHEMATICS
6.4(c). SHOW THAT THE G VALUES OF (COS q + E SIN q)F/G FORM A GEOMETRICAL
PROGRESSION WHOSE SUM IS ZERO, F AND G BEING INTEGERS PRIME
TO EACH OTHER OF (COS q + E SIN q )F/G
ILLUSTRATIVE EXAMPLES
Example 1. (a) Find nth roots of unity and prove that these form a geometrical progession. Also show that
the sum of these n roots is zero and their product is (–1)n–1. (P.T.U., Dec. 2013)
(b) Solve x7 = 1 and prove that the sum of the nth powers of the roots is 7 or zero, according as n is or is
not a multiple of 7.
Sol. (a) We have to evaluate (1)1/n
(1)1/n = (cos 0 + i sin 0)1/n = (cos 2kπ + i sin 2kπ)1/n
2k p 2k p
= cos + i sin , where k = 0, 1, 2, ....., (n – 1)
n n
∴ nth roots of unity are
2p 2p 4p 4p 6p 6p
1, cos + i sin , cos + i sin , cos + i sin , .....,
n n n n n n
2(n - 1)p 2(n - 1)p
cos + i sin
n n
2p 2p
Let cos + i sin =λ
n n
∴ nth roots of unity are
1, λ, λ2, λ3 ....., λn – 1, which forms a G.P. with first term = 1 and C.R. = λ
Now sum of these roots = 1 + λ + λ 2 + ...... + λn – 1
1(1 - l n ) a(1 - r n )
= , where λ ≠ 1 sum of G.P. =
1- l 1- r
n
æ 2p 2p ö
Now, λn = ç cos + i sin ÷ = cos 2π+ i sin 2π= 1
è n nø
1-1
∴ Sum = =0
1- l
( n - 1) n
( n - 1) n
æ 2p 2p ö 2
Their product = 1 ◊ λ ◊ λ2 ...... λn–1 = λ1 + 2 + 3 ...... (n – 1) = l 2 = ç cos + i sin
è n n ÷ø
æ 2p n( n - 1) ö æ 2p n(n - 1) ö
= cos ç . ÷ + i sin ç . = cos (n – 1) π + i sin (n – 1)π
è n 2 ø è n 2 ÷ø
= (–1)n – 1 + 0 = (–1)n–1.
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 361
(b) We have to evaluate (1)1/7
(1)1/7 = (cos 0 + i sin 0)1/7 = [cos (2nπ + 0) + i sin (2nπ + 0)]1/7
2np 2np
= cos + i sin , where n = 0, 1, 2, 3, 4, 5, 6
7 7
∴ The seventh roots of unity are
2p 2p 4p 4p 6p 6p
cos 0 + i sin 0; cos + i sin ; cos + i sin cos + i sin ;
7 7 7 7 7 7
8p 8p 10 p 10p 12p 12 p
cos + i sin ; cos + i sin ; cos + i sin .
7 7 7 7 7 7
The nth powers of the roots are
2np 2np 4np 4np 6np 6n p 8np 8np
1; cos + i sin ; cos + i sin ; cos + i sin ; cos + i sin ;
7 7 7 7 7 7 7 7
10np 10np 12np 12np
cos + i sin ; cos + i sin
7 7 7 7
12np 12np
or 1, x, x2, x3, x4, x5, x6, where x = cos + i sin
7 7
If n is not a multiple of 7, x ≠ 1
1 é æ 2np ö ù
7
1(1 - x 7 ) 2 np
∴ Reqd. sum = 1 + x + x2 + ..... + x6 = = ê1 - ç cos + i sin ú
1- x 1 - x êë è 7 7 ÷ø úû
1 1
= [1 – (cos 2nπ + i sin 2nπ)] = [1 – 1] = 0
1- x 1- x
If n is a multiple of 7, let n = 7 m, where m is an integer.
2np
x = cis = cis 2mπ = 1.
7
∴ Required sum = 1 + x + x2 + ..... + x6 = 1 + 1 + 1 + 1 + 1 + 1 + 1 = 7.
Example 2. Find the values of (– 1)1/6.
Sol. – 1 = cos π + i sin π
∴ (– 1)1/6 = (cos π + i sin π)1/6 = [cos (2nπ + π) + i sin (2nπ + π)]1/6
(2n + 1) p (2n + 1) p
= cos + i sin , where n = 0, 1, 2, 3, 4, 5
6 6
Putting n = 0, 1, 2, 3, 4, 5, the required values are
p p p p 5p 5p
cos + i sin ; cos + i sin ; cos + i sin ;
6 6 2 2 6 6
7p 7p 3p 3p 11p 11p
cos + i sin ; cos + i sin ; cos + i sin
6 6 2 2 6 6
3 1 æ pö æ pö
or +i. ; 0 + i ◊ 1 ; cos ç p - ÷ + i sin ç p - ÷ ;
2 2 è 6ø è 6ø
æ pö æ pö æ pö æ pö
cos ç p + ÷ + i sin ç p + ÷ ; 0 + i(– 1) ; cos ç 2p - ÷ + i sin çè 2p - 6 ÷ø
è 6ø è 6ø è 6ø
3 +i p p p p p p
or ; i ; – cos + i sin ; – cos – i sin ; – i ; cos – i sin
2 6 6 6 6 6 6
3 +i - 3 +i - 3 -i 3 -i 3 ±i - 3 ±i
or ;i; ; ;–i; or ± i ; ; .
2 2 2 2 2 2
362 A TEXTBOOK OF ENGINEERING MATHEMATICS
3/4
æ1 3 iö
Example 3. Find all the values of ç + and show that their continued product is 1.
è2 2 ÷ø
(P.T.U., Dec. 2011, 2012)
1 3
Sol. Let +i. = r (cos θ + i sin θ)
2 2
1 3
Equating real and imaginary parts r cos θ = , r sin θ = . . .(1)
2 2
1 3
Squaring and adding, r2 = + =1 ∴ r=1
4 4
1 1 3 3
From (1), cos θ = = ; sin θ = =
2r 2 2r 2
p
Both these equations are satisfied when θ =
3
1 3 p p
∴ +i◊ = cos + i sin
2 2 3 3
3/4 1/4
æ1 3i ö éæ p pö ù
3
(2 n + 1) p (2 n + 1) p
= [cos (2nπ + π) + i sin (2nπ + π)]1/4 = cos + i sin
4 4
Putting n = 0, 1, 2, 3, the required values are
p p 3p 3p 5p 5p 7p 7p
cos + i sin ; cos + i sin ; cos + i sin ; cos + i sin
4 4 4 4 4 4 4 4
1+ i -1+ i -1- i 1- i 1 ± i -1 ± i
i.e., , , , i.e., , .
2 2 2 2 2 2
æ p 3p 5p 7p ö æ p 3p 5p 7p ö
The required product = cos ç + + + + i sin ç + + +
è4 4 4 4 ÷ø è4 4 4 4 ÷ø
= cos 4π + i sin 4 π = 1.
n n
æ - 1+ i 3ö æ-1-i 3ö
Example 4. Prove that ç ÷ +ç ÷ has the value –1, if n = 3k ± 1 and the value 2, if
è 2 ø è 2 ø
n = 3k, where k is an integer.
1 3
Sol. Let -= r cos θ, = r sin θ
2 2
1 3
Squaring and adding + = r2 ∴ r = 1
4 4
1 3 2p
∴ cos θ = - , sin θ = ⇒ θ=
2 2 3
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 363
n n
æ - 1+ i 3ö æ -1- i 3ö n n
∴ ç ÷ +ç ÷ = (r cos θ + i r sin θ) + (r cos θ – i r sin θ)
è 2 ø è 2 ø
= rn [cos nθ + i sin nθ + cos nθ – i sin nθ] = 2rn cos nθ
2np
= 2 cos
3
If n = 3k ± 1
n n
æ - 1+ i 3ö æ -1- i 3ö 2p æ 2p ö
Then +ç = 2 cos (3k ± 1) = 2 cos ç 2k p ±
ç
è 2 ÷
ø è 2 ÷
ø 3 è 3 ÷ø
2p æ 1ö
= 2 cos
3
=2 çè - 2 ÷ø = – 1
If n = 3k
n n
æ - 1+ i 3ö æ -1- i 3ö 2p
Then ç ÷ +ç ÷ = 2 cos 3 (3k)
è 2 ø è 2 ø
= 2 cos 2kπ = 2.1 = 2
n n
æ - 1+ i 3ö æ -1- i 3ö
Hence ç ÷ +ç ÷ = – 1 if n = 3k ± 1 i.e., n is not a multiple of 3
è 2 ø è 2 ø
= 2 if n = 3k i.e., n is a multiple of 3.
1 1
Example 5. Prove that (a + ib) n + (a - ib) n has n real values and find those of (1 + i 3 )1/3 + (1 – i 3 )1/3.
Sol. Let a = r cos θ, b = r sin θ
b b
Dividing, tan θ = ∴ θ = tan–1
a a
1 1 1 1
∴ ( a + ib ) n + ( a - ib ) n = [ r (cos q + i sin q)] n + [ r (cos q - i sin q)] n
1 1 1 1
= r n [cos (2 r p + q) + i sin (2 r p + q)] n + r n [cos (2 r p + q) - i sin (2 r p + q)] n
1
é 2r p + q 2r p + q 2r p + q 2r p + q ù
= rn êcos + i sin + cos - i sin
ë n n n n úû
1 1
2r p + q é 2r p + q ù
= r n . 2 cos = 2 [(a 2 + b2 )1/2 ] n cos ê ú
n ë n û
1
é1 æ böù
= 2 ( a 2 + b 2 ) 2 n cos ê ç 2r p + tan -1 ÷ ú
ë n è aøû
which is real and will give n real values corresponding to r = 0, 1, 2, ......, (n – 1).
Putting a = 1, b = 3 and n = 3, the three required values of (1 + i 3 )1/3 + (1 – i 3 )1/3 are
364 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 æ 3öù
2(1 + 3)1/6 cos ê ç 2r p + tan -1 ú , where r = 0, 1, 2
êë 3 è 1 ÷ø ú
û
é1 æ pöù
i.e., 2 ◊ (22)1/6 cos ê ç 2r p + ÷ ú , where r = 0, 1, 2
ë3 è 3øû
6rp + p
i.e., 2.21/3 cos , where r = 0, 1, 2
9
p 7p 13p
i.e., 24/3 ◊ cos ; 24/3 ◊ cos ; 24/3 ◊ cos
9 9 9
rp
i.e., 24/3 ◊ cos , where r = 1, 7, 13
9
2p 2p
Example 6. If a = cos + i sin , b = a + a2 + a4, c = a3 + a5 + a6, show that b and c are the roots of
7 7
the equation x2 + x + 2 = 0.
7
æ 2p 2p ö
Sol. a7 = ç cos + i sin = cos 2π + i sin 2π = 1
è 7 7 ÷ø
Now, b + c = a + a2 + a3 + a4 + a5 + a6 = (1 + a + a2 + a3 + a4 + a5 + a6) – 1
1(1 - a 7 ) é a (1 - r n ) ù
= –1 êSn = ú
1- a ëê 1 - r ûú
1
= [1 – 1] – 1 = – 1 [Q a7 = 1]
1- a
and bc = (a + a2 + a4)(a3 + a5 + a6) = a4 + a6 + a7 + a5 + a7 + a8 + a7 + a9 + a10
= a4 + a6 + 1 + a5 + 1 + a + 1 + a2 + a3
[Q a7 = 1 ∴ a8 = a7 . a = a etc.]
= (1 + a + a + a + a + a + a ) + 2
2 3 4 5 6
1(1 - a 7 ) 1
= +2= (1 – 1) + 2 = 2
1- a 1- a
∴ The equation whose roots are b and c is
x2 – (b + c)x + bc = 0 or x2 – (– 1)x + 2 = 0 or x2 + x + 2 = 0.
Example 7. Solve the following equations:
(a) x6 + x5 + x4 + x3 + x2 + x + 1 = 0
(b) x4 – x3 + x2 – x + 1 = 0 (P.T.U., May 2003, 2005)
(c) x7 + x4 + x3 + 1 = 0 (P.T.U., Dec., 2010)
(d) x9 – x5 + x4 – 1 = 0.
Sol. (a) Given equation is x6 + x5 + x4 + x3 + x2 + x + 1 = 0 …(1)
Multiplying both sides by (x – 1), we have x7 – 1 = 0 …(2)
⇒ x7 = 1
2np 2np
∴ x = (1)1/7 = (cos 0 + i sin 0)1/7 = (cos 2nπ + i sin 2nπ)1/7 = cos + i sin
7 7
Putting n = 0, 1, 2, 3, 4, 5, 6 the seven roots of (2) are
2p 2p 4p 4p
cos 0 + i sin 0 ; cos + i sin ; cos + i sin ;
7 7 7 7
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 365
6p 6p 8p 8p
cos + i sin ; cos + i sin ;
7 7 7 7
10 p 10p 12p 12p
cos + i sin ; cos + i sin .
7 7 7 7
8p 8p æ 6p ö æ 6p ö 6p 6p
But cos + i sin = cos ç 2p - ÷ + i sin ç 2p - ÷ = cos – i sin
7 7 è 7 ø è 7 ø 7 7
10 p 10 p æ 4p ö æ 4p ö 4p 4p
cos
7
+ i sin
7
= cos çè 2p - 7 ÷ø + i sin çè 2p - 7 ÷ø = cos 7 – i sin 7
12 p 12 p æ 2p ö æ 2p ö 2p 2p
cos
7
+ i sin
7
= cos çè 2p - 7 ÷ø + i sin çè 2p - 7 ÷ø = cos 7 – i sin 7
2p 2p 4p 4p 6p 6p
∴ Roots of (2) are 1, cos ± i sin ; cos ± i sin ; cos ± i sin
7 7 7 7 7 7
rp rp
or 1, cos ± i sin , where r = 2, 4, 6.
7 7
The root 1 corresponds to x – 1 = 0
∴ The remaining six roots are those of the given equation.
rp rp
Hence the roots of (1) are given by cos ± i sin , where r = 2, 4, 6.
7 7
(b) Given equation is x4 – x3 + x2 – x + 1 = 0
Multiply both sides by x + 1 we have (x + 1) (x4 – x3 + x2 – x + 1) = 0
i.e., x5 + 1 = 0 i.e., x5 = – 1 = cos π + i sin π
∴ x5 = cos (2nπ + π) + i sin (2nπ + π)
x = (cos (2n + 1) π + i sin (2n + 1) π)1/5
(2n + 1)p (2n + 1) p
x = cos + i sin , where n = 0, 1, 2, 3, 4.
5 5
Putting n = 0, 1, 2, 3, 4 five roots of x5 + 1 = 0 are
p p 3p 3p
cos + i sin , cos + i sin , cos π + i sin π,
5 5 5 5
7p 7p 9p 9p
cos + i sin , cos + i sin
5 5 5 5
p p 3p 3p
or cos + i sin , cos + i sin , – 1,
5 5 5 5
3p 3p p p
cos – i sin , cos – i sin
5 5 5 5
p p 3p 3p
or the roots are – 1, cos ± i sin , cos ± i sin .
5 5 5 5
root x = – 1 corresponds to x + 1 = 0
p p 3p 3p
∴ The remaining four roots i.e., cos ± i sin , cos ± i sin are roots of the given equation.
5 5 5 5
(c) Given equation is x7 + x4 + x3 + 1 = 0 i.e., x4(x3 + 1) + (x3 + 1) = 0
i.e., (x4 + 1)(x3 + 1) = 0 …(1)
either x + 1 = 0 or x + 1 = 0
4 3
366 A TEXTBOOK OF ENGINEERING MATHEMATICS
Now, x4
= –1 ⇒ x = (– 1)1/4 x3 =
–1 ⇒ x = (– 1)1/3
∴ x = (cos π + i sin π)1/4 ∴ x = (cos π + i sin π)1/3
= [cos (2nπ + π) + i sin (2nπ + π)]1/4 = [cos (2nπ + π) + i sin (2nπ + π)]1/3
(2 n + 1) p (2 n + 1) p (2 n + 1) p (2 n + 1) p
= cos + i sin = cos + i sin
4 4 3 3
Putting n = 0, 1, 2, 3, the four roots of Putting n = 0, 1, 2 ; the three roots of
x4 + 1 = 0 are x3 + 1 = 0 are
p p 3p 3p p p
cos + i sin ; cos + i sin cos + i sin ; cos π + i sin π ;
4 4 4 4 3 3
5p 5p 7p 7p 5p 5p
cos + i sin ; cos + i sin cos + i sin
4 4 4 4 3 3
p p 3p 3p p p p p
i.e., cos + i sin ; cos + i sin ; i.e., cos + i sin ; – 1 ; cos – i sin
4 4 4 4 3 3 3 3
3p 3p p p
cos – i sin ; cos – i sin
4 4 4 4
1± i -1± i 1± i 3
i.e., ; i.e., ;–1
2 2 2
1± i -1± i 1± i 3
Hence the roots of (1) are – 1, ; ; .
2 2 2
(d) Given equation is x9 – x5 + x4 – 1 = 0
x5 (x4 – 1) + (x4 – 1) = 0 or (x5 + 1) (x4 – 1) = 0
∴ x5 + 1 = 0 or x4 – 1 = 0
x = –1
5 x4 = 1 = cos 0 + i sin 0 = cos 2kπ + i sin 2kπ
2kp 2kp
x5 = cos π + i sin π ∴ x = cos + i sin
4 4
x5 = cos (2kπ + π) + i sin (2kπ + π) k = 0, 1, 2, 3
2k + 1 2k + 1 kp kp
∴ x = cos π + i sin π = cos + i sin
5 5 2 2
where k = 0, 1, 2, 3, 4 where k = 0, 1, 2, 3
p p 3p 3p
∴ x = cos + i sin , cos + i sin , ∴ x = cos 0 + i sin 0,
5 5 5 5
5p 5p 7p 7p p p
cos + i sin , cos + i sin , cos + i sin ,
5 5 5 5 2 2
9p 9p
cos + i sin cos π + i sin π,
5 5
p p 3p 3p 3p 3p
x = cos + i sin , cos + i sin , cos + i sin
5 5 5 5 2 2
3p 3p
cos π + i sin π, cos – i sin ∴ x = 1, i, – 1, – i
5 5
p p
cos – i sin = ± 1, ± i
5 5
p p 3p 3p
∴ x = cos ± i sin , cos ± i sin , – 1, ± 1, ± i
5 5 5 5
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 367
Example 8. Solve x12
– 1 = 0 and find which of its roots satisfy the equation + + 1 = 0. x4 x2
Sol. x12 – 1 = 0 ∴ x12 = 1
x 12 = cos 0 + i sin 0 = cos 2nπ + i sin 2nπ
2np 2np
∴ x = cos + i sin ; n = 0, 1, 2, 3, ...,11
12 12
np np
∴ x = cos + i sin ; n = 0, 1, 2, 3, ..., 11
6 6
p 2p 3p 4p 5p
∴ x = cis 0, cis , cis , cis , cis , cis ,
6 6 6 6 6
6p 7p 8p 9p 10 p 11p
cis , cis , cis , cis , cis , cis
6 6 6 6 6 6
π p 2p 5p æ 5p ö
= 1, cis , cis , i, cis , cis , – 1, cis ç - ÷ ,
6 3 3 6 è 6ø
æ 2p ö æ pö æ pö
cis ç - , – i, cis çè - 3 ÷ø , cis çè - 6 ÷ø
è 3 ÷ø
æ pö æ pö æ 2p ö æ 5p ö
= ± 1, ± i, cis ç ± ÷ , cis çè ± 3 ÷ø , cis çè ± 3 ÷ø , cis çè ± 6 ÷ø
è 6ø
3 ± i 1± i 3 -1± i 3 - 3 ± i
= ± 1, ± i, , , ,
2 2 2 2
3 ±i 1± i 3
= ± 1, ± i, ± ,±
2 2
Now, x4 + x2 + 1 = 0
-1± i 3 2p 2p
x2 = = cos ± i sin
2 3 3
æ 2p ö æ 2p ö
= cos ç 2k p + ± i sin ç 2k p +
è 3 ÷ø è 3 ÷ø
1æ 2p ö 1æ 2p ö
∴ 2k p +
x = cos
ç ÷ ± i sin ç 2k p + , where k = 0, 1
2è 3ø 2è 3 ÷ø
p p 4p 4p
∴ x = cos ± i sin , cos ± i sin
3 3 3 3
1± i 3 -1m i 3 1± i 3 1±i 3 1±i 3
= , = ,– =±
2 2 2 2 2
∴ Last four roots of x12 – 1 = 0 are the roots of x4 + x2 + 1 = 0.
Example 9. Prove by the use of De-Moivre’s Theorem that the roots of the equation (x – 1)n = xn
1é rp ù
(n being a +ve integer) are ê1 + i cot , where r has the values 1, 2, ......, (n – 1).
2ë n úû
n
æ x - 1ö
Sol. (x – 1)n = xn ∴ çè ÷ =1
x ø
n
æ x - 1ö
or çè ÷ = cos 0 + i sin 0 = cos 2rπ + i sin 2rπ
x ø
368 A TEXTBOOK OF ENGINEERING MATHEMATICS
q q q q
sin + i cos sin + i cos
2 2 2 2 =1 é qù
= = ê1 + i cot 2 ú
qæ q qö q 2 ë û
2 sin ç sin 2 - i 2 cos2 ÷ 2 sin
2è 2 2ø 2
é 1 rp ù
Hence x= ê1 + i cot n ú , where r = 1, 2, ......, (n – 1).
ë 2 û
Example 10. Use De-Moivre’s Theorem to solve the equation (z – 1)5 + z5 = 0. (P.T.U., Dec. 2012)
Sol. (z – 1)5 = – z5
5
æ z - 1ö
çè ÷ = – 1 = cos p + i sin p
z ø
= cos (2k + 1) p + i sin (2k + 1) p
2k + 1 2k + 1
cos p + i sin p
z -1 5 5
= where, k = 0, 1, 2, 3, 4
z 1
2k + 1 2k + 1
cos p + i sin p -1
z -1- z 5 5
By componendo dividendo =
z 1
1
\ z=
2k + 1 2k + 1
1 - cos p - i sin p
5 5
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 369
1
=
2 k + 1 2k + 1 2k + 1
2 sin 2 p - 2 sin p cos p
10 10 10
1
=
2 k + 1 é 2k + 1 ù
2 sin 2 p ê1 - i cot pú
10 ë 10 û
2k + 1
1 + i cot p
= 10
2k + 1 2k + 1
2 sin 2 p cosec 2 p
10 10
1æ 2k + 1 ö
\ z = ç1 + i cot p÷ , where k = 0, 1, 2, 3, 4
2è 10 ø
Put z = 0, 1, 2, 3, 4, we get
1æ pö 1æ 3p ö
z= 1 + i cot ÷ , ç 1 + i cot ÷ ,
2 çè 10 ø 2 è 10 ø
1æ 5p ö 1 æ 7p ö 1 æ 9p ö
ç 1 + i cot ÷ , ç 1 + i cot ÷ , ç 1 + i cot
2 è ø
10 2 è ø
10 2 è 10 ÷ø
9p æ pö p
cot = cot ç p - ÷ = - cot
10 è 10 ø 10
7p æ 3p ö 3p
cot = cot ç p - ÷ = - cot
10 è 10 ø 10
5p p
cot = cot = 0
10 2
1æ pö 1æ 3p ö
\ z = ç 1 ± i cot ÷ , ç 1 ± i cot ÷ , 0
2è 10 ø 2 è 10 ø
1æ pö 1æ 3pö
Hence z = 0, 1 ± i cot ÷ , ç1 ± i cot ÷ .
2 çè 10 ø 2 è 10 ø
rp
Example 11. If (3 + x)3 – (3 – x)3 = 0, then prove that x = 3i tan , r = 0, 1, 2. (P.T.U., May 2010)
3
2r p
1 + cis
6 3
=
2x æ 2r p ö
- ç1 - cis ÷
è 3 ø
2r p 2r p rp rp rp
1 + cos + i sin 2 cos 2 + 2i sin cos
3 3 3 = 3 3 3
- =
x 2r p 2r p 2 rp rp rp
1 - cos - i sin 2 sin - 2i sin cos
3 3 3 3 3
rp é rp rp ù rp rp
2 cos cos + i sin
3 êë 3 úû
cot cis
3 3 3
= = .
rp é rp rp ù -i é rp rp ù
2 sin ê sin - i cos ú êi sin + cos ú
3 ë 3 3û ë 3 3û
rp rp
cot cis
or
3
- = 3 3 = i cot rp
x -i rp 3
cis
3
3 rp
or x =– tan
i 3
rp
or x = 3i tan , where r = 0, 1, 2 .
3
2k + 1
Example 12. Show that the roots of (x + 1)6 + (x – 1)6 = 0 are ± i cot π , (k = 0, 1, 2) and deduce that
12
2
æ 2k + 1 ö
(i) (x + 1)6 + (x – 1)6 = 2 Õ çè x
k =0
2
+ cot 2
12
p÷
ø
p 3p 5p p 3p 5p 1
(ii) cot cot cot =1 (iii) sin sin sin = .
12 12 12 12 12 12 4 2
Sol. The given equation is (x + 1)6 = – (x – 1)6
6
æ x + 1ö
⇒ çè x - 1÷ø = – 1 = cis π
x +1 2n + 1
⇒ = (cis π)1/6 = [cis (2nπ + π)]1/6 = cis π, where n = 0, 1, 2, ......, 5
x -1 6
2n + 1
= cos θ + i sin θ, where θ =
π
6
x + 1 + x - 1 cos q + i sin q + 1
By componendo and dividendo =
x + 1 - x + 1 cos q + i sin q - 1
(1 + cos q) + i sin q 2 cos 2 q /2 + 2 i sin q /2 cos q /2
x= =
- (1 - cos q) + i sin q - 2 sin 2 q /2 + 2 i sin q /2 cos q /2
q cos q /2 + i sin q /2 1 q cos q /2 + i sin q / 2
= cot = cot
2 - sin q /2 + i cos q /2 i 2 cos q /2 + i sin q / 2
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 371
1 q i 2n + 1 2n + 1
= cot = 2 cot π = – i cot π , where n = 0, 1, 2, 3, 4, 5.
i 2 i 12 12
p 3p
when n = 0, x = – i cot when n = 1, x = – i cot
12 12
5p 7p æ 5p ö 5p
when n = 2, x = – i cot
12
when n = 3, x = – i cot
12
= – i cot çè p - 12 ÷ø = i cot 12
9p æ 3p ö 3p
when n = 4, x = – i cot = – i cot ç p - ÷ = i cot
12 è 12 ø 12
11p æ pö p
when n = 5, x = – i cot = – i cot ç p - ÷ = i cot
12 è 12 ø 12
∴ The roots of the given equation are
p 3p 5p 2k + 1
± i cot , ± i cot , ± i cot or ± i cot
π, where k = 0, 1, 2.
12 12 12 12
p 3p 5p
(i) Since the roots of (x + 1)6 + (x – 1)6 = 0 are ± i cot , ± i cot , ± i cot
12 12 12
æ pöæ pö
∴ (x + 1)6 + (x – 1)6 = λ ç x - i cot ÷ ç x + i cot ÷
è 12 ø è 12 ø
æ 3p ö æ 3p ö æ 5p ö æ 5p ö
× ç x - i cot ÷ ç x + i cot ÷ ç x - i cot ÷ ç x + i cot ÷
è 12 ø è 12 ø è 12 ø è 12 ø
æ pöæ 3p ö æ 2 2 5p ö
= λ ç x 2 - i 2 cot 2 ÷ ç x 2 - i 2 cot 2 x - i cot 2 ÷
è 12 ø è 12 ÷ø çè 12 ø
æ pöæ 3p ö æ 2 5p ö
= λ ç x 2 + cot 2 ÷ ç x 2 + cot 2 ÷ ç x + cot 2 ÷
è 12 ø è 12 ø è 12 ø
Equating co-efficients of x6, 1 + 1 = λ ⇒ λ=2
æ pöæ 3p ö æ 2 5p ö
∴ (x + 1)6 + (x – 1)6 = 2 ç x 2 + cot 2 ÷ ç x 2 + cot 2 ÷ ç x + cot 2 ÷ …(1)
è 12 ø è 12 ø è 12 ø
2
æ 2k + 1 ö
=2 Õ çè x
k =0
2
+ cot 2
12
p÷ .
ø
Note. Just as Σ represents sum, II represents product.
p 3p 5p
(ii) Putting x = 0 in (1), 1 + 1 = 2 cot2 cot2 cot2
12 12 12
p 3p 5p
⇒ cot cot cot =1
12 12 12
æ pö
çè taking + ve sign with square root since all the angles involved are less than ÷
2ø
æ pöæ 3p ö æ 5p ö
(iii) Putting x = 1 in (1), 26 = 2 ç 1 + cot 2 ÷ ç 1 + cot 2 ÷ ç 1 + cot 2
è 12 ø è 12 ø è 12 ÷ø
372 A TEXTBOOK OF ENGINEERING MATHEMATICS
p 3p 5p
⇒ cosec2 cosec2 cosec2 = 25 = 32
12 12 12
p 3p 5p 1 p 3p 5p 1 1
⇒ sin2 sin2 sin2 = ⇒ sin sin sin = = .
12 12 12 32 12 12 12 32 4 2
( 3 - 1) + i( 3 + 1)
6. Express r = in the form r (cos q + i sin q) and derive all the values of r1/4.
2 2
7. Find all the values of (1 + i)1/3 and obtain their product.
8. Use De-Moivre’s theorem to solve the following equations:
(i) x5 – 1 = 0 (ii) x7 + 1 = 0
(iii) x + x + x + x + 1 = 0
4 3 2
(iv) x4 + x2 + 1 = 0.
9. Solve the following equations:
(i) (1 + x)n = (1 – x)n (ii) (5 + x)5 – (5 – x)5 = 0
(iii) z – (1 – z) = 0
4 4
ANSWERS
p p 3p 3p
1. (i) ±1, ± i (ii) – 1, cos ± i sin , cos ± i sin
5 5 5 5
± 3 +i æ rp rp ö
(iii) – i, (iv) ± ç cos + i sin , r = 3, 7, 11
2 è 12 12 ÷ø
æ 2p 2p ö æ 4p 4p ö
(v) 2, 2 ç cos ± i sin ,2 çè cos 5 ± i sin 5 ÷ø (vi) 2i, ± 3 –i
è 5 5 ÷ø
1± i -1± i
(vii) , .
2 2
2p 4p 6p 8p 2p 2p 4p 4p
2. 1, cis , cis , cis , cis or 1, cos ± i sin , cos ± i sin
5 5 5 5 5 5 5 5
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 373
(4 n + 3) p æ rp rp ö
3. (i) 21/5 cis , n = 0, 1, 2, 3, 4 (ii) 21/3 ç cos - i sin , r = 1, 7, 13
10 è 9 9 ÷ø
rp
(iii) ± 21/8 cis , where r = 1, 9 (iv) ± 2 2
16
3 3
1± i -1± i 5p rp
4. 24 . , 24 . 6. r = cis ; ± cis , where r = 5, 29
2 2 12 48
rp
7. 21/6 cis ; r = 1, 9, 17 ; product = 1 + i
12
2p 2p 4p 4p rp rp
8. (i) 1, cos ± i sin , cos ± i sin (ii) – 1, cos ± i sin , where r = 1, 3, 5
5 5 5 5 7 7
rp rp 1± i 3 -1± i 3
(iii) cos ± i sin , where r = 2, 4 (iv) ,
5 5 2 2
rp rp
9. (i) i tan , where r = 0, 1, 2, ......, (n – 1) (ii) 5i tan , where r = 0, 1, 2, 3, 4
n 5
1 1æ 1 ö (4r + 1) p
(iii) , ç1 ± i (iv) i tan , where r = 0, 1, 2.
2 2è 2 ÷ø 12
æ 1ö æ n- 2 1 ö n æ n- 4 1 ö
∴ (2 cos θ)n = nC0 ç x n + n ÷ + nC1 çè x + n - 2 ÷ø + C2
n
çè x + n - 4 ÷ø + ...... + Cn/2
è x ø x x
374 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1
But xn + n
= 2 cos nθ, xn–2 +
= 2 cos (n – 2) θ etc. n-2
x x
∴ 2n cosn θ = nC0 ◊ 2 cos nθ + nC1 ◊ 2 cos (n – 2)θ + nC2 ◊ 2 cos (n – 4)θ + .... + nCn/2
Hence if n is even
cosn θ =
1 LM C n
0 cos nθ + nC1 cos (n – 2) θ + nC2 cos (n – 4) θ + ....
1 n ù
× Cn/2 ú
2 n-1
N 2 û
If n is even
1 n
Last term of cosn θ = n
Cn
2 2
1 n 1 n! é n n! ù
= n
× Cn = n × êQ Cr = ú
2 2 æ n ö æ nö ë r ! ( n - r ) !û
2
çè 2 ÷ø ! çè n - 2 ÷ø !
1 n!
= n
×
2 éæ n ö ù 2
êçè 2 ÷ø !ú
ë û
Case II. If n is odd
Number of terms = n + 1 i.e., even
There are two middle terms Tn + 1 and Tn + 3
2 2
n -1 n +1
n- 1 1
Tn + 1 = Tn - 1 = n C n -1 . x 2 . n -1
= n C n -1 x 2 . n -1
= n C n -1 x.
+1
2 2 2 2 2
x 2 x 2
n +1 n -1
n- 1 1 1
Tn + 3 = Tn + 1 = nCn + 1 . x 2 . n +1
= nC n +1 x 2 . n +1
= nC n - 1 .
2 2
+1
2
n-
2 2
x
x 2 x 2
Using n Cr = n Cn - r we have n C n + 1 = n C n +1
n-
2 2
∴ The two middle terms pair up together
æ 1ö æ n-2 1 ö æ n-4 1 ö æ 1ö
∴ (2 cos θ)n = nC0 ç x n + n ÷ + nC1 çè x + n - 2 ÷ + nC2 çè x + n - 4 ÷ + ....... + n C n -1 çè x + ÷
è x ø x ø x ø 2
xø
or 2n cosn θ = nC0 . 2 cos nθ + nC1 . 2 cos (n – 2)θ + nC2. 2 cos (n – 4)θ + ..... + n C n-1 . 2 cos θ
2
Hence if n is odd
1 n
cosn θ = n-1
[nC0 cos nθ + nC1 cos (n – 2)θ + nC2 cos (n – 4)θ + ...... + C n-1 cos θ]
2 2
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 375
If n is odd
1 n
Last term of cosn q = n -1
C n-1 cos q
2 2
1 n 1 n!
= n -1
. C n-1 cos θ = n -1
. . cos θ
2 2 æ n - 1 ö æ n - 1ö
2
çè 2 ÷ø ! çè n - 2 ÷ø !
1 n!
= n -1
. . cos θ
2 æ n - 1ö æ n + 1ö
çè 2 ÷ø ! çè 2 ÷ø !
Note 1. The expansion of cosn θ is in terms of cosines of multiples of θ.
Note 2. Pascal’s Rule to write the binomial co-efficients.
n
æ 1ö
Note 3. We see that cosn q will contain factors of the type ç x + ÷ . To find coefficients of various powers of x we
è xø
will use Pascals rule of binomial coefficients which is as follow:
1
The series of co-efficients in successive powers of x + beginning with the power unity are as follows :
x
Index (Power) Binomial Co-efficients
1 1 1
2 1 2 1
3 1 3 3 1
4 1 4 6 4 1
5 1 5 10 10 5 1
6 1 6 15 20 15 6 1
7 1 7 21 35 35 21 7 1
8 1 8 28 56 70 56 28 8 1
and so on.
Each figure is obtained by adding the figure just above it to the figure preceeding the latter (i.e., upper + left hand)
e.g., 5 + 10 35 + 21
↓ ↓
15 56
n
æ 1ö n
It may be observed that the expansion of ç x + ÷ starts with x , the powers decreasing by 2 every time.
è xø
5
æ 1ö 10 5 1
Thus ç x + ÷ = x5 + 5x3 + 10x + + 3 + 5 ; binomial co-efficients being written by Pascal’s Rule.
è xø x x x
ILLUSTRATIVE EXAMPLES
Example 1. Express cos8 q in terms of cosines of multiples of q. (P.T.U., May 2006, 2014)
1
Sol. Let x = cos q + i sin q, then = cos q – i sin q
x
1 1
So that x+ = 2 cos q and xm + m = 2 cos mq, where m is a +ve integer …(1)
x x
From (1) we have
8
æ 1ö
(2 cos q)8 = ç x + ÷
è xø
376 A TEXTBOOK OF ENGINEERING MATHEMATICS
By Pascal’s Rule
1 1
1 2 1
1 3 3 1
1 4 6 4 1
1 5 10 10 5 1
1 6 15 20 15 6 1
1 7 21 35 35 21 7 1
1 8 28 56 70 56 28 8 1
1 1 1 1
∴ (2 cos θ)8 = x8 + 8x6 + 28x4 + 56x2 + 70 + 56 + 28 4 + 8 6 + 8
x2 x x x
æ 8 1ö æ 6 1ö æ 4 1ö æ 2 1ö
= ç x + 8 ÷ + 8 ç x + 6 ÷ + 28 ç x + 4 ÷ + 56 ç x + 2 ÷ + 70
è x ø è x ø è x ø è x ø
28 cos8 θ = 2 cos 8θ + 8 . 2 cos 6θ + 28 . 2 cos 4θ + 56 . 2 cos 2θ + 70
1
∴ cos 8 θ = 7 [cos 8θ + 8 cos 6θ + 28 cos 4θ + 56 cos 2θ + 35]
2
1
= [cos 8θ + 8 cos 6θ + 28 cos 4θ + 56 cos 2θ + 35]
128
1
Let x = cos θ + i sin θ ; then = cos θ – i sin θ
x
1
∴ x– = 2i sin θ
x
1 1
Also, xn + n = 2 cos nθ and xn – = 2i sin nθ
x xn
Case I. When n is even.
n
é1ù 1 n 1
(2i sin θ)n = ê x - = nC0 xn – nC1 xn–1 . + C2 xn–2 . 2 – ......
ë x úû x x
1 1 1
+ Cn–2 x . n - 2 – nCn–1 x . n - 1 + nCn n
n 2
x x x
Number of terms = n + 1, i.e., odd
There is only one middle term which is left by itself as the last term after grouping in pairs.
n n/2
n- æ 1ö
Middle term = Tn = nCn x 2
çè -
2
+1
2
x ÷ø
n n n
1
= (- 1) 2 . nC n x 2 = (- 1) 2 . n C n
2 x n/2 2
n
æ 1ö æ n- 2 1 ö æ n- 4 1 ö
∴ (2i sin θ)n = nC0 ç x n + n ÷ – nC1 çè x + n - 2 ÷ + n C2 çè x + n - 4 ÷ – ... + (- 1) 2 . n C n
è x ø x ø x ø 2
n n
⇒ 2n . ( - 1) 2 sinn θ = nC n
0 . 2 cos nθ – C1 . 2 cos (n – 2)θ + nC 2 . 2 cos (n – 4)θ – ...... + (- 1) 2 . nC n
2
n n
[Q i n = (i 2 ) 2 = ( - 1) 2 ]
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 377
1 n ù
n
1
⇒ sinn θ = n
. 2[nC0 cos nθ – nC1 cos (n – 2)θ + nC2 cos (n – 4)θ – ...... + ( - 1) 2 . Cn ú
2ú
2
2n (- 1) 2 û
n
n
( - 1) 2 é 1 ù
= n - 1 ê n C 0 cos nq - n C1 cos ( n - 2)q + n C 2 cos ( n - 4)q - ..... + ( - 1) 2 . n C n ú
2 êë 2 2ú
û
é n
ù
ê n 1 (- 1)n ú
êQ n is even \ (- 1) = 1, n
= n
= (- 1) 2 ú
ê (- 1) 2 (- 1) 2 ú
ë û
Case II. When n is odd.
Number of terms = n + 1 i.e., even
There are two middle terms Tn + 1 and Tn + 3
2 2
n -1
n -1
n
n- æ 1ö 2
Tn + 1 = Tn - 1 = C n -1 . x 2
çè -
2 2
+1
2
x ÷ø
n +1 n -1 n -1
n 1 2 nC
= C n -1 . x 2 . (- 1) 2
n -1
= (- 1) n -1 .x
2 2
x 2
n +1
n +1
n
n- æ 1ö 2
Tn + 3 = Tn + 1 = C n +1 . x 2
çè - ÷ø
2 2
+1
2
x
n -1 n +1 n +1
n 1 2 nC
1
= C n - n -1 . x 2 . ( - 1) 2 . n +1
= (- 1) n -1 .
2 2
x
x 2
n -1
2 nC
1
= (- 1)(- 1) n -1 .
2
x
∴ The two middle terms pair up together.
1 1 1 1 1
∴ (2i sin θ)n = nC0 xn – nC1 xn –1 ◊ + nC2 . xn –2 ◊ 2 – ......– nCn–2 x2 ◊ n - 2 + nCn–1 x ◊ n - 1 – nCn ◊
x x x x xn
n-1
æ 1 ö æ 1 ö æ 1 ö æ 1ö
= nC0 ç x n - n ÷ – nC1 ç x n - 2 - n - 2 ÷ + nC2 ç x n - 4 - n - 4 ÷ – ...... + ( - 1) 2 ◊ n C n -1 ç x - ÷
è x ø è x ø è x ø è xø
2
1
Since xm – = 2i sin mθ
xm
n-1
∴ 2n ◊ i ◊ ( - 1) 2 sinn θ = nC0 ◊ 2i sin nθ – nC1 ◊ 2i sin (n – 2)θ
n -1
+ nC 2 ◊ 2i sin (n – 4)θ – ...... + ( - 1) 2 × n C n -1 . 2i sin θ
2
é n -1 n -1 ù
n n -1 2
êQ i = i × i = i (i ) 2 = i ( - 1) 2 ú
êë úû
n -1 ù
1 é
⇒ sinn θ = n -1
× 2 ê n C0 sin nq - n C1 sin (n - 2)q + nC2 sin (n – 4)θ – ...... + ( - 1) 2 n C n -1 sin q ú
êë úû
2n × ( -1) 2 2
378 A TEXTBOOK OF ENGINEERING MATHEMATICS
n -1 ù
1 én n n n
= n -1 ê 0 C sin nq - C1 sin ( n - 2)q + C 2 sin ( n − 4) θ - ...... ( - 2 C n -1 sin qú
1)
êë úû
2n -1 . (-1) 2 2
n -1
n -1 ù
(-1) 2 én n n n
= ê C0 sin nq - C1 sin (n - 2)q + C2 sin ( n - 4)q – ...... + ( - 1) 2 C n -1 sin q ú
2n -1 êë 2 úû
n -1
ù
1 ( - 1) n -1 ú
[Q n is odd, n – 1 is even ∴ (– 1)n–1 = 1, n -1
= n -1
= (- 1) 2 ú
(- 1) 2 (- 1) 2 ú
û
1 4 6 4 1
I
1 4–1 6–4 4–6 1–4 0–1
i.e., 1 3 2 –2 –3 –1
II
1 3–1 2–3 –2–2 –3+2 –1+3 0+1
i.e., 1 2 –1 –4 –1 2 1
III
1 2–1 –1–2 –4+1 –1+4 2+1 1–2 0–1
i.e., 1 1 –3 –3 3 3 –1 –1
Example 3. Show that 25 sin4 θ cos2 θ = cos 6θ – 2 cos 4θ – cos 2θ + 2. (P.T.U., May 2011)
1
Sol. Let x = cos θ + i sin θ ; then= cos θ – i sin θ
x
1 1 1
So that x+ = 2 cos θ, x – = 2i sin θ, xm + m = 2 cos mθ.
x x x
4 2
æ 1ö æ 1ö
We have (2i sin θ)4 (2 cos θ)2 = ç x - ÷ çx + ÷ ...(1)
è xø è xø
4
æ 1ö
The co-efficients of the various powers of x in ç x - ÷ are (by Pascal’s Table) 1, –4, 6, – 4, 1.
è xø
4
æ 1ö æ 1ö
Multiplying ç x - ÷ by ç x + ÷ twice in succession as shown in the following scheme:
è xø è xø
1 –4 6 –4 1
I 1 –3 2 2 –3 1
II 1 –2 –1 4 –1 –2 1
380 A TEXTBOOK OF ENGINEERING MATHEMATICS
4 2
æ 1ö æ1ö 1 2 1
∴ çè x - ÷ çx +
÷ø = x – 2x – x + 4 – 2 − 4 + 6
6 4 2
xø èx x x x
æ 1ö æ 1ö æ 1ö
= ç x6 + 6 ÷ - 2 ç x 4 + 4 ÷ - ç x 2 + 2 ÷ + 4
è x ø è x ø è x ø
= 2 cos 6q – 2 ◊ 2 cos 4q – 2 cos 2q + 4
∴ From (1), 26. i4 sin4 q cos2 q = 2 [cos 6q – 2 cos 4q – cos 2q + 2]
∴ 25 sin4 q cos2 q = cos 6q – 2 cos 4q – cos 2q + 2.
Example 4. Expand cos5 q sin7 q in a series of sines of multiples of q.
1
Sol. Let x = cos q + i sin q ; = cos q – i sin q
x
1 1 1
So that x+ = 2 cos q, x – = 2i sin q, xm – m = 2i sin mq.
x x x
7 5
æ 1ö æ 1ö
We have (2i sin q)7 ◊ (2 cos q)5 = ç x - ÷ ç x + ÷ ...(1)
è xø è xø
7
æ 1ö
The co-efficients of the various powers of x in ç x - ÷ are (by Pascal’s Table)
è xø
1 –7 21 – 35 35 – 21 7 –1
7
æ 1ö æ 1ö
Multiplying ç x - ÷ by ç x + ÷ five times in succession, as shown in the following scheme.
è xø è xø
1 –7 21 – 35 35 – 21 7 –1
I 1 –6 14 – 14 0 14 –14 6 –1
II 1 –5 8 0 – 14 14 0 –8 5 –1
III 1 –4 3 8 – 14 0 14 –8 –3 4 –1
IV 1 – 3 – 1 11 – 6 – 14 14 6 – 11 1 3 – 1
V 1 – 2 – 4 10 5 – 20 0 20 – 5 – 10 4 2 –1
7 5
æ 1ö æ 1ö
∴ çè x - ÷ø çè x + ÷ø
x x
20 5 10 4 2 1
= x12 – 2x10 – 4x8 + 10x6 + 5x4 – 20x2 + 0 + 2
- 4
- 6
+ 8
+ 10
-
x x x x x x12
é 1 ù é 1 ù é 1ù é 1ù é 1ù é 1ù
= ê x12 - 12 ú - 2 ê x10 - 10 ú - 4 ê x 8 - 8 ú + 10 ê x 6 - 6 ú + 5 ê x 4 - 4 ú - 20 ê x 2 - 2 ú .
ë x û ë x û ë x û ë x û ë x û ë x û
= 2i sin 12q – 2 . 2i sin 10q – 4 . 2i sin 8q + 10 . 2i sin 6q + 5 . 2i sin 4q – 20 . 2i sin 2q.
∴ From (1),
212 . i7 . sin7 q cos5 q = 2i [sin 12q – 2 sin 10q – 4 sin 8q + 10 sin 6q + 5 sin 4q – 20 sin 2q]
1
sin7 q cos5 q = [sin 12q – 2 sin 10q – 4 sin 8q + 10 sin 6q + 5 sin 4q – 20 sin 2q]
2 . i6
11
1
=– [sin 12q – 2 sin 10q – 4 sin 8q + 10 sin 6q + 5 sin 4q – 20 sin 2q].
211
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 381
Example 5. In sin4 q cos3
q = A1cos q + A3cos 3q + A5cos 5q + A7cos 7q, prove that
A1 + 9 A3 + 25 A5 + 49 A7 = 0.
1
Sol. Let x = cos q + i sin q ; = cos q – i sin q
x
1 1
∴ x+ = 2 cos q ; x – = 2i sin q
x x
4 3
æ 1ö æ 1ö
(2 i sin q)4 (2 cos q)3 = ç x - ÷ ç x + ÷
è xø è xø
4
æ 1ö
By Pascal’s Table coefficients of various powers of x in ç x - ÷ are 1, – 4, 6, – 4, 1
è xø
4
æ 1ö æ 1ö
Multiplying ç x - ÷ by ç x + ÷ three times in succession as shown below:
è xø è xø
1 –4 6 –4 1
I 1 –3 2 2 –3 1
II 1 –2 –1 4 –1 –2 1
III 1 –1 –3 3 3 –3 –1 1
4 3
æ 1ö æ 1ö 3 3 1 1
∴ çè x - ÷ø çè x + ÷ø = x – x – 3x + 3x + x - 3 - 5 + 7
7 5 3
x x x x x
æ 1ö æ 1ö æ 1ö æ 1ö
(2i sin q)4 (2 cos q)3 = ç x 7 + 7 ÷ - ç x 5 + 5 ÷ – 3 ç x3 + 3 ÷ + 3 ç x + ÷
è x ø è x ø è x ø è xø
7 4 3
2 sin q cos q = 2 cos 7q – 2 cos 5q – 3 . 2 cos 3q + 3 . 2 cos q
1
∴ sin4 q cos3 q = [cos 7q – cos 5q – 3 cos 3q + 3 cos q]
26
3 3 1 1
= cos q – cos 3q – cos 5q + cos 7q
64 64 64 64
= A1 cos q + A3 cos 3q + A5 cos 5q + A7 cos 7q (given)
3 3 1 1
∴ A1 = , A3 = - , A5 = - , A7 =
64 64 64 64
3 27 25 49 52 - 52
A1 + 9A3 + 25 A5 + 49 A7 = – – + = = 0.
64 64 64 64 64
TEST YOUR KNOWLEDGE
Prove that :
1
1. cos7 q = (cos 7q + 7 cos 5q + 21 cos 3q + 35 cos q). (P.T.U., Dec. 2011)
64
1
2. cos6 q = [cos 6q + 6 cos 4q + 15 cos 2q + 10].
32
1
3. sin6 q = (10 – 15 cos 2q + 6 cos 4q – cos 6q.
32
382 A TEXTBOOK OF ENGINEERING MATHEMATICS
We know, from De-Moivre’s Theorem, that cos nθ + i sin nθ = (cos θ + i sin θ)n
Expanding the right hand side by Binomial Theorem, we have
cos nθ + i sin nθ = (cos θ)n + nC1(cos θ)n–1 (i sin θ) + nC2(cos θ)n–2(i sin θ)2
+ nC3(cos θ)n–3 (i sin θ)3 + nC4(cos θ)n–4(i sin θ)4 + ...
+ nCn–1(cos θ)(i sin θ)n–1 + nCn(i sin θ)n
Now, i2 = – 1, i3 = i2 . i = – i, i4 = (i2)2 = 1 and so on.
nC n n n
n–1 = C1 = n, Cn = C0 = 1
∴ cos nθ + i sin nθ = cosn θ + i nC1 cosn–1 θ sin θ – nC2 cosn–2 θ sin2 θ – i nC3 cosn–3 θ sin3 θ +
nC cosn–4 θ sin4 θ + ....... + in–1 . n cos θ sinn–1 θ + in sinn θ
4
Two cases arise, according as n is odd or even.
Case I. If n is odd, (n – 1 is even)
cos nθ + i sin nθ = cosn θ + i nC1 cosn–1 θ sin θ – nC2 cosn–2 θ sin2 θ – inC3 cosn–3 θ sin 3 θ
n -1 n -1
+ nC4 cosn–4 θ sin4 θ + ...... + n .( - 1) 2 cos θ sinn–1 θ + i .( - 1) 2 sinn θ
é n -1 n -1 n -1 ù
n -1 2 2 n n -1
ê Q i = ( i ) = -
( 1) 2 ; i = i.i = - 2 ú
i ( 1)
êë úû
Equating real and imaginary parts, we get
cos nθ = cosn θ – nC2 cosn–2 θ sin2 θ + nC4 cosn–4 θ sin4 θ + .......
n -1
+ n (- 1) 2 cos θ sinn–1 θ ...(1)
n -1
and sin nθ = nC1 cosn–1 θ sin θ – nC3 cosn–3 θ sin3 θ + ....... + ( - 1) 2 sinn θ …(2)
Case II. If n is even, [(n – 1) is odd, (n – 2) is even]
cos nθ + i sin nθ = cosn θ + i. nC1 cosn–1 θ sin θ – nC2 cosn–2 θ sin2 θ – i. nC3 cosn–3 θ sin3 θ
n-2 n
+ nC4 cosn–4 θ sin4 θ + ...... + i ( - 1) n n cos θ sinn–1 θ + ( - 1) 2 sinn θ
é n-2 n-2 n nù
êQ i n -1 = i . i n - 2 = i (i 2 ) 2 = i ( - 1) 2 ; i n = (i 2 ) 2 = ( - 1) 2 ú
êë úû
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 383
Equating real and imaginary parts, we get
n
cos nq = cosn q – nC2 cosn–2 q sin2 q + nC4 cosn–4 q sin4 q – ....... + ( - 1) 2 sinn q …(3)
n-2
and sin nq = nC1 cosn–1 q sin q – nC3 cosn–3 q sin3 q + ....... + ( - 1) 2 n cos q sinn–1 q …(4)
ILLUSTRATIVE EXAMPLES
Example 1. (a) Expand cos 7q in descending powers of cos q. (P.T.U., Dec. 2013)
(b) Expand sin 7q in ascending powers of sin q.
Sol. We have (cos 7q + i sin 7q) = (cos q + i sin q)7.
Expanding the RHS by Binomial Theorem, we have
cos 7q + i sin 7q = (cos q)7 + 7C1 (cos q)6 (i sin q) + 7C2 (cos q)5 (i sin q)2 + 7C3 (cos q)4 (i sin q)3 + 7C4
(cos q)3 (i sin q)4 + 7C5 (cos q)2 (i sin q)5 + 7C6 (cos q) (i sin q)6 + 7C7 (i sin q)7
Now, i2 = – 1, i3 = i . i2 = – i, i4 = 1, i5 = i, i6 = – 1
7.6
i7 = i3 . i4 = – i, 7C7 = 1, 7C6 = 7C1 = 7, 7C5 = 7C2 = = 21,
1.2
7C 7C7.6.5.
4= 3= = 35
1.2.3
∴ cos 7θ + i sin 7θ = cos7 θ + 7i cos6 θ sin θ – 21 cos5 θ sin2 θ – 35i cos4 θ sin3 θ
+ 35 cos3 θ sin4 θ + 21i cos2 θ sin5 θ – 7 cos θ sin6 θ – i sin7 θ
Equating real and imaginary parts,
(a) cos 7θ = cos7 θ – 21 cos5 θ sin2 θ + 35 cos3 θ sin4 θ – 7 cos θ sin6 θ
= cos7 θ – 21 cos5 θ (1 – cos2 θ) + 35 cos3 θ (1 – cos2 θ)2 – 7 cos θ (1 – cos2 θ)3
= cos7 θ – 21 cos5 θ + 21 cos7 θ + 35 cos3 θ (1 – 2 cos2 θ + cos4 θ) – 7 cos θ (1 – 3 cos2 θ
+ 3 cos4 θ – cos6 θ)
= 64 cos7 θ – 112 cos5 θ + 56 cos3 θ – 7 cos θ
(b) sin 7θ = 7 cos6 θ sin θ – 35 cos4 θ sin3 θ + 21 cos2 θ sin5 θ – sin7 θ
= 7(1 – sin2 θ)3 sin θ – 35(1 – sin2 θ)2 sin3 θ + 21(1 – sin2 θ) sin5 θ – sin7 θ
= 7(1 – 3 sin2 θ + 3 sin4 θ – sin6 θ) sin θ – 35(1 – 2 sin2 θ + sin4 θ) sin3 θ + 21 sin5 θ – 21 sin7 θ – sin7 θ
= 7 sin θ – 56 sin3 θ + 112 sin5 θ – 64 sin7 θ.
Example 2. Prove that 2(1 + cos 8θ) = (x4 – 4x2 + 2)2 , where x = 2 cos θ.
Sol. 2(1 + cos 8θ) = 2 . 2 cos2 4θ = (2 cos 4θ)2 …(1)
Now, cos 4θ = cos4 θ – 4C 2 cos2 θ sin2 θ + 4C 4 sin4 θ
= cos4 θ – 6 cos2 θ (1 – cos2 θ) + (1 – cos2 θ)2 = 8 cos4 θ – 8 cos2 θ + 1
∴ From (1), we have
2(1 + cos 8θ) = (16 cos4 θ – 16 cos2 θ + 2)2
= [(2 cos θ)4 – 4(2 cos θ)2 + 2]2 = (x4 – 4x2 + 2)2, where x = 2 cos θ.
1 + cos 7 q
Example 3. Prove that = (x3 – x2 – 2x + 1)2, where x = 2 cos θ.
1 + cos q
384 A TEXTBOOK OF ENGINEERING MATHEMATICS
7q 7q q
2 cos 2 2 cos 2 2 sin 2
1 + cos 7q 2 = 2 ´ 2
Sol. =
1 + cos q q q q
2 cos 2 2 cos 2 2 sin 2
2 2 2
2
æ 7q qö
2 cos sin æ sin 4q - sin 3q ö
2
ç 2 2 ÷
= ç = ...(1)
q q ÷ çè sin q ÷ø
ç 2 cos sin ÷
è 2 2 ø
Now, sin 4θ = C1 cos θ sin θ – 4C3 cos θ sin3 θ = 4 cos3 θ sin θ – 4 cos θ sin3 θ
4 3
s1 – s3 - p + p 0
Now, tan (θ1 + θ2 + θ3) = = = =0
1 – s2 1- q 1- q
0
Unless q = 1 in which case the fraction takes the indeterminate form .
0
Leaving out the exceptional case, we have tan (θ 1 + θ 2 + θ 3) = 0
∴ θ1 + θ 2 + θ3 = nπ radians.
Hence tan–1 α + tan–1 β + tan–1 γ = nπ radians except when q = 1.
p
Example 5. If tan–1x + tan–1y + tan–1z = ; prove that xy + yz + zx = 1. (P.T.U., May 2003)
2
Sol. Let tan–1x = θ 1, tan–1y = θ 2, tan–1z = θ 3
p
given θ1 + θ2 + θ3 =
2
p
∴ tan (θ 1 + θ 2 + θ 3) = tan =∞
2
s1 - s3
∴ =∞ ∴ 1 – s2 = 0 or s2 = 1
1 - s2
or tan θ 1 tan θ 2 + tan θ 2 tan θ 3 + tan θ 3 tan θ 1 = 1
or xy + yz + zx = 1.
Example 6. If α, β, γ , δ are the roots of the equation x4 – x3 sin 2θ + x2 cos 2θ – x cos θ – sin θ = 0, prove that
p
tan–1 α + tan–1 β + tan–1 γ + tan–1 δ = nπ + – θ.
2
386 A TEXTBOOK OF ENGINEERING MATHEMATICS
æp ö
∴ tan (θ1 + θ2 + θ3 + θ4) = tan ç - q÷
è2 ø
p
∴ θ1 + θ2 + θ3 + θ4 = nπ +
– θ.
2
Example 7. If q1, q2, q3 be the three values of q which satisfy the equation tan 2q = l tan (q + a) and be
such that no two of these differ by a multiple of p, prove that q1 + q2 + q3 + a is a multiple of p.
(P.T.U., Dec. 2002)
Sol. The given equation is tan 2q = l tan (q + a)
l tan a
s3 = tan θ 1 tan θ 2 tan θ 3 = = tan α
l
(2 - l ) tan a
s – s3 - tan a
Now, tan (θ1 + θ2 + θ3) = 1 = l
1 – s2 2-l
1-
l
0
= – tan α, except when λ = 1 in, which case the fraction takes the indeterminate form .
0
⇒ tan (θ 1 + θ 2 + θ 3) = tan (– α)
∴ θ 1 + θ 2 + θ 3 = nπ – α or θ 1 + θ 2 + θ 3 + α = nπ, a multiple of π.
In case λ = 1, the given equation becomes tan 2θ = tan (θ + α) which gives
2θ = nπ + (θ + α) or θ = nπ + α so that the values of θ differ by multiples of π.
Example 8. Prove that the equation ah sec θ – bk cosec θ = a2 – b2 has four roots and that the sum of the
four values of θ which satisfy it is equal to an odd multiple of π radians.
q
Sol. Let tan =t
2
q
1 - tan 2
2 = 1-t 1 + t2
2
Now, cos q = ∴ sec q =
q 1 + t2 1 - t2
1 + tan 2
2
q
2 tan 1 + t2
sin q = 2 = 2t ∴ cosec q =
q 1 + t2 2t
1 + tan 2
2
Making these substitutions in the given equation, we have
1 + t2 1 + t2
ah . - bk . = a2 – b 2
1-t 2
2t
q1 2ah + 2a 2 - 2b2 q q
s1 = Σt1 = S tan =- , s2 = Σ t1t2 = S tan 1 tan 2 = 0
2 bk 2 2
q1 q q 2ah - 2a 2 + 2b2
s3 = Σt1t2t3 = S tan tan 2 tan 3 = -
2 2 2 bk
q1 q q q - bk
s4 = t1t2t3t4 = tan tan 2 tan 3 tan 4 = =–1
2 2 2 2 bk
388 A TEXTBOOK OF ENGINEERING MATHEMATICS
æq q q q ö s1 - s3
Now, tan ç 1 + 2 + 3 + 4 ÷ =
è 2 2 2 2 ø 1 - s2 + s4
q1 q2 q3 q4 p
∴ + + + = np +
2 2 2 2 2
or θ1 + θ2 + θ3 + θ4 = 2nπ + π = (2n + 1)π = an odd multiple of π.
Example 9. Prove that the equation sin 3θ = a sin θ + b cos θ + c has six roots and that the sum of the six
values of θ which satisfy it is equal to an odd multiple of π radians.
Sol. sin 3θ = a sin θ + b cos θ + c
3 sin θ – 4 sin3 θ = a sin θ + b cos θ + c
∴ 4 sin3 θ + (a – 3) sin θ + b cos θ + c = 0
3
æ 2 tan q / 2 ö 2 tan q / 2 1 - tan 2 q / 2
or 4ç ÷ + (a – 3) + b +c= 0
è 1 + tan 2 q / 2 ø 1 + tan 2 q / 2 1 + tan 2 q / 2
Let tan θ/2 = t
32t 3 2t 1 - t2
∴ + (a - 3) +b +c= 0
(1 + t 2 )3 1 + t2 1 + t2
or 32t3 + (2a – 6) t (1 + t2)2 + b(1 – t2) (1 + t2)2 + c (1 + t2)3 = 0
or 32t3 + (2a – 6) (t + 2t3 + t5) + b(1 – t2) (1 + 2t2 + t4) + c (1 + 3t2 + 3t4 + t6) = 0
or 32t + (2a – 6) t + (4a – 12) t3 + (2a – 6) t5 + b + bt2 – bt4 – bt6 + c + 3ct2 + 3ct4 + ct6 =
3 0
or (c – b) t6 + (2a – 6) t5 + (3c – b) t4 + (32 + 4a – 12) t3 + (b + 3c) t2 + (2a – 6) t + (b + c) = 0.
It is sixth degree in t ∴ it has six roots.
q1 q q q q q
Roots of this equation are tan , tan 2 , tan 3 , tan 4 , tan 5 , tan 6 i.e., t1, t2, t3, t4, t5, t6
2 2 2 2 2 2
q1 2a - 6
∴ s1 = Σ t1 = Σ tan =–
2 c-b
3c - b 20 + 49
s2 = Σ t1t2 = ; s3 = Σ t1t2t3 = –
c-b c -b
b + 3c 2a - 6 b+c
s4 = Σ t1t2t3t4 = , s5 = Σt1t2t3t4t5 = – , s6 =
c-b c-b c -b
æ q + q2 + q3 + q4 + q5 + q6 ö s – s3 + s5
∴ tan ç 1 ÷ = 1
è 2 ø 1 – s2 + s4 – s6
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 389
(2a - b) 20 + 4a 2a - 6
- + -
c -b c-b c-b
=
3c - b b + 3c c + b
1- + -
c-b c-b c-b
- 2a + 6 + 20 + 4a - 2a + 6 32 p
= = = • = tan
c - b - 3c + b + b + 3c - c - b 0 2
q1 + q2 + q3 + q 4 + q5 + q6 p
∴ = np +
2 2
or θ1 + θ2 + θ3 + θ4 + θ5 + θ6 = 2nπ + π = (2n + 1) π = odd multiple of π.
ANSWERS
5 tan q - 10 tan3 q + tan5 q
2. (a) 32 cos5 q – 24 cos3 q + 6 cos q 5. tan 5q = .
1 - 10 tan 2 q + 5 tan 4 q
390 A TEXTBOOK OF ENGINEERING MATHEMATICS
ILLUSTRATIVE EXAMPLES
2p 4p 6p 8p
Example 1. Form an equation whose roots are cos , cos , cos , cos .
9 9 9 9
2p 4p 6p 8p
(a) Also form an equation whose roots are sec , sec , sec , sec .
9 9 9 9
2p 4p 6p 8p
(b) Also form an equation whose roots are sec2 , sec2 , sec2 , sec2 and prove that
9 9 9 9
2p 4p 6p 8p
tan2 + tan2 + tan2 + tan2 = 36.
9 9 9 9
2np
Sol. Let q = , where n is an integer (zero, positive or negative)
9
Now give values to q as 0, 1, 2, 3, 4, 5, 6, 7, 8, we see that
for n = 0, cos q = cos 0 = 1
2p
for n = 1, cos q = cos
9
4p
for n = 2, cos q = cos
9
6p
for n = 3, cos q = cos
9
8p
for n = 4, cos q = cos
9
10 p æ 8p ö 8p
for n = 5, cos q = cos
9
= cos çè 2p - 9 ÷ø = cos 9
12p æ 6p ö 6p
for n = 6, cos q = cos = cos ç 2p - ÷ = cos
9 è 9 ø 9
14 p æ 4p ö 4p
for n = 7, cos q = cos
9
= cos çè 2p - 9 ÷ø = cos 9
16p æ 2p ö 2p
for n = 8, cos q = cos
9
= cos çè 2p - 9 ÷ø = cos 9
We see that for n = 5, 6, 7, 8, we do not get any new value of cos q.
2p 4p 6p 8p
\ The only distinct values of cos q are 1, cos , cos , cos , cos
9 9 9 9
Consider 9q = 2np (Resolve 9q into 5q and 4q)
(Q There are 5 distinct values of cos q)
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 391
or 5q + 4q = 2np
or 5q = 2np – 4q
or cos 5q = cos (2np – 4q)
or cos (4q + q) = cos 4q
cos 4q cos q – sin 4q sin q = cos 4q.
or cos 4q (cos q – 1) – 2 sin 2q cos 2q sin q = 0
or (cos q – 1) (2 cos2 2q – 1) – 4 sin2 q cos q (2 cos2 q – 1) = 0
or (cos q – 1) [2 (2 cos2 q – 1)2 – 1] – 4 cos q (1 – cos2 q) (2 cos2 q – 1) = 0
or (cos q – 1) [2 (4 cos4 q – 4 cos2 q + 1) – 1] – 4 cos q (2 cos2 q – 1 – 2 cos4 q + cos2 q) = 0
or (cos q – 1) [8 cos4 q – 8 cos2 q + 1] – 4 cos q [– 2 cos4 q + 3 cos2 q – 1] = 0
or 8 cos5 q – 8 cos3 q + cos q – 8 cos4 q + 8 cos2 q – 1 + 8 cos5 q – 12 cos3 q + 4 cos q = 0
or 16 cos5 q – 8 cos4 q – 20 cos3 q + 8 cos2 q + 5 cos q – 1 = 0
Put cos q = x
16x5 – 8x4 – 20x3 + 8x2 + 5x – 1 = 0
x = 1 satisfies this equation
\ (x – 1)(16x4 + 8x3 – 12x2 – 4x + 1) = 0
\ x = 1 corresponds to cos q = 1
2np
i.e., the value of cos for n = 0
9
\ If we delete x – 1, then the remaining equation 16x4 + 8x3 – 12x2 – 4x + 1 = 0 will have the roots
2p 4p 6p 8p
cos , cos , cos , cos …(1)
9 9 9 9
1
(a) Take x = in (1)
y
The equation changes to
16 8 12 4 1 1 1 1
+ - - + 1 = 0 and roots change to , , ,
y 4
y 3
y 2
y 2 p 4 p 6 p 8p
cos cos cos cos
9 9 9 9
2p 4p 6p 8p
\ The equation whose roots are sec , sec , sec , sec is
9 9 9 9
y4 – 4y3 – 12y2 + 8y + 16 = 0 …(2)
Change y to x.
The required equations is
x4 – 4x3 – 12x2 + 8x + 16 = 0
(b) In (2) put y2 = t
t2 – 4yt – 12 t + 8y + 16 = 0
or (t2 – 12t + 16)2 = (4t – 8)2 y2
or (t2 – 12t + 16)2 = (4t – 8)2 . t
392 A TEXTBOOK OF ENGINEERING MATHEMATICS
13p æ pö p
for n = 6, cos q = cos
7
= cos çè 2p - 7 ÷ø = cos 7
We see that for n = 4, 5, 6, we are not getting different values of cos q.
∴ Distinct values of cos q are obtained for
p 3p 5p 7p
n = 0, 1, 2, 3 i.e., cos , cos , cos , cos =–1
7 7 7 7
∴ 7q = (2n + 1)p
(Q There are only four distinct values of cos q ∴ Resolve 7q into 4q and 3q)
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 393
∴ 4q + 3q = (2n + 1)p
4q = (2n + 1)p – 3q
cos 4q = cos {(2n + 1)p – 3q} = – cos 3q
or 2 cos 2q – 1 = – (4 cos3 q – 3 cos q)
2
8 4 4
- - +1=0
y 3
y 2
y
or 8 – 4y – 4y2 + y3 = 0
or y3 – 4y2 – 4y + 8 = 0 …(2)
1 1 1 p 3p 5p
Its roots are , , i.e., sec , sec , sec
p 3p 5p 7 7 7
cos cos cos
7 7 7
p 3p 5p
sec + sec + sec = sum of the roots = 4
7 7 7
Put y2 = t in (2)
∴ ty – 4t – 4y + 8 = 0
or (t – 4)2 y2 = (4t – 8)2
(t – 8t + 16)t = 16t2 – 64t + 64
2
p 3p 5p
It has roots tan2 , tan2 , tan2
7 7 7
p 3p 5p
Now, tan2 tan2 tan2 = Product of the roots = 7
7 7 7
p 3p 5p 1
\ cot2 cot2 cot2 = . Proved.
7 7 7 7
ANSWERS
1. (a) x3 + 4x2 – 4x – 8 = 0. (b) x3 – 24x2 + 80x – 64 = 0.
1
2. 32x5 – 16x4 – 32x3 + 12x2 + 6x – 1 = 0 (i) (ii) 6.
2
3 xy + 4iy 2 2
Sol. (i) e = e3 xy . e i 4 y = e3 xy (cos 4 y 2 + i sin 4 y 2 )
2
R(e3 xy + 4 iy ) = e3 xy cos 4 y 2
2
Im ( e 3 xy + 4 iy ) = e3 xy sin 4 y 2
(ii) (5 + 3i)2 = 25 + 9i2 + 30i = 16 + 30i [Q i2 = – 1]
2
∴ e (5 + 3i) = e16+30i = e16 (cos 30 + i sin 30)
cos z i (eiz + e - iz ) 1 2 1 2i
cot z = = iz , sec z = = iz , cosec z = = iz
sin z e - e- iz cos z e + e - iz
sin z e - e- iz
2. Euler’s Theorem.
For all values of q, real or complex, eiq = cos q + i sin q.
eiq + e - iq eiq - e - iq
For all values of q, real or complex cos q = and sin q =
2 2i
eiq + e - iq eiq - e - iq 2eiq
∴ cos q + i sin q = + = = eiq.
2 2 2
Hence, eiq = cos q + i sin q for all values of q.
396 A TEXTBOOK OF ENGINEERING MATHEMATICS
2 tan z
(iv) tan 2z = (v) sin (– z) = – sin z
1 - tan 2 z
3 tan z - tan3 z
(vi) sin 3z = 3 sin z – 4 sin3 z (vii) tan 3z =
1 - 3 tan2 z
2 2
æ eiz - e- iz ö æ eiz + e- iz ö
Proof. (i) LHS = sin2 z + cos2 z =ç ÷ + ç ÷
è 2i ø è 2 ø
=– 1
4
(e2iz + e–2iz – 2) + 1
4
(e2iz + e–2iz + 2) = 1
2
+ 1
2
= 1 = RHS
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 397
1 e 2iz + e -2iz
= [(e2iz + e–2iz + 2) + (e2iz + e–2iz – 2)] = = cos 2z
4 2
2
æ eiz + e - iz ö 1 e 2iz + e -2iz
2 cos2 z – 1 = 2 ç ÷ - 1 = (e2iz + e–2iz + 2) – 1 = = cos 2z
è 2 ø 2 2
2
æ eiz - e - iz ö 1 2iz –2iz e 2iz + e -2iz
1 – 2 sin2 z = 1 – 2 ç ÷ = 1 + (e + e – 2) = = cos 2z
è 2i ø 2 2
Hence the result.
eiz - e - iz
2.
2 tan z i (eiz + e - iz ) 2( eiz - e - iz )( eiz + e - iz )
(iv) RHS = = =
1 - tan 2 z é eiz - e - iz ù
2
i[( eiz + e - iz ) 2 + ( eiz - e - iz ) 2 ]
1 - ê iz - iz ú
êë i (e + e ) úû
ei ( - z ) - e - i ( - z ) e - iz - eiz eiz - e - iz
(v) sin (– z) = = =- = – sin z.
2i 2i 2i
e3iz - e -3iz x3 - y 3
(vi) sin 3z = = , where x = eiz, y = e–iz
2i 2i
( x - y )3 + 3xy ( x - y ) 1
= = [(eiz – e–iz)3 + 3 . eiz . e–iz (eiz – e–iz)]
2i 2i
1 1
= [(2i sin z)3 + 3(2i sin z)] = [– 8i sin3 z + 6i sin z] = 3 sin z – 4 sin3 z.
2i 2i
3 tan z - tan3 z
(vii) RHS =
1 - 3 tan 2 z
3 3
é eiz - e - iz ù é eiz - e - iz ù é eiz - e - iz ù 1 é eiz - e - iz ù
3 . ê iz - iz ú
- ê iz - iz ú
3 ê iz - iz ú
+ . ê iz - iz ú
êë i (e + e ) úû êë i (e + e ) úû êë i (e + e ) úû i êë e + e úû
= 2
= 2
é eiz - e - iz ù é eiz - e - iz ù
1 - 3 . ê iz - iz ú
1 + 3 . ê iz - iz ú
ëê i (e + e ) ûú ëê e + e ûú
398 A TEXTBOOK OF ENGINEERING MATHEMATICS
3
x 1 æ xö
3 + .ç ÷
iy i è y ø
= 2
, where x = eiz – e–iz, y = eiz + e–iz
æ xö
1+ 3ç ÷
è yø
= tan 3z.
Example 3. If α, β are the imaginary cube roots of unity prove that
æ 3 3 ö
aeax + bebx = – e–x/2 ç cos x + 2 sin x .
è 2 2 ÷ø
Sol. We know that imaginary cube roots of unity are w and w2, where
-1+ i 3 -1- i 3
w= , w2 = .
2 2
-1+ i 3 -1- i 3
Here α= , β=
2 2
æ 1 3ö æ 1 3ö
ç- 2 + i 2 ÷ x ç- 2 - i 2 ÷ x
è ø è ø
aeax + bebx = αe + be
3 3 ì i 3 3 ü
i x -i x ï x -i
2 ï
x
= αe–x/2. e 2 + βe–x/2, e 2 = e–x/2 ía e 2 + be ý
ï
î ï
þ
ìï æ 3 3 ö æ 3 3 ö üï
= e–x/2 ía ç cos x + i sin x ÷ + b ç cos x - i sin x ý
ïî è 2 2 ø è 2 2 ÷ø ïþ
ì
ï 3 3 ü
ï
= e–x/2 í(a + b) cos x + i (a - b) sin xý
ï
î 2 2 ï
þ
α + β = – 1, α– β = i 3
ì
ï 3 3 ü
ï
∴ aeax + bebx = e–x/2 í- cos x + i (i 3) sin xý
ï
î 2 2 ï
þ
ì
ï 3 3 ü
ï
= – e–x/2 ícos x + 3 sin xý .
ï
î 2 2 ï
þ
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 399
TEST YOUR KNOWLEDGE
1. If z = x + iy, find the real and imaginary parts of exp (z2).
2. Prove that:
(i) sin (a + nq) – eia sin nq = e–inq sin a (ii) [sin (a + q) – eia sin q]n = sinn a . e–inq
3. If z is a complex number, prove that:
(i) cos (– z) = cos z (ii) tan (– z) = – tan z
sin 2 z
(iii) cos 3z = 4 cos3 z – 3 cos z (iv) tan z = .
1 + cos 2 z
4. If z1, z2 are complex numbers, show that:
(i) sin (z1 + z2) = sin z1 cos z2 + cos z1 sin z2 (ii) cos (z1 – z2) = cos z1 cos z2 + sin z1 sin z2
tan z1 + tan z 2 z1 + z2 z - z2
(iii) tan (z1 + z2) = (iv) sin z1 + sin z2 = 2 sin cos 1
1 - tan z1 tan z2 2 2
ANSWER
2
- y2 2
- y2
1. ex cos 2 xy, e x sin 2xy.
Definition. If w = ez, where z and w are complex numbers, then z is called a logarithm of w to the base e.
Thus loge w = z.
1. Prove that loge w is a many-valued function.
We know that e2nπi = cos 2nπ + i sin 2nπ = 1
Let ez = w, then ez+2nπi = ez . e2nπi = ez. 1 = ω
∴ by definition loge w = z + 2nπi, where n is zero, or any +ve or –ve integer.
Thus if z be a logarithm of w, so is z + 2nπi.
Hence the logarithm of a complex number has infinite values and is thus a many-valued function.
Note. The value z + 2nπi is called the general value of loge w and is denoted by Loge w.
Thus Loge w = z + 2nπi = 2nπi + loge w
If w = x + iy, then Log (x + iy) = 2nπi + log (x + iy).
If we put n = 0, in the general value, we get the principal value of z, i.e., loge w.
2. Prove that log (– N) = πi + log N, where N is positive.
Proof. – N = N(– 1) = N(cos π + i sin π) = N . eiπ
∴ log (– N) = log (N . eiπ) = log N + log eiπ = log N + πi.
3. Separate log (α + iβ) into real and imaginary parts.
b
Proof. Let α + iβ = r(cos θ + i sin θ) so that r = a 2 + b2 , θ = tan–1
a
400 A TEXTBOOK OF ENGINEERING MATHEMATICS
ILLUSTRATIVE EXAMPLES
1 r sin q
Example 1. Prove that log (1 + reiθ) = log (1 + 2r cos θ + r2) + i tan–1 .
2 1 + r cos q
æ qö q
Deduce that log (1 + cos θ + i sin θ) = log ç 2 cos ÷ + i
è 2ø 2
Sol. log (1 + reiθ) = log [1 + r(cos θ + i sin θ)] = log [(1 + r cos θ) + i(r sin θ)]
1 r sin q
= log [(1 + r cos θ)2 + (r sin θ)2] + i tan–1
2 1 + r cos q
1 r sin q
= log [1 + 2r cos θ + r2 cos2 θ + r2 sin2 θ] + i tan–1
2 1 + r cos q
1 r sin q
= log [1 + 2r cos θ + r2] + i tan–1 …(1)
2 1 + r cos q
Putting r = 1 in (1),
1 sin q
log (1 + eiθ) = log (1 + 2 cos θ + 1) + i tan–1
2 1 + cos q
q q
2 sin cos
1 2 2
i.e., log (1 + cos θ + i sin θ) = log [2(1 + cos θ)] + i tan –1
2 2 q
2 cos
2
1 é qù æ qö 1 éæ qö ù
2
q
= log ê 2 . 2 cos 2 ú + i tan -1 ç tan ÷ = log êç 2 cos ÷ ú + i
2 ë 2û è 2ø 2 êëè 2ø ú 2
û
1 æ qö q æ qö q
= . 2 log ç 2 cos ÷ + i . = log ç 2 cos ÷ + i .
2 è 2 ø 2 è 2 ø 2
Example 2. (a) Find the general value of log - 1+ i 3 . (P.T.U., May 2012)
General value of - 1 + i 3
= 2npi + log - 1 + i 3
æ i 2p ö
= 2npi + log ç 2e 3 ÷
è ø
i 2p
= 2npi + log 2 + log e 3
2p
= 2npi + log 2 + i
3
æ 1ö
= log 2 + 2pi ç n + ÷
è 3ø
3n + 1
= log 2 + 2 pi
3
(b) – 4 = 4 (– 1) = 4 (cos π + i sin π) = 4eiπ
Log (– 4) = Log (4eiπ) = 2nπi + log (4e iπ)
= 2nπi + log 4 + log eiπ
= 2nπi + log 4 + iπ
= log 4 + (2n + 1) πi
= log 22 + (2n + 1) πi
= 2 log 2 + (2n + 1) πi.
Example 3. Separate into real and imaginary parts Log (4 + 3i).
Sol. Let 4 + 3i = r(cos θ + i sin θ)
Equating real and imaginary parts r cos θ = 4 ; r sin θ = 3
Squaring and adding, r2 = 16 + 9 = 25 ∴ r=5
3 3
Dividing, tan θ = ∴ θ = tan–1
4 4
∴ log (4 + 3i) = Log [r(cos θ + i sin θ)] = Log (reiθ) = 2nπi + log (reiθ)
3
= 2nπi + log r + log eiθ = 2nπi + log 5 + iθ = log 5 + 2nπi + i tan–1
4
∴ Re[log (4 + 3i)] = log 5
æ 3ö
Im[log (4 + 3i)] = ç 2np + tan -1 .
è 4 ÷ø
402 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ a - ib ö 2ab
Example 4. (a) Prove that tan ç i log =
è a + ib ÷ø a 2 - b2
ì
ï 1 + ie- iq ü
ï
(b) Prove that sin íi log iq ý
is wholly real.
ï
î 1 - ie ï
þ
Sol. (a) Let a + ib = r (cos θ + i sin θ)
Equating real and imaginary parts r cos θ = a, r sin θ = b
b
Dividing, tan θ = ...(1)
a
Also, a – ib = r (cos θ – i sin θ)
é r (cos q - i sin q) ù é e- iq ù
L.H.S. = tan êi log ú = tan êi log iq ú
ë r (cos q + i sin q) û êë e úû
= tan [i log e ] = tan [i(– 2iθ) log e]
–2iθ | log e = 1
b
2
2 tan q a
= tan 2θ = = [Using (1)]
1 - tan 2 q b2
1- 2
a
2ab
= 2 .
a - b2
ì 1 + i (cos q - i sin q ü
(b) sin íi log ý
î 1 - i (cos q + i sin q) þ
ì (1 + sin q) + i cos q ü
= sin íi log ý
î (1 + sin q) - i cos q þ
ì æp ö æp öü
ï 1 + cos ç - q÷ + i sin ç - q÷ ï
ï è2 ø è2 øï
= sin íi log ý
ï æp ö æp ö
1 + cos ç - q÷ - i sin ç - q÷ ï
ï
î è2 ø è2 øïþ
ì æ p qö æ p qö æ p qö ü
ï 2 cos 2 ç - ÷ + 2 i sin ç - ÷ cos ç - ÷ ï
ï è 4 2ø è 4 2ø è 4 2ø ï
= sin íi log ý
ï æ p qö æ p qö æ p qö
2 cos 2 ç - ÷ - 2 ç sin - ÷ cos ç - ÷ ï
ï
î è 4 2ø è 4 2ø è 4 2ø ïþ
ì æ p qö æ p qö ü ì æ p qö ü
ï cos ç - ÷ + i sin ç - ÷ ï iç - ÷
ï è 4 2ø è 2 2ø ï ïï e è 4 2ø ïï
= sin íi log ý = sin íi log ý
ï æ p qö æ p qö æ p qö
cos ç - ÷ - i sin ç - ÷ ï ï - iç - ÷ ï
ï
î è 4 2ø è 4 2ø ï
þ ïî e è 4 2ø ïþ
ì 2 iç - ÷ ü
æ p qö
ì 2 æp
ï ï öü æp ö
= sin íi log e è 4 2 ø ý = sin íi ç - q÷ ý = – sin ç - q÷ = – cos θ
ï ï î è 2 ø þ è 2 ø
î þ
which is wholly real.
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 403
Example 5. Express log (log i) in the form A + iB.
p p
Sol. i = cos + i sin = eiπ/2
2 2
p p
∴ Log i = 2nπi + log eiπ/2 = 2nπi + i = i(4n + 1)
2 2
é pù é pù
∴ Log (Log i) = Log êi (4p + 1) ú = 2mπi + log êi (4p + 1) 2 ú
ë 2û ë û
p
= 2mπi + log i + log (4n + 1)
2
æ p
p p p i ö
= 2mπi + log eiπ/2 + log (4n + 1) ç3 i = cos + i sin = e 2
÷
2 è 2 2 ø
p p p p
= 2mπi + i + log (4n + 1) = log (4n + 1) + i(4m + 1) .
2 2 2 2
x + iy y
Example 6. (a) Show that log = 2i tan-1 .
x - iy x
1 1 + ix
(b) Prove that tan–1 x = log . (P.T.U., May 2007)
2i 1 - ix
Sol. (a) Let x = r cos θ, y = r sin θ
y
∴ x2 + y 2 = r2 and tan θ =
x
x + iy r (cos q + i sin q) eiq
log = log = log - iq = log e2iθ = 2iθ
x - iy r (cos q - i sin q) e
y
= 2i tan–1 .
x
(b) Let 1 = r sin θ, x = r sin θ ∴ r2 = 1 + x2, tan θ = x.
1 1 + ix
R.H.S. = log
2i 1 - ix
1 r cos q + i r sin q 1 cos q + i sin q
= log = log
2i r cos q - i r sin q 2i cos q - i sin q
1 eiq 1 1
= log - iq = log e2iθ = 2iθ = θ = tan–1 x.
2i e 2i 2i
æ 1ö
(b) Prove that log ii = – ç 2n + π. (P.T.U., Dec. 2002)
è 2 ÷ø
Sol. (a) ii = ei Log i [By definition]
= ei[2nπi + log i] = ei[2nπi + log (cos π/2 + i sin π/2)]
ip /2
= e [2 p + log
i n i e i npi + ip / 2] i 2 (4 n + 1)p / 2
= e- (4
] n+1)p / 2
= e [2 =e
which is wholly real.
The principal value of ii = e–π/2 (putting n = 0)
Putting n = 0, 1, 2, ....... the values of ii are e–π/2, e–5π/2, e–9π/2,.....
which form a G.P. whose common ratio is e–2π.
(b) Log ii = i log i
é æ p pöù
= i[2nπ i + log i] = i ê2npi + log ç cos + i sin ÷ ú
ë è 2 2øû
é p
i ù é pö æ 1ö
= i ê 2npi + log e 2 ú = i ê 2npi + i ÷ = i2 π çè 2n + 2 ÷ø
êë úû ë 2ø
æ 1ö
= – ç 2n + ÷ p .
è 2ø
iπ / 2
= e(α + iβ)[2nπi + log e ] = e(α + iβ)[2nπi + iπ/2] = e–β(4n + 1)π/2 + iα(4n + 1)π/2
é ap ap ù
= e–β(4n + 1)π/2 . eiα(4n + 1)π/2 = e–β(4n + 1)π/2 êcos (4n + 1) + i sin (4n + 1)
ë 2 2 úû
[Q eiθ = cos θ + i sin θ]
Equating real and imaginary parts
ap ap
α = e–(4n + 1)βπ/2 . cos (4n + 1) ; β = e–(4n + 1)βπ/2 . sin (4n + 1)
2 2
Squaring and adding,
é ap ap ù
α2 + β2 = e–(4n + 1)βπ êcos 2 (4n + 1) + sin 2 (4n + 1) = e–(4n + 1)βπ.
ë 2 2 úû
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 405
Example 9. Considering only the principal value, prove that the real part of
æp ö
(1 + i 3 )1 + i 3
is 2e-p 3
cos ç + 3 log 2÷ .
è3 ø
é æp ö æp öù
= elog 2 e -p / 3
êcos çè + 3 log 2÷ø + i sin çè + 3 log 2÷ø ú
ë 3 3 û
é æp ö æp öù
= 2e -p / 3
êcos çè + 3 log 2÷ø + i sin çè + 3 log 2÷ø ú [Q elog f(x) = f(x)]
ë 3 3 û
æp ö
⇒ Real part of (1 + i 3)1+ i 3
is 2e-p / 3
cos ç + 3 log 2÷ .
è3 ø
i ......... ad . inf.
i
Example 10. If i = A + iB and only principal values are considered, prove that
pA B
(a) tan = (b) A2 + B2 = e–Bπ.
2 A
i ......... ad . inf.
Sol. i i = A + iB ⇒ iA + iB = A + iB
Now, A + iB = i + iB = e(A + iB) log i
A (Taking principal values only)
ip /2
= e(A + iB) log (cos p / 2 + i sin p / 2) = e(A + iB) log ( e )
æ bö
2 tan-1 ç ÷
y è aø
Example 11. If (a + ib)p = mx+iy, then prove that = when only principal values are
x log (a + b2 )
2
é bù
or p ê 12 log (a 2 + b2 ) + i tan -1 ú = x log m + iy log m
ë aû
(Considering only the principal values)
Equating real and imaginary parts x log m = 1
2
p log (a2 + b2) …(i)
b
y log m = p tan–1 …(ii)
a
b b
p tan -1 2 tan -1
y a a .
Dividing (ii) by (i), = =
x 1
2
p log ( a 2 + b 2 ) log ( a 2 + b 2 )
2a
Example 12. If tan log (x + iy) = a + ib and a2 + b2 ≠ 1, then prove that tan log (x2 + y2) = .
1 - a2 - b2
i
i 1
i log i log i
i log i
Sol. i =e = e =e 2
p
p i
We know that i = cis =e 2
2
1
ip
1 æ pö 2 1 æ pö
çè cis 2 ÷ø . 2 çè i 2 ÷ø
i
i i log e 2
∴ = e 2 =e
p p ip æ p pö
i cis
4 çè cos 4 + i sin 4 ÷ø
= e 4 4 =e
p 1+ i p p p
i (i - 1) i -
= e 4 2
= e4 2 = e4 2 .e 4 2
p p
- p - é p p ù
= e 4 2 cis =e 4 2
êcos + i sin ú.
4 2 ëê 4 2 4 2 ûú
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 407
(1 + i)x + iy b 1
Example 14. If x - iy
= α + i β, prove that one of the values of tan–1 = πx + y log 2.
(1 - i) a 2
Sol. First take (1 + i)x + iy
x + iy
log (1 + i)
(1 + i)x + iy = e = e (x + iy) log (1 + i)
One of the values of
1 é -1 y ù
êlog x + y + i tan x ú
2 2
log (1 + i) = log | 1 + i | + i tan–1
1 ë û
p
= log 2 +i
4
æ pö æ pö é pù
( x + iy ) ç log 2 + i ÷ ç x log 2 - y 4 ÷ø + i ê y log 2 + x 4 ú
è 4ø
∴ (1 + i)x+iy = e = eè ë û
æ yp ö é x pù
ç x log 2 - 4 ÷ø + i ê y log 2 + 4 ú
(1 + i)x+iy = eè ë û
Changing i to – i
æ y pö é x pù
çè x log 2 - ÷ - i ê y log 2 +
4 ø ë 4 úû
(1 – i)x–iy = e
æ y pö é x pù
è ç x log 2 - 4 ÷ø + i ê y log 2 + 4 ú é x pù
(1 + i ) x + iy e ë û 2i ê y log 2 +
ë 4 úû
= =e
(1 - i ) x - iy æ
çè x log 2-
y pö é
- i ê y log 2 +
x pù
4 ÷ø ë 4 úû
e
é x pù é x pù
i ê 2 y log 21/ 2 + i ê y log 2 +
ë 2 úû ë 2 úû
= e = e
æ x pö æ xp ö
∴ α + i β = cos ç y log 2 + + i sin ç y log 2 +
è 2 ÷ø è 2 ÷ø
æ xp ö æ x pö
∴ α = cos ç y log 2 + and β = sin ç y log 2 +
è 2 ÷ø è 2 ÷ø
b é x pù
∴ = tan ê y log 2 +
a ë 2 úû
b 1
tan–1 = πx + y log 2 is one of the values.
a 2
Example 15. Find modulus and argument of (1 + i)1– i. (P.T.U., May 2003)
1- i
i
Sol. (1 + i)1–i = elog(1 + ) = e(1–i) log (1 + i)
é 1ù é1 pù
(1- i ) êlog 1 + 1 + i tan -1 ú (1- i ) ê log 2 + i ú
ë 1û ë2 4û
= e =e
æ1 pö æp 1 ö æ1 pö æp 1 ö
log 2 + ÷ + i ç - log 2÷ log 2 + ÷ i ç - log 2÷
èç 2 4ø è4 2 ø èç 2 4ø è4 2 ø
= e =e .e
æ1 pö
ç log 2 + 4 ÷ø é æp 1 ö æp 1 öù
= eè 2 êcos çè - log 2÷ø + i sin çè - log 2÷ø ú
ë 4 2 4 2 û
408 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ1 pö
è ç log 2 + ÷ø æp 1 ö
Real part of (1 + i)1–i = e 2 4
cos ç - log 2÷
è4 2 ø
æ1 pö
è ç log 2 + ÷ø æp 1 ö
Img. part of (1 + i)1–i = e 2 4
sin ç - log 2÷
è4 2 ø
Modulus of (1 + i)1–i = (Re) 2 + (Im) 2
æ1 pö
2 ç log 2 + ÷
è2 4ø é 2 æp 1 ö 2 æp 1 öù
= e êcos çè 4 - 2 log 2÷ø + sin çè 4 - 2 log 2÷ø ú
ë û
æ1 pö 1 p p p
2 ç log 2 + ÷ log 2 +
è2 4ø
= e .1 = e 2 4 = elog 2
. e4 = 2 e4
æp 1 ö
sin ç - log 2÷
Img. part è4 2 ø p 1
Argument of (1 + i)1–i = tan–1 = tan–1 = - log 2.
Real part æp 1 ö 4 2
cos ç - log 2÷
è4 2 ø
4m + 1
Example 16. Prove that Logi i = , where m, n are integers.
4n + 1
Loge i
Sol. Logi i =
Loge i
ip
p
We know that i = cis =e2
2
ip
p
∴ Loge i = 2mπ i + Log i = 2m Fi + Log e 2 = 2m πi + i
2
iπ
= (4m + 1) , where m is any integer
2
Similarly, Loge i in the denominator
ip
= 2nπ i + Log i = (4n +1) , where n is any integer
2
ip
(4m + 1)
∴ Logi i = 2 = 4m + 1 .
ip 4n + 1
(4n + 1)
2
( a + ib) p + iq
6. Prove that the principal value of is cos 2 (pa + q log r) + i sin 2 (pa + q log r), where
( a - ib) p - iq
b
r= a 2 + b 2 and a = tan–1 .
a
(1 + i )1- i
7. Prove that = sin (log 2) + i cos (log 2).
(1 - i )1+ i
p2
- æp ö
8. Prove that the real part of the principal value of ilog (1+i) is e 8
cos ç log 2÷ .
è4 ø
ANSWERS
pi 1 p
1. (i) (4n – 1) , (ii) log 2 + i(8n + 1) .
2 2 4
(iii) log 3 + i(2n + 1) p
e 0 - e -0 1 - 1 e 0 + e -0 1 + 1
Note. sinh 0 = = =0; cosh 0 = = =1
2 2 2 2
e x + e - x e x - e- x
cosh x + sinh x = + = ex ;
2 2
e x + e- x e x - e- x
cosh x – sinh x = - = e–x.
2 2
410 A TEXTBOOK OF ENGINEERING MATHEMATICS
eiq + e - iq eiq - e - iq
cos θ = ; sin θ =
2 2i
Putting θ= ix in these equations, we get
ei ( ix) + e - i ( ix ) e - x + e x
cos (ix) = = = cosh x
2 2
ei ( ix) - e - i ( ix ) e - x - e x - (e x - e - x ) i 2 (e x - e - x ) ex - e- x
sin (ix) = = = = =i. = i sinh x
2i 2i 2i 2i 2
sin (ix) i sinh x
tan (ix) = = = i tanh x
cos (ix) cosh x
cos (ix) cosh x i cosh x
cot (ix) = = = 2 = – i coth x
sin (ix) i sinh x i sinh x
1 1
sec (ix) = = = sech x
cos (ix) cosh x
1 1 i
cosec (ix) = = = = – i cosech x.
sin (ix ) i sinh x i 2 sinh x
eq - e-q eq + e-q eq - e-q
By definition, sinh θ = ; cosh θ = ; tanh θ = q
2 2 e + e-q
Putting θ = ix, we get
eix - e - ix eix - e - ix eix - e- ix
sinh (ix) = =i. = i sin x ; cosh (ix) = = cos x
2 2i 2
eix - e - ix
ix - ix
e -e sin x
tanh (ix) = ix - ix
= i . ix 2i - ix = i . = i tan x.
e +e e +e cos x
2
e x - e- x
(i) We know that sinh x =
2
e x + 2n pi - e - ( x + 2npi )
∴ sinh (x + 2nπi) = , where n is any integer
2
1 x e x - e- x
= 1
2
[ex . e2nπi – e–x . e–2nπi] =
[e . 1 – e–x . 1] = = sinh x
2 2
Thus sinh x remains unchanged when x is increased by any multiple of 2πi.
Hence sinh x is a periodic function and its period is 2πi.
e x + e- x
(ii) cosh x =
2
e x + 2 n pi + e - ( x + 2 n pi )
cosh (x + 2nπi) = , where n is any integer
2
e x + e- x
= 1
2
[ex . e2nπi + e–x . e–2nπi] = 1
2
[ex . 1 + e–x . 1] = = cosh x
2
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 411
Thus cosh x remains unchanged when x is increased by any multiple of 2πi.
Hence cosh x is a periodic function and its period is 2πi.
e x - e- x
(iii) tanh x = x
e + e- x
e x + npi - e - ( x + npi )
tanh (x + nπi) = , where n is any integer
e x + npi + e - ( x + npi )
e x . e npi - e - x . e - npi
=
e x . e npi + e - x . e - npi
Multiplying the numerator and denominator by enπi
e x . e 2 npi - e - x e x - e - x
= = = tanh x [Q e2nπi = cos 2nπ + i sin 2nπ = 1]
e x . e 2 npi + e - x e x + e - x
Thus tanh x remains unchanged when x is increased by any multiple of πi.
Hence tanh x is a periodic function and its period is πi.
Note. cosech x, sech x and coth x being reciprocals of sinh x, cosh x and tanh x respectively, are also periodic functions
with periods 2πi, 2πi and πi respectively.
1. Prove that (a) cosh2 x – sinh2 x = 1, (b) sech2 x + tanh2 x = 1, (c) coth2 x – cosech2 x = 1
Proof. (a) For all values of θ, cos2 θ + sin2 θ = 1
Putting θ = ix, we get cos2 (ix) + sin2 (ix) = 1
or (cosh x)2 + (i sinh x)2 = 1 [Q cos ix = cosh x ; sin (ix) = i sinh x]
or 2 2
cosh x – sinh x = 1 [Q i2 = – 1]
(b) We know that cosh2 x – sinh2 x = 1
Dividing both sides by cosh2 x, we have
1 – tanh2 x = sech2 x ⇒ sech2 x + tanh2 x = 1
(c) We know that cosh x – sinh x = 1
2 2
2 tan q
(c) We know that tan 2θ =
1 - tan 2 q
2 tan (ix)
Putting θ = ix, we get tan (2ix) =
1 - tan 2 (ix)
2i tanh x 2i tanh x
i tanh 2x = =
1 - (i tanh x) 2
1 + tanh 2 x
2 tanh x
∴ tanh 2x = .
1 + tanh 2 x
4. Prove that (a) sinh 3x = 3 sinh x + 4 sinh3 x.
3 tanh x + tanh 3 x
(b) cosh 3x = 4 cosh3 x – 3 cosh x (c) tanh 3x = .
1 + 3 tanh 2 x
Proof. (a) We know that sin 3θ = 3 sin θ – 4 sin3 θ
Putting θ = ix, we get sin (3ix) = 3 sin (ix) – 4 sin3 (ix)
or i sinh 3x = 3i sinh x – 4 (i sinh x)3
or i sinh 3x = 3i sinh x + 4 i sinh3 x [Q i3 = – i]
or sinh 3x = 3 sinh x + 4 sinh3 x
(b) We know that cos 3θ = 4 cos3 θ – 3 cos θ
Putting θ = ix, we get cos (3ix) = 4 cos3 (ix) – 3 cos (ix)
or cosh 3x = 4 cosh3 x – 3 cosh x
3 tan q - tan 3 q
(c) We know that tan 3θ =
1 - 3 tan 2 q
6. Prove that:
C+D C-D
(i) sinh C + sinh D = 2 sinh cosh
2 2
C+D C-D
(ii) sinh C – sinh D = 2 cosh sinh
2 2
C+D C-D
(iii) cosh C + cosh D = 2 cosh cosh
2 2
C+D C-D
(iv) cosh C – cosh D = 2 sinh sinh
2 2
Proof. We shall prove only the last result. The first three are left as an exercise for the student.
x+ y y-x
We know that cos x – cos y = 2 sin sin
2 2
Putting x = iA and y = iB, we get
æ A + Bö æ B - Aö
cos (iA) – cos (iB) = 2 sin ç i sin ç i
è 2 ÷ø è 2 ÷ø
A+B B-A
⇒ cosh A – cosh B = 2i sinh . i sinh
2 2
A+B B-A A+B B-A
= – 2 sinh sinh = 2 sinh sinh
2 2 2 2
[3 sinh (– x) = – sinh x]
7. Prove that:
tanh x + tanh y + tanh z + tanh x tanh y tanh z
tanh (x + y + z) =
1 + tanh x tanh y + tanh y tanh z + tanh z tanh x
tan a + tan b + tan g - tan a tan b tan g
Proof. We know that, tan (α + β + γ ) =
1 - tan a tan b - tan b tan g - tan g tan a
Putting α = ix ; β = iy ; γ = iz, we get
tan (ix ) + tan (iy ) + tan (iz ) - tan (ix ) tan (iy ) tan (iz )
tan i (x + y + z) =
1 - tan (ix) tan (iy ) - tan (iy) tan (iz ) - tan (iz ) tan (ix)
i tanh x + i tanh y + i tanh z - i tanh x . i tanh y . i tanh z
i tanh (x + y + z) =
1 - i tanh x . i tanh y - i tanh y . i tanh z - i tanh z . i tanh x
tanh x + tanh y + tanh z + tanh x tanh y tanh z
or tanh (x + y + z) = .
1 + tanh x tanh y + tanh y tanh z + tanh z tanh x
ILLUSTRATIVE EXAMPLES
Example 1. Separate into real and imaginary parts
(a) sin (x + iy) (b) cos (x + iy) (P.T.U., Dec. 2004)
(c) tan (x + iy) (d ) cot (x + iy)
(e) sec (x + iy) (P.T.U., May 2004) ( f ) cosec (x + iy).
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 415
Sol. (a) sin (x + iy) = sin x cos iy + cos x sin iy
= sin x cosh y + cos x ◊ i sinh y = sin x cosh y + i ◊ cos x sinh y
(b) cos (x + iy) = cos x cos iy – sin x sin iy
= cos x cosh y – sin x ◊ i sinh y = cos x cosh y – i ◊ sin x sinh y
sin ( x + iy ) 2 sin ( x + iy ) cos ( x - iy )
(c) tan (x + iy) = =
cos ( x + iy ) 2 cos ( x + iy ) cos ( x - iy )
æ p qö
Example 3. If u = log tan ç + ÷ , then prove that:
è 4 2ø
u q
(i) tanh = tan (P.T.U., May 2006) (ii) cosh u = sec θ
2 2
(iii) tanh u = sin θ (iv) sinh u = tan θ. (P.T.U., Dec. 2005)
æ p uö
(v) θ = – i log ç tan + i ÷ . (P.T.U., May 2003)
è 4 2ø
æ p qö
Sol. u = log tan ç + ÷
è 4 2ø
q q
1 + tan 1 + tan
æ p qö 2 eu / 2 2
(i) eu = tan ç + ÷ ⇒ eu/2 . eu/2 = ⇒ =
è 4ø 2 q e - u / 2 1 - tan q
1 - tan
2 2
By componendo and dividendo
æ qö æ qö
çè1 + tan ÷ - ç1 - tan ÷ø
eu / 2 - e - u / 2 2ø è 2 u q
= ⇒ tanh = tan
eu / 2 + e - u / 2 æ qö æ qö 2 2
çè1 + tan ÷ + ç1 - tan ÷ø
2ø è 2
u q
1 + tanh 2 1 + tan 2
(ii) cosh u = 2 = 2 [Using part (i)]
u q
1 - tanh 2 1 - tan 2
2 2
1
= = sec θ.
cos q
u
2 tanh
(iii) We know that tanh u= 2 = 2 tan q /2 [Using part (i)]
2 u 1 + tan 2 q /2
1 + tanh
2
= sin θ.
u
2 tanh
(iv) We know that sinh u= 2 = 2 tan q /2 [Using part (i)]
u 1 - tan 2 q /2
1 - tanh 2
2
= tan θ.
u q
(v) From (i) part tanh = tan (prove it)
2 2
ei q / 2 - e - i q / 2
1 iu 2i1 ei q / 2 - e - i q / 2
tan = iq/2 - i q/2
=
i 2 e +e i ei q / 2 + e - i q / 2
2
418 A TEXTBOOK OF ENGINEERING MATHEMATICS
iu
tan
2 = ei q / 2 - e - iq / 2
or
1 ei q / 2 + e - i q / 2
(By componendo-dividendo)
iu
1 + tan
2 = ei q / 2 + e - i q / 2 + ei q / 2 - e - i q / 2
iu ei q / 2 + e - i q / 2 - ei q / 2 + e - i q / 2
1 - tan
2
æ p i uö 2ei q / 2
tan ç + ÷ = = ei θ
è4 2ø 2e - i q / 2
æp uö
∴ i θ = log tan ç + i
è4 2 ÷ø
1 æp uö
∴ θ= log tan ç + i ÷
i è4 2ø
æp uö
∴ θ = – i log tan ç + i ÷ .
è4 2ø
Example 4. If sin (A + iB) = x + iy, prove that
x2 y2
(i) + =1 (P.T.U., Dec. 2002)
cosh2 B sinh2 B
(ii) x2 cosec2 A – y2 sec2 A = 1.
Sol. (i) x + iy = sin (A + iB) = sin A cos iB + cos A sin iB = sin A cosh B + i cos A sinh B
Equating real and imaginary parts on both sides
x = sin A cosh B ; y = cos A sinh B …(1)
x y
From (1), = sin A ; = cos A
cosh B sinh B
x2 y2
Squaring and adding, + = sin2 A + cos2 A = 1
cosh B sinh 2 B
2
x y
(ii) Also from (1), = cosh B ; = sinh B
sin A cos A
x2 y2
Squaring and subtracting, - = cosh2 B – sinh2 B = 1
sin 2 A cos 2 A
or x2 cosec2 A – y2 sec2 A = 1.
Example 5. If x + iy = cosh (u + iv), show that
x2 y2
(i) + =1 (ii) x2 sec2 v – y2 cosec2 v = 1. (P.T.U., Jan. 2010)
cosh 2 u sinh 2 u
Sol. x + iy = cosh (u + iv)
= cos i(u + iv) [3 cosh θ = cos iθ]
= cos (iu – v) = cos iu cos v + sin iu sin v = cosh u cos v + i sinh u sin v
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 419
Equating real and imaginary parts, x = cosh u cos v ; y = sinh u sin v …(1)
x y
(i) From (1), = cos v, = sin v
cosh u sinh u
x2 y2
Squaring and adding, + = cos2 v + sin2 v = 1
cosh 2 u sinh 2 u
x y
(ii) From (1), = cosh u ; = sinh u
cos v sin v
Squaring and subtracting, x2 sec2 v – y2 cosec2 v = cosh2 u – sinh2 u = 1.
Example 6. If x + iy = tan (A + iB) ; prove that
(i) x2 + y2 + 2x cot 2A = 1
(ii) x2 + y2 – 2y coth 2B + 1 = 0
Sol. (i) x + iy = tan (A + iB)
Changing i into – i, we get x – iy = tan (A – iB)
Now tan 2A = tan [(A + iB) + (A – iB)]
tan (A + iB) + tan (A - iB) ( x + iy ) + ( x - iy ) 2x
= = =
1 - tan (A + iB) tan (A - iB) 1 - ( x + iy ) ( x - iy ) 1 - ( x 2 + y 2 )
1 2x
or = or 1 – (x2 + y2) = 2x cot 2A
cot 2A 1 - ( x2 + y2 )
or x2 + y2 + 2x cot 2A = 1
(ii) tan (2iB) = tan [(A + iB) – (A – iB)]
tan (A + iB) - tan (A - iB) ( x + iy ) - ( x - iy ) 2iy
= = =
1 + tan (A + iB) tan (A - iB) 1 + ( x + iy ) ( x - iy ) 1 + x 2 + y 2
2iy 1 2y
or i tanh 2B = or =
1 + x2 + y 2 coth 2B 1 + x 2 + y 2
or 1 + x2 + y2 = 2y coth 2B
Hence x2 + y2 – 2y coth 2B + 1 = 0.
np p 1 æ p aö
Example 7. If tan (θ + iφ) = cos α + i sin α = eiα, prove that θ = + and φ = log tan ç + ÷ .
2 4 2 è 4 2ø
(P.T.U., Dec. 2007)
Sol. tan (θ + iφ) = cos α + i sin α …(1)
Changing i into – i, we get
tan (θ – iφ) = cos α – i sin α …(2)
tan (q + if) + tan (q - if)
Now, tan 2θ = tan [(θ + iφ) + (θ – iφ)] =
1 - tan (q + i f) tan (q - i f)
(cos a + i sin a) + (cos a - i sin a )
=
1 - (cos a + i sin a) (cos a - i sin a)
2 cos a 2 cos a
= =
1 - (cos a - i sin a )
2 2 2
1 - (cos 2 a + sin 2 a )
420 A TEXTBOOK OF ENGINEERING MATHEMATICS
2 cos a 2 cos a p
= = = • = tan
1-1 0 2
p
∴ 2θ = nπ + [3 tan θ = tan α ⇒ θ = nπ + α]
2
np p
or θ= +
2 4
Also tan 2iφ = tan [(θ + iφ) – (θ – iφ)]
tan (q + i f) - tan (q - if) (cos a + i sin a) - (cos a - i sin a)
= =
1 + tan (q + if) tan (q - if) 1 + (cos a + i sin a) (cos a - i sin a)
2i sin a 2i sin a
= = = i sin α
1 + (cos a + sin a )
2 2
1+1
i tanh 2φ = i sin α or tanh 2φ = sin α
e 2 f - e -2 f sin a e 2 f + e -2 f 1
or 2f -2 f
= or 2f -2 f
=
e +e 1 e -e sin a
By componendo and dividendo
2e 2f 1 + sin a 1 + sin a
-2f
= or e4φ =
2e 1 - sin a 1 - sin a
2
a a a a é a aù
+ sin 2 + 2 cos
cos 2 sin cos + sin ú
e4φ = 2 2 2 2 =ê 2 2
or ê a úú
2 a 2 a a a ê a
cos + sin - 2 cos sin cos - sin
2 2 2 2 êë 2 2 ûú
a a a
+ sin
cos 1 + tan
or e2φ = 2 2 = 2 = tan æ p + a ö
a a a çè 4 2 ÷ø
cos - sin 1 - tan
2 2 2
æ p aö æ p aö
Taking logarithms of both sides log e2φ = log tan ç + ÷ or 2φ = log tan ç + ÷
è 4 2ø è 4 2ø
1 æ p aö
∴ log tan ç + ÷ .
φ=
2 è 4 2ø
Example 8. Separate into real and imaginary parts log sin (x + iy).
Sol. Log sin (x + iy) = log (sin x cos iy + cos x sin iy)
= log (sin x cosh y + i cos x sinh y)
= log (α + iβ), where α = sin x cosh y, β = cos x sinh y
1 b
= log (α2 + β2) + i tan–1
2 a
1 æ cos x sinh y ö
= log (sin2 x cosh2 y + cos2 x sinh2 y) + i tan–1 ç
2 è sin x cosh y ÷ø
1 é1 - cos 2 x cosh 2 y + 1 1 + cos 2 x cosh 2 y - 1ù
= log ê . + . ú + i tan (cot x tanh y)
–1
2 ë 2 2 2 2 û
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 421
1 é1 ù
= log ê (2 cosh 2 y - 2 cos 2 x)ú + i tan–1 (cot x tanh y)
2 ë4 û
1 é1 ù
= log ê (cosh 2 y - cos 2x )ú + i tan–1 (cot x tanh y).
2 ë 2 û
ip
Example 9. (a) Find all values of z such that sinh z = e 3
(b) Find all the roots of sinh z = i. (P.T.U., May 2003)
(c) Find all values of z such that 2 sin z = cosh β + i sinh β ; β real.
Sol. (a) Let z = x + iy
ip
sinh (x + iy) = e 3
p p 1 3
sinh x cos y + i cosh x sin y = cos + i sin = +i
3 3 2 2
Equating real and imaginary parts,
1 1
sinh x cos y = ⇒ sinh x = …(1)
2 2 cos y
3 3
cosh x sin y = ⇒ cosh x = …(2)
2 2 sin y
Squaring and subtracting (1) from (2),
3 1
cosh2 x – sinh2 x = -
4 sin 2 y 4 cos 2 y
3 1 1
1= . 2 -
4 sin y 4 cos 2 y
or 4 sin2 y cos 2 y = 3 cos2 y – sin2 y
4 sin2 y – 4 sin4 y = 3 – 4 sin2 y
4 sin4 y – 8 sin2 y + 3 = 0
8 ± 64 - 48 8 ± 4
sin2 y = =
8 8
12 3 4 1
sin2 y = = ; sin2 y = =
8 2 8 2
3
sin2 y = is impossible 3 for real y ; sin2 y ≤ 1
2
1 1
∴ sin2 y = ∴ sin y = ±
2 2
1
sin y ≠ –
2
3 If sin y is –ve, then from (2) cosh x is also –ve which is impossible
1 p
∴ sin y = = sin
2 4
p
∴ general value of y = nπ + (– 1)n
4
422 A TEXTBOOK OF ENGINEERING MATHEMATICS
Case I. If n is even
p 1
Then y = nπ + , cos y is +ve 3 when n is even cos (nπ + θ) = cos θ and cos y =
4 2
From (1) and (2)
1 æ 1 1 ö 3 +1
1 = log ç + + 1÷ = log
sinh x = ∴ x = sinh–1
2 2 è 2 2 ø 2
3 3 3 æ 3 3 ö 3 +1
cosh x = = ∴ x = cosh–1 = log ç + - 1÷ = log
2.
1 2 2 è 2 2 ø 2
2
3 +1 æ pö
∴ z = x + iy = log + i ç np + ÷
2 è 4ø
π
Case II. If n is odd, y = nπ –
, cos y is –ve 3 if n is odd. ∴ cos (nπ – θ) = – cos θ and
4
æ pö p 1
cos y = cos ç np - ÷ = – cos =–
è 4 ø 4 2
1 3
From (1) and (2) sinh x = – , cosh x =
2 2
æ 1 ö æ 1 1 ö 3 -1
∴ x = sinh–1 ç -
è ÷ = log ç- + + 1÷ = log
2ø è 2 2 ø 2
3 -1 æ pö
∴ z = x + iy = log + i ç np - ÷ .
2 è 4ø
(b) sinh z = i
1
sin iz = i or sin iz = i2 = – 1
i
or sin i(x + iy) = – 1 or sin (ix – y) = – 1
sin ix cos y – cos ix sin y = – 1
or i sinh x cos y – cosh x sin y = – 1
Comparing real and imaginary parts
sinh x cos y = 0 ...(1)
cosh x sin y = 1 ...(2)
From (1) either sinh x = 0 or cos y = 0
i.e., x= 0
Substitute in (2), we get
p p
sin y = 1 = sin ∴ y = 2nπ ±
2 2
n p p
i.e., y = nπ + (– 1) But y π 2nπ –
2 2
Case I. If n is even
p p
y = nπ + 3 If y = 2nπ – then from (2) cosh x = – 1
2 2
which is impossible
æ pö æ 2n + 1 ö
∴ z = 0 + i ç np + ÷ = i ç p÷
è 2ø è 2 ø
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 423
Case II. If n is odd
p p
y = nπ – ∴ y = 2nπ +
2 2
æ pö
∴ z = i ç np - ÷ ∴ From (2) cosh x = 1
è 2ø
æ 2n - 1 ö
= iç p÷ ∴ x= 0
è 2 ø
æ pö æ pö
∴ z = i ç 2np + ÷ = i ç mp + ÷ , where m is even
è 2ø è 2ø
which is same as in case I.
2n + 1
Hence, z= i π if n is even
2
2n - 1
=i π if n is odd.
2
(c) 2 sin z = cosh β + i sinh β
1 1
sin z = cosh β + sinh β {3 cos iβ = cosh β, sin i β = i sinh β}
2 2
p p
= sin cos i β + cos sin i β
4 4
æp ö
= sin ç + i b÷
è4 ø
æp ö
∴ z = nπ + (– 1)n ç + i b÷
è4 ø
é pù
= ên p + (- 1)n ú + iβ (– 1)n ; n ∈ I.
ë 4û
sin 2x tan u
Example 10. If tan (x + iy) = sin (u + i v) prove that = . (P.T.U., Dec. 2003)
sinh 2y tanh v
Sol. tan (x + i y) = sin (u + i v) = sin u cosh v + i cos u sinh v
Change i to – i
tan (x – i y) = sin u cosh v – i cos u sinh v
Adding tan (x + i y) + tan (x – i y) = 2 sin u cosh v
Subtracting tan (x + i y) – tan (x – i y) = 2 i cos u sinh v
tan ( x + i y ) + tan ( x - i y ) tan u
Dividing the two =
tan ( x + i y ) - tan ( x - i y ) i tanh v
sin ( x + i y ) sin ( x - i y )
+
cos ( x + i y ) cos ( x - i y ) 1 tan u
=
sin ( x + i y ) sin ( x - i y ) i tanh v
-
cos ( x + i y ) cos ( x - i y )
424 A TEXTBOOK OF ENGINEERING MATHEMATICS
As for a real variable x, we define inverse sine function as y = sin–1 x when x = sin y
Similarly we define inverse sine function for a complex variable z as
ω = sin–1 z when z = sin ω
eiw - e - iw
Now, z = sin ω = (by def. of sin w)
2i
or 2iz = eiω – e–iω
1
Solve for eiω 2iz = eiω –
eiw
or (2iz) eiω = ei2ω – 1
or e2iω – (2iz) eiω – 1 = 0
2iz ± 4i 2 z 2 + 4
∴ eiω = = iz ± 1 - z2
2
∴ iω = log (iz ± 1 - z 2 )
é only + ve sign is taken 3 ± 1 - z 2 is ù
iω = log (iz + 1 - z 2 ) ê ú
ê - 2ú
ë covered by double value function 1 z û
1
∴ ω= log (iz + 1 - z 2 )
i
∴ ω = sin–1 z = – i log (iz + 1 - z 2 )
sin–1 z is defined for all values of z except
iz + 1 - z 2 = 0 i.e., iz = – 1 − z 2
or (iz)2 = 1 – z2 or – z2 = 1 – z2 or 0=1, which is impossible
cos–1 z = – i log (z + 1 – z2 )
i 1 + iz i i+z
tan–1 z = - log = log ;z≠ ±i
2 1 - iz 2 i-z
æ i + z2 - 1 ö
1
cosec–1 z = sin–1 = – i log ç ÷ ; z≠ 0
z çè z ÷ø
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 425
1 æ 1 + 1 - z2 ö
sec–1 z = cos–1 = – i log ç ÷ ;z≠ 0
z çè z ÷ø
1 i z +i
cot–1 z = tan–1
= - log ,z≠ ± i
z 2 z -i
We will give proofs of tan–1 z and cosec–1 z
Remaining three i.e., cos–1 z, sec–1 z, cot–1 z students can easily prove themselves
sin w
Let tan–1 z = ω ∴ z = tan ω =
cos w
eiw - e - iw iz eiw - e - iw
z= or = .
i (eiw + e - iw ) 1 eiw + e - iw
Apply componendo-dividendo
1 + iz 2eiw
= = e2iω
1 - iz 2e - iw
Taking log of both sides
1 + iz
∴ 2iω = log
1 - iz
1 1 + iz - i 1 + iz
∴ ω= log = log | When iz ≠ 1 or z ≠ – i
2i 1 - iz 2 1 - iz
-i i (-i + z ) i i-z i i+z
or ω= log = – log = log , where z ≠ i
2 i (- i - z ) 2 i+z 2 i-z
i 1 + iz i i+z
Hence, tan–1 z = – log or log , z≠ ± i
2 1 - iz 2 i-z
i + z2 - 1
To prove cosec–1 z = – i log , z≠ 0
z
1
Let cosec–1 z = ω ∴ z = cosec w =
sin w
1 2i
∴ z= iw - iw
or z= iw
e -e e - e - iw
2i
or zeiω – ze–iω – 2i = 0 Multiply by eiω
or zei2ω – z – 2i eiω = 0 or ze2(iw) – 2i e(iw) – z = 0
2i ± 4i 2 + 4 z 2 i ± z2 - 1
Solve for eiω ; eiω = , z≠ 0 or eiw =
2z z
i + z2 - 1
Taking +ve sign eiω =
z
Taking log of both sides,
i + z2 - 1
iω = log , z≠ 0
z
426 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 i + z2 - 1
∴ ω= log
i z
i + z2 - 1
or ω = – i log , z ≠ 0. Proved.
z
(a) To prove sinh–1 z = log z + z 2 + 1
Let sinh–1 z = ω ∴ z = sinh ω
w -w
e -e 1
∴ z= or 2z = eω –
2 ew
or e2ω – 2zeω – 1 = 0
2z ± 4z 2 + 4
Solve for eω eω = =z+ z2 + 1 (Taking +ve sign only)
2
∴ ω = log (z + z2 - 1 )
or cosh–1 z = log (z + z 2 - 1 ).
1 1+ z
(c) To prove tanh–1 z = log ;z≠ ± 1
2 1- z
ew - e -w
Let tanh–1 z = ω ∴ z = tanh ω =
ew + e -w
z ew - e -w
∴ = w
1 e + e -w
Apply componendo-dividendo.
1+ z 2e w
= = e2ω
1- z 2e -w
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 427
1+ z 1+ z
∴ e2ω = or 2w = log , where z ≠ 1
1- z 1- z
1 1+ z
∴ w= log , z≠ 1
2 1- z
1 1- z
We can also be put in the form – log , where z ≠ – 1
2 1+ z
1 1+ z
∴ w= log , where z ≠ ±1
2 1- z
1 1+ z
∴ tanh–1 z =
log , where z ≠ ± 1
2 1- z
Readers can easily prove the remaining inverse hyperbolic functions
1 1 + 1 + z2
i.e., cosech–1 z = sinh–1 = log ;z≠ 0
z z
1 1 + 1 - z2
sech–1 z = cosh–1 = log ;z≠ 0
z z
1 1 z +1
coth–1 z = tanh–1 = log ; z ≠ ± 1.
z 2 z -1
Example 11. Separate into real and imaginary parts
(i) tan–1 (x + iy). (P.T.U., May 2006)
(ii) cos–1 (eiθ ) ; θ is an acute angle (P.T.U., May 2002, 2003, Dec. 2010)
Sol. (i) Let tan–1 (x + iy) = u + iv …(1)
then tan–1 (x – iy) = u – iv …(2)
Adding (1) and (2), we have
( x + iy ) + ( x - iy ) 2x
2u = tan–1 (x + iy) + tan–1 (x – iy) = tan–1 = tan–1
1 - ( x + iy) ( x - iy ) 1 - x2 - y 2
1 2x
∴ Real part u= tan–1
2 1 - x2 - y 2
Subtracting (2) from (1), we have
2iv = tan–1 (x + iy) – tan–1 (x – iy)
( x + iy ) - ( x - iy ) 2iy
= tan–1 = tan–1
1 + ( x + iy ) ( x - iy ) 1 + x2 + y2
2iy 2iy
⇒ tan 2iv = ⇒ i tanh 2v =
1+ x + y
2 2
1 + x2 + y2
1 2y
⇒ Imaginary part v= tanh–1 .
2 1 + x2 + y 2
1 2x i 2y
Hence, tan–1 (x + iy) = tan -1 + tan -1
2 1 - x2 - y 2 2 1 + x2 + y 2
428 A TEXTBOOK OF ENGINEERING MATHEMATICS
x2 – x(1 + u2 + v2) + u2 = 0.
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 429
Example 13. Find all the values of sin–1 2 treating 2 as a complex number. (P.T.U., Dec. 2004)
Sol. We have
ì 4n + 1 ü
∴ sin–1 2 = – i ílog (2 + 3) + pi ý
î 2 þ
4n + 1 2
= – i log (2 + 3)– πi
2
4n + 1
= – i cosh–1 2 + π | 3 cosh–1 2 = log [2 + 22 - 1 ] = log (2 + 3)
2
by def.
4n + 1
Hence sin–1 2 = p – i cosh–1 2.
2
TEST YOUR KNOWLEDGE
1. Prove that
(i) (cosh x + sinh x)n = cosh nx + sinh nx ; n being a positive integer.
3
æ 1 + tanh x ö
(ii) ç = cosh 6x + sinh 6x.
è 1 - tanh x ÷ø
1
2. If y = log tan x, show that sinh ny = (tann x – cotn x).
2
3. If tan y = tan α tanh β and tan z = cot α tanh β, prove that tan (y + z) = sinh 2β cosec 2α.
sin 2q cosh 2 x + cos 2 y
4. If tan θ = tanh x cot y and tan φ = tanh x tan y, prove that = .
sin 2f cosh 2 x - cos 2 y
5. If c cosh (θ + iφ) = x + iy, prove that
(i) x2 sech2 θ + y2 cosech2 θ = c2 (ii) x2 sec2 φ – y2 cosec2 φ = c2.
A sin 2 x
6. If tan (x + iy) = A + iB, show that = .
B sinh 2 y
7. If sin (θ + iφ) = ρ(cos α + i sin α), prove that
1
(i) ρ 2 = (cosh 2φ – cos 2θ) (ii) tan α = tanh φ cot θ.
2
8. If sin (θ + iφ) = cos α + i sin α, prove that cos2 θ = ± sin α.
9. If cos (θ + iφ) = cos α + i sin α, prove that
(i) sin2 θ = ± sin α (ii) cos 2θ + cosh 2φ = 2.
10. If sin (θ + iφ) = tan α + i sec α, show that cos 2θ cosh 2φ = 3.
sin (q - a)
11. If cos (θ + iφ) = R(cos α + i sin α), prove that e2φ = .
sin (q + a)
430 A TEXTBOOK OF ENGINEERING MATHEMATICS
α æ 1ö
12. If tan (θ + iφ) = tan α + i sec α, show that e2φ = ± cot and 2θ = çè n + 2 ÷ø π + α.
2
u + i v sin u + i sinh v
13. Prove that: tan = .
2 cos u + cosh v
14. If tan (x + iy) = cosh (α + iβ), prove that tanh α tan β = cosec 2x sinh 2y.
2CA
15. If C tan (x + iy) = A + iB, prove that tan 2x = 2 .
C - A 2 - B2
xæ nx nx ö
16. Prove that (1 + cosh x + sinh x)n= 2n coshn ç cos + sinh ÷ .
2 è 2 2ø
17. If cosh x = sec θ, prove that
x q æ p qö
(i) tanh2 = tan2 (ii) x = log tan ç + ÷ .
2 2 è 4 2ø
x u
18. If tan = tanh , prove that
2 2
æ p xö
(i) cos x cosh u = 1 (ii) tan x = sinh u (iii) u = log tan ç + ÷ .
è 4 4ø
[Hint: see S.E. 3 (i), (ii), (iv) parts].
4x
19. If x = 2 cos α cosh β, y = 2 sin α sinh β, prove that sec (α + iβ) + sec (α – iβ) = .
x2 + y2
x2 y2
20. If sin [log (A + iB)] = x + iy, show that - = 1, where A2 + B2 = e2u.
sin u cos2 u
2
x2 – (1 + u2 + v2) x + u2 = 0.
np p i æ p qö
25. Prove that (i) tan–1 (eiθ ) = + - log tan ç - ÷ .
2 4 2 è 4 2ø
p
(ii) sin–1 (cos θ + i sin θ) = cos–1 ( sin q ) + i log ( sin q + 1 + sin q ) ; 0 < q <
2
(P.T.U., Dec. 2006, 2012, May 2014)
[Hint: sin–1 (cos θ + i sin θ) = sin–1 (eiθ ) ; consult S.E. 11(ii)]
26. Find tanh x if 5 sinh x – cosh x = 5.
[Hint: Divide both sides by cosh x, square, replace sech2 x by (1 – tanh2 x) and solve for tanh x]
27. If cos–1 (x + iy) = α + iβ, show that
(i) x2 sec2 α – y2 cosec2 α = 1 (ii) x2 sech2 β + y2 cosech2 β = 1.
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 431
ANSWERS
21. (i) ecosh x cos y
[cos (sinh x sin y) + i sin (sinh x sin y)]
1
(ii) [(1 – cos 2x cosh 2y) + i sin 2x sinh 2y]
2
1 é1 ù
(iii) log ê (cos 2 x + cosh 2 y )] - i tan -1 (tan x tanh y )ú .
2 ë2 û
4 3
26. ,– .
5 5
This method can be applied in finding out the sums of the series of the form
a0 cos α + a1 cos (α + β) + a2 cos (α + 2β) + ......
and a0 sin α + a1 sin (α + β) + a2 sin (α + 2β) + ......
only when the sum of the series a0 + a1x + a2x2 + ...... is known. The above series may be finite or infinite.
Method. Let C = a0 cos α + a1 cos (α + β) + a2 cos (α + 2β) + ......
and S = a0 sin α + a1 sin (α + β) + a2 sin (α + 2β) + ......
If we want to find the sum of the sine series, the series of cosines is called the companion or auxiliary
series. In case, the sum of the cosine series is required, the series of sines is called the companion or auxiliary
series.
Multiplying the series of sines by i and adding to the sum of cosines, we get the series of complex numbers as
C + iS = a0 (cos α + i sin α) + a1 [cos (α + β) + i sin (α + β)] + a2 [cos (α + 2β) + i sin (α + 2β)] + ...
= a0 eiα + a1ei(α + β) + a2ei(α + 2β) + ...... [3 cos θ + i sin θ = eiθ]
iα iβ i2β
= e [a0 + a1 e + a2 e + ......]
= eiα [a0 + a1x + a2x2 + ......], where x = eiβ
= eiα . f(x)
The series represented by f(x) can be summed up if it is in any one of the following forms :
(i) series in G.P. or its modification.
(ii) Binomial series or one which can be reduced to it.
(iii) exponential series, i.e., depending on the expansion of ex or e–x
(iv) series which take the form of the expansions of either sin x, cos x, cosh x or sinh x.
(v) logarithmic series depending on the expansion of log (1 + x) or log (1 – x).
(vi) Gregory’s series.
The sum so obtained can be expressed in the form X + iY, where X and Y are real. Equating the real and
imaginary parts, we get C and S.
The following results will be frequently used:
1. Sum to n terms of an A.P.
n
a + (a + d) + (a + 2d) + ...... + [a + (n – 1)d] = [2a + (n – 1)d].
2
a(1 - r n )
2. Sum to n terms of a G.P. a + ar + ar2 + ...... + arn–1 =
1- r
a
Sum to infinity of a G.P. (when r < 1 numerically) = .
1- r
3. eiθ = cos θ + i sin θ 4. e–iθ = cos θ – i sin θ
432 A TEXTBOOK OF ENGINEERING MATHEMATICS
x 2 x3 x 2 x3
5. ex = 1 + x + + + ...... • 6. e–x = 1 – x + - + ...... •
2! 3! 2! 3!
x3 x5 x2 x4
7. sin x = x – + – ...... • 8. cos x = 1 – + – ...... •
3! 5! 2! 4!
x3 x5 x2 x4
9. sinh x = x + + + ...... • 10. cosh x = 1 + + + ...... •
3! 5 ! 2! 4!
x 2 x3 x 4 æ x 2 x3 x 4 ö
11. log (1 + x) = x – + - + ...... • 12. log (1 – x) = – ç x + + + + ...... ¥÷
2 3 4 è 2 3 4 ø
x3 x5 x 7
13. tan–1 x = x – + - + ...... •
3 5 7
x3 x5 x 7 1 1+ x
14. tanh–1 x = x + + + + ...... • = log
3 5 7 2 1- x
n( n - 1) 2 n( n - 1) ( n - 2) 3
15. (1 + x)n = 1 + nx + x + x + ...... + xn when n is a +ve integer.
2! 3!
n( n - 1) 2 n( n - 1) ( n - 2) 3
(1 + x)n = 1 + nx + x + x + ...... • when n is a negative integer or a fraction and | x | < 1
2! 3!
n( n + 1) 2 n( n + 1) ( n + 2) 3
(1 + x)–n = 1 – nx + x – x + ......
2! 3!
n( n + 1) 2 n( n + 1) ( n + 2) 3
(1 – x)–n = 1 + nx + x + x + ......
2! 3!
(1 – x)–1 = 1 + x + x2 + x3 + ......
Note. The students should bear in mind that in forming auxiliary series, sines or cosines of multiple angles (i.e.,
of the form sin nθ, cos nθ) should be replaced by cosines or sines respectively whereas sines or cosines with powers, if
any, will remain the same.
ILLUSTRATIVE EXAMPLES
1. Series depending on expansion of ex, e–x
cos a cos 2a cos 3a
Example 1. Sum the following series 1 + + + + ...... •.
cos a 2 ! cos 2 a 3 ! cos 3 a
cos a cos 2a cos 3a
Sol. Let C= 1 + + + + ...... •
cos a 2 ! cos a 3 ! cos3 a
2
1 1 1
= 1+ . eiα + e2iα + e3iα + ...... • [3 cos θ + i sin θ = eiθ]
cos a 2 ! cos a
2
3 ! cos3 a
1 1
= 1 + sec α eiα + sec2 α . e2iα + sec3 α . e3iα + ...... •
2! 3!
1 1
= 1 + (sec α . eiα) + (sec α . eiα)2 + (sec α . eiα)3 + ...... •
2! 3!
z2 z3
= 1+z+ + + ....... •, where z = sec α . eiα
2 ! 3!
iα sec α (cos α + i sin α )
sec α . e
= ez = e =e
= e1 + i tan α = e . ei . tan α = e [cos (tan α) + i sin (tan α)] [3 eiθ = cos θ + i sin θ]
Equating real parts, we get C = e cos (tan α).
Example 2. Sum to infinity
x2
(i) sin α + x sin (α + β) + sin (α + 2β) + .....
2!
x2
(ii) cos α + x cos (α + β) + cos (α + 2β) + ......
2!
x 2 cos 2q x 3 cos 3q
(iii) 1 + x cos θ + + + ...... (P.T.U., Dec. 2003)
2! 3!
sin2 q
(iv) cos θ + sin θ cos 2θ + cos 3θ + ...... (P.T.U., Dec. 2002)
1.2
x2
Sol. Let S = sin α + x sin (α + β) + sin (α + 2β) + .....
2!
x2
and C = cos α + x cos (α + β) + cos (α + 2β) + ......
2!
x2
∴ C + iS = (cos α + i sin α) + x [cos (α + β) + i sin (α + β)] + [cos (α + 2β) + i sin (α + 2β)] + .....
2!
x 2 i( α + 2β) é ib x 2 2ib ù
= eiα + xei(α + β) + e + ....... = eiα ê1 + x . e + e + ......ú
2! êë 2! úû
é z2 ù
= eiα ê1 + z + + ..........ú , where z = xeiβ
ëê 2! ûú
iβ
= eiα . ez = eiα . e xe = eiα . ex (cos β + i sin β)
= eiα + x cos β + ix sin β = ex cos β . ei(α + x sin β)
= ex cos β[cos (α + x sin β) + i sin (α + x sin β)]
Equating imaginary parts S = ex cos β . sin (α + x sin β) …(1)
Equating real parts C = ee cos β . cos (α + x sin β).
(i) and (ii) parts are proved.
434 A TEXTBOOK OF ENGINEERING MATHEMATICS
x 2 cos 2q x 3 cos 3q
(iii) Let C = 1 + x cos θ + + + ...... •
2! 3!
x 2 sin 2q x3 sin 3q
S = x sin θ + + + ...... •
2! 3!
x2 x3
C + iS = 1 + x (cos θ + i sin θ) + (cos 2θ + i sin 2θ) + (cos 3θ + i sin 3θ) + .....
2! 3!
x 2 i2θ x 3 i3θ
= 1 + x eiθ + e + e + ..... •
2! 3!
t 2 t3
= 1+t+ + + ..... •, where xeiθ = t
2! 3!
iθ
= et = e xe = ex(cos θ + i sin θ) = ex cos θ . eix sin θ
= ex cos θ [cos (x sin θ) + i sin (x sin θ)]
Equating real part, we get C = ex cos θ cos (x sin θ).
sin 2 q cos 3q
(iv) Let C = cos θ + sin θ cos 2θ + + ..... •
1× 2
sin 2 q sin 3q
S = sin θ + sin θ sin 2θ + + ...... • (See Note art. 6.18)
1× 2
sin 2 q
C + iS = (cos θ + i sin θ) + sin θ (cos 2θ + i sin θ) + (cos 3θ + i sin 3θ) + ..... ∞
2!
sin 2 q i 3θ
= eiθ + sin θ . ei 2θ + e + ...... •
2!
é sin 2 q ei 2q ù
= eiθ ê1 + sin q eiq + + ....... ¥ ú
êë 2! úû
æ t2 ö
= eiθ ç 1 + t + + ...... ¥÷ , where t = sin θeiθ
è 2! ø
iθ
= eiθ . et = e iθ + sin θ e
2
sin θ cos θ
. e i (θ + sin θ)
2
sin θ cos θ + i (θ + sin θ )
= eiθ + sin θ (cos θ + i sin θ) = e =e
= esin θ cos θ [cos (θ + sin2 θ) + i sin (θ + sin2 θ)]
Comparing real parts on both sides
C = esin θ cos θ cos (θ + sin2 θ).
2. Series depending on expansion of sin x, cos x and sinh x, cosh x
sin ( a + 2b ) sin ( a + 4b )
Example 3. Sum the series sin α – + – ..... • . (P.T.U., May 2004)
2! 4!
sin (a + 2b) sin (a + 4b)
Sol. Let S = sin α – + – ......
2! 4!
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 435
1 1× 3 1× 3× 5
Sol. Let C= 1 – cos θ + cos 2θ – cos 3θ + .....
2 2× 4 2× 4× 6
1 1× 3 1× 3 × 5
S= – sin θ + sin 2θ – sin 3θ + .......
2 2× 4 2× 4× 6
1 1× 3 1× 3× 5
∴ C + iS = 1 – (cos θ + i sin θ) + (cos 2θ + i sin 2θ) – (cos 3θ + i sin 3θ) + .....
2 2× 4 2× 4× 6
1 iθ 1 × 3 1 × 3 × 5 3iθ
=1– e + . e2iθ – e + .....
2 2× 4 2× 4× 6
1 1× 3 2 1 × 3 × 5 3
=1– x+ x – x + ........, where x = eiθ
2 2× 4 2× 4× 6
= (1 + x)–1/2 = (1 + eiθ)– 1/2 = (1 + cos θ + i sin θ )– 1/2
æ q q q ö -1/2 æ q ö -1/2 æ q q ö -1/2
= ç 2 cos 2 + i × 2 sin cos ÷ = ç 2 cos ÷ø ´ ç cos + i sin ÷
è 2 2 2ø è 2 è 2 2ø
æ q ö -1/2 æ q qö
= ç 2 cos
è ÷ø çè cos - i sin ÷ [De-Moivre’s Theorem.]
2 4 4ø
q
cos
Equating real parts, C = 4 .
q
2 cos
2
n(n + 1) n(n + 1) (n + 2)
Example 6. Sum the following series n sin α + sin 2α + sin 3α + ....... •.
1.2 1.2 .3
(P.T.U., Dec. 2004, 2013)
n(n + 1) n(n + 1) (n + 2)
Sol. Let S = n sin α + sin 2α + sin 3α + ........ •
1× 2 1× 2 × 3
n(n + 1) n(n + 1) (n + 2)
Let C = 1 + n cos α + cos 2α + cos 3α + ....... •
1× 2 1× 2 × 3
n(n + 1) i2α n(n + 1) (n + 2) i3α
C + iS = 1 + n eiα + e + e + ...... •
1. 2 1. 2 . 3
1 (1 − e − i α ) n
= (1 – eiα)–n = iα n
×
(1 − e ) (1 − e − i α ) n
[1 - (cos a - i sin a )]n [(1 - cos a ) + i sin a ]n
= =
(1 - eia - e - ia + 1)n (2 - 2 cos a )n
[2 sin 2 a/2 + 2i sin a/2 cos a/2]n
=
2n (2 sin 2 a/2)n
2n . sin n a/2 [sin a/2 + i cos a/2]n
=
(2n sin n a/2) (2 sin a/2)n
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 437
n
écos (p/2 - a/2 ) + i sin ( p/2 - a/2) ùû
= ë
2 n sin n a/2
é1 æ p - aö æ n(p - a) ö ù
= n êcos n çè
n ÷ø + i sin çè ÷ø ú
2 sin a/2 ë 2 2 û
Comparing imaginary parts on both sides
n(p - a)
sin
S= n 2 .
2 sin n a/2
4. Series depending on G.P.
Example 7. Sum the series 1 + x cos α + x2 cos 2α + x3 cos 3α + .... to n terms where x is less than unity. Also
find the sum to infinity.
Sol. Let C = 1 + x cos α + x2 cos 2α + .... + xn–1 cos (n – 1) α
S = 0 + x sin α + x2 sin 2α + ...... + xn–1 sin (n–1)α
∴ C + iS = 1 + x(cos α + i sin α) + x2 (cos 2α + i sin 2α) + .....
...... + xn–1 [cos (n – 1)α + i sin (n – 1) α]
iα
= 1 + xe + x e + ...... + x . e
2 2iα n–1 i(n–1)α
Example 8. Solve the series : sin α + sin (α + β) + sin (α + 2β) + sin (α + 3β) + ... sin (α + n - 1 β)
(P.T.U., May 2008, Jan. 2010)
which is a G.P series with first term 1, common ratio eiβ and number of terms = n
1 (1 - einb ) é a (1 - r n ) ù
∴ C + iS = eia êUsing Sn = ú
1 - eib êë 1 - r úû
eia - ei (a - b ) - ei (a + nb ) + ei (a + n - 1 b )
=
2 - 2 cos b
cos a + i sin a - cos (a - b) - i sin (a - b) - cos (a + nb) - i sin (a + nb)
+ cos (a + n - 1b) + i sin (a + n - 1b)
=
4 sin 2 b /2
Comparing imaginary parts
sin a - sin (a - b) - sin (a + nb) + sin (a + n - 1b)
S=
4 sin 2 b /2
æ 2a - b ö b 2a + (2n - 1) b
2 cos ç sin - 2 cos sin b /2
è 2 ÷ø 2 2
=
4 sin 2 b /2
bé æ bö æ 2n - 1 ö ù
2 sin ê cos ç a - ÷ - cos ç a + b÷ ú
2ë è 2 ø è 2 øû
=
4 sin 2 b /2
æ n -1 ö n æ n -1 ö nb
2 sin ç a + b÷ sin b sin ç a + b÷ sin
è 2 ø 2 è 2 ø 2
= =
2 sin b /2 b
sin
2
5. Series depending upon the expansion of log (1 + x) or log (1 – x) or tan–1 x.
Example 9. Sum the series
1 1 1 1
(a) cos θ – 2
cos 2θ + 3
cos 3θ – ...... ∞(b) sin θ – 2
sin 2θ + 3
sin 3θ – ...... •
x 2 x3
= eiθ – 1
2
e2iθ + 1
3
e3iθ – ...... • = x – + – ...... •, where x = eiθ
2 3
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 439
= log (1 + x) = log (1 + eiθ) = log (1 + cos θ + i sin θ)
1 sin q
= log [(1 + cos θ)2 + sin2 θ] + i sin–1
2 1 + cos q
é y ù
ê3 log ( x + iy ) =
1
log ( x 2 + y 2 ) + i tan -1 . Here x = 1 + cos q ; y = sin qú
ë
2
x û
q q
2 sin cos
1 2 2
= log [1 + 2 cos θ + cos2 θ + sin2 θ] + i tan–1
2 2 q
2 cos
2
1 æ qö
= log 2(1 + cos θ) + i tan–1 çè tan
2 2 ÷ø
1 æ qö θ æ qö q
= log ç 2 × 2 cos 2 ÷ + i = log çè 2 cos 2 ÷ø + i
2 è 2ø 2 2
Equating real and imaginary parts
æ qö q
C = log ç 2 cos ÷ ...(1) S= …(2)
è 2ø 2
1 1
Example 10. Sum the series sin α cos β – 2
sin2 α cos 2β + 3
sin3 α cos 3β – ..... • (P.T.U., May 2003)
Sol. Let C = sin α cos β – 1
2
sin2 α cos 2β + 1
3
sin3 α cos 3β – ......
S = sin α sin β – 1
2
sin2 α sin 2β + 1
3
sin3 α sin 3β – .......
C + iS = sin α . eiβ – 1
2
sin2 α . e2iβ + 1
3
sin3 α. e3iβ – ......
x 2 x3
= x– + – ..... where x = sin α . eiβ
2 3
= log (1 + x) = log (1 + sin α . eiβ) = log [1 + sin α (cos β + i sin β)]
= log (1 + sin α cos β + i sin α sin β)
1 æ sin a sin b ö
= log [(1 + sin α cos β)2 + sin2 α sin2 β] + i tan–1 ç
2 è 1 + sin a cos b ÷ø
1 æ sin a sin b ö
= log [1 + 2 sin α cos β + sin2 α (cos2 β + sin2 β)] + i tan–1 ç
2 è 1 + sin a cos b ÷ø
1 æ sin a sin b ö
= log (1 + 2 sin α cos β + sin2 α) + i tan–1 ç
2 è 1 + sin a cos b ÷ø
1
Equating real parts C = log (1 + 2 sin α cos β + sin2 α).
2
1 1
Example 11. If C = cos2 θ – cos3 θ cos 3θ + cos5 θ cos 5θ – ..... • show that tan 2C = 2 cot2 θ.
3 5
1 1
Sol. C = cos θ . cos θ – cos3 θ cos 3θ + cos5 θ cos 5θ – .....
3 5
440 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1
Let S = cos θ . sin θ – cos3 θ . sin 3θ + cos5 θ . sin 5θ – .....
3 5
1 1 x3 x5
C + iS = cos θ . eiθ – cos3 θ . e3iθ + cos5 θ . e5iθ – ........... = x – + – ..........
3 5 3 5
where x = cos θ . eiθ
= tan–1 x = tan–1 (cos θ . eiθ)
∴ C + iS = tan–1 [cos θ (cos θ + i sin θ)] …(1)
Changing i into – i,
C – iS = tan–1 [cos θ (cos θ – i sin θ)] …(2)
Adding (1) and (2)
2C = tan–1 [cos θ (cos θ + i sin θ)] + tan–1 [cos θ (cos θ – i sin θ)]
cos q (cos q + i sin q) + cos q(cos q - i sin q)
= tan–1
1 - cos q (cos q + i sin q ) . cos q(cos q - i sin q)
æ 2 cos 2 q ö
–1 2 cos q
2
= tan–1 ç ÷ = tan
è 1 - cos 2 q(cos2 q + sin 2 q) ø 1 - cos 2 q
æ 2 cos 2 q ö
= tan–1 ç ÷ = tan (2 cot θ)
–1 2
è sin 2 q ø
Hence tan 2C = 2 cot2 θ.
e 3a e5a
Example 12. Sum the series : eα cos β – cos 3β + cos 5β ....... • (P.T.U., Dec. 2005)
3 5
e3 a e 5a
Sol. Let C = eα cos β – cos 3β + cos 5β....... •
3 5
e 3α e5 a
S = eα sin β – sin 3β + sin 5β ....... •
3 5
e3 a e 5a
C + iS = eα (cos β + i sin β) – (cos 3β + i sin 3β) + (cos 5β + i sin 5β) ....... •
3 5
e3 a e 5a i5β
= eα . eiβ – ei3β + e .......•
3 5
e3(a + ib ) e5(a + ib )
= e(α + iβ) – + ....... •
3 5
x3 x5
= x– + ........ ∞, where x = eα + iβ
3 5
= tan–1 x = tan–1 (eα + iβ) = tan–1 [eα (cos β + i sin β)]
= tan–1 (eα cos β + i eα sin β)
1 2x 1 2y
We know that tan–1 (x + iy) = tan–1 + i tanh–1
2 1 - x2 - y2 2 1 + x2 + y 2
[Proved in example 11 (i) art. 6.17]
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 441
ea - e -a 1 e 2a - e -2a 1 e 3a - e - 3a
= - . + . ....... •
2 2 2 3 2
= 1
2
(eα – 1
2
e2α + 1
3
e3α ...... •) – 1
2
(e–α – 1
2
e–2α + 1
3
e–3α ...... •)
= 1
2
log (1 + eα) – 1
2
log (1 + e–α)
a æ a aö
-
e2 çe 2 + e2 ÷
1 1 + ea 1 è ø a
= log = log a a = 1
log eα = .
2 1 + e -a 2 - æ -
aö 2
2
e 2 çe2 + e 2 ÷
è ø
(b) 1 + x cosh α + x2 cosh 2α + x3 cosh 3α + ...... to n terms.
æ ea + e -a ö æ 2 a + e-2 a ö
2 e
æ 3a + e -3a ö
3 e
=1+x ç ÷ + x ç ÷ + x ç ÷ + ...... to n terms.
è 2 ø è 2 ø è 2 ø
442 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
= 2
. [2 + x(eα + e–α) + x2(e2α + e –2α) + x3(e3α + e–3α) + ..... to n terms]
1
= 2
[(1 + xeα + x2e 2α + ..... to n terms) + (1 + ex–α + x2e–2α + ...... to n terms)]
1 é1(1 - x n e na ) 1(1 - x n e - na ) ù
= ê + ú (each series being a G.P.)
2 ëê 1 - xe a 1 - xe -a ûú
c2 c3
14. c sin a – sin 2a + sin 3a – ...... •.
2 3
1 1
15. cos2 a – cos2 a cos 2a + cos3 a cos 3a – ...... •.
2 3
1 1
16. sin2 q – sin 2q sin2 q + sin 3q sin3 q – ..... •.
2 3
c3 c5
17. c cos a + cos 3a + cos 5a + ..... •.
3 5
c3 c5
18. c sin a + sin 3a + sin 5a + ..... •.
3 5
e3 a e5 a
19. ea cos b – cos 3b + cos 5b – ...... •.
3 5
1 1
20. cosh a – cosh 2a + cosh 3a + ...... •.
2 3
21. x sinh a + x 2 sinh 2a + x 3 sinh 3a + ...... •.
ANSWERS
2
a
1. ecos a sin (sin a) 2. ecos cos (a + sin a cos a) 3. esin q cos q cos (q + sin2 q)
4. cos (a – b) sin (cos b) cosh (sin b) – sin (a – b) cos (cos b) sinh (sin b) 5. cosh (cos q) cos (sin q)
p-a
sin x sin a
6. cos (cos q) sinh (sin q) 7. 4 8.
a 1 - 2 x cos a + x 2
2 sin
2
sin a (cos a - sin a) sin a sin b
9. 0 10. 11.
1 - 2 sin a cos a + sin 2 a 1 - 2 cos a sin b + sin 2 b
4 sin a 1 æ c sin a ö
12. 13. – log (1 – 2 c cos q + c2) 14. tan–1 ç
5 - 4 cos a 2 è 1 + c cos a ÷ø
1 æ sin 2 q ö 1 æ 1 + 2c cos a + c 2 ö
15. log (1 + 3 cos2 a) 16. tan–1 ç ÷ 17. log ç 2÷
2 è 1 + sin q cos q ø 4 è 1 - 2c cos a + c ø
1 æ 2c sin a ö 1 æ aö
18. tan–1 ç 19. – tan–1 (cosech a cos b) 20. log ç 2 cosh ÷
2 è 1 - c 2 ÷ø 2 è 2ø
x sinh a
21. .
1 - 2 x cosh a + x2
2. (cos θ + i sin θ)p/q, where (p, q) = 1 has q and only q distinct values and the q values form a G.P. whose
sum is zero (p, q being integers).
3. To express cosn θ in terms of cosines of multiples of θ, take x = cos θ + i sin θ ;
n n
1 1 æ 1ö
1ö æ
= cos θ – i sin θ, x + = 2 cos θ ∴ (2 cos θ)n = ç x + ÷ ; Expand
÷ by Binomial çè x +
x x è xø
xø
1
Theorem and collect the terms equidistant from beginning and end and use x n + n = 2 cos nq .
x
4. To express sinn θ in terms of cosines or sines of the multiples of θ
1
Take x = cos θ + i sin θ, = cos θ – i cos θ
x
n n
1 æ 1ö æ 1ö
x– = 2 i sin θ and (2 i sin θ)n = ç x - ÷ø . Expand çè x - ÷ø by Binomial theorem and collect the
x è x x
1
terms equidistant from beginning and end. Also use xn – n = 2 i sin nθ.
x
5. To express cos nθ and sin nθ in terms of powers of sin θ and cos θ use De-Moivre’s theorem cos nθ + i sin nθ
= (cos θ + i sin θ)n ; Expand by Binomial theorem and compare real and imaginary parts, we get cos
nθ and sin nθ.
n
c1 tan q - n c3 tan3 q + n c5 tan5 q ¼
6. (i) tan nθ =
1 - n c2 tan 2 q + n c4 tan 4 q ¼
s1 - s3 + s5 ¼
(ii) tan (θ1 + θ 2 + … + θn) = , where sr denotes the sum of the products of the tangents
1 - s2 + s4 ¼
of the angles θ 1, θ 2, …, θ n taken r at a time.
7. Exponential function of a complex number: Exp z = ez = e x + i y = ex.eiy = ex (cos y + i sin y) = ex cis y.
Period of ez is 2π i .
8. Circular functions of a complex number: If z = x + iy, then circular functions of z are:
eiz + e - iz eiz - e - iz eiz - e - iz sin z
cos z = , sin z = , tan z = iz - iz
=
2 2i i (e + e ) cos z
cos z i (eiz + e- iz ) 1 2
cot z = = iz - iz
, sec z = = iz
sin z e -e cos z e + e - iz
1 2i
cosec z = = .
sin z eiz - e - iz
9. Euler’s theorem: ∀ θ, real or complex eiθ = cos θ + i sin θ
Period of sin z and cos z is 2π
Period of tan z is π.
10. Logarithms of complex numbers: (i) If w = ez, where z and w are complex numbers, then z is called
logarithm of ω i.e., z = loge w. It is many valued function. The general value of loge w is z + 2nπi and
is denoted by loge w. Thus loge w = 2nπi + log w.
1
(ii) loge (α + iβ) = log (α2 + β2) + i [2nπ + tan–1 β/α].
2
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 445
11. General exponential function: The general exponential function a z is defined by az = ez log a, where a
and z are any numbers real or complex.
∴ az = ez(2nπ i + log a).
12. Hyperbolic functions: For all values of x, real or complex ;
e x - e- x e x + e- x
sinh x = , cosh x =
2 2
sinh x e x - e- x cosh x e x + e - x
tanh x = = , coth x = =
cosh x e x + e - x sinh x e x - e - x
1 2 2
sech x = = , cosech x =
cosh x e x + e - x e - e- x
x
sin–1 z =– i log i z + 1 - z 2 cot–1 z = tan–1
i
z
i
= - log
2
z+i
z-i
z ¹ ±i
æ 1 + 1 - z2 ö
cos–1 z = – i log z + 1 - z 2 sec–1 z = cos–1
1
z
= - i log ç
çè z
÷;zπ0
÷ø
æ i + z2 - 1 ö
i 1+i z i i+z 1
tan–1 z = – log = log ;zπ ±i cosec–1 z = sin–1 = – i log ç ÷ , z π 0.
2 1 - iz 2 i-z z çè z ÷ø
15. Inverse hyperbolic functions: If z is a complex number, then
sinh–1 z = log z + z 2 + 1 cosech–1 z = sinh–1
1
z
= log
1 + 1 + z2
z
;zπ0
z = log z + - 1
1 1 + 1 - z2
cosh–1 z2 sech–1 z = cosh–1 = log ;zπ0
z z
1 1+ 2 1 1 z +1
tanh–1 z = log ;zπ ±1 coth–1 z = tanh–1 = log ; z π ± 1.
2 1- 2 z 2 z -1
446 A TEXTBOOK OF ENGINEERING MATHEMATICS
+ np
n n
n +1
5. Prove that 3+i 3 -i =2 cos (P.T.U., May 2004)
6
[Hint: Solved Example 13 (ii) art. 6.3]
6. Use De-Moivre’s Theorem to find roots of z5 + 1 = 0.
2n + 1
[Hint: z 5 = – 1 = cis p = cis (2np + p), z = cis p, where n = 0, 1, 2, 3, 4]
5
1 x2 n + 1 cos nq
7. If 2 cos q = x + , prove that 2 n -1 = .
x x + x cos (n - 1) q
[Hint: Solved Example 10 (a) art. 6.3]
COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLE 447
p p ép æ 1 öù ép æ 1 öù
8. If xr = cos r
+ i sin r show that x1 x2 x3 … xn = cos ê çè1 - n ÷ø ú + i sin ê 2 çè1 - n ÷ø ú
3 3 ë2 3 û ë 3 û
Hence show that x1 x2 x3 … • = i. (P.T.U., May 2003)
[Hint:Solved Example 8 (b) art. 6.3]
q nq
9. Prove that (1 + cos q + i sin q)n + (1 + cos q – i sin q)n = 2n+1 cosn cos .
2 2
[Hint: Consult Solved Example 10 art. 6.3]
10. If w is the complex cube root of unity prove that 1 + w + w2 = 0. (P.T.U., May 2011)
1
11. Find all the values of (i) (1 + i) 4 (P.T.U., Dec. 2010)
1
(ii) (- 8i ) .
3 (P.T.U., May 2012)
[Hint: Consult Solved Examples 4, 5 art. 6.4]
3
æ1 3 ö 4
(iii) ç + i (P.T.U., Dec. 2011, 2012)
è2 2 ÷ø
[Hint: S.E. 3 art. 6.4]
12. (a) Find nth roots of unity and prove that these form a G.P. Also show that the sum of these n roots is zero and
their product is (– 1)n–1.
[Hint: Solved Example 1(a) art. 6.4]
rp
(b) If (3 + x)3 – (3 – x)3 = 0; Prove that x = 3i tan ; r = 0, 1, 2 (P.T.U., May 2010)
3
[Hint: S.E. 10(a) art. 6.4]
1
13. Find all the values of (- 1) 4 . (P.T.U., May 2003)
[Hint: Consult Solved Example 2 art. 6.4]
14. Find all the values of (– 1 + i)2/5.
3p
[Hint: – 1 + i = r sin q + i r sin q \ r= 2 ,q=
4
2/5
é æ 3p ö ù
(– 1 + i)2/5 = r2/5 (cos q + i sin q)2/5 = 21/5 êcis ç 2np + ú
ë è 4 ÷ø û
2 æ 3p ö
= 21/5 cis
5 è
ç 2 np + 4 ÷ø , n = 0, 1, 2, 3, 4]
(b) Express cos8 q in terms of cosines of multiples of q (P.T.U., May 2006, 2014)
[Hint: Solved Example 1 (ii) art. 6.5]
16. (a) Prove that cos 6q = 32 cos6 q – 48 cos4 q + 18 cos2 q – 1. (P.T.U., May 2012)
(b) Expand sin 7q is powers of sin q. [Hint: S.E. 1 (b) art. 6.6] (P.T.U., Dec. 2013)
æ p qö u q
17. If u = log tan ç + ÷ ; prove that (i) tanh = tan (P.T.U., May 2006)
è 4 2ø 2 2
[Hint: Solved Example 3 (i) art. 6.15]
æp uö
(ii) q = – i log tan ç + i ÷ (P.T.U., May 2003)
è4 2ø
[Hint: Solved Example 3(v) art. 6.15]
(b) Prove that Log (– 4) = 2 log 2 + (2n + 1) pi. (P.T.U., May 2007)
[Hint: Solved Example 2(b) art. 6.12]
19. Solve the equation e2z–1 = 1 + i (P.T.U., Dec. 2012)
é p 1 1 pù
ê Hint: 2z - 1 = log (1 + i) = log 2 + i 4 \ z = 2 log 2 + 2 + i 8 ú
ë û
20. Prove that (cosh x + sinh x)n = cosh nx + sinh nx (P.T.U., May 2007)
n
é æ e x e- x e x - e- x ö ù
ê Hint: LHS cosh x + sinh x n = ç + + ÷ = e nx ú
ê è 2 2 ø ú
ê nx - nx nx - nx
ú
ê e +e e -e nx ú
ê RHS cosh nx + sinh nx = + =e ú
ë 2 2 û
21. i
(a) What is i ? (P.T.U., May 2010, Dec. 2013)
[Hint: S.E. 7(a) art. 6.13]
(b) Find the value of logi i (P.T.U., Dec. 2002)
[Hint: Solved Example 16 art. 6.12]
22. Find all the roots of sinh z = i (P.T.U., May 2003)
[Hint: Solved Example 9(b) art. 6.15]
23. Find all values of sin–1 2 treating 2 as complex number (P.T.U., Dec 2004)
[Hint: Solved Example 13 art. 6.15]
24. Separate real and Imaginary parts of the following :
2
(i) e3 xy + 4 iy [Hint: Solved Example 1(ii) art. 6.9] (P.T.U., May 2014)
(ii) log [log i] [Hint: Solved Example 5 art. 6.12]
(iii) sec (x + i y) (P.T.U., May 2004)
(iv) cos (x + i y) [Hint: Solved Example 1 art. 6.15] (P.T.U., Dec. 2004)
(v) sin (x + i y)
(vi) sinh (x + i y)
(vii) cosech (x + i y) [Hint: Solved Example 2 art. 6.15]
(viii) log sin (x + i y)
(ix) cos–1 (eiq) [Hint: Solved Example 8 art. 6.15] (P.T.U., May 2003)
(x) tan–1 (x + i y) [Hint: Solved Example 11 art. 6.17] (P.T.U., May 2006)
(xi) log(4 + 3 i) (P.T.U., Dec. 2010)
(xii) sin–1 (eiq), where q is acute. (P.T.U., Dec. 2006, 2012, May 2014)
25. Prove that the following:
(i) sinh–1 z = log z + z 2 + 1 [Hint: Solved Example art. 6.17] (P.T.U., Dec. 2002)
1 1+ z
(ii) tanh–1 z = log ; z π ± 1 [Hint: Solved Example art. 6.17]
2 1- z
(iii) sin–1 z = – i log iz + 1 - z 2 (iv) tan–1 z =
i
2
log
i+z
i-z
; z π ± i. [Hint: See art. 6.15]
1 æ1 -1 ö
(viii) R = log ç cosh 2 y cos 2 x÷ ; Img = tan–1 (cot x tanh y)
2 è2 2 ø
1 2x 1 2y
(x) R = tan -1 2 2
; Img = tanh -1
2 1- x - y 2 1 + x2 + y
3
(xi) R = log 5; I = 2np + tan–1
4
(xii) R = cos–1 sin q; Img = log ( sin q + 1 + sin q)
p
p 1
26. 2 e4 ; - log 2 .
4 2