LESSON 1

REVIEW OF THE MATHEMATICAL FOUNDATION

LEARNING OUTCOMES:
1. Familiarized the Derivatives and Integrals and Taylor Series
2. Explained the uses of Matrix and Vector

Function
A function written as y = f(x) associates a unique number y (dependent
variable) with each value of x (independent variable). A function can have more
than one independent variable.

Limit of a function
If a function f(x) comes arbitrarily close to a single number L as x
approaches a number a from either the right side or the left side, then the limit
of f(x) is said to approach L as x approaches a. Symbolically, the limit is
expressed by:

lim 𝑓 (𝑥) = 𝑓 (𝑎) = 𝐿

𝑥→𝑎

Derivatives of a function
The ordinary derivative, first derivative, or, simply, derivative of a function
𝑑𝑦 𝑑𝑓
y = f(x) at a point x = a in the domain of f(x) is denoted by , y', 𝑑𝑥 , or f'(a),
𝑑𝑥
and is defined as:

𝑑𝑦 𝑓 (𝑥 ) − 𝑓(𝑎)
| = 𝑓 ′ (𝑎) = lim
𝑑𝑥 𝑥=𝑎 𝑥→𝑎 𝑥−𝑎

Chain rule for ordinary differentiation

The chain rule is useful for differentiating functions whose arguments
themselves are functions. For instance, if y = f(u), where u = g(x), then y =
f(g(x)) is also differentiable and the following chain rule holds:

𝑑𝑦 𝑑𝑦 𝑑𝑢
=( ) ( )
𝑑𝑥 𝑑𝑢 𝑑𝑥

Integral of a function
There are two types of integrals of a function of one variable, the
indefinite integral and the definite integral. The indefinite integral is the opposite
or inverse of the derivative and is therefore also referred to as the antiderivative.
𝑑𝑓(𝑥)
For instance, if g(x) is the derivative of f(x), that is, if g(x) = , then the
𝑑𝑥
antiderivative or indefinite integral of g(x) is f(x) and is written as:
 f(x)=∫g(x)dx

A definite integral, I, is denoted by:

𝑏
I=∫𝑎 𝑓(𝑥)𝑑𝑥

Fundamental theorem of calculus

The connection between differentiation and integration is expressed by
the fundamental theorem of calculus, which states that if a function f(x) is
continuous over the closed interval [a, b] and F(x) is an antiderivative of (x) over
[a, b], then

𝑏
∫ 𝑓(𝑥 )𝑑𝑥 = 𝐹(𝑏) − 𝐹(𝑎)
𝑎

VECTORS
Vectors are quantities (mathematical or physical) that have two
attributes: magnitude and direction. In contrast, objects with a single attribute,
such as magnitude, are called scalars. Examples of scalars are mass, length,
and volume. Examples of vectors are force, momentum, and acceleration. One
way to denote a quantity that is a vector is by writing a letter with a small arrow
(or a short line) above the letter. Projections of the vector onto each of the
coordinate axes define the components of the vector.

Operations with Vectors

Addition and subtraction of two vectors- Two vectors can be added or
subtracted only if they are of the same type.
Multiplication of a vector by a scalar- When a vector is multiplied by a
scalar, each element is multiplied by the scalar.
Transpose of a vector-The transpose operation turns a row vector into a
column vector and vice versa.

Multiplication of two vectors

There are different ways to multiply two vectors. Two of the ways that
produce physically meaningful results are the dot product and cross product.
The dot product results in a scalar quantity, whereas the cross-product results
in a vector quantity.

MATRICES AND LINEAR ALGEBRA

A matrix is a rectangular array of numbers. The size of a matrix refers to
the number of rows and columns it contains. An (m x n) matrix ("m by n matrix")
has m rows and n columns:
 𝑎11 ⋯ 𝑎1𝑛
[a] [ ⋮ ⋱ ⋮ ]
𝑎𝑛1 ⋯ 𝑎𝑛𝑛

OPERATIONS WITH MATRICES

Multiplication by a scalar
If [a] = [aij] is a matrix and α is a scalar, then α[a ij] = [αaij] is obtained by
multiplying every element or entry of the matrix by the number α.

Addition and subtraction of two matrices

Two matrices can be added or subtracted only if they are of the same
size.

Transpose of a matrix
The transpose operation of a matrix rearranges the matrix such that the
rows are switched into columns (or vice versa, the columns are switched into
rows).

Multiplication of matrices
The multiplication [c] = [a] [ b] of a matrix [a] times a matrix [ b] is defined
only when the number of columns of matrix [a] is equal to the number of rows
of the matrix [b]. There are no restrictions on the number of rows of [a] or the
number of columns of [b]. The result of the multiplication is a matrix [c] that has
the same number of rows as [a] and the same number of columns as [b].

The elements of the matrix [ c] are calculated by multiplying rows of [a]

by columns of [b].
Inverse of a Matrix
Division is an operation that is not defined for matrices. However, an
operation that is defined and serves an equivalent purpose is the inverse of a
matrix. A square matrix [a] is invertible provided there exists a square matrix [b]
of the same size such that [a] [ b] = [I], where [I] is the identity matrix. The matrix
[b] is called the inverse of [a] and written as [a]-1. Thus:
[a][a]−1 = [a]−1 [a]=[I]

Properties of Matrices
The following are general properties of matrices. The properties above
apply to subtraction as well.
• [a]+[b] = [b]+[a]
• ([a]+ [b]) + [c] = [a]+ ([b] + [c])
• α ([a] + [b]) = α.[a] + α.[b], where α. is a scalar
• (α.+ β).[a] = α.[a] + β [a], where a. and β are scalars
Determinant of a Matrix
The determinant of a matrix is often difficult to compute if the size of a
matrix is larger than (3 x 3) or (4 x 4). The determinant is a number. It is the
sum of all possible products formed by taking one element from each row and
each column and attaching the proper sign. The proper sign of each term is
found by writing the individual terms in each product and counting the number
of interchanges necessary to put the subscripts into the order 1, 2, ... , n. If the
number of such required interchanges is even, then the sign is + and if the
number of interchanges is odd, the sign is - . Formally, the determinant of a
matrix [a]nxn is denoted by det(a) or [a] and is defined as:

det(A) = |A| =∑𝑗 (−1)𝑘 𝑎1,𝑗1 𝑎2,𝑗2 … 𝑎𝑛,𝑗𝑛

ORDINARY DIFFERENTIAL EQUATIONS (ODE)

An ordinary differential equation (ODE) is an equation that contains one
dependent variable, one independent variable, and ordinary derivatives of the
dependent variable. If x is the independent variable and y is the dependent
𝑑𝑦 𝑑2 𝑦 𝑑𝑛 𝑦
variable, an ODE has terms that contain x, y,
𝑑𝑥 𝑑𝑥
, 2 ,…, 𝑑𝑥 𝑛
.
ODEs can be linear or nonlinear. An ODE is linear if its dependence on
y and its derivatives is linear. Any linear ODE can be written in the following
standard or canonical form:
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑2 𝑦 𝑑𝑦
𝑎𝑛+1 (𝑥 ) ( )
𝑛 + 𝑎𝑛 𝑥 +…+ 𝑎3 (𝑥 ) + 𝑎2 ( 𝑥 ) + 𝑎1 (𝑥 )𝑦 = r(x)
𝑑𝑥 𝑑𝑥 𝑛−1 𝑑𝑥 2 𝑑𝑥

Note that the coefficients in Equation are all functions only of the
independent variable x. Examples of linear ODEs are:
𝑑𝑦 𝑑𝑥 𝑑2 𝑥
= 10x c 𝑑𝑡 +kx = - m𝑑𝑡 2
𝑑𝑥

where m, k, and c are constants.

Homogeneous / Nonhomogeneous ODE

An ODE can be homogeneous or nonhomogeneous. When written in the
standard form, the ODE is homogeneous if on the righthand side r(x) = 0.
Otherwise, if r(x) ≠0, then the ODE is said to be nonhomogeneous.

Order of an ODE
The order of an ODE is determined by the order of the highest derivative
that appears in the equation. The order of an ODE can convey important
information. When an ODE is solved, arbitrary constants or integration
constants appear in the solution. The number of such constants that must be
determined is equal to the order of the ODE. For example, the solution to a
second-order ODE has two undetermined constants. This means that two
constraints must be specified in order to determine these two undetermined
constants. When the independent variable is position and the constraints are
specified at two different posit ions, the constraints are called boundary
conditions. When the independent variable is time and the constraints are
specified at a single instant of time, the constraints are called initial conditions.

Nonlinear ODE
An ODE is nonlinear if the coefficients in equation are functions of y or
its derivatives, if the right-hand side r is itself a nonlinear function of y, or if the
linear term a1(x)y is replaced with a nonlinear function of y. The following ODEs
are all examples of nonlinear ODEs:
𝑑2 𝑦
+ sin y = 4
𝑑𝑡 2
𝑑2 𝑦
y + 3y = 8
𝑑𝑡 2
𝑑𝑦 𝑑2 𝑦
( 𝑑𝑡 ) 𝑑𝑡 2 + y = 9
𝑑2 𝑦
+ 8y= tan y
𝑑𝑡 2

TAYLOR SERIES EXPANSION OF FUNCTIONS

Taylor series expansion of a function is a way to find the value of a
function near a known point, that is, a point where the value of the function is
known. The function is represented by a sum of terms of a convergent series.
In some cases (if the function is a polynomial), the Taylor series can give the
exact value of the function. In most cases, however, a sum of an infinite number
of terms is required for the exact value. If only a few terms are used, the value
of the function that is obtained from the Taylor series is an approximation.
Taylor series expansion of functions is used extensively in numerical methods.

Taylor Series for a Function of One Variable

Given a function f(x) that is differentiable (n + 1) times in an interval
containing a point x = x0, Taylor's theorem states that for each x in the interval,
there exists a value x = ᶓ between x and x = x0 such that:

𝑑𝑓 (𝑥−𝑥0 )2 𝑑2 𝑓 (𝑥−𝑥0 )3 𝑑3 𝑓
f(x) = f(x0 )+ (x-x0) 𝑑𝑥 | 𝑥=𝑥0 + | + | +…
2! 𝑑𝑥 2
𝑥=𝑥0 3! 𝑑𝑥 3 𝑥=𝑥0
(𝑥−𝑥0 )𝑛 𝑑𝑛 𝑓
+ | + 𝑅𝑛 (𝑥)
𝑛! 𝑑𝑥 𝑛 𝑥=𝑥0

where Rn, called the remainder, is given by:

(𝑥−𝑥0 )𝑛+1 𝑑𝑛+1 𝑓

Rn= |
(𝑛+1)! 𝑑𝑥 𝑛+1 𝑥=ᶓ

The proof of this theorem may be found in any textbook on calculus.

Note that for n = 1, Taylor's theorem reduces to:
𝑑𝑓
f(x) = f(x0) + (x-x0) |
𝑑𝑥 𝑥=ᶓ
 𝑑𝑓 𝑓(𝑥)−𝑓(𝑥0)
or 𝑑𝑥 | =
𝑥=ᶓ (𝑥−𝑥0 )
which is the mean value theorem for derivatives.
The value of the remainder, Rn, cannot be actually calculated since the
value of ᶓ is not known. When the Taylor series is used for approximating the
value of the function at x, two or more terms are used. The accuracy of the
approximation depends on how many terms of the Taylor series are used and
on the closeness of point x to point x0. The accuracy increases as x is closer to
x0 and as the number of terms increases.
Taylor Series for a Function of Two Variables
Taylor's expansion for a function of two variables is done in the same
way as for a function with one independent variable, except that the
differentiation involves partial derivatives. Taylor's formula for the expansion of
f(x, y) about a point (x0, y0) is given by:

1 𝜕𝑓 𝜕𝑓
f (x,y) = f(x0, y0) + 1! [(𝑥 − 𝑥0 ) 𝜕𝑥| + 𝑦 − 𝑦0 ) 𝜕𝑥| ]
𝑥0 , 𝑦0 𝑥0 , 𝑦0
1 2
𝜕2𝑓 𝜕𝑓
+ (
[ 𝑥 − 𝑥0 ) | + 2(𝑥 − 𝑥0 )(𝑦 − 𝑦0 ) |
2! 𝜕𝑥 2 𝑥 𝜕𝑥 𝑥0 , 𝑦0
0 , 𝑦0
𝜕𝑓
+ (𝑦 − 𝑦0 )2 𝜕𝑥| ] +…+
𝑥0 , 𝑦0
𝑛
1 𝑛! 𝜕𝑛 𝑓
[∑ (𝑥 − 𝑥0 )𝑘 (𝑦 − 𝑦0 )𝑛−𝑘 𝑛 𝑛−𝑘 | ]
𝑛! 𝑘! (𝑛 − 𝑘)! 𝜕𝑥 𝜕𝑦 𝑥0 , 𝑦0
𝑘=0

INNER PRODUCT AND ORTHOGONALITY

The properties of orthogonal functions play a vital role in the
determination of the coefficients of a Fourier series. This section starts with a
review on inner product (dot product) of vectors which is probably a familiar
topic to the reader. Then, the concept of inner product is extended to functions
with emphasis on the inner product of the sine and cosine functions.
The inner product of two objects (vectors or functions) is given the
symbol (a|β) where the a and β are the object whose inner product is being
taken. Orthogonality means that the inner product is equal to zero:
(a| β) = 0

Inner product of two vectors

The inner product, (𝑉 ⃗ I𝑈 ⃗ ) , (dot product 𝑉 ⃗ •𝑈⃗ ) of two vectors 𝑉
⃗⃗⃗ = Vx𝑖̂
+Vy𝑗̂+ Vz𝑘̂ and ⃗⃗⃗
𝑈 = Ux𝑖̂ +Uy 𝑗̂ + Uz 𝑘̂ is a scalar given by:
(𝑉 ⃗ I𝑈
⃗ )=𝑉⃗ .𝑈 ⃗ = |𝑉
⃗ I𝑈
⃗ |cose = VXUX + VYUY+ VzUz

⃗ l and l𝑈
where l𝑉 ⃗ l are the magnitudes of the vectors and θ is the angle between
the two vectors. The vectors are orthogonal to each other if ( 𝑉⃗ I𝑈⃗ ) = 0 (i.e. the
angle between them is π/2) and parallel if ( 𝑉⃗ I𝑈
⃗ ) = 1.
Inner product of sine and cosine functions
For sine and cosine functions the inner product over the interval [-π, π]
is given by (for k and m integers):

𝜋 0 𝑘 ≠𝑚
(sin(kx)|sin(mx)) = ∫−𝜋 𝑠𝑖𝑛(𝑘𝑥 )𝑠𝑖𝑛(𝑚𝑥 )𝑑𝑥 = { 𝑘= 𝑚
𝜋

𝜋 0 𝑘 ≠𝑚
(cos(kx)|cos(mx)) = ∫−𝜋 𝑐𝑜𝑠(𝑘𝑥 )𝑐𝑜𝑠(𝑚𝑥 )𝑑𝑥 = { 𝑘= 𝑚
𝜋
𝜋 𝑘 ≠𝑚
(sin(kx)|cos(mx)) = ∫−𝜋 𝑠𝑖𝑛(𝑘𝑥 )𝑐𝑜𝑠(𝑚𝑥 )𝑑𝑥 = 0 𝑘= 𝑚

Thus, sin kx and sin mx are orthogonal to each other for k not equal to
m but not orthogonal for k = m. Similarly, cos kx and cos mx are orthogonal to
each other for k not equal to m but not orthogonal for k = m. Finally, sin kx and
cos mx are orthogonal to each other regardless of whether or not k and m are
equal to each other (as long as they are both integers).

The inner product for sine and cosine functions over an arbitrary domain
[a,b] is given by (for k and m integers):
𝜋𝑘𝑥 𝜋𝑚𝑥 𝑏 𝜋𝑘𝑥 𝜋𝑚𝑥 0 𝑘 ≠𝑚
(sin( 𝐿 )|sin( 𝐿 )) = ∫𝑎 𝑠𝑖𝑛 ( 𝐿 ) 𝑠𝑖𝑛 ( 𝐿 ) 𝑑𝑥 = { 𝑘= 𝑚
𝐿
𝜋𝑘𝑥 𝜋𝑚𝑥 𝑏 𝜋𝑘𝑥 𝜋𝑚𝑥 0 𝑘 ≠𝑚
(cos( 𝐿 )|cos( 𝐿 )) = ∫𝑎 𝑐𝑜𝑠 ( 𝐿 ) 𝑐𝑜𝑠 ( 𝐿 ) 𝑑𝑥 = { 𝑘= 𝑚
𝐿

𝜋𝑘𝑥 𝜋𝑚𝑥 𝑏 𝜋𝑘𝑥 𝜋𝑚𝑥 𝑘 ≠𝑚

(sin( )|cos( )) = ∫𝑎 𝑠𝑖𝑛 ( ) 𝑐𝑜𝑠 ( ) 𝑑𝑥 = 0 𝑘= 𝑚
𝐿 𝐿 𝐿 𝐿

where L=(b-a)/2.
Activities:

−1.2 3.2 −0.8

1. Show the inverse matrix of [a]= | 5.6 −1.6 0.4 |
−0.4 −0.6 1.4

Note: Write the step-by-step solution.

2. Find the solution of the following system of equations using Cramer’s

rule:
2x + 3y -z = 5
4x + 4y -3z =3
-2x + 3y -z =1

3. Approximate the function y= sin(x) by using Taylor series expansion

about x=0, using two, four, and six terms. In each case, calculate the
𝜋 𝜋
approximate value of the functions at x=12, and at x= 2

4. Using MATLAB program, input the following code:

x= linspace (0, pi, 40);

y= sin(x);
y2= x;
y4= x- x. ^ 3/ factorial (3);
y6= x- x. ^ 3/ factorial (3) + x. ^5/ factorial (5);
plot (x, y, ‘r’, x, y2, ‘k--', x, y4, ‘k-. ‘, x, y6, ‘r-- ')
axis([0,4,-2,2])
legend(‘Exact’, ‘Two terms’, ‘Four terms’, ‘ Six terms’)
xlabel(‘x’); ylabel(‘y’)

Note: Put your Name on the Graph(Run).