Engineering

Mathematics-III

Dr. P.K. Srivastava

Assistant Professor of Mathematics
Galgotia College of Engineering & Technology
Greater Noida (U.P.)

(An ISO 9001:2008 Certified Company)

Vayu Education of India

2/25, Ansari Road, Darya Ganj, New Delhi-110 002
Engineering Mathematics-III

Copyright ©VAYU EDUCATION OF INDIA

ISBN: 978-93-83137-12-1

First Edition: 2013

Price: 160/-

All rights reserved. No part of this publication may be reproduced, stored in a retrieval
system, or transmitted, in any form or by any means, electronic, mechanical, photocopying,
recording or otherwise, without the prior permission of the Author and Publisher.

Printed & bound in India

Published by:
(An ISO 9001:2008 Certified Company)

Vayu Education of India

2/25, Ansari Road, Darya Ganj, New Delhi-110 002
Ph.: 91-11-43526600, 41564445
Fax: 91-11-41564440
E-mail: [email protected]
Web: www.veiindia.com
 Contents

  
  
  
1. Partial Differentiation and Partial Differential Equation...................... 1-37
2. Partial Differential Equations............................................................. 38-85
3. Fourier Series....................................................................................86-113
4. Laplace Transformation....................................................................114-152
5. Numerical Techniques. ..................................................................... 153-184
6. Numerical Methods for Solution of Partial Differential Equation. 185-221
.
 Chapter-1

1.1 Functions of Two or More Variables

A symbol z which has a definite value for every pair of values of x and y is called a function
of two independent variables x and y and is written as
z = f (x, y) orI (x, y)
1.2 Limits
“The function f (x, y) is said to tend to limit l as x o a and y o b if and only if the limit l is
independent of the path followed by the point (x, y) as x o a and y o b and we write
lim f ( x , y) = l
x oa
y ob

Or, in circular neighbourhood we define the limit as:

“The function f (x, y) defined in a region R, is said to tend to the limit l as x o a and
y o b if and only if corresponding to a positive number H, another positive number G such
that
f ( x , y)  l  e for 0 < (x – a)2 + (y – b) < G for every point (x, y) in R”.
1.3 Continuity
“A function f(x, y) is said to be continuous at the point (a, b) if
lim f ( x , y) exists = f(a, b)
xoa
yob

If it is continuous at all points in a region, then it is said to be continuous in that

region. A function which is not continuous at a point in any region is called discontinuous
at that point for same region.
1.4 Partial Derivatives
Let z = f (x, y) be variables x and y. Then partial differentiation of z w.r.t. x keeping y as a
constant is denoted as
wz w f ( x , y )
, , fx ( x , y ), Dx f ( x , y )
wx wx
2 2 Engineering Mathematics–III
A Textbook of Engineering Mathematics-I

wz f ( x  dx , y )  f ( x , y )
where = lim
wx dx o 0 dx
Similarly, the partial differentiation of z w.r.t. y keeping x as a constant is denoted as
wz w f ( x , y )
, , f y ( x , y), Dy f ( x , y )
wy wy
In general, fx and fy being functions of x and y, so these can be further differentiated
partially w.r.t. x and y and thus we have
w ­ wz ½ w2 z w2 f
® ¾ = or or fxx
dx ¯ wx ¿ wx 2 wx 2
w ­ wz ½ w2z w2 f
® ¾ = or or fxy
dy ¯ wx ¿ wy wx wy wx
w ­ wz ½ w2z w2 f
® ¾ = or or fyx
dx ¯ wy ¿ wx w y wx wy
w ­ wz ½ w2z w2 f
® ¾ = 2 or or fyy
dy ¯ wy ¿ wy wy2
It can be verified easily that
w2z w2z
=
wx wy wy wx
Also, we can use the following notations
wz wz w2 z w2 z w2 z
p = , q= , r= , s = , t =
x wy wx 2 wx w y wy 2
If z be a function of number of variables say x1, x2, ... xn; then its partial derivatives
w.r.t. to one of the variables say x1 is denoted as
wz
, keeping others as constant.
wx1

Example 1.1
If z (x + y) = x2 + y2, show that
2
§ wz w z · § wz wz ·
¨  ¸ = 4 ¨1   ¸
© wx wy ¹ © wx wy ¹
Solution: z (x + y) = x2 + y2
x 2  y2
z=
xy
wz ( x  y ) 2 x  ( x 2  y2 ) . 1 x 2  2xy  y2
Now = =
wx ( x  y )2 ( x  y )2
 Partial Differentiation and Partial Differential Equation 3

wz ( x  y) . 2 y  ( x 2  y2 ) . 1 y2  2xy  x 2
Also, wy = =
( x  y )2 ( x  y )2
2
°­ x  2xy  y  y  x  2xy ½°
2 2 2 2
§ wz w z ·
? ¨  ¸ = ® ¾
© wx wy ¹ ¯° ( x  y )2 °¿
2
2 ­ 2 x 2  y2 ½
§ wz w z · ° °
? ¨  ¸ = ® 2 ¾
© wx wy ¹ °¯ x  y °¿

4 ( x  y )2
= ...(1)
( x  y )2
Also, we have
­ wz wz ½ ­° ª x 2  2xy  y2 º ª y2  2xy  x 2 º ½°
4 ®1   ¾ = 4 ®1  « 2 »« 2 »¾
¯ wx wy ¿ ¯° ¬ ( x  y) ¼ ¬ (x  y) ¼ °¿

°­ x  y  2xy  x  2xy  y  y  2xy  x °½

2 2 2 2 2 2
= 4® ¾
¯° ( x  y )2 ¿°

°­ x  2xy  y ½°
2 2
( x  y )2
= 4® 2 ¾ = 4 . ...(2)
°¯ ( x  y) °¿ ( x  y )2
Hence from (1) and (2), we have
2
§ wz w z · § wz wz ·
¨  ¸ = 4 ¨1   ¸
© wx wy ¹ © wx wy ¹

Example 1.2
w3 u
If u = exyz, find the value of
wx wy wz
Solution: Let u = exyz ...(1)
wu
then = xyexyz
wz
w2 u
= e xyz ( x )  e xyz ( xz ) ( xy )
wy wz

w2 u
= e xyz ( x  x 2 yz )
wy wz

w3 u
= e xyz (1  2xyz )  ( x  x 2 yz ) yz . e xyz
wx wy wz
= exyz (1 + 3xyz + x2 y2 z2)
4 4 Engineering Mathematics–III
A Textbook of Engineering Mathematics-I

Example 1.3
If u = f (y / x), show that
wu wu
x y
dx dy = 0
Solution: Let u = f(y / x) ...(1)
wu
Now = fc (y / x) . – y / x2
dx
wu y
=  f c( y / x ) ...(2)
dx x
Also, from (1), we have
wu 1
= f c( y / x ) .
dy x
wu y
y = f c( y / x ) ...(3)
dy x
Now, adding (2) and (3), we get
wu wu
x y =0
dx dy
Example 1.4
If u = log (x3 + y3 + z3 – 3xyz), show that
2
§ w w w · 9
¨   ¸ u = 
© wx wy wz ¹ ( x  y  z )2
Solution: Let u = log (x3 + y3 + z3 – 3xyz) ...(1)
then from (1), we have
wu 1
= 3 3 3
. 3x 2  3 yz
dx x  y  z  3xyz
3 x2  y z
= ...(2)
x 3  y3  z3  3xyz
Similarly, we have
wu 3 y2  xz
dy = x 3  y3  z 3  3xyz ...(3)

wu 3 z 2  xy
and = 3 ...(4)
wz x  y3  z 3  3xyz
By adding (2), (3) and (4), we get

wu wu wu 3 x 2  y2  z 2  xy  yz  zx
 
wx wy wz = x 3  y3  z 3  3xyz
 Partial Differentiation and Partial Differential Equation 5

3 x 2  y2  z 2  xy  yz  zx
=
x yz x 2  y2  z 2  xy  yz  zx

§ w w w · 3
¨   ¸u =
© wx wy wz ¹ x  yz
2
§ w w w · § w w w ·§ 3 ·
¨   ¸ u = ¨   ¸¨ ¸
© wx wy wz ¹ © wx wy wz ¹© x  y  z ¹
w § 3 · w § 3 · w § 3 ·
= ¨ ¸ ¨ ¸ ¨ ¸
wx © x  y  z ¹ wy © x  y  z ¹ wz © x  y  z ¹
3 3 3 9
= 2
 2
 2 =

(x  y  z ) (x  y  z) (x  y  z ) ( x  y  z )2

EXERCISES
1. I f xx yy zz = c, show that of x = y = z,

w2z
= – (x log ex)–1
wx w y
2. If V = (x2 + y2 + z2)–1/2, we show that
w2 V w2 V w2 V
  =0
wx 2 wy2 wz 2

­ xy ½°
1 °
3. If u = tan ® ¾ , show that
°¯ (1  x 2  y2 ) °¿

w2 u 1
= 3/2
wx w y 1  x 2  y2
4. If z = f (x + ay) + f (x – ay), prove that

w2 z 2 w2 z
= a
wy2 wx 2
5. If u = sin–1 {x / y} + tan–1 {y / x} then find the value of
wu wu
x y =0
wx wy
6. If z = eax + by . f (ax – by), prove that
6 6 Engineering Mathematics–III
A Textbook of Engineering Mathematics-I

wz wz
b a = 2abz
wx wy
7. If z = x2 tan–1 (y / x) – y2 tan–1 (x / y), prove that

w2z x 2  y2
= 2
wx w y x  y2
8. If u = log (x2 + y2) + tan–1 {y / x}, show that
w 2u w2u
 =0
wx 2 wy 2

§ xz ·
9. If u = exyz f ¨ ¸ , prove that
© y ¹
wu wu
x y
wx wy = 2xy zu,
wu wu
y z = 2xy zu,
wy wz
Also, reduce that
w2 u w2 u
x = y
wz wx wz wy
y z x
10. If u =   , show that
z x y
wu wu wu
x y z
wx wy wz = 0
1.5 Total Differentiation
If u = f(x, y), where x = I(t) and y = \(t), then we find the value of u interms of t. Hence we
can regard u as a function of t alone. Then ordinary differential coefficient of u w.r.t. t, i.e.,
du
is called total differential coefficient of u.
dt
du
Now, to find without substituting the values of x and y in f(x, y), we establish the
dt
following formula:
du wu dx wu dy
= wx ˜ dt  wy dt
dt
Proof: We have u = f(x, y) ...(1)
Now, giving the increment Gt to t, we suppose that the corresponding increments in x,
y, and u be Gx, Gy and Gu respectively. Then
 Partial Differentiation and Partial Differential Equation 7

u + Gu = f(x + Gx, y + Gy)

? Gu = f(x + Gx, y + Gy) – f(x, y)
= f(x + Gx, y + Gy) – f(x, y + Gy)+ f(x, y + Gy) – f(x, y)

du f ( x  dx , y  dy )  f ( x , y  dy) dx f ( x , y  dy)  f ( x , y) ˜ dy
? = ˜ 
dt dx dt dy dt

Now taking limits as Gt o 0, Gx and Gy also o 0, we have

du lim f ( x  dx , y  dy )  f ( x , y  dy) dx
= dx o 0
dt dyo0 dx dt
f ( x , y  dy)  f ( x , y ) dy
+ dlim
y o0 ˜
dy dt
wf ( x , y ) dx wf ( x , y ) dy
=  ˜
wx dt wy dt
which is the desired formula.
Note: 1. If t = x, then

du wu wu dy
=  ˜
dx wx wy dx
2. If u = f(x, y, z) and x, y, z all being functions in t, then, we have
du wu dx wu dy wu dz
=   ˜
dt wx dt wy dt wz dt
3. If f(x, y) = c be an implicit relation between x and y then we have
df wf wf dy
0=  ˜
dx wx wy dx
dy  wf / wx
Ÿ =
dx wf / wy
4. If f(x, y) = 0 then
d2 y q 2r  2 pqs  p2t
= 
dx 2 q3
Example 1.5
dy
If x3 + 3x2y + 6xy2 + y3 = 1, find
dx
Solution: Let f(x, y) = x3 + 3x2y + 6xy2 + y3 = 1 ...(1)
Then from (1), we have
wf ( x , y)
= 3x2 + 6xy + 6y2
wx
8 8 Engineering Mathematics–III
A Textbook of Engineering Mathematics-I

wf ( x , y)
and = 3x2 + 12xy + 3y2
wy

dy 3( x 2  2xy)  2 y2 x 2  2xy  2 y2
Hence =  = 
dx 3( x 2  4 xy  y2 ) x 2  4 xy  y2
Example 1.6

§x· du
Given u sin ¨ ¸ , x et and y = t2, find as a function of t. Verify your result by
© y¹ dt
direct substitution.
Solution: We have
du wu dx wu dy
= ˜  ˜
dt wx dt wy dt

§x· t 1 §x·§x·
= cos ¨ y ¸ ˜ e ˜ y  cos ¨ y ¸ ¨ 2 ¸ ˜ 2t
© ¹ © ¹© y ¹
du t 2 t 2 t 2 et
= cos( e / t ) ˜ e / t  2 cos ( e / t ) ˜ 3
dt t
­ (t  2) ½ t t 2
= ® 3 ¾ e cos ( e / t )
¯ t ¿
§x· § et ·
Also u = sin ¨ ¸ sin ¨ 2 ¸
¨t ¸
© y¹ © ¹

du § et · t 2 . et  2et . t (t  2) t § et ·
? = cos ¨ ¸
¨ t2 ¸ . = e cos ¨¨ t 2 ¸¸
dt © ¹ t4 t3 © ¹

EXERCISES
1. If u = x2 – y2 + sin yz, where y = ex, and z = log x, find du/dx.
2. Find du/dx, if u = sin(x2 + y2), where (a2x2 + b2y2) = c2
dy
3. Find if (i) ax2 + 2hxy + by2 = 1, (ii) yx + xy = c.
dx
4. If u = x log xy, where x3 + y3 + 3xy = 1, find du/dx.
5. Find the partial differential coefficients of x2y w.r.t. x and y, and its total differential
coefficient w.r.t. x when x and y are connected by the relation x2 + xy + y2 = 1.
wf wf dz wx wf
6. If f(x, y) = 0, I(y, z),= 0, show that ˜ ˜ ˜ .
wy wz dx wy wy
 Partial Differentiation and Partial Differential Equation 9

dy y( y  x log y)
7. If xy = yx, show that .
dx x ( x  y log x )

ANSWERS

1. 2x  ( 2 y  z cos yz ) e x  ( y cos yz ) / x

2. 2x {cos ( x 2  y2 )} (1  a 2 / b2 )

3. (i) ( ax  hy)/(hx  by); (ii)  ( y x log y  yx y 1 ) / ( xyx 1  xy log x )

4. 1  log xy  x ( x 2  y) / y ( x  y2 )

df wf w2 f w3 f
5. If f = x2y, then 2xy, w 2 f / wx 2 2 y, 0, 2x , 2 , and all the higher
dx wy wx wy wx 2 wy

df x 2 (2x  y)
differential coefficients are zero. 2xy  .
dx x  2y

1.6 Homogeneous Functions; Euler’s Theorem

Definition: An expression of the form a0xn + a1xn–1y + a2 xn–2y2 + ... + an yn where each
term is of degree n is called a homogeneous function in degree n. The above expression can
also be written as

­° § y· § y·
2
§ y·
n½
°
x n ®a0  a1 ¨ ¸  a2 ¨ ¸  ...  an ¨ ¸ ¾ = xn f(y/x)
°¯ ©x¹ ©x¹ ©x¹ °¿
If the function f(x1, x2, ..., xm) can be expressed in the form

§x x x ·
x rn F ¨ 1 , 2 , ..., m ¸ ,
© xr xr xr ¹

then f(x1, x2, ..., xm ) is called a homogeneous function of m variables in degree n.

1.7 Euler’s Theorem on Homogeneous Functions
If f(x, y) be a homogeneous function of x and y of degree n, then

wf wf
x y
wx wy = n f
Proof: Let f(x, y) = xn F(y/x) ...(1)
be a homogeneous function in degree n. Then from (1), we have
wf n 1 § y· § y· § y·
= nx ˜ F ¨ ¸  xn F c¨ ¸ ˜ ¨ 2 ¸
wx ©x¹ ©x¹ © x ¹
10 10 Engineering
A TextbookMathematics–III
of Engineering Mathematics-I

n 1 § y· § y·
= nx F ¨ ¸  x n 2 ˜ yF c ¨ ¸ ...(2)
©x¹ ©x¹
Also from (1), we have
wf § y· 1 §y·
= x n F c¨ ¸ ˜ x n 1 F c ¨ ¸ ...(3)
wy ©x¹ x ©x ¹

Now, multiplying (2) by x and (3) by y and then adding, we get

wf wf § y· § y· § y·
x y = n x n F ¨ ¸  x n 1 y ˜ F c ¨ ¸  x n 1 ˜ y ˜ F c ¨ ¸
wx wy ©x¹ ©x¹ ©x¹
n § y·
= n ˜ x F ¨ ¸ = n ˜ f ( x , y)
©x¹
Hence the result proved.
In general, if f(x1, x2, .... xm) be a homogeneous function of degree n, then

wf wf wf
x1  x2  ...  xm n˜ f
wx1 wx2 wxm

Example 1.7
Verify Euler’s Theorem when
f(x, y, z) = axy + byz + czx
Solution: Let f(x, y, z) = axy + byz + czx ...(1)
then from (1), we have
wf wf
= ay  cz Ÿ x axy  czx ...(2)
wx wx
Again from (1), we have
wf wf
= ax  bz Ÿ y axy  byz ...(3)
wy wy

wf wf
and = by  cx Ÿ z bzy  czx ...(4)
wz wy
Then adding (2), (3) and (4), we have
wf wf wf
x y z 2 ( axy  byz  czx )
wx wy wz
= 2f(x, y, z)
which verifies Euler’s Theorem in this case.
Example 1.8

­° x 4  y4 ½° wu wu
If u log e ® ¾ , show that x y 3 (U.P.T.U., 2000)
¯° x  y °¿ wx wy
 Partial Differentiation and Partial Differential Equation 11

Solution: We have
­° x 4  y4 ½°
u= log e ® ¾
°¯ x  y °¿
x 4  y4
Ÿ eu =
xy
­° § y · ½°
4
®1  ¨ ¸ ¾
3 ¯ ° © x ¹ ¿° § y·
Ÿ eu = x ˜ x 3 f ¨ ¸ (say) = z
­ § y ·½ ©x¹
®1  ¨ ¸ ¾
¯ © x ¹¿
Ÿ z is a homogeneous function of degree 3.
? By Euler’s formula, we have
wz wz
x y 3˜ z ...(1)
wx wy
But z = eu
wz u wu
Ÿ = e
wx wx
...(2)
wz w
u u
and = e
wy wy
Then from (1), using (2), we have
­ wu wu ½
eu ®x y ¾ = 3eu
¯ w x wy ¿
wu wu
Ÿ x y
wx wy = 3. Proved.
Example 1.9
If z be a homogeneous function of degree n, show that
w2 z w2 z wz
(i) x 2
y (n  1) ,
wx wx wy wx
w2 z w2 z wz
(ii) x y 2 ( n  1) , and
wx wy wy wy

2 w2 z w2 z 2
2 w z
(iii) x  2xy y n( n  1) z.
wx 2 wx w y wy2
Proof: By Euler’s Theorem, we know that
wz wz
x y
wx wy = n . z ...(1)

(i) Differentiating (1) partially w.r.t. x, we get

12 12 Engineering
A TextbookMathematics–III
of Engineering Mathematics-I

wz w2 z w2 z wz
x 2  y˜ = n˜
wx wx wx w y wx
w2z
w2z wz
Ÿ 2
x y
= (n  1) ...(2)
wx wx wy wx
(ii) Again differentiating (1) w.r.t. y, we get
w2 z w 2 z wz wz
x y 2  = n˜
wx wy wy wy wy
w2 z w2 z wz
Ÿ x  y 2 = (n  1) Proved. ...(3)
wx wy wy wy
(iii) Multiplying (2) by x and (3) by y and then adding, we get

w2 z w2 z w2z ­ wz wz ½
x2  2xy  y2 2 = ( n  1) ® x y ¾
wx 2 wx w y wy ¯ wx wy ¿
= (n – 1) n . z
= n(n – 1)z Proved.

EXERCISES
1. Verify Euler’s Theorem in the following cases:
(i) 3x2yz + 5xy2z + 4z4 = f(x, y, z)
(ii) f(x, y) = ax2 + 2hxy + by2
(iii) u = (x1/4 + y1/4)/(x1/5 + y1/5)
(iv) u = x2(x2 – y2)3/(x2 +y2)3
x 2  y2 wu wu
2. If u log , prove that x y 1.
xy wx wy
wu wu
3. If u = sin–1{(x2 + y2)/(x + y)}, show that x y tan u.
wx wy
wu wu 1
4. If cos u = ( x  y ) /( x  y ) , prove that x y  cot u 0.
wx wy 2

°­ x  y °½
3 3
5. If u tan1 ® ¾ , prove that
¯° x  y °¿
wu wu
(a) x y sin 2u
wx wy
(b) x2 uxx + 2xy uxy + y2 yyy = 2cos 3u sin u
wu wu wu
6. If u = x3 + y3 + z3 + 3xyz, show that x y z 3u
wx wy wz
 Engineering Mathematics-III Dr. P.K.
Shirvastava

Publisher : Vayu Education ISBN : 9789383137121 Author : Dr. P.K. Srivastava

Type the URL : http://www.kopykitab.com/product/3356

Get this eBook