Engineering Mathematics [2020] 2 GATE ACADEMY® GATE ACADEMY® 3 Useful Theories

Useful Theories 1 4 4. Upper Triangular Matrix : A square matrix A   aij  is said to be upper triangular matrix, if aij  0
1 2 
For example : [ A]   2 5  [ B]    whenever i > j.
Engineering Mathematics 3 4  22
 3 6  32 é1 2 3ù
1  1  4  3 1  2  4  4  13 18  Example : A = ê 0 4 5 úú
ê
AB   2  1  5  3 2  2  5  4   17 24  ëê 0 0 6 ûú 3´3
Chapter 1 : Linear Algebra  3  1  6  3 3  2  6  4  32  21 30  32
5. Lower Triangular Matrix : A square matrix A   aij  is said to be lower triangular matrix, if aij  0
Here, number of elements  6
Basic Operations of Matrix whenever i < j .
Number of multiplications  12
1. Transpose of a Matrix :
Number of addition  6 é1 0 0ù
The transpose of a matrix A written as AT (or A ' ), is obtained by interchanging the rows with the Example : A = ê 2 3 0 úú
corresponding columns of A.  Key Point ê
ëê 4 5 6 ûú 3´3
a d  1. Let Amn and Bn p are two matrices then, the resultant is ABm p , has
a b c   
Example : If A    then A   b e 
T
(i) Number of elements = mp  Key Point
 d e f  23 For diagonal and triangular matrix (upper triangular or lower triangular) the determinant is equal to
 c f  32 (ii) Number of multiplication  ( mp )n  mnp
product of leading diagonal elements.
2. Determinants of Matrix : (iii) Number of addition = mp(n – 1)
Determinant is only valid for square matrix. Determinant is the expansion or value of the matrix 6. Symmetric Matrix : A square matrix is said to be symmetric, if AT  A where AT or A ' is transpose
2. If A is an m  n matrix and B is an n  m matrix, then of matrix A. In transpose of matrix the rows and columns are interchanged.
according to the elements position coefficient. The position coefficient  (  1)i  j .
tr ( AB )  tr ( BA) , tr ( AB )  tr ( A)  tr ( B ) and tr( BA)  tr( B )  tr( A)  1 2 3  1 2 3
a a12 
Let us consider matrix of order 2×2, A   11 Here, tr represents trace of matrix i.e. sum of leading diagonal elements. Example : A   2 4 5  AT   2 4 5
 a21 a22  22    
 3 5 6 33  3 5 6 33
a11 a12 Types of Square Matrix
Then, the determinant of given matrix is A   a11a22  a12 a21 Properties of Symmetric Matrix :
a21 a22 22 1. Diagonal Matrix : A square matrix in which all the elements except leading diagonal elements are
zero is known as a diagonal matrix. (i) If A is a square matrix then A  AT , AAT , AT A are symmetric matrices, while A  AT , AT  A are
 a11 a12 a13 
1 0 0  skew symmetric matrix.
and matrix of order 3×3, A   a21 a22 a23  then A  a11 22
a a23 a a23 a a22
 a12 21  a13 21
a32 a33 a31 a33 a31 a32 Example : A  0 3 0 or A  diag (1,3, 6) (ii) If A is a symmetric matrix, k any real scalar, n any integer, B square matrix of order that of A, then
 a31 a32 a33   
 A, kA, AT , An , A1 , B T AB are also symmetric matrices. All positive integral power of a
0 0 6 33
Similarly, we can calculate the determinants of higher order by expanding its row or column. symmetric matrix are symmetric.
Properties of Determinants  Key Point (iii)If A, B are two symmetric matrices, then
(i) Minimum number of zeros in a diagonal matrix of order n is n ( n  1). (a) A  B, AB  BA are also symmetric matrices.
(i) AT  A
(ii) AB  diag(a1, a2 , a3 )  diag(b1, b2 , b3 )  diag(a1b1, a2b2 , a3b3 ) AB  BA is a skew symmetric matrix.
(ii) AB  A B (b)
2. Scalar Matrix : A diagonal matrix in which all the diagonal elements are equal, is known as a scalar (c) AB is a symmetric matrix when AB  BA otherwise AB or BA may not be symmetric.
(iii) An   A 
n

matrix. (d) A2 , A3 , A4 , B 2 , B 3 , B 4 , A2  B 2 , A3  B 3 are symmetric matrices.

(iv) kA  k n A  3 0 0 7. Skew Symmetric Matrix : A square matrix is said to be skew symmetric matrix if AT   A
(v) If two rows (or two columns) of a determinant are interchanged, the sign of the value of the Example : A  0 3 0 A  diag (3,3,3)  0 2 3  0 2 3
 
determinant changes. 0 0 3 33 Example : A   2 0 5  AT   2 0 5   A
(vi) If in determinant any row or column is completely zero, the value of the determinant is zero.    
(vii) If two rows (or two columns) of a determinant are identical, the value of the determinant is zero. 3. Unit Matrix : A diagonal matrix in which all the diagonal elements are unity is known as unit matrix  3 5 0  33  3 5 0 33
or identity matrix. The identity matrix of order n is denoted by I n . Properties of Skew Symmetric Matrix :
3. Matrix Multiplication
It is valid for both square and non-square matrix, the existence of resultant depends upon the order of 1 0 0 1. If A is a skew symmetric matrix, then
the matrix. Example : I 3   0 1 0 (i) A2 n is a symmetric matrix for n positive integer.
 
Let Amn and Bn p are two matrices then, the order of resultant AB is m  p .  0 0 1  33 (ii) A2 n 1 is a skew symmetric matrix for n positive integer.

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(iii) kA is also skew symmetric matrix, where k is a real scalar.  1 3  2i 2  3i   1 3  2i 2  3i  The least positive value of K is called the index of nilpotent matrix A.
(iv) B T AB is also skew symmetric where B is a square matrix of order that of A. Example : if A  3  2i 2 i  then Conjugate of A   3  2i 2 i   Key Point
   
All positive odd integral power of a skew symmetric matrix are skew symmetric and positive even  2  3i i 3   2  3i i 3  (i) Determinant of Idempotent matrix is either 0 or 1.
integral powers of a skew symmetric matrix are symmetric. (ii) Determinant and Trace of nilpotent matrix is zero.
 1 3  2i 2  3i 
2. If A, B are two skew symmetric matrices, then A  3  2i 2 i A  (iii)Inverse of nilpotent matrix does not exist.
 
(i) A  B , AB  BA are skew symmetric matrices.
 2  3i i 3  Eigen Values and Eigen Vectors
(ii) AB  BA is symmetric matrix.
12. Skew Hermitian Matrix : A square matrix A is said to be skew hermitian if A   A 
Characteristic Roots or Eigen Values or Latent roots
3. If A is a skew symmetric matrix and C is a column matrix then C T AC is a zero matrix. Eigen value and Eigen vectors are only valid for square matrix, the roots of characteristic equation
 i 2  3i 4  5i 
4. If A is any square matrix then A  AT is a symmetric matrix and A  AT is a skew symmetric Example : A    2  3i 0 2i  A  I  0 = 0 are called characteristic roots or Eigen values of matrix A.
matrix.  
  4  5i 2i  3i  33 2 4
 Key Point Example : A   
 i 2  3i 4  5i   i 2  3i 4  5i   5 3 22
(i) The matrix which is both symmetric and skew symmetric must be a null matrix.
Conjugate of A    2  3i 0  2i   A   2  3i 0  2i    A The characteristic equation of matrix is given by, A  I  0
(ii) If A is symmetric and B is skew-symmetric, then tr( AB )  0 .    
  4  5i  2i 3i  33  4  5i  2i 3i  33 2 4
(iii)Any real square matrix A may be expressed as the sum of a symmetric matrix AS and a skew 0
 Key Point 5 3 
symmetric matrix AAS .
(i) All the diagonal elements of Skew Hermitian matrix are either zero or pure imaginary. (2   )(3   )  20  0   2  5  6  20  0
1 1
A  A  AT    A  AT   AS  AAS (ii) All the diagonal elements of Hermitian matrix are real.
2 2  2  5  14  0   2  7  2  14  0    7,  2
(iii)Upper and lower diagonal elements should be complex conjugate pair.
8. Singular Matrix : A singular matrix is a square matrix that is not invertible i.e. it does not have an Properties of Eigen Values or Characteristics Roots
inverse. A matrix is singular or degenerate if and only if its determinant is zero i.e. A  0 . 13. Unitary Matrix : A square matrix is said to be unitary if A  A  I where A is transpose of (i) The sum of Eigen values of a matrix is equal to the trace of the matrix where the sum of the elements
conjugate of matrix A. of principal diagonal of a matrix is called the trace of matrix.
9. Non-singular Matrix or Invertible Matrix : A square matrix is non-singular or invertible if its
1  i 1  i   1 i 1 i 
determinant is non-zero i.e. A  0 . A non-singular matrix has a matrix inverse.  2 2    2  1 0
 ( )   i 1   2   3  Trace of matrix
Example : A    A   2   A  A   
i

10. Orthogonal Matrix : A square matrix is said to be orthogonal if A  AT  I . In other words the 1  i 1  i   1  i 1  i  0 1  22 (ii) The product of Eigen values of a matrix A is equal to the determinant of matrix A.
transpose of orthogonal matrix is equal to the inverse of the matrix i.e. AT  A1 .  2 2  22  2 2  22  (i )  1 23  A
i
1 2 2 1 2  2  Key Point
1 1 (iii)For Hermitian matrix every Eigen value is real.
Example : If A   2 1  2  then AT   2 1 2 If matrix A is unitary then
3  3  (iv) Every Eigen value of a Unitary matrix has absolute value i.e.   1
  2 2  1  33  2  2  1  33 (i) Its inverse and transpose are also unitary.
(ii) Its determinant is unity i.e. A  1 . (v) Any square matrix A and its transpose AT have same Eigen values.
1 0 0 1 2  2
1 (vi) If 1 ,  2 ..... n are Eigen values of A then Eigen values of
and A  A  0 1 0 ,
T
A  A  2 1
1 T
2 
(iii) | A | | A |  1
  3 
0 0 1  33  2  2  1  33  KA are K 1 , K  2 .....K  n .  Am are 1m ,  2 m ..... n m .
14. Periodic Matrix : A square matrix is said to be a periodic if AK 1  A where, K : Positive integer.
If matrix A is orthogonal then K is known as period of the matrix. 1 1 1 1
 A1 are , , ..... .  A+ KI are 1  K ,  2  K ,  3  K ............. n  K
(i) Its inverse and transpose are also orthogonal. 1  2  3 n
15. Involutory Matrix : A matrix is said to be involutory if A2  I .
(ii) Its determinant is unity i.e. A  1 . 16. Idempotent Matrix : An idempotent matrix is a square matrix which, when multiplied by itself i.e. 1
(viii) If  is an Eigen value of an Orthogonal matrix A then is also an Eigen value of
A2  A . A periodic matrix is said to be idempotent when the positive integer K is unity i.e. 
(iii) | A | | A |  1
T

K 1 11 A( AT  A1 ) .
A A  A A  A A
2

11. Hermitian Matrix : A square matrix is said to be hermitian if A  A . Where A is the transpose of (ix) The Eigen value of a symmetric matrix are purely real.
17. Nilpotent Matrix : A square matrix is called a nilpotent matrix if there exists a positive integer K such
conjugate of matrix A, i.e. ( A)T (x) The Eigen value of skew-symmetric matrix are either purely imaginary or zero.
that AK  0 .

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(xi) Zero is an Eigen value of a matrix if and only if a matrix is singular. 2 Augmented Matrix
Example : X    ,  X  2 2  7 2  53 [A : B]
(xii) If all Eigen values are distinct then the corresponding Eigen vectors are independent. 7
(xiii)The set of Eigen values are called the spectrum of A and the largest Eigen value in magnitude is 2 2
called the spectral radius of A. Where A is the given matrix. X 1 2  2   7  53
Xˆ      Xˆ       53  1
Cayley-Hamilton Theorem : X 53 7   53   53 
According to Cayley-Hamilton Theorem, Rank of Matrix : Inconsistent Consistent
“ Every square matrix satisfies its own characteristic equation.” r( A) ¹ r( A : B ) r( A) = r( A : B )
The rank of a matrix is a number equal to the order of the highest order non-vanishing minor, that can be
This theorem is only applicable for square matrix. This theorem is used to find the inverse of the matrix formed from the matrix. Result :No solution When r( A) = r( A : B )
in the form of matrix polynomial. = No. of unknown variables
The rank of a matrix is said to be r if,
If A be nn matrix and its characteristic equation is, Result : Unique solution
1. There is at least one non-zero minor of order r. When r( A) = r( A : B )
a0 n  a1 n 1  ....  an  0 < No. of unknown variables
2. Every minor of A having order higher than r is zero. Result : Infinite solution
Then, according to Cayley-Hamilton Theorem,
 Key Point
a0 An  a1 An 1  ....  an I n  0 Chapter 2 : Differential Equations
(i) The rank of a matrix A is the maximum number of linearly independent columns or Rows.
Eigen Vectors Order and Degree of Differential Equation
(ii) A matrix is full rank, if all the rows and columns are linearly independent. i.e. having rank as large
If a matrix A having characteristic root  then we have a non-zero vector X which satisfies the equation Order : The order of a differential equation is maximum number of times differentiation present in the
as possible otherwise, the matrix is rank deficient
 A  I  X   0 . Where the non-zero vector X is called characteristic vector or Eigen vector. differential equation.
(iii)Rank of the matrix A is denoted by ( A) . Degree : The degree of a differential equation is the power of the highest derivative term after removing
If there exist Eigen vector X corresponding to Eigen value  then the relation for matrix A is given by,
the radical sign and fraction.
AX  X Properties of Rank of Matrix
Examples of order and degree of differential equation
Properties of Eigen Vectors (i) Rank of the matrix does not change by elementary transformation, we can calculate the rank by dy
elementary transformations by changing the matrix into echelon form. In echelon form, rank of matrix (1) x y order = 1, degree = 1
(i) For every Eigen value there exist atleast one Eigen vector. dx
(ii) If  is an Eigen value of a matrix A, then the corresponding Eigen vector X is not unique. i.e. we have is number of non-zero row of matrix. 3 2
  dy 2   d 2 y 
infinite number of Eigen vectors corresponding to a single Eigen value. (ii) The rank of matrix is zero, only when the matrix is a null matrix. (2) 1       2  order = 2, degree = 2
(iii)If 1 ,  2 ,..... n be distinct Eigen values of a n  n matrix, then corresponding Eigen vectors = (iii) ( A)  min (Row, Column)   dx    dx 
3
X 1 , X 2 ,..... X n form a linearly independent set. (iv) ( AB )  min[(A), (B)]  d2y   dy 
2
2

(3)  2     order = 2,
(iv) If two or more Eigen values are equal then Eigen vectors are linearly dependent.  dx   dx 
(v)  ( AT A)  ( AAT )  ( A)  ( AT )
(v) Two Eigen vectors X 1 and X 2 are called orthogonal vectors if X 1T X 2  0 . To remove fraction power, squaring both sides we have,
(vi) If A and B are matrices of same order, then ( A  B )  ( A)  ( B ) and ( A  B )  ( A)  ( B ) 3 4
(vi) A matrix is said to be defective if it fails to have n linearly independent Eigen vectors and therefore it  d 2 y   dy 
is not diagonaizable. All defective matrices have fewer than n distinct Eigen values, but not all matrices (vii) If A is the conjugate transpose of A, then ( A )  ( A) and ( AA )  ( A)  dx 2    dx  degree = 3
   
having fewer than n distinct Eigen values are defective. (viii) The rank of a skew symmetric matrix cannot be one.
 Key Point
Normalized Eigen Vectors : (ix) If A and B are two n-rowed square matrices, then ( AB )  ( A)  ( B )  n . (i) Order and degree both are positive integer values.
a  (ii) There is no relation between order and degree.
A normalized Eigen vector is an Eigen vector of length one. Consider an Eigen vector X    then Solution of Linear Simultaneous Equations
 b  21 (iii) A differential equation can exists without finite degree but cannot exists without finite order.
There are two types of linear simultaneous equations
length of this Eigen vector is  X  a 2  b2
(i) Linear homogeneous equation : AX = 0 Linear and Non-linear Differential Equations :
 a  (i) Linear non-homogeneous equation : AX = B A differential equation in which the dependent variable and its differential coefficients (derivatives) occur
 2  only in first degree (first power) and are not multiplied together (no product of dependent variables and/or
Eigen vector a  b2  Steps to investigate the consistency of system of linear equations.

X
Normalized Eigen vector is Xˆ   derivatives occurs) is called a linear differential equation.
 X  Length of Eigen vector  b 
1. First represent the equations in matrix form as AX = B.
 2  dny d n 1 y d n 2 y dy
 a  b 2
 21 P0  P1 n 1  P2 n 2  ...... Pn 1  Pn y  Q
2. System equation AX = B is checked for consistency as to make Augmented Matrix [A : B]. dx n dx dx dx
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where, P0 , P1 , P2 ..... Pn 1 , Pn and Q are either constants or functions of independent variable x . Differential Equations Solution Differential Equations Solution

A differential equation is non-linear differential equation if : The solution is y  C.F. (Complementary function) Case fails if f   a 2   0 then
because for homogeneous equation P.I. is zero.
1. Its degree is more than one. x 1
Calculation of C.F. : P.I. =  sin ax / cos ax and so on.
2. Any one of the differential coefficients has order more than one. f '   a2 
Let m1 , m2 be the roots of a0m 2  a1m  a2  0 .
3. Products containing dependent variable and its differential coefficients are present. Linear, homogeneous second order
Then there are 4 cases. Case - III :
differential equation with constant
Solution of a Differential Equation coefficients
Case 1 : m1 , m2 real and distinct y  c1e m1x  c2 e m2 x When ( x )  x m (m being non negative integer).

d2y Case 2 : m1 , m2 real and equal y  ( c1  c2 x )e m1x 1

x m   f ( D ) x m
dy 1
Differential Adding parameters by antiderivative
Function a0  a1  a2 y  0 P.I. 
Equation Solutions dx 2 dx Case 3 : m1  a  bi , m2  a  bi f ( D)

Expand  f ( D )  in ascending powers of D and

nth order n parameter a0 , a1 and a2 are real constants. 1
or y  e ( c1 cos bx  c2 sin bx )
ax

n linearly
independent constant
Case 4 : m1 and m2 are surds ( a  b ) , apply it to x m .
y  e ax [C1 cosh bx  C2 sinh bx ] Case - IV :
Fig. Solution of differential equation
Note : Solve same for higher order also. When ( x )  Ve ax where, V is a function of x.
In general there are two types of solutions that is given for ordinary differential equations.
The solution is y  C.F.  P.I. , the calculation of 1 1
(a) General Solution : The solution of a differential equation which contains a number of arbitrary P.I.  e axV  e ax V
C.F. is as given above. f ( D) f ( D  a)
constants equal to the order of the differential equation is called the general solution
Calculation for P.I. : Note : Solve same for higher order also.
(b) Particular Solution : A solution obtained by giving particular values to arbitrary constants
Case - I : Cauchy linear differential equation :
(parameters) in the general solution is called a particular solution. dy d2y
Put x  et  x  Dy , x 2 2  D (D – 1)y and
When ( x )  e ax , the particular integral is as d2y dy dx dx
Basic Differential Equations and their Solutions : a0 x 2  a1 x  a2 y  ( x)
follows dx 2 dx so on .. then solve differential equation as above.
1 1 ax
Differential Equations Solution P.I. = e ax  e provided f ( a )  0, Partial Differential Equation
f ( D) f (a )
Separation of variables, f1 ( x ) g2 ( y ) A differential equation is said to be partial differential equation if it contains partial derivatives of the
f1 ( x ) g1 ( y )dx  f 2 ( x ) g 2 ( y )dy  0
 f ( x ) dx   g ( y ) dy  c Case fails if f ( a )  0 (where, a is a root of
dependent variable with respect to two or more independent variables.
2 1
Linear, non-homogeneous second order auxiliary equation)
differential equation 1 xe ax u u
Linear first order equation Integrating factor : I.F.  e  Then the value of P.I.  e ax  Example : x y 0
Pdx
(i) x y
dy d2y dy f ( D) f '( a )
 P( x ) y  Q ( x ) a0  a1  a2 y  ( x )
dx (ii) Solution : y  I.F.   Q  I.F. dx  c dx 2 dx Again Case fails If f '( a )  0 then General Notations :

Exact equation M ( x, y )dx  N ( x, y )dy  0 a0 , a1 and a2 are real constant 1 x 2 e ax For function z  f ( x, y) ,
P.I.  e ax  , f ''( a )  0 , and so on.
M N  Mdx   (term of N , not containing x ) dy  C f ( D) f ''( a ) f
 p,
f
 q,
2 f 2 f
 r , 2  t and
2 f

2 f
s.
where,  y  constant
y x Case - II : x y x 2 y xy yx
When ( x )  cos ( ax  b ) or sin( ax  b ) , the
dy dv Some standard form of partial differential equation
Put y  vx  vx particular integration is as follows
dy  y dx dx 2 y 2 y
Homogeneous equation    1 1. One-dimensional wave equation,  c2 2 : y  f ( x, t ) .
dx x Now use separation of variables to solve the P.I. = cos( ax  b) / sin( ax  b) t 2 x
f ( D)
equation
1 u  2u
P.I.  sin( ax  b) / cos( ax  b), 2. One-dimensional heat flow,  c2 2 : u  f ( x, t ) .
f ( a 2 ) t x
provide f (  a 2 )  0  2u  2u
3. Laplace equation,   0 : u  f ( x, y) .
x 2 y 2

GATE ACADEMY® 13 Useful Theories Engineering Mathematics [2020] 14 GATE ACADEMY® GATE ACADEMY® 15 Useful Theories

 Key Point Deductions from Euler’s theorem  Key Point

If the below equation represents the general form of a second order partial differential equation in two If u is not a homogeneous function of x and y but f (u ) is homogenous function, Standard results of Gamma function :
variables with constant coefficients. u u f (u ) 1
Then x y n (i)      (ii) (n)  (n  1)!
 2u  2u  2u u u x y f '(u ) 2
a b c 2 d  e  fu  ( x, y )
x 2 xy y x y Euler’s theorem for 2nd derivative n(n), if n is any fraction  1
(iii) (n  1)   (iv)    2 
Then properties and behaviour of its solution are largely dependent on its type, as classified below.  2u  2u  2u  f (u )  n !, if n is an integer  2
x2  2 xy  y 2 2  g (u )  g '(u )  1  Here g (u )  n
(i) If b2  4ac  0, then the equation is called hyperbolic. x 2 xy y  f '(u ) 
Beta Function
(ii) If b 2  4ac  0 , then the equation is called parabolic.
Chapter 3 : Integral & Differential Calculus Beta function (m, n) defined by
(iii)If b 2  4ac  0 , then the equation is called elliptic. 1
Definite Integration (m, n)   x m 1 (1  x) n 1 dx, (m  0, n  0)
0

Jacobians Some useful properties of Definite Integrals  Key Point

b
u u 1.  a
f ( x)dx  [ F ( x)]ba  F (b)  F (a ) Standard results of Gamma function :
x y  ( m) ( n )
If u and v are function of the two independent variables x and y, then the determinant is called b b (i) (m, n) 
v v 2.  a
f ( x)dx   f (t )dt
a
 ( m  n)
x y  m 1   n 1
 
b a

  u, v   u, v 
3.  f ( x)dx    f ( x)dx 
 2   2 

 sin m cos n x. dx 
a b
the Jacobian of u, v with respect to x, y and written as or J  (ii) 2
 mn2
  x, y 
0
 x, y  2 
b c b
4.  a
f ( x)dx   f ( x)dx   f ( x)dx where a  c  b
a c  2


Properties of Jacobian
a a
 n 1 
  u , v    x, y  5.  f ( x)dx   f (a  x)dx 
1  n 1 1 
 
 1  2  
0 0
(i) If u and v are the functions of x and y, then
  x, y    u, v 
 a
(iii)  2
sin n x dx   
2  2 2
, 
n2 2
f ( x)dx    0
0
a 2 f ( x ) dx, if f ( x)  f ( x); Even function  
  u, v    u, v    r , s 
 
6.  a  2 
(ii) If u, v are the functions of r, s and r, s are the functions of x, y, then
  x, y    r , s    x, y   0, if f ( x)   f ( x); Odd function
 n 1 
 
 a 
1  1 n 1   2  
f ( x)dx    0
 2 f ( x)dx, if f (2a  x)  f ( x) (iv)  2 cos n x dx    , 
2a
Euler’s Theorem of Homogeneous Function 7.  0
0 2 2 2  n2 2

Homogeneous Function  0, if f (2a  x)   f ( x)
 2 

A function f  x, y  is a homogeneous function of order n, if the degree of each of its terms in x and y is na a
8.  0
f ( x)dx  n  f ( x)dx
0
if f ( x)  f ( x  a)
Application of Definite Integral (Area, Length and Volume)
equal to n.
b b
f ( x, y )  a0 x n  a1 x n1 y  a2 x n2 y 2  ....  an1 x y n1  an y n …(i) 9.  a
f ( x)dx   f (a  b  x)dx
a Applications Formula
The function (i) which can be written as ba b
x2 y2

  dydx
b

  y  y
2
 y
n 1
 y 
n
 y
10.  a
x f ( x)dx 
2 a
f ( x)dx if f (a  b  x)  f ( x) Cartesian form
f ( x, y )  x  a0  a1    a2    ....  an1    an     x n   
n x1 y1
Area or Quadrature
x x x  x   x
 11.  f n .gdx  f n 1 g  f n  2 g ' f n 3 g '' ......(1) n  fg n dx
Polar form r  f () 
 r2
d  or  rdrd
 y
 2
f ( x, y )  x n    …(ii) [Generalized form of integration by parts] S

x
Special Functions (Gamma and Beta Functions) b   dy 2 
Equation (ii) is the general form of homogeneous function with degree n which can be any real value
Gamma Function
Cartesian form y  f ( x) a 1     dx
positive, negative or zero.   dx  
Gamma function denoted by (n) is defined by the improper integral which is dependent on the parameter Length of Curve
Euler’s Theorem  2  dr 2 
n, 
 y
If u  x n    is a homogeneous function of x and y of degree n, then x
u
y
u
 nu. 
Polar form r  f ()  r  

  d
 d   
x x y (n)   e  t t n 1dt , (n  0)
0

Engineering Mathematics [2020] 16 GATE ACADEMY® GATE ACADEMY® 17 Useful Theories Engineering Mathematics [2020] 18 GATE ACADEMY®
b Orthogonal and Orthonormal Vectors (i) Find the gradient of scalar (i) It gives the rate of change of a scalar
 a π y dx
2
Volume revolved by x - axis   potential function i.e.  point function in particular direction
(i) Two vectors A and B are said to be orthogonal if their dot product is equal to zero.
b   (ii) Find the unit vector in the (ii) Maximum magnitude of directional
a  x dy
2
Volume revolved by y - axis, (ii) Two vectors A and B are said to be orthonormal if their dot product is equal to zero and magnitude 
 d derivative is the magnitude of
Volume of Revolution of both vectors are unity. given direction d i.e. dˆ   gradient.
2 3
 Directional
About the initial line (   0 )  3 r sin  d  Vector (Differential and Integral) Calculus Derivative
d
(iii) Calculate dot product of
   2 3 Del Operator or Nabla Operator
   
About the line r cos  d  gradient and unit vector that
 2 3 Del operator is three dimension vector operator used for the derivative in 3D vector space. When Del gives directional derivative as
operator is applied to a field (scalar or vector) then it gives the gradient of a scalar field, the divergence of
. d
Cartesian:  dx dy dz
V
a vector field, or the curl of a vector field depending on the way it is applied.
         Key Point
Volume as Double and Triple
Triple integral Cylindrical:  rdrd dz Del operator,    , ,   iˆ  ˆj  kˆ   
(i) Divergence of curl of A is zero i.e. div (curl A ) = 0,   (  A)  0
 x y z  x y z
Integral
 r sin drd d 
2
Spherical : (ii) Curl of gradient of  is zero i.e. curl (grad  ) = 0,   ()  0
Application Formula Key points
(iii)Divergence of gradient of  is i.e. div (grad  ) ,   ()   2
Double integral  f ( x, y)dx dy     
(i) It is only valid for scalar point
s
grad ()     iˆ  ˆj  kˆ   function.
 x y z  Vector Integral Theorems
Gradient (ii) Gradient of scalar point function is a
Chapter 4 : Vector Calculus  ˆ  ˆ  Green’s Theorem
grad ()  iˆ  j k vector quantity.
(i) It is used to simplify the vector integration.
x y z
(iii) It gives the maximum rate of change. (ii) It gives the relation between closed line and open surface integration.
Applications of Vector Analysis
   (i) Divergence is only valid for vector  
Area of the Triangle : If a , b , c are the position vectors of the vertices A, B, C, of a triangle, then the Statement : If   x, y  ,   x, y  , and be continuous functions over a region R bounded by simple
point function. y x
area of the triangle is given by closed curve c in x-y plane, then according to this theorem
  (ii) It is calculated by dot product of del
1   div ( F )    F operator with given vector quantity.    
Area (ABC )  AB  AC
2       (iii) It is used to calculate the net flow of  c   dx   dy   R  x  y  dx dy
C div ( F )   iˆ  ˆj  kˆ 
 x y z  vector quantity. Stoke’s Theorem
Divergence  

q
 ˆ
ˆ 1  ˆjF2  kF
 iF 3  (iv) If   F  0 then F is called a
solenoidal vector/ incompressible
(i) It is used to simplify the vector integration.
(ii) It gives the relation between closed line and open surface integration.
A B
 
F F F vector. Statement : Surface integral of curl of F along the normal to the surface S ,bounded by curve c is equal
Area of Parallelogram div( F )  1  2  3 
x y z
r  ve , inward flow to the line integral of the vector point function F taken along the closed curve c.
y     
divF  0, no flow (zero flow) Mathematically, F . dr  curl F . n ds
 
r + ve , c s
y  outward flow   
q
or  F . dr   (  F )  ds  (n )
c s
r r iˆ ˆj kˆ (i) It is only valid for vector point
x
x y
  function.
  
    curl ( F )    F 
Area  x  y  x y sin  x y z (ii) Curl is basically used to find the
Curl n̂ = kˆ
  rotation of vector quantity.
Let x  x1iˆ  x2 ˆj  x3 kˆ and y  y1iˆ  y2 ˆj  y3 kˆ F1 F2 F3
 
dxdy
 (iii) If curl F  0 , the field F is termed as
iˆ ˆj kˆ 
where, F  F1iˆ  F2 ˆj  F3 kˆ  irrotational.
  0 x
x  y  x1 x2 x3
y1 y2 y3 where, n̂ is the direction of the surface S and this direction is normal or perpendicular outward to the
surface.
GATE ACADEMY® 19 Useful Theories Engineering Mathematics [2020] 20 GATE ACADEMY® GATE ACADEMY® 21 Useful Theories
Example : Let the surface is xy plane, ds  dxdy and n̂  direction perpendicular to surface i.e. z-axis, so f ( x) y = f ( x) = x3 y ' = f '( x) = 3 x 2
the direction is k̂ . A
 n̂  kˆ 0 x x
0
Gauss Theorem or Divergence Theorem f (a) Point of Point of
inflection minima
(i) This theorem is used to simplify the vector integration.
x
(ii) It gives the relationship between closed surface and open volume integration O a-d a a+d B
 Maxima and Minima for Function of Two Independent Variables
Statement : The surface integral of the normal component of a vector function F taken around a closed OA = Increasing Function, A = Stationary Point, AB = Decreasing Function
To find maxima and minima of a function z  f ( x, y ) , follow these steps
surfaced S is equal to the integral of the divergence of F taken over the volume V enclosed by the surface Local Minima
S. A function f  x  has a minimum at x  a if there exists some interval  a  , a    around ‘a’ such that f f
Step 1 : Find ,
  x y
Mathematically,   F . n ds   div F dv
s v
f  a   f  x  for all values of x in  a  , a    .
df df
   f ( x) O B Step 2 : Solve  0 and  0 to get stationary points.
Or  F . ds   . F dv
 s v
dx dy
Step 3 : Find the values of
Chapter 5 : Maxima & Minima 2 f 2 f 2 f
r ,s  ,t  2
x 2 xy y
Maxima and Minima for Function of One Independent Variable
A Step 4 : Check the conditions
To find maxima and minima of a function y  f ( x ) , follow these steps f (a )
x If rt  s 2  0, r  0 then it gives minima
dy dy a–d a a+d
Step 1 : Find , and put  0 find the value of x and this value is said to be the stationary point, this OA = Decreasing function, A = Stationary Point, AB = Increasing Function rt  s 2  0, r  0 then it gives maxima
dx dx
is the necessary condition to find extremum value of function. rt  s 2  0 then we need further investigation required
Steps to find Absolute Maximum and Minimum value of the Function
d2y rt  s  0 2
then neither maxima nor minima
Step 2 : Find and check the value at the stationary point obtained in step 1. in the Interval [a, b]
dx 2 To find the absolute value or maximum and minimum value of the function follow the steps given below, Chapter 6 : Mean Value Theorem
(i) A function f ( x) has a maxima at x = a if f '(a )  0 and f ''(a )  0 . Steps 1 : Find stationary points by putting f '( x)  0 .
(ii) A function f ( x) has a minima at x = a if f '(a )  0 and f ''(a )  0 . Step 2 : Find the value of f ( x) at stationary points. Concept of Continuity and Differentiability
Step 3 : Also find f (a ) and f (b) . Continuity
(iii) A function f ( x) has no maxima and minima at x = a if f '(a )  0 and f ''(a )  0 .
Then the maximum of the value is the absolute maximum of the given function f ( x) and minimum of The word continuous means without any break or gap. A function is continuous when its graph is a single
 Key Point unbroken curve.
these values is the absolute minimum of the given function f ( x ) .
Stationary points : For a continuous and differentiable function f ( x) , the values of x for which the Example : sin x, x, cos x, e x etc.
slope of the function f '( x)  0 are called stationary points or turning points or critical points. These are  Key Point
Continuity of a Function at a Point :
Convexity and Concavity of a Curve
the points of x in the domain where f '( x )  0 . A function f ( x) is continuous at x  a if the following three conditions are satisfied :
(i) If f "( x)  0 , x  (a, b) then the curve y  f ( x ) is convex upward or concave downward in ( a, b) .
Saddle point : A point where function is neither maximum nor minimum is said to be a saddle point. (i) f (a ) is defined
(ii) If f "( x)  0, x  (a, b) then the curve y  f ( x ) is concave upward or convex downward in ( a, b) .
At such point function is maximum in one direction while minimum in another direction. (ii) lim f ( x) exists i.e. lim f ( x)  lim f ( x) or R.H.L. = L.H.L.
Point of inflection : x a x a x a

Local or Relative Maxima and Minima An inflection point is a point on a curve at which the sign of the curvature (i.e. the concavity) changes. (iii) lim f ( x)  lim f ( x)  f (a)
xa x a
An inflection point does not have to be a stationary point, but if it is, then it would also be a saddle
Local Maxima
point. lim f ( x)  lim f (a  h) = Left hand limit
x a h 0
A function f  x  has a maximum at x  a if there exists some interval  a  , a    around ‘a’ such that A function f (or the curve y  f ( x ) ) has a point of inflection at x  c if f '(c)  0, f "(c)  0 and lim f ( x)  lim f (a  h) = Right hand limit
f  a   f  x  for all x in  a  , a    . f "'(c)  0 . x a h 0

If the above conditions are not satisfied then it is referred as Discontinuous Function.

Engineering Mathematics [2020] 22 GATE ACADEMY® GATE ACADEMY® 23 Useful Theories Engineering Mathematics [2020] 24 GATE ACADEMY®
Differentiability  Key Point Chapter 7 : Complex Variables
The function f ( x) is differentiable at point P , if there exists a unique tangent at point P or if the curve (i) There may be more than one stationary points where f '( x) vanishes i.e. becomes zero.
does not have P as a corner point i.e. the function is not differentiable at those points on which function Complex Number
(ii) Rolle’s theorem fails even if any one of the three conditions is not satisfied by the function.
has jumps and sharp edges. The numbers in the form of z  x  iy is a complex number where x  R, y  R, i  1 , i.e., i 2  1;
(iii) f '( x) may be zero at a point in (a, b) without satisfying all the three conditions of Rolle’s theorem.
Consider the function f ( x)  x  1 , which can be graphically shown as,
Hence, the converse of Rolle’s theorem is not true. real part of z  Re( z )  x, imaginary part of z  Im( z )  y .
y = f ( x) = x - 1
Lagrange’s Mean Value Theorem If z  x  iy then
If f ( x) is real valued function such that, (i) Modulus of z  z  x 2  y 2 iy
z - plane
f ( x) = - x + 1 f ( x) = x - 1 (i) f ( x) is continuous in the closed interval  a, b 
f '( x) = -1 f '( x) = 1  y ( x, y )
(ii) Argument of z (arg z)    tan 1   .
(ii) f ( x) is differentiable in the open interval (a, b) x
(iii) f (a )  f (b) (iii) Conjugate of a complex number z  x  iy y
x f (b)  f (a ) q
0 1 2 3 4 Then there exists atleast one value x , c  (a, b) such that f '(c)  (iv) z  rei  r (cos   i sin ) x x
which shows that f ( x) is not differentiable at x  1 . f ( x) has sharp edge at x  1 . ba 0
2
Differentiability of a Function at a Point Geometrical Interpretation : (v) zz  zz  z
A function f ( x) is said to be differentiable (finitely) at x  a if f '(a  )  f '( a  )  finite, i.e., This theorem states that, between two points a and b, f (a )  f (b) of the graph of f ( x) then there exists z1  z2  z1  z2 and z1  z2  z1  z2 .
f ( a  h)  f ( a ) f ( a  h)  f ( a ) atleast one point where the tangent is parallel to the chord or link AB.
lim  lim  finite and the common limit is called the derivative of f ( x)
h0 h h
h0 f ( x) f ( x) Analytic Function
at x  a , denoted by f '( a ) . A single valued function f ( z ) which is differentiable at z  z0 is said to be analytic at point z  z0 .
First derivative of f ( x) at x  a ,
The point at which function is not differentiable is called singular point of the function.
f ( x)  f (a ) B B
f '(a )  lim { x  a from the left as well as from the right}
xa xa A A Cauchy Riemann Equation (Condition for function to be analytic)
Mean Value Theorem : If f ( z )  u ( x, y )  iv( x, y ) is differentiable at z  z0 then at this point the first order partial derivatives of
Rolle’s Mean Value Theorem x x u and v exist and satisfy the Cauchy-Riemann equations. The necessary conditions for a function
a c b a c1 c2 b
If f ( x) is real valued function such that f ( z )  u  iv to be analytic at all points in a region R are :
(i) f ( x) is continuous in the closed interval  a, b  Fig. Geometric interpretation of Lagrange’s mean value theorem
u v u v
(i)  (ii) 
(ii) f ( x) is differentiable in the open interval  a, b   Key Point x y y x
(iii) f (a )  f (b) (i) Lagrange’s mean value theorem fails if the function does not satisfy even one of the three conditions.
(i) and (ii) both are called C-R equations.
f (b)  f (a )
Then there exists atleast one value of x , c   a, b  such that f '(c)  0 . (ii) The converse of Lagrange’s mean value theorem may not be true for, f '(c)  at a point For a function to be analytic
ba
Geometrical Interpretation : (i) The C-R equations should be satisfied.
c in ( a, b) without satisfying both the conditions of Lagrange’s mean value theorem.
This theorem states that between two points with equal coordinates on the graph of the function f ( x ) ,
u u v v
there exists at least one point where the tangent is parallel to x-axis. (ii) The partial derivatives , , , should be continuous.
Cauchy’s Mean Value Theorem x y x y
y = f ( x) y = f ( x)
Stationary If two function f ( x) and g ( x) are,
point C-R Equations in Polar Form
(i) Continuous in a closed interval [ a, b]
f '(c2 ) = 0 For the complex function f ( z )  u (r , )  iv (r , ) , to be analytic following equations should be satisfied
f '(c) = 0 (ii) Differentiable in the open interval (a, b)
u 1 v u v
Tangent A B
(iii) g '( x)  0 for any point of the open interval  a, b  (i)  (ii)  r
parallel to r r   r
x-axis f '(c1 ) = 0
Then there exist atleast one value c in (a, b) such that, Entire Function
x x
x=a c x=b a c1 c2 b f '(c) f (b)  f ( a )
f (a ) = f (b)  A function f ( z ) which is analytic at every point of the finite complex plane is known as entire function.
g '(c) g (b)  g (a )
Fig. Geometric interpretation of Rolle’s mean value theorem E.g. Polynomial and exponential functions are entire functions.

GATE ACADEMY® 25 Useful Theories Engineering Mathematics [2020] 26 GATE ACADEMY® GATE ACADEMY® 27 Useful Theories

Complex Line Integral Complex Function Series Expantion f ( x) 0 

This states that if lim reduces to or , then, differentiate numerator and denominator until and
Let f ( z ) be a continuous function of the complex variable z  x  iy defined at all points of the curve C 1. Taylor’s Series : If a function f ( z ) is analytic at all points inside a circle c, with its centre at the point g ( x)
xa 0 
having end points a and b . a and radius R, then at each point z inside c, unless this form is eliminated
f ( x) f '( x)
 f ( z )dz   (u  iv)(dx  idy) f ( z )  f (a )  ( z  a ) f '(a )  ( z  a ) 2
f ''(a )
 .........   z  a 
n f ''( a )
 ... i.e. lim
xa
 lim
g ( x) x  a g '( x)
c c
2! n!
 f ( z )dz   (udx  vdy)  i(vdx  udy) 2. Laurent’s Theorem :
But if again it comes in the form
0 
or .
c c
b1 b2 0 
f  z   a0  a1  z  z0   a2  z  z0   .... 
2
  ...
Complex Integration z  z0  z  z0  2 f ( x) f '( x) f ''( x)
Then, lim  lim  lim
Cauchy’s Theorem  
xa g ( x) x  a g '( x ) x  a g ''( x )

If f ( z ) is single valued and an analytic function of z and f '( z ) is continuous at f ( z )   an ( z  z0 ) n   bn ( z  z0 )  n 0 

n0 n 1 And this process is continued till or form is eliminated.
each point within and on the closed curve c, then according to the theorem, 0 
 f ( z )dz  0
c
Chapter 8 : Limit & Series Expansion
Important Transformation of Calculation of Indeterminate form
Cauchy’s Integral Formula Indeterminate 0 
Standard Result of limits form
Conditions Transformation to
0
Transformation to

(i) For Simple Pole : If f ( z ) is analytic within and on a closed curve c and if a (simple pole) is any point
sin  lim f ( x)  0 1
within c, then (i) lim  1 (  is in radian) (ii) lim cos   1 (  is in radian)
0   0
0
x a
f ( x) g ( x)
f ( z)  lim
 z  a dz  2i. f (a)
c (iii) lim
tan 
 1 (  is in radian) (iv) lim
xn  an
 na n 1
0
lim g ( x)  0
x a
– lim
x a g ( x) xa 1
 0  xa xa f ( x)
(ii) For Multiple Poles : If f ( z ) is analytic within and on a closed curve c, and if a (multiple poles) are
1  1
x
lim f ( x)   1
points within c, then lim 1  x 
1/ x
(v) lim    0 (vi)  lim  1    e x a
 
x  x x 0 x 
 x  f ( x) g ( x)
f ( z) 2i  d n 1 f ( z )  lim g ( x)   lim  lim –
 ( z  a) n
. dz   
(n  1)!  dz n 1  z  a log 1  x  a 1
x  x a
xa g ( x) x a 1
c (vii) lim 1 (viii) lim  ln( a ) f ( x)
x0 x x0 x
Residues and Residues Theorem
lim f ( x)  0 f ( x) g ( x)
Residue sin x cos x any number between –1 and 1 x a lim f ( x)  g ( x)  lim lim f ( x)  g ( x)  lim
(ix) lim  lim  0 0  xa xa 1 xa xa 1
x  x x  x  lim g ( x)  
The coefficient of  z  a  in the expansion of f ( z ) around an isolated singularity is called the residue
1
x a g ( x) f ( x)
(x) If lim f ( x)  1 and lim g ( x)  
of f ( z ) at that point. x a x a
lim f ( x)   1 1 e f ( x)
x a  lim  f ( x)  g ( x)   ln lim
Method of Finding Residues then lim{ f ( x)}g ( x )  lim e g ( x ){ f ( x ) 1} lim  f ( x)  g ( x)  lim
g ( x) f ( x) xa xa eg ( x)
x a x a  lim g ( x)  
x a
xa xa 1
(a) Residue at simple pole 1 lim
f ( x)
[ f ( x) g ( x)]
If f  z  has a simple pole at z  a then (xi) If lim f ( x)  lim g ( x)  0, then lim 1  f ( x ) g ( x )  e xa g ( x )
x a x a xa
lim f ( x)  0 g ( x) ln f ( x)
lim f ( x) g ( x )  exp lim lim f ( x) g ( x )  exp lim
Res f  a   lim  z  a  f  z 
x a
z a
(xii) If lim f ( x)  A  0 and lim g ( x)  B , then lim{ f ( x)}g ( x )  AB 00 xa xa  1  xa xa  1 
x a x a x a
lim g ( x)  0  ln f ( x)   g ( x) 
(b) Residue at a pole of order n x a    
If f  z  has a pole of order n at z  a , then L-Hospital’s Rule for Indeterminate form lim f ( x)  1 ln f ( x) g ( x)
x a lim f ( x) g ( x )  exp lim lim f ( x) g ( x )  exp lim
Indeterminate forms : Algebraic expressions sometime become indeterminate for particular values of 1 xa xa  1  x a xa  1 
1  d n 1   lim g ( x)      
Res  at z  a    z  a  f  z   the variable on which they depend but its limit can be evaluate. Intermediate forms are,  ln f ( x) 
n
 x a  g ( x) 
 n  1!  dz n 1  z a 0  0 
, ,   , 00 , 1 ,  0 ,   , , ,   , 0  , 0 lim f ( x)   g ( x) ln f ( x)
Residue Theorem 0   0 x a lim f ( x) g ( x )  exp lim lim f ( x) g ( x )  exp lim
0 xa xa  1  xa xa  1 
If f  z  is analytic in a closed curve C, except at a finite number of poles within C, then L-Hospital’s rule : L-Hospital’s rule is a general method for evaluating the basic indeterminants forms lim g ( x)  0  ln f ( x)   g ( x) 
x a    
0 
 f  z  dz  2  i  (Sum of residues at the poles inside or on C)
c 0
and all the other forms can be converted to these two basic forms.

Here, exp represents Exponential function and ln represents Logarithmic function.
Engineering Mathematics [2020] 28 GATE ACADEMY® GATE ACADEMY® 29 Useful Theories Engineering Mathematics [2020] 30 GATE ACADEMY®

Series Expansion of Functions cosec x  x 1 

1
x
7 3
x 
31 5
x  ............. for 0  | x |  
5. Dependent Events : When two events are dependent, the occurrence of one event influences the
13.
Taylor’s Series 6 360 15120 probability of another event.
If f ( x) is differentiable at point x  a then it can be expanded as an infinite series as follows 12.x 3 12.32 x 5 12.32.52 x 7 Example : Throwing two dice, event A is face 4 in first dice and event B is sum total value 7. The
14. sin 1 x  x     .................... x 1
3! 5! 7! value 4 in first dice gives the information that for total sum 7 it should be 3 in second dice.
 x  a  x  a
2 3

f  x  f a   x  a f 'a  f ''  a   f '''  a   ..... x3 x5 Classical Definition of Probability

2! 3! 15. tan 1 x  x    ........................................ x 1
3 5 In a random experiment, probability is the ratio of favourable events to corresponding sample space. The
When a  0 ,then the series is called as Maclaurin series.
n(n  1) 2 n(n  1)(n  2) 3 probability of event E in the sample space S is defined as,
If any function f ( a ), f '(a ), f "( a), ...... becomes infinite or does not exist for any value of a in the interval 16. (1  x)  1  nx 
n
x  x +...
2! 3! Favourable events n( E )
under considerations then Taylor’s series fails to expand. P( E )  
17. (1  x) 1  1  x  x 2  x3  x 4  x5  ..................... Total number of events n( S )
Maclaurin’s Series 18. (1  x) 1  1  x  x 2  x 3  x 4  x5  ..................... Examples :
If f ( x) is differentiable at point x  0 then it can be expanded as an infinite series as follows
19. (1  x) 2  1  2 x  3 x 2  4 x 3  5 x 4  .................... (i) The typical example of classical probability would be fair dice roll because it is equally probable that
x2 x3 you will land on any of the six numbers on the die : 1, 2, 3, 4, 5 or 6
f  x   f  0   xf '  0   f ''  0   f '''  0   ....... 20. (1  x) 2  1  2 x  3 x 2  4 x 3  5 x 4  ......................
2! 3! (ii) Throwing a dice, the event A that even number on the dice. Sample space for a dice
Useful Series Expansion (Mainly Derived from Maclaurin’s Series) Chapter 9 : Probability & Statistics S  {1, 2, 3, 4, 5, 6} elements of event A  {2, 4, 6} .
x x 2 x3 Random Experiment : n( A) 3 1
1. ex  1     .......................................... The required probability, P ( A)     0.5
1! 2! 3! A random experiment is an experiment or a process for which the outcomes cannot be predicted with n( S ) 6 2
certainty.
x x x 2 x3 Conditional Probability
2. e  1     .......................................... Example : In an experiment of throwing a dice and getting a number 1, 2, 3, 4, 5 or 6 are different
1! 2! 3! It gives the probability of happening of any event if the another is already occurred.
events.
e x  e x x2 x4 x6 E 
3.  cos h( x)  1     ............... Events : P  1   Probability of getting the event E1 when event E2 is already occurred.
2 2! 4! 6!
A set of one or more outcome of an random experiment is called event.  E2 
e x  e x x3 x5 x7
4.  sin h( x)  x     .............. Types of Events : E1  P ( E1  E2 )
2 3! 5! 7! P  
1. Equally Likely Events : Events are said to be equally likely when the chances are same for E  P ( E2 )
 2
x 2 x3 x 4
5. log(1  x)  x     ........................... where |x| < 1 occurrence of all events.
2 3 4  Key Point
Example : When a dice is thrown any one number from 1 to 6 may occur. In this trial, the six events
 x 2 x3 x 4  are equally likely. Results of Probability
6. log(1  x)    x     ........................  where |x|< 1
 2 3 4  2. Mutually Exhaustive Events : Two or more events in any trial are known as exhaustive events. If (i) 0  P( E )  1
one of them is necessarily (must) occurs. (ii) P ( E )  1  P ( E )
1 1 x x x x 3 5 7
7. log  x     .......................... where |x| < 1 Example : When a dice is thrown, there are six exhaustive events.
2 1 x 3 5 7 (iii) P( E1  E2 )  P( E1 )  P( E2 )  P( E1  E2 ) If mutually exclusive then P( E1  E2 )  0
3. Mutually Exclusive Events : If the occurrence of anyone of the events in a trial prevents the
x3 x5 x7 
(1)n 2 n 1 occurrence of the other events, then the events are said to be mutually exclusive events. Therefore, P( E1  E2 )  P( E1 )  P( E2 )
8. sin x  x     .................   x
3! 5! 7! n  0 (2n  1)! Example : When a dice is thrown the event of getting faces numbered 1 to 6 are mutually exclusive.
(iv) P( E1  E2  E3 )  P( E1 )  P( E2 )  P( E3 ) P( E2  E3 )  P( E1  E2 )  P( E1  E3 )  P( E1  E2  E3 )
x2 x4 x6 
(1) n 2 n  Key Point
9. cos x  1     ....................   x If A and B both are mutually exclusive events in same sample space then P( A  B)  0 . (v) P( E1  E2 )  P( E1  E2 )  1  P( E1  E2 )
2! 4! 6! n  0 (2n)!

1 2 17 7  4. Independent Events : If there are two or more event such that the occurrence of any one does not Probability Density function
10. tan x  x  x3  x5  x  ........... for | x | 
3 15 315 2 depend on occurrence of other, they are said to be independent event.
A continuous function f ( x) is called a probability density function of a random variable, if it satisfies the
1 1 2 5 Example : Throwing two dice, event A is face 4 in first dice and event B face 3 in second dice, these
11. cot x  x 1  x  x3  x  ..... for 0  | x |   following conditions,
3 45 945 both events are independent, and also not mutually exclusive because it can happen simultaneously.

  Key Point
12. sec x  1 
1 2 5 4 61 6
x  x  x  ..... for | x |  If A and B both are independent events in different sample space then P( A  B)  P( A) P( B) .
(i) f ( x)  0 (ii)  f ( x) dx  1
2 24 720 2 

GATE ACADEMY® 31 Useful Theories Engineering Mathematics [2020] 32 GATE ACADEMY® GATE ACADEMY® 33 Useful Theories

Probability of Distribution Normal Distribution Exponential Distribution

Uniform Distribution Normal Distribution is a continuous distribution and it is derived as the limiting form of Binomial A continuous random variable x assuming non negative values is said to have exponential distribution
The probability density function of a uniform random variable on the interval (a, b) is given by, Distribution for large values of ‘n’ and when neither ‘p’ nor ‘q’ is very small. with parameter   0 , if its probability density function is given by,
 1 1
 ( x  ) 2
e x for x  0
 if a  x  b f ( x)  2 2
f ( x)   b  a e f ( x)  
 2  0 for x  0
 0 otherewise
where,   mean,   Standard deviation where,  is a parameter.
f (x)
1 Probability of x lying between x1 and x2 is given by the area under normal curve from x1 and x2 i.e.  Key Point
b-a
  x  
2

1 2
x 1 1 1
P  x1  x  x2   (i) Mean  (ii) Variance  (iii) Standard derivation 
 2 x1
2 2
x e dx  2 
a b
 Key Point f (x) Random Variables and Statistics
ab
(i) Mean x  Random Variable
2
A random variable is defined as a real number x connected with the outcomes of a random experiment.
(b  a ) 2
(ii) Variable  2  1. Discrete random variable : A real valued function defined on a discrete sample space is called a
12
-¥ discrete random variable.
(iii)Standard deviation   Variance 0 x=m x1 x2 ¥
x
2. Continuous random variable : A random variable is said to be continuous, if it can take all possible
Binomial Distribution Probability when mean = 0, values between certain limits.
Binomial Distribution gives the probability of happening of event ‘r’ times exactly in ‘n’ trials x  x2
1 2 2 2 Values and Types of Random
P  x1  x  x2  
 2 x1
P ( r )  n Cr p r q n  r e dx Parameters Variables
Formula
where, n = Number of trials discrete random n

r = Number of favourable events

f (x) E ( X )   xi P  xi 
variable i 1
p = Probability of happening of event Expected Value 
q = Probability of not happening of event = 1 – p continuous random
EX    x . f  x  dx
variable
 Key Point 

(i) Mean = np (ii) Variance = npq (iii) Standard Deviation = npq discrete random n

-¥ ¥
x E ( X 2 )   xi2 P  xi 
x1 x2 variable
Poisson Distribution x=0 i 1
Mean Square Value 
continuous random
EX2 
Poisson Distribution is a particular limiting form of Binomial distribution when p or q is very small and  Key Point
x
2
. f  x  dx
‘n’ is large enough. variable
(i) Normal distribution is symmetric about its mean 

mr em
V  X     E  X      E  X 2    E  X  
2
P(r) = , r  0,1, 2,....... (ii) It is also referred as Gaussian distribution and bell shaped distribution curve. Variance
2 2

r!  
f (x)
where, m  np, n  Number of trials Statistics, Correlation and Regression
p  Success case probability 1. Mean, median and mode all together referred as central tendency.
r  Number of the success trial
2. Mean i.e. average value or expected value.
where, m is mean of distribution
x 3. Median is nothing but central item of the data or observation after arrangement.
 Key Point – 3s – 2s – s +s 2s 3s
The expected value (mean) and variance of a Poisson distributed random variable are approximately 68.26%
4. Mode is referred as highest occurred item in the given observation.
equal. i.e. 95.44% 5. The relationship among mean, median and mode is given by,
Mean  Variance = m 99.73% Mode = 3 median – 2 mean.

Engineering Mathematics [2020] 34 GATE ACADEMY® GATE ACADEMY® 35 Useful Theories Engineering Mathematics [2020] 36 GATE ACADEMY®

6 d 2 Chapter 10 : Numerical Methods

 
2
 xx fi r  1
Standard Deviation  x  Var  X   Spearman’s formula n(n 2  1)
n for Rank Correlation Numerical Integration (Quadrature)
where, d i  difference in rank of i th individual value
For ungrouped data xi Coefficient Name of Method Formula Key Points
x In Trapezoidal rule we used
n = number of individuals. x0  nh h
 y0  yn   2  y1  y2  ...... yn 1  
Mean
n Trapezoidal rule
 f ( x) dx 
2
Straight Lines to model the
 (2 point quadrature) x0
For grouped data  fi xi The regression line curve.
x x  x  r x ( y  y)
 fi of x on y y x0  nh h (i) In Simpson’s rule
 f ( x) dx   y0  yn 
3
we used parabolas
For ungrouped data The regression line y
x0
 xk 1 When n is odd and n  2k  1

Median   xk  xk 1 Regression of y on x
y y  r x  x  4  y1  y3  ....  yn 1 
to approximate
x each part of the
 2 When n is even and n  2k curve.
Angle between two  1  r 2   x   y  1 2  y2  y4  ...  yn  2  
tan    Simpson’s rule 1
For grouped data F  line of regression  2 2  3 (ii) In Simpson’s
 C   r    x   y  (3 point quadrature)
Or 3
Median  L   2 x0  nh h
 y0  yn   4  O  2  E  rule the given
 f 
K
Properties of Expectation

x0
f ( x) dx 
3 interval must be
Median   divided into even
1. E (c)  c, c is a constant. number of equal
where L = Lower limit of the median class
sub intervals.
F = Total frequency 2. E (cX )  cE ( X ) , c is a constant.
x0  nh 3h 3
 f ( x)dx   y0  yn  In Simpson’s rule the
f = Frequency of median class 3. E (aX  b)  aE ( X )  b, a and b are constants. x0 8  8
K = Width of median class 3  y1  y2  y4  y5  ....  yn 1  number of sub intervals
4. E ( X  Y )  E ( X )  E (Y )
should be multiple of 3.
C = Cumulative frequency up to the class
5. E ( X  Y )  E ( X )  E (Y ) . 3 2  y3  y6  ... yn 3  
preceding the median class Simpson’s rule
8 Or
For ungrouped data The mode is the value of the variables which occurs Properties of Variance
x0  nh 3h
most often.
1. V (c)  0 , c is a constant.  f ( x)dx   ( y0  yn )
x0 8
For grouped data  F  F1 
Mode  l   K 2. V ( aX )  a 2V ( X ) 2  (Multiple of 3)  3  rest 
 2 F  F1  F1 
x0  nh 3h (i) In Weddle’s rule
where, l = Lower limit of class containing mode
3. V ( aX  b)  V ( aX )  V (b)  a 2V ( X ) , a and b are constants.
 f ( x) dx   y0  5 y1  y2  6 y3 the number of sub
Mode Weddle’s rule x0 10
4. V ( aX  bY )  a 2V ( X )  b 2V (Y )  2ab Cov( X , Y ) intervals should be
K = Size of model class or common width of the  y4  5 y5  2 y6 5 y7  y8  .... multiple of 6.
class
Covariance
F1  Frequency after modal class Numerical Solution of Linear and Non-Linear Equations :
The measures of the simultaneous variation between the random variable X and Y is called the
F  Frequency of modal class covariance and written as Cov( X , Y ) .
Name of Method Iterative Formula Key Points

F1  Frequency of before modal class ab (i) The order of convergence is
If X and Y are two random variables with respective expected values E ( X ) and E (Y ) , then I.F.  linear (1st order)
2
 xy Bisection Method ba
r Cov( X , Y )  E ( XY )  E ( X ) E (Y ) where, f (a ) and f (b) are of opposite sign. (ii) 
 x 2
 y2  2n
 Key Point (for error analysis)
Karl Pearson’s Co- where, x  X  M x = deviation of variable X   (i) This method is also slower
(i) Rank of correlation is always less than equal to 1 ( r  1 ). x1  x0
efficient of
measured from its mean M x . x2  x0    f ( x0 ) but faster than bisection
Correlation (ii) Mode = 3 median – 2 mean.  f ( x1 )  f ( x0 )  method because in this
y  Y  M y = deviation of variable Y measured Regula Falsi Method or x2  ( x0 , x1 ) method we reach the final
(iii)The covariance of two independent variable is equal to zero. False Position Method value at only one side of
from its mean M y . Here, f ( x0 )   ve , f ( x1 )   ve polynomial.
i.e., opposite sign. (ii) The order of convergence is
linear (1st order)
GATE ACADEMY® 37 Useful Theories

  The order of convergence is 1.62.

xn  xn 1
Secant Method xn 1  xn    f ( xn )
 f ( xn )  f ( xn 1 ) 
f ( xn ) (i) This method has a
xn 1  xn  quadrature convergence i.e.
f '( xn )
order of convergence is two.
For n  0; (ii) Number of function to be
evaluated per iteration is 2.
f ( x0 )
First iteration, x1  x0  (iii) This method is more
f '( x0 )
sensitive at starting point or
Note : Iterative formula to find initial value.
Newton-Raphson’s Method 1. f ( x)  N then, (iv) Geometrically, this method
(Tangent Method) is also known as tangent
1 N method.
xn 1   xn  
2 xn  Drawback : This method is not
applicable when
1 f '( x)  0 , in this case we
2. f ( x)  then,
N apply False position
1 1  method.
xn 1   xn  
2 Nxn 

Numerical Solution of Ordinary Differential Equation

dy
Consider the first order differential equation.  f  x, y  with initial value ( x0 , y0 ) and step size h
dx
Name of Method Iterative Formula
Picard’s Methods
yn 1  yn   f  x, yn  dx
x

x0

Euler’s Methods (Runge-Kutta first order) (i) Euler’s Forward Method : yn 1  yn  hf  xn , yn 

(ii) Euler’s Backwards Method : yn 1  yn  hf  xn 1 , yn 1 

Modified Euler’s Methods h

yn 1  yn   f  xn , yn   f  xn 1 , yn 1  
2
Runge - Kutta Methods (or Runge- Kutta 4th 1
order method) y1  y0  k , where, k   k1  2k2  2k3  k4 
6
to calculate the value of k1 , k2 , k3 and k4 use
 1 1 
k1  hf  x0 , y0  , k2  hf  x0  h, y0  k1 
 2 2 
 1 1 
k3  hf  x0  h, y  k2  , k4  hf  x0  h, y0  k3 
 2 2 

