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Engineering Mathematics - PE

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Engineering Mathematics - PE

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f lt \ Te Haxiiled Shnan P elf} i \ pernocaraiieaseny Linear Algebra and Calais / Chapter 1 Linear Algebra Matrices: ‘A set of (pq) numbers arranged in to the form of a rectangular array having rows and columns is called a matrix. In general, the matrix A, defined by A=[ajl=|% ‘The numbers ay (= 1,2,3, «..P,/= 1, 2,3, ---.q) are called the-entries or elements of 4; the first subscript defines its row position and the second its column position. ‘Types of Matric (@ Row Matrix and Column Matrix: ‘Any: lsc matrix which has only one row and n columns istalled:axow niatrixor:row vector” Similarly, array m x 1 matrix which has m rows and only one column is called a column matrix ‘or a.column vector. Example A =[2, 6,1, S]ixs is atow matrix of the type I x 4 while 3 B= ; is a column matrix of the type 4 x 1. (ii) Square Matrix: A matrix in which:the number of rows is equal to the number of columas)say n, is called a square matrix of order n. v3 ® and B=|4 5 37 9h, (i Unit:matrix.or.Identity: Matrix: ‘4 ‘A‘square matrix in which each diagonal element is one and each non-diagonal elements is equal to zero is called a unit matrix or an identity matrix and is denoted by J. It will denote a unit ‘matrix of order n. lt nee ee Office Address: PETROGATE Academy, Ushia Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand ‘Contact No: 8791608809/9454461621 Email ID:[email protected] Website: -www.petrogatein Example: af} ie Scanned with CamScanner AUNNG BA | Wee NSS At een Linear Algebra and Calculus PETROGATE Academy Thus, a square matrix y= Lifi=j and ay=Oifiej-* Example 100 00 Ws ooo! A (iv) Null Matrix or Zero Matrix: Any m x n matrix whose elements are all zero is called the null ‘matrix or zero matrix. Tis denoted by Oma Example 000 0:0 00 ona-[) al arf ° ‘| andl) a 90 Obes lo o are the zero matrices of the type 2.x 2,3 x 3 and 4 x4, 2 086.6 4 (v) Diagonal Matrix: A square matrix A = [aj]nar whose elements above and below the principal diagonal are all zero, 0 Fs called agonal magi ‘Thus.a.diagonal-matrix-is both upper and lower ~ 5 0-0] 5 0 0 Example 43.3=|0. 7 0}:and B,,,=|0 -2- 0] are diagonal matrices. 009 0 0+ (vi) Scalar Matrix: A diagonal matrix whose diagonal elements are all equal is called a scalar matrix. O00 Example Asa =|0 k 0} isa scalar matrix each of whose diagonal elements equal to ook scalar k. ip uur C} Email1D: support@petroga howk, Dehradun, Uttarakhand tein Website: www-petrogatein Scanned with CamScanner o PETROGATE Academy Linear Algebra and Calculus (vii) Upper and Lower triangular matrix: A= [ay] is called an upper triangular xsi Owhenever 1>f. Thus in an arly, A. Square matrix A = [ay] is called a lower triangular matrix if ay = 0 whenever f 3a Y (@° Triangular matrix may be'square of rectangular.” 2 oO g A square mat Example (ii) A diagonal matrix is both upper and lower triangular matrices. fo at (viii) Idempotent Matrix: ‘A matrix A is said to be idempotent fea? =aee 4 224 123 Example: 4=|-1 30 4 2 Mae eed 3 (ix) Involuntary Matrix: ‘A matrix A is said to be idempotent if =75 where Tis the identity matrix. 2-1 “5 8 0 Example: 4=| 3 5 0 q hes (x):Orthogonal: Matrix: mattix A is said to be orthogonal if @A=sy where I is the identity matrix. Acsquare: 2 12 Example: a=] 221 12 Bass Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand ‘Contact No!'8791608609/9454461621 mall ID: [email protected] ‘Website: www-petrogaten Scanned with CamScanner | 3 Linear Algebra and Caleulus PE \ PETROGATE Academy \ : (xi) Trace of a matrix: neg ing along the «cipal Let A be a square matrix of order n, The sum of the clea at ot define aes : diagonal is called the trace of the matrix A. It is denoted by oth Yau = ay tam Fa + +g # Equality of two matrices: same size ‘Two matrices A = [a] and B = [by] are said to be equal if they are of We $1 corresponding elements of the two matrices are the same i.e., ay= by WV hJ- Fee Thus iftwo matrices 4 and B are equal, we write A= B. iftwo matrices A and we write d x B. IFtwo matrices are not of the same size, they cannot be equal: Example: mi Jes A= [ aba of iL, Then A =Biffa=e,b=f,c~gandd=h. Example Find the values of a b, c and d so that the matrices A and B may be equal, where fe 4], [2 3 aE etal Solution: Since the matrices A and B ate of the same size 2 x 2. If A = B, then the corresponding elements of A and B must be equal, , b =3, c= 1 and d=—7, then we have 4 = B. and the not equal, ifa= Example Find the values of x and y if the matrices ie y Al by E } x-y 0} [4 7. Solution: By the definition of equality of matrices, we have x+ y=2 and x~ y=4, Solving both equations we get x= 3 and y= -1. , 5 Algebra of Matrices Addition and Subtraction of two matrices Iftwo matrices A and B are said to be iti ring" + pal darea id to be comparable for addition and subtraction, if they are of the Let A= [ay}mxn and B = [ByJmxn be the two defined by matrices, then the addition of the matrices A and B is Office Address: PETROGATE Academy, Usha Complex, GMS Road, Bally , Ballupur Chowk, D - Contact No: 8791608809/9454461621 Email ID: [email protected] eg ates Ueareind Cc * Www.petrogatein, Scanned with CamScanner © PETROGATE Academy Linear Algebraand Calculus C= (ed =A + B= las] + (ba) = lay bs] Thus y= ay + by 37=1,2,3,-m FEL ZI vm The order of the new matrix C is same as that of 4 and B. Similarly, C= A ~ B= [a]- [be] C= [ay— bul Thus cy=ay— by i= 1,2, Let A= [aj], B= [by] and C= [ev] Then the following properties hold: WG Commutative law for addition ie, A+ B= B +A. SSG) Associative law for adlton ie., (4 +B) +C=A +B +O. oii Existence of additive identity ie, A +O=O+4=4 somisthe additive identity Gv) Existence of inverse ie. A + (A) =O = (CA) +A sean isthe additive inverse of A= Multiplication of Matrices “Two matrices A ~ (ayes and B = [bylevp are said number of columns in matrix 4 is equal to the number multiplication is exists. Let ‘A= [ajlnrn and [by}eop be two matrices. “Then, the product AB is the matrix C= [ejJw» such that c=AB C= (a) Lou) Properties:of matrix multiplication: (1) Maltiptcation is distributed over adition: If, B and Care mxn,0xp and AAP? ‘matrices respectively, then A(B+C)= AB+AC <= * (@) Associatvity: IFA, B and C are mxn,nxpand Px = ABC) yuare matrix and is the unit matrix of the @) Existence of mulipli¢ativeidemity: IFA isa s same-order then-AI=A=IAY (4) Existence ‘of :multiplicative:inverse: Let ‘AandB be any two square matrices of the same ae er such that AB=De=BAs,vhere Ii the unit matrix of same order, then A and B are said to be the multiplicative inverse of each other. 9 (5) Matrix mu nis not commutative iegABHBA! m= 1,23, ‘are m x n matrices with entries ffom the complex numbers to comparable for the product AB, ifthe of rows in matrix B, then the thatrix q matrices respectively, then (AB)C Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand Website: www.petrogatesn office Address: PETROGATE Academy, Email ID: support@petrogatein ‘Contact No: 8791608809/9454461621 Scanned with CamScanner “ SL Linear Algebra and Caleulus PETROGATE Academy oan Multiplication of a matrix by a Scalar a fA = [ay] Solution: S ‘ Itiplication 0 i] Let 4 be a scalar (real or complex) and A be a given matrix. Then the multiP columns in bya scalar 2 is defined by ae aA = afay] = [a ay), is j ix so obtained Thus, each element of matrix A is multiplied by the sealar 2. The size of the matrix $0 The od will be the same as that of the given matrix A. 13 S}_[2xl 2x3 2x5] _[2 6 ‘I Transt Properties of Matrix Multiplication Thus, a IFA = [ajJmmen, B= [Bann and C= [cuipeg are three matrices with entries from the set of complex called numbers, then, Associative law Examy (4B) C=A(BO) (i) Distributive law Furth A(B+ C)=AB+AC @Tt (ii) ABBA, in general, Thus, the commutative law is not true for matrix multi xan Example: Find the product of Matrices A and B, where 13 4 251 A=|-12 11,B=|-1 0 2 oo2] [213 ) Solution: Since the number of column in matrix A is 3 and number of rows in matrix B is 3 ie, = ‘umber of columns in A is equal to in B so matrix multiplication exists, 13 o0f2s1 A-B=/-1 2 iff-1 0.2 00 2213 -1 57 426 Po 2 20 ‘ Example: Given A=|5 = 5 Ofand B=|5 gf Caleulste AB, Can you find BA? ( ( Scanned with CamScanner Linear Algebra and Calculus PETROGATE Acidemy 2.x 2respectively. Therefore number of : Solution: Since matrix A and B having order3 x2 and oduct AB is possible, then columns in A is equal to number of rows in B. Hence p Ber aa of & : w-[: dE see |The product BA is not possible because, the number of columns in B is not of rows in B. equal to the number Transpose of a Matrix IFA = [aj}wa matrix, then the transpose o A’ ord? =[a)om ‘Thus, a matrix obtained by interchang’ called the transpose matrix of 4. f 2 { osa 78 Ths fa matrix A is denoted. By A’or A” and defined as ng the corresponding rows and columns of matrix 4 is 207 eam taf 5 ‘ the transpose of the matrix 4:is 21 The Further, (@ The transpose of 2 column matrix is a row matrix. Example if A=] | then AT=[3 45 3h (0) The transpose of a row matrix isa column matrix Example If A =(3-4 5 8}, then 3 AT= 4 “\ § _foyTEA inp xa mati, then isang xp mati. Therefore, the product of AA", AA are both i srsed and ae of order p xp ang 4 respectively. “Af and BT fenote the transpose of A and B respectively, then @ay=A4 (i (A+B = ATH BP (iii) (4B) = BAT Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand -wrww.petrogatedn Office Address: PETROGATE Academy, Email ID: [email protected] Website: Contact No: #791608809/9454461621 Scanned with CamScanner Linear Algebra and Calculus PETROGAT PETROGATE Academy ices nt ies Symmetric and skew-symmetric mat aw eyo ipsa: () Symmetric matrix: A square matrix A = (ay) 6 58 —e ‘Thus for asymmetric matrix ay=ajeWits f° y anh jo matt 3x3. Example af i j asymmetric matrix oF Ode? 6 EE symmetric if i ew-symm (i) Skew-Symmetric Matrix: A square matrix A = [au] is said to bes hs Thus for a4 7 : i ‘ Her For diagonal elements i= : i or a=. iin j ‘Thus; the:diagonalelements are all Zero. oad es fs ° | s+sercrni matrix -b -c 0. , Example (Example: Show tat every square matric is uniquely expressible as the sum of a symmetric matrix and a skew-symmetric matrix. 2 Ath’ ,H-A ‘ices Transposed Conjugate, Hermitian and Skew-Hermitian Ma ‘Transposed conjugate of a matrix : The transpose of the conjugate ofa matrix A is called transposed conjugate of A and itis denoted byAPorbyA” ? Thus, the conjugate ofthe transpose of isthe same as the transpose of the conjugate of A, ie, AaB )ad It CAR [aimee then. P= [balom, where by = [3, 1421 2-41 2457 Example:If A=|4~si 742) 743) 8 546107 142) 4-5; g ‘Then AT=!2-41 1421 5461 2451 7431 7 2441 7-2) 5~6) pas Ess 445i 8g 2-51 7-3) 7 ETROGATE Acatem ¥, Usha Compl Contact No: 8791608809/9454461673, alin. GMS Road, Ballupur Chowk, Dehradun, Uttarakhand : support, Ec J Scanned with CamScanner ESS Linear Algebra and Calculus PETROGATE Academy “theorem: If A® and B® be the transposed conjugate of A and respectively, then “, (aye=a (A+ B)?= A? + BY, A and B being of the same order. iy (A)?= 7.47, A being any complex number AG) (AB)= BAP, A and B being conformable to multiplication. Hermitian Matrix 'A square matrix A = [ay] is said to be Hermitian if °= 4, ‘Thus, for a Hermitian matrix ay = fp 3h 4d If is a Hermitian matrix, then = a, Vi, by definition ai hereforepan seat ral benoe evry aga ment ofa Herniian aks = real Example: “= F Cea | and 124i 3-47] ga|2-1. 0. 5~4ij'are Hermitian matrices. 344 544i 3 Skew-Hermitian matrix ‘Asquare matrix A = [ay] is sa ‘Thus, a matrix is skew-Hermitian ifay= a). id 5 If A is a skew-Hermitian matrix, then Ins ide jd to be skew-Hermitian if 4' ay ‘ 4, =.= " 0 -3-24 345i ay : : = f skew-Hermitian matrices. cee A=[hy otto sw te ; *, GMS Road, Ballupur Chowk, Dehradun, ‘Uttarakhand El Office Address: PETROGATE Academy, sha Comple: Contact No: 6791608809/9454461621 ‘Email 1D: support@petrogatein . Website: www etrogateln Scanned with CamScanner Linear Algebra and Calculus PETROGATE Academy We observe the following notes: Ed ip also symmetric (skew- i en ol TFA is a symmetric (skew-symmetric) matrix, the ere k is any constant. symmetric) matrix, whe! mi ig! 27 TEA is a Hermitian matrix, then id is skew-Hermitian mun 3° fd is a skew-Hermitian matrix, then id is Hermitian mo=™% ssp oe! 4 and B are symmetric (skew-symmetric), then (A + B) is 2 symmetric) matrix. . 7 ig skew-symmetric se-If'A be any square matrix, then A + AT is symmetric and A — AT'S matrix. ce GH TEA be any square matrix then A + Hermitian matrix. qeote" Every real symmetric matrix is Hermitian. The inverse of a Matrix The inverse of an n x n matrix A = [aj] is denoted by A“, such that aneeaeh Where fy is the m xn unit matrix. Some Special Points on Inverse of a Matrix -) (IFA be any n-rowed square matrix, then AA (AdjA)A = A(Adj A) = A/T. Where In is the n-rowed unit matrix. (i The necessary and sufficient condition for a square matrix A to possess the inverse that isi/dl== x0? (ii) If be an n x n non-singular matrix, then (4y'= (4°), where (’) dash) denote, the transpose. (iv) IfA be ann xn non-singular matrix, then ye=(ay! (¥) If A, B be two n-rowed non-singular matrices, e (4By" = Bl ae is anon-singulr mati, then det(4-t)=(@et ay” 1 AT te dal (vil) Ifthe matrices A and B commute, then A~! and B-! (viii) If4, B, Ce three matrices conformable for mul 48, AA®, A‘A are all Hermitian and A — A? is skew- then AB is also non-singular and also commute. Itiplication, then (ABC)! = C1 p41. (és) Ifthe product of . ree nubs hateae of two,non-zero square matrices is a zero matrix, then both of them must be ey : om . n-) Tay=o Todi ays Jal Office Address; >ETROGATE Rs ‘Academy, Usha Com, Contact No iplex, GMS Road, Ball 10M 0: 8791608909/9454461621 Email iD; Support@petro, er ree gatein Website: ong fgg) = pay mty 'www.petrogatein Scanned with CamScanner PETROGAT Gai If adj A. “Giii) \kAl= Exan Solu Sin« Cu Ne PETROGATE Academy Linear Algebra and Calculus ©) IFA be an n x m matrix, then adj |= jay". (si) If4 is a non-singular matrix, then adj adj A=|A\"* A. (xii) If A and B are square matrices of the same order, then adj (4B) = adj B adj A, -Gxiii) If A be any n rowed square matrix and k be any scalar then [kal =e [Al. | Solution: |A|= (artaz2ass+ arzansasr+ arsazias2)— ( arsazzas1 + anraasasz+ 212821833) =5 Since |A|#0. Hence A” exists. Let Cy be the cofactors of aj in |A|. Then we have 0, C15, Cis=5, Crr4, C2 4, Cas=1, Cx1=-9, Ca2=l4 and Cas=-6 aw 3 Example: Find the inverse of the matrix 4 | 3 2 Cr 10-15 5) [10 4 -9 Now, AdjA=|~4 4 -1] =|-15 4 14 » 4 6] |s 41-6 to 4 9 Therefore 41-M#4=1) 1s 4 14 5-1 -6 Example: Using row elementary operation, find the inverse ofthe matrix A, where 3 34 A=|2 -3 4 OV Uses Solution: Writing the given matrix 4 side by side with the unit matrix ofthe same order as 4, we have 334/100 [A|b]=|2 3 4/0 10 o -1-1]0 0 1 Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur ‘Chowk; Dehradun, Uttarakhand Contact No: 8791608809/9454461621 Email 1D: [email protected] Website: www.petrogatein Scanned with CamScanner ( , Linear Algebra and Calculus PETROGATE Academy PETROGATE 1 0 of1 10 RoR-Rl2 3 4]0 10 Rank of o-1fo 01 ‘The rank @T Loi-ste on Rom-mmjo a 4f-2 30 o-r 1/0 OF ‘Thos th ‘The rar ‘The ra 1 0 0] 1-1 0 te Ry>R-4RlO -3 4/-2 3 4 oo B oaifoo t ‘ ‘Som ( ( Hence, 47 Echelon form of a Matrix’ 1 A matrix A is said to be in Echelon form if either A is the null matrix or A satisfies the following \ conditions. ( Every row of matrix 4, which has all its entries zero occurs below every row which has a non- zero entry. (ii) The first non-zero entry in each non-zero row is equal to one. (ii) the number of zero preceding the first non-zero element in a row is less than the number of such zero in the succeeding row. Example: The matrix fig4a av o17 2 A= i 0020-71 is an Echelon form. 0000 Office Address: PETROGATE ‘Academy, Usha Complex, GMS Road, Ballupur Chowk, D Contact No: 8791608809/9454461621 Email 1: support@petrogte in ane snake EI ‘ s WWW. petrogate. Scanned with CamScanner PRTROGATE Academy Linoar Algebra nnd Galeulus Rank of a matrix The rank ofa matrix A is said to be 'y" iP it possesses the following two propertien: (a) There is at least one non-zero minor of order '7* whose determinant is not equal 10 7610, (b) Ifthe matrix A contains any minor of order (r+ 1), then the determinant of every minor of d of order r++ 1, should be zero, Thus the rank of a matrix is the largest order of a non-zero minor of matrix, ‘The rank of matrix 4 is denoted by Ad). ‘The rank of a matrix in Echelon form is equal to the number of non-zero independent rows i.e, (A) = Number of non-zeros independent rows in Echelon form of a matrix. Some important results i Rank of A and AT are same, Gi) Rank of null matrix is zero (ii) Rank ofa non-singular matrix A of order 1 isn. (iv) Rank ofan identity matrix of order 1 isn. (vy) Forarectangular matrix A of order m x 1, rank of A $ min (m,n), ic., rank cannot exceed the smaller of m and 1. mos ‘or nesquare matrix A, if (A) =n, then |4| #0 ie, matrix 4 is non-singular, ae any square matrix, if (A) . unl’, se. of] Where /+ is an identity matrix of order ‘r* ofthe following forms Example: Determine the rank of the given matrix 13 43 A=|3 9 129 ig 4d ‘Office Address: PETROGATE Academy, Ushi Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand Contact No: (8791608809/9454461621 Email ID: [email protected] ‘Website: www.pétrogatein Scanned with CamScanner PETROGATE Academy 13°43 Solution: A=|39 129 1341 RIOR-3Rf1 34 3 ooo @ R>R-Rlo 0 0 -2 RoR 34 3 000 -2 oo0 0 The last equivalent matrix is in Echelon for rows in this matrix is 2. Therefore, rank of given matrix is 2. Example: Determine the rank of the following matrix, where The last equivalent matrix is in rows in this matrix is 3, Linear Algebraand Calculus m. The number of non-zero independent Hon Cons Th Scanned with CamScanner ie SRN ee - | PETROGATE Academy Linear Algebra and Calculus | Homogeneous systems of linear equations: Consider ayy Hy Ha Hp HE ig Hy =O yy 5 4gy Xa tay By =O) q@) gy 81 + gg Xp 4 aS = This is a system of m homogeneous equations in n unknowns 4 1515 224 Xs v9 Xe Oy 2 in a Let Aa|tn Ml xela] 60 am nn Godman |) ney ‘Then, the system (1) can write in the matrix form AX=O Q) “The matrix Ais called the coefficient matrix ofthe systemof(1)- ‘The system (1) has the trivial (zero) solution if the rank of coefficient matrix is number of unknown variables (n), i¢., AA)=n ‘The system (1) has an infinitely many solutions if number of unknown variables, Le. (4) <”- equal to the the rank of coefficient matrix js less than the n-homogeneous equations Systems of linear no! -homogeneous linear equatio Suppose a system of ‘m’ non: form. ns with n unknown variables is of ‘the dy 2144053 0 nF yy 4B an Fu =P ” ga Bs Onn 22 4° Oa Hn =O a 4 Ifwe write iy and B= ie Am Gnd Fon} mn Sabin bn jm an be written in the form ofa single matrix equation AX=B. ‘Then, the above system (1) ¢ lupur Chowk, Dehradun, Uttarakhand Office Address: PETROGATE Academy, Usha Complex, GMS Road, Bal Contact No:. 8791608809/9454461621 Email ID: [email protected] Website: www,petrogatein Scanned with CamScanner Linear Algebra and Calculus PETROGATE Academy PETRO yy ayo in EE fthe given system ele trix of Ths mate fa} a}o| 82. | | ig called the augmented mat Ban it On i * mt mn Sn? bm : tions is called a of equations. Any set of values which simultaneously satisfy all eee yt more solution, then. solution of the given system (1). When the system of equations has the given system is consistent, otherwise itis inconsistent. abe Condition for consistency A sol ‘The system of equations AX'=B is consistent ie. possesses a solution, if and only if the ‘pare of the same rank. coefficient matrix A and the augmented matrix Now, there are two case arise Case—1 Ifthe rank of coefficient matrix and the rank of augmented matrix are equal to the number of unknown variables, ie., (A) = P(A : B)=n (number of unknown variables). Then system has a unique solution. Case-2 Ifthe rank of coefficient matrix and rank of augmented matrix are equal but less than the number of unknown variables. i., (4) = (4 : B) R-RLO 3 6124 R>R-3Gl1 1 116 0.1 218 0 0 of0 above is the Echelon form of the matrix 4 | 8 . Itis consistent and have an infinite number of solutions. ‘The given system of equations is equivalent to the matrix equation. ae Or xtytz=6 yta=8 Let z= kso that y= 82k and x= 6-8-+ 2k— k= k—2, where kis an arbitrary constant, Example: Solve x+ 3y—22= 0, 2x—y + 42= Oandx— Ily + 14z=0. Solution: The given system of equations can be written in matrix form AX = ea aR i 3 Here 2-1 4|=30-72+42=0 * 1-114 -. Matrix A is singular ie., (A) <7. ‘Thus, the given system has a non-trivial solution and will have an infinite number of solutions. Now, the given system is 1 3 -2][z] [0 2 -1 4ilyl=|0 1-1 14]lz} Lo R>k-2R{t 3 Ife] [0 : RR -RIO -7 8 lly |=|0 0 -14 16]lz} lo Office Address: PETROGATE Academy, Usha Complex, MS Road, Ballupur‘Chowk, Dehradun, Uttarakhand [37 Email ID: support@petrogatein . Website: www-petrogatein Contact No: 8791608809/9454461621 Scanned with CamScanner PETROGATE Academy eR And so we have x+3y-22=0 ~Ty + 82=0 Letz=h, 10, 8 x= yak ek pha k and ‘Thus, system has an infinite number of solutions. Eigen values and Eigen vectors Let A be a square matrix of order n, 2. is a scalar and X: Consider the equation AX= AX @ Clearly X= 0 is a solution of (1) for any value 4. Now let us see whether there exis Bare Be where dis any arbitrary constant. % % Linear Algebra and Calculus PETROGAT Ifhisac Is called correspc Proper Some i 1.18% 2. The 3.19) matt (- 4. & 7s 8. a column vector. scalars 2 and non-zero vectors X which satisfy (1). his» ‘sonoma gumatgreetctistosucpeobleaelt 1, is unit matrix of order n, then (1) may be written in the form. (A-ab)x=0 Q) The equation (2) is the matrix form ofa system of n homogeneous linear equations in n unknowns. This system will have a non-trivial solution if and only if the determinant of the coefficient matrix A — A Jn vanishes i.e., au 4! ay” mt ty |ananfe| TA Mm On e nth roots of the characteristic equation of a matrix A of order n are called the ‘sti the characteristic fo Characteristic values, proper values, Eigen values or latent roots of the matrix A, eset of the eigenvalues of a matrix 4 is called the spectrum of A, ; Office Address: PETROGATE ‘Academy, Contact No: 8791608809/9454461621 Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand Email ID: support@petrogatein Website: www petrogatein Scanned with CamScanner PETROGATE Academy Linear Algebra and Calculus If? is a characteristic root of an n x n matrix A, then a non-zero vector X such that AX= AX __Iscalled a characteristic vector, Eigen vector, Proper vector or latent vector of mat. A corresponding to the characteristic root 2. Properties Some important properties of eigen values and eigen vectors are as follows: 1. If. is an eigen value of matrix 4, then 1/2 is the eigenvalue of 4-1, 2. The eigen values of A and AT are same but in general, not the eigen vector's, 3. If) is an eigen value of 4 nearest to a number p, then (A p) shall be the eigen value of the matrix (4-p). 4. If). is an eigen value of an orthogonal matrix, then 1/A is also its eigen value. 5, J&Xis an eigen value of matrix A, then 2" is an eigen values of 4’. ie eigen values of symmetric matrix are real. 7. The sum of all the eigen values of matrix A is equal to the trace of A. 8. The product of all the eigen values of matrix A is equal to the determinant of 4. Example: Find the eigen values and the corresponding eigen vectors of the matrix: 62 2 A=/-2 3 “1 25k. 3 Solution: The characteristic equation of A is 4-Al}=0. 6-4 2 2 or a -2 “3-4-1 |=0 i 2-1 3a fe-4 2 0 or 2 3-4 2-A|=0 by G9G+G, 2 +10 2-4, 6-A 2 0 or (2-4) -2. 3-4 1]=0 2 -l01 Scanned with CamScanner Linear Algebra and Calculus per PETROGATE Academy 6-4 20 ; or Q-a] 4 4-4 0]=0, by RR - Ry * 2 aot bes (2-4 G-4) (4-4 =0 ‘ or or (2-1) (lo -2) (1-8) =0 ot 1=2,2,8 or . The characteristic roots of A are 2, 2, 8. : . ‘ ot to the eigen value 2 are given by non-zero Now, the eigen vectors of matrix A corresponding solutions of the equation (4-2) X=0 42 2x] fo or 2 1 -1/lxy|=/0 2-1 uly] Lo. 2 1 -Ifx] fo or 42 alfz,|=lo], y RoR. 2-1 lx] Lo 2 1 -llfx] fo or 00 olla, |=[0], by Ry > R +28; 00 oly} lof RoR+R The coefficient matrix of these equations is of rank 1. *. There are n —r=3—1=2'linearly independent solutions. The above equation is 2xtm—- 50 Clearly - Xi=(-1, 0,2) and X3=[1, 2, oy Then Xi and X2 are two linearly independent eigenvectors of A. Corresponding to eigen value 2. The eigen vector of A coi , i : i the ean, comesponding tothe eigen value 8 are given by the non-zero solutions of (A-8)X =0 2 2. fx] fo Obey 2 2 -1!lx|=/0 2 -1 -sIlx,] [o Office Address: PETROGATE Academ Usha Complex, GMS Ro: Contact No: 8791608809/9454461621 Email ID: ela Dehradun, Uttarakhan Ie ef febsite: wars 2-1. + Scanned with CamScanner 8" js fe PETROGATE Academy Linear Algebra and Caleulus . (2b ERR ‘The coefficient matrix of these equations is of rank 2. ‘There are n—r=3-2= | linearly independent solution. ‘The above equations are 2-2 +2050 3m—3=0 | ‘The last equation gives x2 =—*3 Choose x3 = 1, x2 =I, then the first equation gives #1 = vector of A corresponding to the eigen value 8. LHL te ae —@ , 123 Office Address: PETROGATE ‘Acaidemiy, Usha Complex, Contact Nat 19791608809/9454461621 2, Hence X3 = [2,-1, ys an eigen (GMS Road, Ballupur Chowk, Dehradun, Uttar mail 1D: [email protected] Website: www.petrogatein Scanned with CamScanner PETROGATE Academy PET Chapter-2 Calculus Definition of limit of a function: ‘A number / is said to be a limit of a function exists a positive number 5 such that ( |ff)-lI1- S Givin eS oy Lm @%-3 x90 Q Office Address: oe AdGress: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradi Contact No: 8791608809/9454461621 lun, Uttarakhand Email ID: support@petrogate:i z gatein Website: www, site: www.petrogatein Scanned with CamScanner ap Hot a * | PETROGATE Academy Lear gers an aes ; ah ; om Von BM, (1-2) Po igha\., Ve a { Ve x) rao - Jog +x), a W) fay al 3 YX 8 a 2. Lim (1402) “= & OD in 0 IePO =n ok grin Soo a. Um. 2 2% 2a ex i ia 5 pa” Bro ee = na, where n is a non-negative integer. a Some Important Expansions and Series: C D Series: x Exponential Series o Se erie 0 Logarithmic Series loge(1+x) and. wv x Fon: , ‘ loge(1-x) = \ Gregory Series: oe ! 2 | otzes eee | 305 < (Cay ar retin nn ad = a : unt hiog Ea + st nO i pains Lim at=d ine and Cosine Series 500 Se sperat ae mS singe tes Se Oe CE a a iyo <1 then: “Binomial Series: Sea ah s no=l) 2, MODOMD 2 Um a*=° « (egytelemt— FG DLO n(nsl) 2 _ not D4?) 9 5... ger ie se Beas (ntDn42) 9... “7 at inetd Meee oy xX Jex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand "Address: PETROGATE Academy, Usha Comp | come 9909 /545401621 Email ID: [email protected]. Website: www.petrogatein ‘ontact No: Scanned with CamScanner ra and Calculus Linear Algeb! PETROGATE Academy PETRO ene ype Ste tan he Se Hyperbolic Functions: sin hx= “5—, cosh #= 3 Peet oi cot hx =<", cosec hx = and sec ht = = Solution: lim mirct " x? + 6x-16 2 _oExample: Determine the value of in ay x? +8x-2x-16 _ (en 2)e+8) > son Gaya — 4) 2G +4)(x—2)(K+2) tin #8) 10. 5 yp EAG+aet2) 84 16” _Asample: Evaluate ig Fee, 0 ox 3 Solution: Given tim “== [At x-0, the limit becomes form zi Bark /) Now’ we ‘rationalize. it by multiplying in numerator and denominator by © (i¥x+JI==), we have tinfitxavize Viesizx 0. x Vier linx lex-ltx 2x tim——* fx) < fy) in iff ‘And fis called a strict increasing function (or monotonically increasing function) for all xy € I, andx fy). Remarks: 1. If function f(x) is continuous in a,b] and differentiable in (@,b) also (9 £¢.20 forall x belongs f° (ab), then fis increasing in (a,b) then fis strict increasing in [a, b]- (i £70 for all x belongs to (ab), | cha Complex,GMS Road, Ballupur Chowk, Dehraduin, Uttarakhand ‘Email ID: [email protected] ‘Website: wwwpetrogatein Office Address: PETROGATE Academy, Us Contact No: g791608809/9454461622 Scanned with CamScanner Linear Algebra and Calculus PETRO PETROGATE Academy riables i Independent val i ima of Functions of (wo ‘Maxima and Minima of) is i ‘or all values ich is continuovs “oF fax, y) be a function of two independent variables * and y, whiel Let fla, y) be ofx and y in the nei +h b+ int in its neighborhood and lies” in the neighborhood of (a, b) ie (ath, b +h bea Po it in its neig! x in the . inside the region R. We define the following: (The point (a 8 is called a point of relative (or Jocal) minimum, if Sissies a “fla, b) > fla h, b+) for all yk. (i The point (a, b) is called a point of relative (or local) maximum, if ‘fla, b) Oand (1- $)> 0,405.5) is minimum at (a, 8). Office Address: PETROGATE Academy, Usha Comp Contact No:'8791608809/9454461621 lex GMS Road, Ballupur Chowk, Dehradun, Uttara Email imalllD: support@petrogaten. Website: tinmewan. a. Scanned with CamScanner PETROGATE Academy Linear Algebra and Calculus Gi) fr <0 and Gy — ned (1-2) 0.x, ») ie maximum at (a,b), Git) TE rt = 2 ) <0, y) is nei i iadale point, + Aes ¥) is neither maximum nor minimum at (a, b). tw-s (a, 6) is a G™) IF 81) = 0, itis a doubt ease (Case is il), mple: Dis Example: Discuss the extreme values (maxima and minima) of the function x3 + y* ~3axy. Solution: Let f(x,y) = +y?—3axy 0 © nap Bayand L = 3)* 30x, For Maxima or minima of ftx, y) F 9-4 a Oe os 3x? — 3ay=0 orx = ay @) and 39° —3ar=0 ory? = ax @) > x=y=a (For solving (2) and (3)) The stationary or critical points is (a, a). Now At the point (a, a), we have 2 = 36a? — 9a? = 27a" > 0. rt—s? = (60)(6a) ~ (3a) 360° — 9a a Usha Complex, GMS Road, Ballupur: ‘Chowk, Dehradun, Uttarakhand Fl acs Lae PETROC eeee eeecoenn* Websl ptr Scanned with CamScanner Linear Algebra: and Calculus PETROGATE Academy ing. as a is positive or negative Since r¢—s2> 0 and ris Hve or—ve according as 18 positive or neg: F mum, Ace \egative or positive as (4s a). ive or positive a (a, Thus, 9) have a maximum or a minimum, a wording as a is n¢ The definite integral we, A Rw= ste). Lot AG) be the anti-derivative ofa fanetion fx) defined on [a Bl ies P(A) = SO * ys ‘Then the definite integral of f(x) over [a, b] is denoted by J f(x) de and is defined as [F(b) - * Fa)] ic., | f(a) de= F(b)- Fla) The numbers a and b are called the limits of integration, ‘a’ is called the lower limit and ‘b’ is called the upper limit. The interval (a, b] is called the interval of integration. Properties of definite integral 4 fi Property-1 | f(x)ar= f(at 4 a Property-2 | f(x)dx=-[ f(x)de : $ 4 : Property-3'{ f(x)ér= | fapde+] f(a) Property-4 | /(2)ds=[ f(a—2)de 0 o Property-5 f f(2)de=2f i is J Se) 2 J(s)deif f(x) is an even function and Office Address: PETROGATE Academy, Usha Complex, GMS Contact No: 8791608809/9454461621 Road, Ballupur Chowk, Dehradun, Uttarakhand B ‘i 'mail 1D: [email protected] Website: www.natroeatain Scanned with CamScanner ' E - PETROGATE Academy E Linear Algebra and Caleulus = 0 if f(x) is an odd function b Wh ' pee Property-6 [ f(x)de=2{ sede, if 2a-x) = 100) Jyoo ee 4 4 oa & a i = 0, if (20x) = =) Improper Integrals, The integral { f(x) de ® when the range of integration is finite and the integrand fanction f(x) is bounded for all x in range [a, B] is said to be proper (definite) integral. But if either a or b (or both) are infinite or when a and b are finite but f(x) becomes infinite at x= @ or x= b or at one oF more points within [a,b then the integral (1) i called improper or infinite integral. Kinds of improper integrals ‘The improper integrals be divided in to the following two kinds: ( Improper integrals of Ist kind: Those integrals in which the integrand function is pounded and the range of integration is infinite are called improper integral of Ist kind. (ii) Improper integral of 2°! kind: Those integrals in which the integrand function is unbounded i., infinite for some values in the range of integration. Double Integrals ‘A double integral is the counterpart, in two dimensions of the definite integral of a function ofa single variable. It is defined as Office Address: PETROGATE Academy, Usha Complex, GMS Roa | Ballupur Chowk, Dehradun, Uttarakhand El Contact No: 8791608809/9454461621 Email ID: [email protected] Website: www.petrogatein Scanned with CamScanner { A ulus Linear Algebra and cale PETROGATE Academy J pesnan = ff fess dodr f t Properties of a double integral Q) ffl¥e.+ 8G »]ar= ff Senna fh gaya z * (2) If the region R is divided in to two regions Ri and R2, then ff soa nar= [[7e,»)dR + [J F059) aR Ry R a (3) Let a-# 0 be any real number, then fla so,» aR= aff 7») dR z R = Evaluation of a double integral in Cartesian co tdlnates The double integral can be evaluated by successive single integrations. ( IfR is a region bounded by the curves: Y= fi), y= Ala), x= a and x= b. (see fig.1) » Ae Then f[s(x,y)dR= ff S(ey)dyae a sea. yehto) [ategraton ist with respect toy treating x as a constant and then with ey E ‘ Spect to x] Scanned with CamScanner | PETROGATE Academy Linear Algebra and Calculus Fig. (i IER is a region bounded by the curves, x= fil), x =f), y =a and y= b, then Fig2 1 AD J[penar=f J fesrdedy R yea 22h) [ Integration first with respect to x treating y as a constant and then with respect to y]. (iii) IER is.a region bounded by the lines x=a,x=b,y=candy=d, then o 4 Jfenan= ff ferdde a we ye Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand E Contact No: 8791608809/9454461621 Email ID: [email protected] Website: www,petrogatein Scanned with CamScanner Linear Algebra and Calculus PETROGATE Academy : OR |. +4 / =f fsendd ic sl. ant for which x+y Example: Evaluate {f de dy over the region R in the positive quadr 7 = 1, and the order of given Solution: Since the region R is bounded by x = 0, y= 0 and x + 1 integration is dx dy so we consider the strip parallel to x-axis. Y 8 xtysd pl x=0; ~ol x | A(1, 0) ‘We can consider it as the area bounded by the lines +=0,x=1-y,y=Oandy=1, [pag = i ere yO x0 drese: PRTROGATE Aas, Scanned with CamScanner av aghnce Teanstorm Linear Algebra and Caleulus sample: Evaluate | id bat psample: Evaluat 2 : P luate Ie +y?)dedy, where R is bounded by y=x andy? = 4x. Example: Evaluate Sree where R is the region bounded by the parabolas y= 4x and? = 4y. Change of order of integration: Je integral of successive integrations, ifthe limits of the then we can change the order of integration without affecting the jable ie., ifthe limits of x are constant and limits of g.a strip parallel to the y-axis, or then we We have seen that in evaluating a doubl both variables are constant, result, But if the limits of integration are var! yy are function of x and order of integration is sf the limits of xare fonction of and y are constants taking a strip parallel tothe waxis. dy dx then we takin: and order of integration is dx dy, 4 to change the order of integration in an {integral for which the limits are certain from the given limits the region + integration in the reverse order. When it is require given, We. first of all as ¢f R of integration. Knowing the we can then put in the limits fo region of. integration, Uttarakhand, EP natenoata in Scanned with CamScanner PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Linear Algebra ane w-— PETROGATE Academy ay ‘i Example: Change the order of integration in J f Sly e region of integration is bounded by x= ; son. it i the Solution: From the limits of integration, it is clear that O,x=y,y=Oand y=a. x-axis i.e. horizontal strips: eee 0 ‘According to limits of the given integration, strips PQ Par allel t For changing the order of integration, we divide the region of integration is to parallel to y-axis ile., vertical strips. The new limits of integration become: y varies from x to a and x varies from 0 to a. Thus, ay saat J [fernacay= [J fcsy)axdy a 0: ‘ a Example: Change the order of integration in [ [ wee ) x logy Thus, OGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun sn Attia hdd ETR Scanned with CamScanner AROGATE Academy Linear Algebra and Calculus LS : le: Change the order of inte, fvaa order of integration in np) If vector Calculus: Gradient of a scalar Field ' ‘The gradient of a scalar field i sperease of the scalar caste is a vector field that points in the direction of the greatest rate of and whose magnitude is the greatest rate of change s ee The gradient ofa scalar field ‘f is denoted by grad for ¥ and is defined as, ae zt grad f lena,” Directional derivative: The directional derivative of a scalar field f at point P(x,y.2) in the direction 4 is defines as Def = grad f-@ ‘The unit normal vector #= Example: Find the gradient of the following scalar functions @)— flsy,2) =P)? +72 at the point G, 1, 1) (i) fly, 2 =2y + 292-8 at the point (3,-2, 1) 2) = 2x2 + 3y2 + 22 at the point P(2, 1,3) in Example: Find the directional derivative of fx, ys the direction of the vector @=i -2k- Divergence of a Vector Field Let F=Heay Di tee ya) J+VGin2k bea differential vector function, where x, y, 2 are Cartesian coordinates, and Vi, V2, V3 are the component of 7. Then the divergence of 7 is denoted by div 7 or 7-7 and is defined as ay 7a div V= o + ye function is a scalar function. gence of a vector a fluid in a medium, thus Hence the divers Note: If 7 denote the velocity of If div 7=0, then the fluid is said to be incompressible. In electromagnetic theory, if div7 =0, then the vector field 7 is said to be solenoidal. a Gunce address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand 09 /9454461621 Email 1D: support@petr “ Pantact No: 8791608809/' : [email protected] Website: www.petrogatein Scanned with CamScanner Linear Algebra and Calculus PETROGATE Academy = j42xt xj -3e b at the point (1, — Example: Find the divergence of the function fU% Y> 2) 1,1). Example: Divergence of f= y?#+2xy y2}-3x92" & is. Curl of a Vector Function Vector function 7 is denoted by curl 7 or ¥ x7 and is defined as ipa Curl 7= 9x7 =|2 a Zl whee? =n i 54% Aah = (28%) ;.(%-) 7. (% Be le oz mn & axa HY Note: (i) The curl of a vector function is a vector function. (ii) Irrotational vector: If curl (7)=0, then the vector function 7 is said to be irrotational vector. iii) A force field F is said to bé conservative if it is derivable from a potential function f, = grad f, Then curl # =curl (grad /) = 0. If F is conservative, then curl ¥ = 0 and there exists a scalar potential function fsuch that # = grad f: Example: If 7 =x22/ -2y%2? j +x" 2f, find ourl 7 at (1,1, 2). Example;,Find the divergence and curl of Vand verify that div (curl 7) = 0, where @ V=(?-y)i+4yj +07 -mk (i) V=@-wiso? +a j+E +k (il) Vai +2x°y} +02? -y* DE Example: Prove that (i) div? =3 (ii) curl? =0. Troe UAW Academy, Usha Complex, MS Road, Ballupur Chowk, Dehradun, Uxtarayeeaiar Scanned with CamScanner __qn0GaTe Academy Linear spportant Vector Identities te 1. div (A+ B)=divAsaiv 2. Curl (4+ B)= curl A+cunB 3.1f A isa differentiab| tee le vector functi . div (@A)=(orad )- A+ gdiv A ion and 9 is a differentiable scalar function, then. 4. Curl (6 4)= (grad ¢) x 4+ gun 4 5, div (Ax B)=B-cul A-d-cut B 6. Curl of the gradient of fis zero i zero = eee ice,, curl (grad f) = 0. 8. div grad f= V? ¢, where V is a Laplace operator. Conservative field and scalar potential Conservative field is a vector field which is the gradient of 2 function, known 2s 2 scalar potential. Conservative fields have the property ‘that the line integral from one point t0 another is independent Of the choice of path connecting the two points. tis peth independent. Conversely, path independence is equivalent to the vector field being conservative. Conservative vector field are also irrotational. Mathematically, a vector field F is said to be conservative if there exists a scalar field ¢ such that Fa¥6 Here % denotes the gradient of ¢. When the above equation holds, then ¢ is called 2 scalar potential for F. If x F=- 7x 99=0-In such acase, F iscalled a conservative vector field. Green’s Theorem in the plane: ‘Transformation between line and double integral). ; wn in the x-plane whose boundary C consists of finitely pounded regi Let R be 2 coset Let M ad N be continuous functions of x and y having continuous an partial derivatives x 2M in R, then jucrsnare fo)" 2 ® “The line integral being taken along the entire boundary C of R such that Rison the left as tne advances inthe direction of integration. 1d, Ballupur Chowk, Dehradun, Uttarakhand Office Address: PETROGATE ‘academy, Usha Complex, GMS Roa aacce enn na cnnnng [9454461621 Email ID: support@petrogatein Website: www. etrogatesn Scanned with CamScanner Linear Algebra and Calculus PETROGATE Academy ; . 2 ee tab Example: Using Green’s theorem in the plane ; : z Gear y*)ae? a, where C isthe closed curve of te region bounded by y= xandy 3 2 me and surface integers) (Relation between. volui s ontinuous and bas continuous Gauss’s Divergence Theorem Let # be a vector function of position which is c ina volume V bounded by a closed surface S. Then first order partial derivatives, i ePer=|f} awk avo f] Paids where ji is the outwards.drawn unit normal vector to Ss. Example: For any closed surface S, evaluate J curl Fuids « 3 Stoke’s Theorem (Relation between line and surface integrals) Suppose S be a piecewise smooth open surface bounded by a piecewise smooth simple closed curve C. Let #(x,y,2) be a continuous vector function. Then § é where C is a simple closed curve and 4 is the outward unit normal vector drawn to surface S. Example: Prove that § F-d7 = 0. a = i (Wx Ppids = ff cul Frias Example: Using Stoke’s theorem for the vector field #=(x?-y?)i +2xyj, i ~y)i+2xyj, integrated around the rectangle z = 0 and bounded by the lines x = 0, y= 0, x=a andy=b. oe TT Scanned with CamScanner Pep ee ee PETROGATE Academy Differential Equations and Laplace Transform Chapter 3 Differential Equations bt GY Fir$t Order and First Degree Differential Equations ‘An equation of the form a) Soe Equation (1) are certain standard types of first order first degree differential gatagions for which solutions can be readily obtained by standard methods such as Variable-Separable & An equation of the form le) 10) d+ f(a) B20) 47 =0 The variables x andy can be separated into the forrg of aXg theFAntegrating both sides, we get the solution of given equation. Example: Solve = e* +x? €”. ay” Example: Solve 2 = 6"? +3767 Q : Homogeneous Equations A differential equation of the, 2-som CS ® Step-1: Putting v & Revere in (1), weget de ae ae = f(y) (2) jables in (2) and integrating, the solution is obtained as Step-3: Replace v by y/x, in the solution obtained in step-2 Example: Solve (x2 - y2) dx + 2xy dy = 0. Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand El Contact No: 8791608809/9454461621 Email ID: [email protected] ‘Website: www petrogate.in Scanned with CamScanner WAAR aN = Differential Equations and Laplace Transform PETROGATE Academy s or (Leibnitz’s Linear Equation) inear Differential Equation: E seotand : tion of first order is ‘The standard form of the linear equal Bary-0 -O Where P and Qare function of x only, then method of solving linear equation Step-1: Write the given differential equation in the standard form (1) oe Step-2: Find the integrating factor (LF) = én Step-3: The solution of the given differential equation is ie. y.(1.F)=[Q.(.F)dx+C. g@ Example: Solve the following differential equations ys 2.y2 dx + (xy - 2y2-1) dy=0 ey 3.dx+ (3y-x) dy=0 i 4.0? -p2ery= ; &> Nonlinear Equation Reducible to Li rm Wernoulli’s Equation) 2 A first order and first degree dil tial ation of the form Ss Pay-owy" is known as Bernoully n hich is non-linear for any value of the real number n (except for n=0andn Ly d= (x4 299) dy Examtle: Solve the following equations a 4 1. 324 ayexy? et Y dy 2 eBayaxy’ xP tysx'y Bs (=x) Zager, Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand Scanned with CamScanner | PETROGATE Academy Differential Equations and Laplace Transform Exact Differential Equations: To solve a differential equation of the form M(x, y}eie+ N(x yhdy = 0 OM oN Step-1: Find — and — oy ox aM _ aN . sige en the piven equation is an exact differential equation. Step-2: The solution of the given equation is J M(x,y)de+ J NGxy)dy=e Tring yosa cent “akconly sete 9 vtichdontcria @ Example: Solve. o” dx + (xe* + 2y)dy = 0 yy Example: (x2 - ay) dx - (ax-y#) dy=0 ‘To Convert Non-Exact Differential Equations in to ong Equations Using . Integrating Factors { Consider a differential equation. Y M (xy) dx + NG y) dy=0 q@) This is not-exact Suppose there exists a function F(y) Sych tht Flxy) (Mexy)dx + N@wy) dy] = 0 is exact equation, then i) is equations (1) Methods to find a actor to a non-exact differential equation Mdx+Ndy=Ogge an integrating factor (LF.) of the differential Case-1. If Fj), then LP. = Jane. Cas x ~My) =g()), then LF.= e te differential equation of the form yf, (ay) +2. falx-ydy =0 LR= wow provided M x-N y#0 given differential equation M dx + N dy = Case-4 If the 0 is homogeneous equation and Mx+N y #0,then, Wee any i$ Road, Ballupur Chowk, Dehradun, Uttarakhand | ea Office Address: PETROGATE Academy, Usha Complex, GM! Contact No: 8791608809/9454461621 Email 1D: support@petrogatein. Website: www petrogatein Scanned with CamScanner ROGATE Academy srential Equations and Laplace Transform BARON tial Equations and Laplace te iE Academy Differential Eqt Case-5. If the differential equation of the form xP (my de tnxdy) +x y" (myde +nPxdy) = Where a, b, c,d, mz, m1, ma, nz are all constants and mim2 ~ nin2 # 0 ‘Then the integrating factor is x* y* ath+1_b+k+l cth+l_d+k+1 - and = m ny my Example: Solve y(2x? - xy + 1)dx + (x-y)dy =0 Example: Solve (x - y)dx - dy = 0; y(0) = 2 . Example: Solve y(xy + 2x2y2)dx + x(xy ~x2y")dy = @ Example: Solve 2y? dx + 4x2 ydx + 4xy dy + 3x3 dy = 0. where " Solution of higher order homogeneous linear differenti ions with constant coefficient: Consider the n** order homogeneous linear equationgyjth Spsyant coefficient. q@) Case-I: When the auxiliary equation has Then the n linearly independent sol @. Hence y(x) = qe" +ee™ +e 4-4 are all constants. Case-H: When the ai js a general solution of (1), where c1, c2, €3, Cn Sion may have some multiple roots. Let r be the multiplicity of the root| =m: is repeated r times, and the remaining (n - r) roots are real and distin ma we obtain y:(x) = ¢™* as one of the solutions. Now, the remaj Tinearly independent solutions corresponding to the raultiple rootm=m, + Xe2 + x23 +. + xIcr) eM +.--4c,e%" is a general solution of (1), where all constants, Case-IIF When the auxiliary equation may have some imaginary roots Ifp + iq is a root, then p ~ iq is also a root of auxiliary equation. In this case, the linearly independent solutions are given by e°* cos qx and e* sin qx. The auxiliary equation (2) has r complex conjugate pairs of roots px + igs, k = 1, 2, 3, ... 7 the corresponding linearly independent solutions are e* cos qx, sin qx, cos qux,eP* sin qy%,"",€ 08 g,3. PETRO' There y@) > Note \fp con Th ¥ Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand Cl Contact No: 8791608809/9454461621 Email ID: [email protected] ‘Website: www petrogate.in Scanned with CamScanner PETROGATE Academy Differential Equations and Laplace Transform 1 the general solution corresponding to linearly independent solutions is Therefore, apt PG, 605.448 46, 804,99 ‘y2) = eM (6, cos gas +e sin ga) +e (G £08.45 + 4 SID Is Note: Multiple complex roots: i Ifp +iq is a multiple root of order m, then p ~ iq is also a multiple root of order m. ‘Then the corresponding linearly independent solutions are 2 cos qx.e™ sin gyn + 32% cosa x0™ sin gyX,-* NEP cos g.x, x" singe ‘Therefore, the general solution corresponding to linearly independent 4 Pe +x" Ne!) stg. j General Metiiods of finding Particular Integrals 13. € d | z is tion of x, them V(X) = & [(q +20, +375 penx le.) 60s guts + (Cl +40) +¥" sus Con, Cty C2, we C’m, Cn ave arbitrary constants. where ¢1, C2, « , where a being a constant. If R i ‘The operator + 1 I ae lOO Re oa" Naar Ry | Short Methods of finding the Ragticulayjntegral When ‘i | is of a Certain Special Forms Consider the differential equ¢tion ht gl 2 PP af ae) Bre) = 4) eS D + arly= RQ); Det. or = [D"+ aD or re e F(D) = (aoD" + a1D"-* + rigette, Mpharticular integral (P.) is 1 1 = =k): Drape +aDe?+ = FD) Case I: When R(x) = &™ 1 1 , = = Le, provided F(a) #0. PLE Te FO. P J \cademy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Utarakhand Cl Website: www.petrogat Office Address: PETROGATE A¢ Contact No: 8791608809/9454461621 Email ID: [email protected] Scanned with CamScanner Differential Equations and Laplace Transform PETROGATE Academy PETR i =(D- : where (D - If F(a) = 0, then the above rule is fail, then, We consider F(D) = (D - a) (D): where (D - a) isa factor of F(D). ‘a a 1 ae . Then oe" = apy e " , Provided F(a) # 0. Fo’ If F(a) = 0, then the above rule can be repeated to give aa" =e 0 . 5 i (e yen : {e*(3 cos 6¢-5 sin 6¢} Linealy Property of Laplace Transform Suppose f(s) and g(s) are Laplace transform of F(¢) and G(¢) respectively. Then LaF (+b G(0}= a L{F(0} +b {G(t)} Whereaand bare any constants. Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand Mm Contact No: 8791608809/9454461621 Email ID; support@petrogatein Wehsitas wun natramnta in Scanned with CamScanner PETROGATE Academy Differential Equations and Laplace Transform Note: Generalizing this result, we obtain. L {Be coo} =Se,t RO. a m Theorem: First Shifting (or First translation) theorem. IFL(F (Q}=f(s), then L{e* FQ} = f(s) Example: Z {e' sinz} is. & Theorem: Second Translation or Heaviside's Shifti r SG If LF (0} = f(s) and G(¢) = {i et) Wick Then L{G ()} = e*S(s) &% Another form CG If (s) is the Laplace transform of F (t) and a > 0, then’ (¢-a) H (t-a), where Lif 1>0 HO= fo if 1<0 Example: L{(¢-2)u(t—2)} is ‘Theorem: Change of Scale ’) is the Laplace transform of F Example: Find L{F*(O} = s%fls) - SF(0) - F’ (0) Result Wf Similarly, for L-T. of derivatives of order n LP*(0)} = 5° ffs) ~ 8 1F(0)- s*2F (0) - = FerP(0) Example: {cost} = a thenL {sin th is.. Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhan Cl Contact No: 8791608809/9454461621 Email ID: support@petrogatein Website: www.petrogaten Scanned with CamScanner biferential Equations and u PETROGATE Academy Laplace Transform cof (Multiplication by t) IFL(F(O) = ffs) then Le F(O} = 2 f= sF') d" n(n) Ingeneral, L(e" FO} = CD" Gr secy £9 Example: L {¢sin?} is.....--+ Example: 2 fre! } is, Example: L {tcos¢} is. Laplace Transform of the Integral of a functio1 IE L{F()} = fls); then L {fray =f, } s Result: Similarly if L(F(t)} = ls), then f fae freadhy Cw ot y Integration a) /of Division by t ba Then H(t ~ a) is defined as the Heaviside's unit function. Office Address: PETROGATE Academy, a Laplace Transform — Usha Complex, GMS Road, Ballupur Chowk, Dehradun. Uttarthana Scanned with CamScanner bn. Differential Equations and Laplace Transform PETROGATE Academy Let us consider a function H(¢) given by F(t), for 120 HO= a {o for ¢<0 IH (¢~a)} = Llu(t-a) Example: Z {u(¢ —1)} is. Example: Z {z(¢)} is... Example: Z {u(t + D} és. Dirac’s Delta Function (or Unit I 4 Dirac delta function (or unit impul tiomy denoted by 6(t~ a), its Laplace transform is given as follows: L{8(t-a)} = es : Example: L {S(t - 1 Example: L {5 Example: Laplae sformt of Periodic Function Pey : A function F(¢) is said to be a periodic function of period T> Oif FO eee + TS = Fle + 27) = F(t+nT) rm ofa periodic function F(¢) with period Tis ‘Thus, the Laplace Transfo1 r ie fe“ F(t)dt, s>0 eyo LEO RT yr Chowk, Dehradun, Uttarakhand Website: www.petrogatein - Office Address: PETROGATE Academy, Usha Complex, (GMS Road, Balluput Contact No; 8791608809/9454461621 Email ID: [email protected] Scanned with CamScanner fations and Laplace Transform Differential Equé PETROGATE Academy Initial and Final Value Theorem: (ii) Initial Value Theorem IfL{F(Q) = ffs), then lim F(®) = lim s f(s) Eas 0 Example: 1f 2 {cos ¢} = s Gi) Final value theorem: If L{F() =/(s), then @ Jim FQ) = lim s f(s) Example: if Z {sin 2} = SE pz then lim s fi nO The Inverse Laplace Transform Definition: If the Laplace transform of géftmna ) is f(s) ie, L{F(t)} = f(s), then F(t) is called an inverse Laplace transform (IT ef f(5) We also write F(e) = L-* {f(3)}, véagze L-Ny called the inverse Laplace transformation operator. The Inverse Laplace tran: inctions F(s) given in the table: Fs) is ast i pr # 7 a sinat Sta? = cos at +a Line IfL Fi If Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Uttarakhand El Contact No: 8791608809/9454461621 Email 1D: support@petrogatein _ Website: www.petrogate.in Scanned with CamScanner SE SSSA 8B PETROGATE Academy Differential Equations and Laplace Transform Lsinhar g cos hat L-{a fis) + b g(s)} = a L-ff{s)} + b L-{G(s)} Linearity Property IfL{F(O)} = f{s) and L{G(¢)} = g(s) and if a, b are constants then =aF()+b6(0) & First Shifting Property y IfL- {f(s)} = F(), then LZ? f(s—a) =e": FO). %& Second Shifting property IfL-1 {f (s)} = F (0), then L -1 {e-* f(s)} -eonS o0-{"5% toa 0, t Oand (0) is a given function of the variable ¢. we want to find the solution of this equation satisfying the conditions @ Y=yo, a when t= 0 (2) Applying Laplace Transform to each term of (1), we get ey ay dy {2h ogr{B}raro}=2170) o Let L{F(O} = F (5) and LO} = 546) © Now fez} =8°L() 5) no a {$2} s209- Q Substituting these expressj@as ina) pe get (rae dv @ Equation (4) j bsidiary equation. Scanned with CamScanner PETROGATE Academy Differential Equations and Laplace Transform ‘Taking I.L.T., we get. y=cos¢+sint. Ans. 2 Example-2. Solve ee + y=; given that y=~3,when t=0,y=- 1, when t= 1 Solution: we can write the given equation into the form of (D2+2D+1)y=t @) Consider y (0) =A «. The subsidiary equation is & (+2541) F=t+2y +5 +O) y A 42(-3)+ (-3+4 3 1 _ Te“ 3std <1 64+3s-A 7? FG G+? 2 ae Eee s+] (s+l)? 12) —2) te" ye 2) 1 F s (s+ Taking SQ ides, we get. se 1whent=1. we ¥¥ to impose the other condition that y = 51-2-e71+(A-2)e7% ieA=3 . The complete solution is. yst-2-e +te" need Rallupur Chowk, Dehradun, Uttarakhand. [7B Scanned with CamScanner i ions and Laplace Transf PETROGATE Academy Differential Equations pl Example3 Solve (D? + a2) y = cos at, ¢> 0, given that y =yo, Dy = y'when t= 0. Example-4. Solve (D? + 1) y = 6 cos 2 t, give thaty = 3, y= 1 when t= 0. Example-5 Solve (D? + 25) y = 10 cos 5 t, given that P y=2,y=0 when t= 0. Scanned with CamScanner pETROGATE Academy PETROGATE Academy Complex Numbers and Numerical Methods Complex Numbers Complex Number An ordered pair of real numbers x and y to be written as z = (% y) is called a Amplex number. Also, we may write Z = (x,y) = x +i, where imaginary unit i(iota) is de i= (0,1). Here xis called real part of z and y is called imaginary part of z. The refyart O42 is denoted by Re(z) and the imaginary part of z by Im(z). Equality of Complex Numbers gy ‘Two complex numbers z1 = x1 + iy: and z= x2 + iyzare equal if x zyzie, Re(2t) 2 Re(zz) and Im(z1) = Im(z2) Fundamental Operations with Complex Numbers & Let 21 = x1 + iyi and 22 = x2 + iyz be two complex numags, (i) Addition of Complex Numbers: ‘Addition of two complex numbers 21 and zat za (x +x2) +11 +92) ie, _ Re(zi +22) = Re(z1) + Re(z2) and Im(z1 +22) = Im(zs) + Im(@z) ted DY zi + zz and is defined as (i) Subtraction of Comple: ed by 21 ~ za and is defined as the addition of 2. and= ‘The subtraction of 22 fry 22. ‘Thus, 21 +(-22) =. fyi) ~ (xe + iy2) 1 n- ya) of complex numbers jon’of zi with z2 is denoted by z1zz and i xa — yiya) + i(aaya) +x). gaza = (x1 + yn) 0 (x2 + 72) = (xaxa -yaya) + iba + ayi) ‘am = [Re(z1) Re(z2) ~ !m(2s) Im@)) 4+ ifRe(zs) Im(zz) + Rel) Im@)] s defined as the complex number allupur Chowk, Dehradun, Utarakhan ‘Website: www:petrogat Office Address: PETROGATE Academ Usha Complex, GMS Road, B Contact No: 8791608809/9454461621 ‘Email ID: support@petrogatein Scanned with CamScanner Complex Numbers and Numerical Methods PETROGATE Academy Division of Complex Numbers ‘The civision of a complex number 21 by a non-zero complex number £2 © GUN 95th multiplication of 2 by the multiplicative inverse of 7 ty Aon gyien (4). Ses-@y'ea (2) Modulus of a Complex Number £ ‘The modulus of a complex number z= x + iy is denoted by [2| and is define: lal = YiRe@y? + me)? = fer +7) &@ Example: Ifz=2+5i, then |z|=|2+5i = V2? +5? = J4+25 = 29. Ss Polar Form of a Complex Numbers & Let P = (x, y) be any point in the complex plane congsrrgisf complex number z = (x, y. ‘The polar coordinates x = r cos @ andy = r sin Then, 2=x+iy=r (cos 6+ isin 6) = Q) Equation (1) is called the pgfaP fgrtX of the complex number z, r and @ are called polar coordinates of 2. r is called\ghe MysMte value of z and angle @ is called argument or amplitude of complex tis denoted as = amp(2) or @ = agg }@< and satisfies equation (1) then value of @ is said principal value p fe. PETROGATE Academy, Usha Complex, GMS Road, Ballupur Chowk, Dehradun, Ut Contact No: 8791608809/9454461621 Email ID: [email protected] . Website: www: | | Scanned with CamScanner PETROGATE Academy : Complex Numbers and Numerical Methods (cos @ + isin 8)" = cos n@+isinn® %Y Exponential (or Eulerian) Form of a Complex Nu @ We know that 9 = cos 0+isin® Let zbe any complex number, then in po@MfORQ z dpn be written as z=r (cos 6+ isin 4) or z=re® (DYpng Euler's notation) ilerian form. This form of z is known as ex} ent! Logarithm of a Comple er complex numbers such that (a + ib) = e** »), then (x + iy) is to the base e. sha Complex, GMS Road, Ballupur ‘Chowk, Dehradun, | Uttarakhand Cl 1: PETROGATE Academy, Us ot 1608809/9454461621 Email ID: [email protected] Website: www petrogate: contact No: 879: Scanned with CamScanner itics Note: t.arg(zsza) = arg 21 targ 22 2arg(zayza) = argzi-argzz an Conjugate Complex Number po ie Ifz=x+ iy is any complex number, then its conjugate denoted by is? =x~iy °F s e ‘Thus, F is the mirror image of the complex point z in to real axis. This shows qo: Ps . is purely a real number, at be-oivers Theorem @ Statement: (i) Ifn € z (the set of integers), then a t a complex Numbers and Numerical Methods PETROGATE Academy pe i lex variable ction of a real variable, Let Function of a comp! a variable in a similar WAY 28 the func lef whith a 5 AB We define the function of a val sas numbers. If there ex fee hones and S: be two non-empty sets of comple: “aid to be a complex valued function of, call +h z in Si, then Fis complex number w in 52, for eac complex variable z and is denoted by i w=flz) ‘ ff Rs i is called the range of f The set S1 is called the domain of function fand the set Sz ‘eal’ and w= fiz) =u(x,y) + iv(xy) s Here u(x, y) and v(x) are real valued functions of x and y , and kno) imaginary parts of the functions w. @ i Single valued and multiple valuafunctNis: w is said to be single-valued or multiple valued function of z according gs fol value of z there corresponds, one or more than one values of w. Limit: A number /is said to be ti OFf{e) as z £ zo and is denoted by Iffor every 6X0, the¥@exists a positive number 5> 0 s such that ey Iz-20] 5 \flz) - | 0 Mgh tha anarbitrary e > 0, there exists a number 5 Wz) - flzo| <«, whenever |z- 20] < 6, If follows from the above definition that f(z) will be i contin =z0il ee WOUS at z = zo if fa function fl) is said tobe continuous ina domain D its continu t every point of D, lous at evel : Office Address: PETROGATE Academy, Usha Complex, GMS Road, Ra} lly jrrarakhand ‘Contact No: 8791608809/9454461621. Email ID: SUpport@petrogate, fe eh Dakin peopl z te: www ‘ Scanned with CamScanner er ee ee PETROGATE Academ} vy Complex Numbers and Numerical Methods sti A function f(z) is not continuous at z 20if| lim f(2) does not exist or im fe) f(y) Is called discontinuous at z= zo. Remark-1. If fz) and g(z) are two continuo us functions in a domain D, th it Remark-2 If f(z) = u(x, y) + iv, y) is continuous if both u and v are continuous. : Differentiability: & : Let f(z) be a single valued function defined in a domain D. The f(g) is said to be differentiable at a point z = 2, if tim £2=F0) ce a This limit is called the derivative of f(z) at 2 = zp and iNgentped by f(z) thus f%)= lim LE= flea) Ry ant Note: If function f(z) is differentiable &S ft must be continuous at z= 20. Analytic function: ‘A function flz) is said to be a¥gl point z = 2, ifitis differentiable at the point zo and ‘ood of the point zo. Thus, the analyticity at zo means also at each point in sa) fiz) is differentiable in n disk about zo. tRwadnalytic in a domain D, if it is analytic at every point in D. pwn as regular or holomorphic function. % Entire ffncgion 42) hich is analytic everywhere is said to be an entire function. For example, a Soophial Any degree is an entire function. NoteNggtire function = Analytic function ->Differentiable function, = Continuous function, but no vice-versa. ‘GMS Road, Ballupur Chowk, Dehradun, Uttarakhand ‘Website: www.petrogate.in Fl ‘ROGATE Academy, Usha Complex, 09/9454461621 Email ID: support@petrogatein Scanned with CamScanner it i complex Numbers and Numerical Methods PETROGATE Academy Cauchy-Reimann equations: a i function f(z) is Cauchy-Reimann (CR) equations are ermine whether a given (@) analytic or not. used to dete Necessary conditions for a function to be analytic: ‘Theorem: Suppose that the function fla) = ues y) + iv(, y) is oon : eae neighborhood of the point z = x + iy and is differentiable at z. Then, the fir P: derivatives of u(x, y) and v(x, y) exist and satisfy the equations 2.2 and a8 at the point z. Q Sufficient conditions for a function f{z) to be analytic: ‘Theorem: Let u(x, y) and v(x, y) are the real and ima oe function f(z) = u(x) yal! + iv(x,y) and have the continuous first order partial ina domain D. If u(x, y) and vGe 9) satisfy the Cauchy-Reimann equationsat all Win@in D, then the function f(z) is analytic in D and Let We have Therefore, the Caucl Hi Any Rfiction of x, y which has Ist: r ial derivatives and satisfies , and i i ivati i ; et nd 01 et continuous partial derivati d satishi Scanned with CamScanner

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