ENGR. RENE M.

INSON
INSTRUCTOR
 CONTENTS

TITLE PAGE…………………………………………………………………….i

CONTENTS……………………………………………………………………...ii

PREFACE………………………………………………………………………..iii

Module 1: Complex Numbers…………………………………………………….1

Module 2: Laplace and Inverse Laplace Transform……………………………....9

Module 3: Power Series…………………………………………………………...14

Module 4: Fourier Series………………………………………………………….17

Module 5: Fourier Integral………………………………………………………..22

Module 6: Numerical Methods…………………………………………………....24

Module 7: Linear Algebraic Equations Using Matrices…………………………..31

REFERENCES :
Advanced Engineering Mathematics by Erwin Kreyzeig 10 th edition
Advanced Engineering Mathematics by Peter O’neil, 7 th edition, 2012 Cengage Learning Asia Pte Ltd.
Numerical Methods for Engineers by Chapra and Canale 6th edition
Numerical Methods; Jonathan Cabero and Donata Acula; Anvil Publishing Inc.2012

ii | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
 PREFACE

This lecture module is set primarily to Electronics Engineering students enrolled under the advanced
engineering mathematics. This course will particularly tackle study of selected topics in mathematics and their
applications in advanced courses in engineering and other allied sciences. It covers the study of Complex numbers
and complex variables, Laplace and Inverse Laplace Transforms, Power series, Fourier series, Fourier
Transforms, z-transforms, power series solution of ordinary differential equations, and partial differential
equations and numerical methods in engineering.

Each module begins with a list of objectives followed by the theoretical discussions to provide students
with concepts in understanding these objectives. This module is also provided with design exercises to challenge
and strengthen the theoretical and practical competence of the students.

At the end of each theoretical discussion, the knowledge gained by each students will be tested by
answering the sample quiz.

Upon completion of the course, the student must be able to:

a. Familiarize themselves with the different parameters, laws, theorems and the different methods
of solutions in advance mathematics.
b. To develop their abilities on how to apply the different laws, methods and theorems particularly
in complex problems
c. Solve simultaneous linear and non linear equations
d. Prepare algorithms, write computer programs, use computer software and implement these to the
solutions of engineering problems.

iii | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
MODULE 1: COMPLEX NUMBERS
OBJECTIVES:

After completing this module you will be able to

 Recognize and plot a complex number, know the value of the real part and of the imaginary part of a
complex number.
 Carry out any of the arithmetic operations on complex numbers using either the rectangular form or the
trigonometric form.
 Compute the magnitude and the argument of a complex number.
 Use the magnitude and argument of a complex number to translate between the rectangular form, polar
form, exponential form and the trigonometric form of a complex number.
 Compute the nth power or root of a complex number using De Moivre's theorem, and graph the results.

INTRODUCTION:

Analytic Function of a Complex Variables

A complex number z is written in the form 𝑧 = 𝑥 + 𝑦𝑖, where x and y are real numbers and i is an
imaginary number from 𝑖 2 = −1. The real number x is the real part while yi is the imaginary part of
complex number. By definition, a complex number z is an ordered pair (𝑥, 𝑦) of real numbers,
written 𝑧 = (𝑥, 𝑦). x is called real part and y the imaginary part of z, written as Re z and Im z,
respectively.

Raising i to a power

𝑖 = √−1 𝑖 2 = −1
𝑖 3 = √−1 = −𝑖 𝑖4 = 1

Note:
1. Electrical engineers often write j instead of i because they need i for the current.
2. If 𝑥 = 0 then 𝑧 = 𝑦𝑖 and is called pure imaginary.

Example:

1. What is the value of

a. 𝑖 273
b. 𝑖 200 + 𝑖 313 + 𝑖 502
c. 𝑖 315 + 𝑖 217 + 𝑖 400 + 𝑖 202
1 1 1
d. 𝑖 , 𝑖 2 , 𝑖 3

2. Find Re z and Im z of
a. 𝑧 = 2 + 3𝑖
b. 𝑧 = −2𝑖
c. 𝑧 = 𝑖 12 − 𝑖 23

1|ECM02-Advanced Engg Mathematics.RMI

Properties of Complex Numbers

1. Two complex numbers 𝑎 + 𝑏𝑖 and 𝑐 + 𝑑𝑖 are said to be equal if and only if and only if 𝑎 = 𝑐 and 𝑏 =
𝑑.
2. If 𝑧 = 𝑥 + 𝑦𝑖, then the negative of z is the complex number −𝑧 = −𝑥 − 𝑦𝑖.
3. If two of the complex number differ only in the sign of their imaginary parts, either one is said to be
the conjugate of the other. The conjugate of z is written as 𝑧̅ or 𝑧 ∗ . Complex conjugate of a complex
number is obtained geometrically by reflecting the point z in the real axis.
Example:
1. Find the value of x and y: 3𝑥 − 2𝑖 = 6 + 𝑦𝑖
2. Find the conjugate of 𝑧1 = 3 + 4𝑖, 𝑧2 = 3 − 4𝑖, 𝑧3 = −3 + 4𝑖 and 𝑧4 = −3 − 4𝑖.
−𝑧1 and (−𝑧2 )∗
3. Using example 2, find the ̅̅̅̅̅

Geometric Representation of Complex Numbers

A complex number is represented geometrically in the Argand Diagram (named after the French
mathematician JEAN ROBERT ARGAND) by the point P(x, y) whose abscissa and ordinate are the real
and the imaginary parts of the given complex number, respectively. The diagram is sometimes called the
complex plane or the z-plane.

Graphically, a complex number is represented by vector joining the origin and 𝑃 (𝑥, 𝑦) from 𝑧 = 𝑥 + 𝑦𝑖.

𝑦
The complex number has a length |𝑧| = 𝑟 = √𝑥 2 + 𝑦 2 and the direction 𝜃 = arg 𝑧 = 𝐴𝑟𝑐𝑡𝑎𝑛 (𝑥). r is
also known as the modulus or absolute value of complex number while 𝜃 is the amplitude or argument
of complex number.

Note:

1. r (absolute value) – the distance of the point z from the origin.

2. 𝜽 – directed angle from the positive x-axis to OP.

Principal Argument-
−𝟏𝟖𝟎° < 𝑨𝒓𝒈 ≤ 𝟏𝟖𝟎°, Principal value of the argument
−𝝅 < 𝑨𝒓𝒈 ≤ 𝝅 written in capital ‘A’

2|ECM02-Advanced Engg Mathematics.RMI

Example:

1. Plot the following complex numbers in the complex plane.

A. 𝑧1 = 3 + 2𝑖
B. 𝑧2 = −2 − 4𝑖
C. 𝑧3 = 3𝑖
D. 𝑧4 = −4 + 𝑖
E. 𝑧5 = 4 − 2.5𝑖

2. Determine the absolute value and argument of example 1.

Forms of Complex Numbers

1. Rectangular Form/ Standard Form of Complex Numbers

𝒛 = 𝒙 + 𝒚𝒊
Where 𝑥 = real part of z or Re z
𝑦 = imaginary part or Im z

2. Polar Form of Complex Numbers

𝒛 = 𝒓∠𝜽; read as “r at an angle 𝜃” or “r bar angle 𝜃”
Where r = modulus of z or mod z
𝜃 = amplitude or argument of z or arg z (in degrees)

Example:
1. Convert the following complex numbers into polar form. Use principal value of argument.
𝑧1 = 3 + 4𝑖, 𝑧2 = 3 − 4𝑖, 𝑧3 = −3 + 4𝑖 and 𝑧4 = −3 − 4𝑖.
2. Convert the following into rectangular form.
𝑧1 = 13∠ − 112.62°, 𝑧2 = 9.899∠ − 45°, 𝑧3 = 3 + 𝜋𝑖

3. Exponential Form of Complex Numbers

𝒛 = 𝒓𝒆𝒋𝜽
where 𝑟 = modulus of z or mod z
𝜃 = amplitude or argument of z or arg z (in radians)

Example:
1. Convert the following complex numbers into polar form. Use principal value of argument.
𝑧1 = 3 + 4𝑖, 𝑧2 = 3 − 4𝑖, 𝑧3 = −3 + 4𝑖 and 𝑧4 = −3 − 4𝑖.
2. Convert the following into exponential form.
𝑧1 = 13∠ − 112.62°, 𝑧2 = 9.899∠ − 45°, 𝑧3 = 3 + 𝜋𝑖
3𝜋
3. Convert 𝑧 = 7.071𝑒 4 𝑖 to rectangular form.

4. Trigonometric Form of Complex Numbers

𝒛 = 𝒓 𝒄𝒐𝒔 𝜽 + 𝒊 𝒓𝒔𝒊𝒏 𝜽 = 𝒓(𝒄𝒐𝒔 𝜽 + 𝒊 𝒔𝒊𝒏 ) = 𝒓𝒄𝒊𝒔 𝜽
where r = modulus of z
𝜃 = amplitude or argument of z or arg z (in degrees)
𝜃 = amplitude or argument of z or arg z (in radians)

3|ECM02-Advanced Engg Mathematics.RMI

Example;

1. Convert the following complex numbers into trigonometric form (Arg in degrees and Arg in radians).
Use principal value of argument.
𝑧1 = 3 + 4𝑖, 𝑧2 = 3 − 4𝑖, 𝑧3 = −3 + 4𝑖 and 𝑧4 = −3 − 4𝑖.
2. Convert the following into exponential form.
𝑧1 = 13∠ − 112.62°, 𝑧2 = 9.899∠ − 45°, 𝑧3 = 3 + 𝜋𝑖
3π
3. Convert z = 7.071cis 4 and z = 7.071 cis 135°.

Mathematical Operations of Complex Numbers

1. Addition of Complex Numbers

In adding complex numbers, their real parts and their imaginary parts must be added respectively.

2. Subtraction of Complex Numbers

In subtracting complex numbers, their real parts and their imaginary parts must be subtracted
respectively.

Example:
1. Let 𝑧1 = 3 + 4𝑖 𝑧2 = 4 − 3𝑖 𝑧3 = −3 − 4𝑖 𝑧4 = −10 + 5𝑖.
Perform the indicated operations and express answers in rectangular form:
a. 𝑧1 + 𝑧2 d. 𝑧2 − 𝑧3 + 𝑧4
b. 𝑧1 + 𝑧3 e. 𝑧̅1 + 𝑧̅2
c. 𝑧4 − 𝑧2 f. ̅̅̅̅̅̅̅
𝑧1−𝑧3

2. Let 𝑧1 = 13∠ − 112.62°, 𝑧2 = 7.071 cis 135°. Find the sum and difference of the two complex
numbers.

3. Multiplication of Complex Numbers

a. In multiplying complex numbers in rectangular form, distributive property of multiplication over

addition applies. The value 𝑖 2 = −1 is used simply further complex number.
b. In multiplying complex number in polar form, mod z of the product is determined by multiplying
the mod z of the complex numbers. And the arg z of the product is determined by adding the arg z of the
complex numbers.

Example:
1. Let 𝑧1 = 3 + 4𝑖, 𝑧2 = 4 − 3𝑖, 𝑧3 = −3 − 4𝑖 ,
𝑧4 = −10 + 5𝑖, 𝑧5 = 16∠30° 𝑧6 = 4∠45°
Perform the indicated operations and express answers in rectangular form:
a. 𝑧1𝑧2 d. 𝑧̅̅̅̅̅̅
3 𝑧4
b. 𝑧5 𝑧6 e. z̅1 z̅2
c. 𝑧3 𝑧4 f. 𝑧1 𝑧5

4. Division of a Complex Numbers

a. In dividing two complex numbers in rectangular form, multiply both numerator and the denominator
by the conjugate of the denominator and then simplify.

4|ECM02-Advanced Engg Mathematics.RMI

b. In dividing two complex numbers in polar form, the mod z of the quotient of the complex number is
determined by dividing the mod z of the complex numbers and the arg z of the quotient of the complex
numbers is obtained by the subtracting the arg z of the complex numbers.

Example:
1. Let 𝑧1 = 3 + 4𝑖, 𝑧2 = 4 − 3𝑖, 𝑧3 = −3 − 4𝑖 , 𝑧4 = −10 + 5𝑖, 𝑧5 = 16∠30°, 𝑧6 = 4∠45°, 𝑧7 =
20∠10° and 𝑧8 = 15∠ − 25°.

Perform the indicated operations and express answers in rectangular form:

a. 𝑧1/𝑧2 d. 𝑧7 /𝑧8
𝑧 𝑧
b. 𝑧5 /𝑧6 e. 1𝑧 ∗ 2
2
c. 𝑧3 /𝑧4
2. Let 𝑧1 = 13∠ − 112.62°, 𝑧2 = 7.071𝑐𝑖𝑠 135°
Find the product and the quotient of the two complex numbers.

5. Powers of Complex Numbers

The product of a complex number raised to a certain power n may be evaluated if the complex number is
either exponential or in polar form.
𝑛
a. Exponential Form: 𝑧 𝑛 = (𝑥 + 𝑦𝑖 )𝑛 = (𝑟𝑒 𝑖𝜃 ) = 𝑟𝑒 𝑖𝑛𝜃
b. Polar Form: 𝑧 𝑛 = (𝑥 + 𝑦𝑖 )𝑛 = (𝑟∠𝜃 )𝑛 = 𝑟 𝑛 ∠𝑛𝜃

Example:
Perform the indicated operations and express answers in rectangular form and in polar form. Use
principal value of the argument.
a. (3 + 4𝑖 )4
b.(4 − 2𝑖 )8
c. (2∠ − 112.62°)12
2+4𝑖 4
d. (3−5𝑖)

6. Roots of Complex Numbers

The root of a complex number may be evaluated if the complex number is either exponential or polar
form.
1 1 𝜃+𝑘(2𝜋)
a. Exponential Form: √𝑧 = 𝑛√𝑥 + 𝑦𝑖 = (𝑟𝑒 𝑖𝜃 )𝑛 = 𝑟 𝑛 𝑒 (
𝑛 )𝑖
𝑛
1 1
𝑛 𝜃+𝑘(360°)
b. Polar Form: √𝑧 = 𝑛√𝑥 + 𝑦𝑖 = (𝑟∠𝜃 )𝑛 = 𝑟 𝑛 ∠ ( 𝑛
)
where: 𝑘 = 0, first or principal root
𝑘 = 1, second root
𝑘 = 2, third root
𝑘 = 𝑛 − 1, nth root

Example:
Find the principal root of the following and express answer in rectangular and in polar form.
3
a. √1
1
b. (3 + 4𝑖 )3
1
c. (128∠ − 140°)7
1
d. [(3 + 4𝑖 )(7 − 5𝑖 )]4

5|ECM02-Advanced Engg Mathematics.RMI

7. Exponential Function and Trigonometric Function

𝑒 𝑧 = 𝑒 𝑥±𝑦𝑖 = 𝑒 𝑥 (cos 𝑦 ± 𝑖 sin 𝑦)

𝑒 𝑖𝑧 −𝑒 −𝑖𝑧 𝑒 𝑖𝑧 +𝑒 −𝑖𝑧
sin 𝑧 = cos 𝑧 =
2𝑖 2
𝑒 𝑧 −𝑒 −𝑧 𝑒 𝑧 +𝑒 −𝑧
sinh 𝑧 = cosh 𝑧 =
2 2

𝐬𝐢𝐧 𝒛 = 𝐬𝐢𝐧 𝒙 𝐜𝐨𝐬𝐡 𝒚 ± 𝒊 𝐜𝐨𝐬 𝒙 𝐬𝐢𝐧𝐡 𝒚

𝐜𝐨𝐬 𝒛 = 𝐜𝐨𝐬 𝒙 𝐜𝐨𝐬𝐡 𝒚 ∓ 𝒊 𝐬𝐢𝐧 𝒙 𝐬𝐢𝐧𝐡 𝒚
where 𝑧 = 𝑥 ± 𝑦𝑖.
8. Hyperbolic Function of Complex Numbers

𝐬𝐢𝐧𝐡 𝒛 = 𝐬𝐢𝐧𝐡 𝒙 𝐜𝐨𝐬 𝒚 + 𝒊 𝐜𝐨𝐬𝐡 𝒙 𝐬𝐢𝐧 𝒚

𝐜𝐨𝐬𝐡 𝒛 = 𝐜𝐨𝐬𝐡 𝒙 𝐜𝐨𝐬 𝒚 + 𝒊 𝐬𝐢𝐧𝐡 𝒙 𝐬𝐢𝐧 𝒚
where 𝑧 = 𝑥 ± 𝑦𝑖.

Example:
Perform the indicated operations and express answers in rectangular form and in polar form. Use principal
value of the argument.
3𝜋
1. 𝑒 − 4 4. sin 𝑖 7. cosh(−1 + 2𝑖)
3𝜋
𝑖
2. 𝑒 4 5. cos 𝜋𝑖
3𝜋 3𝜋
− + 𝑖
3. 𝑒 4 4 6. sin(3 + 4𝑖 )

9. Logarithm of Complex Numbers

The logarithm of complex number may be evaluated when it is in exponential form.

𝑙𝑜𝑔𝑏 𝑧 = 𝑙𝑜𝑔𝑏 (𝑥 + 𝑦𝑖 ) = 𝑙𝑜𝑔𝑏 (𝑟𝑒 𝑖𝜃 )

𝑙𝑜𝑔𝑏 𝑧 = 𝑙𝑜𝑔𝑏 𝑟 + 𝑙𝑜𝑔𝑏 𝑒 𝑖𝜃
𝒍𝒐𝒈𝒃 𝒛 = 𝒍𝒐𝒈𝒃 𝒓 + 𝒊𝜽𝒍𝒐𝒈𝒃 𝒆

Natural logarithm

ln 𝑧 = ln(𝑥 + 𝑦𝑖 ) = ln(𝑟𝑒 𝑖𝜃 )
ln 𝑧 = ln 𝑟 + ln 𝑒 𝑖𝜃
𝐥𝐧 𝒛 = 𝐥𝐧 𝒓 + 𝒊𝜽

Example:

Perform the indicated operations and express answers in rectangular form and in polar form. Use principal
value of the argument.

1. log(3 − 2𝑖)
2. √log(−3 + 𝑖 )
3. ln(3 + 4𝑖 )

6|ECM02-Advanced Engg Mathematics.RMI

 Solving equation containing Complex Numbers
Equation may also contain complex numbers.

Example:
1. Solve x and y in the equation(𝒙𝟐 𝒚 − 𝟐) + (𝒙 + 𝟐𝒙𝒚 − 𝟓)𝒊 = 𝟎
2. Solve for x. 𝟑 − 𝒙𝒊 = 𝟒 + 𝟓𝒊
3. Solve for z. 𝐥𝐧 𝒛 = 𝟎. 𝟑 + 𝟎. 𝟕𝒊
4. Solve for z. 𝒆𝒛 = 𝟏 + 𝟐𝒊
5. Find the value of (𝟏 + 𝒊)𝟏−𝒊.

EXERCISES:

1. Reduce the following expression to rectangular form:

a. 3𝑖 24 − 4𝑖 13 + 𝑖 8 + 5𝑖 − 8
b. 23∠42°
c. 5 cis 45 °
d. 2𝑒 0.234𝑖

2. Convert the following complex numbers in exponential form and use principal value of argument.
a. 0.2 + 2.1𝑖
b. 3.7∠45°
c. 0.67𝑒 0.45𝑖
d. 4 cis 54 °

3. Express the following complex numbers in polar form and use principal value of argument.
a. 9 − 2𝑖
b. 4𝑒 3𝑖
𝜋
c. 3 cis 3
d. 6∠ − 45°

4. Perform the indicated operations and express answers in rectangular form:

a. (9 − 2𝑖 ) + (5 + 7𝑖 ) − (3 − 4𝑖 )
b. (5 − 𝑖 )(2𝑖 )(4 + 6𝑖 )
3−𝑖 −5𝑖
c. − 4−2𝑖
2+3𝑖
d. (1 − 2𝑖 )3
e. (3 − 𝑖 )−6
3
f. √1 + 2𝑖
g. (5.34∠53.45° − 3.35∠ − 23.45°)2
h. 3(2.5 cis 105° − 3.3 cis 105°)−2

5. Compute and express answers in rectangular form:

a. 𝑙𝑜𝑔 2 (3 + 2𝑖 )
b. log 2 (−4𝑖)
c. √log(3 − 𝑖 )
d. ln(5∠53° − 3∠ − 23°)

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 6. Solve for the indicated unknown:
a. 3 − 𝑥𝑖 = 4 + 5𝑖; 𝑥
3𝑥 + 5𝑖𝑦 = 2
b. ; 𝑥 𝑎𝑛𝑑 𝑦
−2𝑥 − 𝑖𝑦 = 3
c. 2𝑥 (1 − 2𝑖𝑥 ) = 0; 𝑥
d. −𝑥 (1 − 2𝑖𝑥 ) = 4 − 5𝑖𝑥;

REFERENCE: Advanced Engineering Mathematics by Erwin Kreyzeig 10th edition

Advanced Engineering Mathematics by Peter O’neil, 7 th edition, 2012 Cengage Learning Asia Pte Ltd.

8|ECM02-Advanced Engg Mathematics.RMI

MODULE 2: LAPLACE AND INVERSE LAPLACE TRANSFORM

OBJECTIVES:
After completing this module you will be able to
 Understand the concept of Laplace transform.
 Understand the concept of Inverse Laplace Transform.
 Familiarize the table of Laplace Transform
 Apply the Laplace and inverse Laplace transform to various functions
 Solve ODE using Laplace Transform

INTRODUCTION:

Laplace Transform
-transform a signal from the time domain to the complex frequency or the s-domain.
𝑓(𝑡) ⟺ 𝐹(𝑠)
- powerful tool for solving linear differential equation.
- developed by a French mathematician Pierre Simon de Laplace.
∞ ∞
𝐹 (𝑠) = ℒ{𝑓 (𝑡)} = ∫0 𝑘 (𝑠, 𝑡)𝑓(𝑡) 𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡

-is called an integral transform because it transforms (changes) a function in one space to a function in
another space by process of integration that involves a kernel.

The kernel or kernel function “𝑘(𝑠, 𝑡)" is a function of the variables in the two spaces and defines the
integral transform.

Inverse Laplace Transform

𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)},

Notation: Original function is denoted by lowercase letters and their transforms by the same letters in
capital so that 𝐹(𝑠) denotes the transform of 𝑓(𝑡) and 𝑌(𝑠) denotes the transform of 𝑦(𝑡) and so on.

Transform of Elementary functions

1. Transform 𝑡 𝑛 , where n is a positive integer.
2. Transform the exponential function 𝑒 𝑎𝑡 .
3. Evaluate ℒ{𝑐𝑜𝑠 𝑤𝑡}.
4. Evaluate ℒ{𝑠𝑖𝑛 𝑤𝑡}.
5. Evaluate ℒ{cosh 𝑎𝑡}.
6. Evaluate ℒ{𝑠𝑖𝑛ℎ 𝑎𝑡}.

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 Summary of Laplace Transforms of Some elementary Functions

𝒇(𝒕) ℒ{𝑓(𝑡)} 𝒇(𝒕) ℒ{𝑓(𝑡)}

1 𝑠
1 1 9 cosh 𝑎𝑡
𝑠 𝑠2 − 𝑎2
1 𝑎
2 𝑡 10 sinh 𝑎𝑡
𝑠2 𝑠 − 𝑎2
2
2! 𝑠−𝑎
3 𝑡2 11 𝑒 𝑎𝑡 cos 𝑤𝑡
𝑠3 (𝑠 − 𝑎 ) 2 + 𝑤 2
𝑡𝑛, 𝑛 𝑛! 𝑤
4 12 eat sin 𝑤𝑡
= 0,1,2.. 𝑠 𝑛+1 (𝑠 − 𝑎 ) 2 + 𝑤 2
Γ(𝑎 + 1) 𝑠 sin 𝜃 + 𝑤 cos 𝜃
5 𝑡𝑎 13 sin(𝑤𝑡 + 𝜃)
𝑠 𝑎+1 𝑠2 + 𝑤2
1 𝑠 cos 𝜃 − 𝑤 sin 𝜃
6 𝑒 𝑎𝑡 14 cos(𝑤𝑡 + 𝜃)
𝑠−𝑎 𝑠2 + 𝑤2
𝑠
7 cos 𝑤𝑡 15 𝑡𝑓(𝑡) −𝐹 ′ (𝑠)
𝑠 + 𝑤2
2
𝑤
8 sin 𝑤𝑡 16 𝑡 𝑛 𝑓 (𝑡 ) (−1)𝑛 𝐹 (𝑛) (𝑠)
𝑠 + 𝑤2
2

Linearity of the Laplace Transform

The operator ℒ is a linear operator, thus, if 𝑓1 (𝑡) and 𝑓2 (𝑡) have Laplace transforms and if 𝑘1 and 𝑘2 are
any constants, then
ℒ{𝑘1 𝑓1 (𝑡) + 𝑘2 𝑓2 (𝑡)} = 𝑘1 ℒ{𝑓1(𝑡)} + 𝑘2 ℒ{𝑓2 (𝑡)}

Example:

1. If 𝑓 (𝑡) = 3𝑒 3𝑡 , 𝑓𝑖𝑛𝑑 ℒ{𝑓 (𝑡)}. 7 ℒ{sin(𝑤𝑡 + 𝜃 )}

2. ℒ{3𝑒 2𝑡 − 2𝑒 −2𝑡 } 1
8. ℒ{𝑡 2 − 𝑒 −2𝑡 + cos √3𝑡}
3. ℒ{cos 2𝑡 + sin 3𝑡 } 9. If 𝑓 (𝑡) = (1 − sin 𝑡)2 , find ℒ{𝑓(𝑡)}
4. ℒ{6𝑡 − 3𝑒 −𝑡 } 10. If 𝑓 (𝑡) = (𝑒 −𝑡 + 𝑒 𝑡 )2 , find ℒ{𝑓(𝑡)}
5. ℒ{1 − sinh 𝑡} 11. ℒ{𝑡 cos 𝑡}
6. ℒ{2𝑡 + 𝑒 2𝑡 } 12. ℒ{2𝑡 2 𝑒 𝑡 }

First Shifting Theorem , S-shifting

If 𝑓(𝑡) has the transforms 𝐹(𝑠) (where 𝑠 > 𝑘 for some k), then 𝑒 𝑎𝑡 𝑓(𝑡) has the transform 𝐹(𝑠 − 𝑎)(where
𝑠 − 𝑎 > 𝑘). In formulas,
ℒ {𝑒 𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 − 𝑎)
or, if we take the inverse on both sides,
𝑒 𝑎𝑡 𝑓(𝑡) = ℒ −1 {𝐹 (𝑠 − 𝑎)}

Example:
1. ℒ{𝑡 3 𝑒 −2𝑡 }
2. ℒ {𝑡 2 𝑒 𝑡 )
3. ℒ{𝑒 2𝑡 𝑡 3 }
4. ℒ{𝑒 𝑡 (sin 𝑡 − cos 𝑡 )}
1
5. ℒ{𝑒 −2𝑡 sin 𝑡}

10 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
Second Shifting Theorem (Time Shifting): Laplace of a Unit Step/Heaviside function
𝓛{𝒖𝒄 (𝒕)𝒇(𝒕 − 𝒄)} = 𝒆−𝒄𝒔𝑭(𝒔)

Heaviside function are often called unit step function.

0 𝑖𝑓 𝑡 < 𝑐
The function is defined as 𝑢𝑐 (𝑡) = { .
1 𝑖𝑓 𝑡 ≥ 𝑐

Here is the graph of the unit step function.

Here is some alternate notation for unit step function.

𝑢𝑐 (𝑡) = 𝑢(𝑡 − 𝑐 ) = 𝐻(𝑡 − 𝑐)

We can think of the Heaviside function as a switch that is off until t = c at which point it turns on and
takes a value of 1.
Most switches will turn on and vary continually with the value of t. Consider the following functions:

(a) (b)

Using Heaviside functions this switch can be written as

𝒈(𝒕) = 𝒖𝒄 (𝒕)𝒇(𝒕 − 𝒄)=𝒖(𝒕 − 𝒄)𝒈(𝒕 − 𝒄).

Example:
1. Write the following function in terms of unit step function.
−4 𝑡<6
𝑓 (𝑡 ) = { 25 6 ≤ 𝑡<8
16 8 ≤ 𝑡 < 30
10 𝑡 ≥ 30
2. Find the Laplace transform of each of the following.
a. 𝑔(𝑡) = 10𝑢12 (𝑡) + 2(𝑡 − 6)3 𝑢6 (𝑡) − (7 − 𝑒 12−3𝑡 )𝑢4 (𝑡)
b. 𝑓 (𝑡) = −𝑡 2 𝑢3 (𝑡) + cos 𝑡 𝑢5 (𝑡)
𝑡4 𝑡<5
c. ℎ(𝑡) = { 4 𝑡 1
𝑡 + 3 sin (10 − 2) 𝑡 ≥ 5
𝑡 𝑡<6
d. 𝑓 (𝑡) = {−8 + (𝑡 − 6)2
𝑡≥6
2 0 < 𝑡 < 1
1
1 2 1<𝑡 < 𝜋
e. 𝑓(𝑡) = { 𝑡 2
2 1
cos 𝑡 𝑡 > 2𝜋

11 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
Inverse Laplace Transform
-denoted by ℒ −1 {𝐹 (𝑠)}
𝑓 (𝑡) = ℒ −1 {𝐹(𝑠)}

Example:
10
1. ℒ −1 { 𝑠 }
10
2. ℒ −1 { 𝑠 3 }

Theorem 1: Linearity of Inverse Laplace Transform

ℒ −1 {𝑘1 𝑓1(𝑡) + 𝑘2 𝑓2 (𝑡)} = 𝑘1 ℒ −1 {𝑓1 (𝑡)} + 𝑘2 ℒ −1 {𝑓2 (𝑡)}

Example:
10 2
1. ℒ −1 {𝑠−4 + 𝑠+3}
𝑠−2
2. ℒ −1 {𝑠 2+4}
2𝑠−3
3. ℒ −1 {𝑠 2+4}

Theorem 2. First Shifting Theorem

Example:
7
1. ℒ −1 {(𝑠−1)3 }
𝑠−3
2. ℒ −1 {(𝑠−3)2 −22 }
Solve 3 and 4 using partial fraction and completing the square
𝑠+3
3. ℒ −1 {𝑠 2 +2𝑠}
1
4. ℒ −1 {(𝑠−3)(𝑠−5)}
15
5. ℒ −1 { }
𝑠 2 +4𝑠+29
4𝑠−2
6. ℒ −1 { 2 }
𝑠 −6𝑠+18
𝑠−6
7. ℒ −1 {(𝑠−1)2 +4}
2𝑠−4
8. ℒ −1 {𝑠 2 +2𝑠−1}
−1 𝑠 2 +3𝑠−5
9. ℒ { }
𝑠 3 +4𝑠2 +𝑠−6

Inverse Laplace of a Unit Step/Heaviside function

𝓛−𝟏 {𝒆−𝒄𝒔 𝑭(𝒔)} = {𝒖𝒄 (𝒕)𝒇(𝒕 − 𝒄)}

Example. Find the inverse Laplace transform of each of the following.

𝑠𝑒 −4𝑠
a. 𝐻(𝑠) = (3𝑠+2)(𝑠−2)
5𝑒 −6𝑠 −3𝑒 −11𝑠
b. 𝐺 (𝑠) = (𝑠+2)(𝑠2 +9)
4𝑠+𝑒 −𝑠
c. 𝐹 (𝑠) = (𝑠−1)(𝑠+2)
3𝑠+8𝑒 −20𝑠 −2𝑠𝑒 −3𝑠 +6𝑒 −7𝑠
d. 𝐺 (𝑠) = 𝑠 2 (𝑠+3)

12 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
 Laplace Transform in Solving ODE and Initial Value Problems:
Steps:
1. Given is a problem in t-space with conditions.
2. Solve into s-space by getting all the Laplace transforms of basic functions and derivatives.
ℒ{𝑓 (𝑡)} = ℒ{𝑦} = 𝑌
ℒ{𝑦 ′} = 𝑠𝑌 − 𝑦(0)
ℒ{𝑦 ′′} = 𝑠 2 𝑌 − 𝑠𝑦(0) − 𝑦 ′(0)
ℒ{𝑦 } = 𝑠 3 𝑌 − 𝑠 2 𝑦(0) − 𝑠𝑦 ′(0) − 𝑦"(0)
′′′

3. Solve for the subsidiary equation (by putting all transforms on one side)
4. Use inverse transform to return the problem into t-space.

Example:
1. Solve the DE using Laplace transform
𝑦" − 𝑦′ − 6𝑦 = 0 𝑦(0) = 6, 𝑦 ′(0) = 13
2. Solve 𝑦" − 𝑦 = 𝑡, given 𝑦(0) = 1 and 𝑦 ′(0) = 1.
3. 𝑦 ′ − 5𝑦 = 1.5𝑒 −𝑡 𝑦(0) = 1
1
4. 𝑦 ′ + 𝑦 = 17 sin 2𝑡 𝑦(0) = −1
2

EXERCISES:

A. Laplace transform. Find the laplace transform of the following functions.

a. 𝟓 𝒄𝒐𝒔𝒉 𝟐𝒕 − 𝟑 𝒔𝒊𝒏𝒉 𝒕
b. 𝒆−𝒕 (𝒄𝒐𝒔 𝟒𝒕 − 𝟐 𝒔𝒊𝒏 𝟒𝒕)
𝟏
c. 𝒔𝒊𝒏𝟐 ( 𝝅𝒕)
𝟐
𝟐
d. 𝟏𝟔𝒕 𝒖(𝒕 − 𝟒)
𝒕
e. 𝒆𝟐 𝒖(𝒕 − 𝟑)

B. Inverse Laplace Transform. Find the inverse laplace transform of the following functions.
𝟕.𝟓
a.
𝒔𝟐 −𝟐𝒔−𝟖
𝒔+𝟏 −𝒔
b. 𝒆
𝒔𝟐
𝟏/𝟏𝟔
c.
𝒔𝒔 +𝒔+𝟏/𝟐
𝟔(𝒔+𝟏)
d.
𝒔^𝟒
𝟑𝒔+𝟒
e.
𝒔𝟐 +𝟒𝒔+𝟓

C. Ordinary Differential Equations. Solve the differential equation using Laplace transform,
a. 𝒚" + 𝟒𝒚′ + 𝟓𝒚 = 𝟓𝟎𝒕, 𝒚(𝟎) = 𝟓, 𝒚′(𝟎) = −𝟓
b. 𝒚′′ + 𝟏𝟔𝒚′ = 𝟒𝜹(𝒕 − 𝝅), 𝒚(𝟎) = −𝟏, 𝒚′ (𝟎) = 𝟎

REFERENCE: Advanced Engineering Mathematics by Erwin Kreyzeig 10 th edition

Advanced Engineering Mathematics by Peter O’neil, 7 th edition, 2012 Cengage Learning Asia Pte Ltd.

13 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
MODULE 3: POWER SERIES

OBJECTIVES:
After completing this module you will be able to
 Understand power series.
 Come up with a power series for a given function
 Manipulate a power series for a given function.
 Compute Taylor and Maclaurin Series
 Solve differential equation using power series.
INTRODUCTION:

Power Series

A power series in 𝑥 − 𝑎 is an infinite series of the form ∑∞ 𝑛

𝑛=0 𝐶𝑛 (𝑥 − 𝑎) , where a is the center of
the series and 𝐶𝑛 is the coefficients of the series. A series of this form is also called as power series
centered at a. A power series maybe represented as a function of f(x).

1. Maclaurin’s Espansions
- founded / discovered by COLIN MACLAURIN

This is the power series expansion of 𝑓 (𝑥 ) about 𝑥 = 0 .

∞

𝑓 (𝑥 ) = ∑ 𝐶𝑛 𝑥𝑛
𝑛=0
when expanded:

𝑓 (𝑥 ) = 𝐶0 + 𝐶1 𝑥 + 𝐶2 𝑥 2 + 𝐶3 𝑥 3 + ⋯ + 𝐶𝑛 𝑥 𝑛 + ⋯
or
𝑓 (𝑥 ) = 𝐶0 + 𝐶1 𝑥 + 𝐶2 𝑥 2 + 𝐶3 𝑥 3 + ⋯

Solving for Arbitrary Constant:

To find the working formula for Maclaurin Series, we must find the formula for the constants 𝐶0 , 𝐶1 , 𝐶2 , …
and 𝐶𝑛 .
Let 𝑥 = 0;
𝑓 (𝑥 ) = 𝐶0 + 𝐶1 𝑥 + 𝐶2 𝑥 2 + 𝐶3 𝑥 3 + 𝐶4 𝑥 4 + ⋯ + 𝐶𝑛 𝑥 𝑛 + ⋯
𝑓 (0) = 𝐶0 + 𝐶1 (0) + 𝐶2 (0)2 + 𝐶3 (0)3 + 𝐶4 (0)4 + ⋯ + 𝐶𝑛 (0)𝑛 + ⋯
𝒇 ( 𝟎) = 𝑪 𝟎
𝑓 𝑥 = 0 + 𝐶1 + 2𝐶2 𝑥 + 3𝐶3 𝑥 2 + 4𝐶4 𝑥 3 + ⋯ + 𝑛𝐶𝑛 𝑥 𝑛−1 + ⋯
′( )

𝑓 ′(0) = 𝐶1 + 2𝐶2 (0) + 3𝐶3 (0)2 + 4𝐶4 (0)3 + ⋯ + 𝑛𝐶𝑛 (0)𝑛−1 + ⋯

𝒇 ′ (𝟎) = 𝑪 𝟏
𝑓′′(𝑥 ) = 0 + 2 ∙ 1𝐶2 + 3 ∙ 2𝐶3 𝑥 + 4 ∙ 3𝐶4 𝑥 2 + ⋯ + 𝑛(𝑛 − 1)𝐶𝑛 𝑥 𝑛−2 + ⋯
𝑓′′(0) = 2 ∙ 1𝐶2 + 3 ∙ 2𝐶3 (0) + 4 ∙ 3𝐶4 (0)2 + ⋯ + 𝑛(𝑛 − 1)𝐶𝑛 (0)𝑛−2 + ⋯
𝒇′′(𝟎) = 𝟐𝑪𝟐
𝑓′′′(𝑥 ) = 0 + 3 ∙ 2 ∙ 1𝐶3 + 4 ∙ 3 ∙ 2𝐶4 𝑥 + ⋯ + 𝑛(𝑛 − 1)(𝑛 − 2)𝐶𝑛 𝑥 𝑛−3 + ⋯
𝑓′′′(0) = 3 ∙ 2 ∙ 1𝐶3 + 4 ∙ 3 ∙ 2𝐶4 (0) + ⋯ + 𝑛(𝑛 − 1)(𝑛 − 2)𝐶𝑛 (0)𝑛−3 + ⋯
𝒇′′′ (𝟎) = 𝟑! 𝑪𝟑

Spotting the pattern, we see that the general formula for the coefficient 𝐶𝑛 will be
𝒇 𝒏 (𝟎 )
𝒇𝒏 (𝟎) = 𝒏! 𝑪𝒏 ; 𝑪𝒏 =
𝒏!
14 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
General Formula:
∞
𝑓 (𝑛) (0) 𝑛
𝑓 (𝑥 ) = ∑ 𝑥
𝑛!
𝑛=0
𝑓 ′′(0) 2 𝑓 ′′′ (0) 3
= 𝑓 (0) + 𝑓 ′ (0)𝑥 + 𝑥 + 𝑥 +⋯
2! 3!
Example:
1. Obtain the first positive five terms of the Maclaurin series for (a) 𝑒 𝑥 (b) 𝑒 −𝑥 .
2. Find the first 5 non-zero terms of the Maclaurin series for sin x.
3. Find the first 5 non-zero terms of the Maclaurin series for cos x.

Algebraic operations may be applied to power series in the same way that they are applied to
polynomials: by adding/ subtracting term by term, by multiplying and grouping terms, by division and
subtraction.

Example:
𝑒𝑥
1. Find the first five terms of the Maclaurin series for 1−𝑥.
2. Find the first five terms of the Maclaurin series for 𝑒 𝑥 (1 + 𝑥).

2. Taylor Series Expansion

-introduced by Brook Taylor, an English mathematician.

General Formula:
∞
𝑓 (𝑛) (𝑎)
𝑓 (𝑥 ) = ∑ (𝑥 − 𝑎 ) 𝑛
𝑛!
𝑛=0
𝑓 ′′(𝑎) 𝑓 ′′′(𝑥 − 𝑎)
= 𝑓(𝑎) + 𝑓 ′ (𝑎)(𝑥 − 𝑎) + (𝑥 − 𝑎 ) 2 + (𝑥 − 𝑎 ) 3 + ⋯
2! 3!

Example:

1. Find the Taylor series for 𝑓(𝑥) = 𝑒 −𝑥 about 𝑥 = −4.

𝜋
2. Expand the function sin x in powers of (𝑥 − 6 ) in eight terms.
3. Find the Taylor series in 5 terms.
𝜋
1) cos 𝜋𝑥 𝑎 = 3
2) 𝑥𝑒 𝑥 𝑎 = 1
4. Find the Taylor series for
a. 𝑓(𝑥 ) = 𝑥 3 − 10𝑥 2 + 6 about 𝑥 = 3.
1
b. 𝑓(𝑥 ) = 𝑥 about 𝑥 = −1
1
c. 𝑓(𝑥 ) = 𝑥2 about 𝑥 = −1

15 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
 Solving Differential Equations using Power series
This method involves representation of the given functions (𝑦, 𝑦 ′ , 𝑦", … ) by the power series in
power of x.

Steps:

1. Substitute the function as follows:

𝑦 = 𝐶0 + 𝐶1 𝑥 + 𝐶2 𝑥 2 + 𝐶3 𝑥 3 + 𝐶4 𝑥 4 + 𝐶5 𝑥 5 + ⋯
𝑦′ = 𝐶1 + 2𝐶2 𝑥 + 3𝐶3 𝑥 2 + 4𝐶4 𝑥 3 + 5𝐶5 𝑥 4 + ⋯
𝑦′′ = 2𝐶2 + 6𝐶3 𝑥 + 12𝐶4 𝑥 2 + 20𝐶5 𝑥 3 + ⋯
2. Combine like powers.
3. Equate each power to zero.
4. Solve for the arbitrary constants leaving and only.
5. Rearrange and simplify whenever possible.

Example:

1. Solve 𝑦 ′′ − 𝑦 = 0 up to the fifth power.

2. Solve 𝑦 ′′ + 9𝑦 = 0 up to the fifth power.
3. Solve 𝑦 ′′ − 4𝑥𝑦 = 0 up to the fifth power.

EXERCISES:

1. Find the Maclaurin series of the following functions:

a) 𝑠𝑖𝑛 2𝑧 2
𝑧+2
b) 2
1−𝑧
c) 𝑠𝑖𝑛2 𝑧
2. Find the Taylor series for
a) 𝑓(𝑥) = 4 about 𝑥 = 𝑖
𝜋
b) 𝑓(𝑥) = cos 𝑥 about 𝑥 =
2
c) 𝑓(𝑥) = ln 𝑥 about 𝑥 = 3
3. Solve the differentual equation up to fifth power.
a) 𝑦 ′ − 𝑦 = 0
b) 𝑦 ′′ − 2𝑥𝑦 ′ + 𝑦 = 0

REFERENCE: Advanced Engineering Mathematics by Erwin Kreyzeig 10 th edition

Advanced Engineering Mathematics by Peter O’neil, 7 th edition, 2012 Cengage Learning Asia Pte Ltd.

16 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
MODULE 4: FOURIER SERIES

OBJECTIVES:

After completing this module you will be able to

 Learn how to express periodic functions, identify them as even, odd or neither, and calculate their
period.
 Compute the Fourier series of periodic functions.

INTRODUCTION:

Fourier Series

- an infinite series that represents periodic functions in terms of cosines and sines expressed in the form
𝑓 (𝑥 ) = 𝑎0 + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + ⋯ + 𝑏1 sin 𝑥 + 𝑏2 sin 2𝑥 + ⋯
∞ ∞

𝒇(𝒙) = 𝒂𝒐 + ∑ 𝒂𝒏 𝐜𝐨𝐬 𝐧𝐱 + ∑ 𝐛𝐧 𝐬𝐢𝐧 𝐧𝐱

𝒏=𝟏 𝐧=𝟏

where: 𝑎0, 𝑎1 , 𝑏1 , 𝑎2 , 𝑏2 , … are constant (Fourier coefficient).

- A series in which a function may be expressed in used to many engineering problems such as periodic
function, in heat condition, digital signal processing, electrodynamic and acoustic.
- More universal than Taylor series, because many discontinuities can be developed in Fourier series, but
do not have Taylor series representation.
- Named after French mathematician Jean-Baptiste Joseph Fourier.
Solving the Fourier Coefficient:

Solving for 𝒂𝟎 :
𝑎+2𝜋 𝑎+2𝜋 ∞ ∞

∫ 𝑓(𝑥) 𝑑𝑥 = ∫ (𝑎𝑜 + ∑ 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥 + ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑛𝑥 ) 𝑑𝑥

𝑎 𝑎 𝑛=1 𝑛=1
𝑎+2𝜋 𝑎+2𝜋 ∞ 𝑎+2𝜋 ∞

= ∫ 𝑎𝑜 𝑑𝑥 + ∫ ∑ 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥 + ∫ ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑛𝑥 𝑑𝑥

𝑎 𝑎 𝑛=1 𝑎 𝑛=1

𝑎 + 2𝜋 𝑎𝑛 𝑎 + 2𝜋 𝑏𝑛 𝑎 + 2𝜋
= 𝑎𝑜 𝑥 | + 𝑠𝑖𝑛 𝑛𝑥 | + 𝑐𝑜𝑠 𝑛𝑥 |
𝑎 𝑛 𝑎 𝑛 𝑎
𝑎𝑛 𝑏𝑛
= 𝑎𝑜 (𝑎 + 2𝜋 − 𝑎) + [𝑠𝑖𝑛 𝑛(𝑎 + 2𝜋) − 𝑠𝑖𝑛 𝑛𝑎] + [𝑐𝑜𝑠 𝑛(𝑎 + 2𝜋) − 𝑐𝑜𝑠 𝑛𝑎]
𝑛 𝑛
𝑎𝑛
= 𝑎𝑜 (2𝜋) + [𝑠𝑖𝑛 (𝑛𝑎) 𝑐𝑜𝑠(2𝑛𝜋) + 𝑐𝑜𝑠(𝑛𝑎) 𝑠𝑖𝑛(2𝑛𝜋) − 𝑠𝑖𝑛(𝑛𝑎)]
𝑛
𝑏𝑛
+ [𝑐𝑜𝑠(𝑛𝑎) 𝑐𝑜𝑠(2𝑛𝜋) − 𝑠𝑖𝑛(𝑛𝑎) 𝑠𝑖𝑛(2𝑛𝜋) − 𝑐𝑜𝑠(𝑛𝑎)]
𝑛
𝑎𝑛
= 𝑎𝑜 (2𝜋) + [𝑠𝑖𝑛(𝑛𝑎) (𝑐𝑜𝑠(2𝑛𝜋) − 1) + 𝑐𝑜𝑠(𝑛𝑎) 𝑠𝑖𝑛 2𝑛𝜋 ]
𝑛
𝑏𝑛
+ [𝑐𝑜𝑠(𝑛𝑎) (𝑐𝑜𝑠(2𝑛𝜋) − 1) − 𝑠𝑖𝑛(𝑛𝑎) 𝑠𝑖𝑛(2𝑛𝜋)]
𝑛
17 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
Note: 𝒄𝒐𝒔 𝟐𝒏𝝅 = 𝟏, for all values of n and 𝒔𝒊𝒏 𝟐𝒏𝝅 = 𝟎, for all values of n.
𝑎𝑛 𝑏
= 𝑎𝑜 (2𝜋) + [𝑠𝑖𝑛(𝑛𝑎) (1 −1) + 𝑐𝑜𝑠(𝑛𝑎) (0)] + 𝑛 [𝑐𝑜𝑠(𝑛𝑎) ( 1 − 1) − 𝑠𝑖𝑛(𝑛𝑎) (0) ]
𝑛 𝑛
𝑎+2𝜋

∫ 𝑓(𝑥 ) 𝑑𝑥 = 𝑎𝑜 (2𝜋)
𝑎
𝑎+2𝜋
1
𝑎𝑜 = ∫ 𝑓(𝑥) 𝑑𝑥
2𝜋
𝑎
Solving for 𝐚𝐧 :
𝑎+2𝜋 𝑎+2𝜋 ∞ ∞

∫ 𝑓 (𝑥 ) 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥 = ∫ (𝑎𝑜 + ∑ 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥 + ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑛𝑥 ) 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥

𝑎 𝑎 𝑛=1 𝑛=1
𝑎+2𝜋 𝑎+2𝜋 ∞ 𝑎+2𝜋 ∞

= ∫ 𝑎𝑜 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥 + ∫ ∑ 𝑎𝑛 𝑐𝑜𝑠 2 𝑛𝑥 𝑑𝑥 + ∫ ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑛𝑥 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥

𝑎 𝑎 𝑛=1 𝑎 𝑛=1
𝑎+2𝜋 𝑎+2𝜋 𝑎+2𝜋
1
= ∫ 𝑎𝑜 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥 + ∫ 𝑎𝑛 [ (1 + 𝑐𝑜𝑠 2𝑛𝑥 )] 𝑑𝑥 + ∫ 𝑏𝑛 𝑠𝑖𝑛 𝑛𝑥 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥
2
𝑎 𝑎 𝑎

𝑎𝑜 𝑎 + 2𝜋 1 1 𝑎 + 2𝜋 𝑏𝑛 𝑎 + 2𝜋
= 𝑐𝑜𝑠 𝑛𝑥 | + 𝑎𝑛 [ (𝑥 + 𝑠𝑖𝑛 2𝑛𝑥)] | + 𝑠𝑖𝑛2 𝑛𝑥 |
𝑛 𝑎 2 2𝑛 𝑎 2𝑛 𝑎
1 1 1 1 𝑏𝑛
= 0 + 𝑎𝑛 [ {𝑎 + 2𝜋 + 𝑠𝑖𝑛 2𝑛(𝑎 + 2𝜋) } − {𝑎 + 𝑠𝑖𝑛 2𝑛𝑎}] + [𝑠𝑖𝑛2 {𝑛(𝑎 + 2𝜋)} − 𝑠𝑖𝑛2 𝑛𝑎]
2 2𝑛 2 2𝑛 2𝑛
1
= 𝑎𝑛 [𝜋 + {(𝑠𝑖𝑛 2𝑛𝑎)(𝑐𝑜𝑠 4𝑛𝜋 − 1) − 𝑐𝑜𝑠 2𝑛𝑎 𝑠𝑖𝑛 4𝑛𝜋 }]
4𝑛
𝑏𝑛
+ [(𝑠𝑖𝑛 𝑛𝑎 𝑐𝑜𝑠 2𝑛𝜋 + 𝑐𝑜𝑠 𝑛𝑎 𝑠𝑖𝑛 2𝑛𝜋)2 − 𝑠𝑖𝑛2 𝑛𝑎 ]
𝑛
Note: 𝐜𝐨𝐬 𝟒𝐧𝛑 = 𝟏, for all values of n and 𝐬𝐢𝐧 𝟒𝐧𝛑 = 𝟎, for all values of n
1 𝑏
= 0 + 𝑎𝑛 [𝜋 + {(𝑠𝑖𝑛 2𝑛𝑎)(1 −1) − (𝑐𝑜𝑠 2𝑛𝑎)(0)}] + 𝑛 [((𝑠𝑖𝑛 𝑛𝑎)(1) + (𝑐𝑜𝑠 𝑛𝑎)(0))2 − 𝑠𝑖𝑛2 𝑛𝑎 ]
4𝑛 𝑛
= 0 + 𝑎𝑛 [𝜋 + 0] + 0
𝑎+2𝜋

∫ 𝑓(𝑥 ) 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥 = 𝑎𝑛 (𝜋)

𝑎

𝒂+𝟐𝝅
𝟏
𝒂𝒏 = ∫ 𝒇(𝒙) 𝒄𝒐𝒔 𝒏𝒙 𝒅𝒙
𝝅
𝒂

18 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
 Solving for 𝐛𝐧 :
𝑎+2𝜋 𝑎+2𝜋 ∞ ∞

∫ 𝑓 (𝑥 ) 𝑠𝑖𝑛 𝑛𝑥 𝑑𝑥 = ∫ (𝑎𝑜 + ∑ 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥 + ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑛𝑥 ) 𝑠𝑖𝑛 𝑛𝑥 𝑑𝑥

𝑎 𝑎 𝑛=1 𝑛=1
𝑎+2𝜋 𝑎+2𝜋 ∞ 𝑎+2𝜋 ∞

= ∫ 𝑎𝑜 𝑠𝑖𝑛 𝑛𝑥 𝑑𝑥 + ∫ ∑ 𝑎𝑛 𝑠𝑖𝑛 𝑛𝑥 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥 + ∫ ∑ 𝑏𝑛 𝑠𝑖𝑛2 𝑛𝑥 𝑑𝑥

𝑎 𝑎 𝑛=1 𝑎 𝑛=1
𝑎+2𝜋 𝑎+2𝜋 𝑎+2𝜋
1
= ∫ 𝑎𝑜 𝑠𝑖𝑛 𝑛𝑥 𝑑𝑥 + ∫ 𝑎𝑛 𝑠𝑖𝑛 𝑛𝑥 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥 + ∫ 𝑏𝑛 [ (1 − 𝑐𝑜𝑠 2𝑛𝑥 )] 𝑑𝑥
2
𝑎 𝑎 𝑎

𝑎𝑜 𝑎 + 2𝜋 𝑎 + 2𝜋 1 1 𝑎 + 2𝜋
= 𝑠𝑖𝑛 𝑛𝑥 | + 𝑎𝑛 𝑠𝑖𝑛2 𝑛𝑥 | + 𝑏𝑛 [ (𝑥 − 𝑠𝑖𝑛 2𝑛𝑥)] |
𝑛 𝑎 𝑎 2 2𝑛 𝑎
1 1 1 1
= 0 + 𝑎𝑛 [(0)] + 𝑏𝑛 [ {𝑎 + 2𝜋 − 𝑠𝑖𝑛 2𝑛(𝑎 + 2𝜋) } − {𝑎 − 𝑠𝑖𝑛 2𝑛𝑎}]
2 2𝑛 2 2𝑛
1
= 𝑏𝑛 [𝜋 − {(𝑠𝑖𝑛 2𝑛𝑎)(𝑐𝑜𝑠 4𝑛𝜋 − 1) + 𝑐𝑜𝑠 2𝑛𝑎 𝑠𝑖𝑛 4𝑛𝜋 }]
4𝑛
1
= 𝑏𝑛 [𝜋 − {(𝑠𝑖𝑛 2𝑛𝑎)(1 −1) + (𝑐𝑜𝑠 2𝑛𝑎 )(0)}]
4𝑛
= 𝑏𝑛 [𝜋 − 0]
𝑎+2𝜋

∫ 𝑓 (𝑥 ) 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥 = 𝑏𝑛 (𝜋)
𝑎

𝒂+𝟐𝝅
𝟏
𝒃𝒏 = ∫ 𝒇(𝒙) 𝒔𝒊𝒏 𝒏𝒙 𝒅𝒙
𝝅
𝒂

Euler’s Formula

-developed by Leonhard Euler, this formula includes the values for Fourier coefficient.
𝒂+𝟐𝝅
𝟏
𝒂𝒐 = ∫ 𝒇(𝒙) 𝒅𝒙
𝟐𝝅
𝒂
∞ 𝒂+𝟐𝝅
𝟏
∑ 𝒂𝒏 = ∫ 𝒇(𝒙) 𝒄𝒐𝒔 𝒏𝒙 𝒅𝒙
𝝅
𝒏=𝟏 𝒂
∞ 𝒂+𝟐𝝅
𝟏
∑ 𝒃𝒏 = ∫ 𝒇(𝒙) 𝒔𝒊𝒏 𝒏𝒙 𝒅𝒙
𝝅
𝒏=𝟏 𝒂

19 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
Example.

1. Find the Fourier series representation of the periodic function below

𝑘, 0 < 𝑥 < 𝜋
𝑓 (𝑥 ) = {
−𝑘, −𝜋 < 𝑥 < 0

2. Find the Fourier series of the given 𝑓(𝑥), which is assumed to have the period 2𝜋.

3. Obtain the Fourier series for 𝑓 (𝑥 ) = 𝑒 𝑥 in the interval 0 < 𝑥 < 2𝜋.

FUNCTIONS OF ANY PERIOD (𝝆 = 𝟐𝑳)

∞ ∞
𝒏𝝅𝒙 𝒏𝝅𝒙
𝒇(𝒙) = 𝒂𝒐 + ∑ 𝒂𝒏 𝐜𝐨𝐬 + ∑ 𝐛𝐧 𝐬𝐢𝐧
𝑳 𝑳
𝒏=𝟏 𝐧=𝟏
𝑳
𝟏
𝒂𝒐 = ∫ 𝒇(𝒙) 𝒅𝒙
𝟐𝑳
−𝑳
𝑳
𝟏 𝒏𝝅𝒙
𝒂𝒏 = ∫ 𝒇(𝒙) 𝒄𝒐𝒔 𝒅𝒙
𝑳 𝑳
−𝑳
𝑳
𝟏 𝒏𝝅𝒙
𝒃𝒏 = ∫ 𝒇(𝒙) 𝒔𝒊𝒏 𝒅𝒙
𝑳 𝑳
−𝑳
Example:

Find the Fourier series representation of the function below:

0, −2 < 𝑥 < 1
1. 𝑓 (𝑥 ) = {𝑘, −1 < 𝑥 < 1 𝜌 = 2𝐿 = 4
0, 1 < 𝑥 < 2
1 1
2. 𝑓 (𝑥 ) = cos 𝜋𝑥 (− 2 < 𝑥 < 2) 𝜌=1
3. Find the Fourier series of the function below:

20 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
Simplification of Even and Odd Function:

If 𝑓(𝑥) is an even function, that is 𝑓 (−𝑥 ) = 𝑓(𝑥) (see figure), its Fourier series reduces to a Fourier cosine
series.
∞
𝒏𝝅𝒙
𝒇(𝒙) = 𝒂𝒐 + ∑ 𝒂𝒏 𝐜𝐨𝐬
𝑳
𝒏=𝟏
with coefficients
𝑳
𝟏
𝒂𝒐 = ∫ 𝒇(𝒙) 𝒅𝒙
𝑳
𝟎
𝑳
𝟐 𝒏𝝅𝒙
𝒂𝒏 = ∫ 𝒇(𝒙) 𝒄𝒐𝒔 𝒅𝒙
𝑳 𝑳
𝟎
(note: integration from 0 to L only!)

If 𝑓(𝑥) is an odd function, that is 𝒇(−𝒙) = −𝒇(−𝒙) (see figure), its Fourier series reduces to a Fourier sine
series
∞
𝒏𝝅𝒙
𝒇(𝒙) = ∑ 𝒃𝒏 𝐬𝐢𝐧
𝑳
𝒏=𝟏
with coefficients
𝑳
𝟐 𝒏𝝅𝒙
𝒃𝒏 = ∫ 𝒇(𝒙) 𝒔𝒊𝒏 𝒅𝒙
𝑳 𝑳
𝟎

(note: integration from 0 to L only!)

Sum and Scalar Multiple

The Fourier coefficients of a sum 𝒇𝟏 (𝒙) + 𝒇𝟐 (𝒙) are the sums of the corresponding Fourier coefficients of
𝒇𝟏 (𝒙) and 𝒇𝟐 (𝒙).

The Fourier coefficients of a sum of 𝒄𝒇(𝒙) are c times the corresponding Fourier coefficients of 𝒇(𝒙).

Example.
1. Find the Fourier series of the function
𝒇(𝒙) = 𝒙 + 𝝅 𝒊𝒇 − 𝝅 < 𝒙 < 𝝅 and
𝒇(𝒙 + 𝟐𝝅) = 𝒇(𝒙)

21 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
EXERCISES:
Find the Fourier Series of the given function 𝑓(𝑥), which is assumed to have the period 2𝜋. Show the
details of your works.

1. 𝑓 (𝑥 ) = 𝑥 2 (−𝜋 < 𝑥 < 𝜋)

2. 𝑓 (𝑥 ) = |𝑥 | (−𝜋 < 𝑥 < 𝜋)
𝑥 𝑖𝑓 − 𝜋 < 𝑥 < 0
3. 𝑓 (𝑥 ) = {
𝜋 − 𝑥 𝑖𝑓 0 < 𝑥 < 𝜋
4. 𝑓 𝑥 = 𝑥 2 (0 < 𝑥 < 2𝜋)
( )

5.

6.

7.

8.

REFERENCE: Advanced Engineering Mathematics by Erwin Kreyzeig 10 th edition

Advanced Engineering Mathematics by Peter O’neil, 7 th edition, 2012 Cengage Learning Asia Pte Ltd.

22 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
MODULE 5: FOURIER INTEGRAL

OBJECTIVES:
After completing this module you will be able to
 Solve fourier integral
 Calculate cosine and sine integral.

INTRODUCTION:
FOURIER INTEGRAL – use for problems that are non-periodic.

Representation of Fourier Integral

∞

𝒇(𝒙) = ∫ [𝑨(𝒘)𝒄𝒐𝒔 𝒘𝒙 + 𝑩(𝒘)𝒔𝒊𝒏 𝒘𝒙]𝒅𝒘

𝟎
Where
∞
1
𝐴(𝑤) = ∫ 𝑓(𝑣) cos 𝑤𝑣 𝑑𝑣
𝜋
−∞
∞
1
𝐵 (𝑤 ) = ∫ 𝑓(𝑣) sin 𝑤𝑣 𝑑𝑣
𝜋
−∞
Example. Find the Fourier integral representation of the function
1 if |𝑥 | < 1
𝑓 (𝑥 ) = {
0 if |𝑥 | > 1
Fourier Cosine Integral
If the function has a Fourier integral representation and is even, then 𝐵(𝑤) = 0. The Fourier integral
reduces to a Fourier cosine integral.
∞

𝒇(𝒙) = ∫ 𝑨(𝒘)𝒄𝒐𝒔 𝒘𝒙𝒅𝒘

𝟎
where
∞
2
𝐴(𝑤) = ∫ 𝑓(𝑣) cos 𝑤𝑣 𝑑𝑣
𝜋
0
Fourier Sine Integral
If the function has a Fourier integral representation and is even, then 𝐵(𝑤) = 0. The Fourier integral
reduces to a Fourier cosine integral.
∞

𝒇(𝒙) = ∫ 𝑩(𝒘)𝒔𝒊𝒏 𝒘𝒙𝒅𝒘

𝟎
where
∞
2
𝐵(𝑤) = ∫ 𝑓(𝑣) sin 𝑤𝑣 𝑑𝑣
𝜋
0

Example: Find the Fourier Cosine and Fourier Sine Integral representation of the function below:
1 if 0 < 𝑥 < 1
1. 𝑓 (𝑥 ) = {
0 if x > 1
22 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
 𝑥 if 0 < 𝑥 < 𝑎
2. 𝑓(𝑥 ) = {
0 if x > a

EXERCISES:
Find the Fourier Cosine and Fourier Sine Integral representation of the function below:
5 if 0 < 𝑥 < 1
1. 𝑓 (𝑥 ) = {
0 if x > 1
𝑥 if 0 < 𝑥 < 5
2. 𝑓(𝑥 ) = {
0 if x > 5

REFERENCE: Advanced Engineering Mathematics by Erwin Kreyzeig 10 th edition

Advanced Engineering Mathematics by Peter O’neil, 7 th edition, 2012 Cengage Learning Asia Pte Ltd.

23 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
MODULE 6: NUMERICAL METHODS

OBJECTIVES:
After completing this module you will be able to
 Make the students familiarise with the ways of solving complicated mathematical problems
numerically.
 Help you become familiar with MATLAB and other convenient numerical software such as
Microsoft Excel and with simple programming.
 Obtain numerical solutions to problems of mathematics.
 Describe and understand the several errors and approximation in numerical methods.
 Explaining and understand of the several available methods to Solve the simultaneous equations.
INTRODUCTION:
Numerical Methods – methods for solving problems in terms of numbers or corresponding graphical
representation. It is used to solve problems on computers or calculators by numeric calculation, resulting
in a table of numbers and/or graphical representation.

Typical numeric methods are iterative in nature and, for a well-chosen problem and a good starting value,
will frequently converged to a desired answer.

Round off Rule

Discard the (k+1)th and all the subsequent decimals.

(a) if the number thus discarded is less than a half a unit in kth place, leave the kth decimal
unchanged (“rounding down”).
(b) if it is greater than a half a unit in the kth place, add one to the kth decimal.
(c) If it is exactly half a unit in the kth place, round off to the nearest even decimal.

Example:
Round the number 1.23454621 to (a) 2 decimals, (b) 3 decimals, (c) 4 decimals, (d) 5 decimals,
and (e) 6 decimals.

Error of Numeric Result:

Round off Error – error result from rounding.
Experimental Error – errors of given data (probably arising from measurements)
Truncation Error – resut from truncating (prematurely breaking off)

Error Definition:
True error: Et = true value − approximation value
true error
True fractional relative error = true value
True percent relative error (𝝐𝒕 )
Et
ϵt = × 100%
true value
true value − approximation value
ϵt = × 100%
true value
Approximate percent relative error (𝝐𝒂 )
current approximation − previous approximation
𝛜𝐚 = × 100%
current approximation

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 If 𝛜𝐚 , 𝐄𝐭 < 𝟎 , the approximation is greater than the true value (or the previous approximation is
greater than the current approximation).
If 𝛜𝐚 , 𝐄𝐭 > 𝟎 , the approximation is less than the true value (or the previous approximation is less
than the current approximation).

Example
Suppose that you have the task of measuring the lengths of a bridge and a rivet and come up with
9999 and 9 cm, respectively. If the true values are 10,000 and 10 cm, respectively, compute (a) the
true error and (b) the true percent relative error for each case.

Roots of the Equation:

1. Bracketing Method
 Graphical Method
 Bisection Method
 False-Position Method

2. Open Method
 Fixed-Point Method
 Newton-Raphson’s Method
 Secant Method

Roots of the Algebraic and Transcendental Equation

Bracketing Method – as the name implies, these guesses must be “bracket” , or be on either side, of the
root. Said to be convergent because they move closer to the truth value.

A. Graphical Method – A simple method for obtaining an estimate of the root of the equation f (x) = 0 is
to make a plot of the function and observe where it crosses the x axis. This point, which represents the x
value for which f (x) = 0, provides a rough approximation of the root.

Figure 1. Illustration of a number of general ways that a root may occur in an interval prescribed by a
lower bound 𝑥𝑙 and an upper bound 𝑥𝑢 . Parts (a) and (c) indicate that if both 𝑓 (𝑥𝑙 ) and 𝑓(𝑥𝑢 ) have the
same sign, either there will be no roots or there will be an even number of roots within the interval. Parts
(b) and (d) indicate that if the function has different signs at the end points, there will be an odd number
of roots in the interval.

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Figure 2. Illustration of some exceptions to the general cases
depicted in Fig. 1.
(a) Multiple root that occurs when the function is tangential to the
x axis. For this case, although the end points are of opposite signs,
there are an even number of axis intersections for the interval. (b)
Discontinuous function where end points of opposite sign bracket
an even number of roots. Special strategies are required for
determining the roots for these cases.

Example:
Using graphical method, find the approximate root of the following equations:
1. 𝑦 = 𝑥 2 − 4𝑥 − 3
2. 𝑦 = 𝑒 −𝑥 − 𝑥

B. Bisection Method – alternatively called binary chopping, interval

halving, or Bolzano’s method, is one type of incremental search method in
which the interval is always divided in half. If a function changes sign over
an interval, the function value at the midpoint is evaluated.

Algorithm for Bisection Method:

Step 1: Choose lower 𝑥𝑙 and upper 𝑥𝑢 guesses for the root such that the function changes sign over the
interval. This can be checked by ensuring that 𝑓 (𝑥𝑙 )𝑓 (𝑥𝑢 ) < 0.
𝑥 +𝑥
Step 2: An estimate of the root 𝑥𝑟 is determined by 𝑥𝑟 = 𝑙 2 𝑢 .
Step 3: Make the following evaluations to determine in which subinterval the root lies:
(a) If 𝐟(𝐱 𝐥 )𝐟(𝐱𝐫) < 𝟎, the root lies in the lower subinterval. Therefore, set 𝐱 𝐮 = 𝐱 𝐫 and return to step 2.
(b) If 𝐟(𝐱 𝐥 )𝐟(𝐱 𝐫) > 𝟎, the root lies in the upper subinterval. Therefore, set 𝐱 𝐥 = 𝐱 𝐫 and return to step 2.
(c) If 𝐟(𝐱 𝐥 )𝐟(𝐱 𝐫) = 𝟎, the root equals xr ; terminate the computation.
Step4: Calculate a new set of the estimate root until | 𝛜𝐚 | < 𝛜𝐬, |𝒇(𝒙𝒓 )| < 𝛜𝐬 ( 𝛜𝐬 = stopping criterion)
or |𝒇(𝒙𝒓 )| < 𝜷 (𝜷 = Absolute difference of two most recents etimate𝑠) or 𝐧 = 𝐈𝐓𝐄𝐑 (prescribed
number of iteration is reached).

Example:
Find the root of the function 𝑓 (𝑥 ) = 𝑒 −𝑥 − 𝑥 that lies between 𝑥𝑙 = 0 and 𝑥𝑢 = 1
a. using 8 iteration
b. until the estimated error 𝛜𝐚 falls below a level of 𝛜𝐬 = 𝟎. 𝟎𝟐%.

iterations 𝒙𝒍 𝒙𝒖 𝒙𝒓 𝒇 (𝒙 𝒍 ) 𝒇 (𝒙 𝒓 ) sign 𝛜𝐚

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C. False Position Method – also called the linear interpolation method.

Basic Assumption: Based on a graphical insight, comparing 𝑓 (𝑥𝑙 ) and 𝑓 (𝑥𝑢 ), the root is expected to be
closer to the smaller function value. instead of locating 𝑥𝑟 at the midpoint of the interval (bisection
method), a straight line between two evaluation points of the funcion is drawn. The location of 𝑥𝑟 (false
position) is where the line crosses the x-axis.
From similarity of the triangles
−𝑓 (𝑥𝑙 ) 𝑥𝑢 − 𝑥𝑟 𝑓 (𝑥𝑢 )(𝑥𝑢 − 𝑥𝑙 )
= ⟹ 𝑥𝑟 = 𝑥𝑢 −
𝑓 (𝑥𝑟 ) 𝑥𝑟 − 𝑥𝑙 𝑓 (𝑥𝑢 ) − 𝑓 (𝑥𝑙 )
False position formula

𝑥𝑙 𝑓 (𝑥𝑢 ) − 𝑥𝑢 𝑓(𝑥𝑙 )
⟹ 𝑥𝑟 =
𝑓(𝑥𝑢 ) − 𝑓 (𝑥𝑙 )
The fact that the replacement of the curve by a straight line gives a “false position” of the root is the origin
of the name, method of false position, or in Latin, regula falsi.

Algorithm for False Position Method:

Step 1: Choose lower 𝑥𝑙 and upper 𝑥𝑢 guesses for the root such that the function changes sign over the
interval. This can be checked by ensuring that 𝑓 (𝑥𝑙 )𝑓 (𝑥𝑢 ) < 0.

Step 2: An estimate of the root 𝑥𝑟 is determined using false position formula.

Step 3: Make the following evaluations to determine in which subinterval the root lies:
(a) If 𝐟(𝐱 𝐥 )𝐟(𝐱𝐫) < 𝟎, the root lies in the lower subinterval. Therefore, set 𝐱 𝐮 = 𝐱 𝐫 and return to
step 2.
(b) If 𝐟(𝐱 𝐥 )𝐟(𝐱 𝐫) > 𝟎, the root lies in the upper subinterval. Therefore, set 𝐱 𝐥 = 𝐱 𝐫 and return to
step 2.
(c) If 𝐟(𝐱 𝐥 )𝐟(𝐱 𝐫) = 𝟎, the root equals xr ; terminate the computation.

Step4: Calculate a new set of the estimate root until | 𝛜𝐚 | < 𝛜𝐬, |𝒇(𝒙𝒓 )| < 𝛜𝐬 ( 𝛜𝐬 = stopping criterion)
or |𝒇(𝒙𝒓 )| < 𝜷 (𝜷 = Absolute difference of two most recents etimate𝑠) or 𝐧 = 𝐈𝐓𝐄𝐑 (prescribed
number of iteration is reached).

Example:
Find the root of the function 𝑓 (𝑥 ) = 𝑒 −𝑥 − 𝑥 that lies between 𝑥𝑙 = 0 and 𝑥𝑢 = 1
a. using 8 iteration
b. until the estimated error 𝛜𝐚 falls below a level of 𝛜𝐬 = 𝟎. 𝟎𝟐%.

27 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
II. Open Method

-based on formulas that require only a single starting value of x or two starting values that do not
necessarily bracket the root .are proned to divergence(move-away from the root during the computation.
However, when open methods converge, the do it much faster than bracketing methods

Figure 4.Graphical depiction of the fundamental difference between the (a) bracketing and (b) and(c)
open methods for root location.

In (a), which is the bisection method, the root is constrained within the interval prescribed by xl and
xu. In contrast, for the open method depicted in (b) and (c), a formula is used to project from xi to xi+1
in an iterative fashion. Thus, the method can either (b) diverge or (c) converge rapidly, depending on
the value of the initial guess.

A. Simple Fixed Point Iteration

- or, as it is also called, one-point iteration or successive substitution. Transformation is done by algebraic
manipulation or by simply adding x to both sides of the original equation. Formula are developed by
arranging the function 𝑓 (𝑥 ) = 0 so that x is on the left hand side of the equation: 𝑥 = 𝑔(𝑥); 𝑥𝑖+1 = 𝑔(𝑥𝑖 ).

As with other iterative method, the error can be defined as

𝑥𝑖+1 − 𝑥𝑖
ϵ𝑎 = | | × 100%
𝑥𝑖+1
Example:
1. Use simple fixed point to locate the root of the following equation 𝑓 (𝑥 ) = 𝑒 −𝑥 − 𝑥 to 𝛜𝐬 = 1.5%. Use
an initial guess of (a) 𝑥0 = 0 and (b) 𝑥0 = 1.5

2. Use simple fixed point iteration to locate the root of 𝑓(𝑥 ) = 2𝑠𝑖𝑛√𝑥 − 𝑥. Use an initial guess of 𝑥0 =
0.5 and iterate until 𝛜𝐚 = 0.001%.

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B. Newton- Raphson’s Method – another iteration method for solving 𝑓 (𝑥 ) = 0, where 𝑓 is assumed to
have a continuous derivative 𝑓′. The method is commonly used because of its simplicity and great speed.

Figure 5 Graphical depiction of the Newton-Raphson method. A tangent to the function of xi [that is,
f’(xi)] is extrapolated down to the x axis to provide an estimate of the root at xi+1.

Algorithm for Newton-Raphson:

1. Choose a starting value 𝑥𝑖 .
2. Compute 𝑓(𝑥𝑖 ), 𝑓′(𝑥𝑖 )
𝑓(𝑥𝑖 )
3. Compute 𝑥𝑟 ; 𝑥𝑟 = 𝑥𝑖+1 = 𝑥𝑖 − . (Newton-Raphson Formula)
𝑓′(𝑥𝑖 )
4.Calculate a new set of the estimate root until | 𝛜𝐚 | < 𝛜𝐬 , |𝒇(𝒙𝒓 )| < 𝛜𝐬 ( 𝛜𝐬 = stopping criterion) or
|𝒇(𝒙𝒓 )| < 𝜷 (𝜷 = Absolute difference of two most recents etimate𝑠) or 𝐧 = 𝐈𝐓𝐄𝐑 (prescribed
number of iteration is reached).
5. Set 𝑥𝑖 = 𝑥𝑟 and return to step 2.

Example:
1. Find the lowest positive root of 𝑓(𝑥 ) = 𝑒 −𝑥 − 𝑥 with 𝑥𝑖 = 0 such that |𝑓 (𝑥𝑟 )| < 1𝐸 − 6.
2. Find the positive root of 𝑓 (𝑥 ) = 𝑥 2 𝑒 −𝑥 − 1 − 𝑥 with 𝑥𝑖 = 0 such that |𝑓(𝑥𝑟 )| < 1𝐸 − 5.

C. Secant Method
Evaluation of the derivative in Newton-Raphson method may not be always be straightforward.
Derivative can be approximated by the (backward) finite difference formula
𝒇(𝒙𝒊−𝟏 ) − 𝒇(𝒙𝒊 )
𝒇 ′ (𝒙 𝒊 ) ≅
𝒙𝒊−𝟏 − 𝒙𝒊
Secant method is very similar to Newton-Raphson method (an estimate of
the root is predicted by extrapolating a tangent function to the x-axis) but the
method uses a difference rather than a derivative.
Replacing the derivative in Newton- Raphson’s Formula by the finite
difference formula yields:
𝒇(𝒙𝒊 )(𝒙𝒊−𝒙𝒊−𝟏)
𝒙𝒊+𝟏 = 𝒙𝒊 −
𝒇(𝒙𝒊 ) − 𝒇(𝒙𝒊−𝟏 )
Note that two initial guesses are introduced (𝑥𝑖−1 and 𝑥𝑖 ). However they do not have to bracket to root.
Algorithm for Secant Method:
1. Choose a starting value 𝑥𝑖 (𝑜𝑟 𝑥𝑢 ) and 𝑥𝑖−1 (𝑜𝑟 𝑥𝑙 )
𝒇(𝒙 )(𝒙𝒊−𝒙𝒊−𝟏 )
2. Compute 𝑥𝑟 ; 𝑥𝑟 = 𝑥𝑖+1 = 𝒙𝒊+𝟏 = 𝒙𝒊 − 𝒇(𝒙𝒊 )−𝒇(𝒙 )
𝒊 𝒊−𝟏

29 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
 3. Calculate a new set of the estimate root until | 𝛜𝐚 | < 𝛜𝐬 , |𝒇(𝒙𝒓 )| < 𝛜𝐬 ( 𝛜𝐬 = stopping criterion) or
|𝒇(𝒙𝒓 )| < 𝜷 (𝜷 = Absolute difference of two most recents etimate𝑠) or 𝐧 = 𝐈𝐓𝐄𝐑 (prescribed
number of iteration is reached).
4. Set 𝑥𝑙 = 𝑥𝑢 , 𝑥𝑢 = 𝑥𝑟 and return to step 2.

Example:
Find the estimated root of 𝑓 (𝑥 ) = 𝑒 −𝑥 − 𝑥 with 𝑥𝑖−1 = 0 and 𝑥𝑖 = 1 such that |𝑓(𝑥𝑟 )| < 1𝐸 − 6 .

EXERCISES:
1. (a) Determine the roots of 𝑓 (𝑥) = −13 − 20𝑥 + 19𝑥 2 − 3𝑥 3 graphically. In addition, determine
the first root of the function with(b) bisection, and (c) false position. For (b) and (c) use initial guesses of
𝑥𝑙 = −1 and 𝑥𝑢 = 0, and a stopping criterion of 1%.

2. Water is flowing in a trapezoidal channel at a rate of 𝑄 = 20 𝑚3 /𝑠. The critical depth y for such a
channel must satisfy the equation
𝑄2
0 = 1 − 3𝐵
𝑔𝐴𝑐
where 𝑔 = 9.81 𝑚/𝑠 2 , Ac = the cross-sectional area (𝑚2 ), and 𝐵 =the width of the channel at the
surface (m). For this case, the width and the cross-sectional area can be related to depth y by
𝑦2
𝐵 = 3 + 𝑦 and 𝐴𝑐 = 3𝑦 + 2
Solve for the critical depth using (a) the graphical method, (b) bisection, and (c) false position. For (b) and
(c) use initial guesses of xl = 0.5 and xu = 2.5, and iterate until the approximate error falls below 1% or
the number of iterations exceeds 10. Discuss your results.

3. Determine the highest real root of f (x) = 2x3 − 11.7x2 + 17.7x − 5

(a) Graphically.
(b) Fixed-point iteration method (three iterations, 𝑥0 = 3). Note: Make certain that you develop
a solution that converges on the root.
(c) Newton-Raphson method (three iterations, 𝑥0 = 3).
(d) Secant method (three iterations, 𝑥−1 = 3, 𝑥0 = 4).
4. You are designing a spherical tank (figure below) to hold waterfor a small village in a developing
country. The volume of liquid it can hold can be computed as
[3𝑅 − ℎ]
𝑉 = 𝜋ℎ2
3
where V = volume (𝑚3 ), h = depth of water in tank (m), and
R = the tank radius (m).

If R = 3 m, what depth must the tank be filled to so that it holds

30 𝑚3 ? Use three iterations of the Newton-Raphson method
to determine your answer. Determine the approximate relative
error after each iteration. Note that an initial guess of R will
always converge.

REFERENCE: Advanced Engineering Mathematics by Erwin Kreyzeig 10 th edition

Advanced Engineering Mathematics by Peter O’neil, 7 th edition, 2012 Cengage Learning Asia Pte Ltd.
Numerical Methods for Engineers by Chapra and Canale 6th edition
Numerical Methods; Jonathan Cabero and Donata Acula; Anvil Publishing Inc.2012

30 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
MODULE 7: LINEAR ALGEBRAIC EQUATIONS USING MATRICES
OBJECTIVES:
After completing this module you will be able to
 Solve simultaneous linear equation using Gauss Jordan and Gauss Elimination.
 Solve a set of equations using the Gauss-Seidel and Gauss-Jacobi method and recognize the
advantages and pitfalls of the Gauss-Seidel method
 Determine the simultaneous solution using factorization method (Doolittle, Crout and Cholesky)

INTRODUCTION:
LINEAR ALGEBRAIC EQUATIONS USING MATRICES
MATRIX

A matrix consists of a rectangular array of elements represented by a single symbol. As depicted in figure
below, [A] is the shorthand notation for the matrix and designates an individual element of the
matrix.

A horizontal set of elements is called a row and a vertical set is called a column. The first subscript m
always designates the number of the row in which the element lies. The second subscript n designates the
column. For example, element is in row 1 and column 2. The matrix in figure below has m rows and
n columns and is said to have a dimension of m by n (or ). It is referred to as an m by n matrix.

Matrices with row dimension are called row vectors, denoted by special open-topped brackets

Matrices with column dimension n = 1 are referred to as column vectors, denoted by special brackets,
.

Special Type of Square Matrices

There are a number of special forms of square matrices that are important and should be noted:
A symmetric matrix is one where for all i’s and j’s. For example,

is a 3 by 3 symmetric matrix.

A diagonal matrix is a square matrix where all elements off the main diagonal are equal to zero, as in

31 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I
Note that where large blocks of elements are zero, they are left blank.

An identity matrix is a diagonal matrix where all elements on the main diagonal are equal to 1, as in

The symbol [I ] is used to denote the identity matrix. The identity matrix has properties similar to unity.
An upper triangular matrix is one where all the elements below
the main diagonal are zero, as in

A lower triangular matrix is one where all elements above the main diagonal are zero, as in

A banded matrix has all elements equal to zero, with the exception of a band centered on the main
diagonal:

The above matrix has a bandwidth of 3 and is given a special name—the tridiagonal matrix.

Matrix Form of Linear Algebraic Equation

Simultaneous linear algebraic equation can be represented as

where:

It can be represented in matrix form as

where:

The following matrix is called the augmented matrix of the system:

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Example:
Write the given linear system in Augmented Matrix form:

Elementary Row Operations for Matrices

1. Interchange of two rows.
2. Addition of constant multiplier of one row to another.
3. Multiplication of a row by a non-zero constant.

1. Gauss Elimination Method

-uses elementary row operations in solving system
-the final matrix will always have an upper triangular matrix.
Two phases: Forward elimination and Back substitution
Forward elimination

Back Substitution

Note: The primes indicate the number of times that the coefficients and constants have been modified.
Example:
1. 2.

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2. Gauss-Jordan Method
-basically an extension of the Gauss Elimination Method.
-its goal is to reduce the system to a diagonal form (identity matrix) where back substitution or forward
substitution are no longer needed.

Note: The superscript means that the elements of the right-hand side matrix have been modified n
times (for this case

Example:
1.

2.

Linear System: Solution by Iteration:

1. Gauss-Jacobi – method of simultaneous correction
2. Gauss- Seidel – method of successive correction.

Condition in using Iterative Method:

For 3 unknowns;

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Example:
Solve the linear system using Gauss-Jacobi and Gauss Seidel using 6 significant digits and 5 iterations.

LU Decomposition Methods
-separate the time-consuming elimination of matrix [A] from the manipulations of the right hand side
. Thus, once has been “decomposed”, multiple right-hand side vector can be evaluated in an efficient
manner.

1. Doolittle’s Method –uses the idea of the LU- factorization of A where L have main diagonal .
Steps:
1. Create linear equation in matrix form (A, x & b) where A is the coefficient matrix, x is unknown matrix
and b is the constants.
2. Let , L is the lower triangular matrix and U is the upper triangular matrix. Diagonal entries of L
are equal to one (1). Solve for L and U.

where: n = number of equation

3. Let and solve for y.
4. Solve for the unknown values by letting

Example: Solve the system using Doolittle’s Method

1.

2.

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2. Crout’s Method –decomposition in which diagonal elements of U have a unit value.

Steps:
1. Create linear equation in matrix form (A, x & b) where A is the coefficient matrix, x is unknown matrix
and b is the constants.

2. Let 𝑨 = 𝑳𝑼 , L is the lower triangular matrix and U is the upper triangular matrix. Diagonal entries of
U are equal to one (1). Solve for L and U.

where: n = number of equation

3. Let and solve for y.

4. Solve for the unknown values by letting

Example:
Solve the previous problems using Crout’s method.

3. Cholesky’s Method

The Cholesky’s Method unlike the Doolittle and the Crout’s method does not have any condition for the
main diagonal entries. The matrix should be symmetric, positive definite matrix.
If A is symmetric but not positive definite, this method could still be applied, but then leads to a complex
matrix L, so that the method becomes impractical.

Steps:
1. Create matrices, A, x, & B.
2. Let , where L is the lower triangular matrix.
is the transposed matrix of L.

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 where: n = number of equation
3. Let and solve for y.
4. Solve for the unknown values by letting

Example:
Solve the system using the Cholesky’s method

EXERCISES:

1. Given the equations

Solve using (a) Gauss Jordan and (b) Gauss Elimination

2. Perform Crouts and Dolittle’s Decomposition

REFERENCE: Advanced Engineering Mathematics by Erwin Kreyzeig 10 th edition

Advanced Engineering Mathematics by Peter O’neil, 7 th edition, 2012 Cengage Learning Asia Pte Ltd.
Numerical Methods for Engineers by Chapra and Canale 6th edition
Numerical Methods; Jonathan Cabero and Donata Acula; Anvil Publishing Inc.2012

37 | E C M 0 2 - A d v a n c e d E n g g M a t h e m a t i c s . R M I