Academic Year: 2023-2024

Unit I
1. First order and First-degree Ordinary Differential Equations:

1.1 Formation of Ordinary Differential Equation

1.2 Concept of general and particular solutions

1.3 Initial value problems
1.4 Solutions of first order and first degree differential equations: Linear, Bernoulli,
Exact and non-exact differential equations

1.1 Formation of Ordinary differential equation

Examples

1. Form the differential equation for a relation 𝑦 = 𝐴𝑥 + 𝐵 , where A and B are arbitrary
constants.

2. Form the differential equation satisfied by 𝑥 2 + 𝑦 2 = 𝑐, where 𝑐 is an arbitrary constant.

3. Form the differential equation of the simple harmonic motion given by

𝑥 = 𝛽 sin(𝜔𝑡 + 𝛼), where 𝛼 and 𝛽 are an arbitrary constants and 𝜔 is fixed constant.

4. Form the differential equation satisfied by 𝑦 = 𝐴𝑒 𝛼𝑥 + 𝐵𝑒 𝛽𝑥 , where 𝐴 and 𝐵 are arbitrary

constants, 𝛼 and 𝛽 are some fixed real numbers.

5. Find the differential equation of the family of circles whose center is (𝑎, 0) and radius is 𝑎.

1.2 Concept of general and particular solutions

Examples

1. Show that sin 𝑦 + cos 𝑥 = 2 is a particular solution of the differential equation

𝑑𝑦 sin 𝑥
= cos 𝑦.
𝑑𝑥

2. Show that 𝑦 = 𝐴𝑒 −3𝑥 + 𝐵𝑒 −2𝑥 is a general solution of the differential equation

𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0, where 𝐴 and 𝐵 are arbitrary constants.
3. Show that 𝑥 2 + 𝑦 2 = 4 is a particular solution of the differential equation
𝑑𝑦 𝑥
= − 𝑦.
𝑑𝑥

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1.3 Initial value problems

1.4 Solutions of first order and first degree differential equations

Following are the methods to find solution of 1st ordinary differential equation.

1.4.1 Linear differential equation or Leibnitz’s differential equation

1.4.2 Bernoulli’s differential equation
1.4.3 Exact and non-exact differential equation

Examples

Ex. Solve the following differential equations:

1. 𝑑𝑦
+ 2𝑥𝑦 = 2𝑒 −𝑥
2
𝑑𝑥

2. 𝑑𝑦 𝜋
+ 2𝑦 tan 𝑥 = sin 𝑥 , 𝑦 ( 3 ) = 0.
𝑑𝑥

3. (1 + 𝑦 2 )𝑑𝑥 = (tan−1 𝑦 − 𝑥)𝑑𝑦.

4. 𝑑𝑟 + (2𝑟 cot 𝜃 − sin 2𝜃)𝑑𝜃 = 0.

5. 𝑑𝑦
− (1 + 3𝑥 −1 )𝑦 = 𝑥 + 2, 𝑦(1) = 𝑒 − 1.
𝑑𝑥

6. 𝑑𝑥
−𝑦 =
1 𝑒 3𝑥
.
𝑑𝑦 𝑦3

7. 𝑑𝑦 𝑦 𝑦
+ 𝑥 log 𝑦 = 𝑥 2 (log 𝑦)2.
𝑑𝑥

8. 𝑑𝑦
cos 𝑦 𝑑𝑥 + 𝑥 sin 𝑦 = 2𝑥.

9. (2𝑥𝑦)𝑑𝑥 + (1 + 𝑥 2 )𝑑𝑦 = 0.

10. (𝑦 2 𝑒 𝑥𝑦 2 + 4𝑥 3 )𝑑𝑥 + (2𝑥𝑦 𝑒 𝑥𝑦 2 − 3𝑦 2 )𝑑𝑦 = 0.

11. (𝑥𝑦 − 2𝑦 2 )𝑑𝑥 − (𝑥 2 − 3𝑥𝑦)𝑑𝑦 = 0.

12. (𝑥 2 𝑦 − 2𝑥𝑦 2 )𝑑𝑥 − (𝑥 3 − 3𝑥 2 𝑦)𝑑𝑦 = 0.

13. (1 + 2𝑥𝑦)𝑦𝑑𝑥 + (1 − 𝑥𝑦)𝑥𝑑𝑦 = 0.

14. (𝑥𝑦 sin 𝑥𝑦 + cos 𝑥𝑦)𝑦𝑑𝑥 + (𝑥𝑦 sin 𝑥𝑦 − cos 𝑥𝑦)𝑥𝑑𝑦 = 0.

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15. (2𝑥 log 𝑥 − 𝑥𝑦)𝑑𝑦 + 2𝑦𝑑𝑥 = 0.

16. (𝑥 sec 2 𝑦 − 𝑥 2 cos 𝑦)𝑑𝑦 = (tan 𝑦 − 3𝑥 4 )𝑑𝑥.

17. (𝑥𝑦 3 + 𝑦)𝑑𝑥 + 2(𝑥 + 𝑥 2 𝑦 2 + 𝑦 4 )𝑑𝑦 = 0.

18. (𝑦 4 + 2𝑦)𝑑𝑥 + (𝑥𝑦 3 + 2𝑦 4 − 4𝑥)𝑑𝑦 = 0.

Applications:

1 The potential difference E across an element of inductance L is equal to the

product of L and the time rate of change of current I in the inductor. Form the
differential equation.
𝒅𝒊
Ans: 𝑳 𝒅𝒕 = 𝑬
2 A particle moves along the x- axis such that its velocity is inversely proportional to
time. Form the differential equation.
𝒅𝒙 𝒌
Ans: 𝒅𝒕 = 𝒕
3 𝑑𝑖
The current 𝑖(𝑡) flowing in an R-L circuit is governed by the equation 𝐿 𝑑𝑡 + 𝑅𝑖 =
𝐸0 𝑠𝑖𝑛(𝜔𝑡), where 𝑅 is the constant resistance , 𝐿 is the constant inductance and
𝐸0 𝑠𝑖𝑛(𝜔𝑡) is the voltage at time 𝑡, 𝐸0 and 𝜔 being constants.Find the current at any
time 𝑡 assuming that initially it is zero.
Ans:
𝑹𝒕
𝑬 𝝎𝑳𝑬
𝒊(𝒕) = 𝑹𝟐 +𝒘𝟎𝟐 𝑳𝟐 [𝑹 𝐬𝐢𝐧(𝝎𝒕) − 𝝎𝑳 𝒄𝒐𝒔(𝝎𝒕)] + 𝑹𝟐 +𝒘𝟐𝟎𝑳𝟐 𝒆− 𝑳
4 Let F be the constant force generated by the motor of an automobile of mass M, and
𝑑𝑉
its velocity be given by 𝑀 𝑑𝑡 = 𝐹 − 𝑘𝑉, where 𝑘 is a constant. Find V in terms of
t given that 𝑉 = 0 at 𝑡 = 0.
𝒌𝒕
𝑭
Ans: 𝑽 = 𝒌 (𝟏 − 𝒆− 𝑴 )

5 A chain coiled up near the edge of a smooth table begins to fall over the edge. When
a length 𝑥 of the chain has fallen ,the equation of th motion is given by
𝑑
(𝑚 𝑥 𝑣) = 𝑚𝑥𝑔
𝑑𝑡
where m is the mass of the chain per unit length , 𝑣 is the speed , 𝑔 is the
acceleration due to gravity and 𝑡 is the time. Find the speed 𝑣 at time 𝑡 depending
on the length 𝑥.
𝟐𝒈
Ans: 𝒗 = √ 𝟑 𝒙

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Unit II
2. Higher Order Ordinary Linear Differential Equations

2.1 General Solution of Higher Order Ordinary Linear Differential Equations with
Constant coefficients
2.2 Methods for finding particular integrals viz. variation of parameters and
undetermined coefficients
2.3 Linear Differential Equation of higher order with variable coefficients: Legendre’s
Equations (Special case: Cauchy-Euler equation)
2.4 System of simultaneous first order linear differential equations

2.1 General Solution of Higher Order Ordinary Linear Differential Equations with
Constant coefficients

Examples

1. Solve: 𝑦" + 𝑦′ − 2𝑦 = 0 with 𝑦(0) = 1, 𝑦 ′ (0) = −1.

2. Solve: 𝑦" − 6𝑦′ + 9𝑦 = 0.

3. 𝑑4 𝑦 𝑑2 𝑦
Solve: 𝑑𝑥 4 + 32 𝑑𝑥 2 + 256𝑦 = 0.

4. Solve: 𝑦" + 4𝑦′ + 5𝑦 = 0.

5. Solve: 𝑦 ′′′ − 2𝑦′′ + 4𝑦′ − 8𝑦 = 0.

6. 𝑑4 𝑦 𝑑2 𝑦
Solve: 𝑑𝑥 4 + 𝑑𝑥 2 = 0 with 𝑦(0) = 𝑦 ′ (0) = 𝑦 ′′ (0) = 0, 𝑦 ′′′ (0) = 1.

7. 𝑑7 𝑦 𝑑5 𝑦 𝑑3 𝑦
Solve 𝑑𝑥 7 + 18 𝑑𝑥 5 + 81 𝑑𝑥 3 = 0. (H.W.)

2.2 Methods for finding particular integrals viz. variation of parameters and
undetermined coefficients
Examples

1. Check whether the following sets are linearly independent or dependent or not:
(i) {𝑥, 𝑥 + 5}
(ii) {sin 𝑥 , cos 𝑥}
(iii) {1, 𝑥, 𝑥 2 }

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(iv) {0, 2𝑥, 3𝑥 2 }

2. 𝑑2 𝑦
Apply the method of variation of parameters to solve 𝑑𝑥 2 + 𝑦 = 𝑐𝑜𝑠𝑒𝑐 𝑥.

3. 𝑑2 𝑦
Solve 𝑑𝑥 2 + 4𝑦 = tan 2𝑥 using the method of variation of parameters.

4. Solve 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑒 −𝑥 log 𝑥 using the method of variation of parameters.

5. Solve 𝑦 ′′ − 2𝑦 ′ + 5𝑦 = 5𝑥 3 − 6𝑥 2 + 6𝑥 using the method of undetermined

coefficients.
6. Solve 𝑦 ′′ − 2𝑦 = 𝑒 𝑥 sin 𝑥 using the method of undetermined coefficients.

7. Solve 𝐷2 𝑦 − 4𝑦 = 𝑒 −2𝑥 − 2𝑥 using the method of undetermined coefficients.

8. Solve 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 𝑒 −2𝑥 + 𝑥𝑒 −2𝑥 using the method of undetermined

coefficients.
9. Using the method of undetermined coefficients find the solution of 𝑦 ′′ + 3𝑦 ′ =
28 cosh 4𝑥. (H.W.)

2.3 Linear Differential Equation of higher order with variable coefficients:

Legendre’s Equations (Special case: Cauchy-Euler equation)

Examples

Ex. Solve the following differential equations:

1. (2𝑥 + 3)2
𝑑2 𝑦 𝑑𝑦
− 2(2𝑥 + 3) 𝑑𝑥 − 12𝑦 = 12𝑥.
𝑑𝑥 2

2. (𝑥 + 1)2
𝑑2 𝑦 𝑑𝑦
+ (𝑥 + 1) 𝑑𝑥 + 𝑦 = 4 cos log(𝑥 + 1).
𝑑𝑥 2

3. 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ − 4𝑦 = 𝑥 2 + log 𝑥. (H.W.)

4. (𝑥 2 𝐷2 − 3𝑥𝐷 + 4)𝑦 = 𝑥 2 .

2.4 System of simultaneous first order linear differential equations

Examples

1. Solve :
𝑑𝑥 𝑑𝑦
+ 𝑦 = sin 𝑡 , 𝑑𝑡 + 𝑥 = cos 𝑡.
𝑑𝑡

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2. Solve :
𝑑𝑥 𝑑𝑦
+ 5𝑥 + 𝑦 = 𝑒 𝑡 , 𝑑𝑡 + 𝑥 + 5𝑦 = 𝑒 5𝑡 .
𝑑𝑡

Unit III
3. Partial Differential Equations and Applications:
3.1 Formation of Partial Differential Equation
3.2 Lagrange’s Linear Differential Equations
3.3 Special types of Nonlinear First Order Partial Differential Equation

Examples

Derive a partial differential equation (by eliminating arbitrary constants) from the
following equations:
1. 𝑧 = 𝑎(𝑥 + 𝑦) + 𝑏
Ans. 𝑝 = 𝑞
2. 𝑧 = 𝑎𝑥 + 𝑎2 𝑦 2 + 𝑏
Ans. 𝑞 = 2𝑝2 𝑦
3. 2𝑧 = (𝑎𝑥 + 𝑦)2 + 𝑏 (H.W.)
Ans. 𝑞 2 = 𝑝𝑥 + 𝑞𝑦
4. 𝑥 2 + 𝑦 2 + (𝑧 − 𝑐)2 = 𝑎2 (H.W.)
Ans. 𝑥𝑞 − 𝑦𝑞 = 0
Derive a partial differential equation (by eliminating arbitrary functions) from the
following relations:
1. 𝑧 = 𝑓 (𝑥 )
𝑦

Ans. 𝑥𝑝 + 𝑦𝑞 = 0
2. 𝑧 = 𝑥 𝑓(𝑦) + 𝑦 𝑔(𝑥) (H.W.)
Ans. 𝑥𝑦𝑠 = 𝑥𝑝 + 𝑞𝑦 − 𝑧
3. 𝑧 = 𝑥𝑓(𝑥 + 𝑡) + 𝑔(𝑥 + 𝑡)
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Ans. 𝜕𝑥 2 − 2 𝜕𝑥𝜕𝑡 + 𝜕𝑡 2 = 0

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4. 𝑥𝑦𝑧 = 𝑓(𝑥 + 𝑦 + 𝑧)
Ans. 𝑥(𝑦 − 𝑧)𝑝 + 𝑦(𝑧 − 𝑥)𝑞 = 𝑧(𝑥 − 𝑦)
5. 𝑥
𝑓 (𝑧 2 − 𝑥𝑦, 𝑧 ) = 0 (H.W.)

Ans. 𝑥 2 𝑝 + (2𝑧 2 − 𝑥𝑦)𝑞 = 𝑥𝑧

6. 𝑓(𝑥𝑦 + 𝑧 2 , 𝑥 + 𝑦 + 𝑧) = 0 (H.W.)
Ans. (𝑥 − 2𝑧) 𝑝 + (2𝑧 − 𝑦) 𝑞 = (𝑦 − 𝑥)

Lagrange’s Equation:
Solve the following Lagrange’s equation:
1. 𝑥 2 𝑝 + 𝑦 2 𝑞 = (𝑥 + 𝑦)𝑧
𝑥−𝑦 𝑥𝑦
Ans. 𝑓 ( 𝑥𝑦 , )=0
𝑧

2. 𝑦2𝑧
𝑝 + 𝑥𝑧𝑞 = 𝑦 2
𝑥

Ans. 𝑓(𝑥 3 − 𝑦 3 , 𝑥 2 − 𝑧 2 ) = 0
3. 𝑦 2 𝑝 − 𝑥𝑦𝑞 = 𝑥(𝑧 − 2𝑦)
Ans. 𝑓(𝑥 2 + 𝑦 2 , 𝑦𝑧 − 𝑦 2 ) = 0
4. (𝑦 2 + 𝑧 2 )𝑝 − 𝑥𝑦𝑞 − 𝑥𝑧 = 0 (H.W.)
Ans. 𝑓(𝑦𝑧, 𝑥 2 + 𝑦 2 − 𝑧 2 ) = 0
5. (𝑚𝑧 − 𝑛𝑦)𝑝 + (𝑛𝑥 − 𝑙𝑧)𝑞 = (𝑙𝑦 − 𝑚𝑥)
Ans. 𝑓(𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧, 𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0

Case-1: Equations involving only p and q, that is, 𝑓(𝑝, 𝑞) = 0

Solve the following Partial differential equations:
1. 𝑝𝑞 = 1
1
Ans. 𝑧 = 𝑎𝑥 + 𝑎 𝑦 + 𝑐, where 𝑎 and 𝑐 are arbitrary constants

2. 𝑝𝑞 + 𝑝 + 𝑞 = 0
𝑎
Ans. 𝑧 = 𝑎𝑥 − 𝑎+1 𝑦 + 𝑐, where 𝑎 and 𝑐 are arbitrary constants

3. √𝑝 + √𝑞 = 1 (H.W.)
2
Ans. 𝑧 = 𝑎𝑥 + (1 − √𝑎) 𝑦 + 𝑐, where 𝑎 and 𝑐 are arbitrary constants

4. 𝑝2 + 𝑞 2 = 𝑛𝑝𝑞, where 𝑛 is fixed number.

𝑎
Ans. 𝑧 = 𝑎𝑥 + 2 (𝑛 ± √𝑛2 − 4)𝑦 + 𝑐, where 𝑎 and 𝑐 are arbitrary constants

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5. 𝑞 = 𝑒 −𝑝/𝛼 , where 𝛼 is fixed constant. (H.W.)

𝑎
Ans. 𝑧 = 𝑎𝑥 + 𝑒 −𝛼 𝑦 + 𝑐, where 𝑎 and 𝑐 are arbitrary constants

Case 2: Equations not involving the Independent variables, that is, 𝑓(𝑧, 𝑝, 𝑞) = 0
Solve the following Partial differential equations:
1. 𝑧 = 𝑝2 + 𝑞 2
Ans. ( 𝑥 + 𝑎𝑦 + 𝑏)2 = 4(1 + 𝑎2 ) 𝑧, where 𝑎 and 𝑏 are arbitrary constants
2. 𝑝𝑞 = 𝑧 2
1
± (𝑥+𝑎𝑦)
Ans. 𝑧 = 𝑏𝑒 √𝑎 , where 𝑎 and 𝑏 are arbitrary constants
3. 𝑝(1 + 𝑞) = 𝑞𝑧 (H.W.)
1
Ans. 𝑧 = 𝑎 (1 + 𝑏𝑒 𝑥+𝑎𝑦 ), where 𝑎 and 𝑏 are arbitrary constants

4. 𝑝2 𝑧 2 + 𝑞 2 = 1
Ans. 𝑧√𝑧 2 + 𝑎2 + 𝑎2 log(𝑧 + √𝑧 2 + 𝑎2 ) = ±2(𝑥 + 𝑎𝑦 + 𝑏), where 𝑎 and 𝑏
are arbitrary constants. (H.W.)
5. 𝑧 2 (𝑝2 + 𝑞 2 + 1) = 𝑎2 , where 𝑎 is fixed constant. (H.W.)
Ans. (1 + 𝑏 2 )(𝑎2 − 𝑧 2 ) = (𝑥 + 𝑏𝑦 + 𝑐)2 , where 𝑏 and 𝑐 are arbitrary
constants

Case 3: Separable Equations, that is, 𝑓(𝑥, 𝑝) = 𝑔(𝑦, 𝑞)

Solve the following Partial differential equations:
1. 𝑝2 + 𝑞 2 = 𝑥 + 𝑦
3 3
2 2
Ans. 𝑧 = ± 3 (𝑎 + 𝑥)2 ± 3 (𝑦 − 𝑎)2 + 𝑏, where 𝑎 and 𝑏 are arbitrary

constants

2. 𝑦𝑝 = 2𝑦𝑥 + log 𝑞
1
Ans. 𝑧 = 𝑎𝑥 + 𝑥 2 + 𝑎 𝑒 𝑎𝑦 + 𝑏, where 𝑎 and 𝑏 are arbitrary constants

3. 𝑝2 𝑦 (1 + 𝑥 2 ) = 𝑞𝑥 2
1
𝑎2 𝑦 2
Ans. 𝑧 = ± 𝑎 (1 + 𝑥 2 )2 + + 𝑏, where 𝑎 and 𝑏 are arbitrary constants
2

4. 𝑥(1 + 𝑦)𝑝 = 𝑦(1 + 𝑥)𝑞 (H.W.)

Ans. 𝑧 = 𝑎(log(𝑥𝑦) + 𝑥 + 𝑦) + 𝑏, where 𝑎 and 𝑏 are arbitrary constants

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Case-4: Clairaut’s Equation, that is, 𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑓(𝑝, 𝑞)

Solve the following Partial differential equations:
1. 𝑧 = 𝑝𝑥 + 𝑞𝑦 + √1 + 𝑝2 + 𝑞 2

Ans. 𝑧 = 𝑎𝑥 + 𝑏𝑦 + √1 + 𝑎2 + 𝑏 2 , where 𝑎 and 𝑏 are arbitrary constants

𝑧 𝑥 𝑦
2. = 𝑞 + 𝑝 + √𝑝𝑞
𝑝𝑞
3
Ans. 𝑧 = 𝑎𝑥 + 𝑏𝑦 + (𝑎𝑏)2 , where 𝑎 and 𝑏 are arbitrary constants
3. 𝑧 = 𝑝𝑥 + 𝑞𝑦 + log(𝑝𝑞) (H.W.)
Ans. 𝑧 = 𝑎𝑥 + 𝑏𝑦 + log(𝑎𝑏), where 𝑎 and 𝑏 are arbitrary constants
4. (1 − 𝑥)𝑝 + (2 − 𝑦)𝑞 = (3 − 𝑧)
Ans. 𝑧 = 𝑎𝑥 + 𝑏𝑦 − 𝑎 − 2𝑏 + 3, where 𝑎 and 𝑏 are arbitrary constants

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Unit IV
4 Matrix Algebra II
4.1 Revision of matrices and determinant.
4.2 Eigenvalues and Eigenvectors of matrices
4.3 Eigenvalues and Eigenvector of special matrices
4.4 Cayley-Hamilton’s Theorem and its applications.
4.5 Crout’s method of LU decomposition

4.2 Eigenvalues and Eigenvectors of matrices

4.3 Eigenvalues and Eigenvector of special matrices

Examples

1. Find eigenvalues and corresponding eigenvectors of the matrix 𝐴 = [

5 3
].
1 3

2. Find eigenvalues and corresponding eigenvectors of the matrix 𝐴 = [

1 −2
].
−5 4

3. 4 2 −2
Find eigenvalues and corresponding eigenvectors of [−5 3 2 ].
−2 4 1

1 −6 −4
4.
Find eigenvalues and corresponding eigenvectors of [0 4 2].
0 −6 −3
0 1 0
5.
Find eigenvalues and corresponding eigenvectors of [0 0 1]. (H.W.)
1 −3 3

2 0 1
6.
Find eigenvalues and corresponding eigenvectors of [0 3 0].
1 0 2

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3 2 3
7.
If 𝐴 = [0 6 10], then find the eigenvalues of
0 0 2
(𝑖) 𝐴 (𝑖𝑖) 𝐴𝑇 (𝑖𝑖𝑖) 𝐴3 (𝑖𝑣) 3𝐴 (𝑣) 𝐴−1 .

3 2 3
8.
Find eigenvalues and eigenvectors of the matrix 𝐴 = [0 6 10]. (H.W.)
0 0 2

4.4 Cayley-Hamilton’s Theorem and its applications

Examples
1. If 𝐴 = [
1 2
], then find 𝐴2 , 𝐴3 , 𝐴−1 , 𝐴−2 using the Cayley-Hamilton theorem.
3 4

2. Verify Cayley-Hamilton theorem for the matrix 𝐴 = [

1 2
] and hence find 𝐴−1 and 𝐴8 .
2 −1

(H.W.)

3. If 𝐴 = [
1 2
], then prove that
−1 3
𝐴5 − 𝐴4 + 3𝐴3 − 5𝐴2 + 2𝐴 − 3𝐼2 = 32𝐴 − 103𝐼2 .

1 2 −2
4.
Verify Cayley-Hamilton theorem for the matrix 𝐴 = [−1 3 0 ] and hence find 𝐴−1 .
0 −2 1
1 2 3
5.
Find the characteristic equation of a matrix 𝐴 = [−1 3 1] and hence express
1 0 2
𝐴9 − 6𝐴8 + 10𝐴7 − 3𝐴6 + 𝐴 + 𝐼3 as a linear polynomial in 𝐴 and find its value.

4.5 Crout’s method of LU decomposition

Examples
1. 2 3 1
Factorize the matrix 𝐴 = [1 2 3] into the 𝐿𝑈 form.
3 1 2

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2. 1 1 3
Find the 𝐿𝑈 decomposition of the matrix 𝐵 = [1 5 1]. (H.W)
3 1 1

3. Using Crout’s LU decomposition (or factorization method), solve the following system of
linear equations:

2𝑥 + 𝑦 + 4𝑧 = 12; 8𝑥 − 3𝑦 + 2𝑧 = 20; 4𝑥 + 11𝑦 − 𝑧 = 33.

4. Solve the following system of linear equations using LU decomposition method.

4𝑥 + 3𝑦 + 2𝑧 = 16; 2𝑥 + 3𝑦 + 4𝑧 = 20; 𝑥 + 2𝑦 + 𝑧 = 8. (H.W.)

Unit V
5. Improper and Multiple Integrals:
5.1 Introduction to Improper integrals
5.2 Definitions and properties of Gamma, Beta and Error functions
5.3 Evaluation of double integrals
5.4 Change of order of double integration, Transformation to polar coordinates,
Applications of double integrals: Area
5.5 Evaluation of triple integrals, Transformation cylindrical coordinates, Applications
of triple integrals: Volume

5.3 Evaluation of double integrals

Examples

1. 2 3
Verify Fubini’s theorem for ∫1 ∫2 7𝑥𝑦 2 𝑑𝑥 𝑑𝑦.

2. 2 𝑦
Evaluate∫0 ∫0 𝑒 𝑥+𝑦 𝑑𝐴.

3. 1 𝑥2
Evaluate∫0 ∫0 𝑥𝑦 2 𝑑𝐴.

1 √𝑥
4. Evaluate∫0 ∫𝑥 (𝑥 2 + 𝑦 2 ) 𝑑𝑥𝑑𝑦. H.W.

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5. Evaluate ∬𝑅 𝑦 2 𝑑𝐴, where 𝑅 is the region bounded by the curves 𝑦 2 = 𝑥 and 𝑦 = 𝑥 3 .

6. Evaluate ∬𝑅(𝑥 + 𝑦) 𝑑𝑦𝑑𝑥, where 𝑅 is the region bounded by the curves

𝑥 = 2; 𝑦 = 𝑥; 𝑦 = 𝑥 + 2 and 𝑥 = 0.

7. Evaluate ∬𝑅(𝑥 + 𝑦) 𝑑𝑥𝑑𝑦, where 𝑅 is the region bounded by the curves

𝑥 = 2; 𝑦 = 𝑥; 𝑦 = 𝑥 + 2 and 𝑥 = 0.

8. Evaluate ∬𝑅 √𝑥𝑦 − 𝑦 2 𝑑𝐴, where 𝑅 is the region bounded by a triangle with vertices at
(0, 0), (10, 1) and (1, 1).

5.4 Change of order of double integration, Transformation to polar coordinates,

Applications of double integrals: Area

Examples
𝑎 𝑎 𝑥
1. Change the order of integration in ∫0 ∫𝑦 𝑑𝑥 𝑑𝑦 and hence evaluate it.
𝑥 2 +𝑦 2

2. 1 𝑒 1
Evaluate ∫0 ∫𝑒 𝑥 log 𝑦 𝑑𝑦 𝑑𝑥 by changing the order of integration.

3. 1 √1−𝑦 2
Change the order of integration in ∫0 ∫−√1−𝑦 2 𝑦 𝑑𝑥 𝑑𝑦 and hence evaluate it.

𝜋 𝑎 sin 𝜃
4. Evaluate ∫0 ∫0 𝑟 𝑑𝑟𝑑𝜃.

5. Evaluate ∬𝑅 𝑟 3 𝑑𝑟𝑑𝜃; where 𝑅 is the region bounded between the curves

𝑟 = 2 cos 𝜃 and 𝑟 = 4 cos 𝜃.

6. Evaluate ∬𝑅 𝑟 sin 𝜃 𝑑𝑟𝑑𝜃; where 𝑅 is the region bounded by the cardioid

𝑟 = 𝑎(1 + cos 𝜃) above the initial line 𝜃 = 0.

7. Evaluate ∬𝑅 𝑟 sin 𝜃 𝑑𝑟𝑑𝜃; where 𝑅 is the region bounded by the cardioid

𝑟 = 𝑎(1 + cos 𝜃) above the initial line 𝜃 = 0 in the first quadrant. H.W.

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8. Evaluate ∬𝑅 𝑟 2 sin 𝜃 𝑑𝑟𝑑𝜃; where 𝑅 is the region bounded by the semicircle

𝑟 = 2𝑎 cos 𝜃 above the initial line 𝜃 = 0.

9. Evaluate ∬𝑅 𝑥 2 + 𝑦 2 𝑑𝐴; where 𝑅 is the annular region between the curves 𝑥 2 + 𝑦 2 = 1

and 𝑥 2 + 𝑦 2 = 5 by changing into polar coordinates.

10. 2 √2𝑥−𝑥 2 𝑥
Find ∫0 ∫0 𝑑𝐴 by changing into polar coordinates.
√𝑥 2 +𝑦 2

11. Find the area between the parabolas 𝑦 2 = 4𝑎𝑥 and 𝑥 2 = 4𝑎𝑦.

12. Find the area of the region enclosed by the cardioid 𝑟 = 1 + sin 𝜃.

5.5 Evaluation of triple integrals, Transformation cylindrical coordinates, Applications

of triple integrals: Volume

Examples

1. 2 3 1
Evaluate ∫1 ∫2 ∫0 𝑥𝑦𝑧 𝑑𝑥𝑑𝑦𝑑𝑧.

2. 1
Evaluate ∫0 ∫0
1−𝑦
∫0
1−𝑦−𝑧
𝑧 𝑑𝑥𝑑𝑧𝑑𝑦.

3. Evaluate ∭𝑉 2𝑥 𝑑𝑉 ; where 𝑉 is the solid region under the plane

2𝑥 + 3𝑦 + 𝑧 = 6 that lies in the first octant.

4. Evaluate ∭𝑉 𝑥𝑦𝑧 𝑑𝑉 ; where 𝑉 is the solid region bounded by the positive octant of the
sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 .

5. Evaluate ∭𝑉 𝑧(𝑥 2 + 𝑦 2 ) 𝑑𝑉 ; where 𝑉 is the volume of the cylinder

𝑥 2 + 𝑦 2 = 1 intercepted by the planes 𝑧 = 2 and 𝑧 = 3.

6. Evaluate ∭𝑉 𝑥 𝑑𝑉 ; where 𝑉 is the solid region bounded by the surfaces

𝑥 = 0, 𝑥 = 2, 𝑦 = 0, 𝑧 = 0 and 𝑦 + 3𝑧 = 3.

7. Find the volume of the region bounded by the surfaces 𝑥 = 0, 𝑦 = 0, 𝑧 = 0 and

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2𝑥 − 3𝑦 + 𝑧 = 6.

8. Using cylindrical coordinates, find the volume of the sphere

𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 .

5.1 Introduction to Improper integrals

5.2 Definitions and properties of Gamma, Beta and Error functions

Examples
∞
1. 2
Evaluate ∫0 𝑎−𝑏𝑥 𝑑𝑥 (𝑎 > 1, 𝑏 > 0).

2. ∞ 𝑥𝑐
Evaluate ∫0 𝑑𝑥 (𝐶 > 1).
𝐶𝑥

3. 1 1 3
Evaluate ∫0 𝑥 4 (log 𝑥) 𝑑𝑥.

1 1 𝑛−1
4. Prove that 𝑛 > 0, Γ(𝑛) = ∫0 (log 𝑥) 𝑑𝑥.

5. Evaluate ∫0
1 𝑑𝑥
.
√1−𝑥 𝑛

𝑛
6. Evaluate ∫0 𝑥 𝑛 (𝑛 − 𝑥)𝑝 𝑑𝑥.

7. 1 1 1
Evaluate ∫0 𝑥 2 (1 − 𝑥 2 )3 𝑑𝑥. (H.W.)

8. 𝑎
Show that ∫−𝑎 𝑒 −(𝑥+𝑎) 𝑑𝑥 =
2 √𝜋
[erf(2𝑎)].
2

9. ∞
Show that ∫𝑎 𝑒 −(2𝑥−𝑎) 𝑑𝑥 =
2 √𝜋
[1 − erf(𝑎)]. (H.W.)
4

10. 2 𝑥 −𝑡
2
Prove that erf(𝑥) = 𝛼(𝑥√2), where 𝛼(𝑥) = √𝜋 ⋅ ∫0 𝑒 2 𝑑𝑡.

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Unit VI
6. Probability and Statistics
6.1 Elementary Probability: Joint and Conditional probability and Bayes theorem

6.2 Discrete Probability Distributions: Binomial and Poisson

6.3 Continuous Probability Distributions: Exponential and Normal

6.1 Elementary Probability: Joint and Conditional probability and Bayes theorem

Examples

1. A card is drawn from a well shuffled pack of cards. What is the probability that it is either
a spade or an ace?
2. The probability that a car being filled with petrol will also need an oil change is 0.30; the
probability that it needs a new oil filter is 0.40, and the probability that both the oil and
filter need changing is 0.15.
(𝑖) If the oil had to be changed, what is the probability that a new oil filter is needed?
(𝑖𝑖) If a new oil filter is needed, what is the probability that the oil has to be changed?
3. In a school, there are 1000 students, out of which 430 are girls. It is known that out of 430,
10% of the girls study in class XII. What is the probability that a student chosen randomly
studies in Class XII given that the chosen student is a girl?

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4. Let’s assume a diagnostic test has 99% accuracy and 60% of all people have Covid-19. If a
patient tests positive, what is the probability that they actually have the disease? (H.W.)

5. In a bulb company, machines 𝐴, 𝐵 and 𝐶 manufacture bulb 20%, 30% and 50% of the
total production. Out of their outputs, 3%, 2% and 4% are respectively defective bulb. A
bulb is drawn at a random from the product and is found to be defective. What is the
probability that it is manufactured by machine B?

6.2 Discrete Probability Distributions: Binomial and Poisson

Examples

1. 1
, 𝑥 = 0,1,2,3,4
A function 𝑓(𝑥) is defined as follows 𝑓(𝑥) = { 5 .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Show that it is a probability mass function.
2. 0, 𝑥<2
1
A function 𝑓(𝑥) is defined as follows 𝑓(𝑥) = {18 (2𝑥 + 3), 2 ≤ 𝑥 ≤ 4.
0, 𝑥>4
Show that it is a probability density function. (H.W.)

3. 𝑘𝑥 2 , 0 < 𝑥 < 3
Find the constant 𝑘 such that the function 𝑓(𝑥) = { is a probability
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
density function.

Examples

1. A die is thrown 6 times. If ‘getting an odd number’ is a success, what is the probability of
(𝑖) 5 successes, (𝑖𝑖) at least 5 successes (𝑖𝑖𝑖) at most 5 successes, (𝑖𝑣) at least 1
successes, and (𝑣) No successes.
2. It has been claimed that in 60% of all solar heat installations the utility bill is reduced by at
least one-third. Accordingly, what are the probabilities that the utility bill will be reduced
by at least one third in (𝑖) fourth of five installations? (𝑖𝑖) at least four of five
installations?
3. The mean and variance of a binomial distribution are 8 and 6 respectively. Find 𝑃(𝑋 ≥ 2).
(H.W.)

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4. If the probability that an individual suffers a bad reaction from a certain injection is 0.001,
determine the probability that out of 2000 individuals (𝑖) exactly 3 (𝑖𝑖) more than 2
individuals (𝑖𝑖𝑖) none (𝑖𝑣) more than one individual will suffer from a bad reaction.
5. A manufacturer, who produces medicine bottles, finds that 0.1% of the bottles are
defective. The bottles are packed in boxes containing 500 bottles. A drug manufacturer
buys 100 boxes from the producer of bottles. Using Poisson distribution, find how many
boxes will contain (𝑖) no defective bottles and (𝑖𝑖) at least 2 defective bottles.

6.3 Continuous Probability Distributions: Exponential and Normal

Examples

1. The probability density function of the length of the time that a person speaks over phone
1
1 − 𝑥
is 𝑓𝑋 (𝑥) = {6 𝑒 , 𝑥 > 0
6
. What is the probability that the person will talk for (𝑎)
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
more than 2 minutes (𝑏) less than 4 minutes (𝑐) between 2 and 4 minutes?
2. In a construction site, 4 lorries unload the materials per hour, on an average. The
4𝑒 −4𝑥 , 𝑥 > 0
probability density function is given by 𝑓𝑋 (𝑥) = { . What is the
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
probability that the time between arrivals of two successive lorries will be (𝑖) at least 40
minutes (𝑖𝑖) less than 10 minutes? (H.W.)
3. 2𝑒 −2𝑥 , 𝑥 > 0
If a random variable has probability density function 𝑓(𝑥) as 𝑓(𝑥) = { .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find the probability that it will take on a value (𝑖) greater than 0.5 (𝑖𝑖) between 1 and 3.
4. If 𝑋 is normally distributed with mean 12 and standard deviation 4, then find (𝑖)𝑃[𝑋 ≥
20], (𝑖𝑖) 𝑃[𝑋 ≤ 20], (𝑖𝑖𝑖) 𝑃[0 ≤ 𝑋 ≤ 12].
5. The weights of 4000 students are found to be normally distributed with mean of 50 𝑘𝑔
and SD of 5 𝑘𝑔. Find the probability that a student selected at random will have weight (𝑖)
less than 45 𝑘𝑔, and (𝑖𝑖) between 45 and 60 kg.
6. The lifetime of a certain kind of batteries has a mean life of 400 hours and the standard
deviation as 45 hours. Assuming the distribution of lifetime to be normal, find the
percentage of batteries with a lifetime of at least 470 hours.

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