Mathematics I

(10B11MA111)

Department of
Mathematics
JIIT, Noida
• Calculus and Analytic Geometry

• Differential Equations

• Matrices
Module No. Subtitle of the Module Topics No. of
Lectures
1. Partial differentiation Chain rule, change of variables, 6
Taylor’s series for function of two or
more variables, maxima and minima,
Jacobians.
2. Double integrals Change of order and change of 6
variables, Applications to areas and
volumes.
3. Equations to a line, plane, Equations to a line, plane, curve and 2
curve and surface surface.
4. Line and surface integrals Gradient, divergence and curl, 7
Normal and tangent to a surface.
5. Gauss and Stokes Gauss and Stokes theorems. 4
theorems.
6. Differential Equations Differential Equations with constant 4
coefficients.
7. Laplace Transform Laplace Transform, inverse Laplace 6
transform, Dirac delta and unit step
function, Solution of IVPs.
8. Matrices Algebra of matrices, Determinants, 7
Rank, Gauss elimination method,
Eigen values and vectors, Quadratic
forms.
Books
• Thomas, G.B. , Finney, R.L., Calculus and Analytical
Geometry, 9th Ed. , Addison Wesley, 1996.
• Prasad C. , (a) Mathematics for Engineers (b)
Advanced Mathematics for Engineers, Prasad
Mudralaya 1982.
• Lipshuts, Z. , Lipsom M. ,Matrices, 3rd Ed, Schaum
Series 2001.
• Simmons, G.F , Differential Equations with
Applications, 2nd Ed. Mc Graw Hill 1991.
Overall Marking Scheme
Exam % of Marks Duration of
Examination
Test 1 20 1 Hour
Test 2 20 1 Hour
End Term 35 2 Hours
Assignments, 25 Entire Semester
Tutorials, Quizzes,
Regularity in attendance

Total 100
Limit
• Definition. The limit of f(x) as x
approaches a is L

• if and only if, given   > 0, there exists  

 that 0 < |x -a| < 
> 0 such 
• implies that |f(x) - L| < 
Limits
x 8
3
f ( x) 
x2

What happens to the value of f (x) when the value of x

gets closer and closer and closer (but not necessarily
equal) to 2?

x 8
3
We write this as:

lim x 2
x2
The answer can be found graphically and analytically.
 Graphical Analysis
20
f (x) 18
16
14
12
10
8
6
4
2
5 4 3 2 21 0 1 2 3 4 5 x
4

What happens to
x 8
3
f(x) as x gets closer
lim x 2
x2 to 2?
 Analytic Techniques

Direct substitution
First substitute the value of x being
approached into the function f(x). If this is
a real number then the limit is that number.
• If the function is piecewise defined, you must perform the substitution
from both sides of x. The limit exists if both sides yield the same
value. If different values are produced, we say the limit does not exist.
 Analytic Techniques
Rewrite algebraically if direct substitution produces an
indeterminate form such as 0/0
• Factor and reduce
• Rationalize a denominator
• Simplify a complex fraction

When you rewrite you are often producing another

function that agrees with the original in all but one point.
When this happens the limits at that point are equal.
 Limits
• If the values of f(x,y) lie arbitrarily close to a fixed real
number L for all points (x,y) sufficiently close to a point
(x0,y0), we say that f approaches the limit L as (x,y)
approaches (x0,y0). lim f ( x, y )  L
( x,y )( x0 ,y0 )

(x,y).

(x0,y0).

• f(x,y) tend to limit L as x x0 and y  y0 if and only if

the limit L is independent of the path followed by the
point (x,y) as x x0 and y  y0 . lim x xo f(x, y)  L
y  yo
 Examples
3x 2  y 2  5 5
lim 
( x,y )( 0,0 ) x2  y 2  2 2

xy  4  xy  4 
lim  lim  lim 
x  x 2  2y 2 x   y 2 x 2  2 y 2 
y 2
4
2
2x  4 x 2
 lim  lim
8
 lim  0
x  x 2  8 x  x  x
x
x
 Continuity
• A function f(x,y) is said to be continuous at the point (x0,y0), if
f (x0,y0) is defined.

lim f ( x, y ) exists.
( x,y )( x0 ,y0 )

lim f ( x, y )  f ( x0 , y0 ) .
( x,y )( x0 ,y0 )
Example
 2xy
 2 , ( x, y )  ( 0,0 )
2
Show that f ( x, y )   x  y
 0, ( x, y )  ( 0,0 )


is not continuous.

lim
2xy 2mx 2
2 2  limx 0
( x ,y )( 0 ,0 )
along y  mx
x y x 2  mx 2

2m

1  m2
 Note
• If a function f(x,y) has different limits along two different
paths as (x,y) approaches (x0,y0), then lim f ( x, y )
( x,y )( x0 ,y0 )
does not exist.
 Functions of several variables

• Area of a rectangle = l*b.

• Volume V of a circular cylinder of radius r and height h

V = π r2h

• z = f(x,y), x and y are independent variables and z is a

dependent variable.
 Partial Differentiation
• Let variable z be dependent on independent variables x, y and
be given by z = f(x, y).
• The rate of change of f (or z) with respect to x (keeping y
constant) is called the Partial Derivative of f with respect to
x and is denoted by f x ( x, y ).
• The rate of change of f (or z) with respect to y (keeping x
constant) is called the Partial Derivative of f with respect to
y and is denoted by f y ( x, y ).
f ( x  x, y )  f ( x, y )
• We define f x ( x, y )  lim
x 0 x
f ( x, y  y )  f ( x, y )
f y ( x, y )  lim
y  0 y
Example: Let f ( x, y )  xy
2

f ( x  x, y )  f ( x, y )
f x ( x, y )  lim
x  0 x
( x  x ) y 2  xy 2 x 2
 lim  lim y  y2
x 0 x  x  0 x

f ( x, y  y )  f ( x, y ) x ( y  y ) 2
 xy 2

f y ( x, y )  lim  lim
y  0 y y 0 y
x[2 yy  (y ) 2 ]  lim[2 xy  y ]  2xy
 lim y  0
y  0 y
Observe that obtaining derivatives is similar to the case of single
variable functions.
While obtaining partial derivative with respect to x, y is taken
constant, and while obtaining partial derivative with respect to y, x
is taken constant
Examples
 xy 2
If f ( x, y )  3 x  e
2
find partial derivatives with
respect to x and y.
 xy 2
f x ( x, y )  6 x  y e2  xy 2
f y ( x, y )  2 xye

Find the partial derivatives with respect to x and y of

cos( xy)
f ( x, y ) 
y
f x ( x, y )   sin( xy )

 x sin( xy ) y  cos( xy ).1 xy sin( xy )  cos( xy )

f y ( x, y )  
y2 y2
 Higher-Order Partial derivatives
  f   2 f   f   f
2

   x 2  f xx    yx  f xy
x  x  y  x 

  f   2 f   f   2 f
   2  f yy    f yx
y  y  y x  y  xy

Find the second order partial derivatives of f ( x, y )  x  4 xy

2 3

f x ( x, y )  2 x  4 y 3 f y ( x, y )  12 xy 2

f xx ( x, y )  2 f xy ( x, y )  12 y 2 f yy ( x, y )  24 xy
 Mixed Derivative Theorem
If f(x,y) and its partial derivatives fx , fy , fxy , and fyx are
continuous on an open region, then fxy = fyx at each point in
the region.

2w ey
Find if w  xy 
xy y2  1
Homogeneous Functions
A polynomial, in which every term is of the nth degree, is
called a homogeneous function of degree n.
A homogeneous function can be written as

f ( x, y )  a0 x n  a1x n1 y  a2 x n2 y 2  .....................  an y n (1)

where a0 , a1 , a2 ,.................., an are constants.

The expression (1) can also be written as

 y  
y
2
  
y
n
 y
x  a0  a1  a2    .....................  an     x n f
n
 
 x x  x   x
is a homogenous function of order n.
Euler's Theorem:
If z is a homogeneous function of degree n of x and
y, then z z
x y nz
x y

Exercise: Verify Euler’s theorem for the function

f ( x, y )  3x 2 y  5 xy 2
The given function is a homogeneous function of degree 3.
f x ( x, y )  6 xy  5 y 2 f y ( x, y )  3 x 2  10 xy
xf x  yf y  x[6 xy  5 y 2 ]  y[3x 2  10 xy ]
 9 x 2 y  15 xy 2  3[3 x y  5 xy ]
2 2

 xf x  yf y  3 f
 1  x y 
2 2
z z
Problem: If z  sin   , show that x  y  3tan z.
 x y x y
1  x y 
2 2

The function z  sin   is not homogeneous.

 x y 2
 y
 
x y  x  x   x3  y 
2 2
3
Since sin z  y  
x y 1  x
x
Therefore sin z is a homogeneous function degree 3.
Using Euler’s theorem
 (sin z )  (sin z )
x y  3sin z
x y
z z z z
x cos z  y cos z  3sin z x y  tan z
x y x y
If z is a homogeneous function of degree n in x and y,
show that
2 2z 2z 2 2z
x  2 xy y  n( n  1 )z .
x 2 xy y 2

Since z is a homogeneous function of degree n

z z
x  y  nz (1)
x y
Differentiating (1) w. r. to x
z 2 z 2z z
x 2 y n (2)
x x xy x
Differentiating (1) w. r. to y
 2 z z 2z z
x  y 2 n (3)
xy y y y
 Multiplying (2) with x and (3) with y and adding

z z  2
z  2
z  2
z  z z 
x  y  x 2 2  2 xy  y 2 2  n x  y 
x y x xy y  x y 

2z 2z 2  z
2
nz  x2
 2 xy  y  n 2
z
x 2
xy y 2

 2
z  2
z  2
z
x 2 2  2 xy  y 2 2  n(n  1) z
x xy y
Chain Rule
y  cos  u   cos  x 2  4 
 

dy
 f  g x    g  x 
dx

  sin( x 2  4)(2 x )
 Chain Rule for Functions of Two Variables
• If w = f(x,y) is differentiable and x and y are
differentiable functions of t, then w is differentiable
functiondw
of t and
f dx f dy
 
dt x dt y dt

Example: If w = xy, x = cos t and y = sin t, find dw/dt

using partial derivatives and directly. Show that both
procedures give identical result in terms of t.
dw
 y(  sint )  x(cos t )
dt
dw
 sint(  sint )  cos t(cos t )  cos 2t
dt
 1
w  xy  cos t sint  sin 2t
2
dw
 cos 2t
dt
Chain Rule for Two Independent Variables and
Three Intermediate Variables
Suppose that w = f(x,y,z), x = g(r,s), y = h(r,s), and z = k(r,s).
If all four functions are differentiable ,then w has partial
derivatives with respect to r and s, given by the formulas.
w w x w y w z w = f(x,y,z)
  
r x r y r z r  w 
   w 
 x   
 w   z 
w w x w y w z  
   x
 y 
s x s y s z s y z
y
x z
r
r r
r
Implicit Differentiation
Suppose the function F(x,y) is differentiable and the
equation F(x,y) = 0 defines y implicitly as a differentiable
function of x, say y = h(x).
dw
Since w = F(x,y) = 0, then 0
dx
dw dx dy
0   Fx  Fy
dx dx dx
dy Fx
 
dx Fy
Example
dy
Find for x 2  sin y  2 y  0
dx

dy Fx 2x
 
dx Fy cos y  2
Which variable is to be treated as constant
Let x  rcos , y  rsin
To find r , we need a relation between r and x.
x
r  x sec ...( 1 ) & r 2  x 2  y 2 ...( 2 )
Differentiating (1) w.r.t x keeping  as constant
r
 sec
x
Differentiating ( 2 ) w.r.t x keeping y as constant
r r x
2r  2x or   cos  ...( 2 )
x x r
 r  r 
If no indication is given then represents  
x  x  y
Example: If x = r cos θ and y = r sin θ, find
 x   y   r    
       
 r    r  x   y 
 x 
x=rcos    cos 
 r 
 y 
y  r sin     r cos 
  r
2 2 2  r  x x
r x y    2
 x  r x  y2
1 y    x
  tan   2
 y  x  y
2
x
 Change of Variables
2u  2u
• Transform the equation 2
 2
0 into polar coordinates
x y
y
x  rcos , y  rsin r 2  x 2  y 2 ,   tan 1
x
u u r u  u x u  y u  sin  u
     cos  
x r x  x r r  x  y
2 2
r r 

2u   u    cos    sin    cos  u  sin  u 

     
x 2
x  x   r r   r r  

  u sin  u  sin    u sin  u 

 cos   cos     cos   
r  r r   r   r r  
   u sin  u  sin    u sin  u 
 cos   cos     cos   
r  r r   r   r r  

  2 u sin  u sin   2 u 
 cos   cos  2  2  
 r r  r r  
sin   u  2 u cos  u sin   2 u 
   sin   cos    
r  r r r  r   2

2u 2 sin  cos   u 2 sin  cos   2

u
 cos 2  2  
r r2  r r 
sin 2  u sin 2   2 u
  2
r r r  2
u u r u  u y u x u cos  u
     sin  
y r y  y r r  x  y
2 2 r r 

2 2
2
 
 u  u  sin 2   u 2 sin  cos  u 2 sin  cos   u
    
y 2
y  y  r 2 r2  r r 
cos 2  u cos 2   2 u
 
r r r 2  2

 2u  2u  2u
1 u 1  2u
 2  2  2
x 2
y r r r r  2
 Jacobians
• If u and v are functions of the two independent variables x
and y, then the determinant
u u
x y
v v
x y
is called Jacobian of u and v with respect to x and y.
It is denoted by
(u,v)  u,v 
or J  .
(x,y)  x, y 
 Example:
( x, y ) ( r, )
If x = r cos θ and y = r sin θ, evaluate and
( r, ) ( x, y )
x x
 ( x, y ) r  cos r sin 
 
 ( r , ) y y sin  r cos 
r 
 r cos 2   r sin 2  r
r r
 ( r , ) x y
  1/ r
 ( x, y )  
x y
 Some Properties of Jacobian
 (u , v)  ( x, y )
1. If J and J   then JJ   1.
 ( x, y )  (u, v)

2 If u, v are functions of r, s and r, s are function of x, y then

 (u, v)  (u, v) ( r , s)
 
 ( x , y )  ( r , s )  ( x, y )

3. If u and v are functionally dependent then their Jacobian is

equal to zero.
 (u , v)
J 0
 ( x, y )
 Example
• If u = x2 – y2, v = 2xy and x = r cosθ and y = r sin θ evaluate
( u,v )
( r, )
u u
 (u, v) 2 x 2 y
 x y
  4r 2
 ( x, y ) v v 2y 2x
x y
 ( x, y )  (u , v)
r  4r 3
 ( r , )  ( r , )
 x y
If u  and v  tan 1 x  tan 1 y
1  xy
Does there exist any functional relationship between them,
and if so, find it.
u u 1 y2 1  x2
 (u , v)
 x y (1  xy ) 2 (1  xy )2
 ( x, y )   0
v v 1 1
x y 1  x 2
1  y 2

1 x y
v  tan 1
x  tan 1
y  tan  tan 1 u
1  xy

u  tan v
 Jacobian of Implicit Functions
• The variables x, y , u, v are connected by implicit functions
f1 ( x, y,u,v )  0, f 2 ( x, y,u,v )  0
where u, v are implicit functions of x and y.
  f1 , f 2    u,v    f1 , f 2 
  1
2

  u,v    x, y    x, y 

  u,v  2   f1 , f 2  /   x, y 
 ( 1 )
  x, y    f1 , f 2  /  u,v 

  u1 ,u2 ,...,un    f1 , f 2 ,..., f n  /   x1 ,x2 ,...,xn 

  1 
n
  x1 ,x2 ,...,xn    f1 , f 2 ,..., f n  /   u1 ,u2 ,...,un 
  ( x, y , z )
If x  y  z  u, y  z  uv, z  uvw, show that  u 2v
 (u, v, w)
f1  x  y  z  u, f 2  y  z  uv, f 3  z  uvw
1 1 1
  f1 , f 2 , f 3 
 0 1 1 1
  x, y,z 
0 0 1
1 0 0
  f1 , f 2 , f 3 
 v u 0  u 2 v
  u,v,w 
vw uv uv

( x, y,z ) 3   f1 , f 2 , f 3  /   u,v,w 
 ( 1 )  u2v
( u,v,z )   f1 , f 2 , f 3  /   x, y,z 
 Taylor’s Expansion
• power series - continuous & differentiable with in I


 n
a
n 0
( x  a ) n

• Given a function which is continuous and differentiable

with in a given interval I. We write it as a power series
as

Let f(x) =  n  n
a ( x a )
n0
f ( x)  a0  a1 ( x  a)  a2 ( x  a)  a3 ( x  a)    
2 3

f ' ( x)  a1  2a2 ( x  a)  3a3 ( x  a)    

2

f ' ' ( x)  2a2  2.3a3 ( x  a)    

f ( a )  a0
f ' (a )  a1
f ' ' ( a )  2 a2
Substituting these values in the power series, we get
f ' ' (a )
f ( x )  f (a )  f ' (a )( x  a )  ( x  a) 2      
2!
If x - a  h
h2
Then f(a  h)  f(a)  hf' (a)  f ' ' (a )     
2!
If a  0 then Maclaurin' s Series
h2
f(x)  f(0)  hf' (0)  f ' ' ( 0)     
2!
 Taylor’s Series for two variables
h2
f(a  h)  f(a)  hf' (a)  f ' ' (a )     
2!
f ( x, y )
h2
f (a  h, b  k )  f (a, b  k )  hf x (a, b  k )  f xx ( a, b  k )
2!
h3
f xxx (a, b  k )        
3!
k2
f x (a, b  k )  f x (a, b )  kf xy (a, b )  f xyy (a, b )      
2!
k2
f xx (a, b  k )  f xx (a, b )  kf xxy (a, b )  f xxyy (a, b )      
2!
 Taylor’s Series for two variables
h2
f(a  h)  f(a)  hf' (a)  f ' ' (a )     
2!
f ( x, y )
h2
f (a  h, b  k )  f (a, b  k )  hf x (a, b  k )  f xx (a, b  k )
2!
h3
f xxx (a, b  k )        
3!
k2
f x (a, b  k )  f x (a, b )  kf xy (a, b )  f xyy (a, b )      
2!
k2
f xx (a, b  k )  f xx (a, b )  kf xxy (a, b )  f xxyy (a, b )      
2!
 h2
f (a  h, b  k )  f (a, b)  hf x (a, b)  kf y (a, b)  f xx (a, b)
2!
k2 h3 k3 h2k
 f yy (a, b)  hkf xy (a, b)  f xxx (a, b)  f yyy (a, b)  f xxy (a, b)   
2! 3! 3! 2!

  1   2
 f ( a , b )  ( h  k ) f ( a ,b )  ( h  k ) f ( a ,b )
x y 2! x y
1   3
 ( h  k ) f ( a ,b )
3! x y
 Definition of Taylor Series
• Let f be a function with derivatives of all orders throughout
some interval containing x0 as an interior point. Then the
Taylor series generated by f at x = x0 is
1
f ( x)  f ( x0 )  f ( x0 )( x  x0 )  f ( x0 )( x  x0 ) 2  ...
2!
1 (n)
 f ( x0 )( x  x0 ) n  ...
n!
Maclaurin series is
1 1 (n)
f ( x)  f (0)  f (0) x  
f (0) x  .....  f (0) x n  ...
2

2! n!
x2 x4
f ( x)  cos x  1    ....
2! 4!
 Taylor’s Series for two variables

If f (x,y) and all its partial derivatives upto the nth

order are finite and continuous about the point (x0,y0)

f ( x, y )  f ( x0 , y0 )  ( x  x0 ) f x  ( y  y0 ) f y
1
 ( x  x0 )2 f xx  2( x  x0 )( y  y0 ) f xy  ( y  y0 )2 f yy 
2!
1

 ( x  x0 ) f xxx  3( x  x0 ) ( y  y0 ) f xxy
3 2

3!
 3( x  x0 )( y  y0 )2 f xyy  ( y  y0 )3 f yyy   ....
Expand f ( x, y )  xe y at origin by Taylor’s series (Maclaurin
series) to find the linear, quadratic and cubic approximations
for the function.

f ( x, y )  xe y f (0,0)  0

f x ( x, y )  e y f x (0,0)  1 f y ( x, y )  xe y f y (0,0)  0

f xx ( x, y )  0 f xx (0,0)  0 f xy ( x, y )  e y f xy (0,0)  1

f yy ( x, y )  xe y f yy (0,0)  0

f xxx ( x, y )  0 f xxx (0,0)  0 f xxy ( x, y )  0 f xxy (0,0)  0

f yyx ( x, y )  e y f yyx (0,0)  1 f yyy ( x, y )  xe y f yyy (0,0)  0

Therefore the Taylor’s series at (0,0) is
f f 1  2 f 2 2 f 2 f 2 
f ( x, y )  f (0, 0)  x  y  2 x 2 xy  2 y 
x y 2!  x xy y 
1  3 f 3 3 f 2 3 f 3 f 3 
  3 x 3 2 x y3 xy  3 y   ...
2

3!  x x y xy 2
y 
1 1
f ( x, y )  x   2 xy    3 xy 2   .......................
2! 3!
1
f ( x, y )  x  xy  xy 2  .......................
2
Therefore linear approximation is P1 ( x, y )  x
Quadratic approximation is P2 ( x, y )  x  xy
1 2
Cubic approximation is P3 ( x, y )  x  xy  xy
2
Extreme Values For Function Of Several Variables

f(a)

a
f(a) is maximum at a i.e. It has maximum value in the
neighborhood of a.
i.e. f(a)-f(a+h) > 0
f(a) - f(a-h) > 0
Let f(x,y) be defined on a region R containing the point
(a,b). Then
f(a,b) is a local maximum value of f if f(a,b) > f(a+h,b+k)
for all domain points (x,y) in an open disk centered at (a,b).
f(a,b) is a local minimum value of f if f(a,b) < f(a+h,b+k)
for all domain points (x,y) in an open disk centered at (a,b).

First Derivative Test

If f(x,y) has a local maximum or minimum values at an
interior point (a,b) of its domain, and if the first partial
derivatives exit there, then fx(a,b) = 0 and fy(a,b) = 0.
• Critical point is an interior point where fx = fy = 0 or
where one or both of fx and fy do not exist.

• Saddle point is a point where function is neither

maximum nor minimum.
 Second Derivative Test
• Suppose f(x,y) and its first and second partial derivatives
are continuous throughout a disk centered at (a,b) and
that fx(a,b) = fy(a,b) = 0. Then
2
• f has a local maximum at (a,b) if fxx < 0 and f xx f yy  f xy 0
at (a,b).
2
• f has a local minimum at (a,b) if fxx > 0 and f xx f yy  f xy  0
at (a,b).
2
• f has a saddle point at (a,b) if xx yy xy  0 at (a,b).
f f  f
Exa min e the function for max imum and min imum
f ( x, y )  x 3  3 x 2  4 y 2  1
 Langrange’s Method of Undetermined
Multipliers
• Find the extremum value of x m y n z p when x + y + z =a.

F( x, y,z )  x m y n z p    x  y  z  a 

Fx  0,Fy  0,Fz  0,F  0

mf mf mf
x ,y   ,z  
  

(mn p)
F  0  x  y  z  a  0  f
a
Absolute Maxima and Minima on Closed Bounded
Region
• List the interior points of R where f have a local maxima and
minima and evaluate f at these points.
• List the boundary points of R where f have a local maxima and
minima and evaluate f at these points.
• Look through lists for the max and min values of f.
• Find the absolute maximum and minimum values of

f ( x, y )  2  2x  2 y  x 2  y 2

on a triangular plate in the first quadrant bounded by the lines

x = 0, y = 0, y = 9-x
 f ( x, y )  2  2x  2 y  x 2  y 2
fx  0 x1 fy  0 y 1

Interior point : (x,y) = (1,1). f(1,1) = 4.

On x axis f(x,y) = 2 + 2x – x2
f(0,0) = 2, f(9,0) = – 61, f(1,0) = 3
On y axis f(x,y) = 2 + 2y – y2
f(0,0) = 2, f(0,9) = – 61, f(0,1) = 3
On y = 9 – x f(x,y) = 2 + 2x +2(9-x) – x2 – (9-x)2
= – 61 +18x – 2x2
f(9/2,9/2) = – 41/2
Absolute Maximum at (1,1) and Absolute Minimum at (9,0) or
(0,9)