Applied Mathematics III

Tutorial Material
For all 2
nd
Year Engineering Students of Arba Minch
University
March, 2011
i
Table of Contents
Chapter 1: ORDINARY DIFFERENTIAL EQUATIONS ..............................................................................1
1.0 Chapter Objectives.....1
1.1 Ordinary linear differential equation of first order.2
1.1.1 Definition of ODE and examples2
1.1.2 Method of separable of variables....3
1.1.3 Homogeneous equations.....3
1.1.4 Exact equations, non exact equations and integrating factor..5
1.1.5 Linear equations of first order9
1.2 Ordinary linear differential equation of second order..11
1.2.1 Definition of SOODE and General Solution11
1.2.2 Methods of solving for homogeneous and non homogeneous
SOODE with Constant Coefficients.13
1.3 Self check exercises...22
Chapter 2: LAP LACE TRANSFORMATION ............................................................................................. 28
2.0 Chapter objectives..28
2.1 Lap lace transform , inverse transform and linearity...29
2.2 Existence of Laplace Transform.31
2.3 Lap lace transform of derivatives & integrals.31
2.4 Shifting theorems33
2.5 Differentiation & integration of transform......35
2.6 Convolution.37
2.7 Transform of ODE..39
2.8 System of linear differential equations....42
2.9 Self check exercises....44
Chapter 3: Vector differential calculus and integral calculus, vector fields .................................... 47
ii
3.0 Chapter Objective...47
3.1 Vector calculus.48
3.2 Curves and arc length ..55
3.3 Tangent , curvature and torsion59
3.4 Scalar field and vector fields...64
3.5 Gradient of a scalar field , divergence and curl of a vector field.64
3.6 Line integral and greens theorem.68
3.7 Surface integral , divergence theorem of gauss;...75
3.8 Stoke s theorem...80
3.9 Path independence of line integrals..84
Chapter 4: COMPLEX ANALYTIC FUNCTION .............................................................................................. 90
4.0 Chapter Objectives...90
4.1 Complex number.91
4.2 Function of complex variable, limit, derivative and analytic function...98
4.3 Cauchy Riemann equations, Lap lace equation.100
4.4 Elementary function: exponential; trigonometry; hyperbolic and logarithmic
functions, general power.......103
Chapter 5: COMPLEX INTEGRAL .......................................................................................................... 110
5.0 Chapter Objective.110
5.1 Line integral in the complex plane ;..111
5.2 Cauchy integral theorem...114
5.3 Evaluation of line integral by indefinite integral.116
5.4 Cauchys integral formula.117
5.5 The derivative of analytic functions.118
iii
Chapter 6: TAYLOR AND LAURENT SERIES ...................................................................................... 122
6.0 Chapter Objectives..122
6.1 Sequence and series ; tests of convergence ..123
6.2 Power series..124
6.3 Taylor series of elementary functions...125
6.4 Laurent series...127
6.5 Self check exercises..130
Chapter 7: INTEGRATION BY THE METHOD OF RESIDUES ..................................................................... 132
7.0 Chapter Objectives.132
7.1 Zero and singularities133
7.2 Residues.134
7.3 The residue theorem..136
7.4 Evaluation of real integrals137

Reference.142
iv
PREFACE
This material is intended to serve as tutorial for 3
rd
course in current curriculum for all 2
nd
year
engineering students. The prerequisite for this material one has to complete Applied
Mathematics II. It is designed as a supplement to the course not a substitute of class attendance
and lecture note.
This material grew out of a regular course given by me over many years to 2
nd
year engineering
students and others. I have been influenced by the syllabus on Applied Mathematics III of the
university.
Topics covered include ordinary differential equations, Laplace transforms, vector analysis, and
complex variables. I have made great effort to include everything of the course outline. I have
tried to present graphs in some theorems and problems to make them more understandable. Each
topic starts with typical worked examples illustrating the main idea followed by many problems
and their solution. At the end of each chapter there are sufficient numbers of self check exercises
with their answers.
For better understanding of chapter III, revising vector algebra, matrix and determinant are
necessary. The chapter Taylor and Laurent series is not given more attention, the reason is that it
is similar to real sequences, power and Taylor series. The new concept is Laurent series which is
applicable to the last chapter given more emphasis.
I wish to take this opportunity to thank the university Gender Office for grateful idea to the
preparation of the material.
I wish you good luck and success. There will be some errors, since none of my colleague has
read the manuscript before. I am thankfully welcome if you have any comments, or work or if
you come up with a good idea for improving the material. Please feel free to contact me, send
them by email
haider_ebrahim@yahoo.com
Haider Ebrahim
Arba Minch University
v
Course objectives:
On completion of the course, successful students will be able to:
understand various techniques of solving ODEs,
apply differential equation to physical problems,
derive the properties of Laplace transform,
apply Laplace transform to solve certain classes of ODE,
evaluate line integrals of different scalar functions and vector field s,
apply different type of integrals to physical problems,
understand the significance of differentiability of complex functions,
define analytic function,
distinguish between differentiable functions and analytic functions,
apply Cauchy-Riemann equations,
evaluate integrals along a path in the complex plane,
understand the statement of Cauchy's Theorem,
understand Cauchy integral formula,
apply Cauchy integral formula to evaluate line integrals,
represent analytic functions by a power series,
distinguish the singularities of a function,
write the Laurent series of a function,
calculate the residue,
apply the Residue theorem,
Understand the core theorems of the course.
Advanced Engineering Mathematics ODE
H.E AMU Page 1
CHAPTER I
ORDINARY DIFFERENTIAL EQUATION
Chapter Objectives
At the end of this chapter students will be able to:
Content Outline
The major topics included under this chapter are:
Method of separable of variables
Homogeneous equations
Exact equations, non exact equations and integrating factor
Linear equations of first order
Definition of SOODE and General Solution.
Methods of solving for homogeneous and non homogeneous SOODE with Constant
Coefficients.
- Define the meaning of ODE and SOODE
- Identify the type of ODE
- Understand the different method of solving ODE
- How to find an integrating factor
- Derive the general solution of linear first order ODE
- Distinguish different cases of SOODE with constant coefficient
- Apply ODE for physical phenomena
H.E AMU Page 2
Ordinary Linear Differential Equation of first Order
Definition of ODE and example
Definition: - An equation involving one dependent and its derivatives with respect to one or more
independent variables is called a differential equation.
If it is only one independent variable then it is called ordinary differential equation.
Example:- 1. 0 6 5 . 3 32
2
2
2
2
= + = y
dx
dy
dy
y d
dt
y d
2.
( )
xy y
dx
dy
dx
y d
ky
dt
dy
ln 5 5 . 4
2
3
2
= + =
5. The general ordinary differential equation of the n
th
order is
F ( x , y , 0 ) , , , , , ,
2
2
=
n
n
dx
y d
dx
y d
dx
dy
Definition:-A solution of differential equation is free from derivatives and which satisfies the
given differential equation
Example: - Show that y = e
2x
and y = e
3x
are Solution of y
11
- 5y
1
+ 6y = 0
Solution: - Let y = e
2x
then
x x
e
dx
y d
and e
dx
dy
2
2
2
2
4 2 = =
( ) ( ) 0 6 2 5 4 6 5
2 2 2
2
2
= + = +
x x x
e e e y
dx
dy
dy
y d
y = e
2x
is a solution of the differential equation
Example: - Show that xy = ln y + c is a solution of
xy
y
dx
dy
=
1
2
Solution: Solution using explicit differentiation of xy = ln y + c
Activity:
Define the meaning of derivative and order of derivative.
What is the meaning of equation? And give examples.
Explain solution for an equation? Give examples.
H.E AMU Page 3
We get y + x
dx
dy
y dx
dy 1
=

y x
y
dx
dy
=
1
2
x y = ln y + c is a solution which is explicit solution
Definition:- The order of the highest order of derivative is called the order of the differential
equation
Eg. In the above examples 1, 3 and 4 are of order two and 2 is of order one
Definition:- The power of the highest order derivative is called the degree of the differential
equation
Eg. In the above examples 1 , 2 & 3 are of degree one and 4 is of degree three
Method of Separable of variables
Definition:- A differential equation of the form
( )
( ) y h
x g
dx
dy
= is called separable
The solution is ( ) ( )
} }
+ =
c dx x g dy y h
Example: . Solve
2 2
1
1
2
x dx
dy
y
y
=
+

Solution: 0
1
1
2
2 2
=
+
dx
x
dy
y
y
( )
} }
= + =
+
c
x
y c dx
x
dy
y
y 1
1 ln
1
1
2
2
2 2
0 , 1
1
2
> + =

c ce y
x
Exercises: Solve 0
1
1
= +
+
+
dx e dy
e
e
y x
y
x

Answer:-
x
y
e
c
e
+
=

1
1
Homogenous Equations
Definition: - A function f ( x , y ) is called homogeneous of degree n if
f ( tx , ty) = t
n
f ( x , y ) for all suitably restricted x , y and t
H.E AMU Page 4
Example: - x
2
+ xy ,
|
.
|
\
|
+
y
x
and y x sin ,
2 2
are homogenous of degree 2 , 1 and 0
respectively.
Definition:- The differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be
homogenous if M and N are homogenous function of the same degree which can be written in the
from ( ) y x f
dx
dy
, =
Where f ( x , y ) =
N
M
is homogenous of degree 0.
( ) ( ) ( ) y x f y x f t y t tx f , , ,
0
= =
Let t = ( ) ( )
x
y
z where z f
x
y
f y x f
x
= =
|
.
|
\
|
= , 1 , 1 ,
1
,
dx
dz
x z
dx
dy
and zx y + = = then the equation becomes
( ) z f
dx
dz
x z , 1 = +
( ) x
dz
z z f
dz
=
, 1
which is separable
Example :- Solve ( x + y ) dx - ( x y ) dy = 0
Solution: - Which is equivalent to
y x
y x
dx
dy
+
= ( Then function
y x
y x
+
is homogenous of degree 0 )
Let
z
z
x
y
x
y
dx
dy
x
y
Z
+
=
+
= =
1
1
1
1
( )
x
dx
dz
z
z
=
+
2
1
1
integrating we get
tan
-1
z - ln ( 1 + z
2
) = log x + c
c y x
x
y
+ + =
2 2 1
ln tan ( explicit solution )
Exercises:- 1. Solve x
x
y
y
dx
dy
x
y
x + = sin sin
Answer:- 0 ln cos = + x c
x
y
2. Show that the substitution z = ax + by + c changes y
1
= f ( ax + by + c )
to separable & apply to solve y
1
= sin
2
( x y + 1 )
H.E AMU Page 5
Exact Equations, Not exact Equations and Integrating Factor
Definition :- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be
exact if there happens to exist a function f ( x , y ) such that
N
y
f
and M
x
f
=
c
c
=
c
c

Let M ( x , y) dx + N ( x , y ) dy = 0 . . . . . . .. . . . . ( * )
* Can be written ( if it is exact )
0 0 = =
c
c
+
c
c
df or dy
y
f
dx
x
f
The general solution is f ( x , y) = C
If f has continuous partial derivatives then
y x
f
x y
f
c c
c
=
c c
c
2 2
x
N
y x
f
and
y
M
x y
f
c
c
=
c c
c
c
c
=
c c
c
2 2
from this it follow
Result :- The necessary condition for the exactness of M ( x , y ) dx + N ( x , y ) dy = 0
is
x
N
y
M
c
c
=
c
c
and N
y
f
and M
x
f
=
c
c
=
c
c
Integrate the 1
st
w. r. to x , we get
f ( x , y ) =
}
+ ) ( ) ( y g where y g x Md is constant with rsepect to x
( ) | | ( )
} }
= +
c
c
= +
c
c
=
c
c
N y g x d M
y
y g x d M
y y
f
1
( ) ( )
}
c
c
= x d M
y
y x N y g ,
1
( )
} } |
|
.
|
\
|
c
c
= dy x d M
y
N y g Provided here the integrated is a
function of only y.
} }
c c
c
c
c
=
|
|
.
|
\
|
c
c
c
c
x d M
y x x
N
x d M
y
N
x
2
=
}
c c
c
c
c
x d M
x y x
N
2
H.E AMU Page 6

=
y
M
x
N
c
c
c
c
from this it follow that
Result:- The equation M ( x , y ) dx + N ( x , y ) dy = 0 is exact if and only if

x
N
y
M
c
c
=
c
c

Example:- Test the equation for exactness, and solve it if it is
exact.
Solution: - M ( x , y ) =
y
e and N ( x , y ) = y e x
y
2 +
x
N
e
x
M
y
c
c
= =
c
c
The differential equation is exact

y e x
y
f
and e
x
f
f defination by
y y
2 + =
c
c
=
c
c
-
Integrating the 1
st
w.r. to x , we get
F ( x , y ) = ( )
}
+ = y g xe dx e
y y
( ) y e x y g xe
y
f
y y
2
1
+ = + =
c
c
( ) ( ) ( )
2 2 1
, 2 y e x y x f y y g y y g
y
+ = = =
The general solution is x
y
e + y
2
= c
Exercise: Determine which of the following equations are exact, and solve if it is exact.
a) ( y x
3
) dx + ( x + y
3
) dy = 0
b) ( sin x sin y - x e
y
) dy = ( e
y
+ cos x cos y ) dx
c) 0 sin sin
1
2
= +
dy
y
x
y
x
dx
y
x
y
d) dx dy
y x
x
dy
y x
y
2 2 2 2
1 1
+
=
H.E AMU Page 7
Answer: a) 4 x y - x
4
+ y
4
= c
b) x e
y
+ sin x cos y = c
c) c
y
x
or c
y
x
= = cos
d) c x
y x
y x
=
+
2
1
1
log
Integrating Factors
Show that y dx + ( x
2
y - x ) dy = 0 is not exact.
1 2 1 =
c
c
=
c
c
xy
x
N
and
y
M
Therefore it is not exact equation
But after multiplying by
2
1
x
through the equation
0
1
2
= |
.
|
\
|
+ dy
x
y dx
x
y
is exact
Definition :- Let M ( x , y ) dx + N ( x , y ) dy = 0 is non exact any function which makes (
M dx +N dy ) = 0 exact is called an integrating factor.
Example
2
1
x
is an integrating factor for the above equation
Theorem:- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 has an integrating
factor if it has a general solution.
Proof:- Let f ( x , y ) = C is the general solution
y
f
x
f
dx
dy
dy
y
f
dx
x
f
c
c
c
c
= =
c
c
+
c
c
0 and from the given equation
N
y
f
M
x
f
or
y
f
x
f
N
M
dx
dy c
c
=
c
c
c
c
c
c
=
If you denote the common ration by ( x , y ) , then N
y
f
and M
x
f
=
c
c
=
c
c
H.E AMU Page 8
Multiplying the given equation by , it becomes
0 = + dy N dx M
or 0 =
c
c
+
c
c
dy
y
f
dx
x
f
which is exact
Finding the integrating factor
M dx + N dy = 0 is exact
( ) ( )
x
N
y
M
c
c
=
c
c

x x y
M
y
M
c
c
+
c
c
=
c
c
+
c
c
.........
1
x
N
y
M
y
M
x
N
c
c
c
c
=
|
|
.
|
\
|
c
c
c
c
( * * )
Any solution of ( * * ) will serve our propose
Let be a function of x alone then ( * * ) be come
( ) x g
N
x
N
y
M
x d
d
=
c
c
c
c
=
1
( ) ( ) ( )
}
= = dx x g x g
dx
d
ln ln
( )
}
=
dx x g
e
Similarly if you assume that is a function of y alone

( ) y h
M
x
N
y
M
y d
d
=
c
c
c
c
=
1
( )
}
=
dy y h
e
Example:- Solve ( 3x
2
- y
2
) dy - 2 xy dx = 0
H.E AMU Page 9
Solution:- x
x
N
and x
y
M
6 2 =
c
c
=
c
c
h ( y) =
y M
x
N
y
M
4
=
c
c
c
c
( )
4
ln 4
4
1
y
e e e
y
dy
y
dy y h
= =
}
=
}
=

Then the differentiation equation become

( 3 x
2
y
-4
-
2
1
y
) dy - 2x y
-3
dx = 0 is exact
Solving y = x
4
+ c x
3
Exercise: 1. Show that if
x M y N
x
N
y
M
c
c
c
c
is a function g (z) of the product
g ( z) = xy , then
( )
}
=
dz z g
e is an integrating factor
2. Solve by finding an integrating factor
a) ( xy - 1 ) dx + ( x
2
- xy ) dy = 0
b) x dy + y dx + 3x
3
y
4
dy = 0
Linear Equations of First Order
Definition: A differential equation is linear if it is the form
( ) ( ) x q y x p
dx
dy
+ =
( ) ( ) ( ) x r y x q
dx
dy
x p
dx
y d
+ + =
2
2
etc
where p (x), q (x) and r (x) are function of x alone.
H.E AMU Page 10
The standard from of 1
st
degree linear differential equation
( ) ( )
x Q y x p
dx
dy
= + ( * )
If we multiply (*) by
( )
}
dx x p
e and observe that
( ) ( ) ( ) ( )
( )
( ) dx x p dx x p dx x p dx x p dx x p
e x Q py
dx
dy
e e p y
dx
dy
e y e
dx
d
}
= |
.
|
\
|
+
}
=
}
+
}
=
|
.
|
\
| }
Integrating
( )
( )
( )
c e x Q e y
dx x p dx x p
+
}
=
}
( )
( )
( )
|
.
|
\
|
+
} }
=
}
c e x Q e y
dx x p dx x p
is the general solution of (*)
( )
}
dx x p
e is an integrating factor
Example: Solve x y
x dx
dy
3
1
= +
Solution: P (x) = ( ) x x Q and
x
3
1
=

Exercise: Solve the following as linear equations
a)
2 1
2
1 4
2 )
1
1
) 3 x xe y y c
e
y y b x y
dx
dy
x
x
x
+ = +
+
= + =

2. The function ( ) ( )
n
y x Q y x p
dx
dy
= + which is known as Bornoullis equation is linear when
n = 0 or = 1 show that it can be reduced to a linear equation for any other value of n by letting z = y
1
n
, apply this to solve
a) xy
1
+ y = x
4
y
3
b) xy
2
y
1
+ y
3
= x cos x
H.E AMU Page 11
Answer: 1) a) y = x
4
+ cx
3
b) y = e
-x
tan
-1
e
x
+ c e
-x
,
c) y = x
2
e
-x
+ x
2
- 2x + 2 + c e
-x
2)
3 3 2 1 3
2 4
2
cos 18 sin 18 cos 9 sin 3 )
1
)

+ + =
+ =
x c x x x x x x x y b
x c x
y
a
Ordinary Linear Differential Equation of Second Order
Definition of SOODE and General Solutions.
Definition:- The general form of linear equation of second order may be written as
r y q
dx
dy
p
dx
y d
2
2
= + + (A)
where p , q and r are functions of x only.
If r ( x ) = 0 then equation ( A) is non homogenous and if r (x ) = 0 then it is homogenous of 2
nd
order
linear equation.
The general Solution:
Let y
g
( x , c
1
, c
2
) is the general solution of
Y
11
+ p ( x ) y
1
+ q ( x ) y = 0 ( B)
And that y
p
( x) is a fixed particular solution if y ( x) is any solution of ( A) then we can show that
y ( x ) - y
p
( x ) is a solution of ( B )
( y y
p
)
11
+ p ( x ) ( y y
p
)
1
+ q ( x ) ( y y
p
)
[ y
11
+ p ( x ) y
1
+ q ( x ) y ] - [ y
11
p
+ p ( x ) y
1
p
+ q ( x ) y
p
]
r ( x ) - r ( x ) = 0
Since y
g
( x , c
1
, c
2
) is the general solution of (B)
y ( x ) - y
p
( x ) = y
g
( x , c
1
, c
2
) or
y ( x ) = y
g
( x , c
1
, c
2
) + y
p
( x )
H.E AMU Page 12
Theorem: If y
1
( x ) and y
2
( x ) are any two solution of ( B ) , then
c
1
y
1
( x ) + c
2
y
2
( x ) is also a solution for any constants c
1
and c
2
Proof:- ( c
1
y
1
+ c
2
y
2
)
11
+ p ( x ) ( c
1
y
1
+ c
2
y
2
)
1
+ q ( x ) ( c
1
y
1
+ c
2
y
2
)
( c
1
y
11
1
+ c
2
y
11
2
) + p ( x ) ( c
1
y
1
1
+ c
2
y
1
2
) + q ( x ) ( c
1
y
1
+ c
2
y
2
)
c
1
[ y
11
1
+ p ( x ) y
1
1
+ q ( x ) y
1
] + c
2
[ y
11
2
+ p ( x ) y
1
2
+ q ( x ) y
2
]
c
1
. 0 + c
2
. 0 = 0
. The general solution of the homogenous equation
Theorem: Let y
1
( x ) and y
2
( x ) be linearly independent solution of the
homogeneous equation
y
11
+ p ( x ) y
1
+ q ( x ) y = 0 . (B)
on the interval [ a , b ] . Then c
1
y
1
( x ) + c
2
y
2
( x ) is the general solution of equation (B) on
[ a , b ] in the sense that every solution of (B) on this interval can be obtained by a suitable choice of
the arbitrary constants c
1
and c
2
.
N.B :W ( y
1
y
2
) =
( ) ( )
( ) ( )
1
0
1
2 0
1
1
0 2 0 1
x y x y
x y x y
= y
1
(x
0
) y
1
2
( x
0
) - y
2
(x
0
) y
1
1
(x
0
) = 0
Which is called wronskion of y
1
and y
2
then y
1
( x ) and y
2
( x ) are linearly independent.
Example: Show that y = c
1
sin x + c
2
cos x is the general solution of y
11
+ y = 0
on any interval , and find the particular solution for which y ( 0 ) = 2 and
y
1
( 0 ) = 3
Solution:
2
1
y
y
= tan x not constant y
1
& y
2
are LI by substitution
y
1
& y
2
are solution
W ( y
1
, y
2
) =
x x
x x
sin cos
cos sin
= - sin
2
x - cos
2
x = -1
y = c
1
sin x + c
2
cos x is the general solution
c
1
sin 0 + c
2
cos 0 = 2
c
1
cos 0 - c
2
sin 0 = 3 c
2
= 2 and c
1
= 3
H.E AMU Page 13
y = 3 sin x + 2 cos x is the particular solution
Exercise: 1. Show that e
x
and e
-x
are linearly independent solution of y
11
- y = 0 on
any interval
2. Show that y = c
1
x + c
2
x
2
is the general solution of
x
2
y
11
- 2xy
1
+ 2y = 0 on any interval not containing 0 , and find the
particular solution for which y ( 1 ) = 3 and y
1
( 1 ) = 5
Answer :- 2. y = x + 2x
2
Methods of Solving for Homogeneous and non Homogeneous SOODE with Constant
Coefficients.
a) Homogeneous SOODE
The special case of (B)
Y
11
+ p (x) y
1
+ q (x) y = 0 for which p (x) and Q (x) are constants p and q
y
11
+ p y
1
+ qy = 0 ( C )
Let y = e
m x
as a possible solution for ( C )
y
1
= me
mx
, y
11
= m
2
e
m x

( m
2
+ pm + q ) e
mx
= 0
m
2
+ pm + q = 0 (Since e
mx
is never zero )
It is a quadratic equation in m , which is called auxiliary equation. The two roots m
1
and m
2

2
4
,
2
4
2
2
1
q p p
m
q p p
m

=
+
=
Case i : - Distinct real roots ( p
2
- 4q > 0 )
We have two solutions
x m x m
e and e
2 1
The general solutions is
Activity:
What is the meaning of quadratic equation?
Discuss the solution of quadratic equation in
terms of discriminate.
H.E AMU Page 14
( )
LI ) or const ant not i s e
e
e
(Si nce e c e c y
x m m
x m
x m
x m
2
x m
1
2 1
2
1
2 1
= + =
Case ii :- Distinct complex roots ( p
2
- 4 q < 0 )
In this case m
1
& m
2
can be written in the form ib a

sin cos i e
i
+ = ( Eulers formula )

x m
e
1
= e
(a + b i ) x
= e
ax
( cos bx + i sin bx )
&
x m
e
2
= e
(a ib ) x
= e
ax
( cos bx - i sin bx )
Since we are interesting two linearly independent real valued function as solution we can get
e
ax
cos bx and e
ax
sin bx ( Adding & dividing by 2for the firs and subtracting &
dividing by 2i for the second)
The general solution is
Case iii:- Equal real roots ( p
2
- 4 q = 0 )
Only one solution y = e
m x
with
2
p
m

=
Let x dx e
e
v e y
x p
x p
x
p
= = =
}

|
.
|
\
|
1
2
1
y
2
= v y
1
= x e
m x
Examples:- Solve the following ( The general & particular solution).
a) 0 4 3
2
2
= y
dx
dy
dx
y d

y = e
ax
( c
1
cos bx + c
2
sin bx )
y = c
1
e
m x
+ c
2
x e
m x
H.E AMU Page 15
b) 0 16 8
2
2
= + + y
dx
dy
dx
y d
for which y (2) = 3e
-8
& y
1
(2) = -10 e
-8
(particular solution)
c) 0
2
2
= + y
dt
y d
Solution:-
a) The auxiliary equation is m
2
- 3m - 4 = 0
m
1
= 4 or m
2
= -1
y = c
1
e
4x
+ c
2
e
-x

b) The characteristic equation is m
2
+ 8m + 16 = 0
m = -4 ( case iii)
y = c
1
e
-4x
+ c
2
x e
-4x
if y (2) = 3 e
-8
3 e
-8
= y (2) = c
1
e
-4.2
+ 2 c
2
e
-4.2
= ( c
1
+ 2 c
2
) e
-8
3 = c
1
+ 2 c
2
if y
1
(2) = -10 e
-8
-10 e
-8
= y
1
(2) = -4 c
1
e
-4.2
+ c
2
e
-4.2
- 8 c
2
e
-4.2
= ( -4 c
1
- 7 c
2
) e
-8
10 = 4 c
1
+ 7 c
2
Solving c
1
+ 2 c
2
= 3
4 c
1
+ 7 c
2
= 10 c
2
= 2 & c
1
= -1
The particular solution is
y = - e
-4x
+ 2 x e
-4 x

c) The auxiliary equation is m
2
+ 1 = 0 ( Case ii)
m
1
= i = a + ib a = 0 and b = 1
y = e
ax
( c
1
cos bx + c
2
sin bx ) = e
0.x
( c
1
cos 1.x + c
2
sin 1.x )
or y = c
1
cos x + c
2
sin x
Exercise:- 1) Find the general solution of
a) 0 14 5
2
2
= y
dx
dy
dx
y d
H.E AMU Page 16
b) 0 3 3
2
2
= + + y
dx
dy
dx
y d
c) y
11
+ 10y
1
+ 25y
1
= 0
2. Show that the equation x
2
y
11
+ pxy
1
+ qy = 0 where p and q are constants by
changing the variable x = e
z
transform in to an equation with constant coefficients.
Apply this to find the general solution of
a) x
2
y
11
+ 3xy
1
+ 10y = 0
b) 2x
2
y
11
+ 10 xy
1
+ 8y = 0
c) x
2
y
11
+ 2x y
1
- 12y = 0
Answer
1) a) y = c
1
e
7x
+ c
2
e
-2x

b) y = c
1
x e c x e
x
x
2
3
cos
2
3
sin
2
3
2
2
3

+
c) y = c
1
e
-5x
+ c
2
x e
-5x
2) a) y = x
-1
[ c
1
cos ( ln x
3
) + c
2
sin ( ln x
3
) ]
b) y = c
1
x
-2
+ c
2
x
-2
ln x
c) y = c
1
x
3
+ c
2
x
-4
b) Non Homogeneous SOODE
i) The Method of Undetermined Coefficients
The first method for finding the general solution of the non homogeneous equations
y
11
+ p y
1
+ q y = r(x) (*)
if y
g
( x ) ( the general solution of the associated homogenous equation) is known & y
p
is a particular
solution of (*) then
y (x ) = y
g
( x ) + y
p
( x ) is the general solution of ( * )
Now let us see how to find y
p
with some special cases where p and q are constants and r (x) is an
exponential, a sine or cosine, a polynomial or some combination of such functions. The procedure for
finding y
p
is called the method of undetermined coefficients.
Let y
11
+ p y
1
+ q y = e
a x
.. ( 1 )
H.E AMU Page 17
It is natural to guess that y
p
= A e
ax
is a solution of (1), here A is undetermined coefficient
A ( a
2
+ p a + q ) e
ax
= e
ax

q a p a
A
+ +
=
2
1
(a
2
+ pa + q = 0 otherwise (1) become
homogenous which is false)
When a is a root of the auxiliary equation m
2
+ pm + q = 0 take y
p
= A xe
ax
A ( a
2
+ pa + q ) xe
ax
+ A ( 2a + p ) e
ax
= e
ax
A =
p a + 2
1
( Since a
2
+ pa + q = 0 )
this gives availed coefficient except when a =
2
p
(double root of a
2
+ pa + q = 0 )
When a =
2
p
take ( try ) y
p
= A x
2
e
ax
A ( a
2
+ pa + q ) x
2
e
ax
+ 2 A ( 2a + p ) x e
ax
+ 2 A e
ax
= e
ax
A = ( since booth expressions in parentheses are zero)
Let y
11
+ py
1
+ qy = sin bx (2)
Take y
p
= A sin bx + B cos bx
The undetermined coefficients A and B can now be computed by substituting and equating the
resulting coefficients of sin bx and cos bx.
If it satisfies the corresponding homogenous equation try
Y
p
= x ( A sin bx + B cos bx)
Let y
11
+ py
1
+ qy = a
0
+ a
1
x + a
2
x
2
+ . + a
n
x
n
(3)
Since the derivatives of a polynomial is again a polynomial
Take y
p
= A
0
+ A
1
x + + A
n
x
n
Substituting and equating the coefficients of like powers of x, if q happens to be zero, then x
n 1
as the
highest power of x
Take y
p
= x ( A
0
+ A
1
x + + A
n
x
n
)
= A
0
x + A
1
x
2
+ . + A
n
x
n + 1
If p & q are both zero then it can be solved by direct integration.
Summary:-
If a is not root of m
2
+ pm + q = 0 then has a solution of the
form y
p
= A e
ax
If a is a simple root then has a solution of the form y
p
= A x e
ax
If a is a double root then has a solution of the form y
p
= A x
2
e
ax
H.E AMU Page 18
Example: Find the general solution of
a) y
11
+ 3y
1
- 10y = 6 e
4x
b) y
11
+ 4y = 3 sin x
c) y
11
+ 2y
1
+ 4y = 8x
2
+ 12e
-x
Solution: a) r(x) = 6 e
4x
& m
2
+ 3m - 10 = 0
m
1
= 2 and m
2
= -5 y
g
(x) = c
1
e
2x
+ c
2
e
-5x
& a = 4 A =
x
p
e y
q pa a
4
2
3
1
18
1 1
= =
+ +
y = c
1
e
2x
+ c
2
e
-5x
+
3
1
e
4x
b) r (x) = 3 sin x & m
2
+ 4 = 0 ( case ii)
y
g
(x) = c
1
sin 3x + c
2
cos 2x
y
p
= A sin bx + B cos bx = A sin x + B cos x
y
p
1
= A cos x - B sin x , y
11
p
= - A sin x - B cos x
( - A sin x - B cos x ) + 4 ( A sin x + B cos x ) = 3 sin x
A = 1 and B = 0 y
p
= sin x y = y
g
(x) + y
p
(x)
c) r(x) = 8x
2
+ 12e
-x
and the homogenous solution is e
-x
( c
1
cos 3 x + c
2
sin 3 x)
The trial solution for 8x
2
is a
0
+ a
1
x + a
2
x
2
and
The trial solution for 12e
-x
is a e
-x
, since none of these terms present in the homogenous solution.
Y
p
= a
2
x
2
+ a
1
x + a
0
+ a e
-x
putting in the given equation
We get 4a
2
x
2
+ ( 4a
2
+ 4a
1
) x + ( 2a
2
+ 2a
1
+ 4a
0
) + 3a e
-x
= 8x
2
+ 12e
-x
a
2
= 2 , a
1
= -2 , a
0
= 0 & a = 4 (comparing the coefficient)
y = e
-x
( c
1
cos 3 x + c
2
sin 3 x ) + 2x
2
- 2x + 4e
-x
H.E AMU Page 19
Example : Solve y
11
+ 2y
1
+ 4y = 8x
2
+ 12 e
-x
+ 10 sin 3x
(Adding to RHS of example 1c , 10 sin 3x )
Solution :- Since h cos 3x + k sin 3x does not appear in the homogenous solution.
Substituting this in to y
11
+ 2y
1
+ 4y = 10 sin 3x
( 6k - 5h ) cos 3x - ( 5k + 6h ) sin 3x = 10 sin 3x
by comparing coefficients
6k - 5h = 0
5k + 6h = -10
61
10
,
61
12
=
= k h
y = e
-x
( c
1
cos 3 x + c
2
sin 3 x ) + 2x
2
- 2x + 4e
-x

x x 3 sin
61
10
3 cos
61
12

ii) The Method of Variation of Parameters
The second technique for determining a particular solution of the non homogenous equation
y
11
+ p y
1
+ q(x) y = r (x)
Let y (x) = c
1
y
1
(x) + c
2
y
2
(x) be the general solution of the corresponding homogenous equation .
Now we replace the constant c
1
and c
2
by unknown function v
1
(x) and v
2
(x)
y (x) = v
1
y
1
+ v
2
y
2
y
1
= ( v
1
y
1
1
+ v
2
y
1
2
) + (v
1
1
y
1
+ v
2
1
y
2
)
Let v
1
1
y
1
+ v
2
1
y
2
= 0 y
1
= v
1
y
1
1
+ v
2
y
2
1
y
11
= v
1
y
11
1
+ v
1
1
y
1
1
+ v
2
y
11
2
+ v
2
1
y
1
2
Substituting y, y
1
and y
11
in the given equation, we get
v
1
( y
11
1
+ p y
1
1
+ q y
1
) + v
2
( y
11
2
+ p y
2
1
+ q y
2
) + v
1
1
y
1
1
+ v
1
2
y
1
2
= r (x)
v
1
1
y
1
1
+ v
1
2
y
1
2
= r (x) since y
1
& y
2
are solutions of the homogeneous
( )
= +
= +
x r y v y v
y v y v
2
1 1
2
1
1
1
1
2
2
1
1
1
1
0
( )
( )
( )
( )
2 1
1 1
2
2 1
2 1
1
,
,
, y y W
x r y
v and
y y W
x r y
v =
=
H.E AMU Page 20
( )
( )
( )
( )
( ) 0 , ,
, ,
2 1
2 1
1
2
2 1
2
1
= =
=
} }
y y W dx
y y W
x r y
v dx
y y W
x r y
v
( )
( )
( )
( )
} }
+
=
dx
2
y ,
1
y W
x r
1
y
2
y dx
2
y ,
1
y W
x r
2
y
1
y
p
y
Example 1:- Find a particular solution of y
11
+ y = csc x
Solution: - The corresponding homogenous equation is y
11
+ y = 0 and its solution is
y = c
1
sin x + c
2
cos x
y
1
= sin x y
1
1
= cos x
y
2
= cos x y
2
1
= - sin x
W ( y
1
, y
2
) = y
1
y
1
2
- y
2
y
1
1
= - sin
2
x - cos
2
x = -1
( )
} }
= =
= x dx
x
x
dx
x x
v sin ln
sin
cos
1
csc cos
1
And
}
=
= x dx
x x
v
1
csc sin
2
y
p
= sin x ln ( sin x ) - x cos x
Example 2: - Find the general solution of
x
e y
dx
dy
dx
y d

= + + 6 5
2
2

Solution: - The characteristic equation is m
2
+ 5m + 6 = 0 m
1
= -2 , m
2
= -3
y
1
= e
-2x
and y
2
= e
-3x
y
p
= v
1
(x) e
-2x
+ v
2
(x) e
-3x
( )
( ) ( ) ( ) ( ) ( )
x
x x x x
x x x
e
e e e e
e e
y y W
e y
x v =

=
=

3 2 3 2
3
2 1
2 1
1
2 3 ,
( )
( ) ( ) ( ) ( ) ( )
x
x x x x
x x x
e
e e e e
e e
y y W
e y
x v
2
3 2 3 2
2
2 1
1 1
2
2 3 ,
=

= =

x x
e v and e x v
2
2 1
2
1
) (

= =
H.E AMU Page 21

Activity
Compare the two techniques to determine non homogenous second order ODE.
Which method prefer for you? Discuss with your friend.
H.E AMU Page 22
SELF CHECK EXERCISE
A. Find the general solution of the following differential equations

B. Find a particular solution satisfying the initial condition, of each of the following differential
equations.

ANSWER

H.E AMU Page 23
C. Find the general solution of the following differential equation.
ANSWER
D. Find a particular solution, satisfying the initial condition, of each of the following differential
equations.
ANSWER
H.E AMU Page 24
E. Show that each of the following differential equations is exact and find the general
solution.
ANSWER
F. Test each of the following equations for exactness. If it is not exact, try to find an integrating
factor then solve it.
H.E AMU Page 25
ANSWER
G. Find the general solution of each of the following.
ANSWER
H. Find the general solution of each of the following equations.
ANSWER
H.E AMU Page 26
I. Find the general solution of each of the following equation.

ANSEWR

H.E AMU Page 27
J. Use the method of variation of parameters to find the general solution of each of the
following equation.
ANSWER
sinx
Advanced Engineering Mathematics Vector Calculus
28
CHAPTER II
LAPLACE TRANSFORMATION
Chapter Objectives
Content Outline
Lap lace transform , inverse transformand linearity
Lap lace transform of derivatives
Properties of lap lace transform
Transform of ODE
System of linear differential equations.
- Define the meaning of Laplace transformation
- Use the linearity property of Laplace transform
- Describe the properties of Laplace transform
- Understand the statement of convolution theorem
- Apply convolution theorem to find Laplace transform of function
- Derive the formula for derivative of Laplace transform
- Apply Laplace transform to solve ODE
- Apply Laplace transform in system of ODE
Advanced Engineering Mathematics Laplace Transformation
H.E AMU Page 29
Laplace Transform, Inverse and Linearity
Definition:- Let f(t) be a given function defined for all the integral
exists
The function F(s) is called the Laplace transform of the function f(t). Denoted by The
operation which yields F(s) from a given f(t) is called Laplace transformation.
f(t) is called the inverse transform or inverse of F(s)
We write
With this alternate notation, note that the transform is really a function of a new variable, s, and
that all the ts will drop out in the integration process.
Now, the integral in the definition of the transform is called an improper integral.
Example 1.Find the Laplace transform of the function
Solution:-

Example 2.Let when is constant. Find
Solution:-

Theorem ( Linearity of Laplace transformation)
The Laplace transformation is a linear operation, that is, for any function f(t) and g(t) whose
Laplace transform exists and any constants a and b we have

Activity:
Define the meaning of operator?
When do you say an operator is linear?
What is the meaning of transformation?
Give examples of transformation and check the linearity.
H.E AMU Page 30

Example Let Find
Solution : +

Example Derive the formula
Solution We write Integrating by parts and noting that the
integral free parts give no contribution from the upper limit we obtain

By substituting in to formula for on the right and by substituting in to the formula
For on the right, we obtain

Example: Find the Laplace transform of the function
Solution:

Exercise: Find the Laplace transform of each of the following function
1.
Exercise: With aid of linearity of Laplace transform, find the Laplace transform of the following
functions.

ANSWER

.
H.E AMU Page 31
Existence of Laplace transform
Theorem(Existence theorem for Laplace transform)
Let f(t) be a function which is pricewise continuous on every interval in range and
satisfies
(2)
And for some constants . Then the Laplace transform of f(t) exists for all
N.B (2) can be said exponential order.
Proof:- Since f(t) is piecewise continuous, is integrable over finite interval on t- axis
Laplace Transform of Derivatives and Integrals
Theorem ( Differentiation of f(t) )
Suppose that f(t) is continuous for all satisfies (2) for some and M, and has a
derivatives f(t) which is piecewise continuous on every finite interval in the range .Then
the Laplace transform of the derivative f(t) exists when and

Proof : when f is continuous
exists when
Applying the theorem

Similarly

Exercise:-Apply induction to find
Example: Find
Solution: Let ,

Example: Let
Solution: We have

Activity:
What are the sufficient conditions for existence theorem?
What is the conclusion of the theorem?
H.E AMU Page 32
Example: Let
Solution:
Example: Solve the initial value problem

Solution: Let
Substituting this we get
Exercises: Use the method of Laplace transform to find a solution of each of the following
differential equations satisfying the given initial conditions.

ANSEWR
2 3

H.E AMU Page 33
Laplace Transform of the Integral of a Function
Theorem ( Integration of f(t) )
If f(t) is piecewise continuous and satisfies an inequality of the form (2) then
Proof: - Let
is continuous
And except for points at which f is discontinuous

is piecewise continuous
Clearly
Example Let
Solution
Shifting on the S Axis
Shifting on the t Axis
And Unit Step Function
Theorem (Shifting on the S axis)
If f(t)has the transform F(s), where has the transform ) where
thus, if
Proof:
H.E AMU Page 34
Examples:
Theorem (Shifting on the t axis)
If F(s) is the transform of the f(t),then is the transform of the function

Definition: Unit step function is defined as
Note that
Shifting on the t axis assert that
Or
Proof
N.B The shifting theorem can be said the first and the second translation theorem.
Example:
Example: Find the inverse transform of
Solution:
Solution: The subsidiary equation is
H.E AMU Page 35
i.e
Differentiation and Integration of Transforms
Let f(t) satisfies the condition of the existence theorem
Example: Show that
Example:
Using find
Solution:
Similarly,
Exercise: Use Mathematical induction to prove
Example: Use
Solution: Since
Special Linear ODE with Variable Coefficients
From we can solve certain ODE with variable coefficients.
Let
Similarly,
H.E AMU Page 36
By ,
Example: Using the above solves the following differential equation with variable coefficient
Solution: Taking the Laplace transform both sides, we get
Or
The integrating factor is
Therefore,
And
s
Substituting in to both integrals gives

Thus, , since we must have
Therefore,
Exercises: Solves the following differential equation with variable coefficient
ANSWER

Integration of Transform
If f(t) satisfies the condition of the existence theorem and
t
t f
h
) (
lim

exist then
Proof:

Example: Find the inverse transform of the function
Solution:-

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By integration
Exercises: 1. Using . Determine

2. Using Show that
3. Using . Find

ANSWER
1.
3.
Convolution
Let F(s) and G(s) has converse f(t) and g(t).H(s) = F(s)G(s) we calculate the inverse of H(s) from
f(t) and g(t) and h(t) = (f*g) (t) is called the convolution of f and g
Theorem( Convolution theorem)
If f(t) and g(t) are the inverse transform of F(s) and G(s), respectively, and satisfy the hypothesis
of the existence theorem the the inverse transform h(t) of the product H(s) = F(s) G(s) is the
convolution of f(t) and g(t), written (f*g) (t) and defined by
Proof: - By definition of G(s) and shifting on t- axis for
From the definition of F(s) we get
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Region of integration

Example: solve the initial value problem

Solution:- The subsidiary equation
By convolution theorem
But for we have to integrate from 0 to 1, since
Activity:
What are the sufficient conditions of the convolution theorem?
Explain the hypothesis of the existence theorem.
Can we say the convolution product * a linear operator? Justify it!
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Example:

Example: Apply the convolution theorem to solve a volterra integral equation of the first kind
Solution:-From Convolution theorem the given equation become
We obtain,
The solution is

Therefore,
Example: - Solve the following volterra integral equation of the second kind
Solution: - By Convolution theorem we can write
Let , we obtain by taking common denominators
Solving for Y,
Therefore,
Exercise: solve the following integral equation

ANSWER

Partial Fraction
Let the subsidary equation of differential equation whose solution Y(s) is of the form
where F(s) and G(s) are polynomials in s.
Let assume that F(s) and G(s) have real coefficients and no common factors. The degree of F(s)
is lower than that of G(s).
Case i) Un repeated factor s a
In this case
This imply where the constant A is given by either of the two
expressions
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her is the function which is left after removing the factor s a
from G(s) in Y(s), i.e
Proof: Multiplying (1) by s a and using (4), we have
Letting and nothing that w(s) does not contain the factor s a,we obtain the
first formula in (3)
If we write (4) in the form
Applying LHopitals rule
The inverse transform of
Case ii) Repeated factor
The inverse transform of this expression is
Where the constants are
Proof:- Multiplying (2) by and using (4)
Hence
The partial fraction
Complex Factors
Here
Case iii) Un repeated Complex factors
We have (1)
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The inverse transform is
(2)
Where S
a
and T
a
are the real and the imaginary parts of
(3)
Here (4)
Proof:- Multiplying (1) by using (4) and letting
Equating real and imaginary parts on both sides must be equal, hence by(3)
To prove (2) & (3)
Has the inverse transform
Here, which is (2)
Example: Find the inverse transformation of
Solution:-
And
Therefore, the inverse transform is
Example: Find
Solution:
To determine constants A, B, C, multiply by so that
This must be an identity and thus must hold for all values of s. Then by letting s = 2, -1, 3 in
succession we find Thus
Solution: The differential equation is
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Solving for Y,
We first determine the constants

The solution is
;-
System of Differential Equations
Definition: - The pair of equation
Where and are functions of x, y, t, defined on a common set S, is called a system of two
first order equation. A solution of the system will then be a pair of functions x(t), y(t), each
defined on a common interval I contained in S, satisfying both equation of the system identically.
Example: Solve the system of differential equation
Solution: - Let
Rearranging,
We get
Therefore,
Exercises: Solve each of the following systems of equations by the method of the Laplace
transform.
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ANSWER
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SELF CHECK EXERCISE
a) Exercises: From the definition of the Laplace transform, compute for
ANSWER
b) Exercises: Find the Laplace transform by indicating the method
ANSWER
c) Exercises: - Find the inverse transform by indicating the method.
ANSWER
d) Exercises: - Solve the following initial value differential equation by the Laplace
method.
(0) = -1
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ANSWER
e) Exercises: By the method of Convolution find the inverse transform
.
ANSWER
f) Exercises;-Using differentiation, integration, s shifting, or convolution find the inverse
transform.

ANSWER

g) Exercises: Find of the following transformation F(s) by the partial fraction method.

H.E AMU Page 46
ANSWER

47
Chapter III
Vector differential calculus and integral calculus,
vector fields
Chapter Objectives
Content Outline
- Scalar field and vector fields
- Vector calculus
- Curves and arc length
- Line integral and greens theorem
- Surface integral , divergence theorem of gauss;
- Stoke s theorem
- Define the meaning of vector fields, Curves, and different
types of integral
- Understand the different properties of derivatives of vector
functions
- Interprets the geometrical meaning of tangent, curvature &
torsion
- To parameterize different curves and surface
- How to evaluate line integral and surface integrals
- Apply different type of integrals to physical problems
- Distinguish the application of Greens, Stokes and divergence
H.E AMU Page 48
Vector Calculus
Type equation here.
Definition : A vector valued function consist of two parts: a domain, which is a collection of
numbers, and a rule, which assigns to each number in the domain only one and one vectors.
In three dimensions we can write
Example: is vector valued function and
are the component function of F. Domain of F : which is the intersection of the domain of
the component functions.
Example: Determine the domain of the following function.
Solution:
The first component is defined for all ts. The second component is only defined for and
the
third component is only defined for . Putting all of these together gives the following
domain.
[1, 4)
This is the largest possible interval for which all three components are defined.
Graph: Practically it is impossible to draw the graph of vector valued function, because we need
four dimensions in three dimension vector. But we can draw we can define the graph of
, by drawing only its range
Example: Sketch the graph of
Solution: , it is an xy plane
it is a circle
it is a circle of radius 2 and center 0.As t increase, the vector r(t) move
counter clock wise around the circle.
Activity:
- Discuss with your friend the meaning of vectors and scalars from previous prerequisite
course.
- Describe the law of vector algebra,
dot or scalar product and cross or vector product.
H.E AMU Page 49

The corresponding parametric equations are:
from the third equation, the tip of the curve in the
plane from the first two equations, the curve is a circle of radius 2 and center on the z axis
and traced in CCW looking down the z axis or compare it withexample ( a) use translation by
vector 2j.

Example: Sketch the graph of each of the following vector functions.
Solution:
As we saw in the last part of the previous example it can really be able to sketch the graph of a
vector function. Because of that well be skipping all the function evaluations here and just
giving the graph.
So, with that said here is the sketch.
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Limits, continuity and Derivatives of Vector Functions
Definition: let r be vector valued function defined at each point in some open interval containing
except possibly at itself. A vector L is the limit of r(t) as t approach if for every
there is a number such that
In this case we write L t r
t
=
) (
lim
to
exists
Theorem: Let then r has a limit at if and only if
have limit at . In that case
) (
lim
to
t r
t
Proof: Let ck bj ai L t r
t
+ + = =
) (
im l
to
For such value of t we have
im l
to t
, similarly
im l
to t
and
im l
to t
Conversely, let
im l
to t
im l
to t
and
im l
to t
.
And let ck bj ai L + + =
Activity:
Look at the concept of limit and compare it with previous definitions of
limit in single variable real valued functions and several variables.
Explain the similarity and difference!!
H.E AMU Page 51
then
,
Hence, if then
Therefore, from the definition ck bj ai L t r
t
+ + = =
) (
im l
to

Example: Find ) (
im l
1
t r
t
=
Solution Applying the theorem
) (
im l
1
t r
t
(by LHopitals rule)
Theorem Let are vector valued value functions, and let f and g be real valued
functions. Assume that
im l
o t t
&
im l
o t t
exist &
im l
o t t
f(t) exist &
im l
o s s
g(s) = . Then
im l
o t t
im l
o t t

im l
o t t

im l
o s s
Example: Let
Find
im l
1 t
Solution: we can find the solution in two ways either taking the dot and the cross product first
and then the limit or applying the theorem
im l
1 t
(F G =
Definition: A vector valued function r is continuous at a point in its domain if
=
) ( im l
o
t r
t t
Theorem A vector valued function r is continuous at if and only if each of its component
function is continuous at
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Derivatives of vector valued functions
Definition: Let be a number in the domain of a vector-valued function r is differentiable at
if
im l
o t t
exist
Theorem
Example: Let
Example:
Find
Solution:

If represents time, these represent respectively the velocity, magnitude of the velocity,
acceleration and magnitude of acceleration at of a particle moving along the space curve
Theorem Let
(
Example: Let
Find
Solution: we can find the solution in two ways either taking the dot and the cross product first or
then taking the dot product first:
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Applying the theorem:
Corollary: let r be differentiable on interval I and assume that there is a number C such that
Proof:
( )
Integrals of vector valued functions
Definition: let are continuous on [a,b].
Then the definite integral and the indefinite integral are defined by
And
Example: Let Find
Solution:
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Exercises: Find the first and second derivatives of the vector functions of single real variable and
their value at the given value of t
ANSWER
Exercises: Find the indefinite and definite integrals of the following vector functions.
H.E AMU Page 55
ANSWER
Curves and Arc length
Definition: A space curve (or simply curve) is the range of a continuous vector valued function
on an interval of real numbers.
Examples: Circle, lines, parabola etc
Notation: C to denote the curve, r to denote the vector valued function and we say that C is
parameterized by y or r is a parameterization of C.
Example: Let f be a continuous real valued function on an interval I. Show that the graph of f is
a curve, and find a parameterization of that curve.
Solution: Consider the vector valued function r defined by
r is continuous as t and f are continuous
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The graph of f is the range of r
The graph of f is a curve
f
Definition: A curve C is closed if it has a parameterization whose domain is closed interval [a,
b] such that r(a) = r(b)
Definition: A vector valued function r is smooth on I if r has continuous derivative on I and
for each interval point t. A curve C is smooth if it has a smooth parameterization.( no
sharp corner)
Smooth curves piece wise smooth
Example: Show that the standard unit circle is smooth. -11 1
Solution:

And r(t) is continuous on
r is smooth
Example: Determine whether the following vector-valued function have continuous turning
tangent vectors (smooth).
H.E AMU Page 57
Solution:
All the components are continuous functions, & there is no value of t for which all three of
them are zero.
is smooth

Definition :( Parameterization of Line Segments)
are distinct points in space, the parametric equations are
is a
smooth parameterization of the line segment from
Example: Find a smooth parameterization of the line segment from (4, 3, 5) to (2, 8, 5).
Solution
Length of a Curve (arc length)
Definition: Let C be a curve with a piecewise smooth parameterization r defined on [a , b]. Then
the length L of C is defined by
Example: Find the length L of the curve
Solution:
Length in polar graph
The polar graph of

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Example: Find the length of the cardioids

Solution:
Arc length Function
Definition: Let C be a smooth curve parameterized on an interval I by
let a be a fixed number
The arc length function S defined by
The arc length S may serve as a parameter in parametric representation of curves.
S is the length of the portion of the curve between r(a) and r(t) distance traveled by the object
between time
Exercises: Find the parametric representation of the following curves.
e) Determine the length of the curve
f) Show that arc length function is an increasing function.
ANSWER
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Tangent, Cuvature and Torsion
Tangent and Normal to a curve
Tangents are straight lines touching a curve. The tangent to a simple curve C at a point P of C is
the limiting position of a straight line l through P and a point Q of C as Q approaches P along C.
If C is given by and P and Q correspond to then a vector in the direction of L
is
In the limit this vector become the derivative
Provided that r(t) is differentiable. If a tangent vector of C at P.
Definition: Let C be a smooth curve and r a parameterization of C defined on an interval I. Then
for any interior point of I, the tangent vector T(t) at the point r(t) is defined by
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Example: Find a formula for the tangent T(t) to the circular helix
Solution: The circular helix is on the cylinder of radius one.
Definition Let C be a smooth curve, and let r be a parameterization of C defined on an interval I
such that r is smooth. Then for interior point t of I for which the normal vector N(t)
at the point r(t) is defined by
Example: Find a formula for the normal N(t) to the circle
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Solution:
which is toward the center
Example: Find a formula for the normal N(t) for the parabola
Solution:
Then
The normal at the origin is N(0) = j

Normal for sine function
Cuvature and Torsion
Definition: Let C have a smooth parametrization r such that r is differentiable. Then the
cuvature of C is defined by the formula
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We have
Therefore, we can define cuvature as the maginitude of rate of change of tangent with respect to
arc length function .Here which is unit principal normal. The unit binormal is
defined as
. Show that
Definition: Torsion is defined as
Example: Show that the curvature of a circle of radius
Solution: If the center of the circle is
And

Example: Find the curvature of the parabola parameterized by
Solution:
Example: The circular helix
a) Find b) Find c) Unit tangent of C d) curvature of C
e) Normal vector of C f) Binormal g) Torsion
Solution:
Activity:
- Where is the maximum curvature of the parabola?
- Using vector equation of a line find the curvature of line.
- From the above example disscus about the curvature of a circle as the radius become larger
and larger
- From curvature of circle and line explain the geometrical meaning of cuvature.
H.E AMU Page 63

Hence circular helix has constant curvature and torsion.
Exercises:
a) Find the general formula for the tangent vector and unit tangent vector to the curve given
by
b) Find the vector equation of the tangent line to the curve given by
c) Find the normal and bi-normal vector for
ANSWER
Exercises: Let
a)Find arc length function
b) Find the arc length parameterization of the curve
c) Find the tangent to the curve
d)Find curvature to the curve
e) Find the principal normal to the curve
f) Find bi-normal
g) Find torsion
H.E AMU Page 64
ANSWER

Exercises: Show that bi-normal
Exercises: Since are linearly independent vectors, so any vector in
space can be represented as linear combination of these vectors. Prove that
Gradient of a scalar field, Divergence and Curl of vector fields
Definition: a vector field F consist of two parts a collection D of points in space called the
domain and a rule which assigns to each point (x, y ,z) in D one and only one vector F(x, y, z)
Impossible to graph a vector field, because require six dimensions. But we can draw the vector
F(x, y, z) as an arrow emanating from (x, y, z).
Example: z
Y

x
Examples: --The direction and a flow of a fluid-The direction and magnitude of the wind (look
at the weather report in television.)
Example:
Y
X
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Example: The gravitational fields
We have the formula,

Definition: Consider the vector operator
Then if and have continuous firs partial derivatives, we can define the
following
Gradient: The gradient of F is defined by
If is equation of a surface, then is a normal to this surface.
Divergence: The divergence of G is defined by
Curl: The curl of G is defined by
Example: Let F be the gravitational vector field find div F
Solution:

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Similarly
and
div F =
If divF = 0 then F is said to be divergence free or solenoidal
Example:. Let
Solution: By definition
Example: Find a function scalar field f of three variables such that
Solution: from the definition
, and
Integrating the first with respect to x, we get
TheoremLet be a vector field and the domain of F is all the three

dimensional space
H.E AMU Page 67
Exercises:

Show that F is the gradient of some function, but G is not.
Exercises: and

Find
ANSWER
Exercises: Determine whether F is the gradient of some function f. If it is, find such a function f.
ANSWER
Exercises:
a) Let F be a constant vector, and
b) Show that if F and G are conservative, then F + G is also conservative.
c) Let Show that F is solenoidal.
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Line integral and greens theorem
Let be a given function defined at each points of C (space curve) and continuous
function of S. we sub divided C in to n portions.
z
Y
X
Po
P1
P2
Pk-1
Pk
Pn-1
Pn
(Xk, Yk,
Zk )
Sk
C
Let be any point on C between and let be the arc length of the
portion C between
We have the largest denoted then it approach a limit the limit of the
sequence is called the line integral.
Definition: Let f be continuous on a piecewise smooth curve C with finite length. Then the line
l of f over C is defined by
The following properties immediately follow from the definition.
Evaluation (Converting to Definite Integral)
If C is represented by
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Example: Let C be the line segment from (0, 0, 0) to (1, -3, 2).
Solution: We parameterize C using line segment parameterization

The parametric equations are

Example: Let C composed of two curves
C1
C2
o
Y
-2
2
X

Solution: parameterized as
and
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Line Integrals of vector Fields
Definition: Let F be a continuous vector field defined on a smooth oriented curve C. Then the
line integrals of F over C, denoted is defined by
Where T(x, y, z) is the tangent vector at (x, y, z) for the given orientation of C.
N.B The previous definition of line integral does not require C to be oriented.
Evaluation:
be a parameterization of C with domain [a,b]
Example: A particle moves upward along the circular helix C, parameterized by

With force
Find the work done by the force
Solution: The work done by the force F along the path C is
We have
Alternate Form of line Integrals
Let be a continuous vector field defined on on a smooth oriented curve C
parameterized by
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Written as

Example: Let C be twisted cubic curve parameterized by
Solution:
N.B: The orientation of the curve C is by definition opposite to the orientation of C,
Example: Evaluate
a) along the line from (0,1) to (1,2)
b) straight lines from (0,1) to (1,1) and then (1,1) to (1,2)
c) The parabola
Solution:
a) An equation for the line joining (0,1) and (1,2) in the xy plane is y = y + 1. Then dy = dx
and the line integral equals
b) A long the straight line from (0,1) to (1,1), y = 1, dy = 0 and the line integral equals
Along the straight line from (1,1) to (1,2), x =1, dx = 0 and the line integral equals
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Then the required value
c) Since the line integral equals
The Fundamental theorem of Line Integrals
Theorem(Fundamental theorem of line integral)
Let C be an oriented curve with initial point
Let f be a function of three variables that is differentiable at every point on C, and assume
that grad f is continuous on C. Then
If a continuous vector field F is the gradient of a function f, then
Example: Let C be the curve from parameterized by
And let
Solution: (from previous example)
Check that the two points are initial and terminal points and lie on the curve!
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The following statements are equivalent
A.
B. is independent of path.
C. for every closed, oriented curve C lying in the domain of F
D. and the domain is the set of points in space.
i.e a b c d a
Greens Theorem
Theorem (Greens Theorem)
Let R be a simple region in the xy plane with a piecewise smooth boundary C oriented counter
clock wise. Let M and N be function of two variables having continuous partial derivatives on R.
Then
N.B The relation between C and R is the region R is bounded by the closed curve C.

Example: Let
oriented CCW.
Solution: R is the disk
We have
Example: Let C be the closed curve oriented CCW
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1

1
Solution:
Area formula for the region R let area of R is A
Example: Find the area of the ellipse
Solution:
Let be continuous vector field defined in the region R in the xy plane
Alternative form of Greens theorem become
Example: Verify Greens theorem in the plane for
Where C is the closed curve of the region bounded by
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Solution: The plane curves intersects at (0, 0) and (1, 1) the positive
direction shown.
Along the line integral equals
Along the line integral equals
Then the line integral becomes
Therefore, Greens theorem is verified.
Surface Integrals, Divergence of Gauss
Surface Integrals
Definition: Let S be the graph of a function having continuous partial derivatives and defined on
a region R in the xy plane that is composed of a finite number of vertically or horizontally simple
regions. Let g be continuous on S. The surface integral of g over S denotes
is defined by
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As a parameterization of a curve, for surface S in
two- dimensional have a parametric representation in space is of the form
Example: The circular cylinder
The component of r are .The parameters u, v vary in the
rectangle
Evaluation: If S is the graph of f on R, then
Where
Example:
Evaluate ,
where S is the portion of the cone for which
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Solution: If R is the ring and
if

Example: Evaluate S is the surface of the paraboloid
above the xy plane and
Solution: The required integral where R is the projection
of S on the xy plane given by
Since the integral become
a) If
b) If or in polar
coordinates
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c) If
in polar coordinates,
Integrals over an oriented surface
It is possible to select one normal at each non boundary point in such a way that the chosen
normal varies continuously on the surface S, then S is said to be an orientable surface and the
selection of the normal given an orientable to S
A surface S is called a smooth surface if its surface normal depends continuously on the point of
S.
Non orientable surface, wcich is called Mbius suface look at the figure below.
Definition: Integral of the form is called a flux integral
Evaluation: Let S is the graph of with continuous partials on the plane
region R.
The normal to S is
is normal to
S. The normal depend on the k component is +ve or -ve
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Let if n is upward, , then
=
Similarly, in is downward,
Example: Let S be the unit sphere oriented with normal that is directed out
ward, and Let Find
Solution: Since , we have
We divide S in to the upper hemisphere now is the graph of
on the region R bounded by and the normal to points
upward, therefore if then by the above
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In the same way is the graph of and normal to points down
ward.
by the last formula, we have

Stokess Theorem
Theorem (Stokess theorem)
Let S be an oriented surface with normal n and finite surface area. Assume that S is bounded by a
closed, pricewise smooth curve C whose orientation is induced by S. Let F be a continuous
vector field defined on S, and assume that the component functions of have continuous partial
derivatives at each non boundary point of S. Then
NB: Note that Stokess theorem relate line integral with flux integral and C and S have
relationship as the surface S bounded by the closed curve C
Example: Let be the semi ellipsoid oriented so that the normal n is
directed upward as fig. below and let .
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Evaluate
Solution:
We could determine and then evaluate the unit disk in the xy plane
has the same boundary as has and when is oriented with normal n directed upward the
induced orientation on the common boundary of and are identical.

The integral over is easily evaluated because the normal to is

Therefore the required integral is 0.
Example: Verify Stokess theorem for where S is the surface of the
paraboloid is its boundary.
Solution: The boundary C of S is a circle with equation
Then
The line integral

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The flux integral
And
Then
In polar coordinates this becomes
The Divergence Theorem
Definition: A solid region D is a simple solid region if D is the solid region between the graphs
of two functions on a simple region R in the xy plane.
Theorem (Divergence theorem)
Let D be a simple solid region whose boundary surface S is oriented by normal n directed out
ward from D, and let F be a vector field whose component functions have continuous partial
derivatives on D. Then
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NB: Note that divergence theorem relate flux integral and triple integral and S and D are related
as the surface S is the boundary of D.
Let assume that are the angles which the normal n makes with
positive x, y, and z axes respectively
Example: Let D be the solid region bounded by the xy plane and the hemisphere and let
Evaluate
Solution: Using divergence theorem makes it simpler

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Example Evaluate where S is a closed surface
Solution:
By the divergence theorem,
Path Independence of line Integrals
Definition: The line integrals
Is path independent in a domain D in space means that for every pair of endpoints A, B in D the
integral has the same value for all path in D that begin at A and end at B.
Result: The above line integral is path independence in a domain D if and only if:
1)
2) Integration around closed curves C in always gives 0.
3) (provided D is the whole space)
4)
Example: show that the following integral is path independent in any domain
Find the value of I from A;(0, 0, 1) to B:(1,
Solution: The differential is exact as
H.E AMU Page 85
SELF CHECK EXERCISE
A: Find the velocity (tangent) of the following curves.
ANSWER
B: Write a parametric equation for the tangent line to the given curve at the given point in
each of the following cases.
ANSWER
C: Find the length of the following curves.
a) The spiral
b) The spiral
c)
d)
e)
f)
ANSWER
H.E AMU Page 86
D: Find the curvature of.
a,b,c

ANSWER

E: Determine which of the following vector fields admit potential functions.
Find the potential functions for the following vector fields.
ANSWER
F: Find a potential function f for the following vector fields F given as F(x, y, z)
ANSWER
H.E AMU Page 87
G: Evaluate the following line integral.
ANSWER

H: Use Greens theorem to find the integral
ANSWER
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I: Integrate the following function over the indicated surface.
ANSWER
J: Compute the divergence and the curl of the following vector fields.
ANSWER
i
K: Show that where F is vector field and f is scalar function.
L: Find the integral of the following vector field over the indicated surface.
(Divergence theorem)

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ANSWER
M: Verify Stokes theorem in each one of the following cases.
ANSWER
Advanced Engineering Mathematics
90
CHAPTER IV
COMPLEX ANALYTIC FUNCTION
Chapter Objectives
Content Outline
- Complex number
- Function of complex variable, limit, derivative and analytic function.
- Cauchy Riemann equations, Lap lace equation.
- Elementary function: exponential; trigonometry; hyperbolic and logarithmic
functions, general power.
- Define the meaning of complex number and the Operators.
- Compare limit and derivative with real variables
- Understand the meaning of analytic functions.
- How to find an integrating factor
- Derive the Cauchy Riemann equations.
- Distinguish different between differentiable functions and
analytic functions.
- Apply C R equations.
Advanced Engineering Mathematics Complex Analytic Functions
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Complex Numbers
Activity:
Do you think that real number is sufficient for solving all equation?
Give examples of equation not solvable under set of real number
We have no solution for in set of real numbers, therefore
extending real number is necessary.
Definition: A complex number z is an ordered pair (x, y) of real numbers x, y and we write
Now we can define addition and multiplication of complex number as follow:
Addition and Multiplication
Let addition of complex numbers is defined by

Multiplication is defined by
Representation of complex numbers in the form , the order pair
and the set of real numbers are one to one correspondent, so we can consider
as real number, is called imaginary unit.
and
Example: Let
Solution:

Division
Inverse operation of multiplication, let
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Complex plane
Definition (Conjugate): Let be any complex number. Then is called complex
conjugate of and denoted by
From the definition we have,
Exercises: Show that
Exercises:
ANSWER
Polar Form of Complex Numbers
This is polar form or Trigonometric form.
Absolute value or modulus, , geometrically it mean the distance of
the point from the origin.
We have the following properties:
- means is far from the origin than the point .
- is the distance between the points
- is the argument of denoted by
- Principle value defined by
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Example: Let , find the principal value, .
Solution:
principal value
Let
Similarly, show that

Example:
Example:
Example:
Find
Solution:
And
Triangular Inequality:
Proof:

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Power and Root
De Moiver Formula
We use De Moivers formula to find the n
th
roots,
By equating the absolute value on both sides of the above equation, we get

By equating the arguments both sides, we obtain

or
You can check that ,are the same therefore, for
has the n distinct values.
These n values lie on a circle of radius with center at the origin and constitute the vertices of
a regular polygon of n sides.
The value of obtained by taking the principal value of arg z or k = 0.
Example:
Solution: we have
Example:
Example:
Solution:
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Examples:
and this roots constitute regular three sided
polygon(equilateral triangle) and regular four sided polygon( square) respectively.
Circles and Annulus
Circle: - With center p and radius r is
Open Disk. The open disk with center and radius is the set
i.e. all points of distance less than . The edge of the disk not included.
Closed Disk. The closed disk with center and radius is the set
i.e. all points of distance less than or equal to r from p. The edge of the disk included.
Annulus. The set of points open annulus.
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Half Plane.
such that upper half plane
such that upper half plane
Exercises: Find the modulus, argument, real and imaginary parts of
ANSWER
Exercises: Write the complex number in above, parts a) and d) in polar form.
ANSWER
Exercises: Determine the region in z- plane denoted by
ANSWER
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Exercises: Write each of following in the form
ANSWER
Exercises: perform the following operations by first writing in polar form, write the answer in
the form
ANSWER
Exercises: Show that
Exercises: prove that
Exercises: Compute all the value of

ANSWER
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Function of Complex Variable: Limit, Derivative, and analytic function
Definition: A complex variable function defined on a set of complex number a rule which
assigns to each z in a unique complex number w.

Let u and v be the real and imaginary parts of w, w depends on
and

Example: find the real and imaginary part, .
Solution:
hence,
Example:
Limit
Definition: Let S be an open subset of a complex plane . Let f be a function on S, let L be a
constant
If given
from any direction in the complex plane .
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Definition: is said to be continuous at if is defined and
is said to be continuous in a domain if it is continuous at each point of that domain.
defined in some neighborhood of . Neighborhood of means any
open set which contain , usually open disk center .
Example:
Solution: , but the
function is not continuous at x = -i.
Example:
Solution: , the limit to be exist it must exist along any directions or curves and
equals.
Along x- axis (y = 0):
Along y- axis (x = 0):
Complex Differentiability
Definition: A function is said to be differentiable at a point if the limit
Setting
N.B: All rules of differential calculus: constant, integral power, sum, product, quotient chain
rule, etc holds.
Example: Use the definition to find the derivative of
Solution:
Example: Let
Solution:
Check along path I and II
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Along path I,
Along the path II,
The derivative does not exist at any point, since the limit different along the two path.
Suppose , then
Analytic Functions
Definition: A function is said to be analytic in a domain S if is defined and
differentiable at all points of S. The function is said to be analytic at a point in S, if
is analytic in a neighborhood of . Also; by analytic function we mean a function that is
analytic in some domain.
Example: Polynomial functions analytic in the whole complex plane.
Activity: Compare the similarity and difference between differentiability and analyticity at a
point and in a domain.

Cauchy Riemann- Equations, Laplace Equations.
Let
We drive the basic criterion for analyticity of complex valued functions.
Theorem (Cauchy Riemann Equation)
Let be defined and continuous in some neighborhood of a point
and differentiable at itself. Then at that point, the first-order partial derivatives of u
and v exist and satisfy the Cauchy Riemann equations .
Hence if is analytic in a domain S, those partial derivatives exist and satisfy the Cauchy
Riemann equations at all points of S.
Proof:
Let be analytic
By definition
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On the other hand,

Comparing the real & imaginary part of (3) and (4), we get
(Cauchy Riemann equations)
The converse
If have continuous first partial derivatives and satisfying C R equations in
some domain S, then is analytic in S.
Example: Show that the function satisfy Cauchy Riemann equations.
Solution:
&
It satisfy C R equations, so f is analytic as the partial derivative exist & continuous.
Example: show that the function is not analytic.
Solution: Here we have . These are
differentiable with derivatives . These are continuous,
since all are constant and , do not satisfy the C R equations anywhere.
So f cannot be analytic anywhere.
Example: Show that the function is analytic.
Solution:
.
These are differentiable everywhere with
Which are continuous and clearly satisfy the C R equations everywhere.
So f is analytic everywhere on C and hence an entire function.
Exercises: Show that is not analytic.
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Laplaces Equation
is analytic in a domain S, then both u and v satisfy Laplaces
equations
i.e. in S and have continuous second partial
derivatives in S. W
Example: Show that is harmonic function.
Solution: A function of complex variable is harmonic if it is analytic and satisfy Laplaces
equation. From above example f is analytic and, we have
Which have continuous second partial derivatives in C and satisfy Laplaces equations.
So f is harmonic function on C. u and v are harmonic conjugates of f.
Example: Show that the function is harmonic and find the corresponding
analytic function.
Solution: we have
u is a harmonic function.
Now

Exercises: Locate the points where the given functions are not analytic in the specified domains.
ANSWER
c) Nowhere analytic as is not analytic function.
Exercises: Show that satisfies the C R equations for all z. Find both in
Cartesian form and as a function of z.
ANSWER:
Exercises: Verify that the given function is harmonic, and find its harmonic conjugate
H.E AMU Page 103
ANSWER
Elementary Functions: Exponential, Trigonometry, Hyperbolic and logarithm
Functions, General power.
Exponential Function
By preserving the following familiar properties of the real exponential function
From Euler formula, we have
But
C R equation satisfiedanalytic (a)
(b)
(c)
By taking , we have
A function f is periodic with period c if
Thus,
Trigonometric and Hyperbolic Functions

all the other trigonometric function defined in similar
fashions.
Definition: , all the other hyperbolic functions defined in
similar way.
Exercises: Prove that
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Expanding sine and cosine

In particular taking
By expanding the hyperbolic function
Setting ,we obtain
Example: Find
Solution:

Similarly
Example: Find all z satisfying
Solution:

Similarly
Example: Find all z satisfying
Solution:
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Now,
Case i)
Case ii)
Which has no solutions because
Example: Solve the equation

Solution: Let
Which means that
So there are infinitely many solutions, given by
Example: Solve
Solution:
From the second, which
is impossible. So we must have
Logarithm and General Power

Definition: The natural logarithm of is denoted by is defined as the inverse of
the exponential function.
Let
Taking the absolute value on both sides
And by taking the argument both sides
Since the is an integral multiple of is called the

principal value of .
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General power
Definition:
Example: Find the principal value of
Solution:
The principal value is
Example: What are the logarithms of
Solution: Writing in polar form and,
since the complex number is in the first quadrant,

Example: what is
Solution:
But can only take values 1 and -1.
Exercises: Solve the following
Solution:

The Inverse Trigonometric and Hyperbolic Functions
Definition:
Example: Show that
Proof:-
Quadratic in )
Solving this quadratic equation
Exercises: similarly show that

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SELF CHECK EXERCISE
a) Exercises: Write in polar form

ANSWER
b) Exercises: Find the moduli and argument of the following complex numbers.
ANSWER
c) Exercises: Express each function in form , where u & v real
ANSWER

d) Exercises: Find the locus of the point z satisfying the following conditions
ANSWER

e) Exercises: Prove the parallelogram law and
give a geometric interpretation.
f) Exercises: Find the root of
ANSWER
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g) Exercises: Check the continuity , & C R at origin

ANSWER
h) Exercises: The function is analytic. Find the imaginary part.
ANSWER
i) Exercises: Find the analytic function of
ANSWER
j) Exercises: Compute
ANSWER
k) Exercises: Find the principal value of
H.E AMU Page 109
ANSWER
l) Exercises: Solve the following equations.

ANSWER
110
CHAPTER V
COMPLEX INTEGRAL
Chapter Objectives
Content Outline
o Complex number
o Function of complex variable, limit, derivative and analytic function.
o Cauchy Riemann equations, Lap lace equation.
o Elementary function: exponential; trigonometry; hyperbolic and
logarithmic functions, general power.
.
- Define the meaning of line integral in complex plane.
- Evaluate integrals along a path in the complex plane.
- Understand the statement of Cauchys theorem.
- Understand Cauchy integral formula
- Derive the Cauchy Riemann equations.
- Apply Cauchy Integral formula to evaluate line integrals.
Advanced Engineering Mathematics Complex Integral
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Line Integral in the Complex Plane
Activity:
Discuss how line integral defined and evaluated in the xy plane.
What is the meaning of smooth curve in
Explain different properties of line integral in
Let C be a smooth curve in complex z plane. Then we may represent C in the form
Where has a continuous derivative for all t
Let be a continuous function which is defined at each point of C, we subdivide the interval
in to
The corresponding subdivision of C by points
On each portion of subdivision of C we choose an arbitrary point a point b/n
etc
The greatest the limit is called the line integral, denoted by the curve
C is called the path of integration.
Let

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Evaluation (Conversion to Definite Integral)
Or
Example: Evaluate , where C the unit circle in CCW sense.
Solution: C is in the form
Or
Example: Evaluate is a circle of
radius with center at .
Solution: C is in the form
, we obtain
If m = -1, then as the above example.
For
Basic properties of the Complex Line Integral
If we decompose the path C in to two portion

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The ML Inequality
We have from the real integral
Now consider a simple smooth path and a function which is continuous on Then
Suppose that we know that Then
Example: Estimate the integral of taken once around the circle

Solution: We have on the circle. Then from LM inequality
Example: Evaluate
Solution: C: i. e.
Now,
Exercises: E valuate the given integral along the indicated curve

is the straight line from
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where C is the square with vertices
the shortest path from
is the composed of the line segment joining

ANSWER:
Exercises: Find the upper bound for the absolute value of the given integral along the indicated curve.
where C is the circle
where C is the line segment from .
be the upper semicircle of
ANSWER:
Cauchys Integral Theorem
Definition: A domain D in the complex plane is called a simply connected domain if every simple closed
curve in D (not self intersection) encloses only points of D. A domain which is not simply connected is
said to be multiply connected.
Example: The interior of a circle, ellipse, square, etc
Doubly connected Triply connected
Theorem (Cauchys Integral Theorem)
If is analytic in a simply connected bounded domain D, then for every simple closed path C in D.
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We can prove it by using Greens theorem and Cauchy Riemann equation,
Let
By Greens theorem, we have
By Cauchy Riemann equation, we have . Then the above integral become
Activity: What are the conditions in C.I.T?
Is the converse true?
If it is false how you can prove it? Discuss.
Example: for every closed curves , because is analytic (an entire function)
Example: where C is a unit circle
Note that this result does not follow from Cauchy theorem, as is not analytic at . Hence
Cauchy theorem is sufficient but not necessary.
Application Cauchy Theorem
Independence of Path
Let C be a closed curve in two arcs
If you reverse the sense of integration along , we get
If f is analytic in D, and are any paths in D joining two points in D having no further points
in common the integrals are equal ( Independent of path). We can traverse the curve unless it pass the
point at which the function is not analytic, which is called principle of deformation of path.
Application to Multiply Connected Domain
The multiply connected theorem can be cut so that the resulting domain becomes simply connected
For a doubly connected domain look at the figure below.
H.E AMU Page 116
are simply connected, so we can apply Cauchy theorem. Along the integrals cancel
each other and out
Example: Evaluate where both traversed in CCW.

Solution: By the above
Evaluation of Line Integrals by Indefinite Integrations
An indefinite integral is a function whose derivative equals to a given analytic function in a
region.
Theorem (Fundamental theorem for curve integrals)
Suppose f is continuous in a simply connected domain D and F is antiderivative of f , that is,
in D , and for all path in D joining two points a and b in D
Activity: Compare and contrast the above theorem with Fundamental theorem of Calculus
Example: Evaluate using antiderivative
Solution:
Example: Evaluate
Solution:
Example: Evaluate
Solution:
Exercises: Evaluate
H.E AMU Page 117
ANSWER
Cauchys Integral Formula
Theorem (Cauchys Integral Formula)
Let be analytic in a simply connected domain D Then for any point and any simple closed
path C in D which encloses
We have
The integration being taken in the CCW.
Example: Evaluate where C is a circle of radius 1 and center at the point
Solution:
the point lies inside C but
lie outside the circle C, where f(z) is not analytic at z = -1.
is analytic inside and on C, by Cauchys Integral formula, we have
We obtain the same result as a) because the given function analytic except at the points
by continuous deformation the circle b) obtained from a), without passing a
point where f(z) is not analytic.
By C.I.F
The given function is analytic everywhere inside the circle. Therefore, by Cauchy theorem
Exercises: Evaluate using C.I.F
H.E AMU Page 118
ANSWER
The Derivatives of Analytic Functions
A complex function has first derivative in a domain D these follows the existence of derivative of all
orders in D.
Theorem (Cauchys Integral Formula for Derivatives)
If is analytic in a domain D, then it has derivatives of all orders in D which are then also analytic
function in D. The values of these derivatives at a point are given by the formulas
And in general
Here C is any simple closed path in D which encloses and whose full interior belongs to D, the curve C
is traversed in the CCW sense.
Here differentiate the C.I.F with respect to to get of above.
Example: Use the C.I.F for derivative to evaluate
Solution: The integrand is not analytic at but only lie inside C. By writing
the integrand,
By the theorem
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Exercises: Evaluate using C.I.F for derivative
ANSWER
Cauchys Inequality
Let C be a circle of radius r with center , and let Mbe the maximum of
By applying
Liouvilles Theorem
A bounded entire function is constant.
Proof: suppose f is analytic for all z & is bounded
By Cauchys inequality, by taking r arbitrarily large enough
must be constant.
These theorem enable us to prove fundamental theorem of Algebra.
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SELF CHEK EXERCISES
a) Exercises: Evaluate the following.

ANSWER
b) Exercises: Use Cauchy theorem or C.I.F to evaluate the following.
H.E AMU Page 121
ANSWER
c) Exercises: Use the fundamental theorem to evaluate the following.
ANSWER
d) Exercises: Evaluate the following

ANSWER
\

122
CHAPTER VI
Taylor and Laurent series
Chapter Objectives
Content Outline
- Sequence and series ; tests of convergence
- Power series
- Taylor series of elementary functions
- Laurent series.
.
- Define the meaning of Taylor and Lauren series.
- Represent analytic function by a power series.
- Understand the difference between Taylor and Laurent series.
- Distinguish the singularities of a function.
- Write the Laurent series of a function.
- Apply Taylor series for approximation of analytic function.
Advanced Engineering Mathematics Taylor and Laurent Series
H.E AMU Page 123
Sequence and Series; Tests of Convergence
Definition: A sequence is a function whose domain is the set of positive integers.
Example: is
If , we say that the sequence is convergent. In other word
Example: The sequence convergence, since
Theorem: A sequence converges to a complex number L if and only if converges to
and converges to
Example: The sequence converges to i. Note that Re(i) = 0 and Im (i) = 1. Then
Series
Definition: An infinite series of complex numbers is converges. If the
sequence of partial sum , where converges.
n , we say that the sum of the series is L
Geometric Series
For the geometric series the term of the sequence
of partial sums is
As . Since . Therefore, the geometric series
converges to and diverges when
Example: The series is geometric series with
Theorem: If (necessary condition for convergence).

We have equivalent form
Theorem: If then the series diverges.
Example:
Definition: An infinite series is said to be absolutely convergent if
Example: is absolutely convergent since and the real series .
Converges because it is p - series.
Theorem: (Ratio Test)
Suppose is a series of non zero complex termsuch that
a) If then the series converges absolutely.
b) If then the series diverges.
c) If the test is inconclusive.
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Theorem: (Root Test)
Suppose is a series of compelex terms such that
a) If then the series converges absolutely.
b) If then the series diverges.
c) If the test is inconclusive.
Power Series
An infinite series of the form
where the coefficients are complex
constants is called a power series in , centered at
Analogous to the concept of an interval of convergence in real calculus, when a complex
power series has a circle of convergence defined by . The power series converges
absolutely for all z satisfying by
Example: The power series . By the ratio test
Thus the series converges absolutely for , R = 1
Example: Show that the power series converges for all .
Solution: By ratio test, we have
the series converges absolutely for
Note that like real series a power series represent a continuous function within circle of convergence,
integration term by term and differentiation term by term within circle of convergence is also possible.
Exercises: Apply the ratio test to the series
ANSWER
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Taylor Series of Elementary Functions
Theorem (Taylors Theorem)
Let be analytic in a domain D, and let be any point in D. Then there exists precisely one
Taylor series
The remainder after the term can be represented in the form

The coefficients satisfy the inequality
where Mis the maximum of on a circle whose interior is also in D.
Proof: We apply Cauchys Integral formula to prove the theorem, is analytic in a neiborhood of a
point , let C be a circle center a.
By C.I.F, is an arbitrary fixed point inside C and is on C
From the geometric progression

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This representation is called Taylors formula & is called the remainder formula
and
If a = 0 then it is called Maclaurin series.
Example: Geometric Series) Let , find the Taylor series center at a = 0.
Solution:
Example: Let find the Maclaurin series.

Solution: is analytic for all z and
Example: Obtain the power series of

Solution:
Integrating term by term from the series and , we get
Exercises: Use Taylor series to verify the following.

Exercises: Find the Taylor series of
ANSWER
H.E AMU Page 127
Laurent Series
Theorem(Laurens Series)
Let be analytic in a domain containing two concentric circles with center and
the annulus between them. Then can be represented by the Laurent series
Consisting of nonnegative and negative powers. The coefficients of this Laurent series are given
by the integrals
taken CCW around any simple closed path C that lies in the annulus and encircles the inner
circle.
We can write as one summation
where all the coefficients are now given by a single integral formula, namely,
To prove the theorem we use Cauchys integral formula for annulus
The nonnegative power series (regular part) are the Taylors series, since the region is inside ,
which we have already proved in Taylors theorem,
H.E AMU Page 128
with coefficient
Only it remains the negative power, which is called the principal part of the Lauren series,
here , for Taylors theorem we used
we follow similar method to complete the prove, so left us exercises!
Example: Let
Solution:
negative power.
Example: Find the Laurent series of
Solution:
Example: Find the Laurent series of the function valid in the regions.
Solution:
From above example . (a)
(b)
And (c)
(d)
from (a) and (c) inside the inner circle, we have
from (b) and (c) in the annulus, we have
from (b) and (d) outside the outer circle, we have
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These are the three regions.
Example: Find Laurent series with the indicated centered and give the region of convergence.
Solution:
The series convergence for all value of z
The series converges for value of z such that
Exercises: Find Laurent series about the given point and determine its annulus.
ANSWER
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SELF CHECK EXERCISE
a) Exercises: Check the convergence or divergence of the following sequences.
ANSWER
b) Exercises: Determine whether the given geometric series is convergent if so, find the
sum.
ANSWER
c) Exercises: Find the center and radius of the following power series.
ANSWER
d) Exercises: Find the Taylor series with the given center.
ANSWER
H.E AMU Page 131
e) Exercises: Expand in a Laurent series valid in the given regions.
ANSWER

132
CHAPTER VII
INTEGRATION BY THE METHOD OF
RESIDUES
Chapter Objectives
Content Outline
o Zero and singularities
o Residences
o The residue theorem
o Evaluation of real integral
- Define the meaning of zeros, singularity and residues.
- Understand residue calculation.
- Distinguish the type of singularities of a function.
- Apply the residue theorem.
- Evaluate real integrals.
Advanced Engineering Mathematics Integration By The Method of Residues
H.E AMU Page 133
Zero and Singularity
Definition: If a complex function f fails to be analytic at then this point is said to be a
singularity or a singular point of the function.
Example:
If f is analytic throughout some neighborhood (open disk containing of but not analytic at
is said to be an isolated singularity, in this case we have Laurent series with center
.
Suppose that z = is an isolated singularity of a function f and that
is the Laurent series. The negative power of
That is, the principal part contains zero, a finite
number, or an infinite number of terms.
i) If the principal part is zero that is all the coefficients are zero then
is called a removable singularity.
ii) If the principal part contains a finite number of non zero terms, then is called a
pole. If is the last nonzero coefficients in the principal part, then is
called a pole of order n. A pole of order one is called a simple pole.
iii) If the principal part contains an infinite number of nonzero terms, then is
called an essential singularity.
Example: z = 0 is removable singularity.
Example:
Zero
If ,then is a zero of a function. An analytic function f has zero of order n at
if
Example:
Example: Let
Exercises: Determine the zero and their orders for the given function.

ANSWER
Exercises: Determine the order of the poles for the given function.
ANSWER
H.E AMU Page 134
Residues
If has an isolated singularity at appoint then we can represent it by its Laurent series,
it may happen is zero for some n, say , then
The singularity of f at is called a pole of order m, singularity other than pole is called essential
singularity.
If f is analytic in a neighborhood of a point z = a then by Cauchy integral theorem for
every closed path in the neighborhood of a. If has isolated singularity at z = a and a lies interior of C
in this case not be zero in general, so by Laurent series,
converges in the domain
The coefficient of the power from
Then the coefficient in Laurent series of is called the residue of at
Example: Evaluate is unit circle CCW sense.
Solution:
has a pole of order 5 at and the corresponding residue is
Residue calculation
Simple pole
If f has a simple pole at a point the corresponding Laurent series of the form

H.E AMU Page 135
If has a simple pole and f is not rational function by the above means may be
difficult to calculate the residues. If are analytic at has
a zero of order 1 at has a simple pole at
Pole of order n
If f has a pole of order n at then
Example: Determine the residues of each function at the indicated poles.
Solution:
these are simple poles. Then
is a simple pole is a pole of order
Then.
is a pole of order 1. Then
Exercises: Find the residues of each the following at the indicated poles.
ANSWER
H.E AMU Page 136
The Residue Theorem
We have seen how to evaluate contour integration have only isolated singularity inside the
contour of integration have several isolated singularity inside the contour.
Theorem (Residue theorem)
Let be a function which is analytic inside a simple closed path C and on C, except for
finitely many singular points inside C. Then
, C in CCW sense.
Proof: Suppose are circles centered at respectively. Further that each
circle has radius small enough so that are mutually disjoint and are interior to
the simple closed curve C, by the previous section
Example: Evaluate .
Solution: All the singularities are simple pole and inside C, from the previous example, we
have
By residue theorem
Example: Evaluate in CCW.
Solution: has poles of 2
nd
order at only the
pole at lies inside C.
Example: Evaluate , where the contour C is the circle .

Solution: by writing , we have simple poles at
Only lies inside the circle

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Evaluation of Real Integral
a) Integrals of the type
Where is real rational function of finite on the interval
Let
and
As varies from the variable ranges once around the unit circle in CCW
Example: Let be a fixed real number in the interval evaluate
Solution:
The integrand has simple poles at only the last pole lies inside the
unit circle

b) Improper Integrals of Rational Function
Integral of the type
, if both limit exists. Then
We assume that the function is a real rational function whose denominator is different from
zero for real and is of degree at least two unit higher than the degree of the numerator.
Consider the contour integral
around path
Since is rational, has finitely many poles in the upper half-plane, and if we choose R large
enough, encloses all those poles.
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By residue theorem
Where the sum consist of all the residue of at the points in the upper half-plane at which
has a pole.
Now we show that , let then S is represented by

and as ranges along the variable ranges from
Since the degree of the denominator is two unit higher
For sufficiently large R and using ML-inequality, we have
taking the value of the integral over approaches zero.
the sum is over all residues of the corresponding poles of in
the upper half plane.
Example: Evaluate
Solution: has four simple poles at the points
Only two poles lie in the upper half- plane and .

H.E AMU Page 139
c) Fourier Integrals
Real Integral of the form
Here is the same as the previous, that is a rational function satisfying denominator is
different from zero for all real and is degree at least two unit higher
the sum run over all residue in the upper half-plane
Or
Example: Evaluate
Solution: has only one pole in the upper half-plane, i.e. pole of order 4 at
, equating the real and imaginary part, we get
Exercises: Evaluate the following integral.
ANSWER
H.E AMU Page 140
SELF CHECK EXERCISE
a) Exercises: Determine the zero and their order of the following functions.
ANSWER
b) Exercises: Determine the residues of each function at its poles.
ANSWER

c) Exercises: Evaluate the followings.
ANSWER
H.E AMU Page 141
d) Exercises: Evaluate the following integrals.
ANSWER
e) Exercises: Evaluate each of the following integrals.
ANSWER
f) Exercises: Use contour integration to verify each of the following.
Advanced Engineering Mathematics References
142
References:
- Erwin Kreyzing, Advanced engineering mathematics,10th ed., Wiley, 2000
- Alan Jeffrey, Advanced Engineering Mathematics, Academic press, 2002
- Dennis G. Zill and Micheal R. Cullen, Advanced engineering mathematics, 2
nd
ed. 2000 ,Jones
and Bartlett publisher.
-Murray R. Spiegel, Schaums Outline Series theory and Problems of Advanced Mathematics
for Engineers & Scientists, SI(metric) edition,1971
- Martin Braun, Differential equations and their applications, Springer-Verlag, 1993
-Morris Tenenbaum and Harry pollard, ordinary differential equation,Dover,1963
-Dennis G.Zill, A first course in differential equation with modeling application, Ninth ed.
Brooks/cole
-George F.Simmons, Differential Equations with Applications and Historical
Notes,TataMcGraw-Hill,1994
-David V.Widder, Advanced Calculus, Prentice-Hall of India P.ltd. Edition, 1999
- Robert Ellis and Denny Gulick, Calculus with analytic geometry, 5
th
ed, 1993.
-Serg Lang, Calculus of several variables,Addiso-Wesley,1973
- R. V. Churchill and J. W. Brown, Complex variables and applications, Mc Graw-Hill, Inc
-Serge Lang, Complex Analysis, springer, fourth edition
-J.N.Sharma, Function of A complex Variable, Krishna PrakashanMedia(P) Ltd.,1996-97
-B.choudhary, The Elements of Complex Analysis, Wiley Eastern Limited, 2
nd
ed.1992

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