EMG 211: ENGINEERING MATHEMATICS I

COURSE OUTLINES

PART ONE

• Maxima and Minima of Functions of a Single Independent Variable

• Tangents and Normals

• Differentiation

• Techniques of Differentiation
PART TWO
• Techniques of Integration: Indefinite Integrals, Integration by Parts, Definite Integrals,

Improper Integrals

• Applications to Engineering Systems

• Introduction to Ordinary Differential Equations (ODE) and Partial Differential Equations

(PDE)

PART THREE
• Properties and Evaluation of Matrices

• Introduction to Symmetric and Skew-symmetric Matrices

• Simple simultaneous Linear Equations

1
 PART I

DIFFERENTIATION

1.0 Maxima and Minima, Tangents and Normals

1.1 Gradients: The gradient of a straight line is the rate of change of y with x and is measured by
the increase in the value of y divided by the corresponding increase in the value of x. Thus, if =

+ , = = gradient of the line. The gradient of a curve at a particular point is the gradient of

the tangent at that point and when the equation of the curve is known differentiation provides a
method of calculating the gradient exactly.

Example: Calculate the gradient of the curve =3 −2 + 5 − 7 at the point (3, 71).

Solution: =9 − 4 + 5. When x = 3, = 74 = gradient of the curve.

1.2 Tangents and Normals: For the curve given by = ( ), gives the gradient of the

tangent at any point. Given the co-ordinates of a point on the curve and the value of at that point,

the equation of the tangent can be easily obtained.

Example: Find the equation of the tangent to the curve = + 3 + 2 when x = – 2

Solution: = + 3 + 2; =3 + 3. When x = – 2, = 15. Also, when x = – 2, y = – 12.

Therefore the required equation is = 15 + 18 or − 15 − 18 = 0.

A normal is a line perpendicular to the tangent. Recall from geometry that if two lines are
perpendicular then the product of their gradients is – 1.

Example: Calculate the equation of the normal for the previous example at the points already
defined.

Solution: The point is (– 2, – 12); the gradient of the tangent is 15. :. Gradient of the normal = − ,

and equation of the normal is 15 + + 182 = 0.

Example: Find the coordinates of the points on the curve = −4 − 3 − 2 where the tangent
is parallel to the x-axis.

2
Solution: A line parallel to the x-axis has zero gradient. If the tangent is parallel to the axis of x then

= 0 at the point of contact. =3 − 8 − 3 = (3 + 1)( − 3) = 0. :. = −1⁄3 3. These

(− 1⁄3 , − 40⁄27) and (3, – 20).

are the only values of x which give points on the curve where the gradient is 0. Their coordinates are

1.3 Stationary Points

A point on a curve at which = 0 is called a stationary point and the value of the function at that

point is called a stationary value. At such points the tangent is parallel to the x-axis. To find the

stationary points, set = 0 and face the consequence.

Example: Find the stationary points of the function 4 + 15 + 18 + 7.

Solution: = 12 + 30 + 18 = 6(2 + 5 + 3) = 6(x + 1) (2x + 3)

When = 0; 6(x + 1) (2x + 3) = 0, giving = – l or – 3/2. The stationary points are therefore (– l, 0)

and (– 3/2, 1/4) and the stationary values of the function at these points are 0 and 1/4, respectively.

1.4 Maxima and Minima

Figure 1.1 shows a curve passing through a stationary point and reaching a maximum value at that
point. As increases (from left to right) the gradient of the curve decreases from a positive value
through 0 to a negative value. Figure 1.2 shows a curve reaching a minimum at a point. As
increases the gradient increases from a negative value through 0 to a positive value. Maximum and
minimum points are also referred to as Turning Points (TP) because the tangent turns over at such
points. For Figures 1.1 and 1.2, please come to class.

1.5 Points of Infexion

A third type of stationary point is shown in Figure 1.3, where the curve has neither a maximum nor a
minimum value. This is called a point of inflexion, not a TP. For Figure 1.3, please come to class.

Note: For all stationary points, the necessary condition is that = 0. Note also that a maximum or

minimum value is not meant in an absolute sense. Figure 1.4 shows a curve which has two maxima
and 1 minimum values though one of the ‘maxima’ values is greater than the other, and the minimum
value is not the lowest value possible for the function. The terms maximum and minimum apply only

3
in a local sense near the stationary point. A function can have more than one of each. They are local
maximum and local minimum. For Figure 1.4, please come to class.

For a maximum or minimum, = 0 is necessary but is not sufficient to distinguish between them.

A simple test is shown in the example below.

Example: Find the nature of the turning points of the function = −2 + + 4.

Solution: =3 − 4 + 1. At TP, = 0. → 3 − 4 + 1=0, giving = 1/3 or 1.

Now consider the value = 1/3. When = 1/4 (a convenient value just less than 1/3), = 3/16.

When = 1/2 (a convenient value just greater than 1/3), = −1/4. Thus changes sign from

positive to negative when = 1/3. This means that y is a maximum. The value of y is 112/27.

Now consider the value = 1. When = 0.9, = −0.17. When = 1.1, = − 0.23. Thus

changes sign from negative to positive when = 1. This means that y is a minimum. The value of y
is 4.

A second procedure for distinguishing between maximum and minimum values is the following:

"( ) < 0.
"( ) > 0.
(a) At a TP giving maximum value

"( ) = 0, no conclusions can be drawn using the above argument and we have to
(b) At a TP giving minimum value
(c) If at a TP
use our original criterion for distinguishing between maximum and minimum values.

"( ) = 6 − 4. When "( ) = − 2 (negative).

For the example just considered, = 1/3,

"( ) = 2 (positive). Thus

When = 1, = 1/3 gives a maximum and = 1 gives a minimum for y.

Example 1: Find the maximum and minimum values and the points of inflexion of

= −6 + 9 + 1.

Solution: =3 − 12 + 9 = 3( − 1)( − 3). = 0 when = 1 3.

= 6 − 12. When = − 6 < 0 and When

& & &

&
= 1, &
= 3, &
= + 6 > 0.

When = 1, y has a maximum value of 5 and when = 3, y has a minimum value of 1.

4
 = 6 − 12 is 0 when x = 2 and changes sign. Therefore there is just one point of inflexion at
&

&

(2, 3).

Example 2: The difference between two numbers is ', what are they if their product is to be a
minimum?

Solution: Let the two numbers be x and y and their product be p. ⇒ − = ' and ( = .

:. ( = − ' . If their product is to be a minimum, it means that = 0. → = 2 − ' or = .

) ) *

For a minimum value , =

&) &) *
& > 0. & =2 > 0; their product is a minimum. The two numbers are

=− .
*
and

Example 3: Find the equations of the tangent and normal to the curve −3 + 4 = 3 at the
point (1, 2).

Solution: Differentiate with respect to x: 2 + −3 − 3 (2 ) + 4 = 0.

2 +4−3 +( −6 ) = 0. At the point (1, 2),

+
= − . The equation of the tangent is

− = ( − ). ⇒ −2=− ( − 1) or 11 + 4 − 26 = 0.
+
defined by:

The equation of the normal at (1, 2) is −2= +

( − 1) or 4 − 11 + 3 = 0.

Example 4: A closed rectangular tank is to be made to contain 9 m3 of water. The length must be
twice the breadth and the total surface area must be a minimum. Find the dimensions of the tank.

Solution: Let the breadth be x m, then the length 2x m and the height h m. The quantity to be
minimised is the surface area (A). , = 4 + 6 ℎ. But . = 2 ℎ or 9 = 2 ℎ, i.e. ℎ =
/
&
.

,=4 + =8 − = 0; :. x = 3/2. Since = 8+ = 24 when x =

0 1 0 1 &1 +
and & . For a TP, & 2

3/2, the surface area is a minimum.

:. Dimensions of the tank are = 1.5 × 3 × 2 , giving a surface area of 27 .

5
1.6 Differentiation

Calculus is a branch of mathematics involving or leading to calculations dealing with continuously

varying functions. Calculus is a subject that falls into two parts: (i) differential calculus (or
differentiation) and (ii) integral calculus (or integration).
Differentiation is used in calculations involving velocity and acceleration, rates of change and
maximum and minimum values of curves.

Differentiation of 4 = 567 by the general rule

From differentiation by first principles, a general rule for differentiating ' 8
emerges where a and n

are constants. This rule is: if y = ' 8

, then = '9 8:
or, if ( ) = ' 8
, then ;( ) = '9 8:
.

When differentiating, results can be expressed in a number of ways. For example:

(i) If y = 3x2, then dy/dx = 6x, (ii) If f(x) = 3x2, then ;
( )= 6x, (iii) The differential coefficient of

3x2 is 6x, (iv) The derivative of 3x2 is 6x, and (v) (3 ) = 6x.

Problem: Using the general rule, differentiate the following with respect to x: (a) y = 5x7 (b) y = 3√x
− + 4√ +7
+
2
(c) y = 4/x2 (d) y =

If = =>9?, then @ /@? = =?. It may also be shown that: If = =>9 '?, @ /@? = ' = '?
Differentiation of Sine and Cosine Functions

(where ' is a constant) and if = =>9('? + B), @ /@? = ' =('? + B) (where ' and B are
constants). Similarly, If = =?, CℎD9 @ /@? = – =>9?. It may also be shown that: If =
= '?, @ /@? = – ' =>9 '? (where ' is a constant) and if = =('? + B), @ /@? =
– ' =>9('? + B) (where ' and B are constants).

Problem: An alternating voltage is given by: v = 100 sin 200t volts, where t is the time in seconds.
Calculate the rate of change of voltage when (a) t = 0.005 s and (b) t = 0.01 s.

Differentiation of F56 and ln ax

If = D , then @ /@ = D . It may also be shown that if = D * , then @ /@ = 'D * .
If = ln , then @ /@ = 1/ . It may also be shown that if = ln' , then @ /@ = 1/ .

Problems: (1) If (C) =

+
I JK
, find ′(C)

6
 when = 1, given = 3D + − + 8 ln 5 . Give the answer correct to 3 s. f.
I 2L
(2) Evaluate

(3) Given (?) = 5 ln 2? − 4 ln 3?, determine ;

(?).

1.7 Techniques of Differentiation

1.7.1 Differentiation of Common Functions

coefficients of the separate terms. Thus, if ( ) = (( ) + M( ) − ( ), (where f, p, q, and r are

1. The differential coefficient of a sum or difference is the sum or difference of the differential

;( ) = (; ( ) + M ; ( ) −
functions), then ;
( ).

2. In general, the differential coefficient of a constant is always zero.

Problems: (1) Differentiate =5 +

+4 − &
+ − 3 with respect to .
√
P
(2) (a) Differentiate = N& + 2 ln 2? − 2( =5? + 3=>92?) − I 2O (b) Evaluate N
when θ = ,

correct to 4 s. f.
1.7.2 Differentiation of a Product
S T
When = QR, and Q and R are both functions of , then =Q +R . This is known as the

product rule. Note that the differential coefficient of a product is not obtained by merely
differentiating each term and multiplying the two answers together. The product rule formula must
be used when differentiating products.

Example: Find the differential coefficient of y = 3x2 sin 2x. [Answer: =6 ( =2 + =>92 )].

Problems: (1) Differentiate: y = x3 cos 3x ln x.

(2) Determine the rate of change of voltage, given that v = 5t sin 2t volts, when t = 0.2 s.

1.7.3 Differentiation of a Quotient

UV UW
T S :T
If = S , and Q and R are both functions of , then = UL UL
. This is known as the quotient rule.
S&

Note that the differential coefficient is not obtained by merely differentiating each term in turn and
then dividing the numerator by the denominator. The quotient formula must be used when
differentiating quotients.
+XY8 +
Examples: (1) Find the differential coefficient of Z
. [Answer: = J
(5 =5 − 4=>95 )]
√
(2) Determine the gradient of the curve = & [+
at the point (√3, ). Answer: −
\

7
1.7.4 Function of a Function
It is often easier to make a substitution before differentiating. If is a function of then:

= ×
T
T
. This is known as the ‘function of a function’ rule (or sometimes the chain rule).

Examples: (1) If y = (3x − 1)9; = 27(3 − 1)].

(2) Differentiate y = 3 tan4 3x. [Answer: = 36C'9 3 =D 3 ].

= ( ) is differentiated with respect to

1.7.5 Successive differentiation
When a function the differential coefficient is written as

or ;
( ). If the expression is differentiated again, the second differential coefficient is obtained

( ) (pronounced
&
;;
and is written as & (pronounced dee two by dee squared) or double–dash
2 Z
). By successive differentiation further higher derivatives such as 2 and Z may be obtained.

= 2 D: +6 +9 = 0
&
Example: Given &
show that

= 2 D: = −6 D : + 2D : = 18 D : − 12D :
&
&
Solution: (i.e. a product). Hence and

+6 + 9 = 0 gives: 18 D : − 12D : − 36 D : + 12D : +

&
&
Substituting values into

18 D : = 0. Thus when = 2 D : , +6 + 9 = 0.
&
&

= 4=D 2? .
&

N&
Problem: Evaluate when θ = 0 given

1.7.6 Differentiation of Inverse Trigonometric Functions

The inverse trigonometric functions: = sin: , y = cos : , = tan: , = cot : , =

sec : and = cosec : correspond respectively to the trigonometric functions: = sin ,
= cos , = tan , = cot , = sec and = cosec .

The inverse trigonometric functions do not fall into any of the categories (product or quotient) so far
considered. Therefore new techniques are involved to differentiate them. It can be shown that if

= ( ), then = f( ) and = ⁄
= ⁄

.

= tan: = tan and = =D = 1 + C'9 =1+ .∴ = ⁄

= .
[ &
Example: If ,

Problem: Differentiate the remaining inverse trigonometric functions.

8
 + = 1. Differentiate each term of
1.7.7 Differentiation of Implicit Functions
Let be defined as an implicit function of by the equation

the equation with respect to to obtain ( )+ ( )= (1). ∴ ( ) + 2 = 0.

Notice that is a function of which is itself a function of . Using the function of a function rule,
( )= ( )× =2 .∴2 + 2 = 0 so that =− .

Examples: (1) Find if + + =>9 = 3.

= 0. ∴ =
:
⇒2 + 2 + =
@ @
@ @ [hiX
.

(2) Find the gradient of the curve + = 2 at the point (1, 1) on the curve.

= 0. ∴ = = . The gradient at = 1, = 1 is −1.

: & : &
⇒3 2 +3 2@
@
& &

1. The length j metres of a certain metal rod at temperature ?°C is given by: j = 1 + 0.00005? +
1.8 Some Applications of Differentiation

0.0000004? . Determine the rate of change of length, in mm/°C, when the temperature is (a) 100 °C
and (b) 400 °C.
2. The luminous intensity I candelas of a lamp at varying voltage V is given by: I = 4 × 10:+ V2.
Determine the voltage at which the light is increasing at a rate of 0.6 candelas per volt.
3. Newton’s law of cooling is given by ? = ?\ D :kl , where the excess of temperature at zero time is
?\ °C and at time t seconds is ?°C. Determine the rate of change of temperature after 40 s, given that
?\ = 16 °C and k = − 0.03.
4. The displacement s cm of the end of a stiff spring at time t seconds is given by: s = aD :kl sin 2mft.
Determine the velocity of the end of the spring after 1 s, if a = 2, k = 0.9 and f = 5.
5. The distance x metres moved by a car in a time t seconds is given by: x = 3t3 – 2t2 + 4t – 1.
Determine the velocity and acceleration when (a) t = 0 and (b) t = 1.5 s.
6. Supplies are dropped from a helicopter and the distance fallen in a time t seconds is given by
x = gt2, where g = 9.8 m/s2. Determine the velocity and acceleration of the supplies after it has

fallen for 2 seconds.

7. The distance x metres travelled by a vehicle in time t seconds after the brakes are applied is given

by = 20C − C . Determine (a) the speed of the vehicle (in km/h) at the instant the brakes are

applied, and (b) the distance the car travelled before it stopped.

9
8. A rectangular area is formed having a perimeter of 40 cm. Determine the length and breadth of the
rectangle if it is to enclose the maximum possible area.
9. A rectangular sheet of metal having dimensions 20 cm by 12 cm has squares removed from each
of the four corners and the sides bent upwards to form an open box. Determine the maximum
possible volume of the box.
10. Determine the height and radius of a cylinder of volume 200 cm3 which has the least surface
area.

10
 PART 2

INTEGRAL CALCULUS AND INTRODUCTION TO ODE AND PDE

2.0 Indefinite Integrals

When differentiating a function we solve the problem of finding the derivative of a given function.
Now we proceed to the inverse problem: given the derivative of a function, to find this function. This
is called INTEGRATION.

whose derivative is the given function: n ; ( ) = ( ). Let us consider some examples elucidating the
Definition: An integral (a primitive) of a given function f(x) in a given interval is any function F(x)

relationship between the given function and its integral.

;
:o p =
2 2
Let y = x 2 . For which function does x 2 serve as its derivatives? Obviously for

2
Therefore the function is the integral of x 2 . However, the function x 2 possesses other integrals.

+ 5, of − 100 and, generally, of + q, where C is an arbitary constant,

2 2 2
Indeed, the derivative

+ q is an integral of x2 . Thus, the connection

2
is also equal to x2 . Hence, any function of the form

+ q, for any arbitrary constant, C is that the former is the derivative

2
between the functions x2 and

of the latter and the latter is the integral of the former.

Similarly, for x>0, any function of the form ln + C is an integral of , any function of the form

Sinx + C is an integral of Cosx , etc. These examples indicate that a given function has infinitely

many integrals because the constant C can take on arbitrary values. Therefore ∫ g ( x )dx = f ( x ) + C .

This is the indefinite integral of g(x). C is an arbitrary constant called the constant of integration and
must always be added any time we integrate a function.

Theorem: Every continuous function possesses an infinite number of integrals, any two of them
only differing by a constant.

Definition: The operation of finding integrals is called indefinite integration and the collection of all
integrals of a given function f(x) is called the indefinite integral of f(x) and is denoted by the symbol

11
∫ f (x )dx . The function f(x) is called the Integrand, the expression f ( x )dx is the element of

integration and the variable x is the variable of integration.

2.1 The Rules of Integration

Theorem 1: The integral of a sum or difference of a finite number of functions is equal to the sum
or the difference of the integrals of these functions:

∫ (u ± v ± .................. ± w)dx = ∫ udx ± ∫ vdx ± ............. ± ∫ wdx,

Where u, v, ……….., w are functions of the independent variable x.

Theorem 2: A constant factor in the integrand can be taken outside the sign of indefinite integration:

∫ kf (x )dx = k ∫ f (x )dx (k= constant)

x4
∫ (x )
+ tan x + e x dx = − log cos x + e x + C
3
Examples: 1.
4

2. ∫ (2 sin x − 3 cos x )dx = 2∫ sin dx − 3∫ cos xdx = −2 cos x − 3sin x + C

Note: Though every intermediate integration contributes an arbitrary constant term to the final result
we write only one such term since the sum of arbitrary constants is also an arbitrary constant.

Theorem 3: Invariance of integration formulas

Let ∫ f (x )dx = F (x ) + C be any given integration formula and U = g (x ) any function possessing

continuous derivative. Then ∫ f (u )du = F (u ) + C

( )
e. g. ∫ 2 xe x dx. observing that 2xdx is the differential d x 2 we write the integral as
2

∫ 2 xe dx = ∫ e x d ( x 2 ) = ∫ e u du = e x + C ; Where u = x 2 .
x2 2 2

Theorem 4: The addition of a constant to the variable makes no difference to the form of the result.

Theorem 5: Multiplying the variable by a constant makes no difference to the form of the result but
we have to divide by the constant.

12
Theorem 6: The integral of a fraction whose numerator is the derivative of its denominator is the
logarithm of the denominator. In some cases a constant factor has to be inserted to make the
numerator exactly equal to the derivative of the denominator. In some cases also, we multiply by
rs ( )
minus sign. At times we have to separate the integrand f ( x ) into
r( )
.

Examples:

1
1. ∫ sin 5xdx = − 5 cos 5x + C

−3 x
1
2. ∫e dx = − e − 3 + C
3

1
∫ (2 x − 1) dx = (2 x − 1)101 + C
100
3.
202

∫ (2 x − 1) (2 x − 1)100 d (2 x − 1).
1
dx = ∫
100
Note:
2

1 u101
Let 2 x − 1 = u;Q ∫ (2 x − 1) dx =
1 100
100
∫ u du = +C =
1
(2 x − 1)101 + C
2 2 101 202

x 1 2x
4. ∫ x +1
2
dx = ∫
2 x +1
2
dx = x 2 + 1 + C

1 (3 x − 1) 1 d (3 x − 1) 1
1

∫ 3x − 1 3 ∫ 3x − 1 dx = 3 ∫ 3x − 1 = 3 ln(3x − 1) + C.
dx
5. =

6. ∫1+ x
x
2
dx =
1 2 xdx 1
2 ∫ 1 + x2 2
(
= ln 1 + x 2 + C )

e x − e−x
7. −x
∫ e x + e − x dx = ln e + e + C
x
( )

3x + 2  3 .5 
8. ∫ 2 x − 1 dx = ∫ 1.5 + 2 x − 1 dx = 1.5x + 1.75 ln(2 x − 1) + C

9. ∫1+ x
x
4
dx Note that xdx =
1
2
( )
d x2

13
 xdx 1 d x2 ( ) 1
( )
∫ 1 + x4 = 2 ∫ 1 + x2 ( ) 2
= arctan x 2 + C
2

dx 1 dx 1 d (x a ) 1 1  x a - 1  1 x−a
10. ∫x 2
−a 2
= 2∫
a  x 2
= ∫ = . ln  + C =
a (x a ) − 1 a 2  x a + 1 
2
ln +C
2a  x + a 
  −1
a

dx 1 x
11. ∫x 2
+a 2
=
a
arctan + C
a

dx
An integral of the type ∫x 2
+ px + q
can readily be reduced to the above integrals. The denominator

should be represented as a sum or a difference of squares.

dx dx 1 x+2
Example: ∫x 2
+ 4x + 8
=∫ = arctan
(x + 2) + 4 2
2
2
+C

x+3
12. ∫ dx . Observe that the derivative of the denominator is 2 x + 4 we write the numerator
x + 4x + 8
2

in the form
1
(2 x + 4) + 1 and split the given integral into two integrals reducible to standard ones:
2
x+3 2x + 4 x+2
∫x 2
+ 4x + 8
1
dx = ∫ 2
2 x + 4x + 8
dx + ∫ 2
dx 1 1
= ln x 2 + 4 x + 8 + arctan
x + 4x + 8 2 2
( 2
+C )

∫ Sinx cos xdx = 2 ∫ sin 2 xdx = 4 ∫ sin 2 xdx(2 x ) = − 4 cos 2 x + C

1 1 1
13.

Alternatively: ∫ sin x cos xdx = ∫ sin xd (sin x ) =

1 2
sin x + C
2

Or ∫ sin x cos xdx = − ∫ cos xd (cos x ) = − cos2 x + C

1
2

It may seem that for one and the same integral we have obtained three different expressions
1 1 1
− cos 2 x + C , sin 2 x + C and − cos 2 x + C . However, it can be easily checked that the difference
4 2 2
between any two of them is constant. Therefore each of these expressions describes the set of all
integrals of =>9 = .

14
14. The integrals ∫ sin 2 xdx and ∫ cos 2 xdx can be found using the formulas

1 − cos 2 x 1 + cos 2 x
sin 2 x = and cos2 x =
2 2

∫ cos
2
xdx =
1
∫ (1 + cos 2 x )dx = 1  x + sin 2 x  + C
2 2 2 

15. ∫ cos
3
xdx = ∫ cos 2 xd (sin x ) = ∫ (1 − sin 2 x )d (sin x ) = ∫ d (sin x ) − ∫ sin 2 xd (sin x )

1
= sin x − sin 3 x + C
3

2.2 Integration by Parts and by Change of Variable

2.2.1 Integration by Parts

The method of integration by parts is implied by the formula for differentiating a product of two
functions. Let u(x) and v(x) be functions of x possessing continuous derivatives. We have
d (uv ) = udv + vdu or udv = d (uv) − vdu

Integrate both sides of the above equation to get ∫ udv = ∫ d (uv ) − ∫ vdu

i. e. ∫ udv = uv − ∫ vdu. This is the formula of integrating by parts.

Examples: 1. ∫ xe x dx. Put: u = x, du = dx; dv = e x dx, v = e x . Substitute into the formula to obtain

∫ xe dx = xe − ∫ e dx = e (x − 1) + C
x x x x

+ C . Let u = ln x, du =
x2 x2 dx 1
2. ∫ xlnxdx = lnx − , dv = xdx , v = x 2
2 4 x 2

3. ∫ log xdx = x log x − x + C. Verify!

4. ∫x
2
cos xdx. Put: u = x 2 , du = 2 xdx , dv = cos xdx , v = sin x

∫x cos xdx = x 2 sin x − 2 ∫ x sin xdx

2

The last integral is again found with the aid of integration by parts.

15
∫x cos xdx = x 2 sin x + 2 x cos x − 2 sin x + C
2

Repeated integration by parts makes it possible to find the integrals.

∫x sin xdx , ∫ x m cos xdx , ∫x

m m x
e dx where m is a positive integer, and hence the integral

∫ P(x )sin xdx , ∫ P(x )cos xdx , ∫ P(x )e dx.

x

Repeated integration by parts sometimes leads to the original integral, and then we either arrive at a
useless identity (if the repeated integration has been done improperly) or at an equality that enables
us to find the integral required. Let us consider an example demonstrating this technique.

∫e
x
cos xdx. Put: u = cos x , du = sin xdx , dv = e x dx , v = e x

⇒ ∫ e x cos xdx = e x cos x + ∫ e x sin xdx............................(1)

Let us again apply integration by parts. Put: u = sin x , du = cos xdx ; dv = e x dv , v = e x

⇒ ∫ e x sin xdx = e x sin x − ∫ e x cos xdx..........................(2 ) . Put (2) in (1) and face the consequence.

∫e cos xdx = e x cos x + e x sin x − ∫ e x cos xdx

x

ex
⇒ 2 ∫ e x cos xdx = e x cos x + e x sin x ∴ ∫ e x cos xdx =
2
(sin x + cos x ) + C

2.2.2 Integration by Change of Variable (by Substitution)

A commonly used device in integration is to change the independent variable, say to another
one Q, provided that the relationship between x and u is known.

1
Examples: 1. ∫ x 2 3 4 − 3x3 dx . Let: u = 4 − 3x3 , du = −9 x 2 dx and x 2 dx = − du
9

u du = − Q+⁄ + q = − ( )
13 1
∴ ∫ x 2 3 4 − 3x3 dx = − 4 − 3x 3 3
4 − 3x 3 + C
9 12

dx  ex + 1 −1
2. ∫ = ln +C
ex +1  ex +1 +1
 

16
 3

3
1 3
3
(
3. ∫ x 5e x dx = e y ( y − 1) + C = e x x 3 − 1 + C
1
)

1 1 
4. ∫ 1 − x 2 dx = ∫ cos 2 udu =  u + sin 2u  + C
2 2 

=
1
2
(
arcsin x + x 1 − x 2 + C )
Notes: If the integrand involves: i. a 2 − x 2 , try x = a sin θ ii. a 2 + x 2 , try x = a tan θ

iii. x 2 − a 2 , try x = a secθ iv. e f ( x ) , put u = f(x) v. a + x, put u = a + x

cos5 x cos 3 x
5. ∫ sin x cos xdx =
3 2
− +C
5 3

16 − x 2 1 x
6. 2
dx = − 16 − x 2 − sin −1 + C
x x 4

2.2.3 Integration of Rational Algebraic Fractions

We have so far introduced the basic ideas and rules of integration using simple integrals obtained
from the inverse of differential coefficients. The aim of this section is to treat the more complicated
integrals (which cannot be integrated by use of the general rule). We try to resolve them into simpler
forms readily integrable or recognizable as standard integrals. Note that no student will progress
happily with Part 2 of this course without proper investment of time and effort because ability to
integrate comes readily only with experience and constant practice.

Denominator of the First Degree

A. If the numerator is of the same degree as or higher degree than the denominator, we first divide
out.

2x − 8x2  1 
dx = x − x 2 − log(1 + 4 x ) + C
1
Examples: 1. ∫ dx = ∫ 1 − 2 x −
1 + 4x  1 + 4x  4

x3  1  x3 x2
2. ∫ dx = ∫  x 2 + x + 1 + dx = + + x + log( x − 1) + C
x −1  x −1 3 2

B. Denominator of the second degree and which does not revolve into rational factors. Here we shall
discuss two cases:

17
i. When the numerator is constant.
ii. When the numerator is a linear expression in x.
k k dx
i. Consider ∫ ax 2
+ bx + c
dx. This can always be put in the form ∫
a ( x + α )2 ± β 2

We shall consider the case +" β 2 " only. ∴

k dx k 1
+ β 2 = x arctan
(x + α ) + C
∫
a (x + α )2
a β β

5x2 + 6 5 2x − 1
Examples: 1. ∫ x +1 2 dx = 5 x + arctan x + C 2. ∫ 2x 2
− 2 x + 13
dx = arctan
5
+C

ii. If the numerator is a linear expression in x we put it equal to k times (the derivative of the
denominator) plus l, where k, l can be determined by inspection. The integral now splits into 2 parts.

x+7
Examples: 1. ∫x 2
+ 16
1
dx = ∫ 2
2x
2 x + 16
dx + 7 ∫ 2
dx 1 7
(x
= log x 2 + 16 + arctan + C
x + 16 2 4 4
)

5x + 1 5 (6 x − 12) dx
2. ∫ dx = ∫ 2 dx + 11∫ 2
3 x − 12 x + 13
2
6 3 x − 12 x + 13 3 x − 12 x + 13

=
5
6
( 11
log 3 x 2 − 12 x + 13 + ∫ 2
dx
) 5
= log 3x 2 − 12 x + 13 +
3 x − 4 x + 13 3 6
11
(
arctan 3 ( x − 2) + C )
3

C. Denominator which revolves into rational factors of the first and second degrees.

If the denominator factorises we use the technique of partial fractions to express the integrand in a
form suitable for integration.

x−3
Examples: 1. ∫x dx . Notice that x 3 − x = x( x − 1)( x + 1)
3
−x

x−3 A B C
Put = + + . Solving gives: A = 3, B = −1, C = −2
x − x x x −1 x +1
3

x−3  x3 
∴∫ dx = 3∫
dx
− ∫
dx
− 2 ∫
dx
= 3lnx − ln ( x − 1) − 2ln ( x + 1) + C = ln 
 +C
2 
x −x x −1 x +1  (x - 1)( x + 1) 
3
x

x−5
2. ∫ dx . x 3 − 3 x 2 + 4 = ( x + 1)( x − 2 )
2

x − 3x + 4
3 2

x−5 A B C 2 2
Set = + + 2 ∴
A = − , B = , C = −1
x − 3x + 4
3 2
x + 1 x − 2 (x − 2) 3 3

18
 x −5
= − ln( x + 1) + ln( x − 2) +
2 dx 2 dx dx 2 2 1
∴∫ dx = − ∫ + ∫ −∫ +C
x − 3x + 4
3 2
3 x +1 3 x − 2 (x − 2)2
3 3 x−2

2.3 Definite Integrals

There are various problems leading to the notion of the definite integrals: Determining the area of a
plane figure, computing the work of a variable force, finding the distance travelled by a body with a
given velocity, and many other problems. Recall that an arbitrary constant can always be added any
time we integrate a function. If conditions are stipulated such that the arbitrary constant can be
evaluated the result is a definite integral. If the function f(x) is continuous in the closed interval
[a, b], its integral sum tends to a definite limit as the length of the greatest subinterval (the interval of
continuity is divided into subintervals) tends to zero provided that the limit exists.

2.3.1 Some Properties of the Definite Integral

a. The integral of a sum of a finite number of functions is equal to the sum of the integrals of these

functions. ∫ (u + v + ............ + w )dx = ∫ udx + ∫ vdx + ........... + ∫ wdx

b b b b

a a a a

b b
b. A constant factor in the integral can be taken outside the integral sign. ∫ cudx = c ∫ udx
a a

c. If the upper and the lower limits of the definite integral are interchanged the integral only changes

its sign: ∫ f ( x )dx = − ∫ f ( x )dx

b a

a b

d. If the interval of integration [a, b] is split into two parts [a, c] and [c, b] then

∫ f (x )dx = ∫ f (x )dx + ∫ f (x )dx

b c b

a a c

Examples: 1.
3
∫e
2
3x 1
3
3

2
1
3
( )
dx = e3 x = e 9 + e 6 ≈ 2600 2. ∫π
π 3

6
1 π 3
cos 3 xdx = sin 3x π 6 = −
3
1
3

3. A particle starts with an initial speed of 30m/s. Its acceleration at any time t is (18 + 2t) m/s2. Find
the speed at the end of 6 seconds and the distance travelled in that time.

4. Find the equation of the curve whose gradient is 2 x 2 − 1 and which passes through the point
( − 1, 0).

2 x3
= 2 x 2 − 1 or ∫ dy = ∫ (2 x 2 − 1)dx i.e. y =
dy
Solution: − x+C
dx 3

19
 1 2 x3 1
But the curve passes through the point ( − 1, 0). ∴C = ∴y = −x+
3 3 3

5. Find the area bounded by the parabola y = 6 − x − x 2 and the x-axis.

Theory: To find the area between the curve y = f(x) and the x-axis, we first find the indefinite
integral ∫ ydx or ∫ f ( x )dx . We then substitute the upper and lower limits in the indefinite integral

∫ f (x )dx
b b
and subtract the two results. The notation adopted is
a
or ∫
a
ydx .

Now let us solve the above Example 5. The curve crosses the x-axis when y = 0, i.e. 6 − x − x 2 = 0
2
(
giving x = − 3 or 2 ∴ Required area = ∫ 6 − x − x 2 dx =
−3
) 125
6
sq.units

6. Calculate the area between the curve = (6 − ) and the line = 5.

Solution: Represent the curve and the line in a diagram and shade the required area. The abscissae of
the points, say, A and B where the quadratic graph meets the line y = 5 are given by the solutions of
the equation (6 − ) = 5, i.e. x 2 − 6 x + 5 = 0 , giving = 1 5

32
∴ Area = ∫ x(6 − x )dx − area ABCD =
5
sq.units . (Please come to class if you wish to see the
1 3
area I am talking about).

7. Find the area between the curve y = x3 , the axis of y and the lines = 1, = 8.

8 8 45
Solution: Area = ∫ xdy = ∫ y1/ 3 dy = sq.units
1 1 4

2.3.2 Volume of a Solid of Revolution

The volume swept out when the area enclosed by the curve = ( ), the x-axis and the ordinates
= ', = t is rotated through 2π radians or one complete revolution about OX (i.e. the x- axis) is
b
given by: Volume of revolution = ∫ πy 2 dx ……………………….. (1)
a

When any portion of the area contained between the curve and the y-axis is rotated about the y-axis
d
the volume swept out is given by: Volume of revolution = ∫ πx 2 dy ………………………… (2)
c

20
Examples: 1. Find the volume swept out when the area between the parabola y = x 2 + 1 , the x-axis
and the ordinates at = 2and = 3 is rotated through 2π radians about the x-axis.

838π
Solution: Volume = ∫ πy 2 dx = π ∫ (x 4 + 2 x 2 + 1)dx =
3 3
cubic units
2 2 15

2. Find the volume cut from a sphere of radius a by two parallel planes distances ℎ , ℎ from the
centre and both measured in the same direction. Assume that ℎ > ℎ .

Solution: A sphere is generated by the rotation through 360o of a semi-circle about its bounding
diameter. Take the centre of the circle as origin and the bounding diameter as the x-axis. Then by
h2
equation (1), required volume = ∫ πy 2 dx
h1

The equation of the semi circle is x 2 + y 2 = a 2

π
(a ) (h2 − h1 )[3a 2 − (h22 + h1h2 + h12 )]
h2
∴ Required volume = π ∫ 2
− x 2 dx =
h1 3

2.4 Improper Integrals

Up to now, when speaking of definite integrals we assumed that the intervals of integration was
finite and closed and that the integrand was continuous. It is this particular case to which the
existence theorem for the definite integrals applies. However, it often becomes necessary to extend
the definition of the definite integral to an infinite interval of integration or to an unbounded
integrand function. At this point we shall consider the case of infinite limits (the infinite integrals).

Definition: The improper integral u* ( )@ of the function f (x) over the interval [a,∞) is the limit
v

of u* ( )@ as l → ∞ provided that this limit exists: u* ( )@ = limw→v u* ( )@

w v w
(*)

If the limit exists the improper integral u* ( )@ is said to be convergent. If the limit does not exist
v

equation (*) is meaningless and the improper integral u* ( )@ is said to be divergent.

v

Examples: 1. u\ D : @ = − D :
v ∞ ∞
0
= 0 +1 = 1. Therefore ∫ e − x dx is convergent and equal to 1.
0

∞ dx ∞
2. ∫ = ln x 1 = ∞. The integral is divergent because the integral ln x tends to infinity as x → ∞
1 x

21
 ∞ l l
3. ∫ cos xdx is divergent since the integral
0 ∫ cos xdx = sin x = sin l has no limit as l → ∞ (it
0 0

oscillates between – 1 and +1).

∞dx ∞ π
4. ∫ = arc tan x −∞ = − (− π 2) = π
−∞ 1 + x 2
2

∞ ∞
5. ∫ e x dx = e x =∞−0=∞
−∞ −∞

6. ∫
∞ x
−∞ 1 + x 2
1
dx = ln 1 + x 2
2
( ) ∞

−∞

Here both f (-∞) and f (∞) are equal to infinity, and the integral is divergent.

∞
∞ 1 1 1 1
7. ∫ 3
dx = − =
a x 2 x2 a 2a 2

∞
∞ dx x −m+1
8. ∫ = for m ≠ 1
a xm − m + 1 a

If m >1 the exponent 1 − m is negative, and the integral tends to zero as x→∞; therefore the integral
is convergent. If m <1, then 1 − m > 0, and the integral tends to infinity as x →∞, i.e. the integral is
divergent. If m = 1, the integral is divergent.

2.5 Some Applications of Integral Calculus to Engineering Systems

Natural Law of Growth and Decay (NLGD)

In nature and society it often happens, under ideal conditions, that the rate of growth or decay
(negative growth) of a natural substance or a social matter (e.g. population) at time t, is proportional
to the amount A (t) at that time. In mathematical language, A′(t ) = KA(t ) , i.e. A′ − KA = 0 , where K is
the constant of proportionality. This is of course a first order homogeneous OLDE whose general
solution is given by theorem to be A(t ) = Ce − kt , where C is any constant. If the value of A(t) at t = 0
(i.e. initial value) is known or given, then C=A(0)=A0, and so the unique solution for that particular
substance at time t is A(t ) = A0 e − kt . This gives the amount A at any time t. The formula A(t ) = A0 e − kt

is called the Natural Law of Growth and Decay (NLGD). Radioactive substances, bacteria cultures,
population of nations, etc, all normally obey this law.

22
Examples: 1. Find the curve through the point (1, 1) in the xy-plane having at each of its points the
slope – .

y c 1
Solution: y′ = − ∴ y = . When x = 1, y = 1 ∴ c = 1 ∴ The curve is y =
x x x

2. Newton’s Law of Cooling: A copper ball is heated to a temperature of 100oC. Then at time t = 0
it is placed in water which is maintained at a temperature of 30oC. At the end of 3 minutes the
temperature of the ball is reduced to 70oC. Find the time at which the temperature of the ball is
reduced to 31oC.

dT
Solution: = −k (T − 30) . Separate variables and integrate. T (t ) = Ce −kt + 30
dt

When C = 0, y = 100 ⇒ T (0) = 100 ∴ T (t ) = 70e −kt + 30 . But T (3) = 70, k = ln = 0.1865
1 7
3 4

⇒ T (t ) = 70e −0.1865t + 30 .

When y = 31oC, C = 22.78 >9=.

EXERCISES

3. Velocity of escape from the earth: Find the minimum initial velocity of a projectile which is
fired in radial direction from the earth and is supposed to escape from the earth. Neglect the air
resistance and the gravitational pull of other celestial bodies.

4. Skydiver: Suppose that a skydiver falls from rest towards the earth and the parachute opens at an
instant, call it t = 0, when the skydiver’s speed is v (0) = V0 = 10.0 m/s. Find the speed v (t) of the
skydiver at any later time t. Does v (t) increase indefinitely?

5. Radioactivity, exponential decay: Experiment shows that a radioactive substance decomposes at

a rate proportional to the amount present. Starting with a given amount of substance, say 2 grams, at
a certain time say, t = 0, what can be said about the amount available at a later time?

6. Flow of water through orifices (Torricelli’s law): A cylinder tank 1.50 m high stands on its
circular base of diameter 1.00 m and is initially filled with water. At the bottom of the tank there is a
hole of diameter 1.00 cm, which is opened at some instant, so that the water starts draining under the

23
influence of gravity. Find the height h(t) of the water in the tank at any time t. Find the times at
which the tank is one- half full, one-quarter full, and empty.

7. How much of radioactive Polonium (Po) is stilling remaining after t days, if the initial amount is
10 mg and if Po has a half-life of 140 days? How much is still left after 1 year (360 days)?

8. On a flat private road, a driver turned off the engine of his car and allowed this monster to coast
freely on its own along a straight flat path until it stopped by itself. At the instant (t = 0) when engine
is turned off; the velocity v (t) is 20 km/h (i.e. 1/180 km/s).

i. Compute the velocity v (t) at any time t, given that v (3) = 1/200 km/s; (t is in seconds)

ii. Compute v (10)

iii. Determine the distances, coasted in those 10 seconds

(Note: take ln 200 = 5.299; e-0.33 = 0.741, ln 180 = 5.2, if you come across them).

2.6 Introduction to Ordinary Differential Equations (ODE) and Partial Differential

Equations (PDE)
A differential equation is an equation which involves an independent variable, a dependent variable
d2y dy dy
and one or more of their differential coefficients. Examples: 2 = 3x 2 ; = 6x 2 ; = 4x − 5
dx dx dx

ODE involves only one independent variable while PDE involves more than one independent
variable. A differential equation is solved when, by integration we find the relation between the
variables. This process involves the introduction of an undetermined constant. Such a solution is
called general solution and the solution obtained after evaluating the constant of integration is called
a particular solution.

2.6.1 Orders and Degrees: Differential equations are classified according to the highest derivative
dy d2y d3y
which occurs in them e.g. = 3 x + 12 x + 4
2
, 2
= 6 x + 12 and 3
= 6 are 1st, 2nd and 3rd order
dx dx dx
respectively. The degree of a differential equation is the highest power of the highest differential
which the equation contains after it has been simplified by clearing radicals and fractions. Thus the
3
 d2y  dy
equation  2  + 3 = 0 is 2nd order and 3rd degree.
 dx  dx

24
2.6.2 One Variable Absent: There may be 2 forms.
A. When y is absent: The general form is @ = ( ) @ and the solution is y = ∫ f ( x )dx + C .

( )
e. g. dy = x 4 + sin x dx ∴ y =
x5
5
− cos x + C

dy dy
B. When x is absent: The general form is dx = and the solution is x = ∫
f (y) f (y)

dy
e. g. Solve the differential equation = tan y
dx

dy cos y
Solution: dx = or ∫ dx = ∫ dy ∴ x = log sin y + C
tan y sin y

dy k
Problem: Solve the differential equation + =0
dx x 2

2.6.3 Separable Equations: These are of the form g ( y ) y1 = f ( x ) and the general solution is of the

form: ∫ g ( y )dy + ∫ f (x )dx = C

Example: Solve the differential equation xdy + ydx = 0

Solution: To separate the variables divide through by

dy dx
∴ + = 0 . Integrating gives: log y + log x = C1
y x

If the constant C1 be written in the form j f , then log y + log x = log c Or xy = c

The factor 1/ used to multiply through to separate the variables is called an Integrating Factor
(IF).

Problems: Solve (a) (1 + x ) ydx + (1 − y )xdy =0 (b) y′ = 1 + y 2

= 0 , where , and z are

dy
2.6.4 Homogenous Equations: These are equations of the form A + B

and . Then ,/z is a function of / . Such equations

dx
homogenous functions of the same degree in
can be solved by using the substitution / = R = R .

25
E.g. solve the differential equation ( x + y ) + x
dy
=0
dx

Solution: In this example , and z i.e. ( + ) and , are each functions of the 1st degree in and .

Let: / = R = R . Then @ = R@ + @R (d.r. of a product). ( x + vx ) + x

vdx + xdv
=0
dx

∴ ( x + vx)dx + x(vdx + xdv) = 0 or xdx + 2vxdx + x 2 dv = 0 or (1 + 2v )dx + xdv = 0

dv dx
= 0 . Integrating: log(1 + 2v ) + log x = C1 or log(1 + 2v ) + 2 log x = C2
1
∴ +
1 + 2v x 2

 y
∴ x 2 (1 + 2v ) = C or x 2 1 + 2  = C ∴ x + 2 xy = C
2

 x

Problem: Solve the differential equation ( x 2 − y 2 )dy = 2 xydx

2.6.5 Linear Equations: An equation of the form @ /@ + { = | , where { and | are

constants, or functions of only, is called a Linear differential equation. It is called so because and
st
its derivatives are of the 1 degree. It has been found that if such an equation is multiplied

throughout by an integrating factor e ∫

Pdx
, an equation is obtained which can be solved. Multiplying

throughout by the factor e ∫ yields: D u } o + { p = |D u } .

Pdx

The integral of the L.H.S is ye Pdx . Check: Differentiate ye Pdx .

∴The solution is ye ∫ = ∫ Qe ∫
Pdx Pdx
dx ……………… (*)

The procedure in solving this type of differential equation is to begin by finding the integral ∫ Pdx
then substitute in (*). e. g. Solve the equation (1 − x 2 )
dy
− xy = 1.
dx

dy
Solution: Transform this to the general form: + Py = Q . This is done by multiplying through by
dx

log(1 − x 2 ) = log 1 − x 2
1 dy x 1 x 1
1− x 2
. ⇒ −
dx 1 − x 2
y=
1− x2
. Find ∫ Pdx = − ∫ 1− x 2
dx =
2

∴ IF = e log 1− x 2
= √1 −

26
 1 dx
∴ y 1 − x2 = ∫1− x 2
x 1 − x 2 dx = ∫
1− x 2
∴ y 1 − x 2 = sin −1 x + C

dy dy dy
Problems: Solve (a) cos x + y sin x = 1 (b) + 2 xy = 1 + 2 x 2 (c) − 2 xy = 2 x
dx dx dx

2.6.6 Exact Differential Equations: The equation Mdx + Ndy = 0 is called an exact differential
equation, when it is formed from its complete primitive by simple differentiation. Thus, if the
( ) (
complete primitive is x3 + 3x 2 y + y 3 = C , then on differentiation, 3x 2 + 6 xy dx + 3x 2 + 3 y 2 dy = 0 . )
~T
( )
This is an exact differential equation. As a result, 3x 2 + 6 xy is the partial differential coefficient
~

(
and 3x 2 + 3 y 2 ) is the partial differential coefficient
∂u
∂y
. In general the result is of the form

∂u ∂u
dx + dy = 0.
∂x ∂y

2.6.7 Solution of an Exact Differential Equation

The integral ∫ Mdx , i.e. M, integrated assuming x variable and y constant, will contain those terms in

•@ which contain . Hence the following procedures are adopted.

1. Integrate ∫ Mdx , pretending y is constant

2. Integrate ∫ Ndy , assuming x is constant

3. Add the results, but the terms common to both are written down once only.
Examples: (a) Solve the differential equation ( x + y )dx + ( x + 3 y )dy = 0

∂ ∂
Solution: (x + y ) = 1 and (x + 3 y ) = 1 ∴ The equation is exact
∂y ∂x

∫ (x + y )dx = 2 x + xy and ∫ ( x + 3 y )dy = xy +

1 2 3 2
y
2

1 2 3
∴The solution is x + xy + y 2 = C1 Or x 2 + 2 xy + 3 y 2 = C
2 2

27
2.7 Partial Differential Equation (PDE)

Let a function € = ( , ). Then the partial derivative of € = ( , ) wrt at {\ (•\ , ‚\ ) can be

f ( xo + ∆x, yo ) − f ( xo , yo )
written as: Fx ( xo , yo ) = Lim∆x→0 .
∆x

The limit when it exists is the partial derivative of € = ( , ) wrt x at {\ (•\ , ‚\ ). Note that this is
just the usual derivative wrt of the function ( , ) obtained from ( , ) by holding the value of
constant. It measures the instantaneous rate of change in per unit change in at {\ . We
~ƒ
~
sometimes write for .

The result of the partial derivative of wrt at an arbitrary point ( , ) is:

∂w f ( x + ∆x, x ) − f ( x, y )
= f x ( x, y ) = Lim∆x →0
∂x ∆x

Example: If w = 100 − x 2 − y 2

Then w x = 0 − 2 x − 0 = −2 x and wy = −2 y

If € is the Celsius temperature of a steel plate at ( , ) where and are in centimetres, then the
∂w
temperature at (3, 4) is 75oC and = −6 o C / cm .This means that a small positive change in
∂x
would decrease the temperature at the rate of 6oC per cm change in , while a negative change in
would increase € at the same rate.

Examples: (1) Three resistors of resistances„ , „ and „ connected in parallel produce a resistance

„ given by
1 1 1 1 ∂R
= + + . Find
R R1 R2 R3 ∂R2

Solution: Differentiate both sides of the equation with respect to „ and treat „ and „ as constants.

2
1 ∂R 1 ∂R  R 
Then − 2 = − 2 or = 
R ∂R2 R2 ∂R2  R2 

∂w
2. If w = ( xy ) , find
z

∂z

Solution: Treat and , and hence , as constant and apply the law:

28
 ( )
d au
= a u lna ∴
∂w
= (xy ) ln( xy )
z

dz ∂z

∂w ∂w
Brain Check: In each of the following problems, find and . i. w = e x cos y ii. w = e x sin y
∂x ∂y

iii. € = C'9: iv. w = ln x 2 + y 2 v. w = cosh y x

29
 PART THREE
MATRICES
3.0 Properties and Evaluation of Matrices
A matrix is a mathematical unit in which the elements are numbers arranged in rows and columns.
Matrices are used to present numerical information in a compact form.

3.1 The Size of a Matrix

5 0 9
Matrices are represented by capital letters. The number of rows is given first, then the number of

1 3 5
columns. Example: { = o p is 2 × 3 (2-rows, 3-columns). • = …1 1 1† is 3 × 3.
2 4 1
2 4 1

3.2 Operations Defined on Matrices

3.2.1 Addition and Subtraction
Two matrices are added or subtracted by (i) combining the corresponding elements. (ii) Combining

' ' ' t t t ' +t ' +t ' +t

the corresponding elements is only possible when the two matrices are the same size. Example: If

, = o' ' ' p and z = ‡t ˆ, , + z = ‡ ˆ

t t ' +t ' +t ' +t
1 3 5 2 −1 4
Example: Find the matrices { + | and { − | when { = o p and = o p.
2 4 1 −3 2 5
3 2 9 −1 4 1
Solution: { + | = o p; { − | = o p
−1 6 6 5 2 −4

This is repeated addition. Therefore: 2{ = { + { and 3| = | + | + |.

3.2.2 Scalar Multiplication of a Matrix

2 6 10 1 3 5 6 −3 −12 2 −1 4
Example: 2{ = o p if { = o p & 3| = o p if = o p.
4 8 2 2 4 1 −9 6 15 −3 2 5
3.2.3 Equal Matrices

2 4 1 5 10
Two matrices are equal when the corresponding element in each matrix has the same numerical

value. Example: if ‰ = o p,• = o p, and 2‰ + • = o p; calculate the value of

3 5 2 11 8

5 8+ 5 8+ 5 10
and .

Solution: 2‰ + • = o p. If o p =o p, then compare

2 +5 8 2 +5 8 11 8
corresponding elements. 2 + 5 = 11. ∴ = 3 and 8 + = 10. ∴ = 2.

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3.2.4 Matrix Multiplication
Matrix multiplication is valid only when the number of columns in the first matrix is the same as the
number of rows in the second. This is because each element of the product matrix is obtained by
multiplying one row of the first matrix by one column of the second, term by term.
If: , = × 9, z = 9 × (, then ,z is m×p and the two matrices , and z are said to be compatible
or to conform for multiplication. Example: If , = 2 × 3, z = 3 × 4, then ,z = 2 × 4 but z, cannot
t t
' ' '
be evaluated. Let: , = o' ' ' p and z = …t t †, then ,z exists and is 2 × 2.
t t
t
Let: ,z = o p⇒ = (' ' ' ) × …t † = ' t +' t +' t .
t
t
= (' ' ' ) × …t † = ' t +' t +' t .
t
In matrix multiplication the order must always be specified. In the product ,z, , is said to be post-
multiplied by z and z is pre-multiplied by ,. Example: Find the product matrix (i) ,z (ii) z, when
2 3 5 −3 22
15 13 3
,=o p,z = o p. Answers: ,z = o p , z, = o p
−1 4 4 7 11
31 1 40
7 −2
1 3 5
Problem: { = o p , | = (3 −2 5), „ = … 4 9 †. State which pairs of matrices are
2 4 6
−1 3
compatible and find the products where possible.

3.3 Some Special Matrices

(a) Zero Matrix: This has every element zero. Addition of a zero matrix to any matrix of the

1 2 3 0 0 0 1 2 3
same size leaves the matrix unchanged. Therefore zero matrix is the identity element for

matrix addition. Example: o p+o p=o p.

4 5 6 0 0 0 4 5 6
(b) Square Matrix: This has number of rows equal to number of columns.
(c) Unit Matrix: This is a square matrix with the elements on the leading (principal) diagonal 1

1 0 0
and all other elements 0. It is the identity matrix for matrix multiplication and is usually given

1 0
the symbol Š8 . e.g. Š = o p and Š = …0 1 0†.
0 1
0 0 1
(d) Inverse Matrix and Determinant of a Matrix: The inverse of a square matrix , is denoted
by ,: , and the product of a square matrix and its inverse is the corresponding unit matrix.

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 1 0
∴ ,,: = ,: , = o p. Therefore a matrix and its inverse must be the same size. Note
0 1
that only square matrices have inverse.

determinant (@DC. )of a matrix is zero the matrix is called SINGULAR. Therefore a singular
The determinant of a square matrix is a single number associated with the matrix. If the

matrix has no inverse since the determinant is zero. Determinants are only defined for square
matrices.
Definition: The determinant of a 2 × 2 matrix, ,‹'YŒ • denoted by ǀ,ǀ, is defined by
' '
ǀ,ǀ=•' ' •=' ' −' ' . To find the inverse of a 2 × 2 matrix, the following short

method applies.
(i) Interchange the elements on leading diagonal.
(ii) Change the sign of the other two elements.

t −t @
(iii) Divide by the determinant.

If: , = o p, ,: = * o
p.
@ '
:h• −
3 1 2 7 −2 7 −5 −2
Find the inverse of the matrix if it exists of (a) o p (b) o p (c) o p (d) o p
4 2 −1 4 −1 4 10 4

Minor: The minor denoted by the @DC. ǀ‰YŒ ǀ of an element 'YŒ of an 9 × 9 matrix is the determinant
of the (9 − 1) × (9 − 1) matrix ‰YŒ obtained by deleting the row and column containing the element
'YŒ from the matrix ‹'YŒ •. This definition is used only for the determinant 3 × 3.
' ' '
' '
e.g.‘' ' ' ’. Minor of ' is•' ' •.
' ' '

Cofactor: The cofactor denoted by ,YŒ of the element 'YŒ of the matrix ‹'YŒ • is defined by
' ' '
,YŒ = (−1) ǀ‰YŒ ǀ. For the matrix‘ ' ' ' ’, the cofactor of ' is (− 1)2+1 •'12 '13 •. Example:
' ' ' '32 '33
i+ j

1 0 −1
For‘ 2 −3 3 ’, the cofactor of the element 3 is (− 1)2+3 • 1 0• = −5 while the minor of the
−4 5 7 −4 5
same element is 5.

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The transpose (,“ ) of a matrix , is the matrix obtained from , by interchanging the rows and
3.4 Transpose of a Matrix

1 3
1 0 7
columns. , = ‹'YŒ •, , = ‹'ŒY •. Example: Let z = o
“
p , z = …0 4 †.
“
3 4 −1
7 −1
Properties: (i) (,“ )“ = , (ii) (, + z)“ = ,“ + z “ (iii) ( ,)“ = ,“ (r is a scalar number)
(iv) (,z)“ = z “ ,“ . Note that ,“ z “ is not defined
Proof: ,: × (, ,“ = ( × ; z: ( × 9, z “ = 9 × (; ∴ (,z)“ ≠ ,“ z“ , since ≠ 9, hence not
0 1 2
1 2 3
defined. Example: , = o p, z = …−1 2 0†, find (,z)“ and z “ ,“ and compare.
−1 0 1
1 4 0

3.5 Symmetric Matrix

A matrix , is said to be symmetric if ,“ = ,. Note: , must be a square matrix. ⇒ 'ŒY = 'YŒ , for all
1 0 5 1 0 5
>, —. Example: , = ‘0 −1 −7’ , ,“
= ‘ 0 −1 −7’. An identity matrix is a symmetric matrix.
5 −7 2 5 −7 2
A matrix , is skew symmetric if ,“ = −,, which implies that 'YŒ = −'ŒY , for all > and —. In
1 3 7
particular all the diagonal elements 'YY are zero. Example: The matrices , = ‘3 4 2’,
7 2 0
0 3 7
z = ‘−3 0 2’ are respectively symmetric and skew symmetric.
−7 −2 0
Note that any square matrix , can be expressed uniquely as = ‰ + ˜ .................... (1)
Where ‰ is symmetric and ˜ is skew symmetric.
Proof: Transpose both sides of (1) to get ,“ = (‰ + ˜)“ = ‰“ + ˜ “ = ‰ − ˜ ........ (2)

Add (1) and (2) to beget the symmetric part of ,: ‰ = (, + ,“ ) ...............................(3)

and by subtraction the skew symmetric part is ˜ = (, − ,“ ) .....................................(4)

3 −1 −1
Problem: If , = ‘1 1 −1’, determine ‰ and ˜.
1 −1 1

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3.6 Systems of Linear Algebraic Equations
Consider the following equations
' +' + ⋯+' 8 8 =t
' +' + ⋯+' 8 8 =t
⋮ ⋮ ⋮ ⋮
'› + '8 + ⋯+'›8 8 = t›
equations in 9 unknowns. In an abbreviated form, this is: ,• = z
t
We have

, = matrix of coefficients‹'YŒ •, • = ‘ ⋮ ’ , z = ‘ ⋮ ’.
8 t›
' ' ' 8 t
' ' ' 8 t
⋮ ⋮ •is the AUGMENTED MATRIX of the system shown above. It
⋮ ⋮
The matrixœ
'› '› '›8 t›
is the matrix of coefficients.

× 9 matrix is said to be in reduced row echelon form if the following are true:
3.6.1 Reduced Row Echelon Form (RREF)
Definition: An
(a) Each of the first ž (1 ≤ ž ≤ ) rows has at least one non-zero element, and if ž < , then the
rows ž + 1, ž + 2, … … , consist entirely of zeros.
(b) Counting from left to right the first non-zero element is 1.
(c) Supposing that the leading 1 in the > l¡ row (1 ≤ > ≤ ž) is in column —Y then — < — < ⋯ < —k .
(d) All the elements in column —Y are zero except for the 1 in row >.

1 0 0 0
Problems: Test the conditions (a) – (d) on the following matrices.

1 0 0 3 1 0 0 0 0 1 0 1 −1 2
‘0 0 0 0 ’ (ii) ‘0 3 −1’ (iii) ¢ £ (iv) ‘0 1 0’
0 0 0 1
0 0 1 7 0 0 0 0 0 1
0 0 0 0
(i)

1 0 0 0 2
1 0 2 1 0 0 1
0 1 0 0 − 7
‘0 1 0’ (vi) ‘0 0 1 − 5 ’ (vii) ¢ 0 0 1 0 3 £
0 1 −1 0 0 0 0
0 0 0 1 0
(v)

Question: How does one transform a given matrix to one in reduced row echelon form?
This is done by performing elementary row operations. The possible operations are:

34
 1 0 0 3
(1) Interchange of two rows, e.g. in (i) above, interchange of rows 2 and 3 gives a matrix that is

in rref as: ‘0 0 1 7 ’.
0 0 0 0
(2) Adding a multiple of one row to another.
(3) Multiplying a row by a non-zero constant.
Two matrices are said to be equivalent (~) when one can be obtained from the other by elementary
row operations.

1 0 0 1 −1 2 1 0 2 0 1 2
Find an equivalent rref of the following matrices.

…0 3 −1† …0 1 0† (iii) …0 1 0 † (iv) …1 −2 1†

0 0 0 0 0 1 0 1 −1 1 2 9
(i) (ii)

1 − 2 0 2
1 1 1 1
2 −3 −1 5
(v) ¢ £ (vi) ‘1 1 −2 3 ’.
1 3 2 5
2 1 1 2
1 1 0 2

Result: Let ,• = z and q• = ¥ be two linear systems, each of equations in 9 unknowns. If the
3.6.2 Application of Method of RREF to Systems of Equations

augmented matrices ¦, ⋮ z§ and ¦q ⋮ ¥§ are row equivalent, then both linear systems have the same

Method: (1) Write augmented matrix ¦, ⋮ z§. (2) Transform ¦, ⋮ z§ to rref. (3) Obtain solution by
solution. This method is called Gauss-Jordan Reduction (GJR).

inspection.
Problem: Solve the following systems of simultaneous equations
(1) 2 + + ¨ = 3 (2) 2 − − ¨ + 2€ = 2 (3) +2 −¨=1
− 2 − 2¨ = −2 + + ¨ − 2€ = 1 3 − +¨ =4
− + 2¨ = 6 + 2 − ¨ − € = −2 + 9 − 5¨ = 1
− 3 + 2¨ + € = 6

This is of the form ,• = 0. This has a trivial solution, i.e. • = • = • = •8 = 0.

3.6.3 Homogeneous Systems

Sometimes there exist non-trivial solutions, i.e. solutions where everything is not zero.
Solve the following equations using GJR method.
(1) − − ¨ = 0 (2) − − ¨ = 0
3 − +¨ =0 3 − +¨ =0
+ + 4¨ = 0 + + 3¨ = 0

35
Results: (1) (,: ): = , (2) (,z): = z : ,: .
3.6.4 Inverse of a Matrix

Suppose we want to find the inverse of ,, i.e. ,: , if it exists. Let ,: 9 × 9, then¦, ⋮ Š8 §~¦Š8 ⋮ ,: §.
Method: (i) Append the identity matrix Š8 to the right of the given 9 × 9 matrix ,.
(ii) Transform the resulting 9 × 29 matrix to rref.
(iii) If (ii) is possible then the matrix to the right of Š8 is the inverse ,: . If it is not possible to get Š8
on the left then , has no inverse.

1 2 −1 1 0 −1
Problem: Find the inverse of the following matrices if it exists.

…3 −1 1 † (b) … 1 1 2 †
1 9 −5 −1 0 2
(a)

Solve the following simultaneous equation: + −¨ =0

3.6.5 Solution of a System of Simultaneous Equations by Cramer’s Rule

2 + 8¨ = 32
4 + 8¨ = 20

1 1 −1 0 1 −1 1 0 −1
Solution:

∆= ‘2 0 8 ’ = −56, ∆ = ‘32 0 8 ’ = −224, ∆ = ‘2 32 8 ’ = 56

0 4 8 20 4 8 0 20 8
1 1 0
∆ = ‘2 0 32’ = −168 ∴ = ∆ª = 4, = ∆& = −1, ¨ = ∆2 = 3.
∆ ∆ ∆

0 4 20

Problem:

2 + +¨=3 +2 −¨ =1 +¨ =2
Solve the following simultaneous equations:
(i) (ii) (iii)
− 2 − 2¨ = −2 3 − +¨ =4 −2 +¨ = 8
− + 2¨ = 6 + 9 − 5¨ = 1 + 2 + 9¨ = 16

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