Modern

Engineering
Mathematics
Fourth Edition

Glyn James
and
; '
David Burley
Dick Clements
Phil Dyke
John Searl
Jerry Wright

Coventry University
University of Sheffield
University of Bristol
University of Plymouth
University of Edinburgh
AT&T Shannon Laboratory

PEARSON

Prentice
Hall
Harlow, England London New York Boston San Francisco Toronto Sydney Singapore Hong Kong
Tokyo Seoul Taipei New Delhi Cape Town Madrid Mexico City Amsterdam Munich Paris Milan

Contents
tr.

Preface
:
About the authors

XXI

xxiv

Chapter 1 Numbers, Algebra and Geometry

1.1

Introduction

1*2

Number and arithmetic

1.2.1 Number line
1.2.2 Rules of arithmetic
1.2.3 Exercises (1-5)
1.2.4* Inequalities
1.2.5 Modulus and intervals
1.2.6 Exercises (6-10)

2
3
7
7
8
11

Algebra
'
1.3.1 Algebraic manipulation
1.3.2 Exercises (11-16)
1.3.3 Equations, inequalities and identities
1.3.4 Exercises (17-28)
;
'
1.3.5 Suffix, sigma and pi notation
1.3.6 Factorial notation and the binomial expansion
1.3.7 Exercises (29-31)

12
13
19
20
27
27
30
33

1.3

1.4

Geometry
1.4.1 Coordinates
1.4.2 Straight lines ;
1.4.3 Circles
,. 1.4.4 Exercises (32-38)
1.4.5 Conies
1.4.6 Exercises (39-41)
Numbers and accuracy
t5.1 Representation of numbers
1.5,2 Rounding, decimal places and significant figures

33.
33
33
35
38
38
44
44
45
47

Vi

CONTENTS

1.5.3
1.5.4
1.5.5
1.5.6

Estimating the effect of rounding errors

Exercises (42-55)
Computer arithmetic
Exercises (56-58)

49
54
55
56

1.6

Engineering applications

56

1.7

Review exercises (1-25)

59

Chapter 2

Functions

2.1

Introduction

2.2

Basic definitions
2.2.1
2.2.2
2.2.3
2.2.4
2.2.5
2.2.6
2.2.7

2.3

2.4

Concept of a function
Exercises (1-6)
Inverse functions
Composite functions .
Exercises (7-13)
Odd, even and periodic functions
Exercises (14-15)

64
64
73
74
78
81
82
87
87

2.3.1
2.3.2
2.3.3
2.3.4
2.3.5

87
89
93
94
97

Linear functions
Least squares fit of a linear function to experimental data
Exercises (16-22)
The quadratic function
Exercises (23-28)

Polynomial functions
Basic properties
Factorization
Nested multiplication and synthetic division
Roots of polynomial equations
Exercises (29-37)

Rational functions
2.5.1
2.5.2
2.5.3
2.5.4
2.5.5

2.6

Linear and quadratic functions

2.4.1
2.4.2
2.4.3
2.4.4
2.4.5
2.5

64

Partial fractions
Exercises (38-41)
Asymptotes
Parametric representation
Exercises (42-46)

Circular functions
2.6.1 Trigonometric ratios
2.6.2 Exercises (47-53)

98
99
100
102
105
112

114
116
122
123
126
128

128
129
131

CONTENTS

2.6.3
2.6.4
2.6.5
2.6.6
2.6.7
2.6.8
2.6.9
2.7

2.8

Vii _-- s "

132
138
142
145
146
148
151

Circular functions
Trigonometric identities
Amplitude and phase
'
Exercises (54-65)
Inverse circular (trigonometric) functions
Polar coordinates
Exercises (66-70)

Exponential, logarithmic and hyperbolic functions

152

2.7.1
2.7.2
2.7.3
2.7A
2.7.5
2.7.6

152
155
157
157
162
164

Exponential functions
Logarithmic functions,
;
Exercises (71-79)
Hyperbolic functions
Inverse hyperbolic functions
Exercises (80-87)

'.

Irrational functions

164

2.8.1
2.8.2
2.8.3
2.8.4

Algebraic functions
Implicit functions
Piecewise defined functions
Exercises (88-97)

165
166
170
172

Numerical evaluation of functions

173

2.9.1 Tabulated functions and interpolation

2.9.2 Exercises (98-103) :

174
178

2.10

Engineering application: a design problem

179

2.11

Review exercises (1-23)

181

2.9

Chapter 3 Complex Numbers

3.1

Introduction

185

3.2

Properties

186

3.2.1
3.2.2
3.2.3
3.2.4
3.2.5
3.2.6
3.2.7

186
187
190
191
195
196
200

The Argand diagram

The arithmetic of complex numbers
Complex conjugate
Modulus and argument
Exercises (1-14)
Polar form of a complex number
Euler's formula

VIII

CONTENTS

3.2.8
3.2.9
3.2.10
3.2.11
3.3

3.4

208

3.3.1 De Moivre's theorem

3.3.2 Powers of trigonometric functions and multiple angles
3.3.3 Exercises (25-32)

208
212
215

Loci in the complex plane

216

Straight lines
Circles
More general loci
Exercises (33-41)

Functions of a complex variable

221
,

223

Engineering application: alternating currents in electrical networks

223

.3.6.1 Exercises (46-47)

3.7

216
217
219
220_

3.5.1 Exercises (42-45)

3.6

202
202
206
207

Powers of complex numbers

3.4.1
3.4.2
3.4.3
3.4.4
3.5

Exercises (15-18)
Relationship between circular and hyperbolic functions
Logarithm of a complex number
Exercises (19-24)

Review'exercises (1-34)

_225
:

225

Chapter 4 Vector Algebra

4.1

Introduction

230

4.2

Basic definitions and results

231

4.2.1
4.2.2
4.2.3
4.2.4
4.2.5
4.2.6
4.2.7,
4.2.8
4.2.9
4.2.10
4.2.11
4.2.12

231
233
235
241
247
249
251
257
258
268
269
275

Cartesian coordinates
Scalars and vectors
Addition of vectors
Cartesian components and basic properties
Complex numbers as vectors
Exercises (1-16)
The scalar product
Exercises (17-30)
The vector product
Exercises (31-42)
Triple products
Exercises (43-51)

CONTENTS

Iff

4.3

4.4

4.5

4.6

ix

The vector treatment of the geometry of lines and planes

276

4.3.1 Vector equation of a line

4.3.2 Vector equation of a plane
4.3.3 Exercises (52-67)

276
283
286

Engineering application: spin-dryer suspension

287

4.4.1 Point-particle model

287

Engineering application: cable stayed bridge

290

4.5.1 A simple stayed bridge

290

Review exercises (1-24)

292

Chapter 5 Matrix Algebra

5.1

Introduction

297

5,2

Definitions and properties

299

5.2.1
5.2.2
5.2.3
5.2.4
5.2.5
5.2.6
5.2.7

301
304
308
310
314
315
325

5.3

5.4

5.5

5.6

Definitions
Basic operations of matrices
Exercises (1-10)
Matrix multiplication
Exercises (11-16)
Properties of matrix multiplication
Exercises (17-33)

Determinants

328

5.3.1 Exercises (34-50)

340

The inverse matrix

341

5.4.1 Exercises (51-59)

345

Linear equations

347

5.5.1
5.5.2
5.5.3
5.5.4
5.5.5

354
356
369
371
377

Exercises (60-71)
The solution of linear equations: elimination methods
Exercises (72-80)
The solution of linear equations: iterative methods
Exercises (81-86)

Rank

377

5.6.1 Exercises (87-95)

385

CONTENTS

5.7

The eigenvalue problem

387

5.7.1
5.7.2
5.7.3
5.7.4
5.7.5
5.7.6
5.7.7
5.7.8

387
389
395
396
400
400
402
403

The characteristic equation

Eigenvalues and eigenvectors
Exercises (96-97)
Repeated eigenvalues
Exercises (98-102)
Some useful properties of eigenvalues
Symmetric matrices
Exercises (103-107)

5.8

Engineering application: spring systems

5.8.1 A two-particle system
5.8.2 An n-particle system

403
404
404

5.9

Engineering application: steady heat transfer through

composite materials

407

5.9.1
5.9.2
5.9.3
5.9.4

407
408
408
410

5.10

Introduction
Heat conduction
The three-layer situation
Many-layer situation

Review exercises (1-26)

411

Chapter 6 An Introduction to Discrete Mathematics

6.1

Introduction

418

6.2

Set theory

418

6.2.1
6.2.2
6.2.3
6.2.4
6.2.5

419
420
422
422
427

6.3

6.4

Definitions and notation

Union and intersection
Exercises (1-8)
Algebra of sets
Exercises (9-17)

Switching and logic circuits

6.3.1 Switching circuits
6.3.2 Algebra of switching circuits
6.3.3 Exercises (18-29)
6.3.4 Logic circuits
6.3.5 Exercises (30-31)

429
430
436
437
441

Propositional logic and methods of proof

442

6.4.1 Propositions
6.4.2 Compound propositions
6.4.3 Algebra of statements

442
444
447

429

CONTENTS

XI

6.4.4 Exercises (32-37)

6.4.5 Implications and proofs
6.4.6 Exercises (38-4:7)

450
450
456

6.5

Engineering application: expert systems

457

6.6

Engineering application: control

459

6.7

Review exercises (1-23)

462

Chapter 7 Sequences, Series and Limits

7.1

Introduction

467

7.2

Sequences and series

467

7.2.1 Notation
7.2.2 Graphical representation of sequences
7.2.3 Exercises (1-13)

467
469
472

Finite sequences and series ,:.

474

7.3.1 Arithmetical sequences and series

7.3.2^ Geometric sequences and series
7.3.3 Other finite series
7.3.4 Exercises (14-25)

474
475
477
480

Recurrence relations

481

7.3

7.4

7.4.1 First-order linear recurrence relations with

constant coefficients
7.4.2 Exercises (26-28)
.
7.4.3 Second-order linear recurrence relations with
constant coefficients
7.4.4 Exercises (29-35)
7.5

Limit of a sequence
7.5.1
7.5.2
7.5.3
7.5.4

7.6

Convergent sequences
Properties of convergent sequences
Computation of limits
Exercises (36-40)

482
485

486
494
494
495
497
499
501

Infinite series

502

7.6.1
7.6.2
7.6.3
7.6.4

502
504
507
508

Convergence of infinite series

Testa for convergence of positive series
The absolute convergence of general series
Exercises (41-49)

Xii

CONTENTS

7.7

7.8

7.9

Power series

509

7.7.1 Convergence of power series

7.7.2 Special power series
7.7.3 Exercises (50-56)

509
511
517

Functions of a real variable

518

7.8.1 Limit of a function of a real variable

7.8.2 One-sided limits
7.8.3 Exercises (57-61)

518
522
524

Continuity of functions of a real variable

525

7.9.1
7.9.2
7.9.3
7.9.4

525
527
529
532

Properties of continuous functions

Continuous and discontinuous functions
Numerical location of zeros
Exercises (62-69)

7.10

Engineering application: insulator chain

532

7.11

Engineering application: approximating functions and

Pade approximants

533

Review exercises (1-25)

535

7.12

Chapter 8

Differentiation and Integration

8.1

Introduction

540

8.2

Differentiation

541

8.2.1
8.2.2
8.2.3
8.2.4
8.2.5
8.2.6
8.2.7
8.2.8

541
542
544
546
547
548
549
556

8.3

Rates of change
Definition of a derivative
Interpretation as the slope of a tangent
Differentiate functions
Speed, velocity and acceleration
Exercises (1-7)
Mathematical modelling using derivatives
Exercises (8-18)

Techniques of differentiation

557

8.3.1
8.3.2
8.3.3
8.3.4

558
560
564
564

Basic rules of differentiation

Derivative of xr
Exercises (19-23)
Differentiation of polynomial functions

CONTENTS xiii
8.3.5
8.3.6
8.3.7
8.3.8
8.3.9
8.3.10
8.3.11
8.3.12
8.3.13
8.3.14
8.3.15
8.4

8.5

8.6

8.7

8.8

8.9

Differention of rational functions

Differentiation of composite functions
Differentiation of inverse functions
Exercises (24-31)
Differentiation of circular functions
Extended form of the chain rule
Exercises (32-34)
Differentiation of exponential and related functions
Exercises (35-43)
Parametric and implicit differentiation
Exercises (44-54)

567
568
573
574
575
579
581
581
586
586
591

Higher derivatives

592

8.4.1
8.4.2
8.4.3
8.4.4

The second derivative

Exercises (55-67)
Curvature of plane curves
Exercises (68-71)

592
596
597
600

Applications to optimization problems

600

8.5.1 Optimal values

8.5.2 Exercises (72-81)

600
609

Numerical differentiation
8.6.1 The chord approximation
8.6.2 Exercises (82-86)

611
611
613

Integration

613

8.7.1
8.7.2
8.7.3
8.7.4
8.7.5
8.7.6

613
616
620
620
623
625

Basic ideas and definitions

Mathematical modelling using integration
Exercises (87-95)
Definite and indefinite integrals
The Fundamental Theorem of Calculus
Exercise (96)

Techniques of integration

625

8.8.1
8.8.2
8.8.3
8.8.4
8.8.5
8.8.6

625
636
637
640
640
645

Integration as antiderivative
Exercises (97-104)
Integration by parts
Exercises (105-107)
Integration by substitution
Exercises (108-116)

Applications of integration

646

8.9.1 Volume of a solid of revolution

8.9.2 Centroid of a Diane area

646
647

Xiv

CONTENTS

8.9.3
8.9.4
8.9.5
8.9.6

8.10

Centre of gravity of a solid of revolution

Mean values
.
Root mean square values
Arclength and surface area

649
649
650
650

8.9.7 Exercises (117-125)

656

Numerical evaluation of integrals

657

8.10.1 The trapezium rule

8.10.2 Simpson's rule

657
663

8.10.3 Exercises (126-131)

666

8.11

Engineering application: design of prismatic channels

667

8.12

Engineering application: harmonic analysis of periodic functions

669

8.13

Review exercises (1-39)

671

Chapter 9

Further Calculus

9.1

Introduction

680

9.2

Improper integrals

680

9.2.1 Integrand with an infinite discontinuity

9.2.2 Infinite integrals
9.2.3 Exercise (1)

681
684
685

Some theorems with applications to numerical methods

686

9.3.1 Rolle's theorem and the first mean value theorems

9.3.2 Convergence of iterative schemes
9,3.3 Exercises (2-7)

686
689
693

Taylor's theorem and related results

693

9.4.1
9.4.2
9.4.3
9.4.4
9.4.5
9.4.6
9A7
9.4.8
9.4.9
9.4.10
9.4.11
9.4.12

693
696
701
702
703
704
705
706
709
709
709
711

9.3

9.4

Taylor polynomials and Taylor's theorem

Taylor and Maclaurin series
L'Hopital's rule
Exercises (8-20)
Interpolation revisited
Exercises (21-23)
The convergence of iterations revisited
Newton-Raphson procedure
Optimization revisited
Exercises (24-27)
Numerical integration
Exercises (28-31)

CONTENTS

m
B
HI-

9.5

9.6

m.
BfflBSi

iH

9.7

m
W

XV

Calculus of vectors

712

9.5.1 Differentiation and integration of vectors

9.5.2 Exercises (32-36)

712
714

Functions of several variables

715

9.6.1
9.6.2
9.6.3
9.6.4
9.6.5
9.6.6
9.6.7
9.6.8
9.6.9
9.6.10
9.6.11
9.6.12

715
717
721
724
725
729
729
733
733
736
737
739

Representation of functions of two variables

Partial derivatives
Directional derivatives
Exercises (37-46)
The chain rule ;
Exercises (47-55)
Successive differentiation
Exercises (56-64)
The total differential and small errors
Exercises (65-72)
Exact differentials
Exercises (73-75)

Taylor's theorem for functions of two variables

739

9.7.1
9.7.2
9.7.3
9.7.4
9.7.5

740
743
748
749
753

Taylor's theorem
Optimization of unconstrained functions
Exercises (76-84)
Optimization of constrained functions
Exercises (85-90)

9.8

Engineering application: deflection of a built-in column

754

9.9

Engineering application: streamlines in fluid dynamics

756

Review exercises (1-35)

759

9.10

Chapter 10 Introduction to Ordinary Differential Equations

10.1

Introduction

765

10.2

Engineering examples

765

10.2.1
10.2.2
10.2.3
10.2.4

765
767
768
769

10.3

The take-off run of an aircraft

Domestic hot-water supply
Hydro-electric power generation
Simple electrical circuits

The classification of differential equations

770

10.3.1 Ordinary and partial differential equations

10.3.2 Independent and dependent variables

771
771

XVI

CONTENTS

10.3.3
10.3.4
10.3.5
10.3.6
10.4

10.5

10.6

The order of a differential equation

Linear and nonlinear differential equations
Homogeneous and nonhomogeneous equations
Exercises (1-2)

772
773
774
775

Solving differential equations

776

10.4.1
10.4.2
10.4.3
10.4.4
10.4.5

Solution by inspection
General and particular solutions
Boundary and initial conditions
Analytical and numerical solution
Exercises (3-6)

776
111
118
781
782

First-order ordinary differential equations

783

10.5.1
10.5.2
10.5.3
10.5.4

783
786
786
788

10.5.5

A geometrical perspective
Exercises (7-10)
Solution of separable differential equations
Exercises (11-17)
dx
f x ~\
Solution of differential equations of - = fl - form

10.5.6
10.5.7
10.5.8
10.5.9
10.5.10
10.5.11

Exercises (18-22)
Solution of exact differential equations
Exercises (23-30)
Solution of linear differential equations
Solution of the Bernoulli differential equations
Exercises (31-38)

791
791
794
795
799
801

Numerical solution of first-order ordinary differential equations

802

10.6.1
10.6.2
10.6.3
10.6.4

803
805
808
810

A simple solution method: Euler's method

Analysing Euler's method
Using numerical methods to solve engineering problems
Exercises (39-45)

789

10.7

Engineering application: analysis of damper performance

811

10.8

Linear differential equations

816

10.8.1 Differential operators

10.8.2 Linear differential equations
10.8.3 Exercises (46-54)

816
818
824

Linear constant-coefficient differential equations

826

10.9.1
10.9.2
10.9.3
10.9.4

826
831
832
838

10.9

Linear homogeneous constant-coefficient equations

Exercises (55-61)
Linear nonhomogeneous constant-coefficient equations
Exercises (62-65)

CONTENTS

10.10

10.11

Engineering application: second-order linear constant-coefficient

differential equations
,

839

10.10.1
10.10.2
10.10.3
10.10.4
10.10.5

839
843
846
850
851

Free oscillations of elastic systems

Free oscillations of damped elastic systems
Forced oscillations of elastic systems
Oscillations in electrical circuits
Exercises (66-73)

10.13

Chapter 11

'

Numerical solution of seconds arid higher-order

differential equations

853

10.11.1 Numerical solution of coupled first-order equations

10.11.2 State-space representation of higher-order systems

853
856

10.11.3 Exercises (74-79)

10.12

XVII

Qualitative analysis of second-order differential equations

859

10.12.1 Phase-plane plots

10.12.2 Exercises (80-81)

861
861
865

Review exercises (1-35)

866

Introduction to Laplace Transforms

11.1

Introduction

874

1.1.2

The Laplace transform

876

11.2.1
11.2.2
11.2.3
11.2.4
11.2.5

11.3

Definition and notation

Transforms of simple functions
Existence of the Laplace transform
Properties of the Laplace transform
Table of Laplace transforms

876
878
; 881
883
891

11.2.6

Exercises (1-3)

892

11.2.7
11.2.8
11.2.9

The inverse transform

Evaluation of inverse transforms
Inversion using the first shift theorem

892
893
895

11.2.10 Exercise (4)

897

Solution of differential equations

897

11.3.1 Transforms of derivatives

11.3.2 Transforms of integrals
11.3.3 Ordinary differential equations

897
899
900

11.3.4 Exercise (5)

906

11.3.5 Simultaneous differential equations

907

11.3.6 Exercise (6)

909

xviii CONTENTS
11.4
;

Engineering applications; electrical circuits and

mechanical vibrations
11.4.1 Electrical circuits
11.4.2 Mechanical vibrations
11.4.3 Exercises (7-12)
;

11.5

Chapter 12

Review exercises (1-18)

910
910
915
919
920

Introduction to Fourier Series

12.1

Introduction

925

12.2

Fourier series expansion

926

12.2.1
12.2.2
12.2.3
12.2.4
12.2.5
12.2.6
12.2.7
12.2.8
12.2.9
12.2.10
12.2.11

926
927
928
931
938
942
944
946
949
951
953

12.3

Periodic functions :
:
Fourier's theorem
,
The Fourier coefficients
Functions of period:2rr ' ,'
Even and odd functions . ';.
Even and odd harmonics ;
Linearity property
Convergence of the Fourier series
Exercises (1-7)
Functions of period T
Exercises (8-13)

Functions defined over a finite interval

12.3.1 Full-range series
12.3.2 Half-range cosine and sine series
12.3.3 Exercises (14-23)

12.4

12.5

12.6

Differentiation and integration of Fourier series

954
954
956
960

12.4.1 Integration of:a Fourier series

12.4.2 Differentiation of a Fourier series
12.4.3 Exercises (24-26)

961
961
964
965

Engineering application: analysis of a

slider-crank mechanism

966

Review exercises (1-21.)

969

CONTENTS

Chapter 13

Xix

Data Handling and Probability Theory

13.1

Introduction"

974

13.2

The raw material of statistics

13.2.1 Experiments and sampling
13.2.2 Histograms of data
13.2.3 Alternative types of plot
13.2.4 Exercises (1-5)

975

Probabilities of random events

980
980
981
982
984
988
991

13.3

13.3.1
13.3.2
13.3.3
13.3.4
13.3.5
13.3.6
13.4

Interpretations, of probability
Sample space and events
Axioms, of probability
Conditional probability
Independence
Exercises (6-23)

Random variables
13.4.1 Introduction and definition
13.4.2 Discrete random variables
13.4.3 Continuous random variables
13.4.4 Properties of density and distribution functions
13.4.5 Exercises (24-31)
13.4.6 Measures of location and dispersion
13.4.7 Expected values
13.4.8 Independence of random variables
13.4.9 Scaling and adding random variables
13.4.10 Measures from sample data
13.4.11 Exercises (32-48)

13.5

Important practical distributions

13.5.1
13.5.2
13.5.3
13.5.4
13.5.5
13.5.6
13.5.7

13.6

The binomial distribution

The Poisson distribution
.
The normal distribution
The central limit theorem
Normal approximation to the binomial
Random variables for simulation
Exercises (49-65)
'

Engineering application: quality control

13.6-1 Attribute control charts
13.6.2 United States standard attribute charts
13.6.3 Exercises (66-67)

975
975
978
980

992
992
993
994
995
998
998
1002
1003
1004
1007
1011

1013
1013
1015
1018
1021
1024
1026
1027
1029
1029
1031
1032

XX

CONTENTS

13.7

13.8

Appendix I
Al.l
AI.2
AI.3
AI.4

Engineering application: clustering of rare events

1032

13.7.1 Introduction
13.7.2 Survey of near-misses between aircraft
13.7.3 Exercises (68-69)

1032
1033
1035

Review exercises (1-1.3)

1035

Tables
Some useful results
Trigonometric identities
Derivatives and integrals
Some useful standard integrals

1038
1038
1041
1042
1043

Answers to Exercises

1044

Index

1082