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## EN252 Lecture Notes

Chapter1.FunctionsandDerivatives
Considerafunction y = f ( x ) asplottedinFigure11.Atanyarbitrarypoint, x ,wecanperturbthefunction
with small amount, Dx , and obtain the value of the function at x + Dx . In our notation, the value of the
functionat x + Dx isdenotedbyeither y + Dy orsimply f ( x + Dx ) .SeeFigure1.

Figure11
Usingtrigonometric,wecanwritethetangentofangleformedbygreenlineandxaxisas

f ( x + Dx ) - f ( x )
Dy
=

Dx
Dx

Eq(1.1)

Ifwetakethelimitofthistangentas Dx approacheszero,wewillfindthederivativeofthefunctionatpoint
x asfollowing

f ( x + Dx) - f ( x)
dy
=

dx
Dx
Limit Dx 0

Eq(1.2)

Usingthisdefinition,wecanfindderivativesofanyfunction.

1.1 CommonFunctions
ConstantFunction

y = C (constant)

f ( x + Dx) - f ( x)
dy
=
=0
Dx
dx
Limit Dx0

Eq(1.3)

LinearFunction

y = ax + b

f ( x + Dx) - f ( x)
a ( x + Dx) + b - (ax + b)
dy
=
=
=a
Dx
Dx
dx
Limit Dx0
Limit Dx0

Eq(1.4)

EN252 Lecture Notes

f ( x + Dx) - f ( x)
( x + Dx) - x 2
dy
y = ax + b
=
=
dx
Dx
Dx
Limit Dx0
Limit Dx0
2

dy
x + 2 xDx + Dx - x
==
dx
Dx
2

2 xDx + (Dx)

=
Limit Dx0

Dx

Eq(1.5)

Dx (2 x + Dx)
Dx

Limit Dx 0

= 2x
Limit Dx0

ExponentialFunction

y = a x such that

dy
= y a = e = 2.718282
dx

Eq(1.6)

Note:Thederivativeofexponentialfunctionisdefinedtobeitself.Asaresult,inEq(1.6),thereisonlyone
valueof a = e = 2.718282 whichsatisfiesthisdefinition.Wewillproof e = 2.718282 later.
LogarithmicFunction

y = ln x such that x = e y
dx
dy
1
1
dx = e y dy e y
= y=
dy
dx e
x

Eq(1.7)

Note1:Logarithmicfunctionistheinverseoffunctionofexponentialfunction.
Note2: y = ln ( x a ) y = a ln x
Proof: y = a ln x

y
= ln x
a

Eq(1.8)
y

e a = x e y = x a y = ln ( x a )

Note3: y = ln ( AB) y = ln A + ln B

Eq(1.9)

## Proof: ln ( AB) = ln A + ln B AB = eln A+ln B = eln Aeln B = AB

Note4: y = log a x y =

1
ln x
ln a

Eq(1.10)

Proof: y = log a x x = a y ln x = ln a y ln x = y ln a y =

1
ln x
ln a

Eq(1.11)

D

Proof:

## x = a CD log a x = CD = log a b log b x

PowerFunction

y = xa

ln y = ln x a =a ln x

d (ln y ) dy
dy

dx

=a

dy ay ax
1
1 dy a

=
=
=
= ax a-1
x
y dx x
dx
x
x

Eq(1.12)

EN252 Lecture Notes
Sin,Cos,andTanFunction

y = sin x

f ( x + Dx) - f ( x)
sin ( x + Dx) - sin x
dy dy
=
=
=

Dx
Dx
dx dx
Limit Dx0
Limit Dx 0
sin x cos Dx + sin Dx cos x - sin x
=
= cos x
Dx
Limit Dx0

Eq(1.13)

Note1: sin (-x) = - sin x, cos (-x) = cos x, tan (-x) = - tan x

Eq(1.14)

Note2:RefertoFigure12,wecanobservethat

Eq(1.15)

## sin (a + b ) = sin a cos b + sin b cos a

sin (a + (-b )) = sin a cos (-b ) + sin (-b ) cos a = sin a cos b - sin b cos a

Figure12
Note3:Similarly,weshowthat

## cos (a + b ) = cos a cos b - sin b sin a

cos (a - b ) = cos a cos b + sin b sin a
tan a + tan b
1- tan a tan b
tan a - tan b
tan (a - b ) =
1 + tan a tan b
tan (a + b ) =

Eq(1.16)

## sin (2a) = 2 sin a cos a

cos (2a) = cos 2 a - sin 2 a = 1- 2 sin 2a = cos 2 a -1

Wecanshowthat

dy
= - sin x
dx

dy
2
y = tan x
= 1- tan x
dx
y = cos x

Eq(1.17)

EN252 Lecture Notes
Usingdefinitionofderivative,wecanshowthat

y = f ( x ) + g ( x)

dy
= f ( x) + g ( x)
dx

HomeWork#1:Whatarethederivativesof
y = x 4.5 - ln x

y = sin x - x 2
y = tan x + cos x
y = 2- x
y = arcsin x = sin-1 x

Eq(1.18)

EN252 Lecture Notes
Chapter2.TaylorExpansion
Inmathematics,aTaylorseriesisarepresentationofafunctionasaninfinitesumoftermsthatarecalculated
fromthevaluesofthefunction'sderivativesatasinglepoint.TheconceptofaTaylorserieswasformulatedby
the Scottish mathematician James Gregory and formally introduced by the English mathematician Brook
Taylorin1715.IftheTaylorseriesiscenteredatzero,thenthatseriesisalsocalledaMaclaurinseries,named
in the 18th century. A function can be approximated by using a finite number of terms of its Taylor series.
Taylor'stheoremgivesquantitativeestimatesontheerrorintroducedbytheuseofsuchanapproximation.
ThepolynomialformedbytakingsomeinitialtermsoftheTaylorseriesiscalledaTaylorpolynomial.
TheTaylorexpansionwasderivedinthefollowingcompactform
f(

f ( x) =

n)

( x0 )

n!

n= 0

( x - x0 )
n

Eq(2.1)

## where x0 isanyreferencepointwechoosetoexpandthefunction f ( x ) .NotethatinEq(2.1),wedefined 0!

Equalto1.Here f (

n)

## ( x0 ) isthe n th derivativeoffunctionevaluatedatpoint x0 .Forexample

f ( ) ( x0 ) = f ( x0 )
0

f(

2)

( x0 ) =

d2 f
( x0 ) = f ( x0 )
dx 2

Example1:WhatistheTaylorexpansionof y = ln x around x0 = 1 ?

1
1
2
f ( x) = ln x, f ( x) = , f ( x) = - 2 , f ( x) = 3 , ....
x
x
x
Therefore
f ( x0 = 1) = ln 1 = 0
1
(1) = 1
x
1
f ( x0 = 1) = - 2 (1) = -1
x
2
f ( x0 = 1) = 3 (1) = 2
x
....
f ( x0 = 1) =

TheTaylorexpansionof y = ln ( x ) around x0 = 1 is

0( x -1)

ln x =

0!

1( x -1)

1!

1( x -1)

2!

2( x -1)

3!

## Example2:WhatistheTaylorexpansionof y = sin x around x0 = 0 ?

f ( x) = sin x, f ( x) = cos x, f ( x) = - sin x, f ( x) = - cos x, f ( x) = sin x,

Eq(2.2)

EN252 Lecture Notes
Therefore
f ( x = 0) = sin 0 = 0
f ( x = 0) = cos 0 = 1
f ( x = 0) = - sin 0 = 0 = 0
f ( x = 0) = - cos 0 = -1
f ( x = 0) = sin 0 = 0
f ( x = 0) = cos 0 = 1
....

## TheTaylorexpansionof y = sin x around x0 = 0 is

x3 x5 x7 x9
sin x = x - + - + +
3! 5 ! 7 ! 9 !

HomeWork#2:WhataretheTaylorExpansionsofthefollowingfunctions?
y = sin (2 x) around x0 = p / 4
y = cos x around x0 = p
y = e x around x0 = 0
y=

1
around x0 = 0
1- x

Eq(2.3)

EN252 Lecture Notes
Chapter3.ApplicationsofTaylorExpansion
Inpreviouschapterweshowedthat
+

f ( x) =
n= 0

f(

n)

( x0 )

n!

( x - x0 )
n

Eq(3.1)

## Letsreplace x by x + Dx and x0 by x andrewriteEq(3.1)asfollowing

+

f ( x + Dx) =

f(

n)

( x)

n!

n =0

Dx n

Eq(3.2)

Inthisformat,weemphasisthatexpansionaroundpointxshouldbeconfinedtosmallvariationof x ,called
Dx .Ifweselect Dx smallenough,then Dx > Dx 2 > Dx 3 > .ThisimpliesthattheexpansioninEq(3.2)can
becutoffat k th termwithsmallerror.Therefore
k

f ( x + Dx)

f(

n= 0

n)

( x)

n!

k +1

Dx n + Error O (Dx)

Eq(3.3)

Example1:
Calculate sin (96O ) withoutusingthe"sin"functioninyourcalculator.

96O = 90O + 6O =

p 6p
p p
+
= +
2 180 2 30

Therefore

p p
p
p
sin (96O ) = sin + .Wechoose x = and Dx =
.
2 30
2
30
Weassign f ( x ) = sin ( x ) .Therefore, f ( x ) = cos ( x ) , f ( x ) = - sin ( x ) ,and f ( x ) = - cos ( x ) .UsingTaylor
expansioninEq(3.3),wecanwrite

1
1
sin ( x + Dx ) sin ( x ) + cos ( x )Dx - sin ( x ) Dx 2 - cos ( x )( x ) Dx 3 +
2
6
or

p p
p
p p 1 p p 1
p p
sin + sin + cos - sin - cos +
2 30
2
2 30 2 2 30 6
2 30
2

Usingonlythefirstthreeterms,wecanfindapproximatesolutionas

p p
p
p p 1 p p
sin + sin + cos - sin
2 30
2
2 30 2 2 30
2

p p
p
3.14159
sin + 1 + 0 - 0.5 1- 0.5
0.99452
30
2 30
30
2

EN252 Lecture Notes
Andusingyourcalculator,youcanseethatexactvalueof sin (96O ) = 0.99452 .
Example2:
Calculate

1
usingTaylorExpansion.
48

Solution:Notethat

1
1
1 1
1

=
=
= 0.02
48 50 - 2 50 1- 2
1- 0.04

50

ThereforeIchoosethefunction y =

1
with x = 1 and Dx = -0.04 .
x

1
1
2
y = , y = - 2 , y = 3 ,
x
x
x
Letevaluatethefunction.

Dx 2
+
2
0.042
+
y (1 + (-0.04)) = y (1) + y (1) 0.04 + y ( x)
2

y ( x + Dx) = y ( x) + y ( x) Dx + y ( x)

(-0.04)
1
= 1- (-0.04) + 2
+
1- 0.04
2
1
1 + 0.04 + 0.0016 = 1.0416
1- 0.04
2

1
1
= 0.02
0.021.0416 = 0.020832
48
1- 0.04
Alternatively,Icouldchoose y =

1
andexpansionthefunctionaroundzero.Iwillobtainthesameresult.
1- x

HomeWork#3:UseTaylorExpansionstofindapproximatevaluesof
a ) e-.01 ,

b) e1.1 ,

c) ln 1.1 ,

d ) cos 47 ,

e)

22

EN252 Lecture Notes
Chapter4.TaylorExpansionandFinance
Thereisanimportantfunctionutilizedinfinance.Thisfunctionis

y=

1- x

Eq(4.1)

TheTaylorexpansionofthisfunctionaroundzerois
+

y = 1 + x + x 2 + x3 + x 4 + = x k

Eq(4.2)

k =0

Notethatthefirstntermofthefunctionis
n

## y = x k + x n+1 + x n+2 + x n+3 +

Eq(4.3)

k =0

Or
n

k =0

k =0

y = x k + x n+1 (1 + x + x 2 + x3 + x 4 + ) = x k + yx n+1

Eq(4.4)

Therefore
n

x k = y (1- x n+1 ) =

k =0

1- x n+1

1- x

Eq(4.5)

canwrite
n

k =1

k =0

x k = x k -1 =

xk =
k =1

1- x n+1
1- x n+1 -1 + x
-1 =
1- x
1- x

x (1- x n )

Eq(4.6)

1- x

## IfyouinvestPamounteachyearfor n yearsatthebeginningofeachyearwithinterestrateof r peryear,

youwillhave

Forthefirstyear: Q( ) = P (1 + r ) (nisduetoinvestmentattheendofeachyear)

Plusforthesecondyear: Q( ) = P (1 + r )

Plusforthethirdyear: Q( ) = P (1 + r )

n-1

n- 2

n-( n-1)

Plusforthenthyear: Q( ) = P (1 + r )
= P (1 + r )

Thereforeyourtotalcapitalinvestmentattheendofnyearswillbe

EN252 Lecture Notes
n

QTOTAL = P (1 + r ) + P (1 + r ) + P (1 + r ) + + P (1 + r ) = P (1 + r )
1

Eq(4.7)

k =1

UsingEq(46)andinserting x = 1 + r willyield

(1 + r ) 1- (1 + r )
QTOTAL = P (1 + r ) = P
1- (1 + r )
k =1

(1 + r ) (1 + r ) -1

=P
r

Eq(4.8)

Yourtotalreturncanbecalculatedas:
T=

QTOTAL
100
nP

Eq(4.9)

Example1:Invest\$1000atbeginningofeachyearfor30yearswithinterestrateof6%(or0.06):

(1 + 0.06) (1 + 0.06) -1
30

QTOTAL = \$1000

0.06

= \$83802.7

Andyourtotalreturnandnormalizedannualreturnsareis
T=

83802.7
100 = 279%
301000

## Now,ifyouborrow Q amountfornyearswithinterestrateof r peryear,youryearlypaymentof P to

payoffyourloanwillbecalculatedasfollowing

Forthefirstyearbalancewillbe: Q( ) = Q (1 + r ) - P .

Forthesecondyearbalancewillbe: Q( ) = Q( ) (1 + r ) - P = Q (1 + r ) - P (1 + r ) - P .

## For the third year balance will Q(3) = Q(2) (1 + r ) - P = Q (1 + r )3 - P (1 + r )2 - P (1 + r ) - p

be:.

.
th

Forthen yearbalancewillbezero: Q

(n)

n-1

= Q (1 + r ) - P (1 + r ) = 0
n

k =0

UsingEq(45),wecanwrite

1- (1 + r )

n-1

P (1 + r ) = P
k

k =0

1- (1 + r )

(1 + r ) -1
n

=P

Eq(4.10)

Thereforewehave

(1 + r ) -1

Q (1 + r ) - P

rQ (1 + r )

=0 P=

Thepercentageofyourtotalpaymentis:

(1 + r ) -1
n

=Q

r
-n

1- (1 + r )

Eq(4.11)

EN252 Lecture Notes
T=

nP
nr

=
Q 1- (1 + r )-n

Eq(4.12)

Example2:Youobtaina30yearloaninamountof\$250,000withannualinterestrateof6%.Whatisyour
monthlypayment?
Inthiscase,theinterestratepermonthis r =

0.06
= 0.005 andtotalpaymentsare n = 3012 = 360 .
12

Therefore:

P=Q

and

T=

r
-n

1- (1 + r )

= \$250000

0.005
-360

1- (1.005)

= \$1498.87

nP 3601498.87
=
= 215%
Q
250000

HomeWork#4
a) Supposeyouwillinvest\$100permonthatthebeginningofthemonthfor40yearswithinterestrate
of6.25%peryear.Findthetotalamountofcapitalattheendofyourinvestment.Whatpercentageis
yourtotalreturn?
theloanin60months.Howmuchisyourmonthlypayment?

EN252 Lecture Notes
Chapter5.ChainRuleforDifferentiation
Anyfunction y = y ( x ) canbewrittenasseriesofotherfunctions.Thefunction y = y ( x ) canbewrittenas

y = y ( s) y = y ( p) , p = p ( s)

Eq(5.1)

Bychainrule,thederivativeoffunctioniscanbedefinedas

dy dy dp
=

dx dp ds

Eq(5.2)

y ( p + Dp) - y ( p)
dy y ( p ( x + Dx)) - y ( p ( x))
=
=
dx
Dx
Dx
Limit Dx0
Limit Dx 0
2

dy
dy
1d y
1 d2y
2
2
y ( p) + Dp +
p
y
p
p
p
D
+

D
+
D
+

(
)
dp
dp
2 dp 2
2 dp 2
=
=
Dx
Dx
Limit Dx0
Limit Dx 0

Eq(5.3)

Proof:

Wealsohave

dp
1 d2 p
Dx +
Dx 2 +
dx
2 dx 2

dp
1 d2 p
2
Dp = p ( x + Dx) - p ( x) = Dx +
Dx +
dx
2 dx 2
p ( x + Dx) = p ( x) +

Eq(5.4)

CombineEq(5.3)andEq(5.4)toobtain
2
1 d 2 y dp

dy dp
1 d2 p
2
Dx + 1 d p Dx 2 + +

x
D
+

+
Dx +
2
2
2

2 dx
2 dx
dy dp dx
2 dp dx
=

Dx
dx
Limit Dx0
dy dp
=
dp dx
2

Eq(5.5)

y = N ( x ) M ( x)

dy
dM
dN
=N
+M
dx
dx
dx

TheproofofEq(5.6)canbeachievedbyexpandingbothfunctionsusingTaylorexpansion.
Proof:

y ( x + Dx) - y ( x)
N ( x + Dx) M ( x + Dx) - N ( x) M ( x)
dy
=
=

Dx
Dx
dx limit Dx0
limit Dx 0

Eq(5.6)

EN252 Lecture Notes
2
2

N ( x) + dN Dx + 1 d N2 Dx 2 + M ( x) + dM Dx + 1 d M
Dx 2 + - N ( x) M ( x)
2

dx
2 dx
dx
2 dx
dy

=
Dx
dx limit Dx0
dy
dM
dN
=N
+M
dx
dx
dx

Proofinalternativeway:

y = N ( x) M ( x) ln y = ln N + ln M
1 dy
1
=
y dx N
dy
=M
dx

dN
1 dM
dy
y dN
y dM
+

=
+

dx M dx
dx N dx M dx
dN
dM
+N
dx
dx

Wealsohave

M ( x) =

1
N ( x)

M ( x) N ( x) = 1

Eq(5.7)

1
dM ( x) N ( x) + M ( x) dN ( x) = 0 dM = - 2 dN
N
if

y=

M ( x)
N ( x)

= M ( x) P ( x) dy = MdP + PdM

Eq(5.8)

Since

P ( x) =

1
1
dP = - 2 dN
N ( x)
N

Eq(5.9)

CombiningEq(5.8)andEq(5.9)resultsin

y=

M ( x)
N ( x)

dy =

## dM MdN NdM - MdN

- 2 =

N
N
N2

Eq(5.10)

Example1:

dy
Given: y = ln sin 2 ( x 2 ) ,whatis = ?

dx

dy 1
dp
dm
ds
= , p = m2
= 2m, m = sin ( s)
= cos ( s) , s = x 2 = 2 x
dp p
dm
ds
dx

1
4x
dy dy dp dm ds 1
2
2
sin
cos
2
2
=
= 2m cos ( s) 2 x =
x
x
x
=
( ) ( )
dx dp dm ds dx p
sin 2 ( x 2 )
tan ( x 2 )
y = ln [ p ]

Example2:

EN252 Lecture Notes
Given: y = e2 x sin 2 ( x ) ,whatis

dy
=?
dx

y = MN dy = MdN + NdM

M = e2 x dM = 2e2 x dx
2x
2
2x
dy = e 2 SdS + S 2e dx
2

N = S dN = 2 SdS

## dy = 2e 2 x sin x cos xdx + 2e2 x sin 2 xdx

or

Finally,wehave:

dy
= 2e 2 x sin x cos x + sin 2 x
dx

HomeWork#5
Findtheexactderivationsoffollowingfunctions.

a) f ( x) = ln ( 2 x) sin (3x) ,

## b) f ( x) = sin 2 (5 x) , c) f ( x) = e-2 x sin (3x)

d) f ( x) = sin-1 x, e) f ( x) = sin-1 2 x
Notethat sin-1 x is arc sin x .

EN252 Lecture Notes
Chapter6.NewtonRaphsonIterativeMethod
Thederivativeisveryusefulinformationtopredictthebehaviorofthefunctioninthevicinityofaparticular
point.Thisconceptcanbeusedtolinearizeanynonlinearfunction.Considerthenonlinearfunction f ( x ) = 0 .
Sincethefunctionisnonlinear,ingeneral,itcanhavemanyrealandimaginaryroots.Usingthefirsttwoterms
TaylorExpansionwecanwrite

f ( x + Dx) = f ( x) + Dx

2
df
+ Error O (Dx)
dx

Eq(6.1)

f ( x + Dx) f ( x) + Dx

df

dx

Eq(6.2)

or

NotetheequalsigninEq(6.1)isreplacedbyapproximatesigninEq(6.2)byneglectingtheerror.Wewantto
use Eq (6.2) to obtain the solutions of nonlinear equation f ( x ) = 0 . Assume that the unknown x can be
writtenas x = x0 + Dx where x0 istheknownpartand Dx isunknown.RewritingEq(6.2)intermsof x0 and
Dx resultsin

df
df
f ( x0 + Dx) f ( x0 ) + Dx ( x0 ) 0 Dx = - f ( x0 )
dx
dx

-1

( x0 )

Eq(6.3)

Herearethestepsyouneedtotaketosolvetheanonlinearequation.
Given f ( x ) = 0
Step1:Takederivativeof f ( x ) toobtain

df

dx

Step2:Guess x0 (anyguessisvalidprovided
Step3:Calculate f ( x0 ) and
Step4:Calculate Dx =

df
( x0 ) isnotzero,why?)
dx

df
( x0 )
dx

- f ( x0 )

df
x
( )
dx 0

Step5:Calculate x = x0 + Dx
Step7:Set x0 = x andrepeatfromStep3
TheabovealgorithmisreferredtoasNewtonRaphsonIterationMethod.
Example1:
Whatisthesolutionof x ln x - sin x = 0 witherroroflessthan0.01?
Solution:

EN252 Lecture Notes
f ( x) = x ln x - cos x f ( x) = 1 + ln x + sin x
Set x0 = 1.0
x0 = 1
f (1) = -0.54
f (1) = 1.84

-0.54
= 0.2934
1.84
x = x0 + Dx = 1.2934

Dx = -

Set x0 = 1.2934
f (1.2934) = 0.206
f (1.2934) = 2.33

0.206
= -0.0884
2.33
x = x0 + Dx = 1.2934 - 0.0884 = 1.205

Dx = -

Set x0 = 1.205
f (1.205) = -0.0335
f (1.205) = 2.203

-0.0335
= 0.01521
2.203
x = x0 + Dx = 1.205 + 0.01521 = 1.22021

Dx = -

Set x0 = 1.22021

f (1.22021) = 0.007
f (1.22021) < 0.01
STOP
Thereforethesolutionis x = 1.205 .

Assumetheexactsolutionofnonlinearequation f ( x) = 0 is x = r .Usingtheabsoluteerrorwehavethe
followingrelationbetweentheexactvalueoftheroot r ,the n th iterate xn andtheerrorafter n iterations
en .

r = xn + en

or xn = r - en

Similarlyafter n + 1 iterationswehave

EN252 Lecture Notes
r = xn+1 + en+1

or xn+1 = r - en+1

InNewtonRaphsoniterationalgorithm,wehave
xn+1 - xn= = Dxn = -

f ( xn )
= r - en+1 - r + en = en - en+1
f ( xn )

Thismaybearrangedtogive
en+1 = en +

f ( xn )

f ( xn )

## Similarly,wecanexpandthe f ( xn ) and f ( xn ) whichare f (r - en ) and f (r - en ) around r asfollowing

1
f (r - en ) = f (r ) - en f (r ) + en2 f (r ) +
2
1
f (r - en ) = f (r ) - en f (r ) + en2 f (r ) +
2
Therefore

1
f (r ) - en f (r ) + en2 f (r ) +
2
en+1 = en +

1 2
f (r ) - en f (r ) + en f (r ) +
2
Notethat f (r ) = 0 since r istheexactrootof f ( x) .Wecansimplifytheequationas

1
-en f (r ) + en2 f (r ) +
2
en+1 = en +

1 2
f (r ) - en f (r ) + en f (r ) +
2
Or

EN252 Lecture Notes

1
1
en f (r ) - en f (r ) + en2 f (r ) + - en f (r ) + en2 f (r ) +

2
2
en+1 =
1
f (r ) - en f (r ) + en2 f (r ) +
2
1
- en2 f (r ) + O (en3 )
2
=

f (r )
f (r )
1

f (r ) 1- en
f (r ) + en2
+
f (r )
f (r )
2

f (r )
1
1
2

e
f
r
O
e
1
= - en2 f (r ) + O (en3 )
+
+
(
)
(
)
n
n
2
f (r )
f (r )

= -en2

f (r )
+ O (en3 )

2 f (r )

## Theerrorafter n + 1 iterationsisproportionaltosquareoftheerrorafter n iterations.Oncetherelationship

between en+1 and en is known then the order of the iterative scheme (which is basically the speed of
convergence) is the power of en . Thus, NewtonRaphson is a second order scheme and we have fast
convergence.

HomeWork#6
Solve the nonlinear equation xe x - 0.82436 = 0 using NewtonRaphson Iteration Method". Obtain the
approximatesolutionafter5nonlineariterations.Setinitialguessas x0 = 2 .

Chapter7.PartialDerivativeand Operator

## Considerafunction s ( x1 , x2 ) withtwovariables x1 and x2 .Thefunction s canhaveinfiniteconstantvalues.

Forexample, s ( x1 , x2 ) = s0 isthevalueofthefunctionwhichisconstantat s0 .InFigure71,thefunction
s ( x1 , x2 ) isplottedattwoconstantvalues s1 and s2 .

Figure71

Thepartialderivativesoffunction s ( x1 , x2 ) isdefinedas
s
x1

s ( x1 + Dx1 , x2 ) - s ( x1 , x2 )
Dx1

x2 = constant

s
x2

Limit Dx1 0

s ( x1 , x2 + Dx2 ) - s ( x1 , x2 )

x1 = constant

Dx2

Eq(7.1)

Limit Dx2 0

e1 +
e2 (vectoroperator)
x1
x2

Eq(7.2)

where e1 and e2 are two unit vectors in Cartesian coordinate system x1 and x2 . Consider s ( x1 , x2 ) as a
representation of a physical property such as temperature or pressure in 2D. The gradient of s ( x1 , x2 ) is
definedas

s =

s
s
e1 +
e2
x1
x2

Eq(7.3)

EN252 Lecture Notes
Fromsimplegeometryrepresentation,asshowninFigure71,wecanwrite

s
s -s
2 1

x1
Dx1

s
s2 - s1

x2
D x2

Dx 2

= tan q

Dx1

s
x1 Dx2

s
Dx1
x2

Eq(7.4)

## Observethatas (Dx1 , Dx2 ) 0 ,thetwolinesegmentsABandCDbecomeparallelandtheangle a + q = p .

2
Or (Dx1 , Dx2 ) 0 ,wcanclearlyseethat s ^ s1 atparticularpointlocatedat ( x1 , x2 ) .Notethatgradientis
normaltoisocontour(in2D),orisosurface(in3D).WecanalsoobservethisbylookingatFigure72.Inthis
figure,surface s = s ( x1 , x2 ) isplottedforoneparticularvalueof s = s0 .

Figure72
Alongtheisocontourcurve,wecanwrite

Ds s 0
0

Ds s
0

s
s
Dx1 +
Dx2 s .D r 0
x1
x2

Eq(7.5)

Notethat:

D r Ds s et

Eq(7.6)

CombiningEq(7.5)andEq(7.6),wecanwrite

Ds s s Ds s et = 0
0

s et = 0

Eq(7.7)

Therefore, the gradient of s is orthogonal to tangent vector. You noticed that by using the definition of
gradient,thechangeof s ( x1 , x2 ) inanyarbitrarydirection dx = dr canbewrittenas(seeFigure73)

EN252 Lecture Notes

ds =

s
s
dx1 +
dx2 = s dx = s dr
x1
x2

Eq(7.8)

Figure73
where ds isthetotalchangeof s .In3D,thegradientof s ( x1 , x2 , x3 ) isdefinedas

s =

s
s
s
e1 +
e2 +
e3
x1
x2
x3

Eq(7.9)

## Nowconsider s (t , x1 , x2 , x3 ) asfunctionofbothtimeandspace.Thetotalchangeof s (t , x1 , x2 , x3 ) duetotime

andspatialchangeisdefinedas

ds =

s
s
s
s
s
dt + s dx =
dt +
dx1 +
dx2 +
dx3
x1
x1
x1
x2
x3

Eq(7.10)

Totaltimederivative(notpartialderivative)of s (t , x1 , x2 , x3 ) canbeobtainedbydividingEq(7.10)by dt .

## ds s dt s dx1 s dx2 s dx3 s

=
+
+
+
= + s u
dt t dt x1 dt x2 dt x3 dt
t

Eq(7.11)

Herevector

u=

## dx1 dx2 dx3

e1 +
e2 +
e3
dt
dt
dt

Eq(7.12)

isthevelocity.
In physical terms, the divergence of a three dimensional vector field is the extent to which the vector field
flowbehaveslikeasourceorasinkatagivenpoint.Itisalocalmeasureofits"outgoingness"theextentto
whichthereismoreexitinganinfinitesimalregionofspacethanenteringit.Ifthedivergenceisnonzeroat
somepointthentheremustbeasourceorsinkatthatposition.(Notethatweareimaginingthevectorfield
tobelikethevelocityvectorfieldofafluid(inmotion)whenweusethetermsflow,sinkandsoon.)More
rigorously,thedivergenceisdefinedasderivativeofthenetflowofthevectorfieldacrossthesurfaceofa
smallregionrelativetothevolumeofthatregion.Formally,

A =

A1 A2 A3
(resultisascalarfunction)
+
+
x1 x2 x3

Eq(7.13)

EN252 Lecture Notes
Here A1 , A2 , A3 are components of vector A . We learned the divergence of a vector filed provide
information about outgoingness of the vector (source or sink at a point). The curl operator provides
rotationallyinformationofvectorfiled.

e1

A =
x1

e2

x2

A1

A2

e3
A A
A A
A A

= 3 - 2 e1 - 3 - 1 e2 + 2 - 1 e3
x1 x3
x3 x2 x3
x1 x2
A3

Eq(7.14)

Example1:

Given velocity filed u = x 2i + y 2 j - tk and scalar function T = tx 2 + xyz - z with i , j , k unit vectors in
Cartesiancoordinatesystemof ( x, y , z ) .Find u , u , uT .Inthiscoordinatesystem,wehave

i+
j + k
x
y
z

2
u = i +
j + k x i + y 2 j - tk = 2 x + 2 y - 0 = 2 ( x + y)
x
y
z

u =
x
x2

T =

## uT = x 2i + y 2 j - tk (2tx + yz ) i + xzj + ( xy -1) k = 2tx 3 + x 2 yz + y 2 xz - t ( xy -1)

y
y2

k
2
2
2
2
-t

( ) ( y ) (-t ) ( x ) ( y ) ( x )

i -
j +
=
k = 0
x
z y
z x
z

-t

T T T
i+
j+
k = (2tx + yz ) i + xzj + ( xy -1) k
x
y
z

HomeWork#7
Given

temperature

and

velocity

filed

as

following,

T (t , x, y , z ) = e-2t ( x 2 + y 2 + z 2 ) ,

dT
atpoint p ( x = 1, y = 2, z = 3) andtime, t = 2 .
u (t , x, y , z ) = 2txi + xyj + xyzk ,find T , u , uT ,
dt

EN252 Lecture Notes
Chapter8.NumericalMethodsDifferentiation
Using Taylor Expansion, we can drive four interpolation schemes for the first and second derivatives (as
shownintheclass).Forthefirstderivativewehavethreeschemesasfollowing:

f ( x)

f ( x ) - f ( x -Dx )
+ Error (Dx )
Dx

(Backward Scheme)

Eq(8.1)

f ( x)

f ( x + Dx ) - f ( x )
+ Error (Dx )
Dx

(Forward Scheme)

Eq(8.2)

f ( x)

f ( x + Dx ) - f ( x -Dx )
2 (D x )

+ Error (Dx )

(Center Scheme)

Eq(8.3)

Forthesecondderivative,wedrovethecentralschemeas:

f ( x )

f ( x + Dx ) - 2 f ( x ) + f ( x -Dx )

(D x )

+ Error (Dx )

(Center Scheme)

Eq(8.4)

Example1:
Given y = xe x , find exact and approximate first and second derivatives at x = 1 . Use Dx = 0.01 to obtain
approximatederivatives.
ExactSolution:

y = xe x

dy
d2y
= e x ( x +1) 2 = e x ( x +1) + e x = e x ( x + 2)
dx
dx

dy
(1) = e1 (1 +1) = 5.4366
dx
d2y
1 = e1 (1 + 2) = 8.15485
2 ( )
dx

ApproximateSolution:
UsingEq.(8.1):

f (1)

## f (1) - f (1- 0.01)

0.01

1 e1 - 0.99e0.99

5.396
0.01

UsingEq.(8.2):

f (1)

f (1.01) - f (1)
0.01

1.01 e1.01 -1 e1

5.4775
0.01

UsingEq.(8.3):

f (1)

UsingEq.(8.4):

f (1.01) - f (0.99)
2 0.01

## 1.01 e1.01 - 0.99e0.99

5.43675
0.02

EN252 Lecture Notes

f (1)

0.012

## 1.01e1.01 - 21e1 + 0.99e0.99

8.155
0.0001

HomeWork#8
YourHWistofindthefirstandsecondderivationsoffollowingfunctions.First,youneedtofindtheexactfirst
andsecondderivativesaround x = 2 .Thenfindapproximatefirstandsecondderivativesaround x = 2 using
theapproximatederivativeusingEq.(8.4).Choose Dx = 0.01 tofindapproximatederivatives.
a)

f ( x) = x ln x

b) f ( x) = sin (3x)
c) f ( x) = e 2 x sin ( 2 x)
x
d) f ( x) = sin-1
10

## Note = " sin-1 " is the same as "arc sin"

EN252 Lecture Notes
Chapter9.NumericalMethodsIntegration
AsshowninFigure91,giventhefunction f ( x) andthreepoints x = a , x = b ,and m =
b

weseektofindtheapproximatevalueof f ( x ) dx .Letsdefinetheparameter h =
a

a+b
(midpoint),
2

b-a
andexpandthe
2

f ( x) aroundmidpoint m usingtheTaylorexpansionasfollowing

X2
X3
X4
+ f (m)
+ f (m)
+
2
6
24

Eq(9.1)

## where X = x - m isarelativedistancefromthemidpoint m (seeFigure91).

Figure9.1:Integrationoffunction.
Notethat dX = dx .Therefore,theintegralof f ( x) betweenthetwopoints a and b canbewrittenas:
b

X2
X3
X4
f ( x )dx = f (m) + f (m) X + f (m)
+ f (m)
+ f (m)
+ dX

2
6
24

-h

Eq(9.2)

X2
X3
X4
X5
f ( x )dx = f (m) X + f (m)
+ f (m)
+ f (m)
+ f (m)
+

2
6
24
120

-h
3
5
h
h
f (m) +
f (m) +
= 2hf (m) +
3
60

Eq(9.3)

or
b

CASEI:Errororder (h3 )
b

## f ( x)dx = (b - a) f (m) + error O (h )

3

ThisschemeiscalledMidpointRule.

Eq(9.4)

EN252 Lecture Notes
CASEII:Errororder (h5 )
FromTaylorExpansionweknow:

f (m) =

## f (a) - 2 f (m) + f (b)

h

+ error O (h 2 )

Eq(9.5)

Forfunction f ( x ) ,wecancombineEq(9.3)andEq(9.5)andwrite:
b

## f ( x)dx = 2hf (m) +

h3
3

f ( a) - 2 f (m) + f (b)
h5
2

+
error
O
h
(
)

+ 60 f (m) +
h2

h
f (a) + 4 f (m) + f (b) + error O (h5 )

a + b
(b - a)
=
+ f (b) + error O (h5 )
f (a) + 4 f

2
6
=

Eq(9.6)

Thisschemeiscalled"Simpson'sRule".

CASEIII:Errororder (h3 )
Ifweexpandthefunction f ( x ) aroundpoint a ,weobtain:

f ( x ) = f (a ) + f (a ) X + f (a )

X2
X3
+ f (a )
+
2
6

Eq(9.7)

## where X = x - a isarelativedistancefromthepoint a .Againnotethat dX = dx .Therefore,theintegralof

f ( x) betweentwothepoints a and b canbewrittenas:

X2
X3
f ( x )dx = f (a ) + f (a ) X + f (a )
+ f (a )
+ dX

2
6

a
0
b

2h

Eq(9.8)

or

f ( x)dx = 2hf (a ) +

(2h )

(2h)
f (a ) +
3

f (a ) +

(b - a )

= (b - a ) f ( a ) +

(b - a )
f (a ) +

Eq(9.9)

f (a ) +

FromTaylorExpansion,weknow

f ( a) =

f (b) - f (a)
b-a

+ O (2h)

Thenforanygeneralfunction f ( x ) wecanwrite:

Eq(9.10)

EN252 Lecture Notes
b

f ( x)dx (b - a)

f (a) + f (b)

+error O (h3 )

Eq(9.11)

This scheme is called "Trapezoidal Rule". Note that the error in Case I and III are the same order, but the
valuescalculatedaredifferentifthefunctionisnonlinear.
Using this concept, we can divide the integration of any complex function into series of small areas each

Figure92:Integrationoffunction f ( x ) byapproximation
Theresultofintegrationissimplythesummationofsmallareas.
b

f ( x) dx DAi

Eq(9.12)

i =1

## where DA issmallareaseachshownwithdifferentcolorsinFigure92,and n isthetotalnumbersofsmall

areas.Clearly,wecanseethatifeachsmallareaischosensmallenough,theintroducederrorinintegration
willbenegligible.
Example:Whatistheexactintegralof f ( x) = 3 x 2 + 1 from x = 1 to x = 2 ?
Solution:
x=1

3 3
2
3
3
(3x +1) dx = 3 x + x x=2 = 2 + 2 -(1 +1) = 8
1
Now,let'sfindtheresultsofthesameintegrationusingTrapezoidalRuleinEq(9.11).Letschoose4equally
dividedintervals(n=4).

Dx =

2 -1
= 0.25
4

## Since xi = a + (i -1) Dx ,wehave:

EN252 Lecture Notes
x1 = 1 + (1 - 1)Dx = 1
x2 = 1 + (2 - 1)Dx = 1.25
x3 = 1 + (3 - 1) Dx = 1.5
x4 = 1 + (4 - 1)Dx = 1.75

x5 = 1 + (5 - 1) Dx = 2.0
Also,

f ( x1 ) = 312 + 1 = 4
f ( x2 ) = 31.252 + 1 = 5.6875
f ( x3 ) = 31.52 + 1 = 7.75

f ( x4 ) = 31.752 + 1 = 10.1875
f ( x5 ) = 3 22 + 1 = 13
UsingEq(9.11),theintegrationcanbeapproximatedas:
2

(3x
1

f ( x1 ) + f ( x2 ) f ( x2 ) + f ( x3 ) f ( x3 ) + f ( x4 ) f ( x4 ) + f ( x5 )

+ 1) dx Dx
+
+
+

2
2
2
2
f ( x1 ) + f ( x5 )

Dx
+ f ( x2 ) + f ( x3 ) + f ( x4 )

2
4 + 13

0.25
+ 5.6875 + 7.75 + 10.1875
2

8.03125
Usingthisapproximation,thepercentageoferroris:

Error =

8.03125 - 8
8.03125

100 = 0.39%

## (Less Than 1% Error)

Clearly,wecanimprovetheresultsbeusingngreaterthan4orusingSimpson'sRuleasdescribedinEq(6).

HomeWork#9
Givenfunction f ( x) = e3x
1)Whatistheexactintegrationof f ( x ) from x = 1 to x = 2 ?
2)UsebothTrapezoidalRuleand Simpson'sRuletofindnumericalintegrationof f ( x ) from x = 1 to x = 2
using4equallyspacedinterval( n = 4 ).Whatisthepercentageofnumericalintegrationerrorforbothcases?

EN252 Lecture Notes
Chapter10.CoordinateSystems
Coordinatesystemsareformedbyintersectionofsurfacesatconstantvalues.Consider u ( x1 , x2 ) and v ( x1 , x2 )
atdifferentconstantvalues, (u1 , u2 , u3 , ) and (v1 , v2 , v3 , ) .

v ( x1 , x2 ) = v1

x2

v ( x1 , x2 ) = v2

v ( x1 , x2 ) = v3

u ( x1 , x2 ) = u3

u ( x1 , x2 ) = u2

u ( x1 , x2 ) = u1

x1

Figure101:CurvelinearCoordinateSystem.
Any point with value p ( x1 , x2 ) can be expressed as p (u , v) . For example p (u3 , v2 ) is a point located
at (u3 , v2 ) .
Cartesiancoordinatesystemisconstructedwithtwo(in2D)orthreesurfaces(in3D).Thesesurfacesare

x = constant
y = constant

Eq(10.1)

z = constant
Theunitvectorsorthogonal(normal)tosurfaces x , y ,and z are i , j ,and k ,respectively.

Apositionvectoriscalled r anddefinedas:

r = xi + yj + zk

Eq(10.2)

Velocityorrateofchangeofpositionvectorisdefinedas:

v = vx i + v y j + vz k

Eq(10.3)

Wealsoknowthat

v=

d r dx dy dz
+ yj
+ zk

= i+
j + k = xi
dt
dt
dt
dt

where"."referstotimederivative.Therefore:

Eq(10.4)

EN252 Lecture Notes

vx =

dx
dy
dz
, v y = , vz =
dt
dt
dt

Eq(10.5)

Acceleration, a = ax i + a y j + a y k ,istherateofchangeofvelocitydefinedas:

a=

d v dvx dv y dvz d 2 x d 2 y d 2 z
+ yj + zk
i+
j+
k = 2 i + 2 j + 2 k = xi
=
dt
dt
dt
dt
dt
dt
dt

Eq(10.6)

or
dv x d 2 x
= 2 = x
dt
dt
dv y d 2 y
ay =
= 2 = y
dt
dt
dv
d 2z
a z = z = 2 = z
dt
dt

ax =

Eq(10.7)

## Example:Positionvector r = xi + yj + zk isdefinedas r = (2 t + 1) i + (3 e - t + 5 ) j + sin (2 t ) + 2 k .Whatare

thevelocityandacceleration?
Solution:
dv x
dx
=2
ax =
=0
dt
dt
dv y

dy
= - 3e - t a y =
= 3e - t
y = 3e - t + 5 v y =
dt
dt
dz
dv z
= 2 cos (2 t ) a z =
= - 4 sin (2 t )
z = sin (2 t ) + 2 v z =
dt
dt
x = 2t + 1 vx =

## Polarcoordinatesystemisdefinedbyintersectionoftwosurfaces r (radius)and q (angle)definedas:

r = constant

q = constant

Eq(10.8)

Theangleismeasuredcounterclockwisefromhorizontalline.Anarbitrarypoint, p ( r, q ) ,islocatedinpolar
areasfollowing:

r=

x2 + y2

y
q = arctan
x

Eq(10.9)

x = r cos q

y = r sin q

Eq(10.10)

## TheunitvectorsinPolarcoordinatesystemare er (inthedirectionof r )and eq (inthedirectionof q ).These

vectorscanbeexpressedintermsof i , j (asshownintheclass)asfollowing:

EN252 Lecture Notes

er = i cos q + j sin q

e = -i sin q + j cos q

Eq(10.11)

orwecanwrite:

er cos q sin q i
=

eq - sin q cos q j

Eq(10.12)

## Similarlywecanexpress i , j intermsof er and eq asfollowing:

i = cos q - sin q er

j sin q cos q eq

Eq(10.13)

ThepositionvectorinPolarcoordinatesystemis:

r = rer

Eq(10.14)

andvelocityisdefinedas

de
dr
d
dr
v=
= (rer ) = er + r r

dt dt
dt
dt

Eq(10.15)

Asshownintheclass,

er
r
er
q

eq
r

=0
q =c

= eq
r =c

eq
q

=0
q =c

Eq(10.16)

= -er
r =c

Here q isangularvelocity.CombiningEq(10.15)andEq(10.16),wecanwrite

r + rqeq
v = re

Wecanalsowritethevelocityas

v = vr er + vq eq

Eq(10.17)

Eq(10.18)

## where vr and vq arecomponentsofvelocityinthePolarcoordinatesystem.ClearlyfromEq(10.17)andEq

(10.18),wecanwrite:

r
vr = re

v = rq

Eq(10.19)

TherelationshipbetweenthecomponentsofvelocityinPolarandCartesiancoordinatesystemscanbe
expressedusingEq(10.12)andEq(10.13)

vr cos q sin q v x
=

vq - sin q cos q v y

Eq(10.20)

EN252 Lecture Notes

v
v
x = cos q - sin q r
v y sin q cos q v
q

Eq(10.21)

Accelerationinpolarcoordinatesystemisobtainedbytakingderivativeofvelocitywithrespecttotime.The
finalresultis:

a = (r - rq 2 ) er + (rq + 2rq) eq

Eq(10.25)

Thesecondtwotermsarethetangentialaccelerationterms:thelineartangentialaccelerationandthemore
obscure Coriolis acceleration. We also refer to q and q as angular velocity and angular acceleration,
respectively.

Example:
velocityofthecarandallforcesappliedtoit.
Solution:
m=2000kg
Speed=70mph=70x1.61x1000/3600=31.3meter/second
Note: r = 0 becauseradiusofturnisconstant.Thereforeyourspeedis vq = rq
Therefore,
2
2
Speed= v = r 2 + (rq) = 02 + (150q) = 150q

31.3
150q = 31.3 q =
150
Accelerationis:

## a = (r - rq 2 ) er + (rq + 2rq) eq = (0 - rq 2 ) er + (0 + 0) eq = -rq 2 er

2
F = m a = -mrq 2er = -2000150(0.208) = -13020er (Unit is Newton)

Thisiscentrifugalforcepushingcartowardthecenter.Thisforceiscreatedbyfrictionbetweenthetiresand

HomeWork#10
10.1

## AracecaratgivenpointPwithcoordinates x = 1.25 and y = 3.5 hasvelocitydefinedas

v = ( 2 t ) i + (3 e - 2 t ) j

EN252 Lecture Notes
a)DrawaCartesiancoordinatesystemandlocatepointP.
b)Whatispositionvector r inCartesiancoordinatesystematpointP?
c)WhatarethecomponentsofpositionvectorinthepolarcoordinatesystematpointP?
d)Expresstheunitvectors er and eq intermsof i and j atpointP.
e)Find v r and v q .

t
10.2 AracecarpositioninPolarcoordinateisgivenby r = 15t (meter) and q = 2 (Radian).Here t is
2.5
timeinsecond.
1 .4

a)FindthevelocityofthiscarinPolarcoordinatesystem.
b)FindtheaccelerationofthiscarinPolarcoordinatesystem.
c)WhatarethecentrifugalandCoriolisaccelerations?

EN252 Lecture Notes
Chapter11.LinearSystemsofEquations
Inmathematics,alinearsystemofequations(orlinearsystem)isacollectionoflinearequationsinvolvingthe
samesetofvariables.Forexample,

3x + 2 y - z = 1

2 x - 2 y + 4 z = -2

Eq(11.1)

-x + 0.5 y - z = 0
isalinearsystemwithunknowns x , y ,and z . Asolutiontoalinearsystemisanassignmentofnumbersto
the unknowns such that all the equations are simultaneously satisfied. For linear system in Eq (11.1), the
solutionisgivenby

x = 1, y = -2, z = -2

Eq(11.2)

Thesimplestkindoflinearsysteminvolvestwoequationsandtwounknowns.Forexample

2x + 3y = 6
4 x + 9 y = 15

Eq(11.3)

## islinearsystemwithtwounknowns.Insubstitutionmethod,firstwesolvefor x intermsof y usingoneofthe

equationsinEq(11.3)

x = 3 -1.5 y

Eq(11.4)

## andusethisexpressionof x toobtain y usingtheotherequationinEq(11.3)

4 (3 -1.5 y) + 9 y = 15

Eq(11.5)

This results in a single equation involving only the variable y . Solving Eq (11.5) results in y = 1 , and
substitutingthisbackintotheequationfor x yields x = 1.5 .Agenerallinearsystemof n equationswith n
unknownscanbewrittenas
a11 x1 + a12 x2 + a13 x3 + + a1n xn = b1

## a21 x1 + a22 x2 + a23 x3 + + a2 n xn = b2

Eq(11.6)

an1 x1 + an 2 x2 + an 3 x3 + + ann xn = bn

Here x1 , x2 ,..., xn aretheunknowns, a11 , a12 ,..., ann andsidecoefficients,and b1 , b2 ,..., bn arerighthand
sideconstants.ThelinearsysteminEq(11.6)canbewritteninamatrixformasfollowing

a11

a21

a
n1

a12
a22

an 2

a1n x1 b1

a2 n x2 b2
=

ann xn bn

Eq(11.7)

or

Ax = b

Eq(11.8)

EN252 Lecture Notes
where A isannnmatrix,and x and b aren1matrix(orvector).

11.1GaussianEliminationMethodtoSolveLinearSystemofEquations
rowsfromeachotheruntilthelefthandsidematrix, A ,becomesanidentitymatrix.Wewilldemonstratethis
byanexample.Let'ssolvethefollowinglinearsystemofequationsbyGaussianEliminationMethod

3x + 2 y - z = 4

2 x + 3 y - z = 5

Eq(11.9)

4x + y - 2z = 0
Inmatrixform,thisequationsystemcanbewrittenas:

3 2 -1 x 4

2 3 -1 y = 5

4 1 -2 z 0

Eq(11.10)

Step1:Multiplythefirstrowby1/3.Then:

1
(R1 1 / 3) 3 2 -1 x 4

2 3 -1 y = 5 2

4 1 - 2 z 0
4

4
2
1
-
3
3 x 3

3 -1 y = 5

1 -2 z 0

Eq(11.11)

Here, R 1 referstoRow1.Now,let'sgetridof2and4inthefirstcolumnandsecondandthirdrows.

4
2
1

4
1

2
1
-
1
-

3
3 x 3
x

3
3 3

5
1 7

- y =
(R 2 - 2 R1 ) 2 3 -1 y = 5 0
3

3
3

(R 3 - 4 R1 ) 4 1 -2 z 0
0 - 5 - 2 - 16

3
3
3

Eq(11.12)

Inthenextstep,wewillmultiplythesecondrowby3/5tomakethediagonalentryinthesecondrowto
become1.

4
2
1
2
1
1

-
-

3
3 x 3
3
3 x 3

5
1 7
1 7

- y =
(R 2 3 / 5) 0
0 1 - y =

3
3 3
5 5

0 - 5 - 2 - 16
0 - 5 - 2 - 16

3
3
3
3

Now,wewilleliminatethethirdrow,secondcolumnentrybydoingthefollowingoperation.

Eq(11.13)

EN252 Lecture Notes

4
2
1
2
1
1

1

-
-

3
3 x 3
3
3 x 3

1 7
1 7

0 1 - y =
0 1 - y =
5 5
5 5

z
5
R 3 + R 2
5
2
- 16
0 0 -1 -3

3
3
3
3

Eq(11.14)

Wecanmakethethirdrow,thirdcolumnentrytobecome1bymultiplyingthethirdrowby(1).

4
2
1
2
1
1

1

-
-

3
3 x 3
3
3 x 3

1 7
1 7

0 1 - y = 0 1 - y =
5 5
5 5

z

0 0 -1
-3
0 0 1 3

( R 3 (-1))

Eq(11.15)

Atthisstage,thelefthandsidematrixisanupperdiagonalmatrix.Wealsoknowthat z = 3 (why?).Wecan
proceedinthesamewaytoeliminatetheentriesinthethirdcolumn,inrows1and2byfollowingoperations.

R1 + 1 R 3

1
R 2 + R 3

4
2
1

7
1

2
-
1
0

3
3 x 3

3 x 3

1 7

0 1 - y = 0 1 0 y = 2

5 5

0 0 1 z 3

0 0 1
3

Eq(11.16)

Thelastoperationinvolvedeliminationoftheentryinthe1stand2ndcolumnby

7
R1 - 2 R 2 1 2 0

1 0 0 x 1
3

3 x 3

0 1 0 y = 2 0 1 0 y = 2

0 0 1 z 3
0 0 1 z 3

Eq(11.17)

Now,youcanseethatthelefthandsidematrixisturnedintoanidentitymatrix.Therefore, x = 1 , y = 2 ,and
z = 3 istheuniquesolution.

11.2GaussianEliminationMethodtoInvertSquareMatrix
Themethodoutlinedabovecanbeusedtoinvertamatrix.Todoso,weplacematrixAandidentitymatrix
sidebysideasfollowing:

EN252 Lecture Notes
a11 a12 a1n

a21 a22 a2 n

a
a
n2
nn
n1

0 0

1 0

0 1

Eq(11.18)

Now,weperformgausseliminationtobothmatrices,suchthatthelefthandmatrixbecomesidentitymatrix.
Asaresult,wewillhave:
1

## b11 b12 b1n

b21 b22 b2 n

b
b

nn
n1 n 2

0 0

1 0

0 1

Eq(11.19)

Here,thematrixontherightinEq(11.19)istheinversionofmatrixontheleftinEq(11.18).Wewillhave
a
11
a21

a
n1

a12
a22

an 2

a1n

a2 n

ann

b
b b1n 1
11 12

b21 b22 b2 n 0

b
0

b
b
nn

n1 n 2

0 0

1 0

0 1

Eq(11.20)

HomeWork#11
a) SolvethefollowinglinearsystemofequationsbyGaussianEliminationMethod.Theunknownsarex,y,
andz.

3x + 2 y - 2 z = 1
4x - 2 y + 4z = 2

2 x - 6 y - 5z = 3
b) FindtheinversionofthefollowingmatrixusingGaussElimination.

5 3 2

4 5 3

2 2 2
6 4 1

EN252 Lecture Notes
Chapter12.DeterminantandCofactor
Thedeterminantofa 2 2 matrixisgivenas:

a
a a
a
det A = det 11 12 = 11 12 = a11a22 - a12a21
a21 a22 a21 a22
=

()

Eq(12.1)

Thedeterminantofa 33 matrixcanbeevaluatedwithrespecttoanyrowasfollowing:

a11 a12

A = a21 a22

=
a
31 a32

a13
3

p+ k
a23 = (-1) a pk M pk
k =1
a33

## Where M pk = (-1) det A- minus p th row and k th column

pk

Eq(12.2)

Eq(12.3)

Notethat p canbeanyrow(1,2,or3).Wecanalsocalculatethedeterminantwithrespecttoanycolumnas
following

a11 a12

A = a21 a22

=
a
31 a32

a13
3

p +k
a23 = (-1) a pk M pk
p=1
a33

## detemimnant with respect to the k th column

Eq(12.4)

ThecofactormatrixMisdefineas

M 11

M
M = 21
=

M
n1

M 12 M 1n

M 22 M 2 n

M n 2 M nn

Eq(12.5)

andtheinversionofMatrix A isdefinedas
=

-1

A =
=

()

det A

Eq(12.6)

HomeWork#12

GivenmatrixA:

=
3.1 -1.8 2.5

## 1) Finddeterminantofmatrix A ,2)Findcofactormatrixof A ,3)Findinverseofmatrix A .

=

EN252 Lecture Notes
Chapter13.ComplexNumbersandFunctions
Welearnedintheclassthatthecomplexnumber z isdefinedas:

z = x + iy

Eq(13.1)

## where i = -1 ,and x and y aretherealandimaginarycomponentsof z definedas:

Re ( z ) = x
Im ( z ) = y

Eq(13.2)

Thenormormagnitudeof z isdefinedas

z = x2 + y2

Eq(13.3)

Given constant real number a and two complex numbers z1 = x1 + iy1 and z2 = x2 + iy2 , we can write the
followings:

a z1 = a x1 + ia y1

z1 + z2 = ( x1 + x2 ) + i ( y1 + y2 )

Eq(13.4)

2

## Theconjugateof z isdenotedby z anddefineds

z = x - iy

Eq(13.5)

Wecanclearlyseethat

zz = ( x + iy )( x - iy ) = x 2 + y 2 = z
2

Eq(13.6)

Usingconjugate,wecannowdefinethedivisionoftwocomplexnumbersas:

## ( x + iy1 )( x2 - iy2 ) ( x1 x2 + y1 y2 ) + i (-x1 y2 + x2 y1 )

z1
zz

= 1 2 = 1
=
z2 z2 z2 ( x2 + iy2 )( x2 + iy2 )
x22 + y22

Eq(13.8)

## Example:Given z1 = 2 - 3i and z2 = -2 - i ,wehave:

z1 + z2 = ( x1 + x2 ) + i ( y1 + y2 ) = (2 - 2) + i (-3 - 1) = -4i
z1 z2 = (-4 - 3) + i (-2 + 6) = -7 + 4i

z1 (-4 + 3) + i (2 + 6) -1 + 8i
1 8
=
=
=- + i
2
2
z2
5
5 5
(-2) + (-1)
As shown in the class, the complex number z can also be defined in polar coordinate system. In polar
coordinatesystem, z isdefinedas

z = reiq

Eq(13.9)

EN252 Lecture Notes
y
where r = z = x 2 + y 2 and q = tan-1 .Also,wecanwrite:
x

## eiq = cos q + i sin q

Eq(13.10)

CombiningEq(13.1),Eq(13.9)andEq(13.10),wecanclearlyseethat

x = r cos q

y = r sin q

Eq(13.11)

## Themultiplicationanddivisioncanbeperformedinpolarcoordinateaswell.Given z1 = r1eiq1 and z2 = r2 eiq2 ,

wehavethefollowings:

i q +q2 )

## = r1r2 cos (q1 + q2 ) + i sin (q1 + q2 )

z1
r1eiq1
r i q -q
r
= iq2 = 1 e ( 1 2 ) = 1 cos (q1 - q2 ) + i sin (q1 - q2 )
z2 r2 e
r2
r2

Eq(13.13)

13.1ComplexFunctions
Complexfunction w ( z ) isafunctionwhichchangeswithvariable z .

w = f ( z)

Eq(13.14)

## Thefunction w hastwocomponents, u and v bothfunctionsof x and y :

u = u ( x, y ),

w = u + iv,

v = v ( x, y )

Eq(13.15)

You can think about function as mapping z from ( x , y ) plane into (u , v ) plane. Some typical complex
functionsaredefinedhere.
1)

w = z2

w = ( x + iy )( x + iy ) = x 2 - y 2 + i 2 xy
w = u + iv

u = x2 - y2 ,

v = 2 xy

Eq(13.16)

2)

w = ez
w = e x+iy = e x eiy

w = e x (cos y + i sin y )
w = u + iv

3)

w = e- z

u = e x cos y ,

v = e x sin y

Eq(13.17)

EN252 Lecture Notes

w = e- x-iy = e- x e-iy
w = e- x cos (- y ) + i sin (- y )
w = e- x (cos y - i sin y )
u = e- x cos y ,

w = u + iv

Eq(13.18)

v = -e- x sin y

4)

w = eiz

w=e(

i x+iy )

= eix- y = e- y eix

w = e- y (cos x + i sin x )
w = u + iv

u = e- y cos x,

Eq(13.19)

v = e- y sin x

5)

w = e-iz
-i( x+iy )

= e-ix+ y = e y e-ix
w = e y cos (-x ) + i sin (-x )
w = e y [ cos x - i sin x ]

w=e

w = u + iv

u = e y cos x,

Eq(13.20)

v = -e y sin x

Note:

eiz - e-iz

=
sin
z

## eiz = cos z + i sin z

2i

-iz
iz
-iz

e = cos z - i sin z
cos z = e + e

6)

eiz + e-iz
w = cos z =

w=

w=

e y + e- y
e y - e- y
cos x - i
sin x
2
2

w = u + iv

7)

eiz - e-iz
w = sin z =

2i

w=

u=

e y + e- y
cos x,
2

v =-

e y - e- y
sin x
2

## e- y cos x + ie- y sin x - e y cos x + ie y sin x

2i

Eq(13.21)

EN252 Lecture Notes
-e y + e- y
e y + e- y
cos x +
sin x
2i
2

w=

e y + e- y
e y - e- y
sin x + i
cos x
w=
2
2

w = u + iv

u=

e y + e- y
sin x,
2

v=

e y - e- y
cos x
2

Eq(13.22)

w = cosh z = cos iz =

8)

e z + e- z

Eq(13.23)

w = sinh z = -i sin iz =

9)

e z - e- z

Eq(13.24)

10)

w = ln z = ln ( reiq ) = ln r + ln (eiq ) = ln r + iq

w = u + iv

u = ln r,

Eq(13.25)

v=q

13.2DerivativeofComplexFunctions
Given complex function of w = f ( z ) , we define the derivative of the function as:

dw
=
dz

Du ( x, y) + iDv ( x, y)

Dw
=

Dx + iDy

Dz

Limit Dz 0
Limit (Dx ,Dy )0

=

Dx + iDy

Eq(13.26)

## Limit (Dx ,Dy )0

Case I: Lets consider a path in which Dy = 0 , therefore the derivative will reduce to
dw u ( x + Dx, y ) - u ( x, y ) + iv ( x + Dx, y) - iv ( x, y)
=
dz
Dx
Limit (Dx) 0

u
v

Dx + i Dx

u
v
x
x
=
=
+i

Dx
x
x

Limit (Dx) 0

Eq(13.27)

EN252 Lecture Notes
Case II: Lets consider a path in which Dx = 0 , therefore the derivative will reduce to

dw u ( x, y + Dy) - u ( x, y) + iv ( x, y + Dy) - iv ( x, y)
=
dz
iDy
Limit (Dy ) 0

u
Dy + i v Dy
y
v
u
y
=
=
-i

iDy
y
y

Eq(13.28)

Limit (Dy) 0

The derivative is path independent if and only if Eq (13.27) and Eq(13.28) are equal. This means:
u
v
=+
x
y
u
v
=y
x

Eq(13.29)

This condition is called Cauchy-Riemann condition. A function w ( z ) is called analytic or regular if the
derivative of w ( z ) exists at any point.
A function h ( x, y ) is harmonic if it satisfies Laplace equation of () h = 0 . Now, lets take the derivatives
of Eq (13.29) with respect to x and y to obtain
2u
2 v
=+

x 2
xy 2u 2u
2 + 2 = 0
y
2u
2 v x

=2
y
xy

Eq(13.30)

Similarly, we can take the derivatives of Eq (4) with respect to y and x which yields:

2u
2v
= 2 =
xy y 2 v 2 v
2 + 2 = 0
x
y
2u
2v

= - 2
xy
x

Eq(13.31)

In this case, both u and v are harmonic and satisfy Lapace equation. Here we refer to v as conjugate harmonic
function of u .

13.3IntegralofComplexFunctions
The integral of complex functions are defined as

EN252 Lecture Notes
z2

z2

z2

z1

z1

z1

Eq(13.32)

c

Eq(13.33)

F ds = (F) dA
c

Eq(13.34)

v u

c

Therefore:

c

Eq(13.35)

## If w is a regular function (analytic function) the integral will be zero. Why?

HomeWork#13
1)Given z1 = 2 + i and z2 = -3 - 2i ,dothefollowings:
a)Whataretherealandimaginarycomponentsof z1 and z2 ?
b)Locate z1 and z2 intheCartesiancoordinatesystem.
c)Whatare z1 + z2 , z1 z2 and

z1
intheCartesiancoordinatesystem?
z2

## d)Find r1 , q1 , r2 and q2 (componentsof z1 and z2 inthePolarcoordinatesystem).

e)Locate z1 and z2 inthePolarcoordinatesystem.

z1
inthePolarcoordinatesystem.UseEq(10)andconvertthefinalresultsintothe
z2
Cartesiancoordinatesystem.

f)Perform z1 z2 and

2)Given z = 2 + 2i find:

## w = z 2 , w = e z , w = e-iz , w = cos z , tic, w = sinh z , w = ln z

EN252 Lecture Notes
Chapter14.CurveFitting
LetsconsiderasetofdatagiveninFigure141.Incurvefitting,wechooseaappropriatecuretorepresentthe
dataascloseaspossible.

Figure141
Inthesimplestcurvefitting,weassumethedatacanberepresentedbyastraightlinewithequationof

y = Ax + B

Eq(14.1)

## where A and B areconstantsofthestraightline.Tofind A and B ,weminimizethenormofoverallerror

thestraightlinerepresentscomparedtoactualdata.Letsdefine

E1 = Ax1 + B - y1
E2 = Ax2 + B - y2

E3 = Ax3 + B - y3

Eq(14.2)

En = Axn + B - yn
or

x1

x2

x
3

x
n

y1 E1
1

y E
1
A 2 2
1 - y3 = E3
B

y E
1
n n

Eq(14.3)

EN252 Lecture Notes

Inthematrixform,wecanwrite

M m2 N 21 - Pm1 = Em1

Eq(14.4)

Theerrorbetweenthedataandcurveareminimizedbasedonleastsquaremethod.Inleastsquaremethod,
weminimizethenormoferrorasfollowing:
2

d E =0

(
d (x
d (x

) ( A x- b) = 0
A - b )( A x- b) = 0

d A x- b
= T

= -

= -

A A x- x A b - b A x+ b b = 0

= -

= -

d x A A x+ x A A d x- d x A b - b A d x = 0
T

= -

( A A)
2 d x A ( A x- b) = 0
A ( A x- b) = 0
d x A A x+ d x
T

= -

Eq(14.5)

= -

x- d x A b - d x A b = 0
T

= -

= -

Note:Weusedfollowingidentitytoproveaboveequation:

y A x = x A y
T

= -

Eq(14.6)

Example:
Giventhefollowingdata:

We want to find A and B such that the error representing the data with straight line is minimized. We
proceedbyformingthematrixsystemasfollowing:

EN252 Lecture Notes

x1

x
2

x3
x
4

y1 E1 1
1

1 A y2 E2 2
=

1 B y3 E3 4
y E 5
1
4 4

2 E1
1

1 A 3 E2
- =

1 B 3 E3
5 E
1
4

Asshownabove,theerrorisminimizedsuchthat:

1 1
2

1 2 4 5 2 1 A 1 2 4 5 3
=

1 1 1 1 4 1 B 1 1 1 1 3

5 1
5

12 + 22 + 42 + 52

1 + 2 + 4 + 5 A 1 2 + 23 + 43 + 55
=

2
2
2
2
1+ 2 + 4 + 5

2
3
3
5
B
+
+
+
1
1
1
1
+
+
+

46 12 A 45

## = A = 0.8023 and B = 0.6744

12 5 B 13

HomeWork#14
Date

April10

Temperature 10

April20

April27

May5

May12

May30

11

13

16

20

26

Plotthedateongraph(temperaturedays).PredicttheaveragetemperatureinJuly15byusingthefirstand
secondorderpolynomialcurvefittings.

EN252 Lecture Notes
Chapter15.SimplePendulumModel
ConsiderasimplependulumasshowninFigure16.1.Inthisfigure, q istheanglemeasuredfromverticalaxis
counter clockwise, R is the radius of pendulum, m is the mass of pendulum and g is gravitational
acceleration.Forconvenience,wewritetheequationsofmotioninthepolarcoordinatesystemasfollowing:

F
Eq(15.1)
= ma
Inthepolarcoordinatesystem,theaccelerationisdefinedas:

a = ( r - rq 2 ) er + ( rq + 2rq ) eq

Eq(15.2)

Therefore,

F = m (r - rq 2 ) er + (rq + 2rq) eq

Eq(15.3)

Figure15.1
Now,let'sdefinetheforcesactingonthependulum.Theweightofthependulumcanbedissolvedintotwo
forces, mg cos q and mg sin q as shown in Figure 15.1. In addition, we have tension, T , acting toward the
centeroftherotation.Also,wehavetwosourcesoffrictionwhichtrytoslowdownthemotionofpendulum.
Theseforcesareairandhingeresistances.Theairresistanceforceactsalwaysintheoppositedirectionofthe

1
Fair = rairCD AV 2
2

Eq(15.4)

## where rair , CD , A ,and V arethedensityofair,dragcoefficient,projectionareaandspeedofpendulum,

respectfully.Intermsofpolarcoordinate,wecanwrite

1
Fair = - rairCD AR 2 q q
2

Eq(15.5)

wherethenegativesignandabsolutevalueensurethattheairresistanceisinoppositedirectionofmotion.

EN252 Lecture Notes

Eq(15.6)

## where Chinge isthehingedampingcoefficient.Thisforcealsoactsintheoppositedirectionofthemotion.

-T + mg cos q = m ( r - rq 2 ) intheradialdirection

Eq(15.7)

1
-mg sin q - rair CD AR 2 q q - mRChingeq = m (rq + 2rq) inthetangentdirection
2

Eq(15.8)

Furthermoretheinitialconditionsare:

q (t = 0) = q0

Rq (t = 0) = V0

Eq(15.9)

## Sincetheradiusofthemotionisconstant,therefore r = R ,and r = r = 0 .NowwecansimplifytheEq(15.7)

andEq(15.8):

-T + mg cos q = -mRq 2

Eq(15.10)

1
-mg sin q - rairCD AR 2 q q - mRChingeq = mRq
2

Eq(15.11)

NotethatEq(15.10)hastwounknownsandEq(15.11)hasonlyoneunknown.Thereforeweproceedtosolve
Eq (1511) first to find q as a function of time. However Eq (15.11) is nonlinear secondorder differential
equation.First,let'ssimplifythisequationbyassuming:
1)Swingangle q issmall.Therefore,wecanreplace sin q by q (why?).

1
2)Assume rairCD AR 2 q = mRCair isaconstant(notabadassumptionifthemotionisslow).Usingthesetwo
2
assumptions,wecanrewriteEq(15.11)as:

Eq(15.12)

## where C = Cair + Chinge .Furthermorewecansimplythisequationas:

q + 2 sq + P 2q = 0,

s=

C
g
and P 2 =
R
2

Eq(15.13)

Notethattheaboveequationisordinarydifferentialequation.Thesolutioncanberepresentedby
q (t ) = e at

CombineEq(15.13)andEq(15.14)toobtain
a = -s + Q

a 2 + 2 sa + P 2 = 0 1

a
=
s
Q
2

Eq(15.14)

Eq(15.15)

EN252 Lecture Notes
where Q = s 2 - P 2 isdefinedtosimplifytheexpressions.ThelinearcombinationsofthesolutionsinEq(15)
arealsothepossiblesolutionsofEq(13).Therefore:
q (t ) = A1e a1t + A2e a2t
= A1e(

- s+Q )t

+ A2e(

- s-Q )t

Eq(15.16)

## Theconstants A1 and A2 canbeobtainedbyapplyingtheinitialconditionsprovidedinEq(15.9).Thedamped

oscillatorysolutionoccurswhenparameter Q = s 2 - P 2 = -1 P 2 - s 2 = iG isacomplexnumber.Inthis
casewehave:

## q (t ) = e-st A1 (cos (Gt ) + i sin (Gt )) + A2 (cos (-Gt ) + i sin (-Gt ))

- st
= e B1 cos (Gt ) + B2 sin (Gt )

Eq(15.17)

## where B1 and B2 aretwonewconstants.Let'sapplytheinitialconditionsinEq(15.17)todetermine B1 and

B2 .

q (t = 0) = q0 = B1 B1 = q0

Eq(15.18)

q (t ) = -se-st B1 cos (Gt ) + B2 sin (Gt ) + e-st -GB1 sin (Gt ) + GB2 cos (Gt )

V
sRq0 + V0
q (t = 0) = 0 = -sB1 + GB2 B2 =
R
RG

Eq(15.19)

Thereforetheuniquesolutionisdefinedas:

sRq0 + V0
q (t ) = e-st q0 cos (Gt ) +
sin (Gt )

RG
andthefrequencyofoscillationis f =

G
.
2p

HomeWork#15
InEq(15.20),assume:

s = 2.4 per second, G = 2 per second, q0 = 0.25 Radian , V0 = 0 meter per second.
Plotaccurately q (t ) for 0 t 10 s

Eq(15.20)