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ALGEBRA AND CALCULUS

B.Sc. COMPUTER SCIENCE, BCA


Allied Mathematics
ALLIED COURSE I (AC) - ALGEBRA AND CALCULUS
UNIT I
Theory of Equations: Relation between roots & coefficients – Transformations of
Equations – Diminishing , Increasing & multiplying the roots by a constant- Forming
equations with the given roots – Rolle’s Theorem, Descarte’s rule of Signs(statement
only) –simple problems.

UNIT II
Matrices : Singular matrices – Inverse of a non-singular matrix using adjoint method -
Rank of a Matrix –Consistency - Characteristic equation , Eigen values, Eigen vectors –
Cayley Hamilton’s Theorem (proof not needed) –Simple applications only

UNIT III
Differentiation: Maxima & Minima – Concavity , Convexity – Points of inflexion -
Partial differentiation – Euler’s Theorem - Total differential coefficients (proof not
needed ) –Simple problems only.

UNIT IV
dx
Integration : Evaluation of integrals of types , , ,
a b sin x
dx
Evaluation using Integration by parts – Properties of definite integrals – Fourier
a b cos x
Series in the range ( 0 , 2 π ) – Odd & Even Functions – Fourier Half range Sine & Cosine Series

UNIT V
Differential Equations: Variables Separables – Linear equations – Second order of types
( a D2 + b D + c ) y = F ( x ) where a,b,c are constants and F ( x ) is one of the following
types (i) eK x (ii) sin (kx) or cos (kx) (iii) x n , n being an integer (iv) eK x F (x).

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ALGEBRA AND CALCULUS
Unit – I
Theory of Equations
Let us consider

This a polynomial in ‘x’ of degree ‘n’ provided a0 0.

The equation is obtained by putting f(x) = 0 is called an algebraic equation of degree n.

RELATIONS BETWEEN THE ROOTS AND COEFFICIENTS OF EQUATIONS


Let the given equation be

Let , ,…… , be its roots.

= sum of the roots taken one at a time =


= sum of the product of the roots taken two at a time =

= sum of the product of the roots taken three at a time =

finally we get …… = .

Problem:
If α and β are the roots of , find α + β, αβ.

Solution:
Here

=α+β= =

αβ = = .

Problem:
Solve the equation , one root being 1 + 3i.

Solution:
Given equation is cubic. Hence we have 3 roots. One root is (1+3i) = α (say) complex roots
occur in pairs.

β = 1 – 3i is another root.

To find third root (say)

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ALGEBRA AND CALCULUS
Sum of the roots taken one at a time

α+β+ = = 0.

i.e., 1 + 3i + 1 – 3i + =0

=–2

The roots of the given equation are 1 + 3i, 1 – 3i, -2.

Problem:

Solve the equation having given that 3 + is a root.

Solution:
Given equation is cubic. Hence we have three roots.

One root is 3 + i =α

Since complex roots occur in pairs, 3 i = β is another root.

Sum of the roots is α + β + =

i.e., 3+i +3 i + =

6+ =

Hence the roots of the given equation are 3 + i ,3 i , .

Problem:

Solve the equation which has a root 2 + .

Solution:
Given . ----- (1)

This equation is biquadratic, i.e., fourth degree equation.

It has 4 roots. Given 2 + is a root which is clearly irrational. Since irrational roots occur in
pairs, 2 is also a root of the given equation.

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ALGEBRA AND CALCULUS
[x (2 + )] [x (2 )] is a factor of (1)

i.e., is a factor.

Dividing (1) by , we get

(-)

(-)

Hence the quotient is = 0. Solving this quadratic equation, we get .

Hence the roots of the given equation are 2 + ,2 , , .

Problem:
Form the equation, with rational coefficients one root of whose roots is .
Solution:

One root is

i.e., x=

i.e., x =

Squaring on both sides we get

=3

Again squaring, we get


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ALGEBRA AND CALCULUS

, which is the required equation.

Problem:

Form the equation with rational coefficients having 1 + and 1 + as two of its roots.

Solution:

Given x = 1 + and x = 1 +

i.e., [x (1 + )] [x (1 + )] are the factors of the required equation.

Since complex and irrational roots occur in pairs, we have x = 1 ,x=1 are
also the roots of the required equation.

i.e., x (1 ) and x (1 ) are also factors of the required equation.

Hence the required equation is,

[x (1 + )] [x (1 + )] [x (1 )] [x (1 )] = 0

i.e., =0

( (

Simplifying we get

which is the required equation.

Problem:

Solve the equation whose roots are in A.P.

Solution:

Let the roots be α – d, α, α + d.

Sum of the roots taken one at a time is,

α–d+α+α+d=

3α =

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ALGEBRA AND CALCULUS
α=

is a root of the given equation. By division we have,

32 -48 22 -3

0 16 -16 3

32 -32 6 0

The reduced equation is

Solving this quadratic equation we get the remaining two roots , .

Hence the roots of the given equation are , , .

Problem:

Find the value of k for which the roots of the equation are in A.P.

Solution:

Given --------- (1)

Let the roots be α – d, α, α + d.

Sum of the roots taken one at a time is,

α–d+α+α+d=

3α =

i.e., α = -1

i.e., α = -1 is a root of (1).

put x = - 1 in (1), we get k = 1.

Problem:

Solve the equation whose roots are in G.P.

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ALGEBRA AND CALCULUS
Solution:

Given --------- (1)

Let the roots be , α, αr

Product of the roots taken three at a time is . α . αr =

i.e., =

i.e., α= .

i.e., α = is a root of the given equation (1)

i.e., x = is a root of the given equation (1)

i.e., (x - is a factor of (1).

(-)

(-)

Hence the quotient is

i.e.,

Solving this quadratic equation we get x =

Hence the roots of the given equation are .

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ALGEBRA AND CALCULUS
Problem:
Find the condition that the roots of the equation may be in G.P.
Solution:

Given --------- (1)

Let the roots be , α, αr

Product of the roots taken three at a time . α . αr = r

i.e., =r -------- (2)

But α is a root of the equation (1). Put x = α in (1), we get,

-------- (3)

Substituting (2) in (3) we get

=0

i.e.,

i.e.,

r=

Hence the required condition is p3r = q3.

Transformation of Equations:
Problem:
If the roots of are -1, 4, 9, find the equation whose roots are

1, -4, -9.

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ALGEBRA AND CALCULUS

Solution:
Given -------- (1)

The roots are -1, 4, 9.


Now we find an equation whose roots are 1, -4, -9 ie., to find an equation whose roots are the
roots of (1) but the signs are changed. Hence in (1) we have to change the sign of odd powers of
x.
Hence the required equation is

i.e.,

This gives the required equation.

Problem:

Multiply the roots of the equation by .

Solution:
Given -------- (1)

To multiply the roots of (1) by , we have to multiply the successive coefficients beginning with

the second by

i.e.,

i.e.,

which is the required equation.

Problem:

1 2 1
Remove the fractional coefficients from the equation x 3 x x 1 0.
4 3

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ALGEBRA AND CALCULUS
Solution:

1 2 1
Given x3 x x 1 0 --------- (1)
4 3
Multiply by the roots of (1) by m, we get

m 2 m2
x3 x x m3 0 --------- (2)
4 3
If m = 12 (L.C.M. of 4 and 3), the fractions will be removed. Put m = 12 in (2), we get

i.e., .

Problem:

Solve the equation 6 x 3 11x 2 3x 2 0 given that its roots are in H.P.

Solution:

Given 6 x 3 11x 2 3x 2 0 ---------- (1)

1
Its roots are in H.P. x to in (1), we get
x
3 2
1 1 1
6 11 3 2 0
x x x
2x3 3x 2 11x 6 0 2

Now the roots of (2) are in A.P. (Since H.P. is a reciprocal of A.P.). Let the roots of (2) be
d, , d.

Sum of the roots

3
d d
2
3
3
2
1
3
2
11
Product of the roots taken 3 at the time is ( d) ( d)
2

5
d= .
2

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ALGEBRA AND CALCULUS
Case(i) :

5 1 1 5 1 1 5
When d and , the roots of 2 are , ,
2 2 2 2 2 2 2
1
i.e., 2, , 3.
2
The roots of the given equation are the reciprocal of the roots of 2
1 1
i.e., , 2, . are roots of 1
2 3

Case (ii) :

5 1 1 5 1 1 5
When d and , the roots of 2 are , ,
2 2 2 2 2 2 2
1
i.e., 3, , 2.
2
The roots of the given equation are the reciprocal of the roots of 2
1 1
i.e., , 2 , . are roots of 1
3 2
Problem:
Diminish the roots of x 4 5 x 3 7 x 2 4x 5 0 by 2 and find the transformed equation.
Solution :
Diminishing the roots by 2, we get
2 1 -5 7 -4 5
0 2 -6 2 -4
2 1 -3 1 -2 1 (constant term of the
0 2 -2 -2 transformed equation)
2 1 -1 -1 -4 (coefficient of x)
0 2 2
2 1 1 1 (coefficient of x2)
0 2
2 1 3 (coefficient of x3)
0
1 (coefficient of x4 in the transformed equation)
The transformed equation whose roots are less by 2 of the given equation is
x 4 3x 3 x 2 4 x 1 0

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ALGEBRA AND CALCULUS
Problem:
Increase by 7 the roots of the equation 3x 4 7 x 3 15 x 2 x 2 0 and find the transformed
equation.
Solution :
Increasing by 7 the roots of the given equation is the same as diminishing the roots by -7.
-7 3 7 -15 1 -2
0 -21 98 -581 4060
-7 3 -14 83 -580 4058 (constant term of the
0 -21 245 -2296 transformed equation)
-7 3 -35 328 -2876 (coefficient of x)
0 -21 392
-7 3 -56 720 (coefficient of x2)
0 -21
-7 3 -77 (coefficient of x3)
0
3 (coefficient of x4 in the transformed equation)
The transformed equation is 3x 4 77 x 3 720 x 2 2876 x 4058 0.

Problem:
Find the equation whose roots are the roots of x 4 x 3 10 x 2 4 x 24 0 increased by 2.
Solution :
-2 1 -1 -10 4 24
0 -2 6 8 24
-2 1 -3 -4 12 0 (constant term of the
0 -2 10 -12 transformed equation)
-2 1 -5 6 0 (coefficient of x)
0 -2 14
-2 1 -7 20 (coefficient of x2)
0 -2
-2 1 -9 (coefficient of x3)
0
1 (coefficient of x4 in the transformed equation)
The transformed equation is x 4 9 x 3 20 x 0 .

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ALGEBRA AND CALCULUS
Problem:
If , , are the roots of the equation x 3 6x 2 12 x 8 0 , find an equation whose roots are
2, 2, 2.
Solution :

2 1 -6 12 -8
0 2 -8 8
2 1 -4 4 0
0 2 -4
2 1 -2 0
0 2
2 1 0
0
1
The transformed equation is x 3 0.

i.e., the roots are = 0, 0, 0.

i.e., 2 0, 2 0, 2 0

i.e., 2, 2, 2.

Problem:

Find the transformed equation with sign changed x 5 6x 4 6x3 7x2 2x 1 0 .

Solution:

Given that x 5 6x 4 6x3 7x2 2x 1 0

Given sign = + + + - + -

+ - + - + -

+ - + + + +

Now the transformed equation x 5 6x 4 6x 3 7x2 2 x 1 0 which is the required equation.

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ALGEBRA AND CALCULUS

Nature of the Roots:


Problem:
Determine completely the nature of the roots of the equation .
Solution:

Given that

There are 2 times sign changed.

There exist 2 positive roots.

Put x = -x

There is 1 time sign changed.

There is only one positive root.

There are 3 real roots.

The degree of the equation is 5.

Number of imaginary roots = degree of equation – number of real roots

=5–3

=2

The number of imaginary roots = 2.

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ALGEBRA AND CALCULUS
UNIT -2
MATRICES
A matrix is defined to be a rectangular array of numbers arranged into rows and columns.
It is written as follows:-

a11 a12 a`13 ...... a1n


a 21 a 22 a 23 ...... a2n
a31 a32 a33 ...... a3n
...... ...... ...... ...... ......
a m1 am2 a m3 ...... am n

Special Types of Matrices:

(i) A row matrix is a matrix with only one row. E.g., [2 1 3].

(ii) A column matrix is a matrix with only one column. E.g., .

(iii) Square matrix is one in which the number of rows is equal to the number of columns.

If A is the square matrix.

a11 a12 a`13 ...... a1n


a 21 a 22 a 23 ...... a2n
a31 a32 a33 ...... a3n
...... ...... ...... ...... ......
a m1 am2 a m3 ...... am n

then the determinant

is called the determinant of the matrix A and it is denoted by |A| or detA.

(iv) Scalar matrix is a diagonal matrix in which all the elements along the main diagonal are

equal.

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ALGEBRA AND CALCULUS
a1 0 0 0
0 a1 0 0
E.g.,
0 0 a1 0
0 0 0 a1

(v) Unit matrix is a scalar matrix in which all the elements along the main diagonal are unity.

I2 = , I3 =

(vi) Null or Zero matrix. If all the elements in a matrix are zeros, it is called a null or zero

matrix and is denoted by 0.

(vii) Transpose matrix. If the rows and columns are interchanged in matrix A, we obtain a
second

matrix that is called the transpose of the original matrix and is denoted by At.

(viii) Addition of matrices. Matrices are added, by adding together corresponding elements of

the matrices. Hence only matrices of the same order may be added together. The result

of addition of two matrices is a matrix of the same order whose elements are the sum of

the same elements of the corresponding positions in the original matrices.

a1 a2 b1 b2 a1 b1 a2 b2
E.g., a3 a4 b3 b4 a3 b3 a4 b4
a5 a6 b5 b6 a5 b5 a6 b6

Problem:

1 0 2 2 1 1
Given A 3 1 4 ;B 3 0 2 ; compute 3A-4B
5 0 6 0 1 1

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ALGEBRA AND CALCULUS
Solution :

1 0 2 2 1 1
3 A 4B 33 1 4 4 3 0 2
5 0 6 0 1 1
3 0 6 8 4 4
9 3 12 12 0 8
15 0 18 0 4 4
5 4 10
3 3 20
15 4 14

Problem: Find values of x, y, z and that satisfy the matrix relationship

x 3 2y 5 1 5
z 4 4x 5 4 2x 1
2 3 1 2 5 20
Solution :
From the equality of these two matices we get the equations
x 3 1 4x 5 2x 1
2y 5 5 2 2 5
z 4 4 3 1 20
Solving these equations we get
x 2, y 5, z 8, 7

Multiplication of Matrices.

If A is a m × n matrix with rows A1, A2, ……, Am and B is a n × p matrix with columns

B1, B2, ….., Bp, then the prodduct AB is a m × p matrix C whose elements are given by

the formula Cij = Ai . Bj.

Hence C = AB =

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ALGEBRA AND CALCULUS
Inverse of a Matrix
2 1 1
Problem: Find the inverse of the matrix 0 1 3 .
2 1 1
Solution:
2 1 1
1 3 0 3 0 1
det 0 1 3 2 1 ( 1)
1 1 2 1 2 1
2 1 1
= 2(1 + 3) – 1(-6) – 1(-2)
=8+6+2
= 16.
Form the matrix of minor determinants:
1 3 0 3 0 1
1 1 2 1 2 1
4 6 2
1 1 2 1 2 1
= 0 4 4 .
1 1 2 1 2 1
4 6 2
1 1 2 1 2 1
1 3 0 3 0 1
Adjust the signs of every other element (starting with the second entry):
4 6 2
0 4 4
4 6 2
Take the transpose and divide by the determinant:
1 0 1
4 0 4 4 4
1 3 1 3
6 4 6 = 8 4 8
16 2 4 2 1 1 1
8 4 8
1 0 1
4 4
So the inverse matrix is 3 1 3 .
8 4 8
1 1 1
8 4 8

1 2 2
Problem: Show that A = 2 1 2 satisfies the equation A2 – 4A – 5I = 0. Hence determine its
2 2 1
inverse.
1 2 2 1 2 2 9 8 8
2
Solution: A = 2 1 2 2 1 2 = 8 9 8
2 2 1 2 2 1 8 8 9

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ALGEBRA AND CALCULUS
4 8 8
4A = 8 4 8
8 8 4
5 0 0
5I = 0 5 0
0 0 5

9 8 8 4 8 8 5 0 0
A2 – 4A – 5I = 8 9 8 - 8 4 8 - 0 5 0
8 8 9 8 8 4 0 0 5
0 0 0
= 0 0 0
0 0 0
2
Therefore A – 4A – 5I = 0.
Multiplying by A-1, we have
A-1A2 – 4 A-1A – 5 A-1I = 0
i.e., A – 4I – 5 A-1 = 0
Therefore 5 A-1 = A – 4I
1 2 2 4 0 0
= 2 1 2 – 0 4 0
2 2 1 0 0 4
3 2 2
= 2 3 2
2 2 3
3 2 2
1
-1
Therefore A = 2 3 2 .
5
2 2 3

Rank of a Matrix
A sub-matrix of a given matrix A is defined to be either A itself or an array remaining
after certain rows and columns are deleted from A.
The determinants of the square sub-matrices are called the minors of A.
The rank of an m × n matrix A is r iff every minor in A of order r + 1 vanishes while
there is at least one minor of order r which does not vanish.

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ALGEBRA AND CALCULUS
1 1 2
Problem: Find the rank of the matrix 2 6 3 .
3 13 4
Solution:
1 1 2
Minor of third order = 2 6 3
3 13 4
= 0.
The minors of order 2 are obtained by deleting any one row and any one column.
1 1
One of the minors of orders 2 is
2 6
Its value is 8.
Hence the rank of the given matrix is 2.

Rank of a Matrix by Elementary Transformations:


1 2 5
Problem: Find the rank of the matrix A = 2 3 4 .
3 5 7
Solution: The given matrix is
1 1 2
A= 2 6 3
3 13 4
1 2 5
~ 0 1 6 R2 R2 2 R1
0 1 8 R3 R3 3R1
1 2 5
~ 0 1 6 R2 R2 ( 1)
0 1 8
1 2 5
~ 0 1 6
0 0 2 R3 R3 R2
1 0 0
~ 0 1 0 C2 C2 2C1
0 0 2 C3 C3 5C1

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ALGEBRA AND CALCULUS
1 0 0
~ 0 1 0
0 0 2 C3 C3 6C 2
1 0 0
~ 0 1 0
0 0 1 R R3
3
2
1 0 0
Hence A = 0 1 0 which is a unit matrix of order 3.
0 0 1
Hence the rank of the given matrix is 3.

Procedure for finding the solutions of a system of equations:


Let the given system of linear equations be
a11 x1 + a12 x2 + …… + a1n xn = b1
a21 x1 + a22 x2 + …… + a2n xn = b2
……………………………………………………
am1 x1 + am2 x2 + …… + amn xn = bm
Step 1:Construct the coefficient matrix which is denoted by
a11 a12 a`13 ...... a1n
a 21 a 22 a 23 ...... a2n
A a31 a32 a33 ...... a3n
...... ...... ...... ...... ......
a m1 am2 a m3 ...... am n

Step 2: Construct the augmented matrix which is denoted by [A, B]


a11 a12 ...... a1n b1
a 21 a 22 ...... a2n b2
[ A, B] a31 a32 ...... a3n b3
...... ...... ...... ...... ......
a m1 am2 ...... am n bm
Step 3: Find the ranks of both the coefficient matrix and augmented matrix which are denoted by R(A)
and R(A, B).
Step 4: Compare the ranks of R (A) and R(A, B) we have the following results.
(a) If R(A) = R(A, B) = n (number of unknowns) then the given system of equations are
consistent and have unique solutions.

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ALGEBRA AND CALCULUS
(b) If R(A) = R(A, B) < n (number of unknowns) then the given system of equations are
consistent and have infinite number of solutions.
(c) If R(A) ≠ R(A, B) then the given system of equations are inconsistent (that is the given system
of equations have no solution).

Problem: Test for consistency and hence solve x 2 y 3z 2, 2 x 3z 3, x y z 0.


Solution: The coefficient matrix
1 2 3
A= 2 0 3
1 1 1
The augmented matrix
1 2 3 2
[A, B] ~ 2 0 3 3
1 1 1 0
1 2 3 2
~ 0 1 9 1 R2 R2 2 R1
0 3 2 2 R3 R3 R1
1 2 3 2
9 1 R2
~ 0 1 R2
4 4 4
0 3 2 2
1 2 3 2
9 1 R2
~ 0 1 R2
4 4 4
0 3 2 2

1 2 3 2
9 1
~ 0 1
4 4 4 R3
5 R3
0 0 1 19
19
Here rank of coefficient matrix is 3.
Rank of augmented matrix is 3.
Hence the given system of equations are consistent and have unique solution.

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ALGEBRA AND CALCULUS
Problem: Test the consistency of the following system of equations and if consistent solve
2 x y z 2, x 2 y z 2, 4 x 7 y 5 z 2.
Solution:
The coefficient matrix
2 1 1
A= 1 2 1
4 7 5
The augmented matrix
2 1 1 2
[A, B] ~ 1 2 1 2
4 7 5 2
1 2 1 2
~ 2 1 1 2 R1 ~ R2
4 7 5 2
1 2 1 2
~ 0 5 3 2 R2 R2 2 R1
0 15 9 6 R3 R3 4 R1
1 2 1 2
~ 0 5 3 2
0 5 3 2 R3 R3 R2
Here rank of coefficient matrix is R(A) = 2.
Rank of augmented matrix is R(A, B) = 2.
i.e., R(A) = R(A, B) < 3 (the number of unknowns)
Hence the given system of equations are consistent but have infinite number of solutions.
Here the reduced system is
5y +3z = 2
x + 2y + z = 2
2 3z
i.e., y=
5
2 3z
x=2–z–2( )
5
6 z
=
5
6 k 2 3z
i.e., x= ,y= , z = k where z = k is the parameter.
5 5

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ALGEBRA AND CALCULUS
Solution of Simultaneous Equations

2x y z 6
Problem: Solve the system of equations x 2 y 3z 6.5
4 x 2 y 5z 2
Solution:
2 1 1 x 6
It can be represented as: 1 2 3 y 6.5 .
4 2 5 z 2
2 1 1
To see whether a solution exists we need to find det 1 2 3 .
4 2 5
2 3 1 3 1 2
This determinant is 2 1 1 = 2(-4) – (-17) + (-10) = -1
2 5 4 5 4 2
Therefore we know that the equations do have a unique solution.
2 1 1
To find the solution we need to find the inverse of the matrix 1 2 3 .
4 2 5
Find the determinant: we have already found that this is -1.
Form the matrix of minor determinants (which, for a particular entry in the matrix, is the determinant
of the 2 by 2 matrix that is left when the row and column containing the entry are deleted):
4 17 10
3 14 8
1 5 3
Adjust the signs of every other element (starting with the second entry):
4 17 10
3 14 8
1 5 3
Take the transpose and divide by the determinant:
4 3 1 4 3 1
1
17 14 5 17 14 5
1 10 8 3 10 8 3
4 3 1
So the inverse matrix is 17 14 5 .
10 8 3
Hence the solutions to the equations are found by
x 4 3 1 6 2.5
y 17 14 5 6.5 1 .
z 10 8 3 2 2
Therefore x = 2.5, y = -1 and z = 2.

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ALGEBRA AND CALCULUS

Cayley – Hamilton theorem:


Every square matrix satisfies its own characteristic equation.
1 2 3
Problem: Verify Cayley – Hamilton theorem for the matrix 2 4 5 and hence find the
3 5 6
inverse of A.
Solution : The characteristic equation of matrix A is
λ3 – λ2(1+4+6) + λ(-1-3+0)–[1(-1)-2(-3)+3(-2)] = 0

λ3-11λ2-4 λ+1 = 0 , which is the characteristic equation.

By Cayley – Hamilton theorem , we have to prove

A3-11A2-4 A+1 = 0

1 2 3 1 2 3 14 25 31
2
A = A .A = 2 4 5 2 4 5 = 25 45 56
3 5 6 3 5 6 31 56 70

14 25 31 1 2 3 157 283 353


3 2
A =A A = 25 45 56 2 4 5 = 283 510 636
31 56 70 3 5 6 353 636 793

157 283 353 14 25 31 1 2 3 1 0 0


3 2
A -11A -4 A+I = 283 510 636 -11 25 45 56 -4 2 4 5 + 0 1 0
353 636 793 31 56 70 3 5 6 0 0 1
0 0 0
= 0 0 0 =0
0 0 0
Hence the theorem is verified.
To find A-1
We have A3-11A2-4 A+I = 0
I = - A3+11A2+4 A
A-1 = -A2-11A+4 I
14 25 31 1 2 3 1 0 0 1 3 2
= - 25 45 56 -11 2 4 5 + 4 0 1 0  A-1 = 3 3 1
31 56 70 3 5 6 0 0 1 2 1 0

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ALGEBRA AND CALCULUS
2 1 1
Problem: Find all the eigen values and eigen vectors of the matrix A = 1 1 2
1 2 1
2 1 1
Solution : Given A = 1 1 2
1 2 1
The characteristic equation of the matrix is
λ3 – λ2(2+1+1) + λ(-3+1+1) –[2(-3)-1(-1)-1(-1)] = 0
λ3-4 λ2- λ+4 = 0 , which is the characteristic equation.
1 1 -4 -1 4
0 1 -3 -4

1 -3 -4 0
λ = 1 is a root.
The other roots are λ2-3 λ -4=0

(λ -4)( λ +1) =0

λ = 4 , -1

Hence λ = 1 , 4 , -4.

The eigen vectors of the matrix A is given by (A- λI)X = 0

2 1 1 x1
i.e. 1 1 2 x2 = 0
1 2 1 x3

(2- λ) x1 + x2 - x3 = 0

x1 + (1- λ) x2 – 2x3 = 0 ……………..(1)

-x1 - 2x2 + (1- λ)x3 = 0

When λ = 1 , equation (1) becomes

x1+x2-x3 = 0

x1+0x2-2x3 = 0

-x1-2x2+0x3 = 0

Take first and second equation,

x1+x2-x3 = 0

x1+0x2-2x3 = 0

26
ALGEBRA AND CALCULUS
x1 x2 x
= = 3
2 0 2 1 0 1

x1 x x
= 2 = 3
2 1 1

2
x1 = 1
1

When λ = -1 , equation (1) becomes

3x1+x2-x3 = 0

x1+2x2-2x3 = 0

x1 x2 x
= = 3
2 2 6 1 6 1

x1 x 2 x
= = 3
0 1 1

0
x2= 1
1

When λ = 4 , equation (1) becomes

-2x1+x2-x3 = 0

x1-3x2-2x3 = 0

x1 x2 x
= = 3
2 3 4 1 6 1

x1 x x
= 2 = 3
1 1 1

1 2 0 1
x3= 1 . Hence Eigen vector = 1 1 1
1 1 1 1

27
ALGEBRA AND CALCULUS
2 2 1
Problem: Find all the eigen values and eigen vectors of 1 3 1
1 2 2
2 2 1
Solution : Given A = 1 3 1
1 2 2

The characteristic equation of the matrix is

λ3 – λ2(2+3+2) + λ(4+3+4)–[2(4)-2(1)+1(-1)] = 0

λ3-7 λ2+11 λ-5 = 0 , which is the characteristic equation.


1 1 -7 11 -5
0 1 -6 5

1 -6 5 0
λ = 1 is a root.

The other roots are λ2-6λ+5=0

(λ -1)( λ -5) =0

λ = 1 ,5

Hence λ = 1 , 1 , 5.

The eigen vectors of the matrix A is given by (A- λI)X = 0

2 2 1 x1
i.e. 1 3 1 x2 = 0
1 2 2 x3

(2- λ)x1 +2x2+x3 = 0

x1+(3- λ)x2+x3 = 0 ……………..(1)

x1+2x2+(2- λ)x3 = 0

When λ = 1 , equation (1) becomes

x1+2 x2 +x3 = 0

x1+2x2+x3 = 0

x1 +2x2+x3 = 0

Here all the equations are same.

Put x3 = 0 , we get x1 + 2 x2 = 0

28
ALGEBRA AND CALCULUS
x1 = -2x2

x1 x
= 2
2 1

2
x1 = 1
0

For λ = 1 , put x2 = 0 ,we get

x1+x3 = 0

x1= -x3

x1 x
= 2
2 1

1
x2 = 0
1

When λ = 5 , equation(1) becomes

-3x1+2 x2 +x3 = 0

x1-2x2+x3 = 0 (taking first and second equation)

x1 x2 x3
= =
2 2 3 1 6 2

x1 x 2 x
= = 3
4 4 4

1 2 1 1
x3= 1 . Hence Eigen vector = 1 1 1
1 0 1 1

29
ALGEBRA AND CALCULUS
1 1 2
Problem: Find the eigen values and eigen vectors of 1 2 1
0 1 1
Solution : The characteristic equation of matrix A is
3 2
(1 2 1) ( 3 1 3) [1( 3) 1(1) 2( 1)] 0
3 2
2 2 0

2 1 -2 -1 2
0 2 0 -2

1 0 -1 0
λ = 2 is a root.
The other roots are
2
1 0
( 1)( 1) 0
1, 1

Hence λ = 2 , 1 , -1

The eigen vectors of matrix A is given by

(A I)X 0
1 1 2 x1
1 2 1 x2 0
0 1 1 x3
(1 ) x1 x2 2 x3 0 …………………………(1)
x1 (2 ) x2 x3 0
0 x1 x2 ( 1 ) x3 0

When λ = 1 ,Equation (1) becomes

0 x1 x2 2 x3 0
x1 x2 x3 0
x1 x2 x3
1 2 0 2 0 1
x1 x 2 x3
3 2 1
3
X1 2
1

30
ALGEBRA AND CALCULUS
When λ = -1 ,Equation (1) becomes

x2=0

2x1-2x3 = 0

x1 =x3

1
X2 0
1

When λ = 2,

Equation (1) becomes

-x1+x2-2x3=0

-x1+0x2+x3=0(taking first and second equation)

x1 x2 x3
1 0 1 2 0 1
x1 x 2 x3
1 3 1
1
X3 3
1

3 1 1
Hence Eigen vector = 2 0 3
1 1 1

31
ALGEBRA AND CALCULUS
Unit – III

Maxima And Minima

If a continuous function increases up to a certain value and then decreases, that value is
called a maximum value of the function.

If a continuous function decreases up to a certain value and then increases, that value is
called a minimum value of the function.

Theorem: If , then f(x) has a maximum if and a


minimum if .

Problem:

Find the maxima and minima of the function 2 x 3 3x 2 36 x 10 .

Solution:

Let f(x) be 2 x 3 3x 2 36 x 10 .

At the maximum or minimum point f’(x) = 0

Here f’(x) =6 x2 -6x – 36

=6 (x-3) (x+2)
x=3 and x=-2 give maximum or minimum.

To distinguish between the maximum and minimum,we need

When x=3 ,

When x=-2,
x=-2 gives the maximum and x=3 gives the minimum.

Hence Maximum value = f(-2) = 54 and Minimum value = f(3) = -71.

Problem: Find the maximum value of for positive values of x.

Solution : Let f(x) be

32
ALGEBRA AND CALCULUS
At a maximum or a minimum, = 0.

1 – log x = 0 . x = e.

= , i.e., - ve.

x = e gives a maximum.

Maximum value of the function f(e) = .

Concavity and Convexity, Points of inflexion:

If the neighbourhood of a point P on a curve is above the tangent at P, it is said to be


Concave upwards; if the curve is below the tangent at P, it is said to be concave downwards or
convex upwards.

If at a point P, a curve changes its concavity from upwards to downwards or vice versa, P
is called a point of inflexion.

Problem:

For what values of x is the curve concave upwards and when is it convex
upwards?

Solution:

Then ,

If x , is negative and so convex upwards.

If x , is positive and so concave upwards.

If x , = 12 and so there is a point of inflexion at . i.e., at the point

33
ALGEBRA AND CALCULUS
Partial Differentiation

Let u = f(x, y) be a function of two independent variables. Differentiating u w.r.t. ‘x’


keeping ‘y’ constant is known as the partial differential coefficient of ‘u’ w.r.t. ‘x’.

It is denoted by .

means differentiate u w.r.t. ‘x’ keeping ‘y’ constant.

Similarly if we differentiate u w.r.t. ‘y’ keeping ‘x’ constant is known as the partial differential
coefficient of ‘u’ w.r.t. ‘y’.

It is denoted by .

means differentiate u w.r.t. ‘y’ keeping ‘x’ constant.

Symbolically, if u = f(x, y), then

Problem:

If u = log (x2 + y2 + z2), prove that .

Solution:

Given u = log (x2 + y2 + z2)

------ (1)

Similarly ------ (2)

34
ALGEBRA AND CALCULUS

------ (3)

Adding (1), (2) and (3) we get

Problem:

If u = log(tanx + tany + tanz), show that = 2.

Solution:

Given u = log(tanx + tany + tanz)

sin2x ------ (1)

Similarly, sin2y ------ (2)

sin2z ------ (3)

Adding (1), (2) and (3) we get

=2

35
ALGEBRA AND CALCULUS
Euler’s Theorem on Homogeneous Function

Theorem: If u is a homogeneous function of degree n in x and y, then .

Problem: If u = , show that .

Solution: Given u=

i.e., sin u = =

sin u = x f , where f =

sin u is a homogeneous function of degree 1. By Euler’s theorem

Problem:

Verify Euler’s Theorem when u = x3 + y3 + z3 + 3xyz.

Solution:

= 3x2 + 3yz.

= 3y2 + 3zx.

= 3z2 + 3xy.

= x (3x2 + 3yz) + y (3y2 + 3zx) + z (3z2 + 3xy)

= 3 (x3 + y3 + z3 + 3xyz)

= 3u.

36
ALGEBRA AND CALCULUS
Total Differential Coefficient:

Problem:

Find where u = , x = et, y = et sint and z = et cost.

Solution:

= + +

= 2 x et + 2 y (et sint + et cost) + 2 z (et cost - et sint)

= 2 et (x + y sint + y cost + z cost – z sint)

= 2 et (et + et sin2t + et sint cost + et cos2t - et sint cost)

= 2 et . 2 et

= 4 et .

Problem:

If x3 + y3 + 3axy, find .

Solution:

x3 + y3 + 3axy =0 , i.e., f(x, y) = 0.

= 3x2 – 3ay

= 3y2 – 3ax

= .

37
ALGEBRA AND CALCULUS
UNIT – IV

Evaluation of Integrals & Fourier Series

Integrals of the form

Problem: Evaluate .

Solution:

Put x +1 = y; dx = dy

= .

Problem: Evaluate .

Solution:

Put x = y; dx = dy

38
ALGEBRA AND CALCULUS

Integral of the form

Problem: Evaluate

Solution:

Let 3x + 1 = A ( )+B

3x + 1 = A (4x – 1) + B

Equating coefficient of ‘x’ on both sides we get

3 = 4A  A =

Equating constant coefficients we get,

1=-A+B

B=A+1= +1 = = .

3x + 1 = (4x – 1) + .

= log ( +

= log ( +

= log ( +

= log ( + .

39
ALGEBRA AND CALCULUS

Integrals of the form

Problem: Evaluate

Solution:

= =

Integral of the form

Problem: Evaluate .

Solution:

Let 2x + 1 = A ( )+B

2x + 1 = A (–2x +4) + B
Equating coefficient of ‘x’ on both sides we get
2 = -2A  A = -1
Equating constant coefficients we get,
1 = 4A + B
B = 1 - 4A = 1 + 4 = 5 .

2x + 1 = (2x + 1) + 5 .
=

= +

=2 +

40
ALGEBRA AND CALCULUS
=2 +

=2 + .

Properties of Definite Integrals:

where .

1.
2.
3.
4.
5.
6. If f(x) is an odd function i.e., f(-x) = - f(x) then

7. If f(x) is an even function i.e., f(-x) = f(x) then

Problem: Evaluate

Solution:

Let I= ------ (1)

Also I =

= ------ (2)

Adding (1) and (2) we get

2I =

41
ALGEBRA AND CALCULUS

= =

2I =

I= .

Problem: Evaluate .

Solution:

Let I= ------ (1)

Also I =

= ------ (2)

Adding (1) and (2) we get

2I =

2I = ------ (3)

To evaluate

Put 2x = y, 2dx = dy. When x = 0, y = 0; x = ,y=

42
ALGEBRA AND CALCULUS

= =I

i.e., ------ (4)

Substituting (4) in (3), we get

2I = I +

I=

i.e.,

= .

FOURIER SERIES

Particular Cases
Case (i)
If f(x) is defined over the interval (0,2l).
a0 n x n x
f(x) = [a n cos bn sin ]
2 n 1 l l
2l
1
a0 f ( x)dx
l0
1 2l n
an f ( x) cos xdx, n 1,2,......
l0 l
2l
1 n
bn f ( x) sin xdx,
l0 l
If f(x) is defined over the interval (0,2 ).
a0
f(x) = [a n cos nx bn sin nx]
2 n 1
2
1
a0 = f ( x)dx
0

43
ALGEBRA AND CALCULUS
2
1
an f ( x) cos nxdx
0
, n=1,2,…..

2
1
bn f ( x) sin nxdx n=1,2,…..
0

Case (ii)
If f(x) is defined over the interval (-l , l).
a0 n x n x
f(x) = [a n cos bn sin ]
2 n 1 l l

l
1
a0 f ( x)dx
l l
l
1 n
an f ( x) cos xdx
l l l
n =1,2,……
l
1 n
bn f ( x) sin xdx,
l l l
n=1,2,……
If f(x) is defined over the interval (- , ).
a0
f(x) = [a n cos nx bn sin nx]
2 n 1

1
a0 = f ( x)dx

1
an f ( x) cos nxdx
, n=1,2,…..

1
bn f ( x) sin nxdx n=1,2,…..

44
ALGEBRA AND CALCULUS
Problem: Obtain the Fourier expansion of
1
f(x) = x in - < x <
2
Solution:
1 1 1
a0 f ( x)dx ( x)dx
2

1 x2
= x
2 2
1 1 1
an f ( x) cos nxdx ( x) cos nxdx
2
Here we use integration by parts, so that

1 sin nx cos nx
an x ( 1)
2 n n2
1
0 0
2
1 1
bn ( x) sin nxdx
2
1 cos nx sin nx
x ( 1)
2 n n2
( 1) n
n
Using the values of a0 , an and bn in the Fourier expansion
a0
f ( x) an cos nx bn sin nx
2 n 1 n 1

we get,
( 1) n
f ( x) sin nx
2 n 1 n
This is the required Fourier expansion of the given function.

45
ALGEBRA AND CALCULUS
Problem: Obtain the Fourier expansion of f(x)=e-ax in the interval (- , ). Deduce that
2 ( 1) n
cos ech 2
n 2n 1
Solution:
ax
1 ax 1 e
a0 e dx
a
ea e a
2 sinh a
a a
1 ax
Here, an e cos nxdx

ax
1 e
an a cos nx n sin nx
a2 n2
2a ( 1) n sinh a
a 2 n2

1 ax
bn = e sin nxdx

ax
1 e
= a sin nx n cos nx
a2 n2
2n ( 1) n sinh a
=
a 2 n2
Thus,
sinh a 2a sinh a ( 1) n 2 n( 1) n
f(x) = 2
cos nx sinh a sin nx
a n 1a n2 n 1a
2
n2
For x=0, a=1, the series reduces to
sinh 2 sinh ( 1) n
f(0)=1 = 2
n 1n 1
or
sinh 2 sinh 1 ( 1) n
1= 2
2 n 2n 1
2 sinh ( 1) n
or 1= 2
n 2n 1

46
ALGEBRA AND CALCULUS
Thus,
( 1) n
cos ech 2 2
n 2n 1
This is the desired deduction.

Problem: Obtain the Fourier expansion of f(x) = x2 over the interval (- , ). Deduce that
2
1 1
1 ......
6 22 32
Solution:
The function f(x) is even. Hence
1 2
a0 = f ( x)dx = f ( x)dx
0

2 2 2 x3
= x dx
0 3 0
2
2
a0
or 3

1
an f ( x) cos nxdx

2
= f ( x) cos nxdx, since f(x)cosnx is even
0

2
= x 2 cos nxdx
0

Integrating by parts, we get

2 sin nx cos nx sin nx


an x2 2x 2
n n2 n3 0
n
4( 1)
n2

1
Also, bn f ( x) sin nxdx 0 since f(x)sinnx is odd.

47
ALGEBRA AND CALCULUS
Thus

2
( 1) n cos nx
f ( x) 4
3 n 1 n2
2
2 1
4 2
3 n 1 n
2
1
1 n2 6
2
1 1
Hence, 1 .....
6 22 32

Problem: Obtain the Fourier expansion of

x, 0 x
f ( x)
2 x, x 2
Deduce that
2
1 1
1 ......
8 32 52
Solution:
Here,

1 2
a0 = f ( x)dx = f ( x)dx
0

2
xdx
0
since f(x)cosnx is even.
1 2
an f ( x) cos nxdx f ( x) cos nxdx
0

2
x cos nxdx
= 0

2 sin nx cos nx
x 1
n n2 0

2
2
( 1) n 1
n
Also,
1
bn f ( x) sin nxdx 0 , since f(x)sinnx is odd

48
ALGEBRA AND CALCULUS
Thus the Fourier series of f(x) is
2 1
f ( x) 2
( 1) n 1 cos nx
2 n 1 n

For x= , we get
2 1
f( ) 2
( 1) n 1 cos n
2 n 1n

2 2 cos(2n 1)
or
2 n 1 (2n 1) 2
Thus,
2
1
8 n 1 (2n 1) 2
2
1 1
or 1 ......
8 32 52
This is the series as required.

Problem: Obtain the Fourier expansion of


, x 0
f(x) =
x,0 x
Deduce that
2
1 1
1 ......
8 32 52
Solution:
Here,
0
1
a0 dx xdx
0 2
0
1
an cos nxdx x cos nxdx
0

1
2
( 1) n 1
n
0
1
bn sin nxdx x sin nxdx
0

1
1 2( 1) n
n
Fourier series is
1 1 1 2( 1) n
f(x) = 2
( 1) n 1 cos nx sin nx
4 n 1n n 1 n

49
ALGEBRA AND CALCULUS
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=- at x=0. Hence
1 1
[ f (x ) f ( x )] 0
2 2 2
The Fourier expansion of f(x) at x=0 becomes
1 1
2
[( 1) n 1]
2 4 n 1 n
2
1
or 2
[( 1) n 1]
4 n 1 n
2
1 1
Simplifying we get, 1 2 ......
8 3 52

Problem: Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
Solution:
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2
Here
1 1
1
a0 = f ( x)dx = 2 f ( x)dx
1 1 0

1 1
2 x3
= 2 (1 x )dx 2 x
0 3 0

4
3
1
1
an f ( x) cos(n x)dx
1 1
1
2 f ( x) cos(n x)dx as f(x) cos(n x) is even
0
1
2
= 2 (1 x ) cos(n x)dx
0

Integrating by parts, we get


1
2 sin n x cos n x sin n x
an 2 1 x ( 2 x) ( 2)
n (n ) 2 ( n )3 0
n 1
4( 1)
=
n2 2
1
1
bn f ( x) sin( n x)dx =0, since f(x)sin(n x) is odd.
1 1
2 4 ( 1) n 1
The Fourier series of f(x) is f(x) = 2
cos(n x)
3 n 1 n2

50
ALGEBRA AND CALCULUS
Problem: Obtain the Fourier expansion of
4x 3
1 , x 0
3 2
f(x) = 4x 3
1 ,0 x
3 2

2
1 1
Deduce that 1 ......
8 32 52
Solution:
3 3
The period of f(x) is 3
2 2
Also f(-x) = f(x). Hence f(x) is even

3/ 2 3/ 2
1 2
a0 f ( x)dx f ( x)dx
3/ 2 3/ 2
3/ 2 0
3/ 2
4 4x
1 dx 0
3 0
3
3/ 2
1 n x
an f ( x) cos dx
3/ 2 3/ 2
3/ 2
3/ 2
2 2n x
f ( x) cos dx
3/ 2 0
3
3/ 2
2n x 2n x
sin cos
4 4x 3 4 3
1 2
3 3 2n 3 2n
3 3 0

4
= 2 2
1 ( 1)n
n
Also,
3
2
1 n x
bn f ( x) sin dx 0
3 3
3
2 2
Thus
4 1 2n x
f(x) = 2 2
1 ( 1) n cos
n 1 n 3
putting x=0, we get
4 1
f(0) = 2 2
1 ( 1) n
n 1 n

51
ALGEBRA AND CALCULUS
8 1 1
or 1= 2
1 ......
32 52
2
1 1
Thus, 1 ......
8 32 52

HALF-RANGE FOURIER SERIES


The Fourier expansion of the periodic function f(x) of period 2l may contain both sine and cosine terms.
Many a time it is required to obtain the Fourier expansion of f(x) in the interval (0,l) which is regarded as
half interval. The definition can be extended to the other half in such a manner that the function
becomes even or odd. This will result in cosine series or sine series only.

Sine series :
Suppose f(x) = (x) is given in the interval (0,l). Then we define f(x) = - (-x) in (-l,0). Hence
f(x) becomes an odd function in (-l , l). The Fourier series then is

n x
f ( x) bn sin (11)
n 1 l
l
2 n x
where bn f ( x) sin dx
l 0 l
The series (11) is called half-range sine series over (0,l).

Putting l= in (11), we obtain the half-range sine series of f(x) over (0, ) given by

f ( x) bn sin nx
n 1

2
bn f ( x) sin nxdx
0
Cosine series :
Let us define

( x) in (0,l) .....given
f ( x) in (-l,0) …..in order to make the function even.
( x)
Then the Fourier series of f(x) is given by
a0 n x
f ( x) an cos (12)
2 n 1 l
l
2
a0 f ( x)dx
l 0
where, l
2 n x
an f ( x) cos dx
l 0 l

52
ALGEBRA AND CALCULUS
The series (12) is called half-range cosine series over (0,l)

Putting l = in (12), we get


a0
f ( x) a n cos nx
2 n 1

where
2
a0 f ( x)dx
0

2
an f ( x) cos nxdx n 1,2,3, ..
0

Problem: Expand f(x) = x( -x) as half-range sine series over the interval (0, ).
Solution: We have,
2
bn f ( x) sin nxdx
0

2
( x x 2 ) sin nxdx
0

Integrating by parts, we get


2 cos nx sin nx cos nx
bn x x2 2x ( 2)
n n2 n3 0

4
1 ( 1) n
n3
The sine series of f(x) is
4 1
f ( x) 3
1 ( 1) n sin nx
n 1 n

Problem: Obtain the cosine series of

x,0 x
f ( x) 2 over (0, )
x, x
2
Solution:
2
2
a0 xdx ( x)dx
0 2
2
Here
2
2
an x cos nxdx ( x) cos nxdx
0
2

53
ALGEBRA AND CALCULUS
Performing integration by parts and simplifying, we get
2 n
an 2
1 ( 1) n 2 cos
n 2
8
,n 2,6,10,.....
n2
Thus, the Fourier cosine series is
2 cos 2 x cos 6 x cos10 x
f(x) = ......
4 12 32 52

Problem: Obtain the half-range cosine series of f(x) = c-x in 0<x<c

Solution:
Here
c
2
a0 (c x)dx c
c0
c
2 n x
an (c x) cos dx
c0 c
Integrating by parts and simplifying we get,

2c
an 2 2
1 ( 1) n
n
The cosine series is given by

c 2c 1 n x
f(x) = 2 2
1 ( 1) n cos
2 n 1n c

54
ALGEBRA AND CALCULUS
UNIT-V

DIFFERENTIAL EQUATIONS

Definition:

A differential equation is an equation in which differential coefficients occur.

Differential equations are of two types(i) Ordinary and (ii) Partial.

An ordinary differential equation is one which a single independent variable enters, either
explicity or implicity. For example,

dy d 2x
2 sin x, m2 x 0
dx dr 2
d2y dy
x2 2 2 xy y sin x
dx dx

are ordinary differential equations.

Variable separable.

Suppose an equation is of the form f ( x)dx F ( y )dy 0.

We can directly integrate this equation and the solution is f ( x)dx F ( y )dy c, where
c is an arbitrary constant.
1
2 2
dy 1 y
Problem: Solve 0
dx 1 x2

Solution:

dy dy
We have 0.
1 y2 1 x2

Integrating, sin-1y + sin-1x = c .

dy
Problem: Solve tany = cotx.
dx

dy
Solution: tany = cotx
dx

tany dy = cotx dx

55
ALGEBRA AND CALCULUS
tan y dy cot x dx

log secy = log sinx + logc


log secy – log sinx = logc

sec y
log = log c
sin x

sec y
=c.
sin x
Problem: Solve tanx sec2y dy + tany sec2x dx = 0
Solution:
tanx sec2y dy = - tany sec2x dx
sec 2 y sec 2 x
dy dx
tan y tan x
sec 2 y sec 2 x
dy dx
tan y tan x
put t = tany put u = tanx
dt = sec2y dy du = sec2x (- dx)
log t = - log u + log c
log t + log u = log c
log (tu) = log c
tu = c
tan y tan x = c.
Problem: Solve secx dy + secy dx = 0

Solution: secx dy = - secy dx

dy dx
sec y sec x
cos y dy cos x dx

sin y = - sin x + c

sin x + sin y = c.

56
ALGEBRA AND CALCULUS
Linear Equation:

A differential equation is said to be linear when the dependent variable and its derivatives
occur only in the first degree and no products of these occur.

dy
The linear equation of the first order is of the form Py Q , where P and Q are
dx
functions of x only.

dy
Problem: Solve (1 + x2) + 2xy = 4x2.
dx

Solution:

Divided by 1 + x2

(1 + x 2 ) dy 2 xy 4x 2
(1 + x 2 ) dx 1 x 2 1 x2
dy 2 xy 4x 2
dx 1 x 2 1 x2

dy
This is of the form Py Q .
dx

2x 4x2
P= and Q =
1 x2 1 x2

Pdx Pdx
The solution is y e Qe dx c

2x 2x
1 x2
dx 4x 2 1 x2
dx
ye e dx c  (1)
1 x2
2x
Pdx dx
1 x2
e =e

put t = 1 + x2

dt = 2x dx
2x dt
dx
1 x2 t
e =e

= e logt

= t

57
ALGEBRA AND CALCULUS
2x
dx
e 1 x2
= 1 + x 2.  (2)

Using (2) in (1),

4x 2
y (1 + x2) = (1 x 2 )dx c
1 x2

y (1 + x2) = 4 x 2 dx c

4x3
2
y (1 + x ) = c.
3

dy
Problem: Solve + y sec x = tan x.
dx

Solution:

dy
This is of the form Py Q .
dx

Pdx Pdx
The solution is y e Qe dx c

P = sec x & Q = tan x

sec x dx sec x dx
ye tan x e dx c (1)
sec x dx
Now e e log(sec x tan x )
sec x tan x

(1)  y (secx + tanx) = tan x (secx + tanx) dx c

tan x secx dx + tan 2 x dx c


sec x (1 sec 2 x)dx
sec x dx sec 2 xdx
sec x x tan x c.

58
ALGEBRA AND CALCULUS
dy
Problem: Solve - tan xy = -2 sin x.
dx

Solution:

dy
This is of the form Py Q .
dx

Pdx Pdx
The solution is y e Qe dx c

P = - tan x & Q = -2 sin x

tan x dx tan x dx
ye 2 sin x e dx c (1)
tan x dx
Now e e log sec x
sec x

- y sec x = 2 sin x ( sec x)dx c

= 2 sin x sec x dx c

sin x
= 2 dx c
cos x

= 2 tan x dx c

- y sec x = 2 log secx + c.

dy
Problem: Solve cos 2 x + y = tan x.
dx

Solution:

Divided by cos2x .

cos 2 x dy y tan x
cos x dx cos x cos 2 x
2 2

dy
y sec 2 x tan x sec 2 x
dx
P sec 2 x & Q tan x sec 2 x

Pdx Pdx
The solution is y e Qe dx c

59
ALGEBRA AND CALCULUS
sec2 x dx sec2 x dx
ye tan x sec 2 x e dx c (1)
sec2 x dx
Now e e tan x

y etanx = tan x sec 2 x e tan x dx c

put t = tanx

dt = sec2x dx

y et = t e t dt c

= t . et - et

= et (t – 1) + c

y etanx = etanx ( tanx – 1) + c

dy
Problem: Solve (1 + x2) + 2xy = cosx.
dx

Solution:

Divided by 1 + x2

(1 + x 2 ) dy 2 xy cos x
(1 + x 2 ) dx 1 x 2 1 x2
dy 2 xy cos x
2
dx 1 x 1 x2

dy
This is of the form Py Q .
dx

2x cos x
P= 2
and Q =
1 x 1 x2

Pdx Pdx
The solution is y e Qe dx c

2x 2x
1 x2
dx cos x 1 x2
dx
ye e dx c  (1)
1 x2
2x
Pdx dx
1 x2
e =e

put t = 1 + x2

60
ALGEBRA AND CALCULUS
dt = 2x dx
2x dt
dx
1 x2 t
e =e

= e logt

= t
2x
dx
e 1 x2
= 1 + x 2.  (2)

Using (2) in (1),

cos x
y (1 + x2) = (1 x 2 )dx c
1 x2

y (1 + x2) = cos x dx c

y (1 + x2) = sin x c .

LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Problem: Solve (D2 + 5D + 6) y = ex.

Solution:

To find the C.F. solve (D2 + 5D + 6) y = 0.

The auxiliary equation is m2 + 5m + 6 = 0.

Solving, m = -2 and -3.

C.F. = A e-2x + B e-3x.

1
P.I. = 2
ex
D 5D 6

1 x
= e on replacing D by 1.
12

1 x
y = A e-2x + B e-3x + e .
12

61
ALGEBRA AND CALCULUS
Problem: Solve (D – 2mD + m ) y = emx.
2 2

Solution:

To find the C.F. solve (D2 – 2mD + m2) y = 0.

The auxiliary equation is k2 - 2mk + m2 = 0.

i.e., (k – m)2 = 0 , k = m twice.

C.F. = emx (A + Bx).

1
P.I. = 2
emx
(k - m)

x2 mx
= e
2

mx x2
y=e (A + Bx + ).
2

Problem: Solve (D2 - 3D + 2) y = sin 3x.

Solution:

To find the C.F. solve (D2 + 5D + 6) y = 0.

The auxiliary equation is m2 - 3m + 2 = 0.

Solving, m = 2 and 1.

C.F. = A e2x + B ex.

sin 3x
P.I. = 2
D 3D 2

sin 3x
= , put D2 = - a2 = -9
9 3D 2

sin 3x 7 3D
=
7 3D 7 3D

7 sin 3x 3D(sin 3x)


=
49 9 D 2

7 sin 3x 3(3 cos 3x)


=
49 9( 9)

62
ALGEBRA AND CALCULUS
7 sin 3x 9 cos 3x
=
49 81

7 sin 3x 9 cos 3x
=
130

7 sin 3x 9 cos 3x
=
130

y = C.F. + P.I.

7 sin 3x 9 cos 3x
= A e2x + B ex .
130

d2y dy
Problem: Solve 2 3y 5x 2 .
dx 2 dx

Solution:

(D2 + 2D + 3) y = 5x2

To find the C.F. solve (D2 + 2D + 3) y = 0.

The auxiliary equation is m2 + 2m + 3 = 0.

2 2 2 4.1.3
m=
2.1

2 4 12
=
2

2 8
=
2

2 2i 2
=
2

= -1 i 2

α=-1, β= 2

C.F. = e-x (A cos 2 x + B sin 2 x)

5x 2
P.I. =
D 2 2D 3

63
ALGEBRA AND CALCULUS
5x 2
=
3 2D D 2

5x 2
=
2D D2
31
3

1
5 2D D 2
= 1 x2
3 3

2
5 2D D 2 2D D 2
= 1 ........... x 2
3 3 3

5 2D D 2 4D 2 4D 3 D4
= 1 ........... x 2
3 3 9

5 2D D 2 4D 2
= 1 x2 (Neglecting Higher Powers)
3 3 9

5 2 2 D( x 2 ) D 2 ( x 2 ) 4D 2 ( x 2 )
= x
3 3 9

5 2 2(2 x) 2 4(2)
= x
3 3 9

5 2 4x 2 8
= x
3 3 9

5 2 4x 2 8
= x
3 3 3 9

5 2 4x 2
= x
3 3 9

y = C.F. + P.I.

5 2 4x 2
= e-x (A cos 2 x + B sin 2 x) + x .
3 3 9

64
ALGEBRA AND CALCULUS
2 2x
Problem: Solve (D + 4) y = e sin 2x.

Solution:

The auxiliary equation m2 + 4 = 0.

m2 = -4

m= 4

m= 2i.

C.F. = e0x (A cos2x + B sin2x)

= A cos2x + B sin2x

e 2 x sin 2 x
P.I. =
D2 4

e 2 x sin 2 x
= 2
, replace D by D+2
D 2 4

e 2 x sin 2 x
=
D 2 4D 8

e 2 x sin 2 x
= , replace D2 by -4
4 4D 8

e 2 x sin 2 x 4D 4
=
4D 4 4D 4

e 2 x [4 D(sin 2 x) 4 sin 2 x] e 2 x [4 D(sin 2 x) 4 sin 2 x]


= =
16 D 2 16 16( 4) 16

4e 2 x [2 cos 2 x sin 2 x]
=
80

y = C.F. + P.I.

4e 2 x [2 cos 2 x sin 2 x]
= A cos2x + B sin2x .
80

65