189 views

Uploaded by Fook Loon Chow

- Protractor
- Quick introduction to tensor analysis
- CBR ENGLISH MATH.docx
- Force Table
- A levels Maths
- Chapter 1 Introduciton to Vectors
- Mekanika Teknik
- Chapter 05
- Making+Sense+of+Sailing+Vectors
- ENG 1091 Unit Guide
- Chapter01
- Vector_Tutorial.pdf
- Chapter6 Application of Trigonometry Lesson 6-2
- Calculus for Physics Primer
- Cac Ky Hieu Toan Hoc
- Forces
- Vector & amp ScalarQuantities PPTass
- Lect04
- How Does the Ant Know the Way Home With No Guiding Clues on the Desert Plain
- Tensor Analysis-Chapter 1

You are on page 1of 157

ENG1091 Vectors

Lecture 1 vector arithmetic revision dot product cross product

Text Reference: §4.1 - 4.2

Many quantities in nature are completely speci…ed by one number (called the magnitude of the

quantity) and are usually referred to as scalar quantities. Some examples are temperature, time,

length, and mass.

However, certain quantities require both a magnitude and a direction to specify them. To

say that a boat sailed 10 kilometers (km) does not specify where it went. It is necessary to

give the direction too; perhaps it sailed 10 km northwest. We then describe the position of the

boat by giving its displacement relative to some point, a quantity that involves distance as

well as direction. Quantities that require both a magnitude and a direction to describe them are

called vectors. Other examples include velocity and force. Vector quantities will be denoted by

boldface type: u; v; w, and so on. In handwritten work vectors are denoted by v or by ! v : The

! e

vector that joins the two points A and B is denoted AB or by AB:

A vector v can be represented geometrically as a directed line segment or arrow. The magnitude

of a vector v will be denoted by kvk and is sometimes referred to as the length of v because it

is represented by the length of the arrow.

if they have the same length and the same di- v

rection. Thus, for example, the two vectors in

the diagram are equal even though the initial

and terminal points are di¤erent!

−v

length as v but opposite in direction is the neg- v

ative of vector v, denoted v:

simply multiply the length of the vector by the

relevant amount, without changing its direction

(unless the scalar is negative and then the di-

rection is opposite). Two vectors are parallel if 2v

v

one is simply a scalar multiple of the other. −½v

If u and v are two vectors we de…ne their sum u + v by adding the vectors ‘head to tail’which

is to say we attach the tail of the second vector; v; to the head of the …rst u; the sum u + v is

then the vector drawn from the tail of …rst vector to the head of the last.

c

tors at once. a+b+c

Should it happen that vectors add together forming a loop, so that the end point is the same as

the initial point, then the vector sum is 0. Thus for example if A; B; C are any three points in

! ! !

space AB + BC + CA = 0:

We can also add two vectors u and v geometrically by drawing them from the same point and

completing a parallelogram with the two vectors as adjacent sides. The diagonal vector drawn

from the common tail to the common head point is then the vector u + v:

tors. The unit vectors parallel to the positive

x and y axis in the plane are labelled i and j:

k

Do not confuse i (or more probably j ) with the

complex number i:

j

unit vector, k , parallel to the z axis:

y

Any vector in space can be written as a combi-

nation of multiples of i; j and k: The coe¢ cients i

of i; j and k are called its rectangular com- x

ponents.

p

In three dimensions where we have v = ai + bj + ck; then kvk = kai + bj + ckk = a2 + b2 + c2 :

q p

Example: ki j + kk = (1)2 + ( 1)2 + (1)2 = 3

p

In two dimensions the length of v = ai + bj is given by jvj = kai + bjk = a2 + b2 :

The Scalar or “Dot” Product

In the previous section we saw how vectors can be added/subtracted together, and we saw how

to multiply them by scalars. The question naturally arises: is it possible to multiply two vectors

together?

In fact there are two types of vector multiplication that are useful-the scalar or dot product

and the vector or cross product. Now for a word of warning. Many of the rules we take for

granted in ordinary arithmetic don’t hold when it comes to vector multiplication. When we look

at the vector cross product later this lecture we will see that a b 6= b a: We will also see that

there is no such thing as vector division-vectors don’t have reciprocals! Of course we don’t just

multiply vectors for fun-we do it because it has useful applications.

First, consider the scalar product. One modern use of the scalar product is the projection of

a 3D image on a 2D screen and to do it in such a way as to convince the viewer that he/she is

looking at a 3D image.

a b = (kak kbk cos )

where is the angle between the two vectors.

Historically the reason that the scalar product was studied is that in physics the work done by

a force F in moving an object a displacement d is the dot product of force with displacement,

i.e. W = F d:

(i) a a = kak2 (because the angle between a vector a and itself is 0:)

(ii) If a ? b then a b = 0

The dot products of the unit coordinate vectors i; j and k:

i j=j k=k i=0

(ii) a b=a b = (a b) ; for any scalar

(iii) a (b + c) = a b + a c the dot product is distributive

form a dot product of vector a with the scalar b c.

(b c) a simply means to multiply vector a by the scalar b c; resulting in a vector having the

same or opposite direction as a and of length: = jb cj kak :

Notice how we can use the distributive law to simplify the dot product of two vectors given in

component form: Let a = a1 i + a2 j + a3 k, and b = b1 i + b2 j + b3 k then

a b = (a1 i + a2 j + a3 k) (b1 i + b2 j + b3 k)

= a1 i (b1 i + b2 j + b3 k) + a2 j (b1 i + b2 j + b3 k) + a3 k (b1 i + b2 j + b3 k)

= a1 i b1 i + a2 j b2 j + a3 k b3 k (since i j = j k = i k = 0)

= a1 b1 + a2 b2 + a3 b3 (since i i = j j = k k = 1)

Example: This next example should convince you that there is no such thing as being able to

‘cancel’a dot product.

a b = (2) ( 1) + ( 1) (0) + (4) (2) = 6 and a c = (2) (3) + ( 1) (0) + (4) (0) = 6:

However b 6= c so we conclude it is not possible to cancel out vectors (even non-zero vectors)

from a dot product like we can in ordinary arithmetic.

As a geometrical application we use the dot product to …nd the angle between two vectors:

a b

cos = :

kak kbk

Example: Find the angle between the main diagonal of a cube and the diagonal of a face which

it meets:

This angle will be the same regardless of the cos = p 2p from which = 35:26

2 3

size of the cube so lets assume the cube has

side length = 1:

θ

nal b = i + j + k:

p

kak = (1)2 + (1)2 = 2 and

q p

kbk = (1)2 + (1)2 + (1)2 = 3 giving

The dot product provides a very easy way of telling when two vectors are perpendicular. If

a b = 0 then = 90o and we write a ? b:

Example: Show that the points P (2; 1; 3) ; Q (4; 2; 5) and R (3; 3; 1) are the vertices of a

right angled triangle:

! ! !

P Q = OQ OP = (4i + 2j 5k) (2i + j 3k) = 2i + j 2k

! ! !

P R = OR OP = (3i + 3j k) (2i + j 3k) = i + 2j + 2k

! ! !

QR = OR OQ = (3i + 3j k) (4i + 2j 5k) = i + j + 4k;

! !

and from these it is clear that P Q P R = 0 so we conclude the triangle is right angled at P:

The Vector or “Cross” Product

gether which results in a vector. Given two

vectors a = a1 i + a2 j + a3 k, and

b = b1 i + b2 j + b3 k then we de…ne their ‘vector’

or ‘cross’product as

and n

^ is the unit vector perpendicular to both

a and b, in a right-hand rule direction:

Note: (i) a b= b a

(ii) If = 0o then a b=0

(iii) If = 90o then ka bk = kak kbk

The cross products of the unit coordinate vectors i; j and k:

i j = k

j k = i

k i = j

(ii) a b=a b = (a b) ; for any scalar

(iii) a (b + c) = a b+a c cross product is distributive

(iv) a (b c) 6= (a b) c (in general) non-associativity of the cross product

So if a = a1 i + a2 j + a3 k, and b = b1 i + b2 j + b3 k then

a b = (a1 i + a2 j + a3 k) (b1 i + b2 j + b3 k)

= (a1 b1 ) i i+ (a1 b2 ) i j+ (a1 b3 ) i k

+ (a2 b1 ) j i+ (a2 b2 ) j j+ (a2 b3 ) j k

+ (a3 b1 ) k i+ (a3 b2 ) k j+ (a3 b3 ) k k

= (a2 b3 a3 b2 ) i (a1 b3 a3 b1 ) j+ (a1 b2 a2 b1 ) k

a2 a3 a1 a3 a1 a2

= i j+ k

b2 b3 b1 b3 b1 b2

note the ‘ ’in the j term

i j k

= a1 a2 a3

b1 b2 b3

Two vectors a and b; if drawn from the same point, de…ne a parallelogram:

Now we can determine the area of the parallelogram by breaking it up into two identical triangles.

1

Area = 2 2 base perpendicular height

A = kak kbk sin

= ka bk

Examples

(a) Let P; Q; R be the points P (2; 1; 3) ; Q (3; 4; 7) and R (1; 2; 3). Find the area of the

parallelogram which has P Q and P R as adjacent sides.

! ! !

P Q = OQ OP = (3i + 4j + 7k) (2i + j 3k) = i + 3j + 10k

! ! !

P R = OR OP = (i 2j + 3k) (2i + j 3k) = i 3j + 6k

i j k

! ! 3 10 1 10 1 3

So P Q PR = 1 3 10 =i j +k

3 6 1 6 1 3

1 3 6

= ((3) (6) ( 3) (10)) i ((1) (6) ( 1) (10)) j + ((1) ( 3) ( 1) (3)) k

= 48i 16j

q p p

! !

Hence Area = P Q PR = (48)2 + ( 16)2 = 16 32 + 1 = 16 10:

1 ! ! p

(b) Find area 4QP R = 2 P Q P R = 8 10:

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Vectors

Lecture 2 lines in 3D

Text Reference: §4.3.1

We are all quite familiar with the two-dimensional representation of a line as y = mx + b; (called

its Cartesian equation) where m is the slope and b is the y-intercept. Students should also be

familiar with the point-slope equation of a straight line:

(y y0 ) = m(x x0 ) (1)

Given any two points (x1 ; y1 ) and (x2 ; y2 ) in the x-y plane, we can readily get the equation of

(y1 y2 )

the line passing through these two points by …nding the slope m = (x1 x2 ) ; and using this value

in the equation (1) above. The basic equation of a straight line is unique up to a scalar factor,

regardless of which point is chosen as (x0 ; y0 ) :

It would be natural to try to extend the equation of line in 2D space to 3D space. Perhaps one

might consider z = m1 x + m2 y + b. Unfortunately, this does not work, indeed, we will see in a

future lecture that this is actually the Cartesian equation of a plane in three-dimensional space.

In three-dimensional space, the concept of a slope is not so easily de…ned. Instead of slope, a

straight line will have an orientation associated with it that can be represented as a vector. The

line is then fully de…ned by a point on the line, say A, and an orientation vector, say v: Note

that the magnitude of the orientation vector doesn’t actually matter, as long as we travel in the

right direction, we should stay on the line. Working in Cartesian coordinates, we can de…ne the

point A = (a; b; c), by its position vector and v as a vector with components (p; q; r): Then the

! ! ! ! !

position vector OP of any point P is given by OP = OA + AP where AP = tv for some scalar

t We can de…ne the equation of a line r(t) as:

! !

r(t) = OP = OA + tv:

This is the vector equation of a line. The variable t; which can take on any real value, is known

as the parametric variable.Breaking this up into the three components we get any point on the

line (x; y; z) being de…ned as:

x(t) = a + pt;

y(t) = b + qt;

z(t) = c + rt:

(Note: students may have actually been informally introduced to parametric variables when

learning trigonometry. We know that the circle of radius a centred at the origin can be represented

by the parametric equations x = a cos(t) and y = a sin(t), where t can represent the angle from

the x-axis.)

If we are given two-points, say A (x1 ; y1 ; z1 ) and B (x2 ; y2 ; z2 ), then the line between these two

points can be readily found by de…ning the orientation (direction) vector as the vector from A

to B.

Example1: De…ne the (vector and parametric) equation of the line between the points A (2; 3; 4)

and B (1; 1; 1) :

!

AB = (i + j + k) (2i + 3j + 4k) = i 2j 3k = v

! !

Equation of line: OP = OA + tv = (2i + 3j + 4k) + t ( i 2j 3k)

= (2 t) i + (3 2t) j + (4 3t) k

Parametrically:

x(t) = 2 t;

y(t) = 3 2t;

z(t) = 4 3t:

In the previous example, notice how the parametric variable works. If t = 0; we are at one point,

A (2; 3; 4) ; and if t = 1 we are at the other point, B (1; 1; 1) :

Example 2: From the previous example, …nd the value of t that de…nes the point (0; 1; 2) :

Again, any value of t de…nes some point on the line. The value t = 1=2 de…nes the mid-point of

AB:

Equate x values: solve 2 t = 0 from which t = 2: If this value of t gives matching y and z values

we know the point (0; 1; 2) is on the line. Otherwise the point lies o¤ the line.

(0; 1; 2) is on the line.

With t = 1=2; x( 21 ) = 2 1

2 = 32 ; y( 12 ) = 3 1 = 2; and z( 12 ) = 4 3

2 = 52 ; so 3 5

2 ; 2; 2 is the

midpoint of AB:

Also note, however, that the equation of a line is not unique. The line between the points (2; 3; 4)

and (0; 1; 2) is equivalent to the equation found in the …rst example, but the equation looks

di¤erent: v = (( j 2k) (2i + 3j + 4k)) = 2i 4j 6k

! !

OP = OA+tv = (2i + 3j + 4k)+t (( j 2k) (2i + 3j + 4k)) = (2 2t) i+(3 4t) j+(4 6t) k

So

x(t) = 2 2t;

y(t) = 3 4t;

z(t) = 4 6t:

Finally note that the equation of a line can be manipulated to eliminate the parametric variable,

t: In this form the equation of the line is:

x a y b z c

= =

p q r

This is sometimes called the algebraic equation of a line. Students may be apprehensive about

a relationship with two equal signs, instead of just one. Its interpretation is straightforward. Also

note that given this form of the equation of a line, we can immediately read o¤ a point on the

line and its orientation vector.

x+2 y z 3

= =

1 2 2

…nd any two points on the line.

is one such point (equate each numerator to zero).

Now of course the choice of zero is completely arbitrary; we can of course equate each fraction

to 1 (or any real number)

we do this:

x+2

= 1 giving x = 1

1

y

= 1 giving y = 2

2

z 3

= 1 giving z = 5

2

Thus the point ( 1; 2; 5) is also on the line.

Importantly, a direction vector for the line can also be read o¤ namely: v = i 2j + 2k: This

choice of v is unique up to scalar multiplication, (i.e. the only other direction vectors for this

line are non-zero scalar multiples of i 2j + 2k).

We have a problem if the orientation vector is parallel to any of the axes. In such a case p; q

or r would be equal to zero. For that reason it is best to initially work with the parametric

representation and then …nd the algebraic form.

After understanding the basic principles of lines, more sophisticated problems can be attempted.

Example 4: Find the minimum distance between the point B (1; 2; 3) and the line de…ned by

x+2 y z 3

= =

1 2 2

Which point on the line is closest to the point B (1; 2; 3)?

Solution: A point on the line is A ( 2; 0; 3) and a direction vector for the line is v = i 2j + 2k:

The point B (1; 2; 3) is not on the line. (Check this.)

!

! AB v

The shortest distance between the point B and the line is d = AB sin = kvk ; (draw

a diagram)

i j k

! !

Now AB = (i + 2j + 3k) ( 2i + 3k) = 3i + 2j and AB v = 3 2 0 = 4i 6j 8k:

1 2 2

k4i 6j 8kk

p

16+36+64 2

p

The shortest distance is thus d = ki 2j+2kk = 3 = 3 29.

! !

The closest point P on the line to B has position vector OP = OA + t^

v where jtj is the distance

along the line from A to P:

! !

Now t = AB cos = AB kvk

v

(draw a diagram):

3 4

= 3

1

= 3 (the negative sign is important and depends on our choice of v)

1

and v

^ = kvk v = 13 (i 2j + 2k) = 31 i 2

3j + 32 k

! !

Now OP = OA + t^ v

1 1 2

= ( 2i + 3k) 3 3i 3j + 32 k

19

= 9 i + + 29 j + 25

9 k

19 2 25

Hence the closest point is P = 9 ; 9; 9 :

Solution 2: (Slicker)

x= 2+t y= 2t z = 3 + 2t

! ! !

Hence BP = OP OB = ( 3 + t) i + ( 2 2t) j + 2tk

!

The closest point on the line must satisfy BP v = 0

1 1

So t = 9; hence the closest point is P ( 2 + t; 2t; 3 + 2t) with t = 9

9 = 19 2 25

9 ; 9; 9

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Vectors

planes in 3D

Lecture 3 Text Reference: §4.3.2

When de…ning a straight line in three-dimensional space, we needed a point on the line and an

orientation vector.

To de…ne a plane in three-dimensional space, we need a point in the plane and a normal vector,

to the plane. Here n is the normal to the plane. For our immediate purpose, the magnitude of

n is not important, only its direction.

So let’s assume that we have some point on the plane which we label A (a; b; c) and we have a

normal vector n = pi + qj + rk: We take a general point on the plane P (x; y; z) : Now the vector

!

AP lies in the plane and hence is normal to n:

!

Thus AP n = 0:

Explicitly this becomes (x a) p+(y b) q +(z c) r = 0; which can be simpli…ed to the general

form:

Ax + By + Cz = D:

Example 1: Find the equation of the plane that contains the point (2; 2; 3) and is normal to

the vector h 1; 1; 2i :

!

Solution:AP = hx; y; zi h2; 2; 3i = hx 2; y 2; z 3i

!

AP n = hx 2; y 2; z 3i h 1; 1; 2i = x 6 + y + 2z

Example 2: Find the equation of the plane going through the points ( 1; 0; 4) ; (2; 5; 0) ;

(2; 2; 1) :

Solution: Label the points A ( 1; 0; 4) ; B (2; 5; 0) ;and C (2; 2; 1) : A normal vector n is given

! !

by n = AB AC:

! !

Now AB = h2; 5; 0i h 1; 0; 4i = h3; 5; 4i and AC = h2; 2; 1i h 1; 0; 4i = h3; 2; 5i :

i j k

5 4 3 4 3 5

Thus n = 3 5 4 =i j +k = 17i + 3j 9k:

2 5 3 5 3 2

3 2 5

!

Now AP = hx; y; zi h 1; 0; 4i = hx + 1; y; z 4i and

!

AP n = hx + 1; y; z 4i h 17; 3; 9i = 0

that is 17x 17 + 3y 9z + 36 = 0

We should check that all three points satisfy the plane’s equation:

A ( 1; 0; 4) : 17x 3y + 9z = 17 + 36 = 19 X

B (2; 5; 0) : 17x 3y + 9z = 34 15 = 19 X

There are two observations that can be made. Firstly, the equation of a plane in three-dimensional

space is unique (up to multiplication by a scalar constant). Secondly, parallel planes have the

same normal vector and hence will only di¤er by the constant D:

Example 3: Find the minimum distance between the parallel planes 2x + 3y z = 6 and

2x + 3y z = 0:

Q (x2 ; y2 ; z2 ) be any point in the plane 2x + 3y z = 0: [Notice that the equations of the planes

are arranged so that they have identical coe¢ cients. Rearrange the equations if necessary-this

is important for what comes next.]

The distance between two parallel planes with normal n is then (diagram)

!

! PQ n

d = P Q cos =

knk

! !

OQ OP n

=

knk

! !

OQ n OP n

=

knk

! !

however OQ n = 2x2 + 3y2 z2 = 0 and similarly OP n = 2x1 + 3y1 z1 = 6:

0 6 6

d= q =p

22 + 32 + ( 1)2 14

Combining the knowledge of lines, planes and basic vector operations allows for a wide range of

problems to be addressed in three-dimensional space. For example, we can …nd:

Example 4: Find the line de…ned by the intersection of the planes x + y + z = 2 and x + 2y = 4

and the angle of intersection.

Solution: A direction vector of the line of intersection is easily found: it is normal to both

i + j + k and i + 2j and hence could be obtained using the cross product. To …nd the equation

of the line of intersection is best done using Gauss elimination (next lecture).

i j k

A direction vector is 1 1 1 = 2i + j 3k: (Of course any non-zero scalar multiple of

1 2 0

this is also a direction vector.)

The angle between two planes is de…ned as being the angle between its normals (diagram).

( i + j + k) (i + 2j) = 1 + 2 = 1

q p p

k( i + j + k)k = ( 1)2 + 12 + 12 = 3 and k(i + 2j)k = 5

The angle between the planes is then given by cos = p 1p ; hence = 75:04 :

3 5

Recall that straight lines have parametric equations giving x; y; z as function of one parametric

variable (usually t). Planes have parametric equations where x; y; z are given as functions of two

parametric variables (usually u and v):

Suppose we know a point P0 (a; b; c) in the plane and two non-parallel direction vectors

w1 = pi + qj + rk; and w2 = li + mj + nk also in the plane: (diagram):

vw2 r(x,y,z)

w2

w1 uw1

P0

Let r = xi + yj + zk denote the position vector of an general point P (x; y; z) in the plane, so

!

that r = OP0 + uw1 + vw2 where u; v are any scalars (parameters).

x (u; v) = a + pu + lv;

y (u; v) = b + qu + mv;

z (u; v) = c + ru + nv:

Theses 3 equations are the parametric equations of a plane. The fact that two parameters (u

and v) are needed to describe it indicates that a plane is a 2 dimensional surface.

In more advanced mathematics (i.e. 2nd level maths), it will be imperative to represent surfaces

parametrically.

Example 5: Find a parametric representation of the plane going through the points ( 1; 0; 4) ; (2; 5; 0)

and (2; 2; 1) :

!

Now a choice for w1 is P Q = h2; 5; 0i h 1; 0; 4i = h3; 5; 4i

!

and a choice for w2 is P R = h2; 2; 1i h 1; 0; 4i = h3; 2; 5i :

Check that these are non-parallel X: (Otherwise the three points are collinear and the ques-

tion cannot be answered properly-there will be an in…nite number of planes.)

r = ( 1; 0; 4) + u (3; 5; 4) + v (3; 2; 5)

= ( 1 + 3u + 3v; 5u + 2v; 4 4u 5v)

Hence

x (u; v) = 1 + 3u + 3v;

y (u; v) = 5u + 2v;

z (u; v) = 4 4u 5v:

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Systems of Linear Equations

Lecture 4 echelon form Gauss elimination

Text Reference: §5.5

2x + y + z + w = 4

4x + y + 3z + 2w = 7

2x + z w = 9:

Such a system is called linear because each of the equations on the left hand side is a linear

function of the unknown variables x; y; z and w. Simple linear systems of 2 or 3 variables

are commonly encountered in secondary school and is instructive to view an example before

discussing a more general procedure.

x + 2y = 3 (1)

2x 3y = 8 (2)

One way to proceed is to multiply equation 1 by 2 and subtract this from equation 2:

x + 2y = 3 (1)

7y = 14 (2(a))

The reason why this is e¤ective is that one of the variables is eliminated. Equation (2a) is now

easily solved giving y = 2; and substituting this into equation 1 we …nd x = 1: Geometrically,

the equations x + 2y = 3 and 2x 3y = 8 represent two straight lines in the x y plane which

intersect at the point ( 1; 2).

x + 2y = 3 x + 2y = 3

The important point is that both of the systems and have identical

2x 3y = 8 7y = 14

solutions. Think about the operations we could perform on the two original equations. We could

Now performing any of these operations without thinking is not guaranteed to be e¤ective but

at least we are assured that the resulting system of equations has an identical set of solutions.

x + 2y = 3

Notice that the names of the variables is irrelevant: solving is exactly the same

2x 3y = 8

u + 2v = 3

as solving the system ; only the coe¢ cients are important.

2u 3v = 8

1. The …rst step in solving a linear system is to write the system in augmented matrix form.

This is simply a way of writing the system using only the coe¢ cients.

For example we write the system

2x + y + z + w 4=0

4x + y + 3z + 2w = 7

2x + z w=9

2 3

2 1 1 1 4

6 7

as 6

4 4 1 3 2 7 7

5:

2 0 1 1 9

Notice each equation is written as a single row and that coe¢ cients belonging to the same variable

are written directly underneath each other. (Equation 3, which appears to have no y; has in fact

a y coe¢ cient of zero.) Each constant term must be placed on the right hand side of the ‘equals’

sign (the ‘ 4’ becomes +4 on the right hand side of equation 1) and the vertical partition is

used to separate the left hand side from the right hand side. (Think of it as replacing all of the

equals’signs.)

r + s + 2t = 0

Example: Write the system 2r 3t = 1 in augmented matrix form.

6s 5t = 0

2 3

1 1 2 0

6 7

6 2 0 1 7

Solution: 4 3 5:

0 6 5 0

2. Gaussian elimination

Gaussian elimination is a systematic method of solving linear equations by …rst reducing the

corresponding system into an equivalent system, called row echelon form, where the unknowns

can be calculated by back substitution.

r + s + 2t = 0

Example: Given the system s 3t = 1 …nd solutions to each of the variables

5t = 5

using back substitution.

5

Solution: t = 5 = 1 s = 1 + 3t r = 2t s

= 2 =2+2 2 3

1 1 2 0

=4 6 7

The system of equations in the last example has the augmented matrix 6

4 0 1 3 1 7 and

5

0 0 5 5

which is one that is already in row echelon form. We saw how easy it is to …nd solutions of

systems in this form.

the leading (non-zero) coe¢ cient of each row (called the pivot entry) has zeros below

it, and

the pivot entries of following rows are located in columns further to the right.

any rows which have no pivot (and therefore consist entirely of zeros) must come last.

Example: Given the following partitioned matrices, choose those which are in row echelon form:

2 3 2 3 2 3

1 1 2 0 1 0 2 0 2 1 0 0 0

6 7 6 7 6 7

A. 6

4 1 1 13 1 75 B. 6 4 0 1 3 0 1 75 C. 4 0

6 1 0 1 75

0 0 1 5 0 0 0 1 10 0 0 1 5

no yes yes

2 3 2 3 2 3

2 1 2 0 1 1 2 0 1 0 0 0 0

6 7 6 7 6 7

D. 6 0 3 3 6 7 E. 6 0 3 13 1 7 F. 6 0 1 1 0 0 7

4 5 4 5 4 5

0 0 2 5 0 0 0 5 1 0 0 1 0

yes yes no

2 3

1 2 0 1 3 1 0

6 7

G. 6 0 0 0 1 2 3 1 7

4 5

0 0 0 0 0 1 5

yes

To obtain the equivalent row echelon form of a system we apply a sequence of the three elementary

row operations on the augmented matrix. As discussed above these row operations do not change

the solution set of the corresponding system of linear equations.

Multiplying a row by a non-zero scalar

Adding to one row a multiple of another

2. Ensure that the top entry of this column is a non-zero entry. If necessary, interchange top

row with another row to achieve this.

3. Multiply this top row by the appropriate constant so that the …rst non-zero entry of this

row is 1. This entry is the pivot for that column. (It is not absolutely necessary that the

value of each pivot be 1 but this is certainly the most convenient value to have. As an

alternative to multiplying each row by a constant we can add/subtract multiples of other

rows to obtain a 1.)

4. Add a suitable multiple of this …rst row to each row below, so that all entries below this

pivot are 0.

5. Consider the submatrix obtained by removing the top row, and apply to this matrix steps

1 to 4.

Repeat steps 1-5 until the next submatrix under consideration has no rows left.

2 3

0 0 2 0 12

6 7

6 3 6 15 9 42 7

4 5

2 4 5 6 1

2 3 2 3

0 0 2 0 12 1 2 5 3 14

6 7 13 R2 ! R2 6 7

Solution: 6 3 6 15 9 42 7 6 0 0 2 0 12 7

4 5 R $R 4 5

1 2

2 4 5 6 1 2 4 5 6 1

2 3 2 3

1 2 5 3 14 1 2 5 3 14

6 7 6 7

R3 2R1 ! R3 6

4 0 0 2 0 12 7 5

1 6

2 R2 ! R2 4 0 0 1 0 6 75

0 0 5 0 29 0 0 5 0 29

2 3

1 2 5 3 14

6 7

R3 6

5R2 ! R3 4 0 0 1 0 6 7 row echelon form

5

0 0 0 0 1

Exercise: Find a row echelon form of the matrix

2 3

1 0 1 0

6 7

6 2 1 0 8 7

6 7

6 7

6 0 1 2 0 7

4 5

1 1 2 6

2 3 2 3

1 0 1 0 1 0 1 0

6 7 6 7

6 2 1 0 8 7 6 7

6 7 R2 2R1 ! R2 6 0 1 2 8 7

Solution: 6 7 6 7

6 0 1 2 0 7 6 7

4 5 R4 R1 ! R4 4 0 1 2 0 5

1 1 2 6 0 1 1 6

2 3 2 3

1 0 1 0 1 0 1 0

6 7 6 7

6

R3 R2 ! R3 6 0 1 2 8 77 6 0 1 2 8 7

1 6 7

6 7 R

4 3 !R 3 6 7

R4 + R3 ! R4 6

4 0 0 4 7

8 5 6

4 0 0 1 2 7

5

0 0 1 2 0 0 1 2

2 3

1 0 1 0

6 7

6 0 1 2 8 7

6 7

R4 R3 !R4 6 7 row echelon form

6 0 0 1 2 7

4 5

0 0 0 0

3. Solving a system using Gaussian elimination: To solve the system

x + 3y + 2z = 1

2x + 7y + 3z = 2

3x 10y 6z = 5

2 3

1 3 2 1

6 7

1. we write the augmented matrix: 6

4 2 7 3 2 75

3 10 6 5

2. by performing appropriate row operations we …nd an equivalent row echelon form:

2 3 2 3

1 3 2 1 1 3 2 1

R2 2R1 ! R2 6 6 0

7 6 7

4 1 1 0 75 R3 +R2 !R3 6 4 0 1 1 0 75

R3 + 3R1 ! R3

0 1 0 2 0 0 1 2

2 3

1 3 2 1

6 7

( 1)R3 !R3 6 4 0 1 1 0 7

5

0 0 1 2

3. Use back substitution to …nd the values of the unknowns, in this case:

z = 2; y = z = 2 and x=1 2z 3y = 1 4 6= 9

Note: The pivot in a column does not need to be equal to 1 any non-zero number would do.

Exercise:

(a) 2a 2b + 3c = 1

2a 2b + c = 1

a + b c = 3

5 11

ANS: Solution is: a = 2; b = 2 ;c = 5

(b) r + s + 2t = 0

2r + 4s 3t = 1

3r + 6s 5t = 0

Example: Find a vector equation for the line which forms the solution set of x+y z=3

2x + y + 2z = 1

(You will recall an example similar to this at the end of lecture 3.)

Writing the augmented matrix of this system and taking the system to row echelon form:

" # " # " #

1 1 1 3 1 1 1 3 1 1 1 3

R2 2R1 !R2 ( 1)R2 !R2

2 1 2 1 0 1 4 5 0 1 4 5

Here is a system of equations with an in…nite solution set.

Notice that the pivot entries correspond

" to variables x and

# y:

1 1 1 3

0 1 4 5

9

Let z = t >

>

=

y 4z = 5 hence y = 5 + 4z = 5 + 4t ::::parametric form

>

>

x + y z = 3 hence x = 3 + z y = 2 3t ;

(x; y; z) = ( 2 3t; 5 + 4t; t) = ( 2; 5; 0) + t ( 3; 4; 1)

x+2 y 5 z 0

or in algebraic form: = = :

3 4 1

This shows that the solution is a straight line passing through the point ( 2; 5; 0) and with

direction vector 3i + 4j + k:

Example: (from last lecture) Find the line de…ned by the intersection of the planes x+

y + z = 2 and x + 2y = 4:

" #

1 1 1 2

Augmented matrix:

1 2 0 4

" #

1 1 1 2

R2 + R1 ! R2 (now in echelon form)

0 3 1 6

1

z is free, y = 2 3 z; x = 2 + z + y = 32 z

set z = 3t; y = 2 t; x = 2t and hence (x; y; z) = (0; 2; 0) + t (2; 1; 3) : (Compare with the

direction vector found in that example.)

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Consistency of Linear Equations

Lecture 5 no solution case in…nite solution case

Text Reference: §5.6

The equation systems given in the last lecture were rather special in the sense that they all had

solutions.

x + 2y = 3

An example of this is the equation system ; which consists of two straight lines

2x 3y = 8

intersecting in the point ( 1; 2).

x + 2y = 3

But of course straight lines do not always intersect. The equation system represents

2x + 4y = 1

two parallel straight lines and has no solution.

equations has no solution.

Notice what happens when we employ Gauss elimination to solve the system of equations like

x + 2y = 3

2x + 4y = 1

" #

1 2 3

Augmented matrix:

2 4 1

" #

1 2 3

Converting to row echelon form: (one step only), .

0 0 5

Notice that in the last row all entries left of the partition are zero, and that there is a non zero

number to the right of the partition. Since it is impossible for 0x + 0y = 5 we know that the

system has no solution.

Now of course the previous example didn’t need Gauss elimination to demonstrate its inconsis-

tency. However, a system of 3 equations in 3 unknowns (represented by three planes in space) is

rather more complex. A 3 3 system of equations will be inconsistent if either

neither of the planes is parallel but each pair of planes intersects in a line parallel to the

others.

Geometrically the situation for higher dimensions (>3 unknowns) is even more complex still but

algebraically very easy to sort out provided we apply Gauss elimination.

The great advantage of Gauss elimination is that it takes the guess work out of equation manip-

ulation by being systematic. We can tell whether equations are inconsistent or not by using the

following very simple test:

is converted into a row echelon form, there will be at least one row where

all entries left of the partition are zero and there is a non-zero entry to the right

of the partition.

To put it another way, the row echelon form of an inconsistent linear system will have a row of

h i

type 0 0 0 0 where is some non-zero number.

Moreover, the test is completely diagnostic: if no such row exists then the equation system must

have solutions.

Example: The following partitioned matrices are row echelon forms corresponding to various

systems of linear equations. Which linear systems are inconsistent?

2 3

2 3 2 3 1 1 3 0 2 3

1 1 2 0 1 0 2 0 2 6 7 2 1 2 1

6 7 6 7 6 4 7 6 7

6 0 2 1 7

A.64 0 1 13 1 7 6

5 B.4 0 1 3 0 1 7

5 C.6 7 D.6

4 0 0 0 0 7

5

6 0 0 0 1 7

0 0 0 5 0 0 0 0 0 4 5 0 0 0 0

0 0 0 0

2 3 2 3 2 3

1 0 2 0 1 0 0 0 0 1 2 0 1 3 1 0

6 7 6 7 6 7

E.6

4 0 2 0 1 7

5 F.6

4 0 1 1 0 0 7

5 G.6

4 0 0 0 1 2 3 1 7

5

0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5

Example: Show that the following system of equations is inconsistent by forming its augmented

matrix and then using row operations convert it to a matrix in row echelon form:

x + 2z = 1

y z = 0

x + y + z = 2

Solution

2 3

1 0 2 1

6 7

Augmented matrix: 6

4 0 1 1 0 7

5 (not in echelon from)

1 1 1 2

2 3

1 0 2 1

6 7

6 0 1 1 0 7

R3 R1 ! R3 4 5

0 1 1 1

2 3

1 0 2 1

6 7

6 0 1 1 0 7

R3 R2 ! R3 4 5

0 0 0 1

The shaded row indicates inconsistency.

What is the geometric interpretation of this inconsistent system?

Answer: Since none of the three planes are parallel (why?) we conclude that each pair of planes

intersects in a line parallel to the others.

[Examine the normal vectors (1; 0; 2) ; (0; 1; 1) ; (1; 1; 1) : Since no two of these is parallel neither

is there a pair of parallel planes.]

A system of linear equations that does not have solutions is said to be inconsistent, so obviously

a consistent system is one that does have solutions.

Now we encounter a remarkable fact: either a consistent linear system has a unique solution

(exactly one solution for each of the unknowns) or else it possesses in…nitely many! To put it

another way, if a linear system of equations is known to have two di¤erent solutions (say) then

that system must have in…nitely many solutions.

x 3y + z = 1

2x 6y + 3z = 4

x + 3y = 1

2 3

1 3 1 1

6 7

Working: Augmented matrix: 6 4 2 6 3 4 7 5

1 3 0 1

2 3 2 3

1 3 1 1 1 3 1 1

6 7 6 7

R2 2R1 ! R2 6 4 0 0 1 2 7

5 R

6 0

4 0 1 2 7

5

3 R2 ! R3

R3 + R1 ! R3 0 0 1 2 0 0 0 0

2 3

1 3 1 1

6 7

row echelon form: 6 0 0 1 2 7

4 5

0 0 0 0

The echelon form matrix gives us all the information concerning the original system. First of all

h i

we notice there is no row of the type 0 0 0 0 where is non-zero, so we know

that the system has solutions.

The third row is entirely zero and in e¤ect is totally redundant. We simply ignore rows that

consist entirely of zeros.

So z = 2 and x = 1 + 3y where the choice for y is completely arbitrary. There are in…nitely

many solutions, one for each value of y:

It is customary to assign a parameter to the free variable y: We can then write the solution set

as y = t; x = 1 + 3t; z = 2; where t is arbitrary.

in a straight line in 3D space. This line has a vector equation (x; y; z) = ( 1 + 3t; t; 2) =

( 1; 0; 2)+t (3; 1; 0) ; and therefore passes through the point ( 1; 0; 2) and points in the direction

of the vector 3i + j + 0k:

2x + y + z + w = 4

4x + y + 3z + 2w = 7

2x + 2y + z w = 9

Solution:

We write the system in augmented matrix form and use elementary row operations to convert

the system to an equivalent one in echelon form. (Gauss elimination.)

Augmented matrix: 2 3

2 1 1 1 4

6 7

[A j b] = 6

4 4 1 3 2 7 7

5

2 2 1 1 9

2 3 2 3 2 3

2 1 1 1 4 2 1 1 1 4 2 1 1 1 4

6 7 6 7 6 7

6 4 1 3 2 7 7 R2 2R1 !R2 6 0 1 1 0 1 7 R3 + R1 !R3 6 0 1 1 0 1 7

4 5 4 5 4 5

2 2 1 1 9 2 2 1 1 9 0 3 2 0 13

2 3

2 1 1 1 4

6 7

6

R3 + 3R2 !R3 4 0 1 1 0 1 7

5

0 0 5 0 10

This time the pivot variables are x; y and z (since the pivot entries occur in columns 1,2, and 3,

corresponding to the variables x; y; z):

w = free = t (say)

from row 3: 5z = 10 )z=2

from row 2: y+z = 1 )y =z+1=3

from row 1: 2x + y + z + w = 4 )x=2 1

2z

1

2y

1

2w = 1

2

1

2t

D E D E

1 1 1 1

hx; y; z; wi = 2 2 t; 3; 2; t = 2; 3; 2; 0 +t 2; 0; 0; 1 :

Exercise:

2 3

1 1 0 1 1

6 7

6 0 0 1 1 1 7

6 7

6 7

6 0 0 0 0 0 7

4 5

0 0 0 0 0

Describe the solutions of the system.

ANS: in…nite number of solutions with s and u free t = 1 u; r = 1 t s

) (r; s; t; u) = (1 t s; s; 1 u; u) where s; u are arbitrary.

(a)

x y 2z = 3

x + 2y z = 0

2x y + z = 5

x y z = 3

(b)

x + y + z = 2

x y + z = 1

2x + 2z = 4

ANS: no solution

(c)

a + b + c + 2d + e = 0

a c + d e = 1

2b + c d 2e = 1

e (3; 0; 2; 0; 1) showing that the solution set is a plane in 5D space

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Matrices

Lecture 6 matrices matrix arithmetic

Text Reference: §5.1-5.2

complex, enclosed in square brackets. It is usual to denote matrices using capital letters. For

example:

2 3

2 3

5 0 " #

6 4 7

p 1 2 3

A=6

4 7 2 1 75; B= is not a matrix

4 5

0:18 7 20 78

A matrix has rows, running left to right, and columns running form top to bottom.

The matrix A has three rows and four columns and consists of 12 entries.

A matrix with m rows and n columns is called a m n matrix; the matrix A in the

example is a 3 4 matrix.

The position of each entry is determined by the column and row numbers. We use

subindices to indicate this: for example,

Sometimes we use the notation A = [aij ] which simply indicates that A is a matrix (hence the

square brackets) whose entries are generically indicated as aij : The notation A = [aij ]m n means

that A is an m n matrix.

Special matrices

h i

1. A 1 n matrix is a row matrix or row vector, e.g. 1 2 4 3 is a 1 4 row vector.

2 3

1

6 7

6 2 7

4 5

3

is a 3 1 column vector.

3. A matrix with the same number of rows and columns is called a square matrix; e.g.

" #

1 3

is a 2 2 matrix

2 4

Addition and subtraction are possible only between matrices of the same order. These

are performed by adding or subtracting the corresponding entries respectively.

Example: 2 3 2 3 2 3

1 1 7 12 8 11

6 7 6 7 6 7

6 3 5 7 6 1 7 6 9 7

4 5+4 6 =

5 4 6 5

4 8 3 5 7 13

The addition of matrices is commutative i.e. A + B = B + A

2. Multiplication by scalars

Given a matrix A and a number k; the multiplication of A by the scalar2k and is obtained

3

1 1

6 7

by multiplying each entry of A by k: For example let k = 3 and A = 6 4 3 5 75, then

4 8

2 3 2 3

1 1 3 3

6 7 6 7

6

3A = 3 4 3 7

5 5=4 9 6 15 75

4 8 12 24

addition: A B = A + ( B)

There is a special matrix, called the zero matrix O = [Oij ] where Oij = 0 for all i and j:

For any matrix A; A A = O:

3. Multiplication

Two matrices A and B can be multiplied together only when the number of columns in

A equals the number of rows in B: To …nd the ij entry in the product AB we multiply

the entries along the ith row of A pairwise with entries on the j th column of B and then

add: 2 3 2 3

1 1 " # 1

6 7 1 1 3 6 7

A=6

4 3 5 7

5, B = ,C=6 7

4 2 5

2 4 2

4 8 3

(a)

2 3 2 3

1 1 " # 1 1+ 1 2 1 1+ 1 4 1 3+ 1 2

6 7 1 1 3 6 7

AB = 6

4 3 5 7

5 =6

4 3 1+5 2 3 1+5 4 3 3+5 2 75

2 4 2

4 8 4 1+8 2 4 1+8 4 4 3+8 2

2 3

1 5 5

6 7

=6

4 13 17 1 75

12 36 28

(c)

2 3

" # 1 1 " #

1 1 3 6 7 1 1+ 1 3+3 4 1 1+ 1 5+3 8

BA = 6 3 5 7

2 4 2 4 5= 2 1+4 3+ 2 4 2 1+4 5+ 2 8

4 8

" #

14 18

=

22 2

usually commutative, i.e. AB 6= BA in general. In fact as we have seen AB and BA

need not be of the same order, or even if the product AB is de…ned, the other product

BA need not be.

P

p

where cij = ai1 b1j + ai2 b2j + + aip bpj = aik bkj :

k=1

To illustrate:

2 3 2 32 3

::: ::: ::: ::: ::: ::: ::: ::: ::: b1j ::: :::

6 7 6 76 7

6 ::: ::: ::: ::: 7 7 6 76 ::: ::: 7

6 6 ::: : : : : : : : : : 76 : : : b2j 7

6 7 = 6 76 7

6 ::: cij : : : : : : 7 6 ai1 ai2 : : : aip 7 6 ::: ::: ::: 7

4 5 4 54 : : : 5

::: ::: ::: ::: ::: ::: ::: ::: ::: bpj : : : : : :

m n m p p n

2 3

::: ::: ::: :::

6 7

6 ::: ::: ::: ::: 7

6 7

= 6 7

6 : : : ai1 b1j + ai2 b2j + + aip bpj ::: ::: 7

4 5

::: ::: ::: :::

p

X

So cij = ai1 b1j + ai2 b2j + + aip bpj = aik bkj

k=1

4. Examples: 2 3

" # " # " # 1 1 3

2 3 1 2 1 2 3 6 7

6 0 2 1 7

1 5 2 3 4 5 6 4 5

3 5 4

2 2 2 2 =2 2

2 3 3 3 =2 3

" # " #

2 ( 1) + 3 ( 2) 2 (2) + 3 (3) 1+9 1 4 + 15 3 + 2 + 12

= =

1 ( 1) + 5 ( 2) 1 (2) + 5 (3) 4 + 18 4 + 10 + 30 12 5 + 24

" # " #

8 13 8 12 17

= =

9 13 22 36 7

5. Important:

the number of columns in A (the matrix on the left) must equal the number of rows

in B (the second matrix in the product). We then say that AB is de…ned.

If A is a m p matrix, and B is a p n matrix, then AB is a m n matrix.

A(B + C) = AB + AC

(B + C)A = BA + CA

(AB)C = A(BC)

k(AB) = (kA)B = A (kB)

AB 6= BA in general.

Exercises

" # " # " #

2 1 3 1 4 2

=

3 5 2 4 19 23

2. The product in the reverse order, although possible, leads to a di¤erent matrix:

" # " # " #

3 1 2 1 9 2

=

2 4 3 5 16 18

3. Given

2 3 2 3

" # 0 " # 9 8 7 6

1 3 6 7 2 4 6 6 7

A= ;B = 6 7

4 7 5; C = ;D = 6 7

4 5 4 3 2 5

1 2 8 10 12

8 1 0 9 8

determine which of the following are de…ned and give their sizes (orders).

(i) A(CD) 2 4

(c) CD 2 4 (f) CB 2 1

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Matrices

transpose matrix inverses

Lecture 7 Text Reference: §5.4

The transpose of a matrix is obtained by interchanging its rows and columns. That is, the entries

of the ith row become the entries of the ith column.

So, if A is a m n matrix, then its transpose, denoted AT , is a n m matrix.

Example:

2 3

1 3

6 7

Let A be the 3 2 matrix 6 7

4 2 4 5:

5 8

2 3T

1 3 " #

6 7 1 2 5

Then AT is the 2 3 matrix: AT =6 7

4 2 4 5 = :

3 4 8

5 8

1 2 2 1 4

A= ;B =

3 0 0 1 3

we have " #" # " #

1 2 2 1 4 2 3 2

AB = =

3 0 0 1 3 6 3 12

so that 2 3

" #T 2 6

2 3 2 7 6

(AB)T = 3 7

5=6

4 3

6 3 12

2 3 2 2 12 3

2 0 " # 2 6

On the other hand 6 7 1 3 6 7

B T AT = 6

4 1 1 7

5 =6

4 3 3 7

5

2 0

4 3 2 12

This is a general rule:

The transpose of a matrix product is equal to the product of individual transposes taken

in the reverse order.

Now we show why (AB)T = B T AT is true in general.

P

p

Recall that AB is de…ned and (AB)ij = ai1 b1j + ai2 b2j + + aip bpj = aik bkj :

k=1

Now the (i; j) entry of (AB)T is the the (j; i) entry of (AB); this is found by swapping

i’s and j’s :

P

p

(AB)Ti;j = ajk bki = aj1 b1i + ai2 b2i + + ajp bpi

k=1

P

p

= b1i aj1 + b2i aj2 + + bpi ajp = bki ajk

k=1

ith row of B T with the j th column of AT and this is the (i; j)

entry of B T AT

Special matrices

Some types of matrices appear more often and so they have their own name:

Diagonal matrices are matrices where any non-zero entries occur on the main diagonal:

2 3

" # 1 0 0

1 0 6 7

Identity matrices for example I2 = , I3 = 6

4 0 1 0 7

5:

0 1

0 0 1

matrix. Identity matrices play a role analogous to the number 1 for ordinary numbers.

De…nition: The inverse of a square n n matrix A is an n n matrix B;

(if one exists), such that AB = BA = I where I is the n n identity matrix.

If such a B exists it is unique and we write it as A 1:

1 1

Warning: A does not mean A:

identity matrix, and applying the following elementary row operations until A be-

comes I: Correspondingly, I will have become A 1:

row operations 1

Schematically: [A jI ] ! IjA

1. Let C = [A j I] :

If there is a stage where C has a column consisting entirely of zeros, we stop immediately:

2.

A has no inverse.

3. Ensure that the top left entry of C is a non-zero entry, which we will label as a: (If necessary,

interchange the top row with another row to achieve this.)

1

4. Multiply this row by a so that the …rst non-zero entry of this row is 1. This entry is the

pivot for that column. (Alternatively this can sometimes be a¤ected by row interchange.)

5. Add a suitable multiple of this …rst row to the rows below row so that all entries in the

column below the pivot become 0.

If there is a stage where there the sub-matrix of C left of the partition has a row consisting

entirely of zeros, we stop immediately: the matrix A has no inverse.

6. Consider the submatrix of C found by removing its 1st row and 1st column, regard this

as a new matrix C: Repeat steps 2-6 until the next submatrix under consideration has no

rows left.

7. Provided the algorithm has not been exited at steps 2 or 5 the full matrix is now in echelon

form. The pivots are all 1 and located on the main diagonal of the matrix left of the

partition.

1. Notice that all pivots are 1 and are located on the main diagonal of the matrix left of the

partition. Locate the row containing the right-most pivot, (which must be in the bottom

row).

2. Add suitable multiples of this row to the rows above so that all entries in the column above

become 0.

3. Locate the next pivot by moving up the diagonal and repeat steps 2 and 3.

4. This procedure is repeated until the top left pivot is reached, at which point the full matrix

is I j A 1 :

Examples:

2 3

1

0 1 109

6 p 7

A=4 06 4 7

1. 2 5, A has a column of zeros and hence no inverse.

0 3

2 3

1 1 1

6 7

2. A=6 4 1 1 0 7 5

1 1 1

2 3

1 1 1 1 0 0

6 7

We form [A j I] = C = 6 4 1 1 0 0 1 0 7 5 Step 1

1 1 1 0 0 1

We note that C has a pivot in the top left entry and that this pivot is 1. Steps 3-4

2 3

1 1 1 1 0 0

6 7

Subtract row 1 from row 2: 6

4 0 0 1 1 1 0 7

5

1 1 1 0 0 1

2 3

1 1 1 1 0 0

6 7

Subtract row 1 from row 3: 6

4 0 0 1 1 1 0 7 5 : Step 5 is now complete.

0 0 2 1 0 1

Step 7. We apply the algorithm again to the submatrix of C found by deleting its 1st row and

column (shaded)

2 3

1 1 1 1 0 0

6 7

6 0 0 1 1 1 0 7

4 5

0 0 2 1 0 1

2 3

1 1 1

6 7

but since this new matrix has a column of zeros, we conclude the matrix 6

4 1 1 0 7

5 has no

1 1 1

inverse. (Exiting the algorithm at step 2.)

2 3

2 7 1

6 7

3. Find the inverse of A = 6

4 1 4 1 7

5

1 3 0

2 3

2 7 1 1 0 0

6 7

6

Solution: [A j I] = 4 1 4 1 0 1 0 7

5

1 3 0 0 0 1

2 3 2 3

1 4 1 0 1 0 1 4 1 0 1 0

6 7 6 7

6 2 7 1 1 0 0 7 6 0 1 3 1 2 0 7

R1 $ R2 4 5 R

2 2R1 ! R2 4 5

1 3 0 0 0 1 1 3 0 0 0 1

2 3 2 3

1 4 1 0 1 0 1 4 1 0 1 0

6 7 6 7

6 0 1 3 2 0 7

1 6 0 1 3 1 2 0 7

R3 R1 ! R3 4 5 ( 1)R2 ! R2 4 5

0 1 1 0 1 1 0 1 1 0 1 1

2 3 2 3

1 4 1 0 1 0 1 4 1 0 1 0

6 7 6 7

6 0 1 3 1 2 0 7 6 0 1 3 1 2 0 7

R2 + R3 ! R3 4 5 1

2 R 3 ! R 3

4

1 1 1

5

0 0 2 1 1 1 0 0 1 2 2 2

2 3 2 3

1 1 1

1 4 1 0 1 0 1 4 0 2 2 2

6 7 6 7

6 0 1 0 1 1 3 7 6 0 1 0 1 1 3 7

R2 + 3R3 ! R2 4 2

1

2

1

2

1

5 R1 + R3 ! R1 4 2

1

2

1

2

1

5

0 0 1 2 2 2 0 0 1 2 2 2

2 3

3 3 11

1 0 0 2 2 2

6 7

6 0 1 0 1 1 3 7= IjA 1 :

R1 4R2 ! R1 4 2

1

2

1

2

1

5

0 0 1 2 2 2

2 3 2 3

3 3 11

2 2 2 3 3 11

6 7 6 7

Hence A 1 =6

4

1

2

1

2

3

2

7=

5

1

2

6 1

4 1 3 7

5

1 1 1

2 2 2 1 1 1

2 32 3 2 3

3 3 11 2 7 1 6 3 + 11 21 12 + 33 3+3+0

6 76 7 16 7

Check: 1 6 1 3 7 6 1 7 6 3+0 7

2 4 1 54 1 4 5= 24 2+1 3 7+4 9 3 5

1 1 1 1 3 0 2 1 1 7 4 3 1+1+0

2 3 2 3

2 0 0 1 0 0

6 7 6 7

= 1 6 0 2 0 7=6 0 1 0 7

2 4 5 4 5:

0 0 2 0 0 1

2 32 3 2 3

3 3 11

2 7 1 2 2 2 1 0 0

6 76 7 6 7

Strictly speaking we should also check that 64 1 4 1 7 6 1

54 2

1

2

7 = 6 0 1 0 7,

5 4 5

3

2

1 1 1

1 3 0 2 2 0 0 1 2

however it is a known fact for matrices that a left inverse is also a right inverse and vice versa,

so a one sided check is su¢ cient.

Inverses of 2 2 matrices

" #

2 4

Example: …nd the inverse of the matrix :

1 3

" # " # " #

1 1

2 4 1 0 1

1 2 2 0 1 2 2 0

Solution: [A j I] = 2 R1 ! R1 R2 R1 ! R2 1

1 3 0 1 1 3 0 1 0 1 2 1

" # " # 1 " #

3 3

1 0 2 2 2 4 2 2

R1 2R2 ! R1 1

: Hence = 1

:

0 1 1 2 1 3 2 1

However there is also a simple formula for 2 2 matrices.

" # " #

a b 1 1 d b

The inverse of a 2 2 matrix: A = ,A = :

c d ad bc c a

" #

a b

Notes: The matrix A = is invertible provided ad bc 6= 0: This number is called the

c d

a b

determinant of A and is denoted by or det (A) :

c d

The determinant of any square matrix A is also de…ned (see next lecture) and this number

determines whether or not A is invertible:

2x1 + 7x2 + x3 = 1

x1 + 4x2 x3 = 4

x1 + 3x2 = 5

2 32 3 2 3

2 7 1 x1 1

6 76 7 6 7

which can also be written in matrix form 6

4 1 4 1 7

54

6 x2 7 = 6 4 7 :

5 4 5

1 3 0 x3 5

Any n n linear system can be written in the form Ax = b; where x and b are column vectors

(matrices).

matrix x :

Ax = b

1 1

A Ax = A b

1

Ix = A b

1

giving x = A b

This method is somewhat more restrictive than Gauss elimination. It only works

for n n systems and either produces a unique solution (when det (A) 6= 0) but is

incapable of distinguishing between the no solution or in…nite solution cases which

occur when det (A) = 0:

The main advantage to using matrix inverse method occurs when working with mul-

tiple equations with the same set of coe¢ cients.

Example:

2x1 + 7x2 + x3 = 1 2x1 + 7x2 + x3 = 2

Solve: (a) x1 + 4x2 x3 = 4 and (b) x1 + 4x2 x3 = 4

x1 + 3x2 = 5 x1 + 3x2 = 6

2 3 2 3 12 3 2 3 2 3 12 3

x1 2 7 1 1 x1 2 7 1 2

6 7 6 7 6 7 6 7 6 7 6 7

In (a) we have 6 7 6

4 x2 5 = 4 1 4 1 7

5

6 4 7,

4 5 and in (b) 6 7 6

4 x2 5 = 4 1 4 1 7

5

6 4 7:

4 5

x3 1 3 0 5 x3 1 3 0 6

2 3 1 2 3

2 7 1 3 3 11

6 7 6 7

Now 6

4 1 4 1 7

5 = 1

2

6 1

4 1 3 7

5 (shown above),

1 3 0 1 1 1

2 3 2 32 3 2 3

x1 3 3 11 1 20

6 7 6 76 7 6 7

giving the solution to (a): 6

4 x2

7=

5

1

2

6 1

4 1 3 7 6 7 6

54 4 5 = 4 5 7

5

x3 1 1 1 5 4

2 3 2 32 3 2 3

x1 3 3 11 2 30

6 7 6 76 7 6 7

and to (b): 6 7

4 x2 5 =

1

2

6 1

4 1 3 7 6 7 6

54 4 5 = 4 8 7

5:

x3 1 1 1 6 6

Exercise: Solve the following system of equations using matrix inversion followed by matrix

multiplication:

2x + 3y = 7

4x + y = 3

" #" # " #

2 3 x 7

In matrix form: =

4 1 y 3

" # 1 " # 1" #" # " # 1" #

2 3 2 3 2 3 x 2 3 7

If exists we may write =

4 1 4 1 4 1 y 4 1 3

" # 1 " # " #

1 3

2 3 1 1 3 10 10

Now = h i 1 2 12 = 2 1

4 1 [not zero so 2

4

3

1 exists] % 4 2 5 5

" #" # " #" # " #

1 3 1

1 0 x 10 10 7 5

So = 2 1

= 11

; giving x = 1=5 and y = 11=5

0 1 y 5 5 3 5

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Determinants

Lecture 8 Determinants Cramer’s Rule

Text Reference: §5.3

Determinants

" #

a b a b

The determinant of a 2 2 matrix A = is de…ned by det A = = ad bc:

c d c d

As we noted in the previous lecture determinants are used to determine whether a square matrix

is invertible or not.

Determinants can also be used to solve n n systems of linear equations using a rule known as

Cramer’s rule.

2x + 3y = 5

For example the system : has the solution:

7x + 11y = 13

5 3 2 5

13 11 7 13

x= ; y=

2 3 2 3

7 11 7 11

The denominator is always the determinant of coe¢ cients and the determinant on the top line

replacing the column containing the coe¢ cients of the variable in question with the numbers on

the right hand side.

55 39 26 35

x= ; y=

22 21 22 21

i.e.

x = 16; y= 9:

Cramer’s rule works provided determinant of coe¢ cients (the denominator) is non-zero, when it

is zero Cramer’s rule fails and the system of equations has either no solutions or in…nitely many.

The determinant is a number we assign to any square matrix. It plays an important role in

…nding the inverse of a matrix, solving systems of equations, multiplication of vectors, …nding

areas of triangles, etc.

To …nd the determinant of larger matrices we need to know about cofactors. A cofactor of a

particular entry in a matrix is the (smaller) determinant consisting of those elements which

remain if we removed the row and column belonging to that entry, together with a sign, + or ;

depending on where the entry is located.

2 3

1 3 7

6 7

Example In the matrix A = 6 4 4 2 2 7

5 the cofactor of the (2; 3) entry, namely 2; is the

5 6 9

1 3

signed determinant :

5 6

2 3

+ + :::

6 7

6 + ::: 7

6 7

The minus sign comes from the sign matrix: 6 7 and the minor determinant

6 + + ::: 7

4 5

.. .. ..

. . .

1 3

is obtained by removing row 2 and column 3

5 6

We refer to the cofactor of the (i; j) entry as Cij :

1 3

In the example above, C23 = = ( 6 15) = 21:

5 6

2 3

1 4 3 7

6 7

6 2 3 9 1 7

6 7

Example Find, but do not evaluate, C41 in the matrix 6 7:

6 1 8 6 1 7

4 5

1 2 1 10

4 3 7

This is clearly 3 9 1 :

8 6 1

Note that the ‘ ’comes from the position not the sign of the entry.

2. For each position in the selected row or column, calculate the corresponding cofactor.

3. Form the product of each cofactor with the corresponding entry. The determinant is the

sum of these products.

1 3 7

Example Find det A = 4 2 2 :

5 6 9

We choose to expand along the second row.

3 7 1 7 1 3

det A = 4 +2 2

6 9 5 9 5 6

If we chose instead to expand along the 1st column the answer is the same.

2 2 3 7 3 7

det A = 1 +4 +5 = 30 + 4 15 + 5 20 = 70

6 9 6 9 2 2

Which row or column? It is a remarkable fact that the answer is independent of the row and

column we choose.

As a practical consideration we would do well to choose that row/column that has the greatest

number of zeros.

1 4 3 7

0 3 9 1

Example: Find the 4 4 determinant :

0 0 6 1

0 0 0 10

An obvious choice is to expand along the 1st column:

1 4 3 7

3 9 1

0 3 9 1

= 1 0 6 1 + other terms all zero.

0 0 6 1

0 0 10

0 0 0 10

3 9 1

6 1

And again: 1 0 6 1 = 1 3 + other terms all zero

0 10

0 0 10

= 1 3 ( 6 10 0) = 1 3 6 10 = 180

the determinant of a triangular matrix (either upper or lower)

is the product of the entries along the main diagonal.

3 2

2 1 1

6 7

Exercise: Find det B where B = 6

4 1 3 3 5:

7

10 5 2

2 1 1

(notice the di¤erent bracketing which distinguishes

det B = 1 3 3

a matrix from its determinant)

10 5 2

1 1 2 1 2 1

= (1) + (3) (3) (expanding along row 2)

5 2 10 2 10 5

= ( 3) + 3 14 3 20

=3 42 + 60 =

= 21:

Properties of Determinants

To illustrate

2 the following

3 properties of determinants we will work with an arbitrary 3 3 matrix

a1 a2 a3

6 7

A=6 4 b1 b2 b 3

7 : We stress that the all the following properties are true regardless of size.

5

c1 c2 c3

1. Transpose property: det (A) = det AT

a1 a2 a3 a1 b1 c1

b1 b2 b3 = a2 b2 c2

c1 c2 c3 a3 b3 c3

by that number.

k b1 b2 b3 = b1 b2 kb3 = b1 b2 b3 (we may pick any row or column)

c1 c2 c3 c1 c2 kc3 c1 c2 c3

0 2 31

a1 a2 a3 ka1 ka2 ka3 a1 a2 a3

B 6 7C

Hence det (kA) = det B 6

@k 4 b1 b2 b3 7C

5A = kb1 kb2 kb3 =k 3

b1 b2 b3

c1 c2 c3 kc1 kc2 kc3 c1 c2 c3

3. Interchange property: Swapping any two rows, or two columns, changes the sign of the

determinant

a1 a2 a3 a1 a2 a3

e:g: b1 b2 b3 = c1 c2 c3

c1 c2 c3 b1 b2 b3

Hence a matrix with two identical rows or columns has determinant = zero

a1 a2 a3

a1 a2 a3 = 0:

c1 c2 c3

4. Elimination property: Adding a multiple of a row to another row does not alter the

value of a determinant. Similarly for columns.

a1 a2 a3 a1 a2 a3

e.g. b1 + kc1 b2 + kc2 b3 + kc3 = b1 b2 b3 :

c1 c2 c3 c1 c2 c3

5. Matrix multiplication property: Let A and B be square matrices of the same size (both

n n); then

det (AB) = det A det B

Special case: if A is invertible then AA 1 = I so that det AA 1 = det A det A 1 = det I = 1:

In particular det A 6= 0; and

1 1

det A = :

det A

It can be shown that the condition det A 6= 0 is also su¢ cient for invertibility, i.e.

1 a a2

1 b b2

1 c c2

1 a a2

= 0 b a b2 a2 R2 R1 ! R2

1 c c2

1 a a2

= 0 b a b2 a2 R3 R1 ! R3

0 c a c2 a2

1 a a2

taking out common factor of (b a) from row 2

= (b a) (c a) 0 1 b + a

and (c a) from row 3

0 1 c+a

1 a a2

= (b a) (c a) 0 1 b + a R3 R1 ! R2

0 0 c b

= (b a) (c a) (c b) multiplying down the main diagonal to evaluate the determinant

Cramer’s Rule

x + 2y + z = 1

2x 3y + 7z = 4

x+y 3z = 1

Solution:

1 2 1 1 1 1 1 2 1

4 3 7 2 4 7 2 3 4

1 1 3 1 1 3 1 1 1

x= ;y = ;z = :

1 2 1 1 2 1 1 2 1

2 3 7 2 3 7 2 3 7

1 1 3 1 1 3 1 1 3

1 2 1 1 2 1 1 1 1 1 1 1

5 11

4 3 7 = 0 5 11 = = 43 2 4 7 = 0 6 5 = 12

3 2

1 1 3 0 3 2 1 1 3 0 0 2

1 2 1 1 2 1 1 2 1 1 2 1

2 3 4 = 0 7 6 = 18 2 3 7 = 0 7 5 = 14 15 = 1

1 1 1 0 3 0 1 1 3 0 3 2

43 12 18

giving x = = 43 y= = 12 z= = 18

1 1 1

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Eigenvalues & Eigenvectors

Eigenvalues

Lecture 9&10 Text Reference: §5.7

Generally speaking, when the determinant of an n n system of equations is zero, we can only

deduce that the system has no solutions or in…nitely many.

A homogeneous system of equations, introduced earlier (i.e. Ax = 0), always has the trivial

solution x = 0: If the determinant of coe¢ cients of a homogeneous system is zero the system

must have in…nitely many solutions.

Example 1: Let

2 3

a 1 3

6 7

A=6

4 2 2 1 7

5;

2 a 1

…nd the values of a; such that Ax = 0 has non-trivial solutions.

for some non-zero x is called an eigenvalue of A: The corresponding non-zero vectors x for

which Ax = x are called the eigenvectors of A corresponding to .

To quote from the textbook, “such problems arise naturally in many branches of engineering.

For example, in vibrations the eigenvalues and eigenvectors describe the frequency and mode of

vibration respectively, while in mechanics they represent principal stresses and the principal axes

of stress in bodies subject to external forces.”

1

x=

1

is an eigenvector of " #

2 1

A=

1 2

corresponding to the eigenvalue = 3: This is straightforward matrix arithmetic :

" #" # " # " #

2 1 1 3 1

= =3

1 2 1 3 1

Note also that if we multiply of the sides of this equation by the scalar t we get

" #" # " # " #

2 1 t 3t t

= =3

1 2 t 3t t

eigenvector.

2. Finding eigenvalues

correct why?

We write instead: (A I)x = 0; this is a homogeneous system of equations. Now we know the

trivial solution x = 0 is always available, but we are interested only in the non-zero solutions

(called eigenvectors). This is the requirement that a homogeneous system has in…nite number of

solutions which happens precisely when

det (A I) = ( 1)n ( 1) ( 2) ( n) = 0:

Here the eigenvalues are simply 1; 2; : : : ; n. The common convention is to label from the

largest in magnitude to the smallest in magnitude. Note that it is possible for the roots of the

polynomial to be repeated or complex.

" #

0 1

A=

1 0

1 2

Solution: The characteristic polynomial: det (A I) = = + 1 = 0 for = i:

1

Example 4: Find the eigenvalues of

2 3

1 1 2

6 7

A=6

4 1 2 1 7

5

0 1 1

2 3 2 3 2 3

1 1 2 1 0 0 1 1 2

6 7 6 7 6 7

Solution: A I=6

4 1 2 1 75

6 0 1 0 7=6

4 5 4 1 2 1 7

5

0 1 1 0 0 1 0 1 1

1 1 2

The characteristic polynomial: det (A I) = 1 2 1

0 1 1

1 2 1

= 1 1 2 R1 $R2

0 1 1

1 2 1

= 0 (1 ) (2 )+1 1 R2 + (1 )R1 !R2

0 1 1

(1 ) (2 )+1 1

= ( 1) expanding along col1

1 1

(1 ) (2 )+1 1

=( 1 ) factoring col2

1 1

=( 1 ) [(1 ) (2 )+1 1] = ( 1 ) (1 ) (2 ) : Hence eigenvalues: = 1; 2; 1

3. Finding the eigenvectors of unique eigenvalues

Having solved the nth order polynomial (characteristic equation) for the n roots (eigenvalues),

it still remains to …nd the corresponding eigenvectors. For the moment let’s assume that the

eigenvalues are distinct (non-repeated.)

" #

0 1

A=

1 0

" #" # " # " #" # " #

0 1 x1 x1 i 1 x1 0

Solution: =i: =i is equivalent to =

1 0 x2 x2 1 i x2 0

The 2 2 case always leads to two identical equations, in this example x1 = ix2 and ix1 = x2 :

Thus the eigenvectors are t (i; 1) where t 6= 0:

" #" # " # " #" # " #

0 1 x1 x1 i 1 x1 0

= i : = i is equivalent to = hence

1 0 x2 x2 1 i x2 0

x1 = ix2 giving eigenvectors t ( i; 1) where t 6= 0:

2 3

1 1 2

6 7

A=6 4 1 2 1 7

5

0 1 1

Solving Ax = 2x :

2 32 3 2 3

1 1 2 x1 x1

6 76 7 6 7

6 1 2 1 7 6 7 6 7

4 5 4 x2 5 = 2 4 x2 5

0 1 1 x3 x3

this is the homogeneous system: x1 + 2x2 + x3 = 2x2 equivalent to x1 + x3 = 0

x2 x3 = 2x3 x2 3x3 = 0

The ‘augmented’matrix is (we don’t need to include the column of zeros):

2 3 2 3 2 3 2 3

1 1 2 1 1 2 1 1 2 1 1 2

6 7 6 7 6 7 6 7

6 1 0 1 7 ( 1)R1 !R1 6 1 0 7

1 5 R1 +R2 !R2 4 0 6 1 3 7 R +R !R 6 0 1 3 7

4 5 4 5 3 2 3 4 5

0 1 3 0 1 3 0 1 3 0 0 0

The non-pivot variable x3 is chosen free, so x3 = t

x2 = 3x3 = 3t from row 2, and x1 = x2 2x3 = t from row 1, giving (x1 ; x2 ; x3 ) = t (1; 3; 1)

hence an eigenvector corresponding to = 2 is h1; 3; 1i :

2 32 3 2 3 2 3

1 1 2 1 2 1

6 76 7 6 7 6 7

Check 6

4 1 2 1 7 6 7 6 7 6 7

54 3 5 = 4 6 5 = 24 3 5:

0 1 1 1 2 1

Note that the eigenvectors are only unique up to multiplication by scalars. Also, while the

0 vector is always a solution to the system (A I)x = 0 the eigenvectors are the non-zero

solutions. The vector 0 is never an eigenvector.

If the eigenvalues of the matrix A are distinct, then it can be shown that the corresponding

eigenvectors are linearly independent. If, however, the eigenvalues are repeated, it may not be

possible to …nd n linearly independent eigenvectors. By repeated roots of the characteristic

equation, we simply mean that two or more of the eigenvalues are the same.

2 3

0 0 1

6 7

A=6 4 0 1 2 7:

5

0 0 1

0 1

Solution: Characteristic polynomial is det (A I) = 0 1 2 = (1 )2

0 0 1

which has roots = 0 and = 1 (multiplicity = 2)

In the previous example, it is not clear how many independent eigenvectors exist when = 1: The

eigenvalue has a multiplicity of 2, but that doesn’t assure us that there will be two independent

eigenvectors.

Example 6: In the previous example, …nd the eigenvector(s) corresponding to each eigenvalue.

2 3

1 0 1

6 7

A I=A I=4 0 06 2 7

5 which is in echelon form.

0 0 0

2 32 3 2 3

1 0 1 x1 0

6 76 7 6 7

Solving 6 76

4 0 0 2 5 4 x2

7 = 6 0 7 we have x3 = 0; x2 = t and x1 + x3 = 0 so x1 = 0 also.

5 4 5

0 0 0 x3 0

2 3 2 3 2 3

x1 0 0

6 7 6 7 6 7

Thus the eigenvectors for = 1 are 6 7 6 7 6 7

4 x2 5 = 4 t 5 = t 4 1 5 ; that is, the non-zero multiples

x3 0 0

of the vector x = (0; 1; 0) :

Eigenvectors for =0:

2 3 2 3 2 3

0 0 1 0 1 2 0 1 2

6 7 6 7 6 7

A I=A=6 7

4 0 1 2 5 R $R 4 0 0 1

6 7

5 R

6 0 0 1 7 (now in ech-

4 5

1 2 3 R2 ! R3

0 0 1 0 0 1 0 0 0

elon form)

2 32 3 2 3

0 1 2 x1 0

6 76 7 6 7

Solving 4 0 0 1 5 4 x2 5 = 4 0 7

6 7 6 7 6

5 we have x3 = 0; x2 + 2x3 = 0 (and hence x2 = 0) while

0 0 0 x3 0

x1 is free and we set x1 = t:

2 3 2 3 2 3

x1 t 1

6 7 6 7 6 7

6 7

Thus the eigenvectors for = 0 are 4 x2 5 = 4 06 7 = t 6 0 7 ; that is, the non-zero multiples

5 4 5

x3 0 0

of the vector x = (1; 0; 0) :

Example 7: Find the eigenvalues and corresponding eigenvectors for the matrix

2 3

0 0 0

6 7

A=6 4 0 1 0 5

7

1 0 1

0 0

Solution: Characteristic polynomial is det (A I) = 0 1 0 = (1 )2

1 0 1

which has roots = 0 and = 1 (multiplicity = 2)

The eigenvectors:

=1:

2 3 2 3

1 0 0 1 0 0

6 7 6 7

A I=A I=64 0 0 0 7

5 R +R !R 4

6 0 0 0 7 which is in echelon form.

5

3 1 3

1 0 0 0 0 0

2 32 3 2 3

1 0 0 x1 0

6 76 7 6 7

Solving 6

4 0 0 0 754

6 x2 7 6 7

5 = 4 0 5 we have x1 = 0; x2 and x3 are free so we set x2 = s

0 0 0 x3 0

and x3 = t:

2 3 2 3 2 3 2 3

x1 0 0 0

6 7 6 7 6 7 6 7

Thus the eigenvectors for = 1 are 64 x 2

7 = 6 s 7 = s 6 1 7 + t 6 0 7 ; that is, the sums of

5 4 5 4 5 4 5

x3 t 0 1

non-zero multiples of (0; 1; 0) and (0; 0; 1) :

=0:

2 3 2 3

0 0 0 1 0 1

6 7 6 7

A I=A=6 4 0 1 0 7

5 R $R 4

6 0 1 0 7 which is in echelon form.

5

3 1

1 0 1 0 0 0

2 32 3 2 3

1 0 1 x1 0

6 76 7 6 7

Solving 6 76 7 6 7

4 0 1 0 5 4 x2 5 = 4 0 5 we have x2 = 0; and x1 + x3 = 0 with x3 as free.

0 0 0 x3 0

2 3 2 3 2 3

x1 t 1

6 7 6 7 6 7

We set x3 = t; giving 6 7 6 7 6 7

4 x2 5 = 4 0 5 = t 4 0 5 that is, the non-zero multiples of the

x3 t 1

vector x = ( 1; 0; 1) :

5. Properties of eigenvalues

necessarily distinct.)

Property 1: The sum of the eigenvalues of A is equal to the sum of the elements of the diagonal

of A:

n

X n

X

i = 1 + 2 + ::: + n = aii

1 1

n

a

i = 1 2 ::: n = det(A)

1

Property 3: The eigenvalues of the inverse matrix A 1, provided they are non-zero, are:

1 1 1

; ; ::: ;

1 2 n

Property 4: The eigenvalues of the transposed matrix AT are the same as those of A.

respectively

1 k; 2 k; 3 k; : : : n k:

k k k k

1; 2; 3; :::; n

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Further Calculus

Implicit di¤erentiation Logarithmic di¤erentiation

Lecture 11 Text Reference: §8.3.14&8.4

Functions such as f (x) = x sin x express f (x) explicitly in terms of x: Expressions of the form

x2 + y 2 = 4; or 2y + x = 11; de…ne an implicit relationship between x and y:

(indeed the expression may not even de…ne a function), without solving for the dependent variable

y:

Illustrative example

The implicit relation x2 + y 2 = 4 is the equation of a circle, centre (0; 0), radius 2. Solving for

p p

y gives y 2 = 4 x2 and hence y = 4 x2 or y = 4 x2 : The equation x2 + y 2 = 4 thus

p

represents two functions of x : y1 = 4 x2 .

and

p

y2 = 4 x2

Both these forms are readily di¤erentiated using the chain rule:

dy1 dy2

: :

dx dx

du du

let u = 4 x2 = 2x let u = 4 x2 = 2x

dx dx

dy1 dy1 du dy2 dy2 du

= =

dx du dx dx du dx

1 1=2 1 1=2

= u 2x = u 2x

2 2

1=2 1=2

= x 4 x2 = x 4 x2

x x

= =

y1 y2

dy2 x

Note that both results can be expressed in terms of y; indeed as the same expression. ( = :)

dx y

Examples

1. x2 + y 2 = 4:

This equation implicitly de…nes y as a function of x; so we can di¤erentiate both sides with

respect to x :

d

2x + dx y2 = 0

d dy

2x + dy y2 dx = 0 by the chain rule

dy

2x + 2y dx =0

dy

Now solve for dx :

dy x

ANS: = : Compare this answer with that obtained in the illustrative example above

dx y

2. The equation 5x2 6xy + 5y 2 = 16 de…nes an ellipse, and while it is possible it is neither

desirable nor necessary to …nd y explicitly in terms of x:

3

y

-3 -2 -1 1 2 3

x

-1

-2

-3

Di¤erentiate both sides with respect to x; taking care with the product xy and a double chain

rule on 5y 2 :

dy d

10x 6 y + 6x dx + dx 5y 2 = 0 using the product rule

dy d dy

10x 6y 6x dx + dy 5y 2 dx = 0 using the chain rule

dy dy

10x 6y 6x dx + 10y dx =0

dy

Grouping: 10x 6y + dx (10y 6x) = 0

dy

Now solve for dx :

dy 6y 10x 3y 5x

ANS: = = : (Observe also the faint lines 3y 5x = 0 where the curve is

dx 10y 6x 5y 3x

horizontal and 5y 3x = 0 where the curve is vertical.)

3. x3 + y 3 = 6xy 5

y

4

-5 -4 -3 -2 -1 1 2 3 4 5

-1 x

-2

-3

-4

-5

Di¤erentiate both sides with respect to x; taking care with the chain rules on x3 and y 3 :

x3 + y 3 = 6xy

d dy

3x2 + dx y 3 = 6 y + 6x dx

d dy dy

3x2 + dy y3 dx = 6y + 6x dx

dy dy

3x2 + 3y 2 dx = 6y + 6x dx

dy

dx 3y 2 6x = 6y 3x2

dy 6y 3x2 2y x2

ANS: = 2 = 2

dx 3y 6x y 2x

4. Problem type: Find the point(s) on the curve (x 1)2 + (y + 2)2 = 4

where the gradient of the tangent is 1.

Di¤erentiate both sides with respect to x : 1

y

dy

2(x 1) + 2(y + 2) dx =0

dy x 1

so dx = y+2 -2 -1 1 2 3 4

x

This is equal 1 where (x 1) = y + 2,

-1

i.e. along the line y = x 1 (Sketch)

-2

Intersection with the curve (x 1)2 + (y + 2)2 = 4

(x 1)2 + ( x + 1)2 = 4 -3

(x 1)2 + ( 1)2 (x 1)2 = 4

2(x 1)2 = 4 or (x 1)2 = 2 -4

p

so (x 1) = 2

p p

giving x = 1 + 2 or x = 1 2 -5

p p p p

1 + 2; 2 2 and 1 2; 2 + 2

Logarithmic Di¤erentiation

can often be simpli…ed by taking logarithms. The method is called logarithmic di¤erentiation.

p

x4 x2 + 1

Example 1 Di¤erentiate y =

(2x + 3)6

Take loge of both sides:

p

ln y = ln x4 x2 + 1 ln (2x + 3)6

p

= ln x4 + ln x2 + 1 6 ln(2x + 3)

= 4 ln (x) + 21 ln x2 + 1 6 ln(2x + 3)

1 dy 4 1 2x 1

= + 2

6 2

y dx x 2 x +1 2x + 3

4 x 12

= + 2

x x + 1 2x + 3

dy

Now solve for :

dx

dy 4 x 12

=y + 2

dx x x + 1 2x + 3

p

x4 x2 + 1 4 x 12

= +

(2x + 3)6 x x2 + 1 2x + 3

Example 2 Find the derivative of y = 3x

ln y = ln (3x )

= x ln 3

1 dy

= ln 3

y dx

dy

Now solve for :

dx

dy

= y ln 3

dx

= 3x ln 3

Hence the derivative of an exponential function is a constant multiple of the exponential function.

Example 3 Find the derivative of y =

(3 4x)2 (1 + x2 )3

Take loge of both sides:

1 dy 3 2 4 2x

= +5 2 3

y dx x 1 2x + 5 3 4x 1 + x2

3 10 8 6x

= + +

x 1 2x + 5 3 4x 1 + x2

dy

Now solve for :

dx

dy 3 10 8 6x

=y + +

dx x 1 2x + 5 3 4x 1 + x2

(x 1)3 (2x + 5)5 3 10 8 6x

= + +

(3 4x)2 (1 + x2 )3 x 1 2x + 5 3 4x 1 + x2

Example 4 (Problem type): Determine the location and nature of any stationary points of

y = xx and hence sketch the graph of y = xx :

4

y

-1.0 -0.8 -0.6 -0.4 -0.2 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 2.0

x

-1

dy d2 y

Find both dx and dx2

implicitly:

loge y = x loge x;

dy

(1=y) = loge x + 1

dx

dy

so = y (loge x + 1) = xx (loge x + 1) :

dx

dy

Notice that = 0 at the point where loge x + 1 = 0 and only there, giving the coordinates of

dx

e 1 1

the stationary point as e 1 ; e 1 = e 1; e e :

dy

For the second derivative we di¤erentiate the equation dx = y (loge x + 1) implicitly:

d2 y dy d

= (loge x + 1) + y (loge x + 1) (product rule)

dx2 dx dx

dy 1

= (loge x + 1) + y

dx x

1

= xx (loge x + 1)2 + xx = xx (loge x + 1)2 + xx 1

:

x

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Further Calculus

: Hyperbolic functions Identities

Lecture 12 Text Reference: §2.7, 8.3.12

1. De…nitions: Trig functions are often called ‘circular’functions because (cos t; sin t) lies on

the curve x2 + y 2 = 1; (i.e. the unit circle).

Hyperbolic functions have a very similar relationship with the hyperbola x2 y 2 = 1; with the

point (cosh t; sinh t) lying on the right branch of this curve.

y y

0 x

Q 0 x

2

x 2 + y =1

2

x 2 - y =1

The Hyperbolic functions arise from certain combinations of exponential functions, and occur

frequently in applications of mathematics. For example, the shape of a hanging wire (a catenary

curve) is described by a ‘cosh’expression.

ex + e x

De…nitions: cosh x = pron. ‘cosh’

2

ex e x

sinh x = pron. ‘shine’

2

sinh x ex e x

tanh x = = x x

pron. ‘tanch’

cosh x e +e

The reciprocal functions can also be de…ned:

1 2

sech x = = x x

pron. ‘sech’as in fetch

cosh x e +e

1 2

csch x = = x x

pron. ‘cosech’as in go-fetch

sinh x e e

1 cosh x ex + e x

coth x = = = x x

pron. ‘coth’as in goth

tanh x sinh x e e

2. Graphs:

5

y

-5 -4 -3 -2 -1 1 2 3 4 5

x

-1

y = cosh x; y = 12 ex ; y = 21 e x

5

y

4

-5 -4 -3 -2 -1 1 2 3 4 5

-1 x

-2

-3

-4

-5

y = sinh x; y = 12 ex ; y = 1

2e

x

2

y

-3 -2 -1 1 2 3

x

-1

-2

y = tanh x; y = 1; y = 1

5

y

4

-5 -4 -3 -2 -1 1 2 3 4 5

-1 x

-2

-3

-4

-5

y = csch x; y = sinh x

3. Hyperbolic identities

Hyperbolic identities hold in similar ways to the trig identities; some of these include

a) cosh2 x sinh2 x = 1

b) 1 tanh2 x = sech2 x

Osborn’s rule: In general, to obtain the formula for hyperbolic functions from the analogous

identity for circular functions, replace each circular function by the corresponding hyperbolic

function and change the sign of every product (or implied product) of two sines.

Examples

cos2 x + sin2 x = 1 becomes cosh2 x sinh2 x = 1

8 8

> 2 2 > 2 2

< cos x sin x

> < cosh x + sinh x

>

cos 2x = 2 cos2 x 1 cosh 2x = 2 cosh2 x 1

>

> >

>

: 1 2 sin2 x : 1 + 2 sinh2 x

sin2 x

2 2 because tan2 x = cos2 x

is an

1+ tan2 x = sec2 x 1 tanh x = sech x

implied product of two sines

4. Relationship between circular and hyperbolic functions

Since (i) ei = cos + i sin and (ii) e i = cos ( ) + i sin ( ) = cos i sin

adding: 2 cos = ei + e i

from which cos = cosh (i )

ei e i sinh (i )

and subtracting (ii) from (i) gives sin = =

2i i

Then cosh i = cos

sinh i = i sin

cos i = cosh

sin i = i sinh

These are easily found using di¤erentiation of exponentials ( again note the similarities with trig

function derivatives).

d

(sinh x) = cosh x (apply de…nition and use derivatives of ex and e x)

dx

d

(cosh x) = sinh x (apply de…nition and use derivatives of ex and e x)

dx

d cosh2 x sinh2 x

(tanh x) = = sech2 x (apply de…nition and quotient rule, use identity

dx cosh2 x

cosh2 x sinh2 x = 1)

d cosh x

(csch x) = = csch x coth x (apply de…nition and quotient rule, use identity

dx cosh2 x 1

cosh2 x sinh2 x = 1)

d sinh x

(sech x) = = sech x tanh x (apply de…nition and quotient rule, use identity

dx cosh2 x

cosh2 x sinh2 x = 1)

d sinh2 x cosh2 x

(coth x) = = csch2 x (apply de…nition and quotient rule, use identity

dx sinh2 x

cosh2 x sinh2 x = 1)

Examples

p

1. Find the derivative of f (x) = cosh x.

1 1=2 d

f 0 (x) = 2 (cosh x) dx (cosh x) (applying the chain rule)

1 1=2

= 2 (cosh x) (sinh x) (applying the rule obtained 4 (ii))

sinh x

= p

2 cosh x

p

2. Find the derivative of f (x) = cosh x.

p d p

f 0 (x) = sinh ( x) dx ( x) (applying the chain rule)

p

= (sinh ( x)) 12 (x) 1=2

p

sinh ( x)

= p

2 x

3. Find f 0 (x) if f (x) = sinh x + cosh x.

There is only one function f which is equal its derivative and which satis…es f (0) = 1: Namely

f (x) = ex : It must be therefore that cosh x + sinh x = ex :

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Further Calculus

Inverse Hyperbolic functions Log form Derivatives

Lecture 13 Text Reference: §2.7.4

Since the hyperbolic sine, sinh, and the hyperbolic tangent, tanh, are one-to-one, their inverses

are fully de…ned without needing to consider domain restrictions. For the hyperbolic cosine,

cosh, which is not one-to-one, we use a restricted domain of [0, 1) to de…ne its inverse.

Since the hyperbolic functions are de…ned in terms of exponentials, their inverses can be de…ned

in terms of natural logarithms. This de…nition is often called the logarithmic form of the inverse.

Examples

1. Find the logarithmic form, domain and range of the inverse of the principal branch of

f (x) = cosh x.

Sketch the graph of y = cosh(x) and its inverse on the same axes.

1

(restricted) cosh x : domain: [0; 1) cosh x: domain: [1; 1)

range: [1; 1) range: [0; 1)

1 1

deriving the log form of cosh x: y = cosh x so cosh y = x

1

x= 2 (ey + e y)

2x = ey + e y

2xey = e2y + 1

0 = e2y 2xey + 1

p

y 2x 4x2 4

e = (quadratic formula)

2

y 2x + 2 x2 1 1

e = since the range of cosh is

2

[0; 1) and ) ey 1)

p

ey = x + x2 1

1

p

y = cosh x = ln x + x2 1

1

(restricted) cosh x : domain: [0; 1) cosh x: domain: [1; 1)

range: [1; 1) range: [0; 1)

p

log form: ln(x + x2 1)

5

y

-1 1 2 3 4 5

x

-1

1

cosh x and cosh x

The derivatives of the inverse functions can be found by di¤erentiating the logarithmic form, or

by implicit di¤erentiation.

x, the derivative is found as follows:

x, the derivative is found as follows:

Function Properties Log Form Derivative

y 4

-4 -2 2 4

x

-2

Domain: Range: -4

1

p 1

sinh x R R ln(x + x2 + 1) p

1 + x2

5

y

4

Domain: Range: -1 1 2 3 4 5

-1

x p 1

1

cosh x [1; 1) [0; 1) ln(x + x2 1) p

x2 1

2

y

1

-2 -1 1 2

x

-1

Domain: Range:

1 -2 1 1+x 1

tanh x ( 1; 1) R ln( )

2 1 x 1 x2

y 4

-4 -2 2 4

x

-2

Domain: Range: -4 r !

1 1 1 1

csch x Rn f0g Rn f0g ln + +1 p

x x2 jxj x2 + 1

5

y

4

Domain: Range: -1 1 2 3 4 5 r !

1 -1

x 1 1 1

sech x (0; 1) [0; 1) ln + 1 p

x x2 x 1 x2

4

y

2

-4 -2 2 4

x

-2

Domain: Range:

1 -4 1 1+x 1

coth x Rn [ 1; 1] Rn f0g ln

2 x 1 1 x2

Examples

1

1. Show that f (x) = tanh x is always increasing.

d 1 1

tanh x =

dx 1 x2

1

and 1 x2 is positive on the domain of tanh ; namely ( 1; 1) : Thus

d 1 1

tanh x = >0

dx 1 x2

1

and hence tanh x is always increasing.

1

2. Find the derivative of tanh (sin x).

d 1 1

tanh (sin x) = cos x

dx 1 sin2 x

1

= cos x using 1 sin2 x = cos2 x

cos2 x

= sec x

Z 1

dx

3. Evaluate p .

0 1 + x2

Z 1

dx 1 1

p = sinh x 0

0 1 + x2

1 1

= sinh (1) sinh 0

1

p 1

= sinh (1) = loge 1 + 2 using the log form of sinh

Z 3

dx

4. Find p .

0 9 + 4x2

Z 3 Z 3

dx dx

p = q

0 9 + 4x2 0 3 1+ 4x2

9

Z 3

dx

= q

0 2x 2

3 1+ 3

3

1 3 2x

= sinh 1

3 2 3 0

1

= sinh 1 (2) 0

2

1 p 1

= loge 2 + 5 using the log form of sinh

2

1

5. Find f 0 (x) when f (x) = sinh (x2 ):

1

f 0 (x) = q 2x

1 + (x2 )2

2x

= p

1 + x4

1

6. Find the derivative of sinh (tan x). Comment in light of Q.2

d 1 1

sinh (tan x) = p sec2 x

dx 1+ tan2 x

1

= sec2 x using 1 + tan2 x = sec2 x

sec x

= sec x

d

= tanh 1 (sin x) from example 2

dx

1 1

Notice also sinh (tan (0)) = 0 and tanh (sin 0) = 0:

1 1

Provided sinh (tan (x)) and tanh (sin x) are de…ned on the same interval, and one which

includes x = 0 (for example 2; 2 ); we must conclude that they are the same function

on this interval.

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Further Calculus

Integration by parts use of complex exponential

Lecture 14 Text Reference: §8.8.3

Di¤erentiation techniques are usually fairly routine, following set rules and patterns. This is

not the case for antidi¤erentiation, where it can be far more challenging to …nd the appropriate

technique; some careful thinking must often be done to …nd the antiderivative. Sometimes an

antiderivative can’t be found in terms of elementary functions! Remember that all antiderivatives

can be checked by di¤erentiation, be prepared to have a go (even guess the answer?) and check

it back through by di¤erentiation.

R

e.g. Guess the answer for x cos xdx

The formula for Integration by Parts arises from the Product Rule for Di¤erentiation:

d du dv

(u(x)v(x)) = v(x) + u(x) so

Z dx dx dx

du dv

v(x) + u(x) dx = u(x)v(x)

dx dx

Z Z

du dv

vdx + u dx = uv

dx dx

Z Z

du dv

vdx = uv u dx

dx dx

R

This e¤ectively means that we are replacing the problem of …nding u0 (x)v(x)dx with the (eas-

R

ier?) problem of …nding u(x)v 0 (x)dx. To use this rule e¤ectively, we have to be careful in

choosing u and v. There are no general rules for choosing u and v, but the purpose is to obtain

a simpler integral.

Integration by parts is often used when integrating a product (but not always) and is usually

the second technique we would think to employ. (The method of substitution, covered in the

ENG1090 and specialist maths syllabus, being the …rst.)

Examples:

R Z Z

x cos xdx d

x cos xdx = x(sin x) dx

dx

Z

= x sin x 1 sin xdx

= x sin x + cos x + c

R Z Z

xex dx x d x

xe dx = x(e ) dx

dx

Z

= xex 1 ex dx

= xex ex + c

R Z Z

x ln xdx d 1 2

x ln xdx = ln x x dx

dx 2

Z

1 2 1 1 2

= x ln x x dx

2 x 2

Z

1 2 1

= x ln x xdx

2 2

1 2 1 2

= x ln x x +c

2 4

R Z Z

ln xdx d

ln xdx = ln x

(x) dx

dx

Z

1

= x ln x (x) dx

x

Z

1

= x ln x dx

2

= x ln x x + c

R

x2 ex dx

Z Z

2 x d x

x e dx = x2

(e ) dx

dx

Z

= x2 ex 2x ex dx

Z

2 x

= x e 2 xex dx

result from example 2 above

2 x

= x e 2 (xex + ex ) + c

R Z Z

1 xdx 1 1 d

tan tan xdx = tan x (x) dx

dx

Z

1 d

= x tan x x tan 1 x dx

dx

Z

1 x

= x tan x dx

1 + x2

Z

1 1 2x

= x tan x dx

2 1 + x2

1 1

= x tan x loge 1 + x2 + c

2

R Z Z

d

ex cos xdx ex cos xdx = ex (sin x) dx

dx

Z

d x

= ex sin x (e ) sin xdx

dx

Z

= ex sin x ex sin xdx

Z

d

= e sin x + ex

x

(cos x) dx

dx

Z

x x d x

= e sin x + e cos x (cos x) (e ) dx

dx

Z

= ex sin x + ex cos x (cos x) ex dx

Z

2 ex cos xdx = ex sin x + ex cos x

Z

1 x

Hence: ex cos xdx = e (cos x + sin x) + c:

2

Z

Complex numbers are extremely useful in obtaining integrals of the type eax cos bxdx or

Z

eax sin bxdx; and are usually much quicker than integration by parts.

Examples

R x Z Z

x

e cos xdx e cos xdx = Re ex (cos x + i sin x) dx

Z

= Re ex eix dx

Z

= Re ex+ix dx

Z

= Re ex(1+i) dx

Z

1 x+ix

Now ex(1+i) dx = e

1+i

1 x

= e (cos x + i sin x)

1+i

1 i x 1 1 1 i

= e (cos x + i sin x) : (using =

2 1+i 1+i 1 i

1 i

= )

Z 2

1 x

Taking the real part: ex cos xdx = e (cos x + sin x)

2

Z

1 x

Hence: ex cos xdx = e (cos x + sin x) + c:

2

R Z Z

e x sin 2xdx x x

e sin 2xdx = Im e (cos (2x) + i sin (2x)) dx

Z

x

= Im e ei2x dx

Z

x+2ix

= Im e dx

Z

= Im ex( 1+2i)

dx

Z

1

Now ex( 1+2i)

dx = ex( 1+2i)

1 + 2i

1

= e x (cos 2x + i sin 2x)

1 + 2i

1 2i x

= e (cos 2x + i sin 2x)

Z 5

x 2 x 1 x

Taking the imaginary part e sin 2xdx = e cos 2x e sin 2x + c

5 5

R Z Z

e3x cos xdx e 3x

cos xdx = Re e3x (cos x + i sin x) dx

Z

= Re e3x eix dx

Z

= Re ex(3+i) dx

Z

1 3x

Now ex(3+i) dx = e (cos x + i sin x)

3+i

3 i 3x

= e (cos x + i sin x)

Z 10

1 3x

Taking the real part: e3x cos xdx = e (3 cos x + sin x) + c

10

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Limits of Functions

Lecture 15 Limit properties ‘Squeeze’Principle l’Hopitals Rule

The limit laws are listed below. Essentially they allow ‘common sense’ manipulation of limit

expressions, following normal algebraic operations, e.g. the limit of a sum is the same as the sum

of its limits. It is important to note that these laws can only be applied when the combining

functions have an existing limit.

Suppose that c is a constant and the limits limx!a f (x) and limx!a g(x) exist. Then

x!a x!a x!a

x!a x!a x!a

x!a x!a

x!a x!a x!a

5. lim = if lim g(x) 6= 0:

x!a g(x) limx!a g(x) x!a

6. To evaluate limits we will make frequent use of the continuous function rule: :

x!a

x!a x!a

To make e¤ective use of rule 6 we will take it as known that the elementary functions (poly-

nomial, exponential, logarithmic, trigonometric and hyperbolic functions) are continuous

on their respective domains.

Examples: (examples 1-4 are evaluated using the limit laws above)

x2 (6x + 3)(2x 7)

1. Evaluate lim :

x!1 (x3 + 4)(x + 17)

lim = by rule 5 since lim (x3 + 4)(x + 17) 6= 0

x!1 (x3 + 4)(x + 17) limx!1 (x3 + 4)(x + 17) x!1

limx!1 1(9)( 5)

=

limx!1 (5)(18)

1

= :

2

In example 1 we could have found the limit by merely substituting in the value x = 1. If

we could always evaluate limits by doing this the concept of a limit would be super‡uous.

However the notion of a limit of a function f (x) as x ! a is most useful when f (x) is

unde…ned at x = a:

1

x x

2. Find lim

x!1 1 1

x

1

x x

lim

x!1 1 1

x

1 x2

= lim

x!1 1 x

(1 x) (1 + x)

= lim

x!1 1 x

= lim (1 x)

x!1

= 0

1 1

x+4 4

3. Find lim

x!0 x

1 1

x+4 4

lim

x!0 x

4 (x + 4)

= lim

x!0 x (x + 4) 4

x

= lim

x!0 x (x + 4) 4

x

= lim

x!0 x (x + 4) 4

1

= lim

x!0 (x + 4) 4

= 1 lim (x + 4) 4

x!0

1

=

16

p p

2 t 2

4. Find lim :

t!0 t

p p p p p p

2 t 2 2 t 2 2 t+ 2

lim = lim p p

t!0 t t!0 t 2 t+ 2

2 t 2

= lim p p

t 2 t+ 2

t!0

t

= lim p p

t!0 t 2 t+ 2

1

= lim p p

t!0 2 t+ 2

p p

= 1 lim 2 t+ 2

t!0

1

= p

2 2

The last four examples demonstrate the use of algebra in evaluating limits. However in

evaluating most limits the use of algebra alone will not be su¢ cient. The next technique

we introduce is much more powerful than algebraic methods.

Indeterminate forms and L’Hopital’s rule

Applying the limit techniques (particularly direct substitution) discussed earlier can often lead

0 1

to ‘meaningless’expressions of the type 0 or 1. These are called indeterminate forms, since

they have not correctly determined the true limit value.

However, if we ‘zoom in’ around x = a for 2 functions f and g, such that f (a) = g(a) = 0 we

f (x) f 0 (x)

can see that the value of g(x) g 0 (x) .

y

f

x

0 a

This forms the basis of L’Hopital’s Rule: Suppose f and g are di¤erentiable, with f (a) =

g(a) = 0. If f 0 and g 0 are continuous (but g 0 (x) 6= 0), then

f (x) f 0 (x)

lim = lim 0 :

x!a g(x) x!a g (x)

This rule can be applied for two-sided and one-sided limits, approaching a …xed value a or 1,

0 1

which give the indeterminate form or . To reduce expressions to a meaningful term, it may

0 1

be necessary to apply L’Hopital’s Rule two or more times.

Examples

sin 2x sin 2x 0

lim lim is of the form ` ’so that L’Hopital’s rule may be applied:

x!0 x x!0 x 0

2 cos (2x)

= lim

x!0 1

2

= lim

x!0 1

= 2

ln x ln x 1

lim lim is of the form ` ’so that L’Hopital’s rule may be applied:

x!1 x x!1 x 1

1

x

= lim

x!11

1

= lim

x!1 x

= 0

x sin x

lim

x!0 x3 x sin x 0

lim 3

is of the form ` ’so that L’Hopital’s rule may be applied:

x!0 x 0

1 cos x 0

= lim is of the form ` ’so that L’Hopital’s rule may be applied again

x!0 3x2 0

sin x 0

= lim is of the form ` ’

x!0 6x 0

cos x

= lim

x!0 6

1

=

6

There are other types of indeterminate forms, involving combinations of 0 and 1, dealt with as

follows:

Indeterminate Product 0: 1

f (x)

If lim f (x)g(x) = 0 1 re-arrange f (x)g(x) to 1=g(x) , then apply L’H Rule.

x!a

lim x ln x lim x ln x is of the form `0 1’so that some rearrangement is necessary

x!0+ x!0+

ln x 1

= lim is now of the form ` ’so that L’Hopital’s rule may be applied

x!0 (1=x) 1

x 1

= lim

x!0 x 2

x2

= lim

x!0 x

x

= lim

x!0 1

= 0

Indeterminate Di¤erence 1 1

If limx!a [f (x) g(x)] = 1 1, convert the expression to a single fraction, using common

0 1

denominators, factorisation, or rationalisation, to produce a 0 or 1 form. Then apply L’H Rule.

Examples

lim [ 1 1

] 1 1

x!0 x sin xlim [ sin x ] is of the form `1 1’so that some rearrangement is necessary

x!0 x

sin x x 0

= lim is now of the form ` ’so that L’Hopital’s rule may be applied

x!0 x sin x 0

cos x 1 0

= lim sin x+x cos x a ‘ ’form’

x!0 0

sin x

= lim cos x x sin x+cos x applying L’Hopital’s rule

x!0

limx!0 sin x

= limx!0 (cos x x sin x+cos x) applying rule (5)

= lim 0

x!0 2

= 0

Indeterminate Powers 00 , 11 , 10 .

For these indeterminate forms, begin with y = f (x)g(x) .

Examples

x!0+

x!0+ x!0+

then ln lim xx = ln L

x!0+

x!0+ x!0+

so lim ln (xx ) = ln L

x!0+

now lim x ln (x) = 0 from the example above hence

x!0+

ln L = 0 giving L = e0 = 1

Hence lim xx = 1

x!0+

x

2

lim 1+ = a ‘10 ’form

x!0 x

2 x 2

suppose for the moment that lim (1 + ) exists, so let lim (1 + )x = L

x!0 x x!0 x

2

then ln lim (1 + )x = ln L

x!0 x

2 2

since ln is continuous ln lim (1 + )x = lim ln(1 + )x

x!0 x x!0 x

2

so lim ln(1 + )x = ln L

x!0 x

2 x 2

now lim ln 1 + = lim x ln(1 + ) = ::::a ‘0 1’form

x!0 x x!0 x

2

ln(1 + x ) 1

= lim = ::::a form

x!0 1=x 1

1=(1 + x2 ) 2=x2

= lim applying L’Hopital’s rule

x!0 1=x2

1

= lim 2

x!0 (1 + x2 )

= 2

2

ln L = 2 giving L = e :

x

2

Hence lim 1+ = e 2

x!0 x

If a function g(x) is ‘trapped’between 2 other functions f and h such that f (x) g(x) h(x),

and lim f (x) = lim h(x) = L, then lim g(x) = L:

x!a x!a x!0

h

L g

f

a x

We can use this to evaluate limits of expressions where Limit Laws cannot successfully be applied:

Example:

Show that

1

lim x sin = 0:

x!0 x

1

Can we solve this by …nding lim x lim sin ?

x!0 x!0 x

1

graph of y = sin x

1

Remember that to apply the Limit Laws both limits must exist. Clearly lim sin does not exist.

x!0 x

1

We know that 1 sin 1, so we can introduce a ’squeeze’situation by using

x

1

jxj x sin jxj

x

1

graph of y = x sin x

1

Now lim jxj = 0 and limx!0 jxj = 0, so we have lim x sin

= 0.

x!0 x!0 x

Example: A very common limit encountered by engineering students is

x

lim e sin x

x!1

x x x

e e sin x e

x x x sin x

Now lim e = 0 and similarly lim e = 0 hence lim e = 0:

x!1 x!1 x!1

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Further Calculus

Improper integrals

Lecture 16 Text Reference: §9.2

Z 1

1 1 1

dx = x 1

= 1 1= 2

1 x2

1

ANS: The function f (x) = x2

is always positive. The de…nite integral of a positive function can

never be negative. (De…nite integrals give the ‘signed’area between a curve and the x axis.

For a curve which is always positive this signed area must also be positive.)

not entitled to do so.

taking an antiderivative of the integrand requires that the integrand be continuous over a …nite

domain of integration [a; b].

1

The function x2

is not continuous on the domain [ 1; 1]. (In fact of course it is not even de…ned

on [ 1; 1] :)

Z 1 Z 1 Z 0

1 1 1

dx = dx + dx

1 x2 0 x2 1 x2

However this introduces a new problem. The integrands in both these integrals are not Riemann

integrable in the normal sense because they are not bounded. (The function is unbounded near

x = 0:)

Z 1

There are two types of improper integrals: an expression like ex dx is improper

1

because the domain of integration, in this case [1; 1) ; is not bounded,

Z 1

1

and expressions like 2

dx where the range of the integrand is unbounded on

0 x

1

the interval of integration. (In this case the function 2 is unbounded on [0; 1] :

x

When the domain of integration is not …nite we have a Type 1 improper integral.

When the integrand is unbounded at a particular point, but continuous elsewhere, we have a

Type 2 improper integral.

For these integrals, we are attempting to …nd the area of an ‘in…nite space’. To do this, we

evaluate the de…nite integral over a …nite interval, and investigate the limit of the integral as the

interval is extended.

Example

Z 1

1 1

dx:; geometrically this is the area under the curve y = x2

to the right of x = 1:

1 x2

Z 1

1

2

dx:

1 x

Z t

1 t

= lim dx = lim x 1 1

t!1 1 x2 t!1

1

= lim + 1 = 1:

t!1 t

Z 1

1

We say that dx is convergent.

1 x2

We use the following de…nitions to evaluate these integrals:

Z 1 Z t

To de…ne f (x)dx we require two things, (i) that f (x)dx exists for every number t a

a 1 Z t

(ii) that the limt!1 f (x)dx exists and is …nite.

Z t 1

a

Z 1 Z t

Provided these two conditions are satis…ed we de…ne f (x)dx = lim f (x)dx:

a t!1 a

Z a

A similar statement can be made regarding the de…nition of f (x)dx:

1

Z 1

The integral f (x)dx is also considered a type I integral, we de…ne

1

Z 1 Z 0 Z 1

f (x)dx = f (x)dx + f (x)dx

1 1 0

provided the two improper integrals on the right are convergent independently.

Note: In each of these cases, if the integral exists, we say that the improper integral is convergent

and that the limit becomes the value of the improper integral. If the limit fails to exist, the

improper integral is divergent.

Example Z 1

2x

Determine if e dx is convergent or divergent.

0

Z 1

e 2x dx

0

Z t

2x

= lim e dx

t!1 0

t

1 2x

= lim e

t!1 2 0

1 2t 1

= lim e +

t!1 2 2

1

= : (The integral is convergent.)

2

Example Z 1

1

Determine if dx is convergent or divergent.

1 x

Z 1

1

dx

1 x

Z t

1

= lim dx

t!1 1 x

t!1

= lim (loge t)

0 = 1 since loge x is an unbounded function as x ! 1:

t!1

Z 1

1

This means the integral dx diverges.

1 x

Example Z 1

1

For what values of p is dx convergent?

1 xp

Z 1 Z t

1 1

p

dx = lim dx

1 x t!1 1 xp

t

1 p+1

= lim x provided p 6= 1

t!1 1 p 1

1 p+1 1

= lim t

t!1 1 p 1 p

1 p+1 1 p+1

Now t ! 1 for large t if p < 1; and t ! 0 for large t if p > 1:

1 p 1 p

Z 1

1

We conclude p

dx converges if p > 1 and diverges if p 1: (The case p = 1 was considered

1 x

in the previous example.)

Example

Z 1

1

Evaluate dx

1 1 + x2

Z 1 Z 1

1 1

If dx is to converge we require the (independent) convergence of both dx

1 1 + x2 0 1 + x2

Z 0

1

and dx.

1 + x2

Z1 1 Z t

1 1

Now 2

dx = lim 2

dx

0 1+x t!1 0 1+x

1 t

= lim tan x 0

t!1

1 1

= lim tan t tan (0)

t!1

= 0= :

2 2

Z 1

1

So dx converges

0 1 + x2

Z 0 Z 0

1 1

And dx = lim dx

1 1 + x2 t! 1 t 1 + x2

1 0

= lim tan x t

t! 1

1

=0 lim tan t

t! 1

=0 = :

2 2

Z 0

1

So dx also converges.

1 1 + x2

Z 1 Z 0 Z 1

1 1 1

We write dx = dx + dx = .

1 1 + x2 1 1 + x2 0 1 + x2

Type 2 - integrand unbounded at a single point

limx!b f (x) = 1 or 1: [correct typos]

Z b Z b Z t

Provided limx!b f (x)dx exists, we de…ne f (x)dx = lim f (x)dx [correct typos]

a a t!b a

[an analogous de…nition can be made when f is not bounded at a]

Z 1

1

Now we see why we have the apparent contradiction in the example: dx.

1 x2

Z 1 Z 1 Z 0

1 1 1

The integral dx is unde…ned because neither dx nor dx exists

1 x2 0 x2 1 x2

Z 1

1

dx

0 x2

Z 1

1

= lim dx

t!0+ t x2

1 1

= lim x t

t!0+

1

= lim 1+

t!0+ t

= 1: (The integral is divergent.)

Z 0

1

Similarly 2

dx diverges.

1 x

(Of course the failure of just one of these limits to exist results in the integral being unde…ned.)

Example

Is the area under the curve y = p1 from x = 0 to x = 1 …nite? If so, what is it?

x

If the integral contains a discontinuity, we attempt to evaluate the integral to the left and/or to

the right of the discontinuous point.

Z 1

1

Solution: The area, if it exists, is given by p dx: This integral is improper since the

0 x

integrand is unbounded at x = 0:

Z 1

1

So p dx

0 x

Z 1

1

= lim p dx

t!0+ t x

h i1

= lim 2x1=2

t!0+ t

p

= lim 2 2 t

t!0+

= 2:

Examples: Evaluate each of the following when they exist and explain the situation otherwise:

Z 1

1

Find p dx

0 1 x2

Z t

1

= lim p dx

t!1 0 1 x2

1 t

= lim sin x 0

t!1

1

= lim sin t 0

t!1

1

= sin (1)

= =2

Z e

Find ln xdx

0

Z e

= lim ln xdx

t!0+ t

Z

= lim [x ln x x]et (see lecture 14: ln xdx = x ln x x),

t!0+

= e ln e e lim (t ln t t)

t!0

=e e 0 since lim t ln t = 0:

t!0

The Comparison Test for Improper Integrals allows us to discuss the convergence of an im-

proper integral for which there is no exact value by comparing it to a known function.

Z 1 Z 1

1. g(x)dx is convergent if f (x)dx is convergent.

a a

Z 1 Z 1

2. f (x)dx is divergent if g(x)dx is divergent.

a a

Example

Z 1

x2

Show that e dx is convergent. (This integral cannot be evaluated by elementary means

1

since the antiderivative of e x2 is not an elementary function).

2

Solution:We compare the integrand e x with e x :

1 1 2

Since x2 x for all x 1 we have x2 (in fact e x approaches 0 at a much faster rate

e ex

than does e x ):

Z 1 Z 1

x2

So, using the comparison test, e dx converges if we can show e x dx converges.

1 1

Z 1

e x dx

1

Z t

x

= lim e dx

t!1 1

x t

= lim e 1

t!1

t 1

= lim e +e :

t!1

Z 1 Z 1

t x x2

since lim e exists (in fact = 0) the integral e dx converges and hence e dx

t!1 1 1

also converges. Its value (whatever it might be) is a number < e 1:

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Further Calculus

Lecture 17 slab and washer methods shell method

Text Reference: §8.9.1

Volumes of solids

Most regular solids have a ‘formula’to use to calculate their volume

Where do these formulae come from, and how do we …nd volumes of other solids?

and a representative slice is used for the cross-

sectional area.

the volume of a typical slice is

V = A(x) x:

Z b

V = A(x)dx

a

Example 1 Find the volume of a sphere of radius r with centre at the origin.

V = A(x) x

= [y (x)]2 x

So that

Z r p 2

V = r2 x2 dx

r

Z r p

= 2 r2 x2 dx since r2 x2 is an even function

0

r

21 3

= 2 r x x

3 0

1 3

= 2 r3 r

3

4 3

= r

3

Slab method:

The sphere is an example of a solid of revolution. These are formed when a region (in this

case the region bounded by the x -axis and the upper half of the circle centred at the origin and

of radius r ) of the Cartesian plane is rotated about the x -axis. The cross-sectional area of a

typical slice is then in the shape of a disk, and being circular has area

A = r2 = f (x)2 ; where f (x) = height of each slice above the x -axis and therefore the radius

of each slab.

Thus, for a volume of a solid of revolution bounded by the x-axis, y = f (x); x = a and x = b; we

have

Zb

V = [f (x)]2 dx

a

Washer method

The volume formed by rotation around the x -axis of an area between 2 curves can often be

determined by using the washer method. For this we use

Z b h i

V = f (x)2 g(x)2 dx

a

The shape created will be a washer, sitting perpendicular to the x -axis.

Example 2 Find the volume of the solid formed when the region bounded by y = x and y = x2

is rotated through 2 radians about the x -axis.

V = A(x) x

= [f (x)]2 [g(x)]2 x

Z b h i

V = f (x)2 g(x)2 dx

a

Z 1

2

= x2 x2 dx

0

1 3 1 5 1

= x x

3 5 0

1 1 2

= =

3 5 15

Example 3 Find the volume of the solid formed when the region bounded by y = x and y = x2

is rotated through 2 radians about the y-axis.

V = A(y) y

= [x2 (y)]2 [x1 (y)]2 y

Z 1h i

p

V = ( y)2 y 2 dy the y terminals are y = 0 and y = 1

0 p

the outer radius x2 is y = x2 or x2 (y) = y

and the inner radius is x1 (y) = y

Z 1

= y y 2 dy

0

1 2 1 3 1

= y y

2 3 0

1 1

= =

2 3 6

Shell method:

In …nding the volume of a solid of revolution which has been rotated about the y-axis, it may

sometimes be more useful to …nd the volume using cylindrical (hollow) shells, where the shells

will be thin with axis the y-axis.

‡at rectangular solid, where

= 2 x f (x) dx

of the solid of revolution

Z b

V = 2 (shell radius) (shell height) dx

a

Z b

= 2 xf (x)dx

a

1. Draw the diagram, including a line to represent the radius perpendicular to the axis of

revolution.

3. Integrate the product 2 (shell radius) (shell height) to give the total volume.

Example 4 Find the volume of the solid obtained by rotating about the y-axis the region

bounded by y = x(x 1)2 and y = 0: (To attempt this example using the washer method would

be almost impossible.)

V = 2 x x(x 1)2 x

Z 1 0.5

V =2 x2 (x 1)2 dx y

0 0.4

Z 1

0.3

4 3 2

=2 x 2x + x dx 0.2

0

0.1

1

1 5 1 4 1 3

=2 x x + x -1.0 -0.8 -0.6 -0.4 -0.2 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 2.0

5 2 3 0 x

-0.1

1 1 1 -0.2

=2 +

5 2 3 -0.3

-0.4

=

15 -0.5

Example 5 (Example 3 again but this time via shell method.): Find the volume of the solid

formed when the region bounded by y = x, and y = x2 is rotated through 2 radians about the

y-axis.

V =2 x x x2 x

Z 1

V = 2 x x x2 dx

0

1

1 3 1 4

= 2 x x

3 4 0

1

= 2

12

= same as that obtained previously

6

The answers obtained by either method are identical, but the shell method avoids the use of

squaring.

Example 6 Find the volume of the solid generated when the region bounded by y = x1 ; y = 0,

x =1 and x = 10 is rotated about the y-axis, using cylindrical shells.

1

V = 2 x 0 x

x

= 2 x

Z 10

V = 2 1dx

1

= 2 9

= 18

The next example shows that the shell method can also be used to …nd volumes of revolution

about the x axis.

p

Example 7 The region bounded by y = x, the x -axis, and the line x = 4 is revolved about

the x -axis to generate a solid. Find its volume using shells.

V = 2 y (4 x) y

= 2 y 4 y2 y

Z 2

V = 2 y 4 y 2 dy note use of y values as terminals

0

2

1 4

= 2 2y 2 y

4 0

= 8

R4 p 2

Here the shell method is more complicated than the washer method: V = 0 ( x) dx = 8 :

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Sequences and Series

sequences limits of sequences

Lecture 18 Text Reference: §7.1,7.2,7.5

integers extending from some starting integer (usually 1) and then continuing inde…nitely.

The sequence fa1 ; a2 ; a3 ; a4 ; :::g is the ordered list of function values of a function a where

a (n) = an at each positive integer n: We usually specify a sequence by giving its general

term, the formula for an :

2. Examples:

1 n 1 1 1 1

(a) an = = ; ; ; ; :::

2 2 4 8 16

n 1 1 2 3

(b) an = = 0; ; ; ; :::

n 2 3 4

(c) an = ( 1)n 1

= f1; 1; 1; 1; :::g

n2 1 9 25 9

(d) an = n

= ; 1; ; 1; ; ; :::

2 2 8 32 16

n

cos 2 1 1 1

(e) an = = 0; ; 0; ; 0; ; :::

n 2 4 6

( )

1 n 3 2 4 3 5 4

(f) an = 1+ = 2; ; ; ; ::: :

n 2 3 4

3. De…nition: An in…nite sequence has a limit L if the terms of the sequence tend to that

limit. This is all very well but it doesn’t say very much. A real (or complex) number L

is the limit of a sequence fan g if for any number > 0 there is a number N such that all

terms of the sequence beyond N are within of L: Consult the picture on page 439 of your

text for a visual illustration of this de…nition. When an in…nite sequence fan g has a limit

L we write

lim an = L:

n!1

We are not going to use this de…nition in any formal sense because we are going to establish

convergence or divergence of sequences using the limit theorems which follow. However it

is important to bear in mind that the proofs of these theorems depend ultimately on this

de…nition.

Not all sequences have limits and those that do are said to be convergent to their limit.

If a sequence has no limit we say it diverges.

Many people have a false idea of a limit as a number which the terms of the sequence ‘get

closer to’somehow. Notice example (e) above which has the limit 0. Notice also that it is

not true to say that successive terms are getting closer to zero, in fact each non-zero term

is farther away from zero than its predecessor, which of course is exactly zero.

4. Examples:

1 n 1 1 1 1

(a) an = = ; ; ; ; ::: converges to 0:

2 2 4 8 16

n 1 1 2 3

(b) an = = 0; ; ; ; ::: converges to 1:

n 2 3 4

(c) an = ( 1)n 1

= f1; 1; 1; 1; :::g diverges since it oscillates inde…nitely between 1

and 1:

n2 1 9 25 9

(d) an = n

= ; 1; ; 1; ; ; ::: converges to 0:

2 2 8 32 16

n

cos 2 1 1 1

(e) an = = 0; ; 0; ; 0; ; ::: converges to 0:

n 2 4 6

( )

1 n 3 2 4 3 5 4

(f) an = 1+ = 2; ; ; ; ::: ; converges to e:

n 2 3 4

(g) an = n = f1; 2; 3; 4; :::g ; diverges since an ! 1; we also say that an is unbounded.

ways be more problematic.

(a) If we can show that the sequence is unbounded the sequence diverges. A sequence

fan g is unbounded if for all numbers M > 0 we may …nd an n such that jan j > M:

However, please remember that many bounded sequences are also divergent.

(b) If a sequence appears to have two or more di¤erent ‘limits’the sequence diverges. It

may happen, for example, that the sequence of odd terms of a converges to a limit

which is di¤erent to the limit of the sequence of even terms. This behaviour is apparent

in the example (c) above.

(c) Many divergent sequences behave like the divergent sequence an = sin (n) : The range

of this sequence is dense in the set [ 1; 1] which means we can pick any number in

[ 1; 1] and specify any positive distance we like, then there exists an n such that

sin (n) is as close as we please to our chosen number.

6. Sequence theorems

Suppose that c and p are constants and (unless stated otherwise) the limits limn!1 an

and limn!1 bn exist. Then

n!1 n!1 n!1

(b) lim [an bn ] = lim an lim bn

n!1 n!1 n!1

(c) lim [can ] = c lim an

n!1 n!1

(d) lim [an bn ] = lim an lim bn

n!1 n!1 n!1

an limn!1 an

(i) if limn!1 bn 6= 0 then limn!1 bn = limn!1 bn ;

an

(ii) if fan g is a bounded sequence and fbn g is unbounded then lim = 0: (It is

n!1 bn

not necessary that limn!1 an exists.)

n!1 n!1

Part (f) is really a special case of the Continuous function theorem which says

that

if f is a continuous function then lim [f (an )] = f lim an :

n!1 n!1

(f) lim c = c

n!1

(g) lim cn = 0 if jcj < 1 and divergent otherwise.

n!1

7. The following examples illustrate how the various properties listed above can be used to

establish convergence of sequences and …nd their limits.

1

(b) an = n converges to 0: Rather obvious but a special case of rule (e)ii.

n2 3n + 1

(c) an =

2n2 + 1

Write n2 3n + 1

an =

2n2 + 1

n 1 n3 +

2 1

n2

= 1

n2 2 + n2

3 1

1 n + n2

= 1

2+ n2

3 1

limn!1 1 n + n2

So lim an = 1 (apply rule (e))

n!1 limn!1 2 + n2

(1 0 + 0)

= (apply rule (a))

(2 + 0)

1

=

2

2n2 + 3n + 1

(d) an =

n3 + 1

Write 2n2 + 3n + 1

an =

n3 + 1

n 2 + n3 + n12

2

= 1

n3 1 + n3

3 1

1 2+ n + n2

=

n 1 + n12

3 1

1 limn!1 2 + n + n2

So lim an = lim 1 (apply rules (d,e))

n!1 n!1 n limn!1 1 + n2

=0 2

=0

p p

(e) an = n + 1 n

p p p p

n+1 n n+1+ n

an = p p (a trick that often works with di¤erence of sq. roots)

1 n+1+ n

n+1 n

= p p

n+1+ n

1

= p p

n+1+ n

1

So lim an = lim p p

n!1 n!1 n+1+ n

p p

=0 (since the sequences n + 1; n are unbounded)

Exercises Find the limits of the following sequences if they exist, or if they are divergent explain

why.

p

1. an = n2 + 2n n ANS: convergent: limn!1 an = 1:

n2 4 n2 4

2. an = ANS: divergent: an = n+5 is not bounded.

n+5

3. an = ln (n + 1) ln (2n 1) ANS: convergent: limn!1 an = ln 12 = ln 2:

An important sequence

x n

Show lim 1 + = ex :

n!1 n

This is quite di¢ cult, it uses the continuous function theorem and the de…nition of derivatives.

x n

Now lim 1 + clearly depends on x so we denote it by L (x) :

n!1 n

x n

Let L (x) = lim 1+

n!1 n

h x ni h x ni

loge (L (x)) = loge lim 1+ = lim loge 1 + since loge is continuous

n!1 n n!1 n

h x i

loge (L (x)) = lim n loge 1 +

n!1 n

" #

x loge 1 + nx loge (1)

loge (L (x)) = lim x since loge (1) = 0

n!1

n

let h = n loge (L (x)) = lim since n ! 0 as n ! 1

h!0 h

[loge (1 + h) loge (1)]

loge (L (x)) = x lim

h!0 h

d

loge (L (x)) =x [loge (x)] jx=1 de…nition of derivative

dx

1

loge (L (x)) =x x jx=1

= x:

So L (x) = ex as required.

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Sequences and Series

series geometric series convergence

Lecture 19&20 Text Reference: §7.6

1. An in…nite series is a formal sum of in…nitely many terms; for example a1 + a2 + a3 + a4 + :::

1

X

is a series formed by adding the terms of the sequence fan g : This series is also denoted an :

n=1

1

X

an = a1 + a2 + a3 + a4 + :::

n=1

Examples:

1

X n 1

X

1 1 1 1 1 n2 1 9 25 9

1. = + + :::: 4. = +1+ +1+ + + :::

2 2 4 8 16 2n 2 8 32 16

n=1 n=1

1

X 1

X

n 1 1 2 3

2. = 0 + + + + ::: 5. n = 1 + 2 + 3 + 4 + :::

n 2 3 4

n=1 n=1

1

X 1

X 1 1 1 1

3. ( 1)n 1

=1 1+1 1 + ::: 6. = + + + :::

ln n ln 2 ln 3 ln 4

n=1 n=2

1

X

To every series an there is an associated sequence called the sequence of partial sums fsn g

n=1

whose nth term is the sum of the …rst n terms of the series:

s 1 = a1

s 2 = a1 + a2

s 4 = a1 + a2 + a3

s 4 = a1 + a2 + a3 + a4

..

.

Xn

sn = ak

k=1

..

.

1

X

De…nition: We say that the series an converges to the sum s if the sequence of partial

n=1

n

X 1

X

sums fsn g ; where sn = ak ; converges to s: If this is the case we write an = s:

k=1 n=1

1

X

If the sequence of partial sums is a divergent sequence then the series an is said to diverge.

n=1

Recall what it means for a sequence fsn g to converge. Given any > 0 there exists N such that

jsn Lj < for all n > N: In particular the distance between any two terms sn and sn+1 must

be less than 2 whenever n > N: To see this:

jsn+1 Lj + jL sn j by triangle inequality

< + whenever n > N

But jsn+1 sn j = jan+1 j so the sequence fan g converges to zero. Thus we have the following

necessary condition for convergence.

P1

Theorem: The in…nite series n=1 an converges only if the parent sequence

fan g converges to zero.

1

X n 1

Example: Discuss the convergence or divergence of the series :

n+1

n=1

n 1

We have lim an = lim

n!1 n!1 n+1

1

X n 1

= 1: Since this is not zero the series diverges.

n+1

n=1

Important note: The test lim an = 0 is a condition necessary for convergence; it is not

n!1

su¢ cient.

1

X 1 1

Later on we show that the series is a divergent series despite the fact that lim = 0:

n n!1 n

n=1

2. Geometric series

a + ar + ar2 + ::::

where a 6= 0 is called a geometric series. The number a is its …rst term and the number r is

called the common ratio since it is the value of the ratio of any term to its predecessor.

12 12 12 1

0:1_ 2_ = 0:12121212::: = + + + :::; r =

100 10; 000 1; 000; 000 100

; (18.1)

and

rsn = ar + ar2 + ar3 + :::: + arn (18.2)

hence

a (1 rn )

sn =

1 r

For jrj < 1 we have limn!1 rn = 0 and hence the geometric series converges to

1

X a

arn 1

= :

1 r

n=1

For r > 1 the sequence arn 1 is unbounded and hence the geometric series diverges.

For r = 1; and a 6= 0 we have the divergent constant series a + a + a + :::: and for r = 1

we have the series a a+a a + :::: which alternates between a and 0; and hence also

diverges.

1

X a

Exercise Use the formula arn 1

= to …nd the fraction equivalent of the repeating

1 r

n=1

decimal 0:1_ 2:

_

1 1 1

1. Use partial fractions to show = : Use this to …nd a formula for its nth

n (n + 1) n n+1

X1

1

partial sum sn . Hence show converges by …nding its limit.

n (n + 1)

n=1

Xn

1 1 1 1 1 1 1

The nth partial sum is sn = = + + ::: +

n (n + 1) 1 2 2 3 n n+1

k=1

1

=1

n+1

X1

1 1

Hence = lim 1

n (n + 1) n!1 n+1

n=1

= 1:

X1

n 1

2. p :

n 2+1

n=1

Tests for Series Convergence

The convergence or divergence of the geometric series was determined by …nding a formula for

the sequence of partial sums fsn g : This is not always possible for more general series and hence

the need to establish some tests which are su¢ cient to determine convergence or divergence.

1

X

For now we deal exclusively with positive series, that is series of the type an where an 0

n=1

for all n:

1. Integral Test.

1

X 1

Example: Consider the series : Notice that all of the terms of the series are positive. The

n2

n=1

X1 Z 1

1 1

essential idea of the integral test is that the series 2

and the improper integral dx

n 1 x2

n=1

either both converge, or both diverge (to 1).

Z 1

1

Now a quick calculation shows 2

dx converges:

1 x

X1 Z 1 X1 Z 1

1 1 1 1

Notice that 2

< 2

dx (diagram) so that 2

<1+ dx

n 1 x n 1 x2

n=2 n=1

1

Since an = n2

is always positive, the sequence of partial sums is increasing (since sn+1 sn =

an+1 > 0):

Z 1

1

The series is bounded above by 1 + dx:

1 x2

1

X 1

An increasing sequence fsn g that is bounded above converges, hence the series converges.

n2

n=1

1

X 1

Example: Consider the series : Notice once again that all of the terms of the series are

n

n=1 Z 1

1

positive. This time the corresponding improper integral dx which diverges (to 1).

1 x

Calculation:

1

X Z 1

1 1

Notice that > dx (diagram).

n 1 x

n=1

X1 Z 1 X1

1 1 1

Hence > dx is unbounded, and therefore is also unbounded and therefore

n 1 x n

n=1 n=1

diverges.

X1

1

Note: the divergent series is called the harmonic series. It is rather special because it is

n

n=1

an example of a series that diverges and yet whose parent sequence, an = n1 ; converges to zero.

X1

1

Example (p-series): The series class : are known collectively as p series : A quick

np

n=1 Z 1

1

calculation shows (by comparison with the corresponding integral p

dx) :

1 x

X1

1

diverges for p 1 and,

np

n=1

X1

1

converges for p > 1:

np

n=1

1

X

n

Exercise: Show the series ne converges using an integral test comparison. (A more

n=1

e¢ cient test for this series is the ratio test discussed next lecture.)

The integral test works by comparing an in…nite series with the corresponding improper integral.

Why not compare two series? This then is the comparison test.

X1 X1 X1

1 1 1 1 1

Example The series because for all n: We know

n2 + 1 n2 n2 + 1 n2 n2

n=1 n=1 n=1

X1

1

converges and since it dominates this series must also converge. (Once again the fact

n2 + 1

n=1

1

X X1

1 1

that 2

and are both series of positive terms is crucial here.)

n +1 n2

n=1 n=1

The precise statement of the comparison test is as follows:

P1 P1

Let n=1 an and n=1 bn

both be series of positive terms and that the

P

convergence or divergence of 1 n=1 bn is known.

P

Showing convergence: If an bn for all n and 1 n=1 bn converges, then

P1

n=1 an converges.

P1

Showing divergence: If an bn for all n and n=1 bn diverges, then

P1

n=1 an diverges.

Warning: When using the comparison test it is important to get the inequalities the correct

way about and avoid using too coarse a comparison.

P1 1

For example, it is also true that n21+1 1

n for all n and that n=1 n diverges. What can we say

P1 1

about the behaviour of n=1 n2 +1 on the basis of this comparison? Absolutely nothing!

1

X 1

1. :

n ln n

n=2

1 n

X e cos2 n

2. n

:

n=1

1 p

X n 1

3. 2

:

n +1

n=1

1

X n 1

4. :

2n (n + 1)

n=1

P1 n 1

Recall that the in…nite geometric series n=1 ar = a + ar + ar2 + ::: converges for r < 1

and diverges for r > 1; where the common ratio r is the ratio of two consecutive terms of the

an+1

geometric sequence, i.e. r = an :

The ratio test for convergence of a series is a generalisation of this to other types of series.

X1

an+1

Ratio Test: Suppose we have a series an where an > 0 for all n; and for which lim

n!1 an

n=1

either exists or is in…nite.

an+1

Let = lim :

n!1 an

1

X

If < 1 then an converges. (As a consequence we get lim an = 0:)

n!1

n=1

1

X

If > 1 then lim an = 1 and an diverges.

n!1

n=1

If = 1; then the ratio test fails as the series may converge, or diverge to 1:

Notice that this test could also be used to test for convergence of a geometric series since in this

an+1 an+1

case limn!1 an = an = r; a constant.

Examples

1

X 1

1.

n2

n=1

( = 1 and therefore ratio test fails, but we know this series converges by earlier tests)

1

X 2n

2.

n!

n=1

1

X n100

3.

2n

n=1

1

X n!

4.

nn

n=1

1

X

5. Use the ratio test to show the series ne n converges. (We discussed this series previously

P

n=1

where we used the integral test show 1 n=1 ne

n converges.)

All of the series in the previous section were series of positive terms. We can now drop this

restriction and allow arbitrary terms an : We can obtain a series of positive terms from an arbitrary

series by replacing all the terms with their absolute values.

X1 1

X

De…nition: The series an is said to be absolutely convergent if the series jan j con-

n=1 n=1

verges.

Absolute convergence Theorem: If a series converges absolutely then the series converges.

Thus the tests for series of positive terms can be used to determine the convergence of a series

converges by it showing converges absolutely.

X1

( 1)n

Example: Show the series converges absolutely.

n2

n=1

However the absolute convergence test (if we call it that) is a su¢ cient condition for convergence

but it is not necessary. Many series may fail to be absolutely convergent and yet are convergent

just the same. We call such series conditionally convergent.

X1

( 1)n

Example: The series does not converge absolutely because if we replace all the terms

n

n=1

1

X 1

by their absolute values we get the divergent harmonic series. :

n

n=1

X1

( 1)n

However the alternating harmonic series converges (conditionally) as we will show.

n

n=1

P ( 1)n

We cannot use any of the tests previously discussed to show that the series 1 n=1 n converges

as these tests apply only to series of positive terms. Generally speaking, to demonstrate conver-

gence where the convergence is not absolute is usually quite di¢ cult. We will discuss but one of

many tests that do the job; this test is very easily applied but is quite restrictive as it can only

be used on special types of series.

1

X

The Alternating series test. Suppose we have a series of the form ( 1)n an where the

n=1

sequence fan g satis…es:

1

X

Then the series ( 1)n an converges.

n=1

1

X ( 1)n

Example: The series :

n

n=1

(i) The series is of the required form with an = n1 : Clearly an > 0 for all n:

1

(ii) limn!1 n = 0;

1 1 1

(iii) an an+1 = n n+1 = n(n+1) > 0 for all n and hence an+1 an :

1

X ( 1)n

The three parts of the alternating series test are satis…ed and we deduce that converges.

n

n=1

1

X cos n

Example: The series :

loge n

n=2

(i) Since cos n = ( 1)n the series is of the required form with an = 1

loge n : Since loge n > 0

for all n 2; we have an > 0:

1

(ii) Also, limn!1 loge n = 0;

1 1

(iii) To show an an+1 = loge n loge (n+1) > 0 for all n; is a little more awkward than that for

the previous example but all we need show is that the function 1= loge (x) is decreasing for

all x 2: This is easy using calculus:

1

This is clearly negative, and hence 1= loge (x) is a decreasing function. Thus loge n

1

loge (n+1) > 0 for all n 2:

1

X cos n

All three parts of the alternating series test are satis…ed and we deduce that converges.

loge n

n=2

The alternating series test is quite restrictive as it cannot be used to show the conditional

convergence of series whose terms do not strictly alternate in sign.

P

For example, the series 1 sin n

n=1 n is also convergent conditionally, but its terms do not strictly

alternate in sign. A suitable test for this series is Dirichlet’s test but will not be examined in

this course.

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Sequences and Series

Taylor’s theorem

Lecture 21 Text Reference: §9.4.1-9.9.4.2

The pragmatic reason for spending all this time on sequences and series was to get to Taylor

series. The idea of the Taylor series is to approximate a function with a power series. This series

can then be used to …nd values of the original function in an e¢ cient manor. Calculators and

computers regularly use Taylor series expansions for more sophisticated functions.

To begin with, let’s construct an approximation to the function f (x) at the point a, given the

value of the function at the point and it’s slope. If we don’t really know anything about the

shape of the function, then we will stick with the basic approximation of a straight line.

If we are also given the second derivative evaluated at the point x = a, then we have an extra

constraint. Instead of a straight line, we can approximate f (x) with a parabola.

(x a)2

f (x) f (a) + (x a) f 0 (a) + f 00 (a)

2!

Example: Given, f (0) = 2; f 0 (0) = 1; f 00 (0) = 3 and f 000 (0) = 1 …nd the 3rd order polynomial

approximation to f (x) about x = 0:

Now

(x a)2 (x a)3

f (x) f (a) + (x a) f 0 (a) + f 00 (a) + f 000 (a)

2! 3!

with a = 0 this becomes:

(x)2 00 (x)3 000

f (x) f (0) + xf 0 (0) + f (0) + f (0)

2! 3!

3 1

= 2 x + x2 + x3

2 6

Example: Given f (2) = 1; f 0 (2) = 0; f 00 (2) = 1, …nd the 2nd order polynomial approxima-

tion to f (x) about x = 2:

(x a)2

f (x) f (a) + (x a) f 0 (a) + f 00 (a)

2!

and with a = 2 becomes

(x 2)2

f (x) f (2) + (x 2) f 0 (2) + f 00 (2)

2!

1

= 1 (x 2)2 :

2

Formally written, Taylor’s theorem states that if f 0 (x) ; f 00 (x) ; ::f (n) (x) ; exist and are continuous

on the closed domain [a; x] and f (n+1) (x) exists on the open domain (a; x) then there exists a

number with 0 < < 1; such that

f (x) f (a) + (x a) f (a) + f (a) + + f (a) + f (a + h)

2! n! (n + 1)!

where h = x a:

f (x) = f (a) + (x a) f 0 (a) + f 00 (a) + + f (a) + f (a + h)

2! n! (n + 1)!

(x a)n+1 (n+1)

where the term f (a + h) is known as the remainder or error term.

(n + 1)!

Example: Find the Taylor series for f (x) = ex about x = 1:

f (x) = ex f (1) = e

f 0 (x) = ex f 0 (1) = e

f 00 (x) = ex f 00 (1) = e

f 000 (x) = ex f 000 (1) = e

f (4) (x) = ex f (4) (1) = e

f (a) + (x a) f (a) + f (a) + + f (a) +

2! n!

e e

= e + e (x 1) + (x 1)2 + (x 1)3 + :::

2 3!

In the instance when the expansion is about the point x = 0, the Taylor series is then called a

Maclaurin series.

x2 00 xn (n)

f (x) = f (0) + xf 0 (0) + f (0) + + f (0) +

2! n!

Example: Find the Maclaurin series for f (x) = ln (1 + x) about x = 0:

f (x) = ln (1 + x) f (0) = 0

1

f 0 (x) = f 0 (0) = 1

1+x

1

f 00 (x) = f 00 (0) = 1

(1 + x)2

2

f 000 (x) = f 000 (0) = 2

(1 + x)3

2 3 3!

f 000 (x) = = f (4) (0) = 3!

(1 + x)4 (1 + x)4

Therefore the Maclaurin series of f (x) = ln (1 + x) is

f (0) + (x) f 0 (0) + f (0) + + f (0) +

2! n!

x2 2! x3 3! x4

= 0 + 1 (x) + + :::

2 3! 4!

x2 x3 x4

= x + + :::

2 3 4

Example: Find the Maclaurin series for f (x) = cos (x) about x = 0:

f (x) = cos x f (0) = 1

f 0 (x) = sin x f 0 (0) = 0

f 00 (x) = cos x f 00 (0) = 1

f 000 (x) = sin x f 000 (0) =0

f 000 (x) = cos x f (4) (0) = 1

f (0) + (x) f 0 (0) + f (0) + + f (0) +

2! n!

x2 x3 x4

= 1 0 (x) +0 + + :::

2 3! 4!

x2 x4 x6

= 1 + + :::

2! 4! 6!

The text lists a number of common Taylor (Maclaurin) series expansions. It is also worth noting

that these same power series are most e¤ective in derivatives. Here the power series is simply

di¤erentiated term by term. Given that the functions are of the form xn , this is quite simple.

1

Example: Find the Maclaurin series expansion to f (x) = , given the expansion of f (x) =

1+x

ln (1 + x) from the earlier example.

1

The Maclaurin series for f (x) = is then

1+x

0

x2 x3 x4

x + + :::

2 3 4

= 1 x + x2 x3 + :::

Z

Example: Find the Maclaurin series expansion to f (x) = cosh xdx:

f (x) = cosh x f (0) = 1

f 0 (x) = sinh x f 0 (0) = 0

f 00 (x) = cosh x f 00 (0) = 1

f 000 (x) = sinh x f 000 (0) = 0

f 000 (x) = cosh x f (4) (0) = 1

Giving

x2 x4 x6

cosh x = 1 + + + + :::

2! 4! 6!

Note that the Maclaurin series for cos x can also be obtined by the identity cos x = cosh (ix) :

Now integrating term by term we obtain

Z Z

x2 x4 x6

cosh xdx = 1+ + + + :::dx

2! 4! 6!

x3 x5 x7

= x+ + + + ::: + C

3! 5! 7!

x3 x5 x7

with C = 0 we obtain the Maclaurin series expansion to sinh x = x + + + + ::::

3! 5! 7!

(This may be obtained directly of course from the Taylor series formula.)

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Multivariable Calculus

partial derivatives directional derivatives chain rule

Lecture 22&23 Text Reference: §9.6.1-9.6.5

Throughout our discussions on di¤erentiation and integration we have examined functions with

only one independent variable. Yet we can think of any number of examples in engineering in

which a quantity is de…ned by two or more independent variables. The volume of a cylinder is a

function of the height of the cylinder and the radius of its base:

V = r2 h

The density of ocean water is a function of its temperature and salinity: density:

= (T; )

For the moment let us focus on functions with two independent variables, x and y. For further

convenience, we can assume that x and y are our familiar Cartesian coordinates. Given an

arbitrary function of our two independent variable, z = f (x; y); it is possible to view the variable

z as the height above the x-y plane. This function of two variables is thus a three-dimensional

surface above the x-y plane, which, unfortunately, is very di¢ cult to graph on a piece of paper. In

graphing f (x; y), it is common to draw lines of constant height z (i.e. contours). Such diagrams

are completely analogous to contour maps used in bushwalking and mountaineering.

It is worth the time to graph a few simple functions to help with future lectures.

p

z1 = 16 x2 y2 z2 = 16 x2 y2

y

z3 = 2x 3

and

z4 = cos (x) cos (y) (not examinable)

It is worth noting that the function f (x; y) is often called a scalar …eld in vector calculus. Also,

we can readily extend this material to three dimensions and beyond; only it isn’t simple to draw

such functions on paper.

2. Partial di¤erentiation: The aim of this section is to extend some of the principles of

basic calculus to functions with multiple independent variables. We begin with di¤erentiation.

Thinking back to one independent variable, if f is a function of a single variable, x say, then we

de…ne the derivative of f with respect to x as

df f (x + x) f (x)

= lim

dx x!0 x

Now if f is a function of two independent variables, x and y; then we can de…ne the derivative

of f with respect to each of these variables as follows

@f f f (x + x; y) f (x; y)

= lim = lim (1)

@x x!0 x y=const x!0 x y=const

In this operation we treat y as a constant. It is basically ignored. Note the special notation used

for the partial derivative. We will …nd that

@f df

and

@x dx

di¤erent meanings in multivariable calculus, so we need to be careful. The partial derivative

with respect to y is similarly de…ned as

@f f f (x; y + y) f (x; y)

= lim = lim (2)

@y y!0 y x=const y!0 y x=const

The basic concepts of di¤erentiation (e.g. the product rule,quotient rule, associative and distrib-

utive properties) extend across to higher dimensions as expected.

Returning to our visualisation of z = f (x; y) as representing a height or a 3-D surface, then the

partial derivative

@z

@x

represents the change in height in the x direction or the slope of the surface in the x direction.

@f @f 2

= cos (xy) y + 2x + 1=y = cos (xy) x xy

@x @y

= y cos (xy) + 2x + 1=y = x cos (xy) xy 2

Example: Given

f (x; y) = sin(xy) + x2 + x=y;

@f @f

…nd both @x and @y at the point ( ; 1) :

@f @f

j ;1) = cos ( ) + 2 + 1 j ;1) = cos ( )

@x ( @y (

=2 = 2

As the text notes, partial di¤erentiation can readily be extending to instances of more than two

independent variables.

…nd

@f @f @f

; and :

@x @y @z

@f @f @f

= yz 2 + 3y = xz 2 + 3x = 2xyz 1

@x @y @z

Suppose we want to evaluate the partial derivative at a speci…ed point. That is, we want to

quantify the slope given a choice of x and y. Just as in one dimension, we must take the derivative

…rst before plugging in the variable. Note that since y is held constant in calculating @f

@x ;, it doesn’t

really matter when we substitute in the given value of y:

3. The gradient and directional derivatives

@f

direction. That is, we can turn them into a vector. Assuming that @x points in the direction of

@f

x and @y points in the direction of y; then we call de…ne the gradient of the …eld f (x; y) as

@f @f

rf (x; y) = i+ j (3)

@x @y

where i and j are the unit vectors in the direction of x and y; respectively. The gradient of the

…eld f is often simply abbreviated as ‘gradf ’and given the notation rf .

p

f (x; y) = 16 x2 y2;

Solution:

@f @f 1 1=2 1 1=2

rf (x; y) = i+ j= 16 x2 y2 2xi + 16 x2 y2 2yj

@x @y 2 2

1

= p (xi + yj)

16 x2 y 2

Note that the gradient vector is always perpendicular to a level curve at a given point and

points towards the direction of increasing function value.

The previous example revealed a noteworthy point about the gradient. At all points the vectors

of the gradient are at right angles to the contour lines. In this two-dimensional, Cartesian

coordinate picture, the gradient points us in the direction of greatest change of our scalar …eld

f (x, y). Going back to our analogy of f (x, y) representing the contours of height on a map, the

gradient of f (x, y) gives us a vector that tells us the direction of the maximum slope and its

magnitude.

Example: Given the scalar …eld f (x; y) = xy; draw the contour …eld, calculate rf and sketch

the gradient vectors over the contour lines.

@f @f

rf = @x i + @y j = yi + xj 5

y

4

-5 -4 -3 -2 -1 1 2 3 4 5

-1 x

-2

-3

-4

-5

ENG1091 Mathematics for Engineering page 110

Please note that the gradient can readily be extended to higher dimensions.

f (x; y; z) = z + (x2 + y 2 )

calculate rf . Sketch a level surface f (x; y; z) = k for some suitable value of k and plot rf at

a point on this surface. (The graphic illustrates the case k = 1; i.e. the surface z + (x2 + y 2 ):)

3

2

1

-4

4

2z 0 -2

0 0

2-1 -2

-4

4x y

-2

-3

@f @f @f

rf = i+ j+ k = yz 2 + 3y i + xz 2 + 3x j + (2xyz 1) k

@x @y @z

Directional derivative

We’ve seen that rf is a vector that tells us the direction and magnitude of the rate of change

of the scalar …eld f (x, y). We can also use rf to …nd the rate of change of the scalar …eld f (x,

y) in some arbitrary direction. This is known as the directional derivative. Speci…cally, if we are

given a scalar …eld f (x, y) and a speci…ed orientation to follow, say

v = vx i + vy j

v

rf (4)

kvk

where the operation entails the dot product between two vectors, and jvj is the magnitude of

the vector v.

Example: Given the scalar …eld f (x; y) = xy, …nd the directional derivative in the direction of

v = 3i + 4j

q

v = 3i + 4j so that kvk = (3)2 + (4)2 = 5 and hence v

^ = 53 i + 45 j:

@f @f

rf = @x i + @y j = yi + xj

Hence Dv f (x; y) = rf v = 53 y + 54 x:

Dv f (1; 1) = 75 ; Dv f (1; 1) = 51 ; Dv f ( 4; 3) = 7

5:

The de…nition of the directional derivative presented here is di¤erent, in notation, than that

presented in the text. One would …nd that the de…nitions are identical in practice since:

0 1 0 1

v vx i + vy j v x A i + @q y v

=q = @q A j = cos( )i + sin( )j (5)

kvk 2

v +v 2 2

v +v 2 v2 + v2

x y x y x y

where is the angle that the vector v makes with the x axis. Using the dot product, eq.(4)

becomes:

v @f @f

rf = i+ j (cos( )i + sin( )j)

kvk @x @y

@f @f

= cos + sin (6)

@x @y

Equation (6) is the de…tintion of directional derivative (of functions of two variables) given in

the text.

The vector de…nition presented in these notes is, in general, far more widely used in mathematics

and engineering as it can readily be extended to other coordinate systems and higher dimensions.

In one dimension the chain rule was employed when f (x ) and x (t). In such a case,

df df dx

= :

dt dx dt

When moving to multiple dimensions, the basic concept is extended but one must be careful

with the nature of the independent variables.

Suppose that we have z = f (x, y) and that x (s, t) and y(s, t). Here we have f as a function of

two variables, and each of these variables, in turn is a function of two variables. In this case we

may …nd an expression for the change in f with regards to s and t.

@z @f @x @f @y

= +

@s @x @s @y @s

and

@z @f @x @f @y

= +

@t @x @t @y @t

As the text notes, a good example of this is when undertaking a coordinate transformation. If

a function is de…ned in Cartesian coordinates, and we wish to change over to polar coordinates

(r; ) then we need to recall the relations

In calculating the partial derivatives, one can either completely change coordinate systems …rst,

and then compute the partial derivatives, or simply apply the chain rule.

Example: Given the function z = sin(xy) is de…ned in for a Cartesian coordinate system, …nd

the partial derivatives

@z @z

; and :

@r @

@z @z

= y cos (xy) = x cos (xy)

@x @y

From x = r cos ; and y = r sin we have:

@x @x @y @y

= cos = r sin = sin = r cos

@r @ @r @

Now

@z @z @x @z @y @z @z @x @z @y

= + = +

@r @x @r @y @r @ @x @ @y @

= y cos (xy) cos + x cos (xy) sin = y cos (xy) r sin + x cos (xy) r cos

= 2r cos sin cos (xy) = cos (xy) r2 cos2 r2 sin2

= r cos (xy) sin (2 ) = r2 cos (xy) cos (2 )

Changing the con…guration slightly, suppose that we have z = f (x; y) and that x(t) and y(t):

Here we might think of x and y being our Cartesian coordinates again, but these values are

function of an independent time. (Thus x (t) and y(t) de…ne some path along the x -y plane.)

We can then de…ne a derivative of z with regards to t as follows:

dz @f dx @f dy

= +

dt @x dt @y dt

Note that use of notation here.

y (t) = cos (t).

dz

Find and evaluate it at the time t = :

dt

dz @z dx @z dy

= +

dt @x dt @y dt

@

x2 y y ln x 2x dx

@x = 2t

y dt

= 2xy 2

x = 2 when t =

@ dy

x2 y y ln x 2x = sin t

@y dt

= x2 ln x = 0 when t =

dz @z dx @z dy

= +

dt @x dt @y dt

y

= 2xy 2 2 +0

x

1

= 2 2 + 2 2 2 substitutuing x = 2 and y = 1 when t =

3 2

= 4 + 4

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Multivariable Calculus

higher derivatives total di¤erential exact di¤erential

Lecture 24 Text Reference: §9.6.7

We can extend the partial di¤erentials to higher order derivatives. Given the function f (x, y),

we could create four second order derivatives.

@f @f @2f

= = fxx (1)

@x @x @x2

@f @f @2f

= = fyy (2)

@y @y @y 2

@f @f @2f @

= = (fx ) = fxy (3)

@y @x @y@x @y

@f @f @2f @

= = (fy ) = fyx (4)

@x @y @x@y @x

Please note the order of the notation in these equations. The partial derivative within the

brackets is the …rst operation, so in equation (3) the partial derivative with respect to x is …rst

undertaken, and then with respect to y. Also note, as stated in the text, that there are cases

when equations (3) and (4) are NOT equal. However, for our purposed in engineering, we will

neglect these special cases and assume that order of di¤erentiation can readily be swapped. I.e.,

we will assume that

@f @f @f @f

= :

@y @x @x @y

Example: Find given

f (x; y) = x3 y 3 + sin (y)

@ @

fx = @x x3 y 3 + sin (y) fy = @y x3 y 3 + sin (y)

= 3x2 y 3 = 3x3 y 2 + cos y

@ @ @ @

fxx = @x 3x2 y 3 fxy = @y 3x2 y 3 fyx = @x 3x3 y 2 + cos y fyy = @y 3x3 y 2 + cos y

= 6xy 3 = 9x2 y 2 = 9x2 y 2 = 6x3 y sin y

Extending this work to higher order derivatives, and/or functions of more than two independent

variables is straightforward.

Suppose we are given a function z = f (x; y); and we wish to appreciate the change in z given a

small change in x and y:

u = f (x + x; y + y) f (x; y)

@f @f

u = f (x + x; y + y) f (x + x; y) + f (x + x; y) f (x; y) x+ y (5)

@x @y

If we turn the change of independent variables into a vector

v = ( xi + yj)

then the total di¤erential can be written succinctly as rf v. The only di¤erence between this

and the directional derivative is that the direction derivative assumed that the displacement

vector was normalised. Again, this notation is readily extended to higher dimensions and is

commonly used throughout engineering and science.

x!0

and

y!0

@f @f

du = dx + dy (6)

@x dy

with du u.

Example (from text): Find the total di¤erential for the function z(x; y) = x2 y 3 .

@f @f

dz = dx + dy

@x dy

=

The text notes that the concept of the total di¤erential is commonly used in setting error esti-

mates given some uncertainty in the independent variables. The relative error is de…ned as

du u

u u

Example (from text): Find the relative error of the volume of a circular cylinder given the

radius r = 3 0:01 and the height h = 5 0:005:

3 Exact di¤erentials

In the previous topic, we started with a well-de…ned function z = f (x; y) and developed the

total di¤erential in equation (23.6). The idea now is to start with something in the form of the

right-hand side of equation (23.6) and see if it is, indeed, an exact di¤ erential. Assume we have

@f

P (x; y) =

@x

and

@f

Q(x; y) =

@y

(23.8)

This isn’t necessarily true, but it is easy enough to test for it by using the second derivatives.

Assuming that f (x; y) has continuous second derivatives then if

@P @ @ @Q

= (fx ) = (fy ) =

@y @y @x @x

then our original expression (23.7) may be considered an exact di¤erential. Note that this

test does not tell us how to recover the original function f (x; y): This must be done through

integrating both parts of (23.8) to …nd a common function.

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Multivariable Calculus

Taylor’s theorem in two dimensions Optimisation

Lecture 25&26 Text Reference: §9.7

Taylor series can readily be extended to functions of two (or more variables). For a function of

two independent variables, f (x, y), we can make an extension around the point (a, b) as follows.

2

1 @ @ 1 @ @

f (a + h; b + k) = f (a; b) + h +k f (x; y)(a;b) + h +k f (x; y)j(a;b) +

1! @x @y 2! @x @y

n

1 @ @

::: + h +k f (x; y)j(a;b) + ::: (25.1)

n! @x @y

Some new notation has been introduced here

( ! !

@ @ r r @

r r @r r @r

h +k f (x; y)j(a;b) h + hr 1

k + ::: + hr s s

k + :::

@x @y @xr 1 @xr 1 @y

s @xr s @y s

! )

r @r @r

+ hk r 1

+ kr r f (x; y)j(a;b)

r 1 @x@y r 1 @y

For example:

3

@ @ @3f @3f 3

2 @ f

3

3@ f

h +k f (x; y)j(a;b) = h3 j(a;b) +3h 2

k j(a;b) +3hk j (a;b) +k j

@x @y @x3 @y@x3 @y 2 @x @y 3 (a;b)

= (x a)3 fxxx (a; b) + 3 (x a)2 (y b) fyxx (a; b) + 3 (x a) (y b)2 fyyx (a; b) + (y b)3 fyyy (a; b)

Here we have assumed that all of the nth order partial derivatives exist and are continuous in

some domain close to the point (a; b):

Example: Up to second order, …nd the Taylor series expansion to the function ln(xy) about the

point (1; 1) :

Please note that the …rst order Taylor approximation to f (x; y) is

1 @ @

T (x; y) = f (a; b) + (x a) + (y b) f (x; y)j(a;b)

1! @x @y

1

= f (a; b) + ((x a) fx (a; b) + (y b) fy (a; b))

1!

The equation

z = f (a; b) + ((x a) fx (a; b) + (y b) fy (a; b))

is the equation of the tangent plane in 3-D to the surface z = f (x; y) at the point (a; b; f ((a; b)) :

This is analogous to earlier work with functions of one independent variable, f (x); in which the

…rst order Taylor series approximation returned the tangent line.

We’ve learned that the local extrema of a continuous function of one independent variable f (x)

occur at critical points where the derivative f 0 (x) is equal to zero. If the derivative is equal to

zero, then we can have a local minimum, maximum or point of in‡ection. We then used the

second derivative to, hopefully, tell help us classify the extrema. We wish to extend this work to

a function of two independent variables, f (x; y):

Using the Taylor series expansion just presented, we see that in the neighbourhood of the point

(a, b) the change in f (x, y) is simply

2

@ @ 1 @ @

f = f (a + h; b + k) f (a; b) = h +k f (x; y)j(a;b) + h +k f (x; y)j(a;b) + : : :

@x @y 2! @x @y

f must be either strictly negative or positive for an extrema. Notice that the …rst term on the

right-hand side depends linearly on h and k: Since these values can be either positive or negative,

the …rst partial derivatives

@f @f

and

@x @y

must be zero for f to be strictly positive or negative. This is a necessary condition, which

then leaves our di¤erence depending on the second order partial derivatives. Since we are only

interested in very small values of h and k, we can ignore the higher order partial derivatives, as

these will involve terms like h 3 , which is much less than h 2 . Ultimately we require

1 2

f h fxx (a; b) + 2hkfxy (a; b) + kfyy (a; b) (25.2)

2

to be either positive or negative. This expression can be manipulated as follows

1 2

fxx (a; b) f h (fxx (a; b))2 + 2hkfxx (a; b) fxy (a; b) + k 2 fxx (a; b) fyy (a; b)

2

Complete the square on the …rst two terms:

1h i

= ((hfxx (a; b)) + kfxy (a; b))2 k 2 (fxy (a; b))2 + k 2 fxx (a; b) fyy (a; b)

2

1h i

= ((hfxx (a; b)) + kfxy (a; b))2 + k 2 fxx (a; b) fyy (a; b) (fxy (a; b))2

2

First, in order for f to be strictly positive in the neighbourhood of a stationary point we require

both

2

@2f @2f @2f @2f

and (25.3)

@x2 @x2 @y 2 @x@y

be positive. This is thus a requirement for a local minimum. We could actually manipulate

(25.2) in a number of ways and come up with the following theorem. This theorem is sometimes

referred to as the second derivative theorem.

Let (a, b) be an interior point of the domain for the function f and suppose that the …rst and

second partial derivatives of f exist and are continuous on some circular disk with (a, b) as its

centre and contained in the domain of f. Assume that (a, b) is a critical point of f, so that

fx (a; b) = fy (a; b) = 0: De…ne

= = fxx (a; b)fyy (a; b) (fxy (a; b))

fyx (a; b) fyy (a; b)

Then:

1. If > 0 and fxx (a; b) < 0 or fyy (a; b) < 0; then (a; b) is a local maximum.

2. If > 0 and fxx (a; b) > 0 or fyy (a; b) > 0; then (a; b) is a local minimum.

A saddle point, as the name suggests, is a point on the domain of f (x, y) where a minimum is

approached in one direction, but a maximum is approached from a di¤erent direction.

Example 1: Verify that the point (2; 1) is a local maximum for the function f (x; y) = 1

(x 2)2 (y + 1)2

Solution: fx = 2 (x 2) 1 and fy = (y + 1) 1 and these are zero when x = 2 and when

y= 1: Hence there is a single stationary point of (2; 1) :

fxx fxy 2 0

D (x; y) = = =2>0

fyx fyy 0 1

Since fxx = 2 < 0 we have that (2; 1) is a local maximum point and that the local maximum

value of f is f (2; 1) = 1:

Example 2: Find the critical points of the function f (x; y) = x2 5xy + 3y 2 + 13y: Determine

the nature of each stationary point.

Solution:

2x 5y = 0

5x + 6y = 13

we have

0 5 2 0

13 6 5 13

x= = 5 and y = =2

2 5 2 5

5 6 5 6

So there is one stationary point: (5; 2) :

Its nature:

fxx fxy 2 5

D (x; y) = = = 12 25 < 0

fyx fyy 5 6

so (5; 2) is a saddle point.

Example 3: Show that the function f (x; y) = x3 3xy + y 3 has two stationary (critical) points.

Find the second order partial derivatives of f and evaluate the determinant

fxx fxy

D (x; y) =

fyx fyy

at each stationary point. Hence determine the nature of each stationary point.

Solution:

x4 x = x (x 1) x2 + x + 1 = 0; namely at x = 0 and x = 1:

6x 3

Hence D (x; y) = = 36xy 9:

3 6y

Now D (0; 0) < 0 indicating (0; 0) is a saddle point of f:

On the other hand D (1; 1) > 0 and fxx (1; 1) > 0 indicating that f has a local minimum at

(1; 1) ; and its minimum value is f (1; 1) = 1.

6. Optimisation of constrained functions

In this section we wish to explore the optimisation of a function of several independent variables,

given a constraint. In two dimensions this is often straightforward. For example, suppose we

wanted to …nd the maximum of the function

subject to the constraint g(x; y) = x=y = 3. Visually, this could be done by drawing the contour

map of f (x, y) and then drawing the hyperbola x = 3y over the top of the contours, on the

say sheet of paper. The maximum contour value along the hyperbola is the solution we want

to …nd. Mathematically, we could attack this problem by simple substitution. The constraint is

equivalent to saying that x = 3y so the original function becomes

f 0 (y) = 20y + 10 = 0

solution: y = 1=2

substituting into x = 3y we get x = 3=2

Thus the point (3=2; 1=2) should be the maximum (or minimum) point to the function

subject to the constraint g(x; y) = x=y = 3. We get the value f (3=2; 1=2) = 1:5 as a solution

to the original problem.

= 8y + 2y 2 10y 3

d

8y + 2y 2 10y 3 = 8 + 4y 30y 2

dy

1 1p 1 1p

= 0 when y = + 61; or y = 61

15 15 15 15

substituting into x = 2 2y

1 1p 28 2p

= 2 2 + 61 = 61

15 15 15 15

1 1p 28 2p

or x = 2 2 61 = + 61

15 15 15 15

Suppose, now that we are working with functions of three independent variables. Namely suppose

we wish to …nd the extrema of the function f (x, y, z ) subject to the constraint

g(x; y; z) = 0: (26.1)

Sometimes we can manipulate the constraint and substitute it into the original function and

lower the number of independent variables.

f (x; y; z) = x2 + xy + xz + y 2 z 2 ;

g(x; y; z) = 2x2 + 3y z = 2;

then we could de…ne z = 2x2 + 3y 2 and substitute this into f to leave it with two independent

variables,

f (x; y) = x3 + xy + x(2x2 + 3y 2) + y 2 (2x2 + 3y 2)2

We are then back to optimising a function of two independent variables and we could approach

the problem as was done in the previous section.

Please note however that this can be very ugly. We can actually manipulate this problem to

present it in a manner that is usually easier to solve. Consider the constraint (26.1). This, in

general, represents a surface in 3-D space. We will de…ne small motions along this surface as

ds = (dx; dy; dz). Without any loss of generality, we can consider this to be a vector in the

3-D Cartesian space. Since g(x; y; z) is constrained to be zero, we know that motion along this

surface won’t change the value of g(x; y; z) :

@g @g @g

dg = rg ds = dx + dy + dz = 0

@x @y @z

Now assume that we are at the point that conditional stationary point that actually both satis…es

the constraint and optimises f (x; y; z) under this constraint. Then small motions along the

surface will also require

@f @f @f

df = rf ds = dx + dy + dz = 0

@x @y @z

Using our basic understanding of the vector dot product we know that both rf and rg is

perpendicular to ds. Thus they may be expressed as a linear combination of one another.

@f @f @f @g @g @g

rf rg = ; ; ; ; = (0; 0; 0) (26.2)

@x @y @z @x @y @z

Here is basically another unknown variable. At this point in time, some students might be

asking what the advantage in all of this is. We have moved from our initial optimisation problem

with three unknowns (x, y and z ) to a system with four equations [(26.1) and the three of (26.2)]

and four unknowns (x, y, z and ). Experience tells us that this new approach is often easier to

solve than the original problem. Please note that the variable is called the Lagrange multiplier

and the function

f (x; y; z) = x2 + y 2 + z 2

g(z; y; z) = x2 + 2y 2 z2 1=0

If = 1 (x is arbitrary) then the second component gives 2y = 4y hence y = 0; and the third

component 2z = 2z gives z = 0:

If = 1=2; then y can be arbitrary and equations 1 and 3 give x = z = 0: The constraint equation

p

x2 + 2y 2 z 2 1 = 0 with x = z = 0 gives y = 1= 2:

If = 1; then z can be arbitrary and equations 1 and 2 give x = y = 0: The constraint equation

x2 + 2y 2 z2 1 = 0 becomes z 2 = 1 which has no solution.

p

There are thus the 4 constrained extreme points ( 1; 0; 0) with f (x; y; z) = 1 and 0; 1= 2; 0

with f (x; y; z) = 1=2:

Example: Find the extrema of the function f (x; y; z) = xyz subject to the constraint g(x; y; z) =

x2 + y 2 + z 2 = 1:

yz xz xy

= = =

2x 2y 2z

y = x ; z = y ; x2 = z 2

2 2 2 2

1

x2 + y 2 + z 2 = 1 so 3x2 = 1 ) x = p

3

1 1

we have y = p ;z = p

3 3

1 1 1

so eight points: p ; p ; p

3 3 3

.

Example: Use the method of Lagrange multipliers to …nd the maximum possible volume of a

cone inscribed in a sphere of radius a.

1

The function to be maximised is V = 3 r2 h:

The fact that the cone is inscribed in the sphere leads to the constraint:

a2 = r2 + (h a)2 = g (r; h) :

2 1

rV = rh; r2 = rg = (2r; 2 (h a))

3 3

2 1

rh r2

so = 3 = 3

2r 2 (h a)

2h r

hence = and hence 2h2 2ah + h2 2ah + a2 = a2

r h a

4a

3h2 4ah = 0 and hence h (3h 4a) = 0 ) h = (or h = 0)

3

a 2

r2 = a2 (h a)2 = a2

3

8 2

= a

9p

2 2

r = a

3

1 2 32 3

Vmax = r h= a

3 81

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Ordinary Di¤erential Equations

Lecture 27 introduction classi…cation

Text Reference: §10.1-10.5

dy d2 y d3 y

; ;

dx dx2 dx3

(or more concisely as y 0 ; y 00 ; y 000 ) for the …rst, second and third order derivatives.

Equations (or physical relationships) involving derivatives are simply known as di¤erential equa-

tions.

Examples:

dy

= 5x + 2 (27.1)

dx

y 000 + y cos x = 0 (27.2)

d2 s ds

2

+ t + t2 s = t (27.3)

dt dt

•x2 + t2 x_ = ln t

x (27.4)

Although these examples have no particular physical relevance, there are many simple examples

of relevant di¤erential equations. In basic calculus, the exponential function was commonly

de…ned through the di¤erential equation

dN

= N

dt

and was used to model ideal population growth.

Ordinary Di¤erential Equations (or ODEs) also have a number of basic engineering applications.

For example, Newtonian physics requires that the forces applied to it de…ne the rate of change

of momentum of a body. For simple gravity

dv d2 s

m = mg or = g

dt dt2

or

d2 s

= g

dt2

where g de…nes gravity, s is height, v is velocity and t is time. If a drag is considered, then the

equation becomes

dv

m = mg + bv 2

dt

or

2

d2 z b dz

= g+

dt2 m dt

where b is a constant. The dynamics of a spring can readily be modelled with an ODE. Here

the resistance force is not gravity or drag, but rather it is proportional to the displacement.

Consider a basic problem in thermodynamics with the heating (or cooling) of a body to room

temperature. The rate of change of the temperature of the body T b is proportional to the

temperature di¤erence between the body and room temperature (Tb Tr ). Speci…cally the

governing equation is

dTb

= (Tb Tr )

dt

Another classical example models an electrical circuit involving a resistor, an inductor and a

capacitor. If we de…ne the inductance as L, the capacitance as C and the resistance as R, then

the current i (t) of the LCR circuit can be modeled as

d2 i di 1

L 2

+R + i=0

dt dt C

3. Classi…cation of ODEs

The notation y(x ) has commonly been used to de…ne y as a dependent function of the inde-

pendent variable x. It is common to use x or t as the dependent variable to signify position or

time.

Given a di¤erential equation, if the dependent variable is a function of only one independent

variable, then the di¤erential equation will be classi…ed as an ordinary di¤erential equation

or sometimes simply ODEs. All of the examples discussed so far have been of ordinary di¤erential

equations.

In multivariable calculus the function y (also called the dependent variable) might be a function

of two or more independent variables. (For example y might be a function of the displacement

x and the time t; we write y(x, t)). The derivatives are partial derivatives:

@y @y

and

@x @t

Equations involving partial derivatives are logically referred to as partial di¤erential equa-

tions (or PDEs) and will be covered in 2nd level engineering maths. PDEs are commonly used

to study ‡uid dynamics, heat ‡ow and other engineering applications.

Di¤erential equations will be further classi…ed by their order, which is the degree of the highest

derivative that appears in the di¤erential equation. Example 27.1 is a …rst order, ordinary

di¤erential equation. Example 27.2 is a 3rd order ODE. Examples 27.3 and 27.4 are both 2nd

order ODEs.

Another important quali…cation of di¤erential equations is linear versus non-linear. “We may

informally de…ne linear di¤erential equations as those in which the dependent variable or

variables and their derivatives do not occur as products, raised to powers or in non-linear func-

tions.” Note that this de…nition does not constrain the independent variable or variables.

•x2 term.

Examples 27.1, 27.2 and 27.3 are linear while example 27.4 is non-linear due to the x

Linear ODEs have a special quality that multiple solutions may be added together and still be

a solution to the initial ODE. If an ODE fails to be linear, then it is de…ned as non-linear.

Yet another common classi…cation of di¤erential equations is homogenous versus non-homogeneous.

Homogeneous di¤erential equations require that all terms in the di¤erential equation involve

either the dependent variable or derivatives of the dependent variable. Non-homogeneous dif-

ferential equations will have one or more terms that do not contain the dependent variable or

a derivative of the dependent variable. It is common to write di¤erential equations with all terms

involving the dependent variable (including derivatives) on the left-hand side of the equation and

any remaining terms on the right. Thus if the right-hand side of the di¤erential equation is sim-

ply zero, it is classi…ed to be homogeneous. Example 27.2 is homogeneous while the remaining

examples are non-homogeneous. Note that homogenous equations will always have the trivial

solution y(x ) = 0, while non-linear solutions will not.

In summary, example 27.1 is a …rst order, linear, non-homogeneous ordinary di¤erential equation.

Example 27.2 is a third order, linear, homogeneous ordinary di¤erential equation. 27.3 is second

order, linear, non-homogeneous ordinary di¤erential equation, and example 27.4 is a second

order, non-linear, non-homogeneous ordinary di¤erential equation.

y(x ). Sometimes an analytic solution of an ODE may be found, but only in an implicit form,

e.g. H (x, y) = 0, and sometimes no analytic solution to an ODE is possible.

For example, the exponential function

t

N (t) = e

dN

= N

dt

where is an arbitrary constant.

x

•+x=t

By inspection we can see that x(t) = t is a solution to the ODE since the second derivative of

x(t) would be zero. A more general solution, however, would be x(t) = A sin(t) + B cos(t) + t,

where A and B are arbitrary constants.

x(t)

_ = A cos(t) B sin(t)

x

•(t) = A sin(t) B cos(t)

x

• + x = [ A sin(t) B cos(t)] + [A sin(t) + B cos(t) + t] = t

We de…ne the general solution of an ODE as one that contains the arbitrary constants and

retains the maximum degrees of freedom possible. As demonstrated in the …rst example, the

solution to our …rst order ODE has one degree of freedom in its solution. The solution of the

second order ODE has two degrees of freedom in the solution. Both of these examples are linear

ODEs, and an nth order linear ODE will have n degrees of freedom in its general solution.

If the solution of an ODE contains no free constants, then we say that the solution is a particular

solution. Typically a particular solution is found by placing additional constraints on the ODE

that de…ne the arbitrary constants. For example, the ODE

dN

= N

dt

could be further constrained by the condition when t = 0, N (t) = 5. So the solution would have

to then be N (t) = 5e t .

In the second example, the 2nd order linear ODE requires two constraints to fully de…ne the

arbitrary constants. These two constraints could be at di¤erent points in the domain (e.g. x (0)

= 4 and x (10) = -2) or all the constraints could be given at the same point in the domain (e.g.

x (0) = 4 and x(0)

_ = 3.) The …rst set of constraints is called boundary conditions and the

later is called initial conditions. The de…nition typically re‡ects the physical nature of the

physical problem. As there is only one constraint for …rst order linear ODEs, it doesn’t really

matter what you call it (but it is common to refer to the single constraint as the initial condition.)

The statement of an ODE with the boundary (initial) conditions is commonly called a boundary

(initial) value problem.

The ODE x

• 4x = 4t will allow a general solution of

x(t) = Ae2t + Be 2t

t

x

• 4x = 4t; x(0) = 0; x(0)

_ =4

x(t) = e2t e 2t

t

(Again, this can be veri…ed through substitution.) In the coming lectures we will learn a number

of techniques for …nding analytic solutions to a select set of ODEs. When analytic solutions

are not possible, one may be interested in employing a graphical approach (for 1st order ODEs)

and/or numerical techniques for higher order problems.

Let us initially assume that we have a simple 1st order ODE that we can write in the form

dy

= F (x; y)

dx

with no initial condition speci…ed. These slopes can then be drawn and produce what is known

as a direction …eld.

4 4

2 2

-4 -2 2 4 -4 -2 2 4

-2 -2

-4 -4

dy dy x

Slope …eld for dx =y Slope …eld for dx = y

4 4

2 2

-4 -2 2 4 -4 -2 2 4

-2 -2

-4 -4

dy x dy y

Slope …eld for dx = y Slope …eld for dx = x

Given an initial condition, the solution can be mapped out graphically. This is known as a

solution curve. Di¤erent initial conditions will normally lead to di¤erent solutions. Simply

plotting a few arbitrary solution curves will produce a family of solution curves. In a preview

to a later lecture, this graphical technique is the basis of many common numerical techniques for

solving ODEs.

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Ordinary Di¤erential Equations

separable …rst order ODEs

Lecture 28 Text Reference: §10.5

1. Separable equations

A number of techniques may be used to …nd analytic solutions of various ODEs. Perhaps the

most simple approach would for ODEs that are separable. By this we mean that the basic ODE

can be re-written with all components of the dependent variable on one side of the equation, and

all components of the independent variable on the other.

Example 1:

dy dy

= xy can be rewritten to = xdx

dx y

Both the left and right hand side of the equation can be readily integrated:

Z Z

dy

= xdx

y

which leads to

x2

ln y = +c

2

This can be further manipulated to

One can readily verify by substitution that this is the general solution to the original 1st order

linear ODE.

dy x

=

dx y

and verify that the solution does solve the ODE.

In general, the technique for separation of variables requires that the ODE be of the form

dx h(t)

= (28.1)

dt f (x)

which can be rewritten to f (x)dx = h(t)dt and that both integrals may be solved with F (x) =

R R

f (x)dx and H(t) = h(t)dt.

Moreover, even if a 1st order ODE is separable, that does not mean that the components can be

integrated to get a neat analytic solution.

Example 3:

y 0 = exp(x + y):

dy

ex 2y = 1

dx

and verify that the solution does solve the ODE.

2. Substitution

Just as when we learned basic integration, simple substitutions may sometimes be able to trans-

form the given ODE into a separable 1st order ODE. The standard example of this pertains to

ODEs of the form:

dx x

=f

dt t

Here we can make the substitution w = x=t or x = tw.

t2 x_ = x2 + xt

x x 2 x

Write as a function of t : x_ = t + t

dx

use the substitution: x = tw so dt = w + t dw

dt :

x 2 x

x_ = t + t becomes w + t dw 2

dt = w + w

so that t dw

dt = w

2

now separate: dw

w2

= tdt

R dw R dt

integrate: w2 = t

w 1 = ln t + C

t

hence x = ln t + C

t

giving x (t) = C ln t :

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Ordinary Di¤erential Equations

Lecture 29 …rst order linear ODEs

Text Reference: §10.5.9

dx

+ p (t) x = q (t) (29.1)

dt

**Note that the p(t) employed here is not the same as the p(t; x) used in the previous

lecture.**

At this point, we will try to …nd an integrating factor g (t) that will make the LHS of the ODE

the derivative of a product.

dx

g (t) + g (t) p (t) x = g (t) q (t)

dt

R

The integrating factor is g (t) = e p(t)dt

(29.2)

dy

+ xy = 0

dx

using the integrating factor. Observe that the equation could also be solved by separating

variables.

R 1 2

Integrating factor: g (x) = e xdx = e 2 x

1 2 dy 1 2

Multiply both sides: e 2 x + xe 2 x y = 0

dx

Combine the LHS into a single derivative:

d 1 2

e2x y = 0

dx

1 2

Integrate both sides: e 2 x y = c

1 2

x

y = ce 2

dy y

=2

dx x

R 1 1

dx ln x

Integrating factor: g (x) = e x =e =

x

1 dy 1 2

Multiply both sides: 2

y=

x dx x x

Combine the LHS into a single derivative:

d 1 2

y =

dx x x

Z

y 2

Integrate both sides: = dx = 2 ln x + c

x x

so y = 2x ln x + c

Example: Find the integrating factor and solve the initial value problem

dx

t + x = t2 with x(2) = 1=3:

dt

dx 1

Rewrite in standard form: + x=t

dt t

R 1

Integrating factor: g (t) = e t dt = eln t = t

dx

Multiply both sides: t + x = t2

dt

Combine the LHS into a single derivative:

d

(tx) = t2

dt

Integrate both sides

1

tx = t3 + C

3

1 C

so x (t) = t2 +

3 t

Now use the initial condition:

4 C 1

x (2) = + = , which gives C = 2

3 2 3

1 2 2

Hence x (t) = t :

3 t

Example: Find the integrating factor and solve the initial value problem

dx 2t

+ 5x t=e ; x( 1) = 0:

dt

dx 2t

Rewrite in standard form: + 5x = e +t

dt

R

Integrating factor: g (t) = e 5dt = e5t

dx

Multiply both sides: e5t + 5e5t x = e3t + te5t

dt

Combine the LHS into a single derivative:

d 5t

e x = e3t + te5t

dt

Integrate both sides (note the integration by parts):

Z

e x = e3t + te5t dt

5t

Z

1 3t 1 d 5t

= e + t e dt

3 5 dt

Z

1 3t 1 5t 1

= e + te e5t dt

3 5 5

1 1 1 5t

= e3t + te5t e +C

3 5 25

1 1 1

so x (t) = e 2t + t + Ce 5t

3 5 25

Now use the initial condition:

1 6

x ( 1) = e2 + Ce5 = 0, which gives C = 0:015:::

3 25

1 1 1

Hence x (t) = e 2t + t 0:015e 5t

3 5 25

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Systems of Di¤erential Equations

Lecture 30&31 Homogeneous linear systems

x_ = 2x y

y_ = x + y

Now the …rst step in solving such a system is to write it in matrix form:

" # " #" #

dx

dt 2 1 x

dy

=

dt 1 1 y

" # " #

dx x 2 1

= Ax where x = ; and A = : (30.1)

dt y 1 1

Such systems arise frequently in engineering applica-

tions. As an example let us consider the mechanical

system consisting of two masses on two springs as

shown in the diagram.

The displacements y1 (t) and y2 (t) are the displace-

ments of the two masses from their equilibrium posi-

tions when the whole system is at rest.

The upper mass is connected to two springs and

Hooke’s law gives an upward spring force of 3y1 and

a downward spring force of 2 (y2 y1 ) since the dis-

placement of the lower spring is (y2 y1 ) from its

equilibrium.

The lower mass experiences an upward spring force of

2 (y2 y1 ) :

::

So y 1 = 3y1 + 2 (y2 y1 ) = 5y1 + 2y2 :

::

y2 = 2 (y2 y1 )

This of course is a 2nd order system.

To convert it to …rst order we let x1 = y1 x2 = y 1 x3 = y2 x4 = y 2 and then

= x1 = x3

x1 = y 1 = x2

x2 = y 1 = 5x1 + 2x3

x3 = y 2 = x4

x4 = y 2 = 2x1 2x3

2 3 2 32 3

x1 0 1 0 0 x1

6 7 6 76 7

6 x 7 6 5 0 2 0 7 6 7

6 2 7 6 7 6 x2 7

6 7=6 76 7:

6 x3 7 6 0 0 0 1 7 6 7

4 5 4 5 4 x3 5

x4 2 0 2 0 x4

We wont solve the system in this particular example but the general solution takes a remarkably

simple form provided we know the eigenvalues and eigenvectors of the matrix A:

dx

= Ax (30.2)

dt

2

3

x1 (t)

6 .. 7

where x = 6

4 . 7 and A is an n

5 n constant matrix.

xn (t)

If A has n linearly independent eigenvectors v1 ; v2 ; : : : ; vn corresponding to the eigenvalues

1; 2; : : : ; n then the general solution to (30.2) is

1t 2t nt

x = c1 e v1 + c2 e v2 + : : : + cn e vn (30.3)

Proof: (part)

Using x = c1 e 1t v1 + c2 e 2t v2 + : : : + cn e nt vn we have

dx 1t 2t nt

= c1 1e v1 + c2 2e v2 + : : : + cn ne vn :

dt

Now, remembering that each v1 ; v2 ; : : : ; vn is an eigenvector so that Av1 = 1 v1 ;

dx 1t 2t nt

= c1 1e v1 + c2 2e v2 + : : : + cn ne vn

dt

1t 2t nt

= c1 e Av1 + c2 e Av2 + : : : + cn e Avn

1t 2t nt

= A c1 e v1 + c2 e v2 + : : : + cn e vn

= Ax:

Examples

Solve the system:

dx1 dx2

= x1 + x2 ; = 4x1 2x2

dt dt

subject to the initial conditions: x1 (0) = 1; x2 (0) = 6:

" # " #" #

dx1

dt 1 1 x1

Solution: First write system in matrix form: dx1

= :

dt 4 2 x2

" # " # " #

1 1 1 1

The matrix has eigenvalues 3; 2 corresponding to eigenvectors ; respectively.

4 2 4 1

Show this:

1 1

The characteristic polynomial is det (A I) =

4 2

= (1 )( 2 ) 4

2

= 2+ + 4

2

= + 6

= ( + 3) ( 2)

and hence the eigenvalues are = 3 and = 2:

" #" # " # " #" # " #

1 1 x1 x1 4 1 x1 0

For = 3 we solve = 3 (equivalently, = )

4 2 x2 x2 4 1 x2 0

" #

1

hence 4x1 + x2 = 0 yielding eigenvectors of the form s for s 6= 0:

4

" #" # " # " #" # " #

1 1 x1 x1 1 1 x1 0

For = 2 we solve =2 (equivalently, = )

4 2 x2 x2 4 4 x2 0

" #

1

hence x1 = x2 yielding eigenvectors of the form s for s 6= 0:

1

" # " # " #

x1 (t) 3t

1 1

Hence the general solution of the system is = c1 e + c2 e2t

x2 (t) 4 1

" # " # " #

1 1 1

Now we need to …nd c1 and c2 ; to do this solve c1 + c2 = giving c1 = 1

4 1 6

and c2 = 2:

We have c1 + c2 = 1 hence

1 1 1 1

4c1 + c2 = 6

6 1 4 6

c1 = and c2 =

1 1 1 1

4 1 4 1

5 10

so c1 = = 1 and c2 = =2

5 5

" # " # " #

x1 (t) 3t

1 1

Therefore the solution is x = = e + 2e2t :

x2 (t) 4 1

Explicitly this gives x1 (t) = e 3t + 2e2t ; x2 (t) = 4e 3t + 2e2t :

Find the general solution of the system:

dx1 dx2

= 6x1 + x2 ; = x1 + 8x2

dt dt

" # " #" #

dx1

dt 6 1 x1

Solution: The system in matrix form: dx1

= :

dt 1 8 x 2

" #

6 1

This time the matrix: has a single (repeated) eigenvalue of 7 corresponding to the

1 8

" #

1

eigenvector :

1

Show this:

6 1

The characteristic polynomial is det (A I) =

1 8

= (6 ) (8 )+1

2

= 14 + 49

=( 7) ( 7)

and hence there is a single eigenvalue only, namely = 7:

" #" # " # " #" # " #

6 1 x1 x1 1 1 x1 0

For = 7 we solve =7 (equivalently, = )

1 8 x2 x2 1 1 x2 0

" #

1

hence x1 + x2 = 0 yielding eigenvectors of the form s for s 6= 0:

1

As this matrix only has one independent eigenvector the solution form (30.3) is incomplete.

" # " #

x1 (t) 1

While x = = c1 e7t is a solution it is only part of the general solution.

x2 (t) 1

The complete general solution cannot be obtained solely through eigenvalue/eigenvector methods.

Example (complex eigenvalues)

Find the complete general solution the system:

dx1 dx2

= x1 + x2 ; = 4x1 + x2

dt dt

" # " #" #

dx1

dt 1 1 x1

Solution: Write system in matrix form: dx2

= :

dt 4 1 x2

" # " #

1 1 1

The matrix has eigenvalues 1 + 2i; with corresponding eigenvector ;

4 1 2i

" #

1

and 1 2i; with corresponding eigenvector :

2i

Show this:

1 1

The characteristic polynomial is det (A I) =

4 1

= (1 )2 + 4

and hence the eigenvalues are =1 2i:

" #" # " # " #" # " #

1 1 x1 x1 2i 1 x1 0

For = 1+2i we solve = (1 + 2i) (equivalently, = )

4 1 x2 x2 4 2i x2 0

" #

1

hence 2ix1 + x2 = 0 yielding eigenvectors of the form s for s 6= 0:

2i

" #" # " # " #" # " #

1 1 x1 x1 2i 1 x1 0

For = 1 2i we solve = (1 2i) (equivalently, = )

4 1 x2 x2 4 2i x2 0

" #

1

hence 2ix1 + x2 = 0 yielding eigenvectors of the form s for s 6= 0:

2i

" # " # " #

x1 (t) 1 1

The general solution (30.3) gives x = = c1 e(1+2i)t + c2 e(1 2i)t :

x2 (t) 2i 2i

Now

" # " # " # " #

1 1 c1 (cos 2t + i sin 2t) c2 (cos 2t i sin 2t)

c1 e(1+2i)t + c2 e(1 2i)t

= et +

2i 2i 2ic1 (cos 2t + i sin 2t) 2ic2 (cos 2t i sin 2t)

" #

(c1 + c2 ) cos 2t + i (c1 c2 ) sin 2t

= et

2i (c1 c2 ) cos 2t 2 (c1 + c2 ) sin 2t

Setting C1 = c1 + c2 ; and C2 = i (c1 c2 ) (notice that C1 and C2 are real if and only if c1 and

c2 are complex conjugates) we obtain

x2 (t) = et (2C2 cos 2t 2C1 sin 2t)

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Second Order Di¤erential Equations

Examples Homogeneous problem

Lecture 32&33 Text Reference: §10.8 & 10.9.1

1. Linear ODEs.

Recall in the initial lecture on ODEs (lecture, we took the time to de…ne linear ODEs in contrast

to non-linear ODEs.

Another important quali…cation of di¤erential equations is linear versus non-linear. “We may

informally de…ne linear di¤erential equations as those in which the dependent variable or

variables and their derivatives do not occur as products, raised to powers or in non-linear func-

tions.” Note that this de…nition does not constrain the independent variable.

The next section of the notes moves on to second order linear ODEs. These are quite common in

engineering and science applications. The text more rigorously de…nes the principle of linearity

as “if x 1 and x 2 are both solutions of the homogeneous linear di¤erential equation, then so is ax 1

+ bx 2 , where a and b are arbitrary constants.” We could say that this solution has two linearly

independent components. We refresh this de…nition as it applies to our study of 2nd order linear

ODEs.

Gravitation Acceleration

Consider a stone dropped from a tall building. Neglecting air resistance, its acceleration is given

by

d2 s

a= =g

dt2

where g is gravity. This is a simple 2nd order linear non-homogeneous ODE. The velocity v of

the stone may readily be recovered to

ds

v= = v0 + gt

dt

where v0 is the initial velocity.

s = s0 + v0 t + gt2 =2

Hooke’s Law: If the spring is stretched (or compressed) s units from its natural length,

d2 s k

= s= !2s (32.1)

dt2 m

k

where !2 = >0

m

Here m de…nes mass. We will …nd that ! governs the frequency with which the system oscillates.

Assuming that the spring oscillates about the position s = 0; then the solution to this ODE is

simply

or by identity s(t) = C sin(!t + D)

2

period (time for one complete oscillation) =

!

1 !

frequency = =

period 2

Example: A spring with a mass of 2 kg has natural length 0:5 m:. A force of 12:8 N is required

to maintain it stretched to a length of 0:6 m: If the spring is stretched to a length of 0:6 m and

then released with initial velocity 0; …nd the position of the mass at any time t:

Damped Oscillations

For a mass on a spring, the frictional force from air resistance increases with the velocity of the

mass. The frictional force is often proportional to the velocity, so we can introduce a damping

term of the form

D ds

dt , where D is a constant, called the damping constant, and

ds

dt is the velocity. The governing

ODE remains a 2nd order linear ODE with constant coe¢ cients.

d2 s ds

m = ks D

dt2 dt

or

d2 s ds

m 2

+ D + ks = 0

dt dt

3. Homogeneous 2nd order linear ODEs with constant coe¢ cients

For the moment let us focus on homogeneous 2nd order linear ODE with constant coe¢ cients.

d2 s ds

a 2

+ b + cs = 0 (32.3)

dt dt

where a; b; and c are constants.

The general solution to a 2nd order linear ODE will be a family of functions with two linearly

independent components meaning two arbitrary constants. In the example of the falling body,

the initial value problem requires a speci…cation of velocity and position at some point in time.

Since we are examining 2nd order ODEs, we could readily create a boundary value problem

instead of an initial value problem by de…ning either the velocity or the position at two di¤erent

points in time.

The general form of the solution to equation (32.3) is

s(t) = Ae t ; (32.4)

where A is an arbitrary constant and will be a function of the coe¢ cients a; b and c: Note that

we do not have two linearly independent components at this point in time.

To some students it may be unsettling that equation (32.4) is just given instead of rigorously

produced as with the …rst order ODEs. One way to get to this general solution is through

transform methods, but we haven’t advanced to this level yet. At this point in time, the student

will have to accept the general form of the solution on faith.

Example: Verify that equation (32.4) is a solution to (32.3). Identify the constraint that is

placed on :

2 t

A a +b +c e =0 (32.5)

which requires

2

a + b + c = 0: (32.6)

Equation (32.6) is called the auxilliary or characteristic equation, and is simply a quadratic

equation and normally has two solutions. There are three cases to consider.

Case 1: b2 4ac > 0.

There are two distinct real solutions,

p !

b b2 4ac

1;2 =

2a

to the characteristic equation and so the general solution has the form

1t 2t

s (t) = C1 e + C2 e (32.7)

here C1 and C2 are arbitrary constants. Please note that we now have two linearly independent

components to the solution so (32.7) is a full general solution. Again, two further constraints

may be given to fully de…ne a boundary value or initial value problem.

Example: Solve the ODE

s• + 3s_ + 2s = 0

_ = 3.

Solution:

2

+3 +2 = 0

which factorises: ( + 2) ( + 1) = 0

the equation has two real (unequal) roots = 2; 1

hence the general solution consists of linear combinations of the two independent solutions

e t ; and e 2t

t 2t

i.e. s(t) = C1 e + C2 e

_ = 3 we obtain:

0:5 = C1 + C2

3 = C1 2C2

giving us C1 = 2 and C2 = 2: 5:

1

y

0

1 2 3 4 5

x

-1

Note that the solution passes over the t axis once and approaches it as t approaches in…nity.

With di¤erent initial conditions, the solution needn’t pass over the axis at all. This case is

sometimes called overdamped.

Case 2: b2 4ac = 0.

There is only one distinct real solution (m = -b/2a), and while s(t) = Ae t does satisfy the

ODE, it alone is not the general solution, as we need a second linearly independent component.

As another matter of faith, students must accept that in this case the general solution becomes:

t

s (t) = (At + B) e (32.8)

s• + 2s_ + s = 0

with the constraints of s(0) = 3 and s(0)

_ = 5.

Solution:

2

+2 +1 = 0

2

which factorises: ( + 1) = 0

the equation has two equal roots = 1; 1

hence the general solution consists of linear combinations of the two independent solutions

t t

i.e. s(t) = C1 e + C2 te

_ = 5 we obtain:

3 = C1 e 0 + 0

3 = C1

t t t

Now s_ (t) = C1 e + C2 e te

so 5 = s_ (0) = C1 + C2

t t

s (t) = 3e + 8te

5

y

0

0 1 2 3 4 5 6 7 8 9 10

x

Case 2 is sometimes called critically damped as it provides the quickest approach to s = 0: This

is similar to case 1, but the damping is just su¢ cient to suppress vibrations.

Here there are no real solutions to the characteristic equation, but there are two complex conju-

gate solutions 1 = p + qi; 2 =p qi where p = b=2a and

p

q= 4ac b2 =2a

The general solution can be written in the form of (32.7) but is usually simpli…ed to

s• + 0:4s_ + 4:04s = 0

_ = 0:2.

2

+ 0:4 + 4:04 = 0

q

p

0:4 (0:4)2 4 1 4:04 b b2 4ac

= using the quadratic formula: =

p 2 2a

0:4 16

=

2

0:4 4i

=

2

= 0:2 2i

0:2t

s(t) = e (C1 cos (2t) + C2 sin (2t))

_ = 0:2. we obtain:

= C1

Now

0:2t

s_ (t) = 0:2e (C1 cos (2t) + C2 sin (2t))

0:2t

+e ( 2C1 sin (2t) + 2C2 cos (2t))

so

0:2 = s_ (0) = 0:2C1 + 2C2

hence

2C2 = 0:2 + 0:2 = 0

Graph:

y 1.0

0.8

0.6

0.4

0.2

0.0

1 2 3 4 5 6 7

-0.2 x

-0.4

-0.6

-0.8

-1.0

Note that while the solution is damped and s(t) will approach 0 as t approaches in…nity, the

solution oscillates about 0. This is sometimes called and underdamped system.

Summary: Solutions of

d2 s ds

a 2

+ b + cs = 0

dt dt

where a; b; and c are constants.

2

Roots of a +b +c=0 General solution

Two real distinct roots and s(t) = C1 e 1t + C2 e 2t

1 2

where C1 ; C2 are arbitrary constants.

The examples worked through in the previous section were all initial value problems. While

boundary value problems are not in any way limited to homogeneous linear ODEs with constant

coe¢ cients, now is a good opportunity to solve one such problem.

s• + 2s_ + s = 0

The text notes that the method of solution developed here is not strictly limited to 2nd order

equations. In particular a homogeneous n th order linear ODE with constant coe¢ cients

dn s dn 1 s

an + an 1 + + a1 s + a0 = 0 (32.10)

dtn dtn 1

where a 0 through a n are constants, can be solved by assuming a solution in the general form of

s(t) = e t . As before this will lead to a characteristic equation, which is an n th order polynomial.

n n 1

an + an 1 + + a1 + a0 = 0 (32.11)

This polynomial will have n roots, which may be some combination of real, repeated and complex

conjugate pairs. As the ODE is linear, we must have n linearly independent components of the

general solution. Please note that it is not trivial to analytically solve a higher order polynomial.

...

x 2•

x 5x_ + 6x = 0:

...

Solution: The d.e. x 2• x 5x_ + 6x = 0 = 0 has the characteristic equation

3 2

2 5 +6=0

which factorises to

2

( 1) 6 = 0 using the hint

( 1) ( 3) ( + 2) = 0 completing the factorisation

hence there are three roots

= 1; 3; 2

Since these roots are di¤erent there are no te t terms in the solution, and the solution is very

simply written:

x (t) = C1 et + C2 e3t + C3 e 2t

Example: Suppose a 4th order linear homogeneous ODE has the characteristic equation

2

( + 1)( + 1)2 = 0:

Solution:

2

The characteristic equation has roots = i from ( + 1) = 0 and two equal roots = 1; 1

from ( + 1)2 = 0:

= C1 cos(t) + C2 sin(t)

and the two equal roots = 1; 1 provide the remaining part of the solution (eq. 32.8):

t

x (t) = C3 e + C4 te t :

t t

Combining: x (t) = C1 cos(t) + C2 sin(t) + C3 e + C4 te

We now write out the original form of the ODE. We need to expand the characteristic equation:

2

( + 1)( + 1)2

2 2

= ( + 1) +2 +1

4 3 2

= +2 +2 +2 +1=0

d4 x d3 x d2 x dx

4

+2 3 +2 2 +2 +1=0

dt dt dt dt

MONASH UNIVERSITY –SCHOOL OF MATHEMATICAL SCIENCES

ENG1091 Second Order Di¤erential Equations

nonhomogeneous equations Engineering application

Lecture 34&35 Text Reference: §10.9.2 & 10.10

Moving from the homogeneous to non-homogeneous 2nd order linear ODE with constant coe¢ -

cients simply means adding a term f (t) to the right-hand side of the equation.

d2 s ds

a 2

+ b + cs = f (t) (34.1)

dt dt

where a; b; and c are constants.

The non-homogeneous term f (t) cannot involve the dependent variable s; but it can be non-linear

in the independent variable t: The function f (t) is commonly called the forcing term and this

course will deal with the situation in which f (t) is either a polynomial, exponential or a circular

function.

The general solution s (t) to (34.1) is the sum of the homogeneous solution sc (t) (called the com-

plementary solution) to the homogeneous equation (also called the complementary equation)

and a particular solution, sp (t) :

The particular solution thus accounts for the forcing term f (t): The complementary solution

sc (t) will already contain the two independent variables necessary for the general solution.

Much as we had to make a wise guess in …nding the solution to homogeneous problem, we will

have to make a wise guess for the nature of the particular solution. Having set the form of the

particular solution it will remain to …nd the coe¢ cient for this term. The technique for this is

commonly called the method of undetermined coe¢ cients.

d2 s ds

2s = sin t (34.2)

dt2 dt

The solution to the homogeneous equation (called the complementary solution) can readily

be found to be sc (t) = C1 e t + C2 e2t :

A particular solution sp (t) must take the form sp (t) = A cos (t) + B sin (t) where A and B are

undetermined constants which need to be found.

Substituting (34.3) into the original ODE (34.2) allows us to de…ne the coe¢ cients A and B into

the di¤erential equation and try to …nd appropriate values of A and B:

Substituting these equations back into (e.g. 34.2) leads to

A cos (t) B sin (t) ( A sin (t) + B cos (t)) 2 (A cos (t) + B sin (t)) = sin (t)

3A cos (t) 3B sin (t) + A sin (t) B cos (t) = sin (t)

( 3A B) cos (t) + (A 3B) sin (t) = sin (t)

This last equation states that ( 3A B) cos (t) + (A 3B) sin (t) = sin (t) must be true for all t.

A 3B = 1

3A B = 0

1 3 1 1

0 1 3 0

A = B=

1 3 1 3

3 1 3 1

1 3

= B=

10 10

t

= C1 e + C2 e2t + A cos (t) + B sin (t) where A = 0:10 and B = 0:30

t

= C1 e + C2 e2t + 0:1 cos (t) 0:3 sin (t)

L

E

d2 Q dQ 1

L +R + Q = E (t)

dt2 dt C

where Q is the charge on the capacitor at time t:

dQ

Di¤erentiate this equation with respect to t (and remember that I = ), thus

dt

d2 I dI 1

L + R + I = E 0 (t)

dt2 dt C

16 10 4 F; E(t) = 100 cos (10t) V, and the initial charge and current are both 0:

d2 Q dQ

+ 40 + 625Q = 100 cos (10t)

dt2 dt

The homogeneous equation is

d2 Q dQ

+ 40 + 625Q = 0

dt2 dt

and this has characteristic equation

2

+ 40 + 625 = 0

p p

40 1600 4 1 625 b b2 4ac

= using the quadratic formula: =

p 2 2a

40 900

=

2

= 20 15i

20t

Qc (t) = e (C1 cos (15t) + C2 sin (15t))

For the particular solution we try Qp (t) = A cos (10t) + B sin (10t) where A and B are undeter-

mined constants which need to be found.

Q00 (t) = 100A cos (10t) 100B sin (10t)

substituting into

d2 Q dQ

2

+ 40 + 625Q = 100 cos (10t)

dt dt

we obtain

100A cos (10t) 100B sin (10t) + 40 ( 10A sin (10t) + 10B cos (10t))

+625 (A cos (10t) + B sin (10t)) = 100 cos (10t)

(525A + 400B) cos (10t) + ( 400A + 525B) sin (10t) = 100 cos (10t)

So

400A + 525B = 0 or 16A + 21B = 0

4 16 21 4

0 21 16 0

A = B=

21 16 21 16

16 21 16 21

84 64

= B=

697 697

20t 84 64

= e (C1 cos (15t) + C2 sin (15t)) + cos (10t) + sin (10t)

697 697

Substituting: Q (0) = 0

84

C1 + =0

697

Finding Q0 (t)

(C1 cos (15t) + C2 sin (15t)) + 15e 20t

( C1 sin (15t) + C2 cos (15t))

840 640

sin (10t) + cos (10t)

697 697

Substituting: Q0 (0) = 0

640

0= 20C1 + 15C2 +

697

Solving

84

C1 =

697

640

20C1 + 15C2 =

697

84 464

we obtain C1 = and C2 =

697 2091

giving

20t 84 464 84 64

Q (t) = e cos (15t) sin (15t) + cos (10t) + sin (10t)

697 2091 697 697

Note that e 20t ! 0 as t ! 1 and both cos (15t) and sin (15t) are bounded functions.

So for large values of t; Q (t) Qp (t) ; and for this reason, Qp (t) is called the steady state

solution.

We have so far considered only one type of externally forcing for our non-homogeneous problem,

namely sinusoidal forcing.

Fortunately we can cover a little more ground than this. Experience tells us that the method

of undetermined coe¢ cients can readily be employed when the forcing function is a polynomial

or exponential, in addition to sinusoidal. Note that more complicated forcing may, hopefully, be

readily approximated by some series involving this base functions.

f (t) try sp (t)

acos (kt) +b sin (kt) sp (t) = Acos (kt) +Bsin (kt)

an tn + + a1 t + a0 sp (t) = An tn + +A1 t + A0

ekt sp (t) = Aekt

ekt (acos (!t) +b sin (!t)) s(t) = ekt (A cos(!t) + B sin(!t))

As the table suggests, if the forcing term f (t) is a polynomial, we anticipate that the particular

solution will be of this form (and degree) too.

d2 x dx

2

+6 + 9x = t2

dt dt

and this has characteristic equation

2

+6 +9 = 0

= 3; 3

3t 3t

xc (t) = C1 e + C2 e t

A particular solution xp (t) must take the form xp (t) = at2 + bt + c where a; b; c are undetermined

constants which need to be found.

x00p (t) = 2a

Substituting:

d2 x dx

2

+6 + 9x = 2a + 6 (2at + b) + 9 at2 + bt + c

dt dt

= 9at2 + (9b + 12a) t + 2a + 9c + 6b t2

9a = 1

9b + 12a = 0

2a + 9c + 6b = 0

1 4 2

a = ;b = ;c =

9 27 27

3t 3t 1 4 2

x (t) = xc (t) + xp (t) = C1 e + C2 te + + t2 t+

9 27 27

If the forcing term f (t) is an exponential, we anticipate that the particular solution will be one

also.

Example: Find the general solution to the ODE

d2 x dx t

+5 6x = e

dt2 dt

Solution: This has characteristic equation

2

+5 6 = 0

( + 6) ( 1) = 0

= 6; 1

xc (t) = C1 et + C2 e 6t

t

xp (t) = ae

x0p (t) = ae t

x00p (t) = ae t

d2 x dx t t t

2

+5 6x = ae 5ae 6ae

dt dt

t t

= 10ae e

Clearly

1

a=

10

1

x (t) = C1 et + C2 e 6t

e t

10

Problems arise if any term of xp (t) is a part of the complementary solution. In such a case

multiply xp (t) by t (or t2 in the case of repeated roots).

d2 x dx

2

+5 6x = 7et

dt dt

Solution: This has characteristic equation

2

+5 6 = 0

= 6; 1

xc (t) = C1 et + C2 e 6t

since et is already part of the complementary solution where a is the undetermined constant.

x0p (t) = a et + tet

x00p (t) = a et + et + tet

d2 x dx

2

+5 6x = a 2et + tet + 5a et + tet 6a tet

dt dt

= 0 tet + 7aet 7et

Clearly a = 1 giving x (t) = C1 et + C2 e 6t

+ tet :

If the inhomogeneous term is composed of several functions whose particular solutions can be

individually found then we simply combine (add) our particular solutions.

d2 x dx 2t

+5 6x = t + e sin t

dt2 dt

Solution:

d2 x dx

Consider the equation 2

+5 6x = t

dt dt

A particular solution xp (t) must take the form xp (t) = at + b

5 1

which leads to the particular solution: xp (t) = 36 6t

d2 x dx

While the equation 2

+5 6x = e 2t sin t

dt dt

has a particular solution xp (t) of the form: xp (t) = ae 2t cos t + be 2t sin t

d2 x

now substitute into dt2

+ 5 dx

dt 6x :

so 13a + b = 0

a 13b = 1

1 13

from which we obtain: a = 170 ; b = 170

2t

xp (t) = ae cos t + be 2t sin t

2t 1 13

xp (t) = e cos (t) sin (t)

170 170

d2 x dx 2t 5 1 2t 1 13

2

+5 6x = t + e sin t so xp (t) = t+e cos (t) sin (t)

dt dt 36 6 170 170

5 1 1 13

= C1 et + C2 e 6t

t+e 2t

cos (t) sin (t)

36 6 170 170

Note: inhomogenous terms such as ekt sin !t or ekt cos !t can be much better handled using the

complex exponential which is given as an alternative to the above working.

Alternative (…nding the particular solution of ekt sin !t or ekt cos !t forms) using complex expo-

nentials:

d2 x

For the particular solution of dt2

+ 5 dx

dt 6x = e 2t sin t …rst we rewrite the equation as

d2 x

dt2

+ 5 dx

dt 6x = e 2t (cos t + i sin t) = e 2t eit and we wish to take the imaginary part only.

Now

d2 x dx

2

+5 6x = ( 2 + i)2 e( 2+i)t + 5 ( 2 + i) e( 2+i)t 6 e( 2+i)t

dt dt h i

= ( 2 + i)2 + 5 ( 2 + i) 6 e( 2+i)t

= [(4 4i 1) 10 + 5i 6] e( 2+i)t

notice this step

= ( 13 + i) e( 2+i)t

2t

now introduce the RHS: e eit = e( 2+i)t

( 13 + i) = 1

1

= 13+i

1 13 i

= 13+i 13 i

1

= 132 +1

( 13 i)

1

= 170 ( 13 i)

d2 x

So for the particular solution of dt2

+ 5 dx

dt 6x = e 2t sin t we use the imaginary part of

13 1

e( 2+i)t = 170 170 i e 2t (cos t + i sin t) :

1 13 2t

The ‘i’term is 170 i (cos t) + 170 i (sin t) e so the imaginary part of e( 2+i)t is

1 13 2t

170 cos (t) 170 sin (t) e = xp (t) as before.

- ProtractorUploaded byCarlos Pete
- Quick introduction to tensor analysisUploaded byCristian Ariel Huanca Espejo
- CBR ENGLISH MATH.docxUploaded byNisa Qawy
- Force TableUploaded byArianna Maouna Serneo Bernardo
- A levels MathsUploaded byWuileap
- Chapter 1 Introduciton to VectorsUploaded byLeepsteer Loo
- Mekanika TeknikUploaded byjesica
- Chapter 05Uploaded bybella
- Making+Sense+of+Sailing+VectorsUploaded byAnil Joseph Alexander
- ENG 1091 Unit GuideUploaded byBijan Shabeer Shekibi
- Chapter01Uploaded byJar Thom
- Vector_Tutorial.pdfUploaded byS Rajesh Kumar
- Chapter6 Application of Trigonometry Lesson 6-2Uploaded byEnas Basheer
- Calculus for Physics PrimerUploaded byJeffSchueler
- Cac Ky Hieu Toan HocUploaded byChinh Mai Tien
- ForcesUploaded byCamila Lorenzoni
- Vector & amp ScalarQuantities PPTassUploaded byBeatriz Simafranca
- Lect04Uploaded byAli khan7
- How Does the Ant Know the Way Home With No Guiding Clues on the Desert PlainUploaded byFlywave Trance
- Tensor Analysis-Chapter 1Uploaded byqftgauge
- Waldron Linear AlgebraUploaded byasacoMaster
- Balancing ProcedureUploaded bydnbinh
- Kinematic Modeling of Wheeled Modile RobotsUploaded byAhmed El-Kabbany
- DarsUploaded byWorse To Worst Satittamajitra
- Three Dimensional GeometryUploaded bysudersanaviswanathan
- Vectors.docxUploaded byThe Wizard's TOE
- Matlab 2004Uploaded byAbhishek Kunal
- Introduction to MATLAB FunctionsUploaded byyogesh sharma
- Solomon C4 VectorsUploaded bysim887
- Lay Linalg5!01!04Uploaded byfrankjamison

- What is Soy MilkUploaded bySuresh Jeeva
- Basic Primer on RAUploaded bycliff20
- Meniscus Knee Joint Symptoms TreatmentUploaded byimorthal
- Ajmer Tenancy and Land Records Act, 1950Uploaded byLatest Laws Team
- 2004 Mcclure PtUploaded byBruno Fellipe
- Learn the 10 Commandments of Rational Debate and Use Them Against Your Enemy as You Obliterate Their Argument Point by PointUploaded byCaryl Joshua S. Roasa
- Organic Chemistry Lab19.16.13Uploaded byneuronerd
- Sestos Dual Timer B2E-En_2Uploaded byfunky222
- Computer Aided Design of Electrical MachinesUploaded byajitkalel
- Surimi Waste WaterUploaded byRemya Pillai
- tmp6870.tmpUploaded byFrontiers
- A-Strange-Conspiracy-of-Silence-Concerning-the-Resurrection-of-the-Righteous-Dead.pdfUploaded bymolly brown
- Load Testing of Web Applications Using HP Load Runner and CA Wily Introscope ToolsUploaded byAnonymous vQrJlEN
- Curriculum Vitae - Angga FernandoUploaded byRealHaikalWiz
- Substation Training ModuleUploaded byKarthick Rathinasamy
- Eng Section 2Uploaded byJuan M. Habla
- ACI 343r_95Uploaded bySantanu Ghosh
- Holt Algebra 1_Chapter 08_Standardized Test.pdfUploaded byStanley
- ToxicologyUploaded byMustafa Khandgawi
- FFC 02 To 07_05_2013Uploaded byherobest62
- The Barefoot Fact SheetUploaded byMohit Sharma
- Corel-Painter-2017-Quick-Start-Guide (1).psUploaded bycopylogic
- Russian Fairy TalesUploaded byFlorentina Neagu
- Power Circuit BreakersUploaded byMohammedSaadaniHassani
- Motor Pole and SpeedUploaded byNabil Rameh
- 111183581-AnatomyUploaded byJanice Li
- Fargo DTC500Uploaded byjulio villalobos
- Wireless NetworksUploaded byars55
- Grasim Final ReportUploaded byAshutosh
- 1st M.sc SyllabusUploaded byShilpendu Ghosh