Mathematics: Lecture 1 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬

Differential Equations:

Differential Equations
A differential equation is an equation that involves one or more derivatives, or
differentials. Differential equations are classified by:

1. Type: Ordinary or partial.

2. Order: The order of differential equation is the highest order derivative that occurs in
the equation.
3. Degree: The exponent of the highest power of the highest order derivative.

A differential equation is an ordinary [Link]. if the unknown function depends on only

one independent variable. If the unknown function depends on two or more independent
variable, the [Link]. is a partial [Link]..
¶2 y 2 ¶ y
2
= a is a partial [Link]..
¶x 2 ¶x 2

Ex1:
dy
= 5x + 3 1st order-1st degree
dx
Ex2:
2 5
æ d3y ö æ d2y ö
çç 3 ÷÷ + çç ÷÷ 3rd order-2nd degree
è dx ø è dx ø
Ex3:
d3y d2y
4 + sin x + 5 xy = 0 3rd order-1st degree
dx 3 dx 2

Exercise: Find the order and degree of these differential equations.

dy
1. + cos x = 0 ans:1st order-1st degree
dx
2. 3dx + 4 y 2 dy = 0 ans:1st order-1st degree
d2y
3. 2
+ y = y2
dx
4. ( y ¢¢) 2 + 2 y ¢ = x 2
5. y ¢¢¢ + 2( y ¢¢) 2 = xy

Solution
The solution of the differential equation in the unknown function y and the independent
variable x is a function y(x) that satisfies the differential equation.

Ex: Show that y=c1 sin 2x+c2 cos 2x is a solution of y''+4y=0

sol:
y=c1 sin 2x+c2 cos 2x
y'= 2c1 cos 2x. - 2c2 sin 2x.
y''=-4 c1 sin 2x-4 c2 cos 2x
-4 c1 sin 2x-4 c2 cos 2x+4(c1 sin 2x+c2 cos 2x)=0
\ y is a solution

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Mathematics: Lecture 1 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Note:
The solution in example above is called general solution since it's contain an arbitrary
constant c1 and c2, i.e. the general solution of differential equation is the set of all solutions,
and the particular solution is any one of these solutions.

Exercise:
1. Show that y=3e2x-e-2x is a solution to y''-4y=0
2. Determine whether y(x)= 2e-x+xe-x is a solution of y''+2y'+y=0
3. Determine whether y= x2-1 is a solution of (y')4+y2=-1

Ordinary Differential Equations:

Ordinary Differential Equations are equations involve derivatives.

A. First Order [Link].

1- Variable Separable.
2- Homogeneous.
3- Linear.
4- Exact.

1- Variable Separable:
A first order [Link]. can be solved by integration if it is possible to collect all y terms
with dy and all x terms with dx, that is, if it is possible to write the [Link]. in the form

f ( x)dx + g ( y )dy = 0
then the general solution is:

ò f ( x)dx + ò g ( y)dy = c where c is an arbitrary constant.

Ex.1:
dy
Solve = ex+ y
dx
Sol.:
dy
= ex × e y
dx
dy
y
= e x dx
e
ò e dy = ò e ×dx
-y x

- ò e - y × (- dy ) = ò e x dx Þ - e- y = e x + c

Ex.2:
dy
Solve (1 + x) = x( y 2 + 1)
dx
Sol.:
dy x
ò (y 2
+ 1)
=ò
x +1
dx

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Mathematics: Lecture 1 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:
1
tan -1 y = ò dx - ò dx
x +1
tan -1 y = x - ln x + 1 + c

dy
Ex.3: Solve = ( y - x) 2 L(1)
dx
dy du dy du
Sol.: put y-x =u, -1 = Þ = +1 ….. (2)
dx dx dx dx

du du
dx
+ 1 = u2 Þ òu 2
-1 ò
= dx

é 1/ 2 - 1/ 2 ù
\ò ê + du = ò dx
ë u - 1 u + 1 úû
1
[ln (u - 1) - ln (u + 1)] = x + c
2
1 u -1
ln = x+c
2 u +1
u - 1 2x+c
=e
u +1

Exercise: Separate the variables and solve.

1. x(2y-3)dx+(x2+1)dy=0 ans: (x2+1)(2y-3)=c

2. dy=ex-y dx ans: ey=ex+c

dy
3. sin x +cosh 2y=0 ans: sinh 2y-2cosx=c
dx
x2 + 1 x2
y
4. xe dy+ dx = 0 ans: ey(y-1)+ +ln |x|=c
y 2
3 1
dy 2 2
5. 2 xy =1 ans: y = x2 + c
dx 3

2- Homogeneous:
Some times a [Link]. which variables can't be separated can be transformed by a change of
variables into an equation which variables can be separated. This is the case with any equation
that can be put into form:
dy y
= f ( ) …(1)
dx x
Such an equation is called homogenous.
y dy du
Put =u Þ y = ux , = u + x× and (1) becomes
x dx dx
du
x× + u = f (u )
dx

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Mathematics: Lecture 1 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Ex.1:
dy x 2 + y 2
Solve =
dx xy
Sol.:
y2
1+
dy x2 y dy du
= Þ homo. Put =u Þ = x× +u
dx y x dx dx
x
du 1 + u2 du 1 + u 2 - u 2
x× +u = Þ x× =
dx u dx u

du 1 dx
x× =
dx u
, ò u × du = ò x

u2 y2
= ln x + c Þ = ln x + c
2 2x 2

Ex.2: Solve the homogenous [Link] xdy + 2 ydx = 0

dy 2 y y dy du
Sol.: xdy = 2 ydx Þ = put =u Þ = x× +u
dx x x dx dx
du x x2
x× + u = 2u ln | x | - ln | u |= c Þ =cÞ =c
dx u y

Exercise: Show that the following differential equations are homogenous and solve.
1. (x2+y2)dx+xy dy=0 ans: x2(x2+2y2)=c
x
2. x2dy+(y2-xy)dx=0 ans: y =
ln x - c
y -y
3. ( xe x + y )dx - xdy = 0 ans: ln | x | +e x
=c

3 - Linear
dy
The equation of the form + p × y = Q where P and Q are functions of only x or
dx
dy
constant is called linear in y and .
dx
Find integrating factor ( I . f .) = e ò
Pdx
, then the general solution is

y × ( I . f .) = ò ( I . f .) Q . dx

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Mathematics: Lecture 1 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:
dy y
Ex.1: Solve - = x × ex
dx x
1
P ( x) = - , Q( x) = x.e x
x
-1
ò dx 1
( I . f .) = e x = e - ln x =
x
Solution is
1 1
y × = ò × xe x × dx
x x
y
= ex + c
x

Ex.2:
dy
Solve + x. y = x
dx
P=x, Q=x
x2
( I . f .) = e ò = e 2
xdx

Solution is
x2 x2
y×e 2
= òe 2
× x × dx
x2 x2 - x2
y×e 2
=e 2
+ c Þ y = 1 + ce 2
is the solution

Exercise:
dy
1. + 2 y = e-x ans: y=e-x+ce-2x
dx
dy sin x
2. x + 3y = 2 ans: x3y=c-cosx
dx x
y c
3. xdy + ydx = ydy ans: x = +
2 y

4- Exact
¶M ¶N
The equation M ( x, y )dx + N ( x, y )dy = 0 is said to be exact if =
¶y ¶x
General Solution is
c = ò Mdx + ò (terms in N do not contains x)dy

Ex.1:
Show that the following [Link]. are exact [Link].
a) (3 x 2 y + 2 xy )dx + ( x 3 + x 2 + 2 y )dy = 0

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Mathematics: Lecture 1 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:
¶M ¶N
= 3x 2 + 2 x , = 3x 2 + 2 x
¶y ¶x
¶M ¶N
=
¶y ¶x
\ The [Link]. is exact.

b) [ x cos( x + y ) + sin( x + y )]dx + ( x cos( x + y )dy = 0

¶M
= - x sin( x + y ) + cos( x + y )
¶y
¶N
= - x sin( x + y ) + cos( x + y )
¶x
\ the [Link]. is exact.

dy (x2 + y2 )
Ex.2: Is the [Link]. =- exact or not?
dx 2 xy
Sol.
2 xydy = -( x 2 + y 2 )dx
¶M ¶N
= 2y , = 2y
¶y ¶x
¶M ¶N
Q = , \ [Link]. is exact
¶y ¶x

Ex.3:
Solve the exact [Link]. in Ex.1(a) above (3 x 2 y + 2 xy )dx + ( x 3 + x 2 + 2 y )dy = 0
Sol.
c = ò (3x 2 y + 2 xy )dx + ò 2 ydy
x3 x2 y2
= 3y × + 2y × + 2×
3 2 3
the solution is x 3 y + x y + y 2 = c
2

Ex.4:
Solve ( x + y )dx + ( x + y 2 )dy = 0

Sol.
¶M ¶N
=1 , =1
¶y ¶x
\ [Link]. is exact

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Mathematics: Lecture 1 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

c = ò Mdx + ò (terms in N do not contains x)dy

= ( x + y )dx + ò y 2 dy
x2 y3
= + xy +
2 3
2
x y3
the solution is + xy + =c
2 3

Exercise:
1. (2+yexy)dx+(xexy-2y)dy=0 ans: c=2x+exy-y2
2. (tanx+tany)dy+(ysec2x+secx tanx)dx=0 ans: c=y tanx-lncosy+secx
3. (2xy+y2)dx+(x2+2xy-y)dy=0 ans: x2y+y2x-y2/2=c

Problems:
Solve the following differential equations:

1- y ln ydx + (1 + x 2 )dy = 0

2- e x + 2 y dy - e y - 2 x dx = 0

3- (2 x + y )dx + ( x - 2 y )dy = 0

y
4- x dy = ( y + x cos 2 ( ))dx
x

5- x(ln y - ln x)dy = y (1 + ln y - ln x)dx

6- x dy + (2 y - x 2 - 1)dx = 0

7- cos y dx + ( x siny - cos 2 y )dy = 0

8- (1 + y 2 )dx + (2 xy + y 2 + 1)dy = 0

x+ y
9- (e x + ln y )dx + ( )dy = 0
y
1
10- x(1 + e y )dx + ( x 2 + y 2 )e y dy = 0
2

References:
1- Calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬
4- Modern Introduction Differential Equations, Schaum's Outline Series.

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Mathematics: Lecture 1 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

B. Second Order Differential Equations:

The second order linear differential equations with constant coefficient has the genral
form is:
ay ′′ + by ′ + cy = F (x) …(1),
where a, b and c are constants.
If F ( x) = 0 then (1) is called homogenous.
If F ( x) ≠ 0 then (1) is called non homogenous.

Ex:
1) y''-x2y'+sinx y=0 is linear, 2nd order, homo.
2) y''-(y')2+ y=sinx is non linear, 2nd order, non homo.
3) y''+2yy'=lnx

a) Homogeneous.
b) Nonhomogeneous.
- Undeterminant coefficients.
- Variation of parameters.

a) The Second order linear homogenous [Link]. with constant coefficient:

The general form is
ay ′′ + by ′ + cy = 0 …(2)
where a, b and c are constants.

The general solution

Put y'=Dy and y''=D2y in eq. (2) (D is an operator)
⇒ a D2y+bDy+cy=0
⇒ (aD 2 + bD + c) y = 0 (using D-operator)
now substitute D by r and leave y then
ar 2 + br + c = 0
is called characteristic equation of the differential equation and the solution of this equation
(the roots r) give the solution of the differential equation where

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

− b m b 2 − 4ac
r=
2a

There are two values of r :

1- real (equal and not equal).
2- complex.

Case 1: If b 2 − 4ac f 0 then r1 and r2 are distinct (r1≠ r2) and real roots, and the general
solution is y = c1e r1 x + c2e r2 x

Case 2: If b 2 − 4ac = 0 then r1 = r2 = r , and the general solution is:

y = (c1 + c 2 x)e rx

Case 3: If b 2 − 4ac p 0 then the roots are two complex conjugate roots r = α ± iβ , i = − 1 ,
and the general solution is:
y = eαx (c1 cos βx + c2 sin βx)

Ex.1: Solve y′′ − 2 y′ − 3 y = 0

Solution:
y′′ − 2 y′ − 3 y = 0

r 2 − 2r − 3 = 0 , y = 1 , y′ = r , y′′ = r 2
(r + 1)(r − 3) = 0
r +1 = 0 ⇒ r = −1
r −3= 0 ⇒ r =3
the general solution is
y = c1e − x + c 2 e 3 x

Ex.2: Solve y ′′ − 6 y ′ + 9 y = 0
Solution:
y ′′ − 6 y ′ + 9 y = 0

r 2 − 6r + 9 = 0
(r − 3) 2 = 0 ⇒ r1 = r2 = 3

∴ y = (c1 + c 2 x)e 3 x

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Ex.3: Solve y′′ + y′ + y = 0

Solution:
y′′ + y′ + y = 0

r2 + r +1 = 0 a = 1, b = 1, c = 1
− b ± 1 − 4.1.1
r=
2.1
-1 ± - 3 - 1 ± 3i
= =
2 2

−1 3 -1 3
r= ± i α= , β=
2 2 2 2
−1
x 3 3
∴ y=e 2
(c1 cos x + c 2 sin x)
2 2

Exercise: solve
1. 4y''-12y'+5y=0 ans:y=c1e(1/2)x+ c2e(5/2)x
2. 3y''-14y'-5y=0 ans:y=c1e5x+ c2e(-1/3)x
3. 4y''+y=0 ans:y=c1cos(x/2)+ c2sin(x/2)
4. y''-8y'+16y=0 ans:y=c1e4x+ c2xe4x
5. y''+9y=0 ans:y=c1cos3x+ c2sin3x

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

b) The Second order linear non homogenous [Link]. with constant coefficient:
The general form is: ay ′′ + by ′ + cy = F (x) …(3)
where a, b and c are constants.

The general solution

If yh is the solution of the homo. [Link]. ay ′′ + by ′ + cy = 0 , then the general solution of
eq. (3) is:

y = yh + y p y h (complementary function)
y p (porticular integral)

i) y h is y homo.
ii ) y p (use the table)

Methods of finding y p :

There are two methods:

1) Undetermined coefficients:
In this method y p depends on the roots r1, and r2 of characteristic equation and on the

form of F (x) in eq. (3) as follows:

F (x) Choice of y p M.R.

kx n kn x n + kn −1 x n −1 + kn − 2 x n − 2 + L + k0 0
nth degree polynomial
ke px p
ce px
k sin βx or c1 cos βx + c 2 sin βx m iβ
k cos βx

Note: For repeated term (root), multiply by x .

Ex.1: Use the table to write y p

1) F ( x) = 3 x 2 , k =3 , n=2

y p = k 2 x 2 + k1 x + k 0

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

− 1 -3x -1
2) F ( x) = e , k= ⇒ c
2 2
y p = ce −3 x

3) F ( x) = 2 cos 3x , k=2 , β =3
y p = c1 cos 3x + c 2 sin 3x

4) F ( x) = 3x 2 - 3x + 5 - 2e3x , k = −3 , c = −2

y p = k2 x 2 + k1 x + k0 + ce3 x

1
5) F ( x) = 2 cos x − sin x
2
y p = c1 cos x + c 2 sin x

6) F ( x) = sin x − cos 2 x
y p = c1 cos x + c 2 sin x + A cos 2x + B sin 2x

Ex.2: Solve y ′′ − y ′ − 2 y = 4 x 2 …. (1)

Solution:
y'' –y'-2y=0
the char. Eq. r2-r-2=0
(r + 1)(r − 2) = 0
r1 = −1, r2 = 2

yh = c1e − x + c2e 2 x
f(x)=4x2 is polynomial of second degree then
y p = k2 x 2 + k1 x + k0 ... (2)
⇒ y′p = 2k2 x + k1 , y′p′ = 2k2

Substitution gives
2 k 2 − ( 2 k 2 x + k 1 ) − 2( k 2 x 2 + k 1 x + k 0 ) = 4 x 2

coeff . of x 2 : −2k 2 = 4 ⇒ k 2 = −2
coeff . of x : −2k 2 − 2k1 = 0 ⇒ k1 = 2
const : 2k 2 − k1 − 2k 0 = 0 ⇒ k 0 = -3

y p = −2 x 2 + 2x - 3

y g = y h + y p = (c1e − x + c 2 e 2 x ) − 2 x 2 + 2 x − 3

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Ex.3: y ′′ − y ′ − 2 y = e 3 x
Solution:
y ′′ − y ′ − 2 y = e 3 x .... (1)
y ′′ − y ′ − 2 y = 0

r2 − r − 2 = 0
(r − 2)(r + 1) = 0 ⇒ r1 = 2, r2 = −1

yh = (c1e 2 x + c2e − x ) , Put

y p = ce3 x .... (2)

y′p = 3ce3 x , y′p′ = 9ce3x

Substitute In (1)
9ce3x-3ce3x-2ce3x=e3x
1
9c-3c-2c=1⇒ 4c = 1 ⇒ c=
4
1
In (2)⇒ y p = e3x
4
1
y g = y h + y p = c1e 2 x + c2e − x + e3 x
4

Modification rule ‫ﻗﺎﻋﺪﺓ ﺍﻟﺘﻌﺪﻳﻞ‬

. x ‫ ﺍﻟﺴﺎﺑﻖ ﻓﻲ‬y p ‫ ← ﻳﻀﺮﺏ‬0 = ‫ ﻭﻛﺎﻥ ﺍﺣﺪ ﺟﺬﺭﻱ ﺍﻟﻤﻌﺎﺩﻟﺔ ﺍﻟﻘﻴﺎﺳﻴﺔ‬F ( x) = kx n ‫( ﺍﺫﺍ ﻛﺎﻥ‬1
(2
. x ‫ ﺍﻟﺴﺎﺑﻖ ﻓﻲ‬y p ‫ ← ﻳﻀﺮﺏ‬p = ‫ ﻭﻛﺎﻥ ﺍﺣﺪ ﺟﺬﺭﻱ ﺍﻟﻤﻌﺎﺩﻟﺔ ﺍﻟﻘﻴﺎﺳﻴﺔ‬F ( x) = ke px
‫ ﺍﺫﺍ ﻛﺎﻥ‬- a
. x 2 ‫ ﺍﻟﺴﺎﺑﻖ ﻓﻲ‬y p ‫ ← ﻳﻀﺮﺏ‬p = ‫ ﻭﻛﺎﻥ ﺟﺬﺭﻱ ﺍﻟﻤﻌﺎﺩﻟﺔ ﺍﻟﻘﻴﺎﺳﻴﺔ‬F ( x) = ke px ‫ ﺍﺫﺍ ﻛﺎﻥ‬- b

k cos βx
. x ‫ ﺍﻟﺴﺎﺑﻖ ﻓﻲ‬y p ‫← ﻳﻀﺮﺏ‬ r = miβ , α = 0 ‫ ﻭﻛﺎﻥ‬F ( x) =  ‫ﺍﺫﺍ ﻛﺎﻥ‬ (3
k sin βx

Ex.4:Solve y''+y= sinx

Solution:
y''+y=0
r2+1=0, r2=-1 ⇒ r = ± i, α=0, β=1
yh=c1cosx+c2sinx
yp=x(c3cosx+c4sinx), y'p=x(-c3sinx+c4cosx)+(c3cosx+c4sinx)

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

y''p=x(-c3cosx-c4sinx)+(-c3sinx+c4cosx)+(-c3sinx+c4cosx)
Substitution gives
-2c3sinx+2c4cosx=sinx
-2c3=1⇒ c3=-1/2, 2c4=0⇒c4=0
x
y g = c1 cos x + c2 sin x − cos x
2

Exercise: Find the general solution

1) y''=9x2+2x-1
2) y''-y'-2y=sin2x
3) y''-5=3ex-2x+1
4) y''+2y'+y=3e-x
5) y''-y'-2y=x2-x

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

2- Variation of parameters.
Let yh=c1u1+c2u2 be the homogenous solution of ay ′′ + by ′ + cy = F( x ) and the particular
solution has the form y p = u 1 v1 + u 2 v 2 where v1 and v2 are unknown functions of x which

must be determined, first solve the following linear equations for v'1 and v'2:
v'1u1+ v'2u2=0
v'1u'1+ v'2u'2=F(x)
which can be solved with respect to v'1 and v'2 by Grammar rule as follows
u1 u2 0 u2 u 0
D= , D1 = , D2 = 1
u 1′ u ′2 F( x ) u ′2 u 1′ F( x )

D1 D
and v1′ = , v ′2 = 2
D D
by integration of v'1 and v'2 with respect to x we can find v1 and v2.

Ex.1:

Solve y ′′ − y ′ − 2 y = e 3 x ……. (1)

yh = c1e − x + c2e 2 x , hence

′
u1 = e − x ⇒ u1 = −e − x
′
u2 = e 2 x ⇒ u2 = 2e 2 x
yp= v1u1+v2u2
′ ′
v1 u1 + v2 u2 = 0
′ ′ ′ ′
v1 u1 + v2 u2 = F ( x)

′ ′
v 1 (e − x ) + v 2 (e 2 x ) = 0
′ ′
v1 (−e − x ) + v 2 (2e 2 x ) = e 3 x
Solving this system by Cramer rule gives
e −x e 2x 0 e 2x e −x 0
D= = 3e x , D1 = 3 x = − e 5x
, D = = e 2x
− e −x − e −x
2x 2 3x
2e e 2e 2 x e

− e5 x − 1 4 x −1 1
v'1 = x
= e ⇒ v1 = ∫ e 4 x = − e 4 x ,
3e 3 3 12
2x
e 1 1 1
v'2 = x = e x ⇒ v 2 = ∫ e x = e x
3e 3 3 3

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

1 1 1
∴ y p = − e 4 x e − x + e x e 2 x = e 3x
2 3 4
1
the general solution is : y = c1e − x + c 2 e 2 x + e 3 x
4

Ex.2: solve
y''+y=secx
Solution:
y''+y=0
r2+1=0 ⇒r2=-1 ⇒ r = ± i α=0, β=1
yh=c1cosx + c2sinx, u1=cosx, u2=sinx, f(x)=secx
yp= v1u1+v2u2
= v1cosx +v2sinx then
′ ′
v1 (cos x ) + v 2 (sin x ) = 0
′ ′
v1 (− sin x ) + v 2 (cos x ) = sec x

cos x sin x
D= = cos 2 x + sin 2 x = 1,
− sin x cos x
0 sin x 1
D1 = = − sin x sec x = − sin x = − tan x ,
sec x cos x cos x
cos x 0
D2 = = cos x sec x = 1
− sin x sec x

− tan x − sin x
v1′ = = − tan x ⇒ v1 = ∫ dx = ln | cos x |
1 cos x
v' 2 = 1 ⇒ v 2 = ∫ dx = x

yp = ln |cosx| cosx + x sinx

yg = c1cosx + c2sinx + ln |cosx| cosx + x sinx

Exercise
1. y''-2y'+y = ex lnx
ex
2. y''-2y'+y =
x5
3. y''+4y=sin22x

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Mathematics: Lecture 2 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Problems: Find the general solution

1- y′′ + 2 y′ + y = 4e − x ln x
2- y′′ + 4 y′ + 20 y = 23 sin t − 15 cos t y(0) = 0 , y′(0) = -1

3- y′′ − 4 y′ + 3 y = 4e3 x y(0) = -1 , y′(0) = 3

4- y ′′ + y = x 2 + x

12e x
5- y ′′ − 2 y ′ + y =
x3
6- y′′ + 4 y = 4 sec 2 x

References:
1- calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬
4- Modern Introduction Differential Equations, Schaum's Outline Series.

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Mathematics: Lecture 3 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

C. Higher order Differential Equations:

How to find roots of an equation:
Let x n + a1 x n−1 + a2 x n−2 + K + an = 0 be an eq. of degree n, we denote this eq. by f ( x) = 0 then:

1) r is a root of the eq. f ( x) = 0 if f (r ) = 0 .

2) r is repeated root of the eq. f ( x) = 0 if f ′(r ) = 0 .
3) If r is a root of the eq. f ( x) = 0 , then r must be a factor of an .

4) If r is a root of the eq. f ( x) = 0 , then ( x − r ) divides f (x) .

Ex.: Find all roots of x3 + 4 x 2 − 3x − 18 = 0

Solution: an = 18 : m 1, m 2, m 3, m 6, m 9, m 18

f (2) = 8 + 16 − 6 − 18 = 0 , 2 is a root of the eq.

There are two methods to factorize f(x): long division & fast division.

First method: Fast division

1 4 -3 -18
2 ↓ 2 12 18
1 6 9 0
⇒ x2 + 6x + 9 = 0
⇒ ( x − 2)( x 2 + 6 x + 9) = 0
( x − 2)( x + 3)( x + 3) = 0
x1 = 2, x2 = −3, x3 = −3
The roots are 2, -3, -3

Second method: long division

x 3 + 4 x 2 − 3 x − 18 = 0
⇒ ( x − 2)( x 2 + 6 x + 9) = 0
( x − 2)( x + 3)( x + 3) = 0
x 2 + 6x + 9
( x − 2) x + 4 x 2 − 3x − 18
3

m x 3 ± 2x 2
6 x 2 − 3x
m 6 x 2 ± 12 x
9 x − 18
m 9 x ± 18
0

1
Mathematics: Lecture 3 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Higher order linear Differential Equations:

The general form with constant coefficient is:
y ( n ) + a1 y ( n −1) + K + an −1 y + an y = F ( x) ...... (1)

If F ( x) = 0 then (1) is called homogenous, otherwise (1) is called nonhomogenous.

The general solution

The methods of solving second order homogenous [Link]. with constant coefficients can be
extended to solve higher order homogenous and nonhomogenous [Link]. with constant coefficients.

a) Homogenous: the characteristic equation of nth order homogenous D. Eq.:

y ( n ) + a1 y ( n −1) + K + an −1 y + an y = 0 is:
r n + a1r n −1 + K + an −1r + an = 0
Let r1, r1 , r2 , ... , rn be the roots of characteristic equation then:

1) If r1 , r2 , ... , rn are all distinct then the solution is:

y h = c1e r1x + c 2 e r2 x + K + c n e rn x

2) If r1 repeated m times, then yh will contain the terms:

c1e r1 x + c2 xe r1 x + ... + cm x m −1e r1 x

3) If some of roots are complex ( r = α m iβ ) then yh will contain

(c1 cos βx + c2 sin βx)eαx

Ex.1: solve y''' -3y''+2y'=0

Solution:
r 3 − 3r 2 + 2r = 0 ⇒ r (r 2 − 3r + 2) = 0
r (r - 2)(r - 1) = 0
⇒ r1 = 0 , r2 = 2 , r3 = 1
are all distinct
⇒ yh = c1e r1 x + c2e r2 x + c3e r3 x
yh = c1 + c2e 2 x + c3e x

2
Mathematics: Lecture 3 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Ex.2:
y(4)-3y'''+3y''-y'=0
r 4 − 3r 3 + 3r 2 − r = 0 ⇒ r (r 3 − 3r 2 + 3r − 1) = 0
r (r - 1)3 = 0
⇒ r1 = 0 , r2 = r3 = r4 = 1 ⇒ m=3

⇒ y h = c1e r1x + (c 2 x m −3 + c3 x m − 2 + c 4 x m −1 )e rx
y h = c1 + c 2 e x + c3 xe x + c 4 x 2 e x

Ex.3:
y ( 4 ) − 3 y′′′ − 2 y′′ + 2 y′ + 12 y = 0

r 4 − 3r 3 − 2r 2 + 2r + 12 = 0
r = 2 is a root ⇒ (r - 2) is a factor
1 -3 -2 2 12
2 ↓ 2 -2 -8 -12
1 -1 -4 -6 0
⇒ r 3 − r 2 − 4r − 6 = 0
⇒ (r − 2)(r 3 − r 2 − 4r − 6 ) = 0 , r =3 root ⇒ (r - 3) is a factor
1 -1 -4 -6
3 ↓ 3 6 6
1 2 2 0
⇒ r 2 + 2r + 2 = 0
(r − 2)(r − 3) (r 2 + 2r + 2) = 0
r1 = 2, r2 = 3, r = −1 m i α = −1 , β = 1

⇒ yh = c1e 2 x + c2 e3 x + (c3 cos x + c4 sin x)e − x

b) Nonhomogenous: the general form of nth order nonhomogenous differential equation is:
y ( n ) + a1 y ( n −1) + K + an −1 y + an y = F ( x) ...... (1)

The general solution is yg = yh + y p

3
Mathematics: Lecture 3 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Methods of finding yp:

1) Undetermined coefficients
We can extend the methods of solving second order non homogenous [Link]. with constant
coefficients to solve higher order nonhomogenous [Link]. with constant coefficients.

Ex.1: y(4)-8y''+16y=-18sinx
Solution:
yg = yh + y p

y(4)-8y''+16y=0
r4-8r2+16=0 ⇒ (r2-4)2=0 ⇒ r2=4 ⇒ r=±2
yh=c1e2x+c2xe2x+c3e-2x+c4xe-2x
let yp=Acosx+Bsinx, y'p=-Asinx+Bcosx, y''p= -Acosx-Bsinx
y'''p= Asinx-Bcosx, y(4)p= Acosx+Bsinx
Acosx+Bsinx+8Acosx+8Bsinx+16Acosx+16Bsinx=-18sinx
25Acosx+25Bsinx=-18sinx
25A=0⇒A=0
25B=-18⇒B=-18/25
18
y g = c1e 2x + c 2 xe 2x + c 3 e -2x + c 4 xe -2x - sin x
25

2) Variation of parameters
In this method, the particular solution yp has the form yp=v1u1+v2u2+… +vnun
Where u1, u2, …, un are taken from yh=c1u1+c2u2+… +cnun.
To find v1, v2, …, vn, we must solve the following linear eqs. For v'1, v'2, …, v'n:
v1′ u 1 + v ′2 u 2 + … + v ′n u n = 0
v1′ u 1′ + v ′2 u ′2 + … + v ′n u ′n = 0
M
( n−2) ( n−2)
v1′ u 1 + v ′2 u 2 + … + v ′n u n =0
(n - 2)

( n −1) ( n −1) ( n −1)

v1′ u 1 + v ′2 u 2 + … + v ′n u n = f ( x)

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Mathematics: Lecture 3 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Ex2: solve y'''+y'=secx

Solution:
Let y'''+y'=0
r3+r=0 ⇒ r(r2+1)=0 ⇒ r=0, r2=-1 ⇒ r1=0, r=±i
yh=c1+c2cosx+c3sinx
u1=1, u2=cosx, u3=sinx, f(x)=secx
v1′ + v ′2 cosx + v′3 sinx = 0
v1′ (0) + v′2 (− sin x) + v 3 (cos x) = 0
v1′ (0) + v ′2 (− cos x) − v ′3 (sin x) = sec x

1 cos x sin x
D= 0 − sin x cos x = sin 2 x + cos 2 x = 1
0 − cos x − sin x

0 cos x sin x
D1 = 0 − sin x cos x = sec x (sin 2 x + cos 2 x ) = sec x
sec x − cos x − sin x

1 0 sin x
0 cos x
D2 = 0 0 cos x = = − cos x sec x = −1
sec x − sin x
0 sec x − sin x

1 cos x 0
− sin x 0
D 3 = 0 − sin x 0 = = − sin x sec x = − tan x
− cos x sec x
0 − cos x sec x

′ D
v1 = 1 = sec x ⇒ v1 = ∫ sec xdx = ln(sec x + tan x )
D
′ D
v 2 = 2 = −1 ⇒ v 2 = ∫ − 1 dx = − x
D
′ D
v3 = 3 = − tan x ⇒ v3 = − ∫ tan x dx = ln cos x
D
yp= ln (secx+tanx)-x cosx-ln cosx sinx
yg= c1+c2cosx+c3sinx+ ln (secx+tanx)-x cosx - ln cosx sinx

5
Mathematics: Lecture 3 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Differential Equations:

Exercise: Solve
1) y'''-6y''+12y'-8y=0
2) y'''-y=0
3) y(5)-2y(4)+y'''=0
4) y'''-6y''+2y'+36y=0
5) y(4)+8y'''+24y''+32y'+16y=0
6) y(4)-4y''+4y=0

Problems: Find the general solution y'''-6y''+12y'-8y=0

1) y(4)+8y''+16y=0
2) y(4)+y=x+1
3) y'''-3y'+2y=ex
4) y(4)-16y=0
5) y'''-y'=4x3+6x2

References:
1- Calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬
4- Modern Introduction Differential Equations, Schaum's Outline Series.

6
Mathematics: Lecture 4 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

Matrices:
When a system of equations has more than two equations, it is difficult to discuss
them without using matrices and vectors.
The size of the matrix is described by the number of its row and columns. A
matrix of n rows and m columns is said to be n × m matrix.

 a11 a12 L a1m 

a a22 L a2 m 
A= 
 M
21


[ ]
= aij , i = 1,2,..., n , j = 1,2,..., m.
 
an1 an 2 L anm  n× m

Types of matrices:
Square matrix: It is a matrix whose number of rows are equal to the number of
columns ( n = m ). For example:

1 3 0
1 5 
A=  , B = 3 2 1
 2 4  2× 2 1 8 0 3×3

Diagonal matrix: It is a square matrix which all its elements are zero except the
elements on the main diagonal. For example:

 4 0 0
A = 0 9 0
0 0 1

Identity matrix: It is a diagonal matrix whose elements on the main diagonal are equal
to 1, and it is denoted by In. For example:

1 0 0
1 0
I 3 = 0 1 0 , I 2 = 
 0 1
0 0 1

Transpose matrix: Transpose of A is denoted by ( AT ) , means that write the rows of A

as columns in At. For example:
 3 - 2
3 7 1
A=  , A = 7 1 
T

− 2 1 − 3 2×3 1 - 3 3× 2

1
Mathematics: Lecture 4 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

Matrix addition and multiplication

If A = [aij ] and B = [bij ] and both A & B are n × m matrices, then

A + B = [aij ] + [bij ] = [aij + bij ]

Ex.1:
1 − 1 2 3 3 2
0 2  + 4 5 = 4 7
     

For any scalar (number) c , we can multiply A by c as follows:

cA = c[a ij ] = [ca ij ]
Ex.2:

1 − 1 3 − 3
3 = 
0 2  0 6 

A matrix with only one column, n × 1 in size, is called a column vector, and one
of only one row, 1 × m in size, is called a row vector.

Matrices multiplication
Let A be an n× k matrix and B be a k×m matrix then C=AB is an n×m matrix,
where the element in the ith row and jth column of AB is the sum
n
cij = ai1b1 j + ai 2 b2 j + ... + ain bnj = ∑ aik bkj , i = 1,2,..., m and j = 1,2,..., p.
k =1

Ex.3
5 - 2 
3 7 1
Suppose A =   , B = 0 3  then
− 2 1 − 3 2×3 1 - 1  3×2
 16 14
AB =  
− 13 10 2×2

Determinants
With each square matrix A we associate a number det(A) or |aij| called the
determinant of A, calculated from the entries of A as follows:

For n=1, det(a)=a,

2
Mathematics: Lecture 4 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

a a12 
For n =2, det  11 = a11a 22 − a 21a12
a 21 a 22 

Minors
To each element of a 3× 3 matrix there corresponds a 2 × 2 matrix that is
obtained by deleting the row and column of that element. The determinant of the 2 × 2
matrix is called the minor of that element.

For a matrix of dimension 3×3, we define

 a11 a12 a13  a11 a12 a13

det a 21 a 23  = a 21
a a 23 a a 23 a a 22
a 22 a 22 a 23 = a11 ⋅ 22 − a12 ⋅ 21 + a13 ⋅ 21
a32 a33 a31 a33 a31 a32
a31 a32 a33  a31 a32 a33

a 22 a 23 a a 23
where is the minor of a11 , 21 is the minor of a12 ,
a 32 a 33 a 31 a 33
a 21 a 22
and is the minor of a13 .
a 31 a 32

Ex.4:
Find the determinant of each matrix
 1 3
a)  
 − 2 5
1 3
= 11
−2 5

2 4 
b)  
6 12
2 4
=0
6 12

Ex.5: Find the determinant of A where:

1 3 − 5

A = − 2 4 6 
 0 − 7 9 
Sol.: By choosing the first column we get
1 3 −5
4 6 3 −5 3 −5
det( A) = − 2 4 6 = 1⋅ − (−2) ⋅ + 0⋅
−7 9 −7 9 4 6
0 −7 9
= 62

3
Mathematics: Lecture 4 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

Ex.6: Evaluate the determinant of A if:

1 3 − 5

A = − 2 4 6 
 0 − 7 9 

Solution:
By choosing the second row we get
1 3 −5
3 −5 1 −5 1 3
det( A) = − 2 4 6 = −(−2) +4 − 6⋅
−7 9 0 9 0 −7
0 −7 9
= 62
Note that 62 is the same value that was obtained for this determinant in Example
above.

Note:
If a matrix A is triangular (either upper or lower), its determinant is just the
product of the diagonal elements:

Linearly Dependent and Linearly Independent

Definition: the vectors v1, v2, …, vm are linearly dependent if | v1 v2 … vm|=0, and
if | v1 v2 … vm| ≠ 0 then v1, v2, …, vm are linearly independent.

Ex1: Let v1=(3, 6, -1); v2=(8, 2, -4); v3=(1, -1, 1), determine whether v1, v2, v3 are
linearly dependent or not.

Sol: Since
3 8 1
6 2 − 1 = 3 2 −1 − 8 6 −1 + 6 2
= 3(2 − 4) − 8(6 − 1) + (−24 + 2) = −68 ≠ 0
  −4 1 −1 1 −1 − 4
− 1 − 4 1 
then v1, v2, v3 are linearly independent

Ex2: Let v1=(2, 4, 6); v2=(1, 3, 3); v3=(1, 2, 3), determine whether v1, v2, v3 are linearly
dependent or not.

Sol: Since
2 1 1 
4 3 2 = 2 3 2 − 4 2 + 4 3 = 2(9 − 6) − (12 − 12) + (12 − 18) = 6 − 0 − 6 = 0
  3 3 6 3 6 3
6 3 3
then v1, v2, v3 are linearly dependent

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Mathematics: Lecture 4 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

Exercise:

1) Determine whether the given vectors are linearly dependent or linearly independent.
a) (3,2);(1,-1)
b) (4,-3,1);(10,-3,0);(2,-6,3)
2) Find determinant of the following matrices
 − 4 1 0 1
 
 0 1 0 0
a) 
0 0 2 0
 
 1 0 0 3
 

 3 −2 1 
 
b)  1 10 − 1
− 3 − 2 1 
 

References:
1- Calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬

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Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

Solving a system of linear equations

Let A be a matrix, X a column vector, B a column vector then the system of linear
equations is denoted by AX=B.

The augmented matrix

The solution to a system of linear equations such as
x − 2 y = −5
3x + y = 6

Depends on the coefficients of x and y and the constants on the right-hand side of
the equation. The matrix of coefficients for this system is the 2 × 2 matrix
1 − 2
3 1 
 

If we insert the constants from the right-hand side of the system into the matrix of
coefficients, we get the 2 × 3 matrix
1 − 2 − 5
 
3 1 6 

We use a vertical line between the coefficients and the constants to represent the
equal signs. This matrix is the augmented matrix of the system also it can be written
as:
1 − 2  x  − 5
3 1  y  =  6 
    
Note:
Two systems of linear equations are equivalent if they have the same solution set.
Two augmented matrices are equivalent if the systems they represent are equivalent.

Ex.1:
Write the augmented matrix for each system of equations.
x+ y−z =5
a) 2x + z = 3
2x − y + 4z = 0
1 1 − 1 5
 
2 0 1 3
2 − 1 4 0
x + y =1
b) y+z=6
z=0
1 1 0 1
 
0 1 1 6
0 0 1 − 5

1
Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

We'll take two methods to solve the system AX=B

1) Cramer's rule
The solution to the system

a1 x + b1 y = c1
a2 x + b2 y = c2

Dx Dy
Is given by x = and y = where
D D
a1 b1 c1 b1 a1 c1
D= , Dx = and Dy =
a2 b2 c2 b2 a2 c2

Provided that D ≠ 0

Notes:
1. Cramer's rule works on systems that have exactly one solution.
2. Cramer's rule gives us a precise formula for finding the solution to an
independent system.
3. Note that D is the determinant made up of the original coefficients of x and y .
D is used in the denominator for both x and y . Dx is obtained by replacing the
first (or x ) column of D by the constants c1 and c 2 . Dy is found by replacing
the second (or y ) column of D by the constants c1 and c 2 .

Ex.1: Use Cramer's rule to solve the system:

3x − 2 y = 4
2 x + y = −3

Sol.:
First find the determinants D, Dx , and D y :
3 −2
D= = 3 − (−4) = 7
2 1
4 −2 3 4
Dx = = 4 - 6 = -2 , Dy = = -9 - 8 = -17
−3 1 2 −3

By Cramer's rule, we have

D 2 17Dy
x= x =− and y = =−
D 7 D 7
 2 17 
Check in the original equations. The solution set is (− ,− ) .
 7 7 

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Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

Ex.2: Solve the system:

2x + 3y = 9
− 2x − 3y = 5
Sol.:
Cramer's rule does not work because
2 3
D= = −6 − (−6) = 0
−2 −3
Because Cramer's rule fails to solve the system, we apply the addition method:
2x + 3y = 9
− 2x − 3y = 5
0 = 14
Because this last statement is false, the solution set is empty. The original equations are
inconsistent.

Ex.3: Solve the system:

3x − 5 y = 7
6 x − 10 y = 14
Sol.: Cramer's rule does not apply because
3 −5
D= = −30 − (−30) = 0
6 − 10
Multiply Eq.(1) by -2 and add it to Eq.(2)
− 6 x + 10 y = −14
6 x − 10 y = 14
0=0
Because the last statement is an identity, the equations are dependent. The
solution set is {( x, y ) 3 x − 5 y = 7}.

Ex.4: Use Cramer's rule to solve the system:

2 x − 3( y + 1) = −3
2 y = 3x − 5
Sol.: First write the equations in standard form, Ax + By = C
2x − 3y = 0
− 3x + 2 y = −5
Find D, Dx , and D y :
2 −3
D= = 4 − 9 = −5
−3 2
0 −3 2 0
Dx = = 0 - 15 = -15 , Dy = = -10 - 0 = -10
−5 2 −3 −5
Using Cramer's rule, we get
D − 15 D − 10
x= x = =3 and y= y = =2
D −5 D −5

Because (3,2) satisfies both of the original equations, the solution se is {(3,2)} .

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Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

2) The Gaussian Elimination method

When we solve a single equation, we write simpler and simpler equivalent
equations to get an equation whose solution is obvious. In the Gaussian elimination
method we write simpler and simpler equivalent augmented matrices until we get an
augmented matrix in which the solution to the corresponding system is obvious.
Because each row of an augmented matrix represents an equation, we can perform
the row operations on the augmented matrix.

Elementary Row Operation:

1. Construct the augmented matrix (A:B).
2. Interchange two rows (Ri ↔ Rj).
3. Multiply any row by a constant different from zero (Ri ↔ kRi)
4. Add a constant multiply of any row to another row (Ri ↔ Ri + kRj)

Ex.1:
Use Gaussian elimination method to solve the system (two equations in two
variables):
x − 3 y = 11
2x + y = 1
Sol.:
Start with the augmented matrix:
1 − 3 11
 
2 1 1 
1 − 3 11 
  R′2 = -2R1 + R 2
 0 7 − 21 
1 − 3 11  1
  R′2 = R 2
0 1 − 3 7

1 0 2 
  R′1 = 3 R 2 + R
 0 1 − 3
1

This augmented matrix represents the system x = 2 and y = −3 . So the solution

set to the system is {(2,−3)}.

Ex.2: Use Gaussian elimination method to solve the system (three equations in three
variables):
2 x − y + z = −3
x+ y−z =6
3x − y − z = 4
Sol.:
2 − 1 1 − 3
 
1 1 − 1 6 
3 − 1 − 1 4 

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Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

1 1 − 1 6  R′ = -2R + R
1 1 − 1 6 
  1 2  
R ↔ R 2 −1 1 − 3
2
 0 − 3 3 − 15
1 2  R′ = -3R + R
3 − 1 − 1 4  1 3 0 − 4 2 − 14

3

1 1 − 1 6  R′ = -R + R
1 1 0 1
1   2 1  
R′2 = - R 2 0
 1 −1 5  1
 0 1 − 1 5
3 R′ = 4R + R
0 − 4 2 − 14 3 2 3 0 0 − 2 6 
 
1 0 0 1  1 0 0 1 
1    
R′3 = - R 3 0 1 − 1 5 R′2 = R 3 + R 0 1 0 2
2
  2  
0 0 1 − 3 0 0 1 − 3
This augmented matrix represents the system x = 1 , y = 2 and z = −3 . So the
solution set to the system is {(1,2,−3)}.

Ex.3: Solve the system

x − y =1
− 3x + 3 y = 4
Sol.:
 1 − 1 1 1 − 1 1 
  → R′2 = 3R1 + R 2  
 − 3 3 4 0 0 7 
R2 corresponds to the equation 0 = 7. So the equations are inconsistent, and
there is no solution to the system.

Ex.4: Solve the system

3x + y = 1
6x + 2 y = 2
Sol.:
3 1 1  3 1 1 
  → R′2 = - 2R1 + R 2  
6 2 2  0 0 0 
In the R2 of the augmented matrix we have the equation 0 = 0. So the equations
are dependent. For ordered pair that satisfies the first equation satisfies both equations.
The solution set is {( x, y ) 3 x + y = 1}

Exercises: Solve the following systems:

x+ y=3
1)
− 3 x + y = −1

x + 2y =1
2)
3x + 6 y = 3

2x + y + z = 4
3) x + y − z =1
x − y + 2z = 2

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Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

Matrix Inverse
The matrix A has an inverse denoted by A-1 if |A|≠0 where A.A-1=I. We'll take two
methods to find A-1 where A is an n×n matrix.

1) By Gauss elimination method(Using row operations):

1. Construct the augment matrix (A:I)
2. Use row operation until we have (I:A-1)

2 1 
Ex1: Use Row operation to find A-1 if A=  
1 4 
 2 1 1 0  1 1 
1 1 0
  → R1 = R1 →
1 4 0 1  2 1 24 02 1
 
 1 1 
1 2 2 0
R ′2 = R 2 − R 1 → 
7 −1 
0 1
 2 2 
 1 
1 1 0
2
R ′2 = R 2 2
7
 2 −1 2
0 1 
 7 4
 4 − 1
1 1 0
R 1′ = R 1 − R 2 =  7 7
−1 2 
2 0 1 
 7 7
 4 − 1

A-1 =  7 7
−1 2 
 
7 7

2 − 1 3 
Ex2: Find A if A = 1 0 − 2
-1

4 0 2 
 −1 3 1 
 2 − 1 3 1 0 0 1 0 0
  2 2 2
 0 1 0 →R2= R2-R1
1
1 0 − 2 0 1 0  → R 1 = 2 R 1 1 0 −2

4 0 2 0 0 1 4 0 2 0 0 1
 
 −1 3 1 
1 0 0  −1 3 1 
 2 2 2  1 0 0
−7 −1 2 2 2
1 0 →R2=2R2 0 1 − 7 − 1 2 0
1
→R3=R3-4R1 0
 2 2 2   
0 2 −4 − 2 0 1 0 2 − 4 − 2 0 1
   
 

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Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

 −4 
1 0 0 1 0
2
→R1= R 2 + R 1 →R3=-2R2+R3 0 1 − 7 − 1 2 0 → R 3 = R 3
1 1
2   10
0 0 10 0 − 4 1
 
 1 1
   0
5
1 0 − 2 0 1 0

1 0 0 5
−4 7 
0 1 − 7 − 1 2 0  → R1=2R3+R1→ R2=R2+7R3 0 1 0 − 1 
 −2 1   5 10 
0 0 1 0
 5 10 
 0 0 1 0 − 2 1 
 5 10 
 1 1
0 5 5
 −4 7 
∴ A −1 = − 1 
 5 10 
 0 −2 1 
 5 10 

2) By Cofactor Method (Using determinant of the matrix)

The cofactor of the element aij of the matrix A = (aij) is defined by cij = (-1)i+j Aij
where Aij is the determinant of the matrix that remains when the row i and the column j
are deleted.
To find the inverse of a matrix whose determinant is not zero
1- construct the matrix of cofactors of A, cof (A) = cij
2- Construct the transposed matrix of cofactors called the adjoin of A = adj (A) =
cof (A)T
1
3- then A-1 = adj A
det ( A)
4- to check your answer A.A-1 = I or A-1.A = I

2 1 
Ex.: Use determinant to find A-1 where A =  
1 4 
1
A-1 = adj( A)
A
2 1
A= = 8 −1 = 7
1 4
 4 − 1
Cof(A) =  
 − 1 2 
C11 = (-1)1+1 |4| = 4
C12 = (-1)1+2 |1| = -1
C21 = (-1)2+1 |1| = -1
C22 = (-1)2+2 |2| = 2
 4 − 1  4 − 1
T

Adj(A) =   =  
 −1 2   −1 2 

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Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

 4 −1
1  4 − 1  
∴ A −1 =   =  7 7 
7  −1 2   −1 2 
 
 7 7 

2 − 1 3 
Ex2: Find A if A = 1 0 − 2
-1

4 0 2 
Solution:
2 −1 3
A=1 0 − 2 = 2 + 8 = 10
4 0 2
 0 − 10 0 
 
cof ( A) =  2 − 8 − 4 
2 7 1 


c11 = 0, c12 = (−1)10 = −10, c13 = 0,

c 21 = −(−2) = 2, c 22 = −8, c 23 = −4,
c 31 = 2, c 32 = (−1)(−7) = 7, c 33 = 1
 0 2 2
 
Adj(A) = cof =  − 10 − 8 7 
t

 0 − 4 1 

 1 1
0 5 5
 −4 7 
∴ A −1 = − 1 
 5 10 
 0 −2 1 
 5 10 

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Mathematics: Lecture 5 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Matrices:

Problems:
1) write the augment matrix to the following systems then find the solution:
x − y + z =1
a) 2x − 2 y + 2z = 2
− 3 x + 3 y − 3 z = −3

x+ y−z =2
b) 2x − y + z = 1
3x + 3 y − 3z = 8

2x 2 = 1
x 2 − 2x 3 = 2
c)
x1 − 2x 4 = −10
x1 + x 4 = 5
2) Find the inverse of each following matrix
 2 1 − 1
 
a)  3 5 2
5 − 2 4 
 

 1 1 − 3
 
b)  2 − 1 1 
 1 2 −1
 

References:
1- Calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬

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Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Vector:
A vector is a matrix that has only one row – then we call the matrix a row vector
– or only one column – then we call it a column vector.
A row vector is of the form: a = [a1 a 2 ... a n ]
A column vector is of the form:
b1 
b 
b= 2
M 
 
bm 
A quantity such as force, displacement, or velocity is called a vector and is
represented by a directed line segment

A vector in the plane is directed line segment. The directed line segment AB

has initial point A and terminal point B; its length is denoted by AB . Two vectors

are equal if they have the same length and direction.

Component form
If v is a two dimensional vector in the plane equal to the vector with initial
point at the origin and terminal point (v1 , v2 ) ,then the Component form of v is:
v = (v1 , v2 )
If v is a three dimensional vector in the plane equal to the vector with initial
point at the origin and terminal point (v1 , v2 , v3 ) , then the Component form of v is:

v = (v1 , v2 , v3 )

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Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

The numbers v1 , v2 and v3 are called the components of v .

Given the points P( x1 , y1 , z1 ) and Q( x2 , y2 , z 2 ) , the standard position vector

v = (v1 , v2 , v3 ) equal to PQ is

v = ( x2 − x1 , y2 − y1 , z 2 − z1 )

The magnitude or length of the vector v = PQ is the nonnegative number

v = v1 + v2 + v3 = ( x2 − x1 ) 2 + ( y2 − y1 ) 2 + ( z 2 − z1 ) 2
2 2 2

The only vector with length 0 is the zero vector 0 = (0,0) or 0 = (0,0,0) . This
vector is also the only vector with no specific direction.

Ex.: Find a) component form and b) length of the vector with initial point P (−3 ,4 ,1)
and terminal point Q(−5 ,2 ,2)
Solution:
a) v = (−5 + 3 , 2 - 4 , 2 - 1)

The component form of PQ is v = (-2 , - 2 , 1)

b) The length or magnitude of v = PQ is v = (−2) 2 + (−2) 2 + (1) 2 = 9 = 3

Vector Addition and Multiplication of a vector by a scalar

Let u = (u1 , u 2 , u3 ) and v = (v1 , v2 , v3 ) be vectors with k a scalar.

Addition:
u + v = (u1 + v1 , u 2 + v2 , u3 + v3 )

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Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Scalar multiplication: ku = (ku1 , ku2 , ku3 )

If the length of ku is the absolute value of the scalar k times the length of u .
The vector (−1)u = −u has the same length as u but points in the opposite direction.

If u = (u1 , u2 , u3 ) and v = (v1 , v2 , v3 ) , u − v = (u1 − v1 , u 2 − v2 , u3 − v3 )

Note that (u − v) + v = u and the difference u − v as the sum u + (−v)

Ex.:
Let u = (−1,3,1) and v = (4,7,0) , find

1
a) 2u + 3v b) u − v c) u
2
Solution:
a) 2u + 3v = (−2, 6, 2) + (12, 21, 0) = (10, 27, 2)
b) u − v = (−5, - 4, 1)

1  −1 3 1  1
c) u = , , = 11
2  2 2 2 2

Properties of vector operations:

Let u , v and w be vectors and a and b be scalars.
1) u + v = v + u 2) (u + v) + w = u + (v + w)
3) u + 0 = u 4) u + (−u ) = 0
5) 0u = 0 6) 1u = u

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Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

7) a(bu ) = (ab)u 8) a(u + v) = au + av

9) (a + b)u = au + bu

Unit vectors
A vector v of length 1 is called unit vector. The standard unit vectors are:
i = (1,0,0) , j = (0,1,0) , k = (0,0,1)
v = (v1 , v2 , v3 ) = (v1 ,0,0) + (0, v2 ,0) + (0,0, v3 )
= v1 (1,0,0) + v2 (0,1,0) + v3 (0,0,1)
= v1i + v2 j + v3 k

We call the scalar (or number) v1 the i-component of the vector v , v2 the
j-component of the vector v , and v3 the k-component. In component form,

P1 ( x1 , y1 , z1 ) and P2 ( x2 , y2 , z 2 ) is

P1 P2 = ( x2 − x1 )i + ( y2 − y1 )j + ( z 2 − z1 )k
If v ≠ 0 , then
v
u = is a unit vector in the direction of v , called the direction of the
v

nonzero vector v .

Ex.:
Find a unit vector u in the direction of the vector P1 (1,0,1) and P2 (3,2,0) .
Solution
P1 P2 = (3 − 1)i + (2 - 0)j + (0 - 1)k = 2i + 2j - k
P1 P2 = ( 2) 2 + (2) 2 + (-1) 2 = 9 =3
P1 P2 2i + 2 j − k 2 2 1
u= = = i+ j− k
P1 P2 3 3 3 3

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Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

The unit vector u is the direction of P1 P2 .

Midpoint of a line segment

The Midpoint M of a line segment joining points P1 ( x1 , y1 , z1 ) and
P2 ( x2 , y2 , z 2 ) is the point

 ( x1 + x2 ) ( y1 + y2 ) ( z1 + z 2 ) 
 , , 
 2 2 2 

Ex.:
The midpoint of the segment joining P1 (3,−2,0) and P2 (7,4,4) is

3+7 −2+ 4 0+ 4
 , ,  = (5,1,2)
 2 2 2 

Product of vectors
u & v are vectors,
There are two kinds of multiplication of two vectors:
1- The scalar product (dot product) u.v. The result is a scalar.
2- The vector product (cross product) u×v. The result is a vector.

1) The dot product

In this section, we show how to calculate easily the angle between two vectors
directly from their components. The dot product is also called inner or scalar
products because the product results in scalar, not a vector.

Def.: The dot product u ⋅ v of vectors u = (u1 , u 2 , u3 ) and v = (v1 , v2 , v3 ) is:

u ⋅ v = u1v1 + u 2 v2 + u3v3

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Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Note:

i ⋅i  i⋅ j 
j ⋅ j  = 1.1 = 1 , j ⋅ k  = 0
k ⋅ k  k ⋅ j 

Ex.:
a)
(3,5) ⋅ (−1,2) = 3(−1) + 5(2) = 7 scalar
(3i + 5 j ) ⋅ (−i + 2 j ) = 7

b)
(1,−3,4) ⋅ (1,5,2) = 1 − 15 + 8 = −6 scalar
(i − 3 j + 4k ) ⋅ (i + 5 j + 2k ) = −6

Angle between two vectors

The angle θ between two nonzero vectors u = (u1 , u 2 , u3 ) and
v = (v1 , v2 , v3 ) is given by
u ⋅ v = u ⋅ v ⋅ cos θ
 
 u ⋅v 
θ = cos −1
  where θ (0 ≤ θ ≤ π )
u⋅v 
 

Ex.: Find the angle between two vectors in space

r r r r
u = 2i − j + 2k , v = i − 2 j + 2k

u ⋅v 2+2+4
cos θ = =
u⋅v 4 +1+ 4 ⋅ 1+ 4 + 4
8 8
cos θ = ⇒ θ = cos -1
9 9

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Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Ex.:
Find the angle θ in the triangle ACB determined by the vertices

A = (0,0) , B(3,5) and C(5,2)

B(3,5)

C(5,2)

A
CA = (−5,−2) and CB = (-2,3)
CA ⋅ CB = (−5)(−2) + (-2)(3) = 4
CA = (−5) 2 + (−2) 2 = 29

CB = (−3) 2 + (3) 2 = 13

 4 
θ = cos −1  
 29 ⋅ 13 

Orthogonal vectors
Vectors u = (u1 , u 2 , u3 ) and v = (v1 , v2 , v3 ) are orthogonal (or perpendicular)

if and only if u ⋅ v = 0

Ex.:
a) u = (3,−2) and v = (4,6) are orthogonal because u ⋅ v = 0

b) u = 3i − 2 j + k and v = 2 j + 4k are orthogonal because u ⋅ v = 0

c) 0 is orthogonal to every vector u since

0 ⋅ u = (0,0,0) ⋅ (u1 , u 2 , u3 )
=0
Properties of the Dot product
If u , v and w are any vectors and c is a scalar, then
1) u ⋅ v = v ⋅ u
2) (cu ) ⋅ v = u ⋅ (cv) = c(u ⋅ v)
3) u ⋅ (v + w) = u ⋅ v + u ⋅ w

4) u ⋅ u = u
2

5) 0 ⋅ u = 0

7
Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Vector projection
Vector projection of u onto v
u ⋅v 
projv u =  2 v …… (1)
 v 
 
projv u ("The vector projection of u onto v")

Ex.:
Find the vector projection of u = 6i + 3 j + 2k onto v = i − 2 j − 2k and the
scalar component of u in the direction of v.
Solution:
We find projv u from eq.(1):

u⋅v  u ⋅v 6−6−4 -4 -4 8 8
projv u =  2 v = v = (i − 2 j − 2k ) = (i − 2 j − 2k ) = i + j + k
 v  v⋅v 1+ 4 + 4 9 9 9 9
 
We find the scalar component of u in the direction of v from eq.(2):

Problems:
1) Let u = (3,−2) and v = (−2,5) . Find the a) component form and b) magnitude
(length) of the vector.
1. − 2u + 5v
3 4
2. u+ v
5 5
2) Find the component form of the vector:

a. The vector PQ where P = (1,3) and Q(2,-1) .

b. The vector OP where O is the origin and P is the midpoint of

segment RS , where R = (2,-1) and S = (−4,3) .
c. The vector from the point A = (2,3) to the origin.

d. The sum of AB and CD , where

A = (1,-1) , B = (2,0) , C = (-1,3) and D = (−2,2)

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Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

3) Let v , u and w as in the figure: find a) u + v , b) u + v + w , c) u − v and

d) u − w
w

4) Find the vectors whose lengths and directions are given. Try to do the calculation
without writing:
Length Direction
a. 2 i
b. 3 -k
1 3 4
c. j+ k
2 5 5
6 2 3
d. 7 i− j+ k
7 7 7

5) Find a) the direction of P1 P2 and b) the midpoint of line segment P1 P2 .

a. P1 (−1,1,5) and P2 (2,5,0)
b. P1 (0,0,0) and P2 (2,−2,−2)

6) Find v ⋅ u , v , u , the cosine of the angle between v and u , the scalar

component of u in the direction of v and the vector projv u .

a) v = 2i − 4 j + 5 k , u = −2i + 4 j − 5 k
3 4
b) v = ( )i + ( ) k , u = 5i + 12 j
5 5
c) v = −i + j , u = 2i + 3 j + 2 k

d) v = 5i + j , u = 2i + 17 j

 1 1   1 −1 
e) v =  ,  , u= , 
 2 3  2 3

9
Mathematics: Lecture 6 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

7) Find the angles between the vectors:

a) u = 2i − 2 j + k , v = 3i + 4k

b) u = 3i − 7 j , v = 3i + j − 2k

c) u = i + 2 j − 2k , v = −i + j + k
8) Find the measures of the angles between the diagonals of the rectangle whose
vertices are A = (1,0) , B(0,3) , C(3,4) and D(4,1)

References:

1- Advanced Engineering Mathematics (Erwin Kreyszic)- 8th Edition.

2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬

10
Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

2) The Cross product

The cross product is also called vector product because the product results a
vector.
Def.:The cross product u × v = ( u v sinθ ) n , n unit vector (normal) perpendicular
to the plane.

Note: The vector u × v is orthogonal to both u and v u×v

Parallel vectors
Nonzero vectors u and v are parallel if and only if u × v = 0 .

Properties of the cross product

If u , v and w are any vectors and r , s are scalars, then
1) (ru ) × ( sv) = (rs )(v × u )
2) u × (v + w) = u × v + u × w
3) (v + w) × u = v × u + w × u
4) v × u = −(u × v ) -n

5) 0 × u = 0

v×u

Notes:
i × j = −( j × i ) = k
j × k = −( k × j ) = i
k × i = −(i × k ) = j

i×i 
j × j  = 0
k × k 

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Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Calculating Cross product using determinants

If u = u1i + u 2 j + u3 k and v = v1i + v2 j + v3 k , then

i j k
u × v = u1 u 2 u3
v1 v2 v3

Ex.:
Find u × v and v × u if u = 2i + j + k and v = −4i + 3 j + k
Solution
i j k
1 1 2 1 2 1
u×v = 2 1 1 = i - j+ k
3 1 -4 1 -4 3
−4 3 1

= -2i - 6j + 10k
v × u = -(u × v) = 2i + 6j − 10k

Ex.: Find a vector perpendicular to the plane of P(1,−1,0) , Q(2,1,−1) and R(−1,1,2) .
Solution

The vector PQ × PR is perpendicular to the plane because it is perpendicular

to both vectors.

PQ = (2 − 1)i + (1 + 1) j + (−1 − 0)k = i + 2 j − k

PR = (−1 − 1)i + (1 + 1) j + (2 − 0)k = - 2i + 2 j + 2k

i j k
2 -1 1 -1 1 2
PQ × PR = 1 2 − 1 = i - j+ k
2 2 -2 2 -2 2
−2 2 2

= 6i + 6k

Ex.: Find a unit vector perpendicular to the plane of P(1,−1,0) , Q(2,1,−1) and
R(−1,1,2) .
Solution

Since PQ × PR is perpendicular to the plane, its direction n is a unit vector

perpendicular to the plane

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Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

PQ × PR 6i + 6k 1 1
n= = = i + k
PQ × PR 6 2 2 2

Calculating the Triple scalar product (volume): also called Box product
u1 u2 u3
(u × v) ⋅ w = v1 v2 v3
w1 w2 w3

Ex.:
Find the volume of the box determined by u = i + 2 j − k , v = −2i + 3k and
w = 7 j − 4k .
Solution
1 2 −1
(u × v) ⋅ w = − 2 0 3 = - 23
0 7 −4

The volume is (u × v) ⋅ w = 23 units cubed.

Lines and Planes in Space

In the plane, a line is determined by a point and a number giving the slope of
the line. In space a line is determined by a point and a vector giving the direction of
the line.

Equations for a line

Suppose that L is a line in space passing through a point P0 ( x0 , y0 , z0 )

parallel to a vector v = v1i + v2 j + v3 k . Then L is the set of all points P( x, y, z ) for

which P0 P is parallel to v .

L
v

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Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

The standard equation of the line through P0 ( x0 , y0 , z0 ) parallel to

v = v1i + v2i + v3 k is:

x = x0 + tv , y = y0 + tv , z = z0 + tv , -∞ p t p ∞

and ( x, y, z ) = ( x0 + tv , y0 + tv , z0 + tv)

Ex.:
Find the equations for the line through (−2,0,4) parallel to v = 2i + 4 j − 2k .
Solution
With P0 ( x0 , y0 , z0 ) equal to (−2,0,4) and v = v1i + v2 j + v3 k equal to
v = 2i + 4 j − 2k
x = −2 + 2t , y = 4t , z = 4 − 2t
Ex.: Find the equations for the line through P(−3,2,−3) and Q(1,−1,4) .
Solution

The vector PQ = 4i − 3 j + 7 k is parallel to the line and equation with

( x0 , y0 , z0 ) = (−3,2,−3) give
x = −3 + 4t , y = 2 − 3t , z = −3 + 7t
We could have choose Q(1,−1,4)
x = 1 + 4t , y = −1 − 3t , z = 4 + 7t

An equation for a Plane in space

Suppose that plane M passes through a point P0 ( x0 , y0 , z0 ) and is normal to

the nonzero vector n = Ai + Bj + Ck . Then M is the set of all points P( x, y, z ) for

n
which P0 P is orthogonal to n.

Thus, the plane through P0 ( x0 , y0 , z0 ) normal to n = Ai + Bj + Ck has equation:

A( x − x0 ) + B ( y − y0 ) + C ( z − z0 ) = 0

or Ax + By + Cz = D , where D = Ax0 + By0 + Cz0

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Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Ex.:
Find an equation for the plane through P0 (−3,0,7) perpendicular to

n = 5i + 2 j − k .
Solution
A( x − x0 ) + B ( y − y0 ) + C ( z − z0 ) = 0
5( x − (−3)) + 2( y − 0) + (−1)( z − 7) = 0
5 x + 15 + 2 y − z + 7 = 0
5 x + 2 y − z = −22
Notice in this example how the components of n = 5i + 2 j − k become the
coefficients of x , y and z in equation 5 x + 2 y − z = −22 . The vector
n = Ai + Bj + Ck is normal to the plane Ax + By + Cz = D .

Ex.:
Find an equation for the plane through A(0,0,1) , B(2,0,0) and C (0,3,0) .
Solution
We find a vector normal to the plane and use it with one of the point to write
an equation for the plane.
The cross product:
i j k
AB × AC = 2 0 − 1 = 3i + 2 j + 6k is normal to the plane.
0 3 −1

3( x − 0) + 2( y − 0) + 6( z − 1) = 0
3x + 2 y + 6 z = 6

Lines of intersection
- Two lines are parallel if and only if they have the same direction.
- Two planes are parallel if and only if their normals are parallel.
- The planes that are not parallel intersect in a line.

Ex.:
Find a vector parallel to the line of intersection of the planes 3 x − 6 y − 2 z = 15
and 2 x + y − 2 z = 5 .

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Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Solution
The line of intersection of two planes is perpendicular to both planes' normal
vectors n1 and n2 and therefore parallel to n1 × n2 . i.e. n1 × n2 is a vector parallel to
the planes' line of intersection.
i j k
n1 × n2 = 3 − 6 − 2 = 14i + 2 j + 15k
2 1 −2

8
Ex.: Find the point where the line x = + 2t, y = −2t , z = 1 + t intersects the plane
3
3x + 2 y + 6 z = 6
Solution
8 
The point  + 2t , − 2t , 1 + t 
3 
8 
3 + 2t  + 2 (− 2t ) + 6(1 + t ) = 6
3 
8 + 6t - 4t + 6 + 6t = 6
8t = -8
t = -1
2
The point of intersection is ( x, y, z ) t =−1 = ( , 2 , 0)
3

Angles between planes

The angle between two intersecting planes is defined to be the angle
determined by their normal vectors.

Ex.:
Find the angle between the planes 3 x − 6 y − 2 z = 15 and 2 x + y − 2 z = 5
Solution
The vectors n1 = 3i − 6 j − 2k and n2 = 2i + j − 2k

 n1 ⋅ n2 
θ = cos −1  

n n
 1 2 
are normals to the planes. The angle between them is
 4
= cos −1  
 21 
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Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

Problems:
1) Sketch the coordinate axes and then include the vectors u , v and u × v as
vectors starting at the origin
a. u =i , v= j
b. u =i-k , v = j+ k
c. u = 2i - j , v = i + 2j
d. u=i+ j , v=i− j

2) In the triangle that determined by the points P , Q and R , find a unite vector
perpendicular to plane PQR .
a. P(1,1,1) , Q(2,1,3) and R(3,−1,1)
b. P (−2,2,0) , Q(0,1,−1) and R (−1,2,−2)

3) Let u = 5i − j + k , v = j − 5k and w = −15i + 3 j − 3k . Which vectors, if any,

are:
a. Perpendicular?
b. Parallel?

4) Find equations for the lines:

a. The line through the point P(3, − 4, − 1) parallel to the vector i + j + k .
b. The line through P(1,2,−1) and Q(−1,0,1) .
c. The line through the origin parallel to the vector 2 j + k .
d. The line through the point (3, − 2, 1) parallel to the line
x = 1 + 2t , y = 2−t , z = 3t
e. The line through (1, 1, 1) parallel to the z-axis.
f. The line through (2, 4, 5) perpendicular to the plane 3 x + 7 y − 5 z = 21
g. The line through (0, − 7, 0) perpendicular to the plane x + 2 y + 2 z = 13
h. The line through (2, 3, 0) perpendicular to the vectors u = i + 2 j + 3k
and v = 3i + 4 j + 5k
i. The x - axis.

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Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

j. The z - axis.

5) Find equations for the planes:

a. The plane through P0 (0, 2, − 1) normal to n = 3i − 2 j − k

b. The plane through (1, − 1, 3) parallel to the plane 3x + y + z = 7

c. The plane through (1,1,−1) , (2,0,2) and (0,−2,1)
d. The plane through P0 (2, 4, 5) perpendicular to the line
x =5+t , y = 1 + 3t , z = 4t
e. The plane through A(1, − 2, 1) perpendicular to the vector from the
origin to A .

6) Find the plane determined by the intersecting lines:

L1 : x = −1 + t , y = 2+t , z =1− t -∞ p t p ∞
L 2 : x = 1 − 4s , y = 1 + 2s , z = 2 − 2s -∞ ps p ∞

7) Find a plane through P0 (2, 1, − 1) perpendicular to the line of intersection of the

planes 2 x + y − z = 3 , x + 2y + z = 2 .
8) Find a plane through the points P1 (1, 2, 3) , P2 (3, 2, 1) perpendicular to the
plane 4 x − y + 2 z = 7 .
9) Find the angles between the planes:
a. x + y =1 , 2x + y − 2z = 2
b. 5 x + y − z = 10 , x − 2 y + 3 z = −1
10) Find the point in which the line meets the plane.
a. x =1− t , y = 3t , z = 1 + t , 2 x − y + 3z = 6
b. x=2 , y = 3 + 2t , z = −2 − 2t , 6 x + 3 y − 4 z = −12

References:
1- Calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬

18
Mathematics: Lecture 7 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Vectors:

19
Double Integral : Lecture 8
‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬

Double Integral

Definition: let R be closed region in the (x, y )- plane. If f is a function

of two variables that is define on the region R, then the double integrals
on R is written by

n
Lim
n →∞
∑ f (x
r =1
r , y r )∆A r = ∫∫ f (x, y) dA
∆A r → 0 R

dydx ‫ﺍﺫﺍ ﻛﺎﻧﺖ ﺍﻟﻤﻨﺤﻨﻴﺎﺕ ﺑﻬﺬﻩ ﺍﻟﺼﻴﻐﺔ ﻳﺆﺧﺬ ﺍﻟﻤﻘﻄﻊ ﺷﺎﻗﻮﻟﻲ‬

y2
b y2 R
∫∫ f (x, y) dA = ∫ ∫ f (x, y) dy dx
R a y1
y1

a b

dxdy ‫ﺍﻣﺎ ﺍﺫﺍ ﻛﺎﻧﺖ ﺍﻟﻤﻨﺤﻨﻴﺎﺕ ﺑﺎﻟﺸﻜﻞ ﺍﻟﺘﺎﻟﻲ ﻳﺆﺧﺬ ﺍﻟﻤﻘﻄﻊ ﺍﻓﻘﻴﺎ‬

x1 x2
d
d x2

∫∫ f (x, y) dA = ∫ ∫ f (x, y) dxdy

R
R c x1
c

1
Double Integral : Lecture 8
‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬

Examples:

3 2
1) Evaluate ∫ ∫ (1 + 8xy )dydx
0 1

i) sketch: since dxdy ⇒ vertical

y =1 , y=2
ii)
3 2 3
y2 2
∫ ∫ (1 + 8xy )dydx = ∫ (y + 8x
0 1 0
) dx
2 1
3
= ∫ {[2 + 4x(4)] − [1 + 4 x(1)]} dx
0
3
= ∫ {[2 + 16x] - [1 + 4x]} dx
0
3
= ∫ {1 + 12x} dx
0

x2 3
= ( x + 12 )
2 0
= (3 + 6(9)) - (0) = (3 + 54) = 57

∫∫ (2 x − y
2
2) Evaluate )dA over the triangular R enclosed by
R
y =1− x , y =1+ x , y=3

i) sketch:
y =1− x , y =1+ x
if x = 0 ⇒ y = 1 , if x = 0 ⇒ y = 1
if y = 0 ⇒ x = 1 , if y = 0 ⇒ x = −1
⇒ (0,1) & (1,0) , ⇒ (0,1) & (-1,0)

2
Double Integral : Lecture 8
‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
3 y −1

∫∫ (2 x − y )dA = ∫ ∫ (2 x − y 2 )dxdy
2

R 1 1− y

∫ {[( y − 1) ] [ ]}
3 y −1 3
= ∫ ( x − y x)
2 2
dy = 2
− y 2 ( y − 1) − (1 − y ) 2 − y 2 (1 − y ) dy
1 1− y 1

{ }
3
= ∫ y 2 − 2 y + 1 − y 3 + y 2 − 1 + 2 y − y 2 + y 2 − y 3 dy
1

3
= ∫ (−2 y 3 + 2 y 2 )dy
1

y4 y3 3
= (−2 +2 )
4 3 1
− 18 −1 2 81 1 2
= + 18 − ( + ) = 18 − + −
2 2 3 2 2 3
244
= 18 −
6

2 1

∫∫
2
3) Evaluate ex dx dy
0 y
2
Reverse the order of integration

Since dxdy horizontal

y
x= ⇒ y = 2x
2
x =1
for y from 0 → 2
2 1 1 2x 1 2x

∫∫ dx dy = ∫ ∫ e x dy dx = ∫ e x y dx
2 2 2
ex
0 y 0 0 0 0
2
1
= ∫ e x (2 x − 0)dx
2

0
1
= ex = e1 − e0 = e - 1
2

3
Double Integral : Lecture 8
‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
ππ
sin x
4) Evaluate ∫∫
0 y
x
dx dy

From left x= y
y=π
From right x = π
value of y , from 0 ⇒ x
reverse the order

x=π
ππ π x
sin x sin x
⇒ ∫∫
0 y
x
dx dy = ∫ ∫
0 0
x
dy dx

π π
sin x x sin x
=∫ ⋅ y dx = ∫ ⋅ x dx
0
x 0 0
x
π π
= ∫ sin x dx = - cos x = - (-1 - 1) = 2
0 0

5)
2 2 2 y

∫ ∫2y sin xy dydx = ∫ ∫ 2 y 2 sin xy dxdy

2

0 x 0 0

[ ]
2 2
= ∫ [− 2 y cos xy]0 dy = ∫ − 2 y cos y 2 + 2 y dy
y

0 0

[ ]
= - sin y 2 + y 2 0 = 4 − sin4
2

0 x+2

6) Write an equivalent double of integration reversed ∫∫ (x 2 + y 2 )dy dx

−1 − x

0 x +2

∫∫ (x 2 + y 2 )dy dx (-1,1)
−1 − x
1 0 2 0
= ∫ ∫ (x 2 + y 2 )dxdy + ∫ ∫ (x
2
+ y 2 )dxdy
0 −y 1 y −2

4
Double Integral : Lecture 8
‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬

7) Draw the region bounded by y=ex, y=sinx, x=π, x=-π

and evaluate its area.

π ex
A= ∫ ∫ dydx
− π sin x
π
= ∫ y sin x
ex

−π
π
= ∫ (e x − sin x)dx
−π
π
= e x + cos x
−π

e π − e −π + cos π − cos(−π) = e π − e −π

8) Find the area bounded by y=-x, y=-3x and x=y+4.

Solution:

(2,-2)
−2 y + 4 0 −y

A= ∫ ∫ dxdy + ∫ ∫ dxdy
−3 − y −2 −y
3 3 (1,-3)
−2 0
y +4 −y
= ∫x −4 dy + ∫ x −4 dy
−3 3 −2 3
−2 0
4 y
= ∫ (y + 4 + )dy + ∫ (−y + )dy
−3
3 −2
3
−2 0
y2 y2 − y2 y2
( + 4y + ) + + =2
2 6 −3 2 6 −2

5
Double Integral : Lecture 8
‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Problems
1 1 ln 2 1
x
∫∫ ∫ ∫
2
1) dydx 2) xy e y x
dydx
0 0
(xy + 1) 2 0 0

π x2 ln 8 ln y
1 y
3) ∫∫
π 0
x
cos dydx
x
4) ∫ ∫1 0
e x + y dxdy
2

2 2x 1π
x
5) ∫∫
1 x
y
dydx 6) ∫∫
0 0
y cos xy dxdy

π
4 2 2 sin θ

∫∫ ∫ ∫ r cos θ drdθ
3
x
7) e dxdy 8)
0 y 0 0

9) Evaluate ∫∫ dA
R
, R: 1st quadrant bounded by y 2 = x & x 2 = y

10) Evaluate ∫∫ xydA

R
, R: the region bounded by y 2 = x & y = x

1
−
∫∫ x(1 + y ) 2 dA , R: the region in the 1 quadrant enclosed by:
2 st
11) Evaluate
R

y = x2 , y = 4 , x = 0

∫∫ sin (y ) dA , R: the region bounded by y = x , y = 2 & x = 0

3
12) Evaluate
R

1 1
13) ∫∫
0 y
x 2 e xy dxdy

References

1- calculus & Analytic Geometry (Thomas).

2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬

6
Mathematics: Lecture 9 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Polar Coordinates and Graphs

Polar Coordinate system

Each point P can be assigned polar Coordinates (r, θ) where:

1) r is the distance from the pole (origin) 0 to the point P. r is positive if
measured from the pole along the terminal side of θ and negative if
measured along the terminal side extended through the pole.

2) θ is the angle from the Initial ray to (op). The angle θ is positive if the
rotation is counterclockwise and negative if the rotation is clockwise.

Review in trigonometric functions:

sin(−θ ) = − sin θ 
csc(−θ ) = − cscθ 
 odd functions
tan(−θ ) = − tan θ 
cot(−θ ) = − cot θ 

cos(−θ ) = cosθ 
 even functions
sec(−θ ) = secθ 

sin 2 θ + cos 2 θ = 1
sec 2 θ − tan 2 θ = 1
csc 2 θ − cot 2 θ = 1
sin( x + y ) = sin x cos y + cos x sin y if x = y ⇒ sin(2 x) = 2 sin x cos x
cos( x m y) = cos xcos y ± sin x sin y if x = y ⇒ cos(2 x) = cos 2 x − sin 2 x
tan x m tan y 2 tanx
tan( x m y ) = if x = y ⇒ tan 2 x =
1 ± tan x tan y 1 − tan 2 x

1 + cos 2 x
cos 2 x =
2
1 − cos 2 x
sin 2 x =
2
Mathematics: Lecture 9 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Converting from polar to rectangular form and vice versa

We have the following relationship between rectangular Coordinates
(Cartesian) ( x, y ) and polar Coordinates (r ,θ ) :
x2 + y2 = r 2

x
cosθ = or x = r cos θ
r
y
sinθ = or y = r sin θ
r
y y
tan θ = or θ = tan −1
x x

dydx 
dA =  ⇒ r dr dθ
dxdy 

Cartesian Coordinates
y = f (x)

Polar Coordinates
r = f (θ )

Graphing polar equations

Sketch

i) symmetric about x-axis if replacing θ by (−θ ) does not change the

function.
ii) Symmetric about y-axis if replacing θ by (π − θ ) does not change the
function.
iii) Symmetric about the origin if replacing r by (−r ) does not change the
function.
iv)
θ =0
π
2
π
M
Mathematics: Lecture 9 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Ex.1: Converting an equation from Cartesian form to polar form

x2 + y2 − 4 y = 0
Since x 2 + y 2 = r 2 and y = r sin θ
⇒ x2 + y2 − 4y = 0
r 2 − 4r sin θ = 0
r (r − 4 sin θ ) = 0
r = 0 or r = 4 sin θ

the graph of r = 0 is the pole. because the pole is included in the graph of r - 4sinθ = 0,
we can discared r = 0 and keep only r = 4 sinθ

Ex 2: Converting an equation from polar form to Cartesian form

r = −3 cosθ

r 2 = −3r cosθ Multiply both sides by r

⇒ x 2 + y 2 = −3x
⇒ x 2 + y 2 + 3x = 0

Ex 3: Converting an equation from polar form to Cartesian form

r cos(θ-π/3)=3

r(cosθ cos(π/3)+ sinθ sin(π/3))=3

1 3
r cosθ + r sin θ = 3
2 2
1 3
x+ y = 3 ⇒ x + 3y = 6
2 2

Ex 4: Converting an equation from polar form to Cartesian form

r=4cosθ
r 2 = 4r cos θ ⇒ x 2 + y 2 = 4 x
Mathematics: Lecture 9 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Some important curves

r=a , r = a sin θ , r = a cos θ }circle

r = a (1 - cos θ ) , r = a (1 + cos θ )
 cordioid
r = a (1 - sin θ ) , r = a (1 + sin θ ) 

r = a sin 3θ , r = a cos 3θ } 3 Leafed rose

r = a sin 2θ , r = a cos 2θ } 4 Leafed rose

r 2 = a 2 cos 2θ

Standard Polar Graphs

1) Circle
a) r = a
r=2
θ =0 ⇒ r=2
π
θ= ⇒ r=2
4
π
θ= ⇒ r=2
2
M

b) r = a sin θ
i) replace θ by -θ
∴ r = a sin (-θ ) ⇒ r = − a sin θ
Not symmetric about x-axis
ii ) replace θ by π-θ
∴ r = a sin (π - θ ) ⇒ r = a sin θ
symmetric about y-axis
iii ) Not symmetric about the origin.

θ r
0 0
π
a
2
π a
6 2
Mathematics: Lecture 9 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

c) r = a cos θ
i) replace θ by -θ
∴ r = a cos (-θ ) ⇒ r = a cos θ
symmetric about x-axis

θ r
0 a
π
0
2
π a
3 2

2) Cardioids
a) r = a (1 + cos θ ) Symmetric about x-axis

θ r
0 2a
π
a
2
π 0
π 3a
3 2
2π a
3 2

Rapid polar sketching

Ex: Sketch r = 4 (1 + cos θ )

θ Cos θ 4 cos θ r = 4 (1 + cos θ )

varies from varies from varies from varies from
0 to π/2 1 to 0 4 to 0 8 to 4
π/2 to π 0 to -1 0 to -4 4 to 0
π to -1 to 0 -4 to 0 0 to 4
3π/2
3π/2 to 2π 0 to 1 0 to 4 4 to 8
Mathematics: Lecture 9 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

b) r = a (1 + sin θ )

H.W
r = a (1 - cos θ )
r = a (1 - sin θ )

EX.: Find the area of the region enclosed by the cardioids

r = a (1 - cos θ )

π 1− cos θ
A = 2∫ ∫ rdrdθ
0 0
1− cos θ
2
π
r π
= 2∫ dθ = ∫ (1 − cosθ ) 2 dθ
0 2 0
0

π π
1
= ∫ (1 − 2 cosθ + cos θ )dθ = ∫ (1 − 2 cosθ + (1 + cos 2θ ))dθ
2

0 0 2
1 1 π 3π
= (θ − 2 sin θ + θ + sin 2θ ) =
2 4 0 2
Mathematics: Lecture 9 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Problems
1) Converting equations from Cartesian form to polar form
a) x 2 + y 2 − 6 x = 0
b) y 2 = 5 y − x 2
c) y 2 = 4 x
d) 2 xy = 1
2) Converting an equation from polar form to Cartesian form

a) r + 2 sinθ = 0
b) r (3 cosθ − 4 sinθ = −1
c) r = 4
π
d) θ =
4
3) a) sketch r = 5 (1 + sin θ )
b) sketch r = 8 cos 2θ

4) change the Cartesian integral into an equivalent polar integral. Then

evaluate the polar integral
1 1− x 2
a) ∫ ∫ dydx
−1 0

1 1− x 2
b) ∫ ∫ dydx
−1 − 1− x 2

1 1− y 2

∫ ∫ (x + y 2 )dxdy
2
c)
0 0

6 y
d) ∫ ∫ x dydx
0 0

a a2 −x2
dydx
5) Use polar coordinate ∫ ∫
0 0
(1 + x 2 + y 2 )3 / 2
Mathematics: Lecture 9 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

6) Find the area of the region R that lies inside the cardioid r = (1 + cos θ )
and outside the circle r = 1 .
7) Find the area of the region R that lies inside the cardioid
r = 2(1 + cos θ ) and outside the circle r = 3 .

8) Find the area of the region R that lies inside the circle r = 4(sin θ ) and
outside the circle r = 2 .
9) Find the area of the region R cut from the first quadrant by the cardioid
r = (1 + sin θ ) .

10) Find the area of the region common to the r = (1 + cos θ ) and
r = (1 − cos θ ) .

References:

1- calculus & Analytic Geometry (Thomas).

2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Polar Coordinates and Graphs

3) Leaves rose

r = a cos nθ , r = a sin nθ

r = a sin 3θ , r = a cos 3θ } 3 Leafed rose

r = a sin 2θ , r = a cos 2θ } 4 Leafed rose

r 2 = a 2 cos 2θ

1- Number of leaves:

r = a cos nθ , r = a sin nθ

a) If n even → No. of leaves =2n

b) If n odd→ No. of leaves =n

2- The major axes for the first leaf :

a) cos nθ = 1 ⇒ nθ = 0 ⇒ θ = 0
π π
b) sin nθ = 1 ⇒ nθ = ⇒θ =
2 2n

3- Limit for the first leaf (begin and end)

 π π
 nθ = ⇒ θ =
a) cos nθ = 0 ⇒  2 2n
nθ = − π ⇒ θ = − π
 2 2n

nθ = 0 ⇒ θ = 0
b) sin nθ = 0 ⇒  π
nθ = π ⇒ θ = n

1
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

4- Complete drawing the other leaves: (360/No. of leaves) from major

axes.

Ex.1: r = cos 2θ

1- No. of leaves = 4
2- cos2θ = 1 ⇒ 2θ = 0 ⇒ θ = 0
 π π
2θ = 2 ⇒ θ = 4
3- cos2θ = 0 ⇒ 
2θ = − π ⇒ θ = − π
 2 4
360 π π
4- = , this mean every leaf repeated.
4 2 2

Ex.2: r = sin 2θ

1- No. of leaves = 4
π π
2- sin 2θ = 1 ⇒ 2θ = ⇒θ =
2 4
2θ = 0 ⇒ θ = 0
3- sin 2θ = 0 ⇒  π
2θ = π ⇒ θ = 2
360 π π
4- = , this mean every leaf repeated.
4 2 2

2
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Ex.3: r = cos 3θ

1- No. of leaves = 3
2- cos3θ = 1 ⇒ 3θ = 0 ⇒ θ = 0
 π π
3θ = 2 ⇒ θ = 6
3- cos3θ = 0 ⇒ 
3θ = − π ⇒ θ = − π
 2 6
360 2π 2π
4- = , this mean every leaf repeated.
3 3 3

Ex.4: r = sin 3θ

1- No. of leaves = 3
π π
2- sin 3θ = 1 ⇒ 3θ = ⇒θ =
2 6
3θ = 0 ⇒ θ = 0
3- sin 3θ = 0 ⇒  π
3θ = π ⇒ θ = 3
360 2π 2π
4- = , this mean every leaf repeated.
3 3 3

3
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Ex.5: r = cos 4θ

1- No. of leaves = 8
2- cos4θ = 1 ⇒ 4θ = 0 ⇒ θ = 0
 π π
4θ = 2 ⇒ θ = 8
3- cos4θ = 0 ⇒ 
4θ = − π ⇒ θ = − π
 2 8
360 2π π π
4- = = , this mean every leaf repeated.
8 8 4 4

Ex.6: r = sin 4θ

Ex.7: r = cos 5θ

4
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Ex.8: r = sin 5θ

1- No. of leaves = 5
π π
2- sin 5θ = 1 ⇒ 5θ = ⇒θ =
2 10
 5θ = 0 ⇒ θ = 0

3- sin 5θ = 0 ⇒  π
5θ = π ⇒ θ = 5
360 2π π 2π
4- = = , this mean every leaf repeated.
5 5 4 5

Ex.9: r 2 = a 2 cos 2θ

1- No. of leaves = 2
2- cos2θ = 1 ⇒ 2θ = 0 ⇒ θ = 0
 π π
 2θ = ⇒ θ =
3- cos2θ = 0 ⇒  2 4
2θ = − π ⇒ θ = − π
 2 4
360 2π
4- = , this mean every π leaf repeated.
2 2

5
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Ex.10: r 2 = a 2 sin 2θ

1- No. of leaves = 2
π π
2- sin 2θ = 1 ⇒ 2θ = ⇒θ =
2 4
 2θ = 0 ⇒ θ = 0

3- sin 2θ = 0 ⇒  π
2θ = π ⇒ θ = 2
360 2π
4- = = π , this mean every π leaf repeated.
2 2

Problems
11) Find the area of the region enclosed by the cardioid r 2 = 4 cos 2θ .
12) Find the area of the region enclosed by the cardioid r = 12(cos 3θ ) .
13) Find the area of the region in the first quadrant bounded by r = 1 and
π π
r = sin 2θ , ≤θ ≤
4 2

References:

1- calculus & Analytic Geometry (Thomas).

2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬

6
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

Graphs of some problems:

6) Find the area of the region R that lies inside the cardioid r = (1 + cos θ )
and outside the circle r = 1 .

7) Find the area of the region R that lies inside the cardioid
r = 2(1 + cos θ ) and outside the circle r = 3 .

8) Find the area of the region R that lies inside the circle r = 4(sin θ )
and outside the circle r = 2 .
4

7
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

9) Find the area of the region R cut from the first quadrant by the cardioid
r = (1 + sin θ ) .

10) Find the area of the region common to the r = (1 + cos θ ) and r = (1 − cos θ ) .

11) Find the area of the region enclosed by the cardioid r 2 = 4 cos 2θ .

12) Find the area of the region enclosed by the r = 12(cos 3θ ) .

13) Find the area of the region in the first quadrant bounded by r = 1 and
π π
r = sin 2θ , ≤θ ≤
4 2

8
Mathematics: Lecture 10 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Polar Integral:

9
Mathematics: Lecture 11 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Fourier series:

Fourier Series:
Are series of cosine and sine terms and arise in the important practical task of
representing general periodic functions.

Periodic functions:
A function f (x) is called periodic if it is defined for all real x and if there is
some positive No. T such that
f ( x + T ) = f ( x)
The No. T is called a period of f (x) .

Fourier said If f ( x + T ) = f ( x) , T: periodic No. Then

a0 ∞  2 nπ 2 nπ 
f ( x) = + ∑  an cos x + bn sin x
2 n =1  T T 

Where a0 , an & bn are Fourier coefficients and

B
2
a0 =
T ∫ f ( x) dx
A

2nπ
B
2
an =
T ∫ f ( x) cos
A
T
x dx

2 nπ
B
2
bn =
T ∫ f ( x) sin
A
T
x dx

Ap x pB

Notes:
sin nπ = 0 , (n = 0 , ± 1 , ± 2 ,....) , n integer No.

- 1 n = 1 , 3 , 5 , ...
cos nπ = 
1 n = 0 , 2 , 4 , ...

cos 2nπ = 1 for all n , (n = 0 , ± 1 , ± 2 , ± 3 , ....)

cos (- x) = cos x even

sin (- x) = sin x odd

1
Mathematics: Lecture 11 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Fourier series:

EX.:
Write Fourier series for f ( x) = x , 0 p x p 2π
⇒ T = 2π - 0 = 2π

First we find a0 , an & bn

B
2
a0 =
T ∫ f ( x) dx
A
2π 2π

=
2
2π ∫
1 x2
x dx = ⋅
π 2
=
1
2π
[ ]
4π 2 − 0 = 2π
0 0

2nπ
B
2
an =
T ∫ f ( x) cos
A
T
x dx

2π
2 2nπ
=
2π ∫ x cos
0
2π
x dx

2π
1
=
π ∫ x cos nx dx
0
, by udv

2π
1 1 
2π
1
=  x ⋅ sin nx − ∫ sin nx dx 
π  n 0 0
n 
2π

= ⋅ 2 cos nx = 2 [cos 2nπ - cos 0 ] = 2 (1 − 1) = 0

1 1 1 1
π n 0 nπ nπ

∴ an = 0

2nπ
B
2
bn =
2π ∫ x sin
A
2π
x dx

B
1
=
π ∫ x sin nx dx
A
, u = x , dv = sin nx

2π
1  
2π
−1 −1
=  x ⋅ ( cos nx) − ∫ cos nx dx 
π  n 0 0
n 
2π
1 −1 1 
=  ( 2π ⋅ 1 − 0) + sin nx 
π  n n 2
0 
−2
bn =
n

2
Mathematics: Lecture 11 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Fourier series:

−2 −2 −2
b1 = , b2 = , b3 =
1 2 3
∞
2
⇒ f ( x) = ∑ bn sin nx , an = 0
2π n =1
= π + (b1 sin x + b 2 sin 2 x + b3 sin 3 x + L )
−2 −2 −2
=π +( sin x + sin 2 x + sin 3 x + L )
1 2 3
1 1
= π − 2 ( sin x + sin 2 x + sin 3 x + L )
2 3

Fourier even & odd functions

1) If f (x) is even , then

i) b n = 0
B
2
ii) a 0 = ⋅ 2 ∫ f ( x)dx
T 0

2 nπ
B
2
iii) a n = ⋅ 2 ∫ f ( x) cos x dx
T 0
T

2) If f (x) is odd , then

i) a 0 = a n = 0
2 nπ
B
2
ii) b n = ⋅ 2 ∫ f ( x) sin x dx
T 0
T

Def.:
A function f (x) is even if f (− x) = f ( x) for all x . For example, f ( x) = x 2 .
A function f (x) is odd if f (− x) = − f ( x) for all x . For example, f ( x) = x 3 .

Notes:
- If f (x) symmetric about y-axis ⇒ even.

f ( x) = x 2 , f ( x) = cos x , f ( x) = f ( x) , f ( x) = constant

- If f (x) symmetric about origin ⇒ odd.

f ( x) = sin x

EX.:
− 1 , -2p xp0
Write Fourier series for f ( x) = 
 1 , 0p xp2
⇒ T = 2 - (-2) = 4

3
Mathematics: Lecture 11 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Fourier series:

i) From sketch ⇒ symmetric about origin ⇒ odd.

⇒ a0 = an = 0

2 nπ
B
2
bn = ⋅ 2 ∫ 1 ⋅ sin x dx
4 0 4
nπ
B
= ∫1 ⋅ sin x dx
0
2
nπ
2
-2 -2
= cos x = (cos nπ - 1)
nπ 2 0 nπ
2
∴ bn = (1 − cos nπ ) …. (1)
nπ

To find b1 , put n = 1 in eq. (1)

2 4 2
∴ b1 = (1 − (−1)) = , b2 = (1 − 1)) = 0
π π 2π
2 4 2
b3 = (1 + 1)) = , b4 = (1 − 1)) = 0
3π 3π 5π
2 4
b5 = (1 + 1)) =
5π 5π

∞
nπ
⇒ f ( x) = ∑ b n sin x
n =1 2
4 4 π 3π 4 5π
= sin sin x + 0+
x +0 + sin x + .....
π 2 3π 2 5π 2
4 π 1 3π 1 5π
= (sin x + sin x + sin x + .....)
π 2 3 2 5 2

Notes:

cos( x + y) = cos xcos y − sin x sin y

add
cos( x − y) = cos xcos y + sin x sin y
cos( x + y) + cos( x − y) = 2cos xcos y
1
cos xcos y = [cos( x + y) + cos( x − y)]
2

We can obtain sin x sin y by subtraction.

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Mathematics: Lecture 11 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Fourier series:

sin( x + y ) = sin x cos y + cos x sin y

subtraction
sin( x − y ) = sin x cos y − cos x sin y
sin( x + y ) + sin( x − y ) = 2cos x sin y
1
cos x sin y = sin( x + y ) + sin( x − y )
2

EX.:
 -π π
cos x , pxp
Write Fourier series for f ( x) =  2 2
0 π 3π
 , pxp
2 2
3π π
⇒ T= + = 2π
2 2

-π π
f (x) is even in pxp ⇒ bn = 0
2 2

This is true if and only if the other interval = 0

π
π
B
2 2 2 2 2 2 2
a 0 = ⋅ 2 ∫ f ( x)dx = ⋅ 2 ∫ cos x dx = sin x = [1 − 0] =
T 0
2π 0
π 0 π π

2 2 2nπ
a n = ⋅ 2 ∫ f ( x) cos x dx
T 0
2
π
2
2
= ⋅ 2 ∫ cos x cos n x dx ....(1)
2π 0
π

2 21
π ∫0 2
= [cos( x + nx) + cos ( x − nx)] dx

π
1 1 1 2
=  sin ( x + nx) + sin ( x − nx) 
π 1 + n 1− n 0
1 1  π π  1  π π 
=  sin ( + n ) − sin 0 + sin ( − n ) − 0 ....(2)
π 1 + n  2 2  1− n  2 2 

To find a1 , put n = 1 in eq. (1)

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Mathematics: Lecture 11 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Fourier series:

π π
π
2 2
1 2 2
1 1 2
∴ a1 = ⋅ ∫ cos x dx = ⋅ ∫ (1 + cos 2 x) dx =  x + sin 2 x 
π 0 π 02 π 2 0
1 π 1
= ( + 0 − (0 + 0)) =
π 2 2

in eq.(2)

1 1 3π −π 
a2 =  {sin } − {sin }
π 3 2 2 
1 −1 2
= ( + 1) =
π 3 3π

1 1 1 
a3 =  {0 - {0}} = 0
π 4 2 

1 1 5π 1 − 3π 
a4 = {sin } − {sin }
π  5 2 3 2 
1 1 1 −2
= ( − )=
π 5 3 15π

a0 ∞
⇒ f ( x) = + ∑ a n cos nx
2 n =0
1 1 2 2 
= +  cos x + cos 2 x − cos 4 x + ......
π 2 3π 15π 

Problems:

Write the Fourier series for the following functions:

 a , 0 p x pπ
1) f ( x ) = 
− a , π p x p 2π

2) f ( x) = x , -π p x pπ

π + x , -π p x p 0
3) f ( x) = 
π − x , 0 p x pπ

4) f ( x) = sin x , -π p x pπ

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Mathematics: Lecture 11 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Fourier series:

0 , −2p xp0
5) f ( x) = 
1 , 0pxp2

− 1 , −1p x p 0
6) f ( x) = 
2 x , 0 p x p1

 −π π
k , pxp
 2 2
7) f ( x) = 
0 π 3π
 , pxp
2 2

 −π π
 x , pxp
2 2
8) f ( x) = 
π - x π 3π
 , pxp
2 2

9) f ( x) = x , -π p x p π .

10) f ( x) = x 3 , -π p x p π .

 1 , -π p x p 0
11) f ( x) = 
− 1 , 0 p x pπ

 −π π
 x , pxp
2 2
12) f ( x) = 
0 π 3π
 , pxp
2 2

13) Find the Fourier series of the function f (x) which is assumed to have the period
2π . 1

-π π/2 π/2 π

14) Find the Fourier series of the function f (x)

-π π

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Mathematics: Lecture 11 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Fourier series:

15) Find the Fourier series of the function f (x)

-k π 2π

References:

1- Advanced Engineering Mathematics (Erwin Kreyszic)- 8th Edition.

2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬

8
Mathematics: Lecture 12 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

Partial Differentiations

Z = f ( x, y ) or f(x, y, z) = 0

∂Z 
= Zx = fx 
∂x 
 1st partial derivatives
∂Z 
= Zy = fy 
∂y 

∂2Z 
= Z xx = f xx 
∂x 2

∂2Z 
= Z yy = f yy 
∂y 2

 2nd partial derivatives
∂ Z
2

= Z yx
∂y∂x 

∂2Z 
= Z xy
∂x∂y 
Z xy = Z yx

Ex.1
∂Z ∂Z
If Z = x y , find ,
∂x ∂y
∂Z ∂Z
= y x y -1 y constant , = x y ⋅ ln x ⋅ dy , x constant ⇒ power function
∂x ∂y

Ex.2
y
If Z = tan −1 , show that Z yx = Z xy
x
1 −y −y
Zx = ⋅ = 2
y 2
x x + y2
1+ 2
x
( x 2 + y 2 )(−1) + y.2 y y 2 − x2
Z yx = = 2 L (1)
( x 2 + y 2 )2 ( x + y 2 )2

1
Mathematics: Lecture 12 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

1 1 x
Zy = ⋅ = 2
y x x + y2
2
1+ 2
x
( x + y 2 )(1) + x.2 x
2
y 2 − x2
Z xy = = L (2)
( x 2 + y 2 )2 ( x 2 + y 2 )2

(1) & (2) are equal

Properties:

1) If ω = f (υ ) , υ = g( x, y)

∂ω ∂ω ∂υ ∂f ∂υ 
= ⋅ or ⋅ 
∂x ∂υ ∂x ∂υ ∂x 

 chain rule
∂ω ∂ω ∂υ 
= ⋅ 
∂y ∂υ ∂y 

2) If ω = f ( x, y ) , x = g(r, s) , y = h(r, s) \

∂ω ∂ω ∂x ∂ω ∂y 
= ⋅ + ⋅ 
∂r ∂x ∂r ∂y ∂r

 chain rule
∂ω ∂ω ∂x ∂ω ∂y 
s= ⋅ + ⋅ 
∂r ∂x ∂s ∂y ∂s 

3) Total differential

If ω = f ( x, y, z ,.....)
dω = f x dx + f y dy + f z dz + ...
or dω = ω x dx + ω y dy + ω z dz + ...

Ex.1
dω
If ω = f ( x, y, z ) = xyz + x 2 + y 2 + z 2 , Find
dx
By property (3)

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Mathematics: Lecture 12 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

dω = ω x dx + ω y dy + ω z dz
dω = ( yz + 2 x)dx + ( xz + 2 y )dy + ( xy + 2 z )dz
dω dx dy dz
= ( yz + 2 x) + ( xz + 2 y ) + ( xy + 2 z )
dx dx dx dx

Ex.2
∂ 2ω 2 ∂ ω
2
If ω = f ( x + ct ) + g ( x − ct ) ..... (1) , Show that =c
∂t 2 ∂x 2
There are two methods to solve this Ex.

First method:

Let x + ct = r , x − ct = s
Eq.(1) becomes

ω = f (r ) + g ( s) ..... (1)

∂ω ∂f (r ) ∂r ∂g ( s ) ∂s
= ⋅ + ⋅
∂t ∂r ∂t ∂s ∂t
= f ′(r ) ⋅ c + g ′( s ) ⋅ (−c)

∂ 2ω  ∂f (r ) ∂r   ∂g ( s ) ∂s 
= c ⋅ −c ⋅
∂t  ∂r ∂t   ∂s ∂t 
2

= c( f ′′(r ) ⋅ c ) − c( g ′′( s ) ⋅ (−c) )

∂ 2ω
∴ = c 2 ( f ′′(r ) ) + ( g ′′( s ) ) ...... (2)
∂t 2

∂ω ∂f (r ) ∂r ∂g ( s ) ∂s
= ⋅ + ⋅
∂x ∂r ∂x ∂s ∂x
= f ′(r ) ⋅ 1 + g ′( s ) ⋅ 1

∂ 2ω
= f ′′(r ) ⋅ 1 ⋅ 1 + g ′′(r ) ⋅ 1 ⋅ 1
∂x 2

In eq.(2)

∂ 2ω 2 ∂ ω
2
= c
∂t 2 ∂x 2

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Mathematics: Lecture 12 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

Second method:
t ‫( ﻣﺒﺎﺷﺮﺓ ﺑﺎﻟﻨﺴﺒﺔ ﻟـ‬1) ‫ﻧﺸﺘﻖ ﻣﻌﺎﺩﻟﺔ‬

∂ω
= f ′( x + ct ) ⋅ c + g ′( x − ct ) ⋅ (−c)
∂t

∂ 2ω
= f ′′( x + ct ) ⋅ c ⋅ c + g ′′( x − ct ) ⋅ (−c) ⋅ (−c)
∂t 2

∂ 2ω
∴ = c 2 [ f ′′ + g ′′] ..... (2)
∂t 2

∂ω
= f ′( x + ct ) ⋅ 1 + g ′( x − ct ) ⋅ 1
∂x

∂ 2ω
= f ′′( x + ct ) ⋅ 1 ⋅ 1 + g ′′( x − ct ) ⋅ 1 ⋅ 1
∂x 2

∂ 2ω
∴ 2 = [ f ′′ + g ′′] ..... (3)
∂x

From (2) & (3)

∂ 2ω 2 ∂ ω
2
= c
∂t 2 ∂x 2

Ex.3
 y ∂z ∂z
If z = xn f   , Show that x + y = nz
x ∂x ∂y
∂z y −y y
= x n ⋅ f ′( ) ⋅ ( 2 ) + n x n −1 ⋅ f ( )
∂x x x x
∂z  y y 
x ⋅ = x ⋅ − x n ⋅ x − 2 ⋅ y f ′( ) + n x n −1 ⋅ f ( )
∂x  x x 
∂z y y
x ⋅ = − x n −1 ⋅ y f ′( ) + n x n ⋅ f ( ) ..... (1)
∂x x x

∂z y 1
= x n ⋅ f ′( ) ⋅ ( ) + 0
∂y x x
∂z y
y⋅ = x n −1 ⋅ y f ′( ) ..... (2)
∂y x

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Mathematics: Lecture 12 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

From (1) & (2)

∂z ∂z y
x⋅ + y⋅ = nx n f ( )
∂x ∂y x
= nz

Ex.4
∂ω ∂ω
Express and in terms of r & s if ω = x + 2 y + z 2 ,
∂r ∂s
r
x= , y = r 2 + ln s , z = 2r
s

∂ω ∂ω ∂x ∂ω ∂y ∂ω ∂z
= ⋅ + ⋅ + ⋅
∂r ∂x ∂r ∂y ∂r ∂z ∂r
1 1 1
= 1 ⋅ + 2 ⋅ 2 r + 2 z ⋅ 2 = + 4 r + 4 z = 8r +
s s s

∂ω ∂ω ∂x ∂ω ∂y ∂ω ∂z
= ⋅ + ⋅ + ⋅
∂s ∂x ∂s ∂y ∂s ∂z ∂s
−r 1 −r 2
= 1⋅ 2 + 2 ⋅ + 2z ⋅ 0 = 2
s s s s

Problems:

∂f ∂f ∂f
Find , ,
∂x ∂y ∂z
y
1) f ( x, y, z ) = z sin -1
x
x(2 - cos2y)
2) f ( x, y , z ) =
x 2 + y2
∂ω
3) Find when
∂υ
y
u=0 , υ = 0 if ω = x 2 +, x = u − 2υ + 1 , y = 2u + υ - 2
x
 xy  ∂ω ∂ω
4) If ω = f  2  , show that x
2 
+y =0
x +y  ∂x ∂y
5) If ω = f ( x, y ) , and x = r cosθ , y = r sin θ , show that
∂ω 1 ∂ω
( ) 2 + 2 ( ) 2 = f x2 + f y2
∂x r ∂y

dz
6) If f ( x, y, z ) = 0 & z = x + y , find
dx

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Mathematics: Lecture 12 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

y
7) Find the directional derivative of f ( x, y ) = x tan −1 at (1,1) in the
x
r r r
direction of A = 2i − j
x2 − y2
8) In which direction is the directional derivative of f ( x, y ) =
x2 + y2
9) The D.D. of f ( x, y ) at p0 (1,2) in the direction towards p1 (2,3) is
2 2 and the D.D. at p0 (1,2) towards p2 (1,0) is -3 , find D.D. at
p0 towards the origin.

References:

1- calculus & Analytic Geometry (Thomas).

2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬

6
Mathematics: Lecture 13 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

Partial Differentiations

The Gradient & Directional Derivative

f (x, y, z) = 0

r ∂f r ∂f r ∂f r r r r
υ= i+ j+ k , i, j &k unit vectors
∂x ∂y ∂z

The Directional Derivative of f (x, y, z) at p 0 ( x0 , y0 , z0 ) in the direction

r r r r
of A = a1i + a2 j + a3k
r
r r r A r
⇒ D.D. = υ ⋅ u , u= r & υ gradient
A

Ex.1:
Find D.D. of f = x 3 − xy 2 − z at (1, 1, 0) in the direction of
r r r r
A = 2i − 3 j + 6k

Sol.: r
First we find υ
∂f
= 3 x 2 − y 2 = 3(1) − (1) = 2
∂x
∂f
= −2 xy = −2(1)(1) = -2
∂y
∂f
= -1
∂z

r ∂f r ∂f r ∂f r
∴ υ= i+ j+ k
∂x ∂y ∂z
r r r r
∴ υ = 2i + −2 j − k
r r
⇒ D.D. = υ ⋅ u ,
r
r A
=υ ⋅ r
A
r r r
r r r 2i + −3 j + 6k r r
= (2i + −2 j − k ) ⋅ , i ⋅i =1
4 + 9 + 36
4+6-6 4
= =
49 7

1
Mathematics: Lecture 13 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

Maxima, Minima & Saddle point

f (x, y) will have M , m, S according to:

1) f x = 0 , f y = 0 to find the suggested point (a,b).
2) f xx ⋅ f yy − ( f xy ) 2 f 0

Then (a,b) is M or m according to f xx negative or positive.

3) f xx ⋅ f yy − ( f xy ) 2 p 0

Then (a,b) is a saddle point.

4) f xx ⋅ f yy − ( f xy ) 2 = 0

Ex.1: Locate M,m & S (if any)

f = x 2 − xy + y 2 + 2 x + 2 y − 4
f x = 2x - y + 2
f y = −x + 2 y + 2

2x - y + 2 = 0 ...(1)
− x + 2y + 2 = 0 ...(2)

multi (1) by 2 + (2)

⇒ 3x + 6 = 0 ⇒ x = -2 , y = -2 , (-2,-2)
f xx = 2 , f yy = 2 , f xy = −1

f xx ⋅ f yy − ( f xy ) 2 = (2)(2) − 1 = 3 f0

Since f xx f 0 ⇒ (-2,-2) is m

Ex.2: Locate M,m & S (if any)

f = x 3 + y3 − 3axy

2
Mathematics: Lecture 13 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

f x = 3x 2 - 3ay
f y = 3 y 2 − 3ax

3x 2 - 3ay = 0 ...(1)
3 y − 3ax = 0
2
...(2)
x2
From (1) ⇒ y=
a
x4
In (2) ⇒ − ax = 0
a2

⇒ x 4 − a3 x = 0
x( x 3 − a 3 ) = 0
⇒ x=0 , x=a
∴ y=0 , y=a

⇒ (0,0) & (a, a)

f xx = 6 x , f yy = 6 y , f xy = −3a

1) at (0,0) ⇒ f xx = 0 , f yy = 0 , f xy = −3a
f xx ⋅ f yy − ( f xy ) 2 = −9a 2 p0

(0,0) is a saddle point

2) at (a, a) ⇒ f xx = 6a , f yy = 6a , f xy = −3a
f xx ⋅ f yy − ( f xy ) 2 = (6a)(6a) − 9a 2
= 36 a 2 - 9 a 2 = 27 a 2 f0

i) if a f 0 ⇒ f xx f 0 ⇒ (a, a) is m
ii) if a p 0 ⇒ f xx p 0 ⇒ (a, a) is M

Problems:

∂f ∂f ∂f
Find , ,
∂x ∂y ∂z
y
1) f ( x, y, z ) = z sin -1
x
x(2 - cos2y)
2) f ( x, y , z ) =
x 2 + y2

3
Mathematics: Lecture 13 ‫ﻣﺪﺭﺱ ﻣﺴﺎﻋﺪ ﺍﺯﻫﺎﺭ ﻣﺎﻟﻚ‬
Partial Differentiations:

∂ω
3) Find when
∂υ
y
u=0 , υ = 0 if ω = x 2 + , x = u − 2υ + 1 , y = 2u + υ - 2
x
 xy  ∂ω ∂ω
4) If ω = f  2  , show that x
2 
+y =0
x +y  ∂x ∂y
5) If ω = f ( x, y ) , and x = r cosθ , y = r sin θ , show that
∂ω 1 ∂ω
( ) 2 + 2 ( ) 2 = f x2 + f y2
∂x r ∂y

dz
6) If f ( x, y, z ) = 0 & z = x + y , find
dx
y
7) Find the directional derivative of f ( x, y ) = x tan −1 at (1,1) in the
x
r r r
direction of A = 2i − j
x2 − y2
8) In which direction is the directional derivative of f ( x, y ) =
x2 + y2
9) The D.D. of f ( x, y ) at p0 (1,2) in the direction towards p1 (2,3) is
2 2 and the D.D. at p0 (1,2) towards p2 (1,0) is -3 , find D.D. at
p0 towards the origin.

References:

1- calculus & Analytic Geometry (Thomas).

2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies (‫ ﺭﻳﺎﺽ ﺍﺣﻤﺪ ﻋﺰﺕ‬.‫)ﺃ‬