Applied Math III

Tutorial Material
For all 2nd Year Engineering Students of Arba Minch

University
March, 2011
Table of Contents
Chapter 1: ORDINARY DIFFERENTIAL EQUATIONS ..................................................................................... 1
1.0 Chapter Objectives………………………………………………………………….....1
1.1 Ordinary linear differential equation of first order…………………………………………….2

1.1.1 Definition of ODE and examples…………………………………………………2
1.1.2 Method of separable of variables………………………………………………....3
1.1.3 Homogeneous equations……………………………………………………….....3
1.1.4 Exact equations, non exact equations and integrating factor……………………..5
1.1.5 Linear equations of first order……………………………………………………9
1.2 Ordinary linear differential equation of second order………………………………………..11
1.2.1 Definition of SOODE and General Solution……………………………………11
1.2.2 Methods of solving for homogeneous and non homogeneous
SOODE with Constant Coefficients…………………………………………….13
1.3 Self check exercises…………………………………………………………………………...22
Chapter 2: LAP LACE TRANSFORMATION ............................................................................................. 28

2.0 Chapter objectives…………………………………………………………………………….……………………………….28
2.1 Lap lace transform , inverse transform and linearity…………………..…………………….29
2.2 Existence of Laplace Transform………………………………………………………….…31
2.3 Lap lace transform of derivatives & integrals……………………………………………….31
2.4 Shifting theorems……………………………………………………………………………33
2.5 Differentiation & integration of transform………………………………………………......35
2.6 Convolution……………………………………………………………………………….…37
2.7 Transform of ODE…………………………………………………………………………..39
2.8 System of linear differential equations……………………………………………………....42
2.9 Self check exercises………………………………………………………………………....44
Chapter 3: Vector differential calculus and integral calculus, vector fields .................................... 47
i
3.0 Chapter Objective……………………………………………………………………………………………….……………..47
3.1 Vector calculus…………………………………………………………………….…………48
3.2 Curves and arc length ………………………………………………………………………..55
3.3 Tangent , curvature and torsion………………………………………………………………59
3.4 Scalar field and vector fields………………………………………………………………...64
3.5 Gradient of a scalar field , divergence and curl of a vector field…………………………….64
3.6 Line integral and greens theorem…………………………………………………………….68
3.7 Surface integral , divergence theorem of gauss;……………………………………………...75
3.8 Stoke ‘s theorem……………………………………………………………………..……….80
3.9 Path independence of line integrals…………………………………………………………..84
3.10 Self check exercises……………………………………………………………………...83
Chapter 4: COMPLEX ANALYTIC FUNCTION .............................................................................................. 90

4.0 Chapter Objectives…………………………………………………………………...90
4.1 Complex number…………………………………………………………………………….91
4.2 Function of complex variable, limit, derivative and analytic function……………………...98
4.3 Cauchy Riemann equations, Lap lace equation………………………………………….…100
4.4 Elementary function: exponential; trigonometry; hyperbolic and logarithmic
functions, general power………………….………..……………….……………………...103
4.5 Self check exercises………………………………………………………………………...107
Chapter 5: COMPLEX INTEGRAL .......................................................................................................... 110

5.0 Chapter Objective…………………………………………………………………………………………………………….110
5.1 Line integral in the complex plane ;………………………………………………………..111
5.2 Cauchy integral theorem…………………………………………………………………...114
5.3 Evaluation of line integral by indefinite integral………………………………………….116
5.4 Cauchy’s integral formula………………………………………………………………….117
5.5 The derivative of analytic functions……………………………………………………….118
ii
5.6 Self check exercises………………………………………………………………………...107
Chapter 6: TAYLOR AND LAURENT SERIES ...................................................................................... 122

6.0 Chapter Objectives………………………………………………………………………………………………..…………122
6.1 Sequence and series ; tests of convergence ………………………………………………..123
6.2 Power series………………………………………………………………………………..124
6.3 Taylor series of elementary functions……………………………………………………...125
6.4 Laurent series……………………………………………………………………………...127
6.5 Self check exercises………………………………………………………………………..130
Chapter 7: INTEGRATION BY THE METHOD OF RESIDUES ..................................................................... 132

7.0 Chapter Objectives……………………………….…………………………………132
7.1 Zero and singularities………………………………………………………………………133
7.2 Residues…………………………………………………………………………………….134
7.3 The residue theorem………………………………………………………………………..136
7.4 Evaluation of real integrals…………………………………………………………………137
7.5 Self check exercises………………………………………………………………...………130
Reference……………………………………………………………………………………….142
iii
PREFACE
This material is intended to serve as tutorial for 3rd course in current curriculum for all 2nd year
engineering students. The prerequisite for this material one has to complete Applied
Mathematics II. It is designed as a supplement to the course not a substitute of class attendance
and lecture note.
This material grew out of a regular course given by me over many years to 2nd year engineering
students and others. I have been influenced by the syllabus on Applied Mathematics III of the
university.
Topics covered include ordinary differential equations, Laplace transforms, vector analysis, and
complex variables. I have made great effort to include everything of the course outline. I have
tried to present graphs in some theorems and problems to make them more understandable. Each
topic starts with typical worked examples illustrating the main idea followed by many problems
and their solution. At the end of each chapter there are sufficient numbers of self check exercises
with their answers.
For better understanding of chapter III, revising vector algebra, matrix and determinant are
necessary. The chapter Taylor and Laurent series is not given more attention, the reason is that it
is similar to real sequences, power and Taylor series. The new concept is Laurent series which is
applicable to the last chapter given more emphasis.
I wish to take this opportunity to thank the university Gender Office for grateful idea to the
preparation of the material.
I wish you good luck and success. There will be some errors, since none of my colleague has
read the manuscript before. I am thankfully welcome if you have any comments, or work or if
you come up with a good idea for improving the material. Please feel free to contact me, send
them by email
haider_ebrahim@yahoo.com
Haider Ebrahim
Arba Minch University
iv
Course objectives:
On completion of the course, successful students will be able to:
• understand various techniques of solving ODEs,

• apply differential equation to physical problems,
• derive the properties of Laplace transform,
• apply Laplace transform to solve certain classes of ODE,
• evaluate line integrals of different scalar functions and vector field s,
• apply different type of integrals to physical problems,
• understand the significance of differentiability of complex functions,
• define analytic function,
• distinguish between differentiable functions and analytic functions,
• apply Cauchy-Riemann equations,
• evaluate integrals along a path in the complex plane,
• understand the statement of Cauchy's Theorem,
• understand Cauchy integral formula,
• apply Cauchy integral formula to evaluate line integrals,
• represent analytic functions by a power series,
• distinguish the singularities of a function,
• write the Laurent series of a function,
• calculate the residue,
• apply the Residue theorem,
• Understand the core theorems of the course.
v
Advanced Engineering Mathematics ODE
CHAPTER I
ORDINARY DIFFERENTIAL EQUATION

Chapter Objectives
At the end of this chapter students will be able to:
• Define the meaning of ODE and SOODE
• Identify the type of ODE
• Understand the different method of solving ODE
• How to find an integrating factor
• Derive the general solution of linear first order ODE
• Distinguish different cases of SOODE with constant coefficient
• Apply ODE for physical phenomena
Content Outline
The major topics included under this chapter are:
Method of separable of variables

Homogeneous equations
Exact equations, non exact equations and integrating factor
Linear equations of first order
Definition of SOODE and General Solution.
Methods of solving for homogeneous and non homogeneous SOODE with Constant
Coefficients.
H.E AMU Page 1

Ordinary Linear Differential Equation of first Order
Activity:
Define the meaning of derivative and order of derivative.
What is the meaning of equation? And give examples.
Explain solution for an equation? Give examples.
Definition of ODE and example
Definition: - An equation involving one dependent and its derivatives with respect to one or more
independent variables is called a differential equation.
If it is only one independent variable then it is called ordinary differential equation.
d2 y d2 y dy
Example:- 1. = 32 3. −5 + 6y = 0
dt 2 dy 2
dx
2.
dy
= − ky 4.
(d y )
2 3
− 5
dy
+ 5 y = ln xy
2
dt dx dx
5. The general ordinary differential equation of the nth order is

dy d2 y dn y
F ( x, y, , , , , , , ) = 0
dx dx 2 dx n
Definition:-A solution of differential equation is free from derivatives and which satisfies the
given differential equation
Example: - Show that y = e2x and y = e3x are Solution of y11 - 5y1 + 6y = 0
dy d2 y
Solution: - Let y = e2x then = 2e 2 x and 2
= 4e 2 x
dx dx
d2 y dy
⇒
dy 2
− 5
dx
( )
+ 6 y = 4e 2 x − 5 2e2 x + 6 e 2 x = 0 ( )
∴ y = e2x is a solution of the differential equation
dy y2
Example: - Show that xy = ln y + c is a solution of =
dx 1 − xy
Solution: Solution using explicit differentiation of xy = ln y + c
H.E AMU Page 2
dy 1 dy
We get y + x =
dx y dx
dy y2
⇒ =
dx 1 − xy
∴ x y = ln y + c is a solution which is explicit solution
Definition:- The order of the highest order of derivative is called the order of the differential
equation
Eg. In the above examples 1, 3 and 4 are of order two and 2 is of order one
Definition:- The power of the highest order derivative is called the degree of the differential
equation
Eg. In the above examples 1 , 2 & 3 are of degree one and 4 is of degree three
Method of Separable of variables
dy g (x )
Definition:- A differential equation of the form = is called separable
dx h (y)
The solution is ∫ h (y ) dy = ∫ g (x ) dx + c
2y dy 1
Example: . Solve 2
= 2
y + 1 dx x
2y 1
Solution: 2
dy − 2 dx = 0
y +1 x
2y 1 1
⇔ ∫ 2
y +1
dy − ∫ 2 dx = c ⇔ ln y 2 + 1 −
x x
(
= c )
−1
⇔ y 2 = − 1 + ce x
, c > 0
1 + ex + y
Exercises: Solve −y
dy + e x dx = 0
1 −e
c
Answer:- 1 − e− y =
1 + ex
Homogenous Equations
Definition: - A function f ( x , y ) is called homogeneous of degree n if

f ( tx , ty) = tn f ( x , y ) for all suitably restricted x , y and t
H.E AMU Page 3

Example: - x2 + xy , x 2 + y 2 , and sin  x  are homogenous of degree 2 , 1 and 0

 y
respectively.
Definition:- The differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be
homogenous if M and N are homogenous function of the same degree which can be written in the
dy
from = f (x , y )
dx
M
Where f ( x , y ) = is homogenous of degree 0.
N
⇒ f (tx , t y ) = t 0 f ( x , y ) = f ( x , y )
Let t = 1 f ( x , y ) = f 1 , y  = f (1 , z ) where z = y

⇒
x  x x
dy dz
⇒ y = zx and =z+x , then the equation becomes
dx dx
dz
z + x = f (1 , z )
dx
dz dz
⇔ = which is separable
f (1 , z ) − z x
Example :- Solve ( x + y ) dx - ( x – y ) dy = 0
Solution: - Which is equivalent to
dy x + y x + y
= ( Then function is homogenous of degree 0 )
dx x − y x − y
1+ y
Let Z = y ⇒
dy
= x = 1+ z
x dx 1− y 1−z
x
⇔
(1 − z ) dz = dx integrating we get
1 + z2 x
tan z - ½ ln ( 1 + z2 ) = log x + c
-1
y
∴ tan −1 = ln x 2 + y 2 + c ( explicit solution )
x
y dy y
Exercises:- 1. Solve x sin = y sin + x
x dx x
y
Answer:- cos + ln c x = 0
x
2. Show that the substitution z = ax + by + c changes y1 = f ( ax + by + c )

to separable & apply to solve y1 = sin2 ( x – y + 1 )
H.E AMU Page 4

Exact Equations, Not exact Equations and Integrating Factor
Definition :- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be

exact if there happens to exist a function f ( x , y ) such that
∂f ∂f
= M and = N
∂x ∂y
Let M ( x , y) dx + N ( x , y ) dy = 0 . . . . . . .. . . . . ( * )
* Can be written ( if it is exact )
∂ f ∂ f
dx + dy = 0 or df = 0
∂x ∂ y
⇒ The general solution is f ( x , y) = C
∂2 f ∂2 f
If f has continuous partial derivatives then =
∂y ∂x ∂x ∂y
∂2 f ∂M ∂2 f ∂N
⇒ = and = from this it follow
∂y ∂x ∂y ∂ x ∂y ∂x
Result :- The necessary condition for the exactness of M ( x , y ) dx + N ( x , y ) dy = 0

∂M ∂N ∂f ∂f
is = and = M and =N
∂y ∂x ∂x ∂y
Integrate the 1st w. r. to x , we get
f ( x , y ) = ∫ Md x + g ( y ) where g ( y ) is constant with rsepect to x
⇒
∂f
∂y
=
∂
∂y
[ ∫M d x + g (y) ] =
∂
∂y ∫M d x + g1 (y ) = N
∂
⇒ g1 ( y ) = N ( x , y ) −
∂y ∫Mdx
 ∂ 
⇒ g (y) = ∫ 
 N −
∂y ∫ M d x  dy

Provided here the integrated is a
function of only y.
∂  ∂  ∂N ∂2
⇒
∂x
 N −
 ∂y ∫ M d x  =
 ∂x
−
∂x ∂y ∫M d x
∂N ∂2
=
∂x
−
∂y ∂x ∫M d x
H.E AMU Page 5

∂N ∂M
= −
∂x ∂y
from this it follow that
Result:- The equation M ( x , y ) dx + N ( x , y ) dy = 0 is exact if and only if

∂M ∂N
=
∂y ∂x
+ 2 = 0 for exactness, and solve it if it is

Example:- Test the equation
exact.
y
Solution: - M ( x , y ) = e and N ( x , y ) = x e y + 2 y
∂M ∂N
⇒ = ey =
∂x ∂x
∴ The differential equation is exact
∂f ∂f
⇒ by defination ∃ f ∋ = e y and = x e y + 2y
∂x ∂y
Integrating the 1st w.r. to x , we get
∫e dx = xe y + g ( y )
y
F(x,y) =
∂f
⇒ = xe y + g 1 ( y ) = x e y + 2 y
∂y
⇒ g1 ( y ) = 2 y ⇒ g ( y) = y2 ⇒ f (x , y ) = x e y + y 2
∴ The general solution is x e y + y2 = c
Exercise: Determine which of the following equations are exact, and solve if it is exact.
a) ( y – x3 ) dx + ( x + y3 ) dy = 0
b) ( sin x sin y - x ey ) dy = ( ey + cos x cos y ) dx
−1 x x x
c) sin dx + 2
sin dy = 0
y y y y
y x
d) dx = 2 2
dy + dy
1 − x y 1 − x2 y2
H.E AMU Page 6

Answer: a) 4 x y - x4 + y4 = c
b) x ey + sin x cos y = c
x x
c) cos = c or = c
y y
1 + xy
d) log − 2x = c
1 − xy
Integrating Factors
Show that y dx + ( x2 y - x ) dy = 0 is not exact.

∂M ∂N
= 1 and = 2 xy − 1
∂y ∂x
Therefore it is not exact equation
1
But after multiplying by 2 through the equation
x
y  1
2
dx +  y −  dy = 0 is exact
x  x
Definition :- Let M ( x , y ) dx + N ( x , y ) dy = 0 is non exact any function µ which makes µ (

M dx +N dy ) = 0 exact is called an integrating factor.
1
Example is an integrating factor for the above equation
x2
Theorem:- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 has an integrating
factor if it has a general solution.
Proof:- Let f ( x , y ) = C is the general solution
∂f ∂f −∂ f
dy ∂x
⇒ dx + dy = 0 ⇒ = and from the given equation
∂x ∂y dx ∂f
∂y
−M −∂ f ∂f ∂f
dy ∂x ∂x ∂y
⇒ = = or =
dx N ∂ f M N
∂y
∂f ∂f
If you denote the common ration by µ ( x , y ) , then = µ M and = µN
∂x ∂y
H.E AMU Page 7

Multiplying the given equation by µ , it becomes

µ M dx + µ N dy = 0
∂f ∂f
or dx + dy = 0 which is exact
∂x ∂y
Finding the integrating factor
µ M dx + µ N dy = 0 is exact
∂ (µ M ) ∂ (µ N )
⇒ =
∂y ∂x
∂M ∂µ ∂µ ∂µ
⇒ µ + M = µ + µ
∂y ∂y ∂x ∂x
1  ∂µ ∂µ  ∂M ∂N
⇒  N − M  = − ......... ( * * )
µ  ∂x ∂y ∂y ∂x
Any solution of ( * * ) will serve our propose
Let µ be a function of x alone then ( * * ) be come

∂M − ∂N
1 dµ ∂y ∂x
= = g (x )
µ dx N
d
⇒
dx
(ln µ ) = g (x ) ⇒ ln µ = ∫ g (x ) dx
μ = e∫
g ( x ) dx
∴
Similarly if you assume that µ is a function of y alone
∂M − ∂N
1 dµ ∂y ∂x
= = h(y)
µ dy −M
μ = e∫
h ( y ) dy
Example:- Solve ( 3x2 - y2 ) dy - 2 xy dx = 0
H.E AMU Page 8

∂M ∂N
Solution:- = − 2 x and = 6x
∂y ∂x
∂M − ∂N
∂y ∂x −4
h ( y) = =
−M y
⇒ µ = e∫ = e∫
h ( y ) dy −4 dy 1
y
= e−4 ln y
=
y4
Then the differentiation equation become
1
( 3 x2 y-4 - 2
) dy - 2x y-3 dx = 0 is exact
y
4 3
Solving y = x + c x
∂M − ∂N
∂y ∂x
Exercise: 1. Show that if is a function g (z) of the product
Ny − Mx
g ( z) = xy , then µ = e ∫
g (z ) dz
is an integrating factor
2. Solve by finding an integrating factor
a) ( xy - 1 ) dx + ( x2 - xy ) dy = 0
b) x dy + y dx + 3x3 y4 dy = 0
Linear Equations of First Order
Definition: A differential equation is linear if it is the form
dy
= p (x ) y + q (x )
dx
d2 y dy
2
= p (x ) + q ( x ) y + r (x ) etc
dx dx
where p (x), q (x) and r (x) are function of x alone.
H.E AMU Page 9

The standard from of 1st degree linear differential equation
dy
+ p (x ) y = Q (x ) ……………… ( * )
dx
If we multiply (*) by e ∫
p ( x ) dx
and observe that
d  ∫ p ( x ) dx   dy 
y  = e∫ + y p e∫ = e∫ + py  = Q ( x )e ∫
p (x ) dx dy p ( x ) dx p (x ) dx p (x ) dx
e 
dx   dx  dx 
Integrating
⇒ y e∫ e∫
p ( x ) dx p ( x ) dx
= ∫ Q (x ) + c
y = e ∫
− p (x ) dx  Q (x ) e ∫ p ( x ) dx
+ c  is the general solution of (*)
⇒ ∫
 
e∫
p ( x ) dx
is an integrating factor
dy 1
Example: Solve + y = 3x
dx x
1
Solution: P (x) = and Q ( x ) = 3 x
x
⇒ = ln = =
= +

= ! 3 # + $ = # + %& 'ℎ )*+ &,+-'%,.

Exercise: Solve the following as linear equations

dy 1
a) x − 3 y = x4 b ) y1 + y = c) y1 + y = 2 xe − x + x 2
dx 1 + e2 x
dy
2. The function + p ( x ) y = Q ( x ) y n which is known as Bornoullis equation is linear when
dx
n = 0 or = 1 show that it can be reduced to a linear equation for any other value of n by letting z = y1 –
n
, apply this to solve
a) xy1 + y = x4 y3
b) xy2 y1 + y3 = x cos x
H.E AMU Page 10

Answer: 1) a) y = x4 + cx3 b) y = e-x tan-1 ex + c e-x ,
c) y = x2 e-x + x2 - 2x + 2 + c e-x
1
a) 2
= − x4 + c x2
2) y
b) y 3 = 3 sin x + 9 x −1 cos x − 18 x − 2 sin x − 18 x −3 cos x + c x −3
Ordinary Linear Differential Equation of Second Order
Definition of SOODE and General Solutions .
Definition:- The general form of linear equation of second order may be written as
2
d y dy
2
+ p + qy = r …………… (A)
dx dx
where p , q and r are functions of x only.
If r ( x ) ≠ 0 then equation ( A) is non homogenous and if r (x ) = 0 then it is homogenous of 2nd order

linear equation.
The general Solution:

Let yg ( x , c1 , c2 ) is the general solution of
Y11 + p ( x ) y1 + q ( x ) y = 0 ………………… ( B)
And that yp ( x) is a fixed particular solution if y ( x) is any solution of ( A) then we can show that
y ( x ) - yp ( x ) is a solution of ( B )
( y – yp )11 + p ( x ) ( y – yp )1 + q ( x ) ( y – yp )
⇒ [ y11 + p ( x ) y1 + q ( x ) y ] - [ y11p + p ( x ) y1p + q ( x ) yp ]

⇒ r(x) -r(x) =0
Since yg ( x , c1 , c2 ) is the general solution of (B)
⇒ y ( x ) - yp ( x ) = yg ( x , c1 , c2 ) or
y ( x ) = yg ( x , c1 , c2 ) + yp ( x )
H.E AMU Page 11

Theorem: If y1 ( x ) and y2 ( x ) are any two solution of ( B ) , then

c1 y1 ( x ) + c2 y2 ( x ) is also a solution for any constants c1 and c2
Proof:- ( c1 y1 + c2 y2 )11 + p ( x ) ( c1 y1 + c2 y2 )1 + q ( x ) ( c1 y1 + c2 y2 )
⇒ ( c1 y111 + c2 y112 ) + p ( x ) ( c1 y11 + c2 y12 ) + q ( x ) ( c1 y1 + c2 y2 )
⇒ c1 [ y111 + p ( x ) y11 + q ( x ) y1 ] + c2 [ y112 + p ( x ) y12 + q ( x ) y2 ]
⇒ c1 . 0 + c2 . 0 = 0
. The general solution of the homogenous equation
Theorem: Let y1 ( x ) and y2 ( x ) be linearly independent solution of the

homogeneous equation
y11 + p ( x ) y1 + q ( x ) y = 0 ………………. (B)

on the interval [ a , b ] . Then c1 y1 ( x ) + c2 y2( x ) is the general solution of equation (B) on
[ a , b ] in the sense that every solution of (B) on this interval can be obtained by a suitable choice of
the arbitrary constants c1 and c2.
y1 ( x0 ) y2 ( x0 )
N.B :W ( y1 y2) = = y1 (x0 ) y12 ( x0 ) - y2 (x0 ) y11 (x0 ) ≠ 0
1 1
( )
y1 ( x0 ) y2 x0 1
Which is called wronskion of y1 and y2 then y1 ( x ) and y2 ( x ) are linearly independent.
Example: Show that y = c1 sin x + c2 cos x is the general solution of y11 + y = 0

on any interval , and find the particular solution for which y ( 0 ) = 2 and
y1 ( 0 ) = 3
y1
Solution: = tan x not constant ⇒ y1 & y2 are LI by substitution
y2
y1 & y2 are solution
sin x cos x
W ( y1 , y2 ) = = - sin2 x - cos2 x = -1
cos x sin x
∴ y = c1 sin x + c2 cos x is the general solution
c1 sin 0 + c2 cos 0 = 2
c1 cos 0 - c2 sin 0 = 3 ⇒ c2 = 2 and c1 = 3
H.E AMU Page 12

∴ y = 3 sin x + 2 cos x is the particular solution
Exercise: 1. Show that ex and e-x are linearly independent solution of y11 - y = 0 on
any interval
2. Show that y = c1 x + c2 x2 is the general solution of
x2 y11 - 2xy1 + 2y = 0 on any interval not containing 0 , and find the
particular solution for which y ( 1 ) = 3 and y1 ( 1 ) = 5
Answer :- 2. y = x + 2x2
Methods of Solving for Homogeneous and non Homogeneous SOODE with Constant
Coefficients.
a) Homogeneous SOODE
Activity:
What is the meaning of quadratic equation?
Discuss the solution of quadratic equation in

terms of discriminate.
The special case of (B)

Y11 + p (x) y1 + q (x) y = 0 for which p (x) and Q (x) are constants p and q
y11 + p y1 + qy = 0 …………………… ( C )
Let y = em x as a possible solution for ( C )
⇒y1 = memx , y11 = m2 em x
⇒ ( m2 + pm + q ) emx = 0
⇒ m2 + pm + q = 0 (Since emx is never zero )
It is a quadratic equation in m , which is called auxiliary equation. The two roots m1 and m2
−p + p 2 − 4q −p− p − 4q
m1 = , m2 =
2 2
Case i : - Distinct real roots ( p2 - 4q > 0 )

We have two solutions em1 x and em2 x
The general solutions is
H.E AMU Page 13

e m1 x
y = c 1 e m1 x
+ c 2 e m2 x
(Since = e (m 1 − m2 )x
is not constant or LI)
em2 x
Case ii :- Distinct complex roots ( p2 - 4 q < 0 )

In this case m1 & m2 can be written in the form a ± ib
ei θ = cos θ + i sin θ ( Euler’s formula )

⇒ em1 x = e(a + b i ) x = eax ( cos bx + i sin bx )
& em2 x
= e(a – ib ) x
= eax ( cos bx - i sin bx )
Since we are interesting two linearly independent real valued function as solution we can get
eax cos bx and eax sin bx ( Adding & dividing by 2for the firs and subtracting &
dividing by 2i for the second)
The general solution is
y = eax ( c1 cos bx + c2 sin bx )
Case iii:- Equal real roots ( p2 - 4 q = 0 )

−p
⇒ Only one solution y = em x with m =
2
 − p  x
1
y1 = e  ∫e
2
Let v= −px
e− p x dx = x
⇒ y2 = v y1 = x em x
The general solution is
y = c1 em x + c2 x em x
Examples:- Solve the following ( The general & particular solution).
d2 y dy
a) − 3 − 4y = 0
dx 2 dx
H.E AMU Page 14

d2 y dy
b) 2
+ 8 + 16 y = 0 for which y (2) = 3e-8 & y1 (2) = -10 e-8
dx dx
(particular solution)
d2 y
c) + y = 0
dt 2
Solution:-
a) The auxiliary equation is m2 - 3m - 4 = 0
⇒ m1 = 4 or m2 = -1
∴ The general solution is
y = c1 e4x + c2 e-x
b) The characteristic equation is m2 + 8m + 16 = 0

⇒ m = -4 ( case iii)
y = c1 e-4x + c2 x e-4x
if y (2) = 3 e-8 ⇒ 3 e-8 = y (2) = c1 e-4.2 + 2 c2 e-4.2 = ( c1 + 2 c2 ) e-8
⇒ 3 = c1 + 2 c2
1
if y (2) = -10 e -8
⇒ -10 e = y (2) = -4 c1 e-4.2 + c2 e-4.2 - 8 c2 e-4.2
-8 1
= ( -4 c1 - 7 c2 ) e-8
⇒ 10 = 4 c1 + 7 c2
Solving c1 + 2 c2 = 3
4 c1 + 7 c2 = 10 ⇒ c2 = 2 & c1 = -1
∴ The particular solution is

y = - e-4x + 2 x e-4 x
c) The auxiliary equation is m2 + 1 = 0 ( Case ii)

m1 = i = a + ib ⇒ a = 0 and b = 1

y = eax ( c1 cos bx + c2 sin bx ) = e0.x ( c1 cos 1.x + c2 sin 1.x )
or y = c1 cos x + c2 sin x
Exercise:- 1) Find the general solution of
d2 y dy
a) 2
− 5 − 14 y = 0
dx dx
H.E AMU Page 15

d2 y dy
b) + 3 + 3y = 0
dx 2 dx
c) y11 + 10y1 + 25y1 = 0
2. Show that the equation x2 y11 + pxy1 + qy = 0 where p and q are constants by
changing the variable x = ez transform in to an equation with constant coefficients.
Apply this to find the general solution of
a) x2 y11 + 3xy1 + 10y = 0
b) 2x2 y11 + 10 xy1 + 8y = 0
c) x2 y11 + 2x y1 - 12y = 0
Answer
1) a) y = c1 e7x + c2 e-2x
−3 x
−3 x 3 3
b) y = c1 e 2
x + c2 e
sin cos 2
x
2 2
c) y = c1 e-5x + c2 x e-5x
2) a) y = x -1 [ c1 cos ( ln x3 ) + c2 sin ( ln x3 ) ]
b) y = c1 x -2 + c2 x -2 ln x
c) y = c1 x3 + c2 x -4
b) Non Homogeneous SOODE
i) The Method of Undetermined Coefficients
The first method for finding the general solution of the non homogeneous equations
y11 + p y1 + q y = r(x) ……………… (*)
if yg ( x ) ( the general solution of the associated homogenous equation) is known & yp is a particular
solution of (*) then
y (x ) = yg ( x ) + yp ( x ) is the general solution of ( * )
Now let us see how to find yp with some special cases where p and q are constants and r (x) is an
exponential, a sine or cosine, a polynomial or some combination of such functions. The procedure for
finding yp is called the method of undetermined coefficients.
Let y11 + p y1 + q y = ea x …………………….. ( 1 )
H.E AMU Page 16

It is natural to guess that yp = A eax is a solution of (1), here A is undetermined coefficient
⇒ A ( a2 + p a + q ) eax = eax
1
⇒ A = 2
(a2 + pa + q ≠ 0 otherwise (1) become
a + pa + q
homogenous which is false)
When a is a root of the auxiliary equation m2 + pm + q = 0 take yp = A xeax

⇒ A ( a2 + pa + q ) xeax + A ( 2a + p ) eax = eax
1
⇒ A = ( Since a2 + pa + q = 0 )
2a + p
this gives availed coefficient except when a = − p (double root of a2 + pa + q = 0 )
2
When a = − p 2 ax
take ( try ) yp = A x e
2
⇒ A ( a2 + pa + q ) x2 eax + 2 A ( 2a + p ) x eax + 2 A eax = eax
⇒ A = ½ ( since booth expressions in parentheses are zero)

Summary:-
If a is not root of m2 + pm + q = 0 then has a solution of the

form yp = A eax
If a is a simple root then has a solution of the form yp = A x eax
If a is a double root then has a solution of the form yp = A x2 eax
Let y11 + py1 + qy = sin bx …………………(2)

Take yp = A sin bx + B cos bx
The undetermined coefficients A and B can now be computed by substituting and equating the
resulting coefficients of sin bx and cos bx.
If it satisfies the corresponding homogenous equation try
Yp = x ( A sin bx + B cos bx)
Let y + py1 + qy = a0 + a1x + a2x2 + ………. + an xn …………(3)
11
Since the derivatives of a polynomial is again a polynomial

Take yp = A0 + A1 x + ……… + An xn
Substituting and equating the coefficients of like powers of x, if q happens to be zero, then xn – 1 as the
highest power of x
Take yp = x ( A0 + A1 x + …… + An xn )
= A0 x + A1 x2 + ……. + An xn + 1
If p & q are both zero then it can be solved by direct integration.
H.E AMU Page 17

Example: Find the general solution of
a) y11 + 3y1 - 10y = 6 e4x
b) y11 + 4y = 3 sin x
c) y11 + 2y1 + 4y = 8x2 + 12e-x
Solution: a) r(x) = 6 e4x & m2 + 3m - 10 = 0
⇒ m1 = 2 and m2 = -5 ⇒ yg (x) = c1 e2x + c2 e-5x
1 1
& a = 4 ⇒ A = = ⇒ y p = 1 e4x
2
a + pa + q 18 3

1 4x
y = c1 e2x + c2 e-5x + e
3
b) r (x) = 3 sin x & m2 + 4 = 0 ( case ii)
yg (x) = c1 sin 3x + c2 cos 2x
yp = A sin bx + B cos bx = A sin x + B cos x
yp1 = A cos x - B sin x , y11p = - A sin x - B cos x
⇒ ( - A sin x - B cos x ) + 4 ( A sin x + B cos x ) = 3 sin x
A = 1 and B = 0 ∴ yp = sin x ∴ y = yg (x) + yp (x)
c) r(x) = 8x2 + 12e-x

and the homogenous solution is e-x ( c1 cos 3 x + c2 sin 3 x)
The trial solution for 8x2 is a0 + a1 x + a2x2 and
The trial solution for 12e-x is a e-x , since none of these terms present in the homogenous solution.
Yp = a2 x2 + a1 x + a0 + a e-x putting in the given equation
We get 4a2 x2 + ( 4a2 + 4a1 ) x + ( 2a2 + 2a1 + 4a0 ) + 3a e-x = 8x2 + 12e-x
⇒ a2 = 2 , a1 = -2 , a0 = 0 & a = 4 (comparing the coefficient)
y = e-x ( c1 cos 3 x + c2 sin 3 x ) + 2x2 - 2x + 4e-x
H.E AMU Page 18

Example : Solve y11 + 2y1 + 4y = 8x2 + 12 e-x + 10 sin 3x

(Adding to RHS of example 1c , 10 sin 3x )
Solution :- Since h cos 3x + k sin 3x does not appear in the homogenous solution.
Substituting this in to y11 + 2y1 + 4y = 10 sin 3x
⇒ ( 6k - 5h ) cos 3x - ( 5k + 6h ) sin 3x = 10 sin 3x
by comparing coefficients
6k - 5h = 0
5k + 6h = -10
⇒ h = − 12 , k = −10
61 61
y = e-x ( c1 cos 3 x + c2 sin 3 x ) + 2x2 - 2x + 4e-x

12 10
− cos 3 x − sin 3 x
61 61
ii) The Method of Variation of Parameters

The second technique for determining a particular solution of the non homogenous equation
y11 + p y1 + q(x) y = r (x)

Let y (x) = c1 y1 (x) + c2 y2 (x) be the general solution of the corresponding homogenous equation .
Now we replace the constant c1 and c2 by unknown function v1 (x) and v2 (x)
⇒ y (x) = v1 y1 + v2 y2
1 1 1 1 1
⇒ y = ( v1 y1 + v2 y 2) + (v1 y1 + v2 y2 )
Let v11 y1 + v21 y2 = 0 ⇒ y1 = v1 y11 + v2 y21
11 11 1 1 11 1 1
⇒ y = v1 y 1 + v1 y1 + v2 y 2 + v2 y 2
Substituting y, y1 and y11 in the given equation, we get
v1 ( y111 + p y11 + q y1 ) + v2 ( y112 + p y21 + q y2 ) + v11 y11 + v12 y12 = r (x)
1 1 1 1
⇒ v 1 y1 + v 2 y 2 = r (x) since y1 & y2 are solutions of the homogeneous
v11 y1 + v 1 2 y 2 = 0
⇒  1 1
v1 y1 + v 12 y 1 2 = r ( x )
− y 2 r (x ) y1 r ( x )
⇒ v11 = , and v 12 =
W ( y1 , y 2 ) W ( y1 , y 2 )
H.E AMU Page 19

− y 2 r (x ) y1 r ( x )
⇒ v1 = ∫ W ( y1 , y 2 ) dx v 2 = ∫ W ( y1 , y 2 ) dx , W ( y1 , y2 ) ≠ 0
yp y1 ∫
−y
2 r (x ) dx y2 ∫
y 1 r (x )
∴ =
(
W y1 , y 2 ) +
(
W y1 , y 2 ) dx
Example 1:- Find a particular solution of y11 + y = csc x
Solution: - The corresponding homogenous equation is y11 + y = 0 and its solution is

y = c1 sin x + c2 cos x
⇒ y1 = sin x ⇒ y11 = cos x
y2 = cos x ⇒ y21 = - sin x
W ( y1 , y2 ) = y1 y12 - y2 y11 = - sin2 x - cos2 x = -1

cos x csc x cos x
v1 = ∫ −1
dx = ∫ sin x dx = ln (sin x )
And
sin x csc x
v2 = ∫ −1
dx = − x
∴ yp = sin x ln ( sin x ) - x cos x

d2 y dy
Example 2: - Find the general solution of 2
+ 5 + 6 y = e− x
dx dx
Solution: - The characteristic equation is m2 + 5m + 6 = 0 ⇒ m1 = -2 , m2 = -3
-2x
⇒ y1 = e and y2 = e-3x
-2x
⇒ yp = v1 (x) e + v2 (x) e-3x
− y2 e − x − e −3 x e − x
v11 (x ) = = = ex
W ( y1 , y 2 ) (e ) (
−2 x
) ( )( )
− 3 e −3 x − − 2 e − 2 x e − 3 x
y1 e− x e−2 x e− x
v12 (x ) = = = − e2 x
W ( y1 , y2 ) (e )(
−2 x
) (
− 3 e−3 x − − 2 e− 2 x ) (e )
−3x
x − 1 2x
⇒ v1 ( x) = e and v2 = e
2
H.E AMU Page 20

= + / 0 123 + /# 4
#
Activity
Compare the two techniques to determine non homogenous second order ODE.
Which method prefer for you? Discuss with your friend.
H.E AMU Page 21

SELF CHECK EXERCISE

A. Find the general solution of the following differential equations
*
1. 6 = 2. − = 0 3. = −&%8
8
*
4. # + 1 − # + 1 = 0 5. /,'8 − * = 2
8
6. # − 4 = 2 # 7. # − 1 – 2 + = 0
8. +,) + ?1 + # = 0 9. AB ' + /,& = 0
C
10. /,& + # &% = # &% 11. D = *'8
12. − 1/,& = 2&% 13. ′ = +,) /,'
14. + 1 + # E*/' = 0 15. + + 1 = 0
16. # + 2 + 1 + + = 0
2
B. Find a particular solution satisfying the initial condition, of each of the following differential
equations.
G
17. + = 0, 1 = 1 18. &%/,&2 + /,&&%2 = 0, 0 = 19 . =
#
B , 0 = 0
ANSWER
1. y = ceK 2. y = cx 3. r = cosθ + c
4. Arctanx = Arctany + c ′ or x − y = c 1 + xy, c ′ = tanc
5. r = csecθ − 2, r ≠ −2, θ ≠ + nπ; r = −2
2
π
6. cx + 1y # = y − 1x, x ≠ 0, y ≠ 0; y = 0
7. x + 2 = c?y − 1 , x ≠ −2,
# y ≠ B1; y = 1
B
8. log|x| Wy + ?y # + 1 X = c. x ≠ 0, x ≠1
9. B + log /&/ − /,' + /,& = /, ≠ Y; = Y
10. a# − x # = C cos# y, x # ≠ a# , y ≠ + nπ; y = + nπ
2 2
π π
11. rcosθ = c, r ≠ 0, θ ≠ + nπ; r = 0

2
π
12. siny = x − 1# e#KB\ , x ≠ 1, y ≠ nπ, y = nπ

13. y = e\]^K , x ≠ nπ, y ≠0
1_2
\
14. y = tan W K X , x ≠ 0 15. y = ce 2 − 1, y ≠ −1; y = −1
16 . x # + 2x = e + c, x ≠ −1
`2
17. y = e K
18. cos# x cos2y = −1 19. eK + e` = 2
H.E AMU Page 22

C. Find the general solution of the following differential equation.
1. 2xy dx + x # + y # dy = 0
2. W + ? # − X − = 0
3. + − − = 0

4. 6 − − &% W X = 0

5. 2 # + 4 + # − 2 4 = 0
6. # + W? # − # − X = 0
7. /,& − W &% + /,& X = 0

1.3 + = /
# 4
ANSWER

#b #b
2. = /
, > 0, < ; = /
, < 0, >

1
3. E*/ ' W X − +,) # + # = /
2
4. = 2E*/ '/
#
5. # + log = /, ≠ 0, ≠0

6. # − / = ? # − # , ,* e-%f+'+, / W + ? # − # X = , # > #

7. sin = /

D. Find a particular solution, satisfying the initial condition, of each of the following differential
equations.
1. + + 3 + 3 − 4 = 0, 1 = 0
2. 3 + 2 + 3 − + 2 − 1 = 0, −2 = 1
3. + 7 + 2 + + 3 = 0, 0 = 1

4. + + 2 − − − 4 = 0, 1 = 0
1. + 3 + 2+,) 2 − − = 1
ANSWER
2. 2 + 2 + 1 3 − 2 + 9g = −1
3. + 7# 3 + + 1 = 128
−1
4. +,)h − 1# + + 3# i + 2 E*/ ' = 2+,)3
+3
H.E AMU Page 23

E. Show that each of the following differential equations is exact and find the general
solution.
1. 3x # y + 8xy # dx + x 4 + 8x # y + 12y # dy = 0
2xy + 1 y−x
2. ! $ dx + ! # $ dy = 0
2 y
3.2xy dx + x + y dy = 0
# #
4. eK siny + e` dx − xe` − eK cosy dy = 0

5. cosydx − x siny − y # dy = 0
6. x − 2xy + e` dx + y − x # + xe` dy = 0
7. x # − x + y # dx − e` − 2xy dy = 0
8. 2x + y cosx dx + 2y + sinx − siny dy = 0
x#y
9. x?x # + y # dx − dy = 0
y − ?x # + y #
10. 4x 4 − sinx + y 4 dx − y # + 1 − 3xy # dy = 0
1. x y + 4x y + 4y = c
4 # # 4
ANSWER
x
2. x # + + log|y| = c
y
3.3x y + y 4 = c
#
4. eK siny + xe` = c
5.3x cosy + y 4 = c
6. x # − 2x # y + y # + 2xe` = c
7.2x 4 − 3x # + 6xy # − 6e` = c
8. x # + y sinx + y # + cosy = c
4
9. x # + y # # + y 4 = c
10. 3x g + 3cosx + 3y 4 x − y 4 − 3y = c
F. Test each of the following equations for exactness. If it is not exact, try to find an integrating
factor then solve it.
1. 2xy + x # dx + x # + y # dy = 0
2. x # + y cosx dx + y 4 + sinx dy = 0
3. x # + y # + x dx + xy dy = 0
4. x − 2xy + e` dx + y − x # + xe` dy = 0
5. eK siny + e` dx − xe` − eK cosy dy = 0
H.E AMU Page 24

ANSWER
1. 3x # y + x 4 + y 4 = 0
2. 4x 4 + 3y g + 12y sinx = c
3. 3x g + 4x 4 + 6x # y # = c; integrating factor x.
4. x # − 2x # y + y # + 2xe` = c
5. eK siny + xe` = c
G. Find the general solution of each of the following.
1. xy 6 + y = x 4
2. y 6 + ay = b
3. xy 6 + y = y # logx
dx
4. + 2yx = e` . Hint: Consider x as the dependent variable.
2
dy
dr
5. = r + er tanθ
dθ
1.4xy = x + c
g
ANSWER
b
2. y = + cesK
a
3. y logx + y + cxy = 1
4. x = e` y + c
2
5.2r = c secθ − er tanθ + 1
H. Find the general solution of each of the following equations.
1. y 66 + 2y 6 = 0
2. y 66 − 3y 6 + 2y = 0
3. y 66 − y = 0
4.6y 66 − 11y 6 + 4y = 0
5. y 66 + 2y 6 − y = 0
6. y 66 − 2ky 6 − 2y = 0
7. y 66 + 4ky 6 − 12k # y = 0
u. v = wu + wx yxz
ANSWER
x. v = wu yz + wx yxz
{. v = wu yz + wx yz
z |z
|. v = wu yx + wx y {
}. v = wu yuB √xz + wx yu √xz
. v = wu yWB B xXz + wx yW
? x ? x B xXz
. v = wu yz + wx yxz
H.E AMU Page 25

I. Find the general solution of each of the following equation.
1. y 66 + 3y 6 + 2y = 4
2. y 66 + 3y 6 + 2y = 12eK
3. 66 + 3 6 + 2 =
4. y 66 + 3y 66 + 2y = sinx
5. y 66 + 3y 6 + 2y = cosx
6. y 66 + 3y 6 + 2y = 8 + 6eK + 2 sinx
7. 66 + 6 + = #
8. y 66 − 2y 6 − 8y = 9xeK + 10eK
9. y 66 − 3y 6 = 2e#K sinx
10. y 66 + y 6 = x # + 2x
11. y 66 + y 6 = x + sin2x
12. y 66 + y = 4x sinx
1. y = c e#K
+ c# e + 2
K
ANSEWR
2. y = c e#K + c# eK + 2eK

1 ^K
3. y = c e#K + c# eK + e − 3ie^K
10
1
4. y = c e #K
+ c# e +
K sinx − 3cosx
10
1
5. y = c e#K + c# eK + 3 sinx + cosx
10
1
6. y = c e#K + c# eK + 4 + eK + sinx − 3 cosx
5
7. y = e 2 Wc cos # x + c# sin # xX + x # − 2x
_
√4 √4
8. y = c egK + c# e#K − xeK − 2eK

e2x
9. y = c + c# e4K − 3 sinx + cosx
5
x4
10. y = c + c# e +
K
3
x 1
11. y = c + c# e + − x −
K 2 sin2x + cos 2x
2 10
12. y = c cosx + c# sinx − x x cosx − sinx
H.E AMU Page 26

J. Use the method of variation of parameters to find the general solution of each of the
following equation.
1. 66 + = &/
2. 66 + = /,'
3. 66 + = &/ 4
4. 66 − = &%#
5. 66 + = &%#
6. 66 + 3 6 + 2 = 12
7. 66 + 2 6 + = #
8. 66 + = 4 &%
9. 66 + 2 6 + = log
10. 66 + = csc
ANSWER
1. y = c cos x + c# sin x + x sin x + cosxlog cosx

2. y = c cos x + c# sin x + sin xlog csc x − cotx
1
3. y = c cos x + c# sin x + tan x sin x
2
1 2
4. c eK + c# eK − sin# x −
5 5
1 1
5. y = c cos x + c# sin x + x sin x + cos2x +
6 2
6. y = c e#K + c# eK + 2eK
x g eK
7. y = c e + c# xe +
K K
12
8. y = c eK + c# sin x − x # cos x + x sin x
1
9. y = x # eK 2 log x − 3 + c + c# xeK
4
10. y = c cos x + c# sinx − sin x logsin x − x cos x sinx
H.E AMU Page 27

Advanced Engineering Mathematics Laplace Transform
CHAPTER II
LAPLACE TRANSFORMATION
Chapter Objectives
• Define the meaning of Laplace transformation
• Use the linearity property of Laplace transform
• Describe the properties of Laplace transform
• Understand the statement of convolution theorem
• Apply convolution theorem to find Laplace transform of function
• Derive the formula for derivative of Laplace transform
• Apply Laplace transform to solve ODE
• Apply Laplace transform in system of ODE
Content Outline
Lap lace transform , inverse transform and linearity
Lap lace transform of derivatives
Properties of lap lace transform
Transform of ODE
System of linear differential equations.
H.E AMU Page 28

Laplace Transform, Inverse and Linearity
Activity:
Define the meaning of operator?
When do you say an operator is linear?
What is the meaning of transformation?
Give examples of transformation and check the linearity.
Definition:- Let f(t) be a given function defined for all ' ≥ 0 the integral
& = '' exists

The function F(s) is called the Laplace transform of the function f(t). Denoted by ℒ '. The
operation which yields F(s) from a given f(t) is called Laplace transformation.
f(t) is called the inverse transform or inverse of F(s)
We write ℒ ' = &
With this alternate notation, note that the transform is really a function of a new variable, s, and
that all the t’s will drop out in the integration process.
Now, the integral in the definition of the transform is called an improper integral.
Example 1.Find the Laplace transform of the function ' = 1, ' ≥ 0
F s = ℒf t = ℒ 1 = e] d t

Solution:-

1 −e] 1 1
= e ]
dt = − = + = % & > 0
lim lim &
lim h s &

h→ ∞ h→ ∞ h→ ∞
Example 2.Let ' = when ' ≥ 0, is constant. Find ℒ '

ℒ = ' = ' = = ℎ & − > 0
0 1 1

Solution:-
∴ ℒ es =
]s
Theorem ( Linearity of Laplace transformation)

The Laplace transformation is a linear operation, that is, for any function f(t) and g(t) whose
Laplace transform exists and any constants a and b we have
ℒ ' + ) ' = ' + ) ' ' = ' ' +

) ''

H.E AMU Page 29

= ℒf t + bℒg t
Example Let ' = /,&ℎ ' Find ℒf t
Solution : ℒ cosh at = ℒ W X= ℒ es +
B 1
# #
ℒ e−at = + s+aX = when s >
1 1 1 1 s
2
W
2 s−a s2 − a2
Example Derive the formula ℒ cos wt = 2 2 , and ℒ sin wt = 2 2

] ¡
] B¡ ] B¡
Solution We write ¢£ = ℒ cos wt and ls = ℒ sin wt Integrating by parts and noting that the
integral free parts give no contribution from the upper limit ∞,we obtain
∞
+/ = 0 −&' sin ' ' = −& cos ' − cos ' ' = & − & +&
∞ −&' ∞ −&' 1
0 & 0
∞
+& = 0 −&' sin ' ' = −& sin ' + cos ' ' = & +/
∞ −&' ∞ −&'
0 & 0
By substituting + & in to formula for +/ on the right and by substituting +/ in to the formula
For +& on the right, we obtain
+/ = − ¥ W ¥ + / X, + / W1 + = &, +/ =
u ¦ ¦ 2 1 &
X
¥ &2 &2 + 2
+& = W − & + & X, + & W1 + = &2 , +& =

1 2
X
& & &2 &2 + &2
∴ ¢£ = ℒ cos wt and ls = ℒ sin wt
Example: Find the Laplace transform of the function = , ≥ 0

Solution: ℒ x = F s = xe]K dx = lim xe]K dx = lim e]K W− ] − X
K
]2
h→ ∞ h→ ∞
= lim W− − + X= , if s > 0
1§¨ 1§¨
] ]2 ]2 ]2
h→ ∞
Exercise: Find the Laplace transform of each of the following function
1. 1. sinh , ≥ 0 2. cosh , ≥ 0 3. + , ≥ 0 4. =

©, 0 ≤ < 1

0, ≥1
Exercise: With aid of linearity of Laplace transform, find the Laplace transform of the following
5. sinh , 6. /,&ℎ , 7. cos , 8. , 9. # , 10. 4 .

functions.
ANSWER
¬ 0 1
1. 2 2 , & > 2. 2 2 , & > 3. ,& > 0 4. 5. 2 2 2
B« #
2
6. 2 2 2 7. 2 B 2 2 8. 2 9. . 10. ¯

2 B 2 2 2 # 4!
H.E AMU Page 30

Existence of Laplace transform
Let f(t) be a function which is pricewise continuous on every interval in range ' ≥ 0 and
Theorem (Existence theorem for Laplace transform)
| '| ≤ °±' ,* ++ ' ≥ 0

satisfies
And for some constants ± °. Then the Laplace transform of f(t) exists for all & > ±
(2)
Proof:- Since f(t) is piecewise continuous, −&' ' is integrable over finite interval on t- axis
N.B (2) can be said exponential order.
∞ ∞ ∞ ∞
M
|ℒf t| = ² e−st f tdt² ≤ |f t|e−st dt ≤ Meγt e−st dt ≤ Me γ−st dt =
s−γ
0 0 0 0
Activity:
What are the sufficient conditions for existence theorem?
What is the conclusion of the theorem?
Laplace Transform of Derivatives and Integrals
Suppose that f(t) is continuous for all ' ≥ 0 satisfies (2) for some ± and M, and has a
Theorem ( Differentiation of f(t) )
derivatives f’(t) which is piecewise continuous on every finite interval in the range ' ≥ 0.Then
the Laplace transform of the derivative f’(t) exists when & > ± and
ℒ f 6 = s ℒ f − f 0 s > ±
Proof : when f’ is continuous ∀ ' ≥ 0

⇒ ℒ f 6 = e] f 6 tdt = he] f ti
+ s e f tdt = 0 − f 0 + s ℒf t
]
6
⇒ ℒ f exists when & > ±
ℒ f 6 ′ = s ℒ f 6 − f 6 0 = s·sℒ f – f 0¸ − f 6 0 = s # ℒ f – s f 0 − f 6 0
Applying the theorem
ℒ f 6 ′′ = s 4 ℒ f – s # f 0 − s f 6 0 − f 66 0
Similarly
Exercise:-Apply induction to find ℒ¹f tº

Example: Find ℒ t #
Solution: Let ' = ' # 0 = 0, 6 ' = 2' , ′′ ' = 2, ′ 0 = 0
ℒ f 6 t = ℒ 2 = 4 = s # ℒ f
6 #
⇒ ℒ t # =
#
]
Example: Let ' = &%# ' . % ℒf t
Solution: We have 0 = 0, 6 ' = 2 sin ' cos ' = sin 2'
ℒ sin 2t = ]2 B g = sℒf t ⇒ ℒ sin# ' = 2 B g
# #
H.E AMU Page 31

Example: Let ' = ' sin '. % ℒf t

Solution: » ¼ = ¼ ½¾¿
′ ' = sin ' + ' cos ', ′ 0 = 0
′′ ' = 2 cos ' − 2 ' sin ' = 2 cos ' − 2 '
ℒ f 66 = 2wℒ cos wt − w # ℒf t = s # ℒf t
⇒ ℒf t = ]2 2 2
#¡]
B¡
′′ + 4′ + 3 = 0 03, ′ 0 = 1
Example: Solve the initial value problem
Solution: Let ℒ y = Y s
ℒ y 6 = sY − y 0 = sY − 3
ℒ y 66 = s # Y − sy 0 − y 6 0 = s # Y − 3s − 1
&2 Á + 4&Á + 3Á = 3& + 13

Substituting this we get
3& + 13 −2 5
Á= = +
& + 3 & + 1 &+3 &+1
−2 5
' = ℒ ! $ + ℒ ! $ = −2 4 + 5
&+3 &+1
Exercises: Use the method of Laplace transform to find a solution of each of the following
differential equations satisfying the given initial conditions.
1. 6 − = 0, 0 = 1
2. 6 − = , 0 = 1
3. 6 + = , 0 = 1
4. 66 + 4 6 + 4 = 0, 0 = 1, 6 0 = 1
5. 66 − 2 6 + 5 = 0, 0 = 2, 6 0 = 4
6. − 5 − 6 = , 0 = 2, 6 0 = 1
66 6 4
7. 66 − 6 − 2 = 5 sin , 0 = 1, 6 0 = −1
8. 66 + 6 + = # , 0 = 1, 6 0 = 1
ANSEWR
1. = 2. = + 1 3. = + 1 4. = 1 + 3 #
5. = 2 /,& 2 + &% 2 6. = Â + − 4
gÃ
# #Ä #
7. = 1/3 # + 1/6 − 3/2 &% + 1/2 /,&
√3 7 √3 √3
8. = # cos x+ sin x + x # − 2x
2 3 2
H.E AMU Page 32

Laplace Transform of the Integral of a Function
Theorem ( Integration of f(t) )

If f(t) is piecewise continuous and satisfies an inequality of the form (2) then

1
ℒ Æ f τdτÈ = ℒf t s > 0, &> ±
s

Proof: - Let ± > 0

) ' = ÉÉ is continuous

' '
° ±'
|) '| ≤ | É| É ≤ ° ±' É = − 1 ± > 0
±
0 0
And )′ ' = ' except for points at which f is discontinuous
)′ ' is piecewise continuous
ℒf t = ℒg′ t = s ℒg t − g 0 s > ±
⇒
Clearly ) 0 = 0 ⇒ ℒf t = s ℒg t = s ℒ Ê f τdτË

'
1
ℒ −1
Ì &Í = ÉÉ
&
0
Example Let ℒ f = . Find f t
]2 ]2 B ¡2
ℒ Ê&2+ 2Ë = sin '
−1 1 1
Solution
'
1 1 1 1
ℒ −1
Ì 2 Í = sin É É = 2 1 − cos '
& & + 2
0
'
1 1 1 1 sin '
ℒ−1 Ì 2 Í = 2 1 − cos É É = 2 !' − $
& & +
2 2
0
Shifting on the S – Axis
Shifting on the t – Axis
And Unit Step Function
If f(t)has the transform F(s), where & > ± 'ℎ ' has the transform & − ) where
Theorem (Shifting on the S – axis)
& − > ± thus, if ℒf t = F s then ℒes f t = F s − a
Proof: & = ''

H.E AMU Page 33

& − = ' ' = ℒes f t

ℒes t =
Examples:
!
]sÎÏÐ
s−a
ℒes cos wt =
s − a# + w #
w
ℒes sin wt =
s − a# + w #
If F(s) is the transform of the f(t),then & > 0 is the transform of the function
Theorem (Shifting on the t – axis)
0 % ' < Ó
Ñ ' = Ò
' − % ' >
Definition: Unit step function - ' is defined as
0 % ' <
- ' =
1 % ' >
Note that Ñ ' = ' − - '

Shifting on the t – axis assert that −& & = ℒf t − a- '
Or ℒ−1 −& & = ' − - '
Proof
∞
−& & = −& −&É ÉÉ = −& É+ ÉÉ
0 0
Ô' É + = '
∞ ∞
−& & = −&' ' − ' = −&' ' − - ' ' = ℒf t − a- '
0
N.B The shifting theorem can be said the first and the second translation theorem.
∞
Example: ℒ - ' = 0 −&' - ' ' = −&' ' = & −&' =
∞ ∞ −1 −&
&
−3&
&3
Example: Find the inverse transform of
Solution: ℒ−u W¥{ X = x ÕÖ×¾ ℒ−u W ¥{ X = x Õ − {x -3 '
u Õx ×−{¥ u
′′ + 2 = * ', 0 = 0, ′ 0 = 0 ℎ* * ' = 1 % 0 < ' < 1 0 ,'ℎ*%&

1 −&
Solution: The subsidiary equation is
&2 Á + 2Á = −
& &
H.E AMU Page 34

1 1 1 1 &
Á & = − Ø%/ = ! − # $
& & + 2 & & + 2
# # & & + 2
# 2 & & + 2
1 1
' = ·1 − cos √2 '¸ − ·1 − cos √2 ' − 1¸- 'Ù
2 2
− /,&√2' % 0 ≤ ' < 1
i.e ' = Æ# # Ó
/,&?2 ' − 1 − /,&√2' % ' > 1
# #
Differentiation and Integration of Transforms
Let f(t) satisfies the condition of the existence theorem
& = ℒ f t = − ''

∞

ℒhtf ti = −F ′ s
Example: Show that

1 1
aℒ−1 Ú Û= sin Ù' − Ù' /,&Ù'
&2
+ Ù 2 2 2Ù 3
& '
aℒ ! # $= &%Ù'
& + Ù # # 2Ù
&# 1
/ aℒ #

= &%Ù' + Ù' /,&Ù'
& + Ù # # 2Ù
Using ℒh−tf ti = F 6 s find ℒ t cos wt

Example:
Solution: ℒ t cos wt = − Ü] ℒ cos wt = − Ü] ]2 2 =

Ü Ü ] ]2 ¡2
B¡ ]2 B ¡2 2
Similarly, ℒ t sin wt =
#¡]
]2 B ¡2 2

Exercise: Use Mathematical induction to prove
& = ℒ¹ −1n tn f tº, n = 1, 2, 3, … ….
&
Example: Use ' = − ℒ ! &$ ', % ' = ℒ ln ]BÞ
]Bs
Solution: Since & ln W&+X = &+ − &+

&+ 1 1
1 1 1 1
' = − ℒ ! − $ = « −
' &+ &+ '
Special Linear ODE with Variable Coefficients
From ℒhtf ti = −F 6 s we can solve certain ODE with variable coefficients.

Let ℒ y = Y. Then ℒ y 6 = sY − y 0
d dY
ℒ ty 6 = − hsY − y 0i = −Y − s
ds ds
Similarly, ℒ y 66 = s # Y − sy 0 − y 6 0
H.E AMU Page 35

Byℒhtf ti = −F 6 s, ℒ ty 66 = − s # Y − sy 0 − y 6 0 = −2sY − s # + y 0
Ü Üà
Ü] Ü]
′′ + '′ − 2 = 4, 0 = −1, ′ 0 = 0
Example: Using the above solves the following differential equation with variable coefficient
4
Solution: Taking the Laplace transform both sides, we get
&2 Á & + & − W&Á′ & + Á &X − 2Á & =
&
Or Á & + W & − &X & = − &2 + 1
′ 3 4
The integrating factor is

4 2
á & = W X = & 4
#
′
−&2 −&2 −&2
Á &&3 = − &2 &3 + &3 ,
4
Therefore, 2 2 2
And
12 12 12
Á && 4 2 = −4 & 2 & + & 4 2 s
Substituting - =
2
#
in to both integrals gives
2 2 −& # 2 2
Á && 4 # = 4 â - + 2 - â - = 4 # + 2 # − # + /
2
12 12
= 2 2 − &# 2 + /
2
Thus, Á & = − + , since Á & → 0 & & → ∞ we must have / = 0
# ã
2
Therefore, ' = ' # − 1
' 6 − = 1
Exercises: Solves the following differential equation with variable coefficient
' 66 − 6 = −1, 0 = 0
' − 1 + /' ' = ' + /' #

ANSWER
Integration of Transform
f (t )
If f(t) satisfies the condition of the existence theorem and lim exist then
f t
h →∞ t
ℒ Ò å = F sædsæ
t ]
¥ ç ¥æ ¿¥æ = ¥ ·¼ ×−¥æÕ » Õ¿Õ¸¿¥æ

∞ ∞ ∞
Proof:
¥ ç ¥æ ¿¥æ = ¼ ×−¥Õ ¿Õ = ℒ Ê ¥ > ±

∞ ∞ » Õ » Õ
Õ Õ
Ë
Example: Find the inverse transform of the function ¢¾ Wu + X

¦x
¥x
− ¿¥ ¢¾ Wu + X= =¥− x
¿ ¦x x¦x x ¥
x
¥x ¥¥xÏ ¦x ¥xÏ ¦
Solution:-
' = ℒ = aℒ W − 2 2Ï è 2 X = 2 − 2/,&'
#
H.E AMU Page 36

By integration ℒ−1 Ê+ W1 + = aℒ−1 ¹& &æ &æ º = '

2 ∞ '
XË
&2
2 2
ℒ−1 Ìln 1 + 2 Í = 1 − /,&'
& '
Exercises: 1. Using ℒhtf ti = −F 6 s. Determine
ℒ t cosh wt ℒ t sinh wt
/ ℒ t # cos ' ℒ t # sin '
2. Using & = ℒ Show

∞ f t
t
that
1 − e 1
ℒ = ln !1 + $ , &2>0
t &
1 − cos wt 1 #
ℒ ! $ = ln 1 + # , & >0
t 2 &
1 − cosh wt 1 w#
/ ℒ ! $ = ln 1 − # , s > |w|
t 2 s
3. Using ' = − ℒ &. Find

ℒ ln 2 B «2 ℒ W' X, & >0

2 B2

ANSWER
1. /
2 B è 2 #è #2 4è 2 #è#2 è 2
2 è 2 2 2 è 2 2 2 è2 2 B è 2
3. cos ' − cos '

# ]^

Convolution
Let F(s) and G(s) has converse f(t) and g(t).H(s) = F(s)G(s) we calculate the inverse of H(s) from
f(t) and g(t) and h(t) = (f*g) (t) is called the convolution of f and g
Theorem( Convolution theorem)

If f(t) and g(t) are the inverse transform of F(s) and G(s), respectively, and satisfy the hypothesis
of the existence theorem the the inverse transform h(t) of the product H(s) = F(s) G(s) is the

convolution of f(t) and g(t), written (f*g) (t) and defined by
ℎ ' = ∗ ) ' = É) ' − É É

Proof: - By definition of G(s) and shifting on t- axis for É ≥ 0

∞ ∞
−&É ê & = ) ' − É -É '' = −&' ) ' − É' ℎ* & > ±
0 É

From the definition of F(s) we get
&ê & = ë
Éê &É = É ) ' − É' É ℎ* & > ±
ë
H.E AMU Page 37

'= É É='
0 < É < ∞ e-%f. 0<' < ∞
' →∞ É=0
Region of integration
= É) ' − ÉÉ '

= ℎ '' = ℒ h t

Activity:
What are the sufficient conditions of the convolution theorem?
Explain the hypothesis of the existence theorem.
Can we say the convolution product * a linear operator? Justify it!
ì*,*'%& , ∗ ∗ ) = ) ∗
∗ ) B )#íî∗ïÐ B î∗ï2
∗ ) ∗ f = ∗ ) ∗ f
ð-' 1 ∗ ) ≠ ) ñ+ '© ) ' = '
∗0=0= 0 ∗
1
òó½ôõ¢×: Ô' ö & = # % ℎ '
h& & − i
u 1
÷ø¢ùÕúø¾: − ℒ ! x $ = Õ ½¾¿ ℒ Ò å =
¥ &−

1
ℎ ' = ' ∗ = É ë É = É ë É = − ' − 1
#
′′ + 2 = * ' 0 = 0,
Example: solve the initial value problem
0 = 0 ℎ* * ' = 1 % 0 < ' < 1 0 ,ℎ*%&

′
Solution:- The subsidiary equation &2 + 2Á = ℒ r

1 1
Á= # ℒ r = ℒ 2 sin √2 t ℒ r
2
& + 2 √2
By convolution theorem ' = W sin √2 t X ∗ r
√#
1 1
1
,* 0 < ' < 1, * ∗ ! 2 sin √2 '$ = 2 sin ?2 ' − É É = 1 − cos √2 '
2 2 2
√2 √2 2
But for ' > 1, we have to integrate from 0 to 1, since * ' = 0 ,* ' > 1
1 1
*∗ sin √2 ' − É É = cos √2 ' − É
2 2
√2 2 ëí
1
= ·cos √2 ' − 1 − cos √2 '¸
2 2
H.E AMU Page 38

Example: & = = . = ℒ Ê#Ë ∗ ℒ ÊBÃ Ë = 3 # ∗ Ã

4
2 B4 # BÃ
= 3 #ë Ã ë É = # − Ã
4
û
' = É sin ' − ÉÉ = '

Example: Apply the convolution theorem to solve a volterra integral equation of the first kind
= ∗ sin ' = '. ü*%'%) Á = ℒ y

Solution:-From Convolution theorem the given equation become
We obtain, Á & − Á & 2 B = Á & 2 B =

2 2
2
The solution is
Á & = = +
2 B
¯ 2 ¯
Therefore, ' = ' +

Â

Example: - Solve the following volterra integral equation of the second kind
' = 1 − É ' − ÉÉ = 1 − sinh '

Solution: - By Convolution theorem we can write = 1 + ' ∗ = 1 − sinh '
Let Á = ℒ y, we obtain by taking common denominators
1 1 1 1 &# − & − 1 &# − 1 − &
Á & 1 − ! + # $ = − # , ℎ/, Á &. =
& & & & − 1 &# & & # − 1
Á & = 2

' = cosh '.
Solving for Y,
Therefore,
1. ' − ÉÉ = 1 2. ' − ' sin ' − ÉÉ = cos '

Exercise: solve the following integral equation
3. ' + ' − É 'É = 1 4. ' + 2 ë 'É = '

1. − 1 ∗ = 1, = 2. − ∗ &% ' = /,& ', Á = , = 1

ANSWER
3. Á W1 + X= , = /,& ' 4. Á W1 + X = & − 1# , = &%ℎ '

#
2
Partial Fraction
Let the subsidary equation of differential equation whose solution Y(s) is of the form
Á & = þ where F(s) and G(s) are polynomials in s. ' = ℒ Á
ý
Let assume that F(s) and G(s) have real coefficients and no common factors. The degree of F(s)
is lower than that of G(s).

Case i) Un repeated factor s –a
In this case Á & = þ = + &
ý
This imply ℒ−1 Á = E' + ℒ−1 where the constant A is given by either of the two
expressions
H.E AMU Page 39

= ,* E = her = is the function which is left after removing the factor s – a

ê′
& − &
from G(s) in Y(s), i.e
& =
ê &
& = E + & − &

Proof: Multiplying (1) by s – a and using (4), we have
Letting & → and nothing that w(s) does not contain the factor s – a,we obtain E = ,the
first formula in (3)
&
If we write (4) in the form
& = & → %ñ+ 'ℎ' & →
ê &

& −
Applying L’Hopitals rule lim&→ &− = lim&→ &−′ = ê′

ê & ê′ &
The inverse transform of &− %& E'

E
Case ii) Repeated factor ¥ − ½ô

& E E E
Á & = = + + … + + &
ê & & − & − 1 &−1
'ñ−1 'ñ−2 '

The inverse transform of this expression is
ℒ−1 Á = ' Eñ + Eñ−1 + … + E2 + E1 + ℒ−1
ñ − 1! ñ − 2! 1!
Where the constants E1, E2, … , Eñ are
1 ñ &
Eñ = E, E© = ' & = © = 1,2, … . , ñ − 1
ñ − 1! &ñ−©
& − &
ℎ* & =
ê &
Proof:- Multiplying (2) by & − ñ and using (4)
& = Eñ + & − + Eñ−1 + & − 2 Eñ−1 + … + & − ñ &
Hence = Eñ
′ & = Eñ−1 + '*ñ& /,'%%) & − %ñ+ 'ℎ' ′ = Eñ−1, , ′′
= 2! Eñ−2 '/
The partial fraction ©−1! '
'©−1
ê & = 0 ℎ& /,ñ+ *,,', = + %Ù %'& /,-)'

Complex Factors
= − %Ù %& +&, *,,' , ê & = 0

Here Ù * *+ Ù ≠ 0

Case iii) Un repeated Complex factors ¥ − ½ ¥ − ½
= & − 2 + Ù2
& − & −
B
We have Á & = þ =
2 B 2 + & E&ð * *+&
ý
(1)
H.E AMU Page 40

ℒ−1 Á = Ù ' cos Ù' + Ø sin Ù' + ℒ−1

The inverse transform is
1
(2)
& = Ø + %
Where Sa and Ta are the real and the imaginary parts of
Here = & − 2 + Ù2 ê &

(3)
&
Proof:- Multiplying (1) by & − + Ù2 using (4) and letting

(4)
2
& → ℎf & = E& + ð + & − # + Ù # &

= E + ð = + %ÙE + ð
Ø = E + Ù, = ÙE
Equating real and imaginary parts on both sides must be equal, hence by(3)
E& + ð E & − + E + ð E & − E + ð

To prove (2) & (3)
= = +
& − + Ù & − + Ù & − + Ù & − + Ù2
2 2 2 2 2 2 2
E+ð
Has the inverse transform ' E cos Ù' + Ù sin Ù'

B
Here, E =

=

which is (2)
& &+1
Example: Find the inverse transformation of
Á & = = 4
ê & & + & # − 6&
Solution:- & − + & − 6& = & & − & + 3
3 2 1 = 0, 2 = 2, 3
&+1 E# E# E4
Á & = = + +
& & − 2 & + 3 & &−2 &+3
And & = & + 1, ê 6 & = 3& # + 2& − 6
0 1 2 3 −3 2
E1 = ′ = − , E2 = ′ = , E3 = ′ =−
ê 0 6 ê 2 10 ê −3 6
1 3 2' 2 −3'
Therefore, the inverse transform is
ℒ−1 Á = − + −
6 10 15
Example: Find ℒ Ê # B 4Ë
−1 # g
2
#2 g
Solution: # B 4
= + B +
# 4
To determine constants A, B, C, multiply by & − 2 & + 1 & − 3 so that
2& # − 4 = E & + 1 & − 1 + ð & − 2 & − 3 + & − 2 & + 1
succession we find E = − 4 , ð = − Â , = #.Thus

g û
This must be an identity and thus must hold for all values of s. Then by letting s = 2, -1, 3 in
−4 −1 7
2& # − 4 3 6 2 È = − 4 # − 1 + 7 4
ℒ −1
Ì Í = ℒ Æ
−1
+
& − 2 & + 1 & − 3 &−2 &+1 &−3 3 6 2
′′ − 3′ + 2 = 4' + 3' , 0 = 1, ′ 0 = −1
4 1
Solution: The differential equation is
&2 Á − & + 1 − 3 &Á − 1 + 2Á = +
&2 &−3
H.E AMU Page 41

Á & = = 2 4 2
ý ¯ û B 42 B g #
þ B 4B#

Solving for Y,
&4 E ð
= #+ + + +
& & &−3 &−2 &−1
We first determine the constants E1 E2

0 & = &−3 &2− 3&+2 )', E2 = 0 0 = 2, E1 = ′ 0 0 = 3
&
& 1 &
ð= # # = ' & = 3, = # = −2 ' & = 2
& & − 3& + 2 2 & & − 3 & − 1
& 1
= # = − ' & = 1
& & − 3 & − 2 2
' = ℒ Á = 2' + 3 + # 4 − 2 # − # ;-
The solution is
System of Differential Equations

Definition: - The pair of equation
= 1 , , ' , = 2 , , ',
' '
Where 1 and 2 are functions of x, y, t, defined on a common set S, is called a system of two
first order equation. A solution of the system will then be a pair of functions x(t), y(t), each
defined on a common interval I contained in S, satisfying both equation of the system identically.
′′1 = −©1 + © 2 − 1
Example: Solve the system of differential equation
0 = 1, 2 0 = 1, ′ 1 0 = ?3©, ′ 2 0 = −?3©Ó
′′2 = −©2− 1 − ©2 1
Solution: - Let Á1 = ℒ Wy1 tX and Á2 = ℒ y2 t
&2 Á1 − & − ?3© = −©Á1 + © Á2 − Á1 Ó

&2 Á2 − & + ?3© = −© Á2− Á1 − ©Á2
&2 + 2©Á1 − ©Á2 = & + √3© Ó
Rearranging, Ì
−©Á1 + &2 + 2©Á2 = & − √3©
Á1 = Á2 =
&+ √3©&2 + 2©+ © &− ?3© &− √3©&2 + 2©+ © &+ ?3©
2 2 2
&2 + 2© − © &2 + 2© − ©2
We get
& √3© & √3©
Á1 = + 2 , Á2 = 2 − 2
&2 + © & + 3© & + © & + 3©
Therefore, 1 ' = ℒ−1 Á1 = cos √©' + sin √3©' 2 ' = ℒ−1 Á2 = cos √©' −
sin √3©'
Exercises: Solve each of the following systems of equations by the method of the Laplace
transform.
6 − = 'Ó
1. Ò 0 = 2, 0 = 1
− 6 = 1
3 6 + 3 + 2 =
2, Ò 0 = 1, 0 = −1Ó
4 − 3 6 + 3 = 3'
H.E AMU Page 42

6 + 6 − 4 = 1
3. Ò 0 = 2, 0 = −2Ó
+ 6 − 3 = ' #
66 − 6 = 1 − '
4, Ò 6 0 = 0, 0 = 0, 6 0 = 1Ó
+ 2 6 = 4 +
3 1 3 1
ANSWER
1. = + , = − − '
2 2 2 2
19 17 17 1
2. = 4 − 4 − 6', = −19 4 + 4 + 9' + 9 +
2 2 2 2
7 # 3' 1 9 ' 1
3. − 4' # + ' # + + , = − # − 4' # + +
4 2 4 4 2 4
4 10 −4 5 '#
4. = − # + 2 + 2', = − # + 2 + − '+1
3 3 3 3 2
H.E AMU Page 43

SELF CHECK EXERCISE

a) Exercises: From the definition of the Laplace transform, compute ℒf t for
' = 4' ' = # / ' = 2 cos 3' ' = 1 − cos '
' = ' # ' = sin '
ANSWER
4 1 3& 1 & −1 1
/ # − # #
&# &− & + 9 & & + # & − # & − 2& + 2
b) Exercises: Find the Laplace transform by indicating the method
&%# ' ∗ cos 2' / sin ' + sinh ' « ≠
2' + 3 # + 4 sin 3' û sinh √2'
2 & 2& # −

ANSWER
/
& & # + 4 & − 1 & # + 4 &# − 1 & − & −
2 3 12 √2
# + + #
& & − 2 & + 9 & − 7# − 2
c) Exercises: - Find the inverse transform by indicating the method.
10& 5& + 4 2& + 4 2 2

/ ! + $
&# + 2 &# & # + 4& + 5# &# &4
4 1 & &
# ) # ℎ
& − 4 4 & + 2& + 5 & + 6& + 1 & + 1#
10 cos √2' # '5 + 4 ' − 2 / ' # sin ' ' ' # − 1
ANSWER
1 3
2' # g sin 2' ) 4 cosh 2 √2' − sinh 2 √2' ℎ 1 − '
2 2 √2
d) Exercises: - Solve the following initial value differential equation by the Laplace
method.
6 − = cos ', 0 = −1 6 + = ' # / 66 + = , 0 = , 6 0 =

& * /,&''& 66 + 4 = 8 ' − 5, 0 = 10, (0) = -1
1 1
6 + = 17 sin 2' 0 = −1 66 − = 0, 0 = 4, 6 0 = 0
2 4
7
) 66 + 7 6 + 12 = 21 4 , 0 = , 6 0 = −10
2
H.E AMU Page 44

ANSWER
−1 1 1 1 7
= + cos ' − sin ' = # ' # − ' + +
2 2 2 4 4
1 1 1 1
/ + ! − $ cos ' + ! + $ sin ' 10 cos 2' − sin 2' + 4Ã ' sin 2' − 10
2 2 2 2
1 17.
!& + $ Á = −1 + # , = 7 # + 2 sin 2' − 8 cos 2'
2 & + 4
1 1
!& # − $ Á = 4&, = 4 cosh '
4 2
21 1 5 1
) & # + 7& + 12Á = 3.5& − 10 + 24.5 + , = 4 + g + 4
&−3 2 2 2
e) Exercises: By the method of Convolution find the inverse transform
1 1 1
.
/
& − 3 & + 5 & & # + 4 & & # − 9
1 4 1 1 1 1 1
ANSWER
− Ã − cos 2' = &%# ' / cosh 3' − 1
8 2 2 2 2 9
f) Exercises;-Using differentiation, integration, s – shifting, or convolution find the inverse

transform.
−1 , 0 ≤ ' ≤ 4Ó ' + 1 , 0 ≤ ' < 3Ó

/ ln
# B# #
' = Ê ' = Ê
h B#2 B i2 ¬ 1, ' >4 0, ' ≥3
0, 0 ≤' <2
' = 1 , 2 ≤ ' < 4 Ó
0, ' ≥4
ANSWER
' # &% ' ' # ¬ / + & − + & − 1;

0 #0 1¯ g0 1 0 1
+ − −
2 2
0 12 0 1¯

g) Exercises: Find ℒ−1 of the following transformation F(s) by the partial fraction method.
1 & &# + 1
/
& − & − 2& # + & − 1 & & − 14
)
#2 B 4B
2 B 2 2 B# 4 2 B
H.E AMU Page 45

− « 1 1
ANSWER
+ # / − 1 + + ' #
− 3 6
− cos ' + + ' − 2 − ' + 2 − # + 4 ) 2 − 2 cos ' + sin '
# 4
Â Ã
H.E AMU Page 46

Advanced Engineering Mathematics [Type text] Vector Calculus
Chapter III
Vector differential calculus and integral calculus,
vector fields
Chapter Objectives
• Define the meaning of vector fields, Curves, and different

types of integral
• Understand the different properties of derivatives of vector

functions
• Interprets the geometrical meaning of tangent, curvature &

torsion
• To parameterize different curves and surface
• How to evaluate line integral and surface integrals
• Apply different type of integrals to physical problems
• Distinguish the application of Green’s, Stoke’s and divergence

Content Outline
• Scalar field and vector fields
• Vector calculus
• Curves and arc length
• Line integral and greens theorem
• Surface integral , divergence theorem of gauss;
• Stoke ‘s theorem
47
Advanced Engineering Mathematics Vector Calculus
Vector Calculus
Activity:
• Discuss with your friend the meaning of vectors and scalars from previous prerequisite
Type equation here.
course.
• Describe the law of vector algebra,

Definition : A vector – valued function consist of two parts: a domain, which is a collection of
numbers, dot
and or scalarwhich
product and cross or number
vector product.
In three dimensions we can write ' = '% + # ' + 4 '©
a rule, assigns to each in the domain only one and one vectors.
Example: ' = ln ' − 1% + + √' © is vector valued function and ln ' − 1, √'
are the component function of F. Domain of F :' ≥ 1 which is the intersection of the domain of
the component functions.
* ' = cos '% + ln 4 − ' + √' + 1©

Example: Determine the domain of the following function.
The first component is defined for all t’s. The second component is only defined for ' < 4 and
Solution:
third component is only defined for ' ≥ −1. Putting all of these together gives the following
the
domain.
[−1, 4)
This is the largest possible interval for which all three components are defined.
four dimensions in three dimension vector. But we can draw we can define the graph of ' =
Graph: Practically it is impossible to draw the graph of vector valued function, because we need
'% + # ' + 4 '©, by drawing only its range * = ' .
* ' = 2 cos ' % + 2sin ' , 0 ≤ ' ≤ 2Y

Example: Sketch the graph of
* ' = 2 cos ' % + 2 %& ' + 3©, 0 ≤ ' ≤ 2Y
Solution: ' = 2/,& ', ' = 2&% ', ' = 0, it is an xy – plane ‖* '‖ = 2 ,* ++ ' it
# ' + # ' = 4 it is a circle of radius 2 and center 0.As t increase, the vector r(t) move
is a circle
counter clock wise around the circle.
H.E AMU Page 48

The corresponding parametric equations are:

' = 2cos ', ' = 2 sin ', ' = 3 from the third equation, the tip of the curve in the
plane = 3 from the first two equations, the curve is a circle of radius 2 and center on the z axis
and traced in CCW looking down the z – axis or compare it withexample ( a) use translation by
vector 2j.
½* ' = 6 cos ' % + 3 &%'

Example: Sketch the graph of each of the following vector functions.
Solution:
As we saw in the last part of the previous example it can really be able to sketch the graph of a
vector function. Because of that we’ll be skipping all the function evaluations here and just
giving the graph.
So, with that said here is the sketch.
H.E AMU Page 49

Limits, continuity and Derivatives of Vector Functions
' , except possibly at ' , itself. A vector L is the limit of r(t) as t approach ' , if for every
Definition: let r be vector valued function defined at each point in some open interval containing
> 0 there is a number > 0 such that

% 0 < |' − ' | < , 'ℎ ‖* ' − Ô‖ <
In this case we write lim r (t ) = L exists
t → to
Activity:
Look at the concept of limit and compare it with previous definitions of
limit in single variable real valued functions and several variables.
Explain the similarity and difference!!
Theorem: Let * ' = '% + # ' + 4 '© then r has a limit at ' , if and only if
, # , 4 have limit at ' , . In that case
lim r (t ) = h lim f 'i% + h lim # 'i + h lim 4 'i©
t → to t → to t → to t → to
Proof: Let lim r (t ) = L = ai + bj + ck
∀ > 0, ∃ > 0, ∋ 0 < |' − ' | < ⇒ ‖* ' − Ô‖ <

t → to
| ' − | = ? ' − # ≤ ? ' − # + # ' − # + 4 ' − /#

For such value of t we have
= ‖* ' − Ô+‖ <

⇒ |' − ' | < → | ' − | <
⇒ lim ' = , similarly lim # ' = and lim 4 ' = /
Conversely, let lim ' = , lim # ' = and lim 4 ' = /.

t → to t → to t → to
And let L = ai + bj + ck
H.E AMU Page 50

∀ > 0, ∃ > 0, ∋ 0 < |' − ' | < then

| ' − | < , |# ' − | < |4 ' − /| <
√4 √4 √4
Hence, if % 0 < |' − ' | < , then
,
‖* ' − Ô‖ = ? ' − # + # ' − # + 4 ' − /#

# # #
< ! $ + ! $ + ! $ =
√3 √3 √3
Therefore, from the definition lim r (t ) = L = ai + bj + ck
= h lim f 'i% + h lim # 'i + h lim 4 'i©

t → to
Example: Find lim r (t ) = ℎ*, * ' = ' 4 % + + ©

]^ 44

t →1
Solution Applying the theorem

lim r (t ) = h lim ' # i% + h lim i + h lim e i©
]^ 44

= h lim ' # i% + h i + h lim e i© = % + 3 + © (by L’Hopital’s rule)

4 \] 44
t →1 t →1 t →1 t →1
lim
Theorem Let * *# are vector valued value functions, and let f and g be real valued
t →1 t →1 t →1
functions. Assume that lim * ' & lim *# ' exist & lim f(t) exist & lim g(s) = ' . Then
+ +
lt →imto * − *# ' = lt →imto * '− lt →imto *# '
t → to t → to t → to s → so
× ×
lt →imto * ∙ *# ' = lt →imto * ' ∙ lt →imto *# '
lim * ' = lim f t lim * ', lim * ° ) & = lim * '
t → to t → to t → to s → so t → to
Example: Let ' = cos Y' % + 2 sin Y' + 4' # © ê ' = ' % + ' 4 ©
Find lim . ê ' lim F × G t
t →1 t →1
Solution: we can find the solution in two ways either taking the dot and the cross product first
. ê = ' /,&Y' + 0 + 4' Ã ⇒ lim . ê ' = lim t cos πt + 4t Ã = 3

and then the limit or applying the theorem
% ©
t →1 t →1
lim (F × G ' = lim F t × G ' = −% + 0 + 4© × % + © %−1 0 4& = 5

1 0 ©
t →1 t →1
ltim
→1
=
Definition: A vector valued function r is continuous at a point ' in its domain if lim r (t ) =
* '
t → to
Theorem A vector valued function r is continuous at ' if and only if each of its component
function is continuous at ' .
H.E AMU Page 51

Derivatives of vector valued functions
Definition: Let ' be a number in the domain of a vector-valued function r is differentiable at '
if
= * 6 ' exist
C C '
lim '
Theorem ( * ' = '% + ' + '© 'ℎ * 6 ' = 6 '% + 6 ' + 6 '©
t → to
Example: Let * ' = ' # % + − 2 cos Y' © 'ℎ * 6 ' = 2'% + + 2Y sin Y' ©
Example: ( * = ' 4 + 2'% − 3 # + 2 &% 5' ©,

Find , ) ) / , ) )
C C 2 C 2 C
2 2
* 4
Solution:
= ' + 2'% + −3 # + 2 &% 5'©
' ' ' '
= 3' # + 2% + 6 # + 10 /,& 5' ©
' ' = 0, = 2% + 6© + 10©
C
*
*,ñ , * * = ? 2# + 6# + 10# = √140 = 2√35 ' ' = 0
'
# * *
/ # = ! $= 3' # + 2% + 6 # + 10 cos 5' © = 6'% − 12 # − 50 sin 5' ©
' ' ' '
#*
E' ' = 0, # = −12
'
# *
*,ñ /, + # + = 12 ' ' = 0
'
If ' represents time, these represent respectively the velocity, magnitude of the velocity,
acceleration and magnitude of acceleration at ' = 0 of a particle moving along the space curve
= ' # + 2', = −3 # , = 2 sin 5'.
Theorem Let * , & *# %*'%+ ' ' , +' ) %*'%+ ' & %'ℎ
) & = & 'ℎ
+ 6
+ +
W* *# X ' = *′ ' *# ' + * ' * 6 # '
− − −
× 6 × ×
/ W* *# X ' = *′ ' *# ' + * ' * 6 # '
∙ ∙ ∙
* °)6 ' = * 6 ) & )′(& = *′ ' )6 &
* 6 ' = 6 ' * ' + ' * 6 '
Example: Let * ' = arctan ' % + 5© *# ' = % + ln ' − 2' ©

Find * ∙ *# 6 ' * × *# 6 '
Solution: we can find the solution in two ways either taking the dot and the cross product first or
then taking the dot product first:
H.E AMU Page 52

* ' . *# ' = arctan ' + 0 − 10' ⇒ * . *# 6 ' = − 10

2B
Applying the theorem: * × *# 6 ' = * 6 ' × *# ' + * ' × * 6 # '

1 1
=! # %$ × % + ln ' − 2' © + arctan '% + 5© × ! − 2©$
' + 1 '
% © % ©
1 arctan ' 0 5
=, 0 0 -+ , 1 -
' + 1
#
0 −2
1 ln ' −2' '
5 2' ln ' arctan '

= %+ # + 2 arctan ' + ! # + $©
' ' + 1 ' + 1 '
‖* '‖ = ,* ' % ( 'ℎ * '. * 6 ' = 0 ,* ' % (

Corollary: let r be differentiable on interval I and assume that there is a number C such that
Proof: ‖* '‖ = ⇒ * '. * ' = ‖* '‖# = # ,* ' % ( ⇒ 2r t. r 6 t = 0 for t in I

(‖* '‖ = 'ℎ * = 0, * 6 ' = 0 ,* * ⊥ *′ )
Integrals of vector valued functions
Definition: let * ' = '% + # ' + 4 '©, ℎ* , #, & 4 are continuous on [a,b].
Then the definite integral and the indefinite integral are defined by
« « « «
* '' = Ú ' 'Û % + Ú # ''Û + Ú 4 ''Û ©

And
* '' = ! '$ % + ! # ''$ + ! 4 ' '$ ©
Example: Let * ' = '% + ' # + sin '© Find * '' * ' '
G
Solution: * ' ' = ' '% + ' # ' + &% ' '©
'# '4
= + % + + # + − /,& ' + 4 ©
2 3
' #
' 4
= %+ + −/,& '© + % + # + 4 ©
2 3
'# '4
= %+ + −/,& '© + ℎ* %& /,&'' f/',*
2 3
H.E AMU Page 53

Exercises: Find the first and second derivatives of the vector functions of single real variable and
their value at the given value of t
2
* ' = ·cos - % + â + tan - ©¸ - , ' = √Y

2
Y

* ' = ' sin '% + ' cos ' + ' # ©, '=
2
Y
/ * ' = 2 − /,& '% + &% ' + Y − '©,
# #
'=
4
Y
* ' ' − sin '% + 1 − cos ', ' =
2
* *
ANSWER
= 2'·/,&' # % + + tan ' # ©¸, ! $ = 2√Y·−% + G ¸
¯ 2
' ' í √G
*
#
= 2 cos ' # + 4' # sin ' # % + −8' g + 2 + 4' # &/ # ' # + 2 tan ' # ©,
¯ ¯
' #
# *
# = −2 % + −8 Y # G + 2 G + 4Y
2 2
' í G
√
* * Y
= cos ' + ' cos '% + cos ' − ' sin ' + 2' ©, ! $ G = % − W X + Y©
' ' í 2
#
#* # * Y
= 2 cos ' − ' sin '% − 2 sin ' + ' cos ' + 2©, = − % − 2 + 2©
' # ' í G
# 2
#
* *
/ = 2 sin ' cos ' % + 2 sin ' cos ' − ©, ! $ G = % + − ©
' ' í
g
*
#
#
*
= 2 /,& #
' − &% #
'% + 2 /,& #
' − &% #
' , =%
' # ' # í G
#
* *
= 1 − cos '% + sin ', ! $ =%+
' ' í G
#
#* #*
= sin ' % + cos ' , # =%
' # ' í G
#
Exercises: Find the indefinite and definite integrals of the following vector functions.
#
sin ' % + 1 − ' # + © ', sin ' % + 1 − ' # + © '

H.E AMU Page 54

' sin ' % + 3' # − 3'© ' ln 1 + 3'% + ' 4 − 2' + ' © '

G
/ /,& 3' % + &% ' + '© ' 1 + 3' # % + cos 4' + &%3' © '
# #
1 4
ANSWER
− /,& ' % + ! ' − ' $ − © + , %& /,&'' f/',*,
3
2
1 − /,& 2% − + 1 − # ©
3
1 1 3 7
! $ &% 2' − ' /,& 2' % + ' 4 − ' # © + , + 7 − 2 % + 1 + # ©
4 2 2 3
1 1 1 1 1
/ ! $ /,& 3'&% 3' + ' ! $ % + h' − /,& ' &% 'i + ' # © + , Y + Y 4 % + ©
6 2 2 2 3
Curves and Arc length
Definition: A space curve (or simply curve) is the range of a continuous vector valued function
on an interval of real numbers.
Examples: Circle, lines, parabola etc
Notation: C to denote the curve, r to denote the vector valued function and we say that C is
parameterized by y or r is a parameterization of C.
Example: Let f be a continuous real valued function on an interval I. Show that the graph of f is
a curve, and find a parameterization of that curve.
0 Õ = Õú + » Õ1»ø0 Õ ú¾ 2
Solution: Consider the vector valued function r defined by
r is continuous as t and f are continuous
H.E AMU Page 55

The graph of f is the range of r

∴ The graph of f is a curve
* ' = '% + '

f
Definition: A curve C is closed if it has a parameterization whose domain is closed interval [a,
b] such that r(a) = r(b)
0" Õ ≠ ¼ for each interval point t. A curve C is smooth if it has a smooth parameterization.( no
Definition: A vector valued function r is smooth on I if r has continuous derivative on I and
sharp corner)
Smooth curves piece wise smooth
Example: Show that the standard unit circle is smooth. -11 1
* ' = cos ' % + sin ' , 0 ≤ ' ≤ 2Y

Solution:
* 6 ' = − sin '% + cos ' ⇒ ‖* '‖ = 1, ∀'5h0, 2Yi ⇒* 6 ' ≠ 0 ∀'5h0, 2Yi
And r(t) is continuous on h0, 2Yi
∴r is smooth
Exam
xample:
ple: Determine whether the following vector-valued function have continuous turning
tangent vectors smooth.
* ' = cos ' % + sin ' − /' © > 0, / > 0
* ' = ' # % + ' 4
H.E AMU Page 56

Solu
olution:
tion:
* 6 ' = − sin ' % + cos ' − /©
All the components are continuous functions, & there is no value of t for which all three of
them are zero.
∴ * ' is smooth
* 6 ' = 2' % + 3' # , * 6 0 = 0 ⇒ * %& ,' &ñ,,'ℎ, -' %/%& &ñ,,'ℎ.
Ô' , , , , are distinct points in space, the parametric equations are
Definition :( Parameterization of Line Segments)
= + − , = + − , = + −
* ' = h + − i% + h + − i + h + − i©, ,* 0 ≤ ' ≤ 1 is a
smooth parameterization of the line segment from , , ', , , .
Solution: * ' = 4 − 2'% + 3 + 5' + 5 ©, ,* 0 ≤ ' ≤ 1

Example: Find a smooth parameterization of the line segment from (4, 3, 5) to (2, 8, 5).
Length of a Curve (arc length)

Definition: Let C be a curve with a piecewise smooth parameterization r defined on [a , b]. Then
the length L of C is defined by
« « «
*
Ô = ‖* 6 '‖ ' = ?* 6 . *′ ' = * * '
'

√6 #
Example: Find the length L of the curve
* ' = ' % + ' + ' 4 © ,* − 1 ≤ ' ≤ 1

2
Solution: Ô = √1 + 6' # + 9' g ' = 1 + 3' # ' = h ' + ' 4 i = 4
The polar graph of * = 8

Length in polar graph
* 8 = * cos 8 % + * sin 8 = 8 cos 8 % + 8 sin 8
⇒ * 6 8 = h 6 8 cos 8 − 8 sin 8i% + h 6 8 sin 8 + 8 cos 8i
⇒ ‖* 6 8‖ = h 8i# + h 8i#
H.E AMU Page 57


∴ Ô =
?h 8i# + h 8i# 8
Example: Find the length of the cardioids
* = 1 − cos 8 ,* 0 ≤ 8 ≤ 2Y
Solution: 6 8 = &% 8
#G #G #G
8
Ô = ? 1 − cos 8# + &%# 8 8 = ?2 1 − cos 8 8 = 4&%# 8 = 8
2

Arc length Function
* ' = '% + ' + '© ,* ' % (, let a be a fixed number

Definition: Let C be a smooth curve parameterized on an interval I by

The arc length function S defined by
& ' = ‖* -‖ - = ?* 6 -. * 6 - -

6

= ? 6 -# + 6 -# + 6 -# - ,* ' % (

The arc length S may serve as a parameter in parametric representation of curves.

S is the length of the portion of the curve between r(a) and r(t) distance traveled by the object
& 6 ' = ‖* 6 '‖ = ? 6 '# + 6 '# + 6 '#

between time
& *
= * * = # + # + #
' ' ' ' '
++ = 1 # + # = 4 Ó
Exercises: Find the parametric representation of the following curves.
Ò Ò
− = = #
# #
/ + 2# + − 2# = 4, =0 ++%& # + # = 1, % ü.

e) Determine the length of the curve * '2' % + 3 sin 2' + 3 cos 2' © , 'ℎ %'*f+ 0 ≤
' ≤ 2Y
f) Show that arc length function is an increasing function.
H.E AMU Page 58

1 1
ANSWER
* ' = ' % + 1 − ' + 1 − '©, ' 5
2 2
* ' = 2 cos ' % + 2 sin ' + 4 /,& # ' ©, 0 ≤ ' ≤ 2Y
/ * ' = −2 + 2 cos ' % + 2 + 2 sin ' , 0 ≤ ' ≤ 2Y
* ' = cos ' % + sin ' , 0 ≤ ' ≤ 2Y
&
4Y√10 = ‖* 6 '‖ ≥ 0 ⇒ & %& %/*&%) -/'%,
'
Tangent, Cuvature and Torsion
Tangent and Normal to a curve

Tangents are straight lines touching a curve. The tangent to a simple curve C at a point P of C is
the limiting position of a straight line l through P and a point Q of C as Q approaches P along C.
If C is given by * ', and P and Q correspond to ' ' + ∇', then a vector in the direction of L
1
is
h* ' + ∆' − * 'i
∆'
??????@
h* ' + ∆' − * 'i =
In the limit this vector become the derivative
=>
* 6 ' = lim ∆ lim ∇
Provided that r(t) is differentiable. If * 6 ' ≠ 0, /++ * 6 ' a tangent vector of C at P.

∇t → 0 ∇t → 0
Definition: Let C be a smooth curve and r a parameterization of C defined on an interval I. Then

for any interior point of I, the tangent vector T(t) at the point r(t) is defined by
* 6 ' C
' = =
‖* 6 '‖ *
) )
'
H.E AMU Page 59

* ' = cos ' % + sin ' + 3' ©

Example: Find a formula for the tangent T(t) to the circular helix
* *
Solution: The circular helix is on the cylinder of radius one.
= − sin ' % + cos ' + 0© ⇒ * * = 1
' '
C
− sin ' % + cos '
' = = = − sin ' % + cos '
* 1
) )
'
such that r’ is smooth. Then for interior point t of I for which 6 ' ≠ 0 the normal vector N(t)
Definition Let C be a smooth curve, and let r be a parameterization of C defined on an interval I
6 '
at the point r(t) is defined by

A ' = =
‖ 6 '‖
) )
'
* ' = */,& ' % + *&% '

Example: Find a formula for the normal N(t) to the circle
= − sin '% + cos ' ⇒ 6 ' = − cos ' % − sin ' , ‖ 6 '‖ = 1 ,* ++ '
BC
Solution: ' = B
BC
) )
B
∴ A ' = = − cos ' % − sin ' = − C * ' which is toward the center
D
‖ D ‖
H.E AMU Page 60

* ' = ' % + ' #

Example: Find a formula for the normal N(t) for the parabola
= % + 2' ) ) = √1 + 4' # ⇒ ' = %+

C C #
√ Bg 2 √ Bg 2
Then 6 ' = ‖ '‖ =
Solution:
%+
g # #

Bg 2 E2 Bg 2 E2 Bg 2
∴ A ' = √ %+ √
#
Bg 2 Bg 2
The normal at the origin is N(0) = j
Normal for sine function
Cuvature and Torsion
cuvature F of C is defined by the formula

Definition: Let C have a smooth parametrization r such that r’ is differentiable. Then the
‖ 6 '‖ )E')
F ' = = ≥0
‖* 6 '‖ )*E')
BG
= ‖/&‖
E HEH
= ⇒ = = ⇒ F ' =
B
B HCEH HCEH
We have
B
H.E AMU Page 61

D
Therefore, we can define cuvature as the maginitude of rate of change of tangent with respect to
arc length function .Here A & =
I
which is unit principal normal. The unit binormal is
ð & = & × A &. Show that ð 6 & ∥ A & ,* ð 6 & = É &A &
defined as
Definition: Torsion É & is defined as A & . ð 6 &

Example: Show that the curvature of a circle of radius * %&
C
Solution: If the center of the circle is ,
* ' = + * cos ' % + + * sin ' ⇒ * 6 ' = −* sin ' % + * cos ' ⇒ ‖* 6 '‖ = *
And ' = − sin ' % + cos '
∴ F ' = H– cos ' % − sin ' H =
H D H
‖C D ‖
=
C C
Example: Find the curvature Fof the parabola parameterized by * ' = '% + ' #
* 6 ' = % + 2' ⇒ ‖* 6 '‖ = ?1 + 4' #

Solution:
' = ⇒ ‖ 6 '‖ = ∴ F ' =

C D B# K H D H
= =
# #
‖C D ‖ √ Bg 2 Bg 2 ‖C D ‖
Bg 2 E2
Activity:
• Where is the maximum curvature of the parabola?
• Using vector equation of a line find the curvature of line.
• From the above example disscus about the curvature of a circle as the radius become larger
and larger
• From curvature of circle and line explain the geometrical meaning of cuvature.
Example: The circular helix * ' = cos ' % + sin ' + /' ©, / ≠ 0
a Find & ' b) Find * % & c) Unit tangent of C d) curvature of C
e) Normal vector of C f) Binormal g) Torsion

Solution:
&
& ' = ?* 6 -. * 6 - - = ' ?# + / # ⇒ ' =
√# + / #

?@ ,
* & = cos ¬ % + sin ¬ + / ¬ © ℎ* © = √# + / #
& & /
/ & = * 6 & = − sin % + cos + © ?@
© © © © ©
& &
* 66 & = − # cos % − # sin ⇒ F = ‖* 66 &‖ = ?* 66 . *′′ = # = #
© © © © © + /#
1 66 & &
A & = * & = − cos % − sin
F & © ©
H.E AMU Page 62

% ©
N & /Q
M P
ð & = & × A & = M− ©
&% cos
© © © ©P
M & & P
L − cos © −&%
©
0O
= ¬ 2 sin ¬ % − ¬ cos ¬ + ¬ ©
ã ã
?@
/ & / & / /
) ð 6 & = cos % + sin ⇒ É & = A & . & = = ,
©# © ©# © ©# # + / #
Hence circular helix has constant curvature and torsion.
Exercises:
by * ' = ' # % + 2 sin ' + 2 cos ' ©

a) Find the general formula for the tangent vector and unit tangent vector to the curve given
Y
b) Find the vector equation of the tangent line to the curve given by
* ' = ' # % + 2 sin ' + 2 cos ' ©, ' ' =
3
c) Find the normal and bi-normal vector for * ' = ' % + 3 sin ' + 3 cos ' ©
ℎ ')': * = 2' % + +2 cos ' − 2 sin ' ©,

6 '
ANSWER
2' 2 cos ' 2 sin '

ℎ -%' ' = %+ − ©
√4' # + 4 √4' # + 4 √4' # + 4
Y 2Y Y Y#
* W X =
6
% + − √3©& 'ℎ ,% , 'ℎ +%, * W X = % + √3 + ©
3 3 3 9
Y # 2Y
ℎ f/',* e-'%, , 'ℎ +% * ' = + % + √3 + ' + 1 − √3'©
9 3
3 1 1
/ A ' = 0% + − sin ' − cos ' ©, ð ' = − %+ cos ' − sin ' ©
√10 √10 √10
Exercises: Let * ' = 2' % + 3 sin 2' + 3 cos 2' ©

a)Find arc length function
b) Find the arc length parameterization of the curve
c) Find the tangent to the curve
d)Find curvature to the curve
e) Find the principal normal to the curve
f) Find bi-normal
g) Find torsion
& ' = 2√10' * & = % + 3 sin + 3 cos ©

ANSWER
√ √ √
1 3 & 3 & 3
/ & = %+ cos − sin © F & =
√10 √10 √10 √10 √10 10
H.E AMU Page 63

& &
A & = − sin − cos©
√10 √10
−3 1 & 1 & 1
ð & = %+ cos − sin © , ) É & =
√10 √10 √10 √10 √10 10
Exercises: Show that bi-normal ð & = & × A & =

C D ×C DD
I
Exercises: Since &, A & ð & are linearly independent vectors, so any vector in
6 & = F &A & A 6 & = −F & & − É &ð & / ð 6 & = É &A &
space can be represented as linear combination of these vectors. Prove that
Gradient of a scalar field, Divergence and Curl of vector fields
Definition: a vector field F consist of two parts a collection D of points in space called the
domain and a rule which assigns to each point (x, y ,z) in D one and only one vector F(x, y, z)
Impossible to graph a vector field, because require six dimensions. But we can draw the vector
Example: , , =
F(x, y, z) as an arrow emanating from (x, y, z).
z
Examples: --The direction and a flow of a fluid-The direction and magnitude of the wind (look
at the weather report in television.)
Example: ç ó, R = óú + R1
H.E AMU Page 64

We have the formula, , , = - , , ,

Example: The gravitational fields
þ
2 B 2 B A 2
ℎ* - , , %& 'ℎ -%' f/',* ñ'%) *,ñ , , %*/' ', 'ℎ /'* , 'ℎ *'ℎ
−1
- , , = % + + © ⇒ , ,
? # + # + #
−êñ
= 4 % + + ©
# + # + # E#
Definition: Consider the vector operator ∇ +% ∇ = % + + ©

A
Then if , , and ê , , have continuous firs partial derivatives, we can define the
following
S S S S S S
Gradient: The gradient of F is defined by
)* = ∇ = !% + + © $ = %+ + ©
S S S S S S
If , , = / is equation of a surface, then ∇ is a normal to this surface.
S S S S° SA Sì
Divergence: The divergence of G is defined by
%f ê = ∇ . ê = !% + + © $ . ° % + A + ì © = + +
S S S S S S
üℎ* ê , , = ° , , % + A , , + ì , , ©.
% ©
Curl: The curl of G is defined by
S S S S S S
/-*+ê = ∇ × ê = !% + + © $ × ° % + A + ì © = T T
S S S S S S
° A ì
S S S S S S Sì SA S° Sì SA S°
= % US SU − US SU + © US SU = ! − $% + ! − $ + ! − $©
S S S S S S
A ì ° ì ° A
Solution: , , = 2 2 2 E % + 2 2 2 E + ©
Example: Let F be the gravitational vector field find div F
þ þ þA

B B A 2 B B A 2 2 B 2 B A 2 E2
⇒ ° , , = , A , , = , ì , , =
þ þ þA

2 B 2 B A 2 E2 2 B 2 B A 2 E2 2 B 2 B A 2 E2
3
S° −êñ # + # + # E# − −êñ 2 2 # + # + #
4 E#
, , =
S # + # + # 4
êñ 2 # − # − #
=
# + # + #
ÃE
#
H.E AMU Page 65

êñ 2 # − # − #
Similarly
, , =
SA
óx + Rx + Vx Ex
߲‫ݕ‬ }
Sì êñ 2 # − # − #
and
, , =
S óx + Rx + Vx Ex
}
∴ div F = + + =0
W X Y
A
If divF = 0 then F is said to be divergence free or solenoidal
Example:. Let , , = % + # − # © % /-*+ .
% ©
Solution: By definition /-*+ê = ² ² = −2 # − # % + − 0 + # − 0©

A
° A ì
= −2 # − # % + + # ©
)* , , = 2 + # % + # + 2 + Y cos Y©

Example: Find a function scalar field f of three variables such that
S S S
Solution: from the definition
)* = %+ + © = 2 + # % + # + 2 + Y cos Y©
S S S
⇒ = 2 + # , = # , and = 2 + Y cos Y
î î î
A
, , = # + ) , , ℎ* ) %& /,&'' . *. ', .

Integrating the first with respect to x, we get
⇒ = # + , , /,ñ*%) %'ℎ 'ℎ &/,, )' , = 0

î ï ï
⇒) %& )% /,&'' . *. ', , ñ -/'%, ,

⇒ , , = # + ) ⇒ A = 2 + )6 /,ñ*%) %'ℎ 'ℎ +&', )' )6 =
î
Y cos Y
⇒ ) = Y cos Y = sin Y + /
∴ , , = # + sin Y + /
Theorem Let , , = ° % + A + ì be a vector field and the domain of F is all the three
Theorem
/-*+ = 0 % ,+ % = )* ,* &,ñ ℎf%) /,'%-,-& ñ% *'%+&.
dimensional space
H.E AMU Page 66

Exercises:
xercises: Ô' , , = 2% + # + # + 1©

ê . , = /,& % + /,& + /,& ©
Show that F is the gradient of some function, but G is not.
Exercises:
xercises: ( , , = # 4 , , = % − # + 2 # © and
∅ , , = 2 # − 4
Find ∇, ∇ . , / ∇ × , %f , /-*+ ∇∅, ) ∇# ∅
ANSWER
2 4 % + # 4 + 3 # # ©, − 2, / 2 # % + − 4
3 # g − 3 # # 4 + 6 g # # ,
4 g 4 + 3 # 4 # % + 4 4 4 − 8 4 # 4 − 2 4 4 + 4 g ©
4 − 4 % + 2 # − 3 # © ) 4 − 6
Exercises: Determine whether F is the gradient of some function f. If it is, find such a function f.
= % + + ê = # + # % + # + # + # + # ©
1 #
ANSWER
/-*+ = 0 ⇒ = )* ,* &,ñ ⇒ , = +
2
/-*+ ê = −2% − 2 − 2© ≠ 0 ⇒ ê %& ,' )*%' , -/'%,.
a) Let F be a constant vector, and ê , , = % + + ©. Øℎ, 'ℎ' /-+ × ê = 2

Exercises:
b) Show that if F and G are conservative, then F + G is also conservative.
c) Let , , = ° , % + A , ì , ©. Show that F is solenoidal.
H.E AMU Page 67

Line integral and greens theorem
Let , , be a given function defined at each points of C (space curve) and continuous
function of S. we sub divided C in to n portions.
z
Pn
C Pn-1
Sk
Pk
Pk-1 (Xk, Yk, Zk )
P2
Po P1
Y
Ø = < & < &# < ⋯ < &] = ]

Let ¬ , ¬ , ¬ be any point on C between ¬ ¬ and let ∆&¬ be the arc length of the
portion C between ¬ ¬ .
]
] = ^ ¬ , ¬ , ¬ ∆&¬
We have ∆& , ∆&# , … ∆&] the largest denoted ‖ì‖ → 0 then it approach a limit the limit of the
¬í
sequence is called the line integral.

Definition: Let f be continuous on a piecewise smooth curve C with finite length. Then the line
l%')*+ ∫ f ( x, y, z ) ds of f over C is defined by
]
C
∫ f ( x, y, z ) ds = lim ^ ¬ , ¬ , ¬ ∆&¬
‖Y‖→
C ¬í
The following properties immediately follow from the definition.
⇒ ∫ kf ( x, y, z) ds = k ∫ f ( x, y, z ) ds
= ∫ f ( x, y, z ) ds + ∫ g ( x, y, z ) ds
C C
∫ ( f ( x, y, z ) + g ( x, y, z )) ds
∫ f ( x, y, z ) ds = ∫ f ( x, y, z ) ds +
C C C
∫ f ( x, y, z ) ds
C c1 c2
Evaluation (Converting to Definite Integral)
* ' = '% + ' + '© , %'*f+ h, i & ) ) = ,* & = ) ) '

If C is represented by
C C

Þ
*
∫ f ( x, y, z ) ds = fx t, y t, z t * * '
'
C
s
H.E AMU Page 68

Example: Let C be the line segment from (0, 0, 0) to (1, -3, 2).
% ∫ x + y # − 2zds
C
* ' = '% − 3' + 2'© ,* 0 ≤ ' ≤ 1

Solution: We parameterize C using line segment parameterization
The parametric equations are
' = ', ' = −3', ' ) ) = b 6 ' + 6 ' + 6 ' =
C # # #
?1# + −3# + 2#
= √14
∴ ∫ ( x + y − 2 z ) ds = ht + −3t − 2 2ti √14 dt = √14 −3t + 9t # dt
2 #
−3 # 3
C
= √14 ' + 3' 4 = √14

2 2
Example: Let C composed of two curves # _f+-' ∫ (1 + xy) ds

C
2
C1
C2
X
o
-2
Solution: # parameterized as

−Y Y
: * ' = 2 cos ' % + 2 sin ' ,* ≤' ≤
2 2
# : *# ' = −2' ,* − 1 ≤ ' ≤ 1
⇒ ) Ð ) = ? −2 sin ' # + 2 cos ' # = 2 ) 2 ) = 2

C C
G
#
G
i ∫ (1 + xy ) ds = h1 + 2 cos t 2 sin ti2 dt = 2ht + 2 sin#tiG
#
= 2π
G #
#
c1
and
H.E AMU Page 69

ii ∫ (1 + xy ) ds = h1 + 0 −2'i2 ' = Ó2'| = 4

∴
c2
∫ (1 + xy) ds = ∫ (1 + xy ) ds + ∫ (1 + xy ) ds = 2π + 4
C c1 c2
Line Integrals of vector Fields

Definition: Let F be a continuous vector field defined on a smooth oriented curve C. Then the
line integrals of F over C, denoted , ∫ F . dr is defined by
, ∫ F . dr =
C
C
∫ F ( x, y, z ).T ( x, y, z )ds
C
Where T(x, y, z) is the tangent vector at (x, y, z) for the given orientation of C.
N.B The previous definition of line integral does not require C to be oriented.
Ô' * = % + + © be a parameterization of C with domain [a,b]

Evaluation:
*E
', ', ' = '
*
) E')
⇒ ã . * = ∫ [ F ( x(t ), y (t ), z (t )) . HC Hi)*E') ' = ', ', ' . '

CE « C
E
C
* ' = /,& '% + &% ' + ' © ,* 0 ≤ ' ≤ 2Y

Example: A particle moves upward along the circular helix C, parameterized by
With force , , = −% + + ©.

Find the work done by the force
Solution: The work done by the force F along the path C is ü = ã . *
We have ' = cos ', ' = sin ', ' = ' = − sin ' % + cos ' + ©
C

#`
dr
ü= ∫ F . dr = Fx t, y t, z t . dt
dt

#G
C
= −'&% '% + ' cos ' + cos ' sin ' © . − sin ' % + cos ' + © '

#G #G
1 1 #G
= ' &%# ' + ' /,& # ' + cos '&% ' ' = ' + cos '&% ' ' = ' # + &%# ' = 2Y #
2 2

Alternate Form of line Integrals
Let = °% + A + ì© be a continuous vector field defined on on a smooth oriented curve C

parameterized by
H.E AMU Page 70

* ' = '% + ' + '© ,* ≤ ' ≤
*
= %+ + ©
' ' ' '
Þ
dr
F . dr = Fx t, y t, z t . dt
dt
\ s
«

° ', ', ' + A ', ', ' + ì ', ', ' '
' ' '

Written as ã . * = ã ° + A + ì
* ' = '% + ' # + ' 4 © ,* 0 ≤ ' ≤ 1

Example: Let C be twisted cubic curve parameterized by
_f+-' ∫ x + 3 − 5 #

Solution: ' = ' ⇒ = 1, ' = ' # ⇒ = 2'. ' = ' 4 ⇒ = 3' #
A
C

⇒ ∫ x + 3 − 5 # = h '' # 1 + 3 ' # ' 2' − 5 ' # ' # ' 4 3' # i '
C

' 3 g
1
= ' 4 + 6' Ã − 15' a ' = Ó + ' Â − ' b = −
4 2
4

N.B: The orientation of the curve –C is by definition opposite to the orientation of C,
. * = − F . dr
ã \
, h #
− + + i #
,#
Example: Evaluate
a) along the line from (0,1) to (1,2)
c) The parabola = ', = ' # + 1.

b) straight lines from (0,1) to (1,1) and then (1,1) to (1,2)
Solution:
a) An equation for the line joining (0,1) and (1,2) in the xy plane is y = y + 1. Then dy = dx
and the line integral equals
h # − + 1 + + 1# + 2i = 2 # + 2 = 5E3

í
b) A long the straight line from (0,1) to (1,1), y = 1, dy = 0 and the line integral equals
h # − 1 + 1 + 0i = # − 1 = − 2E3
í
Along the straight line from (1,1) to (1,2), x =1, dx = 0 and the line integral equals
H.E AMU Page 71

h 1 − 0 + # + 1i = 10E3
í
Then the required value = − 2E3 + 10E3 = 8E3
c) Since ' = 0 ' 0,1 ' = 1 ' 1,2, the line integral equals
h' # − ' # + 1 ' + ' # + 1# + '2' 'i

í
= 2' Ã + 4' 4 + 2' # + 2' − 1' = 2

The Fundamental theorem of Line Integrals
Let C be an oriented curve with initial point , , '*ñ%+ ,%' , , .

Theorem (Fundamental theorem of line integral)
Let f be a function of three variables that is differentiable at every point on C, and assume
that grad f is continuous on C. Then
, ∫ grad f . dr = , # − , ,
C
If a continuous vector field F is the gradient of a function f, then

, ∫ F . dr = ∫ grad f . dr
⇒ = , # − , ,
C C
∫ F . dr
Example: Let C be the curve from W1, −1, X ', 1,1, # parameterized by

C
#
'
* ' = − cos Y' g % + ' E4 + #
Ã
© ,* − 1 ≤ ' ≤ 1
' + 1
And let , , = 2 + # % + # % + 2 + Y cos Y©

% ∫ F . dr
Solution: = )* ⇒ , , = # + # + &% cV (from previous example)
C
Check that the two points are initial and terminal points and lie on the curve!
1 1 1 1
⇒ = f !1,1, $ − f !1, −1, − $ = !1 + + 1$ − !−1 + − 1$ = 4
∫ 2 2 4 4
F . dr
C
H.E AMU Page 72

The following statements are equivalent
A. = )* , ,* &,ñ -/'%, , %. %& /,&*f'%f

B. ã . * is independent of path.
C. ã . * = 0 for every closed, oriented curve C lying in the domain of F
D. /-*+ = 0 and the domain is the set of points in space.
i.e a ⇒ b ⇒ c ⇒ d ⇒ a
Green’s Theorem
Theorem (Green’s Theorem)
Let R be a simple region in the xy plane with a piecewise smooth boundary C oriented counter
clock wise. Let M and N be function of two variables having continuous partial derivatives on R.
Then
SA S°
° , + A , = d ! − $ E
S S
ã e
N.B The relation between C and R is the region R is bounded by the closed curve C.
Example: Let ° , = − # A , = 4 , +' 'ℎ /%*/+ # + # = 4,

oriented CCW.
Find ∫ M ( x, y )dx + N ( x, y )dy or ∫ − x
2
ydx + x 3 dy
Solution: R is the disk + ≤4 = 3 # = − #

X W
C C
# #

We have
SA S°
#G # #`
rÓ g
#
d! − $ E = d 3 # + # E = 4 * cos 8 * * 8 = 4 cos θ b dθ
# #
S S 4
e e
#`
θ 1 #`
= 16 cos# θ dθ = 16 Ó + sin 2θf = 16π
2 4

Example: Let C be the closed curve oriented CCW
H.E AMU Page 73

Evaluate ∫ 2 y 4 dx + 4x g + 6y # xdy
C
g + g = 1
1
Solution: . \ 2 y 4 dx + 4x g + 6y # xdy = ∬h 4x g + 6y # x − 2 4 E =

1
(
1 1 −x
4
)
4
.∫ ∫ 4 x dydx
3
4 4
0 0
4 4 1 − g g = Ó 1 − g 4 f =
Ã
5 5

% ° , = A , = − ⇒ ã − = ∬e −
Area formula for the region R let area of R is A
− E =

2 ∬e E = 2E
1
E = ∫ xdx − ydy
2C
Example: Find the area of the ellipse = cos 8, = sin 8

#`
Solution:
1 1
E* = ∫ xdx − ydy = h a cos θ b cos θdθ − b sin θ −a sin θdθi
2C 2

#` #`
1 1
= ab cos # θ + sin# θdθ = ab dθ = πab
2 2

Let = °% + A% be continuous vector field defined in the region R in the xy plane
SA S° SA S°
-*+ = ∇ × = ! − $ © ⇒ /-*+ . © = ! − $
S S S S
∴
Alternative form of Green’s theorem become
∫ F . dr = .∫∫( curl F. © E
C R
.
Example: Verify Green’s theorem in the plane for
ih 2 − # + + # i
ã
Where C is the closed curve of the region bounded by = # # =
H.E AMU Page 74

Solution: The plane curves = # # = intersects at (0, 0) and (1, 1) the positive
Along = # , the line integral equals

direction shown.
h 2 # − # + + # # # i = 2 # + # + 2 Ã = 7E6

a
Along # = the line integral equals

17
h2 # − # # # + # + # i = 4 g − 2 Ã + 2 # = −
15
Then the line integral becomes = 7E6 − Ã = 4

û
SA S° S S
. . .
d − = d Ò + # − 2 − # å = d 1 − 2

S S S S
e e e
√
1
= . 1 − 2 = Ó − 2|√ 2 = W
4E
E#
− 2 # − # + 2 4 X =
30
2
Therefore, Green’s theorem is verified.
Surface Integrals, Divergence of Gauss
Surface Integrals
Definition: Let S be the graph of a function having continuous partial derivatives and defined on
a region R in the xy plane that is composed of a finite number of vertically or horizontally simple
regions. Let g be continuous on S. The surface integral of g over S denotes .∫∫g(x, y, z)ds,
S
is defined by

d g x, y, zds = lim ^ g xk , yk , zk ∆sk
‖j‖→
l kí
H.E AMU Page 75

As a parameterization of a curve, for surface S in
* -, f = -, f% + -, f + -, f©
two- dimensional have a parametric representation in space is of the form
Example: The circular cylinder # + # = # , −1 ≤ ≤ 1 ℎ& *%-& , ℎ%)ℎ' 2,

− %& & %&. E *ñ'*%/ **&''%, %&
* -, f = cos - % + sin - + f ©
The component of r are = cos -, = sin -, = f .The parameters u, v vary in the
: 0 ≤ - ≤ 2Y, −1 ≤ f ≤ 1 % -f +
rectangle
Evaluation: If S is the graph of f on R, then
d g x, y, zds = d g x, y, f x, ybhfK x, yi# + ·f` x, y¸ + 1 E
#
l h
Where = , %& e-'%, , Ø
Example: Evaluate ∬ # &,

where S is the portion of the cone = ? # + # for which 1 ≤ # + # ≤ 4
H.E AMU Page 76

Solution: If R is the ring 1 ≤ # + # ≤ 4 and

if , = ? # + # ,* , % 'ℎ Ø %& 'ℎ )*ℎ , , .
# #
b # , + # , = # + + 1 = √2
+ # # + #
#
∴ ∬ & = .∫∫( + 2 E = √2 . ∫ ∫ (r ) 2 rdrdθ = √2 Ó g n =
#` m
dθ =
# # #
¯ Ã√# #`
2π 2
Ã`√#
R 0 1
#
Exam
xample:
ple: Evaluate ∬ , , & S is the surface of the paraboloid = 2 − # + #
above the xy plane and , , %& e-+ ', 1, # + # , / 3
Solu
olution:
tion: The required integral, .∫∫( F x, y, zb1 + zK# + z #̀ where R is the projection
of S on the xy plane given by + # = 2, = 0 #

R
Since = −2, = −2, the integral become , .∫∫( F x, y, z?1 + 4x # + 4y #

R
a If , , = 1 ⇒ .∫∫( ?1 + 4x # + 4y # = .∫
2π 2
R 0
∫
0
1 + 4 r 2 r drd θ
Ó 1 + 4* # 4E# n
√#
= 8 =
#G 4G
# 4
b If , , = + # #
⇒ .∫∫( # + # ?1 + 4 # + 4 # or in polar
R
coordinates
#G √#
149Y
= . * 4 ?1 + 4* # *8 =
30

%'ℎ *&/' ', * %& %')*' &-&'%'-'%, - = ?1 + 4* #
H.E AMU Page 77

c If , , = 3 ⇒ .∫∫( 3z?1 + 4x # + 4y #
= ∬ 32 − # + # ?1 + 4x # + 4y # in polar coordinates,

R
#G √#
111Y
. 3* 2 − * # ?1 + 4* # *8 =
10

Integrals over an oriented surface

It is possible to select one normal at each non boundary point in such a way that the chosen
normal varies continuously on the surface S, then S is said to be an orientable surface and the
selection of the normal given an orientable to S
A surface S is called a smooth surface if its surface normal depends continuously on the point of
S.
Non orientable surface, wcich is called MÖbius suface look at the figure below.
Definition: Integral of the form ∬ . & is called a flux integral
Evaluation: Let S is the graph of = , with continuous partials on the plane

region R.
% + − © ,* )* ) ℎ* ) = , − = 0, ) %& +f+ &-*/ is normal to

The normal to S is
S. The normal depend on the k component is +ve or -ve
H.E AMU Page 78

Let , , = °% + A + ì© if n is upward, =
î3 îr KB¬
2
, then
b î3 2 B îr B
 
∬ . & = .∫∫(Mi+Nj+Pk). 2 2 
 − f i − f j +k  2 2
x y
 
f +f x y
+1dA, =
R
 f x + f y +1
 
= d·−°, , , , − A, , , , + ì , , , ¸ E

e
î3 B îr K ¬
Similarly, in is downward, = 2
b î3 2 B îr B
d . &

= d·°, , , , + A, , , ,

e
− ì , , , ¸ E
Example: Let S be the unit sphere # + # + # = 1 oriented with normal that is directed out
ward, and Let , , = ©. Find ∬ . &
Solution: Since , , = ©, we have ° = A = 0 ì , , =

We divide S in to the upper hemisphere & 'ℎ +,* &# now & is the graph of =
?1 − # − # on the region R bounded by # + # = 1 and the normal to & points upward,
therefore if , = ?1 − # − # then by the above
H.E AMU Page 79

d . & = .∫∫( px, y, f x, yE = .∫∫( ?1 − # − # E

Ð
#G #G #G
R R
1 1 2
= . ?1 − * # * *8 = − Ó 1 − * # E# n 8 = 8 = Y
4
3 3 3

In the same way &# is the graph of = −?1 − # − # , and normal to &# points down
, = −?1 − # − # by the last formula, we have

ward.
d & = d −ì , , , E = d − W−?1 − # − # X E
2 e e
= ∬e ?1 − # − # E = Y
#
4
2 2 4
∴ .∫∫( F. E = .∫∫( F. E + .∫∫( F. E = Y + Y = Y
3 3 3
S s1 s2
Stokes’s Theorem
Theorem (Stokes’s theorem)

Let S be an oriented surface with normal n and finite surface area. Assume that S is bounded by a
closed, pricewise smooth curve C whose orientation is induced by S. Let F be a continuous
derivatives at each non boundary point of S. Then ã . * = ∬ /-*+ . &

vector field defined on S, and assume that the component functions of have continuous partial
NB: Note that Stokes’s theorem relate line integral with flux integral and C and S have
Example: Let & be the semi ellipsoid = 2?1 − # − # oriented so that the normal n is
relationship as the surface S bounded by the closed curve C
directed upward as fig. below and let , , = # % + # + # tan ©.
H.E AMU Page 80

Evaluate ∬ /-*+ . &

.
% ©
Ð
Solution: /-*+ , , = T T = # &/ # % − # &/ #

A
# #
# tan
We could determine , & and then evaluate ∬ /-*+ . & the unit disk &# in the xy plane
.
Ð
has the same boundary as & has and when &# is oriented with normal n directed upward the
induced orientation on the common boundary of & and &# are identical.
. .
′ d /-*+ . & = ′ ∫ F . dr = d /-*+ . &

Ð 2
?@ *%/-+* ', /-*+
The integral over &# is easily evaluated because the normal to &# is ©
C
⇒ ′ ∬ /-*+ . & = ∬ /-*+ . & = ∬ 0 & = 0

. . .
Ð 2 2
Therefore the required integral is 0.
Example: Verify Stokes’s theorem for = 3 % − + # ©, where S is the surface of the

paraboloid 2 = # + # ,- = 2 is its boundary.
# + # = 4, = 2 *ñ'*%/ e-'%,& = 2 cos ', = 2 sin ', = 2, ℎ* 0 ≤

Solution: The boundary C of S is a circle with equation
' < 2Y. Then

. .
The line integral
. * = h3 − + # i
ã ã
= #Gh3 2 sin ' −2 sin ' ' − 2 cos ' 2 2 cos ' 'i

H.E AMU Page 81

#G
= 12 &%# ' + 8 /,& # ' ' = 20Y

% ©
The flux integral
S S S
∇ × = TT TT = # + % − + 3©
S S S
3 − #
∇ 2 B 2 #A
= =
BK¬
‖∇ 2 B 2 #A‖ ? 2 B 2 B
And
Then ∬ /-*+ . & = ∬e ∇ × . = ∬e # + # + + 3

. . .
|] .¬|
#
∬e Ò W X + # + + 3å In polar coordinates this becomes
. 2B 2 2B 2
# #
#G #
*g *#
. Ì * cos 8 + * # /,& # 8 + + 3 Í **8 = 20Y
2 2

The Divergence Theorem
of two functions # on a simple region R in the xy plane.

Definition: A solid region D is a simple solid region if D is the solid region between the graphs
Theorem (Divergence theorem)

Let D be a simple solid region whose boundary surface S is oriented by normal n directed out
ward from D, and let F be a vector field whose component functions have continuous partial
. .
derivatives on D. Then
d . & = s %f , , f
t
H.E AMU Page 82

NB: Note that divergence theorem relate flux integral and triple integral and S and D are related
Let = °% + + ì© assume that , Ù, ± are the angles which the normal n makes with
as the surface S is the boundary of D.
positive x, y, and z axes respectively ∬ ° cos + A cos Ù + ì /,&± & = ∭t W + +

. . W X
X f
Y
A
= cos % + cos Ù + cos ±© , ,* ,&%'f ,*ñ+
ç ó, R, V = ó{ ú + R{ 1 + V{ v
Example: Let D be the solid region bounded by the xy plane and the hemisphere and let
Evaluate ∬ . & ℎ* & %& 'ℎ ,-* ,

.
%f , , = 3 # + 3 # + 3 # = 3 # + # + #
Solution: Using divergence theorem makes it simpler
⇒
∬ . & = ∭t %f , , f =
. .
∭t 3 # + # + # f = . #. 3 w# w# sin ∅w∅8
. #G GE #
H.E AMU Page 83

GE GE
w
#G # #G # #G #G
96 96 Ó 96
Ã #
3 . . Ó sin ∅b ∅8 = . . sin ∅ ∅8 = − cos ∅|G # 8 =
⁄
8
5
5 5 5

192
= Y
5
Example Evaluate ∬ * . &, where S is a closed surface
.
Solution:* = % + + ©
By .the divergence . theorem,
d * . & = s %f * , , f
t
S S S S S S
. .
= s !% + + © $ . % + + ©f = s ! + + $ f
S S S S S S
t . t
= 3 s f = 3f, ℎ* f %& 'ℎ f,+-ñ /+,& Ø.

t
Path Independence of line Integrals
Definition: The. line integrals

.
. * = h° + A + ì i * = % + + ©
ã ã
Is path independent in a domain D in space means that for every pair of endpoints A, B in D the
integral has the same value for all path in D that begin at A and end at B.
1) = )* ,* &,ñ -/'%,

Result: The above line integral is path independence in a domain D if and only if:
2) Integration around closed curves C in always gives 0.

3) /-*+ = 0 (provided D is the whole space)
4) ° + A + ì = 0 %& /' %
Example: show. that the following

.
integral is path independent in any domain
( = . * = h 2 # + # # + cos + cos i

ã ã
Find the value of I from A;(0, 0, 1) to B:(1, 1, g , 2
G
Solution: The differential 2 # + # # + cos + cos is exact as

/-*+ = 0 ,* /-*+ 2 # , # # + cos , cos = 0
⇒ = )* ⇒ , , = # # + &%
Y Y
( = ð − E = 1. . 4 + sin − 0 = Y + 1
4 2
H.E AMU Page 84

SELF CHECK EXERCISE
, cos ', sin ' sin 2', ln 1 + ', '

A: Find the velocity (tangent) of the following curves.
/ cos ', sin ' cos 3', sin '

' = cosh ' % + sin ' − √' © , ) ', ℎ*
' − 1
= +' % − 4 # + © & ) ' = √'
'
1
ANSWER
, − sin ', cos ' 2 cos 2', , 1
1+'
/ − sin ', cos ' − 3sin 3', 3 cos 3'
1 1 4 #√ 1 4
sinh ' % + cos ' − ©, %− − ' E# ©
2√' 2' √' 2
B: Write a parametric equation for the tangent line to the given curve at the given point in
each of the following cases.
cos 4', sin 4', ' ' 'ℎ ,%' ' = Y⁄8, ', 2', ' # ' 'ℎ ,%' 1, 2, 1
/ 4 , 4 , 3√2'' ' = 1, ', ' 4 , ' g ' 'ℎ ,%' 1, 1, 1
⁄
0, 1, π 8 + ' −4, 0, 1 1, 2, 1 + ' 1,2, 2
ANSWER
/ , , 3√2 + '3 , −3 , 3√2

4 4 4 4
1, 1, 1 + ' 1, 3, 4
a) The spiral /,& ', &% ', ' ' ' = 0 ' = 1.
C: Find the length of the following curves.
b) The spiral /,& 2', &% 2', 3' ' ' = 1 ' = 3
c) /,& 4', &% 4', ' ' ' = 0 ' = Y⁄8.
d) ', 2', ' # ' ' = 1 ' = 3.
e) 4 , 4 , 3√2' ' ' = 0 ' = 4.
f) * ' = ' − &% ', 1 − /,& ' ' % ' = 0 ' = 2Y %% ' = 0 ' = Y⁄2.
Y 3 5 6 + √41
ANSWER
√2, 2 √13, / √17 , √41 − 1 + +

8 2 4 5
1
− , %. 8 %%. 4 − 2√2

H.E AMU Page 85

D: Find the curvature of.
Ô' * % -ñ* > 0, +' / > 0, +'

* ' = * cos ', * sin ', /'. % 'ℎ /-*f'-* & -/'%, , '
* ' = ', ' # , ' 4 ' % ' = 1, %% ' = 0, %%% ' = −1.a,b,c
/ * ' = ', sin ', * ' = sin 3', /,& 3' sin 3', cos 3', '
ℎ *,+ = # ) ℎ ++%& )%f
* ' = cos ', sin ', ℎ* , * /,&''&.
ℎ * '& = , , √2'
) % 'ℎ ,%' , 'ℎ )*ℎ , = ' ℎ%/ℎ 'ℎ /-*f'-* %& ñ%ñ-ñ.
* 11 1
ANSWER
# %. ℎ ,*ñ , − 1, 2, 3 + 0, 1, 3 %%. 2
* + /# 98 7
11 1
%%%. ℎ ,*ñ , 1, −2, 3 + 0, 1, −3
98 7
|– &% '| 3 1 + 4' # 4⁄# # &%# ' + # /,& # '4⁄#

/ , 1, )
1 + /,& # '4⁄# 10 2
ℎ √2 − # . ) − + 2, √2
# #
E: Determine which of the following vector fields admit potential functions.
, sin 2 # , 4 , / 2, # # # , + g
Find the potential functions for the following vector fields.
4, 2 # cos + sin , # cos ) 3 # # , 2 4
ℎ 2, 4 4 % , cos , cos
A,, A,, / A,, A,

ANSWER
2 # , &% , ) 4 # , ℎ # + # % , &%
F: Find a potential function f for the following vector fields F given as F(x, y, z)
2, 3, 4, + , + , + / B#A , B#A , 2 B#A

sin , sin , cos , + 4 , + 3 # A , A , A
) # , 2, 2 ℎ cos , cos , sin
3
ANSWER
# + # + 2 # , + + , / B#A , sin
2
+ 4 , A , ) # + # , ℎ sin
H.E AMU Page 86

G: Evaluate the following line integral.
2 &, ℎ* %& *ñ'*% * ' = % + + √2'© , ,* 0 ≤ ' ≤ 1

ã
9 #E
4 g &, ℎ* %& *ñ'*% * ' = cos ' % + sin ' + ' E# ©,
4
1 +
4
ã
20
,* 0 ≤ ' ≤
3
Y
W X , ℎ* %& *ñ'*% * ' = '% + ' # + ' 4 ©,
/ + ! $ + cos
,* 1 ≤ ' ≤ 2
ã
# % + # . *, ℎ* : * ' = cosh '% + sinh ' , 0 ≤ ' ≤ 2

ã
# % + # + # © . *, 'ℎ ℎ+% * ' = 3 cos '% + 3 sin ' + 2'©, 0 ≤ ' ≤ 8Y
ã
, ,#
A + + A
#,4,
a
4√2 1 − /4 ln 2 − #
#4#
ANSWER

Â4
* ' = cosh ' &%ℎ ' + /,&ℎ# ' sinh ' , 93.09
#
* ' = ' % + cos ' + sin ' ©, 6Y A + , −2
H: Use Green’s theorem to find the integral

ã # + , ℎ %& 'ℎ ,++,%) /-*f '© /,-'*/+,/©%&
ℎ &e-* %'ℎ f*'%/& 0, 0, 2, 0, 2, 2, 0, 2
ℎ &e-* %'ℎ f*'%/& B1, 1.
B
/ ℎ /%*/+ , *%-& 2 /'* ' 'ℎ ,*%)%.

ℎ /%*/+ , *%-& 1 /'* ' 'ℎ ,*%)%.
ℎ &e-* %'ℎ f*'%/& B
2, 0, 0, 2.
B
#
ℎ ++%& E# + E # = 1
#
) , = 2 − 3% + + 5, : 16 # + 25 # ≤ 400, ≥ 0
− 4, 4, / 4Y, Y, 8, Y ) 40Y

ANSWER
H.E AMU Page 87

I: Integrate the following function over the indicated surface.
ℎ -/'%, ,f* 'ℎ &-*/,

= 1 − # − # , ≥ 0 -& ,+* /,,*%'& &©/ℎ 'ℎ &-*/.
ℎ -/'%, ,f* 'ℎ /, # + # = # , 0 ≤ ≤ .
/ ℎ -/'%, ,f* 'ℎ *' , 'ℎ &ℎ*
# + # + # = # /,'% %&% 'ℎ /, ,
ℎ -/'%, # ,f* 'ℎ /+%* % # + # = # ,
0 ≤ ≤ 1, /+-%) %'& ', ,'',ñ.
ℎ f/',* %+ , , = # , # , #
,f* 'ℎ &-*/ * -, f = - + f, - − f, -, 0 ≤ - ≤ 2 1 ≤ f ≤ 3.
ℎ f/',* %+ , , = , # , ,f* 'ℎ '*%)+ '*ñ% 'ℎ +
+ + = 1, 'ℎ /,,*%' +&.
) ℎ f/',* %+ , , = , , # ,f* 'ℎ /+%* %
# + # = # , 0 ≤ ≤ 1 % /+-%) 'ℎ ', ,'',ñ %% %/+-%) ,'ℎ
Y 104 5
ANSWER
25√5 − 11 0, / 0, Y4 ) %. 2Y# %%. 3Y#
60 3 12
J: Compute the divergence and the curl of the following vector fields.
, , = # , , # , , , = + , + , +
/ , , = # , &% , , , , = &% , A &% , A /,&
a ∇. = 2 + + 2, ∇ × = # − , 0, i
ANSWER

∇. = + + , ∇ × = +, −+, + − +

/∇. = 2 + /,& + , ∇ × = , − , /,&
∇. = &% + A /,& + A /,& ,
∇ × = A /,& − A &% , /,& + A &% , A &% − &%
K: Show that where F is vector field and f is scalar function.
% %f /-*+ = 0 %% /-*+ )* = 0, %%% %f )* = + +
L: Find the integral of the following vector field over the indicated surface.
(Divergence theorem)
, , = , # , # ,f* 'ℎ ,-* , -%' /-, 0 ≤ ≤ 1, 0 ≤ ≤ 1, 0 ≤ ≤ 1

, , = , , ,f* 'ℎ /- /'* ' 'ℎ ,*%)% &%& , +)'ℎ 2.
/ , , = # , # , # ,f* 'ℎ /- % .
H.E AMU Page 88

, , = − , − , − ,f* 'ℎ /- % .

* = * ,f* 'ℎ &ñ /-.
, , = + , + , + ,f*'ℎ &-*/ ,- 'ℎ *,+,%,
= 4 − # − # 'ℎ %&/ , *%-& 2 /'* ' 'ℎ ,*)% % 'ℎ +.
) , , = , , , ,f* 'ℎ &-*/ ,-%) 'ℎ *)%, /+,&
'ℎ *,+,% = # + # , 'ℎ /+%* # + # = 9, 'ℎ + = 0.
ℎ , , + , + , + ,f* 'ℎ &-*/ ,-%) 'ℎ *)%,
% 'ℎ %e-+%'%&, 0 ≤ # + # ≤ 9 0 ≤ ≤ 5
# , 0, / 0, 16, 24, 24Y, ) , ℎ 125Y

4 #g4G
ANSWER
#
M: Verify Stokes’ theorem in each one of the following cases.
, , = , , , Ø % = 4 − # − # , ≥ 0.
, , = # + , , − # Ø %& 'ℎ '*%)+ % 'ℎ +
2 + + 2 = 2 , , ≥ 0
/ , , = , , − 'ℎ &-*/ %& 'ℎ ,*'%, , 'ℎ &ℎ* , *%-& 2
/'* ' 'ℎ ,*%)%, &-/ℎ 'ℎ' ≥ 0
, , = , , 0 'ℎ &-*/ %& 'ℎ *' , 'ℎ *,+,%
= # + # %&% 'ℎ /+%* # + # = 4
, , = + , + , # 'ℎ &-*/ %& 'ℎ *' , 'ℎ /,
# = # + # ' 'ℎ +& = 0 = 1
/,ñ-' d /-+ . & , -& Ø',©& 'ℎñ

% , ,
= , , ,f* 'ℎ '*%)+ %'ℎ f*'%/%& ' 'ℎ -%' ,%'& 1, 0, 0, 0, 1, 0, 0, 0,1.
%% , , = + , − , + + ,f* 'ℎ ℎñ%&ℎ* # + # + # = # , ≥ 0.
13
ANSWER
0, − , / 0, 0, 0, %. 0, %%. −Y#
6
H.E AMU Page 89

Advanced Engineering Mathematics
CHAPTER IV
COMPLEX ANALYTIC FUNCTION

Chapter Objectives
• Define the meaning of complex number and the Operators.
• Compare limit and derivative with real variables
• Understand the meaning of analytic functions.
• How to find an integrating factor
• Derive the Cauchy – Riemann equations.
• Distinguish different between differentiable functions and

analytic functions.
• Apply C – R equations.
Content Outline
• Complex number
• Function of complex variable, limit, derivative and analytic function.
• Cauchy Riemann equations, Lap lace equation.
• Elementary function: exponential; trigonometry; hyperbolic and logarithmic
functions, general power.
90
Advanced Engineering Mathematics Complex Analytic Functions
Complex Numbers
Activity:
Do you think that real number is sufficient for solving all equation?
Give examples of equation not solvable under set of real number
We have no solution for # = −1, # + + 1 = 0 '/ in set of real numbers, therefore

extending real number is necessary.
= , , *+ *' , = %ñ)%* *' , =

Definition: A complex number z is an ordered pair (x, y) of real numbers x, y and we write
Now we can define addition and multiplication of complex number as follow:

Addition and Multiplication
Let = , # = # , # addition of complex numbers is defined by

+ # = , + # , # = + # , + #
Multiplication is defined by # = , # , # = # − # , # + #
Representation of complex numbers in the form = , = + %, the order pair

, 0, ,* ∈ and the set of real numbers are one to one correspondent, so we can consider
, 0 = as real number, % = 0, 1 is called imaginary unit. % # = 0, 1 0, 1 −1, 0 =
−1 & % = 0, 1 , 0 = 0,
+ # = + % + # + %# = + %# + % + #
# = + % # + %# = # − # + % # + #
and
Example: Let = 2 + 3% Ù = 1 − % 'ℎ % Ù

Solution:Ù = 2 + 3% 1 − % = 2 1 − % + 3% 1 − % = 2 − 2% + 3% − 3% # = 2 + % −
3 −1
=2+3+% = 5+%
Inverse operation of multiplication, let = + % & # = # + %#

Division
= AÐ = Ð B Ð W Ð Ð X = Ð 22B Ð2 2 + % 2 2Ð1B Ð 22

A B B
2 2 2 2 2 2 2 2 2
H.E AMU Page 91

Complex plane
Definition (Conjugate): Let = + % be any complex number. Then − % is called complex

conjugate of and denoted by .
From the definition we have, ̅̅
= − %, ̅ & (ñ # − ̅

A
Exercises: Show that
B# B
# #
# ,
# #

A
Ð
WAÐ X Ð
A
Exercises:( 1 2%, 2 7 %, /,ñ-'
2 2
2
3 2
/ +

2 3, 3 2,
7 4
ANSWER
/ 7 %
5 5
8 %, 24 18%,
Polar Form of Complex Numbers
% * cos 8
cos 8 % sin 8 * D , _-+* ,*ñ-+ D cos 8 + % sin 8
%* sin 8 * cos
Absolute value or modulus, || * ? # # √̅ , geometrically it mean the distance of

This is polar form or Trigonometric form.
the point from the origin.

We have the following properties:
| | c |# | means is far from the origin than th

the point # .
| 7 # | is the distance between the points & # .
•
8 is the argument of denoted by arg , arg 8 2©Y, (* © %&

%')**&
•
•
• Principle value defined by – Y d 8 d Y
H.E AMU Page 92

Example: Let = 3 + 3√3%, find the principal value, arg ||.
Solution: 8 = *) = */' = */' √3 = || = b3# + 3√3# = 6
G
4
= 6 cos 4 + % sin 4 principal value
G G
Let = * cos 8 + % sin 8 = *# cos 8# + % sin 8#

⇒ # = * *# h cos 8 cos 8# − sin 8 sin 8# + % sin 8 cos 8# − cos 8 sin 8# i
= * *# hcos 8 + 8# + % sin 8 + 8# i
∴| # | = | ||# | arg # = arg + arg #
Similarly, show that nAÐ n = , arg AÐ = arg − arg #

A |AÐ | A
2 |A2 | 2
Example: 1 + % = √2 Wcos g + % sin g X = √2 Wcos W g + 2©YX + % sin W g + 2©YXX,

G G G G
© = 0, B
1, 2, …
B
1, 2, … Ë & *%/%+ f+-,

Example: *) 1 + % = Êg + 2©Y: © = 0, B
G B
Y
*) 1 + % =
4
Example: = −2 = 2 /,& Y + % &% Y # = 1 + √3% = 2 W/,& + % &% g X
G G
g
Find #
AÐ
A2
Solution: # = 2 2 Wcos + % sin X = 4 W− # − %X = −2 − 2√3%

gG gG √4
4 4 #
And
2 2Y 2Y 1 √3
= !cos + % sin $ = − + %
# 2 3 3 2 2
Triangular Inequality: | + # | ≤ | | + |# |
Proof: | + # |# = + # + # = | |# + |# |# + # + #
= | |# + |# |# + # +
# = | |# + |# |# + 2 #
≤ | |# + |# |# + 2| # | = | |# + |# |# #
∴ | + # | ≤ | ||# |
H.E AMU Page 93

Power and Root

De Moiver Formula
# = * ] /,& 8 + % &% 8] = * ] /,& 8 + % &% 8
⇒ cos 8 + % sin 8] = cos 8 + % sin 8
We use De Moiver’s formula to find the nth roots, √
{
= * cos 8 + % sin 8 = ] , ℎ* = cos ∅ + % sin ∅

⇒ = ] = ] cos n ∅ + % sin ∅
* cos 8 + % sin 8 = ] cos n ∅ + % sin ∅
By equating the absolute value on both sides of the above equation, we get
⇒ ] = * ⇒ = √* , ℎ* 'ℎ *,,' *+ ,&%'%f
{
By equating the arguments both sides, we obtain
1, 2, … ⇒ ∅ =
⇒ ∅ = 8 + 2©Y, ℎ* © = 0, B + , © %& %')*
B D #¬G
] ]
8 2©Y 8 2©Y
√ = √* cos ! + $ + % sin ! + $ , © = 0, 1, 2, … , − 1
{ {

√ = √*
| 2}~
W B X
, © = 0, 1, 2, … , − 1
{ {
or { {
You can check that © = 0 & © = , © = 1 & © = + 1 '/,are the same therefore, √ for
{
≠ 0 has the n distinct values.

These n values lie on a circle of radius √* with center at the origin and constitute the vertices of
{
a regular polygon of n sides.

The value of √ obtained by taking the principal value of arg z or k = 0.
{
Example: = √ ℎ& 'ℎ ', f+-&. = * cos 8 + % sin 8

Solution: we have © = 0, 1 = 2
8 8 8 8
= √* !cos + % sin $ # = √* !cos + Y + % sin + Y$ = −
2 2 2 2
Example:√4% = 2 W/,& g + % &% g X =
B G G
√2 + %√2 ℎ*, © = 0, 1, = 2, 8 = ,* = 4

B G
#
H.E AMU Page 94

Example: = √ , % %& ,&%'%f *+

Solution: © = 0, 1, 3, 8 = 0 & = 3
= √* ,

2Y 2Y 1 √3
# = √* !cos + % sin $ = √* − + %

3 3 2 2
4Y 4Y 1 √3
4 = √* !cos + % sin $ = √* − − %

3 3 2 2
Examples:
+
√1 = 1, − # % and √1 = 1 %
√4 ¯ B B
− #
this roots constitute regular three sided
polygon(equilateral triangle) and regular four sided polygon( square) respectively.
Circles and Annulus

Circle: - With center p and radius r is | − | = *
Open Disk. The open disk with center ∈ and radius * > 0 is the set
∈ ∶ | − | < *
i.e. all points of distance less than * *,ñ . The edge of the disk not included.
Closed Disk. The closed disk with center ∈ and radius * > 0 is the set
∈ ∶ | − | ≤ *
i.e. all points of distance less than or equal to r from p. The edge of the disk included.
Annulus. The set of points w < | − | < w# open annulus.
H.E AMU Page 95

Half Plane.
= + % such that > 0 upper half plane
= + % such that < 0 upper half plane
Exercises: Find the modulus, argument, real and imaginary parts of

1−% 1 4 + 3%
1 + %4 / 1 + %4
1+% 1 − % # 2−%
ANSWER
3Y 3Y
2√2, , −2, 2 1, , 0. – 1
4 2
1 Y 1 3Y
/ , , 0, √5, ' 2, 1, 2 2 Ã , , 0, 2 Ã
2 2 2 2
Exercises: Write the complex number in above, parts a) and d) in polar form.
ANSWER
4G
2√2 g √5 ]
1Ð #
Exercises: Determine the region in z- plane denoted by

Y 3Y
| − %| < 1 1 ≤ || ≤ 2 / < arg < , || < 1
2 2
ANSWER
H.E AMU Page 96

Exercises: Write each of following in the form + %

G ÃG
g #]G , = 0, B
1, 2, …
B
/ #] G
, = 0,1, B
2, … 4
.
1 + 2% 5
√2 – % − %1 − √2% 1 − %g ) ℎ
3 − 4% 1 − % 2 − % 3 − %
ANSWER
+ % 1 / − 1 − % − 2% − 4 ) − Ã +
√4
√# √# # #
% ℎ %
#
Ã #
Exercises: perform the following operations by first writing in polar form, write the answer in
the form + %
Â
√3 − % % 1 − √3%√3 + % / −1 + %û
ANSWER
− 64 2 + 2√3% / − −8%
Exercises: Show that = 1 + % &'%&%& # − 2 + 2 = 0
Exercises: prove that % = −(ñ (ñ % =
Exercises: Compute all the value of
√−1 √% / √1 + % √2% −1 E4
√−16
¯ ¯
ANSWER
G 4G ÃG ûG G ÃG aG
g , g , g , g Â , Â , Â
H.E AMU Page 97

G Ð' aG Ð' ûG Ð' #ÃG Ð' 44G

/ √2 # , √2 # , √2 # , √2 # , √2 # 1 + %, −1 − %
Ð'
+ %, −1, − %, √2 1 + %, √2 −1 + %, −√2 1 + %, −√2 −1 + %

√4 √4
# # # #
Function of Complex Variable: Limit, Derivative, and analytic function
Definition: A complex variable function defined on a set of complex number a rule which
assigns to each z in a unique complex number w.
= , f*%& % %& /++ /,ñ+ f*%+
Let u and v be the real and imaginary parts of w, w depends on = + %
⇒ - & , and f & ,
∴ = = - , + % f ,
Exam
xample: Ô' = = # + 5 + 1 find the real and imaginary part, 1 + %.
Solution: # = + %# = # − # + % 2 5 = 5 + %5
= # − # + 5 + 1 + % 2 + 5
∴ - , = # − # + 5 + 1 f , = 2 + 5 ⇒ - 1, 1 = 6 & f 1, = 7
hence, 1 + % = 6 + 7%
% ì,+,ñ%+&: = ] ] + ⋯ + + , ), = 5 # = 2% + %

Example:
ì
%% '%,+ -/'%,&: = , ℎ* ì & * ,+,ñ%+&

4 + 1
). =
5 4 − 2% + %
Definition: Let S be an open subset of a complex plane . Let f be a function on S, let L be a

Limit
lim = Ô
constant
A→A'
If given > 0 'ℎ* %&' -ñ* > 0 &-/ℎ 'ℎ' % ∈ Ø | − | < 'ℎ
| − Ô| <
ñ *,/ℎ from any direction in the complex plane .
H.E AMU Page 98

Definition: is said to be continuous at = if is defined and

limA→A' =
is said to be continuous in a domain if it is continuous at each point of that domain.
% ñ& defined in some neighborhood of . Neighborhood of means any

open set which contain , usually open disk center .
Example: % limA→

A2B
AB
= limA→ − % = −% − % = −2%, but the
AB A
Solution: limA→ = limA→
A2B
AB AB
Example: ×Õ = A , % 'ℎ +%ñ%' ' = 0

function is not continuous at x = -i.
A̅
V
Solution: » V = =
óúR
V óBúR
, the limit to be exist it must exist along any directions or curves and
equals.
Along x- axis (y = 0): = = 1, & → 0

B
Along y- axis (x = 0): = = −1, & → 0

B
∴ limA→A' A ,& ,' %&'.
A̅
Definition: A function is said to be differentiable at a point = if the limit

Complex Differentiability
+ ∆ −
6 = lim %&'
∆A→ ∆
Setting + ∆ = ⇒ ∆ = − , 6 = limA→A'
î A î A'
A A'
N.B: All rules of differential calculus: constant, integral power, sum, product, quotient chain
rule, etc holds.
Example: Use the definition to find the derivative of = #
+ ∆# − #
Solution:
6 = lim = lim 2 + ∆ = 2
∆A→ ∆ ∆A→
Example: Let = , &ℎ, 'ℎ' ,& ,' ℎf *%f'%f ' ,%'.
î AB ∆A î A h B ∆ B ∆i ∆∆
= =
∆A ∆B∆ ∆B∆
Solution:
Check along path I and II
H.E AMU Page 99

Along path I, % ∆ = 0 'ℎ 'ℎ +%ñ%' %& 1

Along the path II, % ∆ = 0 'ℎ 'ℎ +%ñ%' %& − 1
∴ The derivative does not exist at any point, since the limit different along the two path.
Suppose = - , + %f , %& %*'%+ ' = + % , then
− h- , + %f , i – h- , − %f , i
6 = lim = lim
A→A' − ,→ ' ,' h + %i − h + % i
h- , − - , i + %hf , − f , i
= lim
,→ ' ,' − + % −
Definition: A function is said to be analytic in a domain S if is defined and

Analytic Functions
differentiable at all points of S. The function is said to be analytic at a point = in S, if

is analytic in a neighborhood of . Also; by analytic function we mean a function that is
analytic in some domain.
Example: Polynomial functions analytic in the whole complex plane.
Activity: Compare the similarity and difference between differentiability and analyticity at a
point and in a domain.
Cauchy Riemann- Equations, Laplace Equations.
Let = - , + %f ,
We drive the basic criterion for analyticity of complex valued functions.
Let = - , + % f , be defined and continuous in some neighborhood of a point

Theorem (Cauchy – Riemann Equation)
= + % and differentiable at itself. Then at that point, the first-order partial derivatives of u

= = −
z v v z
and v exist and satisfy the Cauchy – Riemann equations .
Hence if is analytic in a domain S, those partial derivatives exist and satisfy the Cauchy –
Riemann equations at all points of S.
Let : Ø → be analytic
Proof:
î AB ∆A î A
By definition
6 = lim∆A→ ∆A
1
h- + ∆, + ∆ + %f + ∆, + ∆i − h- , + %f , i
= lim 2
∆→ ∆ + %∆
∆→
( ∆ = 0
H.E AMU Page 100

h- + ∆, + %f + ∆, i − h- , + %f , i
⇒ 6 = lim
∆
- + ∆, + - , f + ∆, − f ,
∆→
= lim + %
∆→ ∆ ∆
S- Sf
= +% 3
S S
( ∆ = 0
On the other hand,
h- , + ∆ + %f , + ∆i − h- , + %f , i
⇒ 6 = lim
∆→ ∆
= lim∆→ + % = + 4
â ,B ∆ â , ,B ∆ , â
∆ ∆ `
Comparing the real & imaginary part of (3) and (4), we get
∴ = ` = − (Cauchy – Riemann equations)
â â
If - , & f , have continuous first partial derivatives and satisfying C – R equations in

The converse
some domain S, then = - , + %f , is analytic in S.
Example: Show that the function = # + 5 + 1 satisfy Cauchy – Riemann equations.

Solution: = # − # + 5 + 1 + % 2 + 5
⇒ - , = # − # + 5 + 1 & f , = 2 + 5
S- , S # S 2 + 5 Sf ,
= − # + 5 + 1 = 2 + 5 = =
S S S S
= −2 = −
â

∴ It satisfy C – R equations, so f is analytic as the partial derivative exist & continuous.
&
Example: show that the function = , is not analytic.

Solution: Here we have = ̅ = − % ⇒ - , = f , = −. These are
differentiable with derivatives - = 1, - = 0, f = 0 f = −1. These are continuous,
since all are constant and - ≠ f , do not satisfy the C – R equations anywhere.
So f cannot be analytic anywhere.
Example: Show that the function = A , is analytic.

Solution: + % = B = /,& + % &% ⇒ - , = cos f , =
sin .
- = cos = f − - = &% = f

These are differentiable everywhere with
Which are continuous and clearly satisfy the C – R equations everywhere.
Exercises: Show that = A̅ , is not analytic.

So f is analytic everywhere on C and hence an entire function.
H.E AMU Page 101

‫ = ݂ܫ‬- , + %f , is analytic in a domain S, then both u and v satisfy Laplace’s

Laplace’s Equation
i.e. ∇# - = - + - = 0 ∇# f = f + f = 0, in S and have continuous second partial
equations
derivatives in S. Wℎ* ∇# = ∇ . ∇ = W % + X . W % + X = +

2 2
2 2
Example: Show that = A is harmonic function.

Solution: A function of complex variable is harmonic if it is analytic and satisfy Laplace’s
- = cos = f − - = &% = f

equation. From above example f is analytic and, we have
⇒ - = cos & - = − cos ⇒ - + - = 0, &%ñ%+*+ f + f = 0
Which have continuous second partial derivatives in C and satisfy Laplace’s equations.
So f is harmonic function on C. u and v are harmonic conjugates of f.
Example: Show that the function - , = 4 − 3 # is harmonic and find the corresponding
analytic function.
S- S #- S- S #-
Solution: we have
= 3 − 3 ,
# #
= 6, = −6, = −6
S S # S S #
∴ 2 + = 0 ⇒ u is a harmonic function.
2 â 2 â
2
Now 6 = - − %- = 3 # − 3 # − % −6 = 3 # − 0 − % 9 − 6. 0 = 3 #
∴ = 4 + /
1
Exercises: Locate the points where the given functions are not analytic in the specified domains.
/&/ # , ,* || < 4 # , ,* || < 3 / || ' , ,* || < 2
− 3% + 16
Y Y
ANSWER
ÃG
0, B
Y, √3 g = 2 cos 2© + 1 + % sin 2© + 1 , © = ,, 1, …
4 4
c) Nowhere analytic as || is not analytic function.
Exercises: Show that = sin 3 satisfies the C – R equations for all z. Find 6 both in
ANSWER: 3 cos 3 cosh 3 − % 3 sin 3 sinh 3 = 3 cos 3

Cartesian form and as a function of z.
- , = 4 − 3 # + 2 + f , cos + sin + 2
Exercises: Verify that the given function is harmonic, and find its harmonic conjugate
/ f , = sinh 2 cos 2 + cosh 2 sin 2

- , = cos 3 cosh 3 + sin 3 sinh 3
- , = h # − # cos + 2 sin i - , = cos − sin
) - , = 4 − 3 # + 3 + 1
H.E AMU Page 102

= + 2 − % + %/ = A + 2% + /
ANSWER
4
/ = sinh 2 + / = cos 3 + %/ = + %# B

= A + /% ) = 4 + 3 + 1 + /%
Elementary Functions: Exponential, Trigonometry, Hyperbolic and logarithm

Functions, General power.
By preserving the following familiar properties of the real exponential function

Exponential Function
A %& +'%/ %

A
= A

/ A = ℎ (ñ = 0
From Euler formula, we have D = cos 8 + % sin 8 -''%) = 8 ⇒ = cos + % sin
B = = cos + % sin ⇒ - , = cos & f , = sin
But = cos = & = − sin = −
â , , â , ,
∴ C – R equation satisfied⇒ analytic ⇒ a

A = cos + sin = cos + % sin = A ⇒ b

A
üℎ = 0 ⇒ A = B = ⇒ (c)
A = B = cos + % sin ⇒ | A | = arg A =
By taking = 0 = 8, we have

D + D Ó D − D
Ì D = cos 8 + % sin 8
D
⇒ cos 8 = sin 8 =
= cos 8 − % sin 8 2 2
A function f is periodic with period c if + / = ,* ++ ∈
⇒ A = ABã = A ã ⇒ ã = 1 ⇒ 1 = | ã | = e0 ã ⇒ / = 0
Thus, / = % ∅ ,* &,ñ ∅ % ⇒ 1 = ã = ∅ = cos ∅ + % sin ∅ ⇒ ∅ = 2Y ⇒ / 2Y%
∴ A 1#]G = A *%/%+ f+-; −Y < ≤ Y
Ï
A + A A − A
Trigonometric and Hyperbolic Functions
cos = sin =
2 2
tan = ã A , cot = ]^ A , sec = \] A , all the other trigonometric function defined in similar
]^ A \] A
Definition: sinh = cosh =

fashions.
0 0 1 0 B 0 1
# #
, all the other hyperbolic functions defined in
similar way.
/,& # + &% # = 1
Exercises: Prove that
H.E AMU Page 103

cos B# = cos cos # Bsin &%#

c cos ′ = −sin sin ′ = cos cos −

= cos tan − = − tan
B + B +

Expanding sine and cosine
cos = =
2 2
0 1r \] B ]^ B 0 r \] ]^
= #
+ −
= cos ! $ − % &% ! $ = /,& cosh − % sin sinh
2 2
cos = cos + % = /,& cosh − % sin sinh

sin = sin + % = &% cosh + % cos sinh
In particular taking = 0
⇒ cos % = cosh & sin % = i sinh
A + A
By expanding the hyperbolic function
cosh = = cosh cos + % sinh sin

2
A − A
sinh = = sinh cos + % cosh sin
2
Setting = 0,we obtain

cosh % = cos & sinh % = % sin
Example: Find √cos √sin
Solution: |/,& |# = /,& /,&ℎ # + −&% &%ℎ # = /,& # /,&ℎ# + &%# &%ℎ#
= /,& # 1 + &%ℎ# + &%# &%ℎ# = /,& # + /,& # + &%# &%ℎ#
= /,& # + &%ℎ#
∴ √cos = ?/,& # + &%ℎ#
Similarly √sin = ?&%# + &%ℎ#
Example: Find all z satisfying sin = 0 & cos 0
Solution: sin = 0 ⇒ sin cosh + % cos &%ℎ = 0 + %0 ⇒
sin cosh = 0 & cos sinh = 0
⇒sin = 0 ⇒ = Y *,ñ 'ℎ 2] cos Y sinh = 0 ⇒ −1# sinh = 0 ⇒
sinh = 0 ⇒ = 0
∴ = Y + 0%, = 0, B
1, 2, …
B
Similarly sin = 0 ⇒ = W # + YX + 0%, = 0, B

1, 2, …
G B
Example: Find all z satisfying cosh = #

Solution:cosh = cosh cos + % sinh sin = + 0%
#
H.E AMU Page 104

1
⇒ /,&ℎ /,& = & &%ℎ &% = 0
2
Now, sinh sin = 0 ⇒ sinh = 0 ,* sin = 0 ⇒ = 0 ,* = Y
Case i) = 0 ⇒ cosh , cos = ⇒ cos = ⇒= BG
4 + 2Y
# #
∴ = 0 + Y⁄3 + 2Y%, = 0, B
1, 2, …
B B
Case ii) = Y ⇒ cosh cos Y = ⇒ −1# cosh =

# #
Which has no solutions because cosh ≥ 1 ,* ++
⇒ = W B + 2YX %, = 0, B
1, 2, …
G B
4
Exam
xample: Solve the equation A = 2%
Solu
olution: Let = + % ⇒ = | A | = |2%| = 2 ⇒ = ln 2. ℎ cos + % sin = %
Which means that sin = 1 & cos = 0
So there are infinitely many solutions, given by
Y
= ln 2 + %8, ℎ* 8 = + 2©Y, ,* © ∈
2
Example: Solve sin = 2
Solution:
sin = sin + % = &% cosh + % cos sinh = 2 + 0%
⇒ sin cosh = 2 & cos sinh = 0
From the second, sinh = 0 ⇒ = 0 ,* cos = 0, % = 0, *,ñ 'ℎ %*&', sin = 2 which
is impossible. So we must have
cos = 0 ⇒ sin = 1, & cosh
B
> 0 ⇒ sin = 1 & cosh = 2
∴ = + 2©Y, ,* © ∈ , = arccosh 2
G B
#
Logarithm and General Power

Definition: The natural logarithm of = + % is denoted by ln is defined as the inverse of
the exponential function.
= ln ⇒ è =
Let = - + %f = || D = * D ⇒ è = âB = â = â cos f +
% sin f = * D
â = | â | = â & = 1 ⇒ â = || = *, ℎ/ - = ln||

Taking the absolute value on both sides
f = 8 = arg
And by taking the argument both sides
∴ ln = ln|| + %*) = ln ? # + # + % arg + %

Since the arg is an integral multiple of 2Y &, ,& ln ,* − Y < arg ≤ Y is called the
principal value of ln . ln = Ô B
2Y%, = 1, 2, … ℎ* Ô %& *%/%+ f+-
H.E AMU Page 105

Definition:
=
] A , %& /,ñ+ -ñ*, ≠ 0
General power

= hln|| + % 8 + 2Yi
Example: Find the principal value of %
~ Ï ~1
Solution: % = ] = 2 1#]G = 2 Ï#]G
∴ The principal value is = 0, ⇒ % = 2
~
Example: What are the logarithms of 2 + 3%

Solution: Writing in polar form * = √2# + 3# = √13 and,
since the complex number is in the first quadrant, 8 = arctan ⇒ 8 ∈ −Y, Yi
4
#
∴ ln 2 + 3% = ln √13 + % arctan + 2©Y%, © ∈
4
#
The principal value is ln 2 + 3% = ln √13 + % arctan #
4
Example: what is % E#
?
Solution: % = exp W# + %X , -' ln % = % W # + 2©YX ,* © ∈
E# G
1 Y
⇒ % E# = exp ! % + 2©Y$ = Eg ¬G © ∈
G
2 2
%Y
exp E4 = 1 + % ⁄√2
B
But ¬G
can only take values 1 and -1. ⇒ % E# = B
B
√#
The principal value is
= −1 − % B sinh = 0 / cos = − cosh 3 sinh = % cosh 2

Exercises: Solve the following
tanh = 0 A = −2
= W 1 + % ln √2 − 3YE4 % + 2©Y%X , © ∈ = Y%, = 0, B

Solution:
1, 2, …
B
/ = 2 + 1Y B3%, = 0, 1, 2, …

B B
= B 2 + 4 + 1 # , = 0, 1, 2, …
G B B
= Y%, = 0, B1, 2, …

B
= + 2 + Y% + 2Y%, =
0, 1, 2, …
B B
The Inverse Trigonometric and Hyperbolic Functions
Definition: = &% ⇒ &% =

Example: Show that &% = −% +% √1
B
− #
Proof:- = &% ⇒ = sin =

⇒ #è − 2% è − 1 = 0 ,*
0 0 1
#
è # − 2% è − 1 = 0 Quadratic in è )
√1 − ⇒ % = ln% √1 −
Solving this quadratic equation è = % B # B #
∴ = −% ln% B √1 −
#
% %+
Exercises: similarly show that
/,& = −% ln W B ?1 − X
# ' = % / /,&ℎ = ln W B
?1 − X
#
2 %−
1 1+
'ℎ = ln
2 1−
H.E AMU Page 106

SELF CHECK EXERCISE

a) Exercises: Write in polar form * D
% 1 + % / − 2 − 3% √3 + 3% ) − 5
B

G G 4G G G
ANSWER
# √2 g / 2 G 3 # 2√3 4 # ) 5 G
b) Exercises: Find the moduli and argument of the following complex numbers.
1−% 1 + 2% 3−% 3+% 2+% # 2+%

/
+ ! $
1+% 1 − 1 − %# 2+% 2−% 3−% 4% + 91 + %#
Y 1 Y √5
ANSWER
1, − 1, 0 / 2, 0 , , −' 2
2 2 2 6
c) Exercises: Express each function in form - , + %f , , where u & v real
1
4 / # + 4 − 1 2 # − 3 4 + 2%
1− 3+
1−
ANSWER
4 − 3 # , 3 # − 4 ,
1 − # + # 1 − # + #
/ # − # + 4 − 1, 2 + 4
2 # − 2 # − 3, 4 − 3 4 − 3 # − 2, 3 # − 4 + 2
# + 3 + # 3
# ,
+ 6 + + 9# + 6 + # + 9
#
d) Exercises: Find the locus of the point z satisfying the following conditions
−1 Y −% − Y

arg = f f ≥2 / | − 1| + | + 1| ≤ 4 *) W X = , ∈
+1 3 +% + 2
2
ANSWER
%*/+ ! # + # − −1=0$ +,& %&© 3 # + 3 # + 10 + 3 ≤ 0
√3
/ ('*%,* & ,-* , ++%& W g + 4 ≤ 1X /%*/+, %'ℎ /'* , .
2 2
e) Exercises: Prove the parallelogram law | + # |# + | − # |# = 2h| |# |# |# i and

give a geometric interpretation.
f) Exercises: Find the root of
√−% √4 − 3% / √−4 √−1 b1 + %√3

¯
ANSWER
H.E AMU Page 107

G 4G 1
g , g B
3 − % 1 + %,
/ B
− % B 1

√2
Y Y 3Y B 3Y G ûG 4G
− 1, cos B% sin , cos % sin √2 a , √2 a , √2 a

5 5 5 5
g) Exercises: Check the continuity , 6 , & C – R at origin
B
≠ 0Ó ||# ,* ≠ 0Ó
= Ì = Ò / = ?||
0 ,* = 0
B
0 =0
ANSWER
/,'%,-,& ' = 0, -' 6 0,&6 ' %&', − &'%&%

/,'%-,-&, 6 0%&', − &'%&%
//,'%,-,& ' = 0, -' 6 0,&6 ' %&', − &'%&%
h) Exercises: The function = - , + %f , is analytic. Find the imaginary part.
1
- , = ln # + # - , = cos cosh / cos
2
− 14 − 3 # + 3 #

ANSWER
' W X + / − sin sinh + / / sin + /

3 # − 6 + 3 − # + /
i) Exercises: Find the analytic function of = - , + %f ,
sin 2
- , = 4 − 3 # sin cosh / - , =
cosh 2 cos 2
- , = cos − sin - , = # + # − 5 + + 2
= % + / = sin + /% / = tan + % + % B + /

ANSWER
4
# − 5 − % + 2 + /%
j) Exercises: Compute
ln −% ln / ln % ln−1 + √3%
Y 1 2Y
ANSWER
1 − % + 2©Y% © ∈ 1 + 2©Y% / !2© + $ Y% ln 2 + % + 2Y©%
2 2 3
k) Exercises: Find the principal value of
1+%
% −1G / 1 + % B
−1 − % B
ln −1 ln
1−%
H.E AMU Page 108

4G
) −%# ℎ 1 + % % −1 − √3%
2
G G 4 Y
ANSWER
# / 1 + % g √# %Y %
B √# G
g
~ ~
2
) 2 ℎ ¯ B √# % − #G
2
l) Exercises: Solve the following equations.
A = 2% ln = % / arctan 2% = sin = 2 cos = 3

G
#
A = −% # ) cos = cosh 2
Y 2© + 1 + 3
ANSWER
= ln 2 + % + 2©Y, © ∈ % + 2©Y% , © ∈ / − + %, © ∈
2 2 2
1
!2© + $ Y B ln 2 + √3, © ∈ × = 2©Y B *//,&ℎ 3, ,* © ∈
2
Y
3 + % W− + 2©YX , © ∈ ) 2©Y B 2%
2
H.E AMU Page 109

CHAPTER V
COMPLEX INTEGRAL
Chapter Objectives
• Define the meaning of line integral in complex plane.
• Evaluate integrals along a path in the complex plane.
• Understand the statement of Cauchy’s theorem.
• Understand Cauchy integral formula
• Derive the Cauchy – Riemann equations.
• Apply Cauchy Integral formula to evaluate line integrals.
Content Outline
o Complex number
o Function of complex variable, limit, derivative and analytic function.
o Cauchy Riemann equations, Lap lace equation.
o Elementary function: exponential; trigonometry; hyperbolic and

logarithmic functions, general power.
.
110
Advanced Engineering Mathematics Complex Integral
Line Integral in the Complex Plane
Activity:
Discuss how line integral defined and evaluated in the xy – plane.
What is the meaning of smooth curve in x
Explain different properties of line integral in x .
Let C be a smooth curve in complex z – plane. Then we may represent C in the form
' = ' + % ', ≤' ≤

Where ' has a continuous derivative ' ≠ 0 for all t
Let be a continuous function which is defined at each point of C, we subdivide the interval
≤ ' ≤ in to ' = , ' , '# , … , '] , '] = , ' < ' < '# < ⋯
The corresponding subdivision of C by points , , # , . . ., ] , ] ℎ* = '
On each portion of subdivision of C we choose an arbitrary point ξ ' & a point ξ # b/n
& # etc
Ø] = ^ ξ ∆ , ℎ* ∆ = −

í
The greatest |∆ | → 0 ,* & → ∞ the limit is called the line integral, denoted by ã the curve
C is called the path of integration.
Let = - , + %f , ∆ = ∆ + %∆
⇒ Ø] = ∑]í - + %f ∆ + %∆ ℎ* ξ = - + %f
⇒lim]→∞ Ø] = ã = ã - − ã f + % ã - + ã f
H.E AMU Page 111

Evaluation (Conversion to Definite Integral)
« « « «
= - − f + % - + f ,
ã ã ã ã
ℎ* - = -h ', 'i, f = fh ', 'i
Or
« «
= - + %f + % ' ,* = ' ''

ã ã
Example: Evaluate ã , where C the unit circle in CCW sense.

A
Solution: C is in the form ' = cos ' + % sin ', 0 ≤ ' ≤ 2Y
⇒ ' = − sin ' + % cos '
« #G #G
1 1
= ' '' = − sin ' + % cos '' = % ' = 2Y%
cos ' + % sin '
ã
Or ' = ⇒ ' = % ⇒ = % ' ⇒ ã

#G #G

= 0 % '

= % ' = 2Y%
A
Example: Evaluate ã − , ℎ* ñ %& %')* %& /,&''. is a circle of
radius w with center at .
Solution: C is in the form ' = + w cos ' + % sin ' , 0 ≤ ' ≤ 2Y
⇒ − = w ⇒ = %w ', we obtain
#G #G
− = w %w = %wB B

'
ã
If m = -1, then as the above example.
#G #G #G
For ñ ≠ −1 B
' = cos ñ + 1' ' + % sin ñ + 1'' = 0
2Y% % ñ = −1 Ó
∴ − = Ò
0 % ñ ≠ −1 ñ ∈
ã
Basic properties of the Complex Line Integral
If we decompose the path C in to two portion # ã = + ã

Ð 2
H.E AMU Page 112

A A
A = − A '
'
ã h© + ©# # i = © ã + ©# ã #
The ML Inequality
We have from the real integral

« «
² - , + %f , ² ≤ |- , + % f , |

Now consider a simple smooth path ± % and a function which is continuous on ±. Then
« «
² ² = ² ' ''² ≤ | '|| '|'

Suppose that we know that| | ≤ ° , ±. Then
² ² ≤ ° | '| ' ≤ °Ô, ℎ* Ô ±%& 'ℎ +)'ℎ , ±.

∴ℎ °Ô %e-+%' %& n n ≤ °Ô

Example: Estimate the integral of = A
taken once around the circle || = w
Solution: We have + = 2Yw | | =

on the circle. Then from LM inequality
1
² ² ≤ 2Yw = 2Y
w
ã
Example: Evaluate
, ℎ* = # + + %, *,ñ = 0 ', = 1 + %, +,) 'ℎ *,+ = #
«
Solution: C: ' = ' + %' # , 0 ≤ ' ≤ 1 i. e. = 0 ', = 1 + %
Now, ′ ' = 1 + 2'%. ' = ' # + ' # + % '' # = 2' # + %' 4 .
⇒ã = ' ' ' = 2' # + %' # 1 + 2'%' = 2' # − 2' g + 5' 4 %'
4 5
= + %
15 4
Exercises: E valuate the given integral along the indicated curve

1 +
, ℎ* %& 'ℎ *%)ℎ' ℎ+ , /%*/+ | | = 1 *,ñ = −% ', = %

ã
H.E AMU Page 113

ã # + % 4 , ℎ* is the straight line from = 1 ', = %

/ ã A , where C is the square with vertices = 0, = 1, = 1 + %, = %
ã #A , the shortest path from Y% ', 2Y%
ã # + % # , ℎ* is the composed of the line segment joining
0, 0', 1, 1& 1, 1', 1, 2
7 1 7
ANSWER:
2 + Y% − + % / 0 0 − + %
12 12 3
0
Exercises: Find the upper bound for the absolute value of the given integral along the indicated curve.
ã , where C is the circle || = 5
A2 B
ã # + 4 , where C is the line segment from = 0 ', = 1 + %.
A
/ , ℎ* %& 'ℎ /%*/+ || = 4
+1
ã
be the upper semicircle of || = 1
A
ã , ℎ*
A2 B #
5Y Ã
8Y g
ANSWER:
6√2 / Y
12 3
Cauchy’s Integral Theorem
Definition: A domain D in the complex plane is called a simply connected domain if every simple closed
curve in D (not self intersection) encloses only points of D. A domain which is not simply connected is
said to be multiply connected.
Example: The interior of a circle, ellipse, square, etc
Doubly connected Triply connected
If is analytic in a simply connected bounded domain D, then for every simple closed path C in D.
Theorem (Cauchy’s Integral Theorem)
= 0
ã
H.E AMU Page 114

We can prove it by using Green’s theorem and Cauchy Riemann equation,

Let ã = ã - − f + % ã - + f
By Green’s theorem, we haveã = ∬e W− − X + % ∬ã
â â
W − X

â â
= − = . Then the

By Cauchy Riemann equation, we have above integral become
= d 0 + % d 0 = 0
ã e ã
Activity: What are the conditions in C.I.T?
Is the converse true?
If it is false how you can prove it? Discuss.
Example: ã A = 0, for every closed curves , because A is analytic ∀ ∈ (an entire function)
Example: ã
A2
= 0 where C is a unit circle
Note that this result does not follow from Cauchy theorem, as = A2
is not analytic at = 0. Hence
Cauchy theorem is sufficient but not necessary.
Application Cauchy Theorem

Independence of Path
Let C be a closed curve in two arcs #
= + = 0 ⇒ − =
Ð 2 2 Ð
If you reverse the sense of integration along # , we get
⇒ =
∴ If f is analytic in D, and # are any paths in D joining two points in D having no further points
2 Ð
in common the integrals are equal ( Independent of path). We can traverse the curve unless it pass the
point at which the function is not analytic, which is called principle of deformation of path.
Application to Multiply Connected Domain

The multiply connected theorem can be cut so that the resulting domain becomes simply connected
For a doubly connected domain look at the figure below.
H.E AMU Page 115

# are simply connected, so we can apply Cauchy theorem. Along # the integrals cancel
each other and out
⇒ =
Ð 2
where : || = 1 # : || =

A
Example: Evaluate A #
2
both traversed in CCW.
Solution: By the above = = 2Y%

2 Ð
Evaluation of Line Integrals by Indefinite Integrations

An indefinite integral is a function whose derivative equals to a given analytic function in a
region.
Theorem (Fundamental theorem for curve integrals)

Suppose f is continuous in a simply connected domain D and F is antiderivative of f , that is,
6 = in D , and for all path in D joining two points a and b in D
«
= = −

Activity: Compare and contrast the above theorem with Fundamental theorem of Calculus
B
Example: Evaluate using antiderivative 2
2 = Ó # | = −1 + %# − −1# = −1 − 2%
B
Solution:
B
Example: Evaluate sin

G
Ó cos |G = − cos Y − − cos % = 1 + cos % = 1 + cosh 1

Solution: sin = −
G

#
Example: Evaluate4
A
# G # G
Solution: 4 A = ln 2% − ln 3 + 2©Y% = ln 2 +
#
% − ln 3 = ln 4 +
#
% + 2©Y%
Exercises: Evaluate
H.E AMU Page 116

B #G
4 GA / /,&ℎ
E G
#
1 1
ANSWER
0, − − % / 0
Y Y
Cauchy’s Integral Formula
Let be analytic in a simply connected domain D Then for any point % and any simple closed
Theorem (Cauchy’s Integral Formula)
path C in D which encloses

î A
We have = 2Y%
A A'
The integration being taken in the CCW.
where C is a circle of radius 1 and center at the point

A2B
Example: Evaluate
A2
= 1 = #
/ = −1 = %
A 2 = AB A , Ô' = AB & the point = 1 lies inside C but

Solution:
A2B A2B A A2B
= −1 lie outside the circle C, where f(z) is not analytic at z = -1.
is analytic inside and on C, by Cauchy’s Integral formula, we have

# + 1 # + 1
= = = 2Y% 1 = 2Y%
− 1
# + 1 −1 −1

We obtain the same result as a) because the given function analytic except at the points
= 1 & = −1, by continuous deformation the circle b) obtained from a), without passing a
point where f(z) is not analytic.
# + 1 # + 1 # + 1
/ # = = , ℎ* =
− 1 − 1 +1 +1 − 1
ã
= ã = 2Y% −1 = 2Y% −1 = −2Y%
A2B î A
By C.I.F
A 2 AB
The given function is analytic everywhere inside the circle. Therefore, by Cauchy theorem
# + 1
= 0
# − 1

H.E AMU Page 117

Exercises: Evaluate using C.I.F

# − 4 + 4
, ℎ* : 'ℎ /%*/+ || = 2
+%

, ℎ* : 'ℎ /%*/+ | − 2%| = 4
# + 9

A # − 3 + 4%
/ , || = 4 , || = 3
− Y% + 2%

#
, % | − %| = 2 %% | + 2%| = 1
# + 4

− 8Y + 6Y% Y% / − 2Y% − 20Y − 8Y% %. −2Y %%. 2Y

ANSWER
The Derivatives of Analytic Functions
A complex function has first derivative in a domain D these follows the existence of derivative of all
orders in D.
If is analytic in a domain D, then it has derivatives of all orders in D which are then also analytic
Theorem (Cauchy’s Integral Formula for Derivatives)
function in D. The values of these derivatives at a point % are given by the formulas
1
′ =
2Y% − #

2!
′′ =
2Y% − 4

And in general
!
] = , = 1, 2, …
2Y% − ]B

Here C is any simple closed path in D which encloses and whose full interior belongs to D, the curve C
is traversed in the CCW sense.
Here differentiate the C.I.F with respect to to get ′ of above.

, ℎ* : 'ℎ /%*/+ || = 1
AB
Example: Use the C.I.F for derivative to evaluate ã A ¯ B gA
Solution: The integrand is not analytic at = 0 = −4 but only = 0 lie inside C. By writing
⇒ = 0. = 2, = + 1E + 4 ⇒ ′′ =
the integrand,
AB AB E Â
= ABg
ABg
A ¯ B gA A
′′ 0 = − 4# %
AB #G 4G
By the theorem ã =
A ¯ B gA #!
H.E AMU Page 118

Exercises: Evaluate using C.I.F for derivative

A #A g
2
½ , : | − %| = 1 − , : || = 6
− %4 g − %4

1 cos 2
/ , : | − 2| = 5 , : || = 1
4 − 1# Ã

8 4
ANSWER
− 2Y % Y + 12Y% / 0 Y%
3 3
Cauchy’s Inequality
Let C be a circle of radius r with center , and let M be the maximum of | | ,

By applying n n ≤ °Ô
! ! 1
] = ² ² ≤ ° ]B 2Y*
2Y% − ]B 2Y *

! °
⇒ ] ≤ ]
*
Liouville’s Theorem
A bounded entire function is constant.
Proof: suppose f is analytic for all z & is bounded ⇒ ∃° ∋ | | ≤ °, ∀

W
By Cauchy’s inequality,| 6 | ≤ C
by taking r arbitrarily large enough ⇒ | 6 | = 0 ⇒ 6 = 0
∴ must be constant.
These theorem enable us to prove fundamental theorem of Algebra.
H.E AMU Page 119

SELF CHEK EXERCISES

a) Exercises: Evaluate the following.
̅ , : || = 1 &ñ% /%*/+*,ñ − 1 ', 1,f ,* +, 'ℎ *+ %& *&.

, *,ñ = 0 ', 4 + 2% +,) 'ℎ /-*f % = ' # + %'

%% 'ℎ +% *,ñ = 0 ', = 2% 'ℎ 'ℎ +% = 2% ', = 4 + 2%
+2
/ , : = 2 , 0 ≤ ' ≤ Y

#Bg
# , % +,) 'ℎ *,+ = ', = ' # , ℎ* 1 ≤ ' ≤ 2

B
%% +,) 'ℎ +% ,%%) 1 + % ', 2 + 4%,
%%% +,) 'ℎ +% *,ñ 1 + % ', 2 + % 'ℎ ', 2 + 4%
# + % , &*%)ℎ' +% *,ñ 1, 1', 1, 4

2 # − 3% , +,) &'. +% *,ñ 1, 1', 4, 1

8 86 86
ANSWER
− Y% ,* Y% % 10 − % %% 10 − 8% / − 4 + 2Y% % − − 6% %% − − 6%
3 3 3
ÄÂ
%%% − 4 − 6% − 18 − 18% 36 + 21%
b) Exercises: Use Cauchy theorem or C.I.F to evaluate the following.

2 + 5 1
, : % || = %% | + 1| = 2 %%%| − 3| = 2 %f | + 2%| = 1
− 2
# 2

+2
, : %|| = 1 %% | − 1 − %| = 1
# − 1 − %

sin # − 9
/ # , : || = 1 cosh , : || = 1
− 25 # + 9

−1 1
, : | − %| =
− % − 3% 2

H.E AMU Page 120

% − 5Y% %% − 5Y% %%% 9Y% %f 0 % − 3Y − Y% %% 3Y + Y% / 0 0Y − Y − Y%

ANSWER
c) Exercises: Use the fundamental theorem to evaluate the following.
4B #B g
1
# 2 + 1# / cos , 'ℎ 'ℎ ,' && 'ℎ*,-)ℎ 0
#
g
#
26 7 22 1
ANSWER
6 + − − / sin 2 + % %
3% 16 3% 2
d) Exercises: Evaluate the following

sinh Y cos 1 A cos
# , : || = 1 , : || = / , : || = 2
− 3 2 2 Y #
W − 2 X
A
sinh E#
, : || = 2 , : | − 2 − %| = 3 ü
g − g

, ℎ* : % | + %| = 1 %% || = 2
]^ A
A2 B
E
£Y%
ANSWER
#
4 % | − 2 − %| < 3
0 Y% / − 2Y%
GE
# Y% 24 Ó
3 ¢ 0 % | − 2 − %| > 3
¡
\% Y% sinh 1 %% 2Y%&%ℎ 1
H.E AMU Page 121

CHAPTER VI
Taylor and Laurent series

Chapter Objectives
• Define the meaning of Taylor and Lauren series.
• Represent analytic function by a power series.
• Understand the difference between Taylor and Laurent series.
• Distinguish the singularities of a function.
• Write the Laurent series of a function.
• Apply Taylor series for approximation of analytic function.
Content Outline
• Sequence and series ; tests of convergence

• Power series
• Taylor series of elementary functions
• Laurent series.
.
122
Advanced Engineering Mathematics Taylor and Laurent Series
Sequence and Series; Tests of Convergence
Definition: A sequence] is a function whose domain is the set of positive integers.

Example: 1 + % ] is 1 + %, 0, 1 − %, 2, …
If lim]→∞ ] = L, we say that the sequence ] is convergent. In other word
∀ > 0, ∃ ∈ A ∋ |] − L| < ℎf* > A.
{ÏÐ {ÏÐ
Example: The sequence Ê Ëconvergence, since lim]→∞ =0
] ]
Theorem: A sequence ] converges to a complex number L if and only if ] converges to Ô

and (ñ ] converges to (ñ Ô.
]
Example: The sequenceÊ Ë converges to i. Note that Re(i) = 0 and Im (i) = 1. Then
]B#
] = ⇒ ] = → 0 (ñ ] =
] #] ]2 #] ]2
]B#
= ]2 B #
+ % ]2 B g ]2 B g ]2 B g
→ 1 & → ∞
Definition: An infinite series of complex numbers ∑∞

¬í ¬í + # + … + ] + … is converges. If the
Series
sequence of partial sum ] where Ø] = + # + … + ] converges.

Ø ,
( Ø] → Ô & n→ ∞, we say that the sum of the series is L
For the geometric series ∑∞

¬í
¬
= + + # + … + ] + … the term of the sequence
Geometric Series
A {
of partial sums is Ø] = + + # + … + ] =
A
As Ø] − Ø] = − ] . Since ] → 0 & → ∞, ℎf* || < 1. Therefore, the geometric series
converges to A and diverges when || ≥ 1

Example: The series ∑∞

B#} B# B#2 B#
¬í Ã}
= Ã + Ã2 + Ã + … is geometric series with =
= || =
B# B#
< 1, 'ℎ &*%& /,f*)&
√Ã
Ã Ã Ã
ÐÏ2
∴∑∞
B#}
¬í =
=
Ã}
ÐÏ2 #
Theorem: If ∑∞
¬í ¬ /,f*)&, 'ℎ lim]→∞ ] = 0(necessary condition for convergence).

We have equivalent form
Theorem: If lim]→∞ ] , then the series ∑∞¬í ¬ diverges.

Example: ∑¬í ¬ %f*)& &%/ ] = ] → 1 & → ∞
¬BÃ ]BÃ
Definition: An infinite series ∑∞

¬í ¬ is said to be absolutely convergent if ∑¬í |¬ |
∞
Example: ∑∞víu Wvx Xis absolutely convergent since n¬ 2 n = and the real series ∑∞
úv }
¬2 ¬í ¬2
.
Converges because it is p - series.
Suppose ∑∞
¬í ¬ is a series of non zero complex term such that lim]→∞ n n = Ô,
Theorem: (Ratio Test)
A{ÏÐ
A{
a) If Ô < 1, then the series converges absolutely.
b) If Ô > 1 ,* Ô = ∞, then the series diverges.
c) If Ô = 1, the test is inconclusive.
H.E AMU Page 123

¬í ¬ is a series of compelex terms such that lim]→∞ ?|] | = Ô,

Theorem: (Root Test)
{
a) If Ô < 1, then the series converges absolutely.

Suppose ∑∞
b) If Ô > 1 ,* Ô = ∞, then the series diverges.

c) If Ô = 1, the test is inconclusive.
Power Series
∑∞¬í ¬ − = + − + # − + … where the coefficients ¬ are complex

An infinite series of the form
¬ #
constants is called a power series in − , centered at

Analogous to the concept of an interval of convergence in real calculus, when 0 < < ∞, a complex
power series has a circle of convergence defined by | − | = . The power series converges
absolutely for all z satisfying by | − | < %f*)& ,* by | − | >
Example: The power series ∑

A }ÏÐ
¬í ¬
]B#E
. By the ratio test

lim ² ]B + 1² = lim || = ||
]→ E ]→ + 1

Thus the series converges absolutely for || < 1 , R = 1
Example: Show that the power series ∑ converges for all ∈ .

}ÏÐ A }
¬í ¬!
−1]B#
Solution: By ratio test, we have
+ 1!
T T 1
= lim = lim =0
]→ T −1 E
]B
T ]→ + 1
!
∴ the series converges absolutely for ∈ .
Note that like real series a power series represent a continuous function within circle of convergence,
integration term by term and differentiation term by term within circle of convergence is also possible.

Exercises: Apply the ratio test to the series
! %] 2]B
^ −1 ]B
^ / ^ −1]B
] 3 + 2# +2
]í ]í ]í
1
ANSWER
= = 1, 'ℎ '&' %+ / = 2

H.E AMU Page 124

Taylor Series of Elementary Functions
Theorem (Taylor’s Theorem)
Let be analytic in a domain D, and let = be any point in D. Then there exists precisely one
Taylor series

1 ] 1
= ^ ] − ] ℎ* ] = ,* ] = , = 1, 2, . .
! 2Y% − ]B
]í
The remainder ] after the term ] − ] , can be represented in the form
] =
A A' {ÏÐ î A ∗
A ∗ A' {ÏÐ A ∗ A
∗
#G
|] | ≤ { where M is the maximum of | | on a circle | − | = * % whose interior is also in D.

W
The coefficients satisfy the inequality
C
Proof: We apply Cauchy’s Integral formula to prove the theorem, is analytic in a neiborhood of a
point = , let C be a circle center a.
By C.I.F, = #G A∗ A ∗ , ℎ* is an arbitrary fixed point inside C and ∗ is on C
î A ∗
1 1 1
= = − ,
∗ − ∗ − − − ∗ − W1 − ∗ − X
−
&%/ ∗ %& , %& %&% , n ∗ n <1
−
¤{ÏÐ
From the geometric progression 1 + e + e # + … + e ] =
¤
1 {ÏÐ
A A # A ] ∗
⇒ 1 =1+ + WA ∗ X + …+ WA ∗ X + 1
∗ 1
W ∗ X A∗
1 ∗ 1
1 {ÏÐ
A A2 A{ ∗
⇒ A ∗ A = 1 = A∗
+ A ∗ 2
+ A ∗
+ …+ A ∗ {
+ 1
A ∗ A
A ∗ W ∗ X
1
î A ∗
⇒ =
#G A ∗ A
∗ =
− ]B
1 ∗ ∗ − ∗ − # ∗ − ] ∗ −
∗ + + + …+ + ∗ ∗
2Y% − ∗ − # ∗ − 4 ∗ − ] ∗ −

î A ∗ A î A ∗
= #G ∗ +
#G A ∗ 2
∗
A∗
− # ∗ − ] ∗
+ ∗ ∗
+ … + ∗ + ]
2Y% − 4 2Y% ∗ − ]

⇒
⋯+ ] + ] , ] =
A2 A{
+ #! " +
A 6 î A
= + ,
! ]! #G A A' {ÏÐ
H.E AMU Page 125

This representation is called Taylor’s formula & ] is called the remainder formula
lim]→ ] = 0 and = ∑ ]í ] − ]
]!
If a = 0 then it is called Maclaurin series.
Example: Geometric Series) Let =

A
, find the Taylor series center at a = 0.
]!
Solution: ] = A{ÏÐ
, ] 0 = !
⇒ = ∑
]í
]
*'%, '&' || < 1
A
Example: Let = A find the Maclaurin series.

Solution: is analytic for all z and ] = A ⇒ ] 0 = 1
∴ A = ∑
]í ]! ,* ++ ∈
A{
B A2
'
∑]í − # ] = ∑
]í −1
Example: Obtain the power series of
= = ] #]
,* |− # | < 1 ,* || < 1
B A2 A 2
Solution:
1
+' = ' ⇒ 6 =
+ 1 #
and 0 = 0, we get
B A2
Integrating term by term from the series
' = ∑
]í #]B
{ #]B
] # #]B 4 Ã

Exercises: Use Taylor series to verify the following.
= ^
A
=1++ + … sin = ^ −1 ]
=− + − + ⋯ . ∀
! 2! 2 + 1! 3! 5!
]í ]í

#] # g
/ cos = ^ −1] = 1− + − + ⋯ , ,* ++ ∈
2! 2! 4!
]í
ln 1 + = ∑ =− − + ⋯ ,* ++ ∈
A{
]í −1 +
]B A2 A
] # 4
#]B 4 Ã

sinh = ^ =+ + + …
2 + 1! 3! 5!
]í
Exercises: Find the Taylor series of = ,-' 'ℎ ,%' = 1 -' - = − 1
√ÄBA
1 1 1 1 5
ANSWER
= = − − 1 + − 1# − − 14 + …
√8 + 3 54 648 34992
H.E AMU Page 126

Laurent Series
Let be analytic in a domain containing two concentric circles # with center and
Theorem (Lauren’s Series)
the annulus between them. Then can be represented by the Laurent series
= ∑ ]í ] − + ∑]í A {
] «{
A'
= + − + # − # + …+ + + …
«Ð «2
A A' A A' 2
Consisting of nonnegative and negative powers. The coefficients of this Laurent series are given
by the integrals
1 ∗ 1
] = ∗ , ] = ∗ − ] ∗ ∗
2Y% ∗ − ]B 2Y%

taken CCW around any simple closed path C that lies in the annulus and encircles the inner
circle.
We can write as one summation = ∑ ]í ] − ,'%) ] ] ,

]
where all the coefficients are now given by a single integral formula, namely,
1 ∗
] = ∗ , = 0, B
1, 2, …
B
2Y% ∗ − ]B

To prove the theorem we use Cauchy’s integral formula for annulus
1 ∗ 1 ∗
= ∗ ∗ ∗ ∗
2Y% − 2Y% −
Ð 2
1 ∗ 1 ∗
= ) + ℎ = −
∗
∗
2Y% ∗ − 2Y% ∗ −
Ð 2
The nonnegative power series (regular part) are the Taylor’s series, since the region is inside ,
∗ = ∑
]í ] −
which we have already proved in Taylor’s theorem,
) =
î A ∗

#G A ∗ A'
]
Ð
H.E AMU Page 127

with coefficient ] = ∗ , = 0, 1, 2, …
î A ∗

#G A ∗ A' {ÏÐ
Only it remains the negative power, which is called the principal part of the Lauren series,
î A ∗
ℎ = − ∗
#G 2 A ∗ A'
here ∗ %& ,-' &% # , for Taylor’s theorem we used nA ∗ A' n < 1 , ℎf n A A ' n < 1
A A A ∗ A
' '
we follow similar method to complete the prove, so left us exercises!
= A , f+, % ,)'%f ,*& , & % )'%f ,*& , .

Example: Let
= ∑
]í
]
% || < 1 'ℎ ,)'%f ,*& , .
A
= − ∑
Solution:
= = − − − … , % | | < 1 0* || > 1 negative power.

A A A 1Ð ]í A {ÏÐ A A2
Example: Find the Laurent series of 4

Ð
Solution:ü ℎf A = ∑
]í ]! ,* ++ ∈
A{
]
1 4
W X
4]4

1 1 1 1
4 A = 4
^ = ^ = 4+ Ã+ + + …, ,* ++ ∈
! ! 2 û 6 a
]í ]í
Example: Find the Laurent series of the function =

4#A
A 2 4AB#
( || < 1 (( 1 < || < 2 ((( || > 2
valid in the regions.
Solution: = A − A#
= ∑
]í
]
% || < 1 ………………………………. (a)
A
= − ∑
From above example
]í A {ÏÐ = − A − − … , % || > 1………… (b)
A A2
A ]
∑
]í W#X = ∑]í #{ÏÐ % || < 2…………… …… (c)
A{
And − A#
= = #

#
2
# ]
∑ W− X = ∑
{ #{
− = = % || > 2 ………………… (d)
A# A
2
A ]í A ]í A {ÏÐ

( || < 1 from (a) and (c) inside the inner circle, we have

1 3 5 9
= ^ !1 + ]B $ ] = + + # + …
2 2 4 8
]í
(( 1 < || < 2 from (b) and (c) in the annulus, we have
] #

1 1 1 1 1
= ^ ]B − ^ ]B = + # + 4 + … − − # − 4 − ⋯
2 2 2 2
]í ]í
((( || > 2 from (b) and (d) outside the outer circle, we have
H.E AMU Page 128


1 3 3 7
= ^ −1] 2] − 1 =− + − + −⋯
]B # 4 g
]í
These are the three regions.
A
Example: Find Laurent series with the indicated centered and give the region of convergence.
( ; = 1 (( ; = −1
− 1 # + 1 + 2
( Ô' − 1 = - ⇒ = 1 + -
Solution:
A Bâ â
= = #=
− 1# -# -
-# -4 -g − 1 − 1#
Ì1 + - + + + + … Í = + + + + + …
-# 2! 3! 4! − 1# − 1 2! 3! 4!

The series convergence for all value of z
-−1 -−1
(( Ô' + 1 = - ⇒ = = ^ −1] -]
+ 1 + 2 - - + 1 -
]í

1
= ^ −1] -] + ^ −1]B -] = − + 2 − 2- + 2-# − 2-4 + …
-
]í ]í
1
= − + 2 − 2 + 1 + 2 + 1# − …
+1
The series converges for value of z such that 0 < | + 1| < 1
1 1
Exercises: Find Laurent series about the given point and determine its annulus.
exp ! $ % ,-' = 1 %% ,-' = 0 ,* || > 1 ,-' = 0
1− 1 − + 1
ANSWER

1 1 1 1
% . exp ! $= 1− + ∓ ⋯ = ^ −1 ]
, 0 < | − 1| < ∞
1− − 1 2! − 1# ! − 1]
]í
1 1 1 1 1 1 1 1 #
%%. exp ! $ = − − # −. . = 1 − ! + # + ⋯ $ + ! + # + . . $ − …
1− 2!

1 −1 2
] ]
− 1
¦ ^ , || > 2
3 ]
]í
H.E AMU Page 129

SELF CHECK EXERCISE

a) Exercises: Check the convergence or divergence of the following sequences.
]B#2 ]B {
Ê Ë Ê Ë / Ê Ë Ê Ë
4]B# g]B4]
]B] ]2 √] #]B
/,f*)& /,f*)& / %f*)& %f*)&

ANSWER
b) Exercises: Determine whether the given geometric series is convergent if so, find the

] ]
1 + 2%]
sum.
% 2
^ 1 − % ]
^ ! $ / ^ 3 ! $ ^
2 1 + 2% 5]
]í ]í ]í ]í
1 2 9 12 %
ANSWER
%f*)' /,f*)', − + %, / /,f*)', − % , /,f*)',
5 5 5 5 2
c) Exercises: Find the center and radius of the following power series.

1 −1]
½ ^ − 2%] ^ − 1 − %] / ^ 1 + 3%] − %]
1 − 2%]B 2]
]í ]í ]í

− 4 − 3% ] + % ] −1]B ]
¿ ^ ^ ^
5#¬
]í ]í ]í
1
ANSWER
2%, √5 1 + %, 2 / 1, 4 + 3%, 25 − %, 1 0, 1
√10
d) Exercises: Find the Taylor series with the given center.
1 −1 Y
sin # , = 0 , = 2% / , = 1 cos , = A , = 3%
3− 3− 4

−1] − 2%]
ANSWER
^ g]B# , = ∞ ^ , = √13
2 + 1! 3 − 2%]B
]í ]í
H.E AMU Page 130


− 1]
/ ^ , = 2
2]
]í
√2 √2 Y √2 Y # √2 Y 4
− W − X − W − X + W − X + ⋯ , = ∞
2 2.1! 4 2.2! 4 2.3! 4

− 3%]
^ 4
, = ∞
!
]í
e) Exercises: Expand in a Laurent series valid in the given regions.
1
, %. 0 < | − 1| < 2 1 < | − 3| < 2
− 1# − 3
1
, %. 0 < || < 3 , %%. 1 < | − 4| < 4
− 3

/ , %. 0 < | + 1| < 3 %%. 1 < || < 2
+ 1 − 2
4 − 1
g %'ℎ /'* = 0, %. || < 1 %%. || > 1
−1
1
cos , %'ℎ /'* = 0 , = ∞ & ≠ 0

1 1 1 1
ANSWER
%. − − − − − 1 − …
2 − 1# 4 − 1 8 16
%%. g A4 − g + − 3 − − 3# + …
4
Â Ä
1 1 #
%. − − #− 4− g− …
3 3 3 3
1 1 1 − 4 − 4#
%%. … − + − + − + …
3 − 4# 3 − 4 12 3. 4# 3. 4#
1 2 2 + 1 2 + 1#
/ %. − − − − …
3 + 1 3# 34 3g
1 1 1 #
%% … − + − − − −⋯
3 # 3 3 3.2 3. 2#

4 1 1
%. 1 − 4 ^ , || < 1, %%. ! 4 − g $ ^ g] , || > 1
g]

]í ]í
1 1 1
− + − + … ,* ++ ≠ 0
2! 4! 4 6! Ã
H.E AMU Page 131

CHAPTER VII
INTEGRATION BY THE METHOD OF

RESIDUES
Chapter Objectives
• Define the meaning of zeros, singularity and residues.
• Understand residue calculation.
• Distinguish the type of singularities of a function.
• Apply the residue theorem.
• Evaluate real integrals.
Content Outline
o Zero and singularities
o Residences
o The residue theorem
o Evaluation of real integral
132
Advanced Engineering Mathematics Integration By The Method of Residues
Zero and Singularity
Definition: If a complex function f fails to be analytic at = , then this point is said to be a
Example: = A 2 B g , = 2% = = −2% * &%)-+* ,%'&.

A
singularity or a singular point of the function.
If f is analytic throughout some neighborhood (open disk containing , of but not analytic at
is said to be an isolated singularity, in this case we have Laurent series with center .
.
Suppose that z = is an isolated singularity of a function f and that

= ∑∞]í ] − + ∑]í A { is the Laurent series. The negative power of −
] «{
A'
∞
∑∞ = + + + … the principal part contains zero, a finite

«{ «Ð «2 «
]í A A { A A' A A' 2 A A'
'
That is,
number, or an infinite number of terms.
i) If the principal part is zero that is all the coefficients are zero then =
is called a removable singularity.
If the principal part contains a finite number of non zero terms, then = is called a
pole. If ≠ 0 is the last nonzero coefficients in the principal part, then = is
ii)
called a pole of order n. A pole of order one is = called a simple pole.

iii) If the principal part contains an infinite number of nonzero terms, then = is
called an essential singularity.
=1− + − … z = 0 is removable singularity.

] A A2 A¯
A 4! Ã!
Example:
= − + − … , = 0 %& &%ñ+ ,+.
] A A A
A2 A 4! Ã!
Example:
If = 0,then is a zero of a function. An analytic function f has zero of order n at =

Zero
if = 0, ′ = 0, ′′ = 0, … , ] = 0, -' ] ≠ 0
Example: = − 54 & 'ℎ' 5 = 0, ′ 5 = 0, ′′ 5 = 0, -' ′′′ 5 = 6
⇒ = 5 %& *, , ,** 3.
Example: Let = A ABÃ A#¯ ⇒ ℎ& *, ,** , ' = 1 = −5,
#ABÃ
*, , ,** 4 ' = 2
= g + # = + 3 − %# / = sin # f z = sin
Exercises: Determine the zero and their orders for the given function.
− % & % * *,& , ,** 1; 0 %& *, , ,** 2 − 3 + % * *, , ,** 2.
ANSWER
/ = 0 %& *, , ,** 3 &%ñ+ *, ' = 0, Y, B

B
Y, …
Exercises: Determine the order of the poles for the given function.
4A \] A
= A2 B #ABÃ =
A¯
− 1 B
2% * &%ñ+ ,+ 0 %& ,+ ,** 2
ANSWER
H.E AMU Page 133

Residues
If has an isolated singularity at appoint = then we can represent it by its Laurent series,
it may happen ] is zero for some n, say ≠ 0 ] = 0 ,* ++ > ñ, then
= ∑∞ ]í ] − + + A + … + A ≠ 0
] «Ð «2 «§
A2 §
The singularity of f at = is called a pole of order m, singularity other than pole is called essential
singularity.
If f is analytic in a neighborhood of a point z = a then by Cauchy integral theorem = 0 for

every closed path in the neighborhood of a. If has isolated singularity at z = a and a lies interior of C
in this case not be zero in general, so by Laurent series,
= ∑∞
]í ] − + + + … converges in the domain 0 < | − | <
] «Ð «2
A A2
The coefficient of the power A

from ] =
#G
∗ − ] ∗ ∗
1
= ⇒ = 2Y%
2Y%

Then the coefficient in Laurent series of is called the residue of at =
¦u = ¨y© » V
Ví½
, is unit circle CCW sense.

\] A
Example: Evaluate A
Solution: = = ∑
]í −1 = − + − + − …
ã A ] A 2{ A
A A #]! A #!A g!A Ã! Â!
⇒ has a pole of order 5 at = 0 and the corresponding residue is =
g!
∴ = 2Y% = 2Y% Wg!X =
\] A G
A #
Residue calculation
Simple pole
If f has a simple pole at a point = the corresponding Laurent series of the form

= + + − + # − # + … ℎ* ≠ 0
−
⇒ − = + − h + − + … i
Res = = lim −
Aí A→
H.E AMU Page 134

If =
ï A
A
has a simple pole and f is not rational function by the above means may be
difficult to calculate the residues. If ) ℎ are analytic at = , ) ≠ 0 & ℎ has
a zero of order 1 at , 'ℎ has a simple pole at =
) ) )
Res = lim − = lim = 6
ℎ A→ ℎ − ℎ ℎ
Aí A→
E −
∴ ResAí =
ï
D
If f has a pole of order n at = , then ResAí =

Pole of order n
{1Ð
limA→ − ]
] ! A {1Ð
; = 2, %, −% ; = 0, −2, / cot ; = 5Y
Example: Determine the residues of each function at the indicated poles.
A
A2
# A 2 B A AB#
= 2, %, −% these are simple poles. Then

Solution:
# 4
Res = lim − 2 =
Aí# A→# − 2 # + 1 5
# %# 1 − 2%
Res = lim − % = =
Aí A→ − 2 − % + % % − 2 2% 10
# %# 1 + 2%
Res = lim + % = =
Aí A→ − 2 − % + % −% − 2 −2% 10
= 0 is a simple pole , = −2 is a pole of order 3.
Then. Res Aí = limA→ A AB# = Ä
1 #
1 1 # 1 1 2 1
Res = lim + 2 4
= lim ! $ = lim ! 4 $ = −
Aí# A→# 2! # + 2 4 A→# 2! # A→# 2 8
/ = 5Y is a pole of order 1. Then
cos − 5Y 1
Res = lim − 5Y = ! lim $ W lim cos X = ! lim $ −1 = 1
AíÃG A→ÃG sin A→ÃG sin A→ÃG A→ÃG cos
ResAí ResAí cos A / ResAí A 2 B 2 , ∈ ResAí A 2 B 2 , ∈

Exercises: Find the residues of each the following at the indicated poles.
Ð
0 0
− 3 − 3
Res ! # $ Res ! # $
Aí − Aí −
ANSWER

1 0 / − − 7 4
2% 2%
H.E AMU Page 135

The Residue Theorem
We have seen how to evaluate contour integration have only isolated singularity inside the
contour of integration have several isolated singularity inside the contour.
Let be a function which is analytic inside a simple closed path C and on C, except for
Theorem (Residue theorem)
finitely many singular points , # , … , inside C. Then

= 2Y% ∑ Kí ResAíª , C in CCW sense.
Proof: Suppose , # , … , are circles centered at , # , … , , respectively. Further that each

circle ¬ has radius *¬ small enough so that , # , … , are mutually disjoint and are interior to
the simple closed curve C, by the previous section
= 2Y% Res
Aí }
}
⇒ = ∑
¬í = 2Y% ∑Kí ResAíª

}
Exam
xample: Evaluate , %& 'ℎ /%*/+ || = 2 % ü.
A2
A # A 2 B
Solu
olution: All the singularities are simple pole and inside C, from the previous example, we
have
4 1 − 2% 1 + 2%
Res = , Res = Res =
Aí# 5 Aí 10 Aí 10
= 2Y% Ã + + =1
A2 g # B#
By residue theorem A # A 2 B
, ℎ* %& | − 1| = 1 in CCW.

A
Example: Evaluate A 2
Solution: = has poles of 2nd order at = √1 = 1,

2~
,
¯~
=
2~

A 2
only the
pole at = 1lies inside C.
1 #
−2 2 + 1 2
Res = lim h − i = lim ! #
#
$ = lim # = −
Aí A→ A→ + + 1 A→ + + 14 9
∴ = = 2Y% W− X = −
# gG
A 2 a a
, where the contour C is the circle | − %| = 2.

#ABÂ
Example: Evaluate
A2B g
Solution: by writing + 4 = − 2% + 2%, we have simple poles at = −2% = 2%
#
Only 2% lies inside the circle

2 + 6 6 + 4% 3 + 2%
Res = lim − 2% = =
Aí# A→# − 2% + 2% 4% 2%
∴ = 2Y% ResAí# = 2Y% W X = 3Y + 6%

#ABÂ 4B#
A2B g #
H.E AMU Page 136

Evaluation of Real Integral
a) Integrals of the type ( = cos 8, sin 88

#G
Where cos 8, sin 8 is real rational function of cos 8 sin 8 finite on the interval
0 ≤ 8 ≤ 2Y
Let D = ⇒ cos 8 = D + D = W + X
# # A
sin 8 = D − D = W − X
# # A
As 8varies from 0 ', 2Y, the variable ranges once around the unit circle || = 1 in CCW
and

= % D ⇒ 8 =
8 %

( = *,- 0 ≤ 8 ≤ 2Y ⇔ : || = 1
%

#G D
Example: Let be a fixed real number in the interval 0 < < 1 evaluate # \] DB 2
E
Solution:
#G
8 %
= =
1 − 2 cos 8 + # 1 1 % 1 − −
1 − 2 W2X W + X +
#

The integrand has simple poles at = > 1 = < 1 only the last pole lies inside the
unit circle
1 1 1
Res = Ó f =
Aí % 1 − − % 1 − Aí % 1 − #
0 < < 1
#G D #G
⇒ # \] DB 2 = 2Y% 2 = 2

Integral of the type
b) Improper Integrals of Rational Function
= lim→ + lim«→ , if both limit exists. Then

«
e
= lim
C→
e
We assume that the function is a real rational function whose denominator is different from
zero for real and is of degree at least two unit higher than the degree of the numerator.
Consider the contour integral
around path
Since is rational, has finitely many poles in the upper half-plane, and if we choose R large
enough, encloses all those poles.
H.E AMU Page 137

e
By residue theorem
= + = 2Y% ^ &
e
Where the sum consist of all the residue of at the points in the upper half-plane at which
has a pole.
⇒ e = 2Y% ∑ & −
e
Now we show that lime→ − 0 , let = D , then S is represented by

= /,&'' and as ranges along Ø the variable 8 ranges from 0 ', Y
©
Since the degree of the denominator is two unit higher
| | < || =
||#
n n <

For sufficiently large R and using ML-inequality, we have
Y = ⇒ taking → ∞ the value of the integral over & approaches zero.
¬ ¬G
e2 e
∴ = 2Y% ∑ & , the sum is over all residues of the corresponding poles of in

the upper half plane.

Example: Evaluate ¯ B
Solution: = A2B
has four simple poles at the points
= √−1 = W
|Ï2}~
X
, = 4, 8 = Y, © = 0, 1, 2, 3.
¯
{
G 4G 4G G

⇒ = g , # = g , 4 = g , g = g
Only two poles lie in the upper half- plane and # .

1 Ó 1 f 1 4G 1 G 1 1
Res = Ó f = = g = − g =− − %
Aí èÐ 1 + ′ Aí è
g 4 Aí èÐ
4 4 4 4√2 4√2
Ð
1 Ó 1 f 1 aG 1 G 1 1
Res = Ó f = = g = g = − %
Aí è2 1 + ′ Aí è
g 4 Aí è2
4 4 4 4√2 4√2
2
∴ ¯ B = 2Y% ∑ & = 2Y% − − %+ − % = 2Y% Wg√# %X =

# G
g√# g√# g√# g√# √#
H.E AMU Page 138

c) Fourier Integrals
Real Integral of the form cos sin

Here is the same as the previous, that is a rational function satisfying denominator is
different from zero for all real and is degree at least two unit higher
= 2Y% ∑ & · A ¸ the sum run over all residue in the upper half-plane

Or

cos = −2Y ^ (ñ¹ & · A ¸º &

sin = 2Y ^ ¹ & · A ¸º

\] ]^
Example: Evaluate
B 2 ¯ B 2 ¯
has only one pole in the upper half-plane, i.e. pole of order 4 at = %
0
Solution: = B A 2 ¯
A 37%
Res = −
Aí 1 + # g 96
0 3
= 2Y% W− X= + 0%, equating the real and imaginary part, we get
4û 4ûG
B 2 ¯ aÂ gÄ

cos 37Y sin
= = 0
1 +
# g 48 1 + # g

Exercises: Evaluate the following integral.

#G #G
cos 38 8 #
8 /
5 − 4 cos 8 5 + 3 sin 8 # + 1# # + 2 + 2

1 cos ñ cos 2Y
# # ñ > 0
+ 1 # + 9 + 1 g + 4

ANSWER
Y Y 7Y Y Y Y G
/
12 2 50 12 2 8
H.E AMU Page 139

SELF CHECK EXERCISE

a) Exercises: Determine the zero and their order of the following functions.
= #A − A = 1 − cos # / = 1 − A
1
= 1 − cos = sin

ANSWER
2Y%, = 0, B
1, 2, …
B
= 0 , ,** 5 / = 1 , ,** 1
1
2] ,** *,& ' = 0, B
2Y, 4Y, …
B
1 ,** *,& ' = B
, = 1, 2, …

Y
b) Exercises: Determine the residues of each function at its poles.
2 + 3 −3 A
/
# − 4 + 5 #
# − 24 # + 1#
= A 2 A4
= sec
ANSWER
7 1 8 8 1
= 2; , = −2; = 0; , = −5; − / = 2; ' # #
4 4 25 25 2
= %; 0, = −%; 0 = 3; g , = 1; − g = 2© + 1 # ; −1¬B , © ∈ ¬
G
c) Exercises: Evaluate the followings.

#G #G G
8 &%# 8 8
8 /
1 + sin# 8 1 1 #
1 + cos 8 W1 + cos 8X
2
2
GE
# G G
8 8 8

1 + &%# 8 3 + 2 cos 8 # + &%# 8

G #G #G
1 + 2 cos 8 8 /,& # 38
) 8 ℎ > % 8
5 + 3 cos 8 + cos 8 5 − 4 cos 28

ANSWER
8Y Y Y
√2 Y 4Y2 − √3 /
3√3 2√2 √5
Y 2Y 3Y
) 0 ℎ %
√1 + # √# − # 8
H.E AMU Page 140

d) Exercises: Evaluate the following integrals.

# #
# ≠ 0 /
1 + # # + # 4 Â + 1

1
# Â > 0
+ 1# # + 4 + Â # + 14

ANSWER
Y Y Y Y 2Y 3Y
/
4 8# 6 9 3Ã 8
e) Exercises: Evaluate each of the following integrals.

cos sin sin 2
# # /
+ 1# + # # + 4

cos 3 cos
# #
+ 1# + 1 # + 9 # − 2 + 2

ANSWER
Y Y Y g Y Y 1 1
/ − ! 4− $ Y
2 2 4 4 8 3
f) Exercises: Use contour integration to verify each of the following.

# Y &%# Y cos ñ Y
g = = / = ñ ≥ 0
+ 1 2√2 # 2 +
# # 2

#G
8 4Y sin Y
= =
2 + cos 8 #
3√3 + 9
# 2 4

#G
&%# 8 2Y
8 = # W − ?# − # X , > > 0
+ cos 8

H.E AMU Page 141

Advanced Engineering Mathematics References
References:
- Erwin Kreyzing, Advanced engineering mathematics,10th ed., Wiley, 2000
- Alan Jeffrey, Advanced Engineering Mathematics, Academic press, 2002
- Dennis G. Zill and Micheal R. Cullen, Advanced engineering mathematics, 2nd ed. 2000 ,Jones
and Bartlett publisher.
-Murray R. Spiegel, Schaum’s Outline Series theory and Problems of Advanced Mathematics
for Engineers & Scientists, SI(metric) edition,1971
- Martin Braun, Differential equations and their applications, Springer-Verlag, 1993
-Morris Tenenbaum and Harry pollard, ordinary differential equation,Dover,1963
-Dennis G.Zill, A first course in differential equation with modeling application, Ninth ed.
Brooks/cole
-George F.Simmons, Differential Equations with Applications and Historical

Notes,TataMcGraw-Hill,1994
-David V.Widder, Advanced Calculus, Prentice-Hall of India P.ltd. Edition, 1999
- Robert Ellis and Denny Gulick, Calculus with analytic geometry, 5th ed, 1993.
-Serg Lang, Calculus of several variables,Addiso-Wesley,1973
- R. V. Churchill and J. W. Brown, Complex variables and applications, Mc Graw-Hill, Inc
-Serge Lang, Complex Analysis, springer, fourth edition
-J.N.Sharma, Function of A complex Variable, Krishna PrakashanMedia(P) Ltd.,1996-97
-B.choudhary, The Elements of Complex Analysis, Wiley Eastern Limited, 2nd ed.1992
142

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Tutorial Material

For all 2nd Year Engineering Students of Arba Minch

1.1 Ordinary linear differential equation of first order…………………………………………….2

Chapter 2: LAP LACE TRANSFORMATION ............................................................................................. 28

2.1 Lap lace transform , inverse transform and linearity…………………..…………………….29

2.2 Existence of Laplace Transform………………………………………………………….…31

2.3 Lap lace transform of derivatives & integrals……………………………………………….31

2.4 Shifting theorems……………………………………………………………………………33

2.5 Differentiation & integration of transform………………………………………………......35

2.7 Transform of ODE…………………………………………………………………………..39

2.8 System of linear differential equations……………………………………………………....42

2.9 Self check exercises………………………………………………………………………....44

3.1 Vector calculus…………………………………………………………………….…………48

3.2 Curves and arc length ………………………………………………………………………..55

3.3 Tangent , curvature and torsion………………………………………………………………59

3.4 Scalar field and vector fields………………………………………………………………...64

3.5 Gradient of a scalar field , divergence and curl of a vector field…………………………….64

3.6 Line integral and greens theorem…………………………………………………………….68

3.7 Surface integral , divergence theorem of gauss;……………………………………………...75

3.8 Stoke ‘s theorem……………………………………………………………………..……….80

3.9 Path independence of line integrals…………………………………………………………..84

3.10 Self check exercises……………………………………………………………………...83

Chapter 4: COMPLEX ANALYTIC FUNCTION .............................................................................................. 90

4.1 Complex number…………………………………………………………………………….91

4.2 Function of complex variable, limit, derivative and analytic function……………………...98

4.3 Cauchy Riemann equations, Lap lace equation………………………………………….…100

4.4 Elementary function: exponential; trigonometry; hyperbolic and logarithmic

functions, general power………………….………..……………….……………………...103

4.5 Self check exercises………………………………………………………………………...107

Chapter 5: COMPLEX INTEGRAL .......................................................................................................... 110

5.1 Line integral in the complex plane ;………………………………………………………..111

5.2 Cauchy integral theorem…………………………………………………………………...114

5.3 Evaluation of line integral by indefinite integral………………………………………….116

5.4 Cauchy’s integral formula………………………………………………………………….117

5.5 The derivative of analytic functions……………………………………………………….118

Chapter 6: TAYLOR AND LAURENT SERIES ...................................................................................... 122

6.1 Sequence and series ; tests of convergence ………………………………………………..123

6.2 Power series………………………………………………………………………………..124

6.3 Taylor series of elementary functions……………………………………………………...125

6.4 Laurent series……………………………………………………………………………...127

6.5 Self check exercises………………………………………………………………………..130

Chapter 7: INTEGRATION BY THE METHOD OF RESIDUES ..................................................................... 132

7.1 Zero and singularities………………………………………………………………………133

7.3 The residue theorem………………………………………………………………………..136

7.4 Evaluation of real integrals…………………………………………………………………137

7.5 Self check exercises………………………………………………………………...………130

• understand various techniques of solving ODEs,

ORDINARY DIFFERENTIAL EQUATION

At the end of this chapter students will be able to:

• Define the meaning of ODE and SOODE

• Identify the type of ODE

• Understand the different method of solving ODE

• How to find an integrating factor

• Derive the general solution of linear first order ODE

• Distinguish different cases of SOODE with constant coefficient

• Apply ODE for physical phenomena

The major topics included under this chapter are:

Method of separable of variables

H.E AMU Page 1

Ordinary Linear Differential Equation of first Order

Define the meaning of derivative and order of derivative.

What is the meaning of equation? And give examples.

Explain solution for an equation? Give examples.

Definition of ODE and example

+ 2 = 0 for exactness, and solve it if it is