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.