EM Noteswebsite For Students 2

THE UNIVERSITY OF MELBOURNE
SCHOOL OF MATHEMATICS AND STATISTICS
MAST20029 Engineering Mathematics

Lecture Notes
STUDENT NAME:
This compilation has been made in accordance with the provisions of Part VB of the copyright act for the teaching purposes of the University.
This booklet is for the use of students of the University of Melbourne enrolled in the subject MAST20029 Engineering Mathematics.
© School of Mathematics and Statistics, University of Melbourne, December 2019.
These notes have been written by Christine Mangelsdorf and Marcus Brazil at the University of Melbourne. Reproduction of any part of this work other than that authorised by
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Edition 15, December 2019.

MAST20029 Engineering Maths: Vector Calculus 1.1 MAST20029 Engineering Maths: Vector Calculus 1.2
VECTOR CALCULUS Physical examples of vector fields are force fields (eg, due to
gravity or electrical charge) and velocity fields (eg, due to air
Vector Fields [Kreyszig, p.375-378] or fluid flow).
A vector field is a function Example
F : Rn ! Rn A tank of water is stirred so that the water rotates around a

central point. The velocity of the water at any point in the
tank is given by the vector field
n=2 F(x, y) = u(x, y)i + v(x, y)j
v : R3 ! R3 where
• 2 independent variables x, y
v(x, y, z) = yi xj
• F is a 2 component vector (u, v) in 2D where each com-
ponent is a scalar function of x, y. v has no k component because the rotation is planar.
Sketching Vector Fields

n=3 F(x, y, z) = u(x, y, z)i + v(x, y, z)j + w(x, y, z)k
The vector field can be sketched by assigning to each point
• 3 independent variables x, y, z (x, y, z) a vector F represented by an arrow whose tail is at
(x, y, z).
• F is a 3 component vector (u, v, w) in 3D where each
component is a scalar function of x, y, z.
Exercise 1 Exercise 2
Sketch the 2-dimensional velocity field The gravitational force of attraction of the earth (mass M )
on an object (mass m) is given by the vector field
v(x, y) = yi xj
GM m
F(r) = r
Solution r3
y where r = xi + yj + zk, r = |r|. Sketch the vector field.

Solution
1 Plot of gravitational Field
1 1 x 1
O
0.5
1 0
−0.5
−1
1
05 1
05
0
0
−0.5
−0.5
−1 −1
z
x
We have sketched the vectors

Divergence of a Vector Field [Kreyszig, p.402-405] Physical Interpretation of r · F

Let F : R3 ! R3 be a vector field with If F is the velocity field of a fluid, then r · F at a point P
measures the tendency of the fluid to diverge away from P (if
F(x, y, z) = F1 (x, y, z)i + F2 (x, y, z)j + F3 (x, y, z)k
r · F > 0), or to accumulate towards P (if r · F < 0).
The divergence of F (div F) is
✓ ◆
@ @ @
r·F = , , · (F1 , F2 , F3 ) r·F>0 source at P
@x @y @z
P
@F1 @F2 @F3
= + +
@x @y @z
Note: r · F is a scalar.
Exercise 3 r·F<0 sink at P

2 P
Let F(x, y, z) = x yi + zj + xyzk. Calculate r · F.
Solution
r·F=0 no source or
P sink at P
Curl of a Vector Field [Kreyszig, p.406-408] Physical Interpretation of r ⇥ F

Let F : R3 ! R3 be a vector field with If F is the velocity field of fluid in a lake. Drop a small twig
into the lake. Then r ⇥ F measures how quickly and in what
F(x, y, z) = F1 (x, y, z)i + F2 (x, y, z)j + F3 (x, y, z)k orientation the twig rotates as it moves.
The curl of F (curl F) is
i j k
@ @ @
r⇥F =
@x @y @z
F1 F2 F3
✓ ◆ ✓ ◆
@F3 @F2 @F3 @F1
= i j direction of twig changes as
@y @z @x @z
twig does not rotate as it it travels
✓ ◆
@F2 @F1 travels
+ k
@x @y
) r⇥F=0 ) r ⇥ F 6= 0
Note: r ⇥ F is a vector field.
Exercise 4 Double Integrals [Kreyszig, p.426-429]

Let F(x, y, z) = x2 yi 2xzj + (x + y z)k. Calculate r ⇥ F. Let S be a surface given by the equation
Solution z = f (x, y)
and let R be a region in the xy plane.
Ri
y
x
Let Ri = xi yi represent a small subregion of R. The

double integral of f overR is
ZZ Xn
f (x, y) dR = lim f (xi , yi ) Ri
R R!0
i=1
ZZ
= f (x, y) dy dx
R
Example: Area of a Region Double Integrals Over General Regions

The area of a region R in the xy-plane corresponds to the case The domain determines the terminals and order of integration.
where f (x, y) = 1.
ZZ • Vertical Strips
Area of R = dR A region can be described by vertical strips if
R
g(x)  y  h(x)
a  x  b
Example: Mass of a Region
for some functions g and h.
The mass of a region R in the xy-plane with mass per unit
area ⇢(x, y) is given by: y
ZZ
Mass of R = ⇢ dR
R h(x)
g(x)
a b x
In this case we integrate with respect to y first.

• Horizontal Strips Exercise 5

A region can be described by horizontal strips if Evaluate ZZ
xy 2 dR
g(y)  x  h(y) R
c  y  d where R is the region bounded by the lines y = 0, y = x2 and
for some functions g and h. x = 1.
y Solution
g(y) h(y)
d The region R can be described using vertical or horizontal
strips.
x y = x2 x=1
In this case we integrate with respect to x first. y=0 x
Note:
Some domains can be described using both vertical or
horizontal strips, so both orders of integration are pos-
sible. e.g. circle, ellipse, rectangle, triangle.
(1) Using vertical strips: (2) Using horizontal strips:

Exercise 6
Let R be the region enclosed by the curves y = x2 , y = 2 x Exercise 7
and y = 0. Calculate the area of R. By changing the order of integration, evaluate
Z 4 Z 2
Solution y 2
(1, 1)
ey dy dx
x
0 2
y = x2 y=2 x
Solution
x
O 2
y = x/2
or x = 2y
x
O 4
Exercise 8
By changing the order of integration, evaluate
Z 2Z 8 ⇣ 4⌘
cos x 3 dx dy
0 y3
Solution
y
(8, 2)
2
y = x1/3
O 2 4 6 8 x
Change of Variables in R2
[Kreyszig, p.429 - 432]
Suppose we have a two-dimensional change of variable
x = x(u, v)
y = y(u, v)
The Jacobi matrix for this change of variables is

2 3
@x @x
6 @u @v 7
6 7
6 7
4 @y @y 5
@u @v
The determinant of the Jacobi matrix is called the Jacobian
determinant and is denoted by J(u, v).
Theorem Polar Coordinates

Let R be a region in R2 and let R⇤ be the region R described The polar coordinate system (r, ✓) is defined by
in the uv-coordinate system. Then
x = r cos ✓
ZZ ZZ
f (x, y) dxdy = f (x(u, v), y(u, v))|J(u, v)| dudv y = r sin ✓
R R⇤
where r 0, 0  ✓  2⇡
where |J(u, v)| (called the Jacobian) is the absolute value of
the Jacobian determinant for the change of variables.
y
P(r , θ)
y
O θ x
x
For a point P (r, ✓)

p
• r = x2 + y 2 is the length of OP .
• ✓ is measured anticlockwise from the positive x-axis to

OP .
The Jacobi matrix is Exercise 9

2 3 The cross-section of a given cylinder is a hollow circular disc
@x @x
" #
6 @r @✓ 7 cos ✓ r sin ✓ of inner radius a, outer radius b, and constant mass density
6 7
6 7= ⇢. The moment of inertia of this disc about the axis of the
4 @y @y 5 sin ✓ r cos ✓
cylinder is given by
@r @✓ ZZ
I= ⇢(x2 + y 2 ) dR
R
The Jacobian determinant J(r, ✓) is Show how the moment of inertia is related to the mass of the
disc.
cos ✓ r sin ✓
= r cos2 ✓ + r sin2 ✓ = r
sin ✓ r cos ✓ Solution
y
The integral becomes R

a
ZZ ZZ
x
f (x, y) dxdy = f (r cos ✓, r sin ✓)r drd✓
R R⇤
b
Triple Integrals Examples

[Kreyszig, p. 452-453]
• The volume of a solid region V in R3 corresponds to the
Consider a function f : V ! R which is defined at all points case where f (x, y, z) = 1, so is given by
within a 3-dimensional region V . ZZZ
Volume of V = dz dy dx
z V
• Let V be a solid body and let ⇢ be the mass per unit

V
volume of the body at point (x, y, z). Then the mass of
y
V is given by
ZZZ
x yi Mass of V = ⇢(x, y, z) dz dy dx
zi V
(xi, yi, zi) xi

Note
Let V = z y x be a small subregion of V . The triple • There are 6 ways to setup the integration for a triple
integral of f over V is integral.
ZZZ n
X • In this subject, we choose to bound z first and project
f (x, y, z) dV = lim f (xi , yi , zi ) Vi
V V !0 the solid region V onto the xy-plane and then use either
i=1
ZZZ horizontal or vertical strips to describe the projection R
= f (x, y, z) dz dy dx in the xy-plane.
V
Exercise 10
The mass density of a rectangular block bounded by the planes
x = 1, x = 2, y = 0, y = 3, z = 1, z = 0
is given by the function
⇢ = x(y + 1) z
Find the mass of the block.
Solution
The region V is
3 y
1
2 1
x
V
Exercise 11 Then project V onto the xy-plane to give a triangle:

Evaluate ZZZ y
dV
V (x + y + 2z + 1)3 1
where V is the solid region enclosed by the planes y=1 x
x = 0, y = 0, z = 0 and x + y + z = 1
Solution
z O x
y=0 1
1
z=1 x y
Using vertical strips on this triangular region gives:
1
y
1 y=1 x and z = 0
Using vertical strips on the three dimensional region gives:

Change of Variables in R3
Suppose we have a three-dimensional change of variable
x = x(u, v, w)
y = y(u, v, w)
z = z(u, v, w)
The Jacobi matrix for this change of variables is

2 3
@x @x @x
6 @u @v @w 7
6 7
6 7
6 7
6 @y @y @y 7
6 7
6 @u @v @w 7
6 7
6 7
4 @z @z @z 5
@u @v @w
The determinant of the Jacobi matrix is called the Jacobian
determinant and is denoted by J(u, v, w).
Theorem Cylindrical Coordinates

Let V be a solid region in R3 , and let V ⇤ be the region V The cylindrical coordinate system (r, ✓, z) is defined by
described in the uvw-coordinate system. Then
ZZZ x = r cos ✓
f (x, y, z)dxdydz y = r sin ✓
V
ZZZ
z = z
= F (u, v, w)|J(u, v, w)| dudvdw
V⇤
where r 0, 0  ✓  2⇡ and z 2 R
where F (u, v, w) = f (x(u, v, w), y(u, v, w), z(u, v, w)) and
|J(u, v, w)| is the Jacobian (the absolute value of the Jacobian
determinant).
z
P (r, ✓, z)
z
O y
✓ r
x
P0
Cylindrical coordinates are an extension of polar coordinates The Jacobian determinant is

to 3 dimensions. @x @x @x
@r @✓ @z
• P 0 is the projection of P (r, ✓, z) onto the xy-plane.
@y @y @y
• r and ✓ are measured for P 0 as in polar coordinates. J(r, ✓, z) =
@r @✓ @z
• z is the z-coordinate of P . @z @z @z
• x2 + y 2 = r 2 . @r @✓ @z
cos ✓ r sin ✓ 0
= sin ✓ r cos ✓ 0
0 0 1
cos ✓ r sin ✓
=
sin ✓ r cos ✓
= r cos2 ✓ + r sin2 ✓
= r
The integral becomes

ZZZ ZZZ
f (x, y, z)dxdydz = F (r, ✓, z)r drd✓dz
V V⇤
where F (r, ✓, z) = f (r cos ✓, r sin ✓, z).

Exercise 12
Find the volume of the solid region V which lies inside the
cylinder x2 + y 2 = 1, z 2 R, below the plane z = 4 and above
the paraboloid z = 1 x2 y 2 .
Solution
Using cylindrical coordinates, V is described as

Spherical Coordinates For a point P (r, , ✓)

The spherical coordinate system (r, , ✓) is defined by the
• r is measured from the origin O to P .
change of variables
• is measured from the positive z-axis to OP .
x = r cos ✓ sin
y = r sin ✓ sin • ✓ is measured anticlockwise from the positive x-axis to
OP 0 , the projection of OP onto the xy-plane.
z = r cos
• x2 + y 2 + z 2 = r 2 .
where r 0, 0 ⇡ and 0  ✓  2⇡
z
P (r, , ✓)
r
z
O y
✓
x
P0
The Jacobian determinant J(r, , ✓) is The integral becomes

ZZZ ZZZ
@x @x @x
f (x, y, z)dxdydz = F (r, , ✓)r2 sin drd d✓
@r @ @✓ V V ⇤
@y @y @y where F (r, , ✓) = f (r cos ✓ sin , r sin ✓ sin , r cos ).

=
@r @ @✓
@z @z @z
@r @ @✓
cos ✓ sin r cos ✓ cos r sin ✓ sin
= sin ✓ sin r sin ✓ cos r cos ✓ sin
cos r sin 0
r cos ✓ cos r sin ✓ sin
= cos
r sin ✓ cos r cos ✓ sin
cos ✓ sin r sin ✓ sin
+ r sin
sin ✓ sin r cos ✓ sin
= cos (r2 cos2 ✓ sin cos + r2 sin2 ✓ sin cos )

+ r sin (r cos2 ✓ sin2 + r sin2 ✓ sin2 )
= r2 sin cos2 + r2 sin3
= r2 sin
Exercise 13
If D is the lower hemisphere of radius 1 centred at the origin,
evaluate ZZZ ⇣⇥ ⇤3 ⌘
exp x2 + y 2 + z 2 2 dV
D
O
1 y
Solution
Using spherical coordinates, D is described as
Parametrisations of Curves Exercise 14

[Kreyszig, p.382-383] Parametrise the straight line from the point x0 = (x0 , y0 , z0 )
to the point x1 = (x1 , y1 , z1 ).
A curve C in R3 is given by a set of points
z
(x(t), y(t), z(t))
(x1, y1, z1)
Considering x, y and z as functions of t denotes a parametrisa-
tion of the curve. The parametrisation defines an orientation
on C in the direction of increasing t where a  t  b. (x0, y0, z0)
y
We can write the curve C as a vector function O
x
r(t) = x(t)i + y(t)j + z(t)k
with endpoints at x0 = r(a) and x1 = r(b). Solution

z A parametrisation is
x1
x0 C
y
O
x
Parametrise the parabola y = x2 from the point x0 = (a, a2 ) Parametrise the circle x2 + y 2 = a2 , oriented anticlockwise.
to x1 = (b, b2 ). y
y (b, b2)
x
O a
(a, a2)
O x Solution
A parametrisation, starting at (a, 0), is:
Solution
A parametrisation is:
If the circle were oriented clockwise, starting at (a, 0) we could

use
Exercise 17 Line Integrals

x2 y2
Parametrise the ellipse 2 + 2 = 1, oriented anticlockwise. [Kreyszig, p. 417]
a b
y Let C be a curve with parametrisation
(0, b) r(t) = x(t)i + y(t)j + z(t)k
x and endpoints at x0 = r(a) and x1 = r(b).

O (a, 0)
We define the line integral of f along C to be
Z
f (x, y, z) ds
C
Solution where s denotes arc length.

A parametrisation, starting at (a, 0), is:
It is equal to
Z b
ds
f (x, y, z) dt
a dt
Z b p
If the ellipse were oriented clockwise, starting at (a, 0) we = f (x(t), y(t), z(t)) x0 (t)2 + y 0 (t)2 + z 0 (t)2 dt
a
could use
Examples Exercise 18
Consider the helix with parametrisation
• The arc length of the curve C is given by
Z r(t) = cos ti + sin tj + 2tk
Length = ds
Z
C Let C be the coil from (1, 0, 0) to (1, 0, 4⇡).
b p
= x0 (t)2 + y 0 (t)2 + z 0 (t)2 dt If the mass per unit length of the coil is
a
⇢ = x2 + 2z
• If ⇢ is the mass per unit length at any point (x, y, z) on calculate the length and mass of the coil.
a piece of wire bent into the shape of the curve C, then
the mass of the wire is given by Solution
Z
Mass = ⇢(x, y, z) ds
C
z
(1, 0, 4⇡)
(1, 0, 0)
y
x
Exercise 19
Calculate the line integral
Z
x2 + 2y 2 ds
C
where C is the path between points (1, 0) and (2, 1) shown

below:
y
1
x
O 1 2
Solution
Work Integrals Exercise 20

[Kreyszig, p.413-417] A particle moves along the helix C parametrised by
Let C be a curve with parametrisation r(t) = sin ti + cos tj + tk
r(t) = x(t)i + y(t)j + z(t)k from x0 = (0, 1, 0) to x1 = (0, 1, 2⇡).

and x0 = r(a) and x1 = r(b).
z (0, 1, 2⇡)
Let F(x, y, z) = F1 i + F2 j + F3 k be a vector field.
We define the line integral (work integral) of F along C to be

Z
F · dr
C (0, 1, 0)
The work done by a force F in moving a particle along C from y

x
x0 to x1 is given by
Z
If the applied force is
Work = F · dr
C
Z b F(x, y, z) = zyi zxj + xyk
= F[r(t)] · r0 (t) dt
a
Z b
find the work done by the force.
0 0 0
= F1 x (t) + F2 y (t) + F3 z (t) dt
a
Solution Conservative Fields

[Kreyszig, p.421-424]
A work integral is path independent if

Z Z
F · dr = F · dr
C1 C2
for any two simple oriented curves C1 , C2 with the same

endpoints.
Let
F(x, y, z) = F1 i + F2 j + F3 k
be a vector field such that F1 , F2 and F3 have continuous

first-order partial derivatives.
R
We say that F is a conservative vector field if C F · dr is path
independent. This is equivalent to
Z
1. F · dr = 0 for any simple closed curve C.
C
2. r ⇥ F = 0
3. F = r for some scalar function

Theorem Exercise 21
R
Let C be a path starting at the point A and finishing at the Let F(x, y) = xi + yj. Evaluate C F · dr along
R
point B. If F is conservative and F = r , then C F · dr
(a) y = x2 from (0, 0) to (1, 1);
depends only on the endpoints of C and
Z (b) line segments joining (0, 0) to (0, 1) to (1, 1);
F · dr = (B) (A)
C (c) if C is the unit circle.
Solution
Exercise 22
Consider the vector field F(x, y, z) = (x2 , cos y sin z, sin y cos z).
R
Evaluate C F · dr where
r(t) = (t2 + 1, et , e2t ), 0  t  1
Solution
Surface Integrals
Let S be a smooth surface defined by z = f (x, y). We define

the surface integral of g over S to be
ZZ ZZ q
g(x, y, z)dS = g(x, y, f (x, y)) fx2 + fy2 + 1dydx
S R
where R is the region formed by projecting S onto the xy-

plane.
By projecting vertically, we turn the surface integral of g over

S into a double integral over the region R in the xy-plane.
Note
In this subject we only consider surface integrals for surfaces
that can be written in the form z = f (x, y).
Examples Exercise 23
p
Let S be the portion of the cone z = x2 + y 2 that lies
• The surface area of S corresponds to the case where
between the planes z = 1 and z = 2. Assume the mass
g = 1:
density on this truncated cone is given by ⇢ = x2 y 2 z. Find the
ZZ ZZ q
Surface area = dS = fx2 + fy2 + 1 dydx (a) surface area of the truncated cone.
S R
(b) mass of the truncated cone.
Solution
• If ⇢ is the mass per unit area at any point (x, y, z) on
z = f (x, y)
a sheet of metal bent into the shape of the surface S,
then the mass of the sheet is given by
ZZ
S
Mass = ⇢(x, y, z) dS
S
O y
Projecting S onto the xy-plane gives the region R:

R
x
O 1 2
Flux Across a Surface

Let S be a smooth oriented surface defined by z = f (x, y).

Assume the orientation of S is such that the unit normal vector
n̂ on S is upward. Let
F(x, y, z) = F1 i + F2 j + F3 k
be a vector field.
We define the flux integral of F over S to be
ZZ ZZ
F · n̂ dS = F1 f x F2 fy + F3 dydx
S R
where R is the region formed by projecting S onto the xy-

plane.
Note
In this subject we only consider flux integrals for surfaces that
can be written in the form z = f (x, y).
If v is the velocity field of a moving fluid, then Exercise 24

ZZ Let S be the part of the plane
v · n̂ dS
S 2x 2y + z = 6
is the flux of v across S, which is the net volume of fluid per
that lies above the triangle in the xy-plane that is bounded
unit time, flowing across S in the direction of n̂.
by the lines y = 0, x = 1 and y = 2x. Assume S is oriented
with its unit normal n̂ upwards.
z
(1, 2, 8)
F
z 6
n̂ S
n̂
n̂
S (1, , 4)
y
x
O
R 2 y
1
(1, 2, 0)
x
Note
If the orientation of S is downward, then
Find the flux of the vector field
ZZ Z Z
F · n̂ dS = F1 fx F2 fy + F3 dydx F(x, y, z) = xi + yj + 2k
S R
across S.
Solution
Projecting S onto the xy-plane gives the region R:

y
2 (1, 2)
y = 2x
O y=0 1 x
Exercise 25 Projecting Su onto the xy-plane, we obtain R:

Let S be the unit sphere y
1
x2 + y 2 + z 2 = 1
R
oriented with its unit normal n̂ outwards.
x
Find the flux of the vector field F(x, y, z) = z 2 k across S. 1 O 1
Solution z
n̂ 1
n̂ 1
1 y
O
1
x
S
n̂
n̂
The unit normal is upwards on the upper hemisphere and

downwards on the lower hemisphere, so calculate the flux
across each hemisphere separately.
Gauss’ Divergence Theorem Exercise 26

[Kreyszig, p.452-457] Let S be the surface of the cube V defined by
Let S be a piecewise smooth closed surface oriented with the 0 x 1

outward unit normal. Let 0 y 1
0 z 1
F(x, y, z) = F1 i + F2 j + F3 k
where S is oriented with the outward unit normal. Let
first-order partial derivatives on the solid region V bounded F(x, y, z) = x2 i + y 2 j + z 2 k
by S. Then
ZZ ZZZ
Use Gauss’ theorem to find the flux of F across S.
F · n̂ dS = r · F dV
S V
Solution
n̂
n̂ V n̂
n̂
If V is a solid cube, its surface S consists of the six faces of

V . The outward normal vectors n̂ are each orthogonal to one
of the faces of the cube.
Exercise 27
Let F(x, y, z) = z 2 k. Let S be the unit sphere
x2 + y 2 + z 2 = 1
Assume S is oriented using the outward unit normal.

Use Gauss’ theorem to find the flux of F across S.
Solution
Stokes’ Theorem
Let S be an oriented smooth open surface bounded by the

curve C. Let C be oriented by the right-hand rule, i.e. anti-
clockwise if the unit normal n̂ on S is upwards, and clockwise
if n̂ is downwards.
Let
F(x, y, z) = F1 i + F2 j + F3 k

first-order partial derivatives on S.
Then Z ZZ
F · dr = (r ⇥ F) · n̂ dS
S
C
Note Z
If F is the velocity field of a fluid, F · dr is the circulation
C
of F. It measures the extent to which the corresponding fluid
motion is a rotation around C.
Simplest Surfaces Exercise 28

A curve C can bound many di↵erent surfaces S. We can Let F(x, y, z) = (x2 y)i+4zj+x2 k and S be the part of the
apply Stokes’ theorem to any of these surfaces, provided their surface z = 1, for which x 0, y 0 and x2 + y 2  4. Let
orientation satisfies the right hand rule. C (the boundary of S) be oriented as shown. Using Stokes’
theorem, determine the work done by F to move a particle
around C.
S1
z
S2 1 C3
C1
C2
y
2
C
x 2
Z ZZ ZZ
Solution
F · dr = (r ⇥ F) · n̂ dS = (r ⇥ F) · n̂ dS
S1 S2
C
Exercise 29
Let S be the part of the paraboloid z = x2 + y 2 that lies
below the plane z = 1. Let S be oriented by the outward unit
Projecting S onto the xy-plane gives the quarter disk R: normal and C be the curve that bounds S. Let F(x, y, z) =
y xyi + xj + z 2 k.
2 Using Stokes’ theorem, evaluate
R ZZ
(r ⇥ F) · n̂ dS
S
x
2 Solution
z
C
1
n̂
n̂ S
R
O 1 y
x 1
Exercise 30
Using Stokes’ theorem, find the work done by the force
F(x, y, z) = (x + xz 2 )i + 3xj + yzk
in moving an object anticlockwise once around the curve C

p
formed by the intersection of the cone z = x2 + y 2 and the
plane z = 2.
Solution
z
C
n̂
O 2 y
x
z
n̂
C
2 S
R
O 2 y
x 2
MAST20029 Engineering Maths: Systems of ODEs 2.1 MAST20029 Engineering Maths: Systems of ODEs 2.2
SYSTEMS OF ORDINARY DIFFERENTIAL Solutions of homogeneous constant coefficient systems

EQUATIONS To solve the system, try
[Kreyszig, Ch 4, p124-141] x = we t
Coupled first order ODEs arise in models of physical systems where w is a constant vector. Then
such as chemical reactions that involve tanks of fluids with
t
di↵erent concentrations and electric circuits with more than ẋ = we
one loop.
Substituting into ẋ = Ax gives
A homogeneous constant coefficient system of two first order t t
we = Awe
ODEs has the form
dx1 t
Since e 6= 0 then
= a11 x1 (t) + a12 x2 (t)
dt Aw = w
dx2 Hence is an eigenvalue of the matrix A and w is the corre-
= a21 x1 (t) + a22 x2 (t)
dt sponding eigenvector.
This can be written in matrix form as If A has 2 linearly independent eigenvectors {w1 , w2 } with
ẋ = Ax corresponding eigenvalues { 1 , 2 }, then the general solution
or to the system is
" # " #" #
dx1
dt a11 a12 x1
= 1t 2t
dx2
a21 a22 x2 x(t) = ↵1 w1 e + ↵ 2 w2 e
dt
where A is a constant matrix. where ↵1 and ↵2 are constants.

Exercise 1
Solve the system
dx
= x + 3y
dt
dy
= 2x + 2y
dt
subject to the initial conditions
x(0) = 0, y(0) = 1
Solution
Real, repeated eigenvalues

Suppose A has one repeated eigenvalue (algebraic multiplic-
ity m = 2) and only one linearly independent eigenvector w
(geometric multiplicity g = 1). One solution is:
t
x = we
A second linearly independent solution is

t
x = (wt + u)e
Substituting into ẋ = Ax gives:

t t
( tw + u + w)e = A(wt + u)e
t
Since e 6= 0
tw + u + w = tAw + Au
Since Aw = w, u satisfies
Au = u+w
(A I)u = w
The general solution of the system is

t t
x = ↵1 we + ↵2 (wt + u)e
where ↵1 and ↵2 are constants.

Exercise 2
Solve the system
" # " #" #

dx
dt 3 1 x
dy =
dt 1 1 y
Solution
Complex eigenvalues Exercise 3

If A has two complex conjugate eigenvectors {w1 , w2 } with Solve the system
corresponding complex conjugate eigenvalues { 1 , 2 }, then " # " #" #
dx
0 1 x
the complex general solution to the system is dt
dy =
dt 2 2 y
1t 2t
x(t) = C1 w1 e + C 2 w2 e Solution
where C1 and C2 are complex constants.
The real-valued solutions to the system may be obtained from
⇥ 1t
⇤ ⇥ 1t
⇤
x(t) = ↵1 Re w1 e + ↵2 Im w1 e
where ↵1 and ↵2 are real constants.

Phase portraits of linear systems
[Kreyszig, Ch 4, p 141-151]
Consider the linear system

" # " #" #
dx
dt a11 a12 x
dy =
dt a21 a22 y
• The equations define a vector field or a phase plane. At

any point x, we have a velocity vector ẋ = Ax.
• Each solution x(t) = (x(t), y(t)) defines a curve in the

xy-plane called an orbit. The functions x(t) and y(t)
are the parametric equations of the curve.
• At any point on a solution curve, the velocity vector ẋ

is tangential to the curve.
• Arrows on the solution curve indicate the direction of t

increasing.
• The phase portrait is determined by the eigenvalues

1 , 2 and eigenvectors w1 , w2 of the matrix A.
Critical points Case 1: 1 < 2 <0
• Any point (x0 , y0 ) where Exercise 4

dx dy Classify the critical point at the origin and sketch the phase
=0 and =0 portrait for the system:
dt dt
is called a critical point. dx
= x
dt
dy
= 2y
• The origin (0, 0) is a critical point of every two dimen- dt
sional homogeneous linear system. Solution
The general solution is
• P is an asymptotically stable critical point, if all of the " # " # " #
x 0 2t 1 t
orbits approach P . = ↵1 e + ↵2 e
y 1 0
• P is a stable critical point, if all of the orbits stay near

P but do not approach P .
• P is an unstable critical point if some or all of the orbits

move away from P .
x’=−x
y’=−2y
10
y
−2
−4
−6
−8
−10
−10 −8 −6 −4 −2 0 2 4 6 8 10
x
Case 2: 1 <0< 2
Exercise 5
Classify the critical point at the origin and sketch the phase
portrait for the system:
dx
= 2x 4y
dt
dy
= x 3y
dt
Solution
" # " # " #
x 1 2t 4
= ↵1 e + ↵2 et
y 1 1
x’=2x−4y
y’=x−3y Case 3: 1 = 2 (m = 2, g = 2)
10
Exercise 6
8
6
4
2
dx
0 = x
y
dt
−2 dy
= y
−4 dt
−6 Solution
−8 The general solution is
" # " # " #
−10
x 1 t 0
−10 −8 −6 −4 −2 0 2 4 6 8 10
= ↵1 e + ↵2 et
x y 0 1
Case 4: 1 = 2 (m = 2, g = 1)
Exercise 7
dx
= 4x y
dt
dy
= x 2y
dt
Solution
" # " # " #

x 1 3t t 3t
= ↵1 e + ↵2 e
y 1 t 1
x’=−4x−y
y’=x−2y
y
−1
−2
−3
−4
−4 −3 −2 −1 0 1 2 3 4
x
Case 5: = a ± bi (a 6= 0)
Exercise 8
dx x’=−x+y
= x+y y’=−x−y
dt
dy 10
= x y
dt 8
Solution 6
The general solution is 4
" # " # " # 2

x t cos t t sin t
= ↵1 e + ↵2 e 0
y
y sin t cos t
−2
−4
−6
−8
−10
−10 −8 −6 −4 −2 0 2 4 6 8 10
x
Case 6: =± i
Exercise 9
dx
= y
dt
dy
= 4x
dt
Solution
" # " # " #
x cos(2t) sin(2t)
= ↵1 + ↵2
y 2 sin(2t) 2 cos(2t)
Classification of critical points - summary

Eigenvalues Critical point
1A. 1 < 2<0 asymptotically stable node

x’=y 1B. 0< 2 < 1 unstable node
y’=−4x
10
2. 1 <0< 2 unstable saddle
8
6 3A. 1 = 2< 0, g = 2 asymptotically stable star node

4 3B. 0< 1 = 2, g = 2 unstable star node
2
4A. 1= 2< 0, g = 1 asymptotically stable node
0
y
4B. 0< 1 = 2, g = 1 unstable node

−2
−4
5A. = a ± bi, a < 0 asymptotically stable spiral
−6 5B. = a ± bi, a > 0 unstable spiral
−8
−10
6. = ±bi stable centre
−10 −8 −6 −4 −2 0 2 4 6 8 10
x
Note
The cases 1 = 0, 2 6= 0 and 1 = 2 = 0 will not be
discussed in this subject.
Autonomous nonlinear systems where

[Kreyszig, Ch 4, p 152-156]
@f @f
a= (x0 , y0 ), b= (x0 , y0 )
Consider the nonlinear system where RHS has no t dependence @x @y
@g @g
dx c= (x0 , y0 ), d= (x0 , y0 )
= f (x, y) @x @y
dt
dy
= g(x, y) In matrix form, the linearised system becomes
dt
where f (x, y) and g(x, y) have continuous first order partial
Ẋ = AX
derivatives and are not simply linear combinations of x and y.
Let (x0 , y0 ) be a critical point of the non linear system, and where 2 3
set @f @f
6 @y 7
A = 4 @x
@g @g 5
@x @y
X=x x0 , Y =y y0
is the Jacobi matrix of f and g, evaluated at (x0 , y0 ).
The linearisation of the system about the critical point (x0 , y0 )
is given by the linear system
dX
= aX + bY
dt
dY
= cX + dY
dt
Exercise 10
Consider the following nonlinear system
dx
=1 x y = f (x, y)
dt
dy
= 2xy = g(x, y)
dt
Find all critical points of this system, and linearise the system
about each of its critical points.
Solution
Phase portraits of nonlinear systems
Linearisation Theorem
Let (x0 , y0 ) be an isolated critical point of a two dimensional
autonomous nonlinear system. Let
Ẋ = AX
be the linearisation of the system about (x0 , y0 ).
If the eigenvalues of A are such that
1. 1 6= 2, and
2. neither eigenvalue has Re( ) = 0,
then the orbits of the nonlinear system close to (x0 , y0 ) can

be approximated by the orbits of the linearised system close
to the origin.
Exercise 11
Consider the nonlinear system from Exercise 10:
dx
=1 x y
dt
dy
= 2xy
dt
Determine the stability of each of the critical points. Using
PPlane, sketch the phase portrait in the vicinity of each critical
point.
Solution
The critical points are at (0, 1) and (1, 0).
At (0, 1) the linearised system is:
" # " #" #

dX
dt 1 1 X
dY
=
dt 2 0 Y
Figure 1: Linearised phase portrait near (0,1).

At (1, 0) the linearised system is:
" # " #" #

dX
dt 1 1 X
dY
=
dt 0 2 Y
Figure 2: Linearised phase portrait near (1,0).
Note
Using PPlane, the two phase portraits combine to produce the
phase plane over a region including both critical points (global
phase portrait).
Exercise 12
Consider the following system of nonlinear ODES:
dx
= 2y (x2 + y 2 )x = f (x, y)
dt
dy
= 2x (x2 + y 2 )y = g(x, y)
dt
Find the linearised system for each critical point. Determine
the stability of the critical points for the linearised systems.
Solution
Figure 3: Global phase portrait.

Note
The orbits for the linear system near (X, Y ) = (0, 0) are
circles. However, this example does not satisfy the condi-
tions of the Linearisation Theorem, and the true orbits near
(x, y) = (0, 0) for the nonlinear system are spirals!
Figure 4: Phase portrait of the nonlinear system.

MAST20029 Engineering Maths: Laplace Transforms 3.1 MAST20029 Engineering Maths: Laplace Transforms 3.2
LAPLACE TRANSFORMS Laplace transforms

Z 1
st
f (t) F (s) = f (t)e dt
[Kreyszig, Chapter 6, pp 203-253] 0
Let f be a function of a real variable t 0. The Laplace 1

1. 1
s
transform of f , denoted by L[f ], is the function F (s)
Z n!
1 2. tn
L[f (t)] = F (s) = f (t)e st
dt sn+1
0
1
where s is a complex variable. 3. eat
s a
A Laplace transform is well defined if a
4. sin(at)
s2 + a2
1. f is piecewise continuous,
s
5. cos(at)
2. In the limit as t ! 1, |f |  Kect , for some finite s 2 + a2
constants K, c.
a
6. sinh(at)
s2 a2
For many functions, the integral only converges for a limited
range of s. s
7. cosh(at)
s2 a2
Applications of Laplace transforms include problems involving
heat conduction, fluid flow, chemical reactions and electrical
circuits.
Using the definition of the Laplace transform, prove that Using the definition of the Laplace transform, prove that
1 1
L[1] = L[t] =
s s2
Solution Solution
Linearity Exercise 4
The Laplace transform is linear, so that Using the definition of the Laplace transform, prove that
1
f (t) = c1 f1 (t) + c2 f2 (t) L[eat ] = , a2C
s a
then Solution
L[f ] = c1 L[f1 ] + c2 L[f2 ]
where c1 , c2 2 C.
Exercise 3
Compute the Laplace transform of
f (t) = t2 2t + 1
Solution
Compute the Laplace transform of Compute the Laplace transform of
f (t) = cosh(at) f (t) = sin(at)
for a 2 C, using the exponential definition of cosh(at). for a 2 C, using the exponential definition of sin(at).
Solution Solution
Laplace transforms of derivatives The Laplace transform of the n-th derivative of f
The Laplace transform of f 0 (t)

h i
2 0
L f (n) = sn L[f ] sn 1
f (0) sn f (0)
Z 1
0 ··· f (n 1)
(0)
L[f ] = f 0 (t) e st
dt
0
Z b If L[f ] = F (s)
= lim f 0 (t) e st
dt
b!1 0
n
X1
Integration by parts L[f (n) n
] = s F (s) sn 1 k (k)
f (0)
 Z t=b k=0
st st
= lim f (t)e + sf (t)e dt
b!1 t=0
Z b
⇥ sb
⇤ st
= lim f (b)e f (0) + s lim f (t)e dt
b!1 b!1 0
= f (0) + sL[f ]
Similarly
L [f 00 ] = s L[f 0 ] f 0 (0)
= s2 L[f ] s f (0) f 0 (0)
Inverse Laplace transform Exercise 7

If L[f (t)] = F (s) is the Laplace transform of f , then f is the Compute the inverse Laplace transform of
inverse Laplace transform of F and is denoted by L 1 [F ]. It
is defined by the complex contour integral 1
F (s) =
(s 2)(s 1)
Z c+i1
Solution
1 1 st
f (t) = L [F ] = F (s)e ds
2⇡i c i1
Note
• This integral is beyond the scope of this subject. We

will use tables to invert Laplace transforms.
• Linearity also holds for inverse transforms. Hence if
F (s) = c1 F1 (s) + c2 F2 (s)
then
1 1 1
L [F ] = c1 L [F1 ] + c2 L [F2 ]
where c1 , c2 2 C.
Using Laplace transforms to solve linear ODEs
Exercise 8
Solve the second order initial value problem
x00 x = 1, x(0) = 1, x0 (0) = 2
for x(t).
Solution
Using Laplace transforms to solve linear systems of 1st

order ODEs
Exercise 9
Solve the system of inhomogeneous di↵erential equations
x0 + y 0 + x + y = 1 (1)
y0 x+y = t (2)
for x(t) and y(t), given that
x(0) = 0 and y(0) = 0.
Solution
The s-shifting theorem
If L[f (t)] = F (s) then
at
L[e f (t)] = F (s + a)
or
1 at
L [F (s + a)] = e f (t)
for any real number a.
If s is a real number, the exponential shifts the variable s to

the left by a.
Find the Laplace transform of Find the inverse Laplace transform of
4s 12
g(t) = t2 e 4t
G(s) =
s2 6s + 18
Solution Solution
Exercise 12 The t-shifting theorem

Find the inverse Laplace transform of
If f has the Laplace transform F , then
4s + 12
H(s) = (
(s 3)2 + 9 0 if t < a
g(t) =
Solution f (t a) if t a
has the Laplace transform
as
L[g(t)] = e F (s)
for any real number a > 0.
The function f (t a) is just f (t) shifted to the right along

the t-axis by a.
The unit step (Heaviside) function The t-shifting theorem in terms of step functions
For any a 0,
Using step functions, we can write the t-shifting theorem as
(
0 if t < a If L[f (t)] = F (s), then
u(t a) =
1 if t a
as
L[f (t a)u(t a)] = e F (s)
u(t a) or
1
⇥ as
⇤
L e F (s) = f (t a)u(t a)
1 for any real number a > 0.
O a t
Step functions are useful in modelling mechanical or electrical

forces that are switched on or o↵ at di↵erent times.
Find the inverse Laplace transform of Find the Laplace transform of the function
2s 8
e > if 0  t < ⇡
G(s) = < 2
s5 g(t) = 0 if ⇡  t < 2⇡
>
:
Solution sin t if t 2⇡
t
O ⇡ 2⇡ 3⇡ 4⇡
Solution
Write g as a linear combination of regular functions multiplied
by unit step functions.
Exercise 15
Find the Laplace transform of the function
(
t2 if 1  t < 2
g(t) =
0 elsewhere
0 1 2 t
Solution
Write g as a linear combination of regular functions multiplied
by unit step functions.
Impulse
Some physical phenomena involve the action of large forces
over short intervals of time, such as a tennis ball hit by a
racquet or a voltage applied to an electric circuit.
For any a 0 and ✏ > 0, let

(
1
✏ if a  t  a + ✏
f✏ (t a) =
0 otherwise
f✏
1/✏
O a a+✏ t
The impulse of a force acting over a short time interval

a  t  a + ✏ is the integral of f✏ from a to a + ✏.
Z 1 Z a+✏
1 1
I✏ = f✏ (t a) dt = dt = [(a + ✏ a) = 1
0 a ✏ ✏
The Dirac delta function Laplace transform of Dirac delta function

Define the Dirac -function for a 0 as
(
0 if t 6= a L[ (t a)] = L[lim f✏ (t a)]
✏!0
(t a) = lim f✏ (t a) =
✏!0 1 if t = a = lim L[f✏ (t a)]
✏!0
Z 1
So that st
= lim f✏ (t a)e dt
✏!0 0
Z ( Z a+✏
t 1 st
0 if t < a
(⌧ a) d⌧ = u(t a) = = lim e dt
0 1 if t a ✏!0 a ✏
 t=a+✏
and e st
= lim
✏!0 s✏ t=a
Z 1 as as s✏
e e e
(⌧ a) d⌧ = 1. = lim
0 ✏!0 s✏
as s✏
se e
= lim by L’Hôpital’s rule
✏!0 s
as
= e
Note
1
Putting a = 0 gives L[ (t)] = 1 and L [1] = (t)
Exercise 16
Solve
y 00 + 4y 0 + 4y = (t 1)
with
y(0) = 0, y 0 (0) = 0
Solution
Laplace transforms of integrals Exercise 17

If f has a Laplace transform L[f ] = F (s), then Solve the integral equation
Z t
Z t y(t) y(⌧ ) d⌧ = 3
L f (⌧ ) d⌧ 0
0
Solution
Z 1 ✓Z t ◆
st
= f (⌧ ) d⌧ e dt
0 0
Z b ✓Z t ◆
st
= lim f (⌧ ) d⌧ e dt
b!1 0 0
Integration by parts
 Z Z t=b
1 st t 1 st
= lim e f (⌧ ) d⌧ + f (t)e dt
b!1 s 0 s t=0
" Z Z #
b b
1 sb 1 st
= lim e f (⌧ ) d⌧ + f (t)e dt
b!1 s 0 s 0
Z b
1 st
= lim f (t)e dt
s b!1 0
F (s)
=
s
Convolution Exercise 18
We define the (Laplace) convolution of two functions f and g Use the convolution theorem to find the inverse Laplace trans-
as follows form of
1
Z H(s) = 2 2
t s (s + 1)
(f ⇤ g)(t) = f (⌧ )g(t ⌧ ) d⌧
0 Solution
The convolution of two functions is symmetric, i.e.
f ⇤g =g⇤f
or
Z t Z t
f (⌧ )g(t ⌧ ) d⌧ = f (t ⌧ )g(⌧ ) d⌧
0 0
The convolution theorem
If L[f (t)] = F (s) and L[g(t)] = G(s), then
L[(f ⇤ g)(t)] = F (s)G(s)
or
1
(f ⇤ g)(t) = L [F (s)G(s)]
Exercise 19
Solve the integral equation
Z t
1
y(t) = t2 y(⌧ )(t ⌧ ) d⌧
2 0
Solution
MAST20029 Engineering Maths: Laplace Transforms 3.43 MAST20029 Engineering Maths: Sequences and Series 4.1
SEQUENCES AND SERIES
Sequences
A sequence is an ordered list of numbers
a 1 , a2 , a3 , a4 . . . a n . . .
The sequence is denoted by {an } where an is the nth term

(n 1).
Example
1 1 1 1
1, , , , , . . .
2 3 4 5
1
Here an =
n
Example
1, 1, 1, 1, 1, 1, . . .
Here an = ( 1)n 1
or an = ( 1)n+1
MAST20029 Engineering Maths: Sequences and Series 4.2 MAST20029 Engineering Maths: Sequences and Series 4.3
The sequence {an } can be plotted on a graph with n on the Limits of Sequences
x-axis and an on the y-axis.
A sequence {an } has the limit L (L is finite) if an approaches
Example L as n approaches infinity. We write:
1
an =
n
lim an = L,
n!1
an
1 or an ! L as n ! 1.
1 2 3 4 5
n If the limit exists we say that the sequence converges. Other-
wise, the sequence diverges.
−1
Example
⇢
Example 1
converges to 0.
n
an = ( 1)n 1
Example
an
1 ( 1)n 1
oscillates, so it diverges.
Example
n
1 2 3 4 5
{n} diverges to infinity.
−1
The only di↵erence between lim an = L and lim f (x) = L Standard Limits
n!1 x!1
is that n is a natural number whereas x is a real number.
1
1. lim =0 (p > 0)
n!1 np
Theorem
Let f be a real function and {an } be a sequence of real num- 2. lim rn = 0 (|r| < 1)
n!1
bers such that an = f (n). If
lim f (x) = L then lim an = L 3. lim a1/n = 1 (a > 0)

n!1
x!1 n!1
This means that we can use the techniques for evaluating limits 4. lim n1/n = 1
n!1
of functions to evaluate limits of sequences.
an
5. lim =0 (a 2 R)
Note n!1 n!
lim an = L 6) lim f (x) = L loge n

n!1 x!1 6. lim =0 (p > 0)
n!1 np
⇣ a ⌘n
Example 7. lim 1 + = ea (a 2 R)
n!1 n
an = sin(2⇡n), f (x) = sin(2⇡x)
np
8. lim =0 (p 2 R; a > 1)
n!1 an
The factorial function Exercise 1 ⇢

3n 4n
n! represents the factorial function with domain n = 0, 1, 2, ... Evaluate lim
n!1 3n2 + 4n + 7
defined by
Solution
n! = n(n 1)! , 0! = 1
or
n! = n ⇥ (n 1) ⇥ (n 2) ⇥ ... ⇥ 3 ⇥ 2 ⇥ 1
The first four values of the sequence {n!} are
1! = 1
2! = 2 ⇥ 1
3! = 3 ⇥ 2 ⇥ 1 = 6
4! = 4 ⇥ 3 ⇥ 2 ⇥ 1 = 24
Exercise 2 Exercise 3 ✓ ◆n
n 2
Prove standard limit number 6, Evaluate lim loge
n!1 n
loge n
lim = 0, (p > 0). Solution
n!1 np
Solution
Exercise 4 Series
Prove standard limit number 4,
A series is the sum of all terms in the sequence {an }.
lim n1/n = 1. A series is denoted by
n!1
Solution 1
X
an = a1 + a2 + a3 + a4 . . .
n=1
Example
The sequence {n} = 1, 2, 3, 4, . . ..
1
X
The series n = 1 + 2 + 3 + 4...
n=1
The sequence and series diverge to infinity.
Example
⇢
1
The sequence = 0.1, 0.01, 0.001, . . ..
10n
X1
1
The series = 0.1 + 0.01 + 0.001 + . . . = 0.11111111
n=1
10n
1
The sequence converges to 0 while the series converges to .
9
Given a particular sequence {an }, we can formulate a sequence Exercise 5

of sums,
Find the k th partial sum of the sequence {( 1)n }.
X1
S1 = a 1
Determine if ( 1)n converges or diverges.
S2 = a 1 + a 2 n=1
S3 = a 1 + a 2 + a 3 Solution
..
.
Sn = a 1 + a 2 + a 3 + . . . + a n
The sequence {Sn } is called the sequence of partial sums.
If {Sn } converges, that is lim Sn = L, where L is a finite

n!1
1
X
value, then we say that the series ai converges.
i=1
If a series does not converge, then it diverges.

Exercise 6 Geometric Series

⇢
th 1 1 1
Find the k partial sum of 1, , , , . . . .
2 4 8 The sum of a geometric series
1 1 1 1
Evaluate the sum 1 + + + + . . .. X
2 4 8 arn = a + ar + ar2 + . . .
n=0
Solution
is convergent if |r| < 1 and diverges if |r| 1.
If |r| < 1, we have
1
X a
arn =
n=0
1 r
Exercise 7
What does the series
✓ ◆2 ✓ ◆ 3
1 1 1
1+ + + + ...
4 4 4
converge to?
Solution
The Divergence Test Integral Test

1
X If f is a continuous, positive, decreasing function on [1, 1)
If lim an 6= 0 then an diverges. 1
n!1 X
n=1 and an = f (n). Then the series an
n=1
Note R1
1
X 1. converges if 1
f (x) dx converges.
If lim an = 0 then an may converge or diverge.
n!1
n=1 R1
2. diverges if 1
f (x) dx diverges.
Exercise 8
X1
n+1
Does converge or diverge?
n=1
n
Solution
Exercise 9 Z 1
1
For what values of p > 0 does dx converge?
1 xp
Solution
Harmonic p Series Exercise 10

X1
The harmonic p series 1 1
X 1 Does converge or diverge?
(n 3) 2
np n=4
n=1
converges if p > 1 and diverges if p  1. Solution
Proof
p>0
1
• f (x) = is continuous, positive and decreasing on [1, 1).
xp
Z 1
1
• dx is convergent if p > 1 and divergent if p  1.
1 xp
X1
1
• Hence, p
converges if p > 1 and diverges if p  1, by
n=1
n
the integral test.
p0
X1
1 1
• Since lim p 6= 0, p
diverges by the divergence test.
n!1 n n
n=1
Combining cases:
X1
1
p
converges if p > 1 and diverges if p  1.
n=1
n
Comparison Test Exercise 11

1
X 1
X Determine whether
Let an and bn be positive term series. 1
X n2
n=1 n=1
n=1
n3 + 1
1
X 1
X
1. If an  bn for all n and bn converges, then an converges or diverges.
n=1 n=1
converges. Solution
1
X 1
X
2. If an bn for all n and bn diverges, then an
n=1 n=1
diverges.
To apply the comparison test we compare a given series to a

harmonic p series or a geometric series.
Exercise 12 Ratio Test

1
X
Determine whether Let an be a positive term series and
1
X 5 n=1
n3 1
n=2 an+1
L = lim .
converges or diverges. n!1 an
1
X
Solution 1. If L < 1, an converges.
n=1
1
X
2. If L > 1, an diverges.
n=1
3. If L = 1, the ratio test is inconclusive.
The ratio test is particularly useful if an contains an exponen-

tial or factorial function of n.
X1
nn Does
Does converge or diverge? 1
n=1
n! X n!n!
n=1
(2n)!
Solution
converge or diverge?
Solution
Alternating Series Exercise 15

X1
An alternating series has terms which have alternating signs ( 1)n
Does converge or diverge?
(+, , +, . . .) or ( , +, , + . . .). n=1
n
Solution
Example
X1
( 1)n 1
1 1 1 1
=1 + + ...
n=1
n 2 3 4 5
Alternating Series Test (Leibniz Test)

1
X
If the series ( 1)n an satisfies
n=1
1. an > 0 for all n 1
2. lim an = 0
n!1
3. an+1  an for all n N , for some integer N
then the series converges.
If condition 2 is violated, the series diverges.

Exercise 16 Power Series

X1
3n( 1)n 1
Does converge or diverge? A general power series about x = a has the form
n=1
4n 1
1
X
Solution cn (x a)n = c0 + c1 (x a) + c2 (x a)2 + c3 (x a)3 . . .
n=0
where x 2 R is variable and cn 2 R are constants for n 0.

Theorem Generalised Ratio Test

1
X 1
X
cn (x a)n are of three types: Let an and
n=0 n=1
an+1
1. convergent only when x = a L = lim .
n!1 an
1
X
2. convergent for all x
1. If L < 1, an converges.
n=1
3. convergent for all |x a| < R and divergent for all 1
X
|x a| > R 2. If L > 1, an diverges.
n=1
3. If L = 1, the generalised ratio test is inconclusive.

R is called the radius of convergence.
• In case (1), R = 0.
• In case (2), R = 1.
The interval of convergence is the interval of x for which the

series converges.
Exercise 17
Find the radius of convergence and interval of convergence of
X1
( 3)n xn
the series .
n=1
n2 + 1
Solution
Exercise 18
Using the generalised ratio test, find the radius of convergence
X1
(x 1)n
and interval of convergence of the series .
n=1
2n
Solution
Note
There is a simpler method to determine the convergence of
this series.
Taylor Polynomials The approximation improves as we take higher order terms. In

We wish to approximate a di↵erentiable function f near x = a general
by a polynomial function called a Taylor polynomial.
Example f (x) =f (a) + f 0 (a)(x a)+

If a = 2 and f (x) = loge x, the first three approximations are 00
f (a)(x a) 2
f 000 (a)(x a)3
shown in the diagram. + + ...
2! 3!
y
y = P1(x)
y = loge(x)
1 y = P2(x)
y = P0(x)
This is called a Taylor series. If a = 0, then the Taylor series
x is called a Maclaurin series.
1 2 3 4
−1 y = loge(x) We can approximate a di↵erentiable function f by a truncated

y = P0(x)
y = P1(x) Taylor series. We call the polynomial approximation a Taylor
−2
y = P2(x) polynomial of degree n.
• P0 (x) is a constant equal to the function value at x = a. n

X f (k) (a)(x a)k
Here P0 (x) = f (2) = loge 2. f (x) ⇡ Pn (x) =
k!
k=0
• P1 (x) is a straight line tangent to the function at x = a.
Here P1 (x) = f (2) + f 0 (2)(x 2).
• P2 (x) is a quadratic approximation to the function at x = a.

Here P2 (x) = f (2) + f 0 (2)(x 2) + 12 f 00 (2)(x 2)2 .
⇡
Find the 4th order Taylor polynomial about x = for Find the Maclaurin series for f (x) = loge (1 + x)
2
f (x) = cos x
Solution
Solution
So,
f 00 (0)x2 f 000 (0)x3 f iv (0)x4
P (x) = f (0) + f 0 (0)x + + + +. . .
2! 3! 4!
⇣⇡⌘ ⇣⇡⌘ ⇣ ⇡ ⌘ f 00 ⇡2 x ⇡ 2
0 2
P4 (x) =f +f x +
2 2 2 2!
000 ⇡ ⇡ 3 iv ⇡ 4
f 2 x 2 f 2 x ⇡2
+ +
3! 4!
Error in Taylor Polynomials Exercise 21

Find an upper bound on the error when loge (1 + x) is approx-
Taylor’s Theorem
imated by a 3rd order Maclaurin polynomial for |x|  0.1.
The nth order Taylor Polynomial for f around x = a is
Solution
x2 x3
n n Since loge (1 + x) ⇡ x +
f (a)(x a) 2 3
Pn (x) = f (a) + f 0 (a)(x a) + . . . + 6
n! and f iv (x) =
(1 + x)4
the error is
The truncation error or remainder for the nth order Taylor
Polynomial is
Rn (x) = f (x) Pn (x)
f n+1 (c)(x a)n+1

Rn (x) =
(n + 1)!
where c lies between a and x.
If Rn ! 0 as n ! 1 the Taylor series converges to f .

Exercise 22
Approximate (1.2)7/2 using a 2nd order Maclaurin polynomial
for (1 + 2x)7/2 . Give an upper bound on the error.
Solution
Exercise 23
(a) Determine the Maclaurin series for ex and find its radius
of convergence.
X1
1
(b) Show that = e.
n=0
n!
Solution
The Maclaurin series is

f 00 (0)x2 f 000 (0)x3
P (x) = f (0) + f 0 (0)x + + + ...
2! 3!
MAST20029 Engineering Maths: Sequences and Series 4.50 MAST20029 Engineering Maths: Fourier Series 5.1
FOURIER SERIES
A function f is periodic if there is a positive number T such

that
f (t) = f (t + T ) for all t
T is called the period of f . The graph of f is obtained by

periodic repetition of its graph in any interval of length T .
Example
sin t has period 2⇡, cos(2t) has period ⇡
Example
Periodic functions describe rotating machines, sound waves or
seasonal phenomena. f
t
3T 2T T O T 2T 3T
MAST20029 Engineering Maths: Fourier Series 5.2 MAST20029 Engineering Maths: Fourier Series 5.3
Many periodic functions can be expressed as a Fourier series. Energy density and Parseval’s Identity
2⇡
Assume that a function f has period T = 2L. Let ! = T . The energy density of a periodic function f is given by
Then f can be represented by a Fourier series of the form: Z T /2

1
f 2 (t) dt
T T /2
1
X
f (t) = a0 + (an cos(n!t) + bn sin(n!t)) Energy density may also be calculated by Parseval’s Identity:
n=1
Z 1
1 T /2
1X 2
f 2 (t) dt = a20 + (a + b2n )
The coefficients a0 , an and bn are known as the Fourier coef- T T /2 2 n=1 n
ficients and may be calculated from Euler’s formulae:
Example
Z L
1 If f is the periodic voltage in an electrical circuit then the
a0 = f (t) dt
2L L energy transferred to the resistor in one period is proportional
Z
1 L to the energy density.
an = f (t) cos(n!t) dt, n = 1, 2, ...
L L
Z
1 L
bn = f (t) sin(n!t) dt, n = 1, 2, ...
L L
Exercise 1
Consider the saw tooth wave defined by
(
0, ⇡t<0
f (t) =
t, 0t<⇡
with f (t) = f (t + 2⇡).
(a) Sketch f for 3⇡  t  3⇡.
(b) Find the Fourier series for f .
(c) Find the energy density of f .
Solution
(a)
t
3⇡ 2⇡ ⇡ O ⇡ 2⇡ 3⇡
Fourier Series Theorem Use MATLAB to see how the Fourier series approximates the
If a periodic function f with period T = 2L is di↵erentiable function in Exercise 1.
at all except finitely many points in the interval [ L, L] then Fourier series approximation to f
4
the Fourier series with coefficients given by Euler’s formulae N=5
f
3
is convergent.
2
f
If f is continuous at a point t0 2 [ L, L] then the value of 1
the Fourier series is f (t0 ). 0
−1
−4 −3 −2 −1 0 1 2 3 4
If f is discontinuous at a point t0 2 [ L, L] then the value t
of the Fourier series is the average value of the left and right 4
N=20
limits of f at t0 . 3
f
Example
f
1
−1
−4 −3 −2 −1 0 1 2 3 4
t
Here N refers to the upper index of the sum in the Fourier

series, namely:
N
X
fN (t) = a0 + (an cos(n!t) + bn sin(n!t))
n=1
Odd and Even functions Fourier cosine series for even functions
A function f is an even function if Suppose f is an even function with period T = 2L.
f (t) = f ( t) Then f (t) cos(n!t) is an even function, and f (t) sin(n!t) is

an odd function.
Example cos(!t) and t2
So f may be represented by a Fourier cosine series
A function f is an odd function if
1
X
f (t) = f ( t) f (t) = a0 + an cos(n!t)
n=1
Z L
Example sin(!t) and t3 1
where a0 = f (t) dt
L 0
Z L
2
Properties of even and odd functions an = f (t) cos(n!t) dt
L 0
1. Let f be an even function. Then
Z L Z L
f (t) dt = 2 f (t) dt
L 0
2. Let f be an odd function. Then

Z L
f (t) dt = 0
L
Fourier sine series for odd functions Exercise 2

Suppose f is an odd function with period T = 2L. Consider the function defined by
(
Then f (t) cos(n!t) is an odd function, and f (t) sin(n!t) is t + ⇡2 ⇡t<0
f (t) =
an even function. t + ⇡2 0t<⇡
So f may be represented by a Fourier sine series with f (t) = f (t + 2⇡).
(a) Sketch the graph of f for ⇡  t  ⇡.

1
X
f (t) = bn sin(n!t) (b) Find the Fourier series for f .
n=1
Z L
2 Solution
where bn = f (t) sin(n!t) dt
L 0 (a)
⇡/2
t
⇡ O ⇡
⇡/2
Half Range Expansions

Suppose a function f is defined only for the interval 0  t  L.
The function may be represented in terms of either a cosine

or sine series, by extending its definition to the interval
L  t  L.
Exercise 3
Consider the function
f (t) = t2 1
for 0 < t < 2. Sketch f .
Solution
f
3
O
t
2
1
We can extend f to an even periodic function fe with period Finding Particular Solutions of Ordinary Di↵erential Equa-
T = 4. Then fe will have a Fourier cosine series. tions using Fourier Series
fe Exercise 4
3
Suppose the motion of a constrained object subject to an ex-
ternal force f is given by the di↵erential equation
O
t y 0 + 3y = f
6 4 2 2 4 6
1 where y is the displacement of the body at time t and
(
t + ⇡2 , ⇡t<0
Similarly, we can extend f to an odd periodic function fo with f (t) = ⇡
t + 2, 0t<⇡
period T = 4. Then fo will have a Fourier sine series.
fo with f (t) = f (t + 2⇡).

3
Find a particular solution yp to the di↵erential equation using
Fourier series.
1
t
6 4 2 O 2 4 6
1
3
Solution
From Exercise 2, the Fourier series for f is
1
X
f (t) = an cos(nt)
n=1
where (
0, n even
an = 4
n2 ⇡ , n odd
Assume that yp can be represented by a Fourier series with

the same period as f , so that
1
X
yp (t) = ↵0 + (↵n cos(nt) + n sin(nt))
n=1
Di↵erentiating with respect to t gives

Fourier Integrals
Many non-periodic functions can be represented by Fourier

integrals. Non-periodic phenomena occur in signal processing
and seismic activity.
We consider a non-periodic function to have period 2L for

some large value of L, and then represent it by a Fourier
series.
Letting L ! 1, we obtain the Fourier integral

Z 1
f (t) = A(!) cos(!t) + B(!) sin(!t) d!
0
where the functions A(!) and B(!) are defined as follows:
Z 1
1
A(!) = f (t) cos(!t) dt
⇡ 1
Z 1
1
B(!) = f (t) sin(!t) dt
⇡ 1
Exercise 5
Consider the single signal pulse defined by
(
1 for |t|  1
f (t) =
0 for |t| > 1
Sketch f and find the Fourier integral representation of f .
Solution
t
1 O 1
Fourier Integral Theorem

If a non-periodic function f is di↵erentiable at all except finitely
many points t 2 R, and if the integral
Z 1
|f (t)|2 dt
1
is finite, then f can be represented by a Fourier integral.
The Fourier integral equals f at all points where f is contin-

uous.
If f is discontinuous at a point t0 then the Fourier integral

equals the average value of the left and right limits of f at t0 .
Note
For the above integral to be finite
1. f must be zero outside a finite interval,
or 2. f rapidly decays to 0 as |t| ! 1.
Example
Note Fourier cosine integrals for even functions

To evaluate or plot the Fourier integral for f , we use MATLAB Suppose f is an even function. Then f (t) cos(!t) is an even
to numerically evaluate the integral function and f (t) sin(!t) is an odd function. So f may be
Z represented by a Fourier cosine integral
a
2 sin(!) cos(!t)
f (t) = d! Z 1
⇡ 0 !
f (t) = A(!) cos(!t) d!
using the trapezoidal rule, for various finite values of a. 0
where Z 1
Example 2
A(!) = f (t) cos(!t) dt
Use MATLAB to see how the Fourier integral approximates ⇡ 0
the function in Exercise 5.

Fourier Integral approximation to f (a = 5)
Fourier sine integrals for odd functions
2
f
1.5 f5 Suppose f is an odd function. Then f (t) cos(!t) is an odd
1
function and f (t) sin(!t) is an even function. So f may be
0.5
represented by a Fourier sine integral
f
−0.5
Z 1
−1
−2 −1.5 −1 −0.5 0
t
0.5 1 1.5 2
f (t) = B(!) sin(!t) d!
Fourier Integral approximation to f (a = 20)
0
2
1.5
f
f20
where
1
Z 1
0.5 2
B(!) = f (t) sin(!t) dt
f
0
⇡ 0
−0.5
−1
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
t
Exercise 6
Represent f as a Fourier sine integral when
8
>
< 1 for 0  t  1
f (t) = 1 for 1  t < 0
>
:
0 for all other t
Solution
f
t
1 O 1
1
Finding Particular Solutions of Ordinary Di↵erential Equa-

tions using Fourier Integrals
Exercise 7
Find a particular solution to the di↵erential equation
y 00 + y 0 + 2y = f
where
(
1 for |t|  1
f (t) =
0 for |t| > 1
Solution
From Exercise 5, the Fourier cosine integral for f is:
Z 1
2 sin(!) cos(!t)
f (t) = d!
⇡ 0 !
Assume that yp can be represented as a Fourier integral:

Z 1
yp (t) = ↵(!) cos(!t) + (!) sin(!t) d!
0
MAST20029 Engineering Maths: Second order PDEs 6.1 MAST20029 Engineering Maths: Second order PDEs 6.2
SECOND ORDER PDES Exercise 1

Classify the following PDEs
[Kreyszig, p.540-552, 558-567]
@2 @2
A partial di↵erential equation (PDE) is an equation involving 1. + =0
@x2 @y 2
one or more partial derivatives of an unknown function .
The dependent variable depends on two or more indepen-

dent variables which are often time t and one or several space @2 @
2. + =1
variables x, y and z, e.g. (x, t), (x, y, z). @x@y @y
Order
The order of a PDE is the order of the highest derivative in ✓ ◆2
@ @
the equation. 3. x + =
@y @x
Linearity
A PDE is linear if and its partial derivatives appear only
linearly (to the first power). The independent variables can
In this subject, we only cover second order linear homogeneous
appear in any way.
PDEs.
Homogeneity
A PDE is homogeneous if each of its terms contains either
or one of its partial derivatives. Otherwise we call it inhomo-
geneous.
Second order PDEs arise in mathematical modelling of physical Example: Equipotential lines in electrostatics
problems. Equipotential lines in electrostatics are described by Laplace’s
equation
Example: The vibration of a string
The (small amplitude) vibration u(x, t) of a stretched string @2 @2
+ =0
is described by the wave equation @x2 @y 2
where (x, y) is the electrostatic potential. Laplace’s equation
@2u @2u
=0 describes time-independent phenomena.
@t2 @x2
where u measures the displacement from the equilibrium po-
sition of the string, at position x and time t.
Example: The temperature of a rod
u The temperature T (x, t), at position x and time t, along a
thin rod is described by the heat equation
Displaced position of string
@T @2T
 =0
@t @x2
x
O where  is the thermal conductivity.
Equilibrium position of string
x
The Method of Separation of Variables Exercise 2

The method of separation of variables can be used to solve Solve Laplace’s equation
second order PDEs.
@2 @2
+ =0 (6)
@x2 @y 2
The method assumes that the solution to the PDE can be
expressed as the product of two functions, each of them in for {(x, y) : 0 < x < 1, 0 < y < 1} subject to the boundary
one variable only. For example, conditions
(x, y) = X(x)Y (y) (0, y) = 0

(1, y) = 0
This assumption allows us to decompose the PDE into two
(x, 0) = 0
ODEs.
(x, 1) = sin(⇡x) + 2 sin(3⇡x)
We look for non trivial solutions (x, y) 6= 0, so that X(x) 6= 0
and Y (y) 6= 0. y
The method works best for homogenous PDEs with some ho- = sin(⇡x) + 2 sin(3⇡x)
mogeneous boundary conditions, posed on a finite domain. 1
=0 =0
x
O =0 1
Solution This gives two second order ODEs

Assume the solution has the form 00
X (x) X(x) = 0
00
Y (y) + Y (y) = 0
(x, y) = X(x)Y (y)
Di↵erentiating twice gives

@2 00
The boundary conditions can be written as
= X (x)Y (y)
@x2
(0, y) = X(0)Y (y) = 0 so X(0) = 0
2
@ 00
(1, y) = X(1)Y (y) = 0 so X(1) = 0
= X(x)Y (y)
@y 2
(x, 0) = X(x)Y (0) = 0 so Y (0) = 0
(x, 1) = sin(⇡x) + 2 sin(3⇡x)
Substitute into (6)
00 00 Solve the ODEs for the three possible cases of the separation
X (x)Y (y) + X(x)Y (y) = 0
constant :
00 00
X (x) Y (y) 1. >0
=
X(x) Y (y)
2. =0
This occurs only if both sides are equal to a constant: 3. <0
00 00
X (x) Y (y)
= =
X(x) Y (y)
Case 1: >0 Case 2: =0

Case 3: <0
Exercise 3 Solution
Solve the wave equation Assume the solution has the form
@2 @2
=0 (7) (x, t) = X(x)T (t)
@x2 @t2
for {(x, t) : 0 < x < L, t > 0}, subject to the boundary and Di↵erentiating gives
initial conditions @2 00
= X (x)T (t)
@ @x2
(0, t) = 0
@x
@2 00
@ = X(x)T (t)
(L, t) = 0 @t2
@x
@
(x, 0) = 0
@t ✓ ◆
2⇡x Substitute into (7)
(x, 0) = 1 + cos
L
00 00
t X (x)T (t) X(x)T (t) = 0
00 00
X (x) T (t)
@ @ =
=0 =0 X(x) T (t)
@x @x
x This occurs only if both sides are equal to a constant:

O @ L
=0
@t 0 1
2⇡x C 00 00
= 1 + cos B@ A
L X (x) T (t)
= =
X(x) T (t)
This gives two second order ODEs Case 2: =0

00
X (x) X(x) = 0
00
T (t) T (t) = 0
The boundary and initial conditions can be written as

@
(0, t) = X 0 (0)T (t) = 0 so X 0 (0) = 0
@x
@
(L, t) = X 0 (L)T (t) = 0 so X 0 (L) = 0
@x
@
(x, 0) = X(x)T 0 (0) = 0 so T 0 (0) = 0
@t ✓ ◆
2⇡x
(x, 0) = 1 + cos
L
Solve the ODEs for the three possible cases of the separation
constant :
1. > 0 - this gives only trivial solutions
2. =0
3. <0
Case 3: <0
Exercise 4 Solution
Find the general solution to the heat equation Assume the solution has the form
@2 @
= (8) (x, t) = X(x)T (t)
@x 2 @t
for {(x, t) : 0 < x < L, t > 0}, subject to the boundary and Di↵erentiating gives
initial conditions @2 00
= X (x)T (t)
@x2
(0, t) = 0
(L, t) = 0 @ 0
= X(x)T (t)
@t
(x, 0) = f (x) 6= 0
Substitute into (8)

t
00 0
X (x)T (t) = X(x)T (t)
00 0
X (x) T (t)
=0 =0 =
X(x) T (t)
x This occurs only if both sides are equal to a constant:

O L
= f (x)
00 0
X (x) T (t)
= =
X(x) T (t)
This gives two ODEs (one first order and one second order) Case 3: <0
00
X (x) X(x) = 0
0
T (t) T (t) = 0
The boundary and initial conditions can be written as
(0, t) = X(0)T (t) = 0 so X(0) = 0

(L, t) = X(L)T (t) = 0 so X(L) = 0
(x, 0) = f (x)
Solve the ODEs for the three possible cases of the separation
constant :
1. > 0 - this gives only trivial solutions
2. = 0 - this gives only trivial solutions
3. <0
Exercise 5
Solve the heat equation
@2 @
2
= (9)
@x @t
for {(x, t) : 0 < x < L, t > 0}, subject to the boundary and
initial conditions
(0, t) = 0
(L, t) = 0
(
x for 0  x  L/2
(x, 0) = f (x) =
L x for L/2 < x  L
Solution
Exercise 4 gives the general solution accounting for the homo-
geneous boundary conditions.
1
X ✓ ◆ ⇣ n⇡x ⌘
n2 ⇡ 2 t
(x, t) = En exp sin
n=1
L2 L
We now need to compare (x, 0) = f (x) with equation (10).

To do this, represent f (x) as a Fourier sine series.
We obtain the odd periodic extension (period T = 2L)
1
X ⇣ n⇡x ⌘ Assuming L = ⇡, we can use MATLAB to sketch the temper-
(x, 0) = f (x) = bn sin (11)
L ature in the bar at t = 0, 0.4, 1.0 and 2.0.
n=1
where the Fourier coefficients are 2.5

Temperature at times t=0.0, t=0.4, t=1.0, and t=2.0
t=0.0
Z L ⇣ n⇡x ⌘ 2
2
bn = f (x) sin dx
L 0 L
8
>
< 0 for even n 1.5 t=0.4
4L
= n2 ⇡ 2 for n = 1, 5, 9, ...
>
: 4L
n2 ⇡ 2 for n = 3, 7, 11, ... 1
t=1.0
0.5
t=2.0
0
0 0.5 1 1.5 2 2.5 3 3.5
x
The diagram shows that heat decreases with t, because of the

cooling of the ends.

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THE UNIVERSITY OF MELBOURNE

SCHOOL OF MATHEMATICS AND STATISTICS

MAST20029 Engineering Mathematics

Edition 15, December 2019.

F : Rn ! Rn A tank of water is stirred so that the water rotates around a

Sketching Vector Fields

y where r = xi + yj + zk, r = |r|. Sketch the vector field.

We have sketched the vectors

Divergence of a Vector Field [Kreyszig, p.402-405] Physical Interpretation of r · F

Exercise 3 r·F<0 sink at P

Curl of a Vector Field [Kreyszig, p.406-408] Physical Interpretation of r ⇥ F

Exercise 4 Double Integrals [Kreyszig, p.426-429]

and let R be a region in the xy plane.

Let Ri = xi yi represent a small subregion of R. The

Example: Area of a Region Double Integrals Over General Regions

In this case we integrate with respect to y first.

• Horizontal Strips Exercise 5

In this case we integrate with respect to x first. y=0 x

(1) Using vertical strips: (2) Using horizontal strips:

Suppose we have a two-dimensional change of variable

The Jacobi matrix for this change of variables is

Theorem Polar Coordinates

For a point P (r, ✓)

• ✓ is measured anticlockwise from the positive x-axis to

The Jacobi matrix is Exercise 9

The integral becomes R

Triple Integrals Examples

• Let V be a solid body and let ⇢ be the mass per unit

(xi, yi, zi) xi

Exercise 11 Then project V onto the xy-plane to give a triangle:

Using vertical strips on the three dimensional region gives:

The Jacobi matrix for this change of variables is

Theorem Cylindrical Coordinates

Cylindrical coordinates are an extension of polar coordinates The Jacobian determinant is

The integral becomes

where F (r, ✓, z) = f (r cos ✓, r sin ✓, z).

Using cylindrical coordinates, V is described as

Spherical Coordinates For a point P (r, , ✓)

The Jacobian determinant J(r, , ✓) is The integral becomes

@y @y @y where F (r, , ✓) = f (r cos ✓ sin , r sin ✓ sin , r cos ).

= cos (r2 cos2 ✓ sin cos + r2 sin2 ✓ sin cos )

Parametrisations of Curves Exercise 14

with endpoints at x0 = r(a) and x1 = r(b). Solution

If the circle were oriented clockwise, starting at (a, 0) we could

Exercise 17 Line Integrals

(0, b) r(t) = x(t)i + y(t)j + z(t)k

x and endpoints at x0 = r(a) and x1 = r(b).

Solution where s denotes arc length.

where C is the path between points (1, 0) and (2, 1) shown

Work Integrals Exercise 20

Let C be a curve with parametrisation r(t) = sin ti + cos tj + tk

r(t) = x(t)i + y(t)j + z(t)k from x0 = (0, 1, 0) to x1 = (0, 1, 2⇡).

We define the line integral (work integral) of F along C to be

The work done by a force F in moving a particle along C from y

Solution Conservative Fields

A work integral is path independent if

for any two simple oriented curves C1 , C2 with the same

be a vector field such that F1 , F2 and F3 have continuous

3. F = r for some scalar function

r(t) = (t2 + 1, et , e2t ), 0  t  1

Let S be a smooth surface defined by z = f (x, y). We define

where R is the region formed by projecting S onto the xy-

By projecting vertically, we turn the surface integral of g over