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(Common to all branches except Bio group)
Dr.K.Ganesan
Dr.Sundarammal Kesavan
Prof.K.S.Ganapathy Subramanian
Dr.V.Srinivasan
DEPARTMENT OF MATHEMATICS
SRM UNIVERSITY
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PREFACE
The main purpose of the book is to help bridge the gap which
separates many students from mathematics, by giving them a
bird’s eye view of those Mathematical topics which are indis-
pensable, in the study of the Engineering and Technology.
-Authors
i
ACKNOWLEDGEMENT
Our thanks are due to our department colleagues for their valua-
ble comments and suggestions and help at every stage of the pre-
paration of this book. We also thank M/S.SivaSanka Graphics,
Mandavelipakkam, Chennai - 600 028 for their full cooperation
in bringing out this book in the present form.
-Authors
ii
DEDICATED TO OUR PARENTS
&
BELOVED TEACHERS
iii
SYLLABUS
MA1002 Advanced Calculus & Complex Analysis L T P C
Prerequisite 3 2 0 4
Nil
Instructional objectives:
iv
UNIT III LAPLACE TRANSFORMS
Transforms of simple functions - Basic operational properties -
Transforms of derivatives and integrals - Initial and final value
theorems - Inverse transforms - Convolution theorem - periodic
functions - Applications of Laplace transforms for solving linear
ordinary differential equations up to second order with constant
coefficients only.
TEXT BOOKS:
REFERENCES:
v
1. Grewal B.S, Higher Engineering Mathematics, Khanna Pu-
blications, 42nd Edition, 2012.
vi
Inhaltsverzeichnis
1 MULTIPLE INTEGRALS 1
1.1 Double and Triple Integrals . . . . . . . . . . . . 1
1.2 Change of Order of Integration . . . . . . . . . . 28
1.3 Plane Area as Double Integral . . . . . . . . . . . 42
1.4 Change of Variable from Cartesian to Polar Co-
ordinates . . . . . . . . . . . . . . . . . . . . . . . 52
1.5 Volume as a Triple Integral . . . . . . . . . . . . 62
2 VECTOR CALCULUS 69
2.1 Vector Differential Operator ∆(del) . . . . . . . . 69
2.2 Gradient of a scalar point function . . . . . . . . 69
2.3 Level Surface . . . . . . . . . . . . . . . . . . . . 70
2.4 Directional Derivatives of a Scalar Point Function 70
2.5 Divergence of a Vector Point Function . . . . . . 71
2.6 Solenoidal Vector . . . . . . . . . . . . . . . . . . 71
2.7 Curl of a vector Point Function . . . . . . . . . . 71
2.8 Irrotational Vector . . . . . . . . . . . . . . . . . 72
2.9 Integration of Vectors . . . . . . . . . . . . . . . 99
2.9.1 Surface Integral . . . . . . . . . . . . . . . 101
2.9.2 Volume Integral . . . . . . . . . . . . . . . 102
2.10 Integral Theorems . . . . . . . . . . . . . . . . . 122
2.10.1 Green’s Theorem in the Plane . . . . . . . 122
2.10.2 Stoke’s Theorem (Relation between Line
and Surface Integrals) . . . . . . . . . . . 123
2.10.3 Gauss Divergence Theorem (Relation bet-
ween Surface and Volume Integrals) . . . 123
vii
Inhaltsverzeichnis
viii
1 MULTIPLE INTEGRALS
Ry Rx
The symbol y12 x12 f (x, y)dxdy denotes a double integral. It
means that f (x, y) is to be integrated first with respect to x,
considering y temporarily, as a constant, between the limits x1
and x2 and the resulting expression is then to be integrated with
respect to y between the limits y1 and y2 . Here x1 and x2 may
be constants or functions of y alone.
1
1 MULTIPLE INTEGRALS
RR
Note: In f (x, y)dxdy, if the right hand integral has limits
involving x, then the first integral is with respect to y.
Differentiation Formulas:
d
(i) (k) = 0
dx
d
(ii) [f (x) ± g(x)] = f ′ (x) ± g ′ (x)
dx
d
(iii) [k.f (x)] = k.f ′ (x)
dx
d
(iv) [f (x).g(x)] = f (x)g ′ (x) + g(x)f ′ (x)
dx
d f (x) g(x)f ′ (x) − f (x)g ′ (x)
(v) =
dx g(x) [g(x)]2
d
(vi) f (g(x)) = f ′ (g(x)).g ′ (x)
dx
d n
(vii) (x ) = nxn−1
dx
d x
(viii) (e ) = ex
dx
d x
(ix) (a ) = ax log a, a > 0
dx
d 1
(x) (loge x) = , x > 0
dx x
2
1 MULTIPLE INTEGRALS
d
(xi) (sin x) = cos x
dx
d
(xii) (cos x) = − sin x
dx
d
(xiii) (tan x) = sec2 x
dx
d
(xiv) (cot x) = − csc2 x
dx
d
(xv) (sec x) = sec x tan x
dx
d
(xvi) (csc x) = − csc x cot x
dx
d
(xvii) (sinh x) = cosh x
dx
d
(xviii) (cosh x) = sinh x
dx
d
(xix) (tanh x) = sec2 x
dx
d
(xx) (coth x) = − csc2 x
dx
d
(xxi) (sec hx) = − sec hx tanh x
dx
d
(xxii) (csc hx) = − csc hx coth x
dx
3
1 MULTIPLE INTEGRALS
d 1 d
(xxiii) (sin−1 x) = √ = − (cos−1 x)
dx 1−x 2 dx
d 1 d
(xxiv) (tan−1 x) = 2
= − (cot−1 x)
dx 1+x dx
d 1 d
(xxv) (sec−1 x) = √ = − (csc−1 x)
dx x x2 − 1 dx
d 1
(xxvi) (sinh−1 x) = √
dx 1 + x2
d 1
(xxvii) (cosh−1 x) = √
dx 2
x −1
d 1
(xxviii) (tan−1 x) = , |x| < 1
dx 1 − x2
d 1
(xxix) (coth−1 x) = − 2 , |x| > 1
dx x −1
d −1
(xxx) (sec h−1 x) = √
dx x 1 − x2
d 1
(xxxi) (csc h−1 x) = √
dx x x2 + 1
Integration Formulas:
R
1. dx = x + C
R xn+1
2. xn dx = + C, n 6= −1
n+1
4
1 MULTIPLE INTEGRALS
R 1
3. dx = log x + C
x
R eax
4. eax dx = +C
a
R
5. sin xdx = − cos x + C
R
6. cos xdx = sin x + C
R
7. sec2 xdx = tan x + C
R
8. csc2 xdx = − cot x + C
R
9. sec x tan xdx = sec x + C
R
10. csc x cot xdx = − csc x + C
R dx
11. √ = sin−1 x + C
1 − x2
R dx
12. = tan−1 x + C
1 + x2
R dx
13. √ = sec−1 x + C
x x2 − 1
R
14. sinh xdx = cosh x + C
R
15. cosh xdx = sinh x + C
R
16. sec h2 xdx = tanh x + C
5
1 MULTIPLE INTEGRALS
R
17. csc h2 xdx = − coth xdx + C
R
18. sec hx tanh xdx = − sec hx + C
R
19. csc hx coth xdx = − csc hx + C
R dx 1 x−a
20. = log +C
x2 − a2 2a x+a
R dx 1 a+x
21. = log +C
a2 −x 2 2a a−x
R dx 1 x
22. = tan−1 + C
x2 + a2 a a
R dx x
23. √ = sin−1 + C
a2−x 2 a
R dx x √
24. √ = sinh−1 + C (or) log(x + x2 + a2 )
x2+a 2 a
R dx x √
25. √ = cosh−1 + C (or) log(x + x2 − a2 )
x2−a 2 a
R
26. tan xdx = log sec x = − log cos x + C
R
27. cot xdx = log sin x + C
R
28. sec xdx = log(sec x + tan x) + C
R
29. csc xdx = log(csc x − cot x) + C
6
1 MULTIPLE INTEGRALS
R eax
30. eax sin bxdx = (a cos bx + b sin bx) + C
a 2 + b2
R eax
31. eax cos bxdx = (a sin bx − b cos bx) + C
a 2 + b2
R√ a2 x x√ 2
32. a2 − x2 dx = sin−1 + a − x2 + C
2 a 2
R√ a2 x x√ 2
33. a2 + x2 dx = sinh−1 + a + x2 + C
2 a 2
R√ a2 x x√ 2
34. x2 − a2 dx = − cosh−1 + x − a2 + C
2 a 2
R ax
35. ax dx = +C
log a
R2R1
Example 1.1. Evaluate 0 0 4xydxdy
R2R1
Solution: Let I = 0 0 4xydxdy
1
2
R2 x2 y2
=4 0 y
dy = 2 =4
0 2 2 0
RaRbRc
Example 1.2. Evaluate 0 0 0 (x + y + z)dxdydz
x=c
RaRb x2
Solution: Let I = 0 0 + yx + zx dydz
2 x=0
RaRb c2
= 0 0 + yc + zc dydz
2
7
1 MULTIPLE INTEGRALS
y=b
Ra c2 y y 2 c
= 0 + + zcy dz
2 2 y=0
Ra c 2 b b2 c
= 0 + + zcb dz
2 2
z=a
c2 bz b2 cz z 2 cb abc
= + + (a + b + c)=
2 2 2
z=0 2
R 2π R π R a
Example 1.3. Evaluate 0 0 0 r4 sin φdrdφdθ
a5 R 2π R π a5 R 2π
= dθ sin φdφ = (− cos φ)π0 dθ
5 0 0 5 0
2 R 2π
= a5 0 dθ as cos π = −1, cos 0 = 1
5
4
= πa5
5
R1Rx
Example 1.4. Evaluate 0 0 dxdy
8
1 MULTIPLE INTEGRALS
1
R1 1 x2
I= 0 xdx = = .
0 2 2
R π R a sin θ
Example 1.5. Evaluate 0 0 rdθdr
a sin θ
Rπ r2 1 Rπ 2 2
Solution: Let I = 0 = a sin θdθ
2 0 2 0
a2 R π 1 − cos 2θ
= dθ
2 0 2
a2 1 sin 2θ π
= . θ−
2 2 2 0
πa2
= as sin π = 0, sin 0 = 0
4
R 1 R √1+y2 dxdy
Example 1.6. Evaluate 0 0
1 + x2 + y 2
R 1 R √1+y2 1
Solution: The given integral = 0 0 dx dy
(1 + y 2 ) + x2
" !#x=√1+y2
R1 1 x
= 0
p tan−1 p dy
1+y 2 1 + y2 x=0
" #
R1 1
= 0
p (tan−1 (1) − tan−1 0) dy
1 + y2
π R1 dy
= 0
p
4 1 + y2
9
1 MULTIPLE INTEGRALS
πh p i1 π √
= log(y + 1 + y 2 ) = log(1 + 2)
4 0 4
R a R √a2 −y2 p
Example 1.7. Evaluate 0 0 a2 − x2 − y 2 dxdy
R a R √a2 −y2 p
Solution: Let I = 0 0 a2 − x2 − y 2 dxdy
R 1 R 1 R 1−x
Solution: Let I = 0 y2 0 xdzdxdy
R1R1 R1R1
= 0 y2 x(z)01−x dxdy = 0 y 2 (x − x2 )dxdy
R1 1 1 y4 y6
= 0 − − − dy
2 3 2 3
R1 1 y4 y6
= 0 − + dy
6 2 3
1
1 1 y5 1 y7
= y− +
6 2 5 3 7 0
1 1 1 4
= − + =
6 10 21 35
10
1 MULTIPLE INTEGRALS
Solution:
" !#√1−x2 −y2
R 1 R √1−x2 z
Let I = 0 0 sin−1 p dxdy
1 − x − y2 − z2
2
0
R π 1 a cos θ
Solution: Let I = 0
2
− (a2 − r2 )3/2 0
dθ
3
1 R π2 2 2 2
3/2 − (a2 )3/2 a cos θ dθ
=− 0 (a − a cos θ) 0
3
1 R π2 3 3
=− (a sin θ − a3 )dθ
3 0
a3 R π2
= (1 − sin3 θ)dθ
3 0
π
a3 1 1 2
= θ+ − cos 3θ + 3 cos θ
3 4 3 0
11
1 MULTIPLE INTEGRALS
a3 π 2
= −
3 2 3
R1Ry 2
Example 1.11. Evaluate 0 0 xye−x dxdy
2
!y
R1 e−x
Solution: Let I = 0 y dy
2
0
1 R 1 −y2
=− (ye − y)dy
2 0
" 2
#1
1 e−y y2
=− −
2 −2 2
0
1 1
= [(e−1 + 1) − (1)] =
4 4e
R a R a−x R a−x−y
Example 1.12. Evaluate 0 0 0 x2 dxdydz
R a R a−x
Solution: Let I = 0 0 [x2 z]a−x−y
0 dxdy
R a R a−x
= 0 0 x2 (a − x − y)dxdy
2 a−x
Ra y
= 0 x2 (a − x)y − x2 . dx
2 0
1 Ra 2
= x (a − x)2 dx
2 0
1 a5
= [a2 x3 − 2ax3 + x4 ]a0 =
2 60
12
1 MULTIPLE INTEGRALS
RaRxRy
Example 1.13. Evaluate 0 0 0 xyzdzdydx
R a R x xyz 2 y
Solution: Let I = 0 0 dydx
2 0
x
1 RaRx 3 1 R a xy 4
= xy dydx = dx
2 0 0 2 0 4 0
a
1 x6 a6
= =
8 6 0 48
R 1/2 R 1 x
Example 1.14. Evaluate 0 0
p dydx
1 − x2 y 2
1
R 1/2 sin−1 xy
Solution: Let I = 0 x
x 0
R 1/2
= 0 sin−1 xdx
h √
i1/2
√ π 3
−1
= x sin x + 1 − = x2 + −1
0 12 2
R 1 R 1−z R 1−y−z
Example 1.15. Evaluate 0 0 0 xyzdxdydz
1−y−z
R 1 R 1−z x2
Solution: Let I = 0 0 yz dydz
2 0
1 R 1 R 1−z
= yz(1 − y − z)2 dydz
2 0 0
1 R1
= yz[(1 − z)2 − 2(1 − z)y + y 2 ]dydz
2 0
13
1 MULTIPLE INTEGRALS
1−z
1 R1 2 y2 y3 y4
= z(1 − z) − 2z(1 − z) + z dz
2 0 2 3 4 0
1 R1 1 4 2 4 1 4
= z(1 − z) − z(1 − z) + z(1 − z) dz
2 0 2 3 4
1 1 2 1 R1
= − + 0 z(1 − z)4 dz
2 2 3 4
1 R1
= [1 − (1 − z)](1 − z)4 dz
24 0
1 (1 − z)5 (1 − z)6
= +
24 −5 6
1 1 1 1
= − =
24 5 6 720
R log 2 R x R x−y
Example 1.16. Evaluate 0 0 0 ex+y+z dxdydz
R log 2 R x R x−y
Solution: Let I = 0 0 0 ex+y+z dxdydz
R log 2 Rx
= 0 dx 0 dyex+y (ez )z=x+y
z=0
R log 2 Rx
= 0 dx 0 e2x+2y − ex+y dy
2y
y=x
R log 2 e
= 0 e2x − ex ey dx
2 y=0
R log 2 e4x 3e2x x
= 0 − + e dx
2 2
14
1 MULTIPLE INTEGRALS
log 2
1 4x 3e2x 5
= e − + ex =
8 4 0 8
RR
Example 1.17. Evaluate xydxdy over the region bounded
by the x-axis, ordinate at x = 2a and the parabola x2 = 4ay.
Solution:
x2
In the region y varies from 0 to and x varies from 0 to 2a.
4a
y
x 2 = 4ay
(0,0) y=0 x = 2a x
Fig. 1
x2 /4a
R 2a R x2 /4a R 2a y2
∴I= 0 0 xydydx = 0 x
2 0
R 2a x x4 1 R 2a 5
= .
0 2 16a2 dx = x dx
32a2 0
15
1 MULTIPLE INTEGRALS
6 2a
1 x a4
= = .
32a2 6 0 3
RR
Example 1.18. Evaluate ydxdy over the area bounded by
x = 0, y = x2 , x + y = 2 in the first quadrant.
y
y = x2
B A = (1,1)
x+y=2
O x
Fig. 2
R 1 R 2−x R 1 y 2 2−x
I= 0 x2 ydydx = 0 dx
2 x2
1 R1
= [(2 − x)2 − x4 ]dx
2 0
1 R1
= [4 − 4x + x2 − x4 ]dx
2 0
16
1 MULTIPLE INTEGRALS
1
1 2 x3 x5
= 4x − 2x + +
2 3 5 0
1 1 1 16
= 4−2+ − =
2 3 5 15
RR 2
Example 1.19. Evaluate (x + y 2 )dxdy over the area of the
triangle whose vertices are (0, 1), (1, 1), (1, 2).
Solution:
C = (1, 2)
A = (0,1) B = (1,1)
O x
Fig. 3
y−2 x−1
The equation of the line AC is =
1 1
(i.e.) y = x + 1.
x+1
R1 R x+1 R1 y3
∴I= 0 dx 1 (x2 + y 2 )dy = 0 x2 y + dx
3 1
17
1 MULTIPLE INTEGRALS
R1 (x + 1)3 1
= 0 x2 (x + 1) + 2
− x + dx
3 3
1
1 R1 3 2 1 4 3 3x2
= (4x + 3x + 3x)dx = x +x +
3 0 3 2 0
1 3 7
= 1+1+ =
3 2 6
R R y/x
Example 1.20. Evaluate e dxdy where D is the region
bounded by the straight lines y = x, y = 0 and x = 1.
(1,1)
x =0 y=x
x =1
Fig. 4
18
1 MULTIPLE INTEGRALS
R1 1
= x(e − 1)dx = (e − 1)
0 2
RR 2 2
Example 1.21. Evaluate D x y dxdy where D is the circular
2 2
disc x + y ≤ 1.
Solution:
√ In √
D, x varies from -1 to 1. For a fixed x, y varies from
− 1 − x2 to 1 − x2 .
y = 1 - x2
(0,0) y=0
x 2 + y2 = 1
Fig. 4a
R R 1 R √1−x2
∴ D x2 y 2 dxdy = √
−1 − 1−x2 x2 y 2 dydx
R 1 R √1−x2
=4 0 0 x2 y 2 dydx
√ 2
R 1 x2 y 3 1−x
=4 0
3 0
4 R1 2
= x (1 − x2 )3/2 dx
3 0
19
1 MULTIPLE INTEGRALS
4 R π/2 2
= sin θ cos4 θdθ put x = sin θ, dx = cos θdθ
3 0
4 1.3.1 π π
= =
3 2.4.6 2 24
RR
Example 1.22. Evaluate I = D xydxdy where D is the region
2
bounded by the curve x = y , x = 2 − y, y = 0 and y = 1.
y2 = x
y =1
x =0 x =2- y
D1 D2
y=0
Fig. 5
20
1 MULTIPLE INTEGRALS
R 1 R √x R 2 R 2−x
= 0 0 xydydx + 1 0 xydydx
√
R 1 xy 2 x R 2 xy 2 2−x
= 0 + 1 dx
2 0 2 0
1 R1 2 1 R2
= x dx + x(2 − x)2 dx
2 0 2 1
1 R1 2 1 R2 3
= 0 x dx + (x − 4x2 + 4x)dx
2 2 1
1 2
x3 1 2 x4 4x3 3
= + 2x + + =
6 0 2 4 3 1 8
RRR
Example 1.23. Evaluate I = D xyzdxdydz where D is the
region bounded by the positive octant of the sphere x2 + y 2 + z 2 =
a2 .
Solution:
x 2 + y2 + z2 = a 2
x =0
D
21
1 MULTIPLE INTEGRALS
In √
the given region x varies 0 to a. For a fixed x, ypvaries from 0
to a2 − x2 . For a fixed (x, y), z varies from 0 to a2 − x2 − y 2
1 R a R √a2 −x2
= xy(a2 − x2 − y 2 )dydx
2 0 0
1 R a R √a2 −x2
= x(a2 y − x2 y − y 3 )dydx
2 0 0
2 2 4
√a2 −x2
R
1 a y y y
= x a2 − x2 −
2 0 2 2 4 0
1 Ra
= x(a2 − x2 )2 dx
8 0
1 Ra 4
= (a x − 2a2 x3 + x5 )dx
8 0
a
1 4 x2 2 x4 x6 a6
= a − 2a + =
8 2 4 6 0 48
RRR
dxdydz
Example 1.24. Evaluate I = D where D
(1 + x + y + z)3
is the region bounded by the planes x = 0, y = 0, z = 0 and
x + y + z = 1.
22
1 MULTIPLE INTEGRALS
x + y =1
x =0
O y=0 A(1,0) x
Fig. 7
1 R 1 R 1−x
=− [(1 + x + y + z)−2 ]01−x−y
2 0 0
1 R 1 R 1−x 1 −2
=− 0 0 − (x + y + 1) dydx
2 4
1−x
1 R1 1 −1
=− y + (x + y + 1) dx
2 0 4 0
23
1 MULTIPLE INTEGRALS
1 R1 1 1 −1
=− 0 (1 − x) + − (x + 1) dx
2 4 2
1 1 1 2 1
=− x − x + x − log(x + 1)
2 4 8 2
1 5
= log 2 −
2 16
EXERCISE
R π/2 R π
1. Evaluate 0 π/2 cos(x + y)dxdy [Ans: -2]
R1Rx 1
2. Evaluate 0 0 ex+y dydx Ans: (e − 1)2
2
R π R a(1+cos θ) 3
3. Evaluate 0 0 rdθdr Ans: πa2
4
R1 R2 R2
4. Evaluate 0 dx 0 dy 1 x2 yzdz [Ans: 1]
R 3 R 2 dxdy 3
5. Find the value of 2 1 xy [Ans: log 2 log 2 ]
R1R2
6. Evaluate 0 0 xy 2 dydx. [Ans: 4/3]
R π R π/2 R 1 h πi
7. Find I = 0 0 0 r2 sin θdrdθdφ Ans:
3
R2R3R2
8. Find the value of 0 1 1 xy 2 zdzdydx [Ans: 26]
R 1 R z R y+z
9. Evaluate 0 0 0 dzdydx [Ans: 1/2]
24
1 MULTIPLE INTEGRALS
RR
10. Find the limits of R f (x, y)dxdy, where R is the 1st
quadrant bounded by (a) x = 0, y = 0, x + y = 1 (b)
x = 0, x = y, y = 1.
h R 1 R 1−x R 1 R 1−y i
Ans:a) 0 0 f (x, y)dxdy b) 0 0 f (x, y)dydx
R a R √a2 −x2
11. Sketch the region by integration to 0 0 f (x, y)dxdy.
Ans:
y
x 2 + y2 = a 2
x =0
O y=0 x
R1Rx
12. Sketch the region by integration to 0 0 f (x, y)dxdy.
Ans:
y
y=x
x =1
O y=0 x
R1Rx
13. Evaluate 0 0 dxdy
R2Rx 1 h π i
14. Evaluate 1 0 dxdy Ans: log 2
x2 + y 2 4
25
1 MULTIPLE INTEGRALS
R π/2 R a sin θ R (a2 −r2 )/a 5
15. Evaluate 0 0 0 rdθdrdz Ans: πa3
64
R 2 R x R x+y e8 − 3 3 4
16. Evaluate 0 0 0 ex+y+z dxdydz Ans: − e + e2
8 4
RR
17. Evaluate (x2 − y 2 )xdxdy
over the positive quadrant of
a 5
the circle x2 + y 2 = a2 Ans:
15
RR 2 xdxdy over the area bounded by the
18. Evaluate (x + y)
x 2 y 2 πab 2
ellipse 2 + 2 = 1 Ans: 2
(a + b )
a b 4
RR
19. Evaluate dxdy
throughout
the area bounded by y =
10
x2 , x + y = 2 Ans: −
3
RR 2 2
20. Evaluate
h x y dxdy over the area of the circle x2 + y 2 =
πi
1 Ans:
24
RR 2
21. Evaluate (x + y 2 )dxdy over the area
bounded by the
344
parabola y 2 = 4x and its lactusrectum. Ans:
105
R 1 R 1 ydxdy
22. Evaluate 0 x 2 and also sketch the region of inte-
h xi + y 2
π
gration. Ans:
4
RR
23. Evaluate xydxdy over the region in the positive qua-
26
1 MULTIPLE INTEGRALS
3
drant bounded by the line 2x + 3y = 6 Ans:
2
RRR
24. Evaluate V (xy+yz+zx)dxdydz, where V is the region
of sphere bounded
by x = 0, x = 1, y = 0, y = 2, z = 0, z =
33
3 Ans:
2
RRR
25. Evaluate D x2 yzdxdydz, where D is the tetrahedron
x y z
bounded by the planes x = 0, y = 0, z = 0 and + + =
a b c
a 2 b2 c 2
1. Ans:
2520
R π/4 R a sin θ rdrdθ a(π − 3)
26. Evaluate 0 0
√ Ans:
a2 − r 2 6
R4Ry ydxdy
27. Evaluate 0 y 2 /4 and also sketch the region of in-
x2 + y 2
tegration. [Ans: 2 log 2]
RR 2
28. Evaluate R x dxdy, where R is the region bounded by
the hyperbola xy = 4, y = 0, x = 1 and x = 2. [Ans: 6]
RRR
29. Evaluate V dxdydz, where V is the finite region of
space formed by the planes x = 0, y = 0, z = 0 and
2x + 3y + 4z = 12. [Ans: 12]
RR
30. Evaluate R xydxdy, where R is the region bounded by
the parabola y 2 = x and the lines y = 0 and x + y = 2,
lying in the 1st quadrant. [Ans: 3/8]
27
1 MULTIPLE INTEGRALS
x =0 x=y
x =a
D
Fig. 8
28
1 MULTIPLE INTEGRALS
R a h −1 y ix Ra
= 0 x tan dx = 0 [tan−1 1 − tan−1 0]dx
x 0
Ra π Ra
= 0 [tan−1 1 − tan−1 0]dx = dx
4 0
π a πa
= [x] =
4 0 4
R ∞ R ∞ e−y
Example 1.26. Evaluate I = 0 x dydx by changing the
y
order of integration.
y=x
(0,0) y=0 x
Fig. 9
R ∞ R ∞ e−y R ∞ R y e−y
I= 0 x dydx = 0 0 dydx
y y
R ∞ e−y y R ∞ −y
= 0 x = 0 e dy
y 0
29
1 MULTIPLE INTEGRALS
∞
e−y e−∞ − e−0 0−1
= =1 = =1
−1 0 −1 −1
RaRa 2
Example 1.27. Change the order of integration in 0 x (x +
y 2 )dxdy and hence evaluate the same.
x =0 x =a
y=x
O y=0 x
Fig. 10
RaRa 2
RaRy
∴ 0 x (x + y 2 )dydx = 0 0 (x2 + y 2 )dxdy
y
R a x3 2
R a y3 3
= 0 +y x = 0 + y dy
3 0 3
4 Ra 3 1 a4
= 0 y dy = [y 4 ]a0 =
3 3 3
Example 1.28. By changing the order of integration, prove that
R ∞ R y −y2 /x 1
0 0 ye dxdy =
2
30
1 MULTIPLE INTEGRALS
x =0
x=y
y=0 x
Fig. 11
R∞ R∞ 2 y2
= x=0 0 e−y /x d dx
2
" #∞
R ∞ 1 e−y2 /x R ∞ −x
= 0 = 0 (0 − ex )dx
2 −1/x 2
x
1 R ∞ −x
= xe dx, on integrating by parts
2 0
−x ∞
1 e e−x 1 1
= x − 1. = (0 + 1) =
2 −1 1 0 2 2
31
1 MULTIPLE INTEGRALS
x =0
O y=0 x
Fig. 12
R 1 R √1−x2 ey
= 0 0
p dydx
(ey + 1) 1 − x2 − y 2
R 1 R √1−y2 ey
= 0 0 p dxdy
(ey + 1) 1 − x2 − y 2
32
1 MULTIPLE INTEGRALS
" #
R 1 R √1−y2 ey dx
= 0 0 p dy
(ey + 1) (1 − y 2 ) − x2
" #√1−y2
R1 ey x R1 ey π
= 0 y
sin−1 p dy = 0 y
dy
(e + 1) 1 − y2 (e + 1) 2
0
π π e+1
= [log(ey + 1)]10 = log
2 2 2
Example
R 3 R 4−y 1.30. By changing the order of integration, evaluate
0 1 (x + y)dxdy.
(1,3) y=3
x =1 y = 4 - x2
33
1 MULTIPLE INTEGRALS
4−x2
R2 y2 R2 (4 − x2 )2
= 1 xy + = 1 x(4 − x2 ) + dx
2 0 2
R 2 x4 3 2
= 1 − x − 4x + 4x + 8 dx
2
2
x5 x4 x3 241
= − − 4 + 2x2 + 8x =
10 4 3 1 60
Example√1.31. Change the order of integration and evaluate
R4R2 x
I = 0 x2 /4 dydx
x2
Solution: The region of integration is bounded by y = ,y =
√ 4
2 2
2 x. (i.e) x = 4y and y = 4x which are parabolas and x = 0
and 4. Solving y 2 = 4x and x2 = 4y, we get (0, 0), (4, 4).
R4 √
2 x R4 √ 2
= 0 [x]x2 /4 dy = 0 (2 y − (y /4))dy
4
4 3/2 y 3 32 16 16
= y − = − =
3 12 0 3 3 3
Example 1.32. Change the order of integration and evaluate
R 1 R 1 R √2−x2 x
I = 0 dx 0 x p dy
x2 + y 2
√
Solution: The limits for y are x and 2 − x2 and those for
x are 0 and 1. We, therefore, draw the curve y = x which is
34
1 MULTIPLE INTEGRALS
A(4, 4) y=4
2
x = 4y
x =0
x=4
O y=0 x
Fig. 14
√
a straight line and y = 2 − x2 which is the upper half of the
circle x2 +y 2 = 2. The region of integration is OACD. Solving the
equation y = x and x2 + y 2 = 2, we get the points of intersection
A(1, 1) and B(−1, −1). If we consider the strip parallel to the
x-axis the region has to be divided into two points OAD and
ADC. In the region ODA, x varies from 0 to y and p y varies from
0 to 1. In the region
√ ADC, x varies from 0 to 2 − y 2 and y
varies from 1 to 2.
R1 R √2−x2 x
∴I= 0 dx x
p dy
x + y2
2
R1 Ry x R √2 R √2−y2 x
= 0 dy 0
p dx + 1 dy 0 p dx = I1 + I2
2
x +y 2 x + y2
2
35
1 MULTIPLE INTEGRALS
C y= 2
A
y =1 D
x 2 + y2 = 2
x =0
O y=0 x =1
Fig. 15
R1 p R1 √
Now I1 = 0 dy[ x2 + y 2 ]y0 = 0 ( 2y − y)dy
1
√ y2 1 √
(i.e.) I1 = ( 2 − 1) = ( 2 − 1)
2 0 2
R √2 p √ R √2 √
2−y 2
I2 = 1 dy[ x2 + y 2 ] 0 = 1 ( 2y − y)dy
√2
√ y2 3 √
= 2y − = − 2
2 1 2
1
I = I1 + I2 = 1 − √
2
Example
R 5 R1.33. Change the order of integration and evaluate
2+x
I = 0 dx 2−x dxdy
36
1 MULTIPLE INTEGRALS
y y=7
C(5,7)
y=2+x
A(0, 2) D(5, 2)
x =0
x =5
y=2- x
y=3 B(5, - 3) x
Fig. 16
R2 R5 R7R5
I = I1 + I2 , where I1 = −3 2−y dxdy and I2 = 2 y−2 dxdy
R2 5
R2
Now I1 = −3 [x]2−y = −3 (3 + y)dy
2
y2 9 25
= 3y + = 17 − =
2 −3 2 2
R7 R7
and I2 = 2 [x]5y−2 = 2 (7 − y)dy
7
y2 49 25
= 7y − = 37 − =
2 2 2 2
25 25
∴ I = I1 + I2 = + = 25
2 2
37
1 MULTIPLE INTEGRALS
Example
R a R 2a−x 1.34. Change the order of integration and evaluate
0 x2 /a xydxdy
x2
Solution: The I integration is w.r.to y with limits y = and
2
y = 2a − x. The II integration is w.r.to x between the limits
x = 0, x = a.
y = x2 / 2
C(0, 2a)
x =0
B A(a,a)
x
O y=0 y = 2a - x
Fig. 17
R a R √ay R 2a R 2a−y
0 0 xydxdy + a 0 xydxdy
√ay 2a−y
Ra x2 R 2a x2
= 0 y dy + a y dy
2 0 2 0
38
1 MULTIPLE INTEGRALS
R a a2 2 1 R 2a 2 2 3
= 0 2 y dy + 2 a (4a y − 4ay + y )dy
a a
a y3 1 2 2 y3 y4
= + 2a y − 4a +
2 3 0 2 3 4 0
a4 5a4 3a4
= + =
6 24 8
EXERCISE
R a R √a2 −y2
1. Change the order of integration in −a 0 f (x, y)dxdy
h R a R √a2 −x2 i
Ans: 0 −
√
a2 −x2
f (x, y)dydx
RaRa x
2. Change the order of integration in 0 y dxdy
x2 + y2
RaRx x
Ans: 0 0 dydx
x + y2
2
R∞Ry
3. Change the order of integration in 0 0 f (x, y)dxdy
R∞R∞
Ans: 0 x f (x, y)dxdy
R 1 R 2√x
4. Change the order of integration in 0 0 φ(x, y)dydx
h R2R1 i
Ans: 0 y 2 /4 φ(x, y)dxdy
R1Rx
5. Change the order of integration in 0 0 dydx
39
1 MULTIPLE INTEGRALS
h R1R1 i
Ans: 0 y dxdy
RaRx
6. Change the order of integration in 0 x2 /a f (x, y)dydx
h R a R √ay i
Ans: 0 y f (x, y)dxdy
R ∞ R 1/y
7. Change the order of integration in 0 0 f (x, y)dxdy
h R ∞ R 1/y i
Ans: 0 0 f (x, y)dxdy
R1Rx
8. Change the order of integration and show that 0 0 dydx =
1
.
2
R4R2 2+
9. Change the order of integration and hence evaluate 1
√
y (x
2 1006
y )dxdy Ans:
105
40
1 MULTIPLE INTEGRALS
R 2a R a
13. Change the order of integration in 0 x2 /4a (x + y)dydx
9a3
and hence evaluate it. Ans:
5
R 2 R 4/x
14. Evaluate 1 0 xydydx by changing the order of integra-
tion. [Ans:8 log 2]
R 1 R 2−y
15. Change the order of integration in 0 y xydxdy and
1
then evaluate it. Ans:
3
R 2 R x2 x 2
16. Change the order of integration in 1 1 dxdy and hence
y
2
evaluate the same. Ans: log 2 − 7
9
RaRy ydydx
17. Change the order of integration in 0 y 2 /a
p )
h (a − x)( ax − y 2
πa i
Ans:
2
R 5 R 4/x
18. Evaluate 3 0 xydxdy after reversing the order of inte-
5
gration. Ans:8 log
3
R∞R∞ 2 (1+t2 )
19. Change the order of integration
h in e−x xdxdt
πi
0 0
and then evaluate it. Ans:
4
41
1 MULTIPLE INTEGRALS
h π i
their sum as one double integral and evaluate it. Ans: log 2
4
R1R1
21. Evaluate 0 √x ex/y dxdy by interchanging the order of in-
tegration. [Ans: 1/2]
D C
A B
O x
Fig. 18
42
1 MULTIPLE INTEGRALS
A(4, 4)
x 2 = 4ay
O x
y 2 = 4ax
Fig. 19
Solving y 2 = 4ax and x2 = 4ay are set (0, 0), (4a, 4a). Take a
x2 √
strip parallel to y axis implies limits for y = and y = 2 ax
4a
and then x varies from 0 to 4a.
R 4a R 2√ax R 4a √
2 ax
∴ Area = 0 x2 /4a
dx = 0 [y]x2 /4a
4a
R 4a √ 1/2 x2 √ x1/2 + 1 1 x3
= 0 2 ax − dx = 2 a −
4a 1 4a 3
+1
2 0
43
1 MULTIPLE INTEGRALS
4a
4 √ 3/2 1 3 4√ 1
= ax − x = a(4a3/2 ) − (4a)3
3 12a 0 3 12a
4 1
= a2 (4 × 2) − × 64a3
3 12a
32 2 16 2 16 2
= a − a = a Sq.units.
3 3 3
Example 1.36. Find by double integration, the area enclosed by
x2 y 2
the ellipse 2 + 2 = 1
a b
O
x 2 / a 2 + y2 / b2 = 1 y=0 x
Fig. 20
44
1 MULTIPLE INTEGRALS
a
4b x √ 2 2
a2 −1 x
= a −x + sin
a 2 2 a 0
4b a2 π
= × × = πab Sq.units.
a 2 2
Example 1.37. Find by double integration, smaller of the areas
bounded by the circle x2 + y 2 = 9 and x + y = 3.
(0,3)
x+y=3
O
(3,0) x
x 2 + y2 = 9
Fig. 21
RR
Area = dydx
R 3 R √9−x2 R3 √
= dydx = 2
0 3−x 0 [ 9 − x − (3 − x)]dx
3 3
x√ 9 x x2
= 9 − x2 + sin−1 − 3[x]30 +
2 2 3 0 2 0
45
1 MULTIPLE INTEGRALS
9π 9 9π 9 9
= −9+ = − = (π − 2) sq.units.
22 2 4 2 4
Example 1.38. Find the area between the parabola y = 4x − x2
and the line y = x.
Solution:
y
y = 4x - x 2
A(3,3)
x=0
y=x
x
Fig. 22
46
1 MULTIPLE INTEGRALS
y = 2x + 3
y = x2
x
O
Fig. 23
2 3
R3 2 )dx = 2 x x3
= (2x + 3 − x + 3x −
−1 2 3 −1
32 2
= = 10 Sq.units.
3 3
Example 1.40. Find the area of the circle using double integral.
RR
Solution: Area of the circle A = 4 D dxdy where D is the
47
1 MULTIPLE INTEGRALS
(0, r)
(0,0) (r,0) x
Fig. 24
48
1 MULTIPLE INTEGRALS
y = x2
(1,1)
y2 = x
O x
Fig. 25
R1 √
x R1 √ 2
= 0 [y]x2 dx = 0 ( x − x )dx
" #1
x3/2 x3 1
= 2 − =
3 3 3
0
Example 1.42. Find by double integration, the area lying inside
the circle r = a sin θ and outside the coordinate r = a(1 − cos θ).
For the required area, r varies from a(1 − cos θ) to a sin θ and θ
49
1 MULTIPLE INTEGRALS
q=0 x
Fig. 26
π
varies from 0 to .
2
R π/2 R a sin θ
Required area = 0 a(1−cos θ) rdrdθ
R π/2 r2 a sin θ
= 0
2 a(1−cos θ)
1 R π/2 2
= a [sin2 θ − (1 − cos θ)2 ]dθ
2 0
a2 R π/2
= (2 cos θ − 2 cos 2 θ)dθ = a2 1 − π
2 0 4
EXERCISE
50
1 MULTIPLE INTEGRALS
3
9y 2 = 36 and the straight line 2x+3y = 6. Ans: (π − 2)
2
51
1 MULTIPLE INTEGRALS
RR
Let R f (x, y)dxdy be the double integral. x = r cos θ, y =
r sin θ is the transformation from Cartesian to Polar coordinates.
∂(x, y)
Then dxdy = |J|drdθ where J = is the Jacobian of the
∂(r, θ)
transformation and
∂x ∂x
∂r ∂θ
cos θ −r sin θ
J = =
∂y ∂y sin θ r cos θ
∂r ∂θ
= r(cos2 θ + sin2 θ) = r
RR RR
∴ R f (x, y)dxdy = R f (r, θ)drdθ
RaRa
Example 1.43. Change to polar coordinates and evaluate 0 y xdxdy
52
1 MULTIPLE INTEGRALS
a3 R π4
sec2 θdθ
3 0
a3 π a3
= [tan θ]04 =
3 3
y
x=y
A
O
x =a
x
Fig. 27
53
1 MULTIPLE INTEGRALS
π
region r changes from 0 to a and θ changes from 0 to .
2
R π Ra 2
I= 0
2
0 e−r rdrdθ
a
R π 1 2
= 2
0 − e−r dθ
2 0
1 R π2 −a2 π 2
=− (e − 1)dθ = (1 − e−a )
2 0 4
y
p r =a
q=
2
O q=0 x
Fig. 28
R 4a R y
Example 1.45. Evaluate 0 y 2 /4a dydx by changing to polar
coordinates.
54
1 MULTIPLE INTEGRALS
4a cos θ
(i.e.) r = and the line becomes x cos θ = r sin θ
sin2 θ
π
(i.e.) θ =
4
y
A
y 2 = 4ax
x=y
O x
Fig. 29
4a cos θ π π
Hence r varies from 0 to 2 and θ varies from to .
sin θ 4 2
R π R 4a cos θ
sin2 θ
I= π
2
0 rdθdr
4
55
1 MULTIPLE INTEGRALS
4a cos θ
R π r2 2
sin θ
= π
2
4 2 0
1 R π2 16a2 cos2 θ
= π dθ
2 4 sin4 θ
R π
= 8a2 π
2
cot2 θ csc2 θdθ
4
π2
− cot3 θ 8a2 8a2
= 8a2 =− [0 − 1] =
3 π 3 3
4
√ √
Solution: The limits of y are ax − x2 and a2 − x2 . (i.e.)
O a x =a x
2
Fig. 30
56
1 MULTIPLE INTEGRALS
a 2
Upper half of the circles i) x2 +y 2 −ax = 0; x − +(y−0)2 =
a 2 2
and ii) x2 + y 2 = a2
2
ii) r2 = a2 (i.e.) r = a
57
1 MULTIPLE INTEGRALS
O x
x 2 + y2 = a 2
x 2 + y 2 = 4a 2
Fig. 31
1
=− (8a3 − a3 )(cos π − cos 0)
12
1 7
=− (7a3 )(−2) = a3
12 6
R∞R∞ 2 2
Example 1.48. Evaluate 0 0 e−(x +y ) dxdy by using polar
R ∞ −(x2 )
coordinates and hence evaluate 0 e dx.
58
1 MULTIPLE INTEGRALS
x
Fig. 32
Put r2 = R ⇒ 2rdr = dR
R π2 1 e−R ∞ 1 R π2
∴I= 0 dθ = dθ
2 −1 0 2 0
1 π π
= × =
2 2 4
59
1 MULTIPLE INTEGRALS
R∞R∞ 2 +y 2 ) R∞ 2 R∞ 2
Since 0 0 e−(x dxdy = 0 e−x dx + 0 e−y dy
= I × I = I2
π
I2 =
4
√
R∞ 2 π
∴I= 0 e−x dx =
2
R a R √a2 −x2
Example 1.49. Evaluate −a 0 (x2 +y 2 )dxdy by changing
to polar coordinates.
√
Solution: Here y varies from 0 to 2ax − x2
60
1 MULTIPLE INTEGRALS
r =a
q=p r =0 q=0
Fig. 33
y
r = a cos q
(a,0) (2a,0) x
Fig. 34
∴ dxdy = rdrdθ
R π/2 R 2a cos θ
I= 0 0 r2 rdrdθ
2a cos θ
R π/2 r4
= 0 dθ
4 0
R π/2
= 4a4 0 cos4 θdθ
61
1 MULTIPLE INTEGRALS
3 1 π 3
= 4a4 . . = πa4
4 2 2 4
EXERCISE
R a R √a2 −x2 p
4. 0 0 y2 y dxdy over
x2 + 2
the region bounded by
1
y = 0, x = y, x = 1 Ans: πa5
20
RR dxdy
5. over the region bounded by y = 0, x =
(x2 +h y 2 )3/2 i
π
y, x = 1 Ans:
12
62
1 MULTIPLE INTEGRALS
x2 y 2 z 2
Example 1.51. Find the volume of the ellipsoid 2 + 2 + 2 =
a b c
1 by triple integrals.
Solution:
Rcq
q
2
RaR 1− x2
a x2 y2
V =8× 0 0 0 1− a2
− b2
dzdydx
RaR
q
1− x2
2 q
x2 y2
=8× 0 0
a
[z]c0 1− a2
− b2
q "r #
x2 y 2
2
RaR 1− x2
a
= 8c 0 0 1− 2 − 2
a b
x2 2
Put r2 = 1− 2 b
a
8c R a R r p 2
= r − y 2 dydx
b 0 0
r
8c R a r2 −1 y yp 2 2
= sin + r −y
b 0 2 r 2 0
2cπ R a 2
= r dx
b 0
2cπ R a x2 2
= 1 − 2 b dx
b 0 a
63
1 MULTIPLE INTEGRALS
a
x3 4π
= 2cbπ x − 2 = abc
3a 0 3
x
Fig. 35
R 2 R √4−x2 4−y
= −2 − 4−x2 [z]0 dydx
√
R 2 R √4−x2
= −2 − 4−x2 (4
√ − y)dydx
64
1 MULTIPLE INTEGRALS
√4−x2
R2 y2
= 4y − dx
−2 2 √
− 4−x2
R2√
=8×2 0 4 − x2 dx
x√ 2
4 −1 x
V = 16 4 − x + sin = 16π
2 2 2
Example 1.53. Find the volume of the tetrahedron bounded by
x y z
the coordinate planes and + + = 1
a b c
RRR
Solution: Volume required = dxdydz with limits.
x
Fig. 36
R a R b(1− xa ) R c(1− xa − yb )
= 0 0 0 dzdydx
65
1 MULTIPLE INTEGRALS
R a R b(1− xa ) x y
=c 0 0 1− − dydx
a b
b 1− x
Ra x y2 ( a )
=c 0 1− y− dx
a 2b 0
Ra x 2 b2 x 2
=c 0 b 1− − 1− dx
a 2b a
bc R a x 2
= 1 − dx
2 0 a
x 2
bc 1 −
= a × −a
2 3 1
abc
=
6
Example 1.54. Find the volume of the sphere x2 + y 2 + z 2 = a2
using the triple integrals.
Solution:
66
1 MULTIPLE INTEGRALS
Ra
=4 0 [(a2 − x2 )(sin−1 1 − sin−1 0)]dx
R a R √a2 −x2 √
a2 −x2 −y 2
=8 0 0 [z]0 dydx
R a R √a2 −x2 p
=8 0 0 (a2 − x2 ) − y 2 dydx
Ra π
=4 0 (a2 − x2 ) dx
2
Ra
= 2π 0 (a2 − x2 )dx
a
x3
= 2π a2 x −
3 0
2π 4π 3
= (3a3 − a3 ) = a
3 3
EXERCISE
67
1 MULTIPLE INTEGRALS
4
Ans:2π −
3
68
2 VECTOR CALCULUS
INTRODUCTION
→∂
− →∂
− −
→∂
The operator ∆ is defined as ∆ = i + j + k
∂x ∂y ∂z
69
2 VECTOR CALCULUS
→∂
− − ∂
→ →∂
−
∆f = i + j + k f
∂x ∂y ∂z
− ∂f −
→ → ∂f − → ∂f
= i + j + k
∂x ∂y ∂z
70
2 VECTOR CALCULUS
∆f
Result 2: Unit normal to a surface f = c is given by
|∆f |
→
− →
− →
− ∂v1 ∂v2 ∂v3
If V = v1 i + v2 j + v3 k then divV = + + .
∂x ∂y ∂z
71
2 VECTOR CALCULUS
−
→ −
→ −
→
i j k
→
− →
− −
→ ∂ ∂ ∂
If F = F1 i + F2 j + F3 k then curlF =
∂x ∂y ∂z
F1 F2 F3
→ ∂φ P −
P− → 2
Solution: Let ∇φ = i. = i (x y + y 2 x + z 2 )
∂x
→
− →
− −
→
= i (2xy + y 2 ) + j (x2 + 2yx) + k (2z)
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2 VECTOR CALCULUS
→
− →
− −→
∴ ∇φ(1,1,1) = i (2 + 1) + j (1 + 2) + k (2)
→
− →
− →
−
=3 i +3j +2k
Example 2.2. Find a unit normal vector to the level surface
x2 y + 2xz = 4 at the point (2, −2, 3).
∇φ
Solution: The unit normal vector n
b= , where φ = x2 y +
|∇φ|
2xz − 4.
P−
→ ∂φ P −→ 2
Now ∇φ = i. = i (x y + 2xz − 4)
∂x
→
− →
− →
−
= i (2xy + 2z) + j (x2 ) + k (2x)
→
− →
− −
→
∴ ∇φ(2,−2,3) = i (−8 + 6) + j (4) + k (4)
→
− →
− →
−
= −2 i + 4 j + 4 k
√
⇒ |∇φ| = 4 + 16 + 16 = 6
1−→ 2− → 2−→
∴n
b=− i + j + k
3 3 3
Example 2.3. Find the directional derivative of f (x, y, z) =
x2 yz + 4xz 2 at the point (1, −2, 1) in the direction of the vector
→ −
− → →
−
2 i − j −2k.
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2 VECTOR CALCULUS
−
→ − → −
→
√ a 2 i − j −2k
So |a| = 4 + 1 + 4 = 3 and b
a= = .
|a| 3
P−
→ ∂f P−
→ ∂
Now gradf = ∇f = i. = i. = (x2 yz + 4xz 2 )
∂x ∂x
→
− →
− →
−
= i (2xyz + 4z 2 ) + j (x2 z) + k (x2 y + 8xz)
→
− →
− −
→
Hence (∇f )(1,−2,1) = i (8) + j (−1) + k (−10)
−
→ −
→ −
→
−
→ − → −
→ 2 i − j −2k
∴ The directional derivative = (8 i − j −10 k ). =
3
16 1 20 37
+ + =
3 3 3 3
Example 2.4. Find the directional derivative of f (x, y, z) =
−
→
x2 − 2y 2 + 4z 2 at the point (1, 1, −1) in the direction of 2 i +
→ −
− →
j − k.
→ ∂
− → ∂
−
Now ∇f = i . (x2 − 2y 2 + 4z 2 ) + j . (x2 − 2y 2 + 4z 2 ) +
∂x ∂y
→ ∂ 2
−
k . (x − 2y 2 + 4z 2 )
∂z
→
− →
− →
−
= i (2x) + j (−4y) + k (8z)
→
− →
− −
→
and (∇f )(1,1,−1) = 2 i − 4 j − 8 k
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2 VECTOR CALCULUS
− → −
→ − →
−
→ −
→ −
→ 1 2i + j − k
Directional derivative = (2 i − 4 j − 8 k ). √ (
6 )
4−4+8 8
= √ =√
6 6
Example 2.5. Find the directional derivative of f (x, y, z) =
x2 − y 2 + 2z 2 at the point P(1, 2, 3) in the direction of the line
PQ, where Q is the point (5, 0, 4).
∂f −
→ ∂ −→ ∂ −→ −
→ −
→ −
→
Hence gradf = i + j + k = 2x i − 2y j + 4z k =
∂x ∂y ∂z
→
− →
− →
−
2 i − 4 j + 12 k at the point (1, 2, 3).
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2 VECTOR CALCULUS
→
− −
→ −
→ −
→ − → − →
Solution: We have gradf = 2x i −4y j +8z k = 2 i −4 j −8 k
at the point (1, 1, −1).
Solution: We have
→
− →
− −
→
i j k
∂ ∂ ∂
curlF =
∂x ∂y ∂z
x2 − yz y 2 − zx z 2 − xy
→
− →
− −
→
= (−x + x) i − (−y + y) j + (−z + z) k = 0
Let F = ∇φ (or)
→
− →
− −
→ ∂φ − → ∂φ − → ∂φ − →
(x2 − yz) i + (y 2 − zx) j + (z 2 − xy) k = i + j + k
∂x ∂y ∂z
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2 VECTOR CALCULUS
∂φ x3
Then = x2 − yz whence φ = − xyz + f1 (y, z)
∂x 3
∂φ y3
= y 2 − zx whence φ = − xyz + f2 (x, z)
∂y 3
∂φ z3
= z 2 − xy whence φ = − xyz + f3 (x, y)
∂z 3
x3 + y 3 + z 3
⇒φ= − xyz + C.
3
−
→
Example 2.8. Prove that the vector (y 2 cos x+z 3 ) i +(2y sin x−
→
− →
−
4) j + (3xz 2 + 2) k is irrotational and find its scalar potential.
−
→ −
→
Solution: Let F = (y 2 cos x + z 3 ) i + (2y sin x − 4) j + (3xz 2 +
→
−
2) k .
→
− −
→ −
→
i j k
∂ ∂ ∂
Then curlF =
∂x ∂y ∂z
y 2 cos x + z 3 2y sin x − 4 3xz 2 + 2
−
→ ∂ ∂
= i (3xz 2 + 2) − (2y sin x − 4)
∂y ∂z
→
− ∂ ∂ 2
−j (3xz 2 + 2) − (y cos x + z 3 )
∂x ∂z
−
→ ∂ ∂ 2
+k (2y sin x − 4) − (y cos x + z 3 )
∂x ∂y
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2 VECTOR CALCULUS
→
− →
− →
−
= i (0 − 0) − j (3z 2 − 3z 2 ) + k (2y cos x − 2y cos x) = 0
⇒ F is irrotational.
P−
→ ∂φ
∴F = i
∂x
→
− −
→ −
→ ∂φ − →
⇒ (y 2 cos x + z 3 ) i + (2y sin x − 4) j + (3xz 2 + 2) k = i +
∂x
∂φ →
− ∂φ −→
j + k
∂y ∂z
∂φ ∂φ ∂φ
⇒ = y 2 cos x + z 3 ; = 2y sin x − 4; = 3xz 2 + 2
∂x ∂y ∂z
φ = y 2 sin x + z 3 x + f1 (y, z)
φ = y 2 sin x − 4y + f2 (x, z)
φ = xz 3 + 2z + f3 (x, y)
∴ φ = y 2 sin x + z 3 x − 4y + 2z + C
Example 2.9. Find the angle between the surfaces x2 + yz = 2
and x + 2y − z = 2 at (1, 1, 1).
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2 VECTOR CALCULUS
2)
→∂ 2
− →∂ 2
− −
→∂ 2
= i (x + yz − 2) + j (x + yz − 2) + k (x + yz − 2)
∂x ∂y ∂z
→
− →
− →
−
= i (2x) + j (z) + k (y)
→ −
− → − →
= 2 i + j + k at (1, 1, 1).
→∂
− →∂
− −
→∂
= i (x+2y−z−2)+ j (x+2y−z−2)+ k (x+2y−z−2)
∂x ∂y ∂z
→
− →
− →
−
= i (1) + j (2) + k (−1)
→
− → −
− →
= i + 2 j − k at (1, 1, 1).
∆φ1 .∆φ2
∴ cos θ =
|∆φ1 ||∆φ2 |
→ −
− → − → − → → −
− →
(2 i + j + k )( i + 2 j − k ) 3 1
= √ √ = =
6 6 6 2
1 π
⇒θ= cos−1 =
2 3
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2 VECTOR CALCULUS
π
∴θ=
3
Example 2.10. Find a and b so that the surfaces ax2 − byz =
(a + 2)x and 4x2 y + z 3 = 4 cut orthogonally at (1, −1, 2).
Solution:
→ ∂φ2 −
− → ∂φ2 −→ ∂φ2 −
→ −
→ −
→
and ∇φ2 = i + j + k = 8xy i + 4x2 j + 3z 2 k
∂x ∂y ∂z
→
− −
→ −
→
⇒ (∇φ2 ) at (1, −1, 2) = −8 i + 4 j + 12 k
−2a + 4 + b = 0 (2.3)
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2 VECTOR CALCULUS
a + 2b − (a + 2) = 0 ⇒ b = 1 (2.4)
5
Putting b = 1 in 2.3, we get −2a + 5 = 0 ⇒ a =
2
Example 2.11. Find the angle between the surfaces z = x2 +
y 2 − 3 and x2 + y 2 + z 2 = 9 at the point (2, −1, 2).
→ ∂φ1 −
− → ∂φ1 −→ ∂φ1
Now ∇φ1 = i + j + k
∂x ∂y ∂z
→
− →
− →
−
= i (2x) + j (2y) − k
→
− → −
− →
⇒ (∇φ1 ) at (2, −1, 2) = 4 i − 2 j − k
→ ∂φ2 −
− → ∂φ2 −→ ∂φ2 −
→ −
→ −
→
and ∇φ2 = i + j + k = 2x i + 2y j + 2z k
∂x ∂y ∂z
→
− →
− −
→
⇒ (∇φ2 )(2,−1,2) = 4 i − 2 j + 4 k
16 + 4 − 4 8
= √ √ = √
21 36 3 21
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2 VECTOR CALCULUS
8
∴θ= cos−1 √
3 21
Example 2.12. Find the equation of the tangent plane to the
surface xz 2 + x2 y = z − 1 at the point (1, −3, 2).
Solution: Let φ = xz 2 + x2 y − z + 1 = 0
P−
→ ∂φ −→ −
→ −
→
∴ ∇φ = i = i (z 2 + 2xy) + j (x2 ) + k (2xz − 1)
∂x
→ −
− → →
−
(∇φ)(1,−3,2) = −2 i + j + 3 k
(or) −2x + y + 3z + 2 + 3 − 6 = 0
(or) 2x − y − 3z + 1 = 0
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2 VECTOR CALCULUS
−
→ ∂ ∂
⇒ i (4x + cy + 2z) − (bx − 3y − z)
∂y ∂z
−
→ ∂ ∂
−j (4x + cy + 2z) − (x + 2y + az)
∂x ∂z
→
− ∂ ∂
+k (bx − 3y − z) − (x + 2y + az) = 0
∂x ∂y
→
− →
− →
−
⇒ i (c + 1) − j (4 − a) + k (b − 2) = 0
(i.e.) c + 1 = 0, 4 − a = 0, b − 2 = 0
(i.e.) a = 4, b = 2 and c = −1
→
− −
→ → P−
− → ∂φ
∴ (x + 2y + 4z) i + (2x − 3y − z) j + (4x − y + 2z) k = i
∂x
→ ∂φ
− → ∂φ
− →
− ∂φ
⇒ i = x + 2y + 4z; j = 2x − 3y − z; k = 4x − y + 2z
∂x ∂y ∂z
x2 y2
Integrating, φ = + 2yzx + 4zx + f1 (y, z), φ = 2xy − 3 −
2 2
yz + f2 (x, z) and φ = 4xz − yz + z 2 + f3 (x, y)
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2 VECTOR CALCULUS
x2 y2
∴φ= − 3 + z 2 + 2xy + 4zx − yz + C
2 2
→
− −
→ −
→
Example 2.14. If F = 3x2 i +5xy 2 j +xyz 3 k , find ∇F , ∇(∇F ), ∇×
F , ∇(∇ × F ) and ∇ × (∇ × F ) at the point (1, 2, 3).
∂ ∂ ∂
Solution: Let ∇.F = (F1 ) + (F2 ) + (F3 )
∂x ∂2 ∂z
∂ ∂
∴ ∇F = df rac∂∂x(3x2 ) + (5xy 2 ) + (xyz 3 )
∂2 ∂z
= 6x + 10xy + 3xyz 2
P−
→∂
Also ∇(∇F ) = i (∇F )
∂x
P−
→∂
= i (6x + 10xy + 3xyz 2 )
∂x
→
− →
− −
→
= i (6 + 10y + 3yz 2 ) + j (10x + 3xz 2 ) + k (6xyz)
→
− −
→ −
→
⇒ ∇(∇.F )(1,2,3) = i (6 + 20 + 54) + j (10 + 27) + k (36)
→
− →
− →
−
= 80 i + 37 j + 36 k
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2 VECTOR CALCULUS
−
→ −
→ −
→
i j k
∂ ∂ ∂
Now ∇ × F = curlF =
∂x ∂y ∂z
3x2 5xy 2 xyz 3
→
− →
− →
−
= i (xz 3 ) − j (yz 3 ) + k (5y 2 )
→
− →
− −
→
(∇ × F )(1,2,3) = 27 i − 54 j + 20 k
∂ ∂ ∂
Also ∇(∇ × F ) = divcurlF = (xz 3 ) + (−yz 3 ) + (5y 2 )
∂x ∂y ∂z
= z3 − z3 = 0
−
→ −
→ −
→
i j k
∂ ∂ ∂
and ∇ × (∇ × F ) = curlcurlF ) =
∂x ∂y ∂z
xz 3 −yz 3 5y 2
→
− →
− −
→
= i (10y + 3z 2 y) − j (−3xz 2 ) + k (0)
−
→ −
→ −
→ −
→
(∇ × (∇ × F ))(1,2,3) = (20 + 54) i − (−27) j = 74 i + 27 j
→
− −
→ −
→
Solution: Let →
−
r =x i +y j +zk
∂ ∂ ∂
Then div −
→
r = (x) + (y) + (z)
∂x ∂y ∂z
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2 VECTOR CALCULUS
−
→ −
→ −
→
i j k
→
− →
− ∂ ∂ ∂
Also curl r = ∇ × r =
∂x ∂y ∂z
x y z
−
→ ∂ ∂ → ∂
− ∂
= i (z) − (y) − j (z) − (x)
∂y ∂z ∂x ∂z
−
→ ∂ ∂
+k (y) − (z) = 0
∂x ∂y
P→
− ∂ n P−
→ n−1 ∂r
and ∇(rn ) = i (r ) = i nr
∂x ∂x
→
− −
→ →
− p
Here →
−
r = x i + y j + z k ⇒ r = x2 + y 2 + z 2 = | −
→
r|
(i.e.) r2 = x2 + y 2 + z 2 .
∂r ∂r x
2r = 2x ⇒ = .
∂x ∂x r
∂r y ∂r z
Similarly, = , =
∂y r ∂z r
P−
→ n−1 x
Now grad(rn ) = ∇(rn ) = i nr
r
nrn−1 −→ −
→ →
−
= (x i + y j + z k ) = nrn−2 −
→
r
r
Example 2.16. Prove that i) curl gradφ = 0 ii) div curlF =
∇(∇ × F ) = 0 iii) div(φu) = φdivu + ∇φ.u
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2 VECTOR CALCULUS
→ ∂φ −
− → ∂φ −→ ∂φ
Solution: (i) We know that gradφ = ∇φ = i +j +k
∂x ∂y ∂z
−
→ −
→ −
→
i j k
∂ ∂ ∂
∴ curl gradφ = ∇ × (∇φ) = ∂x ∂y ∂z
∂φ ∂φ ∂φ
∂x ∂y ∂z
−
→ ∂2φ ∂2φ → ∂2φ
− ∂2φ → ∂2φ
− ∂2φ
= i − −j − +k − =
∂y∂z ∂z∂y ∂x∂z ∂z∂x ∂x∂y ∂x∂y
0
→
− →
− →
−
(ii) Let F = F1 i + F2 j + F3 k
−
→ −
→ −
→
i j k
∂ ∂ ∂
∴ curl F = (∇ × F ) =
∂x ∂y ∂z
F1 F2 F3
− ∂F3 ∂F2
→ → ∂F3 ∂F1
− −
→ ∂F2 ∂F1
= i − − j − + k −
∂y ∂z ∂x ∂z ∂x ∂y
∂ 2 F3 ∂ 2 F2 ∂ 2 F1 ∂ 2 F3 ∂ 2 F2 ∂ 2 F1
= − + − + −
∂x∂y ∂x∂z ∂y∂z ∂y∂x ∂z∂x ∂z∂y
=0
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2 VECTOR CALCULUS
P−
→ ∂F
(iii) We know that divF = i.
∂x
P−→ ∂
⇒ (φu) = i . (φu|)
∂x
P−
→ ∂φ ∂u
= i. u +φ
∂x ∂x
P →
− ∂φ P −
→ ∂u
= i. .u + i . φ.
∂x ∂x
P−
→ ∂φ P−
→ ∂u
= i .u + φ i
∂x ∂x
= ∇φ.u + φ div u
Example 2.17. Find the value of n, if rn r is both solenoidal
→
− −
→ −
→
and irrotational, when r = x i + y j + z k
Solution:
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2 VECTOR CALCULUS
Solution:
P−
→ ′ x f ′ (r) −→ −
→ −
→ f ′ (r)
= i f (r) = (x i + y j + z k ) = r
r r r
Further curlr = 0.
f ′ (r)
From (2.6), curl(f (r)r) = (r × r) + f (r).0 = 0 + 0 = 0.
r
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2 VECTOR CALCULUS
∇φ
(i.e.) n1 = .
|∇φ|
P−
→∂ 2
∇φ = i (x − yz) as φ = x2 − yz
∂x
→
− →
− →
−
= i (2x) + j (−z) + k (−y)
→ −
− → −
→
at (2, 4, 1) ⇒ n1 = 4 i − j − 4 k
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2 VECTOR CALCULUS
P−
→∂ 2
i (x − yz)
Similarly n2 = ∂x at (1, 1, 1).
|∇φ|
→ −
− → − →
∴ n2 = 2 i − j − k
8+1+4 13
= √ √ =√
33 6 198
13
∴ θ = cos−1 √
3 22
→
− −
→ −
→
Example 2.21. Prove that A = (2x + yz) i + (4y + zx) j −
→
−
(6z − xy) k is solenoidal as well as irrotational. Also find the
→
−
scalar potential of A .
−
→ ∂ ∂ ∂
div A = (2x + yz) + (4y + zx) + (−6z + xy)
∂x ∂y ∂z
=2+4−6=0
→
−
∴ A is solenoidal.
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2 VECTOR CALCULUS
→
− →
− −
→
i j k
→
− ∂ ∂ ∂
curl A ) =
∂x ∂y ∂z
2x + yz 4y + zx −6z + xy
−
→ ∂ ∂
= i (−6z + xy) − (4y + zx)
∂y ∂z
−
→ ∂ ∂
−j (−6z + xy) − (2x + yz)
∂x ∂z
→
− ∂ ∂
+k (4y + zx) − (2x + yz)
∂x ∂y
→
− →
− →
−
= i (x − x) − j (y − y) + k (z − z) = 0
→
−
∴ A is irrotational.
−
→ −
→
Let φ(x, y, z) be the scalar potential of A . Then A = ∇φ =
→ ∂φ −
− → ∂φ → − ∂φ
i + j + k
∂x ∂y ∂z
→ ∂φ −
− → ∂φ −→ ∂φ −
→ −
→
Hence i +j +k = (2x + yz) i + (4y + zx) j − (6z −
∂x ∂y ∂z
→
−
xy) k
→ →
− − − →
Equating the components by i , j , k
∂φ
= 2x + yz (2.9)
∂x
∂φ
= 4y + zx (2.10)
∂y
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2 VECTOR CALCULUS
∂φ
= −6z + xy (2.11)
∂z
Partially integrating (2.9), (2.10) and (2.11) w.r.to x, y, z respec-
tively, we get
Solution: Given φ = x3 y 2 z
− ∂
→ →∂
− →∂
−
Hence ∇φ = i + j + k (x3 y 2 z)
∂x ∂y ∂z
→∂ 3 2
− →∂ 3 2
− −
→∂ 3 2
= i (x y z) + j (x y z) + k (x y z)
∂x ∂y ∂z
→
− →
− −
→
= (3x2 y 2 z) i + (2x3 yz) j + (x3 y 2 ) k
→
− →
− →
− →
− → −
− →
= 36 i + 12 j + 4 k = 4( i + 3 j + k )
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2 VECTOR CALCULUS
→
− → −
− →
along ( i + 3 j + k ).
√ √
Magnitude of this vector = 4 92 + 32 + 12 = 4 91 and this is
the maximum directional derivative.
EXERCISE
→
− →
− −
→
2. If ∇φ = yz i + zx j + xy k , find φ. [Ans : φ = xyz + c]
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2 VECTOR CALCULUS
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2 VECTOR CALCULUS
→
− −
→ −
→
point (1, -1, 2). [Ans : 7 i − 3 j + 4 k ]
24. Find the constants a and b, so that the surfaces 5x2 −2yz −
9x = 0 and ax2 y + bz 3 = 4 may cut orthogonally at the
point (1, -1, 2). [Ans: a=4, b=1]
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2 VECTOR CALCULUS
29. If r = |− →r |, where −
→
r is the position vector of the point
(x, y, z) with respect to the origin, prove that ∇2 f (r) =
2
f ′′ (r) + f ′ (r)
r
2 +y 2 +z 2 )1/2
32. Find ∇φ and |∇φ| when φ = (x2 + y 2 + z 2 )e−(x
[Ans : (2 − r)e−r −
→
r , (2 − r)e−r r]
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2 VECTOR CALCULUS
→
− −
→ −
→
37. Prove that yz 2 i +(xz 2 −1) j +2(xyz −1) k is irrotational
and find its scalar potential. [Ans : xy 2 − y − z + c]
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2 VECTOR CALCULUS
Line Integral
→
−
Let F (x, y, z) be a vector function and a curve AB. Line integral
T
B P
O X
Fig.1
→
−
of a vector function F along the curve AB is defined as the
→
−
integral component of F along the tangent to the curve AB.
→
− −
→
Component of F along a tagnent PT at P = Dot product of F
→ dr dr
−
and unit vector along P T = F . [ is a unit vector along
ds ds
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2 VECTOR CALCULUS
tangent PT]
P−→ d−
→r
Line integral = F. from A to B along the curve.
ds
R → d−
− →r R −→ →
∴ Line integral = C F . ds = C F .d−
r
ds
→
− −
→ →
− −
→ −
→ −
→
Since →
−
r = x i + y j + z k , therefore d−
→
r = dx i + dy j + dz k
→ →
− →
− →
− →
− −
→ −
→ −
→
∴ F .d−
r = (F1 i + F2 j + F3 k ).(dx i + dy j + dz k )
= F1 dx + F2 dy + F3 dz
R R −→
Note 1: C φdr, where φ is a scalar point functions and C F ×
d−
→
r are also line integral.
→
−
Note 2: If F represents the variable force acting on a particle
RB−→ →
along arc AB, then the total work done = A F .d− r
→
− H −→ →
Note 3: If F represents the velocity of a liquid then C F .d−
r
→
−
is called the circulation of F round the curve C.
H −
→ →
Note 4: If C F .d−
r = 0, then the field F is called consecutive.
→
−
(i.e.) ∇ × F = 0
100
2 VECTOR CALCULUS
RB→− − →
Note 5: If A F .d r is said to be independent of path then
→
−
F = ∇φ.
→
−
Let vector F be a vector point function and S be the given
−
→
surface. Surface integral of a vector point function F over the
−
→
surface S is defined as the integral of the component F along
−
→
the normal to the surface. Component of F along the normal
n
F
ds
Fig.2
→
−
= F .n where n is the unit normal vector to an element dS and
grad f dxdy
n
b= , dS =
|grad f | (b
n.k)
→
− −
→ RR − →
Surface integral of F over S = F .b
n= S ( F .b
n)ds
101
2 VECTOR CALCULUS
→
−
Let vector F be a vector point function and volume V enclosed
by a closed surface.
RRR → −
The volume integral = V F dv
R −→ → −
→ −
→ −
→
Example 2.23. Evaluate C F .d− r , where F = x2 i + y 3 j
and curve C is the arc of the parabola y = x2 in the x - y plane
from (0, 0) to (1, 1).
−
→ −
→
Solution: In the x - y plane, we have −
→
r =x i +y j
→
− −
→
∴ d−
→
r = dx i + dy j
→ →
− →
− →
− →
− −
→ R−
→ → R
∴ F .d−
r = (x2 i +y 3 j ).(dx i +dy j ) ⇒ F .d−
r = C (x2 dx+
3
y dy)
1
x3 2x8 7
= + = .
3 8 0 12
→
− −
→ −
→ −
→
Example 2.24. If F = (3x2 + 6y) i − 14yz j + 20xz 2 k , eva-
R −→ →
luate C F .d−
r , where C is the straight line joining (0, 0, 0) to
(1, 1, 1).
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2 VECTOR CALCULUS
Then along C, x = t, y = t, z = t
→
− −
→ → →
− −
→ − → − →
Also →
−
r = x i + y j + z k d−
r = ( i + j + k )dt
→
− →
− −
→ −
→
Also along C, F = (3t2 + 6t) i − 14t2 j + 20t3 k )
1
t3 t2 t3 t4 14 13
= 3 + 6 − 14 + 20 =1+3− +5=
3 2 3 4 0 3 3
Example 2.25. Find the total work done in moving a particle
→
− −
→ −
→ −
→
in a force field given by F = 3xy i − 5z j + 10x k along the
curve x = t2 + 1, y = 2t2 , z = t3 from t = 1 to t = 2.
R −
→ →
− →
− −
→ −
→ −
→
= C (3xy i − 5z j + 10x k ).(dx i + dy j + dz k )
R
= C (3xydx − 5zdy + 10xzdz)
R2 dx dy dz
= 1 3xy − 5z + 10x dt
dt dt dt
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2 VECTOR CALCULUS
R2
= 1 [3(t2 + 1)(2t)2 (2t) − (5t3 )(4t) + 10(t2 + 1)(3t2 )]dt
R2
= 1 (12t5 + 12t3 − 20t4 + 30t4 + 30t2 )dt
R2
= 1 (12t5 + 10t4 + 12t3 + 30t2 )dt
2 2 2 2
t6 t5 t4 t3
= 12 + 10 + 12 + 30
6 1 5 1 4 1 3 1
= 303
→
− −
→ −
→ −
→
Example 2.26. Show that F = (2xy + z 3 ) i − x2 j + 3xz 2 k
is a conservative force field. Find the scalar potential. Find also
the work done in moving an object in this field from (1, -2, 1) to
(3, 1, 4).
−
→
Solution: The field F will be conservative if ∇ × F = 0.
→
− −
→ →
−
i j k
→
− ∂ ∂ ∂
We have ∇ × F =
∂x ∂y ∂z
2xy + z 3 x 2 3xz 2
−
→ ∂ 2 ∂ 2 → ∂
− 2 ∂ 3
= i (3xz ) − (x ) − j (3xz ) − (2xy + z )
∂y ∂z ∂x ∂z
−
→ ∂ 2 ∂
+k (x ) − (2xy + z 3 )
∂x ∂y
→
− →
− →
−
= i (0 − 0) − j (3z 2 − 3z 2 ) + k (2x − 2x) = 0
→
−
Therefore F is conservative force field.
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2 VECTOR CALCULUS
→
− →
− −
→ −
→
Let F = ∇φ ⇒ (2xy + z 3 ) i − x2 j + 3xz 2 k
∂φ −
→ ∂φ − → ∂φ − →
= i + j + k
∂x ∂y ∂z
∂φ
Then = 2xy + z 3 whence φ = x2 y + z 3 x + f1 (y, z) (2.12)
∂x
∂φ
= x2 whence φ = x2 y + f2 (x, z) (2.13)
∂y
∂φ
= 3xz 2 whence φ = xz 3 + f3 (x, y) (2.14)
∂z
Then (2.12), (2.13) and (2.14) each represents φ. These agree if
we choose
∴ φ = x2 y + xz 3 + c
R (3,1,4) →
− − → R (3,1,4) (3,1,4)
Work done = (1,−2,1) F .d r = (1,−2,1) dφ = [φ](1,−2,1)
(3,1,4)
(i.e.) Work done = [x2 y+xz 3 ](1,−2,1) = (9+192)−(−2+1) = 202.
−
→ −
→
Example 2.27. A vector field is given by F = sin y i + x(1 +
→
−
cos y) j . Evaluate the line integral over the circular path given
by x2 + y 2 = a2 , z = 0.
105
2 VECTOR CALCULUS
H →− − → H −
→ −
→ −
→ −
→
C F .d r = C [sin y i + x(1 + cos y) j ].[dx i + dy j ]
H
= C [sin ydx + x(1 + cos y)dy]
H H H
= C [(sin ydx + x cos ydy) + xdy] = C d(x sin y) + C xdy
R 2π R 2π
= 0 d[a cos t sin(a sin t)] + 0 a cos ta cos tdt
R 2π
= [a cos t sin(a sin t)]2π
0 +a
2
0 cos2 tdt
a2 R 2π a2 sin 2t 2π
= (1 + cos 2t)dt = t+ = πa2
2 0 2 2 0
→
− −
→ −
→ −
→ H −
→
Example 2.28. If F = 2y i − z j + x k , evaluate C F × d− →
r
along the curve x = cos t, y = sin t, z = 2 cos t from t = 0 to
π
t=
2
− −
→ → −→
i j k
→
− →
−
Solution: Let F × d r = 2y −z x
dx dy dz
→
− −
→ −
→
= (−zdx − xdy) i + (xdx − 2ydz) j + (2ydz + zdx) k
In terms of t,
−
→ −
→
F × d−
→
r = [−2 cos t(−2 sin t)dt − cos t(cos t)dt] i
−
→
+[cos t(− sin t) − 2 sin t(−2 sin t)dt] j
−
→
+[2 sin t(cos t)dt + 2 cos t(− sin t)dt] k
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2 VECTOR CALCULUS
→
− −
→
= [(4 cos t sin t − cos2 t) i + (4 sin2 t − cos t sin t) j dt]
H →− → R x/2
− 2 −→ 2 −
→
C F ×d r = 0 [(4 cos t sin t−cos t) i +(4 sin t−cos t sin t) j dt]
1 1π → − 1 π 1 − → h πi−
→ 1 − →
= 4. − i + 4. . − j = 2− i + π− j
2 22 2 2 2 4 2
−
→
Example 2.29. Find the work done when a force F = (x2 −
→
− →
−
y 2 + x) i − (2xy + y) j moves particle in the xy plane from (0, 0)
along the parabola y 2 = x. Is the work done different when the
path is the straight line y = x?
→
− −
→ −
→
Solution: As F = (x2 − y 2 + x) i − (2xy + y) j , in the xy plane
→
− −
→
z = 0, −
→
r =x i +y j .
→
− −
→ → →
−
∴ d−
→
r = dx i +dy j and F .d−
r = (x2 −y 2 +x)dx−(2xy +y)dy.
R1
= 0 (y 4 − y 2 + y 2 )(2ydy) − (2y 3 + y)dy
1
y6 y4 y2 1 1 1 2
= 2 −2 − = − − =−
6 4 2 0 3 2 2 3
R1
= 0 (y 2 − y 2 + y)dy − (2y 2 + y)dy
107
2 VECTOR CALCULUS
1
y2 y3 y2 2
= −2 − =−
2 3 2 0 3
→
− −
→ → d−
− →r −
→
Solution: Let →
−
r = cos t i + sin t j + t k , = − sin t i +
→ −
− → dt
cos t j + k .
R →− → H → d−
− →r
Now C F .d−
r = C F. dt
dt
R 2π →
− →
− →
− −
→ → −
− →
= 0 [(t i + cos t j + sin t k ).(− sin t i + cos t j + k ]dt
R 2π
= 0 (−t sin t + cos2 t + sin t)dt
R 2π R 2π R 2π
= 0 (−t sin t)dt + 0 cos2 tdt + 0 sin tdt
R 2π R 2π 1 + cos 2t R 2π
=− 0 td(− cos t) + 0 dt + 0 sin tdt
2
h i 2π
R 2π 1 sin 2t
=− (−t cos t)2π
0 + 0 cos tdt + t + − (cos t)2π
0
2 4 0
108
2 VECTOR CALCULUS
dx dy −
→ −
→
= − sin t, = cos t, d−
→
r =x i +y j
dt dt
−
→ →
− →
− −
→ −
→ →
F = (x2 + y 2 ) i + (x2 + z 2 ) j + y k and F .d−
r = (x2 + y 2 )dx +
2
x dy
R →− − → Rπ 2
Work done C F .d r = 0 (− sin t + cos t cos t)dt
" #
Rπ ∵ cos 3A = 4 cos3 A − 3 cos A
2
= 0 (− sin t + cos t)dt 3 1
∴ cos3 A = cos A + cos 3A
4 4
Rπ 3 1
= 0 − sin t + cos t + cos 3t dt
4 4
π
3 1
= cos t + sin t + sin 3t = −1 − 1 = −2
4 12 0
109
2 VECTOR CALCULUS
R1 →
− →
− →
−
= 0 (8t10 i + 8t9 j + 12t11 k )dt
1
t11 −
→ t10 −
→ t12 −
→ 8−→ 4− → − →
= 8 i +8 j + 12 k = i + j + k
11 10 12 0 11 5
→
− −
→ −
→
Example 2.33. If F = (2x + y) i + (3y − x) j , evaluate
R −→ − →
C F .d r , where C is the curve in the xy plane consisting of
the straight lines from (0, 0) to (2, 0) and then to (3, 2).
B(3, 2)
O(0, 0) A(2, 0) X
Fig.3
R →− − → R →
− −
→ −
→ −
→
C F .d r = C [(2x + y) i + (3y − x) j ].[dx i + dy j ]
R
= C [(2x + y)dx + (3y − x)dy]
110
2 VECTOR CALCULUS
0 to 2.
2−0
y−0= (x − 2) (i.e.) y = 2x − 4
3−2
−
→ ∂ x ∂ 2 → ∂ x
− ∂ x
= i (e + z) − (1 − x ) − j (e + z) − (e z − 2xy)
∂y ∂z ∂x ∂z
111
2 VECTOR CALCULUS
−
→ ∂ ∂ x
+k (1 − x2 ) − (e z − 2xy)
∂x ∂y
→
− →
− −
→
= (0 − 0) i − (ex − ex ) j + (−2x + 2x) k = 0
→
−
⇒ F is conservative force.
→
−
Let F = ∇φ
→
− →
− → P−
− → ∂φ
(i.e.) (ex z − 2xy) i + (1 − x2 ) j + (ex + z) k = i
∂x
∂φ ∂φ ∂φ
⇒ = ex z − 2xy; = 1 − x2 ; = ex + z
∂x ∂y ∂z
z2
We choose φ = ex z − x2 y + y + +c
2
R →− − → (2,3,0)
Now work done W = C F .d r = [φ](0,1,−1)
(2,3,0)
z2 1
= ex z − x2 y +y+ = (0 − 12 + 3) − −1 + 1 +
2 (0,1,−1) 2
1 19
= −9 − =−
2 2
−
→ −
→ − →
Example 2.35. Find the work done by the force F = x i −z j +
−
→
2y k in the displacement along the closed path C, consisting of
segments C1 , C2 and C3 , where
112
2 VECTOR CALCULUS
on C1 , 0 ≤ x ≤ 1, y = x, z = 0
on C2 , 0 ≤ z ≤ 1, x = 1, y = 1
on C3 , 1 ≥ x ≥ 0, y = z = x.
H −→ − →
Solution: Total work done = C F .d r
H −
→ →
− −
→ →
− −
→ −
→
= C (x i − z j + 2y k )(dx i + dy j + dz k )
H
= C (xdx − zdy + 2ydz)
on C1 , 0 ≤ x ≤ 1, y = x, z = 0, dz = 0
R1 1
∴ W1 = 0 xdx =
2
on C2 , 0 ≤ z ≤ 1, x = 1, y = 1, dx = 0, dy = 0
R1
∴ W2 = 2 0 dz = 2
on C3 , 1 ≥ x ≥ 0, y = z = x, dy = dz = dx
R1 R1
∴ W3 = 0 (xdx − xdx + 2xdx) = 2 0 xdx = 1
1 3
Total work done = W1 + W2 + W3 = +2+1=
2 2
RR − → −
→ −
→
Example 2.36. Evaluate nds, where A = (x + y 2 ) i −
S A .b
→
− →
−
2x j + 2yz k and S is the surface of the plane 2x + y + 2z = 6
in the first octant.
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2 VECTOR CALCULUS
→
− →
−
2−
→+ j +2k 2−→ 1−→ 2−→
b= √
⇒n = i + j + k
4+1+4 3 3 3
−
→ →
− 2−→ 1− → 2−→ 2
k .b
n= k. i + j + k =
3 3 3 3
RR → − RR −→ dxdy
∴ S A .b
ndS = R A .b
n. −
→ where R is the projection of S
| k .b
n|
on the xy plane. The region R is bounded by x axis, y axis, line
2x + y = 6, z = 0.
O
B Y
A
X
Fig.4
→
− →
− →
− −
→ 2− → 1− → 2−→
n = [(x + y 2 ) i − 2x j + 2yz k ].
Now A .b i + j + k
3 3 3
2 2 4 2 4 6 − 2x − y
= (x + y 2 ) − x + yz = y 2 + y
3 3 3 3 3 2
4
= y(3 − x)
3
114
2 VECTOR CALCULUS
RR →− RR −→ dxdy RR 4 3
Hence S A .b
ndS = R A .b
n. −
→ = R 3 y(3 − x). 2 dxdy
| k .b
n|
R 3 R 6−2x
= 0 0 2y(3 − x)dydx
6−2x
R3 y2
= 0 2(3 − x)
2 0
R3 2
R3
= 0 (3 − x)(6 − 2x) dx = 4 0 (3 − x)3 dx
3
(3 − x)4
=4 = −(0 − 81) = 81
4(−1) 0
RR − → −
→ −
→ −
→
Example 2.37. Evaluate nds, where A = z i + x j −
S A .b
→
−
3y 2 z k and S is the surface of the cylinder x2 + y 2 = 16 included
in the first octant between z = 0 and z = 5.
115
2 VECTOR CALCULUS
4
O
A B
X Y
Fig.5
1 1 1
= xz + xy = x(y + z)
4 4 4
RR →− RR →− dxdy RR 1 dydz
Hence S A .b
n ds = R A .b
n . −
→ = R 4 x(y + z) 1
| k .b
n| x
4
4
R5R4 R 5 y2
= 0 0 (y + z)dydz = 0 + zy
2 0
116
2 VECTOR CALCULUS
5
R5 z2
= 0 (8 + 4z)dz = 8z + 4 = 40 + 50 = 90
2 0
RR − → −→ −
→ −
→ −
→
Example 2.38. Evaluate S F .d s , where F = yz i +zx j +
−
→
xy k and S is the part of the sphere x2 + y 2 + z 2 = 1 that lies in
the first octant.
RR →−
Solution: Let I = n.d−
S F .b
→
s
∇φ
n
b= where φ = x2 + y 2 + z 2 = 1
|∇φ|
→
− −
→ →
−
2x i + 2y j + 2z k −
→ −
→ −
→
⇒n b= p = x i + y j + z k as (x, y, z) lies
4(x2 + y 2 + z 2 )
on S.
RR −
→ →
− −
→ −
→ → −
− → RR
∴I= S (yz i + zx j + xy k ).(x i + y j + z k ) = S 3xyzds
RR dxdy
= R 3xyz
→
− where R is the projection in the xy - plane
| k .b
n|
bounded by the circle x2 +y 2 = 1 and lying in the first quadrant.
√
√ 2 1−y2
RR dxdy R 1 R 1−y2 R1 x
I= R 3xyz z = 0 0 3xydxdy = 0 3y dy
2 0
1
3 R1 2 3 y2 y4 3
= 0 y(1 − y )dy = − = .
2 2 2 4 0 8
RRR 2
Example 2.39. Evaluate V φdv, where φ = 45x y and V is
the closed origin bounded by the planes 4x2y + z = 8, x = 0, y =
0, z = 0.
117
2 VECTOR CALCULUS
O
B Y
A
X
Fig.6
R2 R 4−2x 2 8−4x−2y
= 45 x=0 y=0 x y[z]0 dydx
R2 R 4−2x
= 45 x=0 y=0 x2 y(8 − 4x − 2y)dydx
4−2x
R2 y2 y3
= 45 0 x2 (8 − 4x) − 2x2 dx
2 3 0
R 2 x2 3
= 45 0 3 (4 − 2x) dx = 128
−
→ −
→ −
→ −
→
Example 2.40. If F = (2x2 − 3z) i + 2xy j − 4x k , then
RRR →
−
evaluate V ∇ F .dv, where V is bounded by the planes x =
0, y = 0, z = 0 and 2x + 2y + z = 4.
→
− ∂ ∂ ∂
Solution: Let ∇ F = (2x2 −3z)+ (−2xy)+ (−4x) = 2x
∂x ∂y ∂z
118
2 VECTOR CALCULUS
RRR →
− RRR
Hence V ∇ F .dv = V 2xdxdydz
R 2 R 2−x R 2 R 2−x
= 0 0 2x[z]4−2x−2y
0 dydx = 0 0 2x(4 − 2x − 2y)dydx
R 2 R 2−x
= 0 0 [4x(2 − x) − 4xy]dydx
R2
= 0 [4x(2 − x)y − 2xy 2 ]02−x dx
R2
= 0 [4x(2 − x)2 − 2x(2 − x)2 ]dx
R2 R2
= 0 2x(2 − x)2 dx = 2 0 (4x − 4x2 + x3 )dx
2
x3 x4 32 8
=2 2x2 −4 + =2 8− +4 =
3 4 0 4 3
EXERCISE
→
− →
− 2 −2t)−
→ 2 +3t3 )−
→ R1 − →
1. If
f ( t = t i +(t j +(3t k , find the 0 f ( t )dt
1−→ 2− → 7− →
Ans: i − j + k
2 3 4
→ = t−
− → 2− → →
− −
→ −
→
2. If
R 2 r− i +t j +(t−1) k and −
→
s = 2t2 i +6t k , evaluate
→−→
0 r . s dt. [Ans: 12]
→
− −
→ →
− R −→ →
3. If F = 3xy i −y 2 j , evaluate C F .d−
r , where
C is the arc
2 7
of the parabola y = 2x from (0, 0) to (1, 2). Ans: −
6
→
− →
− −
→ −
→
4. If F = (4xy − 3x2 z 2 ) i + 2x2 j − 2x3 z k , show that
R −→ − →
C F .d r is independent of the path C.
119
2 VECTOR CALCULUS
R −→ → −
→ −
→ −
→
12. Evaluate C F .d− r where F = (x2 + y 2 ) i − 2xy j where
C is the rectangle in the xy - plane bounded by y = 0, x =
a, y = b and x = 0. [Ans: −2ab2 ]
120
2 VECTOR CALCULUS
[Ans: 8π]
R
14. Evaluate the line integrals C [(x2 + xy)dx + (x2 + y 2 )dy]
where C is the square formed by the lines y = ±1 and
x = ±1. [Ans: 0]
R
15. Evaluate C [(y + 3z)dx + (2z + x)dy + (3x + 2y)dz],where
2aθ
C is the arc of helix x = a cos θ, y = a sin theta, z =
π
between the points (a, 0, 0) and (0, a, 0) [Ans: 2a]
→
− −
→ →
− →
− R −→
16. If F = xy i − z j + x2 k , evaluate C F × d− →
r , where C
2
is the curve x = t , y = 2t,z = t from (0, 0, 0) to (1, 2, 1).
9→− 2−→ 7− →
Ans: − i − j + k
10 3 5
−
→ −
→
17. Find the work done by the force F = (y 2 cos x + z 3 ) i +
→
− −
→
(2y sin x − 4) j +(3xz 2 + 2)
k , when it moves a particle
π
from (0, 1, −1) to , −1, 2 along any path. [Ans: 4π + 5]
2
R
18. Show that the line integral C [(2xy + 3)dx + (x2 − 4z)dy −
4ydz], where C is any path joining (0, 0, 0) to (1, −1, 3) does
not depend on the path C and evaluate the line integral.
[Ans: 14]
19. Find the work done in moving a particle in the force field
→
− →
− →
− −
→
F = 3x2 i + (2xz − y) j + z k along the curve defined by
x2 = 4y, 3x3 = 8z from x = 0 to x = 2. [Ans: 16]
RR − → 3 −
→ −
→ −
→
20. Show that S F .b
nds = , where F = 4xz i − y 2 j +
→
− 2
yz k and S is the surface of the cube bounded by planes
121
2 VECTOR CALCULUS
x = 0, x = 1, y = 0, y = 1, z = 0 and z = 1.
RR − → −
→ −
→ −
→ −
→
21. Evaluate nds, where F = 4x i − 2y 2 j + z 2 k and
S F .b
S is the surface bounding the region x2 + y 2 = 4, z = 0 and
z = 3. [Ans: 84π]
RR − → −
→ −
→ −
→ −
→
22. Evaluate nds, where F = xy i − x2 j + (x + z) k
S F .b
and S is partof the plane
2x + 2y + z = 6 included in the
27
first octant. Ans:
4
−
→ →
− →
− −
→ RRR − →
23. If F = 2z i − x j + y k , evaluate V F .dv, where V
is the region boundedby the surfaces x = 0, y = 0, x =
2 32 −→ −
→
2, y = 4, z = x , z = 2 Ans: (3 i + 5 j )
15
→
− →
− −
→ −
→ RRR
24. If F = (2x2 −3z) i −2xy j −4x k , then evaluate V ∇×
→
−
F , where V is the closed region bounded by the planes
8 −→ − →
x = 0, y = 0, z = 0 and 2x + 2y + z = 4. Ans: ( j − k )
3
122
2 VECTOR CALCULUS
H RR ∂N ∂M
C (M dx + N dy) = R − dxdy, where C is traver-
∂x ∂y
sed in the counter clockwise direction.
→
−
Statement: If F is a vector point function having continuous
first order derivatives in the region V bounded by a closed surface
RRR − → − → RR − →
S, then V F .d v = nds, where n
S F .b b is the outwards
drawn unit normal to the surface S.
H
Example 2.41. Verify Green’s theorem in the plane for C (3x2 −
8y 2 )dx + (4y − 6xy)dy, where C is the boundary of the region
defined by x = 0, y = 0, x + y = 1.
∂M ∂N
= −16y; = −6y
∂y ∂x
123
2 VECTOR CALCULUS
∂N ∂M
∴ − = 10y
∂x ∂y
y
B(0,1)
x + y =1
x =0
O y=0 A(1,0) x
Fig. 7
RR ∂N ∂M R 1 R 1−x R1
∴ R − dxdy = 0 0 10ydydx = 0 5[y 2 ]01−x dx
∂x ∂y
1
R1 (1 − x)3 5 5
=5 0 (1 − x)2 dx =5 = − (0 − 1) =
−3 0 3 3
Z Z
∂N ∂M 5
∴ − dxdy = (2.15)
R ∂x ∂y 3
124
2 VECTOR CALCULUS
R0
∴ Line integral along AB = 1 [3x2 − 8(1 − x)2 ]dx + [4(1 − x) −
6x(1 − x)](−dx)
R0
= 1 (3x2 − 8 + 16x − 8x2 − 4 + 4x + 6x − 6x2 )dx
0
R0 11
= 1 (−12 + 26x − 11x2 )dx = −12x + 13x2 − x3
3 1
11 8
= − −12 + 13 − =
3 3
R0
∴ Line integral along BO = 1 4ydy as along BO.
8 5
∴ Line integral along C ((i.e.) along OABO) = 1 + −2=
3 3
I
5
(i.e.) (M dx + N dy) = (2.16)
C 3
125
2 VECTOR CALCULUS
RR ∂N ∂M H
R − dxdy = C (M dx + N dy)
∂x ∂y
Here M = xy + y 2 ; N = x2
Y
(1,1)
y=x
y = x2
R
O X
Fig.8
R1 2 2 3 4
R1
= 0 (x − x − x + x )dx = 0 (x4 − x3 )dx
126
2 VECTOR CALCULUS
1
x5 x4 1 1 1
= − = − =
5 4 0 5 4 20
R1 R1 19
0 [[x(x2 ) + x4 ]dx + x2 (2x)dx] = 0 [3x3 + x4 ]dx =
20
19 1
Therefore the required line integral = −1=−
20 20
∂M ∂N
Here M = x2 + 2xy; N = y 2 + x3 y, = 2x; = 3x2 y
∂y ∂x
127
2 VECTOR CALCULUS
RR ∂N ∂M R1R1
∴ R − dxdy = 0 0 (3x2 y − 2x)dxdy
∂x ∂y
" 1 1 #
R1 x3 x2 R1
= 0 3y −2 dy = 0 (y − 1)dy
3 0 2 0
Z Z 1
∂N ∂M y2 1 1
− dxdy = −y = −1= (2.18)
R ∂x ∂y 2 0 2 2
Y
R(1,1)
S(0,1)
P(0, 0) Q(1, 0)
Fig.9
Along QR, x = 1 ⇒ dx = 0, y = 0, 1.
128
2 VECTOR CALCULUS
1
R R1 y3 y2 1 1 5
∴ QR (y 2 + y)dy = 0 (y 2 + y)dy = + = + =
3 2 0 3 2 6
Along RS, y = 1 ⇒ dy = 0, x = 1, 0.
R 2
R0
∴ RS (x + x)dx = 1 (x2 + 2x)dx
0
x3 2x2 1 4
= + =− −1=−
3 2 1 3 3
Along SP, x = 0, dx = 0, y = 1, 0.
0
R R0 y3 1
SP y 2 dy = 1 y 2 dy = =−
3 1 3
∂M ∂N
Solution: Here M = 2x2 − y 2 ; N = x2 + y 2 , = −2y; =
∂y ∂x
2x
∴ By Green’s theorem,
R RR ∂N ∂M
C [(2x2 − y 2 )dx + (x2 + y 2 )dy] = R − dxdy
∂x ∂y
129
2 VECTOR CALCULUS
R1 R √1−x2
= x=−1 y=0 (2x + 2y)dydx
√1−x2
R1 y2
=2 x=−1 xy +
2 y=0
Z p Z 1
2 2 2 2 1 2
[(2x −y )dx+(x +y )dy] = 2 x 1 − x2 + (1 − x ) dx
C −1 2
(2.20)
To evaluate the integral (I) we note that integrand is an odd
function
R1 √
⇒ x=−1 x 1 − x2 = 0
R1
Given integral I = 2 0 (1 − x2 )dx as the II integrand is even.
1
x3 1 4
=2 x− =2 1− = .
3 0 3 3
R 2 − y 2 )dx + (x2 + y 2 )dy]
Hence equation (2.20) becomes C [(2x =
4 4
0+ = .
3 3
R
Example 2.45. Using Green’s theorem evaluate C [x2 ydx +
x2 dy] where C is the boundary described counter clockwise of the
triangle with vertices (0, 0), (1, 0), (1, 1).
R 2 ydx
RR
C [x + x2 dy] = R (2x − x2 )dxdy
130
2 VECTOR CALCULUS
A(1,1)
y=x
O
Fig.10
R1 Rx R1
= 0 (2x − x2 )dx 0 dy = 0 (2x − x2 )[y]dx
1
R1 x3 x4 2 1 5
= 0 (2x2 − x3 )dx = 2 − = − = .
3 4 0 3 4 12
Example 2.46. Show that the area bounded by the simple closed
1H
curve C is given by (xdy − ydx). Hence find the area of the
2 C
ellipse x = a cos θ, y = b sin θ.
131
2 VECTOR CALCULUS
RR
=2 R dxdy = 2A where A is the area bounded by C.
1H
Hence A = (xdy − ydx)
2 C
1H
The area of the ellipse = (xdy − ydx)
2 C
1 R 2π dy dx
= a cos θ − b sin θ dθ
2 θ=0 dθ dθ
1 R 2π
= (ab cos2 θ + ab sin2 θ)dθ
2 θ=0
1 R 2π
= ab 0 dθ = πab
2
−
→ −
→
Example 2.47. Verify Stoke’s theorem for F = (x2 + y 2 ) i −
−
→
2xy j taken round the rectangle bounded by x = ±a, y = 0, y = b
−
→ −
→ −
→
i j k
→
− ∂ ∂ ∂
Solution: We have curl F =
∂x ∂y ∂z
x2 + y 2 −2xy 0
→
− −
→
= (2y − 2y) k = −4y k
→ RR
− →
− Rb Ra −
→− →
Also n
b= k ∴ nds = y=0 x=−a (−4y k ) k dxdy
S (curl F ).b
Rb Ra Rb a
= −4 y=0 x=−a ydxdy = −4 0 [xy]−a
Rb
= −4 0 2aydy = −4[ay 2 ]b0 = −4ab2
132
2 VECTOR CALCULUS
C y=b B
x=-a x =a
D y=0 A
Fig.11
H →− − → H 2 2 −
→ −
→ −
→ −
→
Also C F .d r = C [(x + y ) i − 2xy j ].[dx i + dy j ]
H 2
= C [(x + y 2 )dx − 2xydy]
R 2
R
= DM [(x + y 2 )dx − 2xydy] + AB [(x
2 + y 2 )dx − 2xydy]
R 2
R
+ BE [(x + y 2 )dx − 2xydy] + ED [(x
2 + y 2 )dx − 2xydy]
R x=−a R y=0
+ x=a (x2 + b2 )dx + y=b 2aydy
133
2 VECTOR CALCULUS
R x=a 2 dx
R x=a 2
Rb
= x=−a x − x=−a (x + b2 )dx − 4a y=0 ydy
b
Ra Rb y2
=− b2 dx − 4a 0 ydy = −2ab2 − 4a = −4ab2
−a 2 0
H →− − → R R (curl−
→
Thus C F .d r = S F ).b
nds
−
→ −
→
Example 2.48. Verify Stoke’s theorem for F = (2x − y) i −
→
− →
−
yz 2 j −y 2 z k where S is the upper half of the sphere x2 +y 2 +z 2 =
1 and C is its boundary in the xy - plane.
R 2π dx
= 0 (2 cos t − sin t) dt
dt
R 2π
=− 0 (2 cos t − sin t) sin tdt
R 2π 1
=− 0 sin 2t − (1 − cos 2t) dt
2
134
2 VECTOR CALCULUS
cos 2t 1 1 sin 2t 2π
=− − − t+
2 2 2 2 0
I
→ −
− → 1 1 1 1
F .d r = − − + − (2π − 0) + (0 − 0) (2.21)
C 2 2 2 4
− →
−
→ i
→
−
j k
→
− ∂ ∂ ∂
Also ∇ × F =
∂x ∂y ∂z
2x − y −yz 2 −y 2 z
→
− →
− −
→ − →
= (−2yz + 2yz) i − (0 − 0) j + (0 + 1) k = k
→
−
Also n
b = k , ds = dxdy
RR →
− RR−
→−→
∴ S (∇ × F ).b
nds = k k dxdy
= Area of circle
Z Z
→
−
nds = π(l)2 = π
(∇ × F ).b (2.22)
S
Solution: Consider the surface of the cube as shown R −in the fi-
→ →
gure. Boundary path OABCO shown by arrows. C F .d− r =
R →
− →
− −
→ −
→ −
→ −
→
C [(y − z + 2) i − (yz + 4) j − (xz) k ].[dx i + dy j + dz k ]
135
2 VECTOR CALCULUS
F(0, 0, 2)
G
E
D
(x, y, z)
O
C(0, 2, 0)
A(2, 0, 0) B(2, 2, 0)
Fig.12
R
= C (y− z + 2)dx + (yz + 4)dy − xzdz
Z Z Z Z Z
→ −
− → −
− → −
− −
→ − −
→ −
F .d→
r = F .d→r + F .d→
r + F .d→
r + F .d→
r
C OA AB BC CO
(2.23)
Along OA, y = 0, dy = 0, z = 0, dz = 0
R − −
→ R2
OA F .d→
r = 0 2dx = [2x]20 = 4
Along AB, x = 2, dx = 0, z = 0, dz = 0
R − −
→ R2
AB F .d→
r = 0 4dy = 4[y]20 = 8
Along BC, y = 2, dy = 0, z = 0, dz = 0
R − −
→ R0
BC F .d→
r = 2 (2 − 0 + 2)dx = [4x]02 = −8
Along CO, x = 0, dx = 0, z = 0, dz = 0
136
2 VECTOR CALCULUS
R − −
→ R0
CO F .d→
r = 4 2 dy = 4[y]02 = −8
→
− →
− −
→ −
→ → −
− →
= (0 − y) i − (−z + 1) j + (0 − 1) k = −y i + (z − 1) j − k
−
→
Over the surface OCGF (x=0), n
b = − i , ds = dydz
RR →
− RR −
→ → −
− → −
→
∴ S (∇ × F ).b
nds = [−y i + (z − 1) j − k ].(− i )dydz
137
2 VECTOR CALCULUS
2
RR R2 R2 y2
= ydydz = 0 ydy 0 dz = 2 =4
2 0
−
→
Over the surface BCGD (y=2), n
b = j , ds = dxdz
RR →
− RR −
→ → −
− → − →
∴ S (∇ × F ).b
nds = [−y i + (z − 1) j − k ]. j dxdz
RR R2 R2
= (z − 1)dxdz = 0 dx 0 (z − 1)dz
2
z2
= [x]20 −z =0
2 0
−
→
Over the surface OAEF (y=0), n
b = − j , ds = dxdz
RR →
− RR −
→ → −
− → −
→
∴ S (∇ × F ).b
nds = [−y i + (z − 1) j − k ].(− j )dxdz
RR R2 R2
=− (z − 1)dxdz = − 0 dx 0 (z − 1)dz
2
z2
= −[x]20 −z =0
2 0
−
→
Over the surface DEFG (z=2), n
b = k , ds = dxdy
RR →
− RR −
→ → −
− → − →
∴ S (∇ × F ).b
nds = [−y i + (z − 1) j − k ]. k dxdz
RR R2 R2
=− dxdy = − 0 dx 0 dy = −[x]20 [y]20 = −4
138
2 VECTOR CALCULUS
theorem.
H
Example 2.50. Evaluate C (xydx + xy 2 dy) by Stoke’s theo-
rem where C is the square in the xy - plane with vertices (1, 0),
(−1, 0), (0, 1), (0, −1).
→
− −
→ −
→
Solution: Here F = xy i + xy 2 j
−
→ −
→ −
→
i j k
→
− ∂ ∂ ∂
= (y 2 − x)−
→
curl F = k
∂x ∂y ∂z
xy xy 2 0
→
−
Also n
b= k
→
− →−
− →
n = (y 2 − x) k . k = y 2 − x
curl F .b
RR 2
R1 R1 2
The given integral = S (y − x)ds = y=−1 x=−1 (y − x)dxdy
1
R1 x2 R1
= y=−1 y2x − dy = −1 2y
2 dy
2 x=−1
1
y3 4
=2 =
3 −1 3
RR −
→
Example 2.51. Use Stoke’s theorem to evaluate (∇× F ).b
nds,
→
− −
→ →
− −
→
where F = y i + (x − 2xz) j − xy k and S is the surface of the
sphere x2 + y 2 + z 2 = a2 above the xy plane.
139
2 VECTOR CALCULUS
RR →
− R −→ →
nds = C F .d−
(∇ × F ).b r
R −
→ →
− −
→ −
→ −
→ −
→
= C [y i + (x − 2xz) j − xy k ].[dx i + dy j + dz k ]
R
= C [ydx + (x − 2xz)dy − xydz]
R
= C (ydx + xdy) (∵ on C, z = 0 and dz = 0)
R 2π dx dy
= 0 y +x dt
dt dt
R 2π
= 0 [a sin t(−a sin t) + a cos t(a cos t)]dt
R 2π R 2π
= a2 0 (cos2 t − sin2 t)dt = a2 0 cos 2tdt
2π
sin 2t
= a2 =0
2 0
R − → →
Example 2.52. Evaluate C F .d− r by Stoke’s theorem where
→
− 2 →
− 2 →
− →
−
F = y i + x j − (x + z) k and C is the boundary of the
triangle with vertices at (0, 0, 0), (1, 0, 0), (1, 1, 0).
−
→ −
→ −
→
i j k
−
→
Solution: We have curl F =
∂ ∂ ∂ = 0−
→
i +
∂x ∂y ∂z
y2 x2 −(x + z)
→
− →
−
j + 2(x − y) k
140
2 VECTOR CALCULUS
→
− −
→ → −
− →
n = [ j + 2(x − y) k ]. k = 2(x − y) The equation of
∴ curl F .b
Y
B(1,1)
O A(1, 0) X
Fig.13
R 1 x2 1
=2 0 2 dx = 3 .
141
2 VECTOR CALCULUS
Example
RR 2.53. By transforming a triple integral evaluate I =
(x 3 dydz + x2 ydzdx + x2 zdxdy) where S is the closed surface
S
bounded by the planes z = 0, z = b and the cylinder x2 + y 2 = a2 .
Rb Ra R √a2 −y2
= z=0 y=−a
√ (3x2 + x2 + x2 )dxdydz
x=− a2 −y 2
√
3 a2 −y2
R b R a R √a2 −y2 R R
b a x
=4×5 0 0 0 x2 dxdydz = 20 0 0 dydz
3 0
20 R b R a 2 20 R a 2 b
= 0 0 (a − y 2 )3/2 dydz == 0 (a − y 2 )3/2 z 0 dy
3 3
20 R a 2
= 0 (a − y 2 )3/2 b dy
3
20 R π/2 3
= b a cos3 t(a cos t)dt
3 0
20 4 R π/2 20 3 π 5
= a b 0 cos4 tdt = a4 b = πa4 b
3 3 4.2 2 4
Example
RR 3 2.54. Apply Gauss divergence theorem to evaluate
[(x −yz)dydz −2x2 ydzdx+zdxdy] over the surface of a cube
bounded by the coordinate planes and the plane x = y = z = a.
142
2 VECTOR CALCULUS
143
2 VECTOR CALCULUS
→
− →
− −
→ −
→
Example 2.56. If F = x i − y j + (z 2 − 1) k , find the value of
RR − →
nds, where S is the closed surface bounded by the planes
S F .b
z = 0, z = 1 and the cylinder x2 + y 2 = 4.
−
→ ∂ ∂ ∂ 2
Here div F = (x) + (−y) + (z − 1) = 1 − 1 + 2z = 2z
∂x ∂y ∂z
RRR −
→ R1 R2 R x=√4−y2
∴ V div F dv = z=0 y=−2 √ 2zdxdydz
2
x=− 4−y
R1 R2 √ R1 R2 p
x= 4−y 2
= z=0 y=−2 [2zx] √ dydz = z=0 y=−2 4z 4 − y 2 dydz
− 2
4−y
R2 z2 p R2 p
= y=−2 4 4 − y 2 dy = 4 0 [ 4 − y 2 ]dy
2
hy p y i2
=4 ( 4 − y 2 ) + 2 sin−1 = 4[2 sin−1 (1)] = 4π
2 2 0
RR 2 2 2
Example 2.57. Evaluate S (ax +by +cz )dS over the sphere
2 2 2
x + y + z = 1 using the divergence theorem.
144
2 VECTOR CALCULUS
→
− −
→ →
−
∇φ 2x i + 2y j + 2z k −
→ −
→ −
→
n
b= = p = x i + y j + z k as x2 + y 2 +
|∇φ| 2 2 2
4(x + y + z )
z 2 = 1 on S.
→
− →
−
n = ax2 +by 2 +cz 2 . Obviously
We have to choose F such that F .b
→
− →
− −
→ →
−
F = ax i + by j + cz k
RR →− RRR −
→
S F .b
nds = V div F dv
RRR −
→
= V (a + b + c)dV as div F = a + b + c
RRR
= (a + b + c) V dV = (a + b + c)V
4
= (a + b + c) π, (the volume V enclosed by the sphere S of unit
3
4
radius is π)
3
−
→ −
→
Example 2.58. Verify divergence theorem for F = (x2 −yz) i +
→
− →
−
(y 2 −zx) j +(z 2 −xy) k taken over the rectangular parallelopiped
0 ≤ x ≤ a, 0 ≤ y ≤ b, 0 ≤ z ≤ c.
RR −→ RRR −
→
Solution: By divergence theorem S F .b
nds = V div F dv
−
→ ∂ 2 ∂ 2 ∂ 2
Here div F = (x − yz) + (y − zx) + (z − xy) =
∂x ∂y ∂z
2(x + y + z)
RRR −
→ RcRbRa
∴ V div F dv = 0 0 0 2(x + y + z)dxdydz
a
R c R b x2 R c R b a2
=2 0 0 + yx + zx dydz = 2 0 0 + ya + za dydz
2 0 2
145
2 VECTOR CALCULUS
b
R c a2 y2 R c a2 b2
=2 0 y + a + azy dz = 2 0 b + a + abz dz
2 2 0 2 2
a
a2 b2 z2
=2 bz + a z + ab = a2 bc + ab2 c + abc2
2 2 2 0
Z Z Z
−
→
∴ div F dv = abc(a + b + c) (2.24)
V
Z
C A'
B'
P
O
B Y
X A C'
Fig.14
RR −
→ RbRa a 2 b2
S1 F .b
n ds = 0 0 xydxdy =
4
→ −
− →
S2 : Face CBPA, z = c, n n = c2 − xy
b = k , F .b
146
2 VECTOR CALCULUS
RR −
→ RbRa 2 2 2
F .b
n ds = (c − xy)dxdy = abc 2− a b
S2 0 0 4
→ −
− →
S3 : Face OBA’C, x = 0, n
b = i , F .b
n = yz
RR −
→ RcRb b2 c 2
S3 F .b
n ds = 0 0 yzdydz =
4
→ −
− →
S4 : Face AC’PB’, x = a, n n = a2 − yz
b = i , F .b
RR −
→ RcRb b2 c 2
S4 nds = 0 0 (a2 − yz)dydz = a2 bc −
F .b
4
→ →
− −
S5 : Face OCB’A, y = 0, n
b = − j , F .b
n = zx
RR −
→ RaRc a2 c 2
S5 F .b
n ds = 0 0 zxdxdz =
4
→ −
− →
S6 : Face BA’PC’, y = b, n n = b2 − zx
b = j , F .b
RR −
→ RaRc 2 2 2
F .b
n ds = (b − zx)dzdx = ab2c − a c
S6 0 0 4
RR → − a 2 b2 a 2 b2 b2 c 2 b2 c2 a2 c2
S F .b
nds = + abc2 − + + a2 bc − + +
4 4 4 4 4
2
a c 2
ab2 c −
4 Z Z
→
−
F .b
nds = abc(a + b + c) (2.25)
S
The equality of (2.24) and (2.25), verify divergence theorem.
−
→
Example 2.59. Verify divergence theorem for the function F =
147
2 VECTOR CALCULUS
→
− →
− →
−
4xz i − y 2 j + yz k taken over the cube bounded by the planes
x = 0, x = 1, y = 0, y = 1, z = 0, z = 1.
RR −→ RRR −
→
Solution: By divergence theorem, S F .b
nds = V div F dv
−
→ →∂
− →∂
− →∂
− −
→ −
→ −
→
div F = i + j + k .(4xz i − y 2 j + yz k )
∂x ∂y ∂z
∂ ∂ ∂
= (4xz) + (−y 2 ) + (yz) = 4z − 2y + y = 4z − y
∂x ∂y ∂z
RRR −
→ R1R1R1
∴ V div F dv = 0 0 0 (4z − y)dzdydx
R1R1 R1R1
= 0 0 [2z 2 − yz]10 dydx = 0 0 (2 − y)dydx
Z Z Z Z 1 1 Z 1
−
→ y2 3 3
∴ div F dv = 2y − dx = dx = (2.26)
V 0 2 0 0 2 2
RR − →
To evaluate nds Here S is the surface of the cube bounded
S F .b
by the plane surfaces.
−
→
Over the face OABC, z = 0, dz = 0, n
b = − k , ds = dxdy
RR →− R1R1 → −
− →
nds = 0 0 (−y 2 j .(− k )dxdy = 0
S F .b
−
→
Over the face BCDE, y = 1, dy = 0, n
b = j , ds = dxdz
RR →− R1R1 → −
− → −
→ − →
nds = 0 0 (4xz i − j + z k ). j dxdz
S F .b
R1R1
= (−1) 0 0 dxdz = −(x)10 (z)10 = −1
148
2 VECTOR CALCULUS
Z
G(0, 0,1)
D
F E
(x, y, z)
O Y
C(0,1, 0)
X A(1, 0, 0) B
Fig.15
−
→
Over the face DEFG, z = 1, dz = 0, n
b = k , ds = dxdy
RR →− R1R1 →
− →
− −
→ − →
nds = 0 0 (4x i − y 2 j + y k ). k dxdz
S F .b
1
R1 R1 y2 1
= 0 dx 0 ydy = (x)10 =
2 0 2
−
→
Over the face AOGF, y = 0, dy = 0, n
b = − j , ds = dxdz
RR →− R1R1 →
− →
−
nds = 0 0 (4xz i ).(− j )dxdz = 0
S F .b
−
→
Over the face OCDG, x = 0, dx = 0, n
b = − i , ds = dydz
RR →− R1R1 →
− −
→ −
→
nds = 0 0 (−y 2 j + yz k ).(− i )dydz = 0
S F .b
149
2 VECTOR CALCULUS
−
→
Over the surface ABEF, x = 1, dx = 0, n
b = i , ds = dydz
RR →− R1R1 − → →
− −
→ − →
nds = 0 0 (4z i − y 2 j + yz k ). i dydz
S F .b
R1R1
= 0 0 4zdydz = (y)10 (2z 2 )10 = 2
EXERCISE
R
1. Evaluate (xdy − ydx), where C is the circle x2 + y 2 = a2
[Ans: 2πa2 ]
RR
2. Evaluate S (xdydz + ydzdx + zdxdy) over the surface of
the sphere x2 + y 2 + z 2 = a2 . [Ans: 4πa3 ]
150
2 VECTOR CALCULUS
RR →− RRR
S F .b
n.dS = −4π V ρdV
R
8. Use Green’s theorem to evaluate C [(x2 + xy)dx + (x2 +
y 2 )dy], where C is the square formed by the lines y =
±1, x = ±1. [Ans: 0]
RR → − →
− −
→ −
→
9. Find n.dS, where F = (2x + 3z) i − (xz + y) j +
S F .b
→
−
(y 2 + 2z) k and S is the surface of the sphere having centre
at (3, −1, 2) and radius 3. [Ans: 108π]
→
− → −
− → −
→
10. The vector field F = 2x2 i +z j +yz k is defined over the
volume of the cuboid given by 0 ≤ x ≤ a, 0 ≤ y ≤ b, 0 ≤
z ≤ c enclosing the surface
S, evaluate
the surface integral
RR − → b
n.dS Ans:abc a +
S F .b 2
R
11. Using Green’s theorem, evaluate C [x2 ydx+x2 dy] where C
is the boundary described counterclockwise of the triangle
5
with vertices (0, 0), (1, 0), (1, 1). Ans:
12
R →− − →
12. Prove that C r .d r = 0
H
13. Evaluate by Stoke’s theorem C (ex dx + 2ydy − dz), where
C is the curve x2 + y 2 = 4, z = 2 [Ans: 0]
R R R dV RR −
→r .b
n
14. Prove that V r2 = S r 2 dS.
RR →− − →
15. Find S r .d S , where S is the surface of the tetrahedron
whose vertices are (0, 0, 0), (1, 0, 0), (0, 1, 0), (0, 0, 1).
151
2 VECTOR CALCULUS
[Ans: 3]
H
16. Verify Green’s theorem for C (e
−x sin ydx
+ e−x cos
ydy),
π
where C is the rectangle with vertices (0, 0), (π, 0), π, ,
π 2
0, . [Ans: Common Value = 2(e−x − 1)]
2
R
17. Verify Green’s theorem for the integral [(x2 + y)dx −
xy 2 dy] taken around the boundary of the square whose
vertices (0, 0), (1, 0), (1, 1) and (0, 1)
4
Ans: Common Value = −
3
R
18. Evaluate C [(2xy − x2 )dx + (x + y 2 )dy], where C is the
closed curve 2 2
of the region bounded y = x and y = x.
1
Ans:
30
19. Find the area of the four cusped hyper cycloid x2/3 +y 2/3 =
a2/3 using Green’s theorem.
3πa2
Ans: sq.units
8
R
20. Verify Green’s theorem in the plane for C [(3x2 − 8y 2 )dx +
(4y−6xy)dy], where C is the boundary of the region
defined
√ 3
on y = x, y = x2 Ans: Common Value =
2
−
→
21. Verify Stoke’s theorem for a vector field defined by F =
→
− −
→
(x2 − y 2 ) i + 2xy j in the rectangular region in the XOY
152
2 VECTOR CALCULUS
27. By converting
R R the surface integral into a volume integral
evaluate (x 3 dydz + y 3 dzdx + z 3 dxdy), where S is the
S
12π
surface of the sphere x2 + y 2 + z 2 = 1.
5
RR →−
28. Evaluate ndS over the region entire surface of the
S F .b
153
2 VECTOR CALCULUS
[Ans: 320π]
154
3 LAPLACE TRANSFORM
3.1 Introduction
155
3 LAPLACE TRANSFORM
Remark 1: It may be noted that not all f (t) are Laplace trans-
formeable.
1
Illustration: Prove that L[1] = , (s > 0).
s
Proof:
156
3 LAPLACE TRANSFORM
R∞
L[1] = 0 e−st dt (∵ f (t) = 1))
∞
e−st 1 1
= = − (0 − 1) =
−s 0 s s
1. Linearity Property
L[af (t) + bg(t)] = aL[f (t)] + bL[g(t)] where a and b are any two
constants.
Proof:
R∞
L[af (t) + bg(t)] = 0 e−st [af (t) + bg(t)]dt, by definition.
R∞ R∞
=a 0 e−st f (t)dt + b 0 e−st g(t)dt
2 3
L[2e2t + 3e−3t ] = 2L[e2t ] + 3L[e−3t ] = +
s−2 s+3
157
3 LAPLACE TRANSFORM
= F (s − a)
3
We know that L[sin 3t] =
s2 + 9
3 3
Then L[e−t sin 3t] = 2
= 2
(s + 1) + 9 s + 2s + 10
158
3 LAPLACE TRANSFORM
Put t − a = u, then t = a ⇒ u = 0
dt = du and t = ∞ ⇒ u = ∞
R∞ R∞
L[g(t)] = 0 e−s(u+a) f (u)du = e−sa 0 e−su f (u)du
= e−as L[f (u)] = e−as F (s) (as ’u’ is a dummy variable, L[f(u)=L[f(t)])
R∞
Also L[f (t − a).H(t − a)] = 0 L[f (t − a).H(t − a)]dt
Put t − a = u ⇒ dt = du
t = 0 ⇒ u = −a; t = ∞ ⇒ u = ∞
R∞ −s(u+a) f (u)H(u)du
L[f (t − a).H(t − a)] = −a e
R0 −s(u+a) f (u)H(u)du
R∞
= −a e + 0 e−s(u+a) f (u)H(u)du
R∞ R∞
=0+ 0 e−s(u+a) f (u)du = e−as 0 e−su f (u)du
= e−as L[f (u)] = e−as F (s) (as ’u’ is a dummy variable, L[f(u)=L[f(t)])
3! 6
Example: we have that L[t3 ] = 4
= 4
s s
159
3 LAPLACE TRANSFORM
(
(t − 2)3 , t > 2 6e−2s
Then, L[g(t)], where g(t) = is given by
0, t < 2 s4
1 s
If L[f (t)] = F (s) then If L[f (at)] = F
a a
R∞
Proof: We know that L[f (t)] = 0 e−st f (t)dt = F (s)
R∞
L[f (at)] = 0 e−st f (at)dt
s
As L[cos t] =
s2 +1
1 s/2 s
We have L[cos 2t] = . 2
= 2
2 (s/2) + 1 s +4
160
3 LAPLACE TRANSFORM
I. If L[f (t)] = F (s) then L[f ′ (t)] = sF (s) − f (0) provided f (t)
satisfies the sufficient conditions.
R∞
Proof: Let L[f ′ (t)] = 0 e−st f ′ (t)dt
R∞ df R∞
= 0 e−st dt = 0 e−st df (t)
dt
R∞
= [e−s f (t)]∞
0 − 0 f (t)e
−st (−s)dt
2
Example: For f (t) = sin 2t, we have L[f (t)] = .
s2 +4
2 2s
Then we get L[f ′ (t)] = L[2 cos 2t] = s 2
−0=
s +4 s2+4
II. If L[f (t)] = F (s) then L[f ′′ (t)] = s2 F (s) − sf (0) − f ′ (0)
s s
L[f (t)] = (i.e.) F (s) = 2
s2 +9 s +9
s s3 −9s
= s2 . 2
− s(0) − 0 = 2
−s= 2
s +9 s +9 s +9
161
3 LAPLACE TRANSFORM
hR i F (s)
t
I. If L[f (t)] = F (s) then L 0 f (u)du =
s
Rt
Proof: Let 0 f (u)du = F (t)
hR i 1 1 F (s)
t
(or) L0 f (u)du = L[F ′ (t)] = L[f (t)] =
s s s
1
Example: Find L sin 4t
4
s
We know that L[cos 4t] =
s2 + 16
hR i s 1
t
(i.e.) L 0 cos 4udu = = 2 , which can be di-
s(s2 + 16) s + 16
rectly verified.
Rt 1 1
For, cos 4udu = [sin 4u]t0 = sin 4t
0 4 4
1 1 4 1
∴L sin 4t = . 2 = 2
4 4 s + 16 s + 16
1
II. If L[f (t)] = F (s) then L[tf (t)] = [F (s)]
s
162
3 LAPLACE TRANSFORM
d d d R ∞ −st
[F (s)] = {L[f (t)]} = e f (t)dt
ds ds ds 0
R ∞ d −st R∞
= 0 ds [e f (t)]dt = 0 (−t)e−st f (t)dt
R∞
= − 0 e−st [tf (t)]dt = −L[tf (t)]
d
(or) L[tf (t)] = − [F (s)]
ds
1
Since L[et ] = , we get
s−1
d 1 1
L[tet ] = =
ds s − 1 (s − 1)2
f (t) R∞
III. If L[f (t)] = F (s) then L = 0 F (u)du provided
t
f (t)
limt→0 exist.
t
1 sin t
Example: We know that L[sin t] = 2 and limt→0 = 1,
s + 1 t
sin t R ∞ du 1
then prove that L = s 2
= tan−1
t u +1 s
163
3 LAPLACE TRANSFORM
R∞ du π
∵ s = [tan−1 u]∞
s = − tan−1 s = cot−1 s
u2+1 2
π
(using a theorem, namely cot−1 x + tan−1 x = )
2
1 1
Also using the fact that tan−1 x = cot−1 , cot−1 s = tan−1
x s
IV. Let f (t) be a periodic function with period T (T > 0). Then
its Laplace transform is given by
RT
0 e−st f (t)dt
L[f (t)] =
1 − e−st
If L[f (t)] = F (s) then limt→0 f (t) = lims→∞ sF (s), provided the
limits exist.
164
3 LAPLACE TRANSFORM
limt→∞ f (t) = lims→0 sF (s), when L[f (t)] = F (s) such that the
limits exist.
165
3 LAPLACE TRANSFORM
R∞ hR i
t
= 0 e−st 0 f (u)g(t − u)du dt
Z ∞Z t
L[f (t) ∗ g(t)] = e−st f (u)g(t − u)dudt (3.3)
0 0
When t = ∞ ⇒ v = ∞
166
3 LAPLACE TRANSFORM
L[2e−3t +3t2 −4 sin 2t+2 cos 3t] = 2L[e−3t ]+3L[t2 ]−4L[sin 2t]+
2L[cos 3t]
1 2! 2 s
=2 +3 −4 +2
s+3 s3 2
s +4 2
s +9
2 6 8 2s
= + 3− 2 + 2
s+3 s s +4 s +9
Example 3.2. Find (i) L[e−2t sin 5t] (ii) L[e3t cosh 4t]
5 5
Solution: (i) Let L[e−2t sin 5t] = 2 2
= 2
(s + 2) + 5 s + 4s + 29
s−3 s−3
(ii) L[e3t cosh 4t] = 2 2
= 2
(s − 3) − 4 s − 6s − 7
sin t −1 1 sin 4t
Example 3.3. Given that L = tan , find L
t s t
167
3 LAPLACE TRANSFORM
1 1
= [L(sin 7t) + L(− sin t)] + [L(1) + L(cos 4t)] + 3L(1)
2 2
1 7 1 1 1 s 3
= − + + +
2 s2 + 49 s2 + 1 2 s s2 + 16 s
Example 3.5. Find L[et (cosh t + sinh t)]
s 1 s+1
(i.e.) F (s) = L[cosh t] + L[sinh t] = + 2 = 2
s2 −1 s −1 s −1
(s − 1) + 1 s 1
∴ L[et (cosh t + sinh t)] = 2
= 2 =
(s − 1) − 1 s − 2s s−2
Example 3.6. Find L[t3 e−4t ]
3!
Here L[f (t)] = L[t3 ] =
s4
6
(i.e.) F (s) =
s4
168
3 LAPLACE TRANSFORM
6
∴ L[t3 e−4t ] =
(s + 4)4
Example 3.7. Find i) L[t sin 2t] ii) L[t2 cos 3t]
d
Solution: i) We have L[f (t)] = − F (s),
ds
2
where F (s) = L[f (t)] = L[sin 2t] =
s2 +4
d 2 2s 4s
∴ L[t sin 2t] = − = 2. 2 = 2
ds s2 + 4 (s + 4)2 (s + 4)2
s
ii) Now, L[cos 3t] =
s2 +9
d2 s
∴ L[t2 cos 3t] = F (s), where F (s) = L[cos 3t] = 2
ds2 s +9
d2 s
L[t2 cos 3t] =
ds2 s2 + 9
d (s2 + 9)(1) − s.2s
=
ds (s2 + 9)2
d 9 − s2 2s3 − 54s
= =
ds (s2 + 9)2 (s2 + 9)3
(
sin t, 0 < t < π
Example 3.8. Find L[f (t)], if f (t) =
0, t > π
R∞
Solution: We know that L[f (t)] = 0 e−st f (t)dt
169
3 LAPLACE TRANSFORM
Rπ R∞
= 0 e−st f (t)dt + π e−st f (t)dt
π
Rπ e−st
= 0 e−st sin tdt +0= 2 (−s sin t − cos t)
s +1 0
e−sπ (0 − 1)
= 2
(0 − cos π) − 2
s +1 s +1
e−sπ 1 1 + e−sπ
= + =
s2 + 1 s2 + 1 s2 + 1
2π 2π
cos t − ,t>
Example 3.9. Find L[g(t)], if g(t) = 3 3
0, t < 2π
3
Solution: By second
( shifting property, we know if L[f (t)] =
f (t − a), t > a
F (s) and g(t) = , that L[g(t)] = e−as F (s).
0, t < a
s
Here F (s) = L[f (t)] = L[cos t] =
s2 +1
2πs s
∴ L[g(t)] = e 3
s2 +1
e−t − e−3t
Example 3.10. Find L
t
170
3 LAPLACE TRANSFORM
1 1
= −
s+1 s+3
e−t − e−3t R∞ 1 1 s+3
∴L = s − du = ln
t u+1 u+3 s+1
cos at − cos bt
Example 3.11. Show that L
t
s s
Solution: L[f (t)] = L[cos at − cos bt] = − 2
+a 2 s2s + b2
cos at − cos bt R∞ s s
∴L = s − du
t s 2 + a 2 s 2 + b2
1 s 2 + b2
= ln
2 s2 + a 2
Example 3.12. Verify the initial value theorem for the function
2 − cos t.
3 2s
F (s) = L[f (t)] = 3L(1) − 2L[cos t] = −
s s2 + 1
s2
∴ lims→∞ sF (s) = lims→∞ 3−2 2
s +1
lim sF (s) = 3 − 2(1) = 1 (3.6)
s→∞
171
3 LAPLACE TRANSFORM
1 1 s
= + +
s (s + 1) + 1 (s + 1)2 + 1
2
1 1 s
= + 2 + 2
s s + 2s + 2 s + 2s + 2
s s2
∴ lims→0 sF (s) = lims→0 + +1
s2 + 2s + 2 s2 + 2s + 2
lim sF (s) = 1 + 0 + 0 = 1 (3.8)
s→0
Solution:
Z ∞ −t √ Z ∞ √
e sin 3t sin 3t
dt = −st
e f (t)dt where f (t) =
0 t 0 s=1 t
(3.9)
172
3 LAPLACE TRANSFORM
f (t) R∞
Now since L = s F (u)du, where
t
√
√ 3
F (s) = L[f (t)] = L[sin 3t] =
s2 + 3
" √ # √
sin3t R∞ 3
∴L = s 2
t u +3
" √ # ∞
sin 3t √ 1 u s
L = 3 √ cot −1
√ = cot −1
√ (3.10)
t 3 3 s 3
1 R T −st
L[f (t)] = 0 e f (t)dt
1−e −sT
R∞
Proof: We know that L[f (t)] = 0 e−st f (t)dt
173
3 LAPLACE TRANSFORM
RT R 2T R 3T
= 0 e−st f (t)dt + T e−st f (t)dt + 2T e−st f (t)dt + · · ·
1 R T −su
= 0 e f (u)du
1−e −sT
1 R T −st
(or) L[f (t)] = e f (t)dt
1 − e−sT 0
Example 3.15. Find the Laplace transform ( of a periodic func-
1, 0 < t < 1
tion f (t), with period 2, given by f (t) =
−1, 1 < t < 2
1 R 2 −st
∴ L[f (t)] = 0 e f (t)dt
1−e −2s
174
3 LAPLACE TRANSFORM
1 hR R 2 −st i
1 −st
= e f (t)dt + e f (t)dt
1 − e−2s 0 1
1 hR R 2 −st i
1 −st
= e (1)dt + e (−1)dt
1 − e−2s 0 1
" 1 −st 2 #
1 e−st e
= −
1 − e−2s −s 0 −s 1
−s
1 e 1 e−2s e−s
= + + −
1 − e−2s −s s s s
1 1 − 2e−s + e−2s 1 (1 − e−s )2
= = .
1 − e−2s s s (1 + e−s )(1 − e−s )
1 (es/2 − e−s/2 )
= . s/2
s (e + e−s/2 )
x
1 eθ − e−θ
∴ L[f (t)] = tanh ∵ tanh θ = θ
s 2 e + e−θ
Example 3.16. Find the Laplace transform of the full - sine
wave rectifier f (t) defined as f (t) = | sin ωt|, t ≥ 0
π
Solution: f (t) = | sin ωt| is periodic with period .
ω
1 R ωπ −st
∴ L[f (t)] = e | sin ωt|dt
1 − e−πs/ω 0
175
3 LAPLACE TRANSFORM
1 R ωπ −st
= e sin ωtdt (∵ sin ωt > 0 in [0, π/ω])
1 − e−πs/ω 0
1
= [ωe−πs/ω + ω]
1 − e−πs/ω
" # " #
ω 1 + e−πs/ω ω 1 + e−πs/2ω e−πs/2ω
= 2 = 2
s + ω 2 1 − e−πs/ω s + ω 2 1 − e−πs/ω e−πs/2ω
" #
ω eπs/2ω + e−πs/2ω
= 2
s + ω2 eπs/2ω − e−πs/2ω
πs
ω eθ + e−θ
= 2 coth ∵ coth θ = θ
s + ω2 2ω e − e−θ
Example 3.17.(Find the Laplace transform of a function f (t)
t, 0 < t < π
given by f (t) = and that f (t + 2π) = f (t).
0, π < t < 2π
(
t, 0 < t < π
Solution: Given f (t) = such that f (t) is a
0, π < t < 2π
periodic function with period 2π.
1 R 2π −st
∴ L[f (t)] = 0 e f (t)dt
1−e −2πs
1 hR R 2π i
π −st
= e f (t)dt + 0dt
1 − e−2πs 0 π
−st π −st π
1 e e
= t − (1)
1−e −2πs s 0 s2 0
176
3 LAPLACE TRANSFORM
1 −πe−sπ (e−sπ − 1)
= −
1 − e−2πs s s2
1 1 − e−sπ πe−sπ
= −
1 − e−2πs s2 s
Example 3.18.( Find the Laplace transform of the periodic func-
t, 0 < t < 1
tion f (t) = where f (t + 2) = f (t) for all t
2 − t, 1 < t < 2
where t is positive.
" 1 −st 2 #
1 e−st t e−st e (2 − t) e−st
= − 1. 2 + − (−1) 2
1 − e−2s s s 0 s s 1
1 t e−s e−s 1 e−2s e−s
= + − 2 + 2+ 2 − 2
1 − e−2s s s s s s s
1 1 − 2e−s + e−2s (1 − e−s )2
= =
1 − e−2s s2 (1 + e−s )(1 − e−s )s2
1 s
= tanh
s2 2
177
3 LAPLACE TRANSFORM
Example:
1
We know that L[e2t ] = .
s−2
1
Then we can write this as L−1 = e2t .
s−2
178
3 LAPLACE TRANSFORM
L−1 [aF (s) + bG(s)] = aL−1 F (s) + bL−1 G(s)af (t) + bg(t)
Example:
3 2s 1 s
L−1 − = 3L −1 − 2L −1
s − 1 s2 + 9 s−1 s2 + 9
= 3et − 2 cos 3t
Property 3.2. First shifting property:
179
3 LAPLACE TRANSFORM
Example:
s−2 s−2
L−1 =L −1
s2 − 4s + 13 (s − 2)2 + 9
s−2
= L−1 = e2t cos 3t
(s − 2)2 + 32
Property 3.3. Second shifting property:
(
f (t − a), t > a
If L−1 F (s) = f (t), then L−1 [e−as F (s)] =
0, t < a
Example:
" #
e−πs/6 sin t − π , t > π
L−1 = 6 6
s2 + 1 0, t < π
6
Property 3.4. Change of Scale Property:
1 t
If L−1 F (s) = f (t), then L−1 [F (as)] = f
a a
Example:
3s 1 4t
L−1 2
= cos
(3s) + 16 3 3
Property 3.5. Inverse Laplace transform of derivation:
180
3 LAPLACE TRANSFORM
dn
L−1 [F (n) (s)] = L−1 F (s) = (−1)n tn f (t)
dsn
Example:
−1 2
−4s ∵ L = sin 2t
−1 (s2 + 4)
L = −t sin 2t
(s2 + 4)2
d 2 −4s
and 2
= 2
ds s + 4 (s + 4)2
Property 3.6. Inverse Laplace transform of integral:
If L−1 F (s) = f (t) and f (0) = 0, then L−1 [sF (s)] = f ′ (t)
Example:
s d 1
L−1 = (sin t) = cos t, since L −1 = sin t and
s2 + 1 dt s2 + 1
sin 0 = 0
F (s) Rt Rt
If L−1 F (s) = f (t), then L−1 = 0 f (u)du = 0 L−1 F (s)dt
s
Example:
4
Since L−1 = sin 4t, we have
(s2 + 16)
4 Rt 1
L−1 2
= 0 sin 4udu = (1 − cos 4t)
s(s + 16) 4
181
3 LAPLACE TRANSFORM
3
Solution: Since L[sin 3t] =
s2 +9
1 1
L[sin 3t] = 2
3 s +9
1 sin 3t
∴ L−1 2 =
s +9 3
1
Example 3.20. Find L−1 .
s2 − 3
" √ #
3 √
Solution: Since L √ = sinh 3t
s − ( 3)2
2
1 √ 1
√ L[sinh 3t] = 2
3 s −3
√
1 sinh 3t
L−1 = √
s2 − 3 3
182
3 LAPLACE TRANSFORM
4 4 + 2s
Example 3.21. Find L−1 +
2s − 4 16s2 − 4
Solution:
−1 4 4 + 2s −1 4 −1 4
L + 2
= L +L +
2s − 4 16s
−4 2s − 4 16s2 − 4
s
2L−1 2
16s − 4
2 4 s
= L−1 + L−1
+ 2L−1
s−2 4 4
16 s2 − 16 s2 −
16 16
1 1/4 2 −1 s
= 2L−1 +L −1 + L
s−2 s2 − (1/4) 16 s2 − (1/4)
1 1 −1 1/2 1 −1 s
= 2L−1 + L + L
s−2 2 s2 − (1/2)2 8 s2 − (1/2)2
1 1 1 1
= 2e2t +sinh t + cosh t
2 2 8 2
3s + 7
Example 3.22. Find L−1 2
s − 2s − 3
3s + 7 3s + 7
Solution: L−1 =L −1
s2 − 2s − 3 (s − 1)2 − 4
3(s − 1) + 10 s−1 2
= L−1 = 3L −1 +5L −1
(s − 1)2 − 4 (s − 1)2 − 22 (s − 1)2 − 22
183
3 LAPLACE TRANSFORM
2a2
⇒ (s2 + a2 )L[t cos at] = 1 − 2aL[sin at] = 1 −
s2+ a2
s2 + a2 − 2a2 s2 − a 2
= =
s2 + a 2 s2 + a 2
s2 − a 2
(or) L(t cos at) =
(s2 + a2 )2
−1 s+1
Example 3.24. Find L 2
s +s+1
184
3 LAPLACE TRANSFORM
s+1 (s + 1/2) + 1/2
Solution: L−1 =L −1
s2 + s + 1 (s + 1/2)2 + 3/4
" √ #
(s + 1/2) 1 −1 3/2
= L−1 √ +√ L √
(s + 1/2)2 + ( 3/2)2 3 (s + 1/2)2 + ( 3/2)2
√ √
3 1 −t/2 3
= e−t/2 cos t+ √ e sin t
2 3 2
" √ √ #
e−t/2 √ 3 3
= √ 3 cos t + sin t
3 2 2
−1 s
Example 3.25. Find L
(s + 2)2
s 1
Solution: L−1 =L −1 s.
(s + 2)2 (s + 2)2
d −1 1 d
= L 2
= [e−2t L−1 (1/s2 )]
dt (s + 2) dt
d −2t
= (e t) = e−2t (1) + t.e−2t (−2) = e−2t (1 − 2t)
dt
−1 (s + 1)2
Example 3.26. Find L
s2 + 2s + 5
Solution:
(s + 1)2 s2
L−1 2 = e−t L−1 , by the first shifting
s + 2s + 5 (s2 + 22 )2
property.
185
3 LAPLACE TRANSFORM
s d s
= e−t L−1 s. 2 =e −t L −1
(s + 22 )2 dt (s2 + 22 )2
d t
= e−t sin 2t
dt 4
1 1
= e−t (sin 2t + 2t cos 2t) = e−t (sin 2t + 2t cos 2t)
4 4
s 1
Example 3.27. Given that L−1 2 − a 2 )2
= sinh at, find
(s 2a
s2
L−1
(s2 − a2 )2
s2 s
Solution: L−1 =L −1 s. 2
(s2 − a2 )2 (s − a2 )2
d s d t
= = sinh at
dt (s2 − a2 )2 dt 2a
1 1
= [t cosh at.a + sinh at] = [sinh at + at cosh at]
2a 2a
−1 1
Example 3.28. Find L
s(s2 + 2s + 2)
Solution:
1 1 1
L −1
2
=L −1 F (s) where F (s) = 2
s(s + 2s + 2) s s + 2s + 2
186
3 LAPLACE TRANSFORM
Rt
= 0 L−1 [F (s)]dt
Z t
1 1
∴L −1
= L −1
(3.12)
s(s2 + 2s + 2) 0 s2 + 2s + 2
1 1
Now, L−1 2 = L−1
s + 2s + 2 (s + 1)2 + 12
1 1
L −1 −t −1
=e L = e−t sin t (3.13)
s2 + 2s + 2 s2 + 12
e−t e−t
= [(1 − sin t + cos t)] = [1 − sin t + cos t]
1+1 2
−1 1
Example 3.29. Find L
s(s + 2)3
Solution:
Z t
1 1
L −1
3
= L−1 F (s)dt, where F (s) =
s(s + 2) 0 (s + 2)3
(3.14)
1 t 2
L−1 F (s) = e−2t L−1 3 = e−2t (3.15)
s 2
Using (3.15) in (3.14), we get
1 R t −2t t2 1 R t 2 −2t
L−1 = 0 e dt = t e dt
s(s + 2) 3 2 2 0
187
3 LAPLACE TRANSFORM
1 1
= [e−2t (−2t2 − 2t − 1) + 1] = [1 − e−2t (2t2 + 2t + 1)]
8 8
Example 3.30. Evaluate each of the following using convolution
theorem:
−1 s −1 s2
(i) L , (ii) L
(s2 + a2 )2 (s2 + a2 )(s2 + b2 )
Solution:
s s
(i) L −1 can be written as L −1
(s2 + a2 )2 (s2 + a2 ).(s2 + a2 )
s
L−1 = f ∗ g, by convolution theorem
(s2 + a2 ).(s2 + a2 )
Rt s
= f (u)g(t − u)du, where f (t) =
0 L−1 = cos at,
(s + a2 )
2
1 1
g(t) = L−1 = sin at
(s2 + a2 ) a
Rt 1
= 0 cos au sin a(t − u)du
a
1 Rt
= cos au[sin at cos au − cos at sin au]du
a 0
188
3 LAPLACE TRANSFORM
1 hR t R
2 audu − t cos at sin au cos audu
i
= sin at cos
a 0 0
1 R t 1 + cos 2au R t sin 2au
= sin at 0 du − cos at 0 du
a 2 2
" #
1 1 sin 2au t cos at − cos 2au t
= sin at u+ −
a 2 4a 0 2 2a 0
1 t sin 2at cos at cos 2at − 1
= sin at + +
a 2 4a 2 2a
1 t sin at cos at 1 − cos 2at
= sin at + − cos at
a 2 2a 4a
1 t sin at cos at 2 sin2 at
= sin at + − cos at
a 2 2a 2.2a
1 t sin2 at cos at sin at cos at t sin at
= sin at + − =
a 2 2a 2a 2a
s2
(ii) L−1 can be written as
(s2 + a2 )(s2 + b2 )
s s
L−1 . 2
(s + a ) (s + b2 )
2 2
s s
= L−1 ∗L −1 = f ∗ g = cos at ∗ cos bt
(s2 + a2 ) (s2 + b2 )
Rt
= 0 cos au cos b(t − u)du
189
3 LAPLACE TRANSFORM
" #
1 sin(bt + (a − b)u) t sin(−bt + (a + b)u) t
= +
2 a−b 0 a+b 0
1 sin(bt + at − bt) sin(−bt + at + bt) sin bt sin bt
= + − +
2 a−b a+b a−b a+b
1 2a sin at − 2b sin bt a sin at − b sin bt
= =
2 a 2 − b2 a 2 − b2
3s + 16
Example 3.31. Using partial fractions, find L−1
s2 − s − 16
3s + 16 3s + 16 A B
Solution: = = +
s2 − s − 16 (s − 3)(s + 2) s−3 s+2
⇒ 3s + 16 = A(s + 2) + B(s − 3)
s = 3 ⇒ 25 = 5A (i.e.) A = 5
s = −2 ⇒ 10 = −5B (i.e.) B = −2
3s + 16 5 −2
L−1 =L −1 +L −1 = 5e3t − 2e−2t
s2 − s − 16 s−3 s+2
−1 11s2 − 2s + 5
Example 3.32. Find L
(s − 2)(2s − 1)(s + 1)
190
3 LAPLACE TRANSFORM
11s2 − 2s + 5 A B C
Solution: = + +
(s − 2)(2s − 1)(s + 1) s − 2 2s − 1 s + 1
s = 2 ⇒ 45 = 9A ⇒ A = 5
s = −1 ⇒ 18 = 9C ⇒ C = 2
27 9
s = 1/2 ⇒ = − B ⇒ B = −3
4 4
−1 11s2 − 2s + 5 −1 5 −1 −3
L = L +L +
(s − 2)(2s
− 1)(s + 1) s−2 2s − 1
2
L−1
s+1
1 1 1
= 5L−1 − 3L −1 + 2L −1
s−2 2s − 1 s+1
1 3 1 1
= 5L−1 − L−1 + 2L−1
s−2 2 s − (1/2) s+1
3 1
= 5e2t − e 2 t + 2e−t
2
s2 − 2s + 3
Example 3.33. Find L−1
(s − 1)2 (s + 1)
s2 − 2s + 3 A B C
Solution: = + +
(s − 1)2 (s + 1) (s − 1)2 s − 1 s + 1
191
3 LAPLACE TRANSFORM
s = −1 ⇒ 4C = 6 ⇒ C = 3/2
s = 1 ⇒ 2A = 2 ⇒ A = 1
s = 0 ⇒ A − B + C = 3 ⇒ B = −1/2
s2 − 2s + 3 1 1/2 3/2
∴ L−1 =L −1 −L −1 +L −1
(s − 1)2 (s + 1) (s − 1)2 s−1 s+1
1 1 −1 1 3 −1 1
= et L−1 − L + L
s2 2 s−1 2 s+1
1 3 1 3
= tet − et + e−t = et (2t − 1) + e−t
2 2 2 2
−1 27 − 2s
Example 3.34. Find L
(s + 4)(s2 + 9)
27 − 2s A Bs + C
Solution: 2
= + 2
(s + 4)(s + 9) s+4 s +9
A+B =0 (3.16)
4B + C = −2 (3.17)
9A + 4C = 27 (3.18)
From (3.16), B = −A
192
3 LAPLACE TRANSFORM
Equation (3.18) is 9A + 4C = 27
7 7 18
= e−4t − cos 3t + sin 3t
5 5 5
s2 − 3
Example 3.35. Evaluate L−1
(s + 2)(s − 3)(s2 + 2s + 5)
s2 − 3 As + B Cs + D
Solution: 2
= 2 + 2
(s + 2)(s − 3)(s + 2s + 5) s − s − 6 s + 2s + 5
A + C = 20 (3.20)
2A + B − C + D = 1 (3.21)
5A + 2B − 6C − D = 0 (3.22)
5B − 6D = −3 (3.23)
193
3 LAPLACE TRANSFORM
41 59
From (3.26), 59C = −2 + = − ⇒ C = −1/50
50 50
7 7 14 36
Equation (3.24), + 3B + = 1 ⇒ 3B = 1 − =
50 50 50 50
⇒ B = 12/50
60 60 210
From (3.25), − 6D = −3 ⇒ −6D = −3 − =−
50 50 50
⇒ D = 35/50
h s2 − 3 i
L−1
(s + 2)(s − 3)(s2 + 2s + 5)
1 12 1 35
s+ − s+
50 50
= L−1 50 + L−1 250 → (I)
s2 + 2s + 5 s + 2s + 5
Consider,
1 35
s+
− 1 −1 s+1 35 1
50
L−1 250 = − L +
s + 2s + 5 50 (s + 1)2 + 22 50 (s + 1)2 + 22
194
3 LAPLACE TRANSFORM
1 −t 1 −1 1 35 −1 1
= − e cos 2t+ L + L
50 50 (s + 1)2 + 22 50 (s + 1)2 + 22
1 −t 1 −t 35 −t
=− e cos 2t + e sin 2t + e sin 2t → (i)
50 100 100
1 12 1 12
s+ s+
50 50
Now consider L−1 50
2 = L−1 50
s −s−5 (s + 2)(s − 3)
1 12
s+
⇒ 50 50 = A + B
(s + 2)(s − 3) s+2 s−3
1 3
⇒A=− and B =
25 50
1 12
s+ 1 1 3 1
−1 50 50
L 2 =− +
s −s−5 25 s + 2 50 s − 3
1 35
−
s+ 1 3
50
L−1 250 = − e−2t + e3t → (ii)
s + 2s + 5 25 50
195
3 LAPLACE TRANSFORM
Solved Problems:
Solution:
196
3 LAPLACE TRANSFORM
1
[s2 y(s) − sy(0) − y ′ (0)] − 3[sy(s) − y(0)] − 4y(s) = 2.
s+1
2
(s2 − 3s − 4)y(s) − s − 1 + 3 = (∵ y(0) = y ′ (0) = 1)
s+1
2
(i.e.) (s2 − 3s − 4)y(s) = +s−2
s+1
2 s−2
∴ y(s) = + 2
(s + 1)(s2− 3s − 4) (s − 3s − 4)
1 s−2
=2 2
+ 2
(s + 1) (s − 4) (s − 3s − 4)
A B C D E
∴ y(s) = 2 + + + +
s + 1 (s + 1)2 s − 4 s+1 s−4
F G
−2 +
s+1 s−4
−1/25 1/5 1/25 1/5 4/5
=2 + + + +
s+1 (s + 1)2 s − 4 s+1 s−4
1/5 1/5
−2 +
s+1 s−4
197
3 LAPLACE TRANSFORM
2 −t 2 −t 2 1 4 2 2
y(t) = − e − te + e4t + e−t + e4t + e−t − e4t
25 5 25 5 5 5 5
13 −t 12 4t 2 −t
= e + e − te
25 15 5
1
= (13e−t − 10te−t + 12e4t )
25
Example 3.37. Solve: (D2 + 4D + 13)y = e−t sin t, y = 0 and
d
Dy = 0 at t = 0, where D ≡ .
dt
1 1
(s2 + 4s + 13)y(s) = L[e−t sin t] = 2 2
= 2
(s + 1) + 1 s + 2s + 2
1
∴ y(s) =
(s2 + 2s + 2)(s2 + 4s + 13)
As + B Cs + D
= +
s2 + 2s + 2 s2 + 4s + 13
198
3 LAPLACE TRANSFORM
1 −2(s + 1) + 9 2(s + 2) − 7
= +
85 (s + 1)2 + 12 (s + 2)2 + 32
10
(s2 + 4s + 3)x(s) =
s2 +1
10
∴ x(s) =
(s2 + 1)(s2 + 4s + 3)
As + B C D
= 10 + + (using partial fractions)
s2 + 1 s+1 s+3
(−1/5)s + 1/10 1/4 (−1/20)
= 10 + +
s2 + 1 s+1 s+3
199
3 LAPLACE TRANSFORM
5 1
= e−t − e−3t − 2 cos t + sin t
2 2
Example 3.39. Solve: y ′′ +2y ′ −3y = sin t, given y(0) = y ′ (0) =
0.
1
(i.e.) (s2 + 2s − 3)y(s) =
s2 +1
1 1
∴ y(s) = . 2
s2 + 1 s + 2s − 3
1
∴ y(s) = (3.29)
(s − 1)(s + 3)(s2 + 1)
Consider
1 A B Cs + D
2
= + + 2 (3.30)
(s − 1)(s + 3)(s + 1) s−1 s+3 s +1
Using usual procedure, we can find the constants A, B, C and D
as A = −1/8, B = −1/40, C = −1/10 and D = −1/5
200
3 LAPLACE TRANSFORM
1 1 1 1
(i.e.) y(t) = et − e3t − cos t − sin t
8 40 10 5
Example 3.40. Solve: (D2 + 4)y = cos 2t, y(0) = 3, y ′ (0) = 4
s
⇒ {s2 L[y(t)] − s(3) − 4} + L[y(t)] =
s2 + 4
s
(i.e.) y(s)(s2 + 4) = + 3s + 4
s2 +4
s 3s + 4
(or) y(s) = + 2
(s2 + 4)2 s +4
s s 4 −1 2
L−1 [y(s)] = L−1 + 3L −1 + L
(s2 + 4)2 s2 + 4 2 s2 + 4
201
3 LAPLACE TRANSFORM
t
= sin 2t + 3 cos 2t + 2 sin 2t
2×2
t
= sin 2t + 3 cos 2t + 2 sin 2t
4
Example 3.41. Solve: x′′ − 2x′ + x = e−t ,given that x(0) =
2, x′ (0) = 1.
1
{s2 x(s) − s(2) − 1} − 2{sx(s) − 2} + x(s) =
s+1
1
(i.e.) x(s)(s2 − 2s + 1) = + 2s − 3
s+1
1 2s − 3
x(s) = + 2 (3.31)
(s + 1)(s2− 2s + 1) s − 2s + 1
1 A B C
Consider = + + (3.32)
(s + 1)(s2 − 2s + 1) s + 1 s − 1 (s − 1)2
It can be found that A = 1/4, B = −1/4, C = 1/2.
1 1 1 2s 3
x(s) = − + 2
+ 2
−
4(s + 1) 4(s − 1) 2(s − 1) (s − 1) (s − 1)2
202
3 LAPLACE TRANSFORM
1 1 5
(i.e.) x(t) = e−t − et + 2(et + tet ) − tet
4 4 2
1 1 5
∴ x(t) = et 2 − + e−t + tet 2 −
4 4 2
7 1 1 1
= et + e−t − tet = (7et + e−t − 2tet )
4 4 2 4
Example 3.42. Solve: (D2 − 4D + 8)y = e2t , given y(0) =
2, y ′ (0) = −2.
1
{s2 y(s) − s(2) + 2} − 4{sy(s) − 2} + 8y(s) =
s−2
1
y(s)[s2 − 4s + 8] = + 2s − 10
s−2
1 2s − 10
∴ y(s) = + 2
(s − 2)(s2− 4s + 8) s − 4s + 8
203
3 LAPLACE TRANSFORM
ten as
7 19
1/4 s−
y(s) = + 4 2
s − 2 s2 − 4s + 8
7
1 1 (s − 2) − 6
= . + 42
4 s−2 s − 4s + 8
1 7
∴ y(t) = e2t + e2t cos 2t − 3e2t sin 2t
4 4
1
= e2t [1 + 7 cos 2t − 12 sin 2t]
4
EXERCISE
2s − 12
1. Find L[2 cos 4t − 3 sin 4t] Ans: 2
s + 16
2s3 − 6a2 s
2. Find L[t2 cos at] Ans: 2
(s + a2 )3
3s2 + 2s − 3
3. Find L[5 − 3t − 2e−t ] Ans: 2
s (s + 1)
204
3 LAPLACE TRANSFORM
12s
4. Find L[sin 2t sin 3t] Ans: 2
(s + 1)(s2 + 25)
s+2
5. Find L[e−2t cos t] Ans: 2
s + 4s + 5
1 − 5s
6. Evaluate L[e−t (3 sinh 2t − 5 cosh 2t)] Ans:
s2 + 2s + 3
(
(t − 1)2 , t > 1
7. Find L[f (t)] if f (t) =
0, 0 < t < 1
2e−s
Ans: 3
s
R∞ 3
8. Show that 0 te−3t sin tdt = , by using Laplace trans-
5
form.
R ∞ cos 6t − cos 4t 3
9. Evaluate 0 dt using L.T. Ans: ln
t 2
205
3 LAPLACE TRANSFORM
1 1 −πs π −πs
Ans : (i) (1 − e ) − e
1 − e−2πs s2 s
1
(ii)
(s2 + 1)(1 − e−πs
(i) L[t cos at] (ii) L[t sinh at] (iii) L(sin2 t)
s2 − a 2 2as 2
Ans:(i) (ii) (iii)
(s2 + a2 )2 (s − a2 )2
2 2
s(s + 4)
hR i s
t −t
13. Evaluate L 0 te dt Ans:
s(s + 1)2
R t 1 − e−t
14. Evaluate L 0 dt
t
206
3 LAPLACE TRANSFORM
17. Verify the initial value theorem for 1 + e−t (sin t + cos t)
2 2 sin t sinh t
21. Find L−1 tan−1 2 Ans:
s t
s+2 2 1 1
22. Find L−1 Ans: t + − e−3t
s2 (s + 3) 3 9 9
1 1 1
(i) 2
(ii) 2
(iii) 2 2
(s + 1)(s + 1) s(s + 1) s (s + 25)
207
3 LAPLACE TRANSFORM
s2
(iv)
(s2 + 4)2
1
Ans: (i) (sin t − cos t + e−t ) (ii) 1 − cos t
2
1 1 1
(iii) (t cos 4t + sin 4t − sin 5t) (iv) t cos 2t + sin 2t
5 2 4
1 4 1 3
Ans: (i) e−t (4 cos t−3 sin t)− e−3t (ii) (2t−1)et + e−t
5 5 2 2
208
3 LAPLACE TRANSFORM
14s + 10
34. Find the Inverse Laplace transform of
49s2 + 28s + 13
2 (2/7)t 3 3
Ans: e cos t + sin t
7 7 7
t
35. If L[f (t)] = F (s), prove that L f = aF (as).
a
209
3 LAPLACE TRANSFORM
1
41. If L[f (t)] = , then find limt→0 f (t) [Ans: − sin 3]
(s − 2)2
s
42. Find L−1 [Ans: e−2t (cos t − 2 sin t)]
s2 + 4s + 5
s2 + 2s
Ans: (i)
(s + 1)(s2 + 2s + 2)
210
3 LAPLACE TRANSFORM
1 2(cos bt − cos at)
(ii) 2(a sin at − b sin bt) −
t t
47. Find the Laplace transform of full sine wave rectifier given
below:
π
E sin ωt, 0 < t <
ω 2π
f (t) = with f t + = f (t)
0, π < t < 2π ω
ω ω
ω
Ans:L[f (t)] =
(1 − e−sπω (s2 + ω 2 )
1 πs
is tanh
s2 2
(
t, 0 < t ≤ 2
49. Find the Laplace transform of f (t) =
4 − t, 2 ≤ t < 4
and satisfy f (t + 4) = f (t).
2
s2 + 4 2 s +1
50. Given that L−1 = t cosh t, find L −1
(s2 − 4)2 (s2 − 1)2
211
4 COMPLEX INTEGRATION
Introduction
212
4 COMPLEX INTEGRATION
213
4 COMPLEX INTEGRATION
R 2π reiθ i i R 2π
I= 0 iθ n+1
dθ = n 0 e−inθ dθ
(re ) r
R 2π
Case(i): when n = 0, I = i 0 dθ = 2πi
Case(i): when n 6= 0,
1 R 2π 1
I= n 0 (cos nθ − i sin nθ)dθ = n (sin nθ + i cos nθ)2π
0 =0
r nr
R 1+i
Example 4.2. Evaluate 0 (x − y + ix2 )dz
(i) along the straight line between the limits (0, 0) and (1, 1)
(ii) over the path along the lines y = 0, x = 1
(iii) over the path along the lines x = 0 and y = 1
(iv) along the parabola y 2 = x
Solution:
R1 1
= (i − 1) 0 x2 dx = (i − 1)
3
214
4 COMPLEX INTEGRATION
R1 R1 3 + 2i
I1 = 0 xdx + i 0 x2 dx =
6
R1 R1 i−2
I2 = 0 (−y)dy + i 0 (1 − y)dy =
2
3 + 2i i − 2 5i − 3
Equation (4.1) becomes I = + =
6 2 6
R1 i
I1 = i 0 (−y)dy = −
2
R1 −1 R1 i
I2 = 0 (x − 1)dx + i + 0 x2 dx =
2 3
i −1 i −3 − i
Equation (4.2) becomes I = − + + =
2 2 3 6
215
4 COMPLEX INTEGRATION
R R1 8
Hence I = C zdz = 0 (t2 − it)(2t + i)dt = 10 − i
3
R
Note: The integral udx + vdy is independent of the path if
∂u ∂v
= .
∂y ∂x
R
Example 4.4. Find the value of the integral C (x+y)dx+x2 ydy,
(i) along y = x2 having (0, 0), (3, 9) as end points, (ii) along
y = 3x between the same points. Do the values depend upon the
path?
Solution:
Z Z
2
Let I = (x + y)dx + x ydy = udx + vdy (4.3)
∂u ∂v
Here u = x + y and v = x2 y and we have = 1, = x2 so
∂x ∂y
∂u ∂v
that 6= . hence the integral is dependent on path.
∂x ∂y
216
4 COMPLEX INTEGRATION
R
Solution: Let I = C 3y 2 dx + 2ydy. Given x2 + y 2 = 1.
217
4 COMPLEX INTEGRATION
H RR ∂u ∂v
C (udx + vdy) =
∂y
+
∂x
dxdy
218
4 COMPLEX INTEGRATION
f (z)
Proof: The function F (z) = is analytic at all points ex-
z−a
f (z)
cept z = a. Since is analytic with ′ a′ as centre and radius
z−a
′ r ′ draw a small circle C which lies entirely within C.
1
I I
f (z) f (z)
dz = dz (4.5)
C z − a C1 z −a
H f (z) R 2π
C dz = i 0 f (a)dθ = if (a)[θ]2π
0 = if (a)2π = 2πif (a)
z−a
I
1 f (z)
⇒ f (a) = dz (4.7)
2πi C z − a
219
4 COMPLEX INTEGRATION
1 H (−1)
f ′ (a) = (−1) f (z)dz
2πi C (z − a)2
1 H f (z)
⇒ f ′ (a) = C dz
2πi (z − a)2
2! H f (z)
f ′′ (a) = dz
2πi C (z − a)3
3! H f (z)
That is f ′′′ (a) = C dz etc.
2πi (z − a)4
n! H f (z)
In general, f n (a) = C dz
2πi (z − a)n+1
z − 1 = 0, z − 2 = 0 ⇒ z = 1, z = 2.
220
4 COMPLEX INTEGRATION
H e−z
Example 4.6. Evaluate C dz where C is a circle (i) |z| =
z+1
1
2, (ii) |z| =
2
1 H f (z)
Then by Cauchy’s integral formula f (a) = dz ⇒
2πi C z − a
H f (z)
C z − a dz = 2πif (a), we have
H e−z H e−z
C [z − (−1)] dz = 2πif (−1). Here f (z) = e , a =
dz = −z
C z+1
H e−z
−1 and f (−1) = e. Hence C dz = 2πie.
z+1
1
(ii) The singular point z = −1 lies outside |z| = . Then
2
H f (z)
C z + 1 dz = 0 by Cauchy’s theorem.
H cos πz 2
Example 4.7. Evaluate C dz where C is a circle
(z − 1)(z − 2)
|z| = 3.
221
4 COMPLEX INTEGRATION
When z = 2, 1 = 0 + B(2 − 1) ⇒ B = 1.
1 −1 1
= +
(z − 1)(z − 2) z−1 z−2
H cos πz 2 H 1
Now C dz = C cos πz 2 dz
(z − 1)(z − 2) (z − 1)(z − 2)
H cos πz 2 H cos πz 2
=− C (z − 1) dz + C (z − 2) dz
H −1 1
= C + cos πz 2 dz = −I1 + I2
z−1 z−2
I
cos πz 2
I1 = dz (4.9)
C (z − 1)
222
4 COMPLEX INTEGRATION
H cos πz 2
I1 = C (z − 1) dz = 2πif (1) = 2πi(−1) = −2πi
I
cos πz 2
Also I2 = dz = 2πif (2) (4.11)
C (z − 2)
H cos πz 2
I2 = C (z − 2) dz = 2πif (2) = 2πi(1) = 2πi.
H cos πz 2
∴ C dz = −(−2πi) + 2πi = 4πi
(z − 1)(z − 2)
H e2z
Example 4.8. Using Cauchy’s integral formula evaluate C dz
(z + 1)4
where C is a circle |z| = 2.
223
4 COMPLEX INTEGRATION
H e2z 2πi ′′′ 2πi 8 16πie−2 8πie−2
C 4
dz = f (−1) = = =
(z + 1) 3! 3! e2 6 3
H 3z 2 + z
Example 4.9. Evaluate C z 2 − 1 dz where C is a circle |z −
1| = 1.
1 1 A B
Now = = + (4.13)
z2 −1 (z + 1)(z − 1) z+1 z−1
1 = A(z − 1) + B(z + 1)
When z = 1, 1 = 0 + 2B ⇒ B = 1/2
H 3z 2 + z H 1 2 + z)dz +
H 1 2
C z2 − 1 dz = C 2(z + 1) (3z C 2(z − 1) (3z + z)dz
1 H 3z 2 + z 1 H 3z 2 + z
=− dz + dz
2 C (z + 1) 2 C (z − 1)
224
4 COMPLEX INTEGRATION
1 1
= − (2πi)f (−1) + (2πi)f (1), where f (z) = 3z 2 + z
2 2
H 3z 2 + z
Hence C z 2 − 1 dz = 4πi.
H ze2z
Example 4.10. Evaluate C dz where C is a circle |z +
(z − 1)3
i| = 2.
2! H f (z)
By Cauchy’s integral formula f ′′′ (a) = C dz.
2πi (z − a)3
I I
ze2z f (z) 2πi ′′
dz = dz = f (1) where f (z) = ze2z
C (z − 1)3 C (z − a) 3 2!
(4.14)
Let f (z) = ze , f (z) = 2ze +e , f (z) = 2[2ze +e ]+2e2z
2z ′ 2z 2z ′′ 2z 2z
225
4 COMPLEX INTEGRATION
H dz H dz H z −1 dz H f (z)dz
I= C = C z(z − 2) = C z−2 = C z−2
z 2 − 2z
1 1
= 2πif (2), where f (z) = , f (2) =
z 2
1
= 2πi = πi
2
H cos zdz
Example 4.12. Evaluate the integral where C is an
z
ellipse 9x2 + 4y 2 = 1.
226
4 COMPLEX INTEGRATION
z2 + 1
H z2 + 1 H z2 + 1 H z + 1 dz
I= C z 2 − 1 dz = C (z − 1)(z + 1) dz = C z−1
H f (z) z2 + 1
= C dz = 2πif (z) = 2πi, where f (z) =
z−1 z+1
and f (1) = 1.
H dz
Example 4.14. Evaluate where C is a circle |z| = 2.
z 3 (z + 4)
1
H dz H z+4 H f (z) 1
I= = dz = dz, f (z) =
z 3 (z + 4) z3 (z − 0)3 z+4
2πi ′′ 1 2
= f (0), where f ′ (z) = , f ′′ (z) =
2! (z + 4)2 (z + 4)3
1 2 1
= πi , where f ′′ (0) = =
32 (0 + 4)3 32
EXERCISE
H sin 3zdz
1. Evaluate if C is a circle |z| = 5.
z + (π/2)
227
4 COMPLEX INTEGRATION
H dz
2. Evaluate where C is a circle |z| = 1.
2z − 3
H dz
3. Evaluate where C is a circle |z| = 1.
zez
H dz
4. Evaluate where C is a circle |z| = 1.
(z − 3)2
H tan(z/2)dz
5. Evaluate , (−2 < a < 2) where C is the boun-
(z − a)2
dary of a square whose sides lie along x = ±2 and y = ±2
described in the positive sense.
H zez
6. Show that dz = πiea (a + 2) where z = a lies
(z − a)3
inside the closed curve C, using Cauchy’s integral formula.
H z−2
7. Show that dz = 2πi where C is a circle |z| = 3.
z(z − 2)
H dz
8. Evaluate where C is |z| = 3.
z2 +4
H (7z − 1)dz
9. Evaluate where C is an ellipse x2 + 4y 2 = 4.
z 2 − 3z − 4
H (z + 1)dz
10. Without using residue theorem, evaluate whe-
z 3 − 2z 2
re C is a unit circle |z| = 1.
H ez dz
11. Evaluate if (i) 0 lies inside C and 1 lies outside
z(1 − z)3
C, (ii) 1 lies inside C and 0 lies outside C and (iii) 0 lies
228
4 COMPLEX INTEGRATION
inside C.
H 2z 2 − z − 2
12. If C is a circle |z| = 3 and if g(z0 ) = dz then
z − z0
find g(2). Hint: g(z0 ) = 2πif (z0 ) = 2πif (2) = 8πi = g(2).
H z2 + 1
13. Evaluate dz where C is the circle |z + 1| = 4.
z2 − 1
H dz
14. Find the value of if C is |z − i| = 2.
(z 2 + 4)2
(z − a)n n
+··· + f (a) + · · · ∞.
n!
P∞ (z − a)n n
= n=1 f (a), where f n (a) denotes the nth derivative.
n!
229
4 COMPLEX INTEGRATION
z ′ z2 z3
f (z) = f (a) + f (a) + f ′′ (a) + f ′′′ (a)
1! 2! 3!
zn n
+··· + f (a) + · · · ∞.
n!
h ′ h2 h3
f (a + h) = f (a) + f (a) + f ′′ (a) + f ′′′ (a)
1! 2! 3!
hn n
+··· + f (a) + · · · ∞.
n!
P∞ P∞ bn
f (z) = n=0 an (z − a)n + n=1 = I1 + I2
(z − a)n
1 H f (z) 1 H f (z)
an = C n+1
dz, bn = C dz both the
2πi 1 (z − a) 2πi 2 (z − a)1−n
integrals being taken anticlockwise direction.
230
4 COMPLEX INTEGRATION
(1 + x)−1 = 1 − x + x2 − x3 + · · ·
(1 − x)−1 = 1 + x + x2 + x3 + · · ·
z−1
Example 4.15. Obtain the expansion of f (z) = in Tay-
z2
lor’s series in powers of (z − 1) and give the region of validity
and Laurent’s series for |z − 1| > 1
z−1 1 1
Solution: (i) Let f (z) = 2
= − 2 . Now we want f(z) as a
z z z
series in powers of (z − 1). The function is not analytic at z = 0.
z−1 u
f (z) = 2
= = u(1 + u)−2
z (u + 1)2
1
(ii) Let u = z − 1 ⇒ z = u + 1 |u| > 1. (i.e.) 1 < |u|. < 1.
|u|
z−1 u u 1 1 −2
∴ f (z) = 2
= = 2 = 1+
z (u + 1)2 1 u u
u2 1 +
u
1 2 3
= − 2 + 3 − ···
u u u
231
4 COMPLEX INTEGRATION
1 2 3
= − + −· · · valid expansion for |z−1| < 1.
z − 1 (z − 1) (z − 1)3
2
2
Example 4.16. Expand ze−z in Laurent’s series about z = 0.
2 z2 z4 z6
Solution: Let ze−z =z 1− + − + ···
1! 2! 3!
z3 z5 z7
=z− + − + · · · . Here this Laurent’s series does not
1! 2! 3!
contain negative powers of z.
1 − cos z
Example 4.17. Expand in Laurent’s series about z =
z
0.
Solution:
1 − cos z 1 z2 z4
Let = 1− 1− + − ···
z z 1! 2!
z z3 z5
= − + − · · · through z = 0 appears to be a singularity
2! 4! 6!
if (1 − cos z)/z, Laurent’s series of (1 − cos z)/z at z = 0 does
not contain negative powers of z.
Example 4.18. Find the residue at z = 0 of (i) f (z) = e1/2
1 1
Solution: (i) Here f (z) = 1 + + 2 + ···
z z /2
232
4 COMPLEX INTEGRATION
1 z3 z5 1 1 z
(ii) Let f (z) = 4 z − + − ··· = 3 − + − ···
z 3! 5! z 3!z 5!
Solution: Put z − π = t.
(z − π)2 (z − π)4
= −1 + − + ···
3! 5!
z
Example 4.20. Expand f (z) = about z = −2.
(z + 1)(z + 2)
Solution: Put z + 2 = t ⇒ z = t − 2.
t−2 2−t
Then f (z) = = (1 − t)−1
t(t − 1) t
1 2
= (2 + t + t2 + · · · ) = + 1 + t + t2 + · · ·
t t
2
= + 1 + (z + 2) + (z + 2)2 + · · ·
z+2
1+z
Example 4.21. Expand log at z = 0 using Taylor’s
1−z
series.
233
4 COMPLEX INTEGRATION
Solution:
1+z
Let f (z) = log = log(1 + z) − log(1 − z) ⇒ f (0) = 0
1−z
−1 1
Then f ′′ (z) = 2
+ ⇒ f ′′ (0) = 0 etc.
(1 + z) (1 − z)2
(z − a)2 ′′
f (z) = f (a) + (z − a)f ′ (a) + f (a) + · · ·
2!
z 2 ′′ 4
f (z) = f (0) + zf ′ (0) + f (0) + · · · = 2z + z 3 + · · ·
2! 3!
1
Example 4.22. Expand f (z) = as Laurent’s series in
z(z − 1)
powers valid in |z| < 1 and |z| > 1.
1 1 1 1
Solution: Let =− − = − − (1 − z)−1
z(z − 1) z 1−z z
1 n P∞ n
(i) Let f (z) = − − 0 z is a valid expansion for |z| < 1.
z
1
(ii) Let |z| > 1 ⇒ < 1.
|z|
1 1 1
Then =− +
z(z − 1) z 1
z 1−
z
234
4 COMPLEX INTEGRATION
1 1 1 −1 1 1 P∞ 1 n
= − + 1− = − + is a valid
z z z z z 0 z
expansion for |z| > 1.
1
Example 4.23. If f (z) = about z = 0 valid in
(z − 1)(z − 2)
(i) |z| < 1, (ii) 1 < |z| < 2 and (iii) |z| > 2.
1 1 1
Solution: Let f (z) = =− +
(z − 1)(z − 2) z−1 z−2
1 1
(i) In |z| < 1, f (z) = −
1−z 2 1− z
2
1 P∞ z n
= (1+z +z 2 +· · · )− is a valid expansion for |z| < 1.
2 0 2
1 |z|
(ii) Let 1 < |z| < 2 ⇒ < 1, < 1.
|z| 2
1 1 1 1
Then f (z) = − + = + z
z−1 z−2 1 2 − 1
z 1− 2
z
1 1 −1 1 z −1
=− 1− − 1−
z z 2 2
n
1 P∞ 1 1 P ∞ z n
=− − is a valid expansion for |z| > 2
z 0 z 2 0 2
1
Example 4.24. Expand f (z) = in the region
(z − 1)(z − 2)
0 < |z − 1| < 1.
235
4 COMPLEX INTEGRATION
1
Solution: Let f (z) =
(z − 1)(z − 2)
1 1
= − = −[1 − (z − 1)]−1 − (z − 1)−1
[(z − 1) − 1] z − 1
1 1 1
Now = = u
(z + 1)(z + 3) u(u + 2) 2u 1 +
2
1 u −1 1 u u 2
= 1+ = 1− + − ···
2u 2 2u 2 2
1 1 u u2
= − + − + ···
2u 4 8 16
Replace u = z + 1, we have
1 1 1 (z + 1) (z + 1)2
= − + − + ···
(z + 1)(z + 3) 2(z + 1) 4 8 16
Example 4.26. Find the Taylor’s series and Laurent’s series
z2 − 1
expansion to represent the function f (z) = where
(z + 2)(z + 3)
(i) |z| < 2, (ii) 2 < |z| < 3 and (iii) |z| > 3.
236
4 COMPLEX INTEGRATION
z2 − 1 B C
Solution: Let =A+ +
(z + 2)(z + 3) z+2 z+3
z2 − 1 3 8
Then =1+ −
(z + 2)(z + 3) z+2 z+3
z
(i) Let |z| < 2 ⇒ < 1
2
z2 − 1 3 8
=1+ z − z
(z + 2)(z + 3) 2 1+ 3 1+
2 3
3 z −1 8 z −1
=1+ 1+ − 1+
2 2 3 3
3P z n 8 z n
= 1+ (−1)n − (−1)n which is the expansion
2 2 3 3
of Taylor’s series valid for |z| < 2.
2 |z|
(ii) Let 2 < |z| < 3 ⇒ |z| > 2 and |z| < 3 ⇒ < 1 and < 1.
|z| 3
z2 − 1 3 8
∴ =1+ −
(z + 2)(z + 3) z+2 z+3
237
4 COMPLEX INTEGRATION
−1
3 8 3 2 8 z −1
= 1+ − z = 1+ +1 − 1+
2 3 +1 z z 3 3
z +1 3
z
n z n
3P 2 8
= 1+ (−1)n − (−1)n is a suitable expansion
z z 3 3
for 2 < |z| < 3.
|z| 3
(iii) Let |z| > 3 ⇒ >1⇒ < 1.
3 |z|
z2 − 1 3 8
Now =1+ −
(z + 2)(z + 3) z+2 z+3
−1
3 8 3 2 8 3 −1
= 1+ − = 1+ +1 − 1+
2 3 z z z z
z +1 z +1
z z
n n
3P 2 8 3
=1+ (−1)n − (−1)n is a suitable expansion
z z z z
for |z| > 3.
4z + 3
Example 4.27. Represent the function in Lau-
z(z − 3)(z + 2)
rent’s series, (i) within |z| = 2, (ii) in the annular region between
|z| = 2 and |z| = 3 and (iii) exterior to |z| = 3.
4z + 3 A B C
Solution: Let = + +
z(z − 3)(z + 2) z z−3 z+2
238
4 COMPLEX INTEGRATION
4z + 3 1 5 C
Hence = + −
z(z − 3)(z + 2) 2z z − 3 2(z + 2)
|z| |z|
(i) Within |z| = 2 ⇒ |z| < 2 ⇒ < 1 and <1
2 3
4z + 3 1 5 1
Now = + −
z(z − 3)(z + 2) 2z z − 3 2(z + 2)
z −1 5 1
= + z − z
2 −3 1 − 4 1+
3 2
z −1 5 z −1 1 z −1
= − 1− − 1+
2 3 3 4 2
z −1 5 P z n 1 z n
= − −
2 3 3 4 2
2 |z|
2 < |z| < 3 ⇒ 2 < |z| and |z| < 3 ⇒ < 1 and <1
|z| 3
4z + 3 1 5 1
Now = + − z
z(z − 3)(z + 2) 2z 3 4 1 +
z 1− 2
z
z −1 5 3 −1 1 z −1
= + 1− − 1+
2 z z 4 2
239
4 COMPLEX INTEGRATION
n z n
z −1 5 P 3 1P
= + − (−1)n
2 z z 4 2
3
(iii) Exterior to |z| = 3 ⇒ |z| > 3 ⇒ <1
|z|
4z + 3 1 5 1
Now = + −
z(z − 3)(z + 2) 2z z − 3 2(z + 2)
z −1 5 1
= − −
2 3 2
z 1− 2z 1 +
z z
z −1 5 3 −1 1 2 −1
= − 1− − 1+
2 z z 2z z
n n
z −1 5 P 3 1 P n 2
= − − (−1)
2 z z 2z z
EXERCISE
π
1. Expand cos z as a Taylor’s series about the point z = .
4
π
h P∞ fn π n
Ans:f (z) = 4 z −
n=0
n! 4
π i
the region of convergence is z − < ∞
4
1
2. Find the Taylor’s series for about z = 2, z = i.
z
240
4 COMPLEX INTEGRATION
P∞ (−1)n P∞ (−1)n n!
Ans:(ii)f (z) = 0 (ii) f (z) = 0 n+1
1n+1 (z − 1)n i (z − 1)n
3. Find
the Taylor’s series expansion of sec z in powers of
π
z− .
4
√ √ π 3 π 2
Ans:f (z) = 2 + 2 z − + √ z− + ···
4 2 4
1 P n
7. Show that 2
= ∞0 (n + 1)(z + 1) when |z + 1| < 1.
z
1
8. Find the Laurent’s series for f (z) = in the
z2 + 3z + 2
241
4 COMPLEX INTEGRATION
z
9. Expand f (z) = as Laurent’s series valid for
(z − 1)(z − 3)
(i) 1 < |z| < 3 (ii) 0 < |z − 1| < 2.
h
1 1 −1 1 z −1
Ans: (i) − 1− − 1− ,
2z " z 2 3 #
2 i
−1 3 z−1 z−1
(ii) − 1+ + + ···
2(z − 1) 4 2 2
7z − 2
10. Find the Laurent’s expansion of of f (z) =
z(z − 2)(z + 1)
valid in 1 < |z + 1| < 3.
2 P 1 2 P∞ (z + 1)n
Ans: − + ∞2 −
z+1 (z + 1)n 3 0 zn
1
11. Find the Laurent’s series of f (z) = valid in the
z(1 − z)
region (i) |z +1| < 1, (ii) 1 < |z +1| < 2 and (iii) |z +1| > 2.
P∞ 1
Ans: (i) f (z) = 0 −1 + (z + 1)n
2n+1
P∞ 1 P 1
(ii) f (z) = 0 n+1
+ ∞0 n+1
(z + 1)n
(z + 1) 2
242
4 COMPLEX INTEGRATION
P∞ 1
(iii) f (z) = 0 (1 − z n )
(z + 1)n+1
z
12. Find the Laurent’s series expansion of f (z) =
(z − 1)(z − 2)
valid in the region (i) |z + 2| < 3, (ii) 3 < |z + 2| < 4 and
(iii) |z + 2| > 4
P 1 1
Ans: (i) + (z + 2)n
2.4n 3n+1
1 P (z + 2)n P 3n
(ii) − −
2 4n (z + 2)n
P 1
(iii) (2.4n − 3n )
(z + 2)z n+1
Singular Points
243
4 COMPLEX INTEGRATION
1
Example: The function f (z) = is analytic except at
z(z − 2)
z = 0 and z = 2. There are no other singularities of f (z) in the
neighbourhood of z = 0 and z = 2.
sin z
Example: The function f (z) = is analytic except at z = 0.
z
sin z
So z = 0 is a singularity of f (z). Also limz→0 f (z) = limz→0 =
z
1. Hence z = 0 is a removable singular point of f (z).
tan z
Example: The function f (z) = is analytic except at
z
z = 0. So z = 0 is a singularity of f (z). Also limz→0 f (z) =
tan z
limz→0 = 1. Hence z = 0 is a removable singular point of
z
f (z).
244
4 COMPLEX INTEGRATION
z 2 − a2
Example: The function f (z) = is analytic except z =
z+a
−a. So z = −a is a singularity of f (z).
z 2 − a2 (z − a)(z + a)
Also limz→−a f (z) = limz→−a = limz→−a =
z+a z+a
−2a. Hence z = −a is a removable singular point of f (z).
Poles
Poles are nothing but isolated singular points. Pole of order one is
called a simple pole. For a positive integer n, if limaz (z−a)n f (z) 6=
0, then z = a is called a pole of order n for f (z).
Residue at a Pole
245
4 COMPLEX INTEGRATION
P∞ P∞ bn
f (z) = n=0 an (z − a)n + n=1
(z − a)n
= a0 + a1 (z − a) + a2 (z − a)2 + a3 (z − a)3 + · · ·
b1 b2 b3
+ + + + ···
(z − a) (z − a)2 (z − a)3
1 H f (z) 1 H f (z)
where an = C dz, b n = dz
2πi 1 (z − a)n+1 2πi C2 (z − a)1−n
both the integrals being taken anticlockwise direction.
1
The co-efficient of , i.e., b1 is called the residue of f (z) at
z−a
1 H
z = a. That is b1 = f (z)dz is called the residue of f (z)
2πi C
at z = a.
φ(z)
(ii) If f (z) = , where ψ(a) = 0 but φ(a) = 0, then
ψ(z)
φ(z)
R = Re(z = z0 ) = limz→z0 (z − z0 )f (z) = .
ψ(z)
246
4 COMPLEX INTEGRATION
1 dn−1
R = Re(z = z0 ) = limz→z0 (z − z0 )n f (z)
(n − 1)! dz n−1
analytic.
247
4 COMPLEX INTEGRATION
H
C f (z)dz = 2πiR1 + 2πiR2 + 2πiR3 + · · · + 2πiRn
= 2πi(R1 + R2 + R3 + · · · + Rn )
P
= 2πi Ri , where Ri is the residue of f (z) at z = zi .
cos z
Solution: Let f (z) = cot z = .
sin z
⇒ z = 0, ±π, ±2π, · · ·
Solution:
sin z
(i) Let f (z) = tan z =
cos z
248
4 COMPLEX INTEGRATION
1
(ii) Let f (z) = csc z = .
sin z
(z + 2)2 z 2
R1 = limz→−2 (z + 2)f (z) = limz→−2
(z − 1)2 (z + 2)
z2 4
= limz→−2 2
=
(z − 1) 9
249
4 COMPLEX INTEGRATION
sin πz + cos πz 2
limz→0 (z − 0)f (z) = limz→0 =1
z(z + 1)
250
4 COMPLEX INTEGRATION
sin πz + cos πz 2
= limz→0 (z + 1) =1
z(z + 1)
H sin πz + cos πz 2 H
C 2
dz = C f (z)dz = 2πi (sum of all residues)
z+z
cos πz 2
Re(z = 1) = lim (z − 1)f (z) = lim (z − 1) =1
z→1 z→1 (z − 1)(z − 2)
cos πz 2
Re(z = 2) = lim (z − 2)f (z) = lim (z − 2) =1
z→2 z→2 (z − 1)(z − 2)
251
4 COMPLEX INTEGRATION
H cos πz 2 H
C (z − 1)(z − 2) dz = C f (z)dz = 2πi(R1 + R2 ) = 2πi(1 + 1) =
4πi
Solution: The simple pole z = 1 is lies within the circle |z| = 1.5.
cos πz
= Re(z = 1) = limz→1 (z − 1) = −1.
z−1
252
4 COMPLEX INTEGRATION
H z2
Example 4.38. Evaluate C where C is (i) |z| =
(z − 1)2 (z + 1)
1
, (ii) |z| = 2.
2
1
If C is |z| = , both poles lie outside C and hence by Cauchy’s
2
integral theorem
H H z2
C f (z)dz = C (z − 1)2 (z + 1)
dz = 0.
z2 1
R1 = lim (z + 1)f (z) = lim (z + 1) 2
=
z→−1 z→−1 (z − 1) (z + 1) 4
d 2 z2
R2 = limz→1 (z − 1)
dz (z − 1)2 (z + 1)
(z + 1)2z − z 2 3
= limz→1 2
=
(z + 1) 2
H z2 H
C = C f (z)dz = 2πi(R1 + R2 )
(z − 1)2 (z + 1)
1 3 7πi
= 2πi + =
4 2 2
253
4 COMPLEX INTEGRATION
H e2z
Example 4.39. Evaluate C dz where C is a circle |z| =
cos πz
1.
= −4i sin π
H
Example 4.40. Evaluate C tan zdz where C is a circle |z| = 2.
π 3π
Solution: The poles are given by cos z = 0 ⇒ z = ± , ± , · · ·
2 2
π
of which z = ± lie within |z| = 2.
2
254
4 COMPLEX INTEGRATION
π
π z− sin z 0
R1 = Re z = = limz→ π2 2 , form
2 cos z 0
π
cos z + sin z
z−
limz→ π2 2 = −1 (Using L’Hospital rule)
− sin z
π
π z + sin z
R2 = Re z = − = limz→− π2 2
2 cos z
π
z+ cos z + sin z
= limz→− π2 2 = −1
− sin z
(i) Since both poles lie outside the circle |z| = 1, by cauchy’s
integral theorem, we have
H z−1 H
C = C f (z)dz = 0
z2 + 2z + 5
255
4 COMPLEX INTEGRATION
EXERCISE
z(z − 1) z+3
1. Determine the poles of (i) (ii)
z(z − 2) z(z − 1)(z + 2)
z 1 1 − e2z
(iii) (iv) 2 and (v) .
cos z (z + a2 )2 z4
256
4 COMPLEX INTEGRATION
π
[Ans: (i) 0, 2 (ii) 0, 1, -2 (iii) (2n + 1) (iv) ai, -ia and
2
(v) 0 of order 4]
ez ez
2. Find the residues of (i) at z = ai (ii) (iii)
z 2 + a2 (z − 1)3
1 z2 z+2
2 2 2
at z = ai (iv) 2
(v)
(z + a ) (z − 1) (z + 2) (z + 1)2 (z − 2)
1 z 3
(vi) 2 2
and (vii) 2
(z + 1) (z + 1) (z − 2)(z + 2)
h −i
Ans: (i)2aieai , (ii)e/2, (iii)
, (iv)5/9, 4/9,
4a3
−i −i 9 27 i
(v)4/9, 4/9, (vi) , and (vii) , −8,
4 4 4 4
1
3. Find the singular point of f (z) =
z(ez −1
1 − e2z
4. Find the residues of f (z) = [Ans: -2]
z3
1 + ez
5. Find the residue at z = 0 of [Ans: 1]
z cos z + sin z
257
4 COMPLEX INTEGRATION
sin z tan z
7. Find the residues of f (z) = or at each of its
z cos z z
poles inside the circle |z| = 2
2
Ans:
11
H z sec z 2 2
8. Evaluate C 1 − z 2 where C is the ellipse 4x + 9y = 9
H z 3
(i) C 2
where C is a circle |z| = [Ans: 0]
(z − 1) (z + 1) 2
H z 3
(ii) C over a circle |z| = 3 and |z| =
(z − 1)(z − 3) 2
[Ans: 2πi, −πi]
H e−2z
(iii) C where C is a circle |z| = 2 [Ans: 4πi]
(z + 1)3
H z−2
(iv) C where C is a circle |z| = 3 [Ans: 2πi]
z(z − 1)
H 7z − 1
(v) C 2 − 3z − 4
where C is an ellipse x2 + 4y 2 = 4
z
16
Ans: πi
3
H sin πz 2 + cos πz 2
(vi) C (z − 1)(z − 2) where is a circle |z| = 3
258
4 COMPLEX INTEGRATION
dz
Solution: Let z = eiθ ⇒ dz = ieiθ dθ ⇒ dθ = and
iz
eiθ + e−iθ z + z −1 z2 + 1
cos θ = = =
2 2 2z
R 2π dθ H 1 dz
∴I= 0 = C
5 + 3 cos θ 3 1 z
5+ z+
2 z
2H dz 2H 2
= C 2
= C f (z)dz = [2πi (sum of the resi-
i 3z + 10z + 3 i i
dues of f (z))]
259
4 COMPLEX INTEGRATION
1
= 4π(R1 + R2 + · · · ) where f (z) = and C is a unit
3z 2 + 10z + 3
circle |z| = 1.
1 1
= limz→− 1 =
3 3(z + 3) 8
R 2π dθ 1 π
∴ 0 = 4π =
5 + 3 cos θ 8 2
R 2π dθ 2π
Example 4.43. Show that 0 =√
1 + a cos θ 1 − a2
dz
Solution: Let z = eiθ ⇒ dz = ieiθ dθ ⇒ dθ = and
z
eiθ + e−iθ z + z −1 z2 + 1
cos θ = = =
2 2 2z
R 2π dθ H 1 dz
∴I= 0 = C
1 + a cos θ a 1 iz
1+ z+
2 z
2H dz 2H 1
= C 2
= C f (z)dz, where f (z) = 2 .
i az + 2z + a i az + 2z + a
√
2 −1 ± 1 − a2
Poles of f (z) are given by az + 2z + a = 0 ⇒ z =
a
260
4 COMPLEX INTEGRATION
√ √
−1 + 1 − a2 −1 + 1 − a2
Let α = ,β = it is clear that
a a
r
1 1
β=− − −1>1
a a2
∴ |α| < 1.
1
R = Re(z = α) = limz→α (z − α)
a(z − α)(z − β)
1 1
= = √
a(z − α) 2 1 − a2
R 2π dθ 2H
Hence I = 0 = f (z)dz
1 + a cos θ i C
2
= [2πi (sum of the residues of f(z)]
i
1 2π
= 4π(R1 + R2 + · · · ) = 4π √ =√
2 1 − a2 1 − a2
R 2π dθ
Example 4.44. Evaluate 0 13 + 5 sin θ
dz
Solution: Let z = eiθ ⇒ dz = ieiθ dθ ⇒ dθ = and
iz
261
4 COMPLEX INTEGRATION
eiθ − e−iθ z − z −1 z2 − 1
sin θ = = =
2 2i 2iz
R 2π dθ H 1 dz
∴I= 0 = C 2
13 + 5 sin θ z − 1 iz
13 + 5
2iz
2H dz 2H 1
=
5 C 26
=
5 C f (z)dz, where f (z) = 26
z 2 + iz − 1 z 2 + iz − 1
5 5
26 i
Poles of f (z) are given by z 2 + iz − 1 = 0 ⇒ z = − , −5i out
5 5
i
of this z = − lies within |z| = 1.
5
i i 1 5i
R = Re z = − = lim z + =−
5 z→− 5i 5 i 24
(z + 5i) z +
5
R 2π dθ 2H
Hence I = 0 = f (z)dz
13 + 5 sin θ 5 C
2
= [2πi (sum of the residues of f(z)]
5
4πi 4πi 5i π
= (R1 + R2 + · · · ) = − =
5 5 24 6
R 2π dθ
Example 4.45. Evaluate 0 2 + cos θ
dz
Solution: Let z = eiθ ⇒ dz = ieiθ dθ ⇒ dθ = and
z
262
4 COMPLEX INTEGRATION
eiθ + e−iθ z + z −1 z2 + 1
cos θ = = =
2 2 2z
R 2π dθ H dz
∴I= 0 = C
2 + cos θ z2 + 1
iz 2 +
2z
H dz H 1
= −2i C = −2i C f (z)dz, where f (z) = 2 .
z2
+ 4z + 1 z + 4z + 1
√
2 +4z+1 = 0 ⇒ z = −2+ 3, −2− 3
√
Poles of f (z) are given
√ by z
of which z = −2 + 3 lies within |z| = 1.
√ 1
R = Re(z = −2 + 3) = lim √ √ √
z→−2+ 3 (z + 2 − 3)(z + 2 + 3)
1
= √
2 3
R 2π dθ H
Hence I = 0 = −2i C f (z)dz
2 + cos θ
dz
Solution: Let z = eiθ ⇒ dz = ieiθ dθ ⇒ dθ = and
z
eiθ + e−iθ z + z −1 z2 + 1
cos θ = = =
2 2 2z
263
4 COMPLEX INTEGRATION
1H 1 − z2
= R.P dz
2 C 4 z2 + 1
5+
2 2
1 1 − z2
I = R.P dz (4.18)
2i 2z 2 + 5z + 2
Poles are given by 2z 2 + 5z + 2 = 0 ⇒ z = −2, −1/2, out of these
z = −1/2 lies within |z| = 1.
1 1 − z2
R = Re(z = −1/2) = limz→1/2 z +
2 2
5
2 z + z+1
2
1 1 − z2 1
= limz→−1/2 z + =
2 1 1 4
z+ (z + 2)
2 2
R 2π sin2 θdθ 1 H 1 − z2
I= 0 5 + 4 cos θ = R.P dz
2i C 2z 2 + 5z + 2
1
= R.P [2πi (sum of the residues of f(z)]
2i
1 π
= R.P π(R1 + R2 + · · · ) = R.P π =
4 4
R 2π cos 2θdθ
Example 4.47. Evaluate 0 5 − 4 cos θ
264
4 COMPLEX INTEGRATION
dz
Solution: Let z = eiθ ⇒ dz = ieiθ dθ ⇒ dθ = and
z
1
eiθ + e−iθ z+ 2
cos θ = = z = z + 1 and z 2 = (eiθ )2 = cos 2θ +
2 2 2z
i sin 2θ, R.P of e2iθ = cos 2θ.
R 2π cos 2θdθ H z2 dz
Now I = 0 5 − 4 cos θ = R.P C 2
z + 1 iz
5−4
2z
−1 z2
I = R.P dz (4.19)
i 2z 2 − 5z + 2
R 2π cos 2θdθ −1 H z2
I= 0 5 − 4 cos θ = R.P dz
i C 2z 2 − 5z + 2
−1
= R.P (2πi)(R1 + R2 + · · · )
i
−1 −1 π
= R.P (2πi) =
i 12 6
R 2π dθ
Example 4.48. Evaluate 0 , a2 < 1
1 − 2a cos θ + a2
265
4 COMPLEX INTEGRATION
dz
Solution: Let z = eiθ ⇒ dz = ieiθ dθ ⇒ dθ = and
z
eiθ + e−iθ z + z −1 z2 + 1
cos θ = = =
2 2 2z
R 2π dθ H (dz/iz)
Now I = 0 2
= C 2
1 − 2a cos θ + a z +1
1 − 2a + a2
2z
2dz
H (dz/iz)2z H i
= C = C
2z − 2a(z 2 + 1) + a2 .2z 2(z − az 2 − 2a + a2 z
H −idz H −idz
= C = C az(−z + a) + (z − a)
−az 2 + a2 z + z − a
I
dz
I = −i (4.20)
C (z − a)(1 − az)
1 1
R = Re(z = a) = limz→a (z − a) =
(z − a)(1 − az) 1 − a2
R 2π dθ H dz
I= 0 2
= −i C
1 − 2a cos θ + a (z − a)(1 − az)
1 2π
= −i(2πi) =
1 − a2 1 − a2
266
4 COMPLEX INTEGRATION
Rπ adθ
Example 4.49. Evaluate 0 a2 + cos2 θ
Rπ adθ Rπ adθ
Now I = 0 = 0
a2 + cos2 θ 1 + cos 2θ
a2 +
2
dϕ
Rπ 2adθ R 2π 2a
= = 0 2
0 2a2 + 1 + cos 2θ 2a2 + 1 + cos 2ϕ
Z 2π
dϕ
I=a 2
(4.21)
0 2a + 1 + cos 2ϕ
dz
Let z = eiθ dz = ieiθ dϕ ⇒ dϕ = and
iz
1
eiϕ + e−iϕ z+ 2
cos ϕ = = z = z +1
2 2 2z
Rπ adθ R 2π dϕ
I= 0 =a 0
a2 2
+ cos θ 2
2a + 1 + cos 2ϕ
H (dz/iz) H (dz/iz)2z
=a C 2 =a C 2
z +1 4a z + 2z + z 2 + 1
2a2 + 1 +
2z
I
dz
I = −2ai 2 2
(4.22)
C z + 2z(2a + 1) + 1
267
4 COMPLEX INTEGRATION
p
−2(2a2 + 1) ± 4(2a2 + 1)2 − 4
Poles are given by z =
2
√
−2(2a2 + 1) ± 2 4a4 + 4a2 + 1 − 1 √
= = −(2a2 +1)±2a a2 + 1
2
√
Let the√roots be α = −(2a2 + 1) + 2a a2 + 1 and β = −(2a2 +
1) − 2a a2 + 1
1 1
Then R = Re(z = α) = limz→α (z − α) =
(z − α)(z − β) α−β
Rπ adθ H dz
I= 0 = −2ai C 2
a2 2
+ cos θ z + 2z ∗ 2a2 + 1) + 1
1 π
= −2ai(2πi)(R) = −2ai(2πi) =√
α−β a2+1
EXERCISE
R 2π dθ h πi
1. Evaluate 0 Ans:
13 + 5 sin θ 6
R 2π dθ 2π
2. Evaluate 0 Ans:
5 + 4 cos θ 3
R 2π cos 2θdθ h πi
3. Evaluate 0 5 − 4 cos θ Ans:
6
268
4 COMPLEX INTEGRATION
R 2π sin2 θdθ h πi
4. Evaluate 0 5 + 4 cos θ Ans:
4
Rπ dθ π
5. Evaluate 0 , a > |b| Ans: √
a + b cos θ a 2 − b2
Rπ dθ π
6. Evaluate 0 ,a > 0 Ans: √
a + sin2 θ
2 a a2 − 1
Rπ a cos θ a
7. Show that dθ = 2aπ 1 − √
−π a + cos θ a2 − 1
R π (1 + 2 cos θ)dθ
8. Show that 0 =0
5 + 4 cos θ
R 2π dθ π
9. Evaluate 0 , a > |b| > 0, Ans: 2
(a + b cos θ)2 (a − b2 )3/2
If the function f (z) is such that it has no poles on the real axis
and may have some poles in the upper half of theR z - plane and
∞
if xf (x) → 0 as x → ∞ then we can evaluate −∞ f (x)dx by
using Cauchy’s residue formula.
R
Method: Consider I = C f (z)dz
269
4 COMPLEX INTEGRATION
If there are no poles of f (z) on the real axis, then the circle
|z| = R which is arbitrary can be taken such that there is no
singularity of f (z) on the circumference C1 of the upper half of
the plane, but there may be poles of f (z) inside the contour C.
= 0 (∴ xf (x) → 0 as x → 0)
270
4 COMPLEX INTEGRATION
R∞
(i.e.) −∞ f (x)dx = 2πi (sum of residues of f(z) within C)
R∞ 1 R∞
∴ 0 f (x)dx = f (x)dx
2 −∞
Cauchy’s Lemma:
Type I:
R ∞ P (x)
Integrals of the form −∞ Q(x) dx where P(x) and Q(x) are po-
lynomial in x such that the degree of Q(x) is at least two more
than the degree of P(x) and Q(x) does not vanish for any real x.
R∞ x2
Example 4.50. Evaluate −∞ 2 dx, a > 0, b >
(x + a2 )(x2 + b2 )
0
P (x)
Solution: The integrand is of the form where Q(x) is
Q(x)
two more than degree of P(x) and Q(x) does not vanish. Let
x2
f (x) = 2 (f(x) has no poles on real axis).
(x + a2 )(x2 + b2 )
z2
Hence f (z) =
(z 2 + a2 )(z 2 + b2 )
271
4 COMPLEX INTEGRATION
Residue of f(z) at z = ia is
z2
limz→ia (z − ia)f (z) = limz→ia
(z 2 + a2 )(z 2 + b2 )
−a2 a
= = and residue of f(z) at z = ib is
(2ia)(b2 − a2 ) 2i(b2 − a2 )
z2 z2
= limz→ib (z − ib) = limz→ib
(z 2 + a2 )(z 2 + b2 ) (z 2 + a2 )(z + ib)
−b2 −b
= 2 2
=
(2ib)(a − b ) 2i(a2 − b2 )
Rx
∴ −x f (x)dx = 2πi (sum of residues of f(z) in the upper half of
z - plane)
a b a−b π
= 2πi 2 2
− 2 2
=π 2 2
=
2i(b − a ) 2i(a − b ) a −b a+b
R∞ x 2
Example 4.51. Evaluate −∞ 2 dx using contour
(x + 1)(x2 + 4)
integration.
x2
Solution: Let f (x) =
(x2 + 1)(x2 + 4)
z2
Let f (z) =
(z 2 + 1)(z 2 + 4)
272
4 COMPLEX INTEGRATION
z2 1
Re(z = i) = limz→i (z − i) 2
=−
(z + i)(z − i)(z + 4) 6i
z2 1
Re(z = 2i) = limz→2i (z − 2i) 2
=
(z + 2i)(z − 2i)(z + 4) 3i
Rx
∴ −x f (x)dx = 2πi (sum of residues of f(z) in the upper half of
z - plane)
1 1 π
= 2πi − + =
6i 3i 3
R∞ dx
Example 4.52. Evaluate 0 x4 +1
1
Solution: Let f (x) = (Note that here limits are 0 to ∞)
x4 +1
1
Let f (z) = . We find poles of f(z).
z4 +1
π 1 1
When (i) n = 0, z = ei 4 = √ + i √
2 2
273
4 COMPLEX INTEGRATION
3π 1 1
(ii) n = 1, z = ei 4 = √ + i√
2 2
5π 5π 5π 1 1
(iii) n = 2, z = ei 4 = cos + i sin = −√ − i√
4 4 2 2
7π 1 1
(iv) n = 3, z = ei 4 = √ − i√
2 2
π 3π
Of these only z = ei 4 and z = ei 4 lie above the upper half of z
- plane.
π 3π
We find residues of f(z) at z = ei 4 and z = ei 4
π
(i) Residue at z = ei 4
π 1
= limz→ei π4 (z − ei 4 )
z4 +1
π 1 1 1 3π
= limz→ei π4 (z − ei 4 ) = = e−i 4
4z 3 i 3π
4e 4 4
3π
(ii) Residue of z = ei 4
3π 1
= lim 3π (z − ei 4 )
z→ei 4 z4 + 1
3π 1 1 1 −i 9π
= lim 3π (z − ei 4 ) = 9π = e 4
z→ei 4 4z 3 i 4
4e 4
274
4 COMPLEX INTEGRATION
R∞ dx 1 R∞ dx Ra Ra
Now 0 = (Recall −a f (x)dx = 2 0 f (x)dx,
x4 +1 2 −∞ 4
x +1
if f(x) is even)
1
= × 2πi (sum of residues)
2
1 −i 3π 1 −i 9π
= πi e 4 + e 4
4 4
πi 3πi 3πi 9πi 9πi
= cos − i sin + cos − i sin
4 4 4 4 4
√
πi 1 1 1 1 πi √ π 2
= − √ − i √ + √ − i √ = (−i 2) =
4 2 2 2 2 4 4
R∞ dx
Example 4.53. Evaluate 0 (x2 + 1)3
R∞ dx
Solution: Let I = 0 (x2 + 1)3
1 R∞ dx
=
2 −∞ (x + 1)3
2
dx
f (x) =
(x2 + 1)3
dz R dz
Let f (z) = and consider C 2
(z 2 + 1) 3 (z + 1)3
275
4 COMPLEX INTEGRATION
We find residue at z = i
1 d2 3 1 1 d2 1
= limz→i 2 (z − i) 2 = limz→i 2
2i dz (z + 1)3 2 dz (z + i)3
1 d 1
= limz→i [−3(z + i)−4 ] = limz→i [12(z + i)−5 ]
2 dz 2
6 1 3 1 −3i
= 6(2i)−5 = 5
. 5 = . =
2 i 16 i 16
R∞ −3i 3π
∴ −∞ f (x)dx = 2πi =
16 8
R∞ R∞ dx 1 3π 3π
∴ 0 f (x)dx = 0 = =
(x2 + 1)3 2 8 16
Type II:
m > 0, where P(x) and Q(x) are polynomials in x such that the
degree of Q(x) greater than the degree of P(x) and Q(x) does
not vanish for any real x.
Jacobi’s Lemma:
If f(x) is a continuous
R function such that |f (z)| → 0 uniformly
as |z| → 0 then C1 f (z)eimz dz → 0 as R → ∞ where C1 is the
upper semi-circular |z| = R.
R ∞ cos ax
Example 4.54. Evaluate 0 dx
(x2 + 1)
276
4 COMPLEX INTEGRATION
R ∞ cos ax 1 R ∞ cos ax
Solution: Let I = 0 x2 + 1 dx = 2 −∞ x2 + 1 dx
R ∞ cos ax R ∞ eiax
Consider 0 x2 + 1 dx = R.P. 0 x2 + 1 dx
eiax eiaz
Let f (x) = . We write f (z) =
x2 + 1 z2 + 1
Residue of f(z) at z = i is
R ∞ cos ax 1 R ∞ cos ax π
0 (x2 + 1) dx = 2
dx = e−a
2 −∞ x +1 2
R∞ cos 2xdx
Example 4.55. Evaluate 0 (x2 + 9)2 (x2 + 16)
277
4 COMPLEX INTEGRATION
R∞ cos 2xdx
Solution: Let I = 0 (x2 + 9)2 (x2 + 16)
1 R∞ cos 2xdx
=
2 −∞ (x + 9)2 (x2 + 16)
2
cos 2xdx
f (x) =
(x2 + 9)2 (x2 + 16)
R cos 2zdz
Consider C f (z)dz where f (z) = .
(z 2 + 9)2 (z 2 + 16)
To find residues
1 d
= [(z − 3i)2 f (z)]z=3i
1! dz
d 2 cos 2zdz
= (z − 3i)
dz (z − 3i)2 (z + 3i)2 (z 2 + 16) z=3i
d cos 2zdz 31ie−6
= = −
dz (z + 3i)2 (z 2 + 16) z=3i 108 × 49
278
4 COMPLEX INTEGRATION
By Residue theorem,
R∞ cos 2xdx 31ie−6 ie−8
= 2πi − −
−∞ (x2 + 9)2 (x2 + 16) 108 × 49 392
2π 31 −6 e−8
= e +
196 27 2
R∞ cos 2xdx π 31 −6 e−8
∴ 0 = e +
(x2 + 9)2 (x2 + 16) 196 27 2
EXERCISE
R∞ dx h πi
1. Ans:
−∞ x6 + 1 3
R∞ dx π
2. Ans:
−∞ (x + a )(x2 + b2 )
2 2 ab(a + b)
R ∞ (x2 − x + 2)dx 5π
3. −∞ 4 Ans:
x + 10x2 + 9 12
R ∞ x sin xdx πe−a
4. 0 ,a > 0 Ans:
x2 + a2 2
R∞ x2 dx h π i
5. 0 Ans:
(x2 + 9)(x2 + 4)2 200
279
4 COMPLEX INTEGRATION
R∞ cos xdx
6. ,a > b > 0
−∞ (x2 + a2 )(x2 + b2 )
π e−b e−a
Ans: 2 −
a − b2 b a
R∞ cos 3xdx π e−3 e−6
7. Ans: −
−∞ (x2 + 1)((x2 + 4) 3 1 2
R∞ x2 dx h πi
8. 0 Ans:
(x2 + 1)2 4
R ∞ x sin mxdx πe−ma
9. 0 , m > 0, a > b > 0 Ans:
x2 + a2 2
R∞ x cos mxdx π(be−mb − ae−ma )
10. 0 Ans:
(x2 + a2 )(x2 + b2 ) 2(b2 − a2 )
R ∞ cos mxdx π(m + 1)e−m
11. 0 ,m > 0 Ans:
(1 + x2 )2 4
R∞ sin xdx −π sin 2
12. 0 2
Ans:
x + 4x + 5 e
280