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INSTRUCTIONAL MATERIALS
FOR
ECEN 30024
ADVANCED ENGINEERING MATHEMATICS FOR ECE
Approved by:
Welcome to the Polytechnic University of the Philippines. This module will help you become an
effective learner and successfully meet the requirements of the course. You will discover that you
can learn in a very challenging way at your own pace.
VISION
MISSION
Ensuring inclusive and equitable quality education and promoting lifelong learning opportunities
through a re-engineered polytechnic university by committing to:
PHILOSOPHY
• Education is an instrument for the development of the citizenry and for the enhancement
of nation building; and
• That meaningful growth and transmission of the country are best achieved in an
atmosphere of brotherhood, peace, freedom, justice and nationalist-oriented education
imbued with the spirit of humanist internationalism.
TEN PILLARS
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Pillar 9: Active and Sustained Stakeholders’ Engagement
Pillar 10: Sustainable Social Development Programs and Projects
GOALS
PROGRAM OBJECTIVES
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
a. funding sources and/or partners of researches;
b. sources of new techniques;
c. centers for faculty and student exchange program and On the Job Training; and
d. grantees of scholarship/additional facilities
7. Continuously conduct action researches on the needs of laboratory and other facilities that
could be locally produce or innovated using local materials and adapted technology.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
ECEN 30024 – ADVANCED ENGINEERING MATHEMATICS
FOR ECE
COURSE DESCRIPTION
COURSE OBJECTIVES
COURSE REQUIREMENTS
GRADING SYSTEM
The grading system will determine if the student passed or failed the course. There will be two
grading periods: Midterm and Final Period. Each period has components of: 70% Class Standing
+ 30% Major Examination. Final Grade will be the average of the two periodical grades.
Midterm Grading Final Grading
Class Standing 70% Class Standing 70%
• Quizzes • Quizzes
• Activities • Activities
Midterm Examination 30% Final Examination 30%
100% 100%
FINAL GRADE = Midterm Grade + Final Grade
2
RUBRICS
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Exemplary Satisfactory Developing Beginning Non-compliance
Criteria
1.00 - 1.25 1.50 – 1.75 2.00 - 2.50 2.75 - 3.50 4.00 - 5.00
The submitted The submitted The submitted The submitted No submitted
Assignment/ output manifests output manifests output partially output does not output
Activity qualities which go the required manifests the manifest any of
beyond the qualities required qualities. the requirements
requirements Certain aspects or certain aspects
are incomplete. are incorrect
COURSE GUIDE
2-3 Matrices and Determinants • Demonstrate and Discuss the Discussion See the list Activity
introduction, principles, and process Lecture of references Quiz
of solving of matrices and Problem Solving
determinants
4-5 System of Linear Equations • Discuss and explain the system of Discussion See the list Activity
by Gauss Elimination linear equations and the process of Lecture of Quiz
solving using Gauss Elimination Problem Solving references
Method
• Define Laplace Transforms of Discussion Activity
6-7 Laplace Transforms of Functions. Lecture See the list Quiz
Functions • Discuss Transform of Derivatives Problem Solving of
and Integral ODE’s references
8-9 Inverse of Laplace • Determine the inverse transform of Discussion See the list Activity
Transforms of Functions a Laplace transforms. Lecture of Quiz
• Discuss the fundamentals of Problem Solving references
Inverse Laplace Transform and its
Application
10 MIDTERM EXAM
11-13 Sequences and Series • Discuss and explain the principles Discussion See the list Activity
of sequences and series of equations Lecture of Quiz
Problem Solving references
14-15 Fourier Series and Integral • Discuss and explain the process of Discussion See the list Activity
solving Fourier Series and Integrals Lecture of Quiz
references
16-17 Complex Variables • Discuss and explain the process of Discussion See the list Activity
solving complex variables and its Lecture of Quiz
theories and applications. Problem Solving references
18 FINAL EXAM
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
TABLE OF CONTENTS
Topic Page
Introduction i
Orientation iv
Unit 1: Matrix 1
Unit 2: Addition and Scalar Multiplication of Matrices and Vectors 4
Unit 3: Matrix Multiplication 6
Unit 4: Determinants 9
References
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
ECEN 30024 – ADVANCED ENGINEERING MATHEMATICS
FOR ECE
Overview
Matrices, which are rectangular arrays of numbers or functions, and vectors are the main tools of
linear algebra. Matrices are important because they let us express large amounts of data and
functions in an organized and concise form. Furthermore, since matrices are single objects, we
denote them by single letters and calculate with them directly. All these features have made
matrices and vectors very popular for expressing scientific and mathematical ideas.
Learning Objectives:
Course Materials:
Unit 1: Matrix
are matrices.
The numbers (or functions) are called entries or, less commonly, elements of the matrix.
The first matrix in (1) has two rows, which are the horizontal lines of entries. Furthermore, it
has three columns, which are the vertical lines of entries.
The second and third matrices are square matrices, which means that each has as many
rows as columns— 3 and 2, respectively. The entries of the second matrix have two indices,
signifying their location within the matrix. The first index is the number of the row and the second
is the number of the column, so that together the entry’s position is uniquely identified. For
example, (read a two three) is in Row 2 and Column 3, etc. The notation is standard and applies
to all matrices, including those that are not square.
Matrices having just a single row or column are called vectors. Thus, the fourth matrix in
(1) has just one row and is called a row vector. The last matrix in (1) has just one column and is
called a column vector. Because the goal of the indexing of entries was to uniquely identify the
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
position of an element within a matrix, one index suffices for vectors, whether they are row or
column vectors. Thus, the third entry of the row vector in (1) is denoted by 𝑎3 .
We form the coefficient matrix, call it A, by listing the coefficients of the unknowns in the
position in which they appear in the linear equations.
by augmenting A with the right sides of the linear system and call it the augmented matrix
of the system. Since we can go back and recapture the system of linear equations directly from
the augmented matrix, contains all the information of the system and can thus be used to solve
the linear system. This means that we can just use the augmented matrix to do the calculations
needed to solve the system.
Sales figures for three products I, II, III in a store on Monday (Mon), Tuesday (Tues), may
for each week be arranged in a matrix.
If the company has 10 stores, we can set up 10 such matrices, one for each store. Then,
by adding corresponding entries of these matrices, we can get a matrix showing the total sales of
each product on each day. Can you think of other data which can be stored in matrix form? For
instance, in transportation or storage problems? Or in listing distances in a network of roads?
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
General Concepts and Notations
Matrices
We shall denote matrices by capital boldface letters A, B, C,…, or by writing the general
entry in brackets; thus A = [𝒂𝒋𝒌 ], and so on. By a m x n matrix (read m by n matrix) we mean a
matrix with m rows and n columns— rows always come first! m x n is called the size of the
matrix. Thus an matrix is of the form
Each entry in (2) has two subscripts. The first is the row number and the second is the
column number. Thus, is the entry in Row 2 and Column 1.
If m = n, we call A an n x n square matrix. Then its diagonal containing the entries 𝑎11 ,
𝑎22 , … , 𝑎𝑛𝑛 is called the main diagonal of A. Thus, the main diagonals of the two square matrices
in (1) are 𝑎11 , 𝑎22 , … , 𝑎33 and 𝑒 −𝑥 , 4x, respectively.
Square matrices are particularly important, as we shall see. A matrix of any size is called
a rectangular matrix; this includes square matrices as a special case.
Vectors
A vector is a matrix with only one row or column. Its entries are called the components
of the vector. We shall denote vectors by lowercase boldface letters a, b, or by its general
component in brackets, , and so on. Our special vectors in (1) suggest that a (general) row vector
is of the form
Activities:
Exercises
Look for 5 real-life application of matrices and vectors in the field of engineering.
Name it and identify its parts, sizes and main diagonal.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Unit 2: Addition and Scalar Multiplication of Matrices and Vectors
We now introduce rules for addition and for scalar multiplication (multiplication by numbers) that
were suggested by practical applications. (Multiplication of matrices by matrices follows in the
next section.) We first need the concept of equality.
Addition of Matrix
As a special case, the sum a + b of two row vectors or two column vectors, which must have
the same number of components, is obtained by adding the corresponding components.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Scalar Multiplication
From the familiar laws for the addition of numbers we obtain similar laws for the addition of
matrices of the same size m x n, namely,
Here 0 denotes the zero matrix (of size m x n), that is, the m x n matrix with all entries zero. If
m = 1 or n = 1, this is a vector, called a zero vector.
Hence matrix addition is commutative and associative. Similarly, for scalar multiplication we
obtain the rules
Activities:
Exercises. Let
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Find the following expressions, indicating which of the rules they illustrate or give reasons why
they are not defined.
Matrix multiplication means that one multiplies matrices by matrices. Its definition is standard,
but it looks artificial. Thus, you have to study matrix multiplication carefully, multiply a few
matrices together for practice until you can understand how to do it.
The condition r = n means that the second factor, B, must have as many rows as the first factor
has columns, namely n. A diagram of sizes that shows when matrix multiplication is possible is
as follows:
A B = C
[ m x n] [n x p] = [ m x p]
The entry 𝑐𝑗𝑘 in (1) is obtained by multiplying each entry in the jth row of A by the corresponding
entry in the kth column of B and then adding these n products. For instance, 𝑐21 = 𝑎21 𝑏21 +
𝑎22 𝑏21 + … + 𝑎2𝑛 𝑏𝑛1 and so on. One calls this briefly a multiplication of rows into columns.
For n = 3 , this is illustrated by
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Examples:
1.
2.
3.
*CAUTION! Matrix Multiplication Is Not Commutative. The order of factors must always be
observed very carefully.
Transpositions
We obtain the transpose of a matrix by writing its rows as columns (or equivalently its
columns as rows). This also applies to the transpose of vectors. Thus, a row vector becomes
a column vector and vice versa. In addition, for square matrices, we can also “reflect’ the
elements along the main diagonal, that is, interchange entries that are symmetrically
positioned with respect to the main diagonal to obtain the transpose. Also note that, if A is the
given matrix, then we denote its transpose by 𝐴𝑇 .
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Transposition gives us a choice in that we can work either with the matrix or its
transpose, whichever is more convenient.
Rules for transposition are
Activities:
Given the following matrices and vectors, calculate the following expressions or give reasons why
they are undefined.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
1. AB, A𝐵𝑇 , BA, 𝐵𝑇 𝐴
2. A𝐴𝑇 , 𝐴2 , 𝐵𝐵𝑇 , 𝐵2
3. 3A – 2B, (3𝐴 − 2𝐵)𝑇 , 3𝐴𝑇 - 2𝐵𝑇
4. Aa, A𝑎𝑇 , (𝐴𝑏)𝑇 , 𝑏 𝑇 𝐴𝑇
5. ABC, Aba, abB, C𝑎𝑇
Unit 4: Determinants
D = 𝑎11
For n≥ 2, by
D = 𝑎𝑗1 𝑐𝑗1 + 𝑎𝑗2 𝑐𝑗2 + ⋯ + 𝑎𝑗𝑛 𝑐𝑗𝑛 (j = 1, 2, …, or n)
or D = (−1)𝑗+𝑘 𝑀𝑗𝑘
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
𝑎11, 𝑎22,…, 𝑎𝑛𝑛 stand. Two terms are new: 𝑀𝑗𝑘, is called the minor of 𝑎𝑗𝑘, in D, and 𝐶𝑗𝑘, the
cofactor of in D. For later use we note that they may also be written in terms of minors
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
General Properties of Determinants
There is an attractive way of finding determinants that consists of applying elementary row operations. By
doing so we obtain an “upper triangular” determinant whose value is then very easy to compute, being just
the product of its diagonal entries. This approach is similar (but not the same!) to what we did to matrices.
In particular, be aware that interchanging two rows in a determinant introduces a multiplicative factor of to
the value of the determinant! Details are as follows.
Activities:
1 2
3 4
References:
• Advanced Engineering Mathematics by Erwin Kreyszig. 10th Edition
• Advanced Engineering Mathematics by Erwin Peter V. O’Neil. 8th Edition
• Differential Equations for Engineers by Jiri Lebl.
• Calculus. Early Transcendentals. James Stewart. 6th Edition.
• https://www.pdfdrive.com/schaums-easy-outlines-of-advanced-calculus-d6635396.html
• https://tutorial.math.lamar.edu/Classes/DifferentialEquation.aspx
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
LESSON 2 SYSTEMS OF LINEAR EQUATION BY GAUSS
ELIMINATION
Overview
We now come to one of the most important use of matrices, that is, using matrices to solve
systems of linear equations. Representing the information contained in a system of linear
equations by a matrix is called the augmented matrix. This matrix will then be used in solving the
linear system of equations. Our approach to solving linear systems is called the Gauss elimination
method. Since this method is so fundamental to linear algebra, the student should be alert. A
shorter term for systems of linear equations is just linear systems. Linear systems model many
applications in engineering, economics, statistics, and many other areas. Electrical networks,
traffic flow, and commodity markets may serve as specific examples of applications.
Learning Objectives:
Course Materials:
The system is called linear because each variable appears in the first power only, just
as in the equation of a straight line. 𝒂𝟏𝟏 , … , 𝒂𝒎𝒏 are given numbers, called the coefficients of
the system. 𝒃𝟏 , … , 𝒃𝒎 on the right are also given numbers. If all the 𝒃𝒋 are zero, then it is called
a homogeneous system. If at least one 𝒃𝒋 is not zero, then it is called a nonhomogeneous
system.
A solution for this is a set of numbers that satisfies all the m equations. A solution
vector is a vector x whose components form a solution of the given m equations. If the system
is homogeneous, it always has at least the trivial solution 𝒙𝟏 = 0, … , 𝒙𝒏 = 0.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Matrix Form of the Linear System. From the definition of matrix multiplication
we see that the m equations may be written as a single vector equation.
Ax = b
where the coefficient matrix A = [𝒂𝒋𝒌 ] is the m x n matrix.
are column vectors. We assume that the coefficients 𝒂𝒋𝒌 are not all zero, so that A is not a zero
matrix. Note that x has n components, whereas b has m components. The matrix
is called the augmented matrix of the system. The dashed vertical line could be omitted, as we
shall do later. It is merely a reminder that the last column of did not come from matrix A but came
from vector b. Thus, we augmented the matrix A.
Note that the augmented matrix 𝐴̃ determines the system completely because it contains
all the given numbers appearing.
Activities:
Exercises
Solve the given linear system given explicitly or by its augmented matrix. Show details.
1 2
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Unit 2: Gauss Elimination, Back Substitution
The Gauss elimination method can be motivated as follows. Consider a linear system
that is in triangular form (in full, upper triangular form) such as
2𝑥1 + 5𝑥2 = 2
13𝑥2 = -26
(Triangular means that all the nonzero entries of the corresponding coefficient matrix lie above
the diagonal and form an upside-down 90° triangle.) Then we can solve the system by back
substitution, that is, we solve the last equation for the variable, 𝑥2 = -26/13 = -2, and then work
backward, substituting 𝑥2 = -2 into the first equation and solving it for 𝑥1 , obtaining 𝑥1 =
1 1
(2 − 5𝑥2 ) = (2 − 5(−2)) = 6. This gives us the idea of first reducing a general system to
2 2
triangular form. For instance, let the given system be
We leave the first equation as it is. We eliminate 𝑥1 from the second equation, to get a triangular
system. For this we add twice the first equation to the second, and we do the same operation on
the rows of the augmented matrix. This gives -4𝑥1 + 4𝑥1 +3𝑥2 + 10𝑥2 = -30 + 2(2) that is,
where Row2 + 2Row 1 means “Add twice Row 1 to Row 2” in the original matrix. This is the
Gauss elimination (for 2 equations in 2 unknowns) giving the triangular form, from which back
substitution now yields and 𝑥2 = -2 and 𝑥1 = 6, as before.
Since a linear system is completely determined by its augmented matrix, Gauss
elimination can be done by merely considering the matrices, as we have just indicated. We
do this again in the next example, emphasizing the matrices by writing them first and the
equations behind them, just as a help in order not to lose track.
Example:
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Solution:
Step 1. Elimination of 𝑥1 .
Call the first row of A the pivot row and the first equation the pivot equation.
This corresponds to row operations on the augmented matrix as indicated in BLUE behind the
new matrix. So the operations are performed on the preceding matrix. The result is
Step 2. Elimination of 𝑥2 .
The first equation remains as it is. We want the new second equation to serve as the next pivot
equation. But since it has no 𝑥2 -term (in fact, it is 0 = 0), we must first change the order of the
equations and the corresponding rows of the new matrix. We put 0 = 0 at the end and move the
third equation and the fourth equation one place up. This is called partial pivoting (as opposed
to the rarely used total pivoting, in which the order of the unknowns is also changed). It gives
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Step 3. Back Substitution.
Activities:
References:
• Advanced Engineering Mathematics by Erwin Kreyszig. 10th Edition
• Advanced Engineering Mathematics by Erwin Peter V. O’Neil. 8th Edition
• Differential Equations for Engineers by Jiri Lebl.
• Calculus. Early Transcendentals. James Stewart. 6th Edition.
• https://www.pdfdrive.com/schaums-easy-outlines-of-advanced-calculus-d6635396.html
• https://tutorial.math.lamar.edu/Classes/DifferentialEquation.aspx
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
LESSON 3 LAPLACE TRANSFORMS OF FUNCTIONS
Overview
Maybe you are already familiar with some operators that transform functions into another
functions. Using operator D is a useful treatment of linear differential equations with constant
coefficient. Now, another operator will be introduced which is effective in the study of initial value
problems involving linear differential equations with constant coefficient.
Learning Objectives:
Course Materials:
Definition:
Laplace transform is an integral transform that converts a function of a real variable to a
function of a complex variable.
Let F(t) be any function such that the integrations encounterd amy be legitimately
performed on F(t). The Laplace Transform of F(t) is denoted by L{F(t)} and is defined by
∞
ℒ{𝑓(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0
It is customary to refer to f(s), as well as to the symbol ℒ{𝑓(𝑡)}, as the transform of the
Laplace transfrom of F(t).
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
The ideas of the Laplace method will be illustrated for the solution y(t) = −t of the problem
y’ = −1, y(0) = 0. The method, entirely different from variation of parameters or undetermined
coefficients, uses basic calculus and college algebra.
In Lerch’s law, the formal rule of erasing the integral signs is valid provided the integrals
are equal for large s and certain conditions hold on y and f.
The L-notation for the direct Laplace transform produces briefer details,
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Example 1.1. Solve the Laplace’s method the initial value problem y’ = 5 -2t, y(0) = 1
Example 1.2. Solve the Laplace’s method the initial value problem y’ = 5 -2t, y(0) = 1
The Laplace transform is a method of solving ODEs and initial value problems. The crucial idea
is that operations of calculus on functions are replaced b y operations of algebra on transforms.
Roughly, differentiation of f(t) will correspond to multiplication of ℒ(𝑓) by s and integration of f(t)
to division of ℒ(𝑓) by s.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Example:
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Laplace Transform Table:
Solution:
Activities:
Direction: Solve the given initial value problems using Laplace’s method.
1. y' = -2, y(0) = 0
2. y’ = t, y(0) = 0
3. y’ = 3 -2t y(0) = 0
4. y’’ = -2 y(0) = y’(0) = 0
5. y’’ 1+ t y(0) = y’(0) = 0
References:
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
LESSON 4 INVERSE OF LAPLACE TRANSFORMS
Overview
For the inverse Laplace transform to the time domain, numerical inversion is also a reasonable
choice. Among the various numerical inversion methods, the Gaver-Stehfest algorithm (Stehfest,
1970; Jacquot et al., 1983) and the algorithm based on Fourier series (Ichikawa and Kishima,
1972; Crump, 1976) are often applied. Let f(z) and F(s) be a Laplace-transform pair.
Learning Objectives:
Course Materials:
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
More Examples
6 1 4
Example 1.1. F(s) = 𝑠 − 𝑠−8 + 𝑠−3
Solution:
1 1 1
F(s) = 6 𝑠 − 𝑠−8 + 4 𝑠−3
= 6(1) - 𝑒 8𝑡 + 4(𝑒 3𝑡 )
f(t) = 6 - 𝑒 8𝑡 + 4𝑒 3𝑡
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
19 1 7
Example 1.2. H(s) = − +
𝑠+2 3𝑠−5 𝑠5
Solution:
4!
19 1 7
4!
H(s) = 𝑠−(−2) − 5 + 𝑠4+1
3(𝑠− )
3
1 1 1 7 4!
= 19 𝑠−(−2) − 3 5 + 4! 𝑠4+1
𝑠−
3
1 5𝑡 7
h(t) = 19𝑒 −2𝑡 − 3 𝑒 3 + 24 𝑡 4
6𝑠 3
Example 1.3 F(s) = + 5
𝑠2 +25 𝑠 +25
Solution:
5
𝑠 3
5
F(s) = 62 +
𝑠 +(5)2 𝑠2 +(5)2
𝑠 3 5
=6 +
𝑠2 +(5)2 5 𝑠2 +(5)2
3
= 6 cos(5𝑡) + sin (5𝑡)
5
Activities:
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Unit 2: The Heaviside Unit- Step Function
Heaviside functions are often called step functions. Here is some alternate notation for Heaviside
functions.
uc (t) = u (t − c) = H (t − c)
We can think of the Heaviside function as a switch that is off until t=c at which point it turns on
and takes a value of 1.
To get the Laplace transform of a Heaviside function, we use
There are three sudden shifts in this function and so (hopefully) it’s clear that we’re going to need
three Heaviside functions here, one for each shift in the function.
In the first interval, t < 6 all three Heaviside functions are off and the function has the value
f(t)= −4
In the next interval, 6 ≤ t < 8, f(t) = −4 + 29 = 25
In the third interval, 8 ≤ t < 30, f(t) = −4 + 29 - 9 = 16
In the last interval, t ≥ 30, f(t) = −4 + 29 – 9 - 6 = 10
Here’s the function in terms of Heaviside functions.
f (t) = −4 + 29u6 (t) −9u8 (t) −6u30 (t) Heaviside Function
Example 1.1
25
SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Answer
Example 1.2
Answer
Example 1.1
Laplace Transform
Heaviside Function
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Activities:
Graph the heaviside function and explain the discontinuity of the function.
References:
• Advanced Engineering Mathematics by Erwin Kreyszig. 10th Edition
• Advanced Engineering Mathematics by Erwin Peter V. O’Neil. 8th Edition
• Differential Equations for Engineers by Jiri Lebl.
• Calculus. Early Transcendentals. James Stewart. 6th Edition.
• https://www.pdfdrive.com/schaums-easy-outlines-of-advanced-calculus-d6635396.html
• https://tutorial.math.lamar.edu/Classes/DifferentialEquation.aspx
27
SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
LESSON 5 SEQUENCE AND SERIES
Overview
Much of the theory of complex sequences and series is analogous to that encountered in real
calculus. In this section we explore the definitions of convergence and divergence for complex
sequences and complex infinite series. In addition, we give some tests for convergence of infinite
series.
Many of the functions that arise in mathematical physics and chemistry, such as Bessel functions,
are defined as sums of series, so it is important to be familiar with the basic concepts of
convergence of infinite sequences and series.
Learning Objectives:
Course Materials:
Some sequences can be defined by giving a formula for the nth term. In the following examples
we give three descriptions of the sequence: one by using the preceding notation, another by using
the defining formula, and a third by writing out the terms of the sequence. Notice that n does not
have to start at 1.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Limit Laws of Sequence
Activities:
Exercises
Determine whether the sequence converges or diverges. If it converges, find the limit.
If we try to add the terms of an infinite sequence {𝑎𝑛 }∞𝑛=1 , we get an expression of the form
𝑎1 + 𝑎2 + 𝑎3 + . . . +𝑎𝑛 + …
which is called an infinite series (or just a series) and is denoted, for short, by the symbol
∑∞
𝑛=1 𝑎𝑛 𝑜𝑟 ∑ 𝑎𝑛
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Thus, the sum of a series is the limit of the sequence of partial sums. So, when we write
∑∞𝑛=1 𝑎𝑛 =s, we mean that by adding sufficiently many terms of the series we can get as
close as we like to the number. Notice that
∑∞ ∞
𝑛=1 𝑎𝑛 = lim ∑𝑛=1 𝑎𝑛
𝑛→∞
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Activities:
Exercises
Determine whether the series converges or diverges. If it converges, find its sum.
∑ 𝑐𝑛 𝑥 𝑛 = 𝑐0 + 𝑐1 𝑥 + 𝑐3 𝑥 2 + ⋯
𝑛=1
where x is a variable and the 𝑐𝑛 ’s are constants called the coefficients of the series. For
each fixed x, the series is a series of constants that we can test for convergence or divergence.
A power series may converge for some values of and diverge for other values of x. The sum of
the series is a function
f(x) = 𝑐0 + 𝑐1 𝑥 + 𝑐3 𝑥 2 + ⋯ + 𝑐3 𝑥 𝑛 + ⋯
whose domain is the set of all x for which the series converges. Notice that f resembles a
polynomial. The only difference is that f has infinitely many terms.
The number R in case (iii) is called the radius of convergence of the power series. By
convention, the radius of convergence is R = 0 in case (i) and R = ∞ in case (ii). The interval of
convergence of a power series is the interval that consists of all values of x for which the series
converges. In case (i) the interval consists of just a single point a. In case(ii) the interval is (∞, −∞).
In case (iii) note that the inequality l x – a l < R can be rewritten as a- R< x< a + R. When x is an
endpoint of the interval, that is, x= a ±𝑅, anything can happen—the series might converge at one
or both endpoints or it might diverge at both endpoints. Thus, in case (iii) there are four possibilities
for the interval of convergence:
(a – R, a + R) (a – R, a + R] [a- R, a + R) [a- R, a + R]
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Activities:
Exercises
Find a power series representation for the function and determine the interval of convergence.
1 5
2 6
3 7
4 8
References:
• Advanced Engineering Mathematics by Erwin Kreyszig. 10th Edition
• Advanced Engineering Mathematics by Erwin Peter V. O’Neil. 8th Edition
• Differential Equations for Engineers by Jiri Lebl.
• Calculus. Early Transcendentals. James Stewart. 6th Edition.
• https://www.pdfdrive.com/schaums-easy-outlines-of-advanced-calculus-d6635396.html
• https://tutorial.math.lamar.edu/Classes/DifferentialEquation.aspx
33
SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
LESSON 6 Fourier Series and Integral
Overview
The central starting point of Fourier analysis is Fourier series. They are infinite series designed to
represent general periodic functions in terms of simple ones, namely, cosines and sines. This
trigonometric system is orthogonal, allowing the computation of the coefficients of the Fourier
series by use of the well-known Euler formulas.
Learning Objectives:
Course Materials:
Now suppose that is a given function of period and is such that it can be represented by
a series, that is converges and, moreover, has the sum f(x). Then, using the equality sign, we
write
1 𝑛𝜋𝑥 𝑛𝜋𝑥
f(x) = 𝑎0 + ∑∞ 𝑛=1(𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛 )
2 2 2
Example1. Construct the Fourier Series over the interval -𝜋 < x < 𝜋
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
For the function defined by
f(x) = 𝑥 2
Solution:
Using
1 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑥 2 = 𝑎0 + ∑∞ 𝑛=1(𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛 )
2 2 2
1 𝜋 𝑛𝜋𝑥
𝑎𝑛 =
𝜋
∫−𝜋 𝑥 2 𝑐𝑜𝑠 2
dx n = 0, 1, 2, …,
1 𝜋 𝑛𝜋𝑥
𝑏𝑛 = 𝜋
∫−𝜋 𝑥 2 𝑠𝑖𝑛 2
dx n = 0, 1, 2, …,
Then,
2 𝜋
𝑎𝑛 = 𝜋
∫0 𝑥 2 cos 𝑛𝑥 dx n = 0, 1, 2, …,
𝜋
2 𝑥 2 sin 𝑛𝑥 2𝑥 cos 𝑛𝑥 2 sin 𝑛𝑥
𝑎𝑛 = 𝜋
[ 𝑛 + 𝑛2
− 𝑛3
]
0
2 2𝜋 cos 𝑛𝜋 4(−1)𝑛
𝑎𝑛 = [ 𝑛2 ]= , n = 0, 1, 2, …,
𝜋 𝑛2
2 𝜋 2 2 𝜋3 2𝜋2
𝑎𝑛 = 𝜋 0
∫ 𝑥 dx = 𝜋
( 3
) = 3
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Even and Odd Functions
If f(x) is an even function, that is, f(-x) = f(x), its Fourier series reduces to a Fourier
cosine series
If f(x) is an odd function, that is, f(-x) = -f(x), its Fourier series reduces to a Fourier sine
series
Activities:
Exercises
Construct the Fourier Series over the indicated interval for the given function.
1. Interval -𝑐 < x < 𝑐; function, f(x) = x.
2. Interval -𝜋 < x < 𝜋; function, f(x) = 𝑥 3 .
3. Interval -2 < x < 2; function, f(x) = x + 1.
References:
• Advanced Engineering Mathematics by Erwin Kreyszig. 10th Edition
• Advanced Engineering Mathematics by Erwin Peter V. O’Neil. 8th Edition
• Differential Equations for Engineers by Jiri Lebl.
• Calculus. Early Transcendentals. James Stewart. 6th Edition.
• https://www.pdfdrive.com/schaums-easy-outlines-of-advanced-calculus-d6635396.html
• https://tutorial.math.lamar.edu/Classes/DifferentialEquation.aspx
36
SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
LESSON 7 COMPLEX NUMBERS
Overview
Complex numbers can be defined as ordered pairs (x, y) of real numbers that are to be interpreted
as points in the complex plane, with rectangular coordinates x and y, just as real numbers x are
thought of as points on the real line. When real numbers x are displayed as points (x, 0) on the
real axis, it is clear that the set of complex numbers includes the real numbers as a subset.
Complex numbers of the form (0, y) correspond to points on the y axis and are called pure
imaginary numbers. The y axis is, then, referred to as the imaginary axis.
Learning Objectives:
Course Materials:
z (x, y)
x = Re z, y= Im z
z = x + iy
Two complex numbers 𝑧1 (𝑥1 , 𝑦1 ) and 𝑧2 (𝑥2 , 𝑦2 ) are equal if and only if their real parts are
equal and their imaginary parts are equal. Thus, the statement 𝑧1 = 𝑧2 means that 𝑧1 and 𝑧2
corresponds to the same point in the complex, or z, plane.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Addition and Multiplication Notation z = x + iy
Multiplication is defined by
These two definitions imply that (𝑥1, , 0) + (𝑥2 , 0) = (𝑥1 + 𝑥2, 0) and (𝑥1, , 0)(𝑥2 , 0) = (𝑥1 𝑥2, 0)
As for real numbers 𝑥1 , 𝑥2 . Hence complex numbers “extend” the real numbers. Thus, (x, 0) = x
Similarly, (0, y) = iy
Subtraction and division are defined as the inverse operations of addition and multiplication,
respectively. Thus, the difference z = 𝑧1 + 𝑧2 is the complex number z for which 𝑧1 = z + 𝑧2 .
𝑧1 - 𝑧2 = (𝑥1 − 𝑥2 ) + 𝑖(𝑦1 - 𝑦2 )
The quotient z = 𝑧1 /𝑧2 ( 𝑧2 ≠ 0) is the complex number z for which z𝑧1 = z𝑧2 .
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Complex Plane
Consider the geometric representation of complex numbers, which is of great practical
importance. We choose two perpendicular coordinate axes, the horizontal x-axis, called the real
axis, and the vertical y-axis, called the imaginary axis. On both axes we choose the same unit of
Length. This is called a Cartesian coordinate system.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Complex Conjugates
The complex conjugate, or simple the conjugate of a complex number z = x + iy is
defined as the complex number x – iy and is denoted by 𝑧̅; that is,
𝑧̅ = 𝑥 − 𝑖𝑦
The number 𝑧̅ is represented by the point (x, -y), which is the reflection in the real axis of the point
(x,y) representing z.
1
Example 2. Let w = f(z) = 2𝑖𝑧 + 6𝑧̅. Find u and v and calculate the value of f at z = 2 +4i.
Solution:
f(z) = 2i (x + iy) + 6(x – iy) gives u(x, y) = 6x – 2y and v(x, y) = 2x -6y. Also
1 1 1
f ( +4i) = 2i( +4i) + 6( +4i) = i -8 + 3 - 24i = -5 -23i
2 2 2
Activities:
Exercises
Let 𝑧1 = −2 + 11𝑖, 𝑧2 = 2 − 𝑖. Showing the details of your work, find, in the form x + iy;
1. 𝑧1 𝑧2 ( 𝑧1 𝑧2 )
2. 𝑅𝑒 1/𝑧22 ), 1/Re𝑧22
3. (𝑧1 − 𝑧2 )2 /16
4. 𝑧1 / 𝑧2 , 𝑧2 /𝑧1
5. 4(𝑧1 + 𝑧2 )( 𝑧1 - 𝑧2 )
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Unit 2: Analytic Functions and Cauchy-Reimann Equations
Analytic Functions
Complex analysis is concerned with the theory and application of “analytic functions,” that is,
functions that are differentiable in some domain, so that we can do “calculus in complex.” The
definition is as follows:
Hence analyticity of f(z) at 𝑧0 means that f(z) has a derivative at every point in some
neighborhood of (including 𝑧0 itself since, by definition, 𝑧0 is a point of all its neighborhoods). This
concept is motivated by the fact that it is of no practical interest if a function is differentiable merely
at a single point 𝑧0 but not throughout some neighborhood of 𝑧0 .
Cauchy-Reimann Equations
The Cauchy– Riemann equations provide a criterion (a test) for the analyticity of a
complex function.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
Example 1. Cauchy-Riemann Equations. Exponential Function
Is f(z) = u(x, y) + iv(x, y) = 𝑒 𝑥 (cos 𝑦 + 𝑖 sin 𝑦) analytic?
Solution:
We have u = 𝑒 𝑥 cos 𝑦, 𝑣 = 𝑒 𝑥 sin 𝑦 and by differentiation
𝑢𝑥 = 𝑒 𝑥 cos 𝑦, 𝑣𝑦 = 𝑒 𝑥 cos 𝑦
𝑢𝑦 = -𝑒 𝑥 sin 𝑦, 𝑣𝑥 = 𝑒 𝑥 sin 𝑦
Cauchy-Reimann equations satisfied and conclude that f(z) is
analytic for all z.
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SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT
How to Find a Harmonic Conjugate Function by the Cauchy–Riemann Equations
Example 1. Verify that u = 𝑥 2 − 𝑦 2 − 𝑦 is harmonic in the whole complex plane and
find a harmonic conjugate function v of u.
Solution. ∇2 𝑢 = 0 by direct calculation. Now 𝑢𝑥 = 2𝑥 and 𝑢𝑦 = −2𝑦 − 1.Hence
because of the Cauchy–Riemann equations a conjugate v of u must satisfy
𝑣𝑦 = 𝑢𝑥 = 2𝑥, 𝑣𝑥 = −𝑢𝑦 = 2𝑦 + 1
Integrating the first equation with respect to y and differentiating the result with respect to
x, we obtain
𝑑ℎ
. v = 2xy + h(x) , 𝑣𝑥 = 2𝑦 + 𝑑𝑥
A comparison with the second equation shows that dh/dx = 1.This gives h(x) = x +
c. Hence v = 2xy + x+ c (c any real constant) is the most general harmonic conjugate of
the given u. The corresponding analytic function is
f(z) = u + iv = 𝑥 2 − 𝑦 2 − 𝑦 + i(2xy + x + c) = 𝑧 2 + 𝑖𝑧 = 𝑖𝑐
Activities:
References:
• Advanced Engineering Mathematics by Erwin Kreyszig. 10th Edition
• Advanced Engineering Mathematics by Erwin Peter V. O’Neil. 8th Edition
• Differential Equations for Engineers by Jiri Lebl.
• Calculus. Early Transcendentals. James Stewart. 6th Edition.
• https://www.pdfdrive.com/schaums-easy-outlines-of-advanced-calculus-d6635396.html
• https://tutorial.math.lamar.edu/Classes/DifferentialEquation.aspx
43
SUBJECT: ECEN 30024- ADVANCED ENGINEERING MATHEMATICS FOR ECE
PREPARED BY: MARIZ N. LANSAK, LPT