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Advanced
Engineering Mathematics
Fourth Edition
Gujarat Technological University 2018
About the Authors
Ravish R Singh
Academic Advisor
Thakur Educational Trust
Mumbai, Maharashtra
Mukul Bhatt
Assistant Professor
Department of Humanities and Sciences
Thakur College of Engineering and Technology
Mumbai, Maharashtra
Information contained in this work has been obtained by McGraw Hill Education (India), from sources
believed to be reliable. However, neither McGraw Hill Education (India) nor its authors guarantee the accuracy
or completeness of any information published herein, and neither McGraw Hill Education (India) nor its
authors shall be responsible for any errors, omissions, or damages arising out of use of this information. This
work is published with the understanding that McGraw Hill Education (India) and its authors are supplying
information but are not attempting to render engineering or other professional services. If such services are
required, the assistance of an appropriate professional should be sought.
Typeset at APS Compugraphics, 4G, PKT 2, Mayur Vihar Phase-III, Delhi 96, and printed at
Index I.1–I.3
Preface
Mathematics is a key area of study in any engineering course. A sound knowledge
of this subject will help engineering students develop analytical skills, and thus
enable them to solve numerical problems encountered in real life, as well as apply
mathematical principles to physical problems, particularly in the field of engineering.
Users
This book is designed for the 2nd year GTU engineering students pursuing the
course Advanced Engineering Mathematics, SUBJECT CODE: 2130002 in their
3rd Semester. It covers the complete GTU syllabus for the course on Advanced
Engineering Mathematics, which is common to all the engineering branches.
Objective
The crisp and complete explanation of topics will help students easily understand the
basic concepts. The tutorial approach (i.e., teach by example) followed in the text will
enable students develop a logical perspective to solving problems.
Features
Each topic has been explained from the examination point of view, wherein the theory
is presented in an easy-to-understand student-friendly style. Full coverage of concepts
is supported by numerous solved examples with varied complexity levels, which is
aligned to the latest GTU syllabus. Fundamental and sequential explanation of topics
are well aided by examples and exercises. The solutions of examples are set follow-
ing a ‘tutorial’ approach, which will make it easy for students from any background
to easily grasp the concepts. Exercises with answers immediately follow the solved
examples enforcing a practice-based approach. We hope that the students will gain
logical understanding from solved problems and then reiterate it through solving simi-
lar exercise problems themselves. The unique blend of theory and application caters to
the requirements of both the students and the faculty. Solutions of GTU examination
questions are incorporated within the text appropriately.
xii Preface
Highlights
∑ Crisp content strictly as per the latest GTU syllabus of Advanced Engineering
Mathematics (Regulation 2014)
∑ Comprehensive coverage with lucid presentation style
∑ Each section concludes with an exercise to test understanding of topics
∑ Solutions of GTU examination questions from 2012 to 2018 present appropriately
within the chapters and on companion web link
∑ Rich exam-oriented pedagogy:
Solved examples within chapters: 475
Solved GTU questions within chapters: 247
Unsolved exercises: 571
MCQs at the end of chapters: 121
MCQs on web link: 50
Chapter Organization
The content spans the following six chapters which wholly and sequentially cover
each module of the syllabus.
Chapter 1 introduces Some Special Functions.
Chapter 2 discusses Fourier Series and Fourier Integral.
Chapter 3 presents Ordinary Differential Equations and Applications.
Chapter 4 covers Series Solution of Differential Equations.
Chapter 5 deals with Laplace Transforms and Applications.
Chapter 6 presents Partial Differential Equations and Applications.
Acknowledgements
We are grateful to the following reviewers who reviewed various chapters of the script
or previous editions of the book and generously shared their valuable comments:
Mukesh Shimpi BVM Engineering College, Anand, Gujarat
Manokamna Agrawal Silver Oak College of Engineering and Technology,
Ahmedabad, Gujarat
Som Sahni ITM Universe Vadodara
Vijay Solanki GEC Bharuch
Foram Rajdev Marwadi Education Foundation Group of
Institutions, Rajkot
Vishal Bhatt Marwadi Education Foundation Group of
Institutions, Rajkot
Usha Bag Shree L R Tiwari College of Engineering,
Thane, Maharashtra
Preface xiii
We would also like to thank all the staff at McGraw Hill Education (India), especially
Vibha Mahajan, Shalini Jha, Hemant K Jha, Tushar Mishra, Satinder Singh Baveja,
Taranpreet Kaur and Anuj Shriwastava for coordinating with us during the editorial,
copyediting, and production stages of this book.
Our acknowledgements would be incomplete without a mention of the contribution of
all our family members. We extend a heartfelt thanks to them for always motivating
and supporting us throughout the project.
Constructive suggestions for the improvement of the book will always be welcome.
Ravish R Singh
Mukul Bhatt
Publisher’s Note
Remember to write to us. We look forward to receiving your feedback,
comments and ideas to enhance the quality of this book. You can reach us at
info.india@mheducation.com. Please mention the title and authors’ name as the
subject. In case you spot piracy of this book, please do let us know.
RoAdmAP to the SyllAbuS
This text is useful for
SUBjECT CodE: 2130002 – Advanced Engineering Mathematics
GO TO
CHAPTER 1: Introduction to Some Special Functions
GO TO
CHAPTER 2: Fourier Series and Fourier Integral
GO TO
CHAPTER 3: Ordinary Differential Equations and Applications
xvi Roadmap to the Syllabus
GO TO
CHAPTER 4: Series Solution of Differential Equations
GO TO
CHAPTER 5: Laplace Transforms and Applications
GO TO
CHAPTER 6: Partial Differential Equations and Applications
CHAPTER
1
Introduction to Some
Special Functions
chapter outline
1.1 Introduction
1.2 Gamma Function
1.3 Beta Function
1.4 Bessel Function
1.5 Error Function and Complementary Error Function
1.6 Heaviside’s Unit Step Function
1.7 Pulse of Unit Height and Duration Function
1.8 Sinusoidal Pulse Function
1.9 Rectangle Function
1.10 Gate Function
1.11 Dirac’s Delta Function
1.12 Signum Function
1.13 Sawtooth Wave Function
1.14 Triangular Wave Function
1.15 Half-Wave Rectified Sinusoidal Function
1.16 Full-Wave Rectified Sinusoidal Function
1.17 Square-Wave Function
1.1 IntroductIon
There are some special functions which have importance in mathematical analysis,
functional analysis, physics, or other applications. In this chapter, we will study
different special functions such as gamma, beta, Bessel, error, unit step, Dirac delta
functions, etc. The study of these functions will help in solving many mathematical
problems encountered in advanced engineering mathematics.
1.2 Chapter 1 Introduction to Some Special Functions
denoted by n .
•
Hence, n = Ú e - x x n -1 dx , n > 0
0
(v) 1
= p
2
B(m, n) is also known as Euler’s integral of the first kind. The beta function can also
be defined by
p
B(m, n) = 2Ú 2 sin 2 m -1 x cos2 n -1 x dx
0
1.5 Error Function and Complementary Error Function 1.3
The Bessel function (Fig. 1.1) is a special function that occurs in problems of wave
propagation, static potentials, and signal processing. A Bessel function of order n is
defined by
• n+2k
( -1)kÊ xˆ
J n ( x) =  k ! n + k + 1 ÁË 2 ˜¯
k =0
xnÈ x2 x4 ˘
= Í1 - + - L˙
2 n + 1 Î 2(n + 2) 2 ◊ 4(2 n + 2)(2 n + 4)
n
˚
Properties of Bessel Functions
J0(x)
x2 x4
(i) J 0 ( x ) = 1 -+ -L 1
22 22 ◊ 42 0.8
0.6
(ii) J–n(x) = (–1)n Jn(x) if n is a positive 0.4
integer 0.2
x
0 5 10 15 20
–0.2
(iii) 2 n J n ( x ) = J n +1 ( x ) + J n -1 ( x ) –0.4
x
d È n Fig. 1.1 Bessel function
(iv) x J n ( x )˘˚ = x n J n -1 ( x )
dx Î
(v) d È x - n J n ( x )˘ = - x - n J n +1 ( x )
dx Î ˚
defined by x
–3 –2 –1 0 1 2 3
–0.25
2 • -t2
erfc( x ) = Ú e dt
p x
–0.5
–0.75
where x may be a real or complex variable. –1
Relation between error function and the com- Fig. 1.2 Error function
plementary error function is given by
2 • -t2
erfc( x ) = Ú e dt
p x
2 • -t2 2 x -t2
= Ú e
p 0
dt - Ú e
p 0
dt
2 Ê pˆ
= Á ˜ - erf ( x )
p Ë 2 ¯
= 1 - erf ( x )
Ê 13 ˆ
1. The value of Á ˜ is [Winter 2015]
Ë 2¯
10395 10395
(a) p (b) p
64 64
10395 1 10395 1
(c) (d)
64 p 64 p
2. The relationship between beta and gamma functions is
[Winter 2016, 2015; Summer 2017]
m n m n
(a) B(m, n) = (b) B(m, n) =
m+n m+n
mn m+n
(c) B(m, n) = (d) B(m, n)
m+n mn
3. Duplication formula is [Summer 2016]
1 p 2m
(a) m m- = (b) m m + 1 = p 2 m
2 2m - 1 2 22 m - 1
1 p 1 2m
(c) m m+ = 2m - 1 (d) m m + = 2m - 1
2 2 2 2
Multiple Choice Questions 1.9
Ê 9 7ˆ
4. The value of B Á , ˜ is [Summer 2016]
Ë 2 2¯
p 5p p 5p
(a) (d) (c) (d)
1024 1024 2048 2048
Ê 1 1ˆ
7. The value of B Á , ˜ is
Ë 2 2¯
p
(a) p (b) p (c) (d) 2p
2
•
8. The value of Ú f (t ) d (t ) dt is
-•
(a) f(•) (b) f(0) (c) 0 (d) 1
9. The signum function can be expressed as
(a) u(t) – u(–t) (b) u(t) + u(–t)
(c) 2u(t) (d) 2u(t) + 1
10. The value of J n + 1 ( x ) + J n - 1 ( x ) is
2 2n 1 n
(a) J ( x) (b) J ( x) (c) J ( x) (d) J ( x)
x n x n x n x n
11. The value of erf (•) is
(a) 0 (b) –1 (c) 1 (d) 2
12. Heaviside’s unit function, u(t) is defined by
(a) u(t ) = 0 t<0 (b) u(t ) = 1 t<0
=1 t>0 =0 t>0
7
13. The value of is [Summer 2017]
2
15 p 5 p 15 p 15 p
(a) (b) (c) (d)
8 8 2 4
answers
1. (b) 2. (a) 3. (b) 4. (d) 5. (a) 6. (c) 7. (a) 8. (b)
9. (a) 10. (b) 11. (c) 12. (a) 13. (a)
CHAPTER
2
Fourier Series and
Fourier Integral
chapter outline
2.1 Introduction
2.2 Periodic Functions
2.3 Fourier Series
2.4 Trigonometric Fourier Series
2.5 Fourier Series of Functions of any Period
2.6 Fourier Series of Even and Odd Functions
2.7 Half-Range Fourier Series
2.8 Fourier Integral
2.1 IntroductIon
Fourier series is used in the analysis of periodic functions. Many of the phenomena
studied in engineering and sciences are periodic in nature, e.g., current and voltage
in an ac circuit. These periodic functions can be analyzed into their constituent
components by a Fourier analysis. The Fourier series makes use of orthogonality
relationships of the sine and cosine functions. It decomposes a periodic function into a
sum of sine-cosine functions. The computation and study of Fourier series is known
as harmonic analysis. It has many applications in electrical engineering, vibration
analysis, acoustics, optics, signal processing, image processing, etc.
=l m=n
c + 2l mp x np x
Úc cos
l
cos
l
dx = 0 mπn
=l m=n
c + 2l mp x np x
Úc sin
l
cos
l
dx = 0 for all m, n
Hence, any function f (x) can be represented in terms of these orthogonal functions in
the interval (c, c + 2l) for any value of c.
•
np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
This series is known as a trigonometric Fourier series or simply, a Fourier series. For
example, a square function can be constructed by adding orthogonal sine components
(Fig. 2.1).
2.5 Fourier Series of Functions of Any Period 2.3
f (x)
f (x)
x Square function
O
determination of a0
Integrating both the sides of Eq. (2.1) w.r.t. x in the interval (c, c + 2l),
c + 2l c + 2l c + 2l Ê • np x ˆ c + 2l Ê • np x ˆ
Úc f ( x )dx = a0 Ú dx + Ú Á Â an cos l ˜ dx + Úc Á Â bn sin l ˜ dx
c c Ë n =1 ¯ Ë n =1 ¯
= a0(c + 2l – c) + 0 + 0
= 2la0
1 c + 2l
2l Úc
Hence, a0 = f ( x )dx …(2.2)
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“Oh, I’m not thinking of you, darling; you are as cold and austere as
Diana herself. I do wish you were not so icy to some one—you know
who I mean.”
But Aurea’s expression was not encouraging, and her vivacious
companion continued—
“Isn’t this a darling old place?” rising and looking over the Italian
gardens and sloping lawns. “Somehow I always feel sorry for those
Davenants, and as if we had no business here, and it was still theirs.
We have their heirlooms too—the Davenants’ Vandyke, the
lacquered cabinets, the Chippendale chairs. Dad bought them, as
they matched the place; but we don’t fit in. Dad and mum were far
happier in London; keeping up a great estate and a great position is
an awful strain when one was not caught young. Do you know, the
servants are a frightful trial; they find the country dull. And at the last
ball we had, nearly all the hired waiters were intoxicated; they drank
most of the champagne, and one of them handed a lemonade to
Lord Mottisfont, and said there was no fiz left! The mum was so
mortified she wept, poor dear.”
“Well, everything always seems to go smoothly, quite London
fashion, and without a hitch,” said Aurea consolingly.
“Yes, but not behind the scenes; and the Mum sometimes makes
such horrible blunders in etiquette, such as sending in a baronet’s
wife before a countess—and the countess looked pea-green!
Altogether it’s a fag. When Bertie marries I expect pater will make
him over the place. I wouldn’t mind reigning here myself—would you,
Aurea?”
“What a silly question, Joey! I’m not cut out for reigning anywhere.”
“Only in people’s hearts, eh?” stroking her cheek with a finger. “Isn’t
that a pretty speech? Well, come along, I want to show you the
pretty things I collected abroad—my fans and lace and
embroideries.”
But just at this moment a maid entered, and said—
“If you please, ma’am, I was to say that Miss Parrett’s car is at the
door, and she’s waiting for Miss Morven.”
The drive home was made by another road (in spite of Miss Parrett’s
querulous protestations, and it was evident that the sooner she could
abandon the motor the better she would be pleased). Susan, on the
other hand, was anxious to see more of the country, and make a
detour round by a little town, eight miles away.
“Why, it’s nothing,” she protested; “it’s not worth taking out the car for
a run over to Westmere—one might as well walk!”
“One would think it was your car, to hear you talking, Susan;” and
Miss Parrett threw herself back in the corner, and closed her eyes,
only to open them again immediately, as they sped along the empty,
country roads between hedges already green.
“There’s Hopfield Hill!” she exclaimed, suddenly sitting bolt upright.
“I’m not going down that in a motor, so don’t suppose it, either of
you.”
“But it’s three-quarters of a mile long, and you have a blister on your
heel,” expostulated her sister. “Come, Bella, don’t be foolish.”
“Don’t argue; if it was twenty miles I’d walk it. This thing gives me
palpitation as it is.”
In spite of Aurea’s and Miss Susan’s prayers, vows, and assurances,
Miss Parrett descended at the top of a long hill, insisted that her
companions should accompany her, and together the trio tramped
down in the mud, whilst the chauffeur sped along merrily, and
awaited them at the base. On their way home by a narrow byroad
they nearly met with a nasty accident. A cart, drawn by a young
horse, was coming out of a gate as the motor approached, and there
was an exciting scene. The boy who was driving lost his head, the
horse reared and plunged, Miss Parrett shrieked, and the motor—
which was jammed into the bank—shuddered all over; but, after a
moment—a critical moment—all was well—all but Miss Parrett, who
collapsed into her corner, and announced that she had spasms of
the heart, and was dying!
Ultimately they reached the Manor without further trouble; the dying
lady was restored with brandy and water, and Owen the chauffeur
spent the next two hours in cleaning the muddy car. This was the
part of the job he loathed. Just as he had completed his task, he
beheld, to his discomfiture, the cook stepping delicately across the
yard, carrying a black bottle in one hand, and a wineglass in the
other.
“Good-evening to you, Mr. Owen. My word! you do look hot after all
your fag with the car. Beastly work, ain’t it? I’ve just run over with a
glass of ginger wine—it’s my own.”
“Thank you, Miss Hicks. It’s awfully good of you, but it’s a thing I
never touch,” he answered politely.
“Then what do you say to a pint o’ beer, or a cup o’ tea?”
“No—er—I’m about done,” pulling down his sleeves; “and I’m going.”
“The old girl seems a bit upset,” remarked the cook, who had come
out for conversation; “she’s awful frightened of the car.”
“She needn’t be,” he answered shortly.
“Not with you a-driving, I’m sure, Mr. Owen. I wish I could have a run
in it, eh? There was a chauffeur as I knew in London—rather a pal of
mine—that used to give his friends fine drives, as much as down to
Brighton, when the family was out of town. He were a treat, I can tell
you!”
“Was he? I’d say he was a thief—unless he used his own petrol.”
“Oh, come now, you’re mighty strict and proper, I can see. Chapel, I
suppose?”
“No; you’re wrong there.”
“Look here, what’s the use of being so stand-off and so stiff—it’s
downright silly; you and me, as it were, coming to this cruel place
from the same reference. Won’t you call round and take me for a
nice walk on Sunday afternoon?”
“No; you’re very kind—but I can’t.”
“Why, what else have you to do?” her eyes kindling. What else had
he to do? Lie on his bed and smoke, and read Leila’s papers. And
there were other alternatives; he could take a long stretch, say ten
miles out and back, or he might go to evening service and gaze at
Aurea Morven!
“My word! you are a stupid!” declared Miss Hicks; “even if you have
a young woman up in town, she won’t mind. Have you a young
lady?” and her bold eyes were searching.
Had he? He had! His young lady was Miss Aurea, her mistress’s
niece—Aurea or no other; and as he put on his coat he looked his
tormentor steadily in the face and answered—
“Yes, I have.”
“Oh, so that’s it! I see! And you’re hurrying off to write to her?
Well,”—spitefully—“I can tell you one thing for yer comfort, there’s no
post out of Ottinge before Monday morning!”
“Isn’t there? That’s a pity. Well, good-evening to you, Miss Hicks;”
and he walked off, leaving Miss Hicks gaping after him. She,
however, consoled herself with a couple of glasses of ginger wine,
before re-entering the house.
CHAPTER XII
THE DOGS’ HOTEL
After tea, when Miss Parrett was engaged in scolding her domestics
and writing violent postcards to her tradesmen, Mrs. Ramsay drew
Aurea into the drawing-room.
“Well, me dear,” and her dark eyes danced, “I did not say a word
before your aunts, but I’ve seen the remarkable chauffeur! I assure
you, when I opened the door and found him standing there with a
large box, you might have knocked me down with the traditional
feather! I was taking the new dogs out for a run, and so we walked
together to this gate.”
“What do you think of him?” asked Aurea, carelessly, as she
rearranged some daffodils in a blue bowl.
“What do I think? I think—although he scarcely opened his lips—that
there is some mystery attached to him, and that he is a gentleman.”
“Why do you say so?” inquired the girl, anxious to hear her own
opinion endorsed. “He is not a bit smarter than the Woolcocks’ men.”
“Oh, it’s not exactly smartness, me dear, it’s the ‘born so’ air which
nothing can disguise. His matter-of-course lifting his cap, walking on
the outside, opening the gate, and, above all, his boots.”
“Boots!”
“Yes, his expensive aristocratic shooting boots; I vow they come from
Lobbs. Jimmy got his there—before he lost his money.”
“Perhaps the chauffeur bought them second-hand?” suggested
Aurea.
Mrs. Ramsay ignored the remark with a waving hand.
“I cannot think what has induced a man of his class to come and
bury himself here in this God-forsaken spot.”
“Ottinge-in-the-Marsh is obliged to you!”
“Now, you know what I mean, Aurea. You are a clever girl. I put the
question to him, and got no satisfactory answer. Is it forgery, murder,
piracy on the high seas, somebody’s wife—or what?” She rested her
chin on her hand, and nodded sagaciously at her companion. “I
understand that he has been working indoors a good deal, and
helping you and Miss Susan.” She paused significantly. “You must
have seen something of him. Tell me, darling, how did you find him?”
“Most useful, wonderfully clever with his hands, strong, obliging, and
absolutely speechless.”
“Ah! Does he have his meals here?”
“No.”
“Dear me, what a cruel blow for the maid-servants! Did he come
from a garage?”
“No; a friend of Aunt Bella’s found him.”
“A woman friend?”
“Yes; she gave him an excellent character.”
“And what of hers?”
“Oh, my dear Kathleen, she is Lady Kesters, a tremendously smart
Society lady, awfully clever, too, and absolutely sans reproche!”
“Is that so?” drawled Mrs. Ramsay. “Well, somehow or other, I’ve an
uneasy feeling about her protégé. There is more than meets the eye
with respect to that young man’s character, believe me. My woman’s
instinct says so. I’m sorry he has come down and taken up your
aunt’s situation, for I seem to feel in me bones that he will bring
trouble to some one.”
“Oh, Kathleen! You and your Irish superstitions!” and Aurea threw up
her hands, clasping them among her masses of hair, and stared into
her friend’s face and laughed.
“Well, dear, if he does nothing worse, he will have half the girls in
love with him, and breaking their hearts. It’s too bad of him, so good-
looking, and so smart, coming and throwing the ‘comether’ over this
sleepy little village. Believe me, darlin’, he has been turned out of his
own place; and it would never surprise me if he was just a nice-
looking young wolf in sheep’s clothing!”
“Oh, what it is to have the nice, lurid, Celtic imagination!” exclaimed
Aurea. “I don’t think the poor man would harm a fly. Joss has taken
to him as a brother—and——”
“Miss Morven as—a sister?”
“Now, what are you two conspiring about?” inquired Miss Susan,
entering, brisk, smiling, and inquisitive.
“I’m only discussing your chauffeur, me darlin’ Miss Susan. I notice
that several of the village girls drop in on Mrs. Hogben—you see I
live opposite—and they expose their natural admiration without
scruple or reserve.”
“Owen is a useful young man, if he is a bit ornamental—isn’t he,
Aurea? I’m going to get him to help me in the greenhouse, for I don’t
believe, at this rate, that we shall ever use the car.”
CHAPTER XIII
THE DRUM AND ITS PATRONS