ENG1091 - Lecture Notes 2011

MONASH UNIVERSITY SCHOOL OF MATHEMATICAL SCIENCES
ENG1091 Vectors
Lecture 1 vector arithmetic revision dot product cross product
Text Reference: 4.1 - 4.2
Vectors and Lines, a quick review.
Many quantities in nature are completely specied by one number (called the magnitude of the
quantity) and are usually referred to as scalar quantities. Some examples are temperature, time,
length, and mass.
However, certain quantities require both a magnitude and a direction to specify them. To
say that a boat sailed 10 kilometers (km) does not specify where it went. It is necessary to
give the direction too; perhaps it sailed 10 km northwest. We then describe the position of the
boat by giving its displacement relative to some point, a quantity that involves distance as
well as direction. Quantities that require both a magnitude and a direction to describe them are
called vectors. Other examples include velocity and force. Vector quantities will be denoted by
boldface type: u. v. w, and so on. In handwritten work vectors are denoted by
or by

. The
vector that joins the two points and 1 is denoted

1 or by AB.
A vector v can be represented geometrically as a directed line segment or arrow. The magnitude
of a vector v will be denoted by |v| and is sometimes referred to as the length of v because it
is represented by the length of the arrow.
Two vectors v and w are equal (written v = w)
if they have the same length and the same di-
rection. Thus, for example, the two vectors in
the diagram are equal even though the initial
and terminal points are dierent!
v
w
There is one vector that has no direction whatsoever-the zero vector 0.
Given a vector v the vector that has the same
length as v but opposite in direction is the neg-
ative of vector v, denoted v.
v
v
When we multiply a vector by a scalar we
multiply the length of the vector by the rel-
evant amount, without changing its direction
(unless the scalar is negative and then the di-
rection is opposite). Two vectors are parallel if
one is a scalar multiple of the other.
That is, if a = `b then a is parallel to b.
v
v
2v
ENG1091 Mathematics for Engineering page 1
If u and v are two vectors we dene their sum u +v by adding the vectors head to tail which
is to say we attach the tail of the second vector. v. to the head of the rst u. the sum u + v is
then the vector drawn from the tail of rst vector to the head of the last.
This method allows also us to add several vec-
tors at once.
a + b + c
c
b
a
Should it happen that vectors add together forming a loop, so that the end point is the same as
the initial point, then the vector sum is 0. Thus for example if . 1. C are any three points in
space

1 +
1C +
C = 0.
We can also add two vectors u and v geometrically by drawing them from the same point and
completing a parallelogram with the two vectors as adjacent sides. The diagonal vector drawn
from the common tail to the common head point is then the vector u +v.
From the parallelogram method of vector addition we see that u +v = v +u.
The opposing diagonal, drawn towards v. is the vector v u.
The unit coordinate vectors.
Vectors of length one unit are called unit vec-
tors. The unit vectors parallel to the positive r
and n axis in the plane are labelled i and j.
In three dimensional space we add a further
unit vector, k , parallel to the . axis.
Any vector r in space can be written as a com-
bination of multiples of i. j and k. The coe-
cients of i. j and k are called its rectangular
components.
r = (r. n. .) = ri + nj + .k
i
k
j
x
z
y
The magnitudes of vectors given in component form.
Using Pythagoras theorem it is an easy matter to nd the lengths of vectors:
In three dimensions where we have v = ai +/j +ck. then |v| = |ai + /j + ck| =
a
2
+ /
2
+ c
2
.
Example: |i j +k| =

(1)
2
+ (1)
2
+ (1)
2
=
3
In two dimensions the length of v = ai + /j is given by [v[ = |ai + /j| =
a
2
+ /
2
.
The Scalar or Dot Product
In the previous section we saw how vectors can be added/subtracted together, and we saw how
to multiply them by scalars. The question naturally arises: is it possible to multiply two vectors
together?
There are two types of vector multiplication that are generally useful-the scalar or dot product
and the vector or cross product. Now for a word of warning. Many of the rules we take for
granted in ordinary arithmetic dont hold when it comes to vector multiplication. When we look
at the vector cross product later this lecture we will see that ab = ba. We will also see that
there is no such thing as vector division-vectors dont have reciprocals! Of course we dont just
multiply vectors for fun-we do it because it has useful applications.
First, consider the scalar product. One modern use of the scalar product is the projection of
a 3D image on a 2D screen and to do it in such a way as to convince the viewer that he/she is
looking at a 3D image.
Given two vectors a and b then we dene their scalar or dot product as
a b = (|a| |b| cos 0)
where 0 is the angle between the two vectors.
Note that a b is a scalar quantity-it is not a vector.
Historically the reason that the scalar product was studied is that in physics the work done by
a force F in moving an object a displacement d is the dot product of force with displacement,
i.e. \ = F d.
From the denition we immediately get the following:
(i) a a = |a|
2
(because the angle between a vector a and itself is 0.)
(ii) If a l b then a b = 0
The dot products of the unit vectors i. j and k.
Given the denition above we see that
i j = j k = k i = 0
and
i i = j j = k k = 1
Properties of the Dot Product
(i) a b = b a the dot product is commutative
(ii) à b = a `b =`(a b) . for any scalar `
(iii) a (b +c) = a b +a c the dot product is distributive
Notice that the expression a (b c) has absolutely no meaning because it is attempting to
form a dot product of vector a with the scalar b c.
The expression a(b c) has a meaning though it is better written as (b c) a. The expression
(b c) a means to multiply vector a by the scalar b c. resulting in a vector having the same or
opposite direction as a and of length: = [b c[ |a| .
Notice how we can use the distributive law to simplify the dot product of two vectors given in
component form: Let a = a
1
i + a
2
j + a
3
k, and b = /
1
i + /
2
j + /
3
k then
a b = (a
1
i + a
2
j + a
3
k) (/
1
i + /
2
j + /
3
k)
= a
1
i (/
1
i + /
2
j + /
3
k) + a
2
j (/
1
i + /
2
j + /
3
k) + a
3
k (/
1
i + /
2
j + /
3
k)
= a
1
i /
1
i + a
2
j /
2
j + a
3
k /
3
k (since i j = j k = i k = 0)
= a
1
/
1
+ a
2
/
2
+ a
3
/
3
(since i i = j j = k k = 1)
This gives a computational formula for evaluating a b = a
1
/
1
+ a
2
/
2
+ a
3
/
3
Example: This next example should convince you that there is no such thing as being able to
cancel out common vectors from a dot product.
Let a = 2i j + 4k. b = i + 2k. and c = 3i. Show a b = a c. Comment.
a b = (2) (1) + (1) (0) + (4) (2) = 6 and a c = (2) (3) + (1) (0) + (4) (0) = 6.
Observe that b = c.
We conclude it is not possible to cancel out vectors (even non-zero vectors) from a dot product
like we can in ordinary arithmetic.
As a geometrical application we use the dot product to nd the angle between two vectors:
cos 0 =
a b
|a| |b|
.
Example: Find the angle between the main diagonal of a cube and the diagonal of a face which
it meets:
This angle will be the same regardless of the size of the cube so lets assume the cube has a side
length equal to 1.
Then the face diagonal a is i +k and the main
diagonal b is i +j +k.
Now a b = (1) (1) + (0) (1) + (1) (1) = 2 and
|a| =

(1)
2
+ (1)
2
=
2 and
|b| =

(1)
2
+ (1)
2
+ (1)
2
=
3 giving
cos 0 =
2
3
from which 0 = 35.26
The dot product provides a very easy way of telling when two vectors are perpendicular.
If a b = 0 then 0 = 90
o
and we write a l b.
Example: Show that the points 1 (2. 1. 3) . Q(4. 2. 5) and 1(3. 3. 1) are the vertices of a
right angled triangle.
1Q =
OQ
O1 = (4i + 2j 5k) (2i +j 3k) = 2i +j 2k
11 =
O1
O1 = (3i + 3j k) (2i +j 3k) = i + 2j + 2k
Q1 =
O1
OQ = (3i + 3j k) (4i + 2j 5k) = i +j + 4k.

and from these it is clear that

1Q
11 = 0 so we conclude the triangle is right angled at 1.

The Vector or Cross Product
This is a way of multiplying two vectors to-
gether which results in a vector. Given two
vectors a = a
1
i + a
2
j + a
3
k, and
b = /
1
i +/
2
j +/
3
k then we dene their vector
or cross product as
a b = (|a| |b| sin0) n
where 0 is the angle between the two vectors,
and ^ n is the unit vector perpendicular to both
a and b, in a right-hand rule direction:
Note: (i) a b = b a
(ii) If 0 = 0
o
then a b = 0
(iii) If 0 = 90
o
then |a b| = |a| |b|
The cross products of the unit coordinate vectors i. j and k.
Given the denition above we see that
i j = k
j k = i
k i = j
and i i = j j = k k = 0
Properties of the Cross Product
(i) a b = (b a) cross product is anti-commutative
(ii) à b = a `b =`(a b) . for any scalar `
(iii) a (b +c) = a b +a c cross product is distributive
(iv) a (b c) = (a b) c (in general) non-associativity of the cross product
So if a = a
1
i + a
2
j + a
3
k, and b = /
1
i + /
2
j + /
3
k then
a b = (a
1
i + a
2
j + a
3
k) (/
1
i + /
2
j + /
3
k)
= (a
1
/
1
) i i+(a
1
/
2
) i j+(a
1
/
3
) i k
+(a
2
/
1
) j i+(a
2
/
2
) j j+(a
2
/
3
) j k
+(a
3
/
1
) k i+(a
3
/
2
) k j+(a
3
/
3
) k k
continuing:
a b = (a
2
/
3
a
3
/
2
) i(a
1
/
3
a
3
/
1
) j+(a
1
/
2
a
2
/
1
) k
=
a
2
a
3
/
2
/
3
a
1
a
3
/
1
/
3
j+
a
1
a
2
/
1
/
2
k
note the in the j term
=
i j k
a
1
a
2
a
3
/
1
/
2
/
3
A geometrical application of the cross-product:

Two vectors a and b. if drawn from the same point, dene a parallelogram:
Now we can determine the area of the parallelogram by breaking it up into two identical triangles.
Area = 2
1
2
base perpendicular height
= |a| |b| sin0
= |a b|
Examples
(a) Let 1. Q. 1 be the points 1 (2. 1. 3) . Q(3. 4. 7) and 1(1. 2. 3). Find the area of the
parallelogram which has 1Q and 11 as adjacent sides.
1Q =
OQ
O1 = (3i + 4j + 7k) (2i +j 3k) = i + 3j + 10k
11 =
O1
O1 = (i 2j + 3k) (2i +j 3k) = i 3j + 6k

So

1Q
11 =
i j k
1 3 10
1 3 6
= i
3 10
3 6
1 10
1 6
+k
1 3
1 3
= ((3) (6) (3) (10)) i ((1) (6) (1) (10)) j + ((1) (3) (1) (3)) k
= 48i 16j
Hence Area =

1Q
11
=

(48)
2
+ (16)
2
= 16
3
2
+ 1 = 16
10.
(b) Find area /Q11 =
1
2
1Q
11
= 8
10.
ENG1091 Vectors
Lecture 2
lines in 3D
Text Reference: 4.3.1
1. Revision of straight lines in two dimensional space
We are all quite familiar with the two-dimensional representation of a line as n = :r+/. (called
its Cartesian equation) where : is the slope and / is the n-intercept. Students should also be
familiar with the point-slope equation of a straight line:
(n n
0
) = :(r r
0
) (1)
Given any two points (r
1
. n
1
) and (r
2
. n
2
) in the r-n plane, we can readily get the equation of
the line passing through these two points by nding the slope : =
(y
1
y
2
)
(x
1
x
2
)
. and using this value
in the equation (1) above. The basic equation of a straight line is unique up to a scalar factor,
regardless of which point is chosen as (r
0
. n
0
) .
It would be natural to try to extend the equation of line in 2D space to 3D space. Perhaps one
might consider . = :
1
r + :
2
n + /. Unfortunately, this does not work, indeed, we will see in a
future lecture that this is actually the Cartesian equation of a plane in three-dimensional space.
2. Equations of straight lines in three dimensional space
In three-dimensional space, the concept of a slope is not so easily dened. Instead of slope, a
straight line will have an orientation associated with it that can be represented as a vector. The
line is then fully dened by a point on the line, say , and an orientation vector, say v. Note
that the magnitude of the orientation vector doesnt actually matter, as long as we travel in the
right direction, we should stay on the line. Working in Cartesian coordinates, we can dene the
point = (a. /. c), by its position vector and v as a vector with components (j. c. r). Then the
position vector

O1 of any point 1 on the line is given by

O1 =

O +
1 where

1 = tv for
some scalar t. We can dene the equation of a line r(t) as:
r(t) =

O1 =
O + tv.
i.e. (r. n. .) = (a. /. c) + t(j. c. r)
This is the vector equation of a line. The variable t. which can take on any real value, is known
as the parametric variable. Breaking this equation up into the three components we obtain the
parametric equations of a straight line:
r(t) = a + jt.
n(t) = / + ct.
.(t) = c + rt.
(Note: students may have actually been introduced to parametric variables when learning
trigonometry. A circle of radius a centred at the origin can be represented by the paramet-
ric equations r = a cos(t) and n = a sin(t), where t can represent the angle from the r-axis.)
If we are given two-points, say (r
1
. n
1
. .
1
) and 1 (r
2
. n
2
. .
2
), then the line between these two
points can be readily found by dening the orientation (direction) vector as the vector from
to 1.
Example1: Dene the (vector and parametric) equation of the line between the points (2. 3. 4)
and 1 (1. 1. 1) .
1 = (i +j +k) (2i + 3j + 4k) = i 2j 3k = v

Equation of line:

O1 =
O + tv =(2i + 3j + 4k) + t (i 2j 3k)

= (2 t) i + (3 2t) j + (4 3t) k
Parametrically:
r(t) = 2 t.
n(t) = 3 2t.
.(t) = 4 3t.
Notice how the parametric variable works. If t = 0. we are at one point, (2. 3. 4) . and if t = 1
we are at the other point, 1 (1. 1. 1) .
Example 2: From the previous example, nd the value of t that denes the point (0. 1. 2) .
Again, any value of t denes some point on the line. The value t = 12 denes the mid-point of
1.
Equate r values: solve 2t = 0 from which t = 2. If this value of t gives matching n and . values
we know the point (0. 1. 2) is on the line. Otherwise the point lies o the line.
With t = 2. n(2) = 3 4 = 1. and .(2) = 4 6 = 2. Therefore we conclude the point
(0. 1. 2) is on the line.
With t = 12. r(
1
2
) = 2
1
2
=
3
2
. n(
1
2
) = 3 1 = 2. and .(
1
2
) = 4
3
2
=
5
2
; so

3
2
. 2.
5
2
is the
midpoint of 1.
Also note, however, that the equation of a line is not unique. The line between the points (2. 3. 4)
and (0. 1. 2) is equivalent to the equation found in the rst example, but the equation looks
dierent: v = ((j 2k) (2i + 3j + 4k)) = 2i 4j 6k
O1 =
O+tv = (2i + 3j + 4k)+t ((j 2k) (2i + 3j + 4k)) = (2 2t) i+(3 4t) j+(4 6t) k
So
r(t) = 2 2t.
n(t) = 3 4t.
.(t) = 4 6t.
The equation looks dierent but is it really?
Finally note that the equation of a line can be manipulated to eliminate the parametric variable,
t. In this form the equation of the line is:
r a
j
=
n /
c
=
. c
r
This is sometimes called the algebraic equation of a straight line. Students should note that
given this form of the equation of a line, we can immediately read o a point on the line and its
orientation vector.
Example 3: Given the relation
r + 2
1
=
n
2
=
. 3
2
nd any two points on the line.
Solution: By examining the general from in the previous equation we see r = 2. n = 0. . = 3
is one such point (equate each numerator to zero).
Now of course the choice of zero is completely arbitrary; we can of course equate each fraction
to 1 (or any real number)
we do this: r + 2
1
= 1 giving r = 1
n
2
= 1 giving n = 2
. 3
2
= 1 giving . = 5
Thus the point (1. 2. 5) is also on the line.
Importantly, a direction vector for the line can also be read o namely: v = i 2j + 2k. This
choice of v is unique up to scalar multiplication, (i.e. the only other direction vectors for this
line are non-zero scalar multiples of i 2j + 2k).
We have a problem if the orientation vector is parallel to any of the axes. In such a case j. c
or r would be equal to zero. For that reason it is best to initially work with the parametric
representation and then nd the algebraic form.
After understanding the basic principles of lines, more sophisticated problems can be attempted.
Example 4: Find the minimum distance between the point 1 (1. 2. 3) and the line dened by
r + 2
1
=
n
2
=
. 3
2
Which point on the line is closest to the point 1 (1. 2. 3)?
Solution: A point on the line is (2. 0. 3) and a direction vector for the line is v = i 2j +2k.
The point 1 (1. 2. 3) is not on the line. (Check this.)
The shortest distance between the point 1 and the line is
d =

sin0
=
1 v
|v|
; (draw a diagram)
Now

1 = (i + 2j + 3k) (2i + 3k) = 3i + 2j and

1 v
i j k
3 2 0
1 2 2
= 4i 6j 8k.
The shortest distance is thus
d =
|4i 6j 8k|
|i 2j + 2k|
=
16 + 36 + 64
3
=
2
29
3
.
The closest point to 1
Solution
Converting the equation of the line into parametric form we have:
r = 2 + t n = 2t . = 3 + 2t
So a general point on the line is 1 (2 + t. 2t. 3 + 2t)
Hence

11 =
O1
O1 = (3 + t) i + (2 2t) j + 2tk
[Key step!!] The closest point 1 on the line must satisfy

11 v = 0.
Now
11 v = (3 + t) (1) + (2 2t) (2) + 2t (2)

= 1 + 9t
= 0 when t =
1
9
.
Hence the closest point is 1 (2 + t. 2t. 3 + 2t) when t =
1
9
The closest point is

2
1
9
.
2
9
. 3
2
9
19
9
.
2
9
.
25
9

ENG1091 Vectors
Lecture 3
planes in 3D
1. Planes in three-dimensional space
When dening a straight line in three-dimensional space, we needed a point on the line and an
orientation vector.
To dene a plane in three-dimensional space, we need a point in the plane and a normal vector,
to the plane. Here n is the normal to the plane. For our immediate purpose, the magnitude of
n is not important, only its direction.
So lets assume that we have some point on the plane which we label (a. /. c) and we have a
normal vector n = ji +cj +rk. We take a general point on the plane 1 (r. n. .) . Now the vector
1 lies in the plane and hence is normal to n.

Thus

1 n = 0.
This equation is the Cartesian equation of the plane
Explicitly this becomes (r a) j+(n /) c+(. c) r = 0. which can be simplied to the general
form:
r + 1n + C. = 1.
Example 1: Find the equation of the plane that contains the point (2. 2. 3) and is normal to
the vector '1. 1. 2` .
Solution:

1 = 'r. n. .` '2. 2. 3` = 'r 2. n 2. . 3`
1 n = 'r 2. n 2. . 3` '1. 1. 2` = r 6 + n + 2.
Hence the equation of the plane is r 6 + n + 2. = 0 or r + n + 2. = 6
Example 2: Find the equation of the plane going through the points (1. 0. 4) . (2. 5. 0) .
(2. 2. 1) .
Solution: Label the points (1. 0. 4) . 1 (2. 5. 0) .and C (2. 2. 1) . A normal vector n is given
by n =
C.
Now

1 = '2. 5. 0` '1. 0. 4` = '3. 5. 4` and

C = '2. 2. 1` '1. 0. 4` = '3. 2. 5` .
Thus n =
i j k
3 5 4
3 2 5
= i
5 4
2 5
3 4
3 5
+k
3 5
3 2
= 17i + 3j 9k.
Now

1 = 'r. n. .` '1. 0. 4` = 'r + 1. n. . 4` and
1 n = 'r + 1. n. . 4` '17. 3. 9` = 0
that is 17r 17 + 3n 9. + 36 = 0
giving the equation of the plane as 17r 3n + 9. = 19.
We should check that all three points satisfy the planes equation:
(1. 0. 4) : 17r 3n + 9. = 17 + 36 = 19 X
1 (2. 5. 0) : 17r 3n + 9. = 34 15 = 19 X
C (2. 2. 1) : 17r 3n + 9. = 34 6 9 = 19. X
There are two observations that can be made. Firstly, the equation of a plane in three-dimensional
space is unique (up to multiplication by a scalar constant). Secondly, parallel planes have the
same normal vector and hence will only dier by the constant 1.
Example 3: Find the minimum distance between the parallel planes 2r + 3n . = 6 and
2r + 3n . = 0.
Let 1 (r
1
. n
1
. .
1
) be any point in the plane 2r + 3n . = 6 and
Q(r
2
. n
2
. .
2
) be any point in the plane 2r + 3n . = 0. [Notice that the equations of the planes
are arranged so that they have identical coecients. Rearrange the equations if necessary-this
is important for what comes next.]
The distance between two parallel planes with normal n is then (diagram)
d =

1Q
cos 0 =

1Q n
|n|
=
OQ
O1
n
|n|
=

OQ n
O1 n
|n|
however

OQ n = 2r
2
+ 3n
2
.
2
= 0 and similarly

O1 n = 2r
1
+ 3n
1
.
1
= 6.
Thus (and taking absolute value since we seek a distance):
d =
0 6
2
2
+ 3
2
+ (1)
2
=
6
14
2. Lines and Planes
Combining the knowledge of lines, planes and basic vector operations allows for a wide range of
problems to be addressed in three-dimensional space. For example, we can nd:
the minimum distance from a point to a plane,
the minimum distance from a point to line,
the angle between two intersecting planes,
the minimum distance between two non-intersecting lines.
Example 4: Find the line dened by the intersection of the planes r+n+. = 2 and r+2n = 4
and the angle of intersection.
Solution: A direction vector of the line of intersection is easily found: it is normal to both
i +j +k and i + 2j and hence could be obtained using the cross product. To nd the equation
of the line of intersection is best done using Gauss elimination (next lecture).
A direction vector is
i j k
1 1 1
1 2 0
= 2i + j 3k. (Of course any non-zero scalar multiple of

this is also a direction vector.)
The angle between two planes is dened as being the angle between its normals (diagram).
(i +j +k) (i + 2j) = 1 + 2 = 1
|(i +j +k)| =

(1)
2
+ 1
2
+ 1
2
=
3 and |(i + 2j)| =
5
The angle 0 between the planes is then given by cos 0 =
1
p
3
p
5
. hence 0 = 75.04
.
3. Parametric representation of a plane
Recall that straight lines have parametric equations giving r. n. . as function of one parametric
variable (usually t). Planes have parametric equations where r. n. . are given as functions of two
parametric variables (usually n and ).
Suppose we know a point 1
0
(a. /. c) in the plane and two non-parallel direction vectors
w
1
= ji + cj + rk. and w
2
= |i + :j + :k also in the plane: (diagram):
w
1
r(x,y,z) vw
2
w
2
O
uw
1
P
0
Let r = ri + nj + .k denote the position vector of an general point 1 (r. n. .) in the plane, so
that r =
O1
0
+ nw
1
+ w
2
where n. are any scalars (parameters).
This gives r (r. n. .) = 'a. /. c` + n'j. c. r` + '|. :. :` and hence
r(n. ) = a + jn + |.
n (n. ) = / + cn + :.
. (n. ) = c + rn + :.
Theses 3 equations are the parametric equations of a plane. The fact that two parameters (n
and ) are needed to describe it indicates that a plane is a 2 dimensional surface.
In more advanced mathematics (i.e. 2nd level maths), it will be imperative to represent surfaces
parametrically.
Example 5: Find a parametric representation of the plane going through the points (1. 0. 4) . (2. 5. 0)
and (2. 2. 1) .
Solution: label the points 1 (1. 0. 4) . Q(2. 5. 0) and 1(2. 2. 1) .
Now a choice for w
1
is

1Q = '2. 5. 0` '1. 0. 4` = '3. 5. 4`
and a choice for w
2
is

11 = '2. 2. 1` '1. 0. 4` = '3. 2. 5` .
Check that these are non-parallel X. (Otherwise the three points are collinear and the ques-
tion cannot be answered properly-there will be an innite number of planes.)
In vector form the parametric equations are
r = (1. 0. 4) + n(3. 5. 4) + (3. 2. 5)
= (1 + 3n + 3. 5n + 2. 4 4n 5)
Hence
r(n. ) = 1 + 3n + 3.
n (n. ) = 5n + 2.
. (n. ) = 4 4n 5.
ENG1091 Systems of Linear Equations
Lecture 4
echelon form Gauss elimination
Text Reference: 5.5
Our object in this lecture is to solve a system of equations like
2r + n + . + n = 4
4r + n + 3. + 2n = 7
2r + . n = 9.
Such a system is called linear because each of the equations on the left hand side is a linear
function of the unknown variables r. n. . and n. Simple linear systems of 2 or 3 variables
are commonly encountered in secondary school and is instructive to view an example before
discussing a more general procedure.
Suppose we wish to solve a system like
r + 2n = 3 (1)
2r 3n = 8 (2)
One way to proceed is to multiply equation 1 by 2 and subtract this from equation 2:
r + 2n = 3 (1)
7n = 14 (2(a))
The reason why this is eective is that one of the variables is eliminated. Equation (2a) is now
easily solved giving n = 2. and substituting this into equation 1 we nd r = 1. Geometrically,
the equations r +2n = 3 and 2r 3n = 8 represent two straight lines in the r n plane which
intersect at the point (1. 2).
The important point is that both of the systems
r + 2n = 3
2r 3n = 8
and
r + 2n = 3
7n = 14
have identical
solutions. Think about the operations we could perform on the two original equations.
We could
interchange the two equations
multiply either equation by any number we choose except zero, and
add a multiple of one equation to the other.
Now performing any of these operations without thinking is not guaranteed to be eective but
at least we are assured that the resulting system of equations has an identical set of solutions.
Notice that the names of the variables is irrelevant: solving
r + 2n = 3
2r 3n = 8
is exactly the same
as solving the system
n + 2 = 3
2n 3 = 8
. only the coecients are important.
1. The rst step in solving a linear system is to write the system in augmented matrix form.
This is a way of writing the system using only the coecients.
For example we write the system
2r + n + . + n 4 = 0
4r + n + 3. + 2n = 7
2r + . n = 9
as
2 1 1 1
4 1 3 2
2 0 1 1
4
7
9
.
Notice each equation is written as a single row and that coecients belonging to the same variable
are written directly underneath each other. (Equation 3, which appears to have no n. has in fact
a ncoecient of zero.) Each constant term must be placed on the right hand side of the equals
sign (the 4 becomes +4 on the right hand side of equation 1) and the vertical partition is
used to separate the left hand side from the right hand side. (Think of it as replacing all of the
equals signs.)
Example: Write the system
r + : + 2t = 0
2r 3t = 1
6: 5t = 0
in augmented matrix form.
Solution:
1 1 2
2 0 3
0 6 5
0
1
0
.
2. Gaussian elimination
Gaussian elimination is a systematic method of solving linear equations by rst reducing the
corresponding system into an equivalent system, called row echelon form, where the unknowns
can be calculated by back substitution.
Example: Given the system
r + : + 2t = 0
: 3t = 1
5t = 5
nd solutions to each of the variables
using back substitution.
Solution: t =
5
5
= 1 : = 1 + 3t
= 2
r = 2t :
= 2 + 2
= 4
The system of equations in the last example has the augmented matrix
1 1 2
0 1 3
0 0 5
0
1
5
and
which is one that is already in row echelon form. We saw how easy it is to nd solutions of
systems in this form.
Denition: A matrix is in row echelon form when
the leading (non-zero) coecient of each row (called the pivot entry) has zeros below
it, and
the pivot entries of following rows are located in columns further to the right.
any rows which have no pivot (and therefore consist entirely of zeros) must come last.
Example: Given the following partitioned matrices, choose those which are in row echelon form:
A.
1 1 2
1 1 13
0 0 1
0
1
5
B.
1 0 2 0
0 1 3 0
0 0 0 1
2
1
10
C.
1 0 0
0 1 0
0 0 1
0
1
5
no yes yes
D.
2 1 2
0 3 3
0 0 2
0
6
5
E.
1 1 2
0 3 13
0 0 0
0
1
5
F.
1 0 0 0
0 1 1 0
1 0 0 1
0
0
0
yes yes no
G.
1 2 0 1 3 1
0 0 0 1 2 3
0 0 0 0 0 1
0
1
5
yes
To obtain the equivalent row echelon form of a system we apply a sequence of the three elementary
row operations on the augmented matrix. As discussed above these row operations do not change
the solution set of the corresponding system of linear equations.
The three elementary row operations are:
Interchanging two rows
Multiplying a row by a non-zero scalar
Adding to one row a multiple of another
2. Row echelon forms
To reduce a matrix row echelon form systematically we follow these steps:
1. Locate the left-most column that doesnt consist entirely of zeros.
2. Ensure that the top entry of this column is a non-zero entry. If necessary, interchange top
row with another row to achieve this.
3. Multiply this top row by the appropriate constant so that the rst non-zero entry of this
row is 1. This entry is the pivot for that column. (It is not absolutely necessary that the
value of each pivot be 1 but this is certainly the most convenient value to have. As an
alternative to multiplying each row by a constant we can add/subtract multiples of other
rows to obtain a 1.)
4. Add a suitable multiple of this rst row to each row below, so that all entries below this
pivot are 0.
5. Consider the submatrix obtained by removing the top row, and apply to this matrix steps
1 to 4.
Repeat steps 1-5 until the next submatrix under consideration has no rows left.
Example: Reduce the following matrix to row echelon form:
0 0 2 0 12
3 6 15 9 42
2 4 5 6 1
Solution:
0 0 2 0 12
3 6 15 9 42
2 4 5 6 1
1
3
R
2
R
2
R
1
R
2
1 2 5 3 14
0 0 2 0 12
2 4 5 6 1
R
3
2R
1
R
3
1 2 5 3 14
0 0 2 0 12
0 0 5 0 29
1
2
R
2
R
2
1 2 5 3 14
0 0 1 0 6
0 0 5 0 29
R
3
5R
2
R
3
1 2 5 3 14
0 0 1 0 6
0 0 0 0 1
row echelon form

Exercise: Find a row echelon form of the matrix
1 0 1 0
2 1 0 8
0 1 2 0
1 1 2 6
Solution:
1 0 1 0
2 1 0 8
0 1 2 0
1 1 2 6
R
2
2R
1
R
2
R
4
R
1
R
4
1 0 1 0
0 1 2 8
0 1 2 0
0 1 1 6
R
3
R
2
R
3
R
4
+ R
3
R
4
1 0 1 0
0 1 2 8
0 0 4 8
0 0 1 2

1
4
R
3
R
3
1 0 1 0
0 1 2 8
0 0 1 2
0 0 1 2
R
4
R
3
R
4
1 0 1 0
0 1 2 8
0 0 1 2
0 0 0 0
row echelon form

3. Solving a system using Gaussian elimination: To solve the system
r + 3n + 2. = 1
2r + 7n + 3. = 2
3r 10n 6. = 5
1. we write the augmented matrix:
1 3 2
2 7 3
3 10 6
1
2
5
2. by performing appropriate row operations we nd an equivalent row echelon form:

R
2
2R
1
R
2
R
3
+ 3R
1
R
3
1 3 2
0 1 1
0 1 0
1
0
2
R
3
+R
2
R
3
1 3 2
0 1 1
0 0 1
1
0
2
(1)R
3
R
3
1 3 2
0 1 1
0 0 1
1
0
2
3. Use back substitution to nd the values of the unknowns, in this case:

. = 2. n = . = 2 and r = 1 2. 3n = 1 4 6 = 9
So the three planes intersect in a single point: r = 9. n = 2. . = 2.
Note: The pivot in a column does not need to be equal to 1 any non-zero number would do.
Exercise:
Solve the systems:
(a)
2a 2/ + 3c = 1
2a 2/ + c = 1
a + / c = 3
ANS: Solution is: a =
5
2
. / =
11
2
. c = 5
(b)
r + : + 2t = 0
2r + 4: 3t = 1
3r + 6: 5t = 0
ANS: Solution is: r = 17. : = 11. t = 3
Example: Find a vector equation for the line which forms the solution set of r + n . = 3
2r + n + 2. = 1
(You will recall an example similar to this at the end of lecture 3.)
Writing the augmented matrix of this system and taking the system to row echelon form:
1 1 1
2 1 2
3
1
R
2
2R
1
R
2
1 1 1
0 1 4
3
5
(1)R
2
R
2
1 1 1
0 1 4
3
5
Here is a system of equations with an innite solution set.

Notice that the pivot entries correspond to variables r and n.
1 1 1
0 1 4
3
5
The non-pivot variable, .. is said to be free and is set equal to a parameter t.

Let . = t
n 4. = 5 hence n = 5 + 4. = 5 + 4t
r + n . = 3 hence r = 3 + . n = 2 3t
....parametric form
The solution can be written in vector form as
(r. n. .) = (2 3t. 5 + 4t. t) = (2. 5. 0) + t (3. 4. 1)
or in algebraic form:
r + 2
3
=
n 5
4
=
. 0
1
.
This shows that the solution is a straight line passing through the point (2. 5. 0) and with
direction vector3i + 4j +k.
Example: (from the previous lecture) Find an equation of the line of intersection of the
planes r + n + . = 2 and r + 2n = 4.
Augmented matrix:
1 1 1
1 2 0
2
4
R
2
+ R
1
R
2
1 1 1
0 3 1
2
6
(now in echelon form)

. is free, n = 2
1
3
.. r = 2 + . + n =
2
3
.
set . = 3t. n = 2 t. r = 2t and hence (r. n. .) = (0. 2. 0) + t (2. 1. 3) . (Compare with the
direction vector found in that example.)
ENG1091 Consistency of Linear Equations
Lecture 5
no solution case innite solution case
Text Reference: 5.6
The equation systems given in the last lecture were rather special in the sense that they all had
solutions.
An example of this is the equation system
r + 2n = 3
2r 3n = 8
. which consists of two straight lines
intersecting in the point (1. 2).
But of course straight lines do not always intersect. The equation system
r + 2n = 3
2r + 4n = 1
represents
two parallel straight lines and has no solution.
The question is how can we do this systematically:
How do we use Gauss elimination to recognise when a system of
equations has no solution.
Notice what happens when we employ Gauss elimination to solve the system of equations like
r + 2n = 3
2r + 4n = 1
Augmented matrix:
1 2
2 4
3
1
Converting to row echelon form: (one step only),
1 2
0 0
3
5
.
Notice that in the last row all entries left of the partition are zero, and that there is a non zero
number to the right of the partition. Since it is impossible for 0r + 0n = 5 we know that the
system has no solution.
Denition: A linear system of equations without solution is called inconsistent.
Now of course the previous example didnt need Gauss elimination to demonstrate its inconsis-
tency. However, a system of 3 equations in 3 unknowns (represented by three planes in space) is
rather more complex. A 3 3 system of equations will be inconsistent if either
the three planes are parallel
two planes are parallel and are intersected by the third,
neither of the planes is parallel but each pair of planes intersects in a line parallel to the
others.
Geometrically the situation for higher dimensions (3 unknowns) is even more complex still but
algebraically very easy to sort out provided we apply Gauss elimination.
The great advantage of Gauss elimination is that it takes the guess work out of equation manip-
ulation by being systematic. We can tell whether equations are inconsistent or not by using the
following very simple test:
When the augmented matrix corresponding to a system of inconsistent equations
is converted into a row echelon form, there will be at least one row where
all entries left of the partition are zero and there is a non-zero entry to the right
of the partition.
To put it another way, the row echelon form of an inconsistent linear system will have a row of
type

0 0 0 0

+

where + is some non-zero number.
Moreover, the test is completely diagnostic: if no such row exists then the equation system must
have solutions.
Example: The following partitioned matrices are row echelon forms corresponding to various
systems of linear equations. Which linear systems are inconsistent?
A.
1 1 2
0 1 13
0 0 0
0
1
5
B.
1 0 2 0
0 1 3 0
0 0 0 0
2
1
0
C.
1 1 3
0 2 1
0 0 0
0 0 0
0
4
1
0
D.
2 1 2
0 0 0
0 0 0
1
0
0
E.
1 0 2
0 2 0
0 0 0
0
1
0
F.
1 0 0 0
0 1 1 0
0 0 0 1
0
0
0
G.
1 2 0 1 3 1
0 0 0 1 2 3
0 0 0 0 0 0
0
1
5
Example: Show that the following system of equations is inconsistent by forming its augmented
matrix and then using row operations convert it to a matrix in row echelon form:
r + 2. = 1
n . = 0
r + n + . = 2
Solution
Augmented matrix:
1 0 2
0 1 1
1 1 1
1
0
2
(not in echelon from)

R
3
R
1
R
3
1 0 2
0 1 1
0 1 1
1
0
1
R
3
R
2
R
3
1 0 2
0 1 1
0 0 0
1
0
1
The shaded row indicates inconsistency.

What is the geometric interpretation of this inconsistent system?
Answer: Since none of the three planes are parallel (why?) we conclude that each pair of planes
intersects in a line parallel to the others.
[Examine the normal vectors (1. 0. 2) . (0. 1. 1) . (1. 1. 1) . Since no two of these is parallel neither
is there a pair of parallel planes.]
A system of linear equations that does not have solutions is said to be inconsistent, so obviously
a consistent system is one that does have solutions.
Now we encounter a remarkable fact: either a consistent linear system has a unique solution
(exactly one solution for each of the unknowns) or else it possesses innitely many! To put it
another way, if a linear system of equations is known to have two dierent solutions (say) then
that system must have innitely many solutions.
2. Systems with innitely many solutions:
The augmented matrix of the system
r 3n + . = 1
2r 6n + 3. = 4
r + 3n = 1
reduces to the following equivalent row-echelon form:
Working: Augmented matrix:
1 3 1
2 6 3
1 3 0
1
4
1
R
2
2R
1
R
2
R
3
+ R
1
R
3
1 3 1
0 0 1
0 0 1
1
2
2
R
3
R
2
R
3
1 3 1
0 0 1
0 0 0
1
2
0
row echelon form:
1 3 1
0 0 1
0 0 0
1
2
0
The echelon form matrix gives us all the information concerning the original system. First of all
we notice there is no row of the type

0 0 0 0

+

where + is non-zero, so we know
that the system has solutions.
The third row is entirely zero and in eect is totally redundant. We ignore rows that consist
entirely of zeros.
From 2nd row we have . = 2.
Solving the rst row for r we have r = 1 . + 3n = 1 + 3n (since . = 2).
So . = 2 and r = 1 + 3n where the choice for n is completely arbitrary. There are innitely
many solutions, one for each value of n.
It is customary to assign a parameter to the free variable n. We can then write the solution set
as n = t. r = 1 + 3t. . = 2. where t is arbitrary.
What is the graphical interpretation of this consistent system?
Answer: The three planes r 3n + . = 1. 2r 6n + 3. = 4. and r + 3n = 1 intersect
in a straight line in 3D space. This line has a vector equation (r. n. .) = (1 + 3t. t. 2) =
(1. 0. 2)+t (3. 1. 0) . and therefore passes through the point (1. 0. 2) and points in the direction
of the vector 3i +j + 0k.
Example: Solve the 3 4 system of linear equations:
2r + n + . + n = 4
4r + n + 3. + 2n = 7
2r + 2n + . n = 9
Solution:
We write the system in augmented matrix form and use elementary row operations to convert
the system to an equivalent one in echelon form. (Gauss elimination.)
Augmented matrix:
[ [ /] =
2 1 1 1
4 1 3 2
2 2 1 1
4
7
9
2 1 1 1
4 1 3 2
2 2 1 1
4
7
9
R
2
2R
1
R
2
2 1 1 1
0 1 1 0
2 2 1 1
4
1
9
R
3
+ R
1
R
3
2 1 1 1
0 1 1 0
0 3 2 0
4
1
13
R
3
+ 3R
2
R
3
2 1 1 1
0 1 1 0
0 0 5 0
4
1
10
This time the pivot variables are r. n and . (since the pivot entries occur in columns 1,2, and 3,
corresponding to the variables r. n. .).
The free variable is n.
n = free = t (say)
from row 3: 5. = 10 ) . = 2
from row 2: n + . = 1 ) n = . + 1 = 3
from row 1: 2r + n + . + n = 4 ) r = 2
1
2
.
1
2
n
1
2
n =
1
2

1
2
t
Writing the solutions in vector form:
'r. n. .. n` =

1
2

1
2
t. 3. 2. t
=

1
2
. 3. 2. 0

+ t

1
2
. 0. 0. 1

.
Exercise:
The row echelon form of a system with unknowns r. :. t. and n. is
1 1 0 1
0 0 1 1
0 0 0 0
0 0 0 0
1
1
0
0
Describe the solutions of the system.

ANS: innite number of solutions with : and n free t = 1 n. r = 1 t :
) (r. :. t. n) = (1 t :. :. 1 n. n) where :. n are arbitrary.
Exercises: Solve the following systems of linear equations:
(a)
r n 2. = 3
r + 2n . = 0
2r n + . = 5
r n . = 3
ANS: unique solution r = 2. n = 1. . = 0
(b)
r + n + . = 2
r n + . = 1
2r + 2. = 4
ANS: no solution
(c)
a + / + c + 2d + c = 0
a c + d c = 1
2/ + c d 2c = 1
ANS: innite solution set where d and c are free.
Solving for a. /. c we get a = 2 + 6d + 3c. / = 1 3d. c = 3 + 7d + 2c
i.e. (a. /. c. d. c) = (2 + 6d + 3c. 1 3d. 3 + 7d + 2c. d. c)
= (2. 1. 3. 0. 0) + (6d. 3d. 7d. d. 0) + (3c. 0. 2c. 0. c)
= (2. 1. 3. 0. 0) + d (6. 3. 7. 1. 0) + c (3. 0. 2. 0. 1)
showing that the solution set is a plane in 5D space
ENG1091 Matrices
Lecture 6
matrices matrix arithmetic
Text Reference: 5.1-5.2
A matrix is a rectangular arrangement of numbers or variables, which can be either real or
complex, enclosed in square brackets. It is usual to denote matrices using capital letters. For
example:
=
2
3
4
5 0
7

2 1
0.18 7 20 78
. 1 =
1 2 3
4 5
is not a matrix
A matrix has rows, running left to right, and columns running form top to bottom.
The matrix has three rows and four columns and consists of 12 entries.
A matrix with : rows and : columns is called a : : matrix; the matrix in the
example is a 3 4 matrix.
The position of each entry is determined by the column and row numbers. We use
subindices to indicate this, for example,
a
24
is the entry in row 2 , column 4. In matrix . a
24
= 1.
a
13
is the entry in row 1 , column 3. In matrix . a
13
= 5.
We use the notation = [a
ij
] to indicate that is a matrix (hence the square brackets) whose
entries are generically indicated as a
ij
. The notation = [a
ij
]
mn
means that is an : :
matrix.
Some special matrices
1. A 1 : matrix is a row matrix or row vector, e.g.

1 2 4 3

is a 1 4 row vector.
2. An :1 matrix is a column matrix or column vector; e.g.
x =
1
2
3
is a 3 1 column vector. Column matrices are usually identied with ordinary vectors and
for this reason it is common to use lower case boldface letters to denote them.
3. A matrix with the same number of rows and columns is called a square matrix; e.g.
1 3
2 4
is a 2 2 matrix
4. A zero or null matrix contains all zero entries. That is 0 = [0
ij
] where 0
ij
= 0 for all i and
,.
Operations with matrices
1. Addition and subtraction
Addition and subtraction are possible only between matrices of the same order. These
are performed by adding or subtracting the corresponding entries respectively.
Example:

1 1
3 5
4 8
7 12
6 1
3 5
8 11
9 6
7 13
The addition of matrices is commutative i.e. + 1 = 1 + .

2. Multiplication by scalars
Given a matrix and a number /. the multiplication of by the scalar / and is obtained
by multiplying each entry of by /.
For example let / = 3 and =
1 1
3 5
4 8
, then 3 = 3
1 1
3 5
4 8
3 3
9 15
12 24
Note that subtraction can be expressed in terms of a scalar product (/ = 1) and an

addition: 1 = + (1)
For any matrix . = 0.
3. Multiplication
Two matrices and 1 can be multiplied together only when the number of columns in
equals the number of rows in 1. To nd the i, entry in the product 1 we multiply
the entries along the i
th
row of pairwise with entries on the ,
th
column of 1 and then
add:
=
1 1
3 5
4 8
, 1 =
1 1 3
2 4 2
, C =
1
2
3
(a)
1 =
1 1
3 5
4 8
1 1 3
2 4 2
1 1 +1 2 1 1 +1 4 1 3 +1 2
3 1 + 5 2 3 1 + 5 4 3 3 + 5 2
4 1 + 8 2 4 1 + 8 4 4 3 + 8 2
1 5 5
13 17 1
12 36 28
(b) C is not dened

(c)
1 =
1 1 3
2 4 2
1 1
3 5
4 8
1 1 +1 3 + 3 4 1 1 +1 5 + 3 8
2 1 + 4 3 +2 4 2 1 + 4 5 +2 8
14 18
22 2

This example demonstrates something very important: matrix multiplication is not usually
commutative, i.e. 1 = 1 in general.
In fact 1 and 1 need not be of the same order, or even if one product 1 is dened,
the other product, 1. need not be.
In general if = [a
ij
]
mp
and 1 = [/
ij
]
pn
then 1 is dened and 1 = C = [c
ij
]
mn
where c
ij
= a
i1
/
1j
+ a
i2
/
2j
+ + a
ip
/
pj
=
p
k=1
a
ik
/
kj
.
To illustrate:
. . . . . . . . . . . .
. . . . . . . . . . . .
. . . c
ij
. . . . . .
. . . . . . . . . . . .
mn
=
. . . . . . . . . . . .
. . . . . . . . . . . .
a
i1
a
i2
. . . a
ip
. . . . . . . . . . . .
mp
. . . /
1j
. . . . . .
. . . /
2j
. . . . . .
. . . . . . . . . . . .
. . . /
pj
. . . . . .
pn
=
. . . . . . . . . . . .
. . . . . . . . . . . .
. . . a
i1
/
1j
+ a
i2
/
2j
+ + a
ip
/
pj
. . . . . .
. . . . . . . . . . . .
So c
ij
= a
i1
/
1j
+ a
i2
/
2j
+ + a
ip
/
pj
=
p
k=1
a
ik
/
kj
4. Examples:
2 3
1 5
2 2
1 2
2 3
2 2 = 2 2
1 2 3
4 5 6
1 1 3
0 2 1
3 5 4
2 3 3 3 = 2 3
=
2 (1) + 3 (2) 2 (2) + 3 (3)

1 (1) + 5 (2) 1 (2) + 5 (3)
1 + 9 1 4 + 15 3 + 2 + 12
4 + 18 4 + 10 + 30 12 5 + 24
8 13
9 13
8 12 17
22 36 7

5. Important:
We stress again that to be able to perform the matrix product 1 there is a size
restriction:
the number of columns in (the matrix on the left) must equal the number of rows
in 1 (the second matrix in the product). We then say that 1 is dened.
If is a :j matrix, and 1 is a j : matrix, then 1 is a :: matrix.
6. Properties of matrix multiplication
If . 1. and C are matrices of appropriate sizes, and / is a scalar then:
(1 + C) = 1 + C
(1 + C) = 1 + C
(1)C = (1C)
/(1) = (/)1 = (/1)
1 = 1 in general.
Exercises
1. Find the following product of matrices
2 1
3 5
3 1
2 4
4 2
19 23
2. The product in the reverse order, although possible, leads to a dierent matrix:
3 1
2 4
2 1
3 5
9 2
16 18
3. Given
=
1 3
1 2
. 1 =
0
7
8
. C =
2 4 6
8 10 12
. 1 =
9 8 7 6
5 4 3 2
1 0 9 8
determine which of the following are dened and give their sizes (orders).
(a) 1 not dened
(b) C 2 3
(c) C1 2 4
(d) 1 not dened
(e) 1C not dened
(f) C1 2 1
(g) 1C not dened
(h) (C)1 2 4
(i) (C1) 2 4
ENG1091 Matrices
Lecture 7
transpose matrix inverses
Text Reference: 5.4
The transpose of a matrix
The transpose of a matrix is obtained by interchanging its rows and columns. That is, the entries
of the i
th
row become the entries of the i
th
column.
So, if is a :: matrix, then its transpose, denoted
T
, is a : : matrix.
Example:
Let be the 3 2 matrix
1 3
2 4
5 8
.
Then
T
is the 2 3 matrix:
T
=
1 3
2 4
5 8
T
=
1 2 5
3 4 8
.
Transpose of a product
If and 1 are such that 1 is dened then (1)
T
= 1
T
T
.
In words: the transpose of a matrix product is equal to the product of individual transposes
taken in the reverse order.
First we illustrate this with an example.
Let
=
1 2
3 0
. 1 =
2 1 4
0 1 3
we have
1 =
1 2
3 0
2 1 4
0 1 3
2 3 2
6 3 12
so that
(1)
T
=
2 3 2
6 3 12
T
=
2 6
3 3
2 12
On the other hand

1
T
T
=
2 0
1 1
4 3
1 3
2 0
2 6
3 3
2 12
Now we give a proof to show why (1)

T
= 1
T
T
is always true.
Let = [a
ij
]
mp
and 1 = [/
ij
]
pn
.
Then 1 is an :: matrix and for any i = 1. .... : and , = 1. .... : we have
(1)
ij
= a
i1
/
1j
+ a
i2
/
2j
+ + a
ip
/
pj
=
p
k=1
a
ik
/
kj
.
Now the (i. ,) entry of (1)
T
is the the (,. i) entry of (1); this is found by swapping
i: and ,: in the formula for (1)
i;j
:
(1)
T
i;j
=
p
k=1
a
jk
/
ki
= a
j1
/
1i
+ a
i2
/
2i
+ + a
jp
/
pi
= /
1i
a
j1
+ /
2i
a
j2
+ + /
pi
a
jp
=
p
k=1
/
ki
a
jk
= the sum of products found by multiplying, term by term, the
i
th
row of 1
T
with the ,
th
column of
T
and this is the (i. ,)
entry of 1
T
Special matrices
Some types of matrices that are particularly important are given below. This list is not exhaus-
tive.
A symmetric matrix is one which is equal to its transpose: e.g.
1 2 3
2 4 5
3 5 6
Diagonal matrices are square matrices where any non-zero entries occur on the main diag-
onal: e.g.
1 0 0
0 2 0
0 0 0
Identity matrices are square matrices where the main diagonal entries are all 1s. For
example 1
2
=
1 0
0 1
, 1
3
=
1 0 0
0 1 0
0 0 1
.
If the size of the identity matrix can be understood from the context, or is irrelevant, the
symbol 1 is used.
If is a square matrix and 1 is the identity matrix the same size as . then 1 = 1 = .
Identity matrices play a role analogous to the number 1 in ordinary arithmetic.
The inverse of a matrix
Denition: The inverse of a square : : matrix A is an : : matrix 1. (if one exists),
such that 1 = 1 = 1 where 1 is the : : identity matrix.
Note: If such a 1 exists it is unique and we write it as
1
.
Warning:
1
does not mean
1
A
.
If has an inverse, then we say that matrix is invertible or non-singular.
We can calculate
1
by forming the augmented matrix consisting of and 1. the identity
matrix. We then apply a systematic sequence of row operations until, if possible, becomes 1.
In the process, (in other words apply exactly the same sequence of row operations to 1). 1 will
have become
1
.
Schematically: [ [ 1]
row operations
!
1 [
1
Recall that elementary row operations are:

1. Interchanging two rows.
2. Multiplying a row by a non-zero scalar.
3. Adding to one row a multiple of another.
STAGE 1: Forward elimination process
1. Let C = [ [ 1] .
2.
If there is a stage where C has a column consisting entirely of zeros, we stop immediately:
has no inverse.
3. Ensure that the top left entry of C is a non-zero entry, which we will label as a. (If necessary,
interchange the top row with another row to achieve this.)
4. Multiply this row by
1
a
so that the rst non-zero entry of this row is 1. This entry is the
pivot for that column. (Alternatively this can sometimes be aected by row interchange.)
5. Add a suitable multiple of this rst row to the rows below row so that all entries in the
column below the pivot become 0.
If there is a stage where there the sub-matrix of C left of the partition has a row consisting
entirely of zeros, we stop immediately: the matrix has no inverse.
6. Consider the submatrix of C found by removing its 1st row and 1st column, regard this
as a new matrix C. Repeat steps 2-6 until the next submatrix under consideration has no
rows left.
7. Provided the algorithm has not been exited at steps 2 or 5 the full matrix is now in echelon
form. The pivots are all 1 and located on the main diagonal of the matrix left of the
partition.
STAGE 2: Backward elimination process
1. Notice that all pivots are 1 and are located on the main diagonal of the matrix left of the
partition. Locate the row containing the right-most pivot, (which must be in the bottom
row).
2. Add suitable multiples of this row to the rows above so that all entries in the column above
become 0.
3. Locate the next pivot by moving up the diagonal and repeat steps 2 and 3.
4. This procedure is repeated until the top left pivot is reached, at which point the full matrix
is

1 [
1
.
Examples:
Find inverses of the following (if they exist).
1. =
0 1
1
109
0

2 4
0 3
, has a column of zeros and hence no inverse.

2. =
1 1 1
1 1 0
1 1 1
We form [ [ 1] = C =
1 1 1
1 1 0
1 1 1
1 0 0
0 1 0
0 0 1
Step 1
We note that C has a pivot in the top left entry and that this pivot is 1. Steps 3-4
Subtract row 1 from row 2:
1 1 1
0 0 1
1 1 1
1 0 0
1 1 0
0 0 1
Subtract row 1 from row 3:
1 1 1
0 0 1
0 0 2
1 0 0
1 1 0
1 0 1
. Step 5 is now complete.

Step 7. We apply the algorithm again to the submatrix of C found by deleting its 1st row and
column (shaded)
1 1 1
0 0 1
0 0 2
1 0 0
1 1 0
1 0 1
but since this new matrix has a column of zeros, we conclude the matrix
1 1 1
1 1 0
1 1 1
has no
inverse. (Exiting the algorithm at step 2.)
3. Find the inverse of =
2 7 1
1 4 1
1 3 0
Solution: [ [ 1] =
2 7 1
1 4 1
1 3 0
1 0 0
0 1 0
0 0 1
R
1
R
2
1 4 1
2 7 1
1 3 0
0 1 0
1 0 0
0 0 1
R
2
2R
1
R
2
1 4 1
0 1 3
1 3 0
0 1 0
1 2 0
0 0 1
R
3
R
1
R
3
1 4 1
0 1 3
0 1 1
0 1 0
1 2 0
0 1 1
(1)R
2
R
2
1 4 1
0 1 3
0 1 1
0 1 0
1 2 0
0 1 1
R
2
+ R
3
R
3
1 4 1
0 1 3
0 0 2
0 1 0
1 2 0
1 1 1
1
2
R
3
R
3
1 4 1
0 1 3
0 0 1
0 1 0
1 2 0
1
2

1
2

1
2
R
2
+ 3R
3
R
2
1 4 1
0 1 0
0 0 1
0 1 0
1
2
1
2

3
2
1
2

1
2

1
2
R
1
+ R
3
R
1
1 4 0
0 1 0
0 0 1
1
2
1
2

1
2
1
2
1
2

3
2
1
2

1
2

1
2
R
1
4R
2
R
1
1 0 0
0 1 0
0 0 1
3
2

3
2
11
2
1
2
1
2

3
2
1
2

1
2

1
2
=

1 [
1
.
Hence
1
=
3
2

3
2
11
2
1
2
1
2

3
2
1
2

1
2

1
2
=
1
2
3 3 11
1 1 3
1 1 1
Check:
1
2
3 3 11
1 1 3
1 1 1
2 7 1
1 4 1
1 3 0
=
1
2
6 3 + 11 21 12 + 33 3 + 3 + 0
2 + 1 3 7 + 4 9 3 3 + 0
2 1 1 7 4 3 1 + 1 + 0
=
1
2
2 0 0
0 2 0
0 0 2
1 0 0
0 1 0
0 0 1
.
Strictly speaking we should also check that
2 7 1
1 4 1
1 3 0
3
2

3
2
11
2
1
2
1
2

3
2
1
2

1
2

1
2
1 0 0
0 1 0
0 0 1
,
however it is a known fact for matrices that a left inverse is also a right inverse (and vice versa),
so a one sided check is sucient.
Inverses of 2 2 matrices
Example: nd the inverse of the matrix
2 4
1 3
.
Solution: [ [ 1] =
2 4
1 3
1 0
0 1
1
2
R
1
R
1
1 2
1 3
1
2
0
0 1
R
2
R
1
R
2
1 2
0 1
1
2
0
1
2
1
R
1
2R
2
R
1
1 0
0 1
3
2
2
1
2
1
. Hence
2 4
1 3
1
=
3
2
2
1
2
1
.
However there is a simple formula for the inverse of 2 2 matrices.
The inverse of a 2 2 matrix:
Let =
a /
c d
, and suppose ad/c = 0. Then is invertible and

1
=
1
ad /c
d /
c a
.
The number ad /c is called the determinant of and is denoted by
a /
c d
or det () .
The determinant of any square matrix is also dened (see next lecture) and this number
determines whether or not is invertible:
A square matrix is invertible if and only if its determinant is non-zero..
Using matrix methods to solve linear systems of equations
Consider the 3 3 linear system:
2r
1
+ 7r
2
+ r
3
r
1
+ 4r
2
r
3
r
1
+ 3r
2
=
=
=
1
4
5
which can also be written in matrix form
2 7 1
1 4 1
1 3 0
r
1
r
2
r
3
1
4
5
.
Any : : linear system can be written in the form x = b. where x and b are column vectors
(matrices).
If is invertible we can multiply on the left by
1
and so obtain the unknown
matrix x :
x = b
1
x =
1
b
1x =
1
b
giving x =
1
b
This method is somewhat more restrictive than Gaussian elimination. It only works
for : : systems and either produces a unique solution (when det () = 0) but is
incapable of distinguishing between the no solution or innite solution cases which
occur when det () = 0.
The main advantage to using matrix inverse method occurs when working with mul-
tiple equations with the same set of coecients.
Example:
Solve: (a)
2r
1
+ 7r
2
+ r
3
= 1
r
1
+ 4r
2
r
3
= 4
r
1
+ 3r
2
= 5
and (b)
2r
1
+ 7r
2
+ r
3
= 2
r
1
+ 4r
2
r
3
= 4
r
1
+ 3r
2
= 6
In (a) we have
r
1
r
2
r
3
2 7 1
1 4 1
1 3 0
1
4
5
, and in (b)
r
1
r
2
r
3
2 7 1
1 4 1
1 3 0
2
4
6
.
Now
2 7 1
1 4 1
1 3 0
1
=
1
2
3 3 11
1 1 3
1 1 1
(shown above),
giving the solution to (a):
r
1
r
2
r
3
=
1
2
3 3 11
1 1 3
1 1 1
1
4
5
20
5
4
and to (b):
r
1
r
2
r
3
=
1
2
3 3 11
1 1 3
1 1 1
2
4
6
30
8
6
.
Exercise: Solve the following system of equations using matrix inversion followed by matrix
multiplication:
2r + 3n = 7
4r + n = 3
In matrix form:
2 3
4 1
r
n
7
3
If exists
2 3
4 1
1
we may write
2 3
4 1
2 3
4 1
r
n
2 3
4 1
7
3
Now
2 3
4 1
= 2 12 = 0 so
2 3
4 1
1
exists.
The formula for the inverse of a 22 matrix gives
2 3
4 1
1
=
1
212
1 3
4 2

1
10
3
10
2
5

1
5
So
1 0
0 1
r
n

1
10
3
10
2
5

1
5
7
3
1
5
11
5
; giving r = 15 and n = 115

ENG1091 Determinants
Lecture 8
Determinants Cramers Rule
Text Reference: 5.3
Determinants
The determinant of a 2 2 matrix =
a /
c d
is dened by det =
a /
c d
= ad /c.
As we noted in the previous lecture determinants are used to determine whether a square matrix
is invertible or not.
Determinants can also be used to solve : : systems of linear equations using a rule known as
Cramers rule.
For example the system :
2r + 3n = 5
7r + 11n = 13
has the solution:
r =
5 3
13 11
2 3
7 11
. n =
2 5
7 13
2 3
7 11
The denominator is always the determinant of coecients and the determinant on the top line
replacing the column containing the coecients of the variable in question with the numbers on
the right hand side.
Evaluating the determinants gives
r =
55 39
22 21
. n =
26 35
22 21
i.e.
r = 16. n = 9.
Cramers rule works provided determinant of coecients (the denominator) is non-zero,
when it is zero Cramers rule fails, and the system of equations has either no solutions or
innitely many.
Determinants of larger matrices
The determinant is a number we assign to any square matrix. It plays an important role in
nding the inverse of a matrix, solving systems of equations, multiplication of vectors, nding
areas of triangles, etc.
To nd the determinant of larger matrices we need to know about cofactors. A cofactor of a
particular entry in a matrix is the (smaller) determinant consisting of those elements which
remain if we removed the row and column belonging to that entry, together with a sign, + or .
depending on where the entry is located.
Example In the matrix =
1 3 7
4 2 2
5 6 9
the cofactor of the (2. 3) entry, namely 2. is the

signed determinant
1 3
5 6
.
The minus sign comes from the sign matrix:
+ + . . .
+ . . .
+ + . . .
.
.
.
.
.
.
.
.
.
and the minor determinant
1 3
5 6
is obtained by removing row 2 and column 3

We refer to the cofactor of the (i. ,) entry as C
ij
.
In the example above, C
23
=
1 3
5 6
= (6 15) = 21.
Example Find, but do not evaluate, C
41
in the matrix
1 4 3 7
2 3 9 1
1 8 6 1
1 2 1 10
.
This is clearly
4 3 7
3 9 1
8 6 1
.
Note that the comes from the position not the sign of the entry.
How to evaluate determinants.
1. Choose any row or column.
2. For each position in the selected row or column, calculate the corresponding cofactor.
3. Form the product of each cofactor with the corresponding entry. The determinant is the
sum of these products.
Example Find det =
1 3 7
4 2 2
5 6 9
.
We choose to expand along the second row.
det = 4
3 7
6 9
+ 2
1 7
5 9
1 3
5 6
= 4 (27 42) + 2 (9 35) + 2 (6 15) = 70.

If we chose instead to expand along the 1st column the answer is the same.
det = 1
2 2
6 9
+ 4
3 7
6 9
+ 5
3 7
2 2
= 30 + 4 15 + 5 20 = 70
Which row or column? It is a remarkable fact that the answer is independent of the row and
column we choose.
As a practical consideration we would do well to choose that row/column that has the greatest
number of zeros.
Example: Find the 4 4 determinant
1 4 3 7
0 3 9 1
0 0 6 1
0 0 0 10
.
An obvious choice is to expand along the 1st column:
1 4 3 7
0 3 9 1
0 0 6 1
0 0 0 10
= 1
3 9 1
0 6 1
0 0 10
+ other terms all zero.

And again: 1
3 9 1
0 6 1
0 0 10
= 1 3
6 1
0 10
+ other terms all zero

= 1 3 (6 10 0) = 1 3 6 10 = 180
This is a general rule:
the determinant of a triangular matrix (either upper or lower) is the product of the entries
along the main diagonal.
Exercise: Find det 1 where 1 =
2 1 1
1 3 3
10 5 2
.
det 1 =
2 1 1
1 3 3
10 5 2
(notice the dierent bracketing which distinguishes

a matrix from its determinant)
= (1)
1 1
5 2
+ (3)
2 1
10 2
(3)
2 1
10 5
(expanding along row 2)

= (3) + 3 14 3 20
= 3 42 + 60
= 21.
Properties of Determinants
To illustrate the following properties of determinants we will work with an arbitrary 33 matrix
=
a
1
a
2
a
3
/
1
/
2
/
3
c
1
c
2
c
3
. We stress that the all the following properties are true regardless of size.
1. Transpose property: det () = det
a
1
a
2
a
3
/
1
/
2
/
3
c
1
c
2
c
3
a
1
/
1
c
1
a
2
/
2
c
2
a
3
/
3
c
3
2. Scaling property: to multiply a determinant by a number we multiply any row or column

by that number.
/
a
1
a
2
a
3
/
1
/
2
/
3
c
1
c
2
c
3
a
1
a
2
/a
3
/
1
/
2
//
3
c
1
c
2
/c
3
/a
1
/a
2
/a
3
/
1
/
2
/
3
c
1
c
2
c
3
(we may pick any row or column)

Hence det (/) = det
a
1
a
2
a
3
/
1
/
2
/
3
c
1
c
2
c
3
/a
1
/a
2
/a
3
//
1
//
2
//
3
/c
1
/c
2
/c
3
= /
3
a
1
a
2
a
3
/
1
/
2
/
3
c
1
c
2
c
3
If is : : then det (/) = /

n
det ()
3. Interchange property: Swapping any two rows, or two columns, changes the sign of the
determinant
c.o.
a
1
a
2
a
3
/
1
/
2
/
3
c
1
c
2
c
3
a
1
a
2
a
3
c
1
c
2
c
3
/
1
/
2
/
3
Hence a matrix with two identical rows or columns has determinant = zero
a
1
a
2
a
3
a
1
a
2
a
3
c
1
c
2
c
3
= 0.
4. Elimination property: Adding a multiple of a row to another row does not alter the
value of a determinant. Similarly for columns.
e.g.
a
1
a
2
a
3
/
1
+ /c
1
/
2
+ /c
2
/
3
+ /c
3
c
1
c
2
c
3
a
1
a
2
a
3
/
1
/
2
/
3
c
1
c
2
c
3
.
5. Matrix multiplication property: Let and 1 be square matrices of the same size (both
: :). then
det (1) = det det 1
Special case: if is invertible then
1
= 1 so that det
= det det
1
= det 1 = 1.
In particular det = 0. and
det
=
1
det
.
It can be shown that the condition det = 0 is also sucient for invertibility, i.e.
is invertible if and only if det = 0.
Application: Simplify the 3 3 Vandemonde determinant:
1 a a
2
1 / /
2
1 c c
2
1 a a
2
0 / a /
2
a
2
1 c c
2
R
2
R
1
R
2
=
1 a a
2
0 / a /
2
a
2
0 c a c
2
a
2
R
3
R
1
R
3
= (/ a) (c a)
1 a a
2
0 1 / + a
0 1 c + a
taking out the common factors of (/ a) from row 2

and (c a) from row 3
= (/ a) (c a)
1 a a
2
0 1 / + a
0 0 c /
R
3
R
1
R
2
= (/ a) (c a) (c /) multiplying down the main diagonal to evaluate the determinant
Cramers Rule
Example: Solve the system of equations below using Cramers rule:
r + 2n + . = 1
2r 3n + 7. = 4
r + n 3. = 1
Solution:
r =
1 2 1
4 3 7
1 1 3
1 2 1
2 3 7
1 1 3
. n =
1 1 1
2 4 7
1 1 3
1 2 1
2 3 7
1 1 3
. . =
1 2 1
2 3 4
1 1 1
1 2 1
2 3 7
1 1 3
1 2 1
4 3 7
1 1 3
1 2 1
0 5 11
0 3 2
5 11
3 2
= 43
1 1 1
2 4 7
1 1 3
1 1 1
0 6 5
0 0 2
= 12
1 2 1
2 3 4
1 1 1
1 2 1
0 7 6
0 3 0
= 18
1 2 1
2 3 7
1 1 3
1 2 1
0 7 5
0 3 2
= 14 15 = 1
giving r =
43
1
= 43 n =
12
1
= 12 . =
18
1
= 18
ENG1091 Eigenvalues & Eigenvectors
Lecture 9&10
Eigenvalues
Text Reference: 5.7
1. Homogeneous systems of equations
Generally speaking, when the determinant of an : : system of equations is zero, we can only
deduce that the system has no solutions or innitely many.
A homogeneous system of equations, introduced earlier (i.e. x = 0), always has the trivial
solution x = 0. If the determinant of coecients of a homogeneous system is zero the system
must have innitely many solutions.
Example 1: Let
=
a 1 3
2 2 1
2 a 1
.
nd the values of a. such that x = 0 has non-trivial solutions.
2. Eigenvalues and eigenvectors
Denitions: Let be an :: matrix and x be an :1 vector. Any scalar ` satisfying x = `x
for some non-zero x is called an eigenvalue of . The corresponding non-zero vectors x for
which x = `x are called the eigenvectors of corresponding to `.
To quote from the textbook, such problems arise naturally in many branches of engineering.
For example, in vibrations the eigenvalues and eigenvectors describe the frequency and mode of
vibration respectively, while in mechanics they represent principal stresses and the principal axes
of stress in bodies subject to external forces.
Example 2: Show that x =
1
1
is an eigenvector of =
2 1
1 2
corresponding to the
eigenvalue ` = 3.
This is straightforward matrix arithmetic :
2 1
1 2
1
1
3
3
= 3
1
1
Note also that if we multiply of the sides of this equation by the scalar t we get
2 1
1 2
t
t
3t
3t
= 3
t
t
This demonstrates that any non-zero multiple of an eigenvector corresponding to ` is also an

eigenvector.
3. Finding eigenvalues
It is tempting to rewrite the equation x = `x as (`)x = 0, but this cannot possibly be
correct why?
We write instead: (`1)x = 0. this is a homogeneous system of equations. Now we know the
trivial solution x = 0 is always available, but we are interested only in the non-zero solutions
(called eigenvectors). This is the requirement that a homogeneous system has innite number of
solutions which happens precisely when
det (`1) = 0
Now det (`1) is a polynomial of degree :. This will have : (possibly complex) linear factors,
and so det (`1) = (1)
n
(` `
1
) (` `
2
) (` `
n
) ; the roots of this polynomial are the
eigenvalues `
1
. `
2
. . . . . `
n
.
Notes
1. It is possible for the roots of the polynomial to be repeated so we should not assume the
`
1
. `
2
. . . . . `
n
are necessarily distinct.
2. In this course we only deal with the case where the matrix has real entries. When this is
so, the polynomial det (`1) has real coecients and if any of its roots are imaginary these
will occur as conjugate pairs.
Example 3: Find the eigenvalues of
=
0 1
1 0
Solution: The characteristic polynomial: det (`1) =
` 1
1 `
= `
2
+1 = 0 for ` = i.
Example 4: Find the eigenvalues of
=
1 1 2
1 2 1
0 1 1
Solution: `1 =
1 1 2
1 2 1
0 1 1
1 0 0
0 1 0
0 0 1
1 ` 1 2
1 2 ` 1
0 1 1 `
The characteristic polynomial: det (`1) =
1 ` 1 2
1 2 ` 1
0 1 1 `
1 2 ` 1
1 ` 1 2
0 1 1 `
R
1
R
2
=
1 2 ` 1
0 (1 `) (2 `) + 1 1 `
0 1 1 `
R
2
+ (1 `)R
1
R
2
= (1)
(1 `) (2 `) + 1 1 `
1 1 `
expanding along col

1
= (1 `)
(1 `) (2 `) + 1 1
1 1
factoring col
2
= (1 `) [(1 `) (2 `) + 1 1] = (1 `) (1 `) (2 `) . Hence eigenvalues: ` = 1. 2. 1
4. Finding the eigenvectors of unique eigenvalues
Having solved the :
th
order polynomial (characteristic equation) for the : roots (eigenvalues),
it still remains to nd the corresponding eigenvectors. For the moment lets assume that the
eigenvalues are distinct (non-repeated.)
Let e
j
be an eigenvector that corresponds to the eigenvalue `
j
so that e
j
= `
j
e
j
Example 3 (again): Find the eigenvectors of
=
0 1
1 0
Solution: Consider the eigenvalue ` = i :
0 1
1 0
r
1
r
2
= i
r
1
r
2
is equivalent to
i 1
1 i
r
1
r
2
0
0
The 2 2 case always leads to two identical equations, in this example r

1
= ir
2
and ir
1
= r
2
.
Thus the eigenvectors are t (i. 1) where t = 0.
Now ` = i :
0 1
1 0
r
1
r
2
= i
r
1
r
2
is equivalent to
i 1
1 i
r
1
r
2
0
0
hence r
1
= ir
2
giving eigenvectors t (i. 1) where t = 0.
Example 4 (again): Find the eigenvector corresponding to the dominant eigenvalue of
=
1 1 2
1 2 1
0 1 1
Solution: The dominant eigenvalue is ` = 2.

Solving x = 2x :
1 1 2
1 2 1
0 1 1
r
1
r
2
r
3
= 2
r
1
r
2
r
3
and this is equivalent to the homogeneous system

r
1
+ r
2
2r
3
= 0
r
1
+ r
3
= 0
r
2
3r
3
= 0
The augmented matrix is (we dont need to include the column of zeros):
1 1 2
1 0 1
0 1 3
(1)R
1
R
1
1 1 2
1 0 1
0 1 3
R
1
+R
2
R
2
1 1 2
0 1 3
0 1 3
R
3
+R
2
R
3
1 1 2
0 1 3
0 0 0
The non-pivot variable r

3
is chosen free, so r
3
= t
r
2
= 3r
3
= 3t from row 2, and r
1
= r
2
2r
3
= t from row 1, giving (r
1
. r
2
. r
3
) = t (1. 3. 1)
hence an eigenvector corresponding to ` = 2 is '1. 3. 1` .
Check
1 1 2
1 2 1
0 1 1
1
3
1
2
6
2
= 2
1
3
1
.
Note that the eigenvectors are only unique up to multiplication by scalars.
Also, while the 0 vector is always a solution to the system (`1)x = 0 the eigenvectors are
the non-zero solutions.
The vector 0 is never an eigenvector.
5. Finding the eigenvectors of repeated eigenvalues
If the eigenvalues of the matrix are distinct, then it can be shown that the corresponding
eigenvectors are linearly independent. If, however, the eigenvalues are repeated, it may not be
possible to nd : linearly independent eigenvectors. (By repeated roots of the characteristic
equation, we mean that two or more of the eigenvalues are the same.)
Example 5: Find the eigenvalues of the matrix
=
0 0 1
0 1 2
0 0 1
.
Solution: Characteristic polynomial is det (`1) =
` 0 1
0 1 ` 2
0 0 1 `
= `(1 `)
2
which has roots ` = 0 and ` = 1 (multiplicity = 2)
It is not clear how many independent eigenvectors exist when ` = 1. The eigenvalue has a
multiplicity of 2, but that doesnt assure us that there will be two independent eigenvectors.
Example 6: From the matrix in the previous example, nd the eigenvector(s) corresponding to
each eigenvalue.
Solution: Eigenvectors for ` = 1 :
`1 = 1 =
1 0 1
0 0 2
0 0 0
which is in echelon form.

Solving
1 0 1
0 0 2
0 0 0
r
1
r
2
r
3
0
0
0
we have r
3
= 0. r
2
= t and r
1
+r
3
= 0 so r
1
= 0 also.
Thus the eigenvectors for ` = 1 are
r
1
r
2
r
3
0
t
0
= t
0
1
0
. that is, the non-zero multiples

of the vector x = (0. 1. 0) .
Eigenvectors for ` = 0 :
`1 = =
0 0 1
0 1 2
0 0 1
R
1
R
2
0 1 2
0 0 1
0 0 1
R
3
R
2
R
3
0 1 2
0 0 1
0 0 0
(now in ech-
elon form)
Solving
0 1 2
0 0 1
0 0 0
r
1
r
2
r
3
0
0
0
we have r
3
= 0. r
2
+ 2r
3
= 0 (and hence r
2
= 0) while
r
1
is free and we set r
1
= t.
r
1
r
2
r
3
t
0
0
= t
1
0
0
. that is, the non-zero multiples

of the vector x = (1. 0. 0) .
Consider the next example.
Example 7: Find the eigenvalues and corresponding eigenvectors for the matrix
=
0 0 0
0 1 0
1 0 1
Solution: Characteristic polynomial is det (`1) =
` 0 0
0 1 ` 0
1 0 1 `
= `(1 `)
2
which has roots ` = 0 and ` = 1 (multiplicity = 2)
The eigenvectors:
` = 1 :
`1 = 1 =
1 0 0
0 0 0
1 0 0
R
3
+ R
1
R
3
1 0 0
0 0 0
0 0 0

Solving
1 0 0
0 0 0
0 0 0
r
1
r
2
r
3
0
0
0
we have r
1
= 0. r
2
and r
3
are free so we set r
2
= :
and r
3
= t.
r
1
r
2
r
3
0
:
t
= :
0
1
0
+t
0
0
1
. that is, the sums of

non-zero multiples of (0. 1. 0) and (0. 0. 1) .
In this example we do have 2 independent eigenvectors for ` = 1.
` = 0 :
`1 = =
0 0 0
0 1 0
1 0 1
R
3
R
1
1 0 1
0 1 0
0 0 0

Solving
1 0 1
0 1 0
0 0 0
r
1
r
2
r
3
0
0
0
we have r
2
= 0. and r
1
+ r
3
= 0 with r
3
as free.
We set r
3
= t. giving
r
1
r
2
r
3
t
0
t
= t
1
0
1
that is, the non-zero multiples of the

vector x = (1. 0. 1) .
6. Properties of eigenvalues
Let us assume that we have an : : matrix with the eigenvalues `
1
. `
2
. `
3
. . . . `
n
. (Not
necessarily distinct.)
Property 1: The sum of the eigenvalues of is equal to the sum of the elements of the diagonal
of .
n
1
`
i
= `
1
+ `
2
+ ... + `
n
=
n
1
a
ii
(The right-hand summation is known as the trace of .)
Property 2: The product of the eigenvalues of is equal to the determinant of .
n
1
`
i
= `
1
`
2
... `
n
= det()
Property 3: If
1
exists, each of the eigenvalues of must be non-zero, (use Property 2).
The eigenvalues of
1
are:
1
`
1
.
1
`
2
. . . . .
1
`
n
Property 4: The eigenvalues of the transpose matrix
T
are the same as those of .
Property 5: If / is a scalar then the eigenvalues of / are /`
1
. /`
2
. /`
3
. . . . . /`
n
.
Property 6: If / is a scalar and 1 is the : : identity matrix then eigenvalues of /1 are
respectively
`
1
/. `
2
/. `
3
/. . . . `
n
/.
Property 7: If / is a positive integer then the eigenvalues of
k
are
`
k
1
. `
k
2
. `
k
3
. . . . . `
k
n
ENG1091 Further Calculus
Lecture 11
Implicit dierentiation Logarithmic dierentiation
Text Reference: 8.3.14&8.4
Functions such as 1(r) = rsinr express 1(r) explicitly in terms of r. Expressions of the form
r
2
+n
2
= 4. or 2n +r = 11. dene an implicit relationship between r and n. In these cases, we
can still determine the rate of change of one variable with respect to the other by the technique
known as implicit dierentiation. As an illustration, consider the equation
r
2
+ n
2
= 4.
The graph of this equation is the circle radius 2 centre (0. 0). This graph obviously is not the
graph of a function since, for instance, there are two points on the graph whose r-coordinate is
1. (Functions must satisfy the vertical line test.)
We denote the slope (gradient) of the curve at the point

1.
by
dn
dr
[
(1;
p
3)
In general, the slope (gradient) at the point (a. /) is denoted by
dn
dr
[
(a;b)
In a small vicinity of the point (a. /), the curve looks like the graph of a function. [That is, on
this part of the curve, n = o(r) for some function o(r).] We say that this function is dened
implicitly by the equation.
We obtain a formula for
dn
dr
by dierentiating both sides of the equation with respect to r
while treating n as a function of r.
1. Find
dn
dr
in the relation r
2
+ n
2
= 4. (This simple example is used mainly to illustrate the
general technique of implicit dierentiation.)
Now we dierentiate both sides of the equation with respect to r.
The rst term r
2
has the derivative 2r as usual. We need to think of the second term n
2
as
having the form [o(r)]
2
. To dierentiate we apply the chain rule:
d
dr
[o(r)]
2
= 2 [o(r)]
1
o
0
(r)
or, equivalently
d
dr
n
2
= 2n
dn
dr
.
The right hand side of the original equation, the derivative of the constant function 4 is zero.
Thus implicit dierentiation of r
2
+ n
2
= 4 yields
2r + 2n
dn
dr
= 0
solving for
dy
dx
. we have
2n
dn
dr
= 2r
dn
dr
=
2r
2n
=
r
n
.
notice that this slope (gradient) formula involves n as well as r. This reects the fact that the
slope (gradient) of the circle at a point depends on the n-coordinate as well as the r-coordinate.
At the point

1.
the slope (gradient) is

dn
dr
[
(1;
p
3)
=
r
n
[
(1;
p
3)
=
1
3
At the point

1.
the slope (gradient) is

dn
dr
[
(1;
p
3)
=
r
n
[
(1;
p
3)
=
1
3
When n = 0 the slope (gradient) is undened indicating that the tangent is vertical at these
points.
2. The equation 5r
2
6rn +5n
2
= 16 denes an ellipse graphed below, nd a formula for
dn
dr
in
this relation.
-3 -2 -1 1 2 3
-3
-2
-1
1
2
3
x
y
Dierentiate both sides with respect to r. taking care with the product 6rn and the chain rule
on 5n
2
:
10r
6 n + 6r
dy
dx
+
d
dx
5n
2
= 0 using the product rule

10r 6n 6r
dy
dx
+
d
dx
5n
2
dy
dx
= 0 using the chain rule
10r 6n 6r
dy
dx
+ 10n
dy
dx
= 0
Grouping: 10r 6n +
dy
dx
(10n 6r) = 0
Now solve for
dy
dx
:
ANS:
dn
dr
=
6n 10r
10n 6r
=
3n 5r
5n 3r
. (Observe also the faint lines 3n 5r = 0 where the curve is
horizontal and 5n 3r = 0 where the curve is vertical.)
3. Find a formula for
dn
dr
in the relation r
3
+ n
3
= 6rn
-5 -4 -3 -2 -1 1 2 3 4 5
-5
-4
-3
-2
-1
1
2
3
4
5
x
y
Dierentiate both sides with respect to r. taking care with the chain rules on r
3
and n
3
:
r
3
+ n
3
= 6rn
3r
2
+
d
dx
n
3
= 6 n + 6r
dy
dx
3r
2
+
d
dx
n
3
dy
dx
= 6n + 6r
dy
dx
3r
2
+ 3n
2 dy
dx
= 6n + 6r
dy
dx
dy
dx
3n
2
6r
= 6n 3r
2
ANS:
dn
dr
=
6n 3r
2
3n
2
6r
=
2n r
2
n
2
2r
4. Problem type: Find the point(s) on the curve (r 1)
2
+ (n + 2)
2
= 4
where the gradient of the tangent is 1.
Dierentiate both sides with respect to r :
2(r 1) + 2(n + 2)
dy
dx
= 0
so
dy
dx
=
x1
y+2
This is equal 1 where (r 1) = n + 2,

i.e. along the line n = r 1 (Sketch)
Intersection with the curve (r 1)
2
+ (n + 2)
2
= 4
(r 1)
2
+ (r + 1)
2
= 4
(r 1)
2
+ (1)
2
(r 1)
2
= 4
2(r 1)
2
= 4 or (r 1)
2
= 2
so (r 1) =
2
giving r = 1 +
2 or r = 1
2
The points of intersection are:
1 +
2. 2
and

1
2. 2 +
-2 -1 1 2 3 4
-5
-4
-3
-2
-1
1
x
y
Logarithmic Dierentiation
The calculation of derivatives of complicated functions involving products, quotients, or powers
can often be simplied by taking logarithms. The method is called logarithmic dierentiation.
Review of logarithm laws: If r. n. a 0. and : R. then
1. log
a
(rn) = log
a
(r) + log
a
(n)
2. log
a
(
x
y
) = log
a
(r) log
a
(n)
3. log
a
(r
n
) = :log
a
(r)
4. log
a
(1) = 0
5. log
a
(a) = 1
Steps in Logarithmic Dierentiation
1. Take logarithms of both sides of an equation n = 1(r).
2. Dierentiate implicitly with respect to r.
3. Solve the resulting equation for n
0
.
Example 1 Dierentiate n =
r
4
r
2
+ 1
(2r + 3)
6
Take log
e
of both sides:
lnn = ln
r
4
r
2
+ 1
ln
(2r + 3)
6
= ln
r
4
+ ln
r
2
+ 1 6 ln(2r + 3)
= 4 ln(r) +
1
2
ln
r
2
+ 1
6 ln(2r + 3)
Now dierentiate both sides implicitly with respect to r :
1
n
dn
dr
=
4
r
+
1
2

2r
r
2
+ 1
6
1
2r + 3
2
=
4
r
+
r
r
2
+ 1

12
2r + 3
Now solve for
dn
dr
:
dn
dr
= n
4
r
+
r
r
2
+ 1

12
2r + 3
=
r
4
r
2
+ 1
(2r + 3)
6
4
r
+
r
r
2
+ 1

12
2r + 3

Example 2 Find the derivative of n = 3
x
Take log
e
of both sides:
lnn = ln(3
x
)
= rln3
1
n
dn
dr
= ln3
Now solve for
dn
dr
:
dn
dr
= n ln3
= 3
x
ln3
Hence the derivative of an exponential function is a constant multiple of the exponential function.
Example 3 Find the derivative of n =
(r 1)
3
(2r + 5)
5
(3 4r)
2
(1 + r
2
)
3
Take log
e
of both sides:
lnn = ln
(r 1)
3
(2r + 5)
5
ln
(3 4r)
2
(1 + r
2
)
3
= 3 ln(r 1) + 5 ln(2r + 5) 2 ln(3 4r) 3 ln(1 + r

2
)
1
n
dn
dr
=
3
r 1
+ 5
2
2r + 5
2
4
3 4r
3
2r
1 + r
2
=
3
r 1
+
10
2r + 5
+
8
3 4r

6r
1 + r
2
Now solve for
dn
dr
:
dn
dr
= n
3
r 1
+
10
2r + 5
+
8
3 4r

6r
1 + r
2
=
(r 1)
3
(2r + 5)
5
(3 4r)
2
(1 + r
2
)
3
3
r 1
+
10
2r + 5
+
8
3 4r

6r
1 + r
2
Example 4 (Problem type): Determine the location and nature of any stationary points of
n = r
x
and hence sketch the graph of n = r
x
.
Find both
dy
dx
and
d
2
y
dx
2
implicitly:
Take log
e
r of both sides of the equation n = r
x
:
log
e
n = rlog
e
r.
now dierentiate implicitly, with a product rule on the right:
(1n)
dn
dr
= log
e
r + 1
so
dn
dr
= n (log
e
r + 1) = r
x
(log
e
r + 1) .
Notice that
dn
dr
= 0 at the point where log
e
r + 1 = 0 and only there, giving the coordinates of
the stationary point as

c
1
.
c
1
e
1
=

c
1
. c
e
1
.
For the second derivative we dierentiate the equation
dy
dx
= n (log
e
r + 1) implicitly:
d
2
n
dr
2
=
dn
dr
(log
e
r + 1) + n
d
dr
(log
e
r + 1) (product rule)
=
dn
dr
(log
e
r + 1) + n
1
r
= r
x
(log
e
r + 1)
2
+ r
x
1
r
= r
x
(log
e
r + 1)
2
+ r
x1
.
0 when r = c
1
(in fact
d
2
y
dx
2
0 for all r 0). Therefore the point

c
1
. c
e
1
is a local minimum point.

Sketch:
x
y
Lecture 12
: Hyperbolic functions Identities
Text Reference: 2.7, 8.3.12
1. Denitions: Trig functions are often called circular functions because (cos t. sint) lies on
the curve r
2
+ n
2
= 1. (i.e. the unit circle).
Hyperbolic functions have a very similar relationship with the hyperbola r
2
n
2
= 1. with the
point (cosht. sinht) lying on the right branch of this curve.
x
x
y y
0
Q
x
x
2
2
2
2
y
y
+
0
-
=1
P cos t, sin t ( )
P cosh t, sinh t ( )
=1
The Hyperbolic functions arise from certain combinations of exponential functions, and occur
frequently in applications of mathematics. For example, the shape of a hanging wire (a catenary
curve) is described by a cosh expression.
Denitions: coshr =
c
x
+ c
x
2
pron. cosh
sinhr =
c
x
c
x
2
pron. shine
tanhr =
sinhr
coshr
=
c
x
c
x
c
x
+ c
x
pron. tanch
The reciprocal functions can also be dened:
sechr =
1
coshr
=
2
c
x
+ c
x
pron. sech as in fetch
cschr =
1
sinhr
=
2
c
x
c
x
pron. cosech as in go-fetch
cothr =
1
tanhr
=
coshr
sinhr
=
c
x
+ c
x
c
x
c
x
pron. coth as in goth
2. Graphs:
-5 -4 -3 -2 -1 1 2 3 4 5
-1
1
2
3
4
5
x
y
n = coshr. n =
1
2
c
x
. n =
1
2
c
x
-5 -4 -3 -2 -1 1 2 3 4 5
-5
-4
-3
-2
-1
1
2
3
4
5
x
y
n = sinhr. n =
1
2
c
x
. n =
1
2
c
x
-3 -2 -1 1 2 3
-2
-1
1
2
x
y
n = tanhr. n = 1. n = 1
-5 -4 -3 -2 -1 1 2 3 4 5
-5
-4
-3
-2
-1
1
2
3
4
5
x
y
n = cschr. n = sinhr
3. Hyperbolic identities
Hyperbolic identities hold in similar ways to the trig identities; some of these include
a) cosh
2
r sinh
2
r = 1
b) 1 tanh
2
r = sech
2
r
c) sinh(r + n) = sinhrcoshn + coshrsinhn
Osborns rule: In general, to obtain the formula for hyperbolic functions from the analogous
identity for circular functions, replace each circular function by the corresponding hyperbolic
function and change the sign of every product (or implied product) of two sines.
Examples
cos
2
r + sin
2
r = 1 becomes cosh
2
r sinh
2
r = 1
cos 2r =
cos
2
r sin
2
r
2 cos
2
r 1
1 2 sin
2
r
cosh2r =
cosh
2
r + sinh
2
r
2 cosh
2
r 1
1 + 2 sinh
2
r
sin2r = 2 sinrcos r sinh2r = 2 sinhrcoshr
1 + tan
2
r = sec
2
r 1 tanh
2
r = sech
2
r
because tan
2
r =
sin
2
x
cos
2
x
is an
implied product of two sines
4. Relationship between circular and hyperbolic functions
Eulers formula provides the link:
Since (i) c
i
= cos 0 + i sin0 and (ii) c
i
= cos (0) + i sin(0) = cos 0 i sin0
adding: 2 cos 0 = c
i
+ c
i
from which cos 0 = cosh(i0)
and subtracting (ii) from (i) gives sin0 =
c
i
c
i
2i
=
sinh(i0)
i
Then cosh i 0 = cos 0
sinh i 0 = i sin0
cos i 0 = cosh 0
sin i 0 = i sinh 0
These relationships provide the justication for Osborns rule.
5. Derivatives of Hyperbolic Functions
These are easily found using dierentiation of exponentials ( again note the similarities with trig
function derivatives).
d
dr
(sinhr) = coshr (apply denition and use derivatives of c
x
and c
x
)
d
dr
(coshr) = sinhr (apply denition and use derivatives of c
x
and c
x
)
d
dr
(tanhr) =
cosh
2
r sinh
2
r
cosh
2
r
= sech
2
r
(apply denition and quotient rule, use identity
cosh
2
r sinh
2
r = 1)
d
dr
(cschr) =
coshr
cosh
2
r 1
= cschrcothr
cosh
2
r sinh
2
r = 1)
d
dr
(sechr) =
sinhr
cosh
2
r
= sechrtanhr
cosh
2
r sinh
2
r = 1)
d
dr
(cothr) =
sinh
2
r cosh
2
r
sinh
2
r
= csch
2
r
cosh
2
r sinh
2
r = 1)
Examples
1. Find the derivative of 1(r) =
coshr.
1
0
(r) =
1
2
(coshr)
1=2 d
dx
(coshr) (applying the chain rule)
=
1
2
(coshr)
1=2
(sinhr) (applying the rule obtained 4 (ii))
=

sinhr
2
coshr
2. Find the derivative of 1(r) = cosh
r.
1
0
(r) = sinh(
r)
d
dx
(
r) (applying the chain rule)

= (sinh(
r))
1
2
(r)
1=2
=

sinh(
r)
2
3. Find 1
0
(r) if 1(r) = sinhr + coshr.
1
0
(r) = coshr + sinhr = 1(r)
Notice also that 1(0) = 1
There is only one function 1 which is equal its derivative and which satises 1 (0) = 1. Namely
1 (r) = c
x
. It must be therefore that coshr + sinhr = c
x
.
Lecture 13
Inverse Hyperbolic functions Log form Derivatives
Since the hyperbolic sine, sinh, and the hyperbolic tangent, tanh, are one-to-one, their inverses
are fully dened without needing to consider domain restrictions. For the hyperbolic cosine,
cosh, which is not one-to-one, we use a restricted domain of [0, ) to dene its inverse. This
function will be called the principal branch of coshr.
Since the hyperbolic functions are dened in terms of the exp function, their inverses can be
dened in terms of natural logarithms. This denition is often called the logarithmic form of the
inverse.
Examples
1. Find the logarithmic form, domain and range of the inverse of the function 1(r) = coshr. r _ 0
Sketch the graph of n = 1(r) and its inverse on the same axes.
The domain of 1 is given and its range is easily determined. From this we can write down the
domain and range of the inverse.
1 1
1
domain: [0. ) [1. )
range: [1. ) [0. )
deriving the log form of cosh
1
r: n = cosh
1
r so coshn = r
r =
1
2
(c
y
+ c
y
)
2r = c
y
+ c
y
2rc
y
= c
2y
+ 1
0 = c
2y
2rc
y
+ 1
c
y
=
2r
4r
2
4
2
(quadratic formula)
c
y
=
2r + 2
r
2
1
2
(the negative root is ignored
since the range of cosh
1
is
[0. ) and ) c
y
_ 1)
c
y
= r +
r
2
1
n = cosh
1
r = ln
r +
r
2
1

(restricted) coshr : domain: [0. ) cosh
1
r : domain: [1. )
range: [1. ) range: [0. )
log form: ln(r +
r
2
1)
-1 1 2 3 4 5
-1
1
2
3
4
5
x
y
coshr and cosh
1
r
The derivatives of the inverse functions can be found by dierentiating the logarithmic form, or
by implicit dierentiation.
For 1(r) = cosh
1
r, the derivative is found as follows:
For 1(r) = sinh
1
r, the derivative is found as follows:
Function Properties Log Form Derivative
sinh
1
r
Domain: Range:
R R
-4 -2 2 4
-4
-2
2
4
x
y
ln(r +
r
2
+ 1)
1
1 + r
2
cosh
1
r
Domain: Range:
[1. ) [0. )
-1 1 2 3 4 5
-1
1
2
3
4
5
x
y
ln(r +
r
2
1)
1
r
2
1
tanh
1
r
Domain: Range:
(1. 1) R
-2 -1 1 2
-2
-1
1
2
x
y
1
2
ln(
1 + r
1 r
)
1
1 r
2
csch
1
r
Domain: Range:
R` 0 R` 0
-4 -2 2 4
-4
-2
2
4
x
y
ln
1
r
+
1
r
2
+ 1
1
[r[
r
2
+ 1
sech
1
r
Domain: Range:
(0. 1) [0. )
-1 1 2 3 4 5
-1
1
2
3
4
5
x
y
ln
1
r
+
1
r
2
1
1
r
1 r
2
coth
1
r
Domain: Range:
R` [1. 1] R` 0
-4 -2 2 4
-4
-2
2
4
x
y
1
2
ln
1 + r
r 1
1
1 r
2
Examples
1. Show that 1(r) = tanh
1
r is always increasing.
d
dr
tanh
1
r
=
1
1 r
2
and 1 r
2
is positive on the domain of tanh
1
. namely (1. 1) . Thus
d
dr
tanh
1
r
=
1
1 r
2
0
and hence tanh
1
r is always increasing.
2. Find the derivative of tanh
1
(sinr).
d
dr
tanh
1
(sinr) =
1
1 sin
2
r
cos r
=
1
cos
2
r
cos r using 1 sin
2
r = cos
2
r
= sec r
3. Evaluate

1
0
dr
1 + r
2
.
1
0
dr
1 + r
2
=

sinh
1
r
1
0
= sinh
1
(1) sinh
1
0
= sinh
1
(1) = log
e
1 +
using the log form of sinh

1
4. Find

3
0
dr
9 + 4r
2
.
3
0
dr
9 + 4r
2
=

3
0
dr
3
1 +
4x
2
9
=

3
0
dr
3
1 +
2x
3
2
=
1
3
3
2
sinh
1
2r
3
3
0
=
1
2
sinh
1
(2) 0
=
1
2
log
e
2 +
using the log form of sinh

1
5. Find 1
0
(r) when 1(r) = sinh
1
(r
2
).
1
0
(r) =
1
1 + (r
2
)
2
2r
=
2r
1 + r
4
6. Find the derivative of sinh
1
(tanr). Comment in light of Q.2
d
dr
sinh
1
(tanr) =
1
1 + tan
2
r
sec
2
r
=
1
sec r
sec
2
r using 1 + tan
2
r = sec
2
r
= sec r
=
d
dr
tanh
1
(sinr) from example 2
Notice also sinh
1
(tan(0)) = 0 and tanh
1
(sin0) = 0.
Provided sinh
1
(tan(r)) and tanh
1
(sinr) are dened on the same interval, and one which
includes r = 0 (for example

2
.

2
). we must conclude that they are the same function

on this interval.
Lecture 14
Integration by parts use of complex exponential
Dierentiation techniques are usually fairly routine, following set rules and patterns. This is
not the case for antidierentiation, where it can be far more challenging to nd the appropriate
technique; some careful thinking must often be done to nd the antiderivative. Sometimes an
antiderivative cant be found in terms of elementary functions! Remember that all antiderivatives
can be checked by dierentiation, be prepared to have a go (even guess the answer?) and check
it back through by dierentiation.
e.g. Guess the answer for

rcos rdr
The formula for Integration by Parts arises from the Product Rule for Dierentiation:
d
dr
(n(r)(r)) =
dn
dr
(r) + n(r)
d
dr
so

dn
dr
(r) + n(r)
d
dr
dr = n(r)(r)
dn
dr
dr +
n
d
dr
dr = n
dn
dr
dr = n
n
d
dr
dr
This eectively means that we are replacing the problem of nding

n
0
(r)(r)dr with the (eas-
ier?) problem of nding

n(r)
0
(r)dr. To use this rule eectively, we have to be careful in
choosing n and . There are no general rules for choosing n and , but the purpose is to obtain
a simpler integral.
Integration by parts is often used when integrating a product (but not always) and is usually
the second technique we would think to employ. (The method of substitution, covered in the
ENG1090 and specialist maths syllabus, being the rst.)
Examples:

rcos rdr

rcos rdr =

r
d
dr
(sinr) dr
= rsinr
1 sinrdr
= rsinr + cos r + c

rc
x
dr

rc
x
dr =

r
d
dr
(c
x
) dr
= rc
x
1 c
x
dr
= rc
x
c
x
+ c

rlnrdr

rlnrdr =

lnr
d
dr
1
2
r
2
dr
=
1
2
r
2
lnr
1
r

1
2
r
2
dr
=
1
2
r
2
lnr
1
2
rdr
=
1
2
r
2
lnr
1
4
r
2
+ c

lnrdr

lnrdr =

lnr
d
dr
(r) dr
= rlnr
1
r
(r) dr
=
1
2
rlnr
dr
= rlnr r + c

r
2
c
x
dr
r
2
c
x
dr =

r
2
d
dr
(c
x
) dr
= r
2
c
x
2r c
x
dr
= r
2
c
x
2
rc
x
dr
now integrate by parts again or use the
result from example 2 above
= r
2
c
x
2 (rc
x
+ c
x
) + c

tan
1
rdr

tan
1
rdr =

tan
1
r
d
dr
(r) dr
= rtan
1
r
r
d
dr
tan
1
r
dr
= rtan
1
r
r
1 + r
2
dr
= rtan
1
r
1
2
2r
1 + r
2
dr
= rtan
1
r
1
2
log
e
1 + r
2
+ c

c
x
cos rdr
c
x
cos rdr =

c
x
d
dr
(sinr) dr
= c
x
sinr
d
dr
(c
x
) sinrdr
= c
x
sinr
c
x
sinrdr
= c
x
sinr +
c
x
d
dr
(cos r) dr
= c
x
sinr + c
x
cos r
(cos r)
d
dr
(c
x
) dr
= c
x
sinr + c
x
cos r
(cos r) c
x
dr
2
c
x
cos rdr = c
x
sinr + c
x
cos r
Hence:
c
x
cos rdr =
1
2
c
x
(cos r + sinr) + c.
Complex numbers are extremely useful in obtaining integrals of the type

c
ax
cos /rdr or
c
ax
sin/rdr. and are usually much quicker than integration by parts.
To better understand these examples we are going to use two important facts about complex
numbers:
1
a + i/
=
1
a + i/

a i/
a i/
and c
ibx
= cos /r + i sin/r
=
a i/
a
2
+ /
2
so that c
(a+ib)x
= c
(a+ib)x
= c
ax
c
ibx
= c
ax
(cos /r + i sin/r)
Examples

c
x
cos rdr
c
x
cos rdr = Re
c
x
(cos r + i sinr) dr
= Re
c
x
c
ix
dr
= Re
c
x+ix
dr
= Re
c
x(1+i)
dr
Now
c
x(1+i)
dr =
1
1 + i
c
x+ix
=
1
1 + i
c
x
(cos r + i sinr)
=
1 i
2
c
x
(cos r + i sinr) .
Taking the real part:
c
x
cos rdr =
1
2
c
x
(cos r + sinr)
Hence:
c
x
cos rdr =
1
2
c
x
(cos r + sinr) + c.

c
x
sin2rdr

c
x
sin2rdr = Im
c
x
(cos (2r) + i sin(2r)) dr
= Im
c
x
c
i2x
dr
= Im
c
x+2ix
dr
= Im
c
x(1+2i)
dr
Now
c
x(1+2i)
dr =
1
1 + 2i
c
x(1+2i)
=
1
1 + 2i
c
x
(cos 2r + i sin2r)
=
1 2i
5
c
x
(cos 2r + i sin2r)
Taking the imaginary part
c
x
sin2rdr =
2
5
c
x
cos 2r
1
5
c
x
sin2r + c

c
3x
cos rdr

c
3x
cos rdr = Re
c
3x
(cos r + i sinr) dr
= Re
c
3x
c
ix
dr
= Re
c
x(3+i)
dr
Now
c
x(3+i)
dr =
1
3 + i
c
3x
(cos r + i sinr)
=
3 i
10
c
3x
(cos r + i sinr)
Taking the real part:
c
3x
cos rdr =
1
10
c
3x
(3 cos r + sinr) + c
ENG1091 Limits of Functions
Lecture 15 Limit properties Squeeze Principle lHopitals Rule
Denition: We write
lim
x!a
1 (r) = 1
and say the limit of 1 (r) . as r approaches a equals 1 if we can make the values of 1 (r)
arbitrarily close to 1 (as close to 1 as we like) by taking r to be suciently close to a (on either
side of a) but not equal to a.
Notice the phrase but r = a in the denition. This means in nding the the limit of 1 (r) as r
approaches a. we are not interested in the value of the function at r = a. In fact 1 (r) may not
even be dened when r = a. The only thing that maters is how 1 (r) is dened near a.
Illustrative example: Use a calculator and guess the value of
lim
x!0
sinr
r
.
The limit laws.
The limit laws are listed below. Essentially they allow common sense manipulation of limit
expressions, following normal algebraic operations, e.g. the limit of a sum is the same as the sum
of its limits. It is important to note that these laws can only be applied when the combining
functions have an existing limit.
Suppose that c is a constant and the limits lim
x!a
1(r) and lim
x!a
o(r) exist. Then
1. lim
x!a
[1(r) + o(r)] = lim
x!a
1(r) + lim
x!a
o(r)
2. lim
x!a
[1(r) o(r)] = lim
x!a
1(r) lim
x!a
o(r)
3. lim
x!a
[c1(r)] = c lim
x!a
1(r)
4. lim
x!a
[1(r) o(r)] = lim
x!a
1(r) lim
x!a
o(r)
5. lim
x!a
1(r)
o(r)
=
lim
x!a
1(r)
lim
x!a
o(r)
if lim
x!a
o(r) = 0.
6. To evaluate limits we will make frequent use of the continuous function rule: :
Suppose lim
x!a
o (r) = / and 1 is continuous at /.
Then lim
x!a
1(o (r)) = 1

lim
x!a
o (r)
= 1 (/)
To make eective use of rule 6 we will take it as known that the elementary functions (poly-
nomial, exponential, logarithmic, trigonometric and hyperbolic functions) are continuous
on their respective domains.
Examples: (examples 1-4 are evaluated using the limit laws above)
1. Evaluate lim
x!1
r
2
(6r + 3)(2r 7)
(r
3
+ 4)(r + 17)
.
lim
x!1
r
2
(6r + 3)(2r 7)
(r
3
+ 4)(r + 17)
=
lim
x!1
r
2
(6r + 3)(2r 7)
lim
x!1
(r
3
+ 4)(r + 17)
by rule 5 since lim
x!1
(r
3
+ 4)(r + 17) = 0
=
lim
x!1
1(9)(5)
lim
x!1
(5)(18)
=
1
2
.
In example 1 we could have found the limit by merely substituting in the value r = 1. If
we could always evaluate limits by doing this the concept of a limit would be superuous.
However the notion of a limit of a function 1 (r) as r a is most useful when 1 (r) is
undened at r = a.
2. Find lim
x!1
1
x
r
1
x
1
lim
x!1
1
x
r
1
x
1
= lim
x!1
1 r
2
1 r
= lim
x!1
(1 r) (1 + r)
1 r
= lim
x!1
(1 r)
= 0
3. Find lim
x!0
1
x+4

1
4
r
lim
x!0
1
x+4

1
4
r
= lim
x!0
4 (r + 4)
r(r + 4) 4
= lim
x!0
r
r(r + 4) 4
= lim
x!0
r
r(r + 4) 4
= lim
x!0
1
(r + 4) 4
= 1 lim
x!0
(r + 4) 4
=
1
16
4. Find lim
t!0
2 t
2
t
.
lim
t!0
2 t
2
t
= lim
t!0
2 t
2
t

2 t +
2 t +
2
= lim
t!0
2 t 2
t
2 t +
= lim
t!0
t
t
2 t +
= lim
t!0
1
2 t +
= 1 lim
t!0
2 t +
=
1
2
2
The last four examples demonstrate the use of algebra in evaluating limits. However in
evaluating most limits the use of algebra alone will not be sucient. The next technique
we introduce is much more powerful than algebraic methods.
Indeterminate forms and LHopitals rule
Applying the limit techniques (particularly direct substitution) discussed earlier can often lead
to meaningless expressions of the type
0
0
or
1
1
. These are called indeterminate forms, since
they have not correctly determined the true limit value.
However, if we zoom in around r = a for 2 functions 1 and o, such that 1(a) = o(a) = 0 we
can see that the value of
f(x)
g(x)
-
f
0
(x)
g
0
(x)
.
f
g
x
y
0 a
This forms the basis of a rule known as LHopitals Rule: Suppose 1 and o are dierentiable,
with 1(a) = o(a) = 0. If 1
0
and o
0
are continuous (but o
0
(r) = 0), then
lim
x!a
1(r)
o(r)
= lim
x!a
1
0
(r)
o
0
(r)
.
This rule can be applied for two-sided and one-sided limits, approaching a xed value a or ,
which give the indeterminate form
0
0
or

. To reduce expressions to a meaningful term, it may

be necessary to apply LHopitals Rule two or more times.
Examples
lim
x!0
sin2r
r
lim
x!0
sin2r
r
is of the form `
0
0
so that LHopitals rule may be applied:
= lim
x!0
2 cos (2r)
1
= lim
x!0
2
1
= 2
lim
x!1
lnr
r
lim
x!1
lnr
r
is of the form `

= lim
x!1
1
x
1
= lim
x!1
1
r
= 0
lim
x!0
r sinr
r
3
lim
x!0
r sinr
r
3
is of the form `
0
0
= lim
x!0
1 cos r
3r
2
is of the form `
0
0
so that LHopitals rule may be applied again
= lim
x!0
sinr
6r
is of the form `
0
0
= lim
x!0
cos r
6
=
1
6
There are other types of indeterminate forms, involving combinations of 0 and , dealt with as
follows:
Indeterminate Product 0.
If lim
x!a
1(r)o(r) = 0 re-arrange 1(r)o(r) to
f(x)
1=g(x)
, then apply LH Rule.
lim
x!0
+
rlnr lim
x!0
+
rlnr is of the form `0 so that some rearrangement is necessary
= lim
x!0
lnr
(1r)
is now of the form `
so that LHopitals rule may be applied

= lim
x!0
r
1
r
2
= lim
x!0
r
2
r
= lim
x!0
r
1
= 0
Indeterminate Dierence
If lim
x!a
[1(r) o(r)] = , convert the expression to a single fraction, using common
denominators, factorisation, or rationalisation, to produce a
0
0
or
1
1
form. Then apply LH Rule.
Examples
lim
x!0
[
1
r

1
sinr
]
lim
x!0
[
1
x

1
sin x
] is of the form ` so that some rearrangement is necessary
= lim
x!0
sin xx
xsin x
is now of the form `
0
0
so that LHopitals rule may be applied
= lim
x!0
cos x1
sin x+xcos x
a
0
0
form
= lim
x!0
sin x
cos xxsin x+cos x
applying LHopitals rule
=
lim
x!0
sin x
lim
x!0
(cos xxsin x+cos x)
applying rule (5)
= lim
x!0
0
2
= 0
Indeterminate Powers 0
0
, 1
1
,
0
.
For these indeterminate forms, begin with n = 1(r)
g(x)
.
Take the natural logarithm of both sides, to give lnn = o(r) ln1(r).
The indeterminate product 0. which results is then re-arranged as above.
Lastly, if lim
x!a
lnn has been found to be 1, lim
x!a
n = c
L
.
Examples
lim
x!0
+
r
x
= a 0
0
form
suppose for the moment that lim
x!0
+
r
x
exists, so let lim
x!0
+
r
x
= 1
then ln
lim
x!0
+
r
x
= ln1
since ln is continuous ln
lim
x!0
+
r
x
=

lim
x!0
+
ln(r
x
)
so lim
x!0
+
ln(r
x
) = ln1
now lim
x!0
+
rln(r) = 0 from the example above hence
ln1 = 0 giving 1 = c
0
= 1
Hence lim
x!0
+
r
x
= 1
lim
x!0
1 +
2
r
x
= a
0
form
suppose for the moment that lim
x!0
(1 +
2
r
)
x
exists, so let lim
x!0
(1 +
2
r
)
x
= 1
then ln
lim
x!0
(1 +
2
r
)
x
= ln1
since ln is continuous ln
lim
x!0
(1 +
2
r
)
x
=

lim
x!0
ln(1 +
2
r
)
x
so

lim
x!0
ln(1 +
2
r
)
x
= ln1
now lim
x!0
ln
1 +
2
r
x
= lim
x!0
rln(1 +
2
r
) = ....a 0 form
= lim
x!0
ln(1 +
2
x
)
1r
= ....a

form
= lim
x!0
1(1 +
2
x
)
2r
2
1r
2
= lim
x!0
2
1
(1 +
2
x
)
= 2
ln1 = 2 giving 1 = c
2
.
Hence lim
x!0
1 +
2
r
x
= c
2
The squeeze theorem
If a function o(r) is trapped between 2 other functions 1 and / such that 1(r) _ o(r) _ /(r),
and lim
x!a
1(r) = lim
x!a
/(r) = 1, then lim
x!0
o(r) = 1.
L
a
f
g
h
x
We can sometimes use this to evaluate limits of expressions where Limit Laws cannot successfully
be applied:
Example:
Show that
lim
x!0
rsin
1
r
= 0.
This limit cannot be found by nding lim
x!0
r and lim
x!0
sin
1
r
and multiplying them together since
lim
x!0
sin
1
r
does not exist.
graph of n = sin
1
x
We know that 1 _ sin

1
r
_ 1, so we can introduce a squeeze situation by using
[r[ _ rsin
1
r
_ [r[
graph of n = rsin
1
x
Now lim
x!0
[r[ = 0 and lim
x!0
[r[ = 0, so we have lim
x!0
rsin
1
r
= 0.
Example: A very common limit encountered by engineering students is
lim
x!1
c
x
sinr
Solution: We know that 1 _ sinr _ 1, so we can form the squeeze using
c
x
_ c
x
sinr _ c
x
Now lim
x!1
c
x
= 0 and similarly lim
x!1
c
x
= 0 hence lim
x!1
c
x
sinr = 0.
Lecture 16
Improper integrals
Text Reference: 9.2
Example: What is wrong with the following calculation:
1
1
1
r
2
dr =

r
1
1
1
= 1 1 = 2?
ANS: The function 1 (r) =
1
x
2
is always positive. The denite integral of a positive function can
never be negative. (Denite integrals give the signed area between a curve and the raxis.
For a curve which is always positive this signed area must also be positive.)
We have applied the Fundamental Theorem of Calculus in circumstances where we were
not entitled to do so.
The Fundamental Theorem of Calculus which enables us to evaluate a denite integral by
taking an antiderivative of the integrand requires that the integrand be continuous over a nite
domain of integration [a. /].
The function
1
x
2
is not continuous on the domain [1. 1]. (In fact of course it is not even dened
on [1. 1] .)
If we break the integral up we obtain
1
1
1
r
2
dr =

1
0
1
r
2
dr +
0
1
1
r
2
dr
However this introduces a new problem. The integrands in both these integrals are not Riemann
integrable because they are not bounded. (The function
1
x
2
is unbounded near r = 0.)
We can extend the theory of Riemann integration by introducing improper integrals.
There are two types of improper integrals:
an expression like

1
1
c
x
dr is improper because the domain of integration, in this
case [1. ) . is not bounded;
expressions like

1
0
1
r
2
dr where the range of the integrand is unbounded on the
interval of integration. (In this case the function
1
r
2
is unbounded on [0. 1] .)
When the domain of integration is not nite we have a Type 1 improper integral.
When the integrand is unbounded at a particular point, but continuous elsewhere, we have
a Type 2 improper integral.
Type 1: Innite intervals
For these integrals, we are attempting to nd the area of an innite space. To do this, we
evaluate the denite integral over a nite interval, and investigate the limit of the integral as the
interval is extended.
Example
1
1
1
r
2
dr [geometrically this is the area under the curve n =
1
r
2
to the right of r = 1].
1
1
1
r
2
dr = lim
t!1
t
1
1
r
2
dr (diagram)
= lim
t!1
r
1
t
1
= lim
t!1
1
t
+ 1
= 1.
We say that

1
1
1
r
2
dr is convergent.
We use the following denitions to evaluate these integrals:
To dene

1
a
1(r)dr we require two things, (i) that

t
a
1(r)dr exists for every number t _ a
(ii) that the lim
t!1
t
a
1(r)dr exists and is nite.
We then say that

t
a
1(r)dr converges.
Provided these two conditions are satised we dene

1
a
1(r)dr = lim
t!1
t
a
1(r)dr.
A similar statement can be made regarding the denition of

a
1
1(r)dr.
The integral

1
1
1(r)dr is also considered a type I integral, we dene
1
1
1(r)dr =

0
1
1(r)dr +
1
0
1(r)dr
provided the two improper integrals on the right are convergent independently.
Note: In each of these cases, if the integral exists, we say that the improper integral is convergent
and that the limit becomes the value of the improper integral. If the limit fails to exist, the
improper integral is divergent.
Example
Determine if

1
0
c
2x
dr is convergent or divergent.
1
0
c
2x
dr = lim
t!1
t
0
c
2x
dr
= lim
t!1
1
2
c
2x
t
0
= lim
t!1
1
2
c
2t
+
1
2
=
1
2
. (The integral is convergent.)
Example
Determine if

1
1
1
r
dr is convergent or divergent.
1
1
1
r
dr = lim
t!1
t
1
1
r
dr
= lim
t!1
[log
e
r]
t
1
= lim
t!1
(log
e
t) 0
= since log
e
r is an unbounded function as r .
This means the integral

1
1
1
r
dr diverges.
Example
For what values of j is

1
1
1
r
p
dr convergent?
The case where j = 1 was considered in the previous example, so we know that

1
1
1
r
p
dr
diverges when j = 1.
Now consider what happens if j = 1 :
1
1
1
r
p
dr = lim
t!1
t
1
1
r
p
dr
= lim
t!1
1
1 j
r
p+1
t
1
provided j = 1
= lim
t!1
1
1 j
t
p+1
1
1 j
Now
1
1 j
t
p+1
as t if j < 1. while
1
1 j
t
p+1
0 as t if j 1.
We conclude

1
1
1
r
p
dr converges if j 1 and diverges if j _ 1.
Example
Evaluate

1
1
1
1 + r
2
dr or else explain why the integral diverges.
If

1
1
1
1 + r
2
dr is to converge we require the (independent) convergence of both

1
0
1
1 + r
2
dr
and

0
1
1
1 + r
2
dr.
Now

1
0
1
1 + r
2
dr = lim
t!1
t
0
1
1 + r
2
dr While

0
1
1
1 + r
2
dr = lim
t!1
0
t
1
1 + r
2
dr
= lim
t!1
tan
1
r
t
0
= lim
t!1
tan
1
r
0
t
= lim
t!1
tan
1
t
tan
1
(0) = 0 lim
t!1
tan
1
t
=

2
0 = 0

2
=

2
. =

2
.
So both

1
0
1
1 + r
2
dr and

0
1
1
1 + r
2
dr converge,
and we have

1
1
1
1 + r
2
dr =

1
0
1
1 + r
2
dr +
0
1
1
1 + r
2
dr = .
Type 2 - integrand unbounded at a single point
Suppose 1 is a function continuous on [a. /) but is not bounded at r = /. that is, lim
x!b
1 (r) =
or .
Provided lim
t!b
t
a
1(r)dr exists, we dene

b
a
1(r)dr = lim
t!b
t
a
1(r)dr
The analogous denition can be made when 1 is not bounded at a :
Suppose 1 is a function continuous on (a. /] but is not bounded at r = a. that is, lim
x!a
+ 1 (r) =
or .
Provided lim
t!a
+
b
t
1(r)dr exists, we dene

b
a
1(r)dr = lim
t!a
+
b
t
1(r)dr
Now we see why we have the apparent contradiction in the example:

1
1
1
r
2
dr.
The integral

1
1
1
r
2
dr is undened because neither

1
0
1
r
2
dr nor

0
1
1
r
2
dr exists.
(The failure of just one of these limits to exist results in the integral being undened.)
1
0
1
r
2
dr = lim
t!0
+
1
t
1
r
2
dr
= lim
t!0
+
r
1
1
t
= lim
t!0
+
1 +
1
t
= . (The integral is divergent.)

Similarly

0
1
1
r
2
dr diverges.
Example
Is the area under the curve n =
1
p
x
from r = 0 to r = 1 nite? If so, what is it?
Solution: The area, if it exists, is given by

1
0
1
r
dr. This integral is improper since the
integrand is unbounded at r = 0.
Now

1
0
1
r
dr = lim
t!0
+
1
t
1
r
dr
= lim
t!0
+
2r
1=2
1
t
= lim
t!0
+
2 2
= 2.
The area under the curve is nite and is equal 2 sq. units.
Examples: Evaluate each of the following when they exist and explain the situation otherwise:
Find

1
0
1
1 r
2
dr
1
0
1
1 r
2
dr = lim
t!1
t
0
1
1 r
2
dr
= lim
t!1
sin
1
r
t
0
= lim
t!1
sin
1
t 0
= sin
1
(1)
= 2
Find

e
0
lnrdr
e
0
lnrdr = lim
t!0
+
e
t
lnrdr diagram:
= lim
t!0
+
[rlnr r]
e
t
(see lecture 14:

lnrdr = rlnr r).
= c lnc c lim
t!0
(t lnt t)
= c c 0 since lim
t!0
(t lnt) = 0.
= 0
The Comparison Test for Improper Integrals allows us to discuss the convergence of an
improper integral without evaluating it directly, by comparing it to a known or easier integral.
If 1 and o are continuous functions, where 1(r) _ o(r) _ 0, then
1.

1
a
o(r)dr is convergent if

1
a
1(r)dr is convergent.
2.

1
a
1(r)dr is divergent if

1
a
o(r)dr is divergent.
Example
Show that

1
1
c
x
2
dr is convergent. (This integral cannot be evaluated by elementary means
since the antiderivative of c
x
2
is not an elementary function).
Solution: We compare the integrand c
x
2
with c
x
.
Since r
2
_ r for all r _ 1 we have
1
c
x
2
_
1
c
x
i.e. c
x
2
_ c
x
for all r 1 (in fact c
x
2
approaches
0 at a very much faster rate than does c
x
).
So, using the comparison test,

1
1
c
x
2
dr converges if we can show
1
1
c
x
dr converges.
1
1
c
x
dr = lim
t!1
t
1
c
x
dr
= lim
t!1
c
x
t
1
= lim
t!1
c
t
+ c
1
.
Now lim
t!1
c
t
exists, in fact it is zero, and hence

1
1
c
x
dr converges to the value c
1
.
Thus

1
1
c
x
2
dr also converges. Its value (whatever it might be) is a number less than c
1
.
Lecture 17
slab and washer methods shell method
Volumes of solids
Most regular solids have a formula to use to calculate their volume
e.g. volume (sphere) =
4
3
r
3
,
volume (cone) =
1
3
r
2
/ etc.
Where do these formulae come from, and how do we nd volumes of other solids?
A shape is positioned along co-ordinate axes
and a representative slice is used for the cross-
sectional area.
The width of this slice is taken as r and thus
the volume of a typical slice is
\ = (r)r.
\ =

b
a
(r)dr
Example 1 Find the volume of a sphere of radius r with centre at the origin.
\ = (r)r
= [n (r)]
2
r
So that
\ =

r
r

r
2
r
2
2
dr
= 2
r
0
r
2
r
2
dr since

r
2
r
2
is an even function
= 2
r
2
r
1
3
r
3
r
0
= 2
r
3
1
3
r
3
=
4
3
r
3
Slab method:
The sphere is an example of a solid of revolution. These are formed when a region (in this
case the region bounded by the x-axis and the upper half of the circle centred at the origin and
of radius r) of the Cartesian plane is rotated about the x-axis. The cross-sectional area of a
typical slice is then in the shape of a disk, and being circular has area
= r
2
= 1(r)
2
. where 1(r) = height of each slice above the x-axis and therefore the radius
of each slab.
Thus, for a volume of a solid of revolution bounded by the r-axis, n = 1(r). r = a and r = /. we
have
\ =
b
a
[1(r)]
2
dr
Washer method
The volume formed by rotation around the x -axis of an area between 2 curves can often be
determined by using the washer method. For this we use
\ =

b
a

1 (r)
2
o(r)
2
dr
The shape created will be a washer, sitting perpendicular to the x-axis.
Example 2 Find the volume of the solid formed when the region bounded by n = r and n = r
2
is rotated through 2 radians about the x-axis.
\ = (r)r
=
[1 (r)]
2
[o(r)]
2
r
\ =

b
a

1 (r)
2
o(r)
2
dr
=
1
0
r
2
r
2
dr
=
1
3
r
3
1
5
r
5
1
0
=
1
3

1
5
=
2
15
Example 3 Find the volume of the solid formed when the region bounded by n = r and n = r
2
is rotated through 2 radians about the y-axis.
\ = (n)n
=
[r
2
(n)]
2
[r
1
(n)]
2
n
\ =
1
0
n)
2
n
2
dn the n terminals are n = 0 and n = 1

the outer radius r
2
is n = r
2
or r
2
(n) =
n
and the inner radius is r
1
(n) = n
=
1
0
n n
2
dn
=

1
2
n
2
1
3
n
3
1
0
=
1
2

1
3
=

6
Shell method:
In nding the volume of a solid of revolution which has been rotated about the y-axis, it may
sometimes be more useful to nd the volume using cylindrical (hollow) shells, where the shells
will be thin with axis the y-axis.
We use the fact that the shell opens to give a
at rectangular solid, where
\ = length height thickness
= 2r 1(r) dr
to arrive at the expression for the total volume
of the solid of revolution
\ =

b
a
2 (shell radius) (shell height) dr
=

b
a
2r1(r)dr
To use the Shell Method:
1. Draw the diagram, including a line to represent the radius perpendicular to the axis of
revolution.
2. Find the limits of integration, along the required axis of revolution.
3. Integrate the product 2 (shell radius) (shell height) to give the total volume.
Example 4 Find the volume of the solid obtained by rotating about the y-axis the region
bounded by n = r(r 1)
2
and n = 0. (To attempt this example using the washer method would
be almost impossible.)
\ = 2r r(r 1)
2
r
\ = 2
1
0
r
2
(r 1)
2
dr
= 2
1
0
r
4
2r
3
+ r
2
dr
= 2
1
5
r
5
1
2
r
4
+
1
3
r
3
1
0
= 2
1
5

1
2
+
1
3
=

15
-1.0 -0.8 -0.6 -0.4 -0.2 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 2.0
-0.5
-0.4
-0.3
-0.2
-0.1
0.1
0.2
0.3
0.4
0.5
x
y
Example 5 (Example 3 again but this time via shell method.): Find the volume of the solid
formed when the region bounded by n = r, and n = r
2
is rotated through 2 radians about the
y-axis.
\ = 2r
r r
2
r
\ = 2
1
0
r
r r
2
dr
= 2
1
3
r
3
1
4
r
4
1
0
= 2
1
12
=

6
same as that obtained previously
The answers obtained by either method are identical, but the shell method avoids the use of
squaring.
Example 6 Find the volume of the solid generated when the region bounded by n =
1
x
. n = 0,
x =1 and x = 10 is rotated about the y-axis, using cylindrical shells.
\ = 2r
1
r
0
r
= 2r
\ = 2
10
1
1dr
= 2 9
= 18
The next example shows that the shell method can also be used to nd volumes of revolution
about the r axis.
Example 7 The region bounded by y =

r, the x-axis, and the line x = 4 is revolved about
the x-axis to generate a solid. Find its volume using shells.
\ = 2n (4 r) n
= 2n
4 n
2
n
\ = 2
2
0
n
4 n
2
dn note use of n values as terminals

= 2
2n
2
1
4
n
4
2
0
= 8
Here the shell method is more complicated than the washer method: \ =
4
0
(
r)
2
dr = 8.
ENG1091 Sequences and Series
Lecture 18
sequences limits of sequences
Text Reference: 7.1,7.2,7.5
1. Denition: An innite sequence is a special kind of function whose domain is a set of
integers extending from some starting integer (usually 1) and then continuing indenitely.
The sequence a
1
. a
2
. a
3
. a
4
. ... is the ordered list of function values of a function a where
a (:) = a
n
at each positive integer :. We usually specify a sequence by giving its general
term, the formula for a
n
.
2. Examples:
(a) a
n
=

1
2
n
=

1
2
.
1
4
.
1
8
.
1
16
. ...
(b) a
n
=
: 1
:
=

0.
1
2
.
2
3
.
3
4
. ...
(c) a
n
= (1)
n1
= 1. 1. 1. 1. ...
(d) a
n
=

:
2
2
n
=

1
2
. 1.
9
8
. 1.
25
32
.
9
16
. ...
(e) a
n
=

cos
n
2
:
=

0.
1
2
. 0.
1
4
. 0.
1
6
. ...
(f) a
n
=

1 +
1
:
n
=
2.
3
2
2
.
4
3
3
.
5
4
4
. ...
.
3. Denition: An innite sequence has a limit 1 if the terms of the sequence tend to that
limit. This is all very well but it doesnt say very much. A real (or complex) number 1
is the limit of a sequence a
n
if for any number c 0 there is a number such that all
terms of the sequence beyond are within c of 1. Consult the picture on page 439 of your
text for a visual illustration of this denition. When an innite sequence a
n
has a limit
1 we write
lim
n!1
a
n
= 1.
We are not going to use this denition in any formal sense because we are going to establish
convergence or divergence of sequences using the limit theorems which follow. However it
is important to bear in mind that the proofs of these theorems depend ultimately on this
denition.
Not all sequences have limits and those that do are said to be convergent to their limit.
If a sequence has no limit we say it diverges.
Many people have a false idea of a limit as a number which the terms of the sequence get
closer to somehow. Notice example (e) above which has the limit 0. Notice also that it is
not true to say that successive terms are getting closer to zero, in fact each non-zero term
is farther away from zero than its predecessor, which of course is exactly zero.
4. Examples:
(a) a
n
=

1
2
n
=

1
2
.
1
4
.
1
8
.
1
16
. ...
converges to 0.
(b) a
n
=
: 1
:
=

0.
1
2
.
2
3
.
3
4
. ...
converges to 1.
(c) a
n
= (1)
n1
= 1. 1. 1. 1. ... diverges since it oscillates indenitely between 1
and 1.
(d) a
n
=

:
2
2
n
=

1
2
. 1.
9
8
. 1.
25
32
.
9
16
. ...
converges to 0.
(e) a
n
=

cos
n
2
:
=

0.
1
2
. 0.
1
4
. 0.
1
6
. ...
converges to 0.
(f) a
n
=

1 +
1
:
n
=
2.
3
2
2
.
4
3
3
.
5
4
4
. ...
. converges to c.
(g) a
n
= : = 1. 2. 3. 4. ... . diverges since a
n
. we also say that a
n
is unbounded.
5. Demonstrating divergence. Showing that a particular sequence diverges can in many
ways be more problematic.
(a) If we can show that the sequence is unbounded the sequence diverges. A sequence
a
n
is unbounded if for all numbers ' 0 we may nd an : such that [a
n
[ '.
However, please remember that many bounded sequences are also divergent.
(b) If a sequence appears to have two or more dierent limits the sequence diverges. It
may happen, for example, that the sequence of odd terms of a converges to a limit
which is dierent to the limit of the sequence of even terms. This behaviour is apparent
in the example (c) above.
(c) Many divergent sequences behave like the divergent sequence a
n
= sin(:) . The range
of this sequence is dense in the set [1. 1] which means we can pick any number in
[1. 1] and specify any positive distance we like, then there exists an : such that
sin(:) is as close as we please to our chosen number.
6. Sequence theorems
Suppose that c and p are constants and (unless stated otherwise) the limits lim
n!1
a
n
and lim
n!1
/
n
exist. Then
(a) lim
n!1
[a
n
+ /
n
] = lim
n!1
a
n
+ lim
n!1
/
n
(b) lim
n!1
[a
n
/
n
] = lim
n!1
a
n
lim
n!1
/
n
(c) lim
n!1
[ca
n
] = c lim
n!1
a
n
(d) lim
n!1
[a
n
/
n
] = lim
n!1
a
n
lim
n!1
/
n
(i) if lim
n!1
/
n
= 0 then lim
n!1
a
n
b
n
=
lim
n!1
a
n
lim
n!1
b
n
.
(ii) if a
n
is a bounded sequence and /
n
is unbounded then lim
n!1
a
n
/
n
= 0. (It is
not necessary that lim
n!1
a
n
exists.)
(e) lim
n!1
[a
n
p
] = [ lim
n!1
a
n
]
p
Part (f) is really a special case of the Continuous function theorem which says
that
if 1 is a continuous function then lim
n!1
[1 (a
n
)] = 1

lim
n!1
a
n
.
(f) lim
n!1
c = c
(g) lim
n!1
c
n
= 0 if [c[ < 1 and divergent otherwise.
7. The following examples illustrate how the various properties listed above can be used to
establish convergence of sequences and nd their limits.
(a) a
n
= : diverges since a
n
is unbounded.
(b) a
n
=
1
n
converges to 0. Rather obvious but a special case of rule (e)ii.
(c) a
n
=
:
2
3: + 1
2:
2
+ 1
Write a
n
=
:
2
3: + 1
2:
2
+ 1
=
:
2
1
3
n
+
1
n
2
:
2
2 +
1
n
2
1
3
n
+
1
n
2
2 +
1
n
2
So lim
n!1
a
n
=
lim
n!1
1
3
n
+
1
n
2
lim
n!1
2 +
1
n
2
(apply rule (e))
=
(1 0 + 0)
(2 + 0)
(apply rules (a),e(ii))
=
1
2
(d) a
n
=
2:
2
+ 3: + 1
:
3
+ 1
Write a
n
=
2:
2
+ 3: + 1
:
3
+ 1
=
:
2
2 +
3
n
+
1
n
2
:
3
1 +
1
n
3
=
1
2 +
3
n
+
1
n
2
1 +
1
n
2
So lim
n!1
a
n
= lim
n!1
1
:
lim
n!1
2 +
3
n
+
1
n
2
lim
n!1
1 +
1
n
2
(apply rules (d,e))
= 0 2
= 0
(e) a
n
=
: + 1
:
a
n
=
: + 1
:
1

: + 1 +
: + 1 +
:
(a trick that often works with dierence of sq. roots)
=
: + 1 :
: + 1 +
:
=
1
: + 1 +
:
So lim
n!1
a
n
= lim
n!1
1
: + 1 +
:
= 0 (since the sequences

: + 1.
: are unbounded)
Exercises Find the limits of the following sequences if they exist, or if they are divergent explain
why.
1. a
n
=

:
2
+ 2: : ANS: convergent: lim
n!1
a
n
= 1.
2. a
n
=
:
2
4
: + 5
ANS: divergent: a
n
=
n
2
4
n+5
is not bounded.
3. a
n
= ln(: + 1) ln(2: 1) ANS: convergent: lim
n!1
a
n
= ln
1
2
= ln2.
An important sequence
Show lim
n!1
1 +
r
:
n
= c
x
.
Use LHopitals rule but rst we need to change it from a sequence limit to a function of a
continuous variable.
Consider instead lim
x!1
1 +
a
x
x
= 1(a) .
Then ln1(a) = ln
lim
x!1
1 +
a
x
= lim
x!1
ln
1 +
a
x
x
= lim
x!1
rln
1 +
a
x
= 0
= lim
x!1
ln(1+
a
x
)
1=x
=
0
0
= lim
x!1
a
x
2
(1+
a
x
)

1
x
2

= lim
x!1
a
(1+
a
x
)
= a
so 1(a) = c
a
hence lim
x!1
1 +
a
x
x
= c
a
.
We conclude that the sequence limit also exists and lim
n!1
1 +
x
n
n
= c
x
.
Note that the existence of the function limit implies the existence of the corresponding sequence
limit but not vice versa.
For example lim
n!1
sin(2:) = 0 but lim
x!1
sin(2r) does not exist.
Lecture 19&20
series geometric series convergence
Text Reference: 7.6
Many students nd this lecture very dicult and the material covered here is quite sparse. An
excellent account of this material can be found in the rst chapter of Mathematical Methods in
the Physical Sciences by Mary L Boas. (Available in the Hargrave library.)
1. An innite series is a formal sum of innitely many terms; for example a
1
+a
2
+a
3
+a
4
+...
is a series formed by adding the terms of the sequence a
n
. This series is also denoted
1
n=1
a
n
.
1
n=1
a
n
= a
1
+ a
2
+ a
3
+ a
4
+ ...
Examples:
1.
1
n=1
1
2
n
=
1
2
+
1
4

1
8
+
1
16
....
2.
1
n=1
: 1
:
= 0 +
1
2
+
2
3
+
3
4
+ ...
3.
1
n=1
(1)
n1
= 1 1 + 1 1 + ...
4.
1
n=1
:
2
2
n
=
1
2
+1 +
9
8
+1 +
25
32
+
9
16
+...
5.
1
n=1
: = 1 + 2 + 3 + 4 + ...
6.
1
n=2
1
ln:
=
1
ln2
+
1
ln3
+
1
ln4
+ ...
To every series
1
n=1
a
n
there is an associated sequence called the sequence of partial sums :
n
whose :
th
term is the sum of the rst : terms of the series:
:
1
= a
1
:
2
= a
1
+ a
2
:
4
= a
1
+ a
2
+ a
3
:
4
= a
1
+ a
2
+ a
3
+ a
4
.
.
.
:
n
=
n
k=1
a
k
.
.
.
Denition: We say that the series
1
n=1
a
n
converges to the sum : if the sequence of partial
sums :
n
. where :
n
=
n
k=1
a
k
. converges to :. If this is the case we write
1
n=1
a
n
= :.
If the sequence of partial sums is a divergent sequence then the series
1
n=1
a
n
is said to diverge.
Recall what it means for a sequence :
n
to converge. Given any c 0 there exists such that
[:
n
1[ < c for all : . In particular the distance between any two terms :
n
and :
n+1
must
be less than 2c whenever : . To see this:
[:
n+1
:
n
[ = [:
n+1
1 + 1 :
n
[
_ [:
n+1
1[ +[1 :
n
[ by triangle inequality
< c + c whenever :
But [:
n+1
:
n
[ = [a
n+1
[ so the sequence a
n
converges to zero. Thus we have the following
necessary condition for convergence.
Theorem: The innite series

1
n=1
a
n
converges only if the parent sequence a
n
converges to
zero.
Example: Discuss the convergence or divergence of the series
1
n=1
: 1
: + 1
.
We have lim
n!1
a
n
= lim
n!1
: 1
: + 1
= 1. Since this is not zero the series
1
n=1
: 1
: + 1
diverges.
Important note: The test lim
n!1
a
n
= 0 is a condition necessary for convergence; it is not
sucient.
Later on we show that the series
1
n=1
1
:
is a divergent series despite the fact that lim
n!1
1
:
= 0.
2. Geometric series
A series of the form
a + ar + ar
2
+ ....
where a = 0 is called a geometric series. The number a is its rst term and the number r is
called the common ratio since it is the value of the ratio of any term to its predecessor.
Repeating decimals are innite geometric series, e.g.
0.
_
1
_
2 = 0.12121212... =
12
100
+
12
10. 000
+
12
1. 000. 000
+ ...; r =
1
100
Finding an explicit formula for :
n
for a geometric series is easy:
:
n
= a + ar + ar
2
+ .... + ar
n1
. (1)
and
r:
n
= ar + ar
2
+ ar
3
+ .... + ar
n
(2)
e.g. (1) e.g. (2):
hence
:
n
=
a (1 r
n
)
1 r
For [r[ < 1 we have lim
n!1
r
n
= 0 and so the geometric series converges to
1
n=1
ar
n1
=
a
1 r
.
For r 1 the sequence

ar
n1
is unbounded and so the geometric series diverges.

For r = 1. and a = 0 we have the divergent constant series a + a + a + .... and for r = 1
we have the series a a + a a + .... which alternates between a and 0. and hence also
diverges.
Exercise Use the formula
1
n=1
ar
n1
=
a
1 r
to nd the fraction equivalent of the repeating
decimal 0.
_
1
_
2.
0.
_
1
_
2 = 0.121212...
Exercises: Discuss the convergence or divergence of each of the following series:
1. Use partial fractions to show
1
:(: + 1)
=
1
:

1
: + 1
. Use this to nd a formula for its :
th
partial sum :
n
. Hence show
1
n=1
1
:(: + 1)
converges by nding its limit.
The :
th
partial sum is :
n
=
n
k=1
1
:(: + 1)
=

1
1

1
2
1
2

1
3
+ ... +
1
:

1
: + 1
= 1
1
: + 1
Hence
1
n=1
1
:(: + 1)
= lim
n!1
1
1
: + 1
= 1.
2.
1
n=1
: 1
:
2
+ 1
.
Tests for Series Convergence
The convergence or divergence of the geometric series was determined by nding a formula for
the sequence of partial sums :
n
. This is not always possible for more general series and hence
the need to establish some tests which are sucient to determine convergence or divergence.
For now we deal exclusively with positive series, that is series of the type
1
n=1
a
n
where a
n
_ 0
for all :.
1. Integral Test.
Example: Determine the convergence or divergence of the series
1
n=1
1
:
2
.
Notice that all of the terms of the series are positive.
The essential idea of the integral test is that the series
1
n=1
1
:
2
and the improper integral
1
1
1
r
2
dr
either both converge, or both diverge (to ).
Now a quick calculation shows

1
1
1
r
2
dr converges:
Notice that
1
n=2
1
:
2
<

1
1
1
r
2
dr (diagram) so that
1
n=1
1
:
2
< 1 +
1
1
1
r
2
dr
Since a
n
=
1
:
2
is always positive, the sequence of partial sums is increasing (since :
n+1
:
n
=
a
n+1
0).
Therefore the series is bounded above by 1 +
1
1
1
r
2
dr.
An increasing sequence :
n
that is bounded above converges, hence the series
1
n=1
1
:
2
converges.
Example: Determine the convergence or divergence of the series
1
n=1
1
:
.
Notice once again that all of the terms of the series are positive. This time the corresponding
improper integral is

1
1
1
r
dr which diverges (to ).
Calculation:
Notice that
1
n=1
1
:

1
1
1
r
dr (diagram).
Hence
1
n=1
1
:

1
1
1
r
dr is unbounded, and therefore
1
n=1
1
:
is also unbounded and therefore
diverges.
Note: the divergent series
1
n=1
1
:
is called the harmonic series. It is rather special because it is
an example of a series that diverges and yet whose parent sequence, a
n
=
1
n
. converges to zero.
Example (p-series): The series class
1
n=1
1
:
p
. are known collectively as jseries . By comparing
with the corresponding integral

1
1
1
r
p
dr a quick calculation shows:
1
n=1
1
:
p
diverges for j _ 1 and
1
n=1
1
:
p
converges for j 1.
2. The comparison test
The integral test works by comparing an innite series with the corresponding improper integral.
Why not compare two series? This then is the comparison test.
Example The series

1
n=1
1
n
2
+1
_

1
n=1
1
n
2
because
1
n
2
+1
_
1
n
2
for all :. We know

1
n=1
1
n
2
converges and since it dominates

1
n=1
1
n
2
+1
this series must also converge. (Once again the fact
that

1
n=1
1
n
2
+1
and

1
n=1
1
n
2
are both series of positive terms is crucial here.)
The precise statement of the comparison test is as follows:
Let

1
n=1
a
n
and

1
n=1
/
n
both be series of positive terms and that the
convergence or divergence of

1
n=1
/
n
is known.
Showing convergence: If

1
n=1
/
n
converges and a
n
_ /
n
for all :, then

1
n=1
a
n
converges.
Showing divergence: If

1
n=1
/
n
diverges and a
n
_ /
n
for all :, then

1
n=1
a
n
diverges.
Warning: When using the comparison test it is important to get the inequalities the
correct way about and avoid using too coarse a comparison.
For example, it is true that
1
n
2
+1
_
1
n
for all : and that

1
n=1
1
n
diverges. What can we say
about the behaviour of

1
n=1
1
n
2
+1
on the basis of this comparison? Absolutely nothing!
Exercises: Discuss the convergence or divergence of each of the following series:
1.
1
n=2
1
:ln:
. [Compare with the integral

1
2
1
rlnr
dr.]
2.
1
n=1
c
n
cos
2
:
n
. [Compare with the geometric series
1
n=1
c
n
n
]
3.
1
n=1
: 1
:
2
+ 1
. [Compare with the j-series
1
n=1
1
:
3=2
]
4.
1
n=1
: 1
2
n
(: + 1)
. [Compare with the geometric series
1
n=1
1
2
n
]
The Ratio Test
Recall that the innite geometric series

1
n=1
ar
n1
= a + ar + ar
2
+ ... converges for r < 1
and diverges for r 1. where the common ratio r is the ratio of two consecutive terms of the
geometric sequence, i.e. r =
a
n+1
a
n
.
The ratio test for convergence of a series is a generalisation of this to other types of series.
Ratio Test: Suppose we have a series
1
n=1
a
n
where a
n
0 for all :. and for which lim
n!1
a
n+1
a
n
either exists or is innite.
Let j = lim
n!1
a
n+1
a
n
.
If j < 1 then
1
n=1
a
n
converges. (As a consequence we get lim
n!1
a
n
= 0.)
If j 1 then lim
n!1
a
n
= and
1
n=1
a
n
diverges.
If j = 1. then the ratio test fails as the series may converge, or diverge to .
Notice that this test could also be used to test for convergence of a geometric series since in this
case lim
n!1
a
n+1
a
n
=
a
n+1
a
n
= r. a constant.
Examples
1.
1
n=1
1
:
2
(j = 1 and therefore ratio test fails, but we know this series converges by earlier tests)
2.
1
n=1
2
n
:!
(j = 0. series converges by ratio test)
3.
1
n=1
:
100
2
n
(j =
1
2
. series converges by ratio test)
4.
1
n=1
:!
:
n
(j =
1
e
. series converges by ratio test)
5. Use the ratio test to show the series
1
n=1
:c
n
converges.
Absolute and Conditional convergence
All of the series in the previous section were series of positive terms. We can now remove
this restriction and allow arbitrary terms a
n
. We can obtain a series of positive terms from an
arbitrary series by replacing all the terms with their absolute values.
Denition: The series
1
n=1
a
n
is said to be absolutely convergent if the series
1
n=1
[a
n
[ con-
verges.
Absolute convergence Theorem: If a series converges absolutely then the series converges.
Thus the tests for series of positive terms can be used to determine the convergence of any series
converges by it showing converges absolutely.
Example: Show the series
1
n=1
(1)
n
:
2
converges absolutely.
However the absolute convergence test (if we call it that) is a sucient condition for convergence,
but it is not a necessary condition. Many series may fail to be absolutely convergent and yet are
convergent just the same. We call such series conditionally convergent.
Example: The series
1
n=1
(1)
n
:
does not converge absolutely because if we replace all the terms
by their absolute values we get the divergent harmonic series.
1
n=1
1
:
.
However the alternating harmonic series
1
n=1
(1)
n
:
converges (conditionally) as we will show.
We cannot use any of the tests previously discussed to show that the series

1
n=1
(1)
n
n
converges
as these tests apply only to series of positive terms. Generally speaking, to demonstrate conver-
gence where the convergence is not absolute is usually quite dicult. We will discuss but one of
many tests that do the job; this test is very easily applied but is quite restrictive as it can only
be used on special types of series.
The Alternating series test. Suppose we have a series of the form
1
n=1
(1)
n
a
n
where the
sequence a
n
satises:
(i) a
n
_ 0. for all :
(ii) lim
n!1
a
n
= 0 and
(iii) a
n+1
_ a
n
for all :.
Then the series
1
n=1
(1)
n
a
n
converges.
Example: The series
1
n=1
(1)
n
:
.
(i) The series is of the required form with a
n
=
1
n
. Clearly a
n
0 for all :.
(ii) lim
n!1
1
n
= 0.
(iii) a
n
a
n+1
=
1
n

1
n+1
=
1
n(n+1)
0 for all : and hence a
n+1
_ a
n
.
The three parts of the alternating series test are satised and we deduce that
1
n=1
(1)
n
:
converges.
Example: The series
1
n=2
cos :
log
e
:
.
(i) Since cos : = (1)
n
the series is of the required form with a
n
=
1
log
e
n
. Since log
e
: 0
for all : _ 2. we have a
n
0.
(ii) Also, lim
n!1
1
log
e
n
= 0.
(iii) To show a
n
a
n+1
=
1
log
e
n

1
log
e
(n+1)
0 for all :. is a little more awkward than that
for the previous example and one way of doing this is to show the function 1 log
e
(r) is
decreasing for all r _ 2. This is easy using calculus:
The function 1 log
e
(r) has derivative:
d
dr
(log
e
(r))
1
= 1 (log
e
(r))
2
d
dr
log
e
(r)
=
1
r(log
e
(r))
2
This is clearly negative, and hence 1 log
e
(r) is a decreasing function. Thus
1
log
e
n

1
log
e
(n+1)
0 for all : _ 2.
All three parts of the alternating series test are satised and we deduce that
1
n=2
cos :
log
e
:
converges.
The alternating series test is quite restrictive as it cannot be used to show the conditional
convergence of series whose terms do not strictly alternate in sign.
For example, the series
1
n=1
sin n
n
is also convergent conditionally, but its terms do not strictly al-
ternate in sign. A more general test for conditional convergence (and which works for
1
n=1
sin n
n
)
is Dirichlets test but will not be examined in this course.
Lecture 21
Taylors theorem
Text Reference: 9.4.1-9.9.4.2
The pragmatic reason for spending all this time on sequences and series was to get to Taylor
series. The idea of the Taylor series is to approximate a function with a power series. This series
can then be used to nd values of the original function in an ecient manor. Calculators and
computers regularly use Taylor series expansions for more sophisticated functions.
To begin with, lets construct an approximation to the function 1(r) at the point a, given the
value of the function at the point and its slope. If we dont really know anything about the
shape of the function, then we will stick with the basic approximation of a straight line.
1 (r) - 1 (a) + (r a) 1
0
(a)
If we are also given the second derivative evaluated at the point r = a, then we have an extra
constraint. Instead of a straight line, we can approximate 1(r) with a parabola.
1 (r) - 1 (a) + (r a) 1
0
(a) +
(r a)
2
2!
1
00
(a)
Example: Given 1 (2) = 1. 1
0
(2) = 0. 1
00
(2) = 1, nd the 2nd order polynomial approxima-
tion to 1(r) about r = 2.
The Taylor polynomial of degree 2 is
1 (r) - 1 (a) + (r a) 1
0
(a) +
(r a)
2
2!
1
00
(a)
and with a = 2 becomes
1 (r) - 1 (2) + (r 2) 1
0
(2) +
(r 2)
2
2!
1
00
(2)
= 1
1
2
(r 2)
2
.
This can readily be extended to higher order polynomials.
Example: Given, 1 (0) = 2. 1
0
(0) = 1. 1
00
(0) = 3 and 1
000
(0) = 1 nd the 3rd order polynomial
approximation to 1(r) about r = 0.
Now
1 (r) - 1 (a) + (r a) 1
0
(a) +
(r a)
2
2!
1
00
(a) +
(r a)
3
3!
1
000
(a)
with a = 0 this becomes:
1 (r) - 1 (0) + r1
0
(0) +
(r)
2
2!
1
00
(0) +
(r)
3
3!
1
000
(0)
= 2 r +
3
2
r
2
+
1
6
r
3
Taylor polynomials are approximations of the function 1.
If we replace the notion of polynomial with innite series the approximate equals sign can be
replaced by equality [under appropriate conditions]:
1 (r) = 1 (a) + (r a) 1
0
(a) +
(r a)
2
2!
1
00
(a) + +
(r a)
n
:!
1
(n)
(a) + ... (21.1)
This expression is known as the Taylor series of 1.
[One of the conditions for equality in eq. (2.1) is that the Taylor series converges. The Taylor
series of some functions converge for all r. while others (typically) converge only on some interval
of the real line. Equality can only apply for those r for which the series converges.]
Example: Find the Taylor series for 1(r) = c
x
about r = 1.
1 (r) = c
x
1 (1) = c
1
0
(r) = c
x
1
0
(1) = c
1
00
(r) = c
x
1
00
(1) = c
1
000
(r) = c
x
1
000
(1) = c
1
(4)
(r) = c
x
1
(4)
(1) = c

Therefore the Taylor series of 1 (r) = c
x
is
1 (a) + (r a) 1
0
(a) +
(r a)
2
2!
1
00
(a) + +
(r a)
n
:!
1
(n)
(a) +
= c + c (r 1) +
c
2
(r 1)
2
+
c
3!
(r 1)
3
+ ...
In the instance when the expansion is about the point r = 0, the Taylor series is then
called a Maclaurin series.
1 (r) = 1 (0) + r1
0
(0) +
r
2
2!
1
00
(0) + +
r
n
:!
1
(n)
(0) +
Example: Find the Maclaurin series for 1(r) = ln(1 + r) about r = 0.
1 (r) = ln(1 + r) 1 (0) = 0
1
0
(r) =
1
1 + r
1
0
(0) = 1
1
00
(r) =
1
(1 + r)
2
1
00
(0) = 1
1
000
(r) =
2
(1 + r)
3
1
000
(0) = 2
1
000
(r) =
2 3
(1 + r)
4
=
3!
(1 + r)
4
1
(4)
(0) = 3!

Therefore the Maclaurin series of 1 (r) = ln(1 + r) is
1 (0) + (r) 1
0
(0) +
(r)
2
2!
1
00
(0) + +
(r)
n
:!
1
(n)
(0) +
= 0 + 1 (r)
r
2
2
+
2! r
3
3!

3! r
4
4!
+ ...
= r
r
2
2
+
r
3
3

r
4
4
+ ...
Example: Find the Maclaurin series for 1(r) = cos (r) about r = 0.
1 (r) = cos r 1 (0) = 1
1
0
(r) = sinr 1
0
(0) = 0
1
00
(r) = cos r 1
00
(0) = 1
1
000
(r) = sinr 1
000
(0) = 0
1
000
(r) = cos r 1
(4)
(0) = 1

Therefore the Maclaurin series of 1 (r) = cos r is
1 (0) + (r) 1
0
(0) +
(r)
2
2!
1
00
(0) + +
(r)
n
:!
1
(n)
(0) +
= 1 0 (r)
r
2
2
+ 0
r
3
3!
+
r
4
4!
+ ...
= 1
r
2
2!
+
r
4
4!

r
6
6!
+ ...
It can be rather tedious nding Taylor or Maclaurin series from scratch each time. Using a known
Taylor series it is possible to nd the Taylor series of other related functions by substitution, or
by integrating or dierentiating term by term.
Example: Find the Maclaurin series expansion to 1(r) =
1
1 + r
, given the expansion of 1(r) =
ln(1 + r) from the earlier example.
We dierentiate the Maclaurin series for 1(r) = ln(1 + r)
The Maclaurin series for 1(r) =
1
1 + r
is then
r
r
2
2
+
r
3
3

r
4
4
+ ...
0
= 1 r + r
2
r
3
+ ...
(This is an innite geometric series with common ratio r = r.)
Example: Find the Maclaurin series expansion to 1(r) =

coshrdr.
First we nd the Maclaurin series expansion to coshr :
1 (r) = coshr 1 (0) = 1
1
0
(r) = sinhr 1
0
(0) = 0
1
00
(r) = coshr 1
00
(0) = 1
1
000
(r) = sinhr 1
000
(0) = 0
1
000
(r) = coshr 1
(4)
(0) = 1

Giving
coshr = 1 +
r
2
2!
+
r
4
4!
+
r
6
6!
+ ...
Note that the Maclaurin series for cos r can also be obtained by the identity cos r = cosh(ir) .
Now integrating term by term we obtain
coshrdr =

1 +
r
2
2!
+
r
4
4!
+
r
6
6!
+ ...dr
= r +
r
3
3!
+
r
5
5!
+
r
7
7!
+ ... + C
with C = 0 we obtain the Maclaurin series expansion to sinhr = r +
r
3
3!
+
r
5
5!
+
r
7
7!
+ ....
(This may be obtained directly of course from the Taylor series formula.)
ENG1091 Multivariable Calculus
Lecture 22&23
partial derivatives directional derivatives chain rule
Text Reference: 9.6.1-9.6.5
1. Functions of several variables
Throughout our discussions on dierentiation and integration we have examined functions with
only one independent variable. Yet we can think of any number of examples in engineering in
which a quantity is dened by two or more independent variables. The volume of a cylinder is a
function of the height of the cylinder and the radius of its base:
\ = r
2
/
The density of ocean water is a function of its temperature and salinity: density:
j = j (T. o)
For the moment let us focus on functions with two independent variables, x and y. For further
convenience, we can assume that x and y are our familiar Cartesian coordinates. Given an
arbitrary function of our two independent variable, . = 1(r. n). it is possible to view the variable
. as the height above the r-n plane. This function of two variables is thus a three-dimensional
surface above the r-n plane, which, unfortunately, is very dicult to graph on a piece of paper. In
graphing 1(r. n), it is common to draw lines of constant height . (i.e. contours). Such diagrams
are completely analogous to contour maps used in bushwalking and mountaineering.
It is worth the time to graph a few simple functions to help with future lectures.
Consider the contour maps/surface plots for the functions below:
.
1
=

16 r
2
n
2
.
2
= 16 r
2
n
2
.
3
= 2r
y
3
and
.
4
= cos (r) cos (n) (not examinable)
It is worth noting that the function 1 (r. n) is often called a scalar eld in vector calculus. Also,
we can readily extend this material to three dimensions and beyond; only it isnt simple to draw
such functions on paper.
2. Partial dierentiation: The aim of this section is to extend some of the principles of
basic calculus to functions with multiple independent variables. We begin with dierentiation.
Thinking back to one independent variable, if 1 is a function of a single variable, r say, then we
dene the derivative of 1 with respect to r as
d1
dr
= lim
x!0
1 (r + r) 1 (r)
r
Now if 1 is a function of two independent variables, r and n. then we can dene the derivative
of 1 with respect to each of these variables as follows
01
0r
= lim
x!0
1
r
y=const
= lim
x!0
1(r + r. n) 1(r. n)
r
y=const
(1)
In this operation we treat n as a constant. It is basically ignored. Note the special notation used
for the partial derivative. Note that
01
0r
and
d1
dr
have dierent meanings in multivariable calculus, so we need to be careful. The partial derivative
with respect to n is similarly dened as
01
0n
= lim
y!0
1
n
x=const
= lim
y!0
1(r. n + n) 1(r. n)
n
x=const
(2)
where r is held constant throughout.
The basic concepts of dierentiation (e.g. the product rule,quotient rule, associative and distrib-
utive properties) extend across to higher dimensions as expected.
Returning to our visualisation of . = 1 (r. n) as representing a height or a 3-D surface, then the
partial derivative
0.
0r
represents the change in height in the x direction or the slope of the surface in the x direction.
Example: Find both partial derivatives of
1 (r. n) = sin(rn) + r
2
+ rn
01
0r
= cos (rn) n + 2r + 1n
01
0n
= cos (rn) r rn
2
= n cos (rn) + 2r + 1n = rcos (rn) rn
2
Example: Given
1(r. n) = sin(rn) + r
2
+ rn.
nd both
@f
@x
and
@f
@y
at the point (. 1) .
01
0r
[
(;1)
= cos () + 2 + 1
01
0n
[
(;1)
= cos ()
= 2 = 2
As the text notes, partial dierentiation can readily be extending to instances of more than two
independent variables.
Example (from text): Given
1 (r. n. .) = rn.
2
+ 3rn .
nd
01
0r
.
01
0n
and
01
0.
.
01
0r
= n.
2
+ 3n
01
0n
= r.
2
+ 3r
01
0.
= 2rn. 1
Suppose we want to evaluate the partial derivative at a specied point. That is, we want to
quantify the slope given a choice of x and y. Just as in one dimension, we must take the derivative
rst before plugging in the variable. Note that since n is held constant in calculating
@f
@x
., it doesnt
really matter when we substitute in the given value of n.
3. The gradient and directional derivatives
Staying in Cartesian coordinates, it is natural to extend the partial derivatives to include a
direction. That is, we can turn them into a vector. Assuming that
@f
@x
points in the direction of
r and
@f
@y
points in the direction of n. then we call dene the gradient of the eld 1(r. n) as
\1(r. n) =
01
0r
i +
01
0n
j (3)
where i and j are the unit vectors in the direction of r and n. respectively. The gradient of the
eld 1 is often abbreviated as grad1 and given the notation \1.
Example: Given the scalar eld
1(r. n) =

16 r
2
n
2
.
calculate \1. Sketch these vectors on the contour map of 1(r. n).
Solution:
\1(r. n) =
01
0r
i +
01
0n
j =
1
2
16 r
2
n
2
1=2
2ri +
1
2
16 r
2
n
2
1=2
2nj
=
1
16 r
2
n
2
(ri + nj)
Note that the gradient vector is always perpendicular to a level curve at a given point and
points towards the direction of increasing function value.
The previous example revealed a noteworthy point about the gradient. At all points the vectors
of the gradient are at right angles to the contour lines. In this two-dimensional, Cartesian
coordinate picture, the gradient points us in the direction of greatest change of our scalar eld
f (x, y). Going back to our analogy of f (x, y) representing the contours of height on a map, the
gradient of f (x, y) gives us a vector that tells us the direction of the maximum slope and its
magnitude.
Example: Given the scalar eld 1(r. n) = rn. draw the contour eld, calculate \1 and sketch
the gradient vectors over the contour lines.
\1 =
@f
@x
i +
@f
@y
j = ni + rj
-5 -4 -3 -2 -1 1 2 3 4 5
-5
-4
-3
-2
-1
1
2
3
4
5
x
y
Please note that the gradient can readily be extended to higher dimensions.
Example: Given the scalar eld
1(r. n. .) = . + (r
2
+ n
2
)
calculate \1. Sketch a level surface 1(r. n. .) = / for some suitable value of / and plot \1 at
a point on this surface. (The graphic illustrates the case / = 1. i.e. the surface . + (r
2
+ n
2
).)
-4
-2
-4
4
2
3
2
z
0
y
0
0
-1
-2
-3
x
2
1
4
-2
Example: Given the scalar eld 1(r. n. .) = rn.
2
+ 3rn . calculate\1.
\1 =
01
0r
i +
01
0n
j +
01
0.
k =

n.
2
+ 3n
i +
r.
2
+ 3r
j + (2rn. 1) k
Directional derivative
Weve seen that \1 is a vector that tells us the direction and magnitude of the rate of change
of the scalar eld f (x, y). We can also use \1 to nd the rate of change of the scalar eld f (x,
y) in some arbitrary direction. This is known as the directional derivative. Specically, if we are
given a scalar eld f (x. y) and a specied orientation to follow, say
v =
x
i +
y
j
the unit vector having same direction as v is ^ v =
v
|v|
where |v| =

2
x
+
2
y
;
then the directional derivative 1
v
1 is dened as
1
v
1 = \1
v
|v|
(4)
Example: Given the scalar eld 1(r. n) = rn, nd the directional derivative in the direction of
v = 3i + 4j
at the points ((1. 1), (1. 1) . and (4. 3).
v = 3i + 4j so that |v| =

(3)
2
+ (4)
2
= 5 and hence ^ v =
3
5
i +
4
5
j.
\1 =
@f
@x
i +
@f
@y
j = ni + rj
Hence 1
v
1 (r. n) = \1 v =
3
5
n +
4
5
r.
1
v
1 (1. 1) =
7
5
. 1
v
1 (1. 1) =
1
5
. 1
v
1 (4. 3) =
7
5
.
The denition of the directional derivative presented here is dierent, in notation, than that
presented in the text. One would nd that the denitions are identical in practice since:
v
|v|
=

x
i +
y
j
2
x
+
2
y
=
2
x
+
2
y
i +
2
x
+
2
y
j = cos(c)i + sin(c)j (5)

where c is the angle that the vector v makes with the r axis. Using the dot product, eq.(4)
becomes:
\1
v
|v|
=

01
0r
i +
01
0n
j
(cos(c)i + sin(c)j)
=
01
0r
cos c +
01
0n
sinc (6)
Equation (6) is the denition of directional derivative (of functions of two variables) given in the
text.
The vector denition presented in these notes is, in general, far more widely used in mathematics
and engineering as it can readily be extended to other coordinate systems and higher dimensions.
4. The chain rule
In one dimension the chain rule was employed when f (x) and x(t). In such a case,
d1
dt
=
d1
dr

dr
dt
.
When moving to multiple dimensions, the basic concept is extended.
Suppose that we have z = f (x, y) and that x(s, t) and y(s, t). Here we have f as a function of
two variables, and each of these variables, in turn is a function of two variables. In this case we
may nd an expression for the change in f with respect to s and t.
0.
0:
=
01
0r
0r
0:
+
01
0n
0n
0:
and
0.
0t
=
01
0r
0r
0t
+
01
0n
0n
0t
As the text notes, a good example of this is when undertaking a coordinate transformation. If
a function is dened in Cartesian coordinates, and we wish to change over to polar coordinates
(r. 0) then we need to recall the relations
r = r cos 0. and n = r sin0.
In calculating the partial derivatives, one can either completely change coordinate systems rst,
and then compute the partial derivatives, or apply the chain rule.
Example: Given the function . = sin(rn) is dened in for a Cartesian coordinate system, nd
the partial derivatives
0.
0r
. and
0.
00
.
0.
0r
= n cos (rn)
0.
0n
= rcos (rn)
From r = r cos 0. and n = r sin0 we have:
0r
0r
= cos 0
0r
00
= r sin0
0n
0r
= sin0
0n
00
= r cos 0
Now
0.
0r
=
0.
0r
0r
0r
+
0.
0n
0n
0r
= n cos (rn) cos 0 + rcos (rn) sin0
= 2r cos 0 sin0 cos (rn)
= r cos (rn) sin(20)
0.
00
=
0.
0r
0r
00
+
0.
0n
0n
00
= n cos (rn) r sin0 + rcos (rn) r cos 0
= cos (rn)
r
2
cos
2
0 r
2
sin
2
0
= r
2
cos (rn) cos (20)
Suppose now we have . = 1(r. n) and that r and n are functions of a single variable t. Here we
might think of x and y being our Cartesian coordinates again, but these values are functions of
the time t. (Thus x(t) and y(t) dene a path of some particle as it moves in the x-y plane.)
We can then dene a derivative of z with regards to t as follows:
d.
dt
=
01
0r
dr
dt
+
01
0n
dn
dt
Example: Given . (r. n) = r
2
n n lnr 2r with the further relations r(t) = t
2
and
n (t) = cos (t).
Find
d.
dt
and evaluate it at the time t = .
d.
dt
=
0.
0r
dr
dt
+
0.
0n
dn
dt
0
0r
r
2
n n lnr 2r
= 2rn
n
r
2
0
0n
r
2
n n lnr 2r
= r
2
lnr
dr
dt
= 2t
= 2 when t =
dn
dt
= sint
= 0 when t =
d.
dt
=
0.
0r
dr
dt
+
0.
0n
dn
dt
=

2rn
n
r
2
2 + 0
=

2
2
+
1
2
2
2 substituting r =
2
and n = 1 when t =
= 4
3
+
2
4
Lecture 24
higher derivatives total dierential exact dierential
1. Higher order derivatives
We can extend the partial dierentials to higher order derivatives. Given the function f (x, y),
we could create four second order derivatives.
0
0r
01
0r
=
0
2
1
0r
2
= 1
xx
(1)
0
0n
01
0n
=
0
2
1
0n
2
= 1
yy
(2)
0
0n
01
0r
=
0
2
1
0n0r
=
0
0n
(1
x
) = 1
xy
(3)
0
0r
01
0n
=
0
2
1
0r0n
=
0
0r
(1
y
) = 1
yx
(4)
Please note the order of the notation in these equations. The partial derivative within the
brackets is the rst operation, so in equation (3) the partial derivative with respect to r is rst
undertaken, and then with respect to y. Also note that there are functions when equations (3)
and (4) are NOT equal. However, for the purposes of this course, we will neglect these special
cases and assume that order of dierentiation can readily be swapped. I.e., we will assume that
0
0n
01
0r
=
0
0r
01
0n
.
Example: Find given
1 (r. n) = r
3
n
3
+ sin(n)
nd 1
xx
. 1
yy
. 1
xy
and 1
yx
.
1
x
=
@
@x
r
3
n
3
+ sin(n)
1
y
=
@
@y
r
3
n
3
+ sin(n)
= 3r
2
n
3
= 3r
3
n
2
+ cos n
1
xx
=
@
@x
3r
2
n
3
= 6rn
3
1
xy
=
@
@y
3r
2
n
3
= 9r
2
n
2
1
yx
=
@
@x
3r
3
n
2
+ cos n
= 9r
2
n
2
1
yy
=
@
@y
3r
3
n
2
+ cos n
= 6r
3
n sinn
Extending this work to higher order derivatives, and/or functions of more than two independent
variables is straightforward.
2. The total dierential and small errors
Suppose we are given a function . = 1(r. n). and we wish to appreciate the change in . given a
small change in r and n.
. = 1(r + r. n + n) 1(r. n)
This can readily be manipulated to
. = 1(r + r. n + n) 1(r + r. n) + 1(r + r. n) 1(r. n) -
01
0r
r +
01
0n
n (5)
If we turn the change of independent variables into a vector
dr = (ri + nj)
then the total dierential can be written succinctly as \1 dr.
In the limiting case of r 0 and n 0 we can dene total dierential as
d. =
01
0r
dr +
01
dn
dn (6)
with d. - ..
Example (from text): Find the total dierential for the function .(r. n) = r
2
n
3
.
d. =
01
0r
dr +
01
dn
dn
=
The text notes that the concept of the total dierential is commonly used in setting error esti-
mates given some uncertainty in the independent variables. The relative error is dened as
dn
n
n
n

Example (from text): Find the relative error of the volume of a circular cylinder given the
radius r = 3 0.01 and the height / = 5 0.005.
3 Exact dierentials
In the previous topic, we started with a well-dened function . = 1(r. n) and developed the
total dierential in equation (24.6). The idea now is to start with something in the form of the
right-hand side of equation (24.6) and see if it is, indeed, an exact dierential. Assume we have
1(r. n)dr + Q(r. n)dn. (7)
Does there exist a function . = 1(r. n) such that
d. = 1(r. n)dr + Q(r. n)dn?
For this to hold we need
1(r. n) =
01
0r
and Q(r. n) =
01
0n
(8)
Assuming that 1(r. n) has second order derivatives we have
01
0n
=
0
0n
01
0r
=
0
2
1
0n0r
and
0Q
0r
=
0
0r
01
0n
=
0
2
1
0r0n
so if the mixed partial derivatives are equal we have
01
0n
=
0Q
0r
.
Provided this equation is satised our original expression (24.7) may be considered an exact
dierential. Note that this test does not tell us how to recover the original function 1(r. n). This
must be done through integrating both parts of (24.8) to nd a common function.
Example: Verify the expression
(2r + 2n)dr + (2r + 1n)dn
is an exact dierential and recover the function dened by it.
Lecture 25
Taylors theorem in two dimensions Optimisation
Text Reference: 9.7
4. Taylors theorem in two dimensions
Taylor series can readily be extended to functions of two (or more variables). For a function of
two independent variables, f (x, y), we can make an extension around the point (a, b) as follows.
1(a +/. / +/) = 1(a. /) +
1
1!
/
0
0r
+/
0
0n
1(r. n)
(a;b)
+
1
2!
/
0
0r
+/
0
0n
2
1(r. n)[
(a;b)
+
. . . +
1
:!
/
0
0r
+/
0
0n
n
1(r. n)[
(a;b)
+... (25.1)
Some new notation has been introduced here
/
0
0r
+/
0
0n
r
1(r. n)[
(a;b)
=
/
r
0
r
0r
r
+
r
1
/
r1
/
0
r
0r
r1
0n
+. . . +
r
:
/
rs
/
s
0
r
0r
rs
0n
s
+. . .
+
r
r 1
//
r1
0
r
0r0n
r1
+/
r
0
r
0n
r
1(r. n)[
(a;b)
For example:
/
0
0r
+/
0
0n
3
1(r. n)[
(a;b)
= /
3
0
3
1
0r
3
[
(a;b)
+3/
2
/
0
3
1
0n0r
3
[
(a;b)
+3//
2
0
3
1
0n
2
0r
[
(a;b)
+/
3
0
3
1
0n
3
[
(a;b)
= (r a)
3
1
xxx
(a. /) + 3 (r a)
2
(n /) 1
yxx
(a. /) + 3 (r a) (n /)
2
1
yyx
(a. /) + (n /)
3
1
yyy
(a. /)
Here we have assumed that all of the :
th
order partial derivatives exist and are continuous in
some domain close to the point (a. /).
Example: Up to second order, nd the Taylor series expansion to the function ln(rn) about the
point (1. 1) .
Please note that the rst order Taylor approximation to 1 (r. n) is
T(r. n) = 1(a. /) +
1
1!
(r a)
0
0r
+ (n /)
0
0n
1(r. n)[
(a;b)
= 1(a. /) +
1
1!
((r a) 1
x
(a. /) + (n /) 1
y
(a. /))
The equation
. = 1(a. /) + ((r a) 1
x
(a. /) + (n /) 1
y
(a. /))
is the equation of the tangent plane in 3-D to the surface . = 1 (r. n) at the point (a. /. 1((a. /)) .
This is analogous to earlier work with functions of one independent variable, 1(r). in which the
rst order Taylor series approximation returned the tangent line.
5. Optimisation of unconstrained functions
Weve learned that the local extrema of a continuous function of one independent variable 1(r)
occur at critical points where the derivative 1
0
(r) is equal to zero. If the derivative is equal to
zero, then we can have a local minimum, maximum or point of inection. We then used the
second derivative to, hopefully, tell help us classify the extrema. We wish to extend this work to
a function of two independent variables, 1(r. n).
Using the Taylor series expansion just presented, we see that in the neighbourhood of the point
(a, b) the change in f (x, y) is
1 = 1(a+/. /+/) 1(a. /) =

/
0
0r
+/
0
0n
1(r. n)[
(a;b)
+
1
2!
/
0
0r
+/
0
0n
2
1(r. n)[
(a;b)
+. . .
1 must be either strictly negative or positive for an extrema. Notice that the rst term on the
right-hand side depends linearly on / and /. Since these values can be either positive or negative,
the rst partial derivatives
01
0r
and
01
0n
must be zero for 1 to be strictly positive or negative. This is a necessary condition, which
then leaves our dierence depending on the second order partial derivatives. Since we are only
interested in very small values of h and k, we can ignore the higher order partial derivatives, as
these will involve terms like h
3
, which is much less than h
2
. Ultimately we require
1 -
1
2
/
2
1
xx
(a. /) + 2//1
xy
(a. /) +/
2
1
yy
(a. /)
(25.2)
to be either positive or negative. This expression can be manipulated as follows
1
xx
(a. /) 1 -
1
2
/
2
(1
xx
(a. /))
2
+ 2//1
xx
(a. /) 1
xy
(a. /) +/
2
1
xx
(a. /) 1
yy
(a. /)

Complete the square on the rst two terms:
=
1
2
((/1
xx
(a. /)) +/1
xy
(a. /))
2
/
2
(1
xy
(a. /))
2
+/
2
1
xx
(a. /) 1
yy
(a. /)
=
1
2
((/1
xx
(a. /)) +/1
xy
(a. /))
2
+/
2
1
xx
(a. /) 1
yy
(a. /) (1
xy
(a. /))
2
First, in order for 1 to be strictly positive in the neighbourhood of a stationary point we require
both
0
2
1
0r
2
and
0
2
1
0r
2
0
2
1
0n
2

0
2
1
0r0n
2
(25.3)
be positive. This is thus a requirement for a local minimum.
The results are summarised in the folowing theorem:
Let (a, b) be an interior point of the domain for the function f and suppose that the rst and
second partial derivatives of f exist and are continuous on some circular disk with (a, b) as its
centre and contained in the domain of f. Assume that (a, b) is a critical point of f, so that
1
x
(a. /) = 1
y
(a. /) = 0. Dene
=
1
xx
(a. /) 1
xy
(a. /)
1
yx
(a. /) 1
yy
(a. /)
= 1
xx
(a. /)1
yy
(a. /) (1
xy
(a. /))
Then:
1. If 0 and 1
xx
(a. /) < 0 or 1
yy
(a. /) < 0. then (a. /) is a local maximum.
2. If 0 and 1
xx
(a. /) 0 or 1
yy
(a. /) 0. then (a. /) is a local minimum.
3. If < 0, then (a. /) is a saddle point.
4. If = 0, then this test is inconclusive.
A saddle point, as the name suggests, is a point on the domain of f (x, y) where a minimum is
approached in one direction, but a maximum is approached from a dierent direction.
Example 1: Verify that the point (2. 1) is a local maximum for the function 1(r. n) = 1
(r 2)
2
(n + 1)
2
Solution: 1
x
= 2 (r 2) 1 and 1
y
= (n + 1) 1 and these are zero when r = 2 and when
n = 1. Hence there is a single stationary point of (2. 1) .
To determine the nature of the stationary point we evaluate
1(r. n) =
1
xx
1
xy
1
yx
1
yy
2 0
0 1
= 2 0
so (2. 1) is either a local minimum or a local maximum.
Since 1
xx
= 2 < 0 we have that (2. 1) is a local maximum point and that the local maximum
value of 1 is 1(2. 1) = 1.
Example 2: Find the critical points of the function 1(r. n) = r
2
5rn + 3n
2
+ 13n. Determine
the nature of each stationary point.
Solution:
1
x
= 2r 5n and 1
y
= 5r + 6n + 13 and these are zero when
2r 5n = 0
5r + 6n = 13.
Using Cramers rule gives
r =
0 5
13 6
2 5
5 6
= 5 and n =
2 0
5 13
2 5
5 6
= 2
So there is one stationary point: (5. 2) .
Its nature:
1(r. n) =
1
xx
1
xy
1
yx
1
yy
2 5
5 6
= 12 25 < 0
so (5. 2) is a saddle point.
Example 3: Show that the function 1(r. n) = r
3
3rn +n
3
has two stationary (critical) points.
Find the second order partial derivatives of 1 and evaluate the determinant
1(r. n) =
1
xx
1
xy
1
yx
1
yy
at each stationary point. Hence determine the nature of each stationary point.
If the function 1 has local maximum or minimum values nd these.
Solution:
1
x
= 3r
2
3n and 1
x
= 0 when r
2
= n and 1
y
= 3n
2
3r and 1
y
= 0 when n
2
= r.
Thus the only critical points occur when r
4
= r. i.e. when
r
4
r = r(r 1)
r
2
+r + 1
= 0. namely at r = 0 and r = 1.
Hence 1 has two critical points, (0. 0) and (1. 1) .
The nature of the two critical points:
1
xx
= 6r. 1
xy
= 1
yx
= 3 and 1
yy
= 6n.
Hence 1(r. n) =
6r 3
3 6n
= 36rn 9.
Now 1(0. 0) < 0 indicating (0. 0) is a saddle point of 1.
On the other hand 1(1. 1) 0 and 1
xx
(1. 1) 0 indicating that 1 has a local minimum at
(1. 1) . and its minimum value is 1 (1. 1) = 1.
Lecture 26
Taylors theorem in two dimensions Optimisation
Text Reference: 9.7
6. Optimisation of constrained functions (the technique of Lagrange multipliers)
In this section we wish to explore the optimisation of a function of several independent variables,
given a constraint. In two dimensions this is often straightforward. For example, suppose we
wanted to nd the maximum of the function
1(r. n) = 1 (r 2)
2
(n + 1)
2
subject to the constraint o(r. n) = rn = 3. Visually, this could be done by drawing the contour
map of f (x, y) and then drawing the hyperbola x = 3y over the top of the contours, on the
say sheet of paper. The maximum contour value along the hyperbola is the solution we want
to nd. Mathematically, we could attack this problem by simple substitution. The constraint is
equivalent to saying that r = 3n so the original function becomes
1(n) = 1 ((3n) 2)
2
(n + 1)
2
= 10n
2
+ 10n 4
The extreme for this can readily be found by solving
1
0
(n) = 20n + 10 = 0
solution: n = 12
substituting into r = 3n we get r = 32
Thus the point (32. 12) should be the maximum (or minimum) point to the function
1(r. n) = 1 (r 2)
2
(n + 1)
2
subject to the constraint o(r. n) = rn = 3. We get the value 1(32. 12) = 1.5 as a solution
to the original problem.
Example: Find the extrema for the function
1(r. n) = 12rn 4r
2
n 3rn
2
given the constraint r + 2n = 2.
12rn 4r
2
n 3rn
2
= 12 (2 2n) n 4 (2 2n)
2
n 3 (2 2n) n
2
= 8n + 2n
2
10n
3
d
dn
8n + 2n
2
10n
3
= 8 + 4n 30n
2
= 0 when n =
1
15
+
1
15
61. or n =
1
15

1
15
61
substituting into r = 2 2n
= 2 2
1
15
+
1
15
61
=
28
15

2
15
61
or r = 2 2
1
15

1
15
61
=
28
15
+
2
15
61
Suppose, now that we are working with functions of three independent variables. Namely suppose
we wish to nd the extrema of the function f (x, y, z) subject to the constraint
o(r. n. .) = 0. (26.1)
Sometimes we can manipulate the constraint and substitute it into the original function and
lower the number of independent variables.
For example, consider the function
1(r. n. .) = r
2
+rn +r. +n
2
.
2
.
and the constraint
o(r. n. .) = 2r
2
+ 3n . = 2.
then we could dene . = 2r
2
+3n 2 and substitute this into f to leave it with two independent
variables,
1(r. n) = r
3
+rn +r(2r
2
+ 3n 2) +n
2
(2r
2
+ 3n 2)
2
We are then back to optimising a function of two independent variables and we could approach
the problem as was done in the previous section.
Please note however that this can be very tedious. We can actually manipulate this problem
to present it in a manner that is usually easier to solve. Consider the constraint (26.1). This,
in general, represents a surface in 3-D space. We will dene small motions along this surface
as ds = (dr. dn. d.). Without any loss of generality, we can consider this to be a vector in the
3-D Cartesian space. Since o(r. n. .) is constrained to be zero, we know that motion along this
surface wont change the value of o(r. n. .) :
do = \o d: =
0o
0r
dr +
0o
0n
dn +
0o
0.
d. = 0
Now assume that we are at the point that conditional stationary point that actually both satises
the constraint and optimises 1(r. n. .) under this constraint. Then small motions along the
surface will also require
d1 = \1 d: =
01
0r
dr +
01
0n
dn +
01
0.
d. = 0
Using our basic understanding of the vector dot product we know that both \1 and \o is
perpendicular to ds. Thus they may be expressed as a linear combination of one another.
\1 `\o =

01
0r
.
01
0n
.
01
0.
0o
0r
.
0o
0n
.
0o
0.
= (0. 0. 0) (26.2)
Here ` is basically another unknown variable. At this point in time, some students might be
asking what the advantage in all of this is. We have moved from our initial optimisation problem
with three unknowns (x, y and z) to a system with four equations [(26.1) and the three of (26.2)]
and four unknowns (x, y, z and `). Experience tells us that this new approach is often easier to
solve than the original problem. Please note that the variable ` is called the Lagrange multiplier
and the function
c(r. n. .) = 1(r. n. .) ò(r. n. .)
is called the auxiliary function.
Example: Find the extrema of the function
1(r. n. .) = r
2
+n
2
+.
2
subject to the constraint
o(.. n. .) = r
2
+ 2n
2
.
2
1 = 0
Solution: The three Lagrange multiplier equations can be written:
\1 = (2r. 2n. 2.) = `\o = `(2r. 4n. 2.)
The rst equation 2r = `2r gives ` = 1 or r = 0
If ` = 1 (r is arbitrary) then the second component gives 2n = 4n hence n = 0; and the third
component 2. = 2. gives . = 0.
Solving the constraint equation r
2
+ 2n
2
.
2
1 = 0 with n = . = 0 gives r = 1.
Using the equation 2n = `4n we have ` = 12.
If ` = 12. then n can be arbitrary and equations 1 and 3 give r = . = 0. The constraint equation
r
2
+ 2n
2
.
2
1 = 0 with r = . = 0 gives n = 1
2.
Using the equation 2. = `(2.) we have ` = 1.
If ` = 1. then . can be arbitrary and equations 1 and 2 give r = n = 0. The constraint equation
r
2
+ 2n
2
.
2
1 = 0 becomes .
2
= 1 which has no solution.
There are thus the 4 constrained extreme points (1. 0. 0) with 1 (r. n. .) = 1 and

0. 1
2. 0
with 1 (r. n. .) = 12.

Example: Find the extrema of the function 1(r. n. .) = rn. subject to the constraint
o(r. n. .) = r
2
+n
2
+.
2
= 1.
Solution: The three Lagrange multiplier equations can be written:
\1 = (n.. r.. rn) = `\o = `(2r. 2n. 2.)
` =
n.
2r
=
r.
2n
=
rn
2.
n
2
= r
2
; .
2
= n
2
; r
2
= .
2
r
2
+n
2
+.
2
= 1 so 3r
2
= 1 =r =
1
3
we have n =
1
3
; . =
1
3
so eight points:
3
.
1
3
.
1
.
Example: Use the method of Lagrange multipliers to nd the maximum possible volume of a
cone inscribed in a sphere of radius a.
Solution: Let the cone have height / and radius r.
The function to be maximised is \ =
1
3
r
2
/.
The fact that the cone is inscribed in the sphere leads to the constraint:
a
2
= r
2
+ (/ a)
2
= o (r. /) .
This time there are two Lagrange multiplier equations:
\\ =

2
3
r/.
1
3
r
2
= `\o = `(2r. 2 (/ a))

so ` =
2
3
r/
2r
=
1
3
r
2
2 (/ a)
hence
2/
r
=
r
/ a
and hence 2/
2
2a/ +/
2
2a/ +a
2
= a
2
3/
2
4a/ = 0 and hence /(3/ 4a) = 0 =/ =
4a
3
(or / = 0)
From r
2
+ (/ a)
2
= a
2
we get
r
2
= a
2
(/ a)
2
= a
2
a
3
2
=
8
9
a
2
r =
2
2
3
a
\
max
=
1
3
r
2
/ =
32
81
a
3
ENG1091 Ordinary Dierential Equations
Lecture 27
introduction classication
Text Reference: 10.1-10.5
1. Introduction and denition
The derivatives of y(x) have been further expressed by the notation
dn
dr
.
d
2
n
dr
2
.
d
3
n
dr
3
(or more concisely as n
0
. n
00
. n
000
) for the rst, second and third order derivatives.
Equations (or physical relationships) involving derivatives are known as dierential equations.
Examples:
dn
dr
= 5n + 2 (27.1)
n
000
+n cos r = 0 (27.2)
d
2
:
dt
2
+t
d:
dt
+t
2
: = t (27.3)
rr
2
+t
2
_ r = lnt (27.4)
Although these examples have no particular physical relevance, there are many simple examples
of relevant dierential equations. In basic calculus, the exponential function was commonly
dened through the dierential equation
d
dt
= `
and was used to model ideal population growth.
2. Examples of Engineering Applications:
Ordinary Dierential Equations (or ODEs) also have a number of basic engineering applications.
For example, Newtonian physics requires that the forces applied to it dene the rate of change
of momentum of a body. For simple gravity
:
d
dt
= :o or
d
2
:
dt
2
= o
or
d
2
:
dt
2
= o
where g denes gravity, s is height, v is velocity and t is time. If a drag is considered, then the
equation becomes
:
d
dt
= :o +/
2
or
d
2
.
dt
2
= o +
/
:
d.
dt
2
where b is a constant. The dynamics of a spring can readily be modelled with an ODE. Here
the resistance force is not gravity or drag, but rather it is proportional to the displacement.
Consider a basic problem in thermodynamics with the heating (or cooling) of a body to room
temperature. The rate of change of the temperature of the body T
b
is proportional to the
temperature dierence between the body and room temperature (T
b
T
r
). Specically the
governing equation is
dT
b
dt
= c(T
b
T
r
)
Another classical example models an electrical circuit involving a resistor, an inductor and a
capacitor. If we dene the inductance as L, the capacitance as C and the resistance as R, then
the current i (t) of the LCR circuit can be modeled as
1
d
2
i
dt
2
+1
di
dt
+
1
C
i = 0
3. Classication of ODEs
The notation y(x) has commonly been used to dene y as a dependent function of the inde-
pendent variable x. It is common to use x or t as the dependent variable to signify position or
time.
Given a dierential equation, if the dependent variable is a function of only one independent
variable, then the dierential equation will be classied as an ordinary dierential equation
or sometimes ODEs. All of the examples discussed so far have been of ordinary dierential
equations.
In multivariable calculus the function y (also called the dependent variable) might be a function
of two or more independent variables. (For example n might be a function of the displacement
r and the time t. we write y(x, t)). The derivatives are partial derivatives:
0n
0r
and
0n
0t
Equations involving partial derivatives are logically referred to as partial dierential equa-
tions (or PDEs) and will be covered in 2nd level engineering maths. PDEs are commonly used
to study uid dynamics, heat ow and other engineering applications.
Dierential equations will be further classied by their order, which is the degree of the highest
derivative that appears in the dierential equation. Example 27.1 is a rst order, ordinary
dierential equation. Example 27.2 is a 3
rd
order ODE. Examples 27.3 and 27.4 are both 2
nd
order ODEs.
Another important dierential equation type are linear ODEs. We dene linear dierential
equations as those in which the dependent variable terms and their derivatives do not occur as
products, raised to powers (other than one) or in non-linear functions. Otherwise the dierential
equation is said to be non-linear.
Examples 27.1, 27.2 and 27.3 are linear while example 27.4 is non-linear because of the rr
2
term.
A very important classication of a dierential equation is whether it is homogenous or not. A
homogeneous dierential equation is one in which every term involves either the dependent
variable or derivatives of the dependent variable. Otherwise it is said to be non-homogeneous.
A non-homogeneous equation will have one or more terms that are either constant or that contain
the independent variable only. Equation 27.1 is non-homogeneous because of the 2 on the right
hand side. Such a term will be referred to in these notes as the inhomogeneous term.
It is common to write dierential equations with all terms involving the dependent variable
(including derivatives) on the left-hand side of the equation and any remaining terms on the right.
Thus if the right-hand side of the dierential equation is zero, it is classied to be homogeneous.
Example 27.2 is homogeneous while the remaining examples are non-homogeneous. Note that
homogenous equations will always have the trivial solution y(x) = 0, while non-homogenous
equations will not.
In summary, example 27.1 is a rst order, linear, non-homogeneous ordinary dierential equation.
Example 27.2 is a third order, linear, homogeneous ordinary dierential equation. 27.3 is second
order, linear, non-homogeneous ordinary dierential equation, and example 27.4 is a second
order, non-linear, non-homogeneous ordinary dierential equation.
4. Solving dierential equations
Ideally a solution of an ODE would be an explicit representation of the independent variable
y(x). Sometimes an analytic solution of an ODE may be found, but only in an implicit form,
e.g. H(x, y) = 0, and sometimes no analytic solution to an ODE is possible.
For example, the exponential function
(t) = cc
t
is an explicit solution to the simple ODE
d
dt
= `
where c is an arbitrary constant.
As a second example, consider the 2
nd
order linear ODE
r +r = t
By inspection we can see that r(t) = t is a solution to the ODE since the second derivative of
r(t) would be zero. A more general solution, however, would be r(t) = sin(t) + 1cos(t) + t,
where A and B are arbitrary constants.
r(t) = sin(t) +1cos(t) +t
_ r(t) = cos(t) 1sin(t)
r(t) = sin(t) 1cos(t)
so substituting in these values,
r +r = [sin(t) 1cos(t)] + [sin(t) +1cos(t) + t] = t
We dene the general solution of an ODE as one that contains the arbitrary constants and
retains the maximum degrees of freedom possible. As demonstrated in the rst example, the
solution to our rst order ODE has one degree of freedom in its solution. The solution of the
second order ODE has two degrees of freedom in the solution. Both of these examples are linear
ODEs, and an n
th
order linear ODE will have n degrees of freedom in its general solution.
If the solution of an ODE contains no free constants, then we say that the solution is a particular
solution. Typically a particular solution is found by placing additional constraints on the ODE
that dene the arbitrary constants. For example, the ODE
d
dt
= `
could be further constrained by the condition when t = 0, N(t) = 5. So the solution would have
to then be (t) = 5c
t
.
In the second example, the 2
nd
order linear ODE requires two constraints to fully dene the
arbitrary constants. These two constraints could be at dierent points in the domain (e.g. x(0)
= 4 and x(10) = -2) or all the constraints could be given at the same point in the domain (e.g.
x(0) = 4 and _ r(0) = 3.) The rst set of constraints is called boundary conditions and the
later is called initial conditions. The denition typically reects the physical nature of the
physical problem. As there is only one constraint for rst order linear ODEs, it doesnt really
matter what you call it (but it is common to refer to the single constraint as the initial condition.)
The statement of an ODE with the boundary (initial) conditions is commonly called a boundary
(initial) value problem.
The ODE r 4r = 4t will allow a general solution of
r(t) = c
2t
+1c
2t
t
(Use substitution to verify this.) While the initial value problem
r 4r = 4t. r(0) = 0. _ r(0) = 4
requires the particular solution of
r(t) = c
2t
c
2t
t
(Again, this can be veried through substitution.) In the coming lectures we will learn a number
of techniques for nding analytic solutions to a select set of ODEs. When analytic solutions
are not possible, one may be interested in employing a graphical approach (for 1
st
order ODEs)
and/or numerical techniques for higher order problems.
5. Graphical interpretation of rst order ODEs
Let us initially assume that we have a simple 1
st
order ODE that we can write in the form
dn
dr
= 1(r. n)
with no initial condition specied. These slopes can then be drawn and produce what is known
as a direction eld.
-4 -2 2 4
-4
-2
2
4
Slope eld for
dy
dx
= n
-4 -2 2 4
-4
-2
2
4
Slope eld for
dy
dx
=
x
y
-4 -2 2 4
-4
-2
2
4
Slope eld for
dy
dx
=
x
y
-4 -2 2 4
-4
-2
2
4
Slope eld for
dy
dx
=
y
x
Given an initial condition, the solution can be mapped out graphically. This is known as a
solution curve. Dierent initial conditions will normally lead to dierent solutions. Simply
plotting a few arbitrary solution curves will produce a family of solution curves. In a preview
to a later lecture, this graphical technique is the basis of many common numerical techniques for
solving ODEs.
Lecture 28
separable rst order ODEs
Text Reference: 10.5
1. Separable equations
A number of techniques may be used to nd analytic solutions of various ODEs. Perhaps the
most simple approach would for ODEs that are separable. By this we mean that the basic ODE
can be re-written with all components of the dependent variable on one side of the equation, and
all components of the independent variable on the other.
Example 1:
dn
dr
= rn can be rewritten to
dn
n
= rdr
Both the left and right hand side of the equation can be readily integrated:
dn
n
=

rdr
which leads to
lnn =
r
2
2
+c
This can be further manipulated to
n(r) = c
1
c
x
2
=2
One can readily verify by substitution that this is the general solution to the original 1
st
order
linear ODE.
Example 2: Find the solution to the ODE
dn
dr
=
r
n
and verify that the solution does solve the ODE.
In general, the technique for separation of variables requires that the ODE be of the form
dr
dt
=
/(t)
1(r)
(28.1)
which can be rewritten to 1(r)dr = /(t)dt and that both integrals may be solved with 1(r) =
1(r)dr and H(t) =

/(t)dt.
Then the general solution of the separable ODE will be
1(r) H(t) = c. (28.2)
Note that not all ODEs are separable.
Moreover, even if a 1
st
order ODE is separable, that does not mean that the components can be
integrated to get a neat analytic solution.
Example 3:
n
0
= c
x+y
.
Example 4: Find the solution to the ODE
c
x
dn
dr
2n = 1
and verify that the solution does solve the ODE.
2. Substitution
Just as when we learned basic integration, simple substitutions may sometimes be able to trans-
form the given ODE into a separable 1
st
order ODE. The standard example of this pertains to
ODEs of the form:
dr
dt
= 1

r
t
Here we can make the substitution n = rt or r = tn.

Example (from text): Solve the ODE
t
2
dr
dt
= r
2
+rt
Write the DE as a function of
r
t
:
dr
dt
=

r
t
2
+
r
t
now use the substitution r = tn so that

dr
dt
= n +t
dn
dt
dr
dt
=

r
t
2
+
r
t
becomes n +t
dn
dt
= n
2
+n
so that t
dn
dt
= n
2
now separate:
dn
n
2
= tdt
integrate:

dn
n
2
=

dt
t
n
1
= lnt +C
hence
t
r
= lnt +C
giving r(t) =
t
C lnt
.
Lecture 29
rst order linear ODEs
1. First order linear ODEs
As an initial point we will consider a homogeneous 1
st
order linear ODE,
dr
dt
+j (t) r = c (t) (29.1)
When we have a linear d.e. in this form we multiply both sides of the equation by an integrating
factor o (t) that will make the LHS of the ODE the derivative of a product.
o (t)
dr
dt
+o (t) j (t) r = o (t) c (t)
The integrating factor is
o (t) = c
R
p(t)dt
(29.2)
Example: Find the integrating factor and solve the ODE
dn
dr
+rn = 0
[This equation could also be solved by separating the variables.]
Integrating factor: o (r) = c
R
xdx
= c
1
2
x
2
Multiply both sides: c
1
2
x
2 dn
dr
+rc
1
2
x
2
n = 0
Combine the LHS into a single derivative:
d
dr
c
1
2
x
2
n
= 0
Integrate both sides: c
1
2
x
2
n = c
n = cc
1
2
x
2
2. Non-homogenous rst order linear ODEs
Example: Solve the following ODE by nding the integrating factor.
dn
dr

n
r
= 2
Integrating factor: o (r) = c
R

1
x
dx
= c
ln x
=
1
r
Multiply both sides:
1
r
dn
dr

1
r
2
n =
2
r
d
dr
1
r
n
=
2
r
Integrate both sides:
n
r
=

2
r
dr = 2 lnr +c
so n = 2rlnr +cr
Example: Find the integrating factor and solve the initial value problem
t
dr
dt
+r = t
2
with r(2) = 13.
Rewrite in standard form:
dr
dt
+
1
t
r = t
Integrating factor: o (t) = c
R
1
t
dt
= c
ln t
= t
Multiply both sides: t
dr
dt
+r = t
2
d
dt
(tr) = t
2
Integrate both sides
tr =
1
3
t
3
+C
so r(t) =
1
3
t
2
+
C
t
Now use the initial condition:
r(2) =
4
3
+
C
2
=
1
3
, which gives C = 2
Hence r(t) =
1
3
t
2
2
t
.
Example: Find the integrating factor and solve the initial value problem
dr
dt
+ 5r t = c
2t
. r(1) = 0.
Rewrite in standard form:
dr
dt
+ 5r = c
2t
+t
Integrating factor: o (t) = c
R
5dt
= c
5t
Multiply both sides: c
5t
dr
dt
+ 5c
5t
r = c
3t
+tc
5t
d
dt
c
5t
r
= c
3t
+tc
5t
Integrate both sides (note the integration by parts):
c
5t
r =

c
3t
+tc
5t
dt
=
1
3
c
3t
+
1
5
t
d
dt
c
5t
dt
=
1
3
c
3t
+
1
5
tc
5t
1
5

c
5t
dt
=
1
3
c
3t
+
1
5
tc
5t
1
25
c
5t
+C
so r(t) =
1
3
c
2t
+
1
5
t
1
25
+Cc
5t
Now use the initial condition:
r(1) =
1
3
c
2
6
25
+Cc
5
= 0, which gives C = 0.015...
Hence r(t) =
1
3
c
2t
+
1
5
t
1
25
0.015c
5t
ENG1091 Systems of Dierential Equations
Lecture 30&31
Homogeneous linear systems
Systems of dierential equations (time continuous dynamical systems)
Consider the linear dierential equation system
_ r = 2r n
_ n = r +n
To solve this system we need to nd both r and n as explicit functions of t.
Now the rst step in solving such a system is to write it in matrix form:
dx
dt
dy
dt
2 1
1 1
r
n
Which in vector form can be written:

dx
dt
= x where x =
r
n
. and =
2 1
1 1
. (30.1)
This is a rst order homogeneous system.
Such systems arise frequently in engineering applica-
tions. As an example let us consider the mechanical
system consisting of two masses on two springs as
shown in the diagram.
The displacements n
1
(t) and n
2
(t) are the displace-
ments of the two masses from their equilibrium posi-
tions when the whole system is at rest.
The upper mass is connected to two springs and
Hookes law gives an upward spring force of 3n
1
and
a downward spring force of 2 (n
2
n
1
) since the dis-
placement of the lower spring is (n
2
n
1
) from its
equilibrium.
The lower mass experiences an upward spring force of
2 (n
2
n
1
) .
So
::
n
1
= 3n
1
+ 2 (n
2
n
1
) = 5n
1
+ 2n
2
::
n
2
= 2 (n
2
n
1
)
.
This is a 2nd order system.
To convert it to rst order we let r
1
= n
1
r
2
=

n
1
r
3
= n
2
r
4
=

n
2
=

r
1
=

r
3
and then
r
1
=

n
1
= r
2
r
2
=

n
1
= 5r
1
+ 2r
3
r
3
=

n
2
= r
4
r
4
=

n
2
= 2r
1
2r
3
Written in matrix form this is
r
1
r
2
r
3
r
4
0 1 0 0
5 0 2 0
0 0 0 1
2 0 2 0
r
1
r
2
r
3
r
4
.
We wont solve the system in this particular example but the general solution takes a remarkably
simple form provided we know the eigenvalues and eigenvectors of the matrix .
The solution rst order homogeneous systems.
Suppose we have a general rst order homogeneous linear system of d.e.s:
dx
dt
= x (30.2)
where x =
r
1
(t)
.
.
.
r
n
(t)
and is an : : constant matrix.

If has : linearly independent eigenvectors v
1
. v
2
. . . . . v
n
corresponding to the eigenvalues
`
1
. `
2
. . . . . `
n
then the general solution to (30.2) is
x = c
1
c
1
t
v
1
+c
2
c
2
t
v
2
+. . . +c
n
c
n
t
v
n
(30.3)
Proof: (part)
Using x = c
1
c
1
t
v
1
+c
2
c
2
t
v
2
+. . . +c
n
c
n
t
v
n
we have
dx
dt
= c
1
`
1
c
1
t
v
1
+c
2
`
2
c
2
t
v
2
+. . . +c
n
`
n
c
n
t
v
n
.
Now, remembering that each v
1
. v
2
. . . . . v
n
is an eigenvector so that v
1
= `
1
v
1
.
v
2
= `
2
v
2
. . . . . and v
n
= `
n
v
n
we have
dx
dt
= c
1
`
1
c
1
t
v
1
+c
2
`
2
c
2
t
v
2
+. . . +c
n
`
n
c
n
t
v
n
= c
1
c
1
t
v
1
+c
2
c
2
t
v
2
+. . . +c
n
c
n
t
v
n
=
c
1
c
1
t
v
1
+c
2
c
2
t
v
2
+. . . +c
n
c
n
t
v
n
= x.

Examples
Solve the system:
dr
1
dt
= r
1
+r
2
.
dr
2
dt
= 4r
1
2r
2
subject to the initial conditions:
r
1
(0) = 1. r
2
(0) = 6.
Solution: First write system in matrix form:
dx
1
dt
dx
1
dt
1 1
4 2
r
1
r
2
.
The matrix
1 1
4 2
has eigenvalues 3. 2 corresponding to eigenvectors
1
4
1
1
respectively.
Show this:
The characteristic polynomial is det (`1) =
1 ` 1
4 2 `
= (1 `) (2 `) 4
= 2 +` +`
2
4
= `
2
+` 6
= (` + 3) (` 2)
and hence the eigenvalues are ` = 3 and ` = 2.
Now for the eigenvectors:
For ` = 3 we solve
1 1
4 2
r
1
r
2
= 3
r
1
r
2
(equivalently,
4 1
4 1
r
1
r
2
0
0
)
hence 4r
1
+r
2
= 0 yielding eigenvectors of the form :
1
4
for : = 0.
For ` = 2 we solve
1 1
4 2
r
1
r
2
= 2
r
1
r
2
(equivalently,
1 1
4 4
r
1
r
2
0
0
)
hence r
1
= r
2
yielding eigenvectors of the form :
1
1
for : = 0.
Hence the general solution of the system is
r
1
(t)
r
2
(t)
= c
1
c
3t
1
4
+c
2
c
2t
1
1
Now we need to nd c
1
and c
2
. to do this solve c
1
1
4
+ c
2
1
1
1
6
giving c
1
= 1
and c
2
= 2.
Show this (Cramers rule):
We have c
1
+c
2
= 1
4c
1
+c
2
= 6
hence
c
1
=
1 1
6 1
1 1
4 1
and c
2
=
1 1
4 6
1 1
4 1
so c
1
=
5
5
= 1 and c
2
=
10
5
= 2
Therefore the solution is x =
r
1
(t)
r
2
(t)
= c
3t
1
4
+ 2c
2t
1
1
.
Explicitly this gives r
1
(t) = c
3t
+ 2c
2t
. r
2
(t) = 4c
3t
+ 2c
2t
.
Example (repeated eigenvalue)
Find the general solution of the system:
dr
1
dt
= 6r
1
+r
2
.
dr
2
dt
= r
1
+ 8r
2
Solution: The system in matrix form:
dx
1
dt
dx
1
dt
6 1
1 8
r
1
r
2
.
This time the matrix:
6 1
1 8
has a single (repeated) eigenvalue of 7 corresponding to the

eigenvector
1
1
.
Show this:
6 ` 1
1 8 `
= (6 `) (8 `) + 1
= `
2
14` + 49
= (` 7) (` 7)
and hence there is a single eigenvalue only, namely ` = 7.
For ` = 7 we solve
6 1
1 8
r
1
r
2
= 7
r
1
r
2
(equivalently,
1 1
1 1
r
1
r
2
0
0
)
hence r
1
+r
2
1
1
for : = 0.
As this matrix only has one independent eigenvector the solution form (30.3) is incomplete.
While x =
r
1
(t)
r
2
(t)
= c
1
c
7t
1
1
is a solution it is only part of the general solution.

The complete general solution cannot be obtained solely through eigenvalue/eigenvector methods.
Example (complex eigenvalues)
Find the complete general solution the system:
dr
1
dt
= r
1
+r
2
.
dr
2
dt
= 4r
1
+r
2
Solution: Write system in matrix form:
dx
1
dt
dx
2
dt
1 1
4 1
r
1
r
2
.
The matrix
1 1
4 1
has eigenvalues 1 + 2i. with corresponding eigenvector
1
2i
.
and 1 2i. with corresponding eigenvector
1
2i
.
Show this:
1 ` 1
4 1 `
= (1 `)
2
+ 4
= [(1 `) 2i] [(1 `) + 2i]
and hence the eigenvalues are ` = 1 2i.
For ` = 1+2i we solve
1 1
4 1
r
1
r
2
= (1 + 2i)
r
1
r
2
(equivalently,
2i 1
4 2i
r
1
r
2
0
0
)
hence 2ir
1
+r
2
1
2i
for : = 0.
For ` = 12i we solve
1 1
4 1
r
1
r
2
= (1 2i)
r
1
r
2
(equivalently,
2i 1
4 2i
r
1
r
2
0
0
)
hence 2ir
1
+r
2
1
2i
for : = 0.
The general solution (30.3) gives x =
r
1
(t)
r
2
(t)
= c
1
c
(1+2i)t
1
2i
+c
2
c
(12i)t
1
2i
.
Now
c
1
c
(1+2i)t
1
2i
+c
2
c
(12i)t
1
2i
= c
t
c
1
(cos 2t +i sin2t)
2ic
1
(cos 2t +i sin2t)
c
2
(cos 2t i sin2t)
2ic
2
(cos 2t i sin2t)
= c
t
(c
1
+c
2
) cos 2t +i (c
1
c
2
) sin2t
2i (c
1
c
2
) cos 2t 2 (c
1
+c
2
) sin2t
Setting C
1
= c
1
+ c
2
. and C
2
= i (c
1
c
2
) (notice that C
1
and C
2
are real if and only if c
1
and
c
2
are complex conjugates) we obtain
r
1
(t) = c
t
(C
1
cos 2t +C
2
sin2t)
r
2
(t) = c
t
(2C
2
cos 2t 2C
1
sin2t)
ENG1091 Second Order Dierential Equations
Lecture 32&33
Examples Homogeneous problem
Text Reference: 10.8 & 10.9.1
1. Linear higher order ODEs.
Recall in the initial lecture on ODEs that linear dierential equations were dened as those
in which the dependent variable or variables and their derivatives do not occur as products,
raised to powers or in non-linear functions.
A general second order linear equation takes the form
j (r)
d
2
n
dr
2
+c (r)
d
2
n
dr
2
+r (r) n = 1 (r) (32.1)
where as the notation implies, j. c. r and 1 are functions of r only. [Here the independent variable
is r.] If 1 (r) = 0 the equation is homogeneous:
j (r)
d
2
n
dr
2
+c (r)
d
2
n
dr
2
+r (r) n = 0 (32.2)
One feature common to all linear, homogeneous equations is that if n
1
(r) and n
2
(r) are both
solutions of (32.2) the homogeneous linear dierential equation, then so is an
1
(r)+/n
2
(r), where
a and / are arbitrary constants.
If n
p
(r) is any solution of the non-homogeneous equation (32.1) and n
1
(r) and n
2
(r) are both
solutions of (32.2), then for any constants a and /. n
p
(r)+an
1
(r)+/n
2
(r) is a solution of (32.1).
We will make use of these facts as we progress.
2. Examples of 2
nd
order linear ODEs
Gravitation Acceleration
Consider a stone dropped from a tall building. Neglecting air resistance, its acceleration is given
by
a =
d
2
:
dt
2
= o
where g is gravity. This is a simple 2
nd
order linear non-homogeneous ODE. The velocity v of
the stone may readily be recovered to
=
d:
dt
=
0
+ot
where
0
is the initial velocity.
Its distance from the top of the building s is given by
: = :
0
+
0
t +ot
2
2
where :
0
is the initial distance from the top of the building.
Simple Harmonic Motion (Mass on a Spring)
Hookes Law: If the spring is stretched (or compressed) s units from its natural length,
1 = /:where / is the spring constant (k 0).
Now net force = mass acceleration, so
d
2
:
dt
2
=
/
:
: = .
2
:
where .
2
=
/
:
0
Here : denes mass. We will nd that . governs the frequency with which the system oscillates.
Assuming that the spring oscillates about the position : = 0. then the solution to this ODE is
:(t) = cos .t +1sin.t
or by identity :(t) = C sin(.t +1)
period (time for one complete oscillation) =
2
.
frequency =
1
period
=
.
2
Example: Verify that equation (32.2) is a solution to equation (32.1).
This type of motion is called simple harmonic motion.
Example: A spring with a mass of 2 kg has natural length 0.5 m.. A force of 12.8 N is required
to maintain it stretched to a length of 0.6 m. If the spring is stretched to a length of 0.6 m and
then released with initial velocity 0. nd the position of the mass at any time t.
Damped Oscillations
For a mass on a spring, the frictional force from air resistance increases with the velocity of the
mass. The frictional force is often proportional to the velocity, so we can introduce a damping
term of the form
1
ds
dt
, where 1 is a constant, called the damping constant, and
ds
dt
is the velocity. The governing
ODE remains a 2
nd
order linear ODE with constant coecients.
:
d
2
:
dt
2
= /: 1
d:
dt
or
:
d
2
:
dt
2
+1
d:
dt
+/: = 0
3. Homogeneous 2
nd
order linear ODEs with constant coecients
For the moment let us focus on homogeneous 2
nd
order linear ODE with constant coecients.
a
d
2
:
dt
2
+/
d:
dt
+c: = 0 (32.3)
where a. /. and c are constants.
The general solution to a 2
nd
order linear ODE will be a family of functions with two linearly
independent components meaning two arbitrary constants. In the example of the falling body,
the initial value problem requires a specication of velocity and position at some point in time.
Since we are examining 2
nd
order ODEs, we could readily create a boundary value problem
instead of an initial value problem by dening either the velocity or the position at two dierent
points in time.
Let us assume that a solution of (32.3) has the form :(t) = c
t
. for some (as yet unkown value)
of `.
Example: Verify that equation (32.4) is a solution to (32.3). Identify the constraint that is
placed on `.
Substituting we obtain:
a`
2
+/` +c
c
t
= 0 (32.4)
which requires
a`
2
+/` +c = 0. (32.5)
Equation (32.5) is called the auxiliary or characteristic equation, and is a quadratic equation
and has either two real solutions, two imaginary solutions or 1 real solution. These form the
basis of three three cases.
Case 1: /
2
4ac 0.
There are two distinct real solutions,
`
1;2
=
/
2
4ac
2a
to the characteristic equation and so the general solution has the form
: (t) = C
1
c
1
t
+C
2
c
2
t
(32.6)
here C
1
and C
2
are arbitrary constants. Now c
1
t
and c
2
t
are two independent solutions of
(32.3) and because (32.6) involves 2 arbitrary constants the solution (32.6) is the full general
solution of (32.3).
Example: Solve the ODE
: + 3 _ : + 2: = 0
with the constraints of :(0) = 0.5 and _ :(0) = 3.
Solution:
The d.e. : + 3 _ : + 2: = 0 has the characteristic equation
`
2
+ 3` + 2 = 0
which factorises: (` + 2) (` + 1) = 0
the equation has two real (unequal) roots ` = 2. 1
hence the general solution consists of linear combinations of the two independent solutions
c
t
. and c
2t
i.e. :(t) = C
1
c
t
+C
2
c
2t
With the initial conditions :(0) = 0.5 and _ :(0) = 3 we obtain:
0.5 = C
1
+C
2
3 = C
1
2C
2
giving us C
1
= 2 and C
2
= 2. 5.
Hence :(t) = 2c
t
2.5c
2t
.
1 2 3 4 5
-1
0
1
x
y
Note that the solution passes over the t axis once and approaches it as t approaches innity.
With dierent initial conditions, the solution neednt pass over the axis at all. This case is
sometimes called overdamped.
Case 2: /
2
4ac < 0.
Here there are no real solutions to the characteristic equation, instead there are two complex
conjugate solutions `
1
= j +ci. `
2
= j ci where j = /2a and
c =

4ac /
2
2a
The general solution can be written in the form of (32.6) but is usually simplied to
:(t) = c
pt
(C
1
cos(ct) +C
2
sin(ct)) (32.7)
with the use of Eulers equation,
c
iqt
= cos(ct) +i sin(ct).
Exercise: Starting with equation (32.6) derive equation (32.7).
: + 0.4 _ : + 4.04: = 0
with the constraints of :(0) = 1 and _ :(0) = 0.2.
Solution: The d.e. : + 0.4 _ : + 4.04: = 0 has the characteristic equation
`
2
+ 0.4` + 4.04 = 0
which has the solutions
` =
0.4
(0.4)
2
4 1 4.04
2
using the quadratic formula: ` =
/
/
2
4ac
2a
=
0.4
16
2
=
0.4 4i
2
= 0.2 2i
The solution eq. (32.7) now becomes
:(t) = c
0:2t
(C
1
cos (2t) +C
2
sin(2t))
This of course is the general solution of : + 0.4 _ : + 4.04: = 0.
With the initial conditions :(0) = 1 and _ :(0) = 0.2. we obtain:
1 = c
0
(C
1
cos (0) +C
2
sin(0))
= C
1
Now
_ : (t) = 0.2c
0:2t
(C
1
cos (2t) +C
2
sin(2t))
+c
0:2t
(2C
1
sin(2t) + 2C
2
cos (2t))
so
0.2 = _ : (0) = 0.2C
1
+ 2C
2
hence
2C
2
= 0.2 + 0.2 = 0
giving the specic solution: :(t) = c
0:2t
cos (2t) .
Graph:
1 2 3 4 5 6 7
-1.0
-0.8
-0.6
-0.4
-0.2
0.0
0.2
0.4
0.6
0.8
1.0
x
y
Note that while the solution is damped and s(t) will approach 0 as t approaches innity, the
solution oscillates about 0. This is sometimes called and underdamped system.
Case 3: /
2
4ac = 0.
There is only one distinct real solution (` = /2a), and while :(t) = c
t
does satisfy the ODE, it
alone is not the general solution, as we need a second linearly independent component. Another
independent solution has the equation tc
t
. The general solution of (32.3) is for this case
: (t) = (C
1
t +C
2
) c
t
(32.8)
: + 2 _ : +: = 0
with the constraints of :(0) = 3 and _ :(0) = 5.
Solution:
The d.e. : + 2 _ : +: = 0 has the characteristic equation
`
2
+ 2` + 1 = 0
which factorises: (` + 1)
2
= 0
the equation has two equal roots ` = 1. 1
hence the general solution consists of linear combinations of the two independent solutions
c
t
. and (note this) tc
t
i.e. :(t) = C
1
c
t
+C
2
tc
t
With the initial conditions :(0) = 3 and _ :(0) = 5 we obtain:
3 = C
1
c
0
+ 0
3 = C
1
Now _ : (t) = C
1
c
t
+C
2
c
t
tc
t
so 5 = _ : (0) = C
1
+C
2
hence C
2
= 8 giving the specic solution:
: (t) = 3c
t
+ 8tc
t
0 1 2 3 4 5 6 7 8 9 10
0
1
2
3
4
5
x
y
Case 3 is sometimes called critically damped as it provides the quickest approach to : = 0. This
is similar to case 1, but the damping is just sucient to suppress vibrations.
Summary: Solutions of
a
d
2
:
dt
2
+/
d:
dt
+c: = 0
Roots of a`
2
+/` +c = 0 General solution
Two real distinct roots `
1
and `
2
:(t) = C
1
c
1
t
+C
2
c
2
t
Repeated (real) root ` :(t) = C
1
c
t
+C
2
tc
t
Two complex roots j ic :(t) = c
pt
(C
1
cos(ct) +C
2
sin(ct))
where C
1
. C
2
are arbitrary constants.
4. Higher order linear ODEs with constant coecients
The text notes that the method of solution developed here is not strictly limited to 2
nd
order
equations. In particular a homogeneous n
th
order linear ODE with constant coecients
a
n
d
n
:
dt
n
+a
n1
d
n1
:
dt
n1
+ +a
1
: +a
0
= 0 (32.9)
where a
0
through a
n
are constants, can be solved by assuming a solution in the general form of
:(t) = c
t
. As before this will lead to a characteristic equation, which is an n
th
order polynomial.
a
n
`
n
+a
n1
`
n1
+ +a
1
` +a
0
= 0 (32.10)
This polynomial will have n roots, which may be some combination of real, repeated and complex
conjugate pairs. As the ODE is linear, we must have n linearly independent components of the
general solution. Please note that it is not trivial to analytically solve a higher order polynomial.
Example: Find the general solution to the ODE
...
r 2 r 5 _ r + 6r = 0.
Hint: ` = 1 is one solution to the characteristic equation.
Solution: The d.e.
...
r 2 r 5 _ r + 6r = 0 = 0 has the characteristic equation
`
3
2`
2
5` + 6 = 0
which factorises to
(` 1)
`
2
` 6
= 0 using the hint

(` 1) (` 3) (` + 2) = 0 completing the factorisation
hence there are three roots
` = 1. 3. 2
Since these roots are dierent there are no tc
t
terms in the solution, and the solution is written:
r(t) = C
1
c
t
+C
2
c
3t
+C
3
c
2t
Example: Suppose a 4
th
order linear homogeneous ODE has the characteristic equation
(`
2
+ 1)(` + 1)
2
= 0.
Find the homogeneous equation and nd its general solution.
Solution:
The characteristic equation has roots ` = i from (`
2
+ 1) = 0 and two equal roots ` = 1. 1
from (` + 1)
2
= 0.
The roots ` = i provide the partial solution form (eq. 32.7)
r(t) = c
0
(C
1
cos(t) +C
2
sin(t))
= C
1
cos(t) +C
2
sin(t)
and the two equal roots ` = 1. 1 provide the remaining part of the solution (eq. 32.8):
r(t) = C
3
c
t
+C
4
tc
t
.
Combining: r(t) = C
1
cos(t) +C
2
sin(t) +C
3
c
t
+C
4
tc
t
We now write out the original form of the ODE. We need to expand the characteristic equation:
(`
2
+ 1)(` + 1)
2
= (`
2
+ 1)
`
2
+ 2` + 1
= `
4
+ 2`
3
+ 2`
2
+ 2` + 1 = 0
whence we obtain (using dot notation now would be ridiculous)
d
4
r
dt
4
+ 2
d
3
r
dt
3
+ 2
d
2
r
dt
2
+ 2
dr
dt
+r = 0
ENG1091 Second Order Dierential Equations
Lecture 34&35
nonhomogeneous equations Engineering application
Text Reference: 10.9.2 & 10.10
1. Non-homogeneous 2nd order linear ODEs with constant coecients
Moving from the homogeneous to non-homogeneous 2nd order linear ODE with constant coe-
cients means adding a term 1(t) to the right-hand side of the equation.
a
d
2
:
dt
2
+/
d:
dt
+c: = 1 (t) (34.1)
The non-homogeneous term 1(t) cannot involve the dependent variable :. but it can be non-linear
in the independent variable t. The function 1(t) is commonly called the forcing term and this
course will deal with the situation in which 1(t) is either a polynomial, exponential or a circular
function.
The general solution : (t) to (34.1) is the sum of the homogeneous solution :
c
(t) (called the com-
plementary solution) to the homogeneous equation (also called the complementary equation)
and a particular solution, :
p
(t) .
: (t) = :
c
(t) +:
p
(t)
The particular solution thus accounts for the forcing term 1(t). The complementary solution
:
c
(t) will already contain the two independent variables necessary for the general solution.
Much as we had to make a wise guess in nding the solution to homogeneous problem, we will
have to make a wise guess for the nature of the particular solution. Having set the form of the
particular solution it will remain to nd the coecient for this term. The technique for this is
commonly called the method of undetermined coecients.
Consider the ODE
d
2
:
dt
2

d:
dt
2: = sint (34.2)
The solution to the homogeneous equation (called the complementary solution) can readily
be found to be :
c
(t) = C
1
c
t
+C
2
c
2t
.
A particular solution :
p
(t) must take the form :
p
(t) = cos (t) + 1sin(t) where and 1 are
undetermined constants which need to be found.
Substituting (34.3) into the original ODE (34.2) allows us to dene the coecients and 1 into
the dierential equation and try to nd appropriate values of and 1.
:
0
p
(t) = sin(t) +1cos (t) (34.4)
:
00
p
(t) = cos (t) 1sin(t) (34.5)
Substituting these equations back into (e.g. 34.2) leads to
cos (t) 1sin(t) (sin(t) +1cos (t)) 2 (cos (t) +1sin(t)) = sin(t)
3cos (t) 31sin(t) +sin(t) 1cos (t) = sin(t)
(31) cos (t) + (31) sin(t) = sin(t)
This last equation states that (31) cos (t)+(31) sin(t) = sin(t) must be true for all t.
This is possible only if 31 = 1 and 1 3 = 0.
31 = 1
31 = 0
=
1 3
0 1
1 3
3 1
1 =
1 1
3 0
1 3
3 1
=
1
10
1 =
3
10
Thus = 0.10 and 1 = 0.30.
The general solution is now
: (t) = :
c
(t) +:
p
(t)
= C
1
c
t
+C
2
c
2t
+cos (t) +1sin(t) where = 0.10 and 1 = 0.30
= C
1
c
t
+C
2
c
2t
+ 0.1 cos (t) 0.3 sin(t)
Series RLC circuits
In an RLC electrical circuit externally driven by 1(t).
E
R
L
C
By Kirchos voltage law,
1
d
2
Q
dt
2
+1
dQ
dt
+
1
C
Q = 1 (t)
where Q is the charge on the capacitor at time t.
Dierentiate this equation with respect to t (and remember that 1 =
dQ
dt
), thus
1
d
2
1
dt
2
+1
d1
dt
+
1
C
1 = 1
0
(t)
Example: Find the charge and current at time t in an RLC circuit if 1 = 40 . 1 = 1 H. C =
16 10
4
F. 1(t) = 100 cos (10t) V, and the initial charge and current are both 0.
Solution: Substituting the values for 1. 1 and C we obtain
d
2
Q
dt
2
+ 40
dQ
dt
+ 625Q = 100 cos (10t)
The homogeneous equation is
d
2
Q
dt
2
+ 40
dQ
dt
+ 625Q = 0
and this has characteristic equation
`
2
+ 40` + 625 = 0
` =
40
1600 4 1 625
2
using the quadratic formula: ` =
/
/
2
4ac
2a
=
40
900
2
= 20 15i
This gives us the complementary function:
Q
c
(t) = c
20t
(C
1
cos (15t) +C
2
sin(15t))
For the particular solution we try Q
p
(t) = cos (10t) +1sin(10t) where and 1 are undeter-
mined constants which need to be found.
Q
0
(t) = 10sin(10t) + 101cos (10t)
Q
00
(t) = 100cos (10t) 1001sin(10t)
substituting into
d
2
Q
dt
2
+ 40
dQ
dt
+ 625Q = 100 cos (10t)
we obtain
100cos (10t) 1001sin(10t) + 40 (10sin(10t) + 101cos (10t))
+625 (cos (10t) +1sin(10t)) = 100 cos (10t)
(525+ 4001) cos (10t) + (400+ 5251) sin(10t) = 100 cos (10t)
So
525+ 4001 = 100 or 21+ 161 = 4
400+ 5251 = 0 or 16+ 211 = 0
=
4 16
0 21
21 16
16 21
1 =
21 4
16 0
21 16
16 21
=
84
697
1 =
64
697
Q(t) = Q
c
(t) +Q
p
(t)
= c
20t
(C
1
cos (15t) +C
2
sin(15t)) +
84
697
cos (10t) +
64
697
sin(10t)
We now nd the values of C
1
and C
2
given Q(0) = 0 and Q
0
(0) = 0
Substituting: Q(0) = 0
C
1
+
84
697
= 0
Finding Q
0
(t)
Q
0
(t) = 20c
20t
(C
1
cos (15t) +C
2
sin(15t)) + 15c
20t
(C
1
sin(15t) +C
2
cos (15t))
840
697
sin(10t) +
640
697
cos (10t)
Substituting: Q
0
(0) = 0
0 = 20C
1
+ 15C
2
+
640
697
Solving
C
1
=
84
697
20C
1
+ 15C
2
=
640
697
we obtain C
1
=
84
697
and C
2
=
464
2091
giving
Q(t) = c
20t
84
697
cos (15t)
464
2091
sin(15t)
+
84
697
cos (10t) +
64
697
sin(10t)
Graphs of Q(t) and Q
p
(t)
Note that c
20t
0 as t and both cos (15t) and sin(15t) are bounded functions.
So for large values of t. Q(t) - Q
p
(t) . and for this reason, Q
p
(t) is called the steady state
solution.
We have so far considered only one type of externally forcing for our non-homogeneous problem,
namely sinusoidal forcing.
Fortunately we can cover a little more ground than this. Experience tells us that the method
of undetermined coecients can readily be employed when the forcing function is a polynomial
or exponential, in addition to sinusoidal. Note that more complicated forcing may, hopefully, be
readily approximated by some series involving this base functions.
Summary of undetermined coecients
1 (t) try :
p
(t)
acos (/t) +/ sin(/t) :
p
(t) = cos (/t) +1sin(/t)
a
n
t
n
+ +a
1
t +a
0
:
p
(t) =
n
t
n
+ +
1
t +
0
c
kt
:
p
(t) = c
kt
c
kt
(acos (.t) +/ sin(.t)) :(t) = c
kt
(cos(.t) +1sin(.t))
As the table suggests, if the forcing term 1(t) is a polynomial, we anticipate that the particular
solution will be of this form (and degree) too.
Example Find the general solution to the ODE:
d
2
r
dt
2
+ 6
dr
dt
+ 9r = t
2
and this has characteristic equation
`
2
+ 6` + 9 = 0
` = 3. 3
r
c
(t) = C
1
c
3t
+C
2
c
3t
t
A particular solution r
p
(t) must take the form r
p
(t) = at
2
+/t+c where a. /. c are undetermined
constants which need to be found.
r
0
p
(t) = 2at +/
r
00
p
(t) = 2a
Substituting:
d
2
r
dt
2
+ 6
dr
dt
+ 9r = 2a + 6 (2at +/) + 9
at
2
+/t +c
= 9at
2
+ (9/ + 12a) t + 2a + 9c + 6/ = t
2
9a = 1
9/ + 12a = 0
2a + 9c + 6/ = 0
a =
1
9
. / =
4
27
. c =
2
27
r(t) = r
c
(t) +r
p
(t) = C
1
c
3t
+C
2
tc
3t
+ +
1
9
t
2
4
27
t +
2
27
If the forcing term 1(t) is an exponential, we anticipate that the particular solution will be one
also.
Example: Find the general solution to the ODE
d
2
r
dt
2
+ 5
dr
dt
6r = c
t
Solution: This has characteristic equation
`
2
+ 5` 6 = 0
(` + 6) (` 1) = 0
` = 6. 1
r
c
(t) = C
1
c
t
+C
2
c
6t
p
(t) must take the form
r
p
(t) = ac
t
where a is the undetermined constant.
r
0
p
(t) = ac
t
r
00
p
(t) = ac
t
d
2
r
dt
2
+ 5
dr
dt
6r = ac
t
5ac
t
6ac
t
= 10ac
t
= c
t
Clearly
a =
1
10
r(t) = C
1
c
t
+C
2
c
6t
1
10
c
t
Problems arise if any term of r
p
(t) is a part of the complementary solution. In such a case
multiply r
p
(t) by t (or t
2
in the case of repeated roots).
Example: Find the general solution to the ODE .
d
2
r
dt
2
+ 5
dr
dt
6r = 7c
t
Solution: This has characteristic equation
`
2
+ 5` 6 = 0
` = 6. 1
r
c
(t) = C
1
c
t
+C
2
c
6t
p
p
(t) = a
tc
t
since c
t
is already part of the complementary solution where a is the undetermined constant.
r
0
p
(t) = a
c
t
+tc
t
r
00
p
(t) = a
c
t
+c
t
+tc
t
d
2
r
dt
2
+ 5
dr
dt
6r = a
2c
t
+tc
t
+ 5a
c
t
+tc
t
6a
tc
t
= 0
tc
t
+ 7ac
t
= 7c
t
Clearly a = 1 giving
r(t) = C
1
c
t
+C
2
c
6t
+tc
t
.
If the inhomogeneous term is composed of several functions whose particular solutions can be
individually found then we combine (add) our particular solutions.
Example: Find the general solution to the ODE .
d
2
r
dt
2
+ 5
dr
dt
6r = t +c
2t
sint
Solution:
Consider the equation
d
2
r
dt
2
+ 5
dr
dt
6r = t
A particular solution r
p
p
(t) = at +/
which leads to the particular solution: r
p
(t) =
5
36

1
6
t
While the equation
d
2
r
dt
2
+ 5
dr
dt
6r = c
2t
sint
has a particular solution r
p
(t) of the form: r
p
(t) = ac
2t
cos t +/c
2t
sint
r
0
p
(t) = a
2c
2t
cos t c
2t
sint
+/
2c
2t
sint +c
2t
cos t
= (2a +/) c
2t
cos t + (a 2/) c
2t
sint
r
00
p
(t) = (2a +/)
2c
2t
cos t c
2t
sint
+ (a 2/)
2c
2t
sint +c
2t
cos t
= (3a 4/) c
2t
cos t + (4a + 3/) c
2t
sint
now substitute into
d
2
x
dt
2
+ 5
dx
dt
6r :
[(3a 4/) + 5 (2a +/) 6a] c
2t
cos t + [(4a + 3/) + 5 (a 2/) 6/] c
2t
sint
= (13a +/) c
2t
cos t + (a 13/) c
2t
sint
so
13a +/ = 0
a 13/ = 1
from which we obtain: a =
1
170
. / =
13
170
which leads us to the particular solution:
r
p
(t) = ac
2t
cos t +/c
2t
sint
r
p
(t) = c
2t
1
170
cos (t)
13
170
sin(t)
Now we add particular solutions:

d
2
r
dt
2
+ 5
dr
dt
6r = t +c
2t
sint so r
p
(t) =
5
36

1
6
t +c
2t
1
170
cos (t)
13
170
sin(t)
The full general solution is

r(t) = r
c
(t) +r
p
(t)
= C
1
c
t
+C
2
c
6t
5
36

1
6
t +c
2t
1
170
cos (t)
13
170
sin(t)
Note: inhomogenous terms such as c

kt
sin.t or c
kt
cos .t can be much better handled using the
complex exponential which is given as an alternative to the above working.
Alternative (nding the particular solution of c
kt
sin.t or c
kt
cos .t forms) using complex expo-
nentials:
For the particular solution of
d
2
x
dt
2
+ 5
dx
dt
6r = c
2t
sint rst we rewrite the equation as
d
2
x
dt
2
+ 5
dx
dt
6r = c
2t
(cos t +i sint) = c
2t
c
it
and we wish to take the imaginary part only.
We try r
p
(t) = cc
(2+i)t
where c is an unknown complex constant.
Now
d
2
r
dt
2
+ 5
dr
dt
6r = c(2 +i)
2
c
(2+i)t
+ 5c(2 +i) c
(2+i)t
6cc
(2+i)t
= c
(2 +i)
2
+ 5 (2 +i) 6
c
(2+i)t
= c[(4 4i 1) 10 + 5i 6] c
(2+i)t
notice this step
= c(13 +i) c
(2+i)t
now introduce the RHS: = c
2t
c
it
= c
(2+i)t
Now equate coecients:
c(13 +i) = 1
c =
1
13+i
=
1
13+i

13i
13i
=
1
13
2
+1
(13 i)
=
1
170
(13 i)
So for the particular solution of
d
2
x
dt
2
+ 5
dx
dt
6r = c
2t
sint we use the imaginary part of
cc
(2+i)t
=

13
170

1
170
i
c
2t
(cos t +i sint) .
The i term is

1
170
i
(cos t) +
13
170
i
(sint)
c
2t
so the imaginary part of cc
(2+i)t
is
1
170
cos (t)
13
170
sin(t)
c
2t
= r
p
(t) as before.

ENG1091 - Lecture Notes 2011

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MONASH UNIVERSITY SCHOOL OF MATHEMATICAL SCIENCES

O1 = (4i + 2j 5k) (2i +j 3k) = 2i +j 2k

O1 = (3i + 3j k) (2i +j 3k) = i + 2j + 2k

OQ = (3i + 3j k) (4i + 2j 5k) = i +j + 4k.

11 = 0 so we conclude the triangle is right angled at 1.

A geometrical application of the cross-product:

O1 = (3i + 4j + 7k) (2i +j 3k) = i + 3j + 10k

O1 = (i 2j + 3k) (2i +j 3k) = i 3j + 6k

1 = (i +j +k) (2i + 3j + 4k) = i 2j 3k = v

O + tv =(2i + 3j + 4k) + t (i 2j 3k)

11 v = (3 + t) (1) + (2 2t) (2) + 2t (2)

1 lies in the plane and hence is normal to n.

= 2i + j 3k. (Of course any non-zero scalar multiple of

3 and |(i + 2j)| =

row echelon form

row echelon form

2. by performing appropriate row operations we nd an equivalent row echelon form:

3. Use back substitution to nd the values of the unknowns, in this case:

Here is a system of equations with an innite solution set.

The non-pivot variable, .. is said to be free and is set equal to a parameter t.

(now in echelon form)

Converting to row echelon form: (one step only),

(not in echelon from)

The shaded row indicates inconsistency.

row echelon form:

Describe the solutions of the system.

The addition of matrices is commutative i.e. + 1 = 1 + .

Note that subtraction can be expressed in terms of a scalar product (/ = 1) and an

(b) C is not dened

ENG1091 Mathematics for Engineering page 27

2 (1) + 3 (2) 2 (2) + 3 (3)

ENG1091 Mathematics for Engineering page 28

On the other hand

Now we give a proof to show why (1)

Recall that elementary row operations are:

, has a column of zeros and hence no inverse.

Subtract row 1 from row 3:

. Step 5 is now complete.

, and suppose ad/c = 0. Then is invertible and

; giving r = 15 and n = 115

the cofactor of the (2. 3) entry, namely 2. is the

and the minor determinant

is obtained by removing row 2 and column 3

= 4 (27 42) + 2 (9 35) + 2 (6 15) = 70.

+ other terms all zero.

+ other terms all zero

(notice the dierent bracketing which distinguishes

(expanding along row 2)

2. Scaling property: to multiply a determinant by a number we multiply any row or column

(we may pick any row or column)

If is : : then det (/) = /

taking out the common factors of (/ a) from row 2

This demonstrates that any non-zero multiple of an eigenvector corresponding to ` is also an

Solution: The characteristic polynomial: det (`1) =

The characteristic polynomial: det (`1) =

expanding along col

Solution: Consider the eigenvalue ` = i :

The 2 2 case always leads to two identical equations, in this example r

Solution: The dominant eigenvalue is ` = 2.

and this is equivalent to the homogeneous system

The non-pivot variable r

which is in echelon form.

. that is, the non-zero multiples