0% found this document useful (0 votes)
43 views43 pages

Understanding Scalar and Vector Products

Uploaded by

sajjadulkader24
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
43 views43 pages

Understanding Scalar and Vector Products

Uploaded by

sajjadulkader24
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Vector Analysis

SCALAR PRODUCT OR DOT PRODUCT

Definition: The scalar or dot product of two vectors a and b (read a dot b) is defined as the
product of the magnitudes of a and b and the cosine of the angle Ө between them.
Symbolically we define as
𝒂. 𝒃 = 𝑎𝑏𝑐𝑜𝑠𝜃, 0 ≤ 𝜃 ≤ 𝜋.
From the definition we also write
𝒃. 𝒂 = 𝑏𝑎𝑐𝑜𝑠𝜃 = 𝑎𝑏𝑐𝑜𝑠𝜃 = 𝑎. 𝑏
Thus we notice that the commutative law holds for the scalar product of two vectors.
The sign of the product is positive or negative according as 𝜃 is acute or obtuse.

1. Geometrical interpretation of scalar product of vectors.

Let the two vectors a and b be represented by𝑶𝑨and 𝑶𝑩 respectively.𝐵𝑁 is drawn


perpendicular to𝑂𝐴.
Now |𝒂| = |𝑶𝑨| = 𝑎, |𝒃| = |𝑶𝐵| = 𝑏
ON projection of OB on 𝑂𝐴 = 𝑂𝐵cos𝜃
= 𝑏𝑐𝑜𝑠𝜃
∴Hence the dot product of the two
Vectors 𝒂 and𝒃, 𝒂. 𝒃 = 𝑶𝑨. 𝑶𝑵
The scalar product of two vectors is the product of the length (or modulus) of one vector and
projection of other upon it.
Properties of Dot product of vectors.
𝒂. 𝒃 = 𝒃. 𝒂 = 𝑎𝑏𝑐𝑜𝑠𝜃
(1) If 𝜃 = 0 °, then 𝑐𝑜𝑠𝜃 = 1 then𝒂. 𝒃 = 𝑎𝑏
(2)If𝜃 = 180 °, then = 1 , ∴ 𝒂. 𝒃 = −𝑎𝑏
(3) If 𝜃 = 90 °, then 𝑐𝑜𝑠𝜃 = 0, ∴ 𝒂. 𝒃 = 𝑎𝑏. 0 = 0
If the dot product of to vectors is zero, then the vectors are
perpendicular (orthogonal) to each other.
(4) If a= b, then 𝜃 = 0.
𝑇ℎ𝑢𝑠𝒂. 𝒃 = 𝒂. 𝒂 = 𝑎. 𝑎 cos 0 ° = 𝑎2
𝑜𝑟, 𝒂. 𝒂 = 𝑎2
𝑜𝑟, 𝒂𝟐 = 𝑎2
The square of vector is equal to the square of its modulus.
Orthogonal vector Triads 𝒊̂, 𝒋̂, 𝒌 ̂.
The three unit vectors 𝑖,̂ 𝑗̂, 𝑘̂ are perpendicular to each other.
Then 𝑖̂.̂=𝑖 1.1 cos0= 1
Similarly
𝑗̂ . 𝑗̂ = 1, 𝑘̂. 𝑘̂ = 1.
∴ 𝑖̂.̂𝑖 = 𝑗̂. 𝑗̂ = 𝑘̂. 𝑘̂ = 1 𝑜𝑟 𝑖 2 = 𝑗 2 = 𝑘 2 = 1
Again𝑖̂. 𝑗̂ = 𝑗̂. 𝑘̂ = 𝑘̂ . 𝑖̂ = 0 = 1.1 𝑐𝑜𝑠90°=0

Angle between two vector a and b

If 𝜃 is the angle between the vectors 𝒂 and𝒃,


𝒂. 𝒃 = 𝑎 𝑏 𝑐𝑜𝑠 𝜃
𝒂.𝒃
or, cos 𝜃 = |𝒂||𝒃|
𝒂.𝒃
∴ 𝜃=cos−1 |𝒂||𝑏|

Two vector will be perpendicular if a.b=0.

Some example:
̂
Problem-1: Find the angle between the vectors 𝒂 = 3𝒊̂ + 2𝒋̂ + 6𝒌
̂
and 𝒃 = 𝟐𝒊̂ + 𝟒𝒋̂– 𝟒𝒌.

Solution:
Let 𝜃 be the angle between 𝒂 and 𝒃.
Then
𝒂. 𝒃 = 𝑎𝑏𝑐𝑜𝑠𝜃;
𝑎 = √32 + 22 + 62 = √9 + 4 + 36 = √49 = 7
𝑏 = √(22 + 42 + 42 ) = √(4 + 16 + 16) = √36 = 6.
̂ ). (𝟐𝒊̂ + 𝟒𝒋̂– 𝟒𝒌
𝒂. 𝒃 = ( 3𝒊̂ + 2𝒋̂ + 6𝒌 ̂ ) = 6 + 8 − 24 = -10
𝒂.𝒃 10 5
∴𝑐𝑜𝑠𝜃 = = 7.6 = − 21
𝑎𝑏
−𝟏 5
∴ 𝜃 = 𝒄𝒐𝒔 (− 21)

Problem 2: Find the angle between two vectors 5i – j + k and i + j – k.


Solution:

a⃗ = 5i – j + k and
b⃗ = i + j – k
The dot product is articulated as
a.b = (5i – j + k)(i + j – k)
a.b = (5)(1) + (-1)(1) + (1)(-1)
a.b = 5-1-1
a.b = 3
The Magnitude of vectors is given by

The angle between two vectors is

Problem-3: Find the angle between two vectors a = {3; 4} and b = {4; 3}.
Solution: calculate dot product of vectors:
a·b = 3 · 4 + 4 · 3 = 12 + 12 = 24.
Calculate vectors magnitude:
|a| = √32 + 42 = √9 + 16 = √25 = 5
|b| = √42 + 32 = √16 + 9 = √25 = 5
Calculate the angle between vectors:
a·b 24 24
cos α = = = = 0.96
|a| · |b| 5·5 25
VECTOR PRODUCT OR CROSS PRODUCT

Definition: The vector product of two vectors 𝑎 and 𝑏 (real a cross b) is a vector whose
Magnitude is 𝑎𝑏 𝑠𝑖𝑛 𝜃, 𝜃 being the angle between the rotation is made from 𝑎 to 𝑏 .
i.e. 𝒂 × 𝒃. = 𝑎𝑏 𝑠𝑖𝑛 𝜃 ̂ŋ
Where ŋ̂ is a unit vector perpendicular to 𝑎 and .

Geometrical interpretation of the cross product of two vectors.

Given two non-parallel vectors 𝒂 and𝒃.


Angle between them is 𝜃.
⃗⃗⃗⃗⃗⃗
𝑂𝐴 = 𝒂. 𝑂𝐵 ⃗⃗⃗⃗⃗⃗ = 𝒃.
We can construct a parallelogram out of OA and OB as adjacent sides of it.
We can get another vector c whose magnitude is equal tothe area of the parallelogram =𝑎𝑏𝑠𝑖𝑛𝜃.
The rotation is being made from 𝒂 to 𝒃 (angle of rotation is less than180°).Therefore the Vector
𝑟 𝒄 = 𝑎𝑏𝑠𝑖𝑛𝜃. ŋ̂
Where n is a unit vector normal to the plane containing the vector 𝒂and 𝒃 at 𝑂along𝑂𝐶.Thus 𝒄 is
called the cross product of two vector a and b and the rotation is made from 𝒂 to 𝒃.
i.e. 𝒄 = 𝒂 × 𝒃 = 𝑎𝑏𝑠𝑖𝑛θŋ̂
If the rotation is made from b to a then 𝒄 = −𝑎𝑏𝑠𝑖𝑛𝜃 . ŋ̂the direction of unit vector is along
𝑂𝐶
i.e. in the negative direction of 𝑂𝐶.
Hence 𝒄 = 𝑎𝑏𝑠𝑖𝑛𝜃 (−ŋ̂) = −(𝒂 × 𝒃) = 𝒃 × 𝒂
Hence𝒂 × 𝒃 = −𝒃 × 𝒂
The commutative law for vector product of vector is not valid.
Right handed system of Rectangular co-ordinate Axes.
Let OX, OY, OZ be the three mutually perpendicular axes meeting at O.
Let 𝒊, 𝒋, 𝒌, be the unit vectors in the direction of OX, OY, OZ respectively
If the rotation of vectors is from 𝒊to 𝒋, to𝒌 and𝒌 to𝒊 then
𝑖̂ × 𝑗̂ = 𝑘̂
𝑗̂ × 𝑘̂ = 𝑖̂ … … … … … … . (1)
𝑘̂× 𝑖̂ =̂𝑗
if the rotation of vector is from 𝑖̂ to𝑘̂, 𝑘̂ tô𝑗 and̂𝑗 to 𝑖̂,then
𝑖̂ × 𝑗̂ = −𝑘̂,
𝑗̂ × 𝑘̂ = −𝑖̂, ⋯ ⋯ ⋯(2)
𝑘̂ × 𝑖̂ = −𝑗̂
iˆ ˆj kˆ
   
Ex.1. If A  A1iˆ  A2 ˆj  A3 kˆ and B  B1iˆ  B2 ˆj  B3 kˆ , Prove that A  B  A1 A2 A3
B1 B2 B3
Solution:
 
 
A  B  A1iˆ  A2 ˆj  A3 kˆ  B1iˆ  B2 ˆj  B3 kˆ 
    
 A1iˆ  B1iˆ  B2 ˆj  B3 kˆ  A2 ˆj  B1iˆ  B2 ˆj  B3 kˆ  A3 kˆ  B1iˆ  B2 ˆj  B3 kˆ 
  A B  A B iˆ   A B  A B  ˆj   A B  A B kˆ
2 3 3 2 3 1 1 3 1 2 2 1

iˆ ˆj kˆ
 A1 A2 A3
B1 B2 B3
Ex.2. Find the unit vector perpendicular to each of the vectors 2𝑖̂ + 𝑗̂ + 𝑘̂ and ̂–
𝑖 𝑗̂ + 2𝑘̂
Solution:
Let 𝒗 = 𝒂 × 𝒃 = ( 2𝑖̂ + 𝑗̂ + 𝑘̂) × ( 𝑖̂– 𝑗̂ + 2𝑘̂ ) = 3(𝑖̂– 𝑗̂– 𝑘̂ )
𝒂×𝑏 ̂)
3(𝑖̂–𝑗̂ –𝑘
. Hence the required unit vector = 𝒂×𝑏 =√(𝟑𝟐 +𝟑𝟐 +𝟑𝟐 )
̂)
3(𝑖̂–𝑗̂ –𝑘
= 𝟑√𝟑
𝒊 𝒋 𝒌
=√3 − √𝟑 − √𝟑
Ex3.

Determine a unit vector perpendicular to the plane of

A  2iˆ  6 ˆj  3kˆ and B  4iˆ  3 ˆj  kˆ.
Solution:
   
A  B is a vector perpendicular to the plane of A and B .
iˆ ˆj kˆ
 
A  B  2  6  3  15iˆ  10 ˆj  30kˆ
4 3 1
 
  A B 15iˆ  10 ˆj  30kˆ 3 2 6
A unit vector parallel to A  B is     iˆ  ˆj  kˆ
A B 15   10  30
2 2 2 7 7 7

Another unit vector, opposite in direction, is


 3iˆ  2 ˆj  6kˆ .
7
For practice:
1. 𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑎𝑟𝑒𝑎 𝑜𝑓 𝑡ℎ𝑒𝑡𝑟𝑖𝑎𝑛𝑔𝑙𝑒 𝑤ℎ𝑜𝑠𝑒 𝑣𝑒𝑟𝑡𝑖𝑐𝑒𝑠 𝑎𝑟𝑒
𝐴(1, 2, 3), 𝐵 (2 − 1, 1), 𝐶 (−1, 2, 3)
2. 𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑣𝑜𝑙𝑢𝑚𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑝𝑎𝑟𝑎𝑙𝑙𝑒𝑙𝑜𝑝𝑖𝑝𝑒𝑑 𝑤ℎ𝑜𝑠𝑒 𝑒𝑑𝑔𝑒𝑠 𝑎𝑟𝑒 𝑟𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑡𝑒𝑑 𝑏𝑦
𝑎 = 2𝑖– 3𝑗 + 4𝑘, 𝑏 = 𝑖 + 2𝑗– 𝑘, 𝑐 = 3𝑖– 𝑗 + 2𝑘
Vector Differentiation
Ordinary derivatives of vectors:
  
 R Ru  u   Ru 
Let R u  be a vector depending on a single scalar variable u . Then  .
u u
Where u denotes an increment in u ( see adjoining fig ).

The ordinary derivative of the vector R u  with respect to the scalar u is given by
   
dR R Ru  u   Ru 
 lim  lim if the limit exists.
du u 0 u u 0 u


Problem 1: If Ru   xu iˆ  yu  ˆj  zu kˆ, where x, y, and z differentiable functions of a scalar

dR dx ˆ dy ˆ dz ˆ
are u, prove that  i j k.
du du du du
Solution:
  
dR Ru  u   Ru 
 lim
du u 0 u

 lim
   
xu  u iˆ  y u  u  ˆj  z u  u kˆ  xu iˆ  y u  ˆj  z u kˆ
u 0 u
xu  u   xu  ˆ y u  u   y u  ˆ z u  u   z u  ˆ
 lim i j k
u 0 u u u
dx ˆ dy ˆ dz ˆ
 i j k
du du du

Problem 2: A particle moves along a curve whose parametric equations are


x  e t , y  2Cos3t , z  2Sin3t , where t is the time.
(a) Determine its velocity and acceleration at any time.
(b) Find the magnitudes of the velocity and acceleration at t  0 .
Solution:
 
(a) The position vector r of the particle is r  xiˆ  yˆj  zkˆ  e t iˆ  2Cos3tˆj  2Sin3tkˆ.

 dr
Then the velocity is v   e t iˆ  6 Sin3tˆj  6Cos3tkˆ
dt

d 2r
And the acceleration is aˆ  2  e t iˆ  18Cos3tˆj  18Sin3tkˆ .
dt
 
dr ˆ d 2r ˆ
(b) At t  0,  i  6k and 2  i  18 ˆj.
ˆ
dt dt
Then magnitude of velocity at t  0 is  12  62  37
Magnitude of acceleration at t  0 is 12   182 
325
Problem 3: A particle moves along a curve whose parametric equations are
𝑥 = 𝑙𝑛𝑡, 𝑦 = 𝑠𝑖𝑛𝑡, 𝑧 = 𝑐𝑜𝑠2𝑡 ,where 𝑡 is time.
(a) Determine its velocity and acceleration at any time.
(b) Magnitudes of the velocity and acceleration at 𝑡 = 1.

Solution:

(a) Given that


𝑥 = 𝑙𝑛𝑡, 𝑦 = 𝑠𝑖𝑛𝑡 𝑎𝑛𝑑 𝑧 = 𝑐𝑜𝑠2𝑡
Let the position vector 𝑟⃗ of the particle is
𝑟⃗ = 𝑥𝑖̂ + 𝑦𝑗̂ + 𝑧𝑘̂
= 𝑙𝑛𝑡𝑖̂ + 𝑠𝑖𝑛𝑡𝑗̂ + 3𝑐𝑜𝑠2𝑡𝑘̂
𝑑𝑟⃗ 𝑑
∴ Velocity 𝑣⃗ = 𝑑𝑡 = 𝑑𝑡 ( 𝑙𝑛𝑡𝑖̂ + 𝑠𝑖𝑛𝑡𝑗̂ + 3𝑐𝑜𝑠2𝑡𝑘̂)
1
= 𝑖̂ + 𝑐𝑜𝑠𝑡𝑗̂ − 6𝑠𝑖𝑛2𝑡𝑘̂
𝑡
⃗⃗
𝑑𝑣 𝑑 1
Acceleration 𝑎⃗ = 𝑑𝑡 = 𝑑𝑡 ( 𝑡 𝑖̂ + 𝑐𝑜𝑠𝑡𝑗̂ − 6𝑠𝑖𝑛2𝑡𝑘̂)
1
= − 2 𝑖̂ − 𝑠𝑖𝑛𝑡𝑗̂ − 12𝑐𝑜𝑠2𝑡𝑘̂
𝑡
(b) Magnitudes of the velocity and acceleration at 𝑡 = 1
Magnitude of velocity = |𝑣⃗| = √(1)2 + (𝑐𝑜𝑠1)2 + (−6𝑠𝑖𝑛2)2
and Magnitude of acceleration =|𝑎⃗| = √(−1)2 + (−𝑠𝑖𝑛1)2 + (−12𝑐𝑜𝑠1)2

Problem 4: A particle moves along a curve whose parametric equations are 𝑥 = 2𝑡, 𝑦 =
𝑠𝑖𝑛2𝑡, 𝑧 = 𝑐𝑜𝑠4𝑡where 𝑡 is time.
(a) Determine its velocity and acceleration at any time.
(b) Magnitudes of the velocity and acceleration at 𝑡 = 0.
Solution:
(a) Given that
𝑥 = 2𝑡, 𝑦 = 𝑠𝑖𝑛2𝑡 𝑎𝑛𝑑 𝑧 = 𝑐𝑜𝑠4𝑡
Let the position vector 𝑟⃗ of the particle is
𝑟⃗ = 𝑥𝑖̂ + 𝑦𝑗̂ + 𝑧𝑘̂
= 2𝑡𝑖̂ + 𝑠𝑖𝑛2𝑡𝑗̂ + 𝑐𝑜𝑠4𝑡𝑘̂
𝑑𝑟⃗ 𝑑
∴ Velocity 𝑣⃗ = 𝑑𝑡 = 𝑑𝑡 ( 2𝑡𝑖̂ + 𝑠𝑖𝑛2𝑡𝑗̂ + 𝑐𝑜𝑠4𝑡𝑘̂)
= 2𝑖̂ + 2𝑐𝑜𝑠2𝑡𝑗̂ − 4𝑠𝑖𝑛4𝑡𝑘̂
⃗⃗
𝑑𝑣 𝑑
Acceleration 𝑎⃗ = = 𝑑𝑡 (2𝑖̂ + 2𝑐𝑜𝑠2𝑡𝑗̂ − 4𝑠𝑖𝑛4𝑡𝑘̂)
𝑑𝑡
= −4𝑠𝑖𝑛2𝑡𝑗̂ − 16𝑐𝑜𝑠4𝑡𝑘̂
𝑑𝑟⃗
(b)At 𝑡 = 0,then the velocity is, 𝑣⃗= 𝑑𝑡 = 2𝑖̂ + 2𝑐𝑜𝑠0𝑗̂ − 4𝑠𝑖𝑛0𝑘̂
= 2𝑖̂ + 2𝑗̂
∴ Magnitude of velocity = |𝑣⃗| = √(2) + (2)2 = √8
2
⃗⃗
𝑑𝑣
At 𝑡 = 0, then the acceleration is, 𝑎⃗= = −𝑠𝑖𝑛0𝑗̂ − 16𝑐𝑜𝑠0𝑘̂ = −16𝑘̂
𝑑𝑡
∴Magnitude of acceleration =|𝑎⃗| = √(−16)2 = √256 = 16

Problem 5: A particle moves along the curve𝑥 = 2𝑡 2 , 𝑦 = 𝑡 2 − 4𝑡, 𝑧 = 3𝑡 − 5 where 𝑡 is time.


Find the components of its velocity and acceleration at 𝑡 = 1 in the direction 𝑖̂ − 3𝑗̂ + 2𝑘̂

Solution:
Velocity


dr d
dt dt
   
2t 2 iˆ  t 2  4t ˆj  3t  5kˆ 
 4tiˆ  2t  4  ˆj  3kˆ
 4iˆ  2 ˆj  3kˆ at t  1
̂
𝑖̂−3𝑗̂ +2𝑘 ̂
𝑖̂−3𝑗̂ +2𝑘
Unit vector in the direction 𝑖̂ − 3𝑗̂ + 2𝑘̂ is =
√(1)2 +(−3)2 +(2)2 √14
Then the component of the velocity in the given direction is
  
4iˆ  2 ˆj  3kˆ . iˆ  3 ˆj  2kˆ 41   2 3  32 16
  
8 14
14 14 14 7
Acceleration
 
d 2 r d  dr  d ˆ
 2   
dt dt  dt  dt
 
4ti  2t  4 ˆj  3kˆ  4iˆ  2 ˆj  0kˆ

At 𝑡 = 1 then the acceleration= 4𝑖̂ + 2𝑗̂


Then the component of the acceleration in the given direction is
  
4iˆ  2 ˆj  0kˆ . iˆ  3 ˆj  2kˆ 4 1  2 3  0 2   2  14
  
14 14 14 7
3 4
Problem 6: A particle moves along the curve𝑥 = 𝑡 , 𝑦 = 𝑡 − 𝑡, 𝑧 = 𝑡 where 𝑡 is time. Find the
components of its velocity and acceleration at 𝑡 = 3 in the direction−2𝑖̂ + 𝑗̂ + 𝑘̂
Solution: Given that 𝑥 = 𝑡 3 , 𝑦 = 𝑡 4 − 𝑡, 𝑧 = 𝑡
Let the position vector 𝑟⃗ of the particle is
𝑟⃗ = 𝑥𝑖̂ + 𝑦𝑗̂ + 𝑧𝑘̂
𝑟⃗ = 𝑡 3 𝑖̂ + (𝑡 4 − 𝑡)𝑗̂ + 𝑡𝑘̂
𝑑𝑟⃗ 𝑑
Now Velocity = 𝑑𝑡 = 𝑑𝑡 [𝑡 3 𝑖̂ + (𝑡 4 − 𝑡)𝑗̂ + 𝑡𝑘̂]
= 3𝑡 2 𝑖̂ + (4𝑡 3 − 1)𝑗̂ + 𝑘̂
𝑑𝑟⃗
At 𝑡 = 3, then the velocity 𝑑𝑡 = 3. 32 𝑖̂ + (4. 33 − 1)𝑗̂ + 𝑘̂
= 27𝑖̂ + 107𝑗̂ + 𝑘̂
𝑑𝑟⃗ 2 𝑑 𝑑𝑟⃗ 𝑑
And Acceleration = 𝑑𝑡 2 = 𝑑𝑡 ( 𝑑𝑡 )=𝑑𝑡 [3𝑡 2 𝑖̂ + (4𝑡 3 − 1)𝑗̂ + 𝑘̂]
= 6𝑡𝑖̂ + 12𝑡 2 𝑗̂
𝑑𝑟⃗ 2
At 𝑡 = 3, then the acceleration 𝑑𝑡 2 = 6.3𝑖̂ + 12. 32 𝑗̂
= 18𝑖̂ + 108𝑗̂
̂
−2𝑖̂+𝑗̂ +𝑘 ̂
−2𝑖̂+𝑗̂ +𝑘
Unit vector in the direction −2𝑖̂ + 𝑗̂ + 𝑘̂ is =
√(−2)2 +(1)2 +(1)2 √6
Then the component of the velocity in the given direction is
(27𝑖̂ + 107𝑗̂ + 𝑘̂)(−2𝑖̂ + 𝑗̂ + 𝑘̂)
√6
−54 + 107 + 1 54
= =
√6 √6

Then the component of the velocity in the given direction is


(18𝑖̂ + 108𝑗̂)(−2𝑖̂ + 𝑗̂ + 𝑘̂)
√6
−36 + 108 72
= =
√6 √6
Gradient, Divergence & Curl
Gradient: Let ∅(𝑥, 𝑦, 𝑧) be defined and differentiable at each point (𝑥, 𝑦, 𝑧)in a certain region of
𝜕 𝜕 𝜕
space. Then the gradient of ∅, written ∇∅ or grad ∅, is defined by ∇∅ = (𝜕𝑥 𝑖̂ + 𝜕𝑦 𝑗̂ + 𝜕𝑧 𝑘̂) ∅ =
𝜕∅ 𝜕∅ 𝜕∅
𝑖̂ + 𝑗̂ + 𝑘̂.
𝜕𝑥 𝜕𝑦 𝜕𝑧

Significance: By gradient (∇∅)we get directional derivative of the Function ∅.

Divergence: Let 𝑉(𝑥, 𝑦, 𝑧)=𝑉1 𝑖̂ + 𝑉2 𝑗̂ + 𝑉3 𝑘̂ be defined and differentiable at each point (𝑥, 𝑦, 𝑧)in
a certain region of space. Then the divergence of ∅, written ∇. 𝑉 or div 𝑉, is defined by ∇. 𝑉 =
𝜕 𝜕 𝜕 𝜕𝑉 𝜕𝑉 𝜕𝑉
( 𝑖̂ + 𝑗̂ + 𝑘̂) . (𝑉1 𝑖̂ + 𝑉2 𝑗̂ + 𝑉3 𝑘̂) = 1 + 2 + 3 .
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧

Significance: If Divergence (∇. 𝑉) = 0 then Then Vector function V is solenoidal.

Curl: If 𝑉(𝑥, 𝑦, 𝑧) is a differentiable vector field then the curl or rotation of V, written ∇ × 𝑉, curl
𝜕 𝜕 𝜕
V or rot V, is defined by ∇ × 𝑉 = (𝜕𝑥 𝑖̂ + 𝜕𝑦 𝑗̂ + 𝜕𝑧 𝑘̂) × (𝑉1 𝑖̂ + 𝑉2 𝑗̂ + 𝑉3 𝑘̂)
𝑖̂ 𝑗̂ 𝑘̂
𝜕 𝜕 𝜕|
= || |
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑉1 𝑉2 𝑉3
Significance: If Curl (∇ × 𝑉) = 0 then Then Vector function V is irrational other4wise rotational.

Problem1: Find the gradient, divergence and curl of the vector 𝑥 2 𝑧𝑖̂ − 𝑦 3 𝑧 2 𝑗̂ + 𝑥𝑦 2 𝑧𝑘̂.

Solution:

Let the function, 𝑓 = (𝑥 2 𝑧, −𝑦 3 𝑧 2 , 𝑥𝑦 2 𝑧)


𝜕 𝜕 𝜕
The gradient= ⃗∇⃗𝑓 where ⃗∇⃗= 𝑖̂ + 𝑗̂ + 𝑘̂
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕 𝜕 𝜕
∴ =(𝜕𝑥 𝑖̂ + 𝜕𝑦 𝑗̂ + 𝜕𝑧 𝑘̂) (𝑥 2 𝑧, −𝑦 3 𝑧 2 , 𝑥𝑦 2 𝑧)

𝜕 2 𝜕 𝜕
= 𝑖̂ (𝑥 𝑧, −𝑦 3 𝑧 2 , 𝑥𝑦 2 𝑧) + 𝑗̂ (𝑥 2 𝑧, −𝑦 3 𝑧 2 , 𝑥𝑦 2 𝑧) + 𝑘̂ (𝑥 2 𝑧, −𝑦 3 𝑧 2 , 𝑥𝑦 2 𝑧)
𝜕𝑥 𝜕𝑦 𝜕𝑧

= 𝑖̂(2𝑥𝑧, 0, 𝑦 2 𝑧) + 𝑗̂( 0, −3𝑦 2 𝑧 2 , 2𝑥𝑦𝑧) + 𝑘̂(𝑥 2 , −2𝑦 3 𝑧, 𝑥𝑦 2 )

Divergence ⃗⃗. 𝑓⃗
=∇

𝜕 𝜕 𝜕
= ( 𝑖̂ + 𝑗̂ + 𝑘̂) (𝑥 2 𝑧𝑖̂ − 𝑦 3 𝑧 2 𝑗̂ + 𝑥𝑦 2 𝑧𝑘̂)
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕 𝜕 𝜕
= 𝜕𝑥 (𝑥 2 𝑧) + 𝜕𝑦 (−𝑦 3 𝑧 2 ) + 𝜕𝑧 ( 𝑥𝑦 2 𝑧)

= 2𝑥𝑧 − 3𝑦 2 𝑧 2 + 𝑥𝑦 2

𝑖̂ 𝑗̂ 𝑘̂
𝜕 𝜕 𝜕
⃗⃗ × 𝑓⃗=|
The Curl =∇ |
𝜕𝑥 𝜕𝑦 𝜕𝑧
2 3 2 2
𝑥 𝑧 −𝑦 𝑧 𝑥𝑦 𝑧

̂. 0
=(2𝑥𝑦𝑧 + 2𝑧𝑦 3 )𝑖̂ − (𝑦 2 𝑧 − 𝑥 2 )𝑗̂ + 𝐾

= (2𝑥𝑦𝑧 + 2𝑧𝑦 3 )𝑖̂ − (𝑦 2 𝑧 − 𝑥 2 )𝑗̂

Problem2: Find the gradient, divergence and curl of the vector𝑥 3 𝑦𝑖̂ − 𝑦𝑧𝑗̂ − 𝑥𝑦𝑧 2 𝑘̂.
Solution:
Let the function, 𝑓 = (𝑥 3 𝑦 − 𝑦𝑧, −𝑥𝑦𝑧 2 )
𝜕 𝜕 𝜕
⃗⃗= 𝑖̂ + 𝑗̂ + 𝑘̂
⃗⃗𝑓 where ∇
The gradient= ∇ 𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕 𝜕 𝜕
∴ =(𝜕𝑥 𝑖̂ + 𝜕𝑦 𝑗̂ + 𝜕𝑧 𝑘̂) (𝑥 3 𝑦 − 𝑦𝑧, −𝑥𝑦𝑧 2 )

𝜕 3 𝜕 𝜕
= 𝑖̂ (𝑥 𝑦 − 𝑦𝑧, −𝑥𝑦𝑧 2 ) + 𝑗̂ (𝑥 3 𝑦 − 𝑦𝑧, −𝑥𝑦𝑧 2 ) + 𝑘̂ (𝑥 3 𝑦 − 𝑦𝑧, −𝑥𝑦𝑧 2 )
𝜕𝑥 𝜕𝑦 𝜕𝑧

= 𝑖̂(3𝑥 2 𝑦, 0, −𝑦𝑧 2 ) + 𝑗̂(𝑥 3 , −𝑧, −𝑥𝑧 2 ) + 𝑘̂ (0, −𝑦, −2𝑥𝑦𝑧)

Divergence ⃗⃗. 𝑓⃗
=∇

𝜕 𝜕 𝜕
= ( 𝑖̂ + 𝑗̂ + 𝑘̂) (𝑥 3 𝑦𝑖̂ − 𝑦𝑧𝑗̂ − 𝑥𝑦𝑧 2 𝑘̂ )
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕 𝜕 𝜕
= 𝜕𝑥 (𝑥 3 𝑦) + 𝜕𝑦 ( −𝑦𝑧) + 𝜕𝑧 ( −𝑥𝑦𝑧 2 )

= 3𝑥 2 𝑦 − 𝑧 − 2𝑥𝑦𝑧

𝑖̂ 𝑗̂ 𝑘̂
𝜕 𝜕 𝜕
⃗⃗ × 𝑓⃗=|
The Curl =∇ |
𝜕𝑥 𝜕𝑦 𝜕𝑧
3
𝑥 𝑦 −𝑦𝑧 −𝑥𝑦𝑧 2

=(−𝑥𝑧 2 + 𝑦)𝑖̂ + 𝑦𝑧 2 𝑗̂ − 𝑥 3 𝑘̂ (Ans.)


Problem 3: Find the gradient, divergence and curl of the vector 𝑥𝑦𝑧 3 𝑖̂ − 𝑦𝑥 3 𝑗̂ + 𝑥 2 𝑦 2 𝑧 2 𝑘̂.
Solution:
Let the function, 𝑓 = (𝑥𝑦𝑧 3 , −𝑦𝑥 3 , −𝑥 2 𝑦 2 𝑧 2 )
𝜕 𝜕 𝜕
The gradient= ⃗∇⃗𝑓 where ⃗∇⃗=𝜕𝑥 𝑖̂ + 𝜕𝑦 𝑗̂ + 𝜕𝑧 𝑘̂

𝜕 𝜕 𝜕
∴ =(𝜕𝑥 𝑖̂ + 𝜕𝑦 𝑗̂ + 𝜕𝑧 𝑘̂) (𝑥𝑦𝑧 3 , −𝑦𝑥 3 , 𝑥 2 𝑦 2 𝑧 2 )

𝜕 𝜕 𝜕
= 𝑖̂ (𝑥𝑦𝑧 3 , −𝑦𝑥 3 , 𝑥 2 𝑦 2 𝑧 2 ) + 𝑗̂ (𝑥𝑦𝑧 3 , −𝑦𝑥 3 , 𝑥 2 𝑦 2 𝑧 2 ) + 𝑘̂ (𝑥𝑦𝑧 3 , −𝑦𝑥 3 , 𝑥 2 𝑦 2 𝑧 2 )
𝜕𝑥 𝜕𝑦 𝜕𝑧

= 𝑖̂(𝑦𝑧 3 , −3𝑦𝑥 2 , 2𝑥𝑦 2 𝑧 2 ) + 𝑗̂( 𝑥𝑧 3 , −𝑥 3 , 2𝑦𝑥 2 𝑧 2 ) + 𝑘̂(3𝑥𝑦𝑧 2 , 0, 2𝑥 2 𝑦 2 𝑧)

Divergence ⃗⃗. 𝑓⃗
=∇

𝜕 𝜕 𝜕
=( 𝑖̂ + 𝑗̂ + 𝑘̂) (𝑥𝑦𝑧 3 𝑖̂ − 𝑦𝑥 3 𝑗̂ + 𝑥 2 𝑦 2 𝑧 2 𝑘̂)
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕 𝜕 𝜕
= (𝑥𝑦𝑧 3 ) + (−𝑦𝑥 3 ) + (𝑥 2 𝑦 2 𝑧 2 )
𝜕𝑥 𝜕𝑦 𝜕𝑧

= 𝑦𝑧 3 − 𝑥 3 + 2𝑥 2 𝑦 2 𝑧

𝑖̂ 𝑗̂ 𝑘̂
𝜕 𝜕 𝜕
⃗⃗ × 𝑓⃗=|
The Curl =∇ |
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑥𝑦𝑧 3 −𝑦𝑥 3 2 2 2
𝑥 𝑦 𝑧

=2𝑥 2 𝑦𝑧 2 𝑖̂ − (2𝑥𝑦 2 𝑧 2 − 3𝑥𝑦𝑧 2 )𝑗̂ − (3𝑥 2 𝑦 − 𝑥𝑧 3 )𝑘̂ (Ans.)

Problem 4: If Ø = 2𝑥𝑧 4 − 𝑥 2 𝑦 , find∇Ø and|∇Ø| at the point (2,-2,-1).

Solution: Given that,∅ = 2𝑥𝑧 4 − 𝑥 2 𝑦


𝜕 𝜕 𝛿
∴ ∇Ø = ( 𝑖̂ + 𝑗̂ + 𝑘̂) . (2𝑥𝑧 4 − 𝑥 2 𝑦)
𝜕𝑥 𝜕𝑦 𝛿𝑧
= (2𝑧 − 2𝑥𝑦)𝑖̂ − 𝑥 2 𝑗̂ + 8𝑥𝑧 3 𝑘̂
4

At (2,-2,-1)
∇Ø = {2(−1)4 − 2.2(−2)}𝑖̂ + (−22 )𝑗̂ + 8.2(−1)3 𝑘̂
= (2 + 8)𝑖̂ − 4𝑗̂ − 16𝑘̂
= 10𝑖̂ − 4𝑗̂ − 16𝑘̂(Ans.)
∴ |∇∅| = √102 + (−4)2 + (−16)2
= √100 + 16 + 256
= √372
= 2√293(Ans.)
Problem 5: If ∇U = 2𝑟 4 𝑟̅ , find U.
Solution: Given that, ∇U = 2𝑟 4 𝑟̅
𝜕 𝜕 𝛿
⇒ (𝜕𝑥 𝑖̂ + 𝜕𝑦 𝑗̂ + 𝛿𝑧 𝑘̂) 𝑈 = 2𝑟 4 (𝑥𝑖̂ + 𝑦𝑗̂ + 𝑧𝑘̂)
𝜕𝑈 𝜕𝑈 𝛿𝑈
⇒ 𝑖̂ + 𝜕𝑦 𝑗̂ + 𝛿𝑧 𝑘̂ = 2𝑟 4 𝑥𝑖̂ + 2𝑟 4 𝑦𝑗̂ + 2𝑟 4 𝑧𝑘̂)
𝜕𝑥
𝑁𝑜𝑤,
𝜕𝑈
= 2𝑟 4 𝑥
𝜕𝑥
⇒ 𝑈 = 𝑟 4 𝑥 2 + 𝑐1 (1)
𝜕𝑈
= 2𝑟 4 𝑦
𝜕𝑦
⇒ 𝑈 = 𝑟 4 𝑦 2 + 𝑐2 (2)
𝛿𝑈
= 2𝑟 4 𝑧
𝛿𝑧
⇒ 𝑈 = 𝑟 4 𝑧 2 + 𝑐3 (3)
(1) + (2) + (3) ⇒
3𝑈 = 𝑟 4 (𝑥 2 + 𝑦 2 + 𝑧 2 ) + 𝑐
⇒ 3𝑈 = 𝑟 4 . 𝑟 2 + 𝑐
𝑟6
∴𝑈= + 𝑐 Ans:
3
𝑓 ′ (𝑟)𝑟
Problem 6: Find∇𝑓(𝑟) = .
𝑟
Solution: We know that,𝑟 = 𝑥𝑖̂ + 𝑦𝑗̂ + 𝑧𝑘̂
∴ |𝑟| = √𝑥 2 + 𝑦 2 + 𝑧 2
𝑟2 = 𝑥2 + 𝑦2 + 𝑧2
𝑑𝑟 𝑑𝑟
2𝑟 = 2𝑥 ⇒ = 𝑥/𝑟
𝑑𝑥 𝑑𝑥

Similarly
𝑑𝑟
= 𝑦/𝑟,
𝑑𝑦
𝑑𝑟
= 𝑧/𝑟
𝑑𝑧
𝜕 𝜕 𝛿
∴ ∇𝑓(𝑟) = ( 𝑖̂ + 𝑗̂ + 𝑘̂) . 𝑓(𝑟)
𝜕𝑥 𝜕𝑦 𝛿𝑧
𝜕𝑟 𝜕𝑟 𝜕𝑟
= 𝑖̂𝑓 ′ (𝑟) + 𝑗̂𝑓 ′ (𝑟) + 𝑘̂𝑓 ′ (𝑟)
𝜕𝑥 𝜕𝑦 𝜕𝑧
=𝑓 ′ (𝑟)(𝑖̂ ̂
𝑥/𝑟 + 𝑗̂𝑦/𝑟 + 𝑘𝑧/𝑟)
= 𝑓 ′ (𝑟)1/𝑟(𝑥𝑖̂ + 𝑦𝑗̂ + 𝑧𝑘̂)
𝑓 ′ (𝑟)𝑟
=
𝑟
𝑓 ′ (𝑟)𝑟
∴ ∇𝑓(𝑟) = .(Proved)
𝑟
Beta Gamma Functions
Introduction
The gamma functions first came into view in connection with the interpolation problem for
factorials (Davis, 1959). This problem was posed by Striling (1692-1764); Goldbach (1690-
1764) and Daniel Bernoulli (1700-1784). It was solved by Euler (1707-1783) I two letters to
Goldbach in 1729 and 1730, first by means of an infinite product and later as an integral . The
modern notation is due to Legendre . He called the integral which Euler obtained for 𝛤(𝑛) the
second Eulerian integral. Euler’s derivation of this integral began with another integral which
Legendre called the first Eulerianintegral. The first and second Eulerian integral are generally
known as the Beta Function and Gamma Function respectively.

Definition of Beta and Gamma Functions:


The Beta Function denoted by 𝛽(m, n) is defined as
1
𝛽(m, n)=∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1dx, where m > 0, n > 0………..(1)
Which is convergent for positive m and n. Evidently 𝛽(m, n) is symmetric in m and n for the
transformation 𝑥 = 1 − 𝑦, that is 𝛽(m,n) = 𝛽(n,m)
Thus substituting 𝑥 = 1 − 𝑦 in (1) we get
When, 𝑥 = 0 then 𝑦 = 1
𝑥 = 1 then 𝑦 = 0 ∴ 𝑑𝑥 = 𝑑𝑦
0
∴ 𝛽 (m, n)=∫1 (1 − 𝑦)𝑚−1 𝑦 𝑛−1 . –dy
0
=∫1 𝑦 𝑛−1 (1 − 𝑦)𝑚−1 . – dy
= 𝛽(n, m)
The Gamma Function denoted by 𝛤(𝑛) is denoted as

𝛤(𝑛)= ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 , where n > 0………….(2)
This integral converges for n > 0 . The restriction 𝑛 > 0 is imposed because the integral diverges
at the lower limit for other values of n .

In particular, 𝛤(1)= ∫0 𝑒 −𝑥 dx=[−𝑒 −𝑥 ]∞
0 = -𝑒
−∞
+ 𝑒 0 =1
Reduction Formula for 𝜞(𝒏):

From definition we have 𝛤(𝑛) = ∫0 𝑒 −𝑥 𝑥 𝑛−1 dx………….(1)
Replacing n by (n+1) in (1) we get

𝛤(𝑛 + 1) = ∫0 𝑒 −𝑥 𝑥 𝑛 dx
Integrating by parts taking 𝑒 −𝑥 as second function, we get

𝛤(𝑛 + 1)=[−𝑥 𝑛 𝑒 −𝑥 ]∞
0 +∫0 𝑛𝑥
𝑛−1 −𝑥
𝑒 dx

=0+n∫0 𝑒 −𝑥 𝑥 𝑛−1 dx
=n 𝛤(𝑛)
∴ 𝛤(𝑛 + 1)=n 𝛤(𝑛) which is the Reduction Formula for𝛤(𝑛).

Relation between beta and gamma functions:


There is a very useful formula which expresses the beta function in terms of gamma function.

From definition, we have 𝛤(𝑚)=∫0 𝑒 −𝑡 𝑡 𝑚−1 dt
Putting 𝑡 = 𝑥 2 so that 𝑑𝑡 = 2𝑥 𝑑𝑥
∞ 2
Then 𝛤(𝑚) = 2 ∫0 𝑒 −𝑥 𝑥 2𝑚−1 𝑑𝑥 ...................................... (1)

Similarly, putting 𝑡 = 𝑦 2 in 𝛤(𝑛)=∫0 𝑒 −𝑡 𝑡 𝑛−1 𝑑𝑡
∞ 2
We get 𝛤(𝑛) =∫0 𝑒 −𝑦 𝑡 2𝑛−1 𝑑𝑡 ………….. …… (2)
∞ 2 ∞ 2
∴ 𝛤(𝑚)𝛤(𝑛) = 4∫0 𝑒 −𝑥 𝑥 2𝑚−1 𝑑𝑥 ∫0 𝑒 −𝑦 𝑦 2𝑛−1 𝑑𝑦
∞ ∞ 2 +𝑦 2 )
=4∫0 ∫0 𝑒 −(𝑥 𝑥 2𝑚−1 𝑦 2𝑛−1 𝑑𝑥 𝑑𝑦…….. (3)
Now changing to polar co-ordinate = 𝑟𝑐𝑜𝑠𝜃 , 𝑦 = 𝑟 𝑠𝑖𝑛 𝜃 and 𝑑𝑥 𝑑𝑦 = r d𝜃𝑑𝑟. To cover the
𝜋
region in (3) which is the entire first quadrant r must vary from 0 to ∞ and 𝜃 from 0 to .
2

Thus (3) becomes


𝜋
∞ 2
𝛤(𝑚)𝛤(𝑛) =∫0 ∫02 𝑒 −𝑟 𝑟 2𝑚−1 𝑐𝑜𝑠 2𝑚−1 𝜃 𝑟 2𝑛−1 𝑠𝑖𝑛2𝑛−1 𝜃 r d𝜃𝑑𝑟
𝜋
∞ 2
= [2∫0 𝑒 −𝑟 𝑟 2(𝑚+𝑛)−1 dr] [2∫02 𝑐𝑜𝑠 2𝑚−1 𝜃 𝑟 2𝑛−1 𝑠𝑖𝑛2𝑛−1 𝜃𝑑𝜃 ]
= 𝛤(𝑚 + 𝑛). 𝛽(𝑚, 𝑛)
𝛤(𝑚)𝛤(𝑛)
∴ 𝛽(𝑚, 𝑛) = , Which is the required relation between beta and gamma functions.
𝛤(𝑚+𝑛)
SOME EXAMPLES
1
Example 1: Evaluate I= ∫0 𝑥 7 (1 − 𝑥)3 𝑑𝑥
1 1
Solution: ∫0 𝑥 7 (1 − 𝑥)3 𝑑𝑥 =∫0 𝑥 8−1 (1 − 𝑥)4−1 𝑑𝑥
𝛤(8)𝛤(4)
∴ 𝛽(8,4) = 𝛤(8+4)
𝛤(8) 3.2.1
= [Link] 𝛤(8)
3.2.1
= [Link]
1
= (Ans:)
1320

∞ 2 √𝜋
Example 2: Prove that ∫0 𝑒 −𝑡 dt= 2
∞ 2
Solution: Let I=∫0 𝑒 −𝑡 dt…………………(1)
Putting 𝑡 2 = x so that 2tdt=dx
1
1 𝑑𝑥 1 𝑑𝑥 1
∴ 𝑑𝑡 = 2 . = 2. = 2.𝑥 −2 dx.
𝑡 √ 𝑥

Limits when 𝑡 = 0 then 𝑥 = 0


when 𝑡 = ∞ then 𝑥 = 𝛼
Thus from (1), we have
1
∞ 2 ∞ 1
I = ∫0 𝑒 −𝑡 dt =∫0 𝑒 −𝑥 2 . 𝑥 −2 dx
1
1 ∞
= 2 ∫0 𝑒 −𝑥 𝑥 2−1 dx
1 1 ∞
= 2 𝛤 2. Since𝛤(𝑛)= ∫0 𝑒 −𝑥 𝑥 𝑛−1 dx
1 √𝜋
=2 √𝜋 = 2
∞ 2 √𝜋
∴ ∫0 𝑒 −𝑡 𝑑𝑡 = (Proved)
2

1 𝑑𝑥
Example 3: Express the integral ∫0 √1−𝑥3
in terms of beta function.
1 𝑑𝑥
Solution: Let I = ∫0 √1−𝑥 3
…………………(1)

By definition of beta function, we have


1
𝛽 (m, n) =∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥, where 𝑚 > 0, 𝑛 > 0
Putting 𝑥 3 = 𝑡 in (1) so that 3𝑥 2 𝑑𝑥 = 𝑑𝑡
1 2
𝑥 = 𝑡3 ∴ 𝑥2 = 𝑡 3
1
𝑑𝑥 = 2 𝑑𝑡
3𝑡 ⁄3

Limits: when 𝑥 = 0 𝑡ℎ𝑒𝑛 𝑡 = 0


𝑤ℎ𝑒𝑛 𝑥 = 1 𝑡ℎ𝑒𝑛 𝑡 = 1
1
𝑑𝑥 = 2
3𝑡 ⁄3

Thus from (1), we get


1 1 1
I = ∫0 1 2 𝑑𝑡
(1−𝑡) ⁄2 3𝑡 ⁄3
1
1 1 −2⁄
= 3 ∫0 𝑡 3 (1 − 𝑡)−2 𝑑𝑡
1 1 1 1
= 3 ∫0 𝑡 3−1 (1 − 𝑡)2−1 𝑑𝑡
1 1 1
= 3 𝛽(3 , 2)
1 𝑑𝑥 1 1 1
∴ I = ∫0 √1−𝑥 3
= 3 𝛽(3 , 2) (Ans:)

1
1
Example 4: Evaluate the integral I = ∫0 (1 − 𝑥)2 𝑥 3 𝑑𝑥
Solution: By definition of beta function, we have
1 𝛤(𝑚)𝛤(𝑛)
𝛽(m, n) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 = 𝛤(𝑚+𝑛)
1 3
1 1
∴ 𝐼 = ∫0 (1 − 𝑥) 𝑥 3 𝑑𝑥 = = ∫0 𝑥 4−1 (1 − 𝑥)2−1 𝑑𝑥
2

3 1 1
3 𝛤(4)𝛤( ) 3.2.1. .𝛤( ) 25 32
2 2 2
𝛽(4, 2) = 3 = 97531 1 = 9.7.5 =315 (Ans:)
𝛤(4+ ) . . . . 𝛤( )
2 2 2222 2


Example 5: Evaluate the integral ∫0 𝑥 5 𝑒 −4𝑥 𝑑𝑥

Solution: Let I=∫0 𝑥 5 𝑒 −4𝑥 𝑑𝑥

1 1
Putting, 4𝑥 = 𝑦 then 𝑥 = 𝑦 and 𝑑𝑥 = 4 𝑑𝑦
4

Limits: when 𝑥 = 0 𝑡ℎ𝑒𝑛 𝑦 = 0


𝑤ℎ𝑒𝑛 𝑥 = ∞ 𝑡ℎ𝑒𝑛 𝑦 = ∞
∞ ∞ 1 1
I=∫0 𝑥 5 𝑒 −4𝑥 𝑑𝑥 = ∫0 (4 𝑦)5 𝑒 −𝑦 4 𝑑𝑦
1 ∞
= 46
∫0 𝑦 5 𝑒 −𝑦 𝑑𝑦
1 ∞
= 6 ∫0 𝑒 −𝑦 𝑦 6−1 𝑑𝑦
4
𝛤6 5! [Link].1 5.3 32
= 46 = 46 = = 8.64 = 315 (Ans:)
4.4.44
4 128𝜋
Example 6: Prove that ∫0 𝑦 3 √64 − 𝑦 3 𝑑𝑦 = 9√3
4
Proof: Let I= ∫0 𝑦 3 √64 − 𝑦 3 𝑑𝑦
1 2
4
Putting 𝑦 3 = 4𝑥 then 𝑦 = 4𝑥 3 and 𝑑𝑦 = 𝑥 −3 𝑑𝑥.
3

Limits: when 𝑦 = 0 𝑡hen 𝑥 = 0


when 𝑦 = 4 then 𝑦 = 1
Thus the integral becomes
1 1 2
1 4
I= ∫0 4𝑥 3 . 4(1 − 𝑥)3 . 𝑥 −3 𝑑𝑥
3
1 1
64 1 −
= 3
∫0 𝑥 3 . (1 − 𝑥)3 𝑑𝑥
2 4
64 1 −1 −1
= 3
∫0 𝑥 3 . (1 − 𝑥)3 𝑑𝑥
2 4 2 1 1
64 2 4 64 𝛤(3)𝛤(3) 64 𝛤(3)3𝛤(3)
= 𝛽(3 , 3) = . 2 4 = . 𝛤(2)
3 3 𝛤( + ) 3
3 3

64 1 1 64 𝜋 64 𝜋 128𝜋
= 𝛤 (3). 𝛤 (1 − 3) = . 𝜋 = . = (Proved)
9 9 𝑠𝑖𝑛 9 √3 9√3
3 2
3
1
Example 7: Evaluate the integral ∫0 𝑥 3 (1 − 𝑥 3 )2 𝑑𝑥
3
1
Solution: Let I = ∫0 𝑥 2 (1 − 𝑥 3 )2 𝑑𝑥
Putting z = 𝑥 3 then 𝑑𝑧 = 3𝑥 2 𝑑𝑥.
1
∴ 𝑥 2 𝑑𝑥 = 3 𝑑𝑧

Limit: when 𝑥 = 0 then 𝑧 = 0


when 𝑥 = 1 then 𝑧 = 1
Thus the integral becomes
3 5
1 1
I = 3 ∫0 (1 − 𝑧)2 𝑑𝑧 = 3 ∫0 𝑧1−1 (1 − 𝑧)2−1 𝑑𝑧
5
= 3𝛽(1, 2)
5 5
𝛤1 .𝛤( ) 3 .𝛤 ( )
2 2
=3 7 = 5 5
𝛤( ) 𝛤 ( )
2 2 2

6
= 5 (Ans:)

Formulae Used:
𝜋
1 𝑝+1 𝑞+1
(i) ∫02 𝑠𝑖𝑛𝑝 𝜃𝑐𝑜𝑠 𝑞 𝜃𝑑𝜃 =2 𝛽( 2
,
2
)
𝜋
(ii) 𝛤(𝑚) 𝛤(𝑚 − 1) = sin m 𝜋 where 0< 𝑚 < 1

∞ 𝑑𝑥 𝜋
Example 8: Prove that ∫0 = 2√2
1+𝑥 4

∞ 𝑑𝑥
Proof: Let I= ∫0 1+𝑥 4

Putting 𝑥 = √tan 𝜃

Then, 1 + 𝑥 4 = 1+𝑡𝑎𝑛2 𝜃 = 𝑠𝑒𝑐 2 𝜃


1
𝑑𝑥 = 2√tan 𝜃 𝑠𝑒𝑐 2 𝜃 d𝜃

Limit: when 𝑥 = 0 then 𝜃 = 0


when 𝑥 = ∞ then θ = π/2
Thus the integral becomes
𝜋
1 1
I = ∫02 𝑠𝑒𝑐 2 𝜃 2√tan 𝜃 𝑠𝑒𝑐 2 𝜃 d𝜃
𝜋
𝟏
= ∫ 2 √cot 𝜃d𝜃
𝟐 0
𝜋 1 1
𝟏 − −
= ∫ 𝑠𝑖𝑛 2 𝜃𝑐𝑜𝑠 2 𝜃d𝜃
𝟐 0
2

𝟏 𝟏
𝟏 𝟏 − +𝟏 − +𝟏
𝟐 𝟐
= . . 𝛽( , )
𝟐 𝟐 𝟐 𝟐
1 3
𝟏 𝟏 𝟑 𝟏 𝛤(4)𝛤(4)
= 4 𝛽(4 , 4) = 4 1 3
𝛤( + )
4 4

1 1 3
= 4 𝛤 (4) 𝛤(4)
1 1 1
= 𝛤 ( ) 𝛤(1 − )
4 4 4
1 𝜋 1 𝜋 𝜋
= . 𝜋 = . 1 = (Proved)
4 𝑠𝑖𝑛 4 2√2
4 √2

Formulae Used:
𝜋 𝑝+1 𝑞+1
𝛤( )𝛤( )
(i) ∫0 𝑠𝑖𝑛𝑝 𝜃𝑐𝑜𝑠 𝑞 𝜃𝑑𝜃 =
2 2
𝑝+𝑞+2
2
2𝛤
2
(ii) 𝛤(𝑛) 𝛤(𝑚 − 1) = (𝑛 − 1) 𝛤(𝑛 − 1)

𝜋
Example 9: (a) Evaluate ∫02 𝑠𝑖𝑛4 𝜃𝑐𝑜𝑠 2 𝜃𝑑𝜃
𝜋
(b) Evaluate ∫04 𝑠𝑖𝑛2 8𝑥 𝑐𝑜𝑠 5 4𝑥𝑑𝑥
𝜋
Solution: (a) Let I = ∫02 𝑠𝑖𝑛4 𝜃𝑐𝑜𝑠 2 𝜃 𝑑𝜃
4+1 2+1 5 3 3 1 1 1 1
𝛤( ) 𝛤( ) 𝛤( ) 𝛤( ) . .𝛤( ). 𝛤( )
2 2 2 2 2 2 2 2 2
= 4+2+2 = =
2𝛤 2𝛤(4) 2 .3!
2

3.√𝜋 √𝜋
= [Link].1

𝜋
= 32 (Ans:)
Worked out Examples

∞ 2
(i) Evaluate ∫0 𝑒 −𝑦 𝑦 5 dy
3 5
1
(ii) Evaluate I = ∫0 (1 − 𝑥)2 𝑥 2 dx
∞ 𝑥 3 𝑑𝑥
(iii) Find ∫0 (1+𝑥)5
𝜋
𝜋
(iv) Prove that ∫02 √tan 𝜃 𝑑𝜃 =
√2
The Laplace Transform
Definition of the Laplace transform:

Let F (t) be a function of t specified for t > 0. Then the Laplace transform of F (t), denoted by

ℒ{ F (t)}, is defined by

ℒ { F (t)} = f(s) = ∫˳ 𝑒 −𝑠𝑡 𝐹(𝑡) 𝑑𝑡

Where we assume at present that the parameter a is real. Later it will be found useful to consider
a complex.

Notation:
If a function of t is indicate in terms of a capital letter, such as F (t), G (t), Y (t), etc. the Laplace
transform of the function is denoted by the corresponding lower case letter, I.e. f (s), g (s), y (s),
etc. Other cases, a tilde (~) can be used to denote the Laplace transform. Thus for example, the
Laplace transform of u(t) is 𝑢̃(s).
Laplace Transforms Of Some Elementary Functions:

F (t) ℒ {F (t)} = f(s)


1 1 1
𝑠>0
𝑠
2 t 1
𝑠>0
𝑠2
3 tn 𝑛1
𝑠>0
n=0,1,2,…. 𝑠𝑛 + 1
Note, Factorial n = n! = 1.2……n
Also, by definition 0! =1.
4 eat 1
𝑠> 𝑎
𝑠−𝑎

𝑎
5 sin at s>0
𝑠3 +𝑎2

𝑠
6 cosat s>0
𝑠3 +𝑎2

𝑎
7 sinhat s>ǀaǀ
𝑠2 −𝑎2

𝑠
8 cosh at s>ǀaǀ
𝑠2 −𝑎2
First translation or shifting property:

Theorem: If ℒ {F (t)}= f(s) then, ℒ { 𝑒 𝑎𝑡 F (t)}= f ( s - a) .

Proof: Given , ℒ{ F (t)}= f(s)…………….. (1)


By definition of Laplace transform we get,

ℒ { F (t)} = f(s) = ∫˳ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝐹(𝑡) 𝑑𝑡………..(2)
∞ ∞
ℒ { 𝑒 𝑎𝑡 𝐹(𝑡)}=∫˳ 𝑒 (𝑠−𝑎)𝑡 𝐹(𝑡) 𝑑𝑡 = ∫˳ 𝑒 𝑢𝑡 𝐹(𝑡) 𝑑𝑡 , 𝑤ℎ𝑒𝑟𝑒 𝑠 − 𝑎 = 𝑢

= 𝑓(𝑢), by (2)

∴ ℒ { 𝑒 𝑎𝑡 𝐹(𝑡)}= f ( s - a).

Ex.01: Find the Laplace Transform of

(𝑖) 𝑒 −2𝑡 𝑠𝑖𝑛4𝑡 (𝑖𝑖) 𝑒 −𝑡 𝑐𝑜𝑠2𝑡 , (ii) ℒ { 𝑒 2𝑡 𝑠𝑖𝑛𝑎𝑡}

Solution:
4
(i) Let 𝐹(𝑡) = 𝑠𝑖𝑛4𝑡 and ℒ {𝑠𝑖𝑛4𝑡} = 𝑠2 +42 = 𝑓(𝑠)

4
∴ ℒ {𝑒 −2𝑡 𝑠𝑖𝑛4𝑡} = (𝑠+2)2 +42

𝑠
(ii) Let 𝐹(𝑡) = 𝑐𝑜𝑠2𝑡 and ℒ {𝑐𝑜𝑠2𝑡} = 𝑠2 +22 = 𝑓(𝑠)

𝑠
∴ ℒ { 𝑒 −𝑡 𝑐𝑜𝑠2𝑡} = (𝑠+1)2 +4

(iii) Let 𝐹(𝑡) = sin 𝑎𝑡 and ℒ{F (t)}= f(s),

Also ℒ { 𝑒 𝑎𝑡 }= f ( s – a)
𝑎
∴ ℒ {𝑠𝑖𝑛𝑎𝑡} = 𝑠2 +𝑎2 = 𝑓(𝑠)
𝑎
∴ ℒ { 𝑒 2𝑡 𝑠𝑖𝑛𝑎𝑡} = (𝑠−2)2 +𝑎2.

Try yourself: Using shifting property find the Laplace transform of


2 𝑠 1
(𝑖) 𝑒 −2𝑡 𝑠𝑖𝑛2𝑡 (𝑖𝑖) 𝑒 −𝑡 𝑐𝑜𝑠3𝑡 , (ii) ℒ { 𝑒 2𝑡 𝑠𝑖𝑛𝑡} Ans: (i) (𝑠+2)2 (ii) (𝑠+1)2 +32; (iii) (𝑠−2)2 +1.
+22
Change of scale property:
1 𝑠
Theorem: If ℒ{ F (t)}= f(s) then, ℒ { F (at)} = 𝑎 𝑓(𝑎)

Proof: Given , ℒ{ F (t)}= f(s)…………….. (1)


By definition of Laplace transform we get,

ℒ { (𝑡)} = 𝑓(𝑠) = ∫˳ 𝑒 −𝑠𝑡 𝐹(𝑡) 𝑑𝑡………..(2)
𝑢𝑠
∞ ∞ 𝑑𝑢
ℒ { F (at)} = ∫˳ 𝑒 −𝑠𝑡 𝐹(𝑎𝑡)𝑑𝑡 ∴ ℒ { F (at)} = ∫˳ 𝑒 − 𝑎 𝐹(𝑢) ,
𝑎

𝑤ℎ𝑒𝑟𝑒 𝑎𝑡 = 𝑢,
𝑢 𝑑𝑢
𝑡= 𝑎
∴ 𝑑𝑡 = 𝑎

If 𝑡 = 0 ∴ 𝑢 = 0

𝑡 =∝ ∴ 𝑢 =∝
∞ 𝑢𝑠
1 1 𝑠
ℒ{ 𝐹 (𝑎𝑡)} = 𝑎 ∫˳ 𝑒 − 𝑎 𝐹(𝑢)𝑑𝑢 = 𝑎 𝑓(𝑎).

Ex.02: Using Change of scale property find the Laplace transform of

(i) 3𝑡 ; (ii) 𝑐𝑜𝑠3𝑡.


1
(i) We know, ℒ {𝑠𝑖𝑛𝑡} = = 𝑓(𝑠)
𝑠2 +1

1 1 1 9 3
∴ ℒ {𝑠𝑖𝑛3𝑡} = . 𝑠 2
= 3 . 𝑠2 +9 =
3 ( ) +1 𝑠2 +9
3

𝑠
(i) We know, ℒ {𝑐𝑜𝑠 𝑡} = = 𝑓(𝑠)
𝑠2 +1

𝑠 𝑠
1 1 9 1 3s s
3 3
∴ ℒ {cos 3𝑡} = . 𝑠 2
= 3 . 𝑠2 +9 = 3 . 𝑠2 +9 = 𝑠2 +9 .
3 ( ) +1
3

Try yourself: Using Change of scale property find the Laplace transform of

(i) 𝑠𝑖𝑛2𝑡 ; (ii) 𝑐𝑜𝑠4𝑡 ; (iii) 𝑠𝑖𝑛5𝑡 ; (iv) 𝑐𝑜𝑠2𝑡 .


2 s 5 s
Ans: (i) ; (ii) 𝑠2 +16 ; (iii) 𝑠2 +25 ; (iv) 𝑠2 +4 .
𝑠2 +4
Linearity Property:
If 𝐶1 and 𝐶2 are any constants while 𝐹1 (𝑡) and 𝐹2 (𝑡)are functions with Laplace transforms 𝑓1 (𝑠)
and 𝑓2 (𝑠) respectively, then

ℒ{𝐶1 𝐹1 (𝑡) + 𝐶2 𝐹2 (𝑡)} = 𝐶1 𝑓1 (𝑠) + 𝐶2 𝑓2 (𝑠).

the resulr is easily extended to more than two functions.

Ex.01: Find ℒ{4𝑒 5𝑡 + 6𝑡 3 − 3𝑠𝑖𝑛4𝑡 + 2𝑐𝑜𝑠2𝑡}.

Solution: By the linearity property we have


L4e 5t  6t 3  3Sin4t  2Cos2t  4 Le 5t  6 Lt 3  3LSin4t  2 LCos2t
 1   4   s 
2
3!
 4   6 4  3 2    2 
 s  5 s  s  16   s  4 
4 36 12  2s 
  4  2  2 
s5 s s  16  s  4 

Ex.02: Find ℒ{𝑒 −𝑡 + 2𝑡 2 − 3𝑠𝑖𝑛ℎ 3𝑡 + 2𝑐𝑜𝑠ℎ2𝑡}.


Solution:

     
L e t  2t 2  3Sinh 3t  2Cosh 2t  L e t  2 L t 2  3LSinh 3t  2 LCosh 2t

 1  2!  3   s 
 2  3 2   2 
 s  1 s3  s  9   s2  4 
 1  4 9  2s 
   2  2 
 s  1 s 3 s  9  s  4 

Multiplication by power of t :
𝑑𝑛
ℒ{ 𝑡 𝑛 𝐹 (𝑡)} = (−1)𝑛 𝑑𝑠𝑛 𝑓(𝑠) = (−1)𝑛 𝑓 𝑛 (𝑠) where 𝑛 = 1,2,3 ….
Ex.03: Find the Laplace Transform of

(𝑖) ℒ {𝑡 𝑠𝑖𝑛𝑎𝑡}(𝑖𝑖)ℒ {𝑡 2 𝑠𝑖𝑛𝑎𝑡} ,

(iii) ℒ {𝑡 𝑐𝑜𝑠𝑎𝑡}

Solution:
𝑎
(i) Let 𝐹(𝑡) = 𝑠𝑖𝑛𝑎𝑡 and ℒ {𝑠𝑖𝑛𝑎𝑡} = 𝑠2 +𝑎2 = 𝑓(𝑠)

𝑑𝑛
We know, ℒ{𝑡 𝑛 𝐹 (𝑡)} = (−1)𝑛 𝑑𝑠𝑛 𝑓(𝑠)

𝑑1 𝑎
∴ ℒ {𝑡 𝑠𝑖𝑛𝑎𝑡} = (−1)1 𝑑𝑠1 (𝑠2 +𝑎2 )

(𝑠2 +𝑎2 ).0−𝑎.2𝑠 2𝑎𝑠


=(−1) (𝑠2 +𝑎2 )2
= (𝑠2 +𝑎2 )2
2𝑎𝑠
∴ ℒ {𝑡 𝑠𝑖𝑛𝑎𝑡} = (𝑠2 +𝑎2 )2 .
𝑎
(ii) Let 𝐹(𝑡) = 𝑠𝑖𝑛𝑎𝑡 and ℒ {𝑠𝑖𝑛𝑎𝑡} = 𝑠2 +𝑎2 = 𝑓(𝑠)

𝑑𝑛
We know, ℒ{𝑡 𝑛 𝐹 (𝑡)} = (−1)𝑛 𝑑𝑠𝑛 𝑓(𝑠)

𝑑2 𝑎
∴ ℒ {𝑡 2 𝑠𝑖𝑛𝑎𝑡} = (−1)2 𝑑𝑠2 (𝑠2 +𝑎2 )

𝑑 (𝑠2 +𝑎2 ).0−𝑎.2𝑠 𝑑 2𝑎𝑠


= 𝑑𝑠 { (𝑠2 +𝑎2 )2
} = − 𝑑𝑠 {(𝑠2 +𝑎2 )2 }

2
(𝑠2 +𝑎2 ) . 2𝑎−2𝑎𝑠.2(𝑠2 +𝑎2 ).2𝑠 6𝑎𝑠2 −2𝑎3
=− (𝑠2 +𝑎2 )4
= (𝑠2 +𝑎2 )3

6𝑎𝑠2 −2𝑎3
∴ ℒ {𝑡 2 𝑠𝑖𝑛𝑎𝑡} = (𝑠2 +𝑎2 )3
.

Try yourself:
36 5 𝑠
1. Find ℒ{6𝑡 3 − 𝑠𝑖𝑛5𝑡 + 𝑐𝑜𝑠ℎ𝑡}. Ans. 𝑠4 + 𝑠2 +25 + 𝑠2 −1 .
3 36 10 4
2. Find ℒ{ 3𝑒 2𝑡 − 6𝑡 3 − 2𝑠𝑖𝑛5𝑡 + 4𝑐𝑜𝑠ℎ𝑡}. Ans: − 𝑠4 − 𝑠2 +25 + 𝑠2 −1 .
𝑠−2
The Inverse Laplace Transform
Inverse Laplace Transform:

If the Laplace transform of a function F(t) is f(s), i.e. if ℒ = {F(t)} = f(s), then F(t) is called an
inverse Laplace Transform of f(s) and we write symbolically F(t) = ℒ -1{f(s)}
Whereℒ-1 is called the Laplace Transform operator

Ex-1: Evaluate each of the following:

6s  4  6s  4   6s  2   8 
(a) L1   1
L 
1
L  
 s  4 s  20   s  2  16   s  2  16 
2 2 2

 s2   4 
 6 L1  1
  2L  
 s  2   16   s  2   16 
2 2

 6e 2t Cos 4t  2e 2t Sin4t  2e 2t 3Cos 4t  Sin4t 

(b) L1  4 s  12  1
 4 s  12   4s  4   4 
L  2 
 L1  
 s  8s  16   s  4    s  4 
2 2

 1   1 
 4 L1  1
  4L  2 
 s  4  s  4  
 4e  4t  4te  4t  4e  4t 1  t 

2s−11
Ex.2: Evaluate L−1 {(s2−s−6) }.

2s−11 2s−11 2s−11


Solution:L−1 {(s2 −s−6)} = L−1 {(s2−3s+2s−6) } = L−1 {(s+2)(s−3) }

3 −1
= L−1 {s+2 + s−3}

1 1
= 3L−1 {s+2} − L−1 {s−3}

= 3e−2t − e3t
7𝑠+12
Ex.3: Evaluate 𝐿−1 { 𝑠2 +9 }.

7𝑠+12 7𝑠 12
Solution: 𝐿−1 { 𝑠2 +9 } =𝐿−1 {𝑠2 +9} + 𝐿−1 {𝑠2 +9 }

𝑠 3
= 7𝐿−1 {𝑠2 +9} + 4𝐿−1 {𝑠2 +9 }

= 7. 𝑐𝑜𝑠3𝑡 + 4. 𝑠𝑖𝑛3𝑡
7𝑠+12
∴ 𝐿−1 { } = 7𝑐𝑜𝑠3𝑡 + 4𝑠𝑖𝑛3𝑡 .
𝑠2 +9

Try yourself :
3𝑠+7
1.𝐿−1 {𝑠2 −2𝑠−3} Ans. :4𝑒 3𝑡 − 𝑒 −𝑡 .

1 3𝑡
1 1
2. .𝐿−1 { } Ans. : 𝑡 −2 𝑒 − 2
√2𝑠+3 √2𝜋

Ex 5: Find The Inverse Laplace transformation in the following problems:

 s2 
i. L1  2 
 s  4 s  20 
ii.  1 
L1  2 
 s  2s  5 
iii.  1 
L1  2 
 s  8 s  16 

iv. 
 2s 

L1  
  
2
 2 s 16 

Solution:

(i) L1  s2 


 2 
 s  4 s  20 

s2
Here
s  4 s  4  16
2

s2

 s  2   42
2


 s2 

L1  2 
  s  2  4 
Now 2
 
 e 2 t Cos 4t

(ii) L1 
 2
1 

 s  2s  5 

1 1
 2
s  2s  5 s  2s  4  1
2

1

 s  1  22
2

Now

 1 

L1  2 
  s  1  2 
2
 
1
 et Sin 2t
2

(iii) L1  
1
 2 
 s  8s  16 

Here

1 1
 2
s  8s  16 s  2.s.4  4 2
2

1

 s  4
2

 
Now L1 

1 
2   te
4 t
Ans .
 s  4 
 

 
(iv) L1 

2s 

  2s   16 
2
 

Here


 2s 
 
1  2s 

L1  L  2 
  2 s   16    2s   4 
2 2
   
1  4t  1
 Cos    Cos 2t Ans.
2  2  2

1
Ex.6: Evaluate 𝐿−1 {𝑠3 (𝑠2 +1)} .

1 1 𝑠 1
Solution:𝐿−1 {𝑠3 (𝑠2 +1)} = 𝐿−1 𝑠 {𝑠3 − 𝑠2 +1}

1 1
=𝐿−1 {𝑠3 } − 𝐿−1 {𝑠(𝑠2 +1)}

1 1 𝑠
= 𝐿−1 {𝑠3 } − 𝐿−1 {𝑠 − 𝑠2 +1}

1 1 𝑠
= 𝐿−1 {𝑠3 } − 𝐿−1 {𝑠 } + 𝐿−1 {𝑠2 +1}
1 1 𝑠
= 𝐿−1 {𝑠3 } − 𝐿−1 {𝑠 } + 𝐿−1 {𝑠2 +12}

𝑡2
= − 1 + 𝑐𝑜𝑠𝑡
2!

1 𝑡2
∴ 𝐿−1 {𝑠3 (𝑠2 +1)} = − 1 + 𝑐𝑜𝑠𝑡 (Ans.)
2

Application of Laplace for Solving Differential Equation


Ordinary Differential Equation with Constant Coefficient:

The Laplace Transform is useful in solving linear ordinary differential equations with constant
coefficients. For example, suppose we wish to solve the second order linear differential equation

d 2Y
 Y  F t  or Y   Y   Y  F t  1
dY
2

dt dt

Where  and  are constants, subject to the initial or boundary conditions

Y 0  A Y 0  B

Where A and B are given constants. On taking the Laplace transform of both sides of (1) and
using (2), we obtain an algebraic equation for determination of LY t   ys .

Required Formulae:

Laplace Transformation of derivatives:

If 𝐿 {Y(t)} = 𝑦(𝑠) then

(i) 𝐿 {Y′(t)} = 𝑠𝑦(𝑠) − 𝑌(0)

(ii)𝐿 {Y ′ ′(t)} = 𝑠 2 𝑦(𝑠) − 𝑠𝑌(0) − 𝑌 ′ (0)


Ordinary Differential Equation with Constant Coefficient:

Ex 1: Using Laplace Transformation solve the initial value problem

Y   Y  t , Y 0  1, Y 0  2 .

Solution: Given that,

Y   Y  t , Y 0  1, Y 0  2

LY   LY   Lt.

s 2 y  sY 0  Y 0  y 
1
s2
1
s2 y  s  2  y 
s2
1 s2
y  2
 
Then
s s 1 s 1
2 2

1 1 s 2
  2  2  2
s 2
s 1 s 1 s 1
1 s 3
 2  2  2
s s 1 s 1

1 s 3 
 Y  L1  2  2  2   t  cos t  3 sin t
s s  1 s  1 Ans.
Numerical Analysis Part
Introduction:
Numerical analysis is the study of quantitative approximation to the solutions of mathematical
problems including considerations of the errors and bounds to the errors involved.
Conte & De boor (1980): Numerical analysis is the study of number system and errors.
Isaacson & Keller (1966): Numerical analysis is the study of norms, arithmetic and well posed
computations.
Stoer & Bulirsch (1980): Numerical analysis is the study of error analysis.
History of numerical analysis and scientific computation:
Modern numerical analysis can be credibly said to begin with the 1947 paper by John von
Neumann and Herman Goldstine, "Numerical Inverting of Matrices of High Order" (Bulletin of
the AMS, Nov. 1947). It is one of the first papers to study rounding error and include discussion
of what today is called scientific computing. Although numerical analysis has a longer and richer
history, "modern" numerical analysis, as used here, is characterized by the synergy of the
programmable electronic computer, mathematical analysis, and the opportunity and need to solve
large and complex problems in applications. The need for advances in applications, such as
ballistics prediction, neutron transport, and non-steady, multidimensional fluid dynamics drove the
development of the computer and depended strongly on advances in numerical analysis and
mathematical modeling.

Importance of numerical analysis


Numerical computations play an indispensable role in solving real life mathematical, physical and
engineering problems. They have been in use for centuries even before digital 2
Computers appeared on the scene. Great mathematicians like Gauss , Newton , Lagrange, Fourier
and many others in the eighteen and nineteenth centuries developed numerical techniques which
are still widely used. The advent of digital computers has, however enhanced the speed and
accuracy of numerical computations.
Numerical Solution of Equations:
Numerical solution of equations is the process of finding the approximate solutions of algebraic
and transcendental equations. The numerical solution of equations reduces to performing
arithmetic operations on the coefficients of equations and on the values of their constituent
functions; The process make it possible to find solutions of equations to any predefined accuracy.
Many problems of mathematics and its applications reduce to the numerical solutions of equations.
Numerical Interpolation
1.1 Bisection Method:
This theorem states that if 𝑓(𝑥) is continuous in 𝑎 ≤ 𝑥 ≤ 𝑏 and if 𝑓(𝑎)and 𝑓(𝑏) are of opposite
sings, then there exists at least one root of 𝑓(𝑥) = 0, say 𝑥0 , such that 𝑓(𝑥0 ) = 0,
𝑎 < 𝑥0 < 𝑏.
Proof:
Let, 𝑓(𝑎) be negative and 𝑓(𝑏) be positive in the interval [𝑎, 𝑏]. Then at least one root of the
equation 𝑓(𝑥) = 0 lies in [𝑎, 𝑏].

𝑎+𝑏
Let, the rounded value of this root be 𝑥0 = , which is obtained by dividing the distance between
2

the points 𝐴(𝑎, 0) and 𝐵(𝑏, 0) into two equal parts. If 𝑓(𝑥0 ) = 0, then 𝑥0 is the root of the given
equations. Otherwise the root will lie in the interval [𝑎, 𝑥0 ] or [𝑥0 , 𝑏] according as 𝑓(𝑥0 )is positive
or negative. Let, 𝑓(𝑥0 )be positive then as before we divide the interval [𝑎, 𝑥0 ] into two equal parts.
𝑎+𝑥0
Let, 𝑥1 = .
2

This process successively till we compute the value of the root upto the desired place of decimals
is not obtained.
1.2 Some Examples of Bisection Method:
Problem-1: Solve 𝑥 3 − 2𝑥 − 5 = 0 for the root lying between 2 and 3 using bisection method
in two decimal places.
Solution: Given, f(x) = 𝑥 3 − 2𝑥 − 5
Here, 𝑓(2) = −1 < 0 , 𝑓(3) = 16 > 0
So there is a root lies in between 2 and 3.

-3 -2 -1 1 2 3

-2

-4

-6

-8

n a b c f(c)
1 2.000000 3.000000 2.500000 5.625000
2 2.000000 2.500000 2.250000 1.890625
3 2.000000 2.250000 2.125000 0.345703
4 2.000000 2.125000 2.062500 -0.351318
5 2.062500 2.125000 2.093750 -0.008942
6 2.093750 2.125000 2.109375 0.166836
7 2.093750 2.109375 2.101563 0.078562
8 2.093750 2.101563 2.097656 0.034714
9 2.093750 2.097656 2.095703 0.012862

The sol is : 2.09


Problem-2: Find the positive root of 𝑥𝑒 𝑥 − 1 = 0 correct to two decimal places by Bisection
method.
Solution: Given, 𝑓(𝑥) = 𝑥𝑒 𝑥 − 1
Here 𝑓(0) = −1 < 0, 𝑓(1) = 1.718 > 0
So there is a root lies in between 0 and 1.
1.5

0.5

-1 -0.5 0.5 1
-0.5

-1

n a b c f(c)
1 00000000 1.000000 0.500000 -0.175639
2 0.500000 1.000000 0.750000 0.587750
3 0.500000 0.750000 0.625000 0.167654
4 0.500000 0.625000 0.562500 -0.012782
5 0.562500 0.625000 0.593750 0.075142
6 0.562500 0.593750 0.578125 0.030619
7 0.562500 0.578125 0.570313 0.008780
8 0.562500 0.570313 0.566406 -0.002035
9 0.566406 0.570313 0.568359 0.003364
The sol is: 0.56
Problem-3: Using Bisection Method to find a real root of the equation x3-6x+4=0 to five
iteration.
Solution: Given equation, 𝑥 3 − 6𝑥 + 4 = 0
Let , 𝑓(𝑥) = 𝑥 3 − 6𝑥 + 4
Now , 𝑓(0) = 4 > 0, 𝑓(1) = −1 < 0
So there is a root lies in between 0 and 1.

n a(+) b(-) 𝑎+𝑏 f(c)


c= 2

1 0 1 0.5 1.125
2 0.5 1 0.75 -0.078125
3 0.5 0.75 0.625 0.494140625
4 0.625 0.75 0.6875 0.199951171
5 0.6875 0.75 0.71875 0.058807373

The root is 0.71875 up to three decimal places


1.4 Advantages And Disadvantages Of Bisection Method
Advantages of Bisection Method :
 The Bisection method is always convergent, since the method brackets the root, the
method is guaranteed to converge.
 As iterations are conducted, the interval gets halved, so one can guarantee the error
in the solution of the equation.
Disadvantages of Bisection Method:
 The convergence of bisection method is slow as it is simply based on halving the
interval.
 If one of the initial guesses is closer to the root it will take larger number of iteration
to reach the root.
Probable Problems:
1. Using Bisection Method to find a real root of the equation x3+2 x2-1=0 to five iteration
2. Using Bisection Method to find a real root of the equation x2-6x+4=0 to five iteration.
3. Find a real root of the equationx2-x-1=0 correct up to four decimal places using Bisection
Method.
4. Find a real root of the equation 𝑥 2 − 2𝑥 − 3 = 0 correct up to three decimal places using
Bisection Method.
1.2 Newton’s Raphson Method
Basic Concept:
Given an approximate value of a root of an equation, a better and closer approximation to the root
can be found by using an iterative process called Newton’s method or Newton-Raphson method.
Let x=x0 be an approximate value of one root of the equation f(x)=0. If x=x1 is the exact value then
f(x1)=0 ……………. (1)
Where the difference between x0 and x1 is very small called h then
𝑥1 = 𝑥0 + ℎ,
∴ 𝑓(𝑥1 ) = 𝑓(𝑥0 + ℎ) = 0
Expanding by Taylor’s theorem, we get
h2 h3
f ( x 0 )  h f ( x 0 )  f ( x 0 )  f ( x 0 )  ...  0
2 6 (2)
Since h is small, neglecting all the powers of h above the first form (2), we get
𝑓(𝑥0 ) + ℎ𝑓 ′ (𝑥0 ) = 0
𝑓(𝑥0 )
𝑜𝑟, ℎ=−
𝑓 ′ (𝑥0 )
𝑓(𝑥0 )
∴ 𝑥1 = 𝑥0 + ℎ = 𝑥0 −
𝑓 ′ (𝑥0 )
Similarly x2 denotes a better approximation, starting with x1, we get
𝑓(𝑥 )
𝑥2 = 𝑥1 − 𝑓′ (𝑥1 ) ,
1

𝑓(𝑥 )
Proceeding in this way we get, 𝑥𝑛+1 = 𝑥𝑛 − 𝑓′ (𝑥𝑛 )
𝑛

The above is a general formula, known as Newton-Raphson formula,


3.2 Some Examples of Newton Raphson Method:
Problem-1: Find the positive root of x = e-x Newton Raphson method.
Solution: Let, f(x) = x-e-x
∴ 𝑓 ′(𝑥) = 1 + 𝑒 −𝑥
𝑓(𝑥𝑛 )
Now,
𝑥𝑛+1 = 𝑥𝑛 −
𝑓′ (𝑥𝑛 )
𝑥−𝑒 −𝑥
=𝑥 − 1+𝑒 −𝑥 f

Let x=0.5

-3 -2 -1 1 2 3

-5

-10

-15

-20

Figure 1
n xn
1 0.53788284
2 0.56698699
3 0.56714329
4 0.56714329
The solution is 0.567143
Problem-2: Find the positive root of 2 x 3  3 x  6  0 using Newton Raphson method.
Solution: Let f(x)= 2 x 3  3 x  6  0
∴ f '  x   6 x2  3
𝑓(𝑥𝑛 )
𝑥𝑛+1 = 𝑥𝑛 −
𝑓′ (𝑥𝑛 )

2 x3  3x  6
=𝑥 −
6x2  3
Here f(0)=-6,f(1)=-7<0 and f(2)=4>0,At least one root between 1 and 2.
Let, the initial approximation value of the root 𝑥0 =1.5
n x(n)
1 3.33333333
2 2.42117510
3 1.95112315
4 1.79982149
5 1.78393786
6 1.78376908
The Root is: 1.7837 up to four decimal places.
Problem-3: Find the positive root of x3-6x+4=0 using Newton Raphson method.
Solution: Let f(x)=x3-6x+4
Now f’(x)=3x2-6
Here f(0)=4>0 and f(1)=-1<0
So a root lies between 0 and 1.
Now we get from theNewto-Raphson`s method,
Xn+1 = x n–(f(x)/f`(x)) Where n=0,1,2,…….
=xn-(xn3-6xn+4)/(3xn2-6)
=(3xn3-6xn-xn3+6xn-4)/(3xn2-6)
Xn+1=(2xn3-4)/(3xn2-6) ………(1)
Taking x=0.50, the relation (1) gives
𝑓(𝑥) 𝑓(0.5)
x1=x0-𝑓′(𝑥)= 0.5-𝑓′(0.5) =0.714285714
𝑓(𝑥 ) 𝑓(0.714285714)
x2=𝑥1 -𝑓′(𝑥1 ) =0.714285714-𝑓′(0.714285714)=0.731898238
1

𝑓(𝑥2 ) 𝑓(0.731898238)
x3=𝑥2 -𝑓′(𝑥 ) =0.731898238-𝑓′(0.731898238)=0.7320507959
2

𝑓(𝑥 ) 𝑓(0.7320507959)
x4=𝑥3 -𝑓′(𝑥3 ) =0.7320507959-𝑓′(0.7320507959)=0.7320508076
3

So the approximation value of the root is 0.732


Problem-5: Find the positive root of Newton - Raphson Method :
Solution: Given equation 2𝑥 − 𝑐𝑜𝑠𝑥 − 3 = 0 ………….(1)
Let , f(x)=2x-cosx-3
Now f’(x) = 2 +sinx
Now , f(1) = -1.540303<0 Where a=1,b=2
f(2) = 1.416147>0
Since f(1).f(2)<0
So a real root of (1) lies between 1 & 2 .Let the initial approximation value of the root 𝑥0 =1.57
Now we get from the Newton-Raphson`s method,
𝑓(𝑥)
Xn+1 = x n+ 𝑓′ (𝑥)Where n=0,1,2,…….
𝑓(𝑥 )
𝑥1 =𝑥0 -𝑓′(𝑥0 ) = 1.5235988
0

𝑓(𝑥 )
𝑥2 =𝑥1 -𝑓′(𝑥1 ) =1.5235873
1

𝑓(𝑥2 )
𝑥3 =𝑥2 -𝑓′(𝑥 ) = 1.5235921
2

So the approximation value of the root is 1.524


3.2 Advantages And Disadvantages Of Newton Raphson Method:
Advantages Of Newton Raphson Method:
 Very fast convergence ultimately.
 Quadratic convergence near simple root
 Linear convergence near multiple root
Disadvantages Of Newton Raphson Method:
 Pterates may diverge
 Requires derivative
 No practical & rigorous error bound

1.3 Newton’s Interpolation Formula (Forward& Backward)


7.1 Basic Concepts:
In the mathematical field of numerical analysis, a Newton polynomial, named after its
inventor Isaac Newton, is the interpolation polynomial for a given set of data points in the Newton
form. The Newton polynomial is sometimes called Newton's divided differences interpolation
polynomial because the coefficients of the polynomial are calculated using divided differences.

Problem-1: The population of a town in decimal census was given below . Estimate the
population for the year a) 1895 and b) 1925.

Year: x 1891 1901 1911 1921 1931

Population: y 46 66 81 93 101
(in lack)

Solution: The difference table is:


x y Δy0 Δ2y0 Δ3y0 Δ4y0

1891 46

1901 66 20

1911 81 15 -5

1921 93 12 -3 2

1931 101 8 -4 -1 -3

a) Here h=10, x0=1891, y0=46 , x=1895


1895−1891
we obtain we obtain p= =2/5=0.4
10

From Newton’s forward difference interpolation formula we get


𝑝(𝑝−1) 𝑝(𝑝−1)(𝑝−2) 𝑝(𝑝−1)(𝑝−2)(𝑝−3)
Yx=y0+pΔy0+ Δ2 𝑦0+ Δ3 𝑦0+ Δ4 𝑦0
2! 3! 4!
0.4(0.4−1) 0.4(0.4−1)(0.4−2) 0.4(0.4−1)(0.4−2)(0.4−3)
Y(1895)=46+0.4(20)+ (−5)+ (2)+ (−3)
2 6 24

=54.561 lakh…..
b) h=10, xn=1931, yn=101,x=1925
1925−1931
we obtain p= = −0.6
10

∇yn=8,∇2yn=-4,∇3yn=-1,∇4yn=-3
The required backward interpolating formula gives:
𝑝(𝑝+1) 𝑝(𝑝+1)(𝑝+2) 𝑝(𝑝+1)(𝑝+2)(𝑝+3)
Yx=yn +p∇𝑦n+ ∇2 𝑦n+ ∇3 𝑦 n + ∇4 𝑦 n
2! 3! 4!
(−0.6)(−0.6+1) (−0.6)(−0.6+1)(−0.6+2) (−0.6)(−0.6+1)(−0.6+2)(−0.6+3)
=101+ (-0.6)8+ (−4)+ (−1)+ (−3)
2∗1 3∗2 4∗3∗2∗1

=
Problem-2: Find the value of y at x=21 and x=27 from the following data:
x 20 23 26 29

y 0.342 0.3907 0.4384 0.4848

The difference table is:


x y Δy0 Δ2y0 Δ3y0

20 0.342

23 0.3907 0.0487

26 0.4384 0.0477 -0.0010

29 0.4848 0.0464 -0.0013 -0.0003

21−20
Here h=3, x0=20, x=21 in the formula x=x0+ph, we obtain p= = [Link] x=21 is
3

nearer the beginning of the table, so we use Newton’s forward formula.


From Newton’s forward difference interpolation formula we get
𝑝(𝑝−1) 𝑝(𝑝−1)(𝑝−2) 𝑝(𝑝−1)(𝑝−2)(𝑝−3)
Yx=y0+pΔy0+ Δ2 𝑦0+ Δ3 𝑦0+ Δ4 𝑦0
2! 3! 4!
0.3333(0.3333−1) 0.3333(0.3333−1)(0.3333−2)
Y(21)=0.342+0.3333x0.0487+ (−0.0010)+ (−0.0003)
2 6

=0.3583
H.w Problem-3: the sales for last five years are given below. Estimate the sales for the year
1975 and 1989.
X=year 1974 1976 1978 1980 1982

Y=sales 40 43 48 52 57

(in lack)

The value is interpolated at the end of the table. Hence it is appropriate newton’s backward
interpolation formula. Let us contract the backward difference table for the above data:
x y ∇yn ∇2yn ∇3yn ∇4yn

1974 40

1976 43 3

1978 48 5 2

1980 52 4 -1 -3

1982 57 5 1 2 5

1979−1982
Here p= = −1.5
2

∇yn=5,∇2yn=1,∇3yn=2,∇4yn=5
The required backward interpolating formula gives:
(−1.5)(−0.5) (−1.5)(−0.5)0.5 (−1.5)(−0.5)(0.5)(1.5)
Y1979=57+ (-1.5)5+ (1)+ (2)+ (5)
2 6 24

=50.1172 lacks

You might also like