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CO-2 Material

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vvsudarsan.16
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© © All Rights Reserved
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Department of Mathematics

Linear Algebra and Calculus for Engineers


B.Tech – 1st/2ed Year - Academic Year: 2023-2024

(CO-2)

Session-09
Partial Derivative

Instructional Objective:
1. Understand the concept of partial derivative.
2. Be able to understand that how to find partial derivative and its application.

Learning Outcomes: Students will learn to understand the concept and application of
partial derivative.

Partial Derivative:
Let be function of two independent variables x and y. If we keep y constant
and x varies then z becomes a function of x only. The derivative of z with respect to x, keeping y
as constant is called partial derivative of ‘z’ with respect to ‘x’ and is denoted by symbols,
etc.

Then,

The process of finding the partial differential coefficient of z with respect to ‘x’ is that of
ordinary differentiation, but with the only difference that we treat ‘y’ as constant.

Similarly, the partial derivative of ‘z’ with respect to ‘y’ keeping ‘x’ as constant is
denoted by
etc.

1
Then,

and are called first order partial derivative of ‘z’ with respect to ‘x’ and ‘y’,

respectively.

Example 1: Compute the first order partial derivatives of


Solution:
Thus,
and

Example 2: Compute the first order partial derivatives of


Solution:
Thus,
and .

Example 3: Compute the first order partial derivatives of


Solution:
Thus,
and .

Partial Derivative of Higher Order:

If is a function of two independent variables x and y. Then and are also

function of two variables and their partial derivative can be taken. Hence, we can differentiate
partially with respect to ‘x’ and ‘y’ again and get the second order partial derivative as follows:

1.

2.

2
3.

Standard Notations:

Example 1: Compute the first and second order partial derivatives of


Solution:
Thus, we have
.

Example 2: Compute the second order partial derivatives of the function

Solution:
We have

Example 3: Compute the second order partial derivatives of the function

Solution:
We have

Example 4: Verify that for the function

Solution: Taking partial derivative of w. r. to ‘x’ and ‘y’ respectively, we have

3
. (1)
. (2)

Now, taking partial derivative of Eq. (1) w. r. to ‘y’. we have,

(3)
Similarly, taking partial derivative of Eq. (2) w. r. to ‘x’. we have,

(4)

Thus, by Eq. (3) and (4), we have

Result: A function is said to be satisfy the Laplace equation iff

Example: Verify that satisfy the Laplace Equation.

Solution: We have,

and

Thus, we have

Thus, ‘u’ satisfies the Laplace Equation.

Example: Check whether the function satisfy the Laplace equation or not.

Solution: Here have,

and

Thus, we have
4
Thus, the given function ‘u’ does not satisfy the Laplace Equation.

Review Questions:

1. Define Partial derivative?


2. How to find the second order partial derivative of a function?

Self-assessment questions:

1. . Find at
a. 0
b. 1
c. 2
d. 3

2. . The value of is:


a.
b.
c.
d.

Ans: 1-d; 2-a

Terminal Questions:

1. Compute the first order partial derivatives of .


2. Compute the first order partial derivatives of .
3. Compute the second order partial derivatives of and
verify that .
4. Find the value of at for the function .
5. Compute the second order partial derivatives of .

5
Tutorial Questions:

1. Compute the first order partial derivatives of .


2. Compute the first order partial derivatives of .
3. Compute the second order partial derivatives of
and verify that .
4. Find the value of at for the function .
5. Compute the second order partial derivatives of .

Home Assignment Questions:

1. Compute the first order partial derivatives of .


2. Compute the second order partial derivatives of .
3. Compute the first order partial derivatives of .
4. Find the value of at for the function .
5. Compute the second order partial derivatives of and
verify that .

Quiz Questions:

1. If , then value of at is:


a) 1
b) 3
c) -1
d) -3

2. If , then value of is:


a) .
b) .
c) .
d) .

3. Which of the following is true:


a) .
b) .
c) .

6
d) .

4. If , then
a) 33
b) 0
c) 3
d) 1

5. If , then
a) .
b) .
c) .
d) .

6. If , then,
a) .
b) .
c) .
d) .

7. . The value of is:


a) .
b) .
c) .
d) .

8. , then the value of at is:


a) 1
b) 2
c) 0
d) 3

9. If , then the value of


a) .
b) .
c) .
d) .

7
10. If , then the value of is:
a) .
b) .
c) .
d) .

Answers: 1-b; 2-c;3-a; 4-d; 5-a; 6-c; 7-a; 8-d; 9-b; 10-c.

Session-10
Chain Rule, Total Differentiation, and Jacobian

Instructional Objective:

3. Be able to understand the concept of Chain rule; Total differentiation and its
application.
4. Understand the concept of Jacobian.

Learning Outcomes: Students will learn to understand the concept and application of
Jacobian, Total differentiation, and Chain rule

Chain Rule
In calculus, the chain rule is a formula that expresses the derivative of the composite of two
differentiable functions ‘f’ and ‘g’ in terms of the derivatives of ‘f’ and ‘g’. More precisely,
if is the function such that for every ‘x’, then the chain rule is

It is the Lagrange’s notation for the chain rule.


In Leibniz notation, if and . Then,

8
Example 1: Find for
Solution:
Let

Thus,

Thus, we have

Example 2: . Then find .


Solution:
Let
Thus,

Thus, we have,

Result:
If and . Then the partial derivative of ‘u’ with respect to ‘p’
and ‘q’ are defined as follows:

Similarly, If and . Then the partial


derivative of ‘u’ with respect to ‘p’, ‘q’ and ‘r’ are defined as follows:

9
Example: If where and . Then find the values
of and .
Solution:

And,

Total Derivative
If , where and , then we can express ‘u’ as a function
of ‘t’ alone by substituting the values of ‘x’ and ‘y’ in .

Thus, we can find the ordinary derivative which is called total derivative of ‘u’ to distinguish

it from the partial derivatives and .

Now to find without actual substituting the values of ‘x’ and ‘y’ in , we establish this
following formula:

10
In general if , where
. Then the total differential
derivative or total derivative is given by,

Example 1: Find the total derivative of with respect to ‘r’, given that
.

Solution:

Thus, we have

Example 2: If , where . Then find .


Solution:

11
Results: As we know that if , where
. Then the total differential derivative or total derivative
is given by,

Now, if we put , which gives . Thus, we have,

This represents the total derivative of ‘u’ with respect to ‘ ’.

Note (Differentiation of the implicit function):

If be an implicit relation between ‘x’ and ‘y’ which defines as a


differentiable function of ‘x’, then

becomes

This gives the important formulae,

Example 1: Find when .

Solution:
Let
Then

12
Thus

Example 2: Find the total derivative of with respect to ‘x’, given that

Solution:

Thus,

Example 3: If , where . Find .

Solution:

(1)

Now, let

Differentiating both sides with respect to ‘x’, we get

13
Using above value in Eq. (1), we have,

Jacobian:

Jacobian matrix is a matrix of partial derivatives. Jacobian is the determinant of the


Jacobian matrix. The main use of Jacobian is found in the transformation of coordinates. It deals
with the concept of differentiation with coordinate transformation.

The term “Jacobian” often represents both the Jacobian matrix and determinants, which
is defined for the finite number of functions with the same number of variables. Here, each row
consists of the first partial derivative of the same function, with respect to the variables. The
Jacobian matrix can be of any form. It may be a square matrix (number of rows and columns are
equal) or the rectangular matrix (the number of rows and columns are not equal).

If ‘u’ and ‘v’ are functions of the two independent variables ‘x’ and ‘y’, then the determinant

is called the Jacobian of ‘u’ and ‘v’ with respect to ‘x’ and ‘y’ and is written as

Similarly, the Jacobian of ‘u’, ‘v’, ‘w’ with respect to ‘x’, ‘y’, ‘z’ is written as follows:

14
Example 1: Let and . Then find the Jacobian of ‘u’ and ‘v’ with respect to
‘x’ and ‘y’.

Solution: Given: and

Thus .

Example 2: If . Compute .

Solution:

Thus, we have

15
Properties of Jacobian

1. First Property: If u and v are the functions of x and y, then

Example 1: If . Find the value of .

Solution: Here it is easy to find the value of . But to find is

comparatively difficult. So, we will first find the value of .

Now, as we know that,

16
Example 2: If . Show that .

Solution: We have

Thus

Now, which gives

And which gives

Thus, we have and

Thus,

Hence, .

17
2. Second Property (Chain Rule):
If ‘u’, ‘v’ are the functions of ‘r’, ‘s’ where ‘r’, ‘s’ are functions of ‘x’, ‘y’, then

Example : Find the value of the Jacobian where and

Solution:

And

Thus, we have,

3. Third Property (Functional Dependence):


If functions ‘u’, ‘v’ of two independent variables ‘x’, ‘y’ are not independent,
then

18
In other words, if Jacobian of two or more functions is zero, then functions are linearly
dependent.

Example 1: Prove are functionally


dependent. Find the relationship between them.

Solution:

Thus, ‘u’, ‘v’ and ‘w’ are functionally dependent.

And, the relation between them is given as:

Which gives,

This is the required relation between given functions.

Example 2: Prove are functionally


dependent.

Solution:
If ‘u’, ‘v’, ‘w’ are functionally dependent then

Now,

19
(Two columns are identical)

Thus, ‘u’, ‘v’ and ‘w’ are functionally dependent.

Review Questions:

3. Define chain rule and total differentiation.


4. Define Jacobian and its properties.

Self-assessment questions:

3. If , then
e.
f.
g.
h.

4. If , where . Then the value of is:

e.

f.

g.

h.

20
5. The Jacobian of w.r.t given is
a. 0
b. 1
c. 2
d. -2

6. Given . Then the value of is:


a. 4
b. 0
c. -4
d. 1

Ans: 1-c; 2-a; 3-b; 4-c.

Terminal Questions:

1. Find for following functions:

2. Simplify:
a) If and . Then find .

b) If . Then find

c) If and Then find without


actual substitution.

3. Calculate the Jacobian of following functions:


a) .
b) .
c) .

4. Given . Calculate .
5. Show that the functions are
dependent.
21
Tutorial Problems

1. Find for following functions: .

2. Simplify:
a. Given . Then find .

b. If , where . Find .

3. Find the Jacobian of following functions:


a. .
b. .
c. .

4. Let . Find the value of .

5. If and . Evaluate without


actual substitution.

6. Verify whether the following functions are functionally dependent or not:

Home Assignment Problems

1. Find for ; and

2. Simplify:
a. Find when .
b. Find the total derivative of with respect to ‘x’, given that

22
3. Given . Find the value of .

4. Give . Verify, that .

5. Find the value of the Jacobian where and

6. Show that are functionally


dependent.

Quiz Questions

1. If . Then the value of is:


a. .
b. .
c. .
d. .

2. The derivative of is:


a. .
b. .
c. .
d. .

3. If . Then the value of is:

a. .

b. .

c. .

d. .

23
4. The value of for is:

a. .

b. .

c. .

d. .

5. If where , then is
a. .
b. .
c. .

d. .

6. If . Then at is:
a. -184
b. 90
c. 20
d. -40.

7. If , then the value of is:


a. .
b. .
c. .
d. .

8. Which among the following is the definition of Jacobian of ‘u’ and ‘v’ w.r.t ‘x’ and ‘y’:
a. .

b. .

c. .

24
d. .

9. If , then the value of is:


a. 2.
b. 0.
c. 1.
d. -1.

10. Let . Therefore, the Jacobian is:


a. .
b. .
c. .
d. .

Answers: 1-b; 2-c; 3-a; 4-d; 5-c; 6-a; 7-c; 8-b; 9-c; 10-a.

Session-11 (Expand a function of two variables using Taylor’s series)


Instructional Objective:
1. To learn how to calculate first order partial derivatives
2. To learn how to calculate second order partial derivatives
3. To understand functional values at given neighborhood points.
Learning Outcomes:
1. To learn how to calculate first order partial derivatives of functions.
2. To learn how to calculate second order partial derivatives of functions.
Introduction:
Taylor series can be used to prove a multitude of identities, including the famous Euler's
formula. We can use them to approximate nasty integrals to whatever degree of accuracy we
wish. We use them in the study of differential equations to approximate solutions to a given
relation.
Explanation:
Let a function f(x,y) and all its derivatives up to nth order are finite and continuous at all points
(x,y) then, it can be written as an infinite power series in terms of (x-a) & (y-b) and is known as
Taylor’s series expansion of f(x,y) about the point (a,b) given by
f(x,y) = f(a,b)+ [(x-a) (a,b)+(y-b) +

25
[ +---

Note : In the Taylor’s series when (a,b) then the series is called Maclaurin’s series.
Maclurin’s series of f(x,y) about the origin is
f(x,y)=f(0,0)+[x (0,0)+y + [ +---

x
Example-1: Expand the function f (x, y) =e Cos y in the neighborhood of up to the
terms of second degree by taylor’s series. Also find the fifth term of the series.

Ex:-2 Expand the function f (x, y) =sin xy in the neighborhood of up to third degree
by taylor’s series . Also find the value of the third degree first term.

Ex:-3 Expansion of f(x, y)= up to second degree containing (x+1) & (y-1)

26
Sol:
Review Questions:
1. Find first order partial derivatives of u = x3+ y2?
2. Find second order partial derivatives of u = Sin(x+y)?
Summary:
Here, we discussed about how to expand a function of two variables around a neighborhood
point as polynomial in x, y.
Self-assessment questions:
1. Find first order partial derivatives of u = x2+ y2?
a)
b)
c)
d)
Ans: a
2. Find first order partial derivatives of u = x3 y2?
a)
b)
c)
d)
Ans: b
3. Find first order partial derivatives of u = x3 y?
a)
b)
c)
d)

27
Ans: a
4. Find second order partial derivatives of u = x3 y2?
a)
b)
c)
d)
Ans: a
5. Find first order partial derivatives of u = x3 + y2?
a)
b)
c)
d)
Ans: a

Terminal Questions:
Classroom delivery problems
1. Express the Taylor’s series expansion for f (x, y) = x2y+3y-2 in powers of (x-1) & (y+2).
2. Expand f ( x, y ) = sin x cos y in powers of ‘x’ and ‘y’ up to the terms of second degree.
x
3. Expand the function f (x, y) =e log(1+y) in terms of ‘x’ and ‘y’ up to the terms of second
degree.
4. Write the expansion of f (x, y) = in powers of ‘x’ and ‘y’ up to the terms of third
degree.
5. Expand the function f (x, y) = Cos xy in the neighborhood of up to third

degree by taylor’s series

Home Assignment Problems


1. Apply Taylor’s series to expand f(x, y)=x2+xy+y2 in powers of (x-1)and (y-2).
2. Expand f (x, y) = log(1+x) in powers of ‘x’ and ‘y’ up to the terms of second degree.
3. Expand in powers of ‘x’ and ‘y’ up to the terms of second degree.
4. Write the expansion of f (x, y) = in powers of (x-2) and (y-3).
y
5. Expand the function f (x, y) =e Cos x in the neighborhood of up to the terms of

second degree by taylor’s series

28
Tutorial Problems
1. Apply Taylor’s series to expand f(x, y)=x3+2xy+y3 in powers of (x+1)and (y+2).
2. Applying Taylor’s series expansion formula expand the function f(x, y)= siny at (-1,π/4) up
to the terms of second degree.
3. Write the expansion of f (x, y) = x +1 in powers of ‘x-1’ and ‘y’ up to the terms of third
degree.
4. Expand in powers of and up to the terms of second

degree.

5. Expansion of f(x, y)= up to second degree containing (x-1) & (y-1)

Session-12 (Maxima and Minima for functions of two, three variables)


Instructional Objective:
1. To learn the concept of solving of equations
2. To find first and second order partial derivatives of a function
Learning Outcomes:
1. Able to know the conditions required for maxima and minima of a function
2. Able to find maxima and minima of a function
Introduction:
In mathematical analysis, the maxima and minima of a function, known collectively as
extrema are the largest and smallest value of the function, Pierre de Fermat was one of the first
mathematicians to propose a general technique, adequality, for finding the maxima and minima
of functions.
Explanation:
Definition: A function is said to have a maximum or minimum at
according as
Necessary conditions for extrema (maximum or minimum) of a function f (x,y)of two variables:
• The necessary conditions for f(x,y) to have maximum or minimum value at (a,b) are

Stationary Value: is said to be a stationary value of if and


Working rule to find the maximum and minimum values of
1. Find and equate each to zero,
2. Solve these as simultaneous equations in and . Let --- be the pairs of
values.

29
3. Calculate the values of for each pair of values.
4.
i. If is maximum.
ii. If is minimum.
iii. If is not an extreme value i.e., is a saddle
point.
iv. If then the case is doubtful and needs further investigation.
Example: 1
Determine the maxima and minima of
Sol: and
(2)
On solving (1) and (2) we get,
Now, , ,
Also,
Thus, the given function attains minimum value at (2, -1).
The minimum value is

Ex:-2 Divide 120 into three parts so that the sum of their products taken two at a time is
maximum. If x, y, z are two parts, find value of x, y and z.

Review questions:
1. Solve the system of equations .
2. What is the critical point?
3. What is the condition for a point to be neither maximum nor minimum?
Summary:
In this session, we discussed about how to find maxima and minima of a function in
two variables.
Self-assessment questions:

30
1. For function f(x, y) to have maximum value at (a, b) is?

Ans: a
2. What is the saddle point?
a) Point where function has maximum value
b) Point where function has minimum value
c) Point where function has zero value
d) Point where function neither have maximum value nor minimum value
Ans: d
3. For function f(x, y) to have minimum value at (a, b) is?

Ans: b
4. What is the condition for method fails to find maxima and minima of function f(x, y)?

Ans: d
5. What is the critical point of

a) (-2,0)
b) (2,0)
c) (0,-2)
d) (0,3)
Ans: a

31
Terminal questions
CLASSROOM DELIVARY PROBLEMS
1. Determine the maxima and minima of

2. Examine the following function for extreme values

3. A rectangular box open at the top is to have a volume of 32 cubic ft. Find the dimensions
of the box requiring least material for its construction.
4. Show that the rectangular solid of maximum volume that can be inscribed in a sphere is
cube.
5. Divide 36 into 3 parts such that the product of the first square of the second and cube of
the third is maximum

PRACTICE PROBLEMS

1. Determine the maxima and minima of


(Minimum at (1, −2), Saddle point at (1, 2),

Maximum at (0, 1))


2. Given find the maximum value of .

3. Evaluate minimum values of , given that

4. Determine the maximum and minimum of .


5. Divide 24 into two parts such that the continued product of the first and square of second
is maximum.
6. Find the volume of the pararallelopiped that can be inscribed in the ellipsoid.

TUTORIAL PROBLEMS

1. The sum of three numbers is constant. Prove that their product is maximum when
they are equal.
2. Evaluate minimum values of , given that ax+by+cz=p

3. Find the dimensions of the rectangular box, open at the top, of maximum capacity
where surface is 432 sq.cm.
4. The temperature T at any point (x, y, z) in space is .Find the highest
temperature on the surface of the unit sphere of

32
5. Evaluate maximum and minimum values of the function

Session-13 (Lagrange’s Multipliers method)


Instructional Objective:
1. To learn the concept of conditional Maxima & Minima by Lagranges Multipliers Method
2. To understand the method Lagranges Multipliers and evaluating Maxima and Minima for
a function of three variables
Learning Outcomes:
1. Able to Identify conditional Maxima and minima
2. Able to know evaluating Maxima and Minima for a function of multivariable.
Introduction
In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the
local maxima and minima of a function subject to equality constraints (i.e., subject to the
condition that one or more equations have to be satisfied exactly by the chosen values of
the variables). It is named after the mathematician Joseph-Louis Lagrange. The basic idea is to
convert a constrained problem into a form such that the derivative test of an unconstrained
problem can still be applied. The relationship between the gradient of the function and gradients
of the constraints rather naturally leads to a reformulation of the original problem, known as
the Lagrangian function.

Explanation:

Lagrange’s method of undetermined multipliers

Working rule

1. Write 𝐹=(𝑥,𝑦,𝑧)+𝜆(𝑥,𝑦,𝑧).

2. Obtain the equation 𝜕𝐹/𝜕𝑥=0, 𝜕𝐹 /𝜕𝑦=0,𝜕𝐹/𝜕𝑧=0.

3. Solve the above equations together with ∅(𝑥,𝑦,𝑧)=0. The values of x, y and z will give the
stationary value of 𝑓(𝑥,𝑦,𝑧). Thus, we will get the local extremum points through the solutions of
the above set of equations

Example 1. Find the maximum value of 𝑥2+𝑦2+𝑧2 given that 𝑥𝑦𝑧=𝑎3.

Sol. Let 𝑢=𝑥2+𝑦2+𝑧2 (1)

And 𝜙=𝑥𝑦𝑧−𝑎3 (2)

Consider the Lagrangian function 𝐹=𝑢+𝜆𝜙

33
i.e., 𝐹=𝑥2+𝑦2+𝑧2+ 𝜆∙(𝑥𝑦𝑧−𝑎3) (3)

Now 𝜕𝐹/𝜕𝑥=0 ⇒2𝑥+𝜆𝑦𝑧=0 (4)

𝜕𝐹/𝜕𝑦=0 ⇒2𝑦+𝜆𝑥𝑧=0 (5)

𝜕𝐹/𝜕𝑧=0 ⇒2𝑧+𝜆𝑥𝑦=0 (6)

From the Equations (4) and (5) we get, 𝑥 𝑦𝑧=𝑦𝑥𝑧⇒𝑥2=𝑦2 (7)

From the Equations (5) and (6) we get,𝑦𝑥𝑧=𝑧𝑥𝑦 ⇒ 𝑧2=𝑦2 (8)

From (7) and (8) we have 𝑥2=𝑦2=𝑧2⇒𝑥=𝑦=𝑧 (9)

Solving (2) and (9), we get 𝑥=𝑦=𝑧=𝑎

Therefore maximum value of 𝑢=3𝑎2.

Example 2. Determine the rectangular solid of maximum volume that can be inscribed in a

sphere.

Sol. Let 2𝑥,2𝑦,2𝑧 be the length, breadth and height of the rectangular solid so that its volume

𝑉=8𝑥𝑦𝑧 (1)

Let R be the radius of the sphere so that

𝑅2=𝑥2+𝑦2+𝑧2=𝜙 (2)

Consider the Lagrangian function 𝐹=𝑉+𝜆𝜙

i.e., 𝐹=8𝑥𝑦𝑧+(𝑥2+𝑦2+𝑧2−𝑅2)𝜆

Now 𝜕𝐹/𝜕𝑥=0 ⇒8𝑦𝑧+𝜆2𝑥=0 (3)

𝜕𝐹/𝜕𝑦=0 ⇒8𝑥𝑧+𝜆2𝑦=0 (4)

𝜕𝐹/𝜕𝑧=0 ⇒8𝑥𝑦+𝜆2𝑧=0 (5)

From Equations (3)&(4) we get x2 = y2

From Equations (4)&(5) we get y2 = z2

Therefore 𝑥=𝑦=𝑧

34
Thus for a maximum volume 𝑥=𝑦=𝑧

i.e., the rectangular solid is a cube.

Example 3. A rectangular box open at the top is to have volume of 32 cubic feet. Determine the
dimensions of the box requiring least material for its construction.

Sol. Let 𝑥,, are be the edges of the box and s be its surface.

Then 𝑠=𝑥𝑦+2𝑦𝑧+2𝑥𝑧 (1)

And 𝑥𝑦𝑧=32⇒𝑧=32𝑥𝑦 (2)

F=s+λ∅=xy+2xz+2yz+λ(xyz−32).

𝜕𝐹/𝜕𝑥=𝑦+2𝑧+𝜆𝑥𝑧=0 (3)

𝜕𝐹/𝜕𝑦=𝑥+2𝑧+𝜆𝑥𝑧=0 (4)

𝜕𝐹/𝜕𝑧=2𝑥+2𝑦+𝜆𝑥𝑦=0 (5)

(3)∙𝑥−(4)∙𝑦 we get 𝑥=𝑦

(4)∙𝑦−(5)∙𝑧 we get 𝑦=2𝑧

Hence the dimensions of the box are 𝑥=𝑦=2𝑧=4.

Review questions
1. For which functions this method is applicable?
2. What are the disadvantages of this method?
Summary
In this session, we introduced method of Lagrange multipliers. By this method we explained
how to find maxima and minima for a multivariable function with examples.

Terminal questions
Classroom delivery problems

1. Evaluate minimum values of , given that

2. The temperature T at any point (x, y, z) in space is .Find the highest


temperature on the surface of the unit sphere of
3. Prove that of all the rectangular parallelepipeds of the given surface, cube has the
maximum volume

35
4. Divide 24 into three parts such that the continued product of the first, square of the
second and the cube of the third may be maximum.

Home Assignment Problems


1. Evaluate minimum values of , given that ax+by+cz=p
2. A rectangular box open at the top is to have a volume of 32 cubic ft. Find the dimensions
of the box requiring least material for its construction.
3. The sum of three numbers is constant. Prove that their product is maximum when they
are equal.
4. An electronics manufacture determines that the profit P(indollars) obtained by producing
and selling x units of a DVD player and y units of a DVD recorder is approximated by the
model .Determine the
production level that produces maximum profit and also obtain the maximum profit.

Tutorial Problems
1. If the total surface area of a closed rectangular box is 108 sq.cm. Find the dimensions of
the box having maximum capacity
2. Show that the rectangular solid of maximum volume that can be inscribed in a sphere is
cube.
3. Find the dimensions of the rectangular box, open at the top, of maximum capacity where
surface is 432 sq.cm.
4. Find the volume of the pararallelopiped that can be inscribed in the ellipsoid

Session-11, 12 (Modelling an Engineering Problem as a Second Order Ordinary


Differential Equation, LCR Circuits Without and With EMF)

Instructional Objective:
1. To understand and modelling into second order DE of the real word problems.
2. To solve the LCR circuits without and with EMF problems.

Learning Outcomes:

36
1. Able to be model the second order ODE LCR circuits without and with EMF problems.

Introduction:
The general form of the nth order linear differential with constant coefficients is

dn y d n −1y dy
k0 + k1 + ....... + k n −1 + k n y = F( x ) (1)
dx n dx n −1 dx
where k 0 (  0), k1, k n −1, k n are cons tan ts and X is a function of x

If X( x ) = 0, then eqn − (1) is called hom ogeneous,


otherwise called as non − hom ogeneous

d2 y dy
Ex .1 +5 − 6y = sin x
2 dx
dx
d2 y dy
Ex .2 +3 + 2y = e x
2 dx
dx
d4 y d2y
Ex .3 +4 +y=0
dx 4 dx 2

OPERATOR FORM OF LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT


COEFFICIENTS

dn y
Put Dn y = , for n = 0,1, 2, ... etc
dx n
equation (1 )takes the form
k 0 Dn y + k1Dn −1y + ..... + k n −1Dy + k n y = X( x )

( k0Dn + k1Dn −1 + ..... + k n −1D + k n ) y = X(x) ( 2)

f ( D) = k 0 Dn + k1Dn −1 + ...... + k n −1D + k n , then


equation ( 2) takes the form f (D )y = X (3)

Further , the equation


k 0 mn + k1m n −1 + ...... + k n −1m + k n = 0 ( 4)
is called as the auxiliary equation of (2).
m1, m2 , ......mn are the roots of the equation ( 4)

COMPLEMENTARY FUNCTION

Solution of the equation


k 0 Dn y + k1Dn −1y + ..... + k n −1Dy + k n y = 0 (5) 37

is called complementary function


Solutions of the equation (5) will take different forms depending on the nature of the roots of equation
(4)

f ( m) = k 0 m n + k1m n −1 + ..... + k n −1m + k n


If m1 , m 2 , m n are the distinct roots of f ( m ) = 0
then complementary function of equation 5is
yc ( x ) = y( x ) = c1 em1 x + c2em 2 x + .... + cn em n x

Ex .1
Consider the equation
d2 y dy
+6 + 5y = 0. Writing in operator form
2 dx
dx
( D2 + 6D + 5) y = 0.
Roots of the equation m 2 + 6m + 5 = 0 are
→ ( m + 5)( m + 1) = 0
Roots are − 5, − 1
Complementary function
y( x ) = yc ( x ) = c1e −5x + c 2e − x

If the roots m1 = m2 and remaining roots are distinct


then yc ( x ) = ( c1 + c2 x ) em1 x + c3em3 x + ... + cn emn x

Ex .2
d2 y dy
Consider the equation +2 +y=0
2 dx
dx
(
Operator form of the equation D 2 + 2D + 1 y = 0 )
2
If theDtwo+roots
2D +are 1 = complex
0 conjugate roots
say m→ ( D++1i)2, m
1= = 20 =  − i, then
) = eare
yc ( xroots x
(−c11cos
, − 1x + c2 sin x ) + c3e m3 x + ..... + cn e mn x
complementary function
yc ( x ) = ( c1 + c2 x ) e − x 38
Ex .3
d2 y dy
+2 + 4y = 0
dx 2 dx
Writing in operator form is

( D2 + 2D + 4) y = 0
D 2 + 2D + 4 = 0
→ roots m1 , m 2 = −1  i 3

(
yc ( x ) = e− x c1 cos 3x + c2 sin 3x )
d2 y dy
1.Deter min e thesolution of +3 + 2y = 0
dx 2 dx
Writing in operator form

( D2 − 6D + 9) y = 0
→ ( D − 3) = 0
2

roots are − 3, −3
so, complementary function is
yc ( x ) = y( x ) = ( c1 + c2 x ) e −3x

d2 y dy
2.Compute the complementary function of −6 + 9y = 0
2 dx
dx
Writing in operator form

( D2 − 6D + 9) y = 0
→ ( D − 3) = 0
2

roots are − 3, −3
so, complementary function is
yc ( x ) = y( x ) = ( c1 + c2 x ) e −3x
d2 y dy
3.Compute the complementary function of + 2 + 2y = 0
writng in operator form dx 2 dx

( D2 + 2D + 2) y = 0
roots are − 1  i
complementary function
is yc ( x ) = e− x (c1 cos x + c2 sin x ) 39
Solving electrical circuit problems without e.m.f
L-C-R Circuit

An LCR circuit, also known as a resonant circuit, tuned circuit, or an RLC circuit, is an
electrical circuit consisting of an inductor (L), capacitor (C) and resistor (R) connected in series
or parallel.

Elements of L-C-R Circuit

Kirchoffs voltage law

The algebraic sum of all the voltages around any closed loop in a circuit is equal to zero.

This idea by Kirchhoff is commonly known as the Conservation of Energy, as moving around a
closed loop, or circuit, you will end up back to where you started in the circuit and therefore back
to the same initial potential with no loss of voltage around the loop.

Hence any voltage drops around the loop must be equal to any voltage sources met along the
way.

Modeling L-C-R Circuit

40
q
Voltage drop across Capacitor of capaci tan ce c is
c
dq
Voltage drop across Re sister of resis tan ce R is Ri = R
dt

Applying kirchoffs law

d 2q dq q
L +R + =E
2 dt c
dt
or

d 2q R dq q E
+ + =
2 L dt cL L
dt

Example: Determine the charge in an LC series circuit when inductance 1 H, capacitance 0.25 F,
and E (t) = 0 V.
Solution: We know that from Kirchhoff’s law
VR+VL+VC = EMF
+ =0

+ =0

+ =0
This is homogeneous differential equation it has only solution of Complimentary function
AE = f(m) = 0
m2+10m+25 = 0 (m+5)2 = 0 m = -5, -5
solution Q = C.F = (C1+C2 t)e-5t
at t = 0, Q = 0 C1 = 0
Therefore Q=C2 t e-5t

CLASSROOM DELIVARY PROBLEMS

41
1. Determine the charge on the capacitor in an LRC series circuit at t = 0.01 s when
inductance 1 H, resistance 9, capacitance (1/20) F, Electromotive force (EMF) is 0 V,
q(0) = 3 C, and i(0) = 0 A.
2. Compute the charge on the capacitor in an LRC series circuit at t when inductance 3H,
resistance 15, capacitance (1/12) F, E(t)= 0 V, q (0) =1C, and i (0) =2 A.
3. Determine the charge on the capacitor in an LRC series circuit at when inductance 1 H,
resistance 18 ohms, capacitance 1/81, F, E(t)= 0.
4. Determine the charge on the capacitor in an LRC series circuit at t when inductance 1 H,
resistance 10, capacitance 0.04 F, V, q (0) =5 C, and i(0) =0 A.

5. Determine the charge in an LC series circuit when inductance 1 H, capacitance 0.25 F,


and E (t) = 0V.

PRACTICE PROBLEMS

1. Determine the charge on the capacitor in an LRC series circuit at t when


inductance 1 H, resistance 2 and capacitance (1/37) F, E(t) = 0 V.
2. Determine charge q and current i in the LRC circuit with inductance 1H,
resistance 12 ohms, capacitance (1/35)F, E(t) =0.
3. Determine the charge on the capacitor in an LRC series circuit at when inductance
1 H, resistance 7, capacitance 0.1 F, E(t) = 0, q (0) = 2 C, and i(0) = 0 A.
4. Determine charge q in the LRC circuit with inductance 2H, resistance 34 ohms,
capacitance (1/144) F, , and the initial conditions are q(0) = 0, i(0) = 1.

5. Determine charge q in the LRC circuit with inductance 1H, resistance 16 ohms,
capacitance (1/16) F, , and the initial conditions are q(0) = 0, i(0) = 1.

TUTORIAL PROBLEMS

1. Determine the charge on the capacitor in an LRC series circuit at t when inductance 1 H,
resistance 4, capacitance 0.25 F, E(t) = 0 V, q(0) =5 C, and i(0) =0 A.
2. Determine the charge on the capacitor in an LC series circuit at t when L = 2 h, C= 0.005
F, E(t) = 0 V, q(0) = 5 C, and i(0) = 0 A.
3. Determine the charge on the capacitor in an LC series circuit at t when inductance 1 H,
capacitance 1F, E(t) = 0 V, q(0) = 2 C, i(0) = 0 A.

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4. Apply Kirchhoff’s law and evaluate the charge flowing in an LRC series circuit when
inductance 1 H, resistance 6 ohms and capacitance 1/5 F, E(t)= 0V, q(0) = 1 C, and i(0) =
3 A.
5. Determine the charge on the capacitor in an LRC series circuit at t when inductance 1 H,
resistance 10, capacitance 0.04 F, V, q(0) = 5 C, and i(0) = 0 A.

6. The motion of a mass spring system without damping is described by the I.V.P
d 2x
+ 4 x = 2cos t , x(0) = 0, x(0) = 1 , where x is the distance of the mass from the
dt 2
equilibrium position, downward being taken as positive direction. Determine the
displacement of the motion.

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