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Lecture Notes

1. The document discusses properties of determinants, minors, cofactors, and the Laplace expansion of determinants. It also covers inverse matrices, orthogonal matrices, and the rank of a matrix. 2. Key concepts include the determinant having many linear properties, minor being the determinant of a submatrix, and cofactor being the minor multiplied by +1 or -1. Laplace expansion expresses the determinant as a sum of products of entries and minors. 3. The rank of a matrix is the largest size of a non-singular submatrix, and determines the consistency of a non-homogeneous system of linear equations.
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
82 views

Lecture Notes

1. The document discusses properties of determinants, minors, cofactors, and the Laplace expansion of determinants. It also covers inverse matrices, orthogonal matrices, and the rank of a matrix. 2. Key concepts include the determinant having many linear properties, minor being the determinant of a submatrix, and cofactor being the minor multiplied by +1 or -1. Laplace expansion expresses the determinant as a sum of products of entries and minors. 3. The rank of a matrix is the largest size of a non-singular submatrix, and determines the consistency of a non-homogeneous system of linear equations.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Matrix and Determinant

PROPERTIES OF DETERMINANT

The determinant has many properties. Some basic properties of determinants are

1. Det (In)= 1 where In is the n × n identity matrix.

2. Det (AT)= Det (A)

3. Det( A-1)= 1/DetA= Det(A)-1

4. For square matrices A and B of equal size,

Det (AB)=Det(A)Det(B)

5. Det (cA)=cndet(A) for an n × n matrix.

6. If A is a triangular matrix, i.e. ai,j = 0 whenever i > j or, alternatively, whenever i < j, then
its determinant equals the product of the diagonal entries:
𝑛

det 𝐴 = 𝑎11 𝑎22 … 𝑎𝑛𝑛 = 𝑎𝑖𝑖


𝑖 =1

A number of additional properties relate to the effects on the determinant of changing particular
rows or columns:

1. Viewing an n × n matrix as being composed of n columns, the determinant is an n-linear


function. This means that if one column of a matrix A is written as a sum v + w of
two column vectors, and all other columns are left unchanged, then the determinant
of A is the sum of the determinants of the matrices obtained from A by replacing the
column by v and then by w (and a similar relation holds when writing a column as a
scalar multiple of a column vector).

2. If in a matrix, any row or column is 0, then the determinant of that particular matrix is 0.

3. This n-linear function is an alternating form. This means that whenever two columns of a
matrix are identical, or more generally some column can be expressed as a linear
combination of the other columns (i.e. the columns of the matrix form a linearly
dependent set), its determinant is 0.
PROBLEMS

0 𝑎 𝑏
1.Without expanding prove that −𝑎 0 𝑐 =0 WBUT 2007,2012
−𝑏 −𝑐 0
1 𝑎 𝑎2 𝑎3 + 𝑏𝑐𝑑
2. Without expanding prove that 2 𝑏 𝑏2 𝑏3 + 𝑐𝑑𝑎 =0
3 𝑐 𝑐2 𝑐 3 + 𝑑𝑎𝑏
4 𝑑 𝑑2 𝑑 3 + 𝑎𝑏𝑐
1+𝑎 1 1 1
1 1+𝑏 1 1 1 1 1 1
3. Show that = abcd 1 + 𝑎 + 𝑏 + 𝑐 + 𝑑
1 1 1+𝑐 1
1 1 1 1+𝑑
MINOR AND COFACTOR

If A is a square matrix, then the minor of the entry in the i-th row and j-th column (also called
the (i,j) minor, or a first minor is the determinant of the submatrix formed by deleting the i-th
row and j-th column. This number is often denoted Mi,j. The (i,j) cofactor is obtained by
multiplying the minor by .

To illustrate these definitions, consider the following 3 by 3 matrix,

To compute the minor M23 and the cofactor C23, we find the determinant of the
above matrix with row 2 and column 3 removed. So the cofactor of the (2,3) entry is
LAPLACE EXPANSION OF A DETERMINANT BY COMPLEMENTARY MINORS

Laplace’s cofactor expansion can be generalised as follows.

EXAMPLE

Consider the matrix

The determinant of this matrix can be computed by using the Laplace's cofactor expansion along
the first two rows as follows. Firstly note that there are 6 sets of two distinct numbers in {1, 2, 3,
4}, namely let be the
aforementioned set.

By defining the complementary cofactors to be

and the sign of their permutation to be

The determinant of A can be written out as

where is the complementary set to .

PROBLEMS

𝑎 −𝑏 −𝑎 𝑏
𝑏 𝑎 −𝑏 −𝑎
1. Prove that by laplace method =4 𝑎2 + 𝑏2 𝑐 2 + 𝑑 2
𝑐 −𝑑 𝑐 −𝑑
𝑑 𝑐 𝑑 𝑐
2. Expanding the determinant by laplace method in terms of minors of 2nd order formed from
0 𝑎 𝑏 𝑐
−𝑎 0 𝑑 𝑒
the first two rows prove that −𝑏 −𝑑 0 𝑓 = 𝑎𝑓 − 𝑏𝑒 + 𝑐𝑑 2
−𝑐 −𝑒 −𝑓 0

ADJOINT OR ADJUGATE DETERMINANT

𝑒 𝑓 𝑑 𝑓 𝑑 𝑒

𝑕 𝑖 𝑔 𝑖 𝑔 𝑕
𝑎 𝑏 𝑐 𝑎 𝑐 𝑎 𝑏
Adjof D = 𝑑 𝑒 𝑓=− 𝑏 𝑐

𝑕 𝑖 𝑔 𝑖 𝑔 𝑕
𝑔 𝑕 𝑖
𝑏 𝑐 𝑎 𝑐 𝑎 𝑏

𝑒 𝑓 𝑑 𝑒 𝑑 𝑒

JACOBI’S THEOREM

1. If D be 3rd order non zero determinant then adj D= 𝐷2

2. If D be a non- zero determinant of order n then adj D =D(n-1)

PROBLEM

𝑏𝑐 − 𝑎2 𝑐𝑎 − 𝑏2 𝑎𝑏 − 𝑐 2
Prove that 𝑐𝑎 − 𝑏2 𝑎𝑏 − 𝑐 2 𝑏𝑐 − 𝑎2 = 𝑎3 + 𝑏3 + 𝑐 3 − 3𝑎𝑏𝑐 2

𝑎𝑏 − 𝑐 2 𝑏𝑐 − 𝑎2 𝑐𝑎 − 𝑏2

Definition of Singular Matrix

Singular matrix is a square matrix whose determinant is equal to zero .

Definition of Non - Singular Matrix

Non - Singular matrix is also square matrix whose determinant is not equal to zero.
ADJOINT OF MATRIX
𝑇
𝑎11 𝑎12 𝑎13 𝐴11 𝐴12 𝐴13
𝑎
A= 21 𝑎22 𝑎23 adj A= 𝐴21 𝐴22 𝐴23
𝑎31 𝑎32 𝑎33 𝐴31 𝐴32 𝐴33

INVERSE OF MATRIX
1
𝐴−1 = adj A
𝐴

 A nonsingular square matrix A is invertible.

 If A & B are invertible matrices

𝐴−1 −1
=𝐴
−1
𝐴𝐵 = 𝐵 −1 𝐴−1

𝐴𝑇 −1
= 𝐴−1 𝑇

ORTHOGONAL MATRIX

A square matrix A is said to be orthogonal if 𝐴𝑇 𝐴 = 𝐼 = 𝐴𝐴𝑇

 Every orthogonal matrix A is nonsingular and det A=±1

 If A & B are two orthogonal matrices then their product AB is also orthogonal.

 If A is orthogonal matrix then 𝐴𝑇 &𝐴−1 are also orthogonal.

TRACE OF MATRIX

Trace of a square matrix A is the sum of the diagonal elements of A. It is denoted by trA.

PROBLEMS

1. A & B are orthogonal. Hence and 𝐴 + 𝐵 = 0. 𝑃𝑟𝑜𝑣𝑒 𝑡𝑕𝑎𝑡 𝐴 + 𝐵 is singular.WBUT 2012

2. If A be orthogonal matrix then 𝐴−1 is orthogonal.

ECHELON MATRIX

A matrix A is said to be echelon matrix if

 All zero rows of A follow all non zero rows of A.


 The number of zeros preceeding the first non zero element of a row increases as we
pass from row to row downwards.

Restriction

To convert a matrix into an echelon matrix only elementary row operation is granted.

RANK OF MATRIX

Let A be a matrix , a natural number r is said to be rank of A if

 There is atleast one r-th order nonsingular square submatrix of A

 Every square submatrix of A of order greater than r is singular.

PROPERTIES OF RANK OF MATRIX

 For an nth order square matrix A if detA ≠ 0 then rank of A=n.

 The rank of a null matrix is 0.

 Rank of nth order identity matrix is n.

PROBLEM

1 2 3 4 1
0 0 2 2 0
Find the rank of matrix
2 6 2 6 2
3 9 1 10 6

MATRIX INVERSION METHOD

Consider the system 2x+5y+3z=9, x+2y-z=6, 3x+y+2z=3. Solve it by matrix inversion method.

TRIVIAL SOLUTION OF A HOMOGENEOUS SYSTEM

In a homogeneous system of m equations in n unknowns x1,x2,……..xnwe see


x1=0,x2=0,…….xn=0

must satisfy all the equations of the system. This solution (0,0,0,……,0) is called trivial solution
of the system.

CONSISTENCY & INCONSISTENCY OF THE SYSTEM OF LINEAR EQUATIONS

 A system of equations is said to be consistent if the system has atleast one solution.

 A system of equations is said to be inconsistent if the system has no solution.


 A homogeneous system of equation must be consistent because it has trivial
solution(0,0,0…0).

ON CONSISTENCY OF NON HOMOGENEOUS SYSTEM

Let a11x1+a12x2+…….+a1nxn=b1,…….,am1x1+…..+amnxn=bm be a system of m number of linear


equation in n number of unknowns x1,x2,......,xn.
𝑎11 𝑎12 . . 𝑎1𝑛
𝑎21 𝑎22 . . . 𝑎11 . 𝑎1𝑛 𝑏1
A= 𝑎31 𝑎32 . . . B= . . . .
. . . . . 𝑎𝑚 1 . 𝑎𝑚𝑛 𝑏𝑛
𝑎𝑚 1 . . . 𝑎𝑚𝑛

 This system is consistent if and only if rank of A=rank of B.

 It has unique solution if and only if rank of A=number of unknowns.

 It has many solutions if rank of A<number of unknowns.

 Number of independent solutions= number of unknowns - rank of A

ON EXIXTENCE OF NON TRIVIAL SOLUTION OF HOGENEOUS SYSTEM OF


EQUATION

 The system has non trivial solution if rank of A<number of unknowns .

 Number of independent solution = number of unknowns - rank of A

PROBLEMS

1. Determine the conditions under which the system of equations 𝑥 + 𝑦 + 𝑧 = 1, 𝑥 +


2𝑦 – 𝑧 = 𝑏, 5𝑥 + 7𝑦 + 𝑎𝑧 = 𝑏2admits of 1. Only one solution 2. No solution 3. Many
solution.

2. Solve if possible 𝑥 + 𝑦 + 𝑧 = 1, 2𝑥 + 𝑦 + 2𝑧 = 2, 3𝑥 + 2𝑦 + 3𝑧 = 5

CHARACTERISTIC POLYNOMIAL

We consider an n×n matrix A. The characteristic polynomial of A, denoted by pA(t), is the


polynomial defined by

where I denotes the n-by-n identity matrix.

Suppose we want to compute the characteristic polynomial of the matrix


We now compute the determinant of

which is the characteristic polynomial of A.

EIGEN VALUE AND EIGEN VECTOR

Let A be a square matrix. A non-zero vector C is called an eigenvector of A if and only if there
exists a number (real or complex) such that

AC= C

If such a number exists, it is called an eigenvalue of A. The vector C is called eigenvector


associated to the eigenvalue .

PROBLEMS

5 4
1. Find the eigen values &eigen vectors of the matrix
1 2
1 1 3
2. Find the eigen values &eigen vectors of the matrix 1 5 1
3 1 1
CAYLEY HAMILTON THEOREM

A square matrix satisfies its own characteristic equation.

PROBLEM

1 0 0
1. If A= 0 −1 1 , then verify that A satisfies its own characteristic equation.
0 1 0
Successive Differentiation
The process of differentiating a given function again and again is called as Successive
Differentiation and the results of such differentiation are called successive derivatives.

The higher order differential coefficients will occur more frequently in spreading a function all
fields of scientific and engineering applications.

Solved Examples :

1. If y = sin(sin x), prove that 𝑦2 + 𝑦1 𝑡𝑎𝑛𝑥 + 𝑦𝑐𝑜𝑠2𝑥 = 0.


𝑥+2 𝑥+2
2. Find the nth derivative of y = 𝑥+1 + 𝑙𝑜𝑔 𝑥+1

Some Standard Results:

(i) 𝐷𝑛 (𝑎𝑥 + 𝑏)𝑚 = 𝑎𝑛 𝑚 𝑚 − 1 𝑚 − 2 … (𝑚 − 𝑛 + 1)(𝑎𝑥 + 𝑏)𝑚 −𝑛

1 (−1)𝑛 𝑎 𝑛 𝑛!
(ii) 𝐷𝑛 (𝑎𝑥 +𝑏 ) = .
(𝑎𝑥 +𝑏)𝑛 +1

(−1)𝑛 −1 𝑎 𝑛 (𝑛−1)!
(iii) 𝐷𝑛 log 𝑎𝑥 + 𝑏 = (𝑎𝑥 +𝑏)𝑛

(iv) 𝐷𝑛 𝑎𝑚𝑥 = 𝑚𝑛 𝑎𝑚𝑥 𝑙𝑜𝑔𝑎 𝑛 .

(v) 𝐷𝑛 ( 𝑒 𝑚𝑥 ) = 𝑚𝑛 𝑒 𝑚𝑥 .
𝑛𝜋
(vi) 𝐷𝑛 𝑠𝑖𝑛(𝑎𝑥 + 𝑏) = 𝑎𝑛 𝑠𝑖𝑛 ( 2 + 𝑎𝑥 + 𝑏).
𝑛𝜋
(vii) 𝐷𝑛 𝑐𝑜𝑠(𝑎𝑥 + 𝑏) = 𝑎𝑛 𝑐𝑜𝑠( 2 + 𝑎𝑥 + 𝑏).
𝑛
𝑏
(viii) 𝐷𝑛 [ 𝑒 𝑎𝑥 𝑠𝑖𝑛( 𝑏𝑥 + 𝑐) ] = 𝑎2 + 𝑏2 2 𝑒 𝑎𝑥 𝑠𝑖𝑛 { 𝑛 tan−1 𝑎
+ 𝑏𝑥 + 𝑐}
𝑛
−1 𝑏
(ix) 𝐷𝑛 [ 𝑒 𝑎𝑥 𝑐𝑜𝑠( 𝑏𝑥 + 𝑐) ] = 𝑎2 + 𝑏2 𝑒 𝑎𝑥 𝑐𝑜𝑠 {
2 𝑛 tan + 𝑏𝑥 + 𝑐}
𝑎

Leibnitz’s Theorem

Leibnitz’s theorem is useful in the calculation of nth derivatives of the product of


two functions.
Statement of the theorem: If u and v are functions of x, then

𝐷 𝑛 𝑢𝑣 = 𝐷 𝑛 𝑢𝑣 + nC1𝐷 𝑛−1 𝑢𝐷𝑣 + nC2𝐷 𝑛−2 𝑢𝐷 2 𝑣 + . . . . + nCr𝐷 𝑛−𝑟 𝑢𝐷 𝑟 𝑣 + .


. . . . . + 𝑢 𝐷 𝑛 𝑣.
Examples:

1. Find the nth derivative of the function 𝑥 2 𝑙𝑜𝑔 3𝑥.


Solution.We take u = log 3x and v = x2 , then v1 = 2x, v2 = 2 and v3 , v4 etc.. are all zero.

By Leibnitz’s theorem,
n n
( x2 log 3x.) n = ( log 3x) n x2 + C1( log 3x) n-1 2x + C2 ( log 3x) n-2 2

𝑛−1 ! 𝑛−2 ! 𝑛(𝑛−1) 𝑛−3 !


= (-1) n-1 𝑥 2 + (−1)n−2 𝑛. 2𝑥. + (−1)n−3 2
𝑥𝑛 𝑥 𝑛 −1 2! 𝑥 𝑛 −2

−1 𝑛 −3 𝑛−3 !
= [ (n - 1)(n - 2) x2 - n(n - 2) 2 x2 + n(n - 1) x2 ]
𝑥𝑛

−1 𝑛 −3 𝑛−3 !
= [ (n - 1)(n - 2) x2 - n(n - 3) x2 ]
𝑥𝑛

−1 𝑥
2. If 𝑦 = 𝑒 𝑚 𝑐𝑜𝑠 , 𝑝𝑟𝑜𝑣𝑒 𝑡𝑕𝑎𝑡 𝑖 1 − 𝑥 2 𝑦2 − 𝑥 𝑦1 = 𝑚2 𝑦

(𝑖𝑖) 1 − 𝑥 2 𝑦𝑛 +2 − (2𝑛 + 1) x 𝑦𝑛 +1 − (𝑛2 +𝑚2 )𝑦𝑛 = 0 .


−1 −𝑚 𝑚𝑦
Solution.y1 = 𝑒 𝑚 𝑐𝑜𝑠 𝑥 =− . . . (i)
1−𝑥 2 1−𝑥 2
2 2 2 2
or, (1-x ) y1 = m y . Differentiating again,

(1-x2) 2 y1 y2 – 2x y12 – 2m2 y y1= 0


or, (1-x2) y2 – x y1 – m2 y= 0 . . . . (ii)

Differentiating n- times following Leibnitz’s theorem,

𝑛(𝑛 −1)
(1-x2) yn+2 + n yn+1 (-2x) + 𝑦𝑛 −2 − 𝑥 𝑦𝑛 +1 − 𝑛 𝑦𝑛 −𝑚2 𝑦𝑛 = 0
2

i.e, (1-x2) yn+2 − (2𝑛 + 1) 𝑥 𝑦𝑛 +1 − (𝑛2 + 𝑚2 )𝑦𝑛 = 0 . . . . . . (iii)

3. If 𝑥 = 𝑠𝑖𝑛 𝑡, 𝑦 = 𝑐𝑜𝑠 𝑝𝑡,show that (1 – 𝑥 2 ) 𝑦2 – 𝑥 𝑦1 + 𝑝2 𝑦 = 0. Hence deduce that


(1 – 𝑥 2 ) 𝑦𝑛 +2 – ( 2𝑛 + 1) 𝑥 𝑦𝑛 +1 – ( 𝑛2 − 𝑝2 ) 𝑦𝑛 = 0.
1 1
4. 𝐼𝑓 𝑦 𝑚 + 𝑦 −𝑚 = 2𝑥 , Prove that( 𝑥 2 – 1) 𝑦𝑛 +2 + (2𝑛 + 1) 𝑥 𝑦𝑛 +1 + ( 𝑛2 – 𝑚2 ) 𝑦𝑛 =
0.
Mean Value Theorems & Expansion of Functions
Mean-Value Theorems

In this topic we shall discuss a few important theorems of differential calculus- Rolle’s Theorem,
Lagrange’s & Cauchy’s Mean-Value Theorem. Expansions of functions by Taylor’s and
Maclaurin’s theorem.

Rolle’s theorem and its application:

Statement: Let a function f be defined on a closed interval [a,b]. Suppose, further that

(i) 𝑓 is continuous on [𝑎, 𝑏]

(ii) 𝑓 is differentiable in the open interval (𝑎, 𝑏) and

(iii) 𝑓(𝑎) = 𝑓(𝑏)

then, there exists at least one point 𝑥 = 𝑐 lying within 𝑎 < 𝑐 < 𝑏, such that 𝑓΄(𝑐) = 0.

Geometrical Interpretation:The geometric interpretation of Rolle's Theorem is that if f is a


continuous function whose domain is a closed interval and f has tangent lines at every point of
its graph except possibly the endpoints, then at least one of those tangent lines is horizontal.

Corollary: If 𝑎 < 𝑏 are two roots of the equation 𝑓(𝑥) = 0, then the equation 𝑓΄(𝑥) = 0 will
have at least one root between a and b, provided

(i) 𝑓(𝑥) is continuous on [𝑎, 𝑏] and

(ii) 𝑓(𝑥) is differentiable in (𝑎, 𝑏).

If 𝑓(𝑥) be a polynomial, the conditions (i) and (ii) are satisfied. Hencebetween any two roots of a
polynomial 𝑓(𝑥) lies at least one zero of the polynomial ΄(𝑥).

𝑥 2 −4𝑥
Example :Verify Rolle’s Theorem for f(x) = on [0,4].
𝑥+2

Solution. Here f(x) is continuous on [0,4] and

2𝑥−4 𝑥+2 − 𝑥 2 −4𝑥 .1


f΄(x) = (𝑥+2)2

2𝑥 2 −4𝑥+4𝑥−8−𝑥 2 +4𝑥
= (𝑥+2)2

𝑥 2 +4𝑥−8
= (𝑥+2)2
⇒f(x) is differentiable on [0,4]. So by Rolle’s theorem 𝑓΄(𝑥) should have at least one zero within
𝑥 2 +4𝑥−8
(0,4), i.e, = 0 for some 𝑥 ∈ (0,4).
(𝑥+2)2

𝑥 2 +4𝑥−8
Equating = 0, we find 𝑥 = −2 ± 2 3. Here 𝑥 = −2 + 2 3 lies within (0,4).
(𝑥+2)2

Lagrange’s Mean-Value Theorem

Statement. If a function 𝑓(𝑥) is

a) continuous on [𝑎, 𝑏]

b) differentiable in (𝑎, 𝑏)
𝑓 𝑏 −𝑓 𝑎
then there exists at least one value of x, say c, such that = 𝑓΄(𝑐), for 𝑎 < 𝑐 < 𝑏.
𝑏 −𝑎

Geometrical Interpretation: Geometrically, this is equivalent to stating that the tangent line to
the graph of f at 𝑐 parallel to the chord joining the points (𝑎, 𝑓(𝑎)) and (𝑏, 𝑓(𝑏) ).

Example : Verify Lagrange’s Mean-Value Theorem for the function 𝑓(𝑥) = 2𝑥2 – 7𝑥 – 10
over ( 2 , 5 ) and find ‘𝑐’ of the Lagrange’s Mean-Value Theorem.

Solution; Here a=2 and b=5, hence by Lagrange’s Mean-Value Theorem


𝑓 𝑏 − 𝑓(𝑎) 5−(−16) 21
= f΄(c) or, f΄(c) = = = 7 (i)
𝑏 −𝑎 5−2 3

Again f΄(x) = 4x – 7, so f΄(c) = 4c – 7 (ii)


7 7
Combining (i) and (ii) we get 4c – 7 = 7 so, c = 2 and lies within (2,5).
2

b−a b−a
Example: Prove that if < tan−1 b − tan−1 a <1+a 2 , 0 < 𝑎 < 𝑏.
1+b 2

𝜋 3 4 𝜋 1
Hence show that + <tan−1 3< 4 + 6.
4 25

3
Example: Estimate 28.
3
Solution. We take (𝑥) = 𝑥 , 𝑥 ∈ [27,28].
2
1
So 𝑡𝑕𝑎𝑡 𝑓΄(𝑥) = 𝑥 −3 . Then using Lagrange’s Mean-Value Theorem
3

𝑓 28 − 𝑓 27
= 𝑓΄(𝑥0 ), 𝑥0 ∈ (27,28)
28 − 27
i.e, f(28) = f(27) + f΄(x0)
2
1
27 + 3 𝑥0 −3
3
=

1 1 2
= 3+ ( )3 , 27 < 𝑥0 < 28
3 𝑥0

1 1 2 1
< 3+ ( )3 = 3 + 27 .
3 27

3 1
Thus, 28< 327 .

Cauchy’s Mean-Value Theorem.

Statement: If 𝑓(𝑥) 𝑎𝑛𝑑 𝑔(𝑥) are continuous in [𝑎, 𝑏] and differentiable in (𝑎, 𝑏) and 𝑔΄(𝑥) ≠ 0
for any 𝑥 in (𝑎, 𝑏), then there exists at least one point 𝑥 = 𝑐 in (𝑎, 𝑏) such that
𝑓 𝑏 −𝑓 𝑎 𝑓΄(𝑐)
= 𝑔΄(𝑐).
𝑔 𝑏 − 𝑔(𝑎 )

Example: If in the Cauchy’s Mean-Value Theorem we take 𝑥 = 𝑒 𝑥 𝑎𝑛𝑑 𝑔 𝑥 = 𝑒 −𝑥 , then


prove that c is the arithmetic mean between 𝑎 𝑎𝑛𝑑 𝑏.

Solution:𝑓(𝑥) and 𝑔(𝑥)satisfies the conditions of Cauchy’s Mean-Value Theorem, so there


exists at least one point 𝑥 = 𝑐 in (𝑎, 𝑏) such that
𝑓 𝑏 −𝑓 𝑎 𝑓΄(𝑐)
= 𝑔΄(𝑐) , 𝑎 < 𝑐 < 𝑏
𝑔 𝑏 − 𝑔(𝑎 )

𝑒 𝑏 −𝑒 𝑎 𝑒𝑐
𝑜𝑟, 𝑒 −𝑏 −𝑒 −𝑎 = −𝑒 −𝑐

𝑜𝑟, 𝑒 𝑎 +𝑏 = 𝑒 2𝑐
𝑎 +𝑏
i.e, c = .
2

𝑥2
Example:Using Cauchy Mean Value Theorem, show that 1 - < 𝑐𝑜𝑠 𝑥 for 𝑥 ≠ 0.
2!

Example:For each of the following, verify that the hypotheses of Rolle's Theorem are satisfied
on the given interval. Then find all value(s) of c in that interval that satisfy the conclusion of the
theorem.

(𝑖) 𝑓(𝑥) = −𝑥2 − 4𝑥 – 11 on [0,4], (𝑖𝑖) 𝑓(𝑥) = − 𝑠𝑖𝑛 𝑥 on [0,2𝜋].


Example:Use the mean value theorem (MVT) to establish the following inequalities.
𝑥−1
(i) 𝑒 𝑥 >1 + 𝑥for𝑥 ∈ 𝑅 and (ii) <𝑙𝑜𝑔 𝑥 < 𝑥 – 1 for 𝑥 > 1.
𝑥

Generalized Mean-Value Theorem

1. Taylor’s Theorem with Lagrange’s Form of Remainder:

Statement: Let 𝑓(𝑥) be a function defined in the closed interval [a,a+h] such that (i) (n-1)th
derivative 𝑓 𝑛 −1 is continuous on [𝑎, 𝑎 + 𝑕] and (ii) nth derivative 𝑓 𝑛 exists in (𝑎, 𝑎 + 𝑕). Then
there exists at least one number 𝜃, where 0 <𝜃< 1 such that

𝑕2 𝑕 𝑛 −1
𝑓 𝑎+𝑕 = 𝑓 𝑎 + 𝑕𝑓΄ 𝑎 + 𝑓 ΄΄ 𝑎 + . . . . . . + 𝑓 𝑛 −1 (𝑎) + 𝑅𝑛….(1)
2! 𝑛−1 !

𝑕𝑛
where𝑅𝑛 = 𝑓 𝑛 (𝑎 + 𝜃𝑕) is called the Lagrange’s Form of Remainder after n terms.
𝑛!

2. Taylor’s Theorem with Cauchy’s Form of Remainder:


Statement: Let 𝑓(𝑥) be a function defined in the closed interval [𝑎, 𝑎 + 𝑕] such that

(i) (𝑛 − 1)𝑡𝑕derivative𝑓 𝑛 −1 is continuous on [a,a+h] and (ii) nth derivative 𝑓 𝑛 exists in (𝑎, 𝑎 +
𝑕). Then there exists at least one number 𝜃, where 0 < 𝜃 < 1 such that

𝑕2 𝑕𝑛−1
𝑓(𝑎 + 𝑕) = 𝑓(𝑎) + 𝑕 𝑓 ΄(𝑎) + 𝑓 ΄΄(𝑎) + . . . . . . + 𝑓 𝑛 −1 (𝑎) + 𝑅𝑛
2! 𝑛−1 !
𝑕 𝑛 (1−𝜃)𝑛 −1
where 𝑅𝑛 = 𝑓 𝑛 (𝑎 + 𝜃𝑕) is called the Cauchy’s Form of Remainder after n terms.
(𝑛−1)!

Note1: If we take n=1 in (1), Taylor’s theorem reduces to Lagrange’s Mean-Value Theorem.

3. Maclaurin’s Theorem

Statement: Let 𝑓(𝑥) be a function defined in the closed interval [0, 𝑥] such that

(i) 𝑓 𝑛 −1 is continuous on [0 , 𝑥] and

(ii) 𝑓 𝑛 exists in (0 , 𝑥)

then there exists at least one number 𝜃, where 0 < 𝜃 < 1 such that
𝑥2 𝑥 𝑛−1
𝑓(𝑥) = 𝑓(0) + 𝑥 𝑓 ΄(0) + 𝑓 ΄΄(0) + . . . . . . + 𝑓 𝑛 −1 (0) + 𝑅𝑛
2! 𝑛−1 !
𝑥𝑛
where𝑅𝑛 = 𝑓 𝑛 (𝜃𝑥) , 0 < 𝜃 < 1 [Lagrange’s Form]
𝑛!

𝑥 𝑛 (1−𝜃 )𝑛 −1
and𝑅𝑛 = 𝑓 𝑛 (𝜃𝑥) , 0 < 𝜃 < 1 [ Cauchy’s Form]
(𝑛−1)!

Example: Find the Maclaurin’s theorem with Lagrange’s form of remainder for 𝑓(𝑥) = 𝑠𝑖𝑛 𝑥.
5
Example: Verify Maclaurin’s theorem for f(𝑥) = (1 − 𝑥)2 with Lagrange’s form of remainder
upto three terms when 𝑥 = 1.

Solution: Here we use the formula,

𝑥2 𝑥𝑛 𝑛
𝑓(𝑥) = 𝑓(0) + 𝑥 𝑓 ΄(0) + 𝑓 ΄΄(0) + 𝑓 (𝜃𝑥) , 0 < 𝜃 < 1
2! 𝑛!
At 𝑥 = 1,

1 𝑥𝑛 𝑛
𝑓(1) = 𝑓(0) + 𝑓 ΄(0) + 𝑓 ΄΄(0) + 𝑓 (𝜃)
2! 𝑛!
5 1 53 1 531 1
𝑜𝑟, 0 = 1 + (−1) + (−1) (−1) + (−1) (−1) (−1) (1 − 𝜃)−2
2 2! 2 2 3! 2 2 2
Simplifying, = 0.25.

Here, 𝜃 = 0.25 lies within (0,1), hence Maclaurin’s theorem with Lagrange’s form of
remainder is verified.

Taylor’s Series

Statement:Let 𝑓(𝑥), 𝑓΄(𝑥), 𝑓΄΄(𝑥), . . . . . . . , 𝑓 𝑛 (𝑥) exist finitely however large 𝑛 may be in any
interval (𝑥 − 𝛿 , 𝑥 + 𝛿) enclosing the point 𝑥 and let 𝑅𝑛 → 0 𝑎𝑠 𝑛 → ∞ . Then Taylor’s series
of finite form can be extended to an infinite series of the form

𝑕2 𝑕𝑛 𝑛
𝑓(𝑥 + 𝑕) = 𝑓(𝑥) + 𝑕 𝑓΄(𝑥) + 𝑓΄΄(𝑥) + . . . . . . . + 𝑓 (𝑥) + . . .. , 𝑕 < 𝛿
2! 𝑛!
Maclaurin’s Series

Statement: Let 𝑓(𝑥), 𝑓΄(𝑥), 𝑓΄΄(𝑥), . . . . . . . , 𝑓 𝑛 (𝑥) exist finitely however large 𝑛 may be in any
interval (−𝛿 , 𝛿) and 𝑅𝑛 → 0 𝑎𝑠 𝑛 → ∞. Then Maclaurin’s series of finite form can be
extended to an infinite series of the form
𝑥2 𝑥𝑛
𝑓(𝑥) = 𝑓(0) + 𝑥 𝑓΄(0) + 𝑓΄΄(0) + . . . . . . . + 𝑓 𝑛 (0) + . . . . ., 𝑥 < 𝛿.
2! 𝑛!

Example: Expand the function 𝑓 𝑥 = 𝑒 𝑥 in the form of Maclaurin’s series in the neighbour-
hood of the point 𝑥 = 0.
𝑥𝑛
Solution: Here Lagrange’s remainder after n terms 𝑅𝑛 = 𝑒 𝜃𝑥 , ( 0 < 𝜃 < 1) → 0 𝑎𝑠 𝑛 →
𝑛!
∞ ∀ 𝑥. Then Maclaurin’s series for 𝑒 𝑥 is given by

𝑥2 𝑥𝑛
𝑓(𝑥) = 𝑓(0) + 𝑥 𝑓΄(0) + 𝑓΄΄(0) + . . . . . . . + 𝑓(𝑛) (0) + . . . . .
2! 𝑛!
𝑥2 𝑥𝑛
i.e, 𝑒 𝑥 = 1 + 𝑥 + + .......+ + .....
2! 𝑛!

Example: Maclaurin’s series for 𝑠𝑖𝑛 𝑥 and 𝑐𝑜𝑠 𝑥.

Example: Maclaurin’s series for 𝑙𝑜𝑔 (1 + 𝑥).

Reduction Formulae
1. Let In = 𝒔𝒊𝒏𝒏 𝒙 𝒅𝒙

= 𝑠𝑖𝑛𝑛−1 𝑥 sin 𝑥 𝑑𝑥

= 𝑠𝑖𝑛𝑛−1 𝑥 (− cos 𝑥) − 𝑛 − 1 𝑠𝑖𝑛𝑛−2 𝑥𝑐𝑜𝑠 𝑥(− cos 𝑥) 𝑑𝑥

= - 𝑠𝑖𝑛𝑛−1 𝑥 cos 𝑥 + 𝑛 − 1 𝑠𝑖𝑛𝑛−2 𝑥 𝑐𝑜𝑠 2 𝑥 𝑑𝑥

= - 𝑠𝑖𝑛𝑛−1 𝑥 cos 𝑥 + (𝑛 − 1) 𝑠𝑖𝑛𝑛−2 𝑥 (1 − 𝑠𝑖𝑛2 𝑥) 𝑑𝑥

= -𝑠𝑖𝑛𝑛−1 𝑥 cos 𝑥 + (𝑛 − 1) 𝑠𝑖𝑛𝑛−2 𝑥 𝑑𝑥 - (n-1) 𝑠𝑖𝑛𝑛 𝑥 𝑑𝑥

= -𝑠𝑖𝑛𝑛−1 𝑥 cos 𝑥 + 𝑛 − 1 In-2 - (n - 1) In

Or, { 1 + (n-1)}In = - 𝑠𝑖𝑛𝑛−1 𝑥 cos 𝑥 + 𝑛 − 1 In-2


𝟏 𝒏−𝟏
⇒In = − 𝒔𝒊𝒏𝒏−𝟏 𝒙 𝐜𝐨𝐬 𝒙 + In—2
𝒏 𝒏

𝜋 /2
Jn = 0
𝑠𝑖𝑛𝑛 𝑥 𝑑𝑥

1 𝝅/𝟐 𝒏−𝟏 𝜋/2


=[− 𝑠𝑖𝑛𝑛−1 𝑥 cos 𝑥 ]𝟎 + 0
𝑠𝑖𝑛𝑛−2 𝑥 𝑑𝑥
𝑛 𝒏
𝒏−𝟏
=0+ Jn-2
𝒏

𝑛−1
= Jn-2
𝑛

2. In = 𝒄𝒐𝒔𝒏 𝒙 𝒅𝒙
= 𝑐𝑜𝑠 𝑛 −1 𝑥 𝑐𝑜𝑠 𝑥 𝑑𝑥

= 𝑐𝑜𝑠 𝑛 −1 𝑥 sin 𝑥 − 𝑛 − 1 𝑐𝑜𝑠 𝑛 −2 𝑥 𝑠𝑖𝑛 𝑥(− sin 𝑥) 𝑑𝑥

= 𝑐𝑜𝑠 𝑛−1 𝑥 sin 𝑥 + (𝑛 − 1) 𝑐𝑜𝑠 𝑛 −2 𝑥 𝑠𝑖𝑛2 𝑥 𝑑𝑥

= 𝑐𝑜𝑠 𝑛 −1 𝑥 sin 𝑥 + (𝑛 − 1) In-2 – ( n – 1 ) In


𝟏 𝒏−𝟏
⇒In = 𝒏 𝒄𝒐𝒔𝒏−𝟏 𝒙 𝐬𝐢𝐧 𝒙 + In—2
𝒏

𝜋 /2
IfJn = 0
𝑐𝑜𝑠 𝑛 𝑥 𝑑𝑥

1 𝜋/2 𝑛−1 𝜋/2


= [ 𝑛 𝑐𝑜𝑠 𝑛−1 𝑥 sin 𝑥 ]0 + 0
𝑐𝑜𝑠 𝑛−2 𝑥 𝑑𝑥
𝑛

𝑛 −1
= Jn-2
𝑛

𝜋/2
Example:Using reduction formula, evaluate 0
𝑐𝑜𝑠 7 𝑥 𝑑𝑥.

16
Ans: 35 .

3. Im,n = 𝒔𝒊𝒏𝒎 𝒙 𝒄𝒐𝒔𝒏 𝒙 𝒅𝒙


= 𝑐𝑜𝑠 𝑛 −1 𝑥 𝑠𝑖𝑛𝑚 𝑥 cos 𝑥 𝑑𝑥

𝑠𝑖𝑛𝑚+1 𝑥 𝑠𝑖𝑛𝑚+1 𝑥
= 𝑐𝑜𝑠 𝑛−1 𝑥 𝑚+1 – (𝑛 − 1)𝑐𝑜𝑠 𝑛−2 𝑥 (− sin 𝑥) 𝑚+1 dx

𝑠𝑖𝑛𝑚+1 𝑥 𝑛 −1
= 𝑐𝑜𝑠 𝑛 −1 𝑥 𝑚+1 + 𝑐𝑜𝑠 𝑛 −2 𝑥 𝑠𝑖𝑛𝑚 +2 𝑥 𝑑𝑥
𝑚 +1

𝑠𝑖𝑛𝑚+1 𝑥
= 𝑐𝑜𝑠 𝑛 −1 𝑥 𝑚+1 + 𝑚𝑛−1
+1
𝑐𝑜𝑠 𝑛−2 𝑥 𝑠𝑖𝑛𝑚 𝑥 𝑠𝑖𝑛2 𝑥 𝑑𝑥

𝑠𝑖𝑛𝑚+1 𝑥 𝑛−1
= 𝑐𝑜𝑠 𝑛 −1 𝑥 𝑚+1 + 𝑚 +1 𝑐𝑜𝑠 𝑛−2 𝑥 𝑠𝑖𝑛𝑚 𝑥 (1 − 𝑐𝑜𝑠 2 𝑥) 𝑑𝑥
𝑠𝑖𝑛𝑚+1 𝑥 𝑛 −1 𝑛−1
= 𝑐𝑜𝑠 𝑛 −1 𝑥 𝑚+1 + 𝑚 +1 Im,n-2 - 𝑚 +1 Im,n

𝑛 −1 𝑠𝑖𝑛𝑚+1 𝑥 𝑛 −1
Or, (1 + + 𝑚 +1) Im,n = 𝑐𝑜𝑠 𝑛−1 𝑥 𝑚+1 + 𝑚 +1 Im,n-2

𝑚 +1 𝑠𝑖𝑛𝑚+1 𝑥 𝑚 +1 𝑛 −1
Or, Im,n = 𝑚 +𝑛 𝑐𝑜𝑠 𝑛 −1 𝑥 𝑚+1 + 𝑚 +𝑛 . 𝑚 +1 Im,n-2

𝟏 𝒏−𝟏
= 𝒎+𝒏 𝒄𝒐𝒔𝒏−𝟏 𝒙𝒔𝒊𝒏𝒎+𝟏 𝒙 + 𝒎+𝒏Im,n-2

Alternately,

Writing, Im,n = sinm −1 x (cos n x sin 𝑥) 𝑑𝑥 and proceeding as earlier, we can show that
1 𝑚 −1
Im,n = - 𝑚 +𝑛 𝑠𝑖𝑛𝑚 −1 𝑥𝑐𝑜𝑠 𝑛 +1 𝑥 + 𝑚 +𝑛 Im-2,n
𝜋
If Jm,n = 2
0
sin𝑚 𝑥 cos 𝑛 𝑥 𝑑𝑥

𝑠𝑖𝑛𝑚+1𝑥 𝜋/2
= [ 𝑐𝑜𝑠 𝑛 −1 𝑥 𝑚+1 ]0 + 𝑚𝑛 −1
+𝑛
Jm,n-2 , using (8)

𝑛 −1
= 𝑚 +𝑛 Jm,n-2
INFINITE SERIES

To learn the infinite series we have to learn first, “Sequence”


1. Def. of Sequence: A sequence of real number is a mapping from set of natural numbers
ℕ to the set of real numbers ℝ , which is denoted by xn where n ∈ ℕ.
Note: If the number of elements in the sequence is finite then the sequence is called FINITE
SEQUENCE
Otherwise it is INFINITE SEQUENCE
When nothing is mentioned, then only sequence ⟹ INFINITE SEQUENCE
Ex1. Let xn = 2n − 1, n ∈ ℕ. Then this is a sequence of odd +ve integer.
i.e. 1, 3, 5, 7, … … … …
n−1
Ex2. Let xn = −1 , n ∈ ℕ.
Then xn = 1, −1, 1, −1, … … … .
This type of sequence is known as OCCILATERY SEQUENCE.
A sequence can develop in 4 ways

Divergent The terms keep growing

The terms converge on a single


Convergent
value, in this case 0.

The sequence repeats itself after


Periodic
a set number of terms.

The sequence oscillates between


Oscillating
2 values.

If you add the terms of a sequence together, you get a series

A. 3 + 6 + 9 +12 + 15
B. 2 + 8 + 18 + 32
Arithmetic Sequence

Sequences of numbers that follow a pattern of adding a fixed number from one term to
the next are called arithmetic sequences.

Definition
A sequence with general term

an+1 = an + d

is called an arithmetic sequence.

an = nth term and d = common difference

Examples

Find the general (nth) term for the following arithmetic sequences:

A. 2,6,10,14,18,22, ...
B. -5,-3,-1,1,3,...
C. 1,4,7,10,13,16,...

Solution

All of these have one thing in common. To get to the next term we add a fixed number
(d). Let a1 = 1st term and an = nth term
a1 = 2

a2 = 2 + 4 = 6

a3 = 2 + 2(4) = 10

a4 = 2 + 3(4) = 14

and so on .

an = a1 + (n – 1)4

If we let d = 4 this becomes a n = a1 + (n – 1)d

Geometric Sequence

Sequences of numbers that follow a pattern of multiplying a fixed number from one term
to the next are called geometric sequences.
Definition
A sequence with general term

an+1 = an r
is called an geometric sequence.

an = nth term and r = common ratio

Examples

Find the general (nth) term for the following geometric sequences:

A. 2,6,18,54, ...
B. 27,9,3,1,…..
C. 16,-8,4,-2,1,...

Solution

All of these have one thing in common. To get to the next term we multiply a fixed number (r).
Let a1 = 1st term and an = nth term
a1 = 2

a2 = 2(3) = 6

a3 = 2(3)2 = 18

a4 = 2(3)3 = 54

and so on .

an = a1 (3)n-1

If we let r = 3 this becomes an = a1 rn-1


The Arithmetic Series

The following theorem provides us with an easy way to calculate the arithmetic series.

Theorem
If
an = a1 + (n - 1)d

is an arithmetic sequence then the sum of the sequence is

n n
Sn  (a1  an )  [2a  (n  1)d ]
2 2

This can be proven but let’s just convince ourselves that it works.

It is easy to determine the sum of the following arithmetic sequence:

3 + 5 + 7 = 15 This is an arithmetic series with common difference 2

Now let’s use the formula

We have a1 = 3, an = 7, d = 2

3
Sn  (3  7)  15
2

Examples:

Find the following sums

A. 3 + 7 + 11 + 15 + ... + 35
B. -2 + 1 + 4 + 7 + …+ 25

Solutions:
We have

a1 = 3, an = 35, d = 4

To find n we note that

35 = 3 + (n - 1)4

so that

32 = (n - 1)4 and n = 9
Now we are ready to use the formula

9
Sn  (3  35)  171
2

A. We have a1 = -2, an = 25 and n = 10

10
So that S10  (2  25)  5(23)  115
2

Exercises: Find the sums

1. 5 + 10 + 15 +.... + 500
2. 3 + 6 + 9 + .... + 99
3. -5 + -15 + -25 + -35 + ... + -95
4. What is the sum of the numbers 1 to 100?
5. Find the sum of the first 27 terms of the series that starts 7 + 3 – 1 – 5
The Finite Geometric Series

The following theorem provides us with an easy way to calculate the arithmetic series.

Theorem
If
an = a rn-1

is a geometric sequence then the sum of the sequence is

n
1 r n 
S n   a n  a 
i 1  1 r 

This can be proven but let’s just convince ourselves that it works.

It is easy to determine the sum of the following geometric sequence:

3 + 6 + 12 = 21 This is a geometric series with common ratio 2

Now let’s use the formula

We have a = 3, an = 12, r = 2

 1  23  7
S n  3   3  3(7)  21
 1 2  1
Examples:

Find the following sums

1. 1st 5 terms of -6 + 18 – 54 + ….
2. 5 + 10 + 20 + 40 + ... + 2560

Solutions:
1. We have a = -6, r = -3 and n = 5

5  1  (3)5 
So that  2( 3) n
  6   6 244   366
 1  (3)   4 
r 1
 

The Infinite Geometric Series

Theorem
If
an = a rn-1

is a geometric sequence and r  1 then the sum of the infinite sequence is


a
S n   an 
i 1 1 r

Examples:

Find the following sums

A.  2  4  8  16  .....
B. 24 + 12 + 6 + 3 + 3/2 + ¾ + …….

Solutions:

A. We have a = -2, r =-2

This infinite series diverges because r = -2 and  2 is not less than 1. There is no sum.

B. We have a = 24, r = 1/2

24
So that S n   48
1  12
An infinite series is the limit of a sequence of finite sums. For example, we can define the finite
(or partial) sum of the terms ai, for i = 1,2,3,…,N as
N
S N   ai  a1  a2    a N
i 1

which must be finite. We call SN a partial sum and S1, S2, …, SN taken together is referred to as
the sequence of partial sums. The infinite series, if it exists, is defined as

S   ai  lim S N
N 
i 1

This infinite series should not be viewed as actually adding together infinitely many things; since
one could never finish such a task. Rather it is a limit, often never reached, of the partial
sums.1These partial sums siddle-up arbitrarily near the limit of the partial sums. Many people
wrongly think that an infinite series is a formalization of the process of adding infinitely many
things together. It is instead a limit of partial sums, where each term in the sequence is the
adding together of finitely many things. At no time are infinitely many things being added. The
point of the limit is to avoid having to say that infinitely many additions are being done. But,
while such infinity is never reached, many people nevertheless find it useful to think of infinite
series as an infinite summation.

When an infinite series exists we say that the series converges. What this means is that
the sequence (of partial sums) limits to something which is finite and unique. In fact, it is the
sequence of finite sums which converge. An infinite series which does not converge is said to be
a divergent series. A series which converges when each term of the series is replaced by its
absolute value is said to be absolutely connvergent.
A series which is not absolutely convergent, but which is nevertheless convergent, is said to be
conditionally convergent. Loosely one can say that absolutely convergent series are ones that
behave much like finite sums. By contrast, conditionally convergent series are totally non-
intuitive. For example, by simply rearranging the terms of a conditionally convergent series, one
can make the series limit to any real number. Despite these peculiarities, infinite series are
immensely useful and sometimes indispensible in mathematics.

In addition to infinite series defined in terms of constant terms, mathematicians are interested in
the series representation of functions. The most common of these is the power series
representation of functions. A power series representation of a function can be written as

f ( x )   ak x k
k 0

1
The sequence 1,1/2,1/3,1/4,… limits to zero, but never reaches zero. However, the sequence 1,0,1/2,0,1/3,…
reaches its limit infinitely many times, but still has infinitely many terms that differ from the limit. The sequence
1,2,0,0,0… limits to zero and reaches the limit after the second term.
This series is naturally defined as the limit of partial sums of the power series. The power series
does not always converge for all values of x. In addition, not all functions have a power series
representation.


1
Example Determine whether the series n
n3
2
 2n
converges or diverges. If it converges,

then find its sum.

This series was one of our examples given above.

1
We will rewrite the fraction using partial fraction decomposition.
n  2n
2

1 A B
= +  1  A( n  2 )  B n
n(n  2) n n 2
1
To solve for A, choose n  0: 1   2 A  A  
2
1
To solve for B, choose n  2: 1  2B  B 
2
1 1
1 1  1 1 1
Thus, = =
2
+
2
=    .
n  2n
2
n(n  2) n n  2 2n  2 n
 
1 1 1 1 
 1 1
   n  2
1
Thus,  n 2  2n
=   
2n  2 n
=  
n 
n3 n3 2 n3 

 1 1
We will find the sequence { S n } of partial sums for the series  
n3 n  2
 ,
n 
where

1 1
an   . Thus,
n 2 n

1
S1  a 3  1 
3

1 1 1
S 2  a 3  a 4  S1  a 4  1   
3 2 4
1 1 1 1 1 1 1 1
S3  a3  a4  a5  S2  a5  1      1  
3 2 4 3 5 2 4 5

1 1 1 1 1 1 1 1
S4  a3  a4  a5  a6  S3  a6  1      1  
2 4 5 4 6 2 5 6
1 1 1 1 1 1 1 1
S5  a3  a4  a5  a6  a7  S4  a7  1       1   
2 5 6 5 7 2 6 7
1 1 1 3 1 1
Sn  a3  a4  a5       an  2  1      
2 n 1 n 2 2 n 1 n 2
3 1 1  3 3
Then lim S n = lim     =  0  0 = .
n   n  
2 n 1 n  2 2 2


 1 1 3 
1 
 1 1
   n  2
1
Thus, 
n3 n  2
   .
n 2
Thus,  n  2n
2 =  
n 
=
n3 2 n3 

13 3
  =
22 4

3
Answer: Converges;
4

Theorem1. If a series a
nN
n is convergent, then lim a n  0 .
n  

Test for Divergence:If lim a n  0 , then the series


n  
a
nN
n is divergent.

COMMENT: The Test for Divergence is the second most misused statement by Calculus
students. Students want to apply the converse of the previous theorem, which is the statement if

lim a n  0 , then the series
n  
a
nN
n is convergent. However, this is NOT true.

1

1
An easy example to keep in mind is the series . We have that nlim  0 . However,
n   n
n 1

1
we will show in a later lesson that this series is DIVERGENT. The series 
n 1 n
is called the

(divergent) harmonic series.

 

Theorem2. If
nN
a n and b
nN
n are convergent series with sums A and B, respectively,

then

1.  (a
nN
n  b n ) is a convergent series and has of sum of A  B .

2. if c is a constant, then  ca
nN
n is a convergent series and has of sum of c A.

3.  (a
nN
n  b n ) is a convergent series and has of sum of A  B .

Examples Determine whether the following series converge or diverge. If the series converges,
then give its sum.

1. 3
n 1
n
4n 1

n 1
 
4n 1 
1 4n 1 
14
3
n 1
n
4 n 1
= 
n 1 3n
= 
n 1 3
 n 1 =
3
  
n 1 3  3 

1 4 4
This is a geometric series where a  and r  . Since r   1 , then the geometric
3 3 3
series diverges.

Answer: Diverges

 n 1
5
2. 
n 1
2 
8
5 5
This is a geometric series where a  2 and r  . Since r   1 , then the
8 8
geometric series converges and has a sum of

a 2 16 16
S    .
1r
= 5 85 3
1
8

16
Answer: Converges;
3
The Absolute convergence: Ratio and root test
 
1. A series  a n is called absolutely convergent if the series of absolute values
n 1
a
n 1
n is

convergent.

2. A series a
n 1
n is called conditionally convergent if the series is convergent but not

absolutely convergent

3. Theorem If a series  a n is absolutely convergent then the series is convergent.
n 1
The ratio test:

a n 1
i) If lim  L  1 , then the series  a n is absolutely convergent and
n  a
n n 1

therefore convergent.

a n 1 a n 1
ii) If lim  L  1 , or lim   then the series  a n is divergent
n  a n  a
n n n 1

a n 1
iii) If lim  L  1 , then the ratio test is inconclusive.
n  a
n

iv)
The root test:


i) If lim n a n  L  1, then the series
n 
a
n 1
n is absolutely convergent and

therefore convergent.

a n 1
ii) If lim n a n  L  1, or lim
n  n  a
  then the series a
n 1
n is divergent
n

iii) If lim n a n  L  1, then the root test is inconclusive.


n 

Examples
1. Test the convergence of the series

(1) n n 3 a
a)  n
. We have lim n 1  1 / 3  1 . So the given series is absolutely convergent by
3 n  a
n 1 n

the ratio test.


n (3n  2)
 n
b)  (1) . We have lim n a n  3 / 4  1. So the given series is absolutely
n 1 ( 4 n  3) n n

convergent by the root test.

Show that following series are conditionally convergent:



(1) n 1 a
a)  4 . We have lim n 1  1 , by ratio test the it is inconclusive. But by absolute
n n  a
n 1 n

1
convergence test lim a n  lim 1/ 4
is a p - series with p =1/4 < 1, divergent, on the other
n  n  n
1
hand by alternating series test it is convergent, since lim bn  lim 1/ 4
 0, bn  bn 1 . So the
n  n  n
given series is conditionally convergent.


(1) n 1 n a
b) 
n 1 n  1
2
. We have lim n 1  1 , by ratio test the it is inconclusive. But by limit
n  a
n

an n /( n 2  1) 1
comparision test (Section 11.4) lim  lim  1  0 is divergent since bn  is a
n  b n  1/ n n
n
divergent p - series with p =1. On the other hand by alternating series test it is convergent,
n
since lim bn  lim 2  0, bn  bn 1 . So the given series is conditionally convergent.
n  n  n  1

Strategy for Testing Series

We have learnt the following:


1 1
1. n
n 1
p
bn 
n
is a divergent p – series, converges when p > 1 and diverges when p  1 .
 
2.  ar n1 or  ar n is a geometric series, converges when r  1 , diverges when r  1 .
n 1 n 1
3. If lim bn  0 the series diverges (Divergent test)
n 

4. Series with factorials use ratio test.


Vector Algebra and Calculus:
Vector Algebra:
Definition: A vector is a physical quantity (notation: 𝑎) which has a direction, and a length 𝑎
and follows the laws of vector addition.

Geometrically, a vector is represented by a directed line segment 𝑃𝑄 from one point 𝑃 to another
point 𝑄. Here 𝑃 is called origin or initial point and 𝑄 is called terminal point, end or terminus of
the vector.

In a coordinate system it’s expressed by components: in space, 𝑎 = 𝑎1 , 𝑎2 , 𝑎3 = 𝑎1 𝑖 + 𝑎2 𝑗 +


𝑎3 𝑘 (Recall in space 𝑥-axis points to the lower-left, y to the right, z up).

Here 𝑎1 , 𝑎2 , 𝑎3 are scalars and are called component of the vector 𝑎 in 𝑥, 𝑦, 𝑧 direction
respectively.

Magnitude or modulus of a vector: A positive number which is used to measure of length of a


vector is called magnitude.
The magnitude of the vector 𝑎 = 𝑎1 𝑖 + 𝑎2 𝑗 + 𝑎3 𝑘 is denoted by 𝑎 and calculated by 𝑎 =

𝑎12 + 𝑎22 + 𝑎32 .


Note: (i)A vector with unit magnitude is called unit vector.
(ii) In three dimensional geometry unit vectors 𝑖, 𝑗, 𝑘 along 𝑥-axis,𝑦-axis and 𝑧-axis respectively
are called fundamental unit vectors.
(iii) Two vectors are equal if they have the same magnitude and direction regardless their initial
point.
(iv) A vector having opposite to that of a given vector 𝑎 but having the same magnitude is
denoted by −𝑎. And is called negative of 𝑎.
Algebra of vectors:
Addition of vectors:
Triangular law of addition: Let 𝑎 and 𝑏 be two vectors then the sum of resultant of 𝑎and 𝑏, is a
vector 𝑐 formed by placing the initial point of 𝑏 on the terminal point of 𝑎 and then joining the
initial point of 𝑎 and final point of 𝑏. The sum 𝑐 is written as 𝑐 = 𝑎 + 𝑏.This is known as
triangular law of vector addition.
Parallelogram law of addition:
Let 𝑎 and 𝑏 be two vectors have same initial point. Then the sum or resultant of 𝑎and 𝑏, is a
vector 𝑐 is the diagonal of the parallelogram formed by drawing parallel lines at the terminal
points of 𝑎 and 𝑏.

Generally when we have two vectors having same initial point then we use parallelogram law of
addition and when we have more than two vectors then we use triangular law of vector addition
to form polygon and find the resultant or sum of the vectors.

Note: (i) The difference of two vectors 𝑎 and 𝑏 denoted by 𝑎 − 𝑏 is that vector 𝑐 which can be
obtained by sum of the vectors 𝑎and −𝑏.
(ii) If 𝑎 = 𝑏, then 𝑎 − 𝑏 is defined to as the null or zero vector and it is denoted by 𝑂 . That is it
has zero magnitude but direction undefined.
(iii) A vector that is not null vector is called proper vector.
Scalar Multiplication: Multiplication of a vector 𝑎 by a scalar 𝑚 is vector 𝑚𝑎 with magnitude
𝑚 times the magnitude of 𝑎 and the direction of 𝑚𝑎 is in the same or opposite of 𝑎 according as
𝑚 is positive or negative.
Note: If 𝑚 = 0then 𝑚𝑎 = 𝑂, the null vector.
Laws of vector Algebra:
If 𝑎, 𝑏 and 𝑐 are vectors and 𝑚 and 𝑛 are scalars then the following relations are satisfied:
(i)Associative law for addition: 𝑎 + 𝑏 + 𝑐 = 𝑎 + 𝑏 + 𝑐

(ii)Existence of zero element: ∃ a zero vector 𝑂 such that for every vector 𝑎, 𝑎 + 𝑂 = 𝑂 + 𝑎 =
𝑎.
(iii)Existence of negative: ∀vector 𝑎 , ∃a vector −𝑎 such that 𝑎 + −𝑎 = −𝑎 + 𝑎 = 𝑂.
(iv)Commutative law of addition.𝑎 + 𝑏 = 𝑏 + 𝑎.
(v)Distributive law of scalar multiplication over addition: 𝑚 𝑎 + 𝑏 = 𝑚𝑎 + 𝑚𝑏.
(vi)Distributive law of scalar multiplication over addition of scalars: 𝑚 + 𝑛 𝑎 = 𝑚𝑎 + 𝑛𝑎 .
(vii)Associative law of scalar multiplication over multiplication of scalars: 𝑚 𝑛𝑎 = 𝑚𝑛 𝑎.
(viii) Unit multiplication: 1 𝑎 = 𝑎.
(ix) If 𝑎 = 𝑎1 𝑖 + 𝑎2 𝑗 + 𝑎3 𝑘 and 𝑏 = 𝑏1 𝑖 + 𝑏2 𝑗 + 𝑏3 𝑘 then 𝑎 ± 𝑏 = 𝑎1 ± 𝑏1 𝑖 + 𝑎2 ± 𝑏2 𝑗 +
𝑎3 ± 𝑏3 𝑘.
Collinear vectors: Two vectors 𝑎 and 𝑏 are said to be parallel or collinear if 𝑎 = 𝜆𝑏 where 𝜆 is
a scalar.
𝑎 𝑎
Note: If two vectors 𝑎 = (𝑎1 , 𝑎2 , 𝑎3 ) and 𝑏 = (𝑏1 , 𝑏2 , 𝑏3 ) are parallel or collinear then 𝑏 1 = 𝑏 2 =
1 2
𝑎3
.
𝑏3

Coplanar vectors: A system of vectors is said to be coplanar if they are parallel to the same
plane.
Linear .
Linear combination of vectors: A vector 𝑏 is said to be linear combination of 𝑛 number of
vectors 𝑎1 , 𝑎2 , 𝑎3 , ⋯ 𝑎𝑛 if 𝑏 can be expressed as 𝑏 = 𝑐1 𝑎1 + 𝑐2 𝑎2 + 𝑐3 𝑎3 + ⋯ + 𝑐𝑛 𝑎𝑛 where
𝑐1 , 𝑐2 , 𝑐3 , ⋯ , 𝑐𝑛 are scalars.
Linearly dependent vectors: Vectors 𝑎1 , 𝑎2 , 𝑎3 , ⋯ 𝑎𝑛 are said to be linearly dependent if there
exist scalars 𝑐1 , 𝑐2 , 𝑐3 , ⋯ , 𝑐𝑛 not all zero, such that 𝑐1 𝑎1 + 𝑐2 𝑎2 + 𝑐3 𝑎3 + ⋯ + 𝑐𝑛 𝑎𝑛 = 𝑂.
Linearly independent vectors: Vectors 𝑎1 , 𝑎2 , 𝑎3 , ⋯ 𝑎𝑛 are said to be linearly independent if the
vector equation 𝑐1 𝑎1 + 𝑐2 𝑎2 + 𝑐3 𝑎3 + ⋯ + 𝑐𝑛 𝑎𝑛 = 𝑂 , has only solution 𝑐1 = 0, 𝑐2 = 0, 𝑐3 =
0, ⋯ , 𝑐𝑛 = 0 where 𝑐1 , 𝑐2 , 𝑐3 , ⋯ , 𝑐𝑛 are unknown scalars.

Note: (i) If there is a solution with some 𝑐𝑗 ≠ 0, then the above set of vectors are linearly
dependent.
(ii)If 𝑎 is a non null vector, then 𝑎 by itself, is linearly independent, as 𝑚𝑎 = 𝑂, and 𝑎 ≠ 0 ⇒
𝑚=0.
(iii) Two or more vectors are linearly dependent if and only if one of them is linear combination
the others.
Position vector of a point: Let 𝑃(𝑥, 𝑦, 𝑧) be a point in 3dimensional space. The vector 𝑟 from
the origin 𝑂 to the point 𝑃 is called position vector (or radius vector of 𝑃.
Thus 𝑟 may be written as 𝑟 = 𝑥𝑖 + 𝑦𝑗 + 𝑧𝑘, and the magnitude 𝑟 = 𝑥 2 + 𝑦2 + 𝑧2.

Note: If two points 𝑃(𝑥1 , 𝑦1 , 𝑧1 ) and 𝑄(𝑥2 , 𝑦2 , 𝑧2 ) forms a vector 𝑃𝑄, then the position vector of
the vector 𝑃𝑄 is given by 𝑃𝑄 = (𝑥2 − 𝑥1 , 𝑦2 − 𝑦1 , 𝑧2 − 𝑧1 ).
Distance between two points: The distance between two points 𝑃(𝑥1 , 𝑦1 , 𝑧1 ) and 𝑄(𝑥2 , 𝑦2 , 𝑧2 ) is
to be given by the modulus of the vector 𝑃𝑄, that is distance between 𝑃 and 𝑄 is 𝑃𝑄 =

𝑥2 − 𝑥1 2 , 𝑦2 − 𝑦1 2 , 𝑧2 − 𝑧1 2 .
Ratio formula: (i) If a point 𝑅 divides the line 𝑃𝑄 internally in the ratio 𝑚: 𝑛, then the
𝑚 𝑥 2 +𝑛 𝑥 1 𝑚 𝑦2 +𝑛𝑦1 𝑚 𝑧 2 +𝑛𝑧 1
coordinates of 𝑅 are given by , 𝑚 +𝑛 , 𝑚 +𝑛 .
𝑚 +𝑛

(ii) If a point 𝑅 divides the line 𝑃𝑄 externally in the ratio 𝑚: 𝑛, then the coordinates of 𝑅 are
𝑚 𝑥 2 −𝑛𝑥 1 𝑚 𝑦2 −𝑛 𝑦1 𝑚 𝑧 2 −𝑛 𝑧 1
given by , , .
𝑚 −𝑛 𝑚 −𝑛 𝑚 −𝑛
𝑥 1 +𝑥 2 𝑦1 +𝑦2 𝑧 1 +𝑧 2
(iii) Coordinates of the middle point of 𝑃𝑄 are given by , , .
2 2 2

Vector Products:
Dot or Scalar product:
The dot or scalar product of two vectors 𝑎 and 𝑏, denoted by 𝑎 ∙ 𝑏 (read 𝑎 dot 𝑏), is defined as
𝑎 ∙ 𝑏 = 𝑎 𝑏 cos 𝜃, where 𝜃 is the angle between the vectors 𝑎 and 𝑏 and 0 ≤ 𝜃 ≤ 𝜋 .
Note: (i) Dot product of two vectors are scalar not vector.
(ii) If 𝑎 = 𝑎1 𝑖 + 𝑎2 𝑗 + 𝑎3 𝑘 and 𝑏 = 𝑏1 𝑖 + 𝑏2 𝑗 + 𝑏3 𝑘 then 𝑎 ∙ 𝑏 = 𝑎1 𝑏1 + 𝑎2 𝑏2 + 𝑎3 𝑏3 .
(iii) If 𝑎 = 𝑎1 𝑖 + 𝑎2 𝑗 + 𝑎3 𝑘then 𝑎 ∙ 𝑎 = 𝑎 2
= 𝑎12 + 𝑎22 + 𝑎32 .
(iv) For any two non-null vectors 𝑎and 𝑏, if 𝑎 ∙ 𝑏 = 0, then the vectors are perpendicular to each
other.
𝑎 ∙𝑏
(v) Angle 𝜃 between and two vectors 𝑎 and 𝑏 is given by 𝜃 = cos −1 .
𝑎 𝑏

𝑎 ∙𝑏
(vi)Projection: Component orProjection of the vector 𝑎along 𝑏 = 𝑎 cos 𝜃 = .
𝑏

Properties:If 𝑎, 𝑏 and 𝑐 are three vectors and 𝑚 is a scalar, then the following laws hold:
(i)Commutative law of dot products: 𝑎 ∙ 𝑏 = 𝑏 ∙ 𝑎
(ii)Distributive law over addition:𝑎 ∙ 𝑏 + 𝑐 = 𝑎 ∙ 𝑏 + 𝑎 ∙ 𝑐.

(iii)𝑚 𝑎 ∙ 𝑏 = 𝑚𝑎 ∙ 𝑏 = 𝑎 ∙ 𝑚𝑏 = 𝑎 ∙ 𝑏 𝑚.
(iv)𝑖 ∙ 𝑖 = 𝑗 ∙ 𝑗 = 𝑘 ∙ 𝑘 = 1, 𝑖 ∙ 𝑗 = 𝑗 ∙ 𝑘 = 𝑘 ∙ 𝑖 = 0.

Cross product:
The cross product of the vectors 𝑎 and 𝑏 is a vector 𝑐 = 𝑎 × 𝑏 (read 𝑎 cross 𝑏), defined as 𝑎 × 𝑏 =
𝑎 𝑏 sin 𝜃 𝑛, where 𝜃 is the angle between the vectors 𝑎 and 𝑏 and 0 ≤ 𝜃 ≤ 𝜋 and 𝑛 is the unit

vector perpendicular to the plane of the vectors 𝑎 and 𝑏 indicating the direction of 𝑎 × 𝑏.
Note: (i) 𝑎, 𝑏 and 𝑛 form a right handed system.
(ii) If two non null vectors 𝑎 and 𝑏 are such that, 𝑎 = 𝑏 or 𝑎 and 𝑏 are parallel or collinear then sin 𝜃 = 0
and we define 𝑎 × 𝑏 = 𝑂.

(iii) If 𝑎 = 𝑎1 𝑖 + 𝑎2 𝑗 + 𝑎3 𝑘 and 𝑏 = 𝑏1 𝑖 + 𝑏2 𝑗 + 𝑏3 𝑘 then

𝑖 𝑗 𝑘 𝑎2 𝑎3 𝑎1 𝑎3 𝑎1 𝑎2
𝑎 × 𝑏 = 𝑎1 𝑎2 𝑎3 = 𝑏 𝑏3 𝑖 − 𝑏1 𝑏3 𝑗 + 𝑏1 𝑏2 𝑘.
2
𝑏1 𝑏2 𝑏3

Properties:If 𝑎, 𝑏 and 𝑐 are three vectors and 𝑚 is a scalar, then the following laws hold:

(i)Non commutative:𝑎 × 𝑏 = −(𝑏 × 𝑎).

(ii)Distributive law over addition: 𝑎 × 𝑏 + 𝑐 = 𝑎 × 𝑏 + 𝑎 × 𝑐 .

(iii) 𝑚 𝑎 × 𝑏 = 𝑚𝑎 × 𝑏 = 𝑎 × 𝑚𝑏 = 𝑎 × 𝑏 𝑚.
(iv)𝑖 × 𝑖 = 𝑗 × 𝑗 = 𝑘 × 𝑘 = 𝑂, 𝑖 × 𝑗 = 𝑘, 𝑗 × 𝑘 = 𝑖, 𝑘 × 𝑖 = 𝑗, 𝑗 × 𝑖 = −𝑘, 𝑘 × 𝑗 = −𝑖, 𝑖 × 𝑘 = −𝑗.

(v) The magnitude of 𝑎 × 𝑏 is same as the area of a parallelogram with sides 𝑎 and 𝑏 .
𝑎 ×𝑏
(vi)Unit vector perpendicular to the plane of 𝑎 and 𝑏 is given by 𝑎 ×𝑏
.

𝑎 ×𝑏
(vii) Angle between any two vectors 𝑎 and 𝑏 is given by sin−1 .
𝑎 𝑏

Triple scalar product

The triple scalar product (also known as box product) of three vectors 𝑎, 𝑏 and 𝑐 is to be denoted
by 𝑎, 𝑏, 𝑐 or 𝑎𝑏𝑐 is defined by 𝑎, 𝑏, 𝑐 = 𝑎 ∙ 𝑏 × 𝑐 = 𝑎 × 𝑏 ∙ 𝑐.

Note: (i) If 𝑎 = 𝑎1 𝑖 + 𝑎2 𝑗 + 𝑎3 𝑘 and 𝑏 = 𝑏1 𝑖 + 𝑏2 𝑗 + 𝑏3 𝑘 and 𝑐 = 𝑐1 𝑖 + 𝑐2 𝑗 + 𝑐3 𝑘 then


𝑎1 𝑎2 𝑎3
𝑎, 𝑏 , 𝑐 = 𝑏1 𝑏2 𝑏3 .
𝑐1 𝑐2 𝑐3
(ii) 𝑎, 𝑏, 𝑐 is a scalar quantity.

(iii)If three vectors 𝑎, 𝑏 and 𝑐 are coplanar then 𝑎, 𝑏, 𝑐 = 0.

(iv) 𝑎, 𝑏, 𝑐 = 𝑏, 𝑐 , 𝑎 = 𝑐 , 𝑎, 𝑏 = − 𝑎, 𝑐 , 𝑏 = − 𝑏, 𝑎, 𝑐 = − 𝑐 , 𝑏, 𝑎
(v) 𝑎, 𝑏, 𝑏 = 𝑎, 𝑎, 𝑐 = 𝑐 , 𝑏, 𝑐 = 0.

(vii) 𝜆𝑎, 𝑏, 𝑐 = 𝑎, 𝜆𝑏, 𝑐 = 𝑎, 𝑏, 𝜆𝑐 = 𝜆 𝑎, 𝑏, 𝑐 for any scalar 𝜆.

(viii) 𝑎 + 𝑏, 𝑐 , 𝑑 = 𝑎, 𝑐 , 𝑑 + 𝑏, 𝑐 , 𝑑 .
(ix) 𝑖, 𝑗, 𝑘 = 𝑗, 𝑘, 𝑖 = 𝑘, 𝑖, 𝑗 = 1and 𝑖, 𝑘, 𝑗 = 𝑗, 𝑖, 𝑘 = 𝑘, 𝑗, 𝑖 = 0.

Vector triple product: For any three vectors 𝑎, 𝑏 and 𝑐 , vector triple product denoted by
𝑎 × 𝑏 × 𝑐 or 𝑎 × 𝑏 × 𝑐 defined by 𝑎 × 𝑏 × 𝑐 = 𝑎 ∙ 𝑐 𝑏 − 𝑎 ∙ 𝑏 𝑐

Or, 𝑎 × 𝑏 × 𝑐 = 𝑎 ∙ 𝑐 𝑏 − 𝑏 ∙ 𝑐 𝑎.

Note: (i) 𝑎 × 𝑏 × 𝑐 ≠ 𝑎 × 𝑏 × 𝑐.

(ii) 𝑎 × 𝑏 × 𝑐 = −𝑐 × 𝑎 × 𝑏 .

Limit, Continuity Differentiability of vector function:

Scalar field: Suppose that corresponding to each point 𝑥, 𝑦, 𝑧 of a region 𝐷in three
dimensional space, there corresponds a scalar 𝜑 𝑥, 𝑦, 𝑧 . Then 𝜑 is called a scalar function of
position, and we say that a scalar field 𝜑 has been defined on 𝐷.
Note: (i) Height, temperature etc. at any point on the Earth’s surface at a certain place at a
certain time define scalar field.
(ii)A scalar field 𝜑 which is independent of time is called a stationary or steady state scalar field.
Vector Field: Let to each point 𝑥, 𝑦, 𝑧 in a region 𝐷 in three dimensional space there
corresponds a vector 𝑣 𝑥, 𝑦, 𝑧 . Then 𝑣 is called a vector field of position, and we say that the
vector field 𝑣 has been defined over 𝐷.
Note: (i) Velocity, acceleration etc. of any moving object a certain time define vector field.
(ii)A vector field 𝑣 which is independent of time is called a stationary or steady state vector field.
Vector Function: Let 𝑃 be a variable point on a curve in space and the position vector of 𝑃
relative to a fixed origin be 𝑟. If there exists an independent scalar variable 𝑡 such that
corresponding to each value of 𝑡 in a definite domain, we get definite position of 𝑃, that is, a
unique vector 𝑟, then 𝑟 is called a single valued vector function of the scalar variable 𝑡 in the
domain. It is usually denoted by 𝑟 = 𝑓 𝑡 .
Note: (i) 𝑓 𝑐 denotes the particular vector for some fixed value 𝑐of 𝑡.
(ii) If 𝑖, 𝑗, 𝑘 denote a fixed triad of mutually orthogonal vectors, then the vector function 𝑓(𝑡) of
the scalar parameter 𝑡 can be decomposed to express as in the form 𝑟 = 𝑓 𝑡 = 𝑓1 𝑡 𝑖 +
𝑓2 𝑡 𝑗 + 𝑓3 𝑡 𝑘 in which 𝑓1 𝑡 , 𝑓2 𝑡 , 𝑓3 𝑡 are scalar functions of 𝑡.
(iii)The point 𝑃, whose Cartesian co-ordinates are 𝑓1 , 𝑓2 , 𝑓3 , describes a Cartesian curve as 𝑡
varies and hence 𝑓 𝑡 represents a curve.

Limit of a vector function: A vector function 𝑓 𝑡 of a scalar parameter 𝑡 is said to tend to a


limit 𝑙 as 𝑡 tend to 𝑡0 , if corresponding to any pre assigned positive quantity 𝜀, however small,
we can find out another positive quantity 𝛿, such that 𝑓 𝑡 − 𝑙 < 𝜀, when ever 0 < 𝑡 − 𝑡0 <

𝛿 . This is expressed as lim𝑡→𝑡0 𝑓 𝑡 = 𝑙.

Continuity of a vector function: A vector function 𝑓 𝑡 is said to be continuous at 𝑡 = 𝑡0 if


lim𝑡→𝑡0 𝑓 𝑡 = 𝑓 𝑡0 .

Note: If 𝑓 𝑡 is continuous at every value of 𝑡 in a domain, then it is said to be continuous in


that domain.
Derivative of a vector function: The derivative of a vector function 𝑓(𝑡) is denoted by 𝑓′(𝑡)
𝑑𝑓 𝑓 𝑡+∆𝑡 −𝑓 (𝑡)
and defined by 𝑓 ′ 𝑡 = = lim∆t→0 ⁡
, if the limiting value exists finitely.
𝑑𝑡 ∆𝑡

Note: (i) Derivative of a vector function is again a vector function.


(ii) If a vector function 𝑓 𝑡 can be expressed as 𝑓 𝑡 = 𝑓1 𝑡 𝑖 + 𝑓2 𝑡 𝑗 + 𝑓3 𝑡 𝑘, where
𝑓1 𝑡 , 𝑓2 𝑡 , 𝑓3 𝑡 are scalar functions of 𝑡.
𝑑𝑓 𝑑 𝑓1 𝑡 𝑑𝑓2 𝑡 𝑑𝑓3 𝑡
Then 𝑓 ′ 𝑡 = = 𝑖+ 𝑗+ 𝑘 = 𝑓1′ 𝑡 + 𝑓2′ 𝑡 + 𝑓3 ′ 𝑡 .
𝑑𝑡 𝑑𝑡 𝑑𝑡 𝑑𝑡

Space curves
Let is consider a variable point 𝑃(𝑥, 𝑦, 𝑧) of three dimensional co-ordinate system and 𝑂 be the
origin. Let the position vector of the line joining 𝑂 and 𝑃 be 𝑟 𝑡 = 𝑥 𝑡 𝑖 + 𝑦 𝑡 𝑗 + 𝑧 𝑡 𝑘,
where 𝑥 = 𝑥 𝑡 , 𝑦 = 𝑦 𝑡 , 𝑧 = 𝑧 𝑡 are functions of 𝑡 and 𝑡 changes the terminal point 𝑟
describes a space curve having parametric equation 𝑥 = 𝑥 𝑡 , 𝑦 = 𝑦 𝑡 , 𝑧 = 𝑧 𝑡 .

Note: (i)The derivative of a constant vector is zero vector.


𝑑𝑟
(ii) If 𝑡 denotes the time, represents the velocity 𝑣 with which the terminal point 𝑟 describes
𝑑𝑡
𝑑𝑣 𝑑2𝑟
the curve. Similarly, = represents its acceleration along the curve.
𝑑𝑡 𝑑𝑡 2

(iii) If 𝑎, 𝑏, 𝑐 be three differentiable vector function of a scalar 𝑡 and 𝜑 be a differentiable scalar


function of 𝑡, then
𝑑 𝑑𝑎 𝑑𝑏
(a) 𝑑𝑡 𝑎 + 𝑏 = + 𝑑𝑡
𝑑𝑡

𝑑 𝑑𝑏 𝑑𝑎
(b)𝑑𝑡 𝑎 ∙ 𝑏 = 𝑎 ∙ 𝑑𝑡 + ∙𝑏
𝑑𝑡

𝑑 𝑑𝑏 𝑑𝑎
(c)𝑑𝑡 𝑎 × 𝑏 = 𝑎 × 𝑑𝑡 + ×𝑏
𝑑𝑡
𝑑 𝑑𝑎 𝑑𝜑
(d)𝑑𝑡 𝜑𝑎 = 𝜑 𝑑𝑡 + 𝑎
𝑑𝑡

Results:
(i)The necessary and sufficient condition for a vector function 𝑓 𝑡 to be constant is that
𝑑
𝑓 𝑡 = 𝑂.
𝑑𝑡

(ii)The necessary and sufficient condition for a vector function 𝑓 𝑡 to have constant magnitude
𝑑
is that 𝑓 𝑡 . 𝑑𝑡 𝑓 𝑡 = 0.

(iii) The necessary and sufficient condition for a vector function 𝑓 𝑡 to have constant direction
𝑑
is that 𝑓 𝑡 × 𝑓 𝑡 = 𝑂.
𝑑𝑡

Gradient Divergence and Curl


The vector differential operator ∇ (called vector del or nabla)is defined as follows:
𝜕 𝜕 𝜕 𝜕 𝜕 𝜕
∇= 𝜕𝑥 𝑖 + 𝜕𝑦 𝑗 + 𝜕𝑧 𝑘 = 𝑖 𝜕𝑥 + 𝑗 𝜕𝑦 + 𝑘 𝜕𝑧 .

Gradient:
Let 𝜑 𝑥, 𝑦, 𝑧 be a scalar function defined ad differentiable at each point 𝑥, 𝑦, 𝑧 in a certain
region of three dimensional space. Then the gradient of 𝜑, written as ∇𝜑 or 𝑔𝑟𝑎𝑑 𝜑 is defined
𝜕 𝜕 𝜕 𝜕 𝜕 𝜕 𝜕𝜑 𝜕𝜑 𝜕𝜑
as ∇𝜑 = 𝑖+ 𝑗+ 𝑘 𝜑= 𝑖 +𝑗 +𝑘 𝜑= 𝑖+ 𝑗+ 𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧

Note: (i) ∇𝜑 defines a vector field.


(ii)∇𝜑 gives a vector normal (out ward)to the surface of 𝜑 𝑥, 𝑦, 𝑧 = 0.
Directional Derivative:
Consider a scalar function 𝜑 = 𝜑 𝑥, 𝑦, 𝑧 . Then the directional derivative of 𝜑 in the direction of
𝑎
a vector 𝑎 is denoted by 𝐷𝑎 𝜑 . If 𝑎 = , the unit vector in the direction of 𝑎, then 𝐷𝑎 𝜑 =
𝑎

∇𝜑 ∙ 𝑎 .
Note: The directional derivative has its maximum magnitude in the direction of ∇𝜑.
Divergence:
Suppose 𝑣 𝑥, 𝑦, 𝑧 = 𝑣1 𝑖 + 𝑣2 𝑗 + 𝑣3 𝑘 is defined and differentiable at each point 𝑥, 𝑦, 𝑧 in a
region of three dimensional space. Then the divergence of 𝑣 written as ∇ ∙ 𝑣 or 𝑑𝑖𝑣 𝑣 , is defined
𝜕 𝜕 𝜕 𝜕 𝑣1 𝜕 𝑣2 𝜕 𝑣3
as follows: ∇ ∙ 𝑣 = 𝑖 + 𝜕𝑦 𝑗 + 𝜕𝑧 𝑘 ∙ 𝑣1 𝑖 + 𝑣2 𝑗 + 𝑣3 𝑘 = + +
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑧

Note: (i)Though𝑣 is a vector field, ∇ ∙ 𝑣 is a scalar.


(ii) the vector field 𝑣 is source vector, sink vector or solenoidal according as ∇ ∙ 𝑣 > 0, ∇ ∙ 𝑣 <
0 or ∇ ∙ 𝑣 = 0.
𝜕 𝜕 𝜕 𝜕 𝜕 𝜕 𝜕2 𝜕2 𝜕2
(iii)∇ ∙ ∇≡ 𝑖+ 𝑗+ 𝑘 ∙ 𝑖+ 𝑗+ 𝑘 = + + ≡ ∇2 is the Laplacian
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥2 𝜕𝑦 2 𝜕𝑧 2

operator.
(iv) ∇2 𝜑 = 0is called Laplace equation.
Curl:
Suppose 𝑣 𝑥, 𝑦, 𝑧 = 𝑣1 𝑖 + 𝑣2 𝑗 + 𝑣3 𝑘 be a differentiable vector field. Then the rotation or curl
of 𝑣 is written as ∇ × 𝑣, 𝑐𝑢𝑟𝑙 𝑣 or 𝑟𝑜𝑡 𝑣 , defined as follows:
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕 𝜕 𝜕 𝜕
∇×𝑣 = 𝑖 + 𝜕𝑦 𝑗 + 𝜕𝑧 𝑘 × 𝑣1 𝑖 + 𝑣2 𝑗 + 𝑣3 𝑘 = .
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑣1 𝑣2 𝑣3
Note: (i)Curl of a vector field gives the rotational properties of a vector field.
(ii) If ∇ × 𝑣 = 𝑂, then the vector field 𝑣 is called irrotational vector field or conservative vector
field or equipotential vector field.
(iii) If ∇ × 𝑣 = 𝑂 , that is if 𝑣 irrotational, then 𝑣 can be expressed as 𝑣 = ∇𝜑, where 𝜑 𝑥, 𝑦, 𝑧 is
a scalar function, called scalar potential function.
(iv) If∇ × 𝑣 ≠ 𝑂 then 𝑣 is not irrotational and is sometimes called vortex field.
(v) ∇ × ∇𝜑 = 𝑂 , where 𝜑 𝑥, 𝑦, 𝑧 is a scalar function.
(vii) ∇ ∙ ∇ × 𝑣 = 0, where 𝑣 is a vector field.

Results Involving ∇.
If 𝑎 and 𝑏 be two differentiable vector functions and 𝜑 and 𝜓 are differentiable scalar function of
position 𝑥, 𝑦, 𝑧 , then the following laws hold:
(i) ∇ 𝜑 + 𝜓 = ∇𝜑 + ∇𝜓
(ii)∇ ∙ 𝑎 + 𝑏 = ∇ ∙ 𝑎 + ∇ ∙ 𝑏

(iii) ∇ × 𝑎 + 𝑏 = ∇ × 𝑎 + ∇ × 𝑏

(iv)∇ ∙ 𝜑𝑎 = ∇𝜑 ∙ 𝑎 + 𝜑 ∇ ∙ 𝑎

(v)∇ × 𝜑𝑎 = ∇𝜑 × 𝑎 + 𝜑 ∇ × 𝑎

(vi)∇ ∙ 𝑎 × 𝑏 = 𝑏 ∙ ∇ × 𝑎 − 𝑎 ∙ ∇ × 𝑏

(vii) ∇ × 𝑎 × 𝑏 = 𝑏 ∙ ∇ 𝑎 − 𝑏 ∇ ∙ 𝑎 − 𝑎 ∙ ∇ 𝑏 + 𝑎 ∇ ∙ 𝑏

(viii)∇ 𝑎 ∙ 𝑏 = 𝑏 ∙ ∇ 𝑎 + 𝑎 ∙ ∇ 𝑏 + 𝑏 × ∇ × 𝑎 + 𝑎 × ∇ × 𝑏

(ix)∇ × ∇ × 𝑎 = ∇ ∇ ∙ 𝑎 − ∇2 𝑎.

Vector Integration:
Ordinary integrals of vector valued functions:
Let 𝑓 𝑡 = 𝑓1 𝑡 𝑖 + 𝑓2 𝑡 𝑗 + 𝑓3 𝑡 𝑘 be a vector on a scalar variable 𝑡, where 𝑓1 𝑡 , 𝑓2 𝑡 , 𝑓3 𝑡
are continuous functions in some specific interval. Then
𝑓 𝑡 𝑑𝑡 = 𝑖 𝑓1 𝑡 𝑑𝑡 + 𝑗 𝑓2 𝑡 𝑑𝑡 + 𝑘 𝑓3 𝑡 𝑑𝑡is called an indefinite integral of 𝑓 𝑡 . If
there exists a vector 𝑠 𝑡 , such that
𝑑
𝑓 𝑡 = 𝑑𝑡 𝑠 𝑡 ,
𝑑
then 𝑓 𝑡 𝑑𝑡 = 𝑠 𝑡 𝑑𝑡 = 𝑠 𝑡 + 𝑐 ,
𝑑𝑡

where𝑐 is an arbitrary constant vector independent of 𝑡.


The definite integral between the limits 𝑡 = 𝑡0 and 𝑡 = 𝑡1 can in such case be written
𝑡1 𝑡1 𝑑
𝑡0
𝑓 𝑡 𝑑𝑡 = 𝑡 0 𝑑𝑡
𝑠 𝑡 𝑑𝑡 = 𝑠 𝑡1 − 𝑠 𝑡0 .
Line Integrals:
Let 𝑟 𝑡 = 𝑥 𝑡 𝑖 + 𝑦 𝑡 𝑗 + 𝑧 𝑡 𝑘 is the position vector of points 𝑃 𝑥, 𝑦, 𝑧 and suppose 𝑟 𝑡
defines a curve 𝐶 joining points 𝑃1 and 𝑃2 where 𝑡 = 𝑡1 and 𝑡 = 𝑡2 , respectively.
Let us assume that 𝐶 composed of a finite number of curves for each of which 𝑟 𝑡 has a
continuous derivative. Let 𝑎 = 𝑎1 𝑖 + 𝑎2 𝑗 + 𝑎3 𝑘be a vector function of position defined and
continuous along 𝐶. Then the integral of the tangential component of 𝑎 along 𝐶 form 𝑃1 to 𝑃2
𝑃2
written as 𝑃1
𝑎 ∙ 𝑑𝑟 = 𝐶
𝑎 ∙ 𝑑𝑟 = 𝐶
𝑎1 𝑑𝑥 + 𝑎2 𝑑𝑦 + 𝑎3 𝑑𝑧

is a line integral.
Note: If 𝐶 be a closed curve, the integral around 𝐶 is often denoted by

𝐶
𝑎 ∙ 𝑑𝑟 = 𝐶
𝑎1 𝑑𝑥 + 𝑎2 𝑑𝑦 + 𝑎3 𝑑𝑧 .
Surface Integral:
Let 𝑆 be a two sided surface. Let one side of 𝑆 be considered arbitrarily as the positive side (If S
is closed surface, such as sphere, then the outer side considered as positive side). A unit normal 𝑛
to any point of the positive side of 𝑆 is called a positive or outward drawn unit normal.
Associate with differential surface area 𝑑𝑆 whose magnitude is 𝑑𝑆 and whose direction is that of

𝑛. Then 𝑑𝑆 = 𝑛𝑑𝑆. The integral 𝑆


𝑎 ∙ 𝑑𝑆 = 𝑆
𝑎 ∙ 𝑛𝑑𝑆 is an example of a surface integral
called flux of 𝑎over 𝑆.
Volume Integrals:
Consider a closed surface in space enclosing a volume 𝑉, Then the following denote volume

integrals or space integrals: 𝑉


𝑎𝑑𝑉 or 𝑉
𝜑 𝑑𝑉.

Divergence Theorem, Stoke’s theorem, Green’s theorem:


Divergence theorem of Gauss: Let 𝑉 is the volume bounded by a closed surface 𝑆 and 𝑎 is a
vector function of position with continuous derivatives. Then

∇ ∙ 𝑎 𝑑𝑉 = 𝑎 ∙ 𝑛 𝑑𝑆 = 𝑎 ∙ 𝑑𝑆
𝑆
𝑉 𝑆

Where 𝑛 is the positive (outward drawn) normal to 𝑆.


Stoke’s theorem: Let 𝑆 be an open, two sided surface bounded by a closed nonintersecting
curve 𝐶(simple closed curve), and let 𝑎 is a vector function of position with continuous
derivatives. Then

𝑎 ∙ 𝑑𝑟 = ∇ × 𝑎 ∙ 𝑛𝑑𝑆 = ∇ × 𝑎 ∙ 𝑑𝑆
𝑆
𝐶 𝑆

where𝐶 is traversed in the positive direction.


Note: The direction of 𝐶is called positive if an observer, walking on the boundary of 𝑆 in that
direction, with his head pointing in the direction of the positive normal to 𝑆, has the surface on
his left.

Green’s theorem in the plane:


Let 𝑅be a closed regioninthe 𝑥𝑦 −plane bounded by a simple closed curve 𝐶, and suppose 𝑀 and
𝑁 are continuous functions of 𝑥 and 𝑦 having continuous derivatives in 𝑅. Then
𝜕𝑁 𝜕𝑀
𝐶
𝑀 𝑑𝑥 + 𝑁𝑑𝑦 = 𝑅
− 𝑑𝑥 𝑑𝑦.
𝜕𝑥 𝜕𝑦

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