MA8251 Notes 1
MA8251 Notes 1
MA8251 Notes 1
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By EasyEngineering.net rin
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1 Matrices
1.1 Introduction
w.E
mathematician, Arthur Cayley in the second half of the nineteenth century. For
more than 65 years after its introduction, the application of it was never felt by
asy
any of the mathematicians. It’s validity was first felt by mathematicians when
Heisenberg used the theory of matrices in quantum mechanics. Its applications
En
are plenty in the fields of almost all branches of science and engineering. One can
gin
notice the use of matrices in Astronomy, Mechanics, Nuclear physics, Electrical
circuits, Differential equations, Computer graphics, Graph theory, Optimization
techniques and so on.
ee rin
Many research articles are noticed on the applications of the inverse of
the matrices and eigen value properties on the study of equilibrium analysis of
g.n
industrial organizations. A recent research paper in the year 2010 in one of the
et
most popular research journals reveals a special class of Mk matrices which arise
from strategic behaviour in industrial organizations and by suggesting a new
inverse, lead directly to closed form expressions of strategic equilibria for
arbitrary coalition structures in linear oligopolies, which include four classes of
oligopoly equilibria, Bertrand equilibria for an arbitrary coalition structure,
Cournot equilibria for an arbitrary coalition structure, Bertrand and Cournot
equilibria with multi product firms which are previously unknown and now it will
be useful to scholars in industrial organization.
2 Engineering Mathematics - II
w.E
theory.
asy
1.2 Eigen values and Eigen vectors of a Real Matrix
Definition En
gin
Let A be a square matrix of order n. A number λ is called an eigen value
ee
of A if there exists a nonzero column matrix X such that AX = λX. Then X is
called an eigen vector of A corresponding to λ.
Note
rin
g.n
If λ is an eigen value and X is an eigen vector corresponding to λ, then
AX = λX ⇒ AX − λX = 0 ⇒ (A − λI)X = 0.
et
This is a homogeneous system of equations. It will have a nontrivial
solution if |A − λI| = 0. This equation is called the characteristic equation.
|A − λI| is called the characteristic polynomial of A. It is an nth degree polynomial
in λ. The roots of the characteristic equation are called the eigen values of A.
(Eigen in German means characteristic)
The following are simple ways to find the characteristic equation of a given
square matrix.
Matrices 3
Results
w.E 3. Sum of the eigen values of a matrix A is equal to the trace of the matrix.
asy
4. Product of the eigen values = |A|.
✎ ☞
En ✍
Worked Examples
✌
gin
1 −2
Example 1.1. Find the eigen values and eigen vectors of the matrix .
−5 4
Solution. Let A =
−5 4
Step 1. To find the eigen values
1 −2
.
ee rin
Since A is a 2 × 2 matrix, the characteristic equation takes the form
g.n
where s1 = sum
λ2 − s1 λ + s2 = 0
et
of the diagonal elements of A = 1 + 4 = 5.
1 −2
s2 = |A| = = 4 − 10 = −6.
−5 4
∴ (1) becomes
λ2 − 5λ − 6 = 0 ⇒ (λ − 6)(λ + 1) = 0 ⇒ λ = −1, λ = 6.
∴ The eigen values are −1 and 6.
4 Engineering Mathematics - II
∴ (A − λI)X =0.
1 − λ −2 x1
=0.
(1)
−5 4 − λ x2
w.E
2 −2 x1
= 0
(2)
−5 5 x2
−5x1 + 5x2 = 0 ⇒ x1 − x2 = 0.
En
Both the equations are same. They are reduced to one single equation namely
x1 = x2 =⇒
x1
1
=
x2
1
gin
=⇒ x1 = 1, x2 = 1.
1
ee
∴ The eigen vector X1 corresponding to λ = −1 is .
−5 −2 x1
When λ = 6, (1) becomes = 0.
1
rin
g.n
−5 −2 x2
−5x1 − 2x2 = 0 ⇒ 5x1 + 2x2 = 0
We have the same situation as above. Both the equations are reduced to 5x1 = −2x2
et
x1 x2
=⇒ =
2 −5
=⇒ x1 = 2, x2 = −5.
2
Hence, the eigen vector X2 corresponding to the eigen value λ = 6 is .
−5
Matrices 5
4 1
Example 1.2. Find the eigen values and eigen vectors of the matrix .
3 2
[Jan 1997]
4 1
Solution. Let A = .
3 2
Step 1. To find the eigen values
Since A is a 2 × 2 matrix, the characteristic equation takes the form
λ2 − s1 λ + s2 = 0
w.E s2 = |A| = = 8 − 3 = 5.
3 2
The characteristic equation is λ2 − 6λ + 5 = 0 ⇒ (λ − 1)(λ − 5) = 0 ⇒ λ = 1, λ = 5.
x1 asy
Step 2. To find the eigen vectors
En
Let X = be the eigen vector of A corresponding to λ.
x2
gin ∴ (A − λI)X =0
ee
4 − λ 1 x1
=⇒ =0 (1)
rin
3 2 − λ x2
3 1 x1
When λ = 1, the equation (1) becomes = 0 g.n
et
3 1 x2
x2 x1
i.e., 3x1 + x2 = 0 ⇒ x2 = −3x1 ⇒ =
−3 1
=⇒ x1 = 1, x2 = −3.
1
∴ The eigen vector corresponding to λ = 1 is X1 = .
−3
−1 1 x1
When λ = 5,(1) becomes = 0
3 −3 x2
6 Engineering Mathematics - II
i.e., −x1 + x2 = 0
⇒ x1 = x2 = 1
1
Hence, the eigen vector X2 corresponding to the eigen value λ = 5 is X2 = .
1
Note. In the above example in case (i), if we take x1 = k, we get x2 = −3k.
ww
k 1
The corresponding eigen vector is = k .
−3k −3
i.e., we get infinite number of eigen vectors corresponding to an eigen value.
w.E i.e., the eigen vector corresponding to an eigen value is not unique.
asy
Type-I: Evaluation of eigen vectors when all the eigen values are different.
En
3 −4 4
gin
Example 1.3. Find the eigen values and eigen vectors of the matrix 1 −2 4.
1 −1 3
3 −4 4
Solution. Let A = 1 −2 4.
ee rin
1 −1 3
g.n
Step 1. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation takes the form
λ3 − s1 λ2 + s2 λ − s3 = 0
et
s1 = tr(A) = 3 − 2 + 3 = 4.
s2 = sum of the minors of the main diagonal elements of A.
−2 4 3 4 3 −4
= + +
−1 3 1 3 1 −2
s2 = −6 + 4 + 9 − 4 − 6 + 4 = −2 + 5 − 2 = 1.
Matrices 7
3 −4 4
s3 = |A| = 1 −2 4 = 3(−2) + 4(−1) + 4 = −6 − 4 + 4 = −6.
1 −1 3
The characteristic equation is λ3 − s1 λ2 + s2 λ − s3 = 0.
i.e., λ3 − 4λ2 + λ + 6 = 0.
λ = −1 is a root.
By synthetic division,
−1 1 −4 1 6
ww 0
1
−1
−5
5
6
−6
0
w.E λ2 − 5λ + 6 = 0 ⇒ (λ − 2)(λ − 3) = 0 ⇒ λ = 2, λ = 3.
asy
Step 2. To find the eigen vectors
En
x1
Let X = x2 be an eigen vector corresponding to λ.
x3
gin
3 − λ
∴
ee −4
(A − λI)X = 0
4
x1
rin
g.n
−2 − λ 4 x2 = 0. (1)
1
1 −1 3 − λ x3
x1 − x2 + 4x3 = 0
8 Engineering Mathematics - II
x1 − x2 + 4x3 = 0.
Taking the first two equations and on solving by the method of cross
multiplication, we obtain
x1 x2 x3
−4 4 4 −4
−1 4 1 −1
ww x1
=
−12 −12
x1
x2
x2
=
x3
x3
0
w.E 1
=
1
=
0
⇒ x1 = 1, x2 = 1, x3 = 0.
asy
1
⇒ X1 = 1 .
En
0
ee
1 −4 4 x2 = 0
rin
1 −1 1 x3
The equations are
x1 − 4x2 + 4x3 = 0
g.n
x1 − 4x2 + 4x3 = 0
x1 − x2 + x3 = 0.
et
Taking the last two equations and on solving by the method of cross multiplication,
we obtain
x1 x2 x3
−4 4 1 −4
−1 1 1 −1
Matrices 9
x1 x2 x3
= =
0 3 3
x1 x2 x3
= =
0 1 1
⇒ x1 = 0, x2 = 1, x3 = 1.
0
X2 = 1 .
1
w.E
1 −5 4 x2 = 0
1 −1 0 x3
En
x1 − 5x2 + 4x3 = 0 ⇒ x1 − x2 = 0
x1 = x2 ⇒ x1 = x2 = x3 = 1.
gin
1
ee ∴ X3 = 1
1
rin
1 0 1
∴ The eigen vectors are 1 , 1 and 1.
g.n
0 1 1
et
1 2 1
Example 1.4. Find the eigen values and eigen vectors of the matrix 6 −1 0 .
−1 −2 −1
[Jan 2013]
1 2 1
Solution. Let A = 6 −1 0 .
−1 −2 −1
10 Engineering Mathematics - II
λ3 − s1 λ2 + s2 λ − s3 = 0
ww
−2 −1 −1 −1 6 −1
w.E = 1 + 0 − 13
asy
= −12.
1 2 1
s3 = |A| = 6 −1 0
−1 −2 −1
En
gin
= 1(1 − 0) − 2(−6 − 0) + 1(−12 − 1)
= 1 + 12 − 13
= 0.
The characteristic equation is
ee rin
3 2
λ + λ − 12λ = 0
g.n
λ(λ2 + λ − 12) = 0
λ(λ + 4)(λ − 3) = 0
λ = 0, −4, 3.
et
The eigen values are 0, −4, 3.
Step 2. To find the eigen vectors
x1
Let X = x2 be the eigen vector corresponding to the eigen value λ.
x3
Matrices 11
∴ (A − λI)X = 0
1 − λ 2 1 x1
i.e., 6 −1 − λ 0 x2 = 0. (1)
−1 −2 −1 − λ x3
ww
−1 −2 −1 x3
asy
6x1 − x2 = 0 (3)
ee x1 =
⇒ x1 = 1, x2 = 6.
6
rin
Substituting in (2) we obtain, 1 + 12 + x3 = 0
g.n
1
∴ The eigen vector is X1 = 6 .
⇒ x3 = −13.
et
−13
When λ = −4, (1) becomes
5 2 1 x1
x2 = 0
6 3 0
−1 −2 3 x3
12 Engineering Mathematics - II
ww x1
1
=
x2
−2
∴ x1 = 1, x2 = −2.
w.E
Substituting in (5) we obtain
asy 5 − 4 + x3 = 0
⇒ x3 = −1.
1
En
gin
∴ The eigen vector is X2 = −2.
−1
When λ = 3, (1) becomes
−2 2
ee 1
x1
6 −4 0 x2 = 0.
rin
−1 −2 −4 x3
g.n
i.e., − 2x1 + 2x2 + x3 = 0
6x1 − 4x2 = 0
et (8)
(9)
⇒ 3x1 = 2x2
Matrices 13
x1 x2
⇒ =
2 3
∴ x1 = 2, x2 = 3.
2 + x3 = 0
⇒ x3 = −2.
ww
2
w.E
∴ The eigen vector is X3 = 3 .
−2
asy
1 1 2
∴ The eigen vectors are 6 , −2 and 3 .
En
−13 −1 −2
gin
Type-II: Evaluation of Eigen vectors when two of the eigen values are equal.
ee
−2 2 −3
Example 1.5. Find the eigen values and eigen vectors of 2 1 −6.[Jan 2009]
rin
−1 −2 0
−2 2 −3
g.n
Solution. Let A = 2 1 −6.
et
−1 −2 0
Step 1. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation takes the form
λ3 − s1 λ2 + s2 λ − s3 = 0
14 Engineering Mathematics - II
1 −6 −2 −3 −2 2
= + +
−2 0 −1 0 2 1
s2 = 0 − 12 + 0 − 3 − 2 − 4 = −21.
−2 2 −3
s3 = |A| = 2 1 −6
−1 −2 0
w.E −3 1
0
1
−3
−21
6
−45
45
asy 1 −2 −15 0
En =⇒ (λ + 3)(λ2 − 2λ − 15) = 0
gin
(λ + 3)(λ − 5)(λ + 3) = 0 ⇒ λ = −3, λ = −3, λ = 5.
−2 − λ
∴
2
(A − λI)X = 0.
−3
x1
et
1 − λ −6 x2 = 0. (1)
2
−1 −2 0 − λ x3
1 2 −3 x1
When λ = −3, (1) becomes 2 4 −6 x2 = 0.
−1 −2 3 x3
Matrices 15
Since two of the eigen values are equal, from (2) we have to get two eigen vectors
by assigning arbitrary values for two variables. First, choosing x3 = 0, we obtain
x1 x2
x1 + 2x2 = 0 which implies x1 = −2x2 ⇒ = ⇒ x1 = 2, x2 = −1
2 −1
2
ww
∴ X1 = −1 .
0
w.E
Also in (2) assign x2 = 0, we obtain x1 − 3x3 = 0,
x1 x3
asy
which implies x1 = 3x3 ⇒ = ⇒ x1 = 3, x3 = 1.
3 1
En
3
X2 = 0 .
gin
1
ee
−7 2 −3 x1
When λ = 5, (1)=⇒ 2 −4 −6 x2 = 0.
rin
−1 −2 −5 x3
The equations are
−7x1 + 2x2 − 3x3 = 0
g.n
et
(A)
2x1 − 4x2 − 6x3 = 0
−x1 − 2x2 − 5x3 = 0.
Taking the first two equations and on solving by the method of cross
multiplication, we obtain
x1 x2 x3
2 −3 −7 2
−4 −6 2 −4
16 Engineering Mathematics - II
x1 x2 x3
= =
−12 − 12 −6 − 42 28 − 4
x1 x2 x3
= =
−24 −48 24
x1 x2 x3
= = .
1 2 −1
=⇒ x1 = 1, x2 = 2, x3 = −1.
w.E
1
∴ X3 = 2 .
asy
−1
En
2 3 1
gin
∴ The eigen vectors are −1 , 0 and 2 .
0 1 −1
ee
2 2 1
Example 1.6. Find the eigen values and eigen vectors of 1 3 1.
rin
g.n
1 2 2
[Jun 2010, Jan 2007]
et
2 2 1
Solution. Let A = 1 3 1.
1 2 2
Step 1. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation takes the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
Now, s1 = sum of the main diagonal elements of A
= 2 + 3 + 2 = 7.
Matrices 17
= (6 − 2) + (4 − 1) + (6 − 2)
=4+3+4
= 11.
2 2 1
ww
s3 = |A| = 1 3 1
1 2 2
=8−2−1
= 5. asy
En
The characterstic equation is λ3 − 7λ2 + 11λ − 5 = 0.
λ = 1 is a root.
By synthetic division we have
gin
1 1
0
ee −7
1
11
−6
−5
5
rin
1 −6 5
λ3 − 6λ + 5 = 0
0
g.n
(λ − 1)(λ − 5) = 0
λ = 1, 5.
et
The given eigen values are 1, 1, 5.
Step 2. To find the eigen vectors
x1
Let X = x2 be the eigen vector corresponding to an eigen value λ.
x3
18 Engineering Mathematics - II
∴ (A − λI)X = 0
2 − λ 2 1 x1
3−λ 1 x2 = 0. (1)
1
1 2 2 − λ x3
w.E
All the three equations are reduced to one single equation
x1 + 2x2 + x3 = 0 (2)
asy
Since two of the eigen values are equal, from(2), we have to get two eigen vectors
by assigning arbitrary values for two variables.
First, choosing x3 = 0, we obtain
En x1 + 2x2 = 0
gin x1 = −2x2
ee x1
−2
=
x2
1
⇒ x1 = −2, x2 = 1
rin
−2
g.n
et
∴ One eigen vector is X1 = 1 .
0
Assign x2 = 0, (2) becomes
x1 + x3 = 0
x1 = −x3
x1 x3
=
1 −1
⇒ x1 = 1, x3 = −1.
Matrices 19
1
∴ The second eigen vector is X2 = 0 .
−1
When λ = 5, (1) becomes
−3 2 1 x1
1 −2 1 x2 = 0.
1 2 −3 x3
The equations become
ww
−3x1 + 2x2 + x3 = 0
(A)
x1 − 2x2 + x3 =0
w.E
x1 + 2x2 − 3x3 = 0.
asy
Taking the first two equations and applying the rule of cross multiplication we
obtain
En x1 x2 x3
−2
2
gin 1
1
−3
1
2
−2
ee x1
=
x2
2+2 1+3 6−2
=
x3
rin
x1
4
=
x2
4
=
x3
4 g.n
1
⇒ x1 = 1, x2 = 1, x3 = 1.
et
The eigen vector is X3 = 1.
1
−2 1 1
∴ The eigen vectors are 1 , 0 , 1.
0 −1 1
20 Engineering Mathematics - II
3 10 5
Example 1.7. Find the eigen values and eigen vectors of A = −2 −3 −4.
3 5 7
[May 2000]
3 10 5
Solution. Given A = −2 −3 −4.
3 5 7
Step 1. To find the eigen values
asy
= 3 − 3 + 7 = 7.
gin
5 7 3 7 −2 −3
= −1 + 6 + 11
= 16.
ee rin
S 3 = |A|
g.n
et
3 10 5
= −2 −3 −4
3 5 7
= −3 + 20 + (−5)
= 20 − 8
= 12.
Matrices 21
2 1 −7 16 −12
0 2 −10 12
1 −5 6 0
λ2 − 5λ + 6 = 0
ww (λ − 2)(λ − 3) = 0
w.E
The eigen values are 2, 2, 3.
λ = 2, 3.
x1 asy
Step 2. To find the eigen vectors
En
Let X = x2 be the eigen vector corresponding to an eigen value λ.
x3
gin
∴ (A − λI)X = 0.
3 − λ
ee 10 5
x1
−2 −3 − λ −4 x2 = 0.
rin (1)
g.n
3 5 7 − λ x3
When λ = 2, (1) becomes
et
1 10 5 x1
−2 −5 −4 x2 = 0.
3 5 5 x3
The equations becomes
x1 + 10x2 + 5x3 = 0
22 Engineering Mathematics - II
Since all the three equations are different, we will get only one eigen
vector. Since we need two eigen vectors corresponding to the twice repeated eigen
value 2, the two eigen vectors are the same.
Taking the first two equations and using the rule of cross multiplication
we obtain
x1 x2 x3
10 5 1 10
5 4 2 5
ww x1
x1
=
x2
x2
=
40 − 25 10 − 4 5 − 20
x3
x3
w.E 15
x1
=
=
6
x2
=
=
−15
x3
asy 5
∴ x1 = 5, x2 = 2, x3 = −5
2 −5
En
5 5
The two eigen vectors are X1 = 2 , X2 = 2 .
gin
−5 −5
When λ = 3, (1) becomes
ee
0 10 5 x1
−2 −6 −4 x2 = 0.
rin
g.n
3 5 4 x3
The equations are
10x2 + 5x3 = 0
2x2 = −x3
Matrices 23
x2 x3
=
1 −2
∴ x2 = 1, x3 = −2.
2x1 + 6 − 8 = 0
2x1 − 2 = 0
ww 2x1 = 2
w.E
x1 = 1.
1
asy
∴ The eigen vector is X3 = 1 .
−2
En
5 5 1
The eigen vectors are 2 , 2 , 1 .
gin
−5 −5 −2
ee
Type-III: Evaluation of eigen vectors when all the eigen values are equal.
6 −6 5
rin
Example 1.8. Find the eigen values and eigen vectors of A = 14 −13 10.
g.n
7 −6 4
et
[Dec 1998]
6 −6 5
Solution. Given A = 14 −13 10.
7 −6 4
Step 1. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation takes the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
24 Engineering Mathematics - II
ww
= 8 − 11 + 6
= 3.
w.E
6 −6 5
s3 = |A| = 14 −13 10
asy
7 −6 4
En
= 6(8) + 6(−14) + 5(7) = 48 − 84 + 35
= 83 − 84
gin
ee
= −1.
The characteristic equation is
λ3 + 3λ2 + 3λ + 1 = 0.
rin
(λ + 1)3 = 0
g.n
The eigen values are −1, −1, −1.
∴ λ = −1, −1, −1.
et
Step 2. To find the eigen vectors
x1
Let X = x2 be the eigen vector corresponding to an eigen value λ.
x3
∴ (A − λI)X = 0
Matrices 25
6 − λ −6 5 x1
14 −13 − λ 10 x2 = 0 (1)
7 −6 4 − λ x3
when λ = −1, (1) becomes
7 −6 5 x1
14 −12 10 x = 0.
2
7 −6 5 x3
The above three equations are reduced to one single equation
w.E
With this single equation, we must get three different eigen vectors, which can be
achieved by assigning arbitrary values to x1 , x2 & x3 .
asy x2 x3
0
En
x1 = 0 ⇒ −6x2 + 5x3 = 0 ⇒ = ∴ X1 = 5 .
5 6
6
gin
5
ee x1 x3
x2 = 0 ⇒ 7x1 + 5x3 = 0 ⇒ = ∴ X2 = 0 .
−5 7
rin
−7
g.n
6
x1 x2
x3 = 0 ⇒ 7x1 − 6x2 = 0 ⇒ = ∴ X3 = 7 .
6 7
et
0
−5 −5 −9
Example 1.9. Find the eigen values and eigen vectors of A = 8 9 18 .
−2 −3 −7
−5 −5 −9
Solution. Given A = 8 9 18 .
−2 −3 −7
26 Engineering Mathematics - II
= −5 + 9 − 7
= 9 − 12 = −3.
s2 = sum of the minors of the main diagonal elements.
ww
9 18 −5 −9 −5 −5
= + +
−3 −7 −2 −7 8 9
= −9 + 17 − 5 = 3.
asy
−5 −5 −9
s3 = |A| = 8 9 18
En
−2 −3 −7
gin
= −5(−63 + 54) + 5(−56 + 36) − 9(−24 + 18)
= 45 − 100 + 54 = −1.
The characteristic equation is
ee rin
λ3 − s1 λ2 + s2 λ − s3 = 0
λ3 + 3λ2 + 3λ + 1 = 0 g.n
(λ + 1)3 = 0
λ = −1, −1, − 1.
et
The eigen values are −1, −1, −1.
Step 2. To find the eigen vectors
x1
Let X = x2 be the eigen vector corresponding to an eigen value λ.
x3
Matrices 27
∴ (A − λI)X = 0.
−5 − λ −5 −9 x1
9−λ 18 x2 = 0. (1)
8
−2 −3 −7 − λ x3
ww
8 10 18 x2 = 0
−2 −3 −6 x3
w.E
The equations are
−4x1 − 5x2 − 9x3 = 0
gin
The above three equations are reduced to two equations
rin
2x1 + 3x2 + 6x3 = 0.
g.n
Using the rule of cross multiplication we get
5
x1
9
x2
4
x3
5
et
3 6 2 3
x1 x2 x3
= =
30 − 27 18 − 24 12 − 10
x1 x2 x3
= =
3 −6 2
28 Engineering Mathematics - II
3
The only eigen vector is X = −6.
2
3
In this case X1 = X2 = X3 = −6.
2
ww Exercise I(A)
w.E
I. Find the characteristic equation, eigen values and eigen vectors of the following
matrices.
asy
En
1 1
1 −2 2. .
1. . 3 −1
gin
−5 4
ee
II. Find the eigen values and eigen vectors of the following matrices.
6 −2 2
1 −1 0
rin
1 1 2
g.n
8 −6 2
3. −2 3 −1 6. 1 9. 0 2 2
2 1
1. −6 7 −4
2 −1 3 −1 2 −1
et −1 1 3
2 −4 3
−2 2 −3 2 0 −1 2 1 2
4. 2 7. 0 2 −2 10. 0 2 −1
1 −6
−1 −2 0 1 −1 2 0 0 2
1 0 −1 2 1 0 3 −1 3 4 2 3
2. 1 2 1 5. 0 2 1 8. −1 5 1 11. 0 4 0.
2 2 3 0 0 2 3 1 5 0 5 4
Matrices 29
Property 1.1. A square matrix A and its transpose AT have the same eigen values.
Proof. The eigen values of the matrix A are the roots of its characteristic equation
|A − λI| = 0.
Now, (A − λI)T = AT − (λI)T = AT − λI T = AT − λI.
Also, |(A − λI)T | = |A − λI| ⇒ |AT − λI| = |A − λI|.
w.E
⇒ A and AT have the same eigen values.
✎ ☞
En
−1 2 −2
√ √
Example 1.10. 1, 5 and − 5 are the eigen values of the matrix 1 1 .
2
gin
−1 −1 0
ee
−1 1 −1
Write down the eigen values of the matrix 2 2 −1.
−2 1 0
rin
g.n
−1 2 −2 −1 1 −1
Solution. Let A = 1 1 and B = 2 2 −1.
2
−1 −1 0
B is the transpose of A.
−2 1 0
30 Engineering Mathematics - II
2 2 −7
are the eigen values of the matrix 2 1 2 ?
0 1 −3
2 2 0 2 2 −7
Solution. Let A = 2 1 1 and B = 2 1 2 .
−7 2 −3 0 1 −3
B is the transpose of A.
By the above property, A and B have the same eigen values.
w.E
Property 1.2. Sum of the eigen values of a square matrix A is equal to the sum of
the elements on its main diagonal.
asy
Proof. Let A be a square matrix of order n.
The characteristic equation is |A − λI| = 0.
En
It is of the form λn − s1 λn−1 + s2 λn−2 + · · · + (−1)n sn = 0 (1)
gin
where, s1 = sum of the elements of the leading diagonal.
Let λ1 , λ2 , . . . , λn be the roots of (1).
From the theory of equations,
Sum of the roots = −
coeff. of λn−1
coeff. of λn
. ee
i.e., λ1 + λ2 + · · · + λn = −(−s1 ) = s1 = tr(A). rin
i.e., Sum of the eigen values = sum of the main diagonal elements of A.
g.n
Property 1.3. Product of the eigen values of a square matrix A is equal to |A|.
Matrices 31
w.E
Product of the eigen values = 2 1 −6 = −2(−12) − 2(−6) − 3(−3) = 45.
−1 −2 0
asy
Example 1.13. Find the sum and product of the eigen values of the matrix
−1 1 1
1 −1 1 .
En [March 1996]
1 1 −1
gin
Solution. Sum of the eigen values = Sum of the elements along the main
ee
= −1 − 1 − 1 = −3.
diagonal
rin
g.n
−1 1 1
Product of the eigen values = |A| = 1 −1 1
et
1 1 −1
= −1 × 0 + 2 + 2 = 4.
6 −2 2
Example 1.14. The product of the two eigen values of the matrix A = −2 3 −1
2 −1 3
is 16, find the third eigen value. [Jan 2003,2012]
32 Engineering Mathematics - II
16λ3 = 48 − 8 − 8 = 32
ww ∴ λ3 = 2.
2 0 1
w.E
Example 1.15. If 2 and 3 are the eigen values of 0 2 0, find the value of x.
x 0 2
asy
2 0 1
Solution. Let A = 0 2 0.
En
x 0 2
gin
Let λ1 , λ2 , λ3 be the eigen values of A.
We know that, λ1 + λ2 + λ3 = tr(A) = 6.
ee2 + 3 + λ3 = 6
λ3 = 1.
rin
Also, product of the eigen values = |A|.
g.n
et
2 0 1
λ1 λ2 λ3 = 0 2 0
x 0 2
6 = 8 − 2x
2x = 2
x = 1.
Matrices 33
a 4
Example 1.16. Find the values of a and b, such that the matrix has 3 and
1 b
−2 its eigen values. [May 2011]
Solution. Sum of the eigen values = tr(A) = a + b
3−2=a+b
⇒a+b=1 (1)
Product of the eigen values = |A|
a 4
i.e., 3 × (−2) = = ab − 4
ww 1 b
−6 = ab − 4
w.E ab = −6 + 4 = −2
asy 2
b=− .
a
Substituting in (1) we get
En a−
2
=1
gin a
a2 − 2 = a
ee a2 − a − 2 = 0
(a − 2)(a + 1) = 0 rin
a = 2, −1.
g.n
When a = 2, b = −1.
When a = −1, b = 2.
et
Example 1.17. If the sum of two eigen values and trace of a 3 × 3 matrix A are
equal, find the value of |A|.
Solution. Let the eigen values be λ1 , λ2 , λ3 .
We know that λ1 + λ2 + λ3 = tr(A).
But, given that λ1 + λ2 = tr(A).
34 Engineering Mathematics - II
∴ tr(A) + λ3 = tr(A).
=⇒ λ3 = 0.
Now, |A| = product of the eigen values = λ1 × λ2 × 0 = 0.
Property 1.4. If λ1 , λ2 , . . . , λn are the non zero eigen values of a square matrix A of
1 1 1
order n, then , , . . . , are the eigen values of A−1 .
λ1 λ2 λn
Proof. Let λ be a non zero eigen value of A. Then, there exists a non zero column
matrix X such that
ww AX = λX. (1)
w.E
Since all the eigen values are non zero, A is non-singular. Hence, A−1 exists.
Premultiplying both sides of (1) by A−1 we get,
gin IX = λA−1 X
1
⇒
1
λ
is an eigen value of A−1 .
ee λ
X = A−1 X.
rin
This is true for all eigen values of A.
∴
1 1
, ,...,
λ1 λ2
1
λn
are the eigen values of A−1 . g.n
AX = λX. (1)
Matrices 35
(i). Let c , 0.
Multiply (1) by c we get, c(AX) = c(λX)
(cA)X = (cλ)X.
ww AX = λX
=⇒ (AA)X = λ(AX)
asy A2 X = λ(λX)
En =⇒ A2 X = λ2 X.
=⇒ λ2 is an eigen value of A2 .
gin
ee
A(A2 X) = A(λ2 X)
=⇒ (AA2 )X = λ2 (AX)
rin
=⇒ A3 X = λ2 λX = λ3 X.
g.n
⇒ λm is an eigen value of Am .
This is true for all eigen values of A.
et
=⇒ λ3 is an eigen value of A3 . Proceeding like this, we arrive at Am X = λm X.
∴ λm m m m
1 , λ2 , . . . , λn are the eigen values of A .
36 Engineering Mathematics - II
✎ ☞
Worked Examples
✍ ✌
−1 0 0
Example 1.18. Given 2 −3 0. Find the eigen values of A2 . [Jan 2010]
1 4 2
Solution. The given matrix is triangular.
Hence, the eigen values are the elements along the leading diagonal.
The Eigen values of A are −1, −3, 2.
∴ The Eigen values of A2 are (−1)2 , (−3)2 , 22 .
ww i.e., 1, 9, 4.
w.E
3 10 5
Example 1.19. If 2 and 3 are the eigen values of A = −2 −3 −4, find the eigen
asy 3 5 7
En
Solution. Let λ be the third eigen value.
we know that, sum of the eigen values = tr(A).
gin
2+3+λ=3−3+7
rin
1 1 1
The Eigen values of A−1 are , , .
2 2 3 g.n
The Eigen values of A3 are 23 , 23 , 33 (i.e) 8, 8, 27.
2 2 1
et
Example 1.20. Two of the eigen values of the matrix A = 1 3 1 are equal to 1
1 2 2
Matrices 37
1 + 1 + λ3 = 2 + 3 + 2
2 + λ3 = 7
λ3 = 5.
∴ The eigen values of A are 1,1,5
1
∴ Eigen values of A−1 are 1, 1, .
5
3 −1 1
Example 1.21. Two of the eigen values of the matrix A = −1 5 −1 are 3 and
ww
1 −1 3
w.E
Solution. Let λ1 , λ2 andλ3 be the eigen values of the given matrix A.
∴ λ1 + λ2 + λ3 = sum of the elements along the main diagonal
asy
3 + 6 + λ3 = 3 + 5 + 3
9 + λ3 = 11
λ3 = 2.
En
The eigen values of A are 3, 6, 2.
1 1 1
∴ The eigen values of A−1 are , , .
3 6 2gin
ee
1 −2
Example 1.22. Find the eigen values of the matrix
−5 4 rin
. Hence, find the
s1 = tr(A) = 1 + 4 = 5
1 −2
s2 = = 4 − 10 = −6.
−5 4
38 Engineering Mathematics - II
ww
3 2 1
Solution. Given A = 0 4 2
w.E
0 0 1
Since A is triangular, the eigen values are the elements along the main diagonal.
1 1
gin
The eigen values of A−1 are , , 1
3 4
1 1
∴ The eigen values of ad j(A) are |A| × , |A| × , |A| × 1
3 2 1
ee
Now, |A| = 0 4 2 = 3 × 4 × 1 = 12.
3 4
rin
g.n
0 0 1
1 1
∴ Eigen values of ad j(A) are 12 × , 12 × , 12 × 1
i.e., 4, 3, 12.
3 4
2 0 1
et
Example 1.24. Find the eigen values of ad j(A) if A = 0 2 0.
1 0 2
Step 1. To find the eigen values of A
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
Matrices 39
= 2 + 2 + 2 = 6.
=4−0+4−1+4−0
= 4 + 3 + 4 = 11.
ww s3 = |A|
w.E
2 0 1
= 0 2 0
1 0 2
asy
= 2(4 − 0) − 0 + 1(0 − 2) = 8 − 2 = 6.
The characteristic equation is
En
gin
λ3 − 6λ2 + 11λ − 6 = 0.
rin
1 1
0
−6
1
11
−5
−6
6 g.n
1 −5 6
λ2 − 5λ + 6 = 0
0
et
(λ − 3)(λ − 2) = 0
λ = 2, 3.
40 Engineering Mathematics - II
1 1 1
∴ The eigen values of ad j(A) are |A| × , |A| × , |A| ×
1 2 3
1 1
i.e.,6 × 1, 6 × , 6 ×
2 3
i.e.,6, 3, 2
w.E
Then, there exists a column matrix X such that AX = λX.
Since X , 0 is a column matrix, we have
asy
AX − kX = λX − kX
⇒ (A − kI)X = (λ − k)X.
En
⇒ λ − k is an eigen value of A − kI.
This is true for all eigen values of A.
gin
∴ λ1 − k, λ2 − k, . . . , λn − k are the eigen values of A − kI.
(ii) We have
ee
AX = λX ⇒ A2 X = λ2 X ⇒ a0 (A2 X) = a0 (λ2 X)
⇒ a0 λ2 + a1 λ + a2 is an eigen value of a0 A2 + a1 A + a2 I.
This is true for all eigen values of A.
∴ a0 λ21 + a1 λ1 + a2 , a0 λ22 + a1 λ2 + a2 , . . . are the eigen values of a0 A2 + a1 A + a2 I.
Matrices 41
✎ ☞
Worked Examples
✍ ✌
3 1 4
Example 1.25. If A = 0 2 6, find the eigen values of A2 − 2A + I.
0 0 5
Solution. Since the given matrix is triangular, the eigen values are 3, 2, 5.
Therefore, eigen values of A2 − 2A + I are 32 − 2(3) + 1, 22 − 2(2) + 1 and 52 − 2(5) + 1.
i.e., 4, 1, 16.
ww Example 1.26. Form the matrix whose eigen values are α − 5, β − 5 and γ − 5 where
−1 −2 −3
w.E
α, β and γ are the eigen values of A = 4
5 −6.
7 −8 9
[Jan 2001]
Solution. Using (i) of Property 1.6, we obtain the matrix whose eigen values are
asy
α − 5, β − 5 and γ − 5 is A − 5I.
∴ The required matrix is
En
gin
−1 −2 −3
1 0 0 −6 −2 −3
ee 0 −6 .
A − 5I = 4 5 −6 − 5 0 1 0 = 4
7 −8 9 0 0 1 7 −8 4
rin
1 7 5
Example 1.27. What is the sum of the squares of the eigen values of 0 2 9.
g.n
0 0 5
et
[Jan 2001]
Solution. The given matrix is triangular.
∴ Eigen values are 1, 2, 5.
Sum of squares of eigen values = 12 + 22 + 52 = 30.
1 1 −1
Example 1.28. Find the eigen values of the matrix. A = 0 −1 4 . Find also
0 0 2
42 Engineering Mathematics - II
= 1 − 1 + 8 = 8.
Example 1.29. Find the sum of the fourth powers of the eigen values of the matrix
ww
1 0 0
A = −1 2 0 .
w.E
0 3 −2
Solution. Since the matrix A is triangular, the eigen values are the elements
along the leading diagonal.
asy
∴ The eigen values are 1, 2 and − 2.
En
Sum of the fourth powers of the eigen values = 14 + 24 + (−2)4
= 1 + 16 + 16
gin = 33.
4
ee
Example 1.30. If is an eigen vector of the matrix
eigen value.
1
1 2
5 4
rin
, find the corresponding
et
1
Now, (A − λI)X = 0.
5 − λ 4 4
i.e., = 0
1 2 − λ 1
4(5 − λ) + 4 = 0 ⇒ 5 − λ = −1 ⇒ λ = 6.
Also, 4 + 2 − λ = 0 ⇒ λ = 6.
Matrices 43
1 1 1 1
Example 1.31. If and are the eigen vectors of the matrix A = , find
−3 1 3 −1
the corresponding eigen values.
1
Solution. Let λ1 be the eigen value corresponding to the eigen vector X1 = .
−3
∴ (A − λ1 I)X1 = 0.
1 − λ1 1 1
ww
= 0.
3 −1 − λ1 −3
asy
3 − 3(−1 − λ1 ) = 0
En
3 + 3 + 3λ1 = 0
3λ1 = −6
ginλ1 = −2.
ee
1
Let λ2 be the eigen value corresponding to the eigen vector X2 = .
1
rin
∴ (A − λ2 I)X2 = 0.
g.n
et
1 − λ2 1 1
= 0
3 −1 − λ2 1
⇒ 1 − λ2 + 1 = 0
λ2 = 2.
Also 3 − 1 − λ2 = 0 ⇒ λ2 = 2
∴ The eigen values of A are −2 and 2.
44 Engineering Mathematics - II
Results
(i) If the vectors X1 , X2 , . . . , Xn are linearly independent and satisfying the
ww relation c1 X1 + c2 X2 + · · · + cn Xn = 0, then c1 = c2 = · · · = cn = 0.
(ii) If the vectors X1 , X2 , . . . , Xn are linearly dependent, then any one vector can
Note
asy
1 0 0
En
(i) The eigen values of the unit matrix 0 1 0 are 1, 1, 1, and the
gin
0 0 1
1 0 0
ee
corresponding eigen vectors are 0 , 1 , 0. These vectors are linearly
rin
0 0 1
independent.
λ1 a b
g.n
(ii) The eigen values of the triangular matrix 0 λ2 c are λ1 , λ2 , λ3 .
i.e., In a triangular matrix, the eigen values are the elements in the main
0 0 λ3 et
diagonal.
(iii) The eigen values of A, A2 , . . . , Am are λ, λ2 , . . . , λm . which are all different.
But they all have the same eigen vector X.
(iv) λ and a0 λ2 +a1 λ+a2 are the eigen values of A and a0 A2 +a1 A+a2 I respectively.
But they have the same eigen vector X.
Matrices 45
Exercise I(B)
1 2 −2
1. Find the sum and product of the eigen values of the matrix 1 3 .
0
−2 −1 −3
3 −1
2. If α and β are the eigen values of , form the matrix whose eigen
−1 5
values are α3 and β3 .
ww
1 2
3. Prove that
2 1
and −3A−1 have the same eigen values.
w.E
8 −6 2
4.
asy
Two of the eigen values of the matrix −6 7 −4 are 3 and 15. Find the
2 −4 3
third eigen value.
En
gin
2 2 1
5. Two eigen values of the matrix A = 1 3 1 are equal to unity each. Find
ee
1 2 2
rin
1 0 0
g.n
6. If the product of two of the eigen values of the matrix A = 0 3 −1is 2,
et 0 −1 3
find the third eigen value.
a 4
7. Find the constants a and b such that the matrix has 3 and −2 as eigen
1 b
values.
4 6 6
8. Two eigen values of A = 1 3 2 are equal and are double the third.
−1 −5 −2
46 Engineering Mathematics - II
ww 3 1 1
values of AT .
w.E
1.4 Cayley Hamilton Theorem
asy
Statement. Every square matrix satisfies its own characteristic equation.
En
Example. If the characteristic equation of a square matrix A is λ3 − 6λ2 + 5λ + 3 = 0,
then we have, A3 − 6A2 + 5A + 3I = 0.
gin
Results. Cayley Hamilton theorem is useful for
(i) finding the inverse of a non-singular matrix,and
(ii) finding the higher powers of A.
ee
The above results are demonstrated in the following examples.
rin
g.n
✎ ☞
Worked Examples
✍ ✌
et
1 0 0 0
√
2 + i −1 0 0
Example 1.32. If the matrix A = where i = −1, then using
−3 2i i 0
4 −i 1 −i
Cayley Hamilton theorem, prove that A4 = I. [Jun 2011]
Solution. A is a triangular matrix.
The eigen values of A are 1, −1, i, −i.
The characteristic equation is
Matrices 47
λ2 − s1 λ + s2 = 0.
asy
1 0
s2 = |A| = = 5 − 0 = 5.
4 5
En
The characteristic equation is λ2 − 6λ + 5 = 0.
By Cayley Hamilton theorem we get
gin
A2 − 6A + 5I = 0. (1)
Premultiplying by A, we get
ee
A3 − 6A2 + 5A = 0
A3 = 6A2 − 5A rin
= 6(6A − 5I) − 5A [ by (1)]
g.n
= 36A − 30I − 5A
= 31A − 30I.
et
1 2
Example 1.34. Find the value of A4 if A = , using Cayley Hamilton
2 −1
theorem. [Jan 2003]
Solution. Since A is a 2 × 2 matrix, the characteristic equation is of the form
λ2 − s1 λ + s2 = 0.
48 Engineering Mathematics - II
= 1 + (−1) = 0.
1 2
s2 = |A| = = −1 − 4 = −5.
2 −1
The characteristic equation is
λ2 − 5 = 0.
ww i.e., A2 = 5I
Now, A4 = A2 .A2
w.E
= 5I.5I = 25I = 25
0 1
1 0 25 0
=
.
0 25
asy
1 4
En
Example 1.35. Using Cayley Hamilton theorem, find the inverse of .
2 3
[Jan 2003]
1 4
Solution. Let A = .
gin
ee
2 3
Since A is a 2 × 2 matrix, the characteristic equation is of the form
λ2 − s1 λ + s2 = 0.
rin
Now, s1 = sum of the main diagonal elements = 1 + 3 = 4.
s2 = |A| = 3 − 8 = −5. g.n
The characteristic equation is λ2 − 4λ − 5 = 0.
By Cayley Hamilton theorem, we have
A2 − 4A − 5I = 0.
et
Multiplying by A−1 we get,
A − 4I − 5A−1 = 0
5A−1 = A − 4I
Matrices 49
1
A−1 = [A − 4I]
5
1 1 4 1 0 1 −3 4
. = .
= − 4
5 2 3 0 1 5 2 −1
1 4
Example 1.36. Verify Cayley Hamilton theorem for the matrix A = and
2 3
find its inverse. Also express A5 − 4A4 − 7A3 + 11A2 − A − 10I as a linear polynomial
in A. [Jun 2009]
w.E
Let A = .
2 3
Since A is a 2 × 2 matrix, the characteristic equation is of the form
asy λ2 − s1 λ + s2 = 0.
Now, s1 = sum of the main diagonal elements = 1 + 3 = 4.
En
s2 = | A | = 3 − 8 = −5.
The characteristic equation is
gin
ee λ2 − 4λ − 5 = 0.
A2 − 4A − 5I = 0.
g.n
Now, A2
= A.A =
1 4 1
4 9 16
=
2 3 2
3 8 17
.
et
9 16 4
16 5 0
A2 − 4A − 5I = −
−
8 17 8 12 0 5
0 0
= = 0.
0 0
∴ Cayley Hamilton theorem is verified.
50 Engineering Mathematics - II
A2 − 4A − 5I = 0.
A − 4I − 5A−1 = 0
ww 5A−1 = A − 4I
w.E
1 1 1 4 1 0 1 −3 4
A−1 = [A − 4I] = − 4 = .
5 5 2 3 0 1
5
2 −1
asy
Step 4. To find A5 − 4A4 − 7A3 + 11A2 − A − 10I
Consider the polynomial λ5 − 4λ4 − 7λ3 + 11λ2 − λ − 10.
Divide by λ2 − 4λ − 5 we get,
En
gin
λ5 − 4λ4 − 7λ3 + 11λ2 − λ − 10 = (λ2 − 4λ − 5)(λ3 − 2λ + 3) + λ + 5.
Replacing λ by A we get,
ee
A5 − 4A4 − 7A3 + 11A2 − A − 10I = (A2 − 4A − 5I)(A3 − 2A + 3I) + A + 5I
rin
[ Using Cayley Hamilton theorem]
g.n
= 0 + A + 5I
= A + 5I.
2 −1 1
Example 1.37. Verify Cayley Hamilton theorem for the matrix A = −1 2 −1.
et
1 −1 2
Matrices 51
λ3 − s1 λ2 + s2 λ − s3 = 0. (1)
= 2 + 2 + 2 = 6.
=4−1+4−1+4−1
ww =3+3+3
w.E
= 9.
2 −1 1
asy
s3 = |A| −1 2 −1 = 2(3) + 1(−1) + 1(−1) = 6 − 1 − 1 = 4.
1 −1 2
En
The characteristic equation is λ3 − 6λ2 + 9λ − 4 = 0.
2 −1 1 gin
Step 2. Verification of Cayley Hamilton theorem.
A = −1 2 −1
ee 1 −1 2
rin
g.n
2 −1 1 2 −1 1
2
A = A · A = −1 2 −1 −1 2 −1
1 −1 2
4 + 1 + 1 −2 − 2 − 1 2 + 1 + 2 6 −5 5
1 −1 2
et
= −2 − 2 − 1 1 + 4 + 1 −1 − 2 − 2 = −5 6 −5
2 + 1 + 2 −1 − 2 − 2 1 + 1 + 4 5 −5 6
6 −5 5 2 −1 1
A3 = A2 × A = −5 6 −5 −1 2 −1
5 −5 6 1 −1 2
52 Engineering Mathematics - II
12 + 5 + 5 −6 − 10 − 5 6 + 5 + 10 22 −21 21
= −10 − 6 − 5 5 + 12 + 5 −5 − 6 − 10 = −21
22 −21
10 + 5 + 6 −5 − 10 − 6 5 + 5 + 12 21 −21 22
22 −21 21 6 −5 5 2 −1 1 1 0 0
3 2
A − 6A + 9A − 4I = −21 22 −21 − 6 −5 6 −5 + 9 −1 2 −1 − 4 0 1 0
21 −21 22 5 −5 6 1 −1 2 0 0 1
0 0 0
ww = 0 0 0 = 0.
0 0 0
w.E
∴ Cayley Hamilton theorem is verified.
Step 3. To find A−1
asy
By Cayley Hamilton theorem, we have A3 − 6A2 + 9A − 4I = 0.
Multiplying by A−1 we get,
En
ginA2 − 6A + 9I − 4A−1 = 0.
ee
⇒ 4A−1 = A2 − 6A + 9I.
1
⇒ A−1 = [A2 − 6A + 9I].
4
rin
2 −1 1 2 −1 1 6 −5 5
g.n
A2 = −1 2 −1 −1 2 −1 = −5 6 −5
et
1 −1 2 1 −1 2 5 −5 6
6 −5 5 12 −6 6 9 0 0 3 1 −1
1 1
∴ A−1 = −5 6 −5 − −6 12 −6 + 0 9 0 .A−1 = 1 3 1 .
4 4
5 −5 6 6 −6 12 0 0 9 −1 1 3
Step 4. To find A4
Consider λ4 . Dividing λ4 by λ3 − 6λ2 + 9λ − 4 we get,
Matrices 53
w.E
find A−1 .
0 −2 1
[Jan 2005]
Solution.
asy
Step 1. To find the characteristic equation
En
Since A is 3 × 3 matrix, the characteristic equation is of the form
gin
λ3 − s1 λ2 + s2 λ − s3 = 0.
=1+3+1=5 ee rin
s2 = sum of the minors of the elements of the main diagonal
=
3 0 1 −2 1 2
+ +
g.n
et
−2 1 0 1 −1 3
=3−0+1−0+3+2
=3+1+5=9
1 2 −2
s3 = |A| = −1 3 0
0 −2 1
54 Engineering Mathematics - II
1 2 −2 1 2 −2 −1 12 −4
A2 = A.A = −1 3 0 = −4 7
0 −1 3 2
0 −2 1 0 −2 1 2 −8 1
−1 12 −4 1 2 −2 −13 42 −2
ww A3 = A2 .A = −4 7
2 −1 3
0 = −11 9
10
w.E
2 −8 1 0 −2 1 10 −22 −3
−13 42 −2 −1 12 −4 1 2 −2 1 0 0
asy
Now A3 − 5A2 + 9A − I = −11 9 10 − 5 −4 2 + 9 −1 3 0 − 0 1 0
7
10 −22 −3 2 −8 1 0 −2 1 0 0 1
En
0 0 0
gin
= 0 0 0 = 0.
0 0 0
Hence, Cayley Hamilton theorem is verified.
Step 3. To find A−1 ee
By Cayley Hamilton theorem, we have A3 − 5A2 + 9A − I = 0.
rin
Multiplying by A−1 we get
A2 − 5A + 9I − A−1 = 0 g.n
3 2 6
∴ A−1 = A2 − 5A + 9I = 1 1 2 .
et
2 2 5
Example 1.39. Find the matrix A8 − 5A7 + 7A6 − 3A5 + 8A4 − 5A3 + 8A2 − 2A + I if
2 1 1
A = 0 1 0, using Cayley Hamilton theorem. [Jun 2009]
1 1 2
Matrices 55
Solution.
Step 1. To find the characteristic equation
Since A is a 3 × 3 matrix, the characteristic equation takes the form
λ3 − s1 λ2 + s2 λ − s3 = 0
=2+1+2=5
ww
1 0 2 1 2 1
= + + = 2 + 3 + 2 = 7.
1 2 1 2 0 1
w.E
2 1 1
s3 = |A| = 0 1 0 = 2(2 − 0) − 1(0 − 0) + 1(0 − 1) = 4 − 1 = 3.
asy
1 1 2
En
The characteristic equation is λ3 − 5λ2 + 7λ − 3 = 0.
By Cayley Hamilton theorem we get A3 − 5A2 + 7A − 3I = 0.
gin
Step 2. To find the value of given matrix expression
ee
Consider the polynomial λ8 − 5λ7 + 7λ6 − 3λ5 + 8λ4 − 5λ3 + 8λ2 − 2λ + 1.
Divide this polynomial by λ3 − 5λ2 + 7λ − 3 we get
rin
λ8 − 5λ7 + 7λ6 − 3λ5 + 8λ4 − 5λ3 + 8λ2 − 2λ + 1 = (λ5 + 8λ + 35)(λ3 − 5λ2 + 7λ − 3)
Replacing λ by A we get
+127λ2
g.n
− 223λ + 106.
56 Engineering Mathematics - II
1 0 0
Example 1.40. If A = 1 0 1 then show that An = An−2 + A2 − I for n ≥ 3. Hence
0 1 0
λ3 − s1 λ2 + s2 λ − s3 = 0.
Now, s1 = sum of the main diagonal elements
ww =1+0+0=1
w.E
0 1 1 0 1 0
= + +
1 0 0 0 1 0
asy
= 0 − 1 − 0 + 0 = −1.
En
1 0 0
s3 = |A| = 1 0 1
gin
0 1 0
= 1(0 − 1) = −1.
ee
∴ The characteristic equation is λ3 − λ2 − λ − 1 = 0.
By Cayley Hamilton theorem we have,
rin
3 2
A −A −A+I =0
A3 − A2 = A − I
g.n
A4 − A3 = A2 − A
A5 − A4 = A3 − A2
et
············
∴ An = An−2 + A2 − I
Matrices 57
An−2 = An−4 + A2 − I.
ww If n is even, An = An−(n−2) +
n−2 2
= A2 + (A − I)
2
(A − I)
w.E
2
n−2 2 n−2
= A2 + A − I
2 2
n n−2
58 Engineering Mathematics - II
1 2
Example 1.41. If n is a positive integer, find An for the matrix A = using
4 3
Cayley Hamilton theorem. [Jan 2005]
Solution. Since A is a 2 × 2 matrix, the characteristic equation is of the form
λ2 − s1 λ + s2 = 0.
Now, s1 = sum of the main diagonal elements
= 1 + 3 = 4.
1 2
ww s2 = |A| =
4 3
w.E = 3 − 8 = −5.
The characteristic equation is
λ2 − 4λ − 5 = 0.
asy
(λ − 5)(λ + 1) = 0.
The eigen values are −1, 5.
En
By Cayley Hamilton theorem we get, A2 − 4A − 5I = 0.
gin
Dividing λn by λ2 − 4λ − 5, let Q(λ) be the quotient and R(λ) be the remainder.
Since we are dividing by λ2 − 4λ − 5, R(λ) is of degree atmost 1.
∴ Let R(λ) = aλ + b.
Hence, we can write λn as
ee rin
n 2
λ = (λ − 4λ − 5)Q(λ) + aλ + b.
g.n (A)
When λ = 5, we get
−a + b = (−1)n et (1)
5a + b = 5n (2)
1
(2) − (1) ⇒ 6a = 5n − (−1)n . ⇒ a = [5n − (−1)n ].
6
Substituting in (1) we get
1 1
b = a + (−1)n = [5n − (−1)n ] + (−1)n = [5n + 5(−1)n ].
6 6
Matrices 59
An = (A2 − 4A − 5I)Q(A) + aA + bI
= aA + bI [ by C.H Theorem]
1 1
= [5n − (−1)n ]A + [5n + 5(−1)n ]I.
6 6
1 2
Example 1.42. If A = find An in terms of A and I. [Jun 2003]
2 −1
= 1 − 1 = 0.
asy
1 2
s2 = |A| =
2 −1
= −1 − 4 = −5.
En
gin
The characteristic equation is λ2 − 5 = 0
ee i.e., λ2 − 5 = 0
√
=⇒ λ = ± 5.
rin
By Cayley Hamilton theorem we get A2 − 5I = 0.
Dividing λn by λ2 − 5, let Q(λ) be the quotient and R(λ) be the remainder. g.n
Since we are dividing λn by λ2 − 5, R(λ) is of degree atmost 1.
et
∴ R(λ) = aλ + b.
60 Engineering Mathematics - II
√ √ √
(2) − (3) ⇒ 2 5a = ( 5)n − (− 5)n
√
= ( 5)n [1 − (−1)n ]
√ [1 − (−1)n ]
a = ( 5)n−1 .
2
substituting in (2) we get
√ √
b = ( 5)n − a( 5)
√ √ [1 − (−1)n ]
= ( 5)n − ( 5)n
2
√ n [2 − 1 − +(−1)]n
= ( 5)
2
√ n [1 + (−1)n ]
ww n 2
b = ( 5)
∴ λ = (λ − 5)φ(λ) +
√ n−1 2
5
.
n
[1 − (−1) ]λ +
√ √
( 5)n + (− 5)n
.
w.E
2 2
Replacing λ by A we get
√
( 5)n−1 √ [1 + (−1)n ]
asy
n
A = [1 − (−1)n ]A + ( 5)n .
2 2
Exercise I(C)
En
gin
13 −3 5
1. Verify Cayley Hamilton theorem find the inverse of A = 0
0 .
ee
4
−15 9 −7
2 2 0
rin
g.n
2. Verify Cayley Hamilton theorem for the matrix −2 1 1 . Hence find its
−7 2 −3
et
inverse.
2 1
3. Using Cayley Hamilton theorem find the inverse of A = .
1 −5
4. Using Cayley Hamilton theorem, find the inverse of the following matrices.
2 0 −1
5 4
(i) (ii)
0 2 2
1 3
1 −1 2
Matrices 61
0 c −b
5. Show that the matrix −c 0 a satisfies Cayley Hamilton theorem.
b −a 0
−1 0 3
6. Verify Cayley Hamilton theorem for the matrix A = 8 1 −7.
−3 0 8
2 −1 2
ww
7. Using Cayley Hamilton theorem find A4 for the matrix A = −1 2 −1.
1 −1 2
w.E 8. Find the characteristic equation of the matrix A and hence Compute
1 0 2
asy
2A8 − 3A5 + A4 − 4I where A is 0 −1 1.
En
0 1 0
gin
7 3
9. If A = , find An interms of A and I using Cayley Hamilton theorem.
2 6
Hence find the value of A3 .
1 2
10. If A =
0 2
ee
, find An interms of A and I.
rin
1 3
11. If A =
1 3
, prove that An = 7n−1 . g.n
2 6
3 −4
12. If A =
2 6
1 + 2n −4n
, prove that An = .
et
1 −1 n 1 − 2n
0 0 2
13. If A = 2 1 0, using Cayley Hamilton theorem obtain the value of
−1 −1 3
A6 − 25A2 + 122A.
62 Engineering Mathematics - II
ww 2. If A and B are similar, then they have the same eigen values.
w.E
A square matrix A is said to be diagonalizable, if there exists a nonsingular matrix
P such that P−1 AP = D where D is a diagonal matrix. The matrix P is called the
asy
modal matrix of A. D is also called as the spectral matrix of A.
Working rule to diagonalize a matrix
En
Step 1. Find the eigen values λ1 , λ2 , . . . , λn .
gin
Step 2. Find the linearly independent eigen vectors X1 , X2 , . . . , Xn , corresponding to
λ1 , λ2 , . . . , λn .
ee
Step 3. Form the modal matrix P = [X1 , X2 , . . . , Xn ].
rin
Step 4. Find P−1 .
g.n
et
λ1 0 . . . 0
−1 0 λ2 . . . 0
Step 5. Find P AP = D = . .. .. .
.. . .
0 0 . . . λn
Matrices 63
= (PP−1 )A(PP−1 )
= IAI = A
∴ A = PDP−1
ww A2 = A · A
= (PDP−1 )(PDP−1 )
= PDIDP−1
En λn 0 . . . 0
1
gin n
n n −1
0 λ2 . . . 0
In general A = PD P , where D = . .. ..
.. . .
ee
0 0 . . . λnn
= P−1 (A − λI)P
64 Engineering Mathematics - II
= | P−1 | | A − λI | | P |
= | P−1 | | P | | A − λI |
= | P−1 P | | A − λI |
= | I | | A − λI |
= | A − λI |.
The characteristic equations of A and B are respectively |A − λI| = 0 and
w.E
Property 1.8. If A and B are n × n matrices and B is a non singular matrix, then
asy
A and B−1 AB have the same eigen values.
En
| B−1 AB − λI | = | B−1 AB − B−1 (λI)B |
gin
= | B−1 (A − λI)B |
= | B−1 | | A − λI | | B |
ee
= | B−1 | | B | | A − λI |
= | B−1 B | | A − λI | rin
= | I | | A − λI |
g.n
⇒ B−1 AB
= | A − λI |.
= Characteristic polynomial of A.
and A have the same characteristic equation.
et
⇒ They have the same eigen values.
Result
If we are asked to find f (A), then f (A) can be evaluated by f (A) = P f (D)P−1
Matrices 65
✎ ☞
Worked Examples
✍ ✌
−19 7
Example 1.43. Reduce the matrix A = to the diagonal form.
−42 16
−19 7
Solution. Let the matrix be A = .
−42 16
Step 1. To find the eigen values
ww
s2 = |A| =
−19 7
w.E
−42 16
asy
The characteristic equation is
En λ2 − s1 λ + s2 = 0
gin i.e., λ2 + 3λ − 10 = 0
ee
(λ + 5)(λ − 2) = 0
rin
Step 2. To find the eigen vectors
g.n
et
x1
Let X = be the eigen vector corresponding to an eigen value λ.
x2
∴ (A − λI)X = 0
−19 − λ 7 x1
i.e. = 0
−42 16 − λ x2
(−19 − λ)x1 + 7x2 = 0
(A)
−42x1 + (16 − λ)x2 = 0.
66 Engineering Mathematics - II
−21x1 + 7x2 = 0
−42x1 + 14x2 = 0.
3x1 = x2
x1 x2
= .
ww 1 3
1
∴ The eigen vector corresponding to λ = 2 is X1 = .
w.E
case(ii) When λ = −5, (A) reduces to
3
En −42x1 + 21x2 = 0.
gin
Both the equations are reduced to one single equation
ee −2x1 = −x2
x1
1
=
x2
2
rin
g.n
1
∴ The eigen vector corresponding to λ = −5 is X2 = .
2
Step 3. To form the modal matrix P
The modal matrix P is obtained with X1 , X2 as columns.
1 1
et
.
∴ P = X1 X2 =
3 2
Matrices 67
1 2 −1 −2 1
Hence P−1 = = .
−1 −3 1 3 −1
Step 5. To find P−1 AP
−2 1 −19 7 1 1
P−1 AP =
3 −1 −42 16 3 2
−2 1 −19 + 21 −19 + 14 −2 1 2 −5
=
=
3 −1 −42 + 48 −42 + 32 3 −1 6 −10
ww
−4 + 6 10 − 10 2 0
= =
6 − 6 −15 + 10 0 5
w.E
which is the required diagonal form of A.
asy
1 2 −2
Example 1.44. Reduce the matrix A = 1 1 to the diagonal form. Hence
2
En
−1 −1 0
find A4 .
Solution. gin
Step 1. To find the eigen values
ee
s1 = tr(A) = sum of the elements along the main diagonal = 1 + 2 + 0 = 3.
rin
s2 = sum of the minors of the elements of the main diagonal
g.n
et
2 1 1 −2 1 2
= + + = 0 + 1 + 0 − 2 + 2 − 2 = −1.
−1 0 −1 0 1 2
1 2 −2
s3 = |A| = 1 2 1 = 1(0 + 1) − 2(0 + 1) − 2(−1 + 2) = 1 − 2 − 2 = −3.
−1 −1 0
λ3 − s1 λ2 + s2 λ + s3 = 0
68 Engineering Mathematics - II
i.e., λ3 − 3λ2 − λ + 3 = 0
λ = 1 is a root.
1 1 −3 −1 3
0 1 −2 −3
1 −2 −3 0
(λ − 1)(λ2 − 2λ − 3) = 0
asy λ = −1, 1, 3.
En
The eigen values are λ1 = −1, λ2 = 1, λ3 = 3.
Step 2. To find the eigen vectors
x1
gin
Let X = x2 be the eigen vector corresponding to an eigen value λ.
x3
ee ∴ (A − λI)X = 0
rin
1 − λ
2
−2 x1
g.n
et
i.e. 1 2 − λ 1 x2 = 0.
−1 −1 −λ x3
(1 − λ)x1 + 2x2 − 2x3 = 0
x1 + (2 − λ)x2 + x3 (A)
=0
−x1 − x2 − λx3 =0
Matrices 69
x1 + 3x2 + x3 = 0. (2)
−x1 − x2 + x3 = 0. (3)
The above three equations are reduced to the following two equations.
x1 + x2 − x3 = 0
x1 + 3x2 + x3 = 0.
ww x1 x2 x3
w.E
1 −1 1 1
3 1 1 3
x1 x2 x3
asy
= =
1 + 3 −1 − 1 3 − 1
x1 x2 x3
= =
En 4
x1
=
−2
x2 x3
= .
2
gin
2 −1 1
2
ee
∴ X1 = −1 .
1
rin
x1 + x2 + x3 = 0 et (5)
−x1 − x2 − x3 = 0. (6)
x2 = x3
and x1 + x2 + x3 = 0.
70 Engineering Mathematics - II
let x3 = 1 ⇒ x2 = 1.
Hence x1 = −2
−2
∴ X2 = 1 .
1
ww x1 − x2 + x3 = 0 (8)
asy
The above three equations are reduced to the following two equations.
x1 − x2 + x3 = 0
En x1 + x2 + 3x3 = 0.
gin
By the rule of cross multiplication we have
−1
1
x1
ee 1
3
x2
1
1
x3
−1
1 rin
g.n
x1
=
x2
−3 − 1 1 − 3 1 + 1
x1
=
x2
=
=
x3
x3
et
−4 −2 2
x1 x2 x3
= = .
2 1 −1
2
∴ X3 = 1 .
−1
Matrices 71
ww
|P| = −1 1 1
1 1 −1
cofactor of 2 = +
asy
1 1
= −1 − 1 = −2.
En
1 −1
−1 1
cofactor of −2 = −
gin = −(1 − 1) = 0.
1 −1
ee
−1 1
cofactor of 2 = + = −1 − 1 = −2.
rin
1 1
−2 2
cofactor of −1 = −
g.n
= −(2 − 2) = 0.
1 −1
et
2 2
cofactor of 1 = + = −2 − 2 = −4.
1 −1
2 −2
cofactor of 1 = − = −(2 + 2) = −4.
1 1
−2 2
cofactor of 1 = + = −2 − 2 = −4.
1 1
2 2
cofactor of 1 = − = −(2 + 2) = −4.
−1 1
72 Engineering Mathematics - II
2 −2
cofactor of −1 = + = 2 − 2 = 0.
−1 1
−2 0 −2
∴ Pc = 0 −4 −4 .
−4 −4 0
−2 0 −4
1 T −1
P−1 = P = 0 −4 −4 .
|P| c
ww
8
−2 −4 0
w.E
Step 5. To find P−1 AP
−2 0 −4 1
2 −2
2 −2 2
asy
−1
P−1 AP = 0 −4 −4 1
2 1 −1 1 1
8
−2 −4 0 −1 −1 0 1 1 −1
En
−2 + 0 + 4 −4 + 0 + 4 4 + 0 + 0 2 −2 2
gin
−1
= 0 − 4 + 4
0 − 8 + 4 0 − 4 + 0 −1 1 1
8
−2 − 4 + 0 −4 − 8 + 0 4 − 4 + 0 1 1 −1
=
−1
8
ee
2 0
0 −4 −4 −1 1
4
2 −2 2
1
rin
−6 −12 0 1 1 −1
g.n
4 + 0 + 4 −4 + 0 + 4 4 + 0 − 4
et
−1
= 0 + 4 − 4
0−4−4 0 − 4 + 4
8
−12 + 12 + 0 12 − 12 + 0 −12 − 12 + 0
8 0 0 −1 0 0
−1
= 0 −8 0 = 0 1 0
8
0 0 −24 0 0 3
Matrices 73
Step 6. To find A4
By similarity transformation, D = P−1 AP.
−1 0 0
∴ D = 0 1 0
0 0 3
Hence
1 0 0
ww
4
D = 0 1 0
0 0 81
asy
2 −2 2 1 0 0 −2 0 −4
−1
= −1 1
1 0 1 0 0 −4 −4
8
En 1 1 −1 0 0 81 −2 −4 0
2 + 0 + 0 0 − 2 + 0 0 + 0 + 162 −2 0 −4
=
−1
8
gin
−1 + 0 + 0 0 + 1 + 0 0 + 0 + 81 0 −4 −4
ee
1 + 0 + 0 0 + 1 + 0 0 + 0 − 81 −2 −4 0
rin
2 −2 162 −2 0 −4
−1
= −1 1
81 0 −4 −4
8
1 1 −81 −2 −4 0
g.n
et
−4 + 0 − 324 0 + 8 − 648 −8 + 8 + 0
−1
= 2 + 0 − 162 0 − 4 − 324 4 − 4 + 0
8
−2 + 0 + 162 0 − 4 + 324 −4 − 4 + 0
−328 −640 0 41 80 0
−1
= −160 −328 0 = 20
41 0
8
160 320 −8 −20 −40 1
74 Engineering Mathematics - II
a1 a2 a3
Let A = b1 b2 b3
c1 c2 c3
Step1. Rearrange the elements in the following way
b2 b3 b1
c2 c3 c1
a2 a3 a1
w.E b2 b3 b1 b2
asy c2 c3 c1 c2
En
a2 a3 a1 a2
gin
Step3. Attach the first row as the 4th row
ee
b2 b3 b1 b2
c2 c3 c1 c2
rin
a2 a3 a1 a2
b2 b3 b1 b2 g.n
Step4. The matrix Ac formed by the Cofactors of the elements of A is given by et
A1 A2 A3
Ac = B1 B2 B3 .
C1 C2 C3
Ais , Bis and Cis are calculated as follows, similar to the rule of Cross multiplication.
Matrices 75
b2 b3 b1 b2
A1 A2 A3
c2 c3 c1 c2
B1 B2 B3
a2 a3 a1 a2
C1 C2 C3
ww b2 b3 b1 b2
w.E
b2 c3 − b3 c2 b3 c1 − b1 c3 b1 c2 − b2 c1
Ac = c2 a3 − c3 a2 c3 a1 − c1 a3 c1 a2 − c2 a1
asy a2 b3 − a3 b2 a3 b1 − a1 b3 a1 b2 − a2 b1
1 T
Now A−1 =
En
A .
|A| c
Example. Consider the previous example.
To find P−1 we have
2 −2 2 gin
ee
P = −1 1
1
rin
1 1 −1
1 1 −1 1
g.n
1
−2
−1
2
1
2
1
−2
et
1 1 −1 1
−2 0 −2
Pc = 0 −4 −4
−4 −4 0
76 Engineering Mathematics - II
1 T
P−1 = P .
|P| c
2 0 −4
1
= − 0 −4 −4
8
−2 −4 0
Note. We shall apply this procedure to find the inverse of any 3 × 3 matrix here
after.
2 −2 3
Example 1.45. Diagonalize the matrix A = 1 1
ww
1
1 3 −1
w.E
2 −2 3
Solution. Given A = 1 1
1
asy
1 3 −1
Step 1. To find the eigen values
En
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
gin
Now, s1 = sum of the main diagonal elements
= 2 + 1 − 1 = 2.
ee
s2 = sum of the minors of the main diagonal elements
rin
g.n
1 1 2 3 2 −2
= + +
3 −1 1 −1 1 1
= −4 − 5 + 4 = −5.
2 −2 3
s3 = |A| = 1 1
et
1
1 3 −1
= −8 − 4 + 6
= −6.
Matrices 77
λ3 − 2λ2 − 5λ + 6 = 0.
λ = 1 is a root.
1 1 −2 −5 6
0 1 −1 −6
ww 1 −1
λ2 − λ − 6 = 0
−6 0
w.E (λ − 3)(λ + 2) = 0
asy λ = −2, 3.
En
The eigen values are 1, −2, 3.
Step 2. To find the eigen vectors
gin
x1
Let X = x2 be the eigen vector corresponding to an eigen value λ.
x3
ee ∴ (A − λI)X = 0.
rin
2 − λ −2
3
x1
g.n
1−λ 1 x2 = 0.
et (1)
1
1 3 −1 − λ x3
78 Engineering Mathematics - II
x1 + x3 = 0 (3)
(3) ⇒ x1 = −x3
x1 x3
=
−1 1
⇒ x1 = −1, x3 = 1.
Substituting in (2) we get
−1 − 2x2 + 3 = 0
ww 2 = 2x2
x2 = 1.
w.E −1
∴ X1 = 1 .
1
asy
When λ = −2 (1) becomes
En
4 −2 3 x1
1 3 1 x = 0.
2
gin
1 3 1 x3
ee
The above equations are reduced to
4x1 − 2x2 + 3x3 = 0
x1 + 3x2 + x3 = 0.
rin
By the rule of cross multiplication, we obtain
x1 x2 x3 g.n
−2
3
3
1
4
1
−2
3
et
x1 x2 x3
= =
−2 − 9 3 − 4 12 + 2
x1 x2 x3
= =
−11 −1 14
∴ x1 = 11, x2 = 1, x3 = −14
Matrices 79
11
∴ X2 = 1 .
−14
w.E
−x1 − 2x2 + 3x3 = 0 (5)
x1 − 2x2 + x3 = 0 (6)
En
All the three equations are different.
gin
Taking (5) & (6) and by the rule of cross multiplication we obtain
−2
−2
x1
ee 3
1
x2
−1
1
x3
−2
−2
rin
g.n
x1
=
x2
x1
4
=
=
x3
−2 + 6 3 + 1 2 + 2
x2
4
=
x3
4
et
∴ x1 = x2 = x3 = 1
1
X3 = 1 .
1
80 Engineering Mathematics - II
ww |P| = 1 1 1
1 −14 1
= −15 + 0 − 15
= −30.
To find Pc asy
1 1 1 1
En
−14 1
11 1 −1
1 −14
11 gin
1 1
15
1 1
0 −15
Pc = −25 −2 −3
ee rin
g.n
10 2 −12
P−1 =
1 T
P
|P| c
1
15 −25 10
et
= − 0 −2 2
30
−15 −3 −12
−15 25 −10
1
= 0
2 −2
30
15 3 12
Matrices 81
ww
30 0 0
1
= 0 −60 0
30
w.E 0 0 90
1 0 0
= 0 −2 0 .
asy
0 0 3
which is the required diagonal form.
En
6 −2 2
ee 2 −1 3
rin
6 −2 2
Solution. Let A = −2 3 −1.
g.n
2 −1 3
Step 1. To find the eigen values
s1 = tr(A) = 6 + 3 + 3 = 12.
= 9 − 1 + 18 − 4 + 18 − 4
= 8 + 14 + 14 = 36.
82 Engineering Mathematics - II
6 −2 2
s3 = |A| = −2 3 −1
2 −1 3
= 48 − 8 − 8 = 32.
ww λ3 − s1 λ2 + s2 λ − s3 = 0
w.E λ = 2 is a root.
asy
By synthetic division we have
En 2 1 −12 36 −32
gin
0 2 −20 32
1 −10 16 0
ee
Hence, the characteristic equation becomes
∴ (A − λI)X = 0.
Matrices 83
6 − λ −2 2 x1
−2 3 − λ −1 x2 = 0.
2 −1 3 − λ x3
(6 − λ)x1 − 2x2 + 2x3 = 0
−2x1 + (3 − λ)x2 − x3 = 0 . (A)
2x1 − x2 + (3 − λ)x3 = 0
w.E −2x1 + x2 − x3 = 0
asy 2x1 − x2 + x3 = 0.
En 2x1 − x2 + x3 = 0.
gin
Since λ = 2 is a repeated root, we have to find two eigen vectors by assigning a
Assigning x3 = 0, we obtain
ee
particular value to two variables, one at a time.
rin
2x1 = x2
x1 x2 g.n
et
=
1 2
1
∴ X1 = 2 .
0
Assigning x2 = 0, we obtain
2x1 = −x3
x1 x3
= .
−1 2
84 Engineering Mathematics - II
−1
∴ X2 = 0 .
2
ww Since all the three equations are different, we can consider the the first two
equations and solve for x1 , x2 , &, x3 by the method of cross multiplication
w.E −2
x1
2
x2
−2
x3
−2
asy
−5 −1 −2 −5
En x1
=
x2
=
x3
gin
2 + 10 −4 − 2 10 − 4
x1
=
12 −6
x2
=
x3
6
eex1
2
=
x2
−1
=
x3
1
∴ x1 = 2, x2 = −1, x3 = 1.
rin
x1 , x2 , x3 satisfy (3).
g.n
et
2
∴ X3 = −1 .
1
Matrices 85
1 −1 2
|P| = 2 0 −1
0 2 1
To find Pc
ww 0 −1 2 0
w.E
2 1 0 2
−1 2 1 −1
0 −1 2 0
asy
2 −2 4
En
Pc = 5 1 −2
1 5 2
ginP−1 =
1 T
P .
|P| c
ee =
2
1
12
5 1
−2 1 5 .
rin
4 −2 2
g.n
1
2
5 1
6 −2 2 1 −1 2
et
P−1 AP = −2 1 5 −2 3 −1 2 0 −1
12
4 −2 2 2 −1 3 0 2 1
12 − 10 + 2 −4 + 15 − 1 4 − 5 + 3 1 −1 2
1
= −12 − 2 + 10 4 + 3 − 5 −4 − 1 + 15 2 0 −1
12
24 + 4 + 4 −8 − 6 − 2 8+2+6 0 2 1
86 Engineering Mathematics - II
4 10 2 1 −1 2
1
= −4 2 10 2 0 −1
12
32 −16 16 0 2 1
4 + 20 + 0 −4 + 0 + 4 8 − 10 + 2
1
=
−4 + 4 + 0
4 + 0 + 20 −8 − 2 + 10
12
32 − 32 + 0 −32 + 0 + 32 64 + 16 + 16
24 0 0 2 0 0
1
w.E
which is the required diagonal form.
3 1
asy
Example 1.47. Find eA and 4A if A = .
1 3
Solution.
Step 1. To find the eigen values En
gin
s1 = sum of the main diagonal elements.
= 3 + 3 = 6.
s2 = |A| =
ee
3 1
= 9 − 1 = 8.
rin
g.n
1 3
λ2 − s1 λ + s2 = 0
λ2 − 6λ + 8 = 0
et
(λ − 2)(λ − 4) = 0
λ = 2, 4.
Matrices 87
∴ (A − λI)X = 0
3 − λ 1 x1
i.e. = 0.
1 3 − λ x2
(3 − λ)x1 + x2 = 0
ww
(A)
x1 + (3 − λ)x2 = 0.
w.E
case(i) when λ = 2, (A) reduces to one single equation
x1 + x2 = 0
En x1
−1
= .
x2
1
gin
−1
∴ X1 = .
rin
−x1 + x2 = 0
g.n
x1 − x2 = 0
x1 x2
= .
1 1
1
∴ X2 = .
1
88 Engineering Mathematics - II
ww
1 1
w.E
1 1 1 −1 1 −1 1
P−1 = PT = = .
|P| c −2 −1 −1 2 1 1
Step 5. To find P−1 AP
asy
P−1 AP =
1 −1 1 3 1 −1 1
En
2 1 1 1 3 1 1
gin
1 −3 + 1 −1 + 3 −1 1
=
2 3 + 1 1 + 3 1 1
= ee
1 −2 2 −1 1
2 4 4 1 1
rin
g.n
1 2 + 2 −2 + 2
=
2 −4 + 4 4 + 4
=
1 4 0 2 0
=
2 0 8 0 4
. et
Step 6. To find eA and 4A
By similarity transformation
2 0
−1 .
D = P AP =
0 4
Matrices 89
e2 0
Let f (A) = eA , then f (D) = eD = .
4
0 e
Now, eA = P f (D)P−1
−1 1 e2 0 1 −1 1
=
1 1 0 e4 2 1 1
1 −e2 e4 −1 1
=
2 e2 e4 1 1
ww eA =
1
e2 + e4 −e2 + e4
2 −e + e
2 4 2 4
.
w.E
e +e
Replacing e by 4, we get
asy
1 42 + 44 −42 + 44
A
4 =
2 −42 + 44 42 + 44
En
1 16 + 256 −16 + 256
=
gin
2 −16 + 256 16 + 256
=
ee
1 272 240 136 120
=
2 240 272 120 136
.
rin
Exercise I(D)
g.n
1. Find a nonsingular matrix P such that P−1 AP is in a diagonal form where A
is given by
−2 2
0 1
0 0 1
et
i. ii. iii. 0 1 0
2 −5 1 0
1 0 0
0 2 0 2 0 2 4 6 6
iv. 2 0 2 v. 0 2 0 vi. 1
3 2
0 2 0 2 0 2 −2 −4 −3
90 Engineering Mathematics - II
w.E
1 3
A4 .
asy
3 −1 1
4. Find A4 if A = −1 5 −1
En
1 −1 3
gin
1 −1 2
5. Reduce the matrix A = 0 2 −1 to the diagonal form by similarity
Matrices 91
X
normalized eigen vector of X is defined as √ .
a2 + b2 + c2
Example
1 √1
6
If X = −1 is an eigen vector, then its normalised eigen vector is −1 √ .
6
2
√2
6
Diagonalization by orthogonal transformation
A real square matrix A is said to be orthogonally diagonalizable, if there exists an
orthogonal matrix N such that N −1 AN = D ⇒ N T AN = D. This transformation
w.E
Symmetric Matrices
A real square matrix A is said to be symmetric if AT = A.
asy
Working rule for orthogonal reduction
En
Step 1. Find the eigen values λ1 , λ2 , . . . , λn .
gin
Step 2. Find eigen vectors X1 , X2 , . . . , Xn which are pairwise orthogonal.
as columns. ee
Step 3. Form the normalised modal matrix N with the normalised eigen vectors
rin
g.n
λ1 0 . . . 0
0 λ . . . 0
2
Step 4. Find N T and N T AN = D = . .
et
. .
.. .. ..
0 0 . . . λ
n
Property 1.9. The eigen values of a real symmetric matrix are real.
92 Engineering Mathematics - II
∴ AX = λX. (1)
X̄ T AX = λX̄ T X
T T asy
Taking transpose on both sides we get
En
X T AX̄ = λ̄X T X̄
X̄ T AT X = X̄ T X λ̄T = λ̄X̄ T X
X̄ T AX = λ̄X̄ T X
gin
X̄ T λX = λ̄X̄ T X
λX̄ T X = λ̄X̄ T X.
ee
Now X is an n × 1 matrix and X̄ T is a 1 × n matrix. rin
Hence, X̄ T X is a 1 × 1 matrix, which is a positive real.
g.n
⇒ λ = λ̄.
⇒ λ is a real number. et
Property 1.10. The eigen vectors corresponding to distinct eigen values of a real
symmetric matrix are orthogonal. [Dec.2002]
Proof. By property 1.9, we know that, if A is a real symmetric matrix, then its
eigen values are real.
Let λ1 and λ2 be two real eigen values such that λ1 , λ2 .
Matrices 93
AX2 = λ2 X2 . (2)
asy
(3)
Premultiplying (2) by X1T we get
∴ X1T X2 = 0
et
⇒ X1 and X2 are orthogonal.
1
Property 1.11. If λ is an eigen value of an orthogonal matrix, then is also its
λ
eigen value.
94 Engineering Mathematics - II
⇒ AT = A−1 . (1)
ww Results
asy
2. If A is a real symmetric matrix, then the eigen vectors of A will be not only
linearly independent but also pairwise orthogonal.
En
3. If A is orthogonal, then AT is orthogonal.
gin
4. If A is an orthogonal matrix, then |A| = ±1.
✎
ee
5. The eigen values of an orthogonal matrix are of magnitude 1.
Worked Examples
✍
☞
✌ rin
Example 1.48. Prove that A =
cos θ sin θ
is orthogonal. g.n [Jan 2009]
− sin θ cos θ
Solution. |A| = cos2 θ + sin2 θ = 1, which is nonsingular.
et
AAT =
− sin θ cos θ sin θ cos θ
cos2 θ + sin2 θ − sin θ cos θ + sin θ cos θ 1 0
= 0 1 = I
=
− sin θ cos θ + cos θ sin θ sin2 θ + cos2 θ
∴ A is orthogonal.
Matrices 95
1 2 2
1
Example 1.49. Show that A = 2 1 −2 is orthogonal.
3
−2 2 −1
1 2 2
1
Solution. Given A = 2 1 −2
3
−2 2 −1
1 2 −2
1
AT = 2 1
2
ww 3
2 −2 −1
w.E
1 2 2 1 2 −2
1
T
AA = 2 1 −2 2 1
2
9
−2 2 −1 2 −2 −1
asy
9 0 0 1 0 0
1
En
= 0 9 0 = 0 1 0 = I
9
0 0 9
gin
0 0 1
∴ A is orthogonal.
rin
Let AT = A−1 = B.
Now BT = (A−1 )T = (AT )−1 = B−1 . g.n
∴ B is orthogonal.
i.e., A−1 is orthogonal. et
Example 1.51. Prove that if A and B are orthogonal matrices, then AB is
orthogonal.
Solution. Given A & B are orthogonal.
∴ AT = A−1 and BT = B−1 .
Now, (AB)T = BT AT = B−1 A−1 = (AB)−1 ⇒ AB is orthogonal.
96 Engineering Mathematics - II
2 1 −1
Example 1.52. Diagonalise the symmetric matrix A = 1 1 −2 by an
−1 −2 1
orthogonal transformation. [Jan 2004]
Solution. A is a real symmetric matrix.
Step 1. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation is λ3 − s1 λ2 + s2 λ − s3 = 0.
Now s1 = sum of the main diagonal elements
ww = 2 + 1 + 1 = 4.
w.E
=
1 −2 2 −1 2 1
+ +
−2 1 −1 1 1 1
=1−4+2−1+2−1 asy
= −3 + 1 + 1 = −1.
En
gin
2 1 −1
s3 = |A| = 1 1 −2
ee
−1 −2 1
λ2 − 3λ − 4 = 0.
Matrices 97
(λ + 1)(λ − 4) = 0.
ww
2 − λ
(A − λI)X = 0.
1 −1
x1 0
w.E
1 − λ −2 x2 = 0 . (1)
1
−1 −2 1 − λ x3 0
When λ = −1, (1) becomes
asy
3 1 −1
x1
En
2 −2 x2 = 0.
1
gin
−1 −2 2 x3
98 Engineering Mathematics - II
i.e., x1 + x2 − x3 = 0.
x1 x3
x1 − 2x3 = 0 ⇒ x1 = 2x3 ⇒ = =⇒ x1 = 2, x3 = 1.
2 1
x1 x2
−x1 − 2x2 = 0 ⇒ x1 = −2x2 ⇒ = =⇒ x1 = 2, x2 = −1.
2 −1
ww
2
∴ x1 = 2, x2 = −1, x3 = 1
En
1 −3 −2 x2 = 0.
gin
−1 −2 −3 x3
i.e., −2x1 + x2 − x3 = 0 ⇒ 2x1 − x2 + x3 = 0.
x1 − 3x2 − 2x3 = 0.
ee
−x1 − 2x2 − 3x3 = 0 ⇒ x1 + 2x2 + 3x3 = 0.
All the three equations are different. rin
Taking the first two equations and solving by the rule of cross multiplication we
g.n
get
−1
x1
1
x2
2
x3
−1
et
−3 −2 1 −3
x1 x2 x3
i.e., = = .
5 5 −5
=⇒ x1 = 1, x2 = 1, x3 = −1.
Matrices 99
1
∴ X3 = 1 .
−1
Since A is symmetric and all the eigen values are different X1 , X2 , X3 are pairwise
orthogonal.
Step 3. To form the modal matrix N
0 √2 √1
6 3
The normalized eigen vectors are √1 , −1
√
and √1 .
ww
2 6 3
√1 √1 −1
√
2 6 3
The modal matrix N is formed with the normalized eigen vectors as columns.
w.E
0 √2 √1
6 3
1
i.e., N = √ −1 √1
√
.
2 6 3
asy
√1 √1 −1
√
2 6 3
Step 4. To find T
N AN
0En √1 √1
2 1
−1 0 √2 √1
gin
2 2 6 3
N T AN = √2 −1 √1 1 −2 √12 −1 √1
1
√ √
6 6 6 6 3
ee
√1 √1 −1
√
−1 −2 1 √1
√1 −1
√
3 3 3 2 6 3
−1 0 0
rin
g.n
= 0 1 0 = D.
0 0 4
1 1 3
Example 1.53. Diagonalise the matrix 1 5 1 by an orthogonal reduction.
et
3 1 1
1 1 3
Solution. Let A = 1 5 1.
3 1 1
A is a real symmetric matrix.
λ3 − s1 λ2 + s2 λ − s3 = 0.
= 1 + 5 + 1 = 7.
ww = + +
1 1 3 1 1 5
w.E =5−1+1−9+5−1
= 4 − 8 + 4 = 0.
asy
1 1 3
s3 = |A| = 1 5 1
En
3 1 1
= 4 + 2 − 42 gin
= −36.
ee
The characteristic equation is λ3 − 7λ2 + 36 = 0.
rin
λ = −2 is a root.
By synthetic division we have g.n
−2 1
0
−7
−2
0
18
36
−36
et
1 −9 18 0
λ2 − 9λ + 18 = 0
(λ − 3)(λ − 6) = 0
λ = 3, λ = 6.
The eigen values are −2, 3, 6.
Matrices 101
∴ (A − λI)X = 0
1 − λ 1 3 x1
5−λ 1 x2 = 0. (1)
1
w.E
3 1 3 x1
1 7 1 x2 = 0.
asy
3 1 3 x3
The above equations are reduced to
En
3x1 + x2 + 3x3 = 0
gin
x1 + 7x2 + x3 = 0.
By the rule of cross multiplication we obtain
1
ee
x1
3
x2
3
x3
1
rin
7 1 1 7
g.n
x1
=
x2
=
1 − 21 3 − 3 21 − 1
x1
=
x2
=
x3
x3
et
−20 0 20
x1 = 1, x2 = 0, x3 = −1.
1
∴ X1 = 0 .
−1
ww Taking the first two equations and applying the rule of cross multiplication we get
x1 x2 x3
w.E 1
2
3
1
−2
1
1
2
asy x1 x2 x3
En =
1 − 6 3 + 2 −4 − 1
x1 x2
=
x3
gin
= =
−5 5 −5
∴ x1 = 1, x2 = −1, x3 = 1.
ee
1
∴ X2 = −1 .
rin
g.n
1
et
−5 1 3 x1
1 −1 1 x2 = 0.
3 1 −5 x3
The above equations become
−5x1 + x2 + 3x3 = 0
x1 − x2 + x3 = 0
3x1 + x2 − 5x3 = 0.
Taking the first two equations and applying rule of cross multiplication we get
Matrices 103
x1 x2 x3
1 3 −5 1
−1 1 1 −1
x1 x2 x3
= =
1+3 3+5 5−1
x1 x2 x3
= =
4 8 4
∴ x1 = 1, x2 = 2, x3 = 1.
1
ww ∴ X3 = 2 .
1
w.E
Since A is symmetric and all the eigen values are different x1 , x2 , x3 are pairwise
orthogonal.
Step 3. To form the modal matrix N
asy
√1 √1 √1
2 3 6
En
The normalized eigen vectors are 0 , − √1 √2 .
3 6
gin
−1
√ √1 √1
2 3 6
The modal matrix N is formed with the normalized eigen vectors as columns.
√1
2
∴ N = 0
−
√1
√
ee
3
1
3
√2
√1
6
6
rin
g.n
− √1 √1 √1
2 3 6
Step 4. To find N T AN
T
√1
2
N AN = √1
0
− √1
2
√1
− √1 1 1 3 √1
2
1 5 1 0
− √1
√1
3
√1
6
√2
et
3 3 3
3 6
√1 √2 √1 3 1 1 − √1 √1 √1
6 6 6 2 3 6
√ √ 1
− 2 0 2 √ √1 √1 −2 0 0
3
√ 2 6
√
√
1 2
= 3 − 3 3 0 − 0 3 0 .
=
√ √
√ 3 6
√ √ 1
6 2 6 6 −√ √1 √1 0 0 6
2 3 6
3 1 1
Example 1.54. Diagonalise the matrix A = 1 3 −1 by means of an orthogonal
1 −1 3
transformation. [Jan 2004]
Solution. A is a symmetric matrix.
Step 1. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
= 3 + 3 + 3 = 9.
asy +
−1 3 1 3 1 3
3 1 En
= 9 − 1 + 9 − 1 + 9 − 1 = 24.
1
s3 = |A| = 1 3 −1
gin
ee
1 −1 3
= 24 − 4 − 4 = 16. rin
∴ The characteristic equation is λ3 − 9λ2 + 24λ − 16 = 0.
g.n
By synthetic division we have
λ = 1 is a root.
et
1 1 −9 24 −16
0 1 −8 16
1 −8 16 0
=⇒ λ2 − 8λ + 16 = 0.
Matrices 105
(λ − 4)(λ − 4) = 0.
ww
3 − λ
(A − λI)X = 0.
1
1 x1
w.E
1
1 −1 3 − λ x3
3 − λ −1 x2 = 0.
(1)
gin
1 −1 2 x3
The above equations become
ee 2x1 + x2 + x3 = 0.
x1 + 2x2 − x3 = 0.
rin
x1 − x2 + 2x3 = 0.
g.n
Taking the first two equations and solving for x1 , x2 , x3 by the rule of cross
multiplication we get
x1 x2 x3
et
1 1 2 1
2 −1 1 2
x1 x2 x3
= =
−1 − 2 1 + 2 4 − 1
x1 x2 x3
=⇒ = = .
−3 3 3
=⇒ x1 = −1, x2 = 1, x3 = 1.
−1
∴ X1 = 1 .
1
When λ = 4, (1) becomes
−1 1 1 x1
1 −1 −1 x2 = 0.
ww
1 −1 −1 x3
The above equations are reduced to one single equation
w.E x1 − x2 − x3 = 0. (1)
1 asy
Put x3 = 0 ⇒ x1 − x2 = 0 ⇒ x1 = x2 =⇒ x1 = 1, x2 = 1.
∴ X2 = 1.
En
gin
0
a
ee
Let X3 = b be orthogonal to X2 .
rin
c
By the condition of orthogonality, X3T X2 = 0.
1
g.n
et
a b c 1 = 0
0
=⇒ a + b = 0 ⇒ a = −b.
∴ a − b − c = 0 ⇒ −2b − c = 0 ⇒ 2b = −c
b c
⇒ = ⇒ b = −1, c = 2, a = 1.
−1 2
Matrices 107
1
∴ X3 = −1.
2
Step 3. To find the modal matrix N
The normalised eigen vectors are
−1 √ √1 √1
3 2 6
√1 , √1 , −1
3 2 √6 .
√1 √2
ww 0 3
w.E
columns.
−1
3
√ √1
2
√1
6
−1
3
√ √1
3
√1
3
asy
∴ N = √
1
√1 −1
√
, N T = √
1
√1
0
3 2 6 2 2
√1 0 √2 √1 −1
√ √2
3 6 6 6 6
Step 4. To find N T AN
En
−1
3
√
gin √1
3
√1
3
3
−1
√
1
3
1 √1
2
√1
6
ee
N T AN = √1 1
0 1 3 −1 √1 1 −1
√ √ √
2 2 3 2 6
rin
√1 −1
√ 2
√
1 −1 3 √1 0 √2
6 6 6 3 6
g.n
−1 √ √1 √1 −1√ √4 √4 1 0 0
3 3 3 3 2 6
= √1 √1 0 √1 √4 −4 = 0 4 0 .
√
2 2 3 2 6
et
√1 −1
√ √2
√1 0 √8
0 0 4
6 6 6 3 6
which is the required diagonal form.
D = N T AN = N −1 AN.
= N −1 AAN = N −1 A2 N
D3 = N −1 A3 N
In general, Dr = N −1 Ar N
λr 0 0 . . . 0
1
r r
Where D = 0 λ2 0 . . . 0 .
r
0 0 0 . . . λn
ww Ar = NDr N −1 .
w.E
2 0 1
Example 1.55. Diagonalise the matrix A = 0 3 0. Hence find A3 . [Jan 2006]
asy 1 0 2
Solution. A is a symmetric matrix.
Step 1. To find the eigen values
En
Since A is a 3 × 3 matrix, the characteristic equation is of the form
ginλ3 − s1 λ2 + s2 λ − s3 = 0.
ee
Now s1 = sum of the main diagonal elements
rin
g.n
= 2 + 3 + 2 = 7.
et
3 0 2 1 2 0
= + +
0 2 1 2 0 3
=6−0+4−1+6−0
= 6 + 3 + 6 = 15.
2 0 1
s3 = |A| = 0 3 0
1 0 2
Matrices 109
= 2(6 − 0) + 1(0 − 3)
= 12 − 3 = 9.
λ = 1 is a root.
ww 1 1
0
−7
1
15
−6
−9
9
w.E 1 −6
λ2 − 6λ + 9 = 0.
9 0
asy (λ − 3)(λ − 3) = 0
En ⇒ λ = 3, 3.
et
∴ (A − λI)X = 0
2 − λ 0 1 x1
i.e., 0 3−λ 0 x2 = 0. (1)
1 0 2 − λ x3
ww
∴ X1 = 0 .
−1
w.E
When λ = 3, (1) becomes
−1 0 1 x1
En
The above equations are reduced to one single equation
gin x1 − x3 = 0
⇒ x1 = x3
(2)
1
ee
i.e., x1 = 1, x3 = 1 and x2 = any value = 0 (say)
rin
g.n
∴ X2 = 0.
1
a
Let X3 = b be orthogonal to X2 .
et
c
∴ X3T X2 = 0.
1
i.e., a b c 0 = 0 =⇒ a + c = 0. (3)
1
Matrices 111
ww
−1 1
0
√ √
2 2
The modal matrix N is formed with the normalised eigen vectors as columns.
w.E
√1
2
√1
2
0
asy 0 1 .
∴ N = 0
−1
√ √1 0
2 2
Step 4. To find
N T AN
En
gin
√1 0 − √1 2 0 1 √1 √1 0
2 2 2 2
T
N AN = √1 0 √1 0 3 0 0
0 1
2 2
ee
1 0 2 − √1 √1
0 1 0 0
2 2
rin
√1 0 − √1 √1 √1 0 1 0 0
2 2 2 2
= √3
g.n
3
0 1 = 0 3 0 = D.
0 √ 0
2 2
1
1 0 0 3
0 3 0 − √ √ 0
2 2
Step 5. To find A3
1 0 0
D3 = 0 27 0
et
0 0 27
√1 √1 0 1 0 0 √1 0 −1
√ 14 0 13
2 2 2 2
3 3 T
Now, A = ND N = 0 1 0 27 0 √1 √1 = 0 27 0 .
0 0
2
2
−1 √1
0 0 0 27 0 1 0 13 0 14
√
2 2
8 −6 2
Example 1.56. Diagonalise the matrix A = −6 7 −4. Hence find the value of
2 −4 3
A4 . [Jan 2013]
Solution. A is a symmetric matrix.
Step 1. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
w.E = 8 + 7 + 3 = 18.
asy
7 −4 8 2 8 −6
= + +
−4 3 2 3 −6 7
En
= 21 − 16 + 24 − 4 + 56 − 36
gin
= 5 + 20 + 20 = 45.
ee
8 −6 2
rin
s3 = |A| = −6 7 −4
2 −4 3
λ = 0, 3, 15.
Matrices 113
∴ (A − λI)X = 0
8 − λ −6 2 x1
λ x = 0. (1)
−6 7 − −4 2
ww
2 −4 3 − λ x3
When λ = 0, (1) becomes
w.E
8 −6 2 x1
−6 7 −4 x2 = 0.
En
8x1 − 6x2 + 2x3 = 0
gin
−6x1 + 7x2 − 4x3 = 0
2x1 − 4x2 + 3x3 = 0.
−6
ee
Taking the first two equations and applying the rule of cross multiplication we get
x1
2
x2
8
x3
−6 rin
7 −4 −6 7
g.n
x1
=
x1
x2
x2
=
x3
24 − 14 −12 + 32 56 − 36
x3
et
= =
10 20 20
x1 = 1, x2 = 2, x3 = 2.
1
∴ X1 = 2 .
2
ww i.e., x1 = 2x2
x1
=
x2
w.E 2 1
∴ x1 = 2, x2 = 1.
Substituting in the first equation we get
10 − 6 + 2x3 = 0
4 + 2x3 = 0
asy
2x3 = −4
En
x3 = −2.
gin
ee
2
rin
∴ X2 = 1 .
−2
When λ = 15, (1) becomes
−7 −6 2 x1 g.n
et
−6 −8 −4 x2 = 0.
2 −4 −12 x3
The above equations become
−7x1 − 6x2 + 2x3 = 0
Matrices 115
Taking the first two equations and applying the rule of cross multiplication, we
get
x1 x2 x3
−6 2 −7 −6
8 4 6 8
x1 x2 x3
= =
−24 − 16 12 + 28 −56 + 36
ww x1
=
x2
−40 40 −20
=
x3
w.E
x1 x2 x3
= =
2 −2 1
∴ x1 = 2, x2 = −2, x3 = 1.
2
∴ X3 = −2.
asy
En
1
gin
Since A is a symmetric matrix and all the eigen values are different, X1 , X2 & X3
are pairwise orthogonal.
Step 3. To find the modal matrix N
ee
1 2 2
3 3 3
The normalized eigen vectors are 23 , 13 , −2 rin
g.n
3
2 −2 1
3 3 3
The modal matrix N is formed with the normalized eigen vectors as columns.
1
3
∴ N = 32
2
3
1
2
3
−2
et
3 3
2 −2 1
3 3 3
1 2 2
1
= 2 1 −2
3
2 −2 1
Step 4. To find N T AN
1 2 2 8 −6 2 1 2 2
1
N T AN = 2 1 −2 −6 7 −4 2 1 −2
9
2 −2 1 2 −4 3 2 −2 1
0 0 0 1 2 2
1
= 6 3 −6 2 1 −2
9
30 −30 15 2 −2 1
ww
0 0 0 0 0 0
1
= 0 27 0 = 0 3 0 = D
9
w.E 0 0 135 0 0 15
Step 5. To find A 4
asy
0 0 0
D = 0 3 0 .
0 0 15
En
0 0 0 0 0 0
gin
D4 = 0 34 0 = 0 81 0 .
0 0 154 0 0 50625
ee
Now A4 = ND4 N T
1 2 2
0 0 0
1 2 2
rin
g.n
1
= 2 1 −2 0 81
0 2 1 −2
9
2 −2 1 0 0 50625 2 −2 1
et
0 162 101250 1 2 2
1
= 0 81 −101250 2 1 −2
9
0 −162 50625 2 −2 1
202824 −202338 100926 22536 −22482 11214
1
= −202338 202581 −101412 = −22482 22509 −11268 .
9
100926 −101412 50949 11214 −11268 5661
Matrices 117
ww √1
−1
√ −1
√
2 3 6
w.E
2 0 0
N T AN = D = 0 3 0 .
asy
0 0 6
En
1
√1 √1 −1
√ 2 0 0 √2 0 −1
√
2 3 6 2
T
gin
1 2
Now, A = NDN = 0 3 0 √13 √1 √1
0
√ √
3 6 3 3
√1 √2
−1
√ −1
√
0 0 6 −1
√ −1
√
2 3 6 6 6 6
ee
3 −1 1
= −1 5 −1 .
rin
1 −1 3
g.n
Exercise I(E)
cos θ sin θ 0
1. Prove that the matrix B = − sin θ cos θ 0 is orthogonal.
et
0 0 1
6 −3 2
2. Show that the matrix 17 −3 −2 6 is orthogonal.
2 6 3
7 −2 0
4. Diagonalise the matrix −2 6 −2.
0 −2 5
ww
8 −6 2
w.E
5. Reduce A = −6 7 −4 to the diagonal form by an orthogonal reduction.
2 −4 3
asy
10 −2 −5
6. Reduce the matrix A = −2 2
3 to the diagonal form.
En
−5 3 5
gin
6 −2 2
ee
7. By an orthogonal transformation, diagonalise the matrix A = −2 3 −1.
rin
2 −1 3
2 −1 1
8. Reduce the matrix A = −1 2 −1 to diagonal form by an orthogonal
g.n
reduction. Hence find A3 .
1 −1 2
et
9. The eigen vectors corresponding to the eigen values 1, 2, 3 of the symmetric
matrix A are [1 − 1 0]T , [0 0 1]T and [1 1 0]T respectively. Find A.
10. [1 − 1]T and [1 1]T are the eigen vectors of the symmetric matrix A
corresponding to the eigen values 0 and 2 respectively. Find A.
Matrices 119
Example.
(1) x2 + 2xy + 2y2 is a quadratic form in 2 variables.
(2) ax2 + 2hxy + by2 + cz2 + 2gyz + 2 f zx is a quadratic form in 3 variables.
(3) ax2 + by2 + cz2 + dw2 + 2hxy + 2gyz + 2 f zx + 2ℓxw + 2myw + 2nzw is a quadratic form
ww in 4 variables.
Definition.
n P n
The general quadratic form in n variables x1 , x2 , . . . , xn is
w.E
P
ai j xi x j where ai j ’s are real numbers such that ai j = a ji for all i, j =
j=1 i=1
1, 2, 3, . . . , n.
asy
Notation. Usually the quadratic form is denoted by Q.
En
n X
X n
∴ Q= ai j xi x j .
j=1 i=1
rin
x2 a21 a22 . . . a2n
Let X = . , A = . .. .. .. where ai j = a ji . Then, A is a symmetric matrix.
.. .. . . .
x
n
a
n1 an2 . . . ann
n P n
g.n
et
ai j xi x j can be written as Q = X T AX. A is called
P
Now the quadratic form Q =
j=1 i=1
the matrix of the quadratic form.
Example. Consider the quadratic form x2 + 4xy + y2 .
i.e., x2 + 2xy + 2yx + y2 .
1 2 x
The quadratic form is [x y] .
2 1 y
x 1 2
Hence X = , A =
.
y 2 1
A quadratic form of Q which contains only the square terms of the variables is
said to be in canonical form.
Example. x2 + 2y2 , x2 − y2 , x2 + y2 + z2 , x12 + x22 + x32 + 4x42 are in canonical forms.
Reduction of Q to canonical form by orthogonal transformation
Let Q = X T AX be a quadratic form in n variables x1 , x2 , . . . , xn and A = [ai j ] be the
symmetric matrix of order n of the quadratic form. We shall reduce A to the
w.E
0 λ2 . . . 0
normalized modal matrix of A so that N T AN = D, where D = . .. ..
.. . .
asy . . . λn
0 0
where λ1 , λ2 , . . . , λn are the eigen values of A.
En
We have Q = X T AX = (NY)T A(NY) = (yT N Y )A(NY)
gin
= Y T (N T AN)Y = Y T DY.
ee
y1 λ1 0 . . . 0 y1
rin
y2 0 λ2 . . . 0 y2
If Y = . then Q = [y1 y2 . . . yn ] . .. .. ..
.. .. . . .
yn
0 0 . . . λn yn
g.n
which is the required canonical form.
= λ1 y21 + λ2 y22 + · · · + λn y2n
et
Note
(i) In the above canonical form, some λi ’s may be positive or negative or zero.
(ii) In the canonical form, the coefficients are the eigen values of the matrix A.
(iii) A quadratic form is said to be real if the elements of the symmetric matrix
are real.
Matrices 121
Definition
If A is the matrix of the quadratic form Q in the variables x1 , x2 , . . . , xn ,
then the rank of Q is equal to the rank of A. The rank of A is denoted by ρ(A).
If rank of A < n, where n is the number of variables or order of A, then |A| = 0
and Q is called a singular form.
Definition
Let Q = X T AX be a quadratic form in n variables x1 , x2 , . . . , xn , where
X = [x1 x2 . . . xn ]T and A is the matrix of the quadratic form.
ww (i) The number of positive and negative eigen values of A is called the rank of
asy
quadratic form. It is also denoted by p. It is equal to the number of positive
terms in the canonical form.
En
(iii) The difference between the number of positive and negative eigen values
of A is called the signature of the quadratic form. It is denoted by s. It is also
gin
equal to the difference between the number of positive and negative terms in
ee
the canonical form. i.e., s = p − (r − p) = 2p − r where ρ(A) = r.
(iv) Q is said to be positive definite if all the n eigen values of A are positive.
i.e., r = n, p = r.
rin
Ex. y21 + y22 + · · · + y2n is positive definite.
g.n
(v) Q is said to be negative definite if all the n eigen values of A are negative.
i.e.,r = n, p = 0.
Ex. −y21 − y22 − · · · − y2n is negative definite.
et
(vi) Q is said to be positive semi definite if all the n eigen values are ≥ 0 with
atleast one eigen value = 0.
i.e., if r < n and p = r.
Ex. y21 + y22 + y24 + · · · + y2r is positive semi definite.
(vii) Q is said to be negative semi definite if all the n eigen values of A are ≤ 0
with atleast one value = 0.
i.e., if r < n and p = 0.
Ex. −y21 − y22 − y25 − · · · − y2r , (r < n) is negative semi definite.
(viii) Q is said to be indefinite if A has positive and negative eigen values.
Ex. y21 − y22 + y23 − y24 − y25 + · · · + y2n is indefinite.
Result. The nature of the quadratic form can also be found without finding
ww the eigen values of A or without reducing to canonical form but by using the
principal minors of A.
asy
a11 a12 . . . a1n
a21 a22 . . . a2n
En A = .
.. ..
.
..
.
.. .
.
gin
an1 an2 . . . ann
ee
a11 a12 a13
a11 a12
rin
Let D1 = |a11 |, D2 = , D3 = a a a23 etc.
a 21 22
21 a22
a31 a32 a33
Finally Dn = |A|. The determinants D1 , D2 , . . . , Dn are called the principal minors
of A. The quadratic form Q is said to be g.n
(i) Positive definite if Di > 0 for all i = 1, 2, . . . , n.
(ii) Negative definite if (−1)i Di > 0 for all i = 1, 2, . . . , n. i.e.,D1 , D3 , D5 , . . . are
et
negative and D2 , D4 , D6 , . . . are positive.
(iii) Positive semidefinite if Di ≥ 0 for all i = 1, 2, 3, . . . , n and atleast one Di = 0.
(iv) Negative semidefinite if (−1)i Di ≥ 0 for all i = 1, 2, 3, . . . , n and atleast one
Di = 0.
(v) Indefinite in all other cases.
Matrices 123
Example 1.58. Write down the matrix of the quadratic form 2x2 + 3y2 + 6xy.
[Jan 2001]
Solution. The given quadratic form is in two variables.
ww Hence, the matrix of the quadratic form is a 2 × 2 symmetric matrix. Let A be the
required matrix. Then
w.E
a11 a12
A = .
a21 a22
a11 = coefficient of x2 = 2.
a12 = a21 = 1 asy
coefficient of xy = 1
× 6 = 3.
En
2 2
a22 = coefficient
of y2 = 3.
gin
2 3
∴ A =
3 3
ee
Example 1.59. Write down the matrix of the quadratic form
2x12 − 2x22 + 4x32 + 2x1 x2 − 6x1 x3 + 6x2 x3 .
rin [Jan 2002]
Solution. The given quadratic form contains 3 variables. Hence, the matrix A of
the quadratic form is a 3 × 3 symmetric matrix. The matrix of the quadratic form g.n
et
a11 a12 a13
is A = a21 a22 a23 .
a31 a32 a33
Example 1.60. Write down the matrix of the quadratic form 2x2 +8z2 +4xy+10xz−2yz
[Jun 2013, Dec 2001].
Solution. The given quadratic form contain 3 variables. Hence the matrix A of
the quadratic form is a 3 × 3 matrix.
ww
a11 a12 a13
Hence A = a21 a22 a23
w.E
a31 a32 a33
asy
a12 = a21 =
1
2
1
× Coeff.of xy = × 4 = 2.
2
En
a13 = a31
1 1
= × Coeff.of xz = × 10 = 5.
2 2
gin
a22 = Coeff.of y2 = 0
1 1
a23 = a32 =
ee
2
× Coeff.of yz = × (−2) = −1.
a33 = Coeff.of z2 = 8.
2
rin
g.n
2 2 5
∴ A = 2 0 −1 .
et
5 −1 8
2 4 5
Example 1.61. Write down the quadratic form of the matrix 4 3 1.[Jan 2003]
5 1 1
Solution. The given matrix is a 3 × 3 symmetric matrix. Hence, the quadratic
form is in 3 variables. The required quadratic form must be of the form
Matrices 125
a11 a12 a13
Comparing the given matrix with a21 a22 a23 we get,
a31 a32 a33
a11 = 2, a12 = 4, a13 = 5, a22 = 3, a23 = 1, a33 = 1.
∴ Q = 2x2 + 8xy + 10xz + 3y2 + 2yz + z2 .
= 2x2 + 3y2 + z2 + 8xy + 10xz + 2yz.
Example 1.62. Write down the quadratic form corresponding to the matrix
2 2 5
ww
2 0 −1.
5 −1 8
w.E Solution. Since the given matrix is a 3 × 3 symmetric matrix, the quadratic form
must be in 3 variables x, y, z. Let Q be of the required quadratic form
asy
∴ Q = a11 x2 + a22 y2 + a33 z2 + 2a12 xy + 2a13 xz + 2a23 yz.
a11 a12 a13
En
Comparing the given matrix with we have
a21 a22 a23
gin
a31 a32 a33
a11 = 2, a22 = 0, a33 = 8, a12 = 2, a13 = 5, a23 = −1.
∴ Q = 2x2 + 8z2 + 4xy − 2yz + 10xz.
ee
Example 1.63. Write down the quadratic form corresponding to the matrix
2 0 −2
rin
g.n
0 2 1 . [Jan 2013]
−2 1 −2
Solution. Since the given matrix is a 3 × 3 symmetric matrix, the quadratic form
must be in 3 variables x, y, z.
∴ Q = a11 x2 + a22 y2 + a33 z2
Let Q be the required quadratic form.
+ 2a12 xy + 2a13 xz + 2a23 yz.
et
a11 a12 a13
Comparing the given matrix with a21 a22 a23 we obtain
a31 a32 a33
a11 = 2, a12 = 0, a13 = −2, a22 = 2, a23 = 1, a33 = −2.
∴ Q = 2x2 + 2y2 − 2z2 − 4xz + 2yz.
Example 1.64. Determine the nature of the quadratic form f (x1 , x2 , x3 ) = x12 + 2x22 .
[Jan 2003]
Solution. Since it contains only square terms it is of the canonical form. The
canonical form contains 3 variables but the RHS expression contains only two
terms. The coefficients of the canonical form are the eigen values of the matrix of
the quadratic form. Hence, λ1 = 1, λ2 = 2 and λ3 = 0. Hence, the given quadratic
form is positive semi-definite.
ww Example 1.65. Find the nature of the quadratic form 2x2 + 2xy + 3y2 .
Solution. Let us form the matrix A of the given quadratic form. Since the Q.F
w.E
contains only two
∴ A =
variables, A is a 2 × 2 matrix.
a11 a12
. From the given Q.E, we have
21 a a
22
asy
a11 = Coeff.of x2 = 2.
En
1 1
a12 = a21 = × Coeff.of xy = × 2 = 1
2 2
a22 = Coeff.of y2 = 3.
2 1
∴ A = gin
ee
1 3
Let us analyse the nature of the Q.F with the help of the principal minors.
rin
g.n
D1 = |2| = 2.
D2 =
2
1
1
3
= 6 − 1 = 5.
Matrices 127
a11 a12 a13
∴ A = a21 a22 a23 .
a31 a32 a33
From the given Q.F we have
a11 = Coeff.of x2 = 6.
1 1
a12 = a21 = × Coeff.of xy = × (−4) = −2
2 2
1 1
a13 = a31 = × Coeff.of xz = × 4 = 2
2 2
ww a22 = Coeff.of y2 = 3.
a23 = a32 =
1 1
× Coeff.of yz = × (−2) = −1.
w.E 2
a33 = Coeff.of z2 = 3
2
asy
6 −2 2
∴ A = −2 3 −1.
2 −1 3
En
The principal minors are D1 = 6 > 0.
gin
6 −2
D2 = = 18 − 4 = 14 > 0.
−2 3
ee
D3 = |A| = 6(8) + 2(−4) + 2(−4) = 48 − 8 − 8 = 32 > 0.
Since D1 , D2 , D3 are positive, the Q.F is positive definite.
rin
Example 1.67. Determine λ so that the quadratic form λ(x2 +y2 +z2 )+2xy−2yz+2zxg.n
is positive definite.
et
a11 a12 a13
Solution. If A is the matrix of the given quadratic form, then A = a21 a22 a23
a31 a32 a33
a22 = Coeff.of y2 = λ
1 1
a23 = a32 = × Coeff.of yz = × (−2) = −1
2 2
a33 = Coeff.of z2 = λ
λ 1 1
∴ A = 1 λ −1.
1 −1 λ
Let us find out the principal minors D1 , D2 and D3 .
ww D1 = λ.
D2 = λ2 − 1 = (λ + 1)(λ − 1).
asy
= λ(λ − 1)(λ + 1) − (λ + 1) − (λ + 1) = (λ + 1)(λ2 − λ − 1 − 1)
En
Since the Q.F is positive definite, we have D1 > 0, D2 > 0 and D3 > 0.
ee
D2 > 0 =⇒ (λ + 1)(λ − 1) > 0.
rin
=⇒ λ + 1 > 0 and λ − 1 > 0.
g.n
et
=⇒ λ > −1 and λ > 1.
OR
Matrices 129
Example 1.68. Show that the Q.F ax12 − 2bx1 x2 + cx22 is positive definite if a > 0
and ac − b2 > 0.
ww Solution. The given Q.F. is in 2 variables. Hence, the matrix A of the Q.F is a
2 × 2 matrix.
w.E
a11 a12
Let A be .
a21 a22
Now, a11 = Coeff.of x12 = a.
a12 = a21 =
1
asy 1
× Coeff.of x1 x2 = × (−2b) = −b.
En
2 2
a22 = Coeff.of x22 = c.
gin
∴ A =
a −b
.
ee
−b c
We have D1 = a, D2 = ac − b2 .
Given a > 0 and ac − b2 > 0. rin
=⇒ D1 > 0 and D2 > 0.
∴ The Q.F is positive definite. g.n
Example 1.69. Find the index, signature, rank and nature of the quadratic form
in 3 variables x2 + 2y2 − 3z2 .
et[May 2011]
Solution. Since the given Q.F contains only square terms, it is in the canonical
form in 3 variables.
The eigen values are the coefficients of x2 , y2 and z2 .
∴ λ1 = 1, λ2 = 2, λ3 = −3
Example 1.70. If the quadratic form ax2 +2bxy+cy2 is positive definite (or negative
ww definite), then prove that the quadratic equation ax2 + 2bx + c = 0 has imaginary
w.E
roots.
Solution. Since the given Q.F contains two variables, the matrix of the Q.F. A is
asy
a 2 × 2 matrix.
a11 a12
Let A be .
En
a 21a 22
a12 = a21 =
1
2 gin 1
× Coeff.of xy = × 2b = b.
2
a22 = Coeff.of y2 = c.
a b
∴ A =
b c
.
ee rin
The principal minors are D1 = a, D2 = ac − b2 .
g.n
If the quadratic form is positive definite then D1 > 0 and D2 > 0.
If the quadratic form is negative definite, then (−1)i Di > 0 for all i.
Matrices 131
Example 1.71. Reduce the quadratic form x12 + 5x22 + x32 + 2x1 x2 + 2x2 x3 + 6x3 x1 to
w.E
canonical form through an orthogonal transformation.
Solution.
[Jan 2006]
asy
Step 1. To form the matrix of the Q.F
Let A be the matrix of the Q.F.
En
Since the given Q.F is in 3 variables, A must be a 3 × 3 matrix.
gin
a11 a12 a13
Let A = a21 a22 a23 .
a31 a32 a33
Now, a11 = Coeff.of x12 = 1
ee rin
a12 = a21
1
2
1
1
= × Coeff.of x1 x2 = × 2 = 1
2
1 g.n
a13 = a31 = × Coeff.of x1 x3 = × 6 = 3
2
a22 = Coeff.of x22 = 5.
1
2
1
et
a23 = a32 = × Coeff.of x2 x3 = × 2 = 1.
2 2
a33 = Coeff.of x32 = 1.
1 1 3
∴ A = 1 5 1.
3 1 1
λ3 − s1 λ2 + s2 λ − s3 = 0.
= 1 + 5 + 1 = 7.
ww = + +
1 1 3 1 1 5
w.E =5−1+1−9+5−1
= 4 − 8 + 4 = 0.
asy
1 1 3
s3 = |A| = 1 5 1
En
3 1 1
gin
= 1(5 − 1) − 1(1 − 3) + 3(1 − 15)
= 4 + 2 − 42
= −36.
ee
∴ The characteristic equation is λ3 − 7λ2 + 36 = 0.
λ = −2 is a root. rin
By synthetic division, we get
g.n
−2 1
0
1
−7
−2
−9
0
18
18
36
−36
0
et
λ2 − 9λ + 18 = 0.
(λ − 3)(λ − 6) = 0.
Matrices 133
∴ (A − λI)X = 0.
1 − λ 1 3 x1
5−λ 1 x2 = 0. (1)
1
ww
3 1 1 − λ x3
When λ = −2, (1) becomes
w.E
3 1 3 x1
1 7 1 x2 = 0.
asy
3 1 3 x3
The above two equations are reduced to two equations
En 3x1 + x2 + 3x3 = 0
gin x1 + 7x2 + x3 = 0.
1
ee
Solving the two equations by the rule of cross multiplication we get
x1
3
x2
3
x3
1 rin
7 1 1 7
g.n
x1
x1
=
x2
x2
=
1 − 21 3 − 3 21 − 1
x3
x3 et
= =
−20 0 20
=⇒ x1 = 1, x2 = 0, x3 = −1.
1
∴ X1 = 0 .
−1
−2 1 3 x1
When λ = 3, (1) become 1 2 1 x2 = 0.
3 1 −2 x3
The above equations are reduced to
−2x1 + x2 + 3x3 = 0
x1 + 2x2 + x3 = 0
3x1 + x2 − 2x3 = 0.
ww From the first two equations by the rule of cross multiplication we get
x1 x2 x3
w.E 1
2
3
1
−2
1
1
2
asy
En x1
=
1 − 6 3 + 2 −4 − 1
x2
=
x3
gin
x1 x2 x3
= = =⇒ x1 = 1, x2 = −1, x3 = 1.
−5 5 −5
ee
1
∴ X2 = −1 .
1
rin
−5 1
3
x1
g.n
When λ = 6, (1) becomes 1 −1 1 x2 = 0.
et
3 1 −5 x3
The above equations are reduced to
−5x1 + x2 + 3x3 = 0
x1 − x2 + x3 = 0
3x1 + x2 − 5x3 = 0.
By the rule of cross multiplication, from the first two equations we get
Matrices 135
x1 x2 x3
1 3 −5 1
−1 1 1 −1
x1 x2 x3
= =
1+3 3+5 5−1
ww x1
4
=
x2
8
=
x3
4
=⇒ x1 = 1, x2 = 2, x3 = 1.
w.E
1
X3 = 2 .
ee
The normalized eigen vectors are 0 , − √1 , √2 .
−1 √
2
3
6
√1
3
The modal matrix N is formed with columns as the normalized eigen vectors.
√1
6
rin
g.n
et
√1 √1 √1
2 3 6
−1 √2
∴ N = 0 √
3 6
−1
√ √1 √1
2 3 3
Step 5. To find N T AN
√1 0 − √1 1 1 3 √1 √1 √1
2 2 2 3 6
N T AN = √1 − √1 1
− √1 √2
1 5 1 0
√
3 3 3 3 6
√1 2
√ √1
3 1 1 − √1
√1 √1
6 6 3 2 3 3
√ √ 1
− 2 0 2 √2 √1 √1
√ 3 6
√ √
= 3 − 3 3 0 − √1 √2
√ 3 6
√ √
√1 1 1
6 2 6 6 −
√ √
2 3 3
−2 0 0
= 0 3 0 = D.
0 0 6
Step 6. Reduction to Canonical form
y1
w.E
y3
asy
= (NY)T A(NY)
= Y T N T ANY
En
= Y T DY
gin
−2 0 0 y1
= y1 y2
y3 0 3 0 y2
ee
0 0 6 y3
g.n
Example 1.72. Reduce the quadratic form 8x2 + 7y2 + 3z2 − 12xy + 4xz − 8yz to the
canonical form by an orthogonal transformation. Find one set of values of x, y, z
et
(not all zero) which will make the Quadratic form zero. [Jan 2012]
Solution.
Step 1. To find the matrix of the Q.F
Since the given Q.F contains 3 variables, the matrix of the Q.F A is a 3 × 3
matrix.
Matrices 137
a11 a12 a13
∴ A = a21 a22 a23
a31 a32 a33
ww a23
1 1
= a32 = × Coeff.of yz = × (−8) = −4.
2 2
gin
λ3 − s1 λ2 + s2 λ − s3 = 0.
= 8 + 7 + 3 = 18. ee
Now, s1 = sum of the main diagonal elements
= 21 − 16 + 24 − 4 + 56 − 36
= 5 + 20 + 20 = 45.
8 −6 2
s3 = |A| = −6 7 −4
2 −4 3
= 40 − 60 + 20 = 0.
λ = 0, 3, 15.
w.E
x1
Let X = x2 be the eigen vector corresponding to the eigen value λ.
x3
asy ∴ (A − λI)X = 0.
En
8 − λ −6
2 x1
gin
−6 7 − λ −4 x2 = 0. (1)
2 −4 3 − λ x3
Taking the first two equations and applying the rule of cross multiplication, we
obtain
Matrices 139
x1 x2 x3
−6 2 8 −6
7 −4 −6 7
x1 x2 x3
= =
24 − 14 −12 + 32 56 − 36
x1 x2 x3
= =
10 20 20
=⇒ x1 = 1, x2 = 2, x3 = 2.
ww
1
∴ X1 = 2 .
w.E
2
asy
5 −6 2 x1
When λ = 3, (1) become −6 4 −4 x2 = 0.
En
2 −4 0 x3
The above equations become
ee
−6x1 + 4x2 − 4x3 = 0
2x1 − 4x2 = 0.
rin
From the last equation we get
2x1 = 4x2 g.n
x1
4
=
x2
2
⇒ x1 = 2, x2 = 1.
et
Substituting in the first equation we get
10 − 6 + 2x3 = 0
4 + 2x3 = 0
2x3 = −4
x3 = −2.
2
∴ X2 = 1 .
−2
−7 −6 2 x1
When λ = 15, (1) becomes −6 −8 −4 x2 = 0.
2 −4 −12 x3
The above equations become
asy
Taking the first two equations and applying the rule of cross multiplication, we
get
En
gin
x1 x2 x3
−6 2 −7 −6
−8
ee−4 −6 −8
rin
g.n
x1 x2 x3
= =
24 + 16 −12 − 28 56 − 36
et
x1 x2 x3
= = =⇒ x1 = 2, x2 = −2, x3 = 1.
40 −40 20
2
X3 = −2 .
1
Matrices 141
1 2 2
3 3 3
The normalized eigen vectors are 23 , 13 , −2 .
3
2 −2 1
3 3 3
1 2 2
1
∴ N = 2 1 −2 .
3
2 −2 1
Step 5. To find N T AN
ww
1 2 2 8 −6 2 1 2 2
1
N T AN = 2 1 −2 −6 7 −4 2 1 −2
9
w.E
2 −2 1 2 −4 3 2 −2 1
0 0 0 1 2 2
asy
1
= 6
3 −6 2 1 −2
9
30 −30 15 2 −2 1
0 0 0
En
0 0 0
gin
1
= 0 27 0 = 0 3 0 = D.
9
0 0 135 0 0 15
Step 6. Reduction to Canonical form
y1
Let X = NY, where Y = y2 .
ee rin
y3
g.n
The given Q.F is Q = X T AX.
= (NY)T A(NY)
et
= Y T N T ANY
= Y T DY
0 0 0 y1
= y1 y2
y3 0 3 0 y2
0 0 15 y3
= 3y22 + 15y23 .
which is canonical.
we have
X = NY
x 1 2 2 y1
1
y = 2 1 −2 y2
3
z 2 −2 1 y3
1
x = (y1 + 2y2 + 2y3 )
3
ww 1
y = (2y1 + y2 − 2y3 )
3
1
En
⇒ y2 = 0, y3 = 0, and assume y1 = 3.
gin
Substituting these values in x, y, z we obtain x = 1, y = 2, z = 2.
ee
These set of values will make the quadratic form zero.
Example 1.73. Reduce the quadratic form x12 + 2x22 + x32 − 2x1 x2 + 2x2 x3 to the
rin
canonical form through an orthogonal transformation and hence show that it is
g.n
positive semidefinite. Also give a nonzero set of values (x1 , x2 , x3 ) which makes the
quadratic form to zero.
Solution.
Step 1. To find the matrix of the Q.F
et[Jan 2009]
Since the given Q.F contains 3 variables, the matrix of the Q.F A is a 3 × 3
matrix.
a11 a12 a13
Let A = a21 a22 a23
a31 a32 a33
Matrices 143
ww
1 −1 0
∴ A = −1 2 1.
w.E
0 1 1
Step 2. To find the eigen values
asy
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
En
gin
Now, s1 = sum of the main diagonal elements
= 1 + 2 + 1 = 4.
ee
s2 = sum of the minors of the main diagonal elements.
2 1 1 0 1 −1
rin
=
g.n
+ +
1 1 0 1 −1 2
=2−1+1−0+2−1
= 3.
1 −1 0
et
s3 = |A| = −1 2 1
0 1 1
= 1(2 − 1) + 1(−1 − 0) + 0
= 1 − 1 = 0.
λ(λ2 − 4λ + 3) = 0
λ(λ − 1)(λ − 3) = 0
λ = 0, 1, 3.
w.E
Let X = x2 be the eigen vector corresponding to the eigen value λ.
x3
asy ∴ (A − λI)X = 0.
En
1 − λ −1 0 x1
−1 2 − λ 1 x2 = 0. (1)
gin
0 1 1 − λ x3
g.n
The equations are
x1 − x2 = 0 et
−x1 + 2x2 + x3 = 0
x2 + x3 = 0.
x1 = x2 =⇒ x1 = 1, x2 = 1.
Matrices 145
w.E
The equations are
x2 = 0
−x1 + x2 + x3 = 0
asy
Substituting x2 = 0, the second equation becomes
En
x1 = x3 ⇒ x1 = 1, x3 = 1.
1 gin
ee
∴ X2 = 0.
rin
1
g.n
−2 −1 0 x1
When λ = 3, (1) become −1 −1 1 x2 = 0.
et
0 1 −2 x3
The equations are
2x1 + x2 = 0
x1 + x2 − x3 = 0
x2 − 2x3 = 0.
From the first equation we have
2x1 = −x2
x1 x2
=
−1 2
⇒ x1 = −1, x2 = 2.
From the last equation we have
x2 = 2x3
x2 x3
=
2 1
=⇒ x2 = 2, x3 = 1.
−1
∴ X3 = 2
1
w.E
√1 √1 −1
√
3 2 6
1 2
The normalized eigen vectors are √ , 0 , √ .
3 6
asy
1 −1
√ √ √1
3 2 6
The modal matrix N is formed with the normalized eigen vectors as columns.
En
√1
3
√1
2
−1
√
6
gin
∴ N = √1 2 .
0 √
3 6
√1 √1
−1
√
ee
3 2 6
Step 5. To find N T AN
√1 √1 −1
1
√1 −1 rin
g.n
√ 1 −1 0 √3 √
3 3 3 2 6
N T AN = √1 0 √1
−1 2 1 √13
0 √2
2 2 6
et
√2 1 √1 √1
−1
√ √
0 1 1 −1
√
6 6 6 3 2 6
0
0 0 √13 √1
2
−1
√
6
= √1 √1 √1 √2
0 0
2 2 3 6
−3 √6 3 −1 √1 √1
√ √ √
6 6 6 3 2 6
0 0 0
= 0 1 0 = D.
0 0 3
Matrices 147
= (NY)T A(NY)
= Y T N T ANY
ww = Y T DY
0 0 0 y1
w.E
= y1 y2
y3 0 1 0 y2
0 0 3 y3
En
Step 7. To find the nature of the Q.F
gin
Since two eigen values are positive and one eigen value is 0, the given quadratic
form is positive semidefinite.
ee
Step 8. To find the value of x1 , x2 , x3 for which the Q.F = 0
Taking y22 + 3y23 = 0 =⇒ y2 = 0, y3 = 0.
Now X = NY is reduced to the equations. rin
1 1 1
x1 = √ y1 + √ y2 − √ y3 g.n
3
1
2
2
x2 = √ y1 + √ y3
6
et
3 6
−1 1 1
x3 = √ y1 + √ y2 + √ y3 .
3 2 6
√
Taking y1 = 3, we get x1 = 1, x2 = 1, x3 = −1.
∴ x1 = 1, x2 = 1, x3 = −1 make the given quadratic form zero.
Example 1.74. Reduce the Q.F 2x12 + 6x22 + 2x32 + 8x1 x3 to canonical form. State the
type of the canonical form. [Jan 2008]
Solution.
Step 1. To find the matrix of the Q.F
Let A be the matrix of the Q.F.
Since the given Q.F contains 3 variables, A must be a 3 × 3 matrix.
a11 a12 a13
A = a21 a22 a23 .
ww
a31 a32 a33
a22 2 asy
a13 = a31 = × Coeff.of x1 x3 = × 8 = 4
2
= Coeff.of x2 = 6.
2
a23 = a32 =
1
2 En 1
× Coeff.of x2 x3 = × 0 = 0.
2
a33 = Coeff.of x32 = 2.
gin
ee
2 0 4
∴ A = 0 6 0.
4 0 2
rin
Step 2. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation is of the form g.n
λ3 − s1 λ2 + s2 λ − s3 = 0.
et
Now, s1 = sum of the main diagonal elements
= 2 + 6 + 2 = 10.
Matrices 149
= 12 − 0 + 4 − 16 + 12 − 0
= 12 − 12 + 12 = 12.
2 0 4
s3 = |A| = 0 6 0
4 0 2
= 24 − 96
ww = −72.
w.E
∴ The characteristic equation is λ3 − 10λ2 + 12λ + 72 = 0
λ = −2 is a root.
asy
By synthetic division we get
En −2 1 −10 12 72
gin 0 −2 24 −72
ee 1 −12 36
λ2 − 12λ + 36 = 0
0
rin
(λ − 6)(λ − 6) = 0
g.n
The eigen values are −2, 6, 6.
λ = 6, 6.
et
Step 3. To find the eigen vectors
x1
Let X = x2 be the eigen vector corresponding to the eigen value λ.
x3
∴ (A − λI)X = 0.
2 − λ 0 4 x1
6−λ 0 x2 = 0. (1)
0
4 0 2 − λ x3
ww 4x1 + 4x3 = 0
w.E 8x2 = 0
∴ x2 = 0.
En x1
4
=
x3
−4
gin ⇒ x1 = 1, x3 = −1.
ee
1
∴ X1 = 0 .
rin
−1
When λ = 6, (1) becomes
−4 0 4 x1
g.n
et
0 0 0 x = 0.
2
4 0 −4 x3
The above equations are reduced to one single equation
−4x1 + 4x3 = 0
x1 = x3 .
Matrices 151
1
X2 = 0.
1
a
Let X3 = b orthogonal to X2 .
c
ww T
∴ X3 X2 = 0
1
w.E
a b c 0 = 0
1
a+c=0
asy
X3 also satisfy
(2)
−4a + 4c = 0
i.e., a − c = 0 En (3)
Solving (2) and (3) we get
gin
Take b = 1.
0
ee
a = 0, c = 0 and b =any value.
rin
∴ X3 = 1.
0 g.n
Step 4. To find the modal matrix
√1 √1 0
2 2
The normalized eigen vectors are 0 , 0 , 1.
et
√ √1 0
−1
2 2
The modal matrix is formed with the normalised eigen vectors as columns.
√1 1
2 √2 0
0 1.
∴ N = 0
−1
√ √1 0
2 2
Step 5. To find N T AN
1
√1 0 −1 √ 2 0 4 √ 1
0
2 √2
2 2
N T AN = √1 0 √1 0 6 0 0
0 1
2 2
0 1 0 4 0 2 √2 √12
−1
0
√ √ 1
− 2 0 2 √ √1 0
√ 2 2
√
= 3 2 0 3 2 0
0 1
0 −1 √1
√
0 6 0
2 2
ww
−2 0 0
= 0 6 0 = D.
w.E
0 0 6
ee
= (NY)T A(NY)
= Y T N T ANY
rin
= Y DY T
g.n
et
−2 0 0 y1
= y1 y2
y3 0 6 0 y2
0 0 6 y3
Matrices 153
Example 1.75. Reduce 6x2 + 3y2 + 3z2 − 4xy − 2yz + 4xz into a canonical form by
an orthogonal reduction and find the rank, signature, index and nature of the
quadratic form. [Jan 2015, Jan 2005]
Solution.
Step 1. To find the matrix of the Q.F
Since the given Q.F contains 3 variables, the matrix of the Q.F A is a 3 × 3 matrix.
a11 a12 a13
A = a21 a22 a23 .
ww
a31 a32 a33
a22 = Coeff.of y2 = 3.
2
a23 = a32 =
1
En 1
× Coeff.of yz = × (−2) = −1.
gin
2 2
a33 = Coeff.of z2 = 3.
ee
6 −2 2
∴ A = −2 3 −1.
2 −1 3
rin
Step 2. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation is of the form g.n
λ3 − s1 λ2 + s2 λ − s3 = 0.
et
Now, s1 = sum of the main diagonal elements
= 6 + 3 + 3 = 12.
= 9 − 1 + 18 − 4 + 18 − 4
= 8 + 14 + 14 = 36.
6 −2 2
s3 = |A| = −2 3 −1
2 −1 3
= 48 − 8 − 8
ww = 32.
w.E
∴ The characteristic equation is λ3 − 12λ2 + 36λ − 32 = 0.
λ = 2 is a root. By synthetic division we get
asy 2 1
0
−12
2
36
−20
−32
32
En 1 −10 16 0
gin λ2 − 10λ + 16 = 0
ee (λ − 2)(λ − 8) = 0.
∴ (A − λI)X = 0.
6 − λ −2 2 x1
−2 3 − λ −1 x = 0.
2
2 −1 3 − λ x3
Matrices 155
(6 − λ)x1 − 2x2 + 2x3 = 0
−2x1 + (3 − λ)x2 − x3 = 0 (1)
2x1 − x2 + (3 − λ)x3 = 0.
ww From the first two equations using the rule of cross multiplication we get
x1
=
x2
=
x3
⇒ x1 = 2, x2 = −1, x3 = 1.
w.E 6 −3 3
2
asy
∴ X1 = −1 .
1
En
When λ = 2, (1) is reduced to a single equation, 2x1 − x2 + x3 = 0.
gin
x1 x2
Choose x3 = 0 ⇒ 2x1 − x2 = 0 ⇒ 2x1 = x2 ⇒ = ⇒ x1 = 1, x2 = 2.
1 2
ee
1
∴ X2 = 2 .
rin
0
a g.n
et
Let X3 = b be orthogonal to X2 .
c
=⇒ X2T X3 = 0 ⇒ a + 2b = 0. (2)
a b c
Combining the above two equations we obtain = = .
−2 1 5
Hence, b = 1, c = 5, a = −2.
−2
∴ X3 = 1 .
5
w.E
√2
6
√1
5
−2
√
30
asy
∴ N = −1 √2 √1
√
.
6 5 30
√1 0 √5
En
6 30
Step5. To find N T AN
T
√2
6
−1
√
6
√1
gin
6
6 −2 2 √2
6
√1
5
−2
√
30
ee
1 2 2 √1
0 −2 3 −1 −1
N AN = √
√ √ √
5 5 6 5 30
√−2 1 √5
2 −1 3 √1 5
rin
0
√
√
30 30 30 6 30
√ 16 −8
√ √8 √2 √1 −2
√
g.n
6 6 6 6 5 30
= √2 −8
0 −1 √2 √1
√ √
5 5 6 5 30
et
√2 √10 √1 √5
√−4 0
30 30 30 6 30
8 0 0
= 0 2 0 = D.
0 0 2
Step 6. Reduction to canonical form
y1
Let X = NY, where Y = y2
y3
Matrices 157
= (NY)T ANY
= Y T N T ANY
= Y T DY
8 0 0 y1
T
Y DY = [y1 y2 y3 ] 0 2 0 y2
0 0 2 y3
ww
w.E
8y1
= [y1 y2 y3 ] 2y2
2y3
asy
En = 8y21 + 2y22 + 2y23
g.n
Example 1.76. Reduce the quadratic form 2x1 x2 + 2x2 x3 + 2x3 x1 in to canonical
form. Discuss also its nature.
Solution.
et[Jan 2013].
ww
w.E
2.1 Unit I MATRICES
a syE
2.1.1 APRIL/ MAY 2015 [R 2013]
Part A
ngi
8 −6 2
nee
1. Find the sum and product of all the eigen values of −6 7 −4.
rin 2 −4 3
g.n
Solution. Sum of the eigen values = trace of A
= 8 + 7 + 3 = 18.
et
Product of the eigen values = |A|
8 −6 2
= −6 7 −4
2 −4 3
w.E
6 −2 2
2 −1 3
a
syE
Solution. Let A = −2 3 −1.
2 −1 3
λ3 − s1 λ2 + s2 λ − s3 = 0
λ = 2 is a root.
2 1 −12 36 −32
ww 0
1
2
−10
−20
16
32
0
w.E
Hence, the characteristic equation becomes
a syE
(λ − 2)(λ2 − 10λ + 16) = 0
ngi
(λ − 2)(λ − 2)(λ − 8) = 0
λ = 2, 2, 8.
nee
∴ The eigen values are λ1 = 2, λ2 = 2, λ3 = 8.
rin
Step 2. To find the eigen vectors
x1 g.n
Let X = x2 be the eigen vector corresponding to an eigen value λ.
x3
et
∴ (A − λI)X = 0.
6 − λ 2 x1
−2
3 − λ −1 x2 = 0.
−2
−1 3 − λ x3
2
(6 − λ)x1 − 2x2 + 2x3 = 0
−2x1 + (3 − λ)x2 − x3 = 0 . (A)
2x1 − x2 + (3 − λ)x3 = 0
w.E 2x1 = x2
a syE
x1
1
=
x2
2
ngi1
∴ X1 = 2 .
0 nee
Assigning x2 = 0, we obtain
rin
2x1 = −x3 g.n
x1
−1
= .
x3
2
et
−1
∴ X2 = 0 .
2
case(ii) when λ = 8, (A) reduces to
Since all the three equations are different, we can consider the the
first two equations and solve for x1 , x2 , &, x3 by the method of cross
multiplication
x1 x2 x3
-2 2 -2 -2
-5 -1 -2 -5
x1 x2 x3
= =
2 + 10 −4 − 2 10 − 4
ww x1
=
12 −6
x2
=
x3
6
w.E x1
2
=
x2
−1
=
x3
1
a ∴ x1 = 2, x2 = −1, x3 = 1.
syEx1 , x2 , x3 satisfy (3).
ngi
2
∴ X3 = −1 .
nee
1
rin
3 −1 1
g.n
11. (a) (ii) If A = −1 5 −1, verify Cayley-Hamilton theorem
1 −1 3
et
and hence find A−1 .
Solution.
Step 1. To find the characteristic equation
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0. (1)
= 15 − 1 + 9 − 1 + 15 − 1 = 14 + 8 + 14 = 36.
3 −1 1
s3 = |A| −1 5 −1 = 3(15 − 1) + 1(−3 + 1) + 1(1 − 5) = 3 × 14 − 2 − 4
1 −1 3
= 42 − 6 = 36.
The characteristic equation is λ3 − 11λ2 + 36λ − 36 = 0.
ww
Step 2. Verification of Cayley Hamilton theorem.
3
A = −1 w.E
−1 1
5 −1
A2 = A · A
1
a
−1 3
syE
3 −1 1 3 −1 1
ngi
= −1 5 −1 −1 5 −1
nee
1 −1 3 1 −1 3
rin
9 + 1 + 1 −3 − 5 − 1 3 + 1 + 3 11
= −3 − 5 − 1 1 + 25 + 1 −1 − 5 − 3 = −9
−9 7
g.n
3 + 1 + 3 −1 − 5 − 3 1 + 1 + 9
7
27 −9
−9 11
et
A3 = A2 × A
11 −9 7 3 −1 1
= −9 27 −9 −1 5 −1
7 −9 11 1 −1 3
33 + 9 + 7 −11 − 45 − 7 11 + 9 + 21 49 −63 41
= −27 − 27 − 9 9 + 135 + 9 −9 − 27 − 27 = −63 153 −63
21 + 9 + 11 −7 − 45 − 11 7 + 9 + 33 41 −63 49
49 −63 41 121 −99 77 108 −36 36
= −63 153 −63 − −99 297 −99 + −36 180 −36
41 −63 49 77 −99 121 36 −36 108
36 0 0 0 0 0
− 0 36 0 = 0 0 0 = 0.
0 0 36 0 0 0
ww
By Cayley Hamilton theorem, we have A3 − 11A2 + 36A − 36I = 0.
Multiplying by A−1 we get,
w.E
A2 − 11A + 36I − 36A−1 = 0.
a
⇒ 36A−1 = A2 − 11A + 36I.
1 2 syE
⇒ A−1 =
36
[A − 11A + 36I].
ngi
11 −9 7 33 −11 11 36 0
0
∴ A−1 =
1
nee
−9 27 −9 − −11 55 −11 + 0 36
0 .
36
7 −9 11
11 −11 33
rin
0 0 36
1
11 − 33 + 36 −9 + 11 + 0 7 − 11 + 0
g.n
=
36
−9 + 11 + 0 27 − 55 + 36 −9 + 11 + 0
7 − 11 + 0 −9 + 11 + 0 11 − 33 + 36
et
14 2 −4
1
A−1 = 2 8 2 .
36
−4 2 14
11. (b) Reduce the quadratic form x2 + 5y2 + z2 + 2xy + 2yz + 6zx into
canonical form and hence find its rank.
Solution.
Step 1. To form the matrix of the Q.F
Let A be the matrix of the Q.F.
ww a22 = Coeff.of y2 = 5.
1 1
w.E a23 = a32 =
2
× Coeff.of yz = × 2 = 1.
a33 = Coeff.of z2 = 1.
2
a
1 1 3
∴ A = 1 5 1.
syE
3 1 1
ngi
Step 2. To find the eigen values
nee
rin
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
g.n
Now, s1 = sum of the main diagonal elements et
= 1 + 5 + 1 = 7.
s2 = sum of the minors of the main diagonal elements.
5 1 1 3 1 1
= + +
1 1 3 1 1 5
= 5 − 1 + 1 − 9 + 5 − 1 = 4 − 8 + 4 = 0.
1 1 3
s3 = |A| = 1 5 1
3 1 1
−2 1 −7 0 36
0 −2 18 −36
1 −9 18 0
ww λ2 − 9λ + 18 = 0.
w.E (λ − 3)(λ − 6) = 0.
a syE
The eigen values are −2, 3, 6.
Step 3.To find the eigen vectors
x1
ngi
nee
Let X = x2 be an eigen vector corresponding to the eigen value λ.
x3
rin
∴ (A − λI)X = 0.
g.n
1 − λ
1 5−λ
13 x1
1 x2 = 0.
et
(1)
3 1 1 − λ x3
When λ = −2, (1) becomes
3 1 3 x1
1 7 1 x2 = 0.
3 1 3 x3
3x1 + x2 + 3x3 = 0
x1 + 7x2 + x3 = 0.
x1 x2 x3
1 3 3 1
7 1 1 7
x1 x2 x3
= =
1 − 21 3 − 3 21 − 1
x1 x2 x3
ww −20
=
0
=
20
w.E =⇒ x1 = 1, x2 = 0, x3 = −1.
1
a syE
∴ X1 = 0 .
−1
ngi
−2 1 3 x1
nee
When λ = 3, (1) become 1 2 1 x2 = 0.
3 1 −2 x3
rin
The above equations are reduced to
g.n
−2x1 + x2 + 3x3 = 0
et
x1 + 2x2 + x3 = 0
3x1 + x2 − 2x3 = 0.
2 1 1 2
x1 x2 x3
= =
1 − 6 3 + 2 −4 − 1
x1 x2 x3
= = =⇒ x1 = 1, x2 = −1, x3 = 1.
−5 5 −5
1
∴ X2 = −1 .
1
−5 1 3 x1
When λ = 6, (1) becomes 1 −1 1 x2 = 0.
ww
The above equations are reduced to
3 1 −5 x3
a syE x1 − x2 + x3 = 0
ngi
3x1 + x2 − 5x3 = 0.
nee
By the rule of cross multiplication, from the first two equations we
get
x1 x2 x3rin
1 3 -5 1 g.n
-1 1 1 -1 et
x1 x2 x3
= =
1+3 3+5 5−1
x1 x2 x3
= = =⇒ x1 = 1, x2 = 2, x3 = 1.
4 8 4
1
X3 = 2 .
1
Step 4. To form the modal matrix
Since the eigen values are different, the eigen vectors are mutually
orthogonal.
√1 √1 √1
2 3 6
The normalized eigen vectors are 0 , − √1 , √2 .
3 6
−1
√
√1 √1
2 3 6
The modal matrix N is formed with columns as the normalized
eigen vectors.
√1 √1 √1
2 3 6
∴ N = 0 −1
√ √2
3 6
−1 √1 √1
ww
Step 5. To find N AN T
√
2 3 3
w.E
a √1
2
N T AN = √1
3
0
syE − √13
− √12 1 1 3 √12
√1
3
1 5 1 0
−
√1
3
√1
3
√1
6
√
2
6
3 1 1 − √1
√1
√
6
√2
6
√1
3
ngi
√ 1
2
√1
3
√1
3
= 3 − 3
− 2
√
0
√ √
3 0
nee
2 √2
√1
3
√1
− √3 √6
1 2
6
√
6 2 6
√ √ 1
6 −√ rin √1 √1
−2 0 0
2 3 3
g.n
= 0 3 0 = D.
0 0 6
et
Step 6. Reduction to Canonical form
y1
Let X = NY, where Y = y2 .
y3
= Y T DY
0 0 y1
−2
= y1 y2 y3 0 3 0 y2
0 0 6 y3
which is canonical.
Since two of the eigen values are positive and one eigen value is
negative, the rank = 3.
ww
w.E
2.1.2 NOV/DEC 2014 [R 2013]
Part A
a syE
1.If 2, 3 are the eigen values of 0
2
0 1
2 0, then find the value of b.
bngi 0 2
2 0 1
Solution. Let A = 0 2 0.
nee
rin
b 0 2
Let λ1 , λ2 , λ3 be the eigen values of A. g.n
We know that, λ1 + λ2 + λ3 = tr(A) = 6.
et
2 + 3 + λ3 = 6
λ3 = 1.
6 = 8 − 2b
2b = 2
b = 1.
w.E
A = −1 2 −1.
1 −1 2
Solution.
a syE
Step 1. To find the characteristic equation
ngi
Since A is a 3 × 3 matrix, the characteristic equation is of the form
nee
λ3 − s1 λ2 + s2 λ − s3 = 0. (1)
=4−1+4−1+4−1
= 3 + 3 + 3 = 9.
2 −1 1
s3 = |A| = −1 2 −1
1 −1 2
a
A3 = A2 × A
syE
6 −5 5 2 −1 1
= −5 6 −5 −1 2 −1
ngi
5 −5 6 1 −1 2
nee
12 + 5 + 5 −6 − 10 − 5 6 + 5 + 10 22
= −10 − 6 − 5 5 + 12 + 5 −5 − 6 − 10 = −21
rin −21 21
10 + 5 + 6 −5 − 10 − 6 5 + 5 + 12
21 g.n 22
−21
−21
22
A3 − 6A2 + 9A − 4I
et
22 −21 21 6 −5 5 2 −1 1
= −21 22 −21 − 6 −5 6 −5 + 9 −1
2 −1
21 −21 22 5 −5 6 1 −1 2
1 0 0 0 0 0
− 4 0 1 0 = 0 0 0 = 0.
0 0 1 0 0 0
Step 3. To find A4
Consider λ4 . Dividing λ4 by λ3 − 6λ2 + 9λ − 4 we get,
λ4 = (λ + 6)(λ3 − 6λ2 + 9λ − 4) + 27λ2 − 50λ + 24.
Replacing λ by A we get,
w.E
7 −2
11. (a) (ii) Find the eigenvalues and eigen vectors of −2 6
0
−2.
a syE
7 −2 0
0 −2 5
Solution. Given A = −2 6 −2.ngi
0 −2 5
nee
Step 1. To find the eigen values
rin
Since A is a 3 × 3 matrix, the characteristic equation takes the form
λ3 − s1 λ2 + s2 λ − s3 = 0. g.n
Now, s1 =sum of the main diagonal elements
= 7 + 6 + 5 = 18
et
s2 = sum of the minors of the main diagonal elements
6 −2 7 0 7 −2
= + +
−2 5 0 5 −2 6
3 1 −18 99 −162
0 3 −45 162
1 −15 54 0
ww λ2 − 15λ + 54 = 0
(λ − 6)(λ − 9) = 0
w.Eλ = 6, 9.
∴ The eigen values are 3, 6, 9.
a
Step 3. To find the eigen vectors
x1
syE
ngi
Let X = x2 be an eigen vector corresponding to the eigen value λ.
x3 nee
∴ (A − λI)X = 0.
rin
7 − λ
−2
0 x1
g.n
−2
0
6 − λ −2 x2 = 0.
−2 5 − λ x3
et
(1)
If we set x1 = 1, then x2 = 2, x3 = 2.
1
∴ One eigen vector is X1 = 2 .
2
When λ = 6 (1) becomes
1 −2 0 x1
−2 0 −2 x2 = 0.
0 −2 −1 x3
The equations become
x1 − 2x2 = 0 ⇒ x1 = 2x2 (5)
a
When x2 = 1, x1 = 2, x3 = −2
syE
2
∴ The second eigen vector is X2 = 1 .
ngi
11. (b) (i) Reduce the quadratic form 3x2 + 5y2 + 3z2 − 2yz + 2zx − 2xy
to the canonical form through orthogonal transformation.
Solution.
Step 1. To find the matrix of the Q.F
Since the given Q.F contains 3 variables, the matrix A of the Q.F is
a 3 × 3 matrix.
a11 a12 a13
Let A = a21 a22 a23 .
a31 a32 a33
a a13 = a31
1
syE
1
= × Coeff.of xz = × 2 = 1.
2
a22 = Coeff.of y2 = 5.
2
a23 = a32 =
1 ngi 1
× Coeff.of yz = × (−2) = −1.
2
a33 = Coeff.of z2 = 3.
2
nee
rin
3 −1 1
∴ A = −1 5 −1.
g.n
1 −1 3
Step 2. To find the eigen values
et
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0, where
= 14 + 8 + 14 = 36.
3 −1 1
s3 = |A| = −1 5 −1
1 −1 3
ww 2 1 −11 36 −36
w.E 0
1
2
−9
−18
18
36
0
aλ2 − 9λ + 18 = 0
syE
(λ − 3)(λ − 6) = 0 ngi
λ = 3, 6.
nee
∴ The eigen values are 2, 3, 6.
Step 3. To find the eigen vectors rin
x1 g.n
Let X = x2 be an eigen vector corresponding to the eigen value λ.
x3
et
∴ (A − λI)X = 0.
3 − λ −1 1 x1
−1 5 − λ −1 x2 = 0. (1)
1 −1 3 − λ x3
When λ = 2 (1) becomes
1 −1 1 x1
= 0.
−1 3 −1 x2
1 −1 1 x3
ww
w.E
a x1
=
=
syE
x2
x2
=
=
3 − 1 −1 + 1 1 − 3
x1 x3
⇒
x3
x1
=
x2
=
x3
2 0 −2 1
ngi
0
⇒ x1 = 1, x2 = 0, x3 = −1.
−1
nee
1
rin
∴ X1 = 0 .
g.n
−1
et
When λ = 3 (1) becomes
0 −1 1 x1
= 0.
−1 2 −1 x2
1 −1 0 x3
The equations become
−x2 + x3 = 0
−x1 + 2x2 − x3 = 0
x1 − x2 = 0.
From the first and the last equations we get
x1 = x2 = x3 = 1(say)
1
∴ X2 = 1 .
1
ww −3x1 − x2 + x3 = 0
−x1 − x2 − x3 = 0
w.Ex1 − x2 − 3x3 = 0.
we get a
From the last two equations using the rule of cross multiplication,
syE
ngi
nee
rin
x1
=
x2
=
3 − 1 −1 − 3 1 + 1
x3
g.n
x1
2
=
x2
−4
=
x3
2
⇒⇒
x1
1
=
x2
−2
=
x3
1
et
⇒ x1 = 1, x2 = −2, x3 = 1.
1
∴ X3 = −2 .
1
1 1 1
∴ The eigen vectors are 0 , 1 , −2.
−1 1 1
Step 4. To find the modal matrix
6
√1
3
6
1 −1 3 −1
√
2
√1
3
3
√1
6
6
0 0 6
w.E
Step 6. Reduction to canonical form
y1
a
Let X = NY, where Y = y2 .
syE
y3
The given Q.F. is Q = X AX = (NY)T ANY = Y T N T ANY = Y T DY
T
ngi
2 0 0 y1
nee 2y1
Y DY = [y1 y2 y3 ] 0 3 0 y2 = [y1 y2 y3 ] 3y2 = 2y21 + 3y22 + 6y23 ,
T
0 0 6 y3
rin
6y3
AX = βX. (1)
Since all the eigen values are non zero, A is non-singular. Hence, A−1
exists.
Premultiplying both sides of (1) by A−1 we get,
IX = βA−1 X
1
X = A−1 X.
β
1
⇒ is an eigen value of A−1 .
β
ww
Part A
2 1
0
w.E
1. Find the Eigen values of the inverse of the matrix A = 0 3
0 0
4.
4
a
Solution. A is a triangular matrix.
syE
The eigen values of A are 2, 3, 4.
1 1 1
∴ Eigen values of A−1 are , , .
2 3 4 ngi
nee
2. If 2, −1, −3 are the Eigen values of the matrix A, then find the
Eigen values of the matrix A2 − 2I.
rin
Solution. If λ1 , λ2 , λ3 are the eigen values of A, then the eigen
values of g.n
A2 − 2I are λ21 − 2, λ22 − 2, λ23 − 2.
Here λ1 = 2, λ2 = −1, λ3 = −3.
et
∴ The required eigen values are 22 − 2, (−1)2 − 2, (−3)2 − 2.
i.e., 2, −1, 7.
Part B
11. (a) (i) Verify Cayley Hamilton theorem for the matrix
1 0 3
A = 2 1 −1, hence find A−1 . (8)
1 −1 1
Solution.
Step 1. To find the characteristic equation
= 1 − 1 + 1 − 3 + 1 − 0 = −1.
ww
1 0
3
w.E
s3 = |A| = 2 1 −1
1 −1 1
a syE
= 1(1 − 1) + 3(−2 − 1) = −9.
A3 − 3A2 − A + 9I
4 −9 21 4 −3 6 1 0 3 1 0 0
= 11 −2 11 − 3 3 2 4 − 2 1 −1 + 9 0 1 0
1 −7 7 0 −2 5 1 −1 1 0 0 1
4 − 12 − 1 + 9 −9 + 9 − 0 + 0 21 − 18 − 3 + 0
= 11 − 9 − 2 + 0 −2 − 6 − 1 + 9 11 − 12 + 1 + 0
1 + 0 − 1 + 0 −7 + 6 + 1 + 0 7 − 15 − 1 + 9
0 0 0
= 0 0 0 = 0.
ww
0 0 0
w.E
a syE
Hence, Cayley Hamilton theorem is verified.
Step 3. To find A−1
ngi
By Cayley Hamilton theorem we have A3 −3A2 − A+9I = 0.
Premultiply by A−1 we get, A2 − 3A − I + 9A−1 = 0. nee
rin
g.n
9A−1 = I + 3A − A2
1 0 0
1 0
3 4 −3
6
et
= 0 1 0 + 3 2 1 −1 − 3 2 4
0 0 1 1 −1 1 0 −2 5
1 + 3 − 4 0 + 0 + 3 0 + 9 − 6 0 3 3
= 0 + 6 − 3 1 + 3 − 2 0 − 3 − 4 = 3 2 −7
0+3−0 0−3+2 1+3−5 3 −1 −1
0 3 3
1
A−1 = 3 2 −7
9
3 −1 −1
−2 2 −3
11. (a) (ii) Find the Eigen values and Eigen vectors of 2 1 −6.
−1 −2 0
−2 2 −3
Solution. Let A = 2 1 −6.
−1 −2 0
Step 1. To find the eigen values
Since A is a 3×3 matrix, the characteristic equation takes
the form
ww λ3 − s1 λ2 + s2 λ − s3 = 0
where s1 = tr(A) = −2 + 1 + 0 = −1.
w.E
s2 = sum of the minors of the main diagonal elements of A.
=
a
syE
1 −6 −2 −3 −2 2
+ +
−2 0 −1 0 2 1
ngi
s2 = 0 − 12 + 0 − 3 − 2 − 4 = −21.
−2 2 −3
nee
s3 = |A| = 2
1 −6 rin
−1 −2 0
g.n
= −2(0 − 12) − 2(0 − 6) − 3(−4 + 1) = 24 + 12 + 9 = 45. et
The characteristic equation is λ3 + λ2 − 21λ − 45 = 0.
λ = −3 is a root. By synthetic division,
−3 1 1 −21 −45
0 −3 6 45
1 −2 −15 0
=⇒ (λ + 3)(λ2 − 2λ − 15) = 0
∴ (A − λI)X = 0.
−2 − λ 2 −3 x1
2 1−λ −6 x2 = 0. (1)
ww
−1
1
−2 0 − λ x3
2 −3 x1
w.E
When λ = −3, (1) becomes 2
4 −6 x2 = 0.
a −1 −2 3 x3
syE
The above three equations are reduced to
ngi
x1 + 2x2 − 3x3 = 0. (2)
nee
Since two of the eigen values are equal, from (2) we have to get two
rin
eigen vectors by assigning arbitrary values for two variables. First,
choosing x3
x1
= 0, we obtain x1 + 2x2
x2
=
g.n
0 which implies
x1 = −2x2 ⇒
2
=
−1
⇒ x1 = 2, x2 = −1
2
et
∴ X1 = −1 .
0
−7 2 −3 x1
When λ = 5, (1)=⇒ 2 −4 −6 x2 = 0.
−1 −2 −5 x3
The equations are
−7x1 + 2x2 − 3x3 = 0
2x1 − 4x2 − 6x3 = 0 (A)
−x1 − 2x2 − 5x3 = 0.
Taking the first two equations and on solving by the method of cross
ww
multiplication, we obtain
x1 x2 x3
w.E 2 -3 -7 2
a -4
syE -6 2 -4
x1
=
x2
ngi
=
−12 − 12 −6 − 42 28 − 4
x3
x1
=
x2
−24 −48 24
=
x3
nee
x1
=
x2
=
x3
. rin
1 2 −1
=⇒ x1 = 1, x2 = 2, x3 = −1. g.n
The values of x1 , x2 , x3 satisfy the last equation in (A). et
1
∴ X3 = 2 .
−1
2 3 1
∴ The eigen vectors are −1 , 0 and 2 .
0 1 −1
11. (b) (i) Reduce the quadratic form x12 + 5x22 + x32 + 2x1 x2 + 2x2 x3 + 6x3 x1
to the canonical form through orthogonal transformation and find
its nature.
Solution.
Step 1. To form the matrix of the Q.F
Let A be the matrix of the Q.F.
Since the given Q.F is in 3 variables, A must be a 3 × 3
matrix.
a11 a12 a13
Let A = a21 a22 a23 .
a31 a32 a33
a13 = a31
2
1
× Coeff.of x1 x2 = × 2 = 1
2
1
= × Coeff.of x1 x3 = × 6 = 3
a 2
syE
a22 = Coeff.of x22 = 5.
2
a23 = a32 =
1
2 ngi 1
× Coeff.of x2 x3 = × 2 = 1.
2
a33 = Coeff.of = 1.
x32
nee
1 1 3
∴ A = 1 5 1.
rin
3 1 1
g.n
Step 2. To find the eigen values
Since A is a 3 × 3 matrix, the characteristic equation is of
et
the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
= 5 − 1 + 1 − 9 + 5 − 1 = 4 − 8 + 4 = 0.
1 1 3
s3 = |A| = 1 5 1
3 1 1
w.E −2 1 −7 0 36
a syE 0
1
−2
−9
18
18
−36
0
ngi
λ2 − 9λ + 18 = 0.
nee
(λ − 3)(λ − 6) = 0.
rin
The characteristic equation becomes (λ + 2)(λ − 3)(λ − 6) = 0. g.n
The eigen values are −2, 3, 6.
Step 3.To find the eigen vectors
et
x1
Let X = x2 be an eigen vector corresponding to the eigen value λ.
x3
∴ (A − λI)X = 0.
1 − λ 1 3 x1
1 5−λ 1 x2 = 0. (1)
3 1 1 − λ x3
3x1 + x2 + 3x3 = 0
x1 + 7x2 + x3 = 0.
ww x1 x2 x3
w.E 1
1
3 3
1
1
7
a 7
syE
x1
1 − 21 3 − 3 21 − 1
=
x2
=
x3
x1
−20
=
x2
0 ngi =
x3
20
=⇒ x1 = 1, x2 = 0, x3 = −1.
nee
1
∴ X1 = 0 .
rin
−1 g.n
−2 1 3 x1
et
When λ = 3, (1) become 1 2 1 x2 = 0.
3 1 −2 x3
The above equations are reduced to
−2x1 + x2 + 3x3 = 0
x1 + 2x2 + x3 = 0
3x1 + x2 − 2x3 = 0.
x1 x2 x3
1 3 -2 1
2 1 1 2
x1 x2 x3
= =
1 − 6 3 + 2 −4 − 1
x1 x2 x3
= = =⇒ x1 = 1, x2 = −1, x3 = 1.
−5 5 −5
1
∴ X2 = −1 .
ww
−5 1
1
3 x1
w.E
When λ = 6, (1) becomes 1 −1 1 x2 = 0.
a
The above equations are reduced to
syE
3 1 −5 x3
ngi
−5x1 + x2 + 3x3 = 0
x1 − x2 + x3 = 0
nee
3x1 + x2 − 5x3 = 0.
rin
By the rule of cross multiplication, from the first two equations we
g.n
get
x1 x2 x3 et
1 3 -5 1
-1 1 1 -1
x1 x2 x3
= =
1+3 3+5 5−1
x1 x2 x3
= = =⇒ x1 = 1, x2 = 2, x3 = 1.
4 8 4
1
X3 = 2 .
1
√1 √1 √1
ww 2
∴ N = 0
−1
√
3
3
2
6
√
6
w.E −1
√
2
√1
3
√1
3
a
Step 5. To find N AN
T
syE
√1
2
0
ngi
− √12 1 1 3 √12
1 5 1 0
√1
3
√1
6
N T AN = √1
3
√1
− √13
√2
√1
√1
3 nee
3 1 1 − √1
− √1
√1
3
√
√
2
1
6
√
− 2
6 6 3
√ 1
2 √2 rin √1
2
√1
3 3
= 3 − 3
√
0
√ √
3 0
3
− √3 √6
1 2
6
g.n
√
−2 0 0
6 2 6
√
√ 1
6 −√
2
√1
3
√1
3
et
= 0 3 0 = D.
0 0 6
= (NY)T A(NY)
= Y T N T ANY
= Y T DY
0 0 y1
−2
= y1 y2 y3 0 3 0 y2
0 0 6 y3
which is canonical.
ww
Since two of the eigen values are positive and one eigen value is
w.E
negative, the given Q.F is indefinite.
11. (b) (ii) Prove that the Eigen values of a real symmetric matrix
are real. a syE
Solution. Let λ (real or complex) be an eigen value of A.
ngi
Let X be the eigen vector corresponding to the eigen value λ.
∴ AX = λX.
nee (1)
Let X̄ be the Complex conjugate of X.
Premultiply (1) by X̄ T we get rin
X̄ T AX = λX̄ T X g.n
X̄ T AX = λX̄ T X
T T
i.e., X ĀX̄ = λ̄X X̄.
et
Since A is a real symmetric matrix, Ā = A & AT = A.
X̄ T λX = λ̄X̄ T X
λX̄ T X = λ̄X̄ T X.
ww
Part A
w.E
1. If the eigen values of the matrix A of order 3 × 3 are 2, 3, 1 then find
the eigen values of adjoint of A.
a
Solution. Eigen values of A are 2, 3, 1.
syE
|A| = Product of eigen values
= 2 × 3 × 1 = 6.
ngi
We know that ad j(A) = |A| A−1 .
1 1
Eigen values of A−1 are , , 1. nee
2 3
1
rin
1
∴ The eigen values of ad j(A) are 6 × , 6 × , 6 × 1
i.e., 3, 2, 6.
2 3
g.n
2. If λ is the eigen value of the matrix A ,then prove that λ2 is the
eigen value of A2 .
et
Solution. Since λ is an eigen value of A, there exists a column
matrix X such that
AX = λX
A(AX) = A(λX)
(AA)X = λ(AX)
A2 X = λ(λX)
A2 X = λ2 X.
⇒ λ2 is an eigen value of A2 .
Part B
11. (a)
(i) Find the eigen values and eigen vectors of the matrix
2 1 2
3 1
1
2 2 1
2 2 1
Solution. Let A = 1 3 1.
1 2 2
Step 1. To find the eigen values
ww
Since A is a 3 × 3 matrix, the characteristic equation takes the form
λ3 − s1 λ2 + s2 λ − s3 = 0, where
w.E
s1 = sum of the main diagonal elements of A
a
= 2 + 3 + 2 = 7.
syE
s2 = sum of the minors of the main diagonal elements of A.
ngi
3 1 2 1 2 2
= + +
2 2 1 2 1 3 nee
rin
= (6 − 2) + (4 − 1) + (6 − 2) = 4 + 3 + 4 = 11.
2 2 1
g.n
s3 = |A| = 1 3 1 = 2(6 − 2) − 2(2 − 1) + 1(2 − 3) = 8 − 2 − 1 = 5.
1 2 2
et
The characteristic equation is λ3 − 7λ2 + 11λ − 5 = 0.
λ = 1 is a root.
By synthetic division we have
1 1 −7 11 −5
0 1 −6 5
1 −6 5 0
λ2 − 6λ + 5 = 0
(λ − 1)(λ − 5) = 0 ⇒ λ = 1, 5.
∴ (A − λI)X = 0
2 − λ 2 1 x1
ww
1
3−λ
1 x2 = 0.
(1)
w.E
When λ = 1, (1) becomes
1 2 2 − λ x3
a syE
1
2 1 x1
2 1 x2 = 0.
1
1 2 1 x3ngi
All the three equations are reduced to one single equation nee
x1 + 2x2 + x3 = 0. rin (2)
Since two of the eigen values are equal, from(2), we have to get two
g.n
eigen vectors by assigning arbitrary values for two variables.
First, choosing x3 = 0, we obtain x1 + 2x2 = 0 ⇒ x1 = −2x2 et
x1 x2
i.e.,
= ⇒ x1 = −2, x2 = 1.
−2 1
−2
∴ One eigen vector is X1 = 1 .
0
Assign x2 = 0, (2) becomes
x1 + x3 = 0
x1 = −x3
x1 x3
=
1 −1
⇒ x1 = 1, x3 = −1.
1
∴ The second eigen vector is X2 = 0 .
−1
When λ = 5, (1) becomes
−3 2 1 x1
ww 1
1
−2 1 x2 = 0.
2 −3 x3
x1 x2 x3
= =
2+2 1+3 6−2
x1 x2 x3
= =
4 4 4
⇒ x1 = 1, x2 = 1, x3 = 1.
1
The third eigen vector is X3 = 1.
1
−2 1 1
∴ The eigen vectors are 1 , 0 , 1.
0 −1 1
11. (a) (ii) Using Cayley-Hamilton theorem find A−1 and A4 ,
1 2 −2
if A = −1 3 0 .
ww
Solution.
0 −2 1
w.E
Step 1. To find the characteristic equation
Since A is 3 × 3 matrix, the characteristic equation is of the form
a syE
λ3 − s1 λ2 + s2 λ − s3 = 0.
ngi
Now, s1 = sum of the main diagonal elements
= 1 + 3 + 1 = 5.
nee
s2 = sum of the minors of the elements
of the main diagonal rin
3 0 1 −2 1
2 g.n
= + +
−2 1 0 1 −1 3
et
=3−0+1−0+3+2
=3+1+5
= 9.
1 2 −2
s3 = |A| = −1 3 0
0 −2 1
A3 − 5A2 + 9A − I = 0.
1 2 −2 1 2 −2 −1 12 −4
A2 = A.A = −1 3
0 −1 3 0 = −4 7 2
0 −2 1 0 −2 1 2 −8 1
ww
−1
12
−4 1
2
−2 −13 42 −2
3 2
w.E
A = A .A = −4
2 −8
7 2 −1 3
1
0 −2 1
0 = −11
9
10 −22 −3
10
∴ A3 − 5A2 + 9A − I
a syE
−13 42 −2
= −11
9
−1
10 − 5 −4
12
7 ngi
−4
1
2 + 9 −1
3
2 −2 1
0 − 0
0 0
1 0
10 −22 −3
2 −8 1
nee
0 −2 1
0 0 1
0 0 0
rin
= 0 0 0 = 0.
g.n
0 0 0
A2 − 5A + 9I − A−1 = 0
3 2 6
∴ A−1 = A2 − 5A + 9I = 1 1 2 .
2 2 5
Step 4. To find A4
By Cayley Hamilton theorem, we have
A3 − 5A2 + 9A − I = 0.
A3 = 5A2 − 9A + I.
Multiplying by A we get
A4 = 5A3 − 9A2 + A
ww
−13 42 −2
−1 12 −4 1
2 −2
w.E
= 5 −11
9
10 −22 −3
10 − 9 −4 7
2 −8 1
2 + −1 3
0 −2 1
0
= −55
a
syE
−65 210 −10 9
45
50 + 36
−108 36 1
−63 −18 + −1 3
2 −2
0
50 −110 −15 ngi
−18 72 −9
0 −2 1
−65 + 9 + 1 210 − 108 + 2 −10 + 36 − 2
nee
= −55 + 36 − 1
45 − 63 + 3
rin
50 − 18 + 0
50 − 18 + 0 −110 + 72 − 2 −15 − 9 + 1
g.n
−55 104 24
= −20 −15 32 .
et
32 −40 −23
11. (b) Reduce the quadratic form 6x2 + 3y2 + 3z2 − 4xy − 2yz + 4xz into
a canonical form by an orthogonal reduction.Hence find its rank and
nature.
Solution.
Step 1. To find the matrix of the Q.F
Since the given Q.F contains 3 variables, the matrix of the Q.F A is
a 3 × 3 matrix.
a11 a12 a13
Let A = a21 a22 a23 .
a31 a32 a33
ww a23 = a32 =
1
2
1
× Coeff.of yz = × (−2) = −1.
2
a
6 −2 2
∴ A = −2 3 −1.
syE
2 −1 3
ngi
Step 2. To find the eigen values
nee
rin
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0.
s1 = sum of the main diagonal elements g.n
= 6 + 3 + 3 = 12.
s2 = sum of the minors of the main diagonal elements.
et
3 −1 6 2 6 −2
= + +
−1 3 2 3 −2 3
= 9 − 1 + 18 − 4 + 18 − 4 = 8 + 14 + 14 = 36.
6 −2 2
s3 = |A| = −2 3 −1
2 −1 3
2 1 −12 36 −32
0 2 −20 32
1 −10 16 0
λ2 − 10λ + 16 = 0
(λ − 2)(λ − 8) = 0.
ww
The characteristic equation becomes (λ − 2)(λ − 2)(λ − 8) = 0.
The eigen values are 2, 2, 8.
w.E
Step 3. To find the eigen vectors
x1
a
syE
Let X = x2 be an eigen vector corresponding to the eigen value λ.
x3
ngi
∴ (A − λI)X = 0.
nee
6 − λ
−2
−2
rin
2 x1
−1 x2 = 0.
2
3−λ
−1 3 − λ x3
g.n
(1)
x1 x2 x3
= =
1 + 5 −2 − 1 5 − 2
x1 x2 x3
= = ⇒ x1 = 2, x2 = −1, x3 = 1.
6 −3 3
2
∴ X1 = −1 .
ww
When λ = 2 (1) becomes
1
w.E
4 −2 2 x1
−2 1 −1
= 0.
x2
a
2 −1 1 x3
syE
ngi
i.e., 4x1 − 2x2 + 2x3 = 0 ⇒ 2x1 − x2 + x3 = 0
nee
−2x1 + x2 − x3 = 0 ⇒ 2x1 − x2 + x3 = 0
2x1 − x2 + x3 = 0.
rin
The above three equations are reduced to one single equation
2x1 − x2 + x3 = 0. Choose x3 = 0. ⇒ 2x1 − x2 = 0 ⇒ 2x1 = x2 ⇒
x1
=g.n
x2
⇒ x1 = 1, x2 = 2.
1
1 2
et
∴ X2 = 2 .
0
a
Let X3 = b be orthogonal to X2 .
c
a
⇒ X2 X3 = 0 ⇒ 1 2 0 b ⇒ a + 2b = 0.
T
(2)
c
Hence, a = −2, b = 1, c = 5.
−2
∴ X3 = 1 .
ww 5
w.E
Step 4. To find the modal matrix
The normalised eigen vectors are
a
h 2 −1 1 iT h 1 2 iT h −2
√ √ √ , √ √ 0 , √
6 6 6 5 5
√
1
√
5 iT
30 30 30 syE
√2
6
√1
5
−2
√
30
ngi
∴ N = −1
√
6
√1
√2
5
√
1
30
.
nee
6
0 √5
30
rin
Step5. To find N T AN
g.n
√2
6
−1
√
6
√1
6
6
−2
2 √26
√1
5
−2
√
30
et
N T AN = √1 √2 0 −2 3 −1 −1 √ √2 √
1
30
5 5 6 5
√−2 √1 √5 2 −1 3 √1 0 √5
30 30 30 6 30
√16 −8
√ √8 √26 √1 −2
√
6 6 6 5 30
= √2 −8
√ 0 −1 √ √2 √
1
5 5 6 5 30
√−4 √2 √10 √1 0 √5
30 30 30 6 30
8 0 0
= 0 2 0 = D.
0 0 2
8 0 0 y1 8y1
Y T DY = [y1 y2 y3 ] 0
2 0 y2 = [y1 y2 y3 ] 2y2 = 8y21 + 2y22 + 2y23 ,
ww 0 0 2 y3 2y3
w.E
which is in the canonical form.
Rank of the Q.F = 3.
Index = 3.
Signature = 3.
a syE
ngi
Since all the eigen values are positive, the Q.F is positive definite.
nee
2.1.5 JANUARY 2014 [R 2008] rin
g.n
Part A
6
−2
2
et
1. The product of two eigen values of the matrix A = −2 3 −1 is
2 −1 3
16. Find the third eigenvalue.
Solution. Let λ1 , λ2 , λ3 be the eigen values of A.
Given λ1 λ2 = 16.
6 −2 2
|A| = −2 3 −1
2 −1 3
We know that λ1 λ2 λ3 = 32
16λ3 = 32
λ3 = 2.
∴ The third eigen value is 2.
2. Discuss the nature of the quadratic form 2x2 + 3y2 + 2z2 + 2xy.
2 1 0
Solution. The matrix of the quadratic form is A = 1 3 0.
0 0 2
The principal minors are
ww D1 = 2 > 0.
w.E
D2 =
2 1
1 3
= 6 − 1 = 5 > 0.
a
syE
2 1 0
0 0 2
ngi
D3 = 1 3 0 = 2(6 − 0) − 1(2 − 0) = 12 − 2 = 10 > 0.
nee
rin
Since all Di ’s are positive, the given quadratic form is positive
definite.
Part B g.n
11. (a) (i) Find the eigenvalues and eigenvectors of the matrix
8 −6 2
et
A = −6 7 −4.
2 −4 3
Solution.
Step 1. To find the characteristic equation
Since A is 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0, where
w.E
= 40 − 60 + 20 = 0.
a
The characteristic equation is
syE
λ3 − 18λ2 + 45λ = 0
λ(λ2 − 18λ + 45) = 0
λ(λ − 3)(λ − 15) = 0 ngi
λ = 0, 3, 15. nee
Step 3. To find the eigen vectors
rin
x1
g.n
Let X = x2 be the eigen vector corresponding to the eigen value λ.
x3 et
∴ (A − λI)X = 0.
8 − λ −6 2 x1
−6 7 − λ −4 x2 = 0. (1)
2 −4 3 − λ x3
When λ = 0 (1) becomes
8 −6 2 x1
−6 7 −4 x2 = 0.
2 −4 3 x3
ww x1 x2 x3
w.E =
x1
=
x2
=
=
24 − 14 −12 + 32 56 − 36
x3
a
1
syE
10 20 20
∴ X1 = 2.
2 ngi
When λ = 3 (1) becomes nee
5
−6 2 x1
rin
−6
4 −4 x2 = 0.
g.n
The equations become
2 −4 0 x3
et
5x1 − 6x2 + 2x3 = 0
−6x1 + 4x2 − 4x3 = 0
2x1 − 4x2 + 0x3 = 0.
Taking the last two equations and applying the rule of cross
multiplication we get,
x1 x2 x3
= =
0 − 16 −8 24 − 8
x1 x2 x3
= =
−16 −8 16
2
∴ X2 = 1 .
−2
When λ = 15 (1) becomes
−7 −6 2 x1
−6 −8 −4 x2 = 0.
ww
2 −4 −12 x3
w.E
The equations become
−7x1 − 6x2 + 2x3 = 0
a
−6x1 − 8x2 − 4x3 = 0
syE
2x1 − 4x2 − 12x3 = 0.
ngi
Taking the first two equations and applying the rule of cross
multiplication we get,
nee
rin
g.n
x1
=
x2
=
x3
et
24 + 16 −12 − 28 56 − 36
x1 x2 x3
= =
40 −40 20
2
∴ X3 = −2.
1
1 2 2
∴ The eigen vectors are 2 , 1 and −2.
2 −2 1
11. (a) (ii) Using Cayley-Hamilton theorem find A−1 for the matrix
1 0 3
A = 2 1 −1.
1 −1 1
1 0 3
Solution. A = 2 1 −1
1 −1 1
The characteristic equation is λ3 − s1 λ2 + s2 λ − s3 = 0, where
w.E
s2 = sum of the minors of the main diagonal elements
1 −1 1 3 1 0
= a + +
syE
−1 1 1 1 2 1
= (1 − 1) + (1 − 3) + (1 − 0) = −1.
ngi
1 0
3
nee
s3 = |A| = 2 1 −1 = 1(1 − 1) − 0(2 + 1) + 3(−2 − 1) = 0 − 0 − 9 = −9.
1 −1 1
rin
The characteristic equation is λ3 − 3λ2 − λ + 9 = 0.
g.n
By Cayley-Hamilton theorem A3 − 3A2 − A + 9I = 0. et
Premultiply byA−1 ,we have A2 − 3A − I + 9A−1 = 0.
−9A−1 = I + 3A − A2 .
1 0 3 1 0 3 4 −3 6
A2 = 2 1 −1 2 1
−1 = 3 2 4
1 −1 1 1 −1 1 0 −2 5
1 0 0 3 0 9 4 −3 6
−9A−1 = 0 1 0 + 6 3 −3 − 3 2 4
0 0 1 3 −3 3 0 −2 5
0 3 3 0 3 3
1
−9A−1 = 3 2 −7 ⇒ ∴ A−1 = − 3 2 −7
9
3 −1 −1 3 −1 −1
11. (b) Reduce the quadratic form Q = 3x2 − 3y2 − 5z2 − 2xy − 6yz − 6xz
to its canonical form using orthogonal transformation. Also find its
rank, index and signature.
Solution.
Step 1. To find the matrix of the Q.F
ww
Since the given Q.F contains 3 variables, the matrix of the Q.F A is
a 3 × 3 matrix.
w.E a11
Let A = a21
a12
a22
a13
a23 .
a
a31 a32
syE a33
= 3 − 3 − 5 = −5.
s2 = sum of the minors of the main diagonal elements.
−3 −3 3 −3 3 −1
= + +
−3 −5 −3 −5 −1 −3
w.E
∴ The characteristic equation is λ3 + 5λ2 − 28λ − 32 = 0.
a
λ = −1 is a root. By synthetic division we get
−1 syE 1 5 − 28 − 32
0 −1
ngi−4 32
1 4 − 32
nee 0
λ2 + 4λ − 32 = 0
rin
(λ − 4)(λ + 8) = 0.
g.n
The characteristic equation becomes (λ − 4)(λ + 1)(λ + 8) = 0.
The eigen values are 4, −1, −8.
et
Step 3. To find the eigen vectors
x1
Let X = x2 be an eigen vector corresponding to the eigen value λ.
x3
∴ (A − λI)X = 0.
3 − λ −1 −3 x1
−1 −3 − λ −3 x2 = 0. (1)
−3 −3 −5 − λ x3
ww
w.E
a syEx1
=
x2
3 − 21 3 − 3 7 − 1
=
x3
x1
= ngi
x2
=
x3
−18
x1 x2
0
= .
nee
6
x3
−3
=
0 1
rin
−3
∴ X1 = 0 .
g.n
1
et
When λ = −1 (1) becomes
4 −1 −3 x1
= 0.
−1 −2 −3 x2
−3 −3 −4 x3
The equations are 4x1 − x2 − 3x3 = 0
−x1 − 2x2 − 3x3 = 0
−3x1 − 3x2 − 4x3 = 0.
From the first two equations, using the rule of crossmultiplication
we get,
x1 x2 x3
= =
3 − 6 3 + 12 −8 − 1
x1 x2 x3
= =
−3 15 −9
x1 x2 x3
= = .
1 −5 3
ww
1
∴ X2 = −5 .
w.E
3
a
When λ = −8 (1) becomes
syE
11 −1 −3 x1
ngi
−1 5 −3 x2 = 0.
−3 −3 3 x3
The equations are 11x1 − x2 − 3x3 = 0 nee
−x1 + 5x2 − 3x3 = 0
rin
−3x1 − 3x2 + 3x3 = 0.
g.n
From the last two equations, using the rule of crossmultiplication,
we get et
x1 x2 x3
= =
15 − 9 9 + 3 3 + 15
x1 x2 x3
= =
6 12 18
x1 x2 x3
= =
1 2 3
1
∴ X3 = 2 .
3
Since all the eigen values are different, the eigen vectors are
pairwise orthogonal.
Step 4. To find the modal matrix
The normalised eigen vectors are
h −3 1 iT h 1 −5 3 iT h 1 2 3 iT
√ 0 √ , √ √ √ , √ √ √
10 10 35 35 35 14 14 14
ww
√−3
10
√1
35
√1
√
14
w.E
∴ N = 0
√1
−5
√
√3
35
√
2
3
14
.
a
10 35 14
Step5. To find N T AN
syE
√−3
10
0 √1
3
10 ngi
−1
−3 √−310
√1
35
√1
14
N T AN = √1
35
√1
−5
√
35
√3
35
−1
−3
nee
−3 0
−5 √1
−5
√
35
√
2
14
√2 √3
rin √3 3
−3 −3 √
14 14 14 10 35 14
−12
10
= √−1
√ 0
√5
√4
−3
√−310
10
0
√1
−5
35
√1
√2
4
14
= 0
0
0
−1 0 = D.
g.n
et
√ √
35 35 35 35 14
√−8 1 0
−16
√ −24
√ √ √3 √3 0 −8
14 14 14 10 35 14
4 0 0 y1 4y1
Y DY = [y1 y2 y3 ] 0 −1
T
0 y2 = [y1 y2 y3 ] −y2 = 4y21 − y22 − 8y23 ,
0 0 −8 y3 −8y3
ww
Let the required symmetric matrix be A =
a b
b c
.
w.E
The eigen values are λ1 = 1 and
1
λ2 = 3, with corresponding eigen
1
a
vectors are X1 = and X2 = .
−1
By definition, AX1 = λ1 X1 syE
1
a b 1
1 1
= 1 =
ngi
b c −1 −1 −1
nee
which yields the equations rin
a − b = 1. g.n
(1)
b − c = −1.
et
(2)
a+b=3 (3)
b+c=3 (4)
(1) + (3) =⇒ 2a = 4 =⇒ a = 2.
(2) + (4) =⇒ 2b = 2 =⇒ b = 1.
(4) =⇒ 1 + c = 3 =⇒ c = 2.
2 1
∴ The required matrix is A = .
1 2
2. Write down the quadratic form corresponding to the matrix
2 0 −2
.
0 2 1
−2 1 −2
Solution.
From the matrix of the quadratic form we observe that
ww
a11 = 2, a12 = 0, a13 = −2, a22 = 2, a23 = 1, a33 = −2.
w.E
The required quadratic form is
a11 x2 + a22 y2 + a33 z2 + 2a12 xy + 2a13 xz + 2a23 yz
Part B
a syE
= 2x2 + 2y2 − 2z2 − 4xz + 2yz.
ngi 1
11. (a) (i) Find the eigenvalues and eigenvectors of 6 −1
2 1
0 .
nee
−1 −2 −1
1
2
1 rin
Solution. Let A = 6 −1 0 .
g.n
−1 −2 −1
Step 1. To find the eigen values et
Since A is a 3 × 3 matrix, the characteristic equation takes the form
λ3 − s1 λ2 + s2 λ − s3 = 0, where
1 2 1
s3 = |A| = 6 −1 0
−1 −2 −1
ww λ = 0, −4, 3.
w.E
∴ The eigen values are 0, −4, 3.
Step 2. To find the eigen vectors
a x1
syE
Let X = x2 be the eigen vector corresponding to the eigen value λ.
∴ (A − λI)X = 0
x3
ngi
1 − λ
2 nee
1 x1
i.e., 6
−1 − λ
rin
0 x2 = 0.
(1)
x1 x2
=
1 6
⇒ x1 = 1, x2 = 6.
⇒ x3 = −13.
1
∴ The eigen vector is X1 = 6 .
−13
ww
When λ = −4, (1) becomes
w.E
5
2
1 x1
a syE
6
−1
3 0 x2 = 0
−2 3 x3
ngi
i.e., 5x1 + 2x2 + x3 = 0
nee (5)
6x1 + 3x2 = 0
rin (6)
−x1 − 2x2 + 3x3 = 0.
g.n (7)
∴ x1 = 1, x2 = −2.
5 − 4 + x3 = 0 ⇒ x3 = −1.
1
∴ The second eigen vector is X2 = −2.
−1
When λ = 3, (1) becomes
−2 2 1 x1
6 −4 0 x2 = 0.
−1 −2 −4 x3
a
(9) can be written as
syE 6x1 = 4x2
ngi
⇒ 3x1 = 2x2
⇒
x1
2
=
x2
3 nee
∴ x1 = 2, x2 = 3. rin
Substituting in (8) we obtain g.n
−4 + 6 + x3 = 0 et
2 + x3 = 0
⇒ x3 = −2.
2
∴ The third eigen vector is X3 = 3 .
−2
1 1 2
∴ The eigen vectors are 6 , −2 and 3 .
−13 −1 −2
8 −6 2
11. (a) (ii) If the eigenvalues of A = −6 7 −4 are 0, 3, 15 find the
2 −4 3
eigenvectors of A and diagonalize the matrix A.
Solution.
The given eigen values are 0,3,15.
Step 1. To find the eigen vectors
x1
Let X = x2 be the eigen vector corresponding to the eigen value λ.
ww x3
w.E
∴ (A − λI)X = 0.
a 8 − λ
syE
−6
−6 2 x1
7 − λ −4 x2 = 0.
(1)
2
ngi
−4 3 − λ x3
x1 x2 x3 x1 x2 x3
= = ⇒ = =
24 − 14 −12 + 32 56 − 36 10 20 20
1
∴ X1 = 2.
2
When λ = 3 (1) becomes
5 −6 2 x1
−6 4 −4 x2 = 0.
2 −4 0 x3
ww
The equations become
w.E
5x1 − 6x2 + 2x3 = 0
−6x1 + 4x2 − 4x3 = 0
a syE
2x1 − 4x2 + 0x3 = 0.
Taking the last two equations and applying the rule of cross
multiplication we get,
ngi
nee
rin
g.n
x1
x1
=
x2
x2
=
0 − 16 −8 24 − 8
x3
x3
et
= =
−16 −8 16
2
∴ X2 = 1 .
−2
When λ = 15 (1) becomes
−7 −6 2 x1
−6 −8 −4 x2 = 0.
2 −4 −12 x3
ww
w.E
a syE
x1
=
x2
=
x3
24 + 16 −12 − 28 56 − 36
ngi
x1
=
x2
=
40 −40 20
x3
nee
rin
2
∴ X3 = −2.
g.n
1
et
1 2 2
∴ The eigen vectors are 2 , 1 and −2.
2 −2 1
Step 2. To find the modal matrix
The normalised eigen vectors are
h 1 2 2 iT h 2 1 −2 iT h 2 −2 1 iT
, ,
3 3 3 3 3 3 3 3 3
1 2 2
3 3 3
∴ N = 3 3 2 1 −2
3
.
2 −2 1
3 3 3
Step 3. To find N T AN
1 2 2
2 31 32 2
3 3 3 8 −6 3
N T AN = 32 −2 −2
1
3 3 −6 7 −4 23 31 3
2 1 1
3
−2
3 3 2 −4 3 23 −2 3 3
0 0 13 2 2
0 0 0
0 3
3
= 2 −2 =
1 −2 23 1
3 3 0 3 0 = D.
1
10 −10 5 23 −2
3 3 0 0 15
11. (b) (i) Reduce the quadratic form 2x1 x2 + 2x2 x3 + 2x3 x1 into
ww
canonical form.
Solution.
w.E
Step 1. To find the matrix of the quadratic form
3 × 3 matrix.
a
syE
Since given Q.F. contains 3 variables, the matrix of the Q.F. A is a
a11
Let A = a21
a12 a13
a23 .
ngi
a31
a22
a32 a33
nee
Now, a11 = Coeff.of x12 = 0
rin
a12 = a21 =
1
2
1
× Coeff.of x1 x2 = × 2 = 1.
2 g.n
a13 = a31
1 1
= × Coeff.of x1 x3 = × 2 = 1
2 2
et
a22 = Coeff.of x22 = 0.
1 1
a23 = a32 = × Coeff.of x2 x3 = × 2 = 1.
2 2
a33 = Coeff.of x32 = 0.
0 1 1
∴ A = 1 0 1.
1 1 0
ww
0 1 1
w.E
s3 = |A| = 1 0 1 = 0 − 1(0 − 1) + 1(1 − 0) = 1 + 1 = 2.
1 1 0
a syE
∴ The characteristic equation is λ3 − 3λ − 2 = 0.
ngi
λ = −1 is a root. By synthetic division we get
−1 1 0 −3
nee−2
0
1
−1
−1
1
−2 rin
2
0
g.n
λ2 − λ − 2 = 0
(λ − 2)(λ + 1) = 0.
et
λ = 2, −1.
∴ (A − λI)X = 0.
−λ 1 1 x1
1 −λ 1 x2 = 0. (1)
1 1 −λ x3
w.E
x1 − 2x2 + x3 = 0
x1 + x2 − 2x3 = 0.
a syE
Taking the first two equations and applying the rule of cross
multiplication we get
x1 ngi
x2 x3
1 1 -2 nee 1
-2 1 1 rin -2
x1 x2 x3 g.n
= =
1+2 1+2 4−1
x1 x2 x3
et
= =
3 3 3
=⇒ x1 = x2 = x3 = 1.
1
∴ X1 = 1.
1
1 1 1 x1
When λ = −1, (1) becomes 1 1 1 x2 = 0.
1 1 1 x3
x1 + x2 + x3 = 0
Let x3 = 0.
∴ x1 = −x2
x1 x2
=
1 −1
⇒ x1 = 1, x2 = −1
1
∴ X2 = −1 .
ww
0
w.E
a
a
syE
Let X3 = b orthogonal to X2
c
1 ngi
∴ X3T X2 = 0 ⇒ a b c −1 = 0
nee
0
rin
⇒ a−b=0
g.n
(2)
X3 also satisfy a + b + c = 0 et
(3)
Step 5. To find N T AN
√1 √1 √1
0 1 1 √13 √1 √1
3 3 6
3
2
N T AN = √1 −1
√ 0 1 0 1 √13 −1
√ √
1
6
2
ww
2 2
√1 √1 −2
√
1 1 0 √1 0−2
√
6 6 6 3 6
w.E √2
3
= −1
√
√2
√1
3
√2
3
√13
0 √13
√1
−1
√
2
√1
2 0
6
√1
0
= 0 −1 0 = D.
a 2
−1
6
√ −1
√
2
6
syE √2
6
3
√1 0
2
−2
√
6
6
0 0 −1
w.E
s2 = sum of the minors of the main diagonal elments.
1 0 1 1 1 −1
= a + +
0 3 2 3 0 1 syE
= (3 − 0) + (3 − 2) + (1 − 0) = 3 + 1 + 1 = 5.
ngi
1 −1 1
s3 = |A| = 0 1 0 = 1(3 − 0) + 1(0 − 0) + 1(0 − 2) = 3 − 2 = 1.
nee
2 0 3
rin
g.n
Therefore the characteristic equation of A is λ3 − 5λ2 + 5λ − 1 = 0.
By Cayley-Hamilton theorem we get A3 − 5A2 + 5A − I = 0. et
Step 2. To verify Cayley Hamilton theorem
1 −1 1 1 −1 1 3 −2 4
A = A × A = 0
2
1 0 0 1 0 = 0 1 0
2 0 3 2 0 3 8 −2 11
1 −1 1 3 −2 4 11 −5 15
A3 = A × A2 = 0 1 0 0 1 0 = 0 1 0
2 0 3 8 −2 11 30 −10 41
Now, A3 − 5A2 + 5A − I
11 −5 15 3 −2 4 1 −1 1 1 0 0
= 0 1
0 − 5 0 1
0 + 5 0 1 0 − 0 1 0
30 −10 41 8 −2 11 2 0 3 0 0 1
11 −5 15 −15 10 −20 5 −5 5 1 0 0
= 0 1 0 + 0 −5 0 + 0 5 0 − 0 1 0
30 −10 41 −40 10 −55 10 0 15 0 0 1
0 0 0
= 0 0 0 = 0
ww
0 0 0
w.E
Hence Cayley Hamilton theorem verified.
Step 3. To find A−1
a syE
By Cayley Hamilton theorem, we have A3 − 5A2 + 5A − I = 0
Multiply by A−1 , we get A2 − 5A + 5I − A−1 = 0
ngi
∴A−1 = A2 − 5A + 5I nee
3
−2 4
1 −1 1
1 0
rin
0
= 0
1 0 − 5 0 1 0 + 5 0 1
0
g.n
3
8 −2 11
−2 4 −5
2 0 3
5
−5 5
0 0 1
0 0 3
3 −1
et
= 0 1 0 + 0 −5 0 + 0 5 0 = 0 1 0
8 −2 11 −10 0 −15 0 0 5 −2 −2 1
ww
Part B
11. (a) (i)
Find the eigenvalues and eigenvectors of the matrix
2 0
A = 0 2
w.E 1
0.
Solution.
1 0 a2
syE
Step 1. To find the eigenvalues
ngi
nee
Since A is a 3 × 3 matrix, the characteristic equation is of the form
λ3 − s1 λ2 + s2 λ − s3 = 0, where
rin
s1 = sum of the main diagonal elements = 2 + 2 + 2 = 6.
g.n
s2 = sum of the minors of the main diagonal elements
=
2 0 2 1 2 0
+ +
= 4 + (4 − 1) + 4 = 11.
et
0 2 1 2 0 2
1 1 −6 11 −6
0 1 −5 6
1 −5 6 0
λ2 − 5λ + 6 = 0
(λ − 2)(λ − 3) = 0
⇒ λ = 2, 3.
∴ The eigen values are λ = 1, 2, 3.
Step 2. To find the eigenvectors
x1
Let X = x2 be the eigen vector corresponding to an eigen value λ.
x3
∴ [A − λI] X = 0
2 − λ 1 x1 0
ww
0 2−λ
0
0 x2 = 0.
(1)
w.E
When λ = 1 equation (1) becomes
1 0 2 − λ x3 0
a
1 0 1 x1
syE
0 1 0 x2 = 0.
1 0 1 x3
ngi
The equations become
x1 + x3 = 0 ⇒ x1 = −x3 . nee
x2 = 0. rin
x1 + x3 = 0
g.n
If x1 = 1 then x3 = −1.
x1 1
et
∴ X1 = x2 = 0 .
x3 −1
When λ = 3 equation (1) becomes
−1 0 1 x1
0 −1 0 x2 = 0.
1 0 −1 x3
The equations become
−x1 + x3 = 0.
−x2 = 0.
x1 − x3 = 0.
If x1 = 1 then x3 = 1.
1
∴ X2 = 0.
1
When λ = 2 equation (1) becomes
0 0 1 x1
0 0 0 x2 = 0.
1 0 0 x3
The equations become
ww x3 = 0.
w.E
x1 = 0.
x2 = any value say = 1.
a 0
∴ X3 = 1.
syE
0
ngi
0
1 1
nee
.
∴ The eigen vectors are 0 , 0 and
1
−1 1
0 rin
2 −1
2
g.n
11. (a) (ii) Show that the matrix A = −1 2
1 −1 2
et
−1 satisfies its own
= (4 − 1) + (4 − 2) + (4 − 1) = 3 + 2 + 3 = 8.
2 −1 2
s3 = |A| = −1 2 −1
1 −1 2
ww
∴ The characteristic equation of A is λ3 − 6λ2 + 8λ − 3 = 0.
w.E
By Cayley Hamilton theorem, we have A3 − 6A2 + 8A − 3I = 0.
Step 2. Verification of Cayley Hamilton theorem.
2
a −1 syE
2 2 −1
2 7 −6 9
A2 = A × A = −1 −1 −1 2 −1 = −5 6 −6
1 −1
2
2
ngi
1 −1 2
5 −5 7
2
−1
2 7 −6 nee
9 29 −28 38
A = A × A = −1
3 2
2
−1 −5 6
rin
−6 = −22 23 −28
1 −1 2 5 −5 7 22 −22 29
g.n
Now, A3 − 6A2 + 8A − 3I
29 −28 38
7
−6
9
2 −1 2
1
0 0
et
= −22 23 −28 − 6 −5
6 −6 + 8 −1 2 −1 − 3 0
1 0
22 −22 29 5 −5 7 1 −1 2 0 0 1
29 −28 38 42 −36 54 16 −8 16 3 0 0
= −22 23 −28 − −30 36 −36 + −8 16 −8 − 0 3 0
22 −22 29 30 −30 42 8 −8 16 0 0 3
0 0 0
= 0 0 0 = 0
0 0 0
A2 − 6A + 8I − 3A−1 = 0
3A−1 = A2 − 6A + 8I
7 −6 9 2 −1 2 1 0 0
3A−1 = −5 6 −6 − 6 −1 2
−1 + 8 0
1 0
ww
5 −5 7
1 −1 2
0 0 1
0 −3
0 0 8
3A−1
= 1 2 0 ⇒ A = 1
ngi
−1 1
3
2 0 .
−1 1 3
nee
−1 1 3
11. (b) Reduce the quadratic form 3x + 5y2 + 3z2 − 2xy − 2yz + 2zx into 2
rin
canonical form.
g.n
Solution. Refer question no. 11. (b) (i) of Nov/Dec. 2014 [2.1.2]
et
2.2 Unit II Vector Calculus
1. Evaluate ∇2 log r.
Solution. We have ~r = x~i + y~j + z~k
p
r = |~r| = x2 + y2 + z2 .
∴ r2 = x2 + y2 + z2 .
ww
w.E
UNIT 2 asy
En
gin
ee
By EasyEngineering.net rin
g.n
et
2 Vector Calculus
2.1 Introduction
w.E Let P be a point with position vector ~r in a region R. To each point P(~r) of the
region R in space, if there is a unique scalar or real number denoted by φ(~r), then
asy
φ is called a scalar point function in R. The region R is called a scalar field.
Vector point function
En
To each point P(~r) of a region R in space, if there exists a unique vector denoted
by F(~
field. gin
~ r), then F~ is called a vector point function in R. The region R is called a vector
Q
Let P be a point on a curve with
→ →
position vector ~r. Let Q be an adjacent → ∆r ∆r
r +
ww ∴
d~r
dt
denotes the tangent vector at P.
d~r
dt
w.E
The unit tangent vector is d~r
.
| dt |
Differentiation formulae
asy
Let f~ and ~g be two differentiable vector functions. Then the following are easy
to derive.
(i)
d ~ d f~ d~g
f ± ~g = ± . En
dt dt dt
gin
(ii) If φ is a scalar point function, then
d ~
dt
φf = φ
d f~ dφ ~
dt
+
dt
f.
(iii)
(iv)
d ~
dt
d ~
f · ~g =
f × ~g =
f~ ·
f~ ×
d~g d f~
dt
+
+
dt
d~g d f~
· ~g.
ee
× ~g. rin
g.n
dt dt dt
d ~ ~ d ~ d f~ ~ ~ d~g ~ ~ d~h
(v) f ~g h = f · ~g × ~h = ~g h + f h + f ~g .
dt dt dt dt dt
(vi) If f~ is a function of the scalar s and s is a function of t then
Level Surfaces
d f~ d f~ ds
dt
=
ds dt
.
et
Let φ be a continuous scalar point function defined in the region R. The set of all
points satisfying the equation φ(x, y, z) = c defines a surface called the level surface.
The definition of ∇
The Hamiltonian operator or the vector differential operator denoted by ∇ is
∂ ∂ ∂
defined as ∇ = ~i + ~j + ~k .
∂x ∂y ∂z
If φ(x, y, z) is a scalar point function, continuously differentiable in a given region
R, then the gradient of φ is defined as
∂φ ~ ∂φ ~ ∂φ
ww grad φ = ∇φ = ~i
∂x
+j
∂y
+k .
∂z
w.E
Geometrical meaning of ∇φ
Let ~r = x~i + y~j + z~k be the position vector of any point P on the level surface
asy
φ(x, y, z) = c. Now,
En
which is a tangent to the surface at P. Also,
∂φ
∇φ · d~r = ~i
∂x
+ ~j
gin
∂φ ~ ∂φ ~
∂y
+k
∂z
· dxi + dy~j + dz~k
=
∂φ
∂x
dx +
= dφ = 0
∂φ
∂y
dy +
∂φ
∂zee
dz
Since φ = c .
rin
∴ ∇φ is perpendicular to d~r. g.n
But d~r is the tangent vector at P. Hence ∇φ is normal at P.
∴
∇φ
|∇φ|
is the unit normal vector at P.
et
2.3 Directional derivative
∇φ · ~a
direction of ~a, which is given by .
|~a|
∇φ · ~a ~a
= ∇φ ·
|~a| |~a|
~a
= |∇φ| × × cos θ, where θ is the angle between ∇φ and ~a.
|~a|
= |∇φ| cos θ.
Note
asy
2. The directional derivative is minimum when cos θ = −1. i.e. when θ = π.
En
Therefore, Minimum directional derivative = −|∇φ|.
gin
Equation of the tangent plane
Let φ(x, y, z) = c be a level surface and A be a given point with position vector ~r0 .
ee
Let P be any point on the tangent plane at A with position vector ~r. Let
x − x0 y − y0 z − z0
It’s cartesian equation is ∂φ
= ∂φ
= ∂φ
, the partial derivatives are to be
∂x ∂y ∂z
evaluated at A(x0 , y0 , z0 ).
Angle between two surfaces
Let f (x, y, z) = c1 & g(x, y, z) = c2 be two surfaces. Let P be a common point. The
angle between the two surfaces is equal to the angle between the normals at P. If
θ is the angle between the normals, then
∇ f · ∇g
cos θ = .
ww |∇ f ||∇g|
w.E
The surfaces touch each other when θ = 0.
Properties of ∇φ
asy
Let f and g be two scalar point functions and c is a constant. Then
(i) ∇c = ~0.
(ii) ∇(c f ) = c∇ f .
En
(iii) ∇( f ± g) = ∇ f ± ∇g.
(iv) ∇( f g)
! = f ∇g + g∇ f . gin
(v) ∇
Proof.
f
g
=
∂c
g∇ f − f ∇g
g2
∂c ∂c
, g , 0.
ee "
∂c ∂c ∂c
#
rin
(i) ∇c = ~i + ~j + ~k = ~0. ∵ c is a constant,
∂x
(ii) ∇c f = ~i
∂(c f
∂y
)
+ ~j
∂(c
∂z
f )
+ ~k
∂(c f )
= c~i
∂ f
+ c~j
∂ f
=
∂x ∂y ∂z
+ c~k
∂f
= =0 .
g.n
= c ~i
∂
∂x
f
∂x
+ ~j
∂
∂
∂y
f
∂y !
+ ~k
∂
∂z
f
∂z
= c∇ f .
∂
(iii)∇( f ± g) = ~i ( f ± g) + ~j ( f ± g) + ~k ( f ± g)
∂x
∂
∂y ∂z
et
∂x ∂y ∂z
" # " # " #
~ ∂ f ∂g ~ ∂ f ∂g ~ ∂ f ∂g
=i ± +j ± +k ±
∂x ∂x ∂y ∂y ∂z ∂z
!
∂ f ∂ f ∂ f ∂g ∂g ∂g
= ~i + ~j + ~k ± ~i + ~j + ~k
∂x ∂y ∂z ∂x ∂y ∂z
= ∇ f ± ∇g.
∂ ∂ ∂
(iv)∇( f g) = ~i ( f g) + ~j ( f g) + ~k ( f g)
∂x ∂y ∂z
" # " # " #
~ ∂g ∂f ~ ∂g ∂f ~ ∂g ∂f
=i f +g +j f +g +k f +g
∂x ∂x ∂y ∂y ∂z ∂z
! !
∂g ∂g ∂g ∂ f ∂ f ∂ f
= f ~i + ~j + ~k + g ~i + ~j + ~k
∂x ∂y ∂z ∂x ∂y ∂z
= f ∇g + g∇ f.
! ! ! !
f ~ ∂ f ~ ∂ f ~ ∂ f
(v)∇ =i +j +k
g ∂x g ∂y g ∂z g
∂f
g − f ∂g
∂f
g ∂z − f ∂g
∂f
∂g
ww
g − f ∂y ∂y ∂z
= ~i ∂x 2 ∂x + ~j + ~k
g g2 g2
gin
Example 2.1. Find |∇φ| if φ = 2xz4 − x2 y at (2, −2, 1). [Jan 2009]
Solution. Given φ = 2xz4 − x2 y.
∂φ
∂x
∂φ
= 2z4 − 2xy. ee rin
= −x2 .
∂y
∂φ
= 8xz3 . g.n
∂z
∇φ = ~i
∂φ ~ ∂φ ~ ∂φ ~ 4
∂x
+j
∂y
+k
∂z
= i(2z − 2xy) + ~j(−x2 ) + ~k(8xz3 ). et
(∇φ)(2,−2,1) = ~i(2(1) − 2(2)(−2)) − 4~j + ~k8(2)1 = 10~i − 4~j + 16~k
√ √
|∇φ| = 100 + 16 + 256 = 372.
∂φ
= 6xy.
∂x
∂φ
= 3x2 − 3y2 z2 .
∂y
∂φ
= −2y3 z.
∂z
∂φ ~ ∂φ ~ ∂φ ~
grad φ = ~i +j +k = i(6xy) + ~j(3x2 − 3y2 z2 ) + ~k(−2y3 z).
∂x ∂y ∂z
ww Example 2.3.
Solution. Given φ = + +
If φ = x2 + y2 + z2 , find ▽φ at (1,1,-1).
x2 y2 z2 .
[Jan 2005]
w.E We have ▽φ = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k
∂z
= 2x~i + 2y~j + 2z~k.
asy
(▽φ)(1,1,−1) = 2~i + 2~j − 2~k.
En
Example 2.4. Find the directional derivative of φ = xyz at (1, 1, 1) in the direction
of ~i + ~j + ~k.
Solution. Given φ = xyz. gin [Jun 2013]
∇φ = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k
∂z
ee rin
= yz~i + xz~j + xy~k.
asy
Example 2.6. Find the directional derivative of φ = xy + yz + zx at the point (1,2,3)
in the direction 3~i + 4~j + 5~k. [Apr 2003]
Solution. Given φ = xy + yz + zx.
En
▽φ = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k
∂z
gin
ee
= (y + z)~i + (x + z)~j + (x + y)~k.
Example 2.7. Find the directional derivative of φ(x, y, z) = x2 yz + 4xz2 at the point
(1, −2, −1) in the direction of the vector 2~i − ~j − 2~k.
Solution. Given φ(x, y, z) = x2 yz + 4xz2 .
∂φ ~ ∂φ ~ ∂φ
∇φ = ~i +j +k
∂x ∂y ∂z
= (2xyz + 4z2 )~i + x2 z~j + (x2 y + 8xz)~k.
= 8~i − ~j − 10~k.
w.E |~a| = 4 + 1 + 4 = 3.
~a 1
= (2~i − ~j − 2~k).
|~a| 3
asy
The directional derivative of φ in the direction of ~a = ∇φ ·
~a 1 37
= (16 + 1 + 20) = .
En |~a| 3
Example 2.8. Find the directional derivative of φ = x2 yz + 4xz2 at the point
3
∂φ
ee
∂φ
∂x
= 2xyz + 4z2 .
rin
∂x (1,−2,−1)
∂φ
= 2 · 1 · (−2)(−1) + 4(−1)2 = 4 + 4 = 8.
= x2 z g.n
∂φ
∂φ
∂y
∂y
(1,−2,−1)
= 1(−1) = −1. et
= x2 y + 8xz
∂z
∂φ
= 1(−2) + 8 · 1(−1) = −10.
∂z (1,−2,−1)
∂φ ∂φ ~ ∂φ
(∇φ)(1,−2,−1) = ~i + ~j +k
∂x ∂y ∂z (1,−2,−1)
= 8~i − ~j − 10~k.
−−→
~a = PQ = 3~i − 3~j − 3~k − (~i − 2~j − ~k)
= 2~i − ~j − 2~k.
√
|~a| = 4 + 1 + 4 = 3.
~a 1
= (2~i − ~j − 2~k).
|~a| 3
~a 1 37
Directional derivative = ∇φ · = (16 + 1 + 20) = .
|~a| 3 3
ww (1, 4, 1).
Solution. Given φ = x3 yz.
w.E ∂φ
∂x
= 3x2 yz.
∂x asy
∂φ
(1,4,1)
∂φ
= 3 · 1 · 4 · 1 = 12.
∂φ En
∂y
= x3 z.
∂y
gin
(1,4,1)
∂φ
= 1 · 1 = 1.
∂φ
∂z
∂z
(1,4,1)
ee
= x3 y.
= 1 · 4 = 4.
rin
g.n
∂φ ~ ∂φ ~ ∂φ
(∇φ)(1,4,1) = ~i +j +k = 12~i + ~j + 4~k.
∂x ∂y ∂z
Example 2.10. In what direction from the point (1, 1, −2) is the directional
et
derivative of φ = x2 − 2y2 + 4z2 maximum. Also find the maximum directional
derivative.
Solution. Given φ = x2 − 2y2 + 4z2 .
∂φ ~ ∂φ ~ ∂φ
∇φ = ~i +j +k = 2x~i − 4y~j + 8z~k.
∂x ∂y ∂z
(∇φ)(1,1,−2) = 2~i − 4~j − 16~k.
ww Example 2.11. In what direction from the point (1,-1,-2) is the directional
derivative of φ = x3 y3 z3 a maximum? What is the magnitude of this maximum.
w.E
Solution. Given φ = x3 y3 z3 .
[May 2005]
▽φ = ~i
∂x
+j
∂y
asy
∂φ ~ ∂φ ~ ∂φ
+k
∂z
En
= 3x2 y3 z3~i + 3x3 y2 z3 ~j + 3x3 y3 z2~k.
(▽φ)(1,−1,−2) = 3 × 1 × (−1) × (−8)~i + 3 × 1 × 1 × (−8)~j + 3 × 1 × (−1) × 4~k
gin
= 24~i − 24~j − 12~k.
ee
p
|▽φ| = (24)2 + (−24)2 + (−12)2
√
= 576 + 576 + 144
√
rin
= 1296
= 36. g.n
et
The directional derivative is maximum in the direction of 24~i − 24~j − 12~k and its
maximum value is 36.
Example 2.12. Find a unit normal vector to the surface x3 +y3 +3xyz = 3 at (1, 2, −1).
Solution. Given φ = x3 + y3 + 3xyz − 3.
∂φ
= 3x2 + 3yz.
∂x
∂φ
= 3 − 6 = −3.
∂x (1,2,−1)
∂φ
= 3xz + 3y2 .
∂y
∂φ
= −3 + 12 = 9.
∂y (1,2,−1)
∂φ
= 3xy.
∂z
∂φ
= 6.
∂z (1,2,−1)
∂φ ~ ∂φ ~ ∂φ
(∇φ) = ~i +j +k
∂x ∂y ∂z
asy
= √
|∇φ| 3 14
−~i + 3~j + 2~k
.
En
= √
14
gin
Example 2.13. Find a unit normal vector to the surface x2 y + 2xz2 = 8 at (1, 0, 2).
Solution. Given φ = x2 y + 2xz2 − 8.
(∇φ) = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k .
∂zee
= (2xy + 2z2 )~i + x2 ~j + 4xz~k rin
(∇φ)(1,0,2) = 8~i + ~j + 8~k.
g.n
√
|∇φ| = 64 + 1 + 64 = 129.
et
8~i + ~j + 8~k
= √ .
129
Example 2.14. Find the angle between the surfaces x2 +y2 +z2 = 9 and x2 +y2 −z = 3
at the point (2, −1, 2).
Solution. Let the given surfaces be f and g.
∴ f = x2 + y2 + z2 − 9 and g = x2 + y2 − z − 3.
∂ f ~∂ f ~ ∂ f
∇ f = ~i +j +k = 2x~i + 2y~j + 2z~k.
∂x ∂y ∂z
(∇ f )(2,−1,2) = 4~i − 2~j + 4~k.
√ √
|∇ f | = 16 + 4 + 16 = 36 = 6.
∂g ∂g ∂g
∇g = ~i + ~j + ~k = 2x~i + 2y~j − ~k.
∂x ∂y ∂z
(∇g)(2,−1,2) = 4~i − 2~j − ~k.
ww √
|∇g| = 16 + 4 + 1 = 21.
√
w.E
Let θ be the angle between the surfaces. Then
∇ f · ∇g 16 + 4 − 4 8
asy
cos θ =
|∇ f ||∇g|
=
8
θ = cos−1 √ .
√
6 21
= √ .
3 21
∴
En 3 21
Example 2.15.
at the point (1,1,1). gin
Find the angle between the surfaces x log z = y2 − 1 and x2 y = 2 − z
[May 2001]
Given φ1 = x log z − y2 + 1.
ee
Solution. Let φ1 and φ2 be the given two surfaces.
rin
φ2 = x2 y − 2 + z.
▽φ1 = ~i
∂φ1 ~ ∂φ1 ~ ∂φ1
∂x
+j
∂y
+k
∂z g.n
x
= log z~i − 2y~j + ~k.
ww Example 2.16. Show that the surfaces 5x2 − 2yz − 9x = 0 and 4x2 y + z3 − 4 = 0 are
orthogonal at (1, −1, 2).
w.E
Solution. Let the given surfaces be f and g.
∴ f = 5x2 − 2yz − 9x and g = 4x2 y + z3 − 4.
asy
∇ f = ~i
∂ f ~∂ f ~ ∂ f
∂x
+j
∂y
+k
∂z
= (10x − 9)~i + (−2z)~j − 2y~k.
En
(∇ f )(1,−1,2) = ~i − 4~j + 2~k.
∂g
gin
∂g
∇g = ~i + ~j + ~k
∂x ∂y
∂g
∂z
= 8xy~i + 4x2 ~j + 3z2~k.
ee
(∇g)(1,−1,2) = −8~i + 4~j + 12~k.
g.n
∴ The normals to the surfaces are orthogonal.
=⇒ The given two surfaces are orthogonal. et
Example 2.17. Find the angle between the normals to the surface xy = z2 at
the points (1,4,2) and (-3,-3,3). [May 2011, Jan 2004]
Solution. Given φ = xy − z2 .
Let ~n1 and ~n2 be the normals to the surface φ at (1,4,2) and (-3,-3,3)
respectively.
∂φ ~ ∂φ ~ ∂φ
▽φ = ~i +j +k = y~i + x~j − 2z~k.
∂x ∂y ∂z
~n1 = (▽φ)(1,4,2) = 4~i + ~j − 4~k.
ww = √
9
3 × 11 × 6 × 9
= √
9
81 × 22
= √
1
22
w.E
!
1
∴ θ = cos−1 √ .
22
Example 2.18. Find a and b if the surfaces ax2 − byz = (a + 2)x and 4x2 y + z3 = 4 cut
orthogonally at (1, −1, 2).
asy
Solution. Let the given surfaces be f and g.
En
∴ f = ax2 − byz − (a + 2)x and g = 4x2 y + z3 − 4.
gin
∇ f = (2ax − (a + 2))~i + ~j(−bz) − by~k.
ee
(∇ f )(1,−1,2) = (2a − a − 2)~i − 2b~j + b~k.
∇g = ~i
∂g ~ ∂g ~ ∂g rin
g.n
+ j +k .
∂x ∂y ∂z
= 8xy~i + 4x2 ~j + 3z2~k.
−8(a − 2) − 8b + 12b = 0
−8a + 16 + 4b = 0
2a − b = 4. (1)
∴ a + 2b = a + 2
2b = 2 ⇒ b = 1.
ww Example 2.19. Find the values of a and b so that the surfaces ax3 −by2 z = (a+3)x2
and 4x2 y − z3 = 11 may cut orthogonally at (2,-1,-3). [Dec 2013, June 2006]
w.E
Solution. Let φ1 and φ2 be the given surfaces.
∴ φ1 = ax3 − by2 z − (a + 3)x2 .
φ2 = 4x2 y − z3 − 11.
asy
∂φ1 ~ ∂φ1 ~ ∂φ1
▽φ1 = ~i
∂x
+j
∂y
+k
∂z
En
gin
= [3ax2 − 2(a + 3)x]~i − 2byz~j − by2~k
(▽φ1 )(2,−1,−3) = (12a − 4(a + 3))~i − 6b~j − b~k
▽φ2 = ~i
∂x
+j
∂y
ee
= (8a − 12)~i − 6b~j − b~k.
∂φ2 ~ ∂φ2 ~ ∂φ2
+k
∂z rin
▽φ2 = 8xy~i + 4x2 ~j − 3z2~k.
g.n
(▽φ2 )(2,−1,−3) = −16~i + 16~j − 27~k.
Given that the surfaces are orthogonal.
∴ ▽φ1 .▽φ2 = 0
et
−16(8a − 12) + 16(−6b) + 27b = 0
∴ 8a + 3b − 4(a + 3) = 0
8a + 3b − 4a − 12 = 0
4a + 3b = 12. (2)
(2) × 23 ⇒ 92a + 69b = 276. (3)
(1) − (3) ⇒ 36a = −84
−84 −7
a= = .
36 3
Substituting in (2) we get
ww
!
7
4 − + 3b = 12
3
28
w.E 3b = 12 +
3b =
3
3
36 + 28 64
=
3
asy b= .
64
9
En
Example 2.20. Find the directional derivative of the function φ = xy2 + yz3 at the
point (2, −1, 1) in the direction of the normal to the surface x log z − y2 − 4 = 0 at the
point (−1, 2, 1).
gin [Jan 2008]
Solution. Let φ = xy2 + yz3 .
ee
∇φ = ~iy2 + (2xy + z3 )~j + 3yz2~k.
rin
(∇φ)(2,−1,1) = ~i − 3~j − 3~k.
∂φ ~ ∂φ ~ ∂φ
▽φ = ~i +j +k
∂x ∂y ∂z
= 2xy2 z2~i + 2x2 yz2 ~j + 2x2 y2 z~k.
w.E
▽φ1
∴ ~n = = √
|▽φ1 | 16 + 4 + 4
4~i + 2~j − 2~k 4~i + 2~j − 2~k
asy
= √ = √
24 2 6
2~i + ~j − ~k
En
= √
6
Directional derivative of φ along ~n = ▽φ.~n
ee =
4+2−2
4
√
6
.
6
rin
= √ .
6
g.n
Example 2.22. Find φ if ∇φ = (6xy + z3 )~i + (3x2 − z)~j + (3xz2 − y)~k.
Solution. We have ∇φ = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k .
∂z
et
But it is given that ∇φ = (6xy + z3 )~i + (3x2 − z)~j + (3xz2 − y)~k
Comparing the two values of ∇φ we obtain
∂φ
= 6xy + z3 . (1)
∂x
∂φ
= 3x2 − z. (2)
∂y
∂φ
= 3xz2 − y. (3)
∂z
Integrating (1), (2) and (3) partially w.r.to. x, y and z respectively we get,
x2
φ = 6y + xz3 + f1 (y, z)
2
i.e., φ = 3x2 y + xz3 + f1 (y, z). (4)
ww 3
i.e., φ = xz3 − yz + f3 (x, y). (6)
En
But it is given that ∇φ = 2xyz3~i + x2 z3 ~j + 3x2 yz2~k
∂φ
= 2xyz3 .
gin
Comparing the two values of ∇φ we obtain
ee
(1)
∂x
∂φ
∂y
∂φ
= x 2 z3 .
rin (2)
∂z
= 3x2 yz2 .
g.n (3)
Integrating (1), (2) and (3) partially w.r.to. x, y and z respectively we get,
φ = 2yz 3
Z
xdx + f1 (y, z)
et
x2
= 2yz3 + f1 (y, z)
2
= x2 yz3 + f1 (y, z). (4)
Z
2 3
Also, φ = x z dy + f2 (x, z)
Z
Again, φ = 3x2 y z2 dz + f3 (x, y)
z3
φ = 3x2 y + f3 (x, y)
3
φ = x2 yz3 + f3 (x, y) (6)
φ = x2 yz3 + c.
ww ∴ φ = x2 yz3 + 20.
w.E
Example 2.24. Find the equation of the tangent plane and normal to the surface
x2 + y2 + z2 = 25 at (4, 0, 3).
asy
Solution. Let the given point be (x0 , y0 , z0 )
∴ x0 = 4, y0 = 0, z0 = 3.
En
Now, φ = x2 + y2 + z2 − 25. gin
∂φ
∂x
∂φ
= 2x ⇒
= 2y ⇒
∂φ
∂x (4,0,3)
∂φ
= 8.
= 0.
ee rin
∂y (4,0,3)
∂y
∂φ
∂z
= 2z ⇒
∂φ
∂z (4,0,3)
= 6. g.n
Equation of the tangent plane is et
∂φ ∂φ ∂φ
(x − x0 ) + (y − y0 ) + (z − z0 ) = 0.
∂x ∂y ∂z
8(x − 4) + 0 + (z − 3)6 = 0.
4x − 16 + 3z − 9 = 0 ⇒ 4x + 3z = 25.
asy
∂φ
= z2 + 2xy ⇒ = 4 + 2(1)(−3) = 4 − 6 = −2.
∂x ∂x (1,−3,2)
∂φ ∂φ
∂y
∂φ
= x2 ⇒
En
∂y (1,−3,2)
∂φ
= 1.
∂z
= 2xz − 1 ⇒
gin
∂z (1,−3,2)
= 2(1)2 − 1 = 3.
ee
Equation of the tangent plane is
∂φ ∂φ ∂φ
(x − x0 )
∂x
+ (y − y0 )
∂y
+ (z − z0 )
∂z
= 0.
rin
− 2(x − 1) + 1(y + 3) + 3(z − 2) = 0.
− 2x + 2 + y + 3 + 3z − 6 = 0 g.n
− 2x + y + 3z − 1 = 0
2x − y − 3z + 1 = 0.
et
Equation of the normal is
x − x0 y − y0 z − z0
∂φ
= ∂φ
= ∂φ
∂x ∂y ∂z
x−1 y+3 z−2
= = .
−2 1 3
ww ∂r
= p
2x
∂x 2 x2 + y2 + z2
= p
x x
= .
x2 + y2 + z2 r
w.E Similarly,
∂r y ∂r z
= , = .
∂y r ∂z r
∂r ~ ∂r ~ ∂r
(i) ∇r = ~i + j +k asy
~
=i
∂x
x
r
~
+j
∂y
r
+k
∂z
y ~ z
r En
1 ~ ~ ~
= (xi + y j + zk) = .
r
~r
r gin
(ii) ∇rn = ~i
∂(rn ) ~ ∂(rn ) ~ ∂(rn )
= ~i.n.r
∂x
n−1 ∂r
+j
∂y
+ ~j.n.r
+k
n−1 ∂r
∂z ee
+ ~k.n.rn−1
∂r
rin
n−1 ~ x
∂x
r
y
= nr (i + ~j + ~k )
r
z
r
∂y ∂z
g.n
= nrn−2~r.
(iii) ∇
1
r
= (−1)r−3~r = −
~r
r3
. [put n=-1 in (ii)]
et
∂ ∂ ∂
(iv) ∇(log r) = ~i (log r) + ~j (log r) + ~k (log r)
∂x ∂y ∂z
1 ∂r 1 ∂r 1 ∂r
= ~i . + ~j . + ~k .
r ∂x r ∂y r ∂z
1 h x~i y~j z~k i ~r
= + + = 2.
r r r r r
Exercise 2 A
f ′ (r)
3. Prove that ∇ f (r) = ~r where ~r = x~i + y~j + z~k.
r
w.E 6. Find the directional derivative of φ = x2 − 2y2 + 4z2 at the point (1, 1, −1) in the
direction 2~i − ~j − ~k.
asy
7. Find the directional derivative of the function φ = xy + yz + zx in the direction
En
of the vector 2~i + 3~j + 6~k at the point (3, 1, 2).
gin
8. Find the directional derivative of the function 2yz + z2 in the direction of the
vector ~i + 2~j + 2~k at the point (1, −1, 3).
ee rin
9. Find the directional derivative of x3 + y3 + z3 at the point (1, −1, 2) in the
direction of ~i + 2~j + ~k.
10. In what direction from (3, 1, −2) is the directional derivative of φ = x2 y2 z4 g.n
maximum? Find also the magnitude of this maximum.
13. In what direction from the point (1, 1, −1) is the directional derivative of
φ = x2 − 2y2 + 4z2 maximum? What is the magnitude of this maximum
directional derivative?
14. Find a unit normal to the surface xy3 z2 = 4 at the point (−1, −1, 2).
ww 17. Find the angle between the normals to the surface xy = z2 at the points (1, 4, 2)
asy
8z − 47 = 0 at (4, −3, 2).
En
19. Find the angle between the surfaces 2yz + z2 = 3 and x log z = y2 − 1 at (1, 1, 1).
gin
20. Find the angle between the surfaces x2 + y2 + z2 = 9 and z = x2 + y2 − 3 at the
point (2, −1, 2).
ee
21. If ∇φ = 2xyz~i + x2 z~j + x2 y~k, find φ.
rin
22. If ∇φ = y2 − 2xyz3 ~i + 3 + 2xy − x2 z3 ~j + 6z3 − 3x2 yz2 ~k, find φ.
g.n
et
23. Find the equation of the tangent plane and the equation of the normal to the
surface x2 − 4y2 + 3z2 + 4 = 0 at the point (3, 2, 1).
24. Find the equation of the tangent plane and normal to the surface
2xz2 − 3xy − 4x = 7 at the point (1, −1, 2).
25. Find the directional derivative of φ = 5x2 y − 5y2 z + 25 z2 x at the point P(1, 1, 1)
x−1 y−3
in the direction of the line = = z.
2 −2
w.E
Solenoidal vector. If divF~ = 0 everywhere in a region R, then F~ is called a
solenoidal vector in R. [Dec 2013]
asy
Curl of a vector. If F~ is a vector point function continuously differentiable in a
region R, then curlF~ is defined by
curlF~ = ∇ × F~ = ~i × + j× En
∂F~ ~ ∂F~ ~ ∂F~
+k× .
∂x ∂y
gin ∂z
~i ~j ~k
ee
If F~ = F1~i + F2 ~j + F3~k, then ∇ × F~ = ∂x ∂ ∂
∂y
∂ .
∂z
rin
F F F
1 2 3
g.n
~ y, z) be a vector point function. If curlF~ = ~0 at all
Irrotational vector. Let F(x,
points in a region R, then F~ is said to be an irrotational vector in R.
Conservative vector field. A vector field F~ is said to be conservative, if there
et
exists a scalar point function φ such that F~ = ∇φ.
Note
(1) In a conservative vector field F~ = ∇φ.
∴ ∇ × F~ = ∇ × ∇φ = ~0.
⇒ F~ is irrotational.
(2) In the conservative vector field, the scalar function φ is called the scalar
~
potential of F.
✎ ☞
Worked Examples
✍ ✌
Example 2.27. Find the divergence and curl of the vectorF~ = xyz~i+3x2 y~j+(xz2 −y2 z)~k
at the point (2, −1, 1). [Jun 1996]
Solution. Given, F~ = xyz~i + 3x2 y~j + (xz2 − y2 z)~k
=⇒ F1 = xyz, F2 = 3x2 y, F3 = xz2 − y2 z.
ww ∂F1
∂x
= yz,
∂F2
∂y
= 3x2 ,
∂F3
∂z
= 2xz − y2 .
w.E ∇ · F~ =
∂F1 ∂F2 ∂F3
∂x
+
∂y
+
∂z
= yz + 3x2 + 2xz − y2 .
~ (2,−1,1) = −1 + 12 + 4 − 1 = 14.
(∇ · F)
asy
~i
~j ~k ~i ~j ~k
En
curlF~ = ∂x ∂ ∂
∂y
∂ = ∂
∂z ∂x
∂
∂y ∂z
∂
F F F xyz 3x2 y xz2 − y2 z
gin
1 2 3
∂(xz2 − y2 z) ∂(3x2 y) ∂(xz2 − y2 z) ∂(xyz)
= ~i − − ~j −
ee
∂y ∂z ∂x ∂z
2
∂(3x y) ∂(xyz)
+ ~k
rin
− .
∂x ∂y
= ~i(−2yz) − ~j(z2 − xy) + ~k(6xy − xz).
~ (2,−1,1) = 2~i − 3~j − 14~k.
(curlF) g.n
~ and curl F~ of the vector point function
Example 2.28. Find ∇.F,
F~ = xz3~i − 2x2 yz~j + 2yz4~k at the point (1, −1, 1).
et [Apr 2008]
Solution. Given F~ = xz3~i − 2x2 yz~j + 2yz4~k.
=⇒ F1 = xz3 , F2 = −2x2 yz, F3 = 2yz4 .
∂F1 ∂F2 ∂F3
= z3 , = −2x2 z, = 8yz3
∂x ∂y ∂z
ww
! ! !
~ ∂ 4 ∂ 2 ~ ∂ 4 ∂ 3 ~ ∂ 2 ∂ 3
=i (2yz ) − (−2x yz) − j (2yz ) − (xz ) + k (−2x yz) − (xz )
∂y ∂z ∂x ∂z ∂x ∂y
= ~i(2z4 + 2x2 y) − ~j(0 − 3xz2 ) + ~k(−4xyz − 0)
(∇ × F)
asy
~ (1,−1,1) = 0~i + 3~j + 4~k = 3~j + 4~k.
~i
∂x
gin
~j ~k
∂y
∂z
∇ × ∇φ = ∂x
∂
∂φ
∂x
∂
∂y
∂φ
∂y
∂φee
∂ .
∂z
∂z
rin
∂2 φ ∂2 φ ∂2 φ ∂2 φ ∂2 φ
g.n
∂2 φ
! ! !
= ~i − − ~j − + ~k −
∂y∂z ∂z∂y ∂x∂z ∂z∂x ∂x∂y ∂y∂x
et
2
∂ φ 2
∂ φ
=0 [assuming = etc]
∂y∂z ∂z∂y
∇ × ∇φ = 0 always.
Example 2.30. Find divergence F~ and curl F~ where F~ = grad (x3 + y3 + z3 − 3xyz).
[May 2001]
Solution. Given, F~ = grad(φ), where φ = x3 + y3 + z3 − 3xyz.
∂φ ∂φ ∂φ
= 3x2 − 3yz, = 3y2 − 3xz, = 3z2 − 3xy.
∂x ∂y ∂z
Now, F~ = gradφ
∂φ ~ ∂φ ~ ∂φ
i.e., F~ = ~i +j +k .
∂x ∂y ∂z
F~ = (3x2 − 3yz)~i + (3y2 − 3xz)~j + (3z2 − 3xy)~k
ww Example 2.31. Prove that div~r = 3, curl~r = ~0, where ~r is the position vector of a
w.E
point (x, y, z) in space.
Solution. Given, ~r = x~i + y~j + z~k.
[May 2005]
div~r =
asy
∂x ∂y ∂z
+
∂x ∂y ∂z
+ = 1 + 1 + 1 = 3.
En
~i ~j ~k
curl~r = ∂x ∂ ∂ ∂
∂y
gin
∂z
x y z
ee
∂z ∂y ∂z ∂x ∂y ∂x
= ~i − − ~j − + ~k −
∂y ∂z ∂x ∂z ∂x ∂y
= ~0.
rin
g.n
Example 2.32. Prove that the vector F~ = (x + 3y)~i + (y − 3z)~j + (x − 2z)~k is solenoidal.
Solution. We have, F1 = x + 3y, F2 = y − 3z, F3 = x − 2z.
∇ · F~ =
∇ · F~ =
∂F1 ∂F2 ∂F3
∂
∂x
+
∂y
+
∂
∂z
∂
(x + 3y) + (y − 3z) + (x − 2z)
et
∂x ∂y ∂z
=1+1−2
= 0.
∴ F~ is solenoidal.
Example 2.33. Prove that F~ = (2x2 y + yz)~i + (xy2 − xz2 )~j − (6xyz + 2x2 y2 )~k is solenoidal.
= 0.
ww ∴ F~ is solenoidal.
w.E
Example 2.34. Find the value of a if the vector F~ = (2x2 y + yz)~i + x(y2 − z2 )~j
+(axyz − 2x2 y2 )~k is solenoidal.
Solution. Given, F~ is solenoidal.
asy
∴ ∇ · F~ = 0.
⇒
∂ ∂
En ∂
(2x2 y + yz) + (xy2 − xz2 ) + (axyz − 2x2 y2 ) = 0.
∂x
4xy + 2xy + axy = 0
∂y
gin ∂z
6xy + axy = 0
ee
xy(6 + a) = 0 ⇒ a = −6.
rin
solenoidal. g.n
Example 2.35. Find a such that (3x − 2y + z)~i + (4x + ay − z)~j + (x − y + 2z)~k is
[May 2015, Jun 2012, Jun 2004]
Solution. Let F~ = (3x − 2y + z)~i + (4x + ay − z)~j + (x − y + 2z)~k.
Given that F~ is solenoidal.
et
∴ ∇.F~ = 0.
∂ ∂ ∂
⇒ (3x − 2y + z) + (4x + ay − z) + (x − y + 2z) = 0.
∂x ∂y ∂z
i.e., 3 + a + 2 = 0
a+5=0 ⇒ a = −5.
~ =0
∴ ∇·V
∂ ∂ ∂
i.e., (x + 3y) + (y − 2z) + (x + 2λz) = 0
∂x ∂y ∂z
ww 1 + 1 + 2λ = 0
w.E 2λ = −2
λ = −1.
asy
Example 2.37. Show that the vector F~ = (6xy + z3 )~i + (3x2 − z)~j + (3xz2 − y)~k is
irrotational.
Solution. En
gin
~i ~j ~k
ee
∇ × F~ = ∂x ∂ ∂
∂y
∂
∂z
rin
6xy + z3 3x2 − z 3xz2 − y
∴ F~ is irrotational. g.n
Example 2.38. Prove that F~ = yz~i + zx~j + xy~k is irrotational. [Dec 2012, Dec 2011]
Solution.
et
~i ~j ~k
∇ × F~ = ∂x ∂ ∂
∂y
∂
∂z
yz zx xy
! ! !
~ ∂ ∂ ~ ∂ ∂ ~ ∂ ∂
=i (xy) − (zx) − j (xy) − (yz) + k (zx) − (yz)
∂y ∂z ∂x ∂z ∂x ∂y
= ~0.
∴ F~ is irrotational.
ww
i.e.
~i
∂
~j
∂
~k
∂
= 0
w.E ∂x ∂y ∂z
x + 2y + az bx − 3y − z 4x + cy + 2z
~i(c + 1) − ~j(4 − a) + ~k(b − 2) = 0.
asy
Equating the coefficients of ~i, ~j, ~k both sides, we get
a = 4, b = 2, c = −1
En
Example 2.40. Show that F~ = (y2 + 2xz2 )~i + (2xy − z)~j + (2x2 z − y + 2z)~k is irrotational
and hence find its scalar potential.
gin [Dec 2014, Jun 2012]
Solution. Given that F~ =
~i
(y2
~j
+
ee2xz2 )~i +
~k
(2xy − z)~j + (2x2 z − y + 2z)~k.
rin
g.n
∇ × F~ = ∂x ∂ ∂
∂y
∂
∂z
et
y2 + 2xz2 2xy − z 2x2 z − y + 2z
! !
∂ ∂ ∂ ∂
= ~i (2x z − y + 2z) − (2xy − z) − ~j
2 2 2 2
(2x z − y + 2z) − (y + 2xz )
∂y ∂z ∂x ∂z
!
∂ ∂
+ ~k (2xy − z) − (y2 + 2xz2 )
∂x ∂y
= ~i(−1 + 1) − ~j(4xz − 4xz) + ~k(2y − 2y)
= ~0.
∴ F~ is irrotational.
Since ∇ × F~ = 0, then F~ = ∇φ where φ is the scalar potential.
∂φ ~ ∂φ ~ ∂φ
∴ F~ = ~i +j +k .
∂x ∂y ∂z
Comparing the components of F~ we obtain
∂φ
= y2 + 2xz2 (1)
∂x
∂φ
= 2xy − z (2)
∂y
ww ∂φ
∂z
= 2x2 z − y + 2z. (3)
w.E
Integrating partially (1), (2), (3) w.r.t. x, y and z respectively we get
Z
φ = (y2 + 2xz2 )dx + f1 (y, z)
= y2 x + 2z2
x2
2 asy
+ f1 (y, z)
2 2 2
= xy + x z + f1 (y, z).
En (4)
= 2x
y2
2
− zy + f2 (x, z)
ee rin
= xy2 − yz + f2 (x, z)
g.n (5)
φ = xy2 + x2 z2 − yz + z2 + c.
Example 2.41. Prove that F~ = (y2 cos x + z3 )~i + (2y sin x − 4)~j + 3xz2~k is irrotational
and find its scalar potential. [Dec.2005]
Solution. Given F~ = (y2 cos x + z3 )~i + (2y sin x − 4)~j + 3xz2~k.
~i ~j ~k
▽ × F~ = ∂ ∂ ∂
∂x ∂y ∂z
y2 cos x + z3 2y sin x − 4 3xz2
= ~0.
ww ∴ F~ is irrotational.
Since ▽ × F~ = ~0, F~ = ▽φ, where φ is a scalar potential.
w.E ∴ F~ = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k .
∂z
Comparing the components of F, ~ we get
∂φ
∂x
= y2 cos x + z3
asy (1)
En
∂φ
= 2y sin x − 4 (2)
∂y
∂φ
∂z
= 3xz2 .
gin
Integrating (1), (2), and (3) partially w.r.t. x, y and z respectively we get,
(3)
φ=
R
φ = y2 cos x + z3 dx + f1 (y, z)
= yZ2 sin x + xz3 + f1 (y, z).ee
(2y sin x − 4)dy + f2 (x, z). rin (4)
y2
= 2 sin x − 4y + f2 (x, z) g.n
φ=
2
2
= yZ sinx − 4y + f2 (x, z).
3xz2 dz + f3 (x, y).
et (5)
z3
= 3x + f3 (x, y)
3
= xz3 + f3 (x, y). (6)
From (4), (5) and (6) we get
φ = y2 sin x + xz3 − 4y + c, where c is a constant.
Example 2.42. Show that the vector field F~ = (x2 + xy2 )~i + (y2 + x2 y)~j is irrotational.
Find its scalar potential. [Dec 2013]
Solution. Given F~ = (x2 + xy2 )~i + (y2 + x2 y)~j
~i ~j ~k
∇ × F~ = ∂x ∂ ∂
∂y
∂
∂z
x2 + xy2 y2 + x2 y 0
ww = ~0.
∴ F~ is irrotational.
w.E
Since ∇ × F~ = ~0, F~ = ∇φ, where φ is a scalar potential.
∴ F~ = ~i
∂φ ~ ∂φ ~ ∂φ
+j +k .
∂x ∂y
asy∂z
~ we get
Comparing the components of F,
∂φ
∂x
= x2 + xy2
En (1)
∂φ
∂y
= y2 + x2 y
gin (2)
∂φ
∂z
= 0.
ee rin
Integrating (1), (2) and (3) partially w.r.t. x, y and z respectively we get
g.n
Z
φ = (x2 + xy2 )dx + f1 (y, z)
φ=
φ=
x3 x2 y2
Z3
+
2
+ f1 (y, z)
(y2 + x2 y) + f2 (x, z)
et (4)
y3 x2 y2
φ= + + f2 (x, z) (5)
3 2
φ = f3 (x, y) (6)
Example 2.43. Show that F~ = (2xy − z2 )~i + (x2 + 2yz)~j + (y2 − 2zx)~k is irrotational and
hence find its scalar potential. [Dec 2012]
Solution. Given F~ = (2xy − z2 )~i + (x2 + 2yz)~j + (y2 − 2zx)~k.
~i ~j ~k
∇ × F~ = ∂x ∂ ∂
∂y
∂
∂z
2xy − z2 x2 + 2yz y2 − 2zx
ww = ~0.
∴ F~ is irrotational.
w.E
Since ∇ × F~ = ~0, F~ = ∇φ, where φ is a scalar potential.
asy
∂φ ~ ∂φ ~ ∂φ
∴ F~ = ~i +j +k .
∂x ∂y ∂z
En
Comparing the components of F~ we get
∂φ
∂x
∂φ
= 2xy − z2 .
= x2 + 2yz.
gin (1)
(2)
∂y
∂φ
∂z
= y2 − 2zx. ee rin (3)
Integrating (1), (2) and (3) partially w.r.t. x, y and z respectively we get
Z
g.n
φ = (2xy − z2 )dx + f1 (y, z)
= 2y ·
x2
2
− xz2 + f1 (y, z)
et
= x2 y − xz2 + f1 (y, z). (4)
Z
φ = (x2 + 2yz)dy + f2 (x, z)
y2
= x2 y + 2z · + f2 (x, z)
2
= x2 y + y2 z + f2 (x, z). (5)
Z
φ= (y2 − 2zx)dz + f3 (x, y)
z2
= zy2 − 2x · + f3 (x, y)
2
= zy2 − xz2 + f3 (x, y). (6)
ww Example 2.44. Prove that F~ = (6xy + z3 )~i + (3x2 − z)~j + (3xz2 − y)~k is an irrotational
vector and find the scalar potential such that F~ = ∇φ. [Jun 2010]
w.E
Solution. Given F~ = (6xy + z3 )~i + (3x2 − z)~j + (3xz2 − y)~k
asy ~k
~i ~j
∇ × F~ = ∂x ∂ ∂
∂y
∂
∂z
En
6xy + z3 3x2 − z 3xz2 − y
gin
= ~i(−1 + 1) − ~j(3z2 − 3z2 ) + ~k(6x − 6x)
= ~0.
∴ F~ is irrotational. ee
Since ∇ × F~ = ~0, F~ = ∇φ, where φ is a scalar potential. rin
∴ F~ = ~i
∂φ ~ ∂φ ~ ∂φ g.n
∂x
+j
∂y
+k .
∂z
Integrating (1), (2) and (3) partially w.r.t. x, y and z respectively we get
Z
φ = (6xy + z3 )dx + f1 (y, z)
x2
= 6y · + xz3 + f1 (y, z)
2
= 3x2 y + xz3 + f1 (y, z). (4)
Z
φ = (3x2 − z)dy + f2 (x, z)
ww Z
φ = (3xz2 − y)dz + f3 (x, y)
w.E = 3x ·
z3
3
− yz + f3 (x, y)
gin
Example 2.45. If ~r = x~i + y~j + z~k and r = |~r| prove that rn~r is solenoidal if n = −3 and
irrotational for all values of n.
Solution. Given ~r = x~i + y~j + z~k.
ee rin
[Dec 2007]
2 2
r = x +y +z .2 2
⇒
∂r x ∂r y ∂r z
= , = , =
∂x r ∂y r ∂z r
g.n
Let F~ = rn~r = rn x~i + rn y~j + rn z~k.
F1 = rn x, F2 = rn y, F3 = rn z
∂F1 ∂F2 ∂F3
et
∇ · F~ = + + .
∂x ∂x ∂x
∂ n ∂ ∂
= (r x) + (rn y) + (rn z).
∂x ∂x ∂x
∂r ∂r ∂r
= rn + x × n × r(n−1) + rn + y × n × r(n−1) + rn + z × n × r(n−1)
∂x ∂y ∂z
n (n−1)
x y z
= 3r + nr x× +y× +z×
r r r
= 3rn + nr(n−2) × r2
i.e., (n + 3)rn = 0.
⇒ n + 3 = 0.
ww ⇒ n = −3.
~i ~j
~k
w.E
Now, curlF~ = ∂x ∂ ∂
∂y
∂
∂z
rn x rn y rn z
= ~i
asy
∂(rn z) ∂(rn y)
∂y
−
∂z
− ~j
∂(rn z) ∂(rn x)
∂x
−
∂z
+ ~k
∂(rn y) ∂(rn x)
∂x
−
∂y
.
En
y z
= ~i z × n × r(n−1) × − y × n × rn−1 − ~j(0) + ~k(0) = ~0
r r
gin
∴ rn~r is irrotational for all values of n.
~ is a
Example 2.46. If ~r is the position vector of a point (x, y, z) in space and A
constant vector, prove that A
Solution. We have ~r = x~i + y~j + z~k.
ee
~ × ~r is solenoidal.
rin
Let A = a1~i + a2 ~j + a3~k, a1 , a2 , a3 are constants.
~i ~j ~k g.n
A
~ × ~r = a1 a2 a3
x y z
et
= ~i(a2 z − a3 y) − ~j(a1 z − a3 x) + ~k(a1 y − a2 x).
~ × ~r) = ∂ ∂ ∂
∇.(A (a2 z − a3 y) + (−(a1 z − a3 x)) + (a1 y − a2 x)
∂x ∂y ∂z
= 0 + 0 + 0 = 0.
~ × ~r is solenoidal.
=⇒ A
Example 2.47. Determine f (r) so that f (r)~r is both solenoidal and irrotational.
[Jan 2008]
Solution. Let ~r = x~i + y~j + z~k
r2 = x2 + y2 + z2
ww =⇒∇ · f (r)~r = 0
w.E
∂ ∂ ∂
( f (r)x) + ( f (r)y) + ( f (r)z) = 0
∂x ∂y ∂z
∂r ∂r ∂r
f (r) + x f ′ (r) + f (r) + y f ′ (r) + f (r) + z f ′ (r) = 0
asy
3 f (r) + f ′ (r)
∂x
x2 y2 z2
+ + =0
∂y ∂z
En
r r r
r2
3 f (r) + f ′ (r) = 0
gin r
3 f (r) + f ′ (r)r = 0
f ′ (r)r = −3 f (r)
f ′ (r)
f (r)
3
=− .
r
ee rin
Integrating w.r.to. r. we get,
g.n
log f (r) = −3 log r + log c
~i ~j ~k
∂ ∂ ∂ =0
∂x ∂y ∂z
f (r)x f (r)y f (r)z
ww r r
~i · 0 − ~j · 0 + ~k · 0 = 0
r r r r
w.E i.e., 0 = 0
∴ f (r)~r is irrotational for all f (r) and it is solenoidal for f (r) =
c
r3
where c is an
arbitrary constant.
En
~r is the position vector of the point (x, y, z).
2
~i ~j ~k
Now, curl~v = ∂ ∂ ∂
∂x ∂y ∂z
w z − w y −w z + w x w y − w x
2 3 1 3 1 2
∂(w1 y − w2 x) ∂(−w1 z + w3 x) ∂(w1 y − w2 x) ∂(w2 z − w3 y)
= ~i − − ~j −
∂y ∂z ∂x ∂z
∂(−w1 z + w3 x) ∂(w2 z − w3 y)
+ ~k − .
∂x ∂y
= ~i(w1 + w1 ) − ~j(−w2 − w2 ) + ~k(w3 + w3 ).
Identity I. ∇ · (F~ + G)
~ = ∇ · F~ + ∇ · G
~ (or) div(F~ + G)
~ = divF~ + divG.
~
ww Proof.
∂(F~ + G)~
asy
= ~i ·
∂x
∂F~ ∂G
+ ~j ·
~
∂y
∂F~ ∂G
+ ~k ·
~
∂z
∂F~ ∂G ~
= ~i ·
En
∂x
+
∂x
+ ~j ·
gin
∂G ∂~g
= ~i · + j· +k· +i· + ~j · + ~k ·
∂x ∂y ∂z ∂x ∂y ∂z
ee
= ∇ · F~ + ∇ · G.
~
= divF~ + divG.
rin
~
~ = ∇f · G
∇ · ( f G) ~ + f (∇ · G).
~
~ is a vector point function, then
Identity II. If f is a scalar point function and G
g.n
Proof.
~ = ~i ·
∇ · ( f G)
∂x
~
∂( f G)
+ ~j ·
∂y
~
∂( f G)
+ ~k ·
~
∂( f G)
∂z
et
n ∂G ~ ∂f o n ~ n ~
~ + ~j · f ∂G + ∂ f G ~ + ~k · f ∂G + ∂ f G
o o
= ~i · f + G ~
∂x ∂x ∂y ∂y ∂z ∂z
∂G ~ ∂G~ ∂G~ ∂ f ~∂ f ~ ∂ f ~
= f ~i · + ~j · + ~k · + ~i +j +k ·G
∂x ∂y ∂z ∂x ∂y ∂z
~ + ∇ f · G.
= f (∇ · G) ~
~ = ~i × ∂ ~ + ~j × ∂ ( f G) ~ + ~k × ∂ ( f G) ~
∇ × fG ( f G)
∂x ∂y ∂z
~ ~ ~
∂ f ∂G ∂ f ∂ G ∂ f ∂ G
= ~i × G ~+ f + ~j × G
~+ f + ~k × G
~+ f
∂x ∂x ∂y ∂y ∂z ∂z
∂f ~ ~ ∂f ~ ~ ∂f ~ ~ ∂G~ ∂G~ ∂G~
= ~i × G+ j× G+k× G+i× f + ~j × f + ~k × f
ww = ~i ×
∂x
∂
∂x
f
G~ + ~j ×
∂y
∂
∂y
f
G~ + ~k ×
∂z
∂
∂z
f
G
∂G
~ + f ~i ×
∂x
∂x
~
+ ~j ×
∂y
∂G
∂y
~
+ ~k ×
∂G
∂z
∂z
~
w.E = i ~ ∂ f ~∂ f ~ ∂ f
∂x
+j
∂y
+k
∂z
!
×G ~ + f ∇×G
~
= ∇f × G
asy
~ + f (∇ × G).
~
ee
∇(F~ · G)
~ =
X ∂
~i (F~ · G)
∂x
X ∂G
F~ ·
~
~ =
~i +
X n ∂F~
~i
X ∂F~
∂x
·G
~ ~i
~o
~ + F~ · ∂G
∂x
rin
g.n
= ·G (1)
∂x ∂x
We know that ~a × (~b × ~c) = (~a · ~c)~b − (~a · ~b)~c
Interchanging F~ and G,
~ we get
~ · ∂F )~i = (G · ∇)F~ + G
X
(G ~ × (∇ × F)
~ (3)
∂x
ww Proof. We have
w.E ∇ · (F~ × G)
~ =
X
~i · ∂ (F~ × G)
∂x
~
~i · ( ∂F × G
~
~
~ + F~ × ∂G )
asy
X
=
∂x ∂x
~ ~
~i · ( ∂F × G) ~i · (F~ × ∂G )
X X
~ +
=
X
En ∂x
∂ ~
F X ∂G~
∂x
gin
= ~i · ( ~ −
× G) ~i · ( ~
× F)
∂x ∂x
X ∂F~ X ∂G ~
~i × ~− ~i × · F~
ee
= ·G
∂x ∂x
rin
= (∇ × F)~ ·G ~ − (∇ × G)
~ · F~
∇ · (F~ × G)
~ =G
~ · (∇ × F)
~ − F~ · (∇ × G).
~
~ ~ o X n ∂G ~ ~o
~ ∂F − ~i · ∂F G ~ ∂G
Xn
∇ × (F~ × G)
~ = (~i · G) ~ + ~i · F~ − (~i · F)
∂x ∂x ∂x ∂x
~ ~ ~ ~
~ · ~i) ∂F − ~i · ∂F G ~i · ∂G F~ − ∂G
X X X X
= (G ~+ (F~ · ~i)
∂x ∂x ∂x ∂x
~ ~
X ∂ ! X X !
~ ~ ~
~ ∂ F ~
~ ∂G
~ ~
X
~ ∂ ~
= G· i F + i · G + i · F − F · i G
∂x ∂x ∂x ∂x
~ · ∇)F~ − (∇ · F)
= (G ~G ~ + (∇ · G)
~ F~ − (F~ · ∇)G
~
ww ∇ × (F~ × G)
~ = F(∇
~ · G)
~ − G(∇
~ · F)
~ + (G
~ · ∇)F~ − (F~ · ∇)G
~
curl(F~ × G)
~ = F(div
~ ~ − G(div
· G) ~ ~ + (G
· F) ~ · ∇)F~ − (F~ · ∇)G.
~
w.E
Laplacian Operator.
∂ 2f
If f is a
∂2 f ∂2 f
div(grad f ) = ∇.∇ f = ∇2 f = 2 + 2 + 2 .
scalar point function, then
En
div(grad f ) = ∇.∇ f
= gin ∂ ∂
~i + ~j + ~k
∂x ∂y
∂
∂z
!
. ~i
∂
∂x
f
+ ~j
∂
∂y
f
+ ~k
∂
∂z
f
!
∇2 f = ee
∂ ∂f
∂x ∂x
2
!
2
+
∂ f ∂ f ∂ f
∂ ∂f
∂y ∂y
2
!
+
∂ ∂f
∂z ∂z
!
rin
∇2 f =
∂ 2
+
∂x2 ∂y2
∂ 2
+ 2
∂z
∂2 g.n
∇2 =
et
Identity VII. If F~ is a vector point function then, div curlF~ = 0.
Solution. Let F~ = F1~i + F2 ~j + F3~k
~i ~j ~k
curl F~ = ∇ × F~ = ∂x ∂ ∂
∂y
∂
∂z
F F F
1 2 3
w.E
~i ~j ~k
curl F~ = ∂x ∂ ∂
∂y
∂
∂z
asy
F F F
1 2 3
∂F3 ∂F2 ∂F3 ∂F1 ∂F2 ∂F1
= ~i − − ~j − + ~k − .
∂y
~i En
∂z
~j
∂x ∂z
~k
∂x ∂y
gin
~ =
curl(curlF) ∂ ∂ ∂
∂x ∂y ∂z
ee
∂F3 − ∂F2 ∂F1 − ∂F3 ∂F2 − ∂F1
∂y ∂z ∂z ∂x ∂x ∂y
!
∂ ∂F2 ∂F1 ∂ ∂F1 ∂F3
rin
=i~ − − −
∂y ∂x ∂y ∂z ∂z ∂x
g.n
∂ ∂F2 ∂F1 ∂ ∂F3 ∂F2 !
− ~j − − −
∂x ∂x ∂y ∂z ∂y ∂z
et
!
~ ∂ ∂F1 ∂F3
∂ ∂F3 ∂F2
+k − − −
∂x ∂z ∂x ∂y ∂y ∂z
2 2 2 2
!
∂ F2 ∂ F1 ∂ F1 ∂ F3
= ~i − − +
∂y∂x ∂y2 ∂z2 ∂z∂x
∂ F 1 ∂ F 2 ∂ F 3 ∂2 F 2
2 2 2
!
+ ~j − + −
∂x∂y ∂x2 ∂z∂y ∂z2
2 2 2 2F
!
∂ F 1 ∂ F 3 ∂ F 3 ∂ 2
+ ~k − − +
∂x∂z ∂x2 ∂y2 ∂y∂z
2 2 2 ∂2 F 1 ∂2 F 1 ∂2 F 1
!!
~ ∂ F1 ∂ F2 ∂ F3
=i + + − + +
∂x2 ∂x∂y ∂x∂z ∂x2 ∂y2 ∂z2
∂2 F 2 ∂2 F 1 ∂2 F 3 ∂2 F 2 ∂2 F 2 ∂2 F 2
!!
+j ~ + + − + +
∂y2 ∂y∂x ∂y∂z ∂x2 ∂y2 ∂z2
∂2 F 3 ∂2 F 1 ∂2 F 2 ∂2 F 3 ∂2 F 3 ∂2 F 3
!!
+ ~k + + − + +
∂z2 ∂z∂x ∂z∂y ∂x2 ∂y2 ∂z2
! !
~ ∂ ∂F1 ∂F2 ∂F3 2 ~ ∂ ∂F1 ∂F2 ∂F3 2
=i + + − ∇ F1 + j + + − ∇ F2
∂x ∂x ∂y ∂z ∂y ∂x ∂y ∂z
!
~ ∂ ∂F1 ∂F2 ∂F3 2
+k + + − ∇ F3
∂z ∂x ∂y ∂z
! ! !
∂ ∂ ~ − ∇ F2 + ~k ∂
= ~i (∇.F)~ − ∇ F1 + ~j
2
(∇.F) 2 ~ − ∇ F3
(∇.F) 2
∂x ∂y ∂z
ww ~ ∂
= i + j +k
∂x
~ ∂ ~∂
∂y ∂z
!
~ − ∇2 (F1~i + F2 ~j + F3~k)
(∇.F)
w.E ~ = ∇(∇ · F)
∇ × (∇ × F) ~ − ∇2 F.
1
~
!
Identity IX. Prove that ∇ n = − n+2 ~r.
n
asy r
Solution. Let ~r = x~i + y~j + z~k.
r
r2 = x2 + y2 + z2 .
1
!
En∂ 1
! !
~j ∂ 1 + ~k ∂ 1
!
We have, ∇ n = ~i
r
gin
∂x rn
+
∂y rn
∂r
∂z rn
∂r
= ~i(−n)r(−n−1) + ~j(−n)r(−n−1) + ~k(−n)r(−n−1)
∂r
ee
= n+1 i + j + k
r
−n
r
∂x
−n ~ x ~ y ~ z
r r
n~r
∂y ∂z
rin
= n+2 (x~i + y~j + z~k) = − n+2 .
2 1
r
!
r
g.n
Identity X. Prove that ∇
r
= 0.
(−1)
Solution. We have ∇2 1r = ∇.∇ 1r = ∇.∇(r−1 ) = ∇. r3 ~r [n = −1 in the previous
identity.]
et
[May 2015]
! " #
~r 1 1
= −∇. 3 = − ∇ 3 .~r + 3 ∇.~r
r r r
" #
−3 1
= − 5 ~r.~r + 3 3 [∵ ∇.~r = 3]
r r
2
" #
−3r 3
=− + 3
r5 r
" #
−3 3
= − 3 + 3 = 0.
r r
Identity XI. Prove that ∇2 (rn ) = n(n + 1)rn−2 . [May 2015, Dec 2010]
Solution. We have ∇rn = nrn−2~r
∇2 rn = ∇ · ∇rn = ∇ · (nrn−2~r)
ww ✍
Worked Examples
w.E
Solution. u = x2 − y2 .
∂u ∂u ∂u
∂x
∂2 u
= 2x,
∂y
∂2 u asy
= −2y,
∂z
∂2 u
= 0.
En
= 2, = −2, = 0.
∂x2 ∂y2 ∂z2
∂2 u ∂2 u ∂2 u
Now, ∇2 u = 2 + 2 + 2
∂x ∂y ∂z
= 2 − 2 + 0 = 0. gin
ee rin
Example 2.50. If φ is a scalar point function, prove that ∇φ is solenoidal and
irrotational if φ is a solution of the Laplace equation. [Jun 2009]
Solution. Given that φ satisfies Laplace equation.
i.e, ∇2 φ = 0 g.n
∂2 φ ∂2 φ ∂2 φ
=⇒ 2 + 2 + 2 = 0.
∂x ∂y ∂z
Now div(∇φ) = ∇.∇φ = ∇2 φ = 0.
et
∴ ∇φ is solenoidal.
curl(∇φ) = ∇ × ∇φ = 0 (always).
=⇒ ∇φ is irrotational.
~ and B
Example 2.51. If A ~ are irrotational, prove that A×
~ B~ is solenoidal. [Jun.2013]
~ and B
Solution. Given that A ~ are irrotational.
~ = 0 and ∇ × B
Therefore, ∇ × A ~ = 0.
~ × B)
Now we have, ∇.(A ~ = A.(∇
~ × B)
~ − B.(∇
~ ~
× A)
~ ~0 − B.~0 = 0.
= A.
~×B
=⇒ A ~ is solenoidal.
asy
Example 2.53. If φ and ψ satisfies Laplace equation, prove that (φ∇ψ − ψ∇φ) is
En
solenoidal.
Solution. Given φ and ψ satisfies Laplace equation.
gin
Therefore, ∇2 φ = 0 and ∇2 ψ = 0.
We have to prove that φ∇ψ − ψ∇φ is solenoidal.
ee
i.e., to prove div(φ∇ψ − ψ∇φ) = 0.
ww
′
= .~r + 3 f (r)
r2 r
r f ′′ (r) − f ′ (r) 3 f ′ (r)
w.E =
=
r3
~
r .~
r +
r f ′′ (r) − f ′ (r) 2 3 f ′ (r)
r +
r
asy
r3 r
r f ′′ (r) − f ′ (r) 3 f ′ (r)
= +
r r
= ′′
f (r) −
r
En
f ′ (r) 3 f ′ (r)
+
r
=
2
d f (r) 2 d f
dr2
+
r dr
.
gin
Example 2.55.
Solution. We have ~r = x~i + y~j + z~k
p
ee
Prove that ▽2 rn~r = n(n + 3)rn−2~r.
rin
r = ~r = x2 + y2 + z2 .
∂r x ∂r y ∂r z
= , = , = .
∂x r ∂y r ∂z r g.n
We know that
X ∂2 n
▽2 rn~r = r ~r
et
∂x2
X ∂ ∂(rn~r) !
=
∂x ∂x
X ∂ !
∂~r ∂r
= rn + ~rnrn−1
∂x ∂x ∂x
X ∂ !
n ∂~r n−1 x
= r + nr ~r
∂x ∂x r
X ∂
= rn~i + nrn−2 x~r
∂x
X" ( )#
n−1 ∂r~ n−2 ∂~r n−2 n−3 ∂r
= nr i + n r x + r ~r.1 + (n − 2)r x~r
∂x ∂x ∂x
X x x
= nrn−1 ~i + nrn−2 x~i + nrn−2~r + n(n − 2)rn−3 x~r
r r
= nr [xi + y~j + z~k] + nr [x~i + y~j + z~k] + 3nr ~r
n−2 ~ n−2 n−2
+ n(n − 2)rn−4~r(x2 + y2 + z2 )
= (2n + 3n + n2 − 2n)rn−2~r
= n(n + 3)rn−2~r.
asy
Example 2.56. If φ and ψ are scalar point functions, prove that φ∇φ is irrotational
and ∇φ × ∇ψ is solenoidal.
En
gin
Solution. We have curl(φ∇φ) = ∇ × (φ∇φ)
∴ φ∇φ is irrotational.
ee
= φ(∇ × ∇φ) + ∇φ × ∇φ = φ.0 + 0 = 0.
rin
Also, div(∇φ × ∇ψ) = ∇.(∇φ × ∇ψ)
g.n
= ∇ψ.(∇ × ∇φ) − ∇φ.∇ × (∇ψ)
= ∇ψ.0 − ∇φ.0 = 0.
et
=⇒ ∇φ × ∇ψ is solenoidal.
Exercise 2 B
!
~r 2
1. Prove that div = . [Jun 2003]
r r
5. Find the divergence and curl of the vector point function xy2~i + 2x2 yz~j − 3yz2~k.
asy
9. Show that the vector F~ = 3y4 z2~i + 4x3 z2 ~j − 3x2 y2~k is solenoidal.
En
10. Find the value of a so that the vector F~ = (x + 3y)~i + (y − 2z)~j + (x + az)~k is
solenoidal.
gin
ee
11. Find a such that (3x − 2y + z)~i + (4x + ay − z)~j + (x − y + 2z)~k is solenoidal.
g.n
12. Show that F~ = (y2 − z2 + 3yz − 2x)~i + (3xz + 2xy)~j + (3xy − 2xz + 2z)~k is irrotational
et
and solenoidal.
13. Show that the vector 2xy~i + (x2 + 2yz)~j + (y2 + 1)~k is irrotational.
15. If ~a is a constant vector and ~r is the position vector of any point, then prove
that ∇(~a.~r) = ~a and curl(~a × ~r) = 2~a.
17. Find the value of the arbitrary constant a so that the vector F~ = (axy − z3 )~i +
(a − 2)x2 ~j + (1 − a)xz2~k is irrotational.
18. Find the constants a, b and c so that the vector F~ = (x + 2y + az)~i + (bx − 3y −
z)~j + (4x + cy + 2z)~k is irrotational.
19. Show that the vector (3x2 + 2y2 + 1)~i + (4xy − 3y2 z − 3)~j + (2 − y3 )~k is irrotational
and find its scalar potential.
ww 20. Show that F~ = (6xy + z3 )~i + (3x2 − z)~j + (3xz2 − y)~k is irrotational and find its
scalar potential. [May 2005]
w.E
21. Prove that F~ = (y2 cos x + z3 )~i + (2y sin x − 4)~j + 3xz2~k s irrotational and find its
scalar potential.
asy
22. If F~ = xy~i + yz~j + zx~k show that ∇2 F~ = 0.
En
23. If F~ = x2 y~i + y2 z~j + z2 x~k, find curl curlF.
~
gin
24. If F~ = (x + y + 1)~i + ~j − (x + y)~k, prove that F.curl
~ F~ = 0.
ee
25. If u and v are scalar point functions, prove that ∇(u∇v − v∇u) = u∇2 v − v∇2 u.
Z
position vector of any point on C is defined by {F~ · d~r}.
C
F3~k and ~r = x~i + y~j + z~k, then d~r = dx~i + dy~j + dz~k.
If F~ =ZF1~i + F2 ~j + Z
Now, {F~ · d~r} = (F1 dx + F2 dy + F3 dz).
C C
Note
d~r
is a tangent vector, to the curve C, the line integral C F~ · d~r is
R
1. Since
dt
also called the tangential line integral of F~ over C.
ww
R
2. This line integral is a scalar . The other types of line integrals are C
φd~r
and C F~ × d~r and these integrals are vectors.
R
w.E
Conservative Vector field. If the line integral depends only on the end points
but not on the path C, then F~ is called a conservative vector field.
asy
Result. If F~ is conservative, then curlF~ = ~0. Hence, if F~ is conservative, then
F~ = ∇φ.
Physical interpretation of En R
~ r.
F.d~
gin
c
RB
A
ee A
~ y, z) is a force acting on a particle which is moving along arc AB, then
If F(x,
F~ · d~r gives the total work done by the force F~ in displacing the particle from A
rin
to B.
✍
✎
Worked Examples
✌
☞
g.n
Example 2.57. If F~ = x2~i + xy2 ~j, evaluate F~ · d~r from (0, 0) to (1, 1) along the path
y = x.
R
c et
[Jan 2006, Jun 2005]
Solution.
Given F~ = x2~i + xy2 ~j.
= x2 dx + x3 dx
= (x2 + x3 )dx.
Z Z1
F~ · d~r = (x2 + x3 )dx
c 0
!1
x3 x4
1 1 7
ww =
03
+
4
+ = .
3 4 12
=
Example 2.58. If F~ = 3xy~i−y2 ~j, evaluate C F~ ·d~r where C is the arc of the parabola
R
w.E
y = 2x2 from (0, 0) to (1, 2).
Solution. F~ = 3xy~i − y2 ~j.
[Jan 2001]
~r = x~i + y~j.
asy
F~ · d~r = 3xydx − y2 dy.
En
Given that the path is along the parabola y = 2x2 =⇒ dy = 4xdx.
Now, F~ · d~r = 3x · 2x2 dx − 4x4 · 4xdx
gin
= 6x3 dx − 16x5 dx
Along y = 2x2 , x varies from 0 to 1.
Z Z
ee 1
x 4 x 6 1
!
rin
F~ · d~r = 3 5
∴
C 0
(6x − 16x )dx = 6 ·
6 16 9 − 16
=− .
7
4
− 16 ·
6 0
g.n
et
= − =
4 6 6 6
Example 2.59. If F~ = 5xy~i + 2y~j, evaluate C F~ · d~r where C is the part of the curve
R
~r = x~i + y~j.
Example 2.60. If F~ = x2~i + xy~j, evaluate C F~ · d~r from (0, 0) to (1, 1) along the line
R
F~ · d~r = x2 dx + xydy.
asy
The curve C is given by y = x.
∴ dy = dx and x varies from 0 to 1.
En
F~ · d~r = x2 dx + xxdx
Z Z1gin
= 2x2 dx.
x 3 1 1
!
2
F~ · d~r =
ee
2
Now, 2x dx = 2 =2 = .
C 3 0 3 3
rin
0
= (36t2 + 8t)dt.
ww Z
~
Z1
F · d~r = (36t2 + 8t)dt
C
w.E
0
t 3 1 t2 1 1
!
= 36 +8 = 36 + 4(1) = 12 + 4 = 16.
3 0 2 0 3
R
asy
Example 2.62. Evaluate (x2 + xy)dx + (x2 + y2 )dy where C is the square bounded
C
En
by the lines x = 0, x = 1, y = 0 and y = 1. [Dec 2011]
Solution. Let F1 = x2 + xy and F2 = x2 + y2 .
gin Y
ee
The given integral can be written as
R
(F1 dx + F2 dy). y=1
rin
C
> B
C
C is the rectangle OABC. C contains four
x=0
x=1
>
>
R
c
(F1 dx + F2 dy) =
R
OA
(F1 dx + F2 dy) +
R
RAB
(F1 dx + F2 dy) +
R
BC
(F1 dx + F2 dy) et
+ (F1 dx + F2 dy).
CO
Along OA, y = 0 ⇒ dy = 0 and x varies from 0 to 1.
F1 dx + F2 dy = x2 dx.
!1
R R1 x3 1
2
(F1 dx + F2 dy) = x dx = = .
OA 0 3 0 3
Along AB, x = 1 ⇒ dx = 0 and y varies from 0 to 1.
F1 dx + F2 dy = (y2 + 1)dy.
Z1 !1
y3
Z
1 4
2
+ y 10 = + 1 = .
(F1 dx + F2 dy) = (y + 1)dy =
3 0 3 3
AB 0
Along BC, y = 1 ⇒ dy = 0 and x varies from 1 to 0.
F1 dx + F2 dy = (x2 + x)dx
Z0 !0 !0
x3 x2
Z ! !
2 1 1
(F1 dx + F2 dy) = (x + x)dx = + = 0− + 0−
3 1 2 1 3 2
ww
BC 1
1 1 −2 − 3 5
=− − = =− .
3 2 6 6
w.E
Along CO, x = 0 ⇒ dx = 0 and y varies from 1 to 0.
F1 dx + F2 dy = y2 dy.
Z0 !0
asy y3
Z
2 1 1
(F1 dx + F2 dy) = y dy = =0− =− .
3 1 3 3
CO Z 1
∴ (F1 dx + F2 dy) =
En 1 4 5 1 4 5 8−5 3 1
+ − − = − =
3 3 6 3 3 6 6
= = .
6 2
gin
c
ee
in the XY plane bounded by x = 0, x = a, y = b and y = 0.
Solution. We have F~ = (x2 + y2 )~i − 2xy~j.
rin
g.n
Y
~r = x~i + y~j.
y=b
et
B
d~r = dx~i + dy~j. C
>
x=0
x=a
>
Z Z
F~ · d~r = [(x2 + y2 )dx − 2xydy] 0
>
y=0 A
X
C C
Zb !b
y2
Z
F~ · d~r = (−2ay)dy = −2a = −ab2 .
AB 2 0
0
Z0 !0
w.E x3 a3 a3
Z
F~ · d~r = 2 2
(x + b )dx = + b2 (x)0a = 0 − + b2 (0 − a) = − − ab2 .
BC 3 a 3 3
a
asy
Along CO, x = 0 =⇒ dx = 0 and y varies from b to 0.
Z0
En
Z
F~ · d~r = (0)dy = 0.
CO
gin
b
a3 a3
Z
∴ F~ · d~r = − ab2 − − ab2 = −2ab2 .
C
ee 3 3
Example 2.64. Show that F~ = (e x z − 2xy)~i − (x2 − 1)~j + (e x + z)~k is a conservative field.
Hence evaluate C F~ · d~r where the end points of C are (0, 1, −1) and (2, 3, 0).
R
rin
Solution. If F~ is conservative, we must have ∇ × F~ = ~0.
g.n
et
~i ~j ~k
∴ ∇ × F~ = ∂
∂x
∂
∂y
∂
∂z
e x z − 2xy 1 − x2 e x + z
! !
∂ ∂ ∂ ∂
= ~i (e + z) − (1 − x ) − ~j
x 2 x x
(e + z) − (e z − 2xy)
∂y ∂z ∂x ∂z
!
∂ ∂
+ ~k (1 − x2 ) − (e x z − 2xy)
∂x ∂y
= (0)~i − (e x − e x )~j + (−2x + 2x)~k = ~0.
∴ F~ is conservative.
Hence F~ = ∇φ ~.
∂φ ∂φ ∂φ
i.e., ~i + ~j + ~k = (e x z − 2xy)~i − (x2 − 1)~j + (e x + z)~k.
∂x ∂y ∂z
Equating the coefficients of ~i, ~j and ~k we get
∂φ
= e x z − 2xy (1)
∂x
∂φ
= 1 − x2 (2)
∂y
∂φ
ww ∂z
= e x + z.
On integration we obtain
(3)
w.E Z
φ = (e x z − 2xy)dx + f1 (y, z)
= ze x − 2y
asyx2
2
+ f1 (y, z)
Z
En
φ = ze x − x2 y + f1 (y, z)
= ex z +
z2
ee
+ f3 (x, y) rin (6)
2
2
From (4), (5) and (6) we get φ = e x z − x2 y + y + z2 + C, where C is a constant. g.n
Now,
Z
C
~
F · d~r =
=
Z
ZC
∇φ · d~r
!
~i ∂φ + ~j ∂φ + ~k ∂φ .(~idx + ~jdy + ~kdz)
et
C ∂x ∂y ∂z
!
∂φ ∂φ ∂φ
Z
= dx + dy + dz
C ∂x ∂y ∂z
Z
= dφ
C
= [φ](2,3,0)
(0,1,−1)
!(2,3,0)
x z2 2
= e z+ −x y+y
2 (0,1,−1)
1
= [0 + 0 − 12 + 3] − [−1 + − 0 + 1]
2
1 19
= −9 − = − .
2 2
Example 2.65. Show that F~ = (2xy+z3 )~i+x2 ~j+3xz2~k is a conservative field. Find the
scalar potential and the work done in moving an object in this field from (1, −2, 1)
ww
to (3, 1, 4).
Solution. To prove F~ is conservative, we have to prove that ∇ × F~ = 0.
w.E
~i
Now, ∇ × F~ = ∂x ∂ ∂
~j
∂
~k
asy
∂y ∂z
2xy + z3
x2 3xz2
! !
∂ ∂ 2 ∂ ∂
= ~i
En ∂y
2
(3xz ) − (x ) − j
∂z
~
∂x
2 3
(3xz ) − (2xy + z )
∂z
gin
!
∂ 2 ∂
+ ~k (x ) − (2xy + z3 )
∂x ∂y
= ~0. ee
= (0)~i − (3z2 − 3z2 )~j + (2x − 2x)~k
rin
∴ F~ is conservative.
Hence F~ = ∇φ ~. g.n
i.e., ~i
∂φ
∂x
+ ~j
∂φ
∂y
+ ~k
∂φ
∂z
= (2xy + z3 )~i + x2 ~j + 3xz2~k.
Comparing the coefficients of ~i, ~j and ~k we get
et
∂φ
= 2xy + z3 . (1)
∂x
∂φ
= x2 . (2)
∂y
∂φ
= 3xz2 . (3)
∂z
On integration we obtain
Z
φ = (2xy + z3 )dx + f1 (y, z)
x2
= 2y + z3 x + f1 (y, z)
2
φ = x2 y + xz3 + f1 (y, z). (4)
Z
Also, φ = (x2 )dy + f2 (x, z)
ww Again, φ =
Z
3xz2 dz + f3 (x, y)
w.E = 3x
z3
3
+ f3 (x, y)
asy
From (4), (5) and (6) we get φ = x2 y + xz3 + C, where C is a constant.
En
Z Z
Now, work done = F~ · d~r = ∇φ · d~r
C C
gin = [φ](3,1,4)
(1,−2,1)
= xz3 + x2 y
(3,1,4)
ee (1,−2,1)
rin
= [3(43 ) + 9.1] − [1.1 + 1(−2)]
= 192 + 9 + 1 = 202.
g.n
Example 2.66. Find the work done when the force F~ = (x2 − y2 + x)~i − (2xy + y)~j
moves a particle from the origin to the point (1, 1) along y2 = x.
Solution.
Z
et[Jan 1996]
Along C, y2 = x =⇒ dx = 2ydy.
y varies from 0 to 1.
Z1
∴ Work done = (y4 − y2 + y2 )2ydy − (2y3 + y)dy
0
Z1
= (2y5 − 2y3 − y)dy
0
!1
y6 y4 y2
= 2 −2 −
6 4 2
ww
0
1 1 1
= − −
3 2 2
w.E
2
=− .
3
Example 2.67.
asy
Find the work done in moving a particle in the vector field
~ = 3x2~i + (2xz − y)~j + z~k along the straight line from (0, 0, 0) to (2, 1, 3).
A
En
~ = 3x2~i + (2xz − y)~j + z~k.
Solution. Given A
[Jun 2012, Dec 2004]
gin
The equation of the straight line joining (0, 0, 0) and (2, 1, 3) is
x−0 y−0 z−0
x y z
=
2−0 1−0 3−0
= = = t.
2 1 3
=
∴ x = 2t, y = t, z = 3t.
= t (say)
ee rin
dx = 2dt, dy = dt, dz = 3dt.
Now A ~ = 3x2~i + (2xz − y)~j + z~k. g.n
d~r = dx~i + dy~j + dz~k.
~ r = 3x2 dx + (2xz − y)dy + zdz
A.d~
et
= 3.4t2 .2dt + (2.2t.3t − t)dt + 3t.3dt
= 24t2 dt + (12t2 − t)dt + 9tdt
= (36t2 + 8t)dt.
To find the limits for t.
when x = 0, t = 0.
when x = 2, t = 1. Z
∴ Now, work done = ~ r
A.d~
c
Z1
= (36t2 + 8t)dt
0
!1 !1
t3 t2
= 36. + 8.
3 0 2 0
1 1
= 36. + 8.
ww
3 2
= 12 + 4
w.E
Exercise 2 C
= 16.
1. Evaluate
R
asy
F~ · d~r where F~ = (3x2 + 6y)~i − 14yz~j + 20xz2~k, from (0, 0, 0) to (1, 1, 1)
En
C
along the curve C given by x = t, y = t2 , z = t3 .
4. Show that the vector field F~ = x2~i + y2 ~j + z2~k is conservative vector field. g.n
R
5. Evaluate (xdy − ydx) around the circle x2 + y2 = 1.
et[Jun 2001]
F~ · d~r where F~ = xy~i + (x2 + y2 )~j, and C is the arc of the parabola
R
6. Evaluate C
y = x2 − 4 from (2, 0) to (4, 12) in the xy plane.
7. If F~ = 3xy~i − y3 ~j, evaluate F~ · d~r where C is the curve y = 2x2 in the xy plane
R
C
from (0, 0) to (1, 2).
8. Given the vector field F~ = xz~i+yz~j+z2~k, evaluate F~ ·d~r from the point (0, 0, 0)
R
C
to (1, 1, 1) where C is the curve (i) x = t, y = t2 , z = t3 and (ii) the straight line
from (0, 0, 0) to (1, 1, 1).
9. Find the total work done in moving a particle in a force field F~ = (2x − y + z)~i +
(x + y − z)~j + (3x − 2y − 5z)~k along a circle C in the xy plane x2 + y2 = 9, z = 0.
[Jan 2010]
10. If F~ = (4xy − 3x2 z2 )~i + 2x2 ~j − 2x3 z~k, check whether the integral F~ · d~r is
R
w.E
11. Show that the vector field F~ = (y+y2 +z2 )~i+(x+z+2xy)~j+(y+2xz)~k is conservative
and find its scalar potential.
asy
12. Find the work done in moving a particle once round the ellipse
x2 y2
+
16 9
En
= 1 if the vector field is F~ = (3x−4y+2z)~i+(4x+2y−3z2 )~j+(2xz−4y2 +z3 )~k.
g.n
line integrals. It provides a relation between a double integral over a region R in
the xy plane and the line integral over a closed curve C which encloses the given
region R. et
[Dec 2014, Dec 2013]
Statement. If P(x, y) and Q(x, y) are continuous functions with continuous
partial derivatives in a region RZin the xy plane" and on its boundary C which
∂Q ∂P
is a simple closed curve, then (Pdx + Qdy) = ( − )dxdy where C is
C R ∂x ∂y
described in the anticlockwise sense.
" Z
1
Corollary. Area of the region bounded by C is dxdy = (xdy − ydx).
R 2 C
[Dec 2011]
∂P ∂Q
Proof. Assume P = −y, Q = x. = −1, = 1.
∂y ∂x
By Green’s theorem we have
"
∂Q ∂P
Z
∴ (Pdx + Qdy) = − dxdy
∂x ∂y
ZC "R
i.e., (−ydx + xdy) = (1 + 1)dxdy
C
Z "R
ww !
2 C
But R dxdy = Area of the region R bounded by C.
R
w.E ∴ Area =
1
Z
2 C
✎
(xdy − ydx).
☞
En
Example 2.68. Using Green’s theorem, evaluate C
[(2x − y)dx + (x + y)dy] where
C is the circle x2 + y2 = 4 in the xy plane.
gin
Solution. Comparing the given integral with Green’s theorem we have
P = 2x − y and Q = x + y.
∂P
∂y
= −1
∂Q
∂x
= 1.
By Green’s theorem,
ee
" rin
∂Q ∂P
g.n
Z
(Pdx + Qdy) = − dxdy
C ∂x ∂y
et
R
Z "
i.e., {(2x − y)dx + (x + y)dy} = (1 + 1)dxdy
C
R
"
=2 dxdy
R
= 2 × π × 22 = 8π.
R
Example 2.69. Using Green’s theorem, evaluate C
[(2x2 − y2 )dx + (x2 + y2 )dy] where
C is the boundary of the square enclosed by the lines x = 0, y = 0, x = 2 and y = 2.
Solution. Comparing the given integral with Green’s theorem we have
P = 2x2 − y2 and Q = x2 + y2 .
∂P ∂Q
= −2y = 2x.
∂y ∂x
By Green’s theorem,
"
∂Q ∂P
Z
(Pdx + Qdy) = − dxdy
ww i.e.,
Z
C
(2x + 2y)dxdy = 2
"
(x + y)dxdy
w.E C
R
Z2 Z2 Z2 2
x 2
R
asy =2
0
Z2
0
(x + y)dxdy = 2
2
+ xy dy
0
0
En =2
2 + 2y dy = 2 2y + 2
y2 2
2 0
dy
gin 0
= 2[4 + 4] = 16.
ee
Example 2.70. Using Green’s theorem, evaluate
the closed curve of the region y2 = x and x2 = y.
R
C
[(x2 − y2 )dx + 2xydy] where C is
rin
Solution.
g.n
Comparing the given integral with
Green’s theorem we have
Y
2
y
=
x
et
(1, 1)
P = x2 − y2 ,Q = 2xy. y = x2
∂P ∂Q (0, 0)
X
= −2y = 2y.
∂y ∂x
∂Q ∂P
− = 2y + 2y = 4y.
∂x ∂y
"
∂Q ∂P
Z
By Green’s theorem (Pdx + Qdy) = − (
)dxdy.
C R ∂x ∂y
Z " "
i.e., {(x2 − y2 )dx + 2xydy} = 4ydxdy = 4ydydx
C R R
√ √
Z 1 Z x Z 1 " 2# x
y
=4 ydydx = 4 dx
x=0 y=x2 0 2 x2
1 5 1
Z " 2 #
x x
(x − x4 )dx = 2
=2 −
0 2 5 0
ww
" # " #
1 1 5−2 3
=2 − =2 = .
2 5 10 5
Z
w.E
Example 2.71. Evaluate by Green’s theorem
π
the rectangle with vertices (0, 0), (π, 0), π, , 0, .
2
C
e−x (sin ydx + cos ydy) where C being
π
2
[Jun 1995]
Solution.
asy
Comparing the given integral with
En C
Y
x = π/2
ee
x=0
∂P ∂Q
= e−x cos y = −e−x cos y.
∂y ∂x
By Green’s theorem
" rin X
g.n
∂Q ∂P o
Z y=0 A(π, 0)
(0, 0)
(Pdx + Qdy) = − dxdy
∂x ∂y
C
"R
=
= −2
"
R
(−e−x cos y − e−x cos y)dxdy
R
e−x cos ydxdy
et
Z π Z π
2
= −2 e−x cos ydxdy
y=0 x=0
Z π
2
= −2 cos y(−e−x )πx=0 dy
y=0
Z π
2
=2 cos y(e−π − 1)dy
0
π
= 2(e−π − 1)(sin y)02
π
= 2(e−π − 1)(sin − sin 0)
2
= 2(e−π − 1).
Z
Example 2.72. Evaluate by Green’s theorem {(sin x − y)dx − cos xdy} where C is
π π C
the triangle with vertices (0, 0), , 0 , , 1 . [Jun 2003]
2 2
Solution. Comparing the given integral with Green’s theorem we have
ww P = sin x − yQ = − cos x.
∂P
= −1
∂Q
= sin x.
w.E ∂y
By
∂x
Z Green’s theorem
(Pdx + Qdy) =
" we have
(
∂Q ∂P
− )dxdy.
C
i.e.,
Z
asy R ∂x ∂y
En R
gin
Y
y−0 x−0
Equation of OB is = π B(π/2, 1)
1−0 2 −0
ee
y x
= π
/2
1 x = π/2
πy
rin
=
x
2
y = x.
π
x− π
Equation to AB is
x − π
y−0
1−0
= π 2π
2 − 2
π
(0, 0) o
g.n
A(π/2, 0)
X
et
y 2
= ⇒x= .
1 0 2
1
π πy πy
Z
= ( + cos − )dy
0 2 2 2
πy
π 1 sin 2 1 π y2 1
= (y)0 + π −
2 2
0 2 2 0
π 2 π π
= + (sin − sin 0) − (1 − 0)
2 π 2 4
π 2 π
= + ·1−
2 π 4
π 2
= + .
4 π
ww Example 2.73. Find the area of the circle of radius a using Green’s theorem.
Solution.
w.E
Z
1
We know that, the area enclosed by a simple closed curve C is (xdy − ydx).
2 C
Here, the curve is a circle of radius a given by x2 + y2 = a2 .
asy
Consider the parametric coordinates x = a cos θ, y = a sin θ, 0 ≤ θ ≤ 2π
dx = −a sin θdθ, dy = a cos θdθ
=
2 0
Z
gin
1 2π
a cos θa cos θdθ − a sin θ(−a sin θ)dθ
=
2 0
1 2π 2
Z
2 0
ee
(a cos2 θ + a2 sin2 θ)dθ
rin
1 2 2π
g.n
Z
1
= a dθ = a2 (θ)2π
0
2 0 2
1
= a2 · 2π = πa2 .
2
ww 2
1
= ab[θ]2π
0
w.E 2
1
0
= ab2π = πab.
2
asy
Example 2.75. Using Green’s theorem, find the area bounded between the
parabolas y2 = 4x and x2 = 4y.
Solution.
En
gin
The given curves are y2 = 4x and x2 = 4y.
Squaring the second equation we get
x4 = 16y2 = 16.4x = 64x
ee Y
C2
x2 = 4y
rin (4, 4)
>
x4 − 64x = 0
g.n
>
C1
X
x(x3 − 64) = 0 (0, 0)
x = 0, x3 = 64.
x = 4. et
y2 = 4x
When x = 0, y = 0,
When x = 4, y = 4.
Hence, the points of intersection are (0, 0) and (4, 4).
Let A be (4, 4).
Now C is the curve OAO.
Divide C into two curves C1 and C2 where C1 represents the portion between O and
A along x2 = 4y and C2 represents the portion between A and O along y2 = 4x.
By Green’s theorem,
Z
1
Area = (xdy − ydx)
2 C
"Z Z #
1
= (xdy − ydx) + (xdy − ydx)
2 C1 C2
1
= [I1 + I2 ] where
2
ww
Z
I1 = (xdy − ydx)
ZC1
w.E I2 =
Consider I1 =
Z C2
(xdy − ydx).
(xdy − ydx)
Along C1 , x2 = 4y.
C1
asy
i.e., y =
x2
4 En
1 x
dy = 2xdx = dx.
4 2
gin
x varies from 0 to 4.
∴ I1 =
Z4
x x2
x dx − dx
2 4
ee!
rin
0
Z4
x2 x2
!
g.n
=
=
0
Z4
2
x2
dx − dx
dx =
4
1 x3
!4 et
4 4 3 0
0
1 3 1 16
= [4 − 0] = (64) = .
12
Z 12 3
Consider I2 = (xdy − ydx)
C2
2
Along C2 , y = 4x
y2
i.e., x =
4
1 y
dx = 2ydy = dy.
4 2
y varies from 4 to 0.
Z0
y2
!
y
∴ I2 = dy − y dy
4 2
ww 4
Z0
y2 y2
! Z0
y2
!
w.E
= − dy = − dy
4 2 4
4 4
Z4 !4
y2 1 y3
!
1 16
=
0
4
asy
dy =
4 3 0 12
= × 64 = .
3
En
1
∴ Area = [I1 + I2 ]
2" #
gin
1 16 16 16
= + = .
2 3 3 3
ee
Example 2.76. Apply Green’s theorem in a plane to evaluate
where C is the boundary of the area between y = x2 and y = x.
Z
C
rin
((xy + y2 )dx + x2 dy)
[Nov 2002]
Solution.
g.n
On solving the two equations we get the
Y et
y = x2
y=x
By
Z Green’s theorem "
∂Q ∂P
{(Pdx + Qdy)} = − dxdy,
C R ∂x ∂y
X
Now, P = xy + y2 and Q = x2 . (0, 0)
∂P ∂Q
= x + 2y, = 2x.
∂y ∂x
" "
2 2
Now, (xy + y )dx + x dy = (2x − x − 2y)dxdy
R "R
= (x − 2y)dxdy
R
Z1 Zx
= (x − 2y)dydx
0 y=x2
Z1 !x
y2
ww
= xy − 2 dx
2 y=x2
0
Z1
w.E =
0
[(x2 − x2 ) − (x3 − x4 )]dx
asy
Z1 !1
4 3x5 x4
= (x − x )dx = −
5 4 0
0
En =
1 1 1
− =− .
5 4 20
Example
Z
gin
2.77. Verify Green’s theorem in a plane for the integral
C
ee
((x − 2y)dx + xdy) taken around the circle x2 + y2 = 4.
{(Pdx + Qdy)} =
"
∂Q ∂P
R ∂x
−
∂y
[May 2000]
dxdy, C is the
rin
Now, P = x − 2y
∂P ∂Q
Q = x.
g.n
∂y
= −2
Now,
"
R ∂x
∂x
−
=1
∂Q ∂P
∂y
dxdy =
"
"
R
(1 + 2)dxdy
et
=3 dxdy
R
x = 2 cos θ y = 2 sin θ
dx = −2 sin θdθ dy = 2 cos θdθ.
Since C is the entire circle, θ varies from 0 to 2π.
Z Z 2π
Now, {(Pdx + Qdy)} = (2 cos θ − 2 · 2 sin θ)(−2 sin θdθ) + (2 cos θ2 cos θdθ)
C 0
Z 2π
= (−4 sin θcosθ + 8sin2 θ + 4 cos2 θ)dθ
0
Z 2π
= (−4 sin θcosθ + 8sin2 θ + 4(1 − sin2 θ)dθ
ww =
Z
0
2π
(−2 sin 2θ + 4 + 4 sin2 θ)dθ
w.E
0
Z 2π
1 − cos 2θ
= (−2 sin 2θ + 4 + 4 · )dθ
0 2
asy
Z 2π
= (−2 sin 2θ + 4 + 2 − 2 cos 2θ)dθ
0
!2π !2π
=
En 6(θ)2π
0 −2
− cos 2θ
2 0
− 2
sin 2θ
2 0
gin
= 6 · 2π + [cos 4π − cos 0 − (sin 4π − sin 0)]
Z By Green’s theorem,
Solution. "
∂Q ∂P
et
[Jun 2012, May 2011, Dec 2010, Dec 2007]
" Z 1 Z 1−x
= 10 ydydx = 10 ydydx
R x=0 y=0
Z 1 y2 1−x Z 1
10
= 10 (1 − x)2 dx dx =
2 0
x=0 0 2
h (1 − x)3 i1 5 5
=5 = − [0 − 1] = .
−3 0 3 3
R R R R
Now, C (Pdx + Qdy) = OA (Pdx + Qdy) + AB (Pdx + Qdy) + BO (Pdx + Qdy).
ww
Y
w.ER R1 3 1
∴ OA (Pdx + Qdy) = 0 3x2 dx = 3 x3 = 1.
x+y=1
x=0
0
Along AB, y = 1 − x, dy = −dx, x varies
from 1 to 0
asy (0, 0) o y=0 A(1, 0)
X
∴
Z
(Pdx + Qdy) =
Z 0
En
(3x2 − 8(1 − x)2 )dx + (4(1 − x) − 6x(1 − x))(−dx)
gin
AB 1
Z 0
= {3x2 − 8 − 8x2 + 16x − (4 − 4x − 6x + 6x2 )}dx
ee
1
Z 0
= (−5x2 + 16x − 8 − 4 + 10x − 6x2 )dx
1
Z 0
(−11x2 + 26x − 12)dx rin
g.n
=
1
x 3 0 x2 0 0
= −11 + 26 − 12 x
11
3 1 2 1 1
= − (0 − 1) + 13(0 − 1) − 12(0 − 1) =
11
3
8
11
3
− 13 + 12 et
= −1= .
3 3
ww
!
∂Q ∂P
Z
By Green’s theorem (Pdx + Qdy) = − dxdy.
C ∂x ∂y
R
w.E ∂P
∂y
= 2y,
∂Q
∂x
= −2y.
asy
Y
" ! "
∂Q ∂P
Now,
R
∂x
−
∂y
dxdy =
R
" En
(−2y − 2y)dxdy D
y=b
C
gin
x = −a
x=a
=− 4ydxdy
R
=− ee
Za Zb
x=−a y=0
4ydydx
A y=0
rin
B
X
= −4
Za "
y2
2
#b
dx
g.n
et
0
x=−a
a
b2
Z
= −4 dx
2
−a
ww ∴
Z Z−a
2 2
(Pdx + Qdy) = (x + b )dx =
" 3
x
3
+b x 2
#−a
w.E
a
CD a
a3 a3
!
= − − ab2 − + ab2
3 3
asy a3
= − − ab2 −
3
a3
3
− ab2
En =−
2a3
3
− 2ab2 .
gin
Along DA, x = −a, dx = 0 and y varies from b to 0.
Z0
ee
#0
y2
Z "
∴ (Pdx + Qdy) = 2aydy = 2a = a(0 − b2 ) = −ab2 .
2
DA
Z
b
2a3
− ab2 −
2a3
b
C
(Pdx + Qdy) =
"
R
∂Q ∂P
∂x
−
∂y
!
dxdy. et
∴ Green’s theorem is verified.
R
Example 2.80. Verify Green’s theorem in the plane for C
(3x2 − 8y2 )dx + (4y − 6xy)dy
where C is the boundary of the region bounded by the curves x = y2 , y = x2 .
[Jun 2010]
Solution. By Green’s theorem,
" ! Y
∂Q ∂P
Z
(Pdx + Qdy) = − dxdy.
C ∂x ∂y 2 (1, 1)
>
y
R x=
Now, P = 3x2 − 8y . Q = 4y − 6xy.
2
>
y = x2
∂P ∂Q
" = −16y. ! = −6y. " " (0, 0) O X
∂y ∂Q ∂P ∂x
− dxdy = (−6y + 16y)dxdy = 10ydxdy
∂x ∂y
R R R
√
Z1 Z y Z1 √
y
= 10ydxdy = 10 y[x]y2 dy
ww y=0 x=y2
Z1
√
y=0
Z1
w.E
= 10 y( y − y2 )dy = 10 y3/2 − y3 dy
0 0
y5/2 y4 1
asy
!
2 1
= 10 5 − = 10 −
2
4 5 4
0
En
!
8−5 3
= 10 = . (1)
20 2
gin
Z
Now let us evaluate (Pdx + Qdy).
C
ee
Z Z Z
We have (Pdx + Qdy) = (Pdx + Qdy) + (Pdx + Qdy).
C
OA
Along OA, y = x2 , dy = 2xdx and x varies from 0 to 1.
AO
rin
∴
Z
(Pdx + Qdy) =
Z1 n
(3x2 − 8x4 )dx + (4x2 − 6x · x2 )2xdx
o
g.n
OA
=
0
Z1
0
(3x2 − 8x4 + 8x3 − 12x4 )dx.
et
#1
x3 x5 x4 x5
"
= 3· − 8 + 8 − 12
3 5 4 5 0
8 12
=1− +2−
5 5
20
=3− = 3 − 4 = −1.
5
ww "
= 6·
y6
6
1
y4
− 22 + 4
4
y2
#0
2 1
w.E "
11
= y6 − y4 + 2y2
2
#0
! 1
asy
!
11 11 5
=0− 1− +2 =− 3− = .
2 2 2
En
Z
5 3
∴ (Pdx + Qdy) = −1 + = . (2)
C 2 2
gin
From (1) and (2)
Z
C
ee
(Pdx + Qdy) =
"
R
∂Q ∂P
∂x
−
∂y
!
dxdy.
rin
∴ Green’s theorem is verified.
g.n
Example 2.81. If C is a simple closed curve in the xy plane not enclosing the
R
C
y~i − x~j
origin, show that F~ · d~r = 0 where F~ = 2
x + y2
. et
y~i − x~j ~
Solution. F~ · d~r = 2 · dx i + dy~j
x + y2
ydx − xdy y x
= 2 2
= 2 2
dx − 2 dy
x +y x +y x + y2
Z Z Z
y x
F~ · d~r = 2 2
dx − 2 dy = Pdx + Qdy
x +y x + y2
C C C
y x
where P = Q=−
x2 + y2 x2 + y2
∂P x2 + y2 · 1 − y · 2y ∂Q x2 + y2 · 1 − x · 2x
= =−
∂y x2 + y2 2 ∂x x2 + y2 2
x2 + y2 − 2y2 x2 + y2 − 2x2
= =
x2 + y2 2 x2 + y2 2
x2 − y2 x2 − y2
= . = .
x2 + y2 2 x2 + y2 2
ww By Green’s theorem,
Z
(Pdx + Qdy) =
"
∂Q ∂P
∂x
−
∂y
dxdy
w.E
i.e.,
Z
2
y
2
C
dx − 2
x
x + y2
dy =
R
" 2
x − y2
− 2
x2 + y2 2
x2 − y2
dxdy = 0.
x + y2 2
C x +y
asy
R
En C
where C is the boundary of the area enclosed by the x−axis and the upper half of
the circle x2 + y2 = a2 .
gin
Solution. Comparing
integral with Green’s theorem we have
the
ee given
R
Y
r
rin
P=
∂P
∂y
2x2
= −2y,
y2
− and Q =
∂Q
∂x
= 2x.
x2 + y2 .
O
θ
g.n
a X
By Green’s theorem,
Z
(Pdx + Qdy) =
"
∂Q ∂P
− dxdy
et
C ∂x ∂y
R
Z "
i.e., {(2x2 − y2 )dx + (x2 + y2 )dy} = (2x + 2y)dxdy
C
R
"
=2 (x + y)dxdy
R
ww
=2
0
0
Za
w.E =2
0
Za
r2 dr (sin π − sin 0 − cos π + cos 0)
!a
asy r3 4 3 4a3
2
=2 r dr · 2 = 4 = a −0 = .
3 0 3 3
0
Example
Z 2.83. Using
En
Green’s theorem evaluate the integral
gin
2 2
(2x − y)dx + (x + 3y)dy where C is the boundary of the ellipse x + 4y = 4.
C
Solution. Comparing the given integral with Green’s theorem we have
P = 2x − y and Q = x + 3y.
∂P
∂y
= −1,
∂Q
∂x
By Green’s theorem,
= 1. ee rin
Z
(Pdx + Qdy) =
"
∂Q ∂P
− dxdy g.n
i.e.,
Z
C
C
(1 + 1)dxdy
R
et
"
=2 dxdy
R
x2 y2
" #
= 2 × Area of the ellipse ∵ + = 1 ⇒ a = 2, b = 1
4 1
= 2 × πab = 2 × π × 2 × 1 = 4π.
Exercise 2 D
R
1. Verify Green’s theorem in the plane for C
[x2 (1 + y)dx + (x3 + y3 )dy] where C is
the square bounded by x = ±a, y = ±a. [Dec 2006]
R
2. Verify Green’s theorem in the plane for C
[(x2 − y2 )dx + 2xydy] where C is the
boundary of the rectangle in the xy plane bounded by the lines x = 0, x = a,
y = 0, y = b. [Jan 2004]
ww
R
3. Verify Green’s theorem in the plane for C
[(x − 2y)dx + xdy] where C is the
unit circle x2 + y2 = 1. [Jun 2007]
asy
5. Verify Green’s theorem for
R
C
[(x2 − 2xy)dx + (x2 y + 3)dy] where C is the
En
boundary of the region bounded by y2 = 6x and x = 2. [Jan 2005]
gin
R
6. Apply Green’s theorem to evaluate C
[(2xy − x2 )dx + (x2 + y2 )dy] where C is the
closed curve of the region bounded by y = x2 and y2 = x.
rin
8. Using Green’s theorem find the area between the curves y2 = 4ax and x2 = 4ay.
g.n
2.6 Surface Integral et
Consider a domain D in the cartesian coordinate system. Let a surface S be
bounded by a simple closed curve C. Because of the space curve C, the surface
S can be visualized as two sided, one arbitrarily chosen side can be regarded as
positive and the other as negative. If S is closed, then the outer side of S can
be taken as positive and the inner side can be considered as the negative side.
At any point P on the outer side of the surface, the unit normal ~n drawn at P is
considered as the outward drawn normal and is along the positive direction. The
inward drawn normal will be along the negative direction.
An integral which is evaluated over a surface is called a surface integral.
Definition. Let S be a surface of finite area which is smooth or piecewise smooth
~ y, z)
[Eg: Sphere is a smooth surface, cube is a piecewise smooth surface]. Let F(x,
be a vector point function defined at each point of S. Let P be any point on the
surface and ~n be the outward unit normal at P. Then the surface integral of F~ over
ww !
S is defined as S F~ · ~nds.
Note. If we associate d~s with the differential of the surface area ds such that
w.E
|d~s| = ds and direction of ds is ~n then d~s = ~n · ds
!
F~ · ~nds =
!
F~ · d~s.
asy
S S
!
Note. S
F~ · d~s is called the normal flux of F~ through the surface S.
En
gin
2.6.1 Evaluation of surface integral
ee Z
P
k
~n
rin
Y
g.n
et
O
R
dx dy
Let R be the orthonormal projection of S on the xy plane. Then, the element surface
ds is projected to an element area dxdy in the xy plane. Now dxdy = dscosθ where θ
is the angle between the planes of ds and the xy plane.
Let ~n be the unit normal to ds and ~k be the unit normal to the xy plane. Angle
between ~n and ~k is θ.
~n · ~k
∴ cosθ = = ~n · ~k
|~n||~k|
∴ dxdy = ds|(~n · ~k)| (Taking the acute angle)
dxdy
∴ ds =
|~n · ~k|
" " n
dxdy o
∴ F~ · ~nds = F~ · ~n
S R |~n · ~k|
ww Similarly,
" the "
{F~ · ~nds} =
projection on the yz plane and the zx planes give
F~ · ~n
dydz
w.ES "
and F~ · ~nds =
R" |~n · ~i|
F~ · ~n
dxdz
.
|~n · ~j| "
En ✎ ☞
" gin ✍
Worked Examples
✌
Z
g.n
F~ = 4y~i + 18z~j − x~k.
The surface is φ = 3x + 2y + 6z − 6.
Let R be the projection of S in the xy
C
S
~n et
B
Y
O
plane.
R is the ∆AOB"
∴" A
X
dxdy
∴ F~ · ~nds = F~ · ~n
S R |~n · ~k|
where ~n is the unit normal to S and ~k is the unit normal to the xy plane. Normal
∂φ ~ ∂φ ~ ∂φ
∴ ∇φ = ~i +j +k = 3~i + 2~j + 6~k.
∂x ∂y ∂z
∇φ 3~i + 2~j + 6~k 1
~n = = √ = (3~i + 2~j + 6~k).
|∇φ| 9 + 4 + 36 7
1 6
F~ · ~n = (12y + 36z − 6x) = (2y + 6z − x)
7 7
6
~n · ~k = .
7
ww ∴
"
~
F · ~nds =
"
6 (2y + 6z − x)
R 7
6
dxdy =
"
(2y + 6z − x)dxdy.
w.E S
We have, 3x + 2y + 6z = 6
7 R
asy
6z = 6 − 3x − 2y
2y + 6z − x = 6 − 3x − x = 6 − 4x
! !
∴ R F~ · ~nds = R (6 − 4x)dxdy.
En
The plane 3x + 2y + 6z = 6 meets the xy plane in line AB.
gin Y
rin
3x + 2y = 6
g.n X
varies from 0 to and finally as this
et
(0, 0) O A(2, 0)
3
strip traverses the surface OAB, y varies
from 0 to 3.
" Z 3 Z 6−2y
3
∴ F~ · ~nds = (6 − 4x)dxdy
S y=0 x=0
6−2y
3
x2 3
Z
= (6x − 4 ) dy
y=0 2 0
Z 3 n
6 − 2y 6 − 2y 2 o
= 6( ) − 2( ) dy
y=0 3 3
Z 3 n 2 o
= 2(6 − 2y) − (36 + 4y2 − 24y) dy
y=0 9
3
72 + 8y2 − 48y
Z
= (12 − 4y − )dy
y=0 9
1 3
Z
= (108 − 36y − 72 − 8y2 + 48y)dy
9 0
1 3
Z
= (36 + 12y − 8y2 )dy
9 0
1 3 y2 3 y3 3 1 8
ww = 36 y + 12
9
1
0 2 0
−8
1
3 0
= (36 · 3 + 6 · 9 − · 27)
9
1
= (108 + 54 − 72) = (162 − 72) = · 90 = 10.
3
w.E 9
asy
S
the surface of the sphere x2 + y2 + z2 = 1 which lies in the first octant. [Nov 2008]
Z
Solution.
ee
O
∂φ ~ ∂φ ~ ∂φ
∇φ = ~i +j +k = 2x~i + 2y~j + 2z~k.
∂x ∂y ∂z
~n =
∇φ
= p
2x~i + 2y~j + 2z~k X
rin
|∇φ| 4x2 + 4y2 + 4z2
2(x~i + y~j + z~k) g.n
= p
2
2 x +y +z 2 2
= x~i + y~j + z~k[∵ x2 + y2 + z2 = 1]
(0, 1)
" " "
~ nds = dxdy
F.~ 3xyz =3 xydxdy
z
x=0
S R R
√
Z1 Z1−x2 Z1 ! √1−x2 (1, 0)
X
y2 O y=0
=3 xydxdy = 3 x dx
2 0
0 y=0 0
Z1 Z1
ww
!1
3 x2 x4
!
3 2 3 3 3 1 1 3
= x(1 − x )dx = (x − x )dx = − = − = .
2 2 2 2 4 0 2 2 4 8
0 0
w.E
Example 2.86. Evaluate
"
S
{F~ · ~n}ds where F~ = 18z~i − 12~j + 3y~k and S is that part
of the plane 2x + 3y + 6z = 12 which lies in the first octant. [Dec 2011]
Solution.
asy
Given F~ = 18z~i − 12~j + 3y~k.
En Z
Let φ = 2x + 3y + 6z − 12
∇φ = ~i
∂φ ~ ∂φ ~ ∂φ
+j +k gin C(0, 0, 2)
∂x ∂y
= 2~i + 3~j + 6~k.
∇φ
∂z
rin
B(0, 4, 0)
Y
g.n
~n = = √ = X
|∇φ| 4 + 9 + 36 7
12−2x−3y
et
36z − 36 + 18y 36 6 − 36 + 18y Substitute z from the
~n=
F.~ = .
7 7 equation of the plane
1 1
= [72 − 12x − 18y − 36 + 18y] = [36 − 12x].
7 7
Let R be the projection of S in the xy plane and hence R is the triangle OAB. AB is
the line given by 2x + 3y = 12. Divide R into strips parallel to the x−axis. PQ is one
12−3y
such strip. Along this strip x varies from 0 to 2 and as this strip traverses the
entire R, y varies from 0 to 4.
Now ~ nds =
F.~ ~ n dxdy =
F.~
1 dxdy
(36 − 12x) 6
|~n.~k| 7 7 P Q
S R R
12−3y
Z4 Z 2
(0, 0) O A(6, 0)
X
12
= (3 − x)dxdy
6
0 x=0
Z4 ! 12−3y Z4
ww x 2 2 12 − 3y 1 12 − 3y 2 !
=2 3x − dy = 2 3 − dy
2 x=0 2 2 2
0 0
w.E =2
Z4
0
9 1
8
2
!
18 − y − (144 + 9y − 72y) dy = 2
2
Z4
9 9 2
!
18 − y − 18 − y + 9y) dy
2 8
0
=2
Z4
9
2
9 2
!
y − y dy = 2
8 asy
9 y2 4 9 y3 4
−
2 2 0 8 3 0
!
9
4
9
!
= 2 16 − 64 = 2[36 − 24] = 24.
24
0
En "
{F~ · ~n}ds where F~ = 4xz~i − y2 ~j + yz~k and S is the
Example 2.87. Evaluate
gin S
surface of the cube bounded by the planes x = 0, x = 1, y = 0, y = 1, z = 0, z = 1.
G
g.n D
OABCDEFG. S is piecewise smooth
which consists of six smooth surfaces
namely ABEF, OCDG, BCDE, OAFG, OABC
F
O
E
et C
Y
B
and DEFG. A
X
The following table gives the necessary quantities for the computation of the
surface integral on each surface.
ww OABC
DEFG
z=0
z=1
−~k
~k
−yz = 0
yz = y
dxdy
dxdy
w.E
"
" ABEF
~
F · ~nds =
Z 1Z 1
0
Z 1Z 10
4zdydz = 4
Z 1
0
Z 1
1
z(y)0 dz=4
Z 1
0
Z 1
zdz = 4
z2
!1
2 0
= 2.
"BCDE
F~ · ~nds =
asy
Z0 1 Z0 1
(−1)dxdz = − (x)10 dz=−
Z 1 02
y 1 1
0
dz = −(z)10 = −1.
1
F~ · ~nds =
En
1
ydxdy = dx= (x)0 = .
DEFG 0 0 x=0 2 0 2 2
All"the other integrals will be zero.
∴
S
F~ · ~nds = 2 − 1 + = .
1 3
2 2 gin
2.6.2 Volume Integral
ee
If V is the volume bounded by a surface S then
$
rin
φ(x, y, z)dv and
$
~ are
Fdv
g.n V
✎ ☞
Worked Examples
✍ ✌
$
Example 2.88. Evaluate ~ if F~ = x2~i + y2 ~j + z2~k and V is the volume of
∇ · Fdv
V
the region enclosed by the cube x = 0, x = 1, y = 0, y = 1, z = 0, z = 1. [Apr 2004]
Solution. F~ = x2~i + y2 ~j + z2~k
∂ 2 ∂ ∂
∇ · F~ = (x ) + (y2 ) + (z2 ) = 2x + 2y + 2z = 2(x + y + z).
∂x ∂y ∂z
$ Z 1 Z 1 Z 1
~ =
∇ · Fdv 2(x + y + z)dxdydz
z=0 y=0 x=0
ww V
=2
Z
2
1Z
x2 1 1h
(
i
)0 + y(x)10 + z(x)10 dydz
w.E
0 0
Z 1Z 1 Z 1
1 1 y2
=2 ( + y + z)dydz = 2 [ (y)10 + ( )10 + z(y)10 ]dz
0 0 2 0 2 2
asy
Z 1 Z 1
1 1 z2 1 1 3
=2 ( + + z)dz = 2 (1 + z)dz = 2 z + =2 1+ = 2 · = 3.
0 2 2 0 2 0 2 2
$
2
En ~
Example 2.89. If F~ = (2x − 3z)~i − 2xy~j − 4xk, evaluate ~
∇ × FdV where V is the
gin
V
region bounded by x = 0, y = 0, z = 0 and 2x + 2y + z = 4.
Solution.
∇ × F~ =
~i
∂
∂x
ee ~j
∂
∂y
∂
∂z
~k
rin
g.n
(2x2 − 3z) −2xy −4x
" # " #
∂ ∂ ∂ ∂
et
=i~ (−4x) − (−2xy) − j ~ 2
(−4x) − (2x − 3z)
∂y ∂z ∂x ∂z
" #
∂ ∂
+ ~k (−2xy) − (2x2 − 3z)
∂x ∂y
= ~i.0 − ~j(−4 + 3) + ~k(−2y + 0) = ~j − 2y~k.
$ " Z 2 Z 2−x Z 4−2x−2y
~
∇ × FdV = ~ ~
( j − 2yk)dxdydz = (~j − 2y~k)dzdydx
V x=0 y=0 z=0
V
Z 2 Z 2−x
4−2x−2y
= (~j − 2y~k)(z)0 dydx
x=0 y=0
Z 2 Z 2−x
= (4 − 2x − 2y)~j − (8y − 4xy − 4y2 )~kdydx
x=0 y=0
Z 2
4
= ((4y − 2xy − y2 )~j − (4y2 − 2xy2 − y3 )~k)2−x
y=0 dx
x=0 3
Z2
4
= (4(2 − x) − 2x(2 − x) − (2 − x)2 )~j − (4(2 − x)2 − 2x(2 − x)2 − (2 − x)3 )~kdx
3
0
Z2
4
= (8 − 4x − 4x + 2x2 − (2 − x)2 )~j − (4(2 − x)2 − 2(4x + x3 − 4x2 ) − (2 − x)3 )~kdx
3
ww
0
2 2 3 2 3 2 (2 − x)3 2
! !2
x2
! ! !
2 x x (2 − x) ~ ~
= 8(x)0 − 8
+2 − j − k 4
−8
2 0 3 0 −3 0 −3 0 2 0
w.E −2
x4
4 0
!2
+8
x3
!2
3 0 3
−
4 (2 − x)4
−4
!2
0
asy
" #
2 1
= 8(2 − 0) − 4(4 − 0) + (8 − 0) + (0 − 8) ~j
3 3
En
" #
~ −4 1 8 1
−k (0 − 8) − 4(4 − 0) − (16 − 0) + (8 − 0) + (0 − 16)
3 2 3 3
gin
" # " #
16 8 ~ ~ 32 64 16 8 8 8h i
= 16 − 16 + − j−k − 16 − 8 + − = ~j − ~k = ~j − ~k .
3 3 3 3 3 3 3 3
et
Gauss divergence theorem express a surface integral interms of a volume
integral.
ww "
✎
✍
Worked Examples
☞
✌
w.E
Example 2.90. Evaluate
sphere of radius a.
S
(xdydz + ydzdx + zdxdy) where S is the surface of the
Solution.
" We know that by the
(F1 dydz + F2 dzdx + F3 dxdy) = asy
$cartesian form of Gauss
∂F1 ∂F2 ∂F3
∂x
+
∂y
+
∂z
!
dV.
divergence theorem
S
Now F1 = x, F2 = y, F3 = z
∂F1 ∂F2 ∂F3 En V
∂x
= 1,
∂y
"
=1
∂z
=1
$ gin $
∴ (xdydz + ydzdx + zdxdy) =
S ee
(1 + 1 + 1)dV = 3dV = 3V
V V
" $
∴ F~ · ~nds = (a + b + c)dv
S V
= (a + b + c)V.
!
Example 2.92. Prove that ~ nds = 0 for any closed surface if F~ = curlF.
F.~ ~
S
or
!
Show that ~ nds = 0 where S is any closed surface.
curlF.~
S
Solution. By Gauss divergence theorem we have
" $ $
~ nds = ~ ~
ww F.~
S
divFdV = div(curlF)dV
V
$ V
~ = 0]
w.E =
= 0.
V
0dV[∵ div(curlF)
asy
Example 2.93. Verify Gauss divergence theorem for F~ = 4xz~i − y2 ~j + yz~k over the
En
cube bounded by x = 0, x = 1, y = 0, y = 1, z = 0, z = 1.
[May 2015, Dec
"2013, Dec 2012,
$ May 2011, Dec 2010]
" gin
Solution. By Gauss divergence theorem,
S
F~ · ~nds =
V
~
∇ · Fdv
Now,
$
~ =
∇ · Fdv
S
Z 1Z 1Z 1 ee
F~ · ~nds = .
3
2
∂F1 ∂F2 ∂F3
+ + dxdydz rin
V
=
0 0
Z 1Z 1Z 1
0 ∂x ∂y
(4z − 2y + y)dxdydz
∂z
g.n
=
0
Z
0
Z 1Z 1
0
0
0 0
1Z 1Z 1
(4z − y)dxdydz =
Z 1
0 0
Z
2
1Z 1"
!1
z2
2
#1
− yz dxdy
4
0
et
y
2(y)10 −
= (2 − y)dxdy = dx
0 0 0 2 0
Z 1 !
1 3 3
= 2 − dx = (x)10 = .
0 2 2 2
∴ LHS = RHS.
Hence, Gauss Divergence theorem is verified.
Example 2.94. Verify Gauss divergence theorem for F~ = (x2 −yz)~i+(y2 −zx)~j+(z2 −xy)~k
taken over the rectangular paralleopiped bounded by 0 ≤ x ≤ a, 0 ≤ y ≤ b, 0 ≤ z ≤ c.
[May 1994]
! #
Solution. By Gauss divergence theorem, S
F~ · ~nds = V
~
∇ · Fdv.
∂ 2 ∂ ∂
∇ · F~ = (x − yz) + (y2 − zx) + (z2 − xy)
∂x ∂y ∂z
= 2x + 2y + 2z = 2(x + y + z).
$
ww
Z aZ bZ c
RHS = ~
∇ · FdV = 2(x + y + z)dzdydx
V 0 0 0
Z aZ b
z2 c
w.E =2
=2
0
Z a
0
xz + yz +
c2
(cx + cy + )dydx
2 0
dydx
asy =2
0
Z a
2
y2
2
c2
[cx(y)b0 + c( )b0 + (y)b0 ]dx
2
En=2
0
Z a
(bcx +
2
b c bc
+
2
)dx
gin 0
x2
= 2[bc( )a0 +
2 2
b2 c a bc2 a
(x)0 + (x)0 ]
ee
2 2 2
a2 bc b2 ac c2 ab
= 2[ + + ] = abc(a + b + c). (1)
"
2 2 2
Z rin
Now we shall evaluate
S
F~ · ~nds. G
g.n D
O
E
B
etC
Y
A
S 4 → OAFG, S 5 → OABC, S 6 → DEFG. X
+ F~ · ~nds + F~ · ~nds.
S5 S6
The following table gives the necessary quantities for the computation of the
surface integral over each face.
Face Equation Outward normal F~ · ~n ds
S1 x=a ~i x2 − yz dydz
a2 − yz
S2 x=0 −~i −(x2 − yz) dydz
yz
S3 y=b ~j (y2 − zx) dxdz
ww S4 y=0 −~j
b2 − zx
−(y2 − zx) dxdz
S6
asy
z=c ~k
xy
(z2 − xy) dxdy
En c2 − xy
"
gin
ee
bZ c b# !c #
z2
Z Z
F~ · ~nds = a2 − yz dzdy = a2 (z)c0 − y dy
S1 0
Z b
0
yc2
2
!
2 b
0
c2 y2
!b
= a2 bc −
2
b2 c2
0
. rin
g.n
= a c− dy = a c (y)0 −
0 2 2 2 0 4
" Z cZ b Z c 2 b Z c 2 2 z2 c b2 c2
! !
y b b
"
S2
S3
F~ · ~nds =
F~ · ~nds =
0 0
Z aZ c
0 0
yzdydz =
2
0
b − zx dzdx =
z
2 0
Z a#
0
dz =
2 c
0
b (z)0 − x
z dz =
2
z
!a
2 c
! #
2 0
2 2 0
dx
=
4
.
et
Z an
c2 o c2 x2 a2 c2
!
2 2 a
= b c − x dx = b c (x)0 − = ab2 c − .
0 2 2 2 0 4
" Z aZ c Z a !c !a
z2 c2 x2 a2 c2
F~ · ~nds = zxdzdx = x dx = = .
S4 0 0 0 2 0 2 2 0 4
" Z aZ b Z a !b
~ y2 a2 b2
F · ~nds = xydydx = x dx = .
S5 0 0 0 2 0 4
" aZ b
a !b
y2
Z Z
F~ · ~nds = 2 2 b
c − xy dydx = c (y)0 − x dx
S6 0 0 0 2 0
a !a
b2 x b2 x2 a2 b2
Z !
= bc2 − dx = bc2 (x)a0 − = abc2 − .
0 2 2 2 0 4
"
b2 c2 b2 c2 a2 c2 a2 c2 a2 b2 a2 b2
{F~ · ~n}ds = a2 bc − + + ab2 c − + + + abc2 −
S 4 4 4 4 4 4
= abc (a + b + c) . (2)
" $
w.E
Example 2.95. Verify divergence theorem for F~ = x2~i+z~j+yz~k over the cube formed
by the planes x = ±1, y = ±1, z = ±1.
asy
Solution. By Gauss divergence theorem we have
!
S
[Jun 2013, May 2006]
#
~
F~ · ~nds = V divFdv.
V
~
divFdV =
Z1 Z1 Z1
(2x + y)dzdydx
−1 −1 −1
Z1 Z1
ee Z1 Z1 rin
= (2x + y)(z)1−1 dydx =2 (2x + y)dydx
g.n
et
−1 −1 −1 −1
Z1 y2 1 ! Z1 x2 1
=2 2x(y)1−1 + dx = 2 4xdx = 8 = 8 × 0 = 0. (1)
2 −1 2 −1
−1 −1
! G F
We shall evaluate S
F~ · ~nds. Z
" 6 "
X
Now F~ · ~nds = F~ · ~nds
S i=1 S
i
The following table gives the necessary quantities for the computation of the
surface integral over each face.
Face Equation Outward normal F~ · ~n ds
S1 x=1 ~i x2 = 1 dydz
S2 x = −1 −~i −x2 = −1 dydz
S3 y=1 ~j z dxdz
ww S4
S5
y = −1
z=1
−~j
~k
−z
yz = y
dxdz
dxdy
w.E S6 z = −1
"
−~k −yz = y dxdy
asy
F~ · ~nds =
Z1 Z1
dydz =
Z1
(y)1−1 dz =2
Z1
dz = 2(z)1−1 = 4.
En
S1 −1 −1 −1 −1
"
S2gin F~ · ~nds = −4
"
S3
ee
F~ · ~nds =
Z1 Z1
−1 −1
zdxdz = 0
rin
"
F~ · ~nds =
Z1 Z1
(−z)dxdz = 0 g.n
"
S4
F~ · ~nds =
−1 −1
Z1 Z1
ydxdy = 0
et
S5 −1 −1
" Z1 Z1
F~ · ~nds = (−y)dxdy = 0.
S −1 −1
"6
∴ F~ · ~nds = 4 − 4 + 0 + 0 = 0. (2)
S
Example 2.96. Verify Gauss divergence theorem for the vector function f~ = (x3 −
yz)~i − 2x2 y~j + 2~k over the cube bounded by x = 0, y = 0, z = 0 and x = a, y = a, z = a.
[Dec 2011, Jun 2010]
w.E f · ~nds =
S
∇ · f~ =
∂ 3
V
∂ ∂
(x − yz) + (−2x2 y) + (2)
asy ∂x ∂y
= 3x2 − 2x2 + 0 = x2 .
∂z
$ En
gin
Za Za Za Za Za
Now, ∇ · f~dv = 2
x dzdydx = x2 [z]a0 dydx
ee
V x=0 y=0 z=0 x=0 y=0
Za Za Za
=
x=0 y=0
ax2 dydx = a
x=0
x2 [y]a0 dx
rin
=a
Za
ax2 dx = a2
" 3 a
x
3
#
=
a5
3
. g.n (1)
G D
et
s
The cube has six faces namely S 1 : F E
C
ABEF, S 2 : OCDG, S 3 : BCDE, S 4 : O
Y
+ f~ · ~nds + f~ · ~nds.
S5 S6
The following table gives the necessary quantities for the computation of the
surface integral over each face.
Face Equation Outward normal(~n) F~ · ~n ds
S1 x=a ~i x3 − yz = a3 − yz dydz
−~i
ww S2
S3
x=0
y=a ~j
−(x3 − y2 )
−2x2 y = −2ax2
= yz dydz
dxdz
w.E S4
S5
y=0
z=0
−~j
−~k
2x2 y = 0
−2
dxdz
dxdy
asy
S6 z=a ~k 2 dxdy
" Za Za Za " #a
f~ · ~nds = 3
En
(a − yz)dzdy = 3
a z−y
z2
2 0
dy
gin
S1 y=0 z=0 y=0
Za #a
a2 a2 y2 a4
! "
4 4
= a − y dy = a y − · = a5 − .
"
f~ · ~nds =
0
Za Za
2
yzdzdy =
ee2 2 0
Za " 2 #a
y
z
2 0
dy
4
rin
S2
1
y=0 z=0
Za
2
" #a
a2 y2
y=0
a2 a2 a4 g.n
et
= y · a dy = = · = .
2 2 2 0 2 2 4
0
" Za Za Za
f~ · ~nds = 2
−2ax dzdx = −2a x2 · [z]a0 dx
S3 x=0 z=0 x=0
Za #a
x3 2a5
"
2 2
= −2a x · adx = −2a =− .
3 0 3
0
"
f~ · ~nds = 0.
S4
" Za Za Za Za
f~ · ~nds = −2dxdy = −2 dx dy = −2 · [x]a0 [y]a0 = −2 · a · a = −2a2 .
S5 x=0 y=0 x=0 y=0
" Za Za
f~ · ~nds = 2dxdy = 2a2 .
S6 x=0 y=0
"
a4 a4 2a5 2a5 a5
∴ f~ · ~nds = a5 − + − + 0 − 2a2 + 2a2 = a5 − = . (2)
4 4 3 3 3
S
ww
From (1) and (2) we have
" $
f~ · ~nds = ∇ · f~dv
w.E
∴ Gauss divergence theorem is verified.
s V
asy
Example 2.97. Evaluate F~ · d~s, where F~ = 4x~i − 2y2 ~j + z2~k and S is the surface
R
S
bounding the region x2 + y2 = 4, z = 0 and z = 3.
En Z
Solution.
By
Z Gauss divergence theorem, gin z=3
ee
Z
{F~ · d~s} = ~
∇ · FdV
S V
Now, F~ = 4x~i − 2y2 ~j + z2~k O
rin
x 2 + y2 = 4
Y
∇· F~ = ∂ ∂ 2 ∂ 2
∂x (4x)+ ∂y (−2y )+ ∂z (z ) = 4−4y+2z.
X
g.n
Z
V
∇ · F~ dV =
$
V
(4 − 4y + 2z) dxdydz
√
et
$ Z2 Z4−x2 Z3
= (4 − 4y + 2z) dzdydx = (4 − 4y + 2z) dzdydx
√
V x=−2 y=− 4−x2 z=0
√
Z2 Z4−x2
= (4z − 4yz + z2 )3z=0 dydx
√
x=−2 y=− 4−x2
√ √
Z2 Z4−x2 Z2 Z4−x2
= (12 − 12y + 9) dydx = (21 − 12y) dydx
√ √
x=−2 y=− 4−x2 x=−2 y=− 4−x2
Z2 √4−x2
2
= 21y − 6y √ dx
y=− 4−x2
x=−2
Z2 p p
= 21 4 − x2 + 4 − x2 − 6 (4 − x2 ) − (4 − x2 ) dx
ww
x=−2
Z2 p Z2 p
= 42 4 − x 2 dx = 42 × 2 4−x 2 dx
w.E = 84
x=−2
xp
2
2
4 −1 x
4 − x + sin
2
!2
2 x=0
x=0
π
= 84 2 sin−1 1 − 0 = 164 × = 84π.
2
asy
Example 2.98. Using divergence theorem, evaluate
Z
yz~i + zx~j + xy~k
d · S~ ,
En
where S is the surface of the sphere x2 + y2 + z2 = a2 in the first octant.
S
gin
Solution. Let V be the volume bounded by the surface of the sphere. This region
is bounded by 4 surfaces namely
g.n
S 2 : The circular quadrant OAC in the xz
plane.
S 3 : The circular quadrant OAB in the xy S2
C
S1
S4
→ −~j
etB
Y
plane. O
S3
∴ ∇ · F~ = ∂
∂x (yz) + ∂
∂y (zx) + ∂
∂z (xy) = 0.
By Gauss divergence theorem,
~ dV = F~ · dS~
R R
∇ · F
RV RS
∇ · F dV = F~ · dS~ + F~ · dS~ + F~ · dS~ + F~ · dS~
~
R R R
V S1 S2 S3 S
~ ~ ~ ~ ~ ~ ~ ~
R R R R
0 = F · dS + F · dS + F · dS + F · dS (1)
S1 S2 S3 S
On S 1 , x = 0,
Z "
ww ∴
S1
F~ · dS~ =
S1
"
(yz~i) (dydz(− j))
w.E =−
S1
yz dydz
√2 2 √
=−
asy Za Za −y
yz dzdy = −
Za
y
z 2
! a2 −y2
2 z=0
dy
1
Za
En
y=0 z=0
1
Za
y=0
gin
2 2
=− y(a − y ) dy = − a2 y − y3 dy
2 2
y=0 y=0
!a
ee
a2 y2 y4 a4 a41 a4 a4
!
1 1
=− − =− − =− × =− .
2 2 4 2 2 4 2 4 8
rin
y=0
∴ (1)
a4 a4 a4
⇒0=− − − +
Z
F~ · dS~
et
8 8 8
S
3a4
Z
0=− + F~ · dS~
8
S
3a4
Z
∴ F~ · dS~ = .
8
S
w.E
normal component of curlF~ over any surface S having C as its boundary.
Note. Green’s theorem in the plane is a particular case of Stoke’s theorem. If S
is the region R in the xy plane bounded by the simple closed curve C then ~n = ~k
asy
is the outward unit normal.
!
gin
If F~ = F1~i + F2 ~j + F3~k, then curlF~ = ~i
∂F3 ∂F2
∂y
−
∂z
− ~j
∂F3 ∂F1
∂x
−
∂z
+ ~k
∂F2 ∂F1
∂x
−
∂y
.
F~ · d~r = F1 dx + F2 dy + F3 dz.
+
∂y ∂z
∂F2 ∂F1
S ∂x
−
∂y
S
dxdy.
∂z ∂x
g.n
Note: If F~ = P~i + Q~j,~r = x~i + y~j, d~r = dx~i + dy~j.
~i ~j ~k
∂Q ∂P
et
~k ⇒ curlF~ · ~k = ∂Q − ∂P .
curlF~ = ∂x ∂ ∂
∂y
∂=
∂z
−
∂x ∂y ∂x ∂y
P Q 0
" n
∂Q ∂P o
Z
∴ Stoke’s theorem in the plane is (Pdx + Qdy) = − dxdy
C R ∂x ∂y
which is the Green’s theorem.
✎ ☞
Worked Examples
✍ ✌
Z
Example 2.99. Evaluate (e x dx + 2ydy − dz) where C is the curve x2 + y2 = 4, z = 2
C
using Stokes theorem. [Dec 2005]
~ r = e x dx + 2ydy − dz.
Solution. We have F.d~
ww
S C
~i ~j ~k
w.E
Now curlF~ = ∂x ∂ ∂
∂y
∂
∂z
e x 2y −1
= ~0
∴
Z
En
~ r = 0.
F.d~
C
Zgin
Example 2.100. Prove that
Solution. Let ~r = x~i + y~j + z~k
Hence d~r = dx~i + dy~j + dz~k
C
ee
{~r · d~r} = 0 where C is the simple closed curve.
rin
Now ~r · d~r = xdx + ydy + zdz
g.n
et
~i ~j ~k
curl~r = ∂x ∂ ∂ ∂=~ 0
∂y ∂z
x y z
Z "
By Stoke’s theorem {~r · d~r} = {curl~r · ~n}ds = 0.
C R
ww
= 0[∵ C is simple closed, both ends are same]
"
(∇ × ∇φ).~nds = 0.
w.E S
gin
Z
Solution. By Stoke’s theorem {F~ · d~r} = {curlF~ · ~n}ds.
Z C Z S
C
∴ F~ = xy~i + xy2 ~j
ee
Given, {(xydx + xy2 dy)} = {F~ · d~r}.
C
rin
~i
curlF~ = ∂x ∂
~j
∂
∂y
~k
∂ = ~i(0 − 0) − ~j(0 − 0) + ~
∂z
k(y2 − x) g.n
et
xy xy2 0
Y
x y
Equation to AB is + = 1 ⇒ x + y = 1. B (0, 1)
1 1
x y
Equation to BC is + =1
−1 1
⇒ −x + y = 1 ⇒ x − y = −1. C
X
x y (−1, 0)
O
A(1, 0)
Equation to CD is + =1
−1 −1
⇒ −x − y = 1 ⇒ x + y = −1.
x y D
Equation to DA is + = 1 ⇒ x − y = 1. (0, −1)
1 −1
ww "
R
curlF~ · ~nds =
"
ABD
+
"
BCD
w.E
Z 1 Z y=1−x Z 0 Z x+1
2
= (y − x)dydx + (y2 − x)dxdy
x=0 y=x−1 −1 y=−1−x
Z 1 h 3 Z 0 h 3 x+1
y (1−x) 1−x i y x+1 i
=
1
0
Z 1 asy
3 x−1
−x y dx +
x−1 −1
Z 1
3 −1−x
−x y
−1−x
dx
0
=
1 0
Z
3
En
[(1 − x)3 − (x − 1)3 ]dx −
0
x(1 − x − x + 1)dx
Z 0
gin
3 3
+ [(x + 1) + (1 + x) ]dx − x(1 + x + x + 1)dx
3 −1 −1
#1 " #1 #0 #0
1 (1 − x)4 (x − 1)4 2x3 2 (x + 1)4 2x3
" " "
ee
2 2
= − − x − + − x +
3 −4 4 0 3 0 3 4 −1 3 −1
=
2
− +
1 2
12 3 12 3 12 3
+ =
1 4 1
= .
rin
Example 2.103. Evaluate
Z
(x + y)dx + (2x − z)dy + (y + z)dz where C is the
g.n
et
C
boundary of the triangle with vertices (2, 0, 0), (0, 3, 0), (0, 0, 6) using Stokes
theorem. Z "
Solution. By Stoke’s theorem {F~ · d~r} = {curlF~ · ~n}ds.
C S
Now, F~ = ~ ~ ~
(x + y)i + (2x − z) j+ (y + z)k
~i ~j ~k
curlF~ = ∂x ∂ ∂ ∂ = ~i(1 + 1) − ~j(0 − 0) + ~
k(2 − 1) = 2~i + ~k.
∂y ∂z
x + y 2x − z y + z
ww |∇φ| =
∂x
r
1 1
∂y
+ +
4 9 36
1
∂z r2
=
3
9+4+1
36
6 √
=
14
6
X
w.E
~n =
∇φ
|∇φ|
= 2
1~
i + 13 ~j + 61 ~k 1 (3~i + 2~j + ~k) 3~i + 2~j + ~k
√
14
=
6
√
14
= √
14
asy
6 6
F~ = (x + y)~i + (2x − z)~j + (y + z)~k.
~ n = √6 + √1 = √7 .
curlF.~
Now,
" 14 14 "14
{curlF~ · ~n}ds = En 7
√ ds = √
7
"
{
dxdy
}
Where
"
S
R is the orthogonal
7
S
gin14
" projection "
dxdy
14 n · ~k|
R |~
of S on the xy plane
1
S
{curlF~ · ~n}ds = √
rin
{curlF~ · ~nds} where F~ = (y − z)~i + yz~j − xz~k and S is the
g.n
S
open surface bounded by the planes x = 0, x = 1, y = 0, y = 1, z = 0, z = 1 above the xy
plane.
Solution.
" Z Y
et
By Stoke’s theorem {curlF~ · ~n}ds = {F~ · d~r}, y=1 B
S C C
where S is the open surface bounded by
x=0
x=1
" Z Z Z Z
Now, curlF~ · ~nds = F~ · d~r + F~ · d~r + F~ · d~r + F~ · d~r.
S
OA AB BC CO
F~ · d~r = (y − z)dx + yzdy − xzdz.
Since z = 0, dz = 0.
∴ F~ · d~r = ydx.
OnZ OA: y = 0, dy = 0, x varies from 0 to 1 and F~ · d~r = 0.
∴ F~ · d~r = 0.
OA
OnZ AB: x = 1, dx = 0, y varies from 0 to 1 and F~ · d~r = 0.
ww ∴ F~ · d~r = 0.
AB
On BC: y = 1, dy = 0, x varies from 1 to 0 and F~ · d~r = dx.
w.E
∴
Z
F~ · d~r =
BC
Z 0
dx = [x]0 = 0 − 1 = −1.
1
1
gin∴
s
~ nds = −1.
curlF.~
ee
Example 2.105. Verify Stoke’s theorem for F~ = (y − z + 2)~i + (yz + 4)~j − xz~k where S
is the surface of the cube x = 0, x = 2, y = 0, y = 2, z = 0, z = 2 above the xy plane.
rin [Jun 2005]
Solution.ZBy Stoke’s " theorem,
g.n
{F~ · d~r} =
C
{CurlF~ · ~n}ds.
S
~i
~j
~k
et
curlF~ = ∂x ∂ ∂
∂y
∂
∂z
y − z + 2 yz + 4 −xz
! Z
w.E S 1 = ABEF
S 2 = OCDG
x=2
x=0
~i
−~i
−y
y
dydz
dydz
S 3 = BCDE
S 4 = OAFG asy y=2
y=0
~j
−~ j
z−1
1−z
dxdz
dxdz
S 5 = DEFG
En z=2 ~k −1 dxdy
"
curlF~ · ~nds =
Z
gin 2Z 2
−ydydz = −
Z 2 2 2
y
dz = −2(z)20 = −4.
"
"
S1
S2
curlF~ · ~nds =
Z
0
0
ee 0
2Z 2
0
ydydz =
Z
0
0
2 2 2
y
2
2
0
0
dz = 2(z)20 = 4.
rin
g.n
Z 2Z 2 Z 2 2 Z 2
z 2
curlF~ · ~nds = (z − 1)dzdx = − z dx = 0dx = 0.
S3 0 0 0 2 0 0
"
et
Z 2Z 2
curlF~ · ~nds = (1 − z)dxdz = 0.
S4 0 0
" Z 2Z 2 Z 2 2
curlF~ · ~nds = (−1)dydx = − y dx = −2(x)20 = −4.
0
"S 5 0 0 0
We shall now compute the line integral over the simple closed curve C where C is
the boundary of the surface consisting of the edges OA,AB,BC & CO in the z = 0
plane.
ww
Z Z 0
∴ ~
{F · d~r} = 4dx = −8.
BC 2
On CO: x = 0, dx = 0, y varies from 2 to 0.
w.E
Z Z 0
∴ ~
{F · d~r} = 4dy = 4(y)02 = −8.
CO 2
Now, C {F~ · d~r} = 4 + 8 − 8 − 8 = −4.
R
(2)
From (1) and (2) we obtain
"
asy Z
{curlF~ · ~n}ds = {F~ · d~r}
S C
∴ Stoke’s theorem is verified.
En
gin
Example 2.106. Verify Stoke’s theorem for F~ = (x2 − y2 )~i + 2xy~j in the rectangular
region in the xy plane bounded by the lines x = 0, x = a, y = 0, y = b. [Dec 2005]
Solution. We have F ~
By stoke’s theorem, {F~ · d~r} =
~i
C
~j
2
Z = (x − y )i"
~k
ee
2~
+ 2xy~j
S
{curlF~ · ~n}ds
rin
Now, CurlF~ = ∂x ∂ ∂
∂y ∂z
∂ = ~i(0 − 0) − ~j(0 − 0) + ~
k(2y + 2y) = 4y~k.
g.n
et
x2 − y2 2xy 0
x=a
" "
curlF~ · ~nds = 4ydxdy
S R
Z a Z b Z a y2 b Z a
= 4ydydx = 4 dx = 2 b2 dx = 2b2 [x]a0 = 2ab2 . (1)
x=0 y=0 0 2 0 0
Z
We shall now evaluate {F~ · d~r}.
Z Z C Z Z Z
~
{F · d~r} = ~
{F · d~r} + ~
{F · d~r} + {F~ · d~r} + {F~ · d~r}
ww
C OA AB BC CO
Now, F~ · d~r = (x − y2 )dx + 2xydy
2
w.E ∴
Z
OA
~
{F · d~r} =
Z a
0
x2 dx =
x3 a a3
3 0
= .
3
Along AB: x = a, dx = 0, y varies from 0 to b.
∴
Z
AB
{F~ · d~r} =
Z b
0
2aydy = 2a asy
y2 b
2 0
= ab2 .
Z
~
Z 0
En
Along BC: y = b, dy = 0, x varies from a to 0.
x3 0 0 a3 a3
∴
BC
{F · d~r} =
a
x2 − b2 dx =
gin
3 a
Along CO: x = 0, dx = 0, y varies from b to 0.
− b2 x = − + ab2 = ab2 − .
a 3 3
ee
Z Z 0
{F~ · d~r} = 0dx = 0.
rin
CO b
a3 a3
Z
∴
C
{F~ · d~r} =
3
+ ab2 + ab2 −
"
3
+ 0 = 2ab2 .
g.n (2)
et
Z
From (1) and (2) we obtain {F~ · d~r} = {curlF~ · ~n}ds.
C S
Hence, Stoke’s theorem is verified.
Example 2.107. Verify Stoke’s theorem for F~ = y2 z~i+z2 x~j+ x2 y~k where S is the open
surface of the cube formed by the planes x = −a, x = a, y = −a, y = a, z = −a, z = a in
which z = −a is cut open.
Solution. By Stoke’s theorem,
!
{F~ · d~r} = S {curlF~ · ~n}ds
R
C
"
Now we shall complete {curlF~ · ~n}ds Z
S
where S is the open surface consisting H
ww of
"5 faces of the cube
~
{curlF · ~n}ds =
"
" except ABCD.
~
{F1 · ~n}ds +
"
"
{F~1 · ~n}ds
G
F
E
w.E
S s1 s2
D
{F~1 · ~n}ds + {F~1 · ~n}ds
> Y
+ A
>
" s3
>
s4
>
{F~1 · ~n}ds
asy
B C
+
s5 X
En
The following table gives the necessary quantities for the computation of the
surface integral.
Face gin
Equation normal ~n curlF~ · ~n ds
S 1 :BCFG
S 2 :ADEH
S 3 :EFGH
ee
x=a
x = −a −~i
~i
~k
a2 − 2az
−(a2 + 2az)
a2 − 2ax
dydz
dydz
rin
g.n
z=a dxdy
S 4 :ABGH y = −a −~j −(a2 + 2ax) dzdx
Now ,
"
S 5 :CDEF
{F~1 · ~n}ds =
y=a
Z a Z a
2
~j
{a − 2az}dydz =
a2 − 2ay
Z a
dzdx
et
[a2 (y)a−a − 2az(y)a−a ] dz
s1 −a −a −a
Z a Z a
2
= {a · 2a − 2a · 2az}dz = (2a3 − 4a2 z)dz
−a −a
z2 a
= 2a3 (z)a−a − 4a2 · = 2a3 · 2a − 2a2 · 0 = 4a4 .
" 2 −a
"
CurlF~ · ~nds = 4a4 .
S3
"
CurlF~ · ~nds = −4a4 .
"S 4
CurlF~ · ~nds = 4a4 .
S5
"
CurlF~ · ~nds = 4a4 . (1)
S
ww
Z
We shall now compute F~ · d~r over the
C
simple closed curve C, consisting of the
w.E
edges AB, BC, CD, DA. B (a, −a) C(a, a)
Here z = −a, dz = 0.
asy
∴ F~ · d~r = −ay2 dx + a2 xdy.
OnZ AB: y = −a, Z dy
a
En
= 0, x varies from −a to a.
∴ F~ · d~r =
AB
OnZ BC: x = a, Z
−a
gin
−a3 dx = −a3 (x)a−a = −2a4 .
dx = 0, y varies from −a to a.
ee
a
∴ F~ · d~r = a3 dy = 2a4 .
BC −a
OnZ CD: y = a, Z
F~ · d~r =
dy = 0, x varies from a to −a.
−a
−a3 dx = −a3 (x)−a 4
a = 2a . rin
g.n
∴
CD a
OnZ DA: x = −a, Z dx = 0, y varies from a to −a.
−a
∴ F~ · d~r =
DA
−a3 dy = 2a4 .
a
Hence,
Z
c
F~ · d~r = 4a4 .
et (2)
Z "
From (1) and (2) we obtain {F~ · d~r} = {curlF~ · ~n}ds
C S
Hence, Stoke’s theorem is verified.
Example 2.108. Verify Stoke’s theorem for F~ = (x2 + y2 )~i − 2xy~j taken around the
rectangle bounded by the lines x = ±a, y = 0, y = b. [Dec 2013, May 2001]
Z "
Solution. By Stoke’s theorem we have {F~ · d~r} = {curlF~ · ~n}ds.
C S
y=b B(a, b)
w.E
Hence, ~n = ~k.
" "
x = −a
x=a
asy
−4y~k.~kdxdy
~
{curlF · ~n}ds =
S S
Zb Za #b
y2
"
En
X
= −4 ydxdy = −4 [x]a−a D(−a, 0) 0 y=0 A(a, 0)
2 0
0 −a
gin
= −2[b2 ][a + a] = −4ab2 . (1)
ee
Z
Now, we shall evaluate the line integral {F~ · d~r}
F~ · d~r = [(x2Z+ y2 )~i − 2xy
Z
~ ~
Z j].(dxi + dy
~
Z j) = (x +Z
2
C
y2 )dx − 2xydy.
rin
C
F~ · d~r =
AB
F~ · d~r +
BC
F~ · d~r +
CD
F~ · d~r +
DA
F~ · d~r.
g.n
On AB: x = a, dx = 0, y varies from 0 to b and F~ · d~r = −2aydy.
∴
Z
AB
F~ · d~r =
Z b
0
−2aydy = −2a
y
2
2 b
!
0
= −ab2 .
a !a
x3 2a3
Z Z
1
∴ F~ · d~r = x dx = 2
= (a3 + a3 ) = .
DA −a 3 −a 3 3
2a3 2a3
Z
Hence, F~ · d~r = −ab2 − − 2ab2 − ab2 + = −4ab2 . (2)
c 3 3
Z "
From (1) and (2) we obtain {F~ · d~r} = {curlF~ · ~n}ds
C S
Hence, Stoke’s theorem is verified.
Example 2.109. Verify Stoke’s theorem for the vector field F~ = (2x − y)~i − yz2 ~j − y2 z~k
w.E
Solution. The projection of the upper
Z
C C
Z
gin X
=
C
(2x − y)dx.
ee
Since C is the unit circle, change x and y interms of the parametric coordinates. rin
x = cos θ, y = sin θ, dy = − sin θdθ.
g.n
et
Since C is the full circle, θ varies from 0 to 2π.
Z Z2π
F~ · d~r = (2 cos θ − sin θ)(− sin θ dθ)
C 0
Z2π
= − (2 sin θ cos θ − sin2 θ) dθ
0
Z2π !
1 − cos 2θ
=− sin 2θ − dθ
2
0
A2 − 6A + 8I − 3A−1 = 0
3A−1 = A2 − 6A + 8I
7 −6 9 2 −1 2 1 0 0
3A−1 = −5 6 −6 − 6 −1 2
−1 + 8 0
1 0
ww
5 −5 7
1 −1 2
0 0 1
0 −3
0 0 8
3A−1
= 1 2 0 ⇒ A = 1
ngi
−1 1
3
2 0 .
−1 1 3
nee
−1 1 3
11. (b) Reduce the quadratic form 3x + 5y2 + 3z2 − 2xy − 2yz + 2zx into 2
rin
canonical form.
g.n
Solution. Refer question no. 11. (b) (i) of Nov/Dec. 2014 [2.1.2]
et
2.2 Unit II Vector Calculus
1. Evaluate ∇2 log r.
Solution. We have ~r = x~i + y~j + z~k
p
r = |~r| = x2 + y2 + z2 .
∴ r2 = x2 + y2 + z2 .
∂r ∂r x ∂r y ∂r z
2r = 2x ⇒ = . Similarly, = , = .
∂x ∂x r ∂y r ∂z r
∂ ∂ ∂
∇(log r) = ~i (log r) + ~j (log r) + ~k (log r)
∂x ∂y ∂z
1 ∂r 1 ∂r 1 ∂r 1 h x~i y~j z~k i ~r
= ~i . + ~j . + ~k . = + + = 2.
r ∂x r ∂y ! r ∂z ! r r r r r
2 ~r 1 1
∇ log r = ∇ · ∇ log r = ∇ · 2 = ∇ 2 · ~r + 2 ∇ · ~r
r r r
−2−2 1 −4 2 3 −2 3 1
= −2r ~r · ~r + 2 · 3 = −2r r + 2 = 2 + 2 = 2 .
r r r r r
2. State Stoke’s theorem.
Solution. Refer page 98 of the main text book.
ww
Part B
w.E
11. (a) (i) If ∇φ = 2xyz3~i + x2 z3 ~j + 3x2 yz2~k find φ(x, y, z) given that
a
φ(1, −2, 2) = 4.
syE
Solution. Refer Example 1.23 on page 19 of the main text
book. ngi
11. (a)Z (ii) Using Green’s theorem in a plane evaluate nee
C rin
x2 (1 + y)dx + (x3 + y3 )dy where C is the square formed by
x = ±1 and y = ±1.
Solution. Comparing the given integral with Green’s
g.n
theorem we have
2 3 3
et
P = x (1 + y), Q= x +y .
∂P ∂Q
= x2 , = 3x2 .
∂y ∂x
By Green’s theorem,
I " "
∂Q ∂P
(Pdx + Qdy) = − dxdy = (3x2 − x2 )dxdy
C ∂x ∂y
R R
" Z 1 Z 1
= 2x2 dxdy = 2x2 dxdy
y=−1 x=−1
R
Z 1 " #1 Z 1
2x3 2
= dy = [1 + 1] dy
y=−1 3 x=−1 3 y=−1
4 1 4 8
= y y=−1 = [1 + 1] = .
3 3 3
11. (b) (i) Find a and b so that the surfaces ax3 − by2 z = (a + 3)x2 and
4x2 y − z3 = 11 cut orthogonally at (2, −1, −3).
Solution. Refer Example 1.19 on page 16 of the main text
book.
ww
2.2.2 Dec.2015/Jan. 2016 [R 2013]
Part A w.E
a −~r
1. Prove that Grad(1/r) =
r3
.
syE
ngi
Solution. Refer Example 1.26 subdivision (iii) on page 22 of
the main text book.
2. Evaluate
Z
nee
(yz~i + xz~j + xy~k) · d~r where C is the boundary of a
C rin
surface S .
Solution. By
Z Stoke’s theorem we have g.n
~
F · d~r =
Z Z
c
curlF~ · ~nds.
S
et
Here, F~ = yz~i + xz~j + xy~k.
~i ~j ~k
curlF~ = ∂x ∂ ∂
∂y
∂
∂z
yz xz xy
Part B
11. (a) Verify Green’s theorem for F~ = (x2 + y2 )~i − 2xy~j taken round
the rectangle bounded by the lines x = ±a, y = 0 and y = b.
Solution. Refer Example 1.79 on page 76 of the main text
book.
w.E curlV ∂x
y+z
∂y
z+x
∂z
x + y
g.n
rectangular parallelepiped bounded by x = 0, x = a, y = 0, y = b,
z = 0 and z = c.
Solution. Refer Example 1.91 on page 92 of the main text
book.
et
2.2.3 April/May 2015 [R 2013]
Part A
∂φ ~ ∂φ ~ ∂φ
▽φ = ~i +j +k
∂x ∂y ∂z
= (2xy2 z4 )~i + (2x2 yz4 )~j + (4x2 y2 z3 )~k.
(▽φ)(3,1,−2) = (2 × 3 × 1 × (−2)4 )~i + (2 × 9 × 1 × (−2)4 )~j
+ (4 × 9 × 1 × (−2)3 )~k
= 96~i + 288~j − 288~k.
Directional derivative is maximum in the direction of
▽φ = 96~i + 288~j − 288~k.
Maximum valuepof the directional derivative
a syE
2. Find α such that F~ = (3x − 2y + z)~i + (4x + αy − z)~j + (x − y + 2z)~k
is solenoidal.
ngi
Solution. Let F~ = (3x − 2y + z)~i + (4x + αy − z)~j + (x − y + 2z)~k.
∂ ∂ nee
Given that F~ is solenoidal.i.e.,∇.F~ = 0.
∂
⇒
∂x
i.e., 3 + α + 2 = 0
∂y
rin
(3x − 2y + z) + (4x + αy − z) + (x − y + 2z) = 0.
∂z
⇒ α + 5 = 0 ⇒ α = −5.
g.n
Part B
11. (a) (i) Show that ∇2 (rn ) != n(n + 1)rn−2 where r2 = x2 +y2 +z2 . Hence
et
1
find the value of ∇2 .
r
Solution. Let ~r = x~i + y~j + z~k.
r2 = x2 + y2 + z2 .
∂r ∂r x ∂r y ∂r z
2r = 2x ⇒ = . similarly = , = .
∂x ∂x r ∂y r ∂z r
∂ ∂ ∂
We have, ∇ (rn ) = ~i (rn ) + ~j (rn ) + ~k (rn )
∂x ∂y ∂z
∂r ∂r ∂r
= ~inr n−1
+ ~jnr n−1
+ ~knrn−1
∂x ∂y ∂z
We have ∇2 (rn ) = ∇.∇ (rn ) = ∇. nrn−2~r
h i
= n ∇ rn−2~r + rn−2 ∇.~r
h i
= n (n − 2)rn−4~r · ~r + rn−2 3
h i
= n (n − 2)rn−4 r2 + 3rn−2
h i
= n (n − 2)rn−2 + 3rn−2
= nrn−2 [n − 2 + 3] = n(n + 1)rn−2 .
ww
w.E Put n!= −1 in the above result we get
∇2
1
r
= (−1)(−1 + 1)rn−2 = 0.
a syE Z
11. (a) (ii) Using Green’s theorem, evaluate (y − sin x)dx + cos x dy
ngi π
where C is the triangle formed by y = 0, x =,y=
C
2x
.
nee
2 π
Solution. Comparing the given integral with Green’s theorem
we have
rin
P = y − sin x
∂P
Q = cos x.
∂Q g.n
∂y
By
=1
I Green’s theorem
(Pdx + Qdy) =
∂x
= − sin x.
" we have
(
∂Q ∂P
− )dxdy.
et
C R ∂x ∂y
Z "
i.e., {(y − sin x)dx + cos xdy} = (− sin x − 1)dxdy
C R
π 2x
Where R is the triangle formed by y = 0, x = , y = (or)
2 π
πy
x= .
2 Z 1Z π
2
=− (sin x + 1)dxdy
0 x= πy
I 2
Z 1 π2 Y
=− − cos x + x πy dy B(π/2, 1)
0 2
Z n
1
π π πy πy o
/2
x = π/2
πy
=− − cos + − (− cos + ) dy
=
x
0 2 2 2 2
X
(0, 0) o A(π/2, 0)
Z 1
π πy πy
=− ( + cos − )dy
0 2 2 2
" πy #
π 1 sin 2 1 π y2 1
= − (y)0 + π −
2 2
0 2 2 0
" #
ww =−
π 2 π π
+ (sin − sin 0) − (1 − 0)
2 π 2 4
=−
"
π 2
w.E
+ ·1−
2 π
π
4
#
=−
"
π 2
+
4 π
#
.
a syE
11. (b) Verify Gauss divergence theorem for F~ = (4xz)~i − (y2 )~j + (yz)~k
ngi
taken over the cube bounded by the planes x = 0, x = 1, y = 0,
y = 1, z = 0, z = 1.
Solution.
" By$
Gauss divergence theorem, nee
F~ · ~nds = ~
∇ · Fdv
rin
S V
Given, F~ = 4xz~i − y2 ~j + yz~k.
g.n
The given surface is the cube Z
G
et
OABCDEFG. S is piecewise D
and DEFG.
" " " "
∴ {F~ · ~n}ds = {F~ · ~n}ds + {F~ · ~n}ds + {F~ · ~n}ds
S ABEF OCDG OABC
" " "
+ {F~ · ~n}ds + {F~ · ~n}ds + {F~ · ~n}ds.
DEFG BCDE OAFG
ww "
~
F · ~nds =
Z1 Z1
4zdydz = 4
Z 1
1
Z1
z(y)0 dz=4 zdz = 4
z2
!1
= 2.
ABEF
" w.E 0
Z1 Z1
0
0 2 0
Z1
0
Z1
BCDE
"
a
F~ · ~nds =
0
Z1 Z1
0
syE
(−1)dxdz = −
Z1
0
!
2 1
(x)10 dz=−
0
dz = −(z)10 = −1.
F~ · ~nds = ydxdy =
ngi y
2 0
1 1
dx= (x)10 = .
2 2
DEFG
All"
0 0
the other integrals will be zero.
1 3
x=0
nee
∴
S
F~ · ~nds = 2 − 1 + = .
2 2
rin (1)
$ g.n
Now,
V
~
∇ · Fdv
Z 1Z 1Z 1
∂F1 ∂F2 ∂F3
!
et
= + + dzdydx
0 0 0 ∂x ∂y ∂z
Z 1 Z 1 Z 1
= (4z − 2y + y)dzdydx
0 0 0
Z 1 Z 1 Z 1 #1 Z 1 Z 1 "
z2
= (4z − y)dzdydx = 4 − yz dydx
0 0 0 0 0 2 0
Z 1Z 1 Z 1 !
2 1
y
= (2 − y)dydx = 2(y)10 − dx
0 0 0 2 0
Z 1 !
1 3 3
= 2 − dx = (x)10 = . (2)
0 2 2 2
" $
From (1) and (2) we have F~ · ~nds = ~
∇ · Fdv.
S V
Hence, Gauss Divergence theorem is verified.
ww
curlF~ = ∂x
∂ ∂
∂y
xy yz zx
∂
∂z
w.E
= ~i
∂ ∂
(zx) − (yz) − ~j
∂ ∂
(zx) − (xy) + ~k
∂ ∂
(yz) − (xy)
a ∂y
syE
∂z ∂x ∂z ∂x
= ~i(0 − y) − ~j(z − 0) + ~k(0 − x) = −y~i − z~j − x~k.
∂y
H !
rin
curve C and if F~ is continuous having continuous partial
derivatives in S and on C, then F~ · d~r = CurlF~ · ~nds where C
is traversed in the positive direction.
C S
g.n
Part B et
11. (a) (i) Find the angle between the normals to the surface x2 = yz
at the points (1, 1, 1) and (2, 4, 1).
Solution. Given φ = x2 − yz.
Let ~n1 and ~n2 be the normals to the surface φ at (1,1,1) and
(2,4,1) respectively.
∂φ ~ ∂φ ~ ∂φ ~
▽φ = ~i +j +k = i(2x) + ~j(−z) + ~k(−y).
∂x ∂y ∂z
~n1 = (▽φ)(1,1,1) = 2~i − ~j − ~k.
~n2 = (▽φ)(2,4,1) = 4~i − ~j − 4~k.
~n1 .~n2
∴ cos θ = .
~n1 ~n2
8+1+4
= √ √
4 + 1 + 1 16 + 1 + 16
13 13 13
= √ √ = √ = √
6 33 6 × 33 198
!
13
∴ θ = cos−1 √ .
198
ww
11. (a)Z (ii) Using
2 2
Green’s theorem evaluate
[(3x − 8y )dx + (4y − 6xy)dy] where C is the boundary of the
C
w.E
triangle formed by the lines x = 0, y = 0, x + y = 1 in the
Solution.
a
xy−plane.
I By Green’s theorem,
" syE
∂Q ∂P
!
C
(Pdx + Qdy) =
R ∂x
−
∂y
dxdy.
ngi (1)
P = 3x2 − 8y2
∂P
= −16y
Q = 4y − 6xy.
∂Q
= −6y. nee
∂y
Applying in (1) we get
∂x
rin
Z
3x2 − 8y2 dx + (4y − 6xy) dy g.n
=
C
"
(−6y + 16y)dxdy
et
"R
= 10ydxdy
R
11. (b) (i) Verify divergence theorem for F~ = 4xz~i − y2 ~j + yz~k taken
over the cube bounded by the planes x = 0, x = 1, y = 0, y = 1,
z = 0, z = 1.
Solution. Refer question 11. (b) of April/May 2015.
11. (b) (ii) Prove that F~ = (x2 − y2 + x)~i − (2xy + y)~j is irrational and
hence find its scalar potential.
Solution. Given F~ = (x2 − y2 + x)~i − (2xy + y)~j.
~i ~j ~k
∇ × F~ = ∂x
∂ ∂
∂y
∂
∂z
x2 − y2 + x −2xy − y 0
x3 x2
φ= − xy2 + + f1 (y, z) (4)
Z3 2
φ= (−2xy − y)dy + f2 (x, z)
−2xy2 y2 y2
φ= − + f2 (x, z) = −xy2 − + f2 (x, z) (5)
2 2 2
φ = f3 (x, y) (6)
1. Find the unit normal vector to the surface x2 +y2 = z at (1, −2, 5).
Solution. φ = x2 + y2 − z
ww ∇φ = ~i
∂φ ~ ∂φ ~ ∂φ ~
+j +k = i(2x) + ~j(2y) + ~k(−1).
w.E ∂x ∂y ∂z
(∇φ)(1,−2,5) = 2~i − 4~j − ~k.
a
√
|∇φ| = 4 + 16 + 1 = 21.
syE
∇φ
√
1
= √ (2~i − 4~j − ~k).
Unit normal =
|∇φ| 21
ngi
2. Prove that curl(grad φ) = ~0.
∂φ ~ ∂φ ~ ∂φ
nee
Solution. We have ∇φ = ~i
∂x
+j
∂y
+k .
∂z
rin
~i
~j ~k
g.n
∇ × ∇φ = ∂x ∂y ∂∂z .
∂ ∂
∂φ ∂φ ∂φ
∂x ∂y
∂z
et
! ! !
~ ∂2 φ ∂ φ 2
~ ∂2 φ ∂2 φ ~ ∂2 φ ∂2 φ
=i − −j − +k −
∂y∂z ∂z∂y ∂x∂z ∂z∂x ∂x∂y ∂y∂x
∂2 φ ∂2 φ
=0 [assuming = etc]
∂y∂z ∂z∂y
∇ × ∇φ = 0 always.
Part B
11. (a) Verify Gauss divergence theorem for F~ = x2~i + y2 ~j + z2~k taken
over the cube bounded by the planes x = 0, y = 0, z = 0, x = 1,
y = 1 and z = 1.
Solution. By Gauss divergence theorem
" $
~
F · ~nds = ~
∇ · Fdv.
S V
∂F1 ∂F2 ∂F3
∇ · F~ = + +
∂x ∂y ∂z
∂ 2 ∂ 2 ∂
= (x ) + (y ) + (z2 ) = 2x + 2y + 2z.
∂x ∂y ∂z
$ Z1 Z1 Z1
Now, ~ =
∇ · Fdv (2x + 2y + 2z)dxdydz
Z1 Z1 !1
w.E =
x2
2
2 0
1
+ 2(y)(x)0 + 2z(x)0 dydz
1
a
0 0
syE =
Z1 Z1
(1 + 2y + 2z)dydz
0
Z1
0
ngi !1
= y+2·
y2
2 nee
+ 2zy
y=0
dz
0
Z1 rin
Z1
= (1 + 1 + 2z)dz = (2 + 2z)dz
g.n
=2
0
Z1
(1 + z)dz =
0
2(1 + z)2
!1
= 4 − 1 = 3.
et
2 0
0
Now,
" we shall evaluate
F~ · ~nds.
S
The cube has six faces namely
S 1 : ABEF, S 2 : OCDG,
S 3 : BCDE, S 4 : OAFG,
S 5 : OABC, S 6 : DEFG.
syE
z =1 dxdy
"
F~ · ~nds =
Z1 Z1
ngi Z1 Z1
S1
"
y=0 z=0
dydz =
y=0 nee
(y)10 dz =
0
dz = (z)10 = 1.
F~ · ~nds = 0. rin
S2
"
g.n
S3
F~ · ~nds =
Z1 Z1
z=0 x=0
dxdz =
Z1
0
(x)10 dz =
Z1
0
dz = (z)10 = 1. et
"
F~ · ~nds = 0.
S4
"
F~ · ~nds = 0.
S5
" Z1 Z1 Z1 Z1
F~ · ~nds = dxdy = (y)10 dx = dx = (x)10 = 1.
S6 x=0 y=0 0 0
"
Now, F~ · ~nds = 1 + 0 + 1 + 0 + 0 + 1 = 3
S
" $
From (1) and (2) we have F~ · ~nds = ~
∇ · Fdv
S V
∴ Gauss divergence theorem is verified.
11. (b) (i) Find the value of n such that the vector rn~r is both
solenoidal and irrotational.
Solution. Given ~r = x~i + y~j + z~k.
∂r x ∂r y ∂r z
r2 = x2 + y2 + z2 . ⇒ = , = , =
∂x r ∂y r ∂z r
Let F~ = rn~r = rn x~i + rn y~j + rn z~k.
ww F1 = rn x, F2 = rn y, F3 = rn z
w.E
∇ · F~ =
∂F1 ∂F2 ∂F3
∂x
+
∂y
+
∂z
.
a
=
∂ n
∂x
n
∂
∂y
syE
(n−1) ∂r
∂
(r x) + (rn y) + (rn z).
∂z
∂r ∂r
+ rn + y × n × r(n−1) + rn + z × n × r(n−1)
=r +x×n×r
∂x
x y ngiz
∂y ∂z
= 3rn + nr(n−1) x × + y × + z ×
r r r
nee
= 3rn + nr(n−2) (x2 + y2 + z2 )
rin
= 3rn + nr(n−2) × r2 = 3rn + nrn = (n + 3)rn .
g.n
If rn~r is solenoidal then ∇ · F~ = 0.
n
i.e., (n + 3)r = 0. ⇒ n + 3 = 0. ⇒ n = −3.
et
~i ~j ~k
curlF~ = ∂x ∂ ∂
∂y
∂
∂z
r n x r y r n z
n
! ! !
~ ∂(rn z) ∂(rn y) ~ ∂(rn z) ∂(rn x) ~ ∂(rn y) ∂(rn x)
=i − −j − +k − .
∂y ∂z ∂x ∂z ∂x ∂y
y z
= ~i z × n × r(n−1) × − y × n × rn−1 − ~j(0) + ~k(0) = ~0
r r
∴ rn~r is irrotational for all values of n.
11. (b) (ii) Verify Stokes theorem for F~ = (x2 − y2 )~i + 2xy~j in the
rectangular region of z = 0 plane bounded by the lines x = 0,
y = 0, x = a and y = b.
Solution. We have F ~ 2 2~
+ 2xy~j
I = (x − y )i"
By stoke’s theorem, {F~ · d~r} = {curlF~ · ~n}ds
C S
Now,
~i ~j ~k
CurlF~ = ∂
∂x
∂
∂y
∂ = ~i(0 − 0) − ~j(0 − 0) + ~
∂z
k(2y + 2y) = 4y~k.
x2 − y2 2xy 0
w.E
rectangle in the xy plane, the
normal is ~n = ~k.
a
curlF~ · ~n = 4y~k · ~k = 4y.
" "
syE
curlF~ · ~nds = 4ydxdy ngi
S
=
Z
R
a Z b
4ydydx nee
!b Z
x=0
Z aa
y=0
rin
=
0
4
y2
2 0
dx = 2
0
b2 dx = 2b2 (x)a0 = 2ab2 .
g.n (1)
Z
We shall now evaluate {F~ · d~r}.
C
et
Z Z Z Z Z
{F~ · d~r} = {F~ · d~r} + {F~ · d~r} + {F~ · d~r} + {F~ · d~r}
C OA AB BC CO
Now, F~ · d~r = (x2 − y2 )dx + 2xydy
Along OA: y = 0, dy = 0, x varies from 0 to a.
Z Z a !a
~ 2 x3 a3
∴ {F · d~r} = x dx = = .
OA 0 3 0 3
Along AB: x = a, dx = 0, y varies from 0 to b.
Z Z b !b
~ y2
∴ {F · d~r} = 2aydy = 2a = ab2 .
AB 0 2 0
Along BC: y = b, dy = 0, x varies from a to 0.
Z Z 0 !0
x3
∴ {F~ · d~r} = x − b dx =2 2
− b2 (x)0a .
BC a 3 a
a3 a3
= − + ab2 = ab2 − .
3 3
Along CO: x = 0, dx = 0, y varies from b to 0.
Z Z 0
~
{F · d~r} = 0dx = 0.
CO b
Z
a3 a3
∴ {F~ · d~r} =
+ ab2 + ab2 − + 0 = 2ab2 . (2)
C 3 3
I "
From (1) and (2) we obtain {F~ · d~r} = {curlF~ · ~n}ds.
w.E
2.2.6 November/December 2013[R 2008]
Part A a syE
1. Define Solenoidal vector function. If V ngi
~ = (x + 3y)~i + (y − 2z)~j + (x +
2λz)~k is solenoidal, find the value of λ.
nee
Solution. Solenoidal vector. If divF~ = 0 everywhere in a
rin
region R, then F~ is called a solenoidal vector in R.
~ = (x + 3y)~i + (y − 2z)~j + (x + 2λz)~k.
Given V g.n
~ is solenoidal.
Given V
~ =0
et
∴ ∇·V
∂ ∂ ∂
i.e., (x + 3y) + (y − 2z) + (x + 2λz) = 0
∂x ∂y ∂z
1 + 1 + 2λ = 0
2λ = −2
λ = −1.
Part B
11. (a) (i) Show that the vector field F~ = (x2 + xy2 )~i + (y2 + x2 y)~j is
irrotational. Find its scalar potential.
w.E
∇ × F =
~i ~j
~k
∂
a ~
syE
∂
∂x
x2 + xy2
∂
∂y
y2 + x2 y
∂z
0
ngi
= ~i(0 − 0) − ~j(0 − 0) + ~k(2xy − 2xy)
= ~0.
nee
∴ F~ is irrotational. rin
Since ∇ × F~ = ~0, F~ = ∇φ, where φ is a scalar potential. g.n
∴ F~ = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k .
∂z
et
~ we get
Comparing the components of F,
∂φ
= x2 + xy2 (1)
∂x
∂φ
= y2 + x2 y (2)
∂y
∂φ
= 0. (3)
∂z
we get
Z
x3 x2 y2
φ = (x2 + xy2 )dx + f1 (y, z) ⇒ φ= + + f1 (y, z). (4)
3 2
Z
y3 x2 y2
φ = (y2 + x2 y)dy + f2 (x, z) ⇒ φ= + + f2 (x, z). (5)
3 2
φ = f3 (x, y). (6)
w.E
x = −a, x = a, y = 0, y = b.
Solution. By Stoke’s theorem we have
I
C
a
{F~ · d~r} =
"
syE
{curlF~ · ~n}ds.
S
ngi
Here, F~ = (x2 + y2 )~i − 2xy~j
~i
~j
~k
nee
~
curl F = ∂x
∂ ∂
∂y
∂
∂z
x2 + y2 −2xy 0
rin
= ~i(0 − 0) − ~j(0 − 0) + ~k(−2y − 2y) = −4y~k
g.n
The surface S is given as a
et
rectangle in the xy plane.
Hence, ~n = ~k.
" " Zb Za
{curlF~ · ~n}ds = −4y~k.~kdxdy = −4 ydxdy
S S
0 −a
" #b
y2
= −4 [x]a−a = −2[b2 ][a + a] = −4ab2 . (1)
2 0
w.E =−
3
2a3
− 2ab2 .
Z
a Z 0 syE y2
!0
3
On CD: x = −a, dx = 0, y varies from b to 0 and F~ · d~r = 2aydy.
∴
CD
~
F · d~r =
b
2aydy = 2a
ngi2 b
= a(0 − b2 ) = −ab2 .
Z
~
F · d~r =
Z a
2
x dx =
x3 1 nee
On DA: y = 0, dy = 0, x varies from −a to a and F~ · d~r = x2 dx.
!a
= (a3 + a3 ) =
2a3
.
rin
∴
DA −a 3 −a 3 3
Hence,
Z
F~ · d~r = −ab2 −
2a3
3
− 2ab2 − ab2 +
2a3
3 g.n
= −4ab2 . (2)
c
I
From (1) and (2) we obtain {F~ · d~r} =
C
"
S
{curlF~ · ~n}ds
et
Hence, Stoke’s theorem is verified.
11. (b) (i) Find the values of a and b so that the surfaces ax3 − by2 z =
(a + 3)x2 and 4x2 y − z3 = 11 may cut orthogonally at (2,-1,-3).
Solution. Let φ1 and φ2 be the given surfaces.
ww ∴ ▽φ1 .▽φ2 = 0
w.E
−16(8a − 12) + 16(−6b) + 27b = 0
−128a + 192 − 96b + 27b = 0
a syE
−128a − 69b + 192 = 0
128a + 69b = 192. (1)
ngi
(2, −1, −3)lies on φ1 .
∴ 8a + 3b − 4(a + 3) = 0 nee
8a + 3b − 4a − 12 = 0 rin
4a + 3b = 12 g.n (2)
(2) × 23 ⇒ 92a + 69b = 276.
36 3
11. (b) (ii) Verify Gauss divergence theorem for F~ = 4xz~i − y2 ~j + yz~k
over the cube bounded by x = 0, x = 1, y = 0, y = 1, z = 0, z = 1.
Solution. Refer question 11. (b) of April/May 2015.
ww ~i + ~j + ~k
(~i + ~j + ~k) √
1+1+1
=
1+1+1 √
√
3
= 3.
w.E
~ and B
~ are irrotational, prove that A~×B ~ is solenoidal.
2. If A
a
Solution. Given that A
syE
~ and B~ are irrotational.
~ = 0 and ∇ × B
~ = 0.
Therefore, ∇ × A
Now we have, ngi
~ × B)
∇.(A ~ = A.(∇
~ × B)~ − B.(∇
~ ~ = A.
× A) nee
~ ~0 − B.~0 = 0.
=⇒ A ~×B ~ is solenoidal.
rin
Part B g.n
11.(a) Using Stoke’s theorem, evaluate
R
C
F~ · d~r where F~ = y2~i + x2 ~j − et
(x + z)~k where C is the boundary of the triangle with vertices
(0, 0, 0), (1, 0, 0) & (1, 1, 0).
H !
Solution. By Stoke’s theorem we have F~ · d~r = curlF~ · b
nds.
C S
Now S is the surface of the triangle OAB and since it lies in the
n = ~k.
xy plane, we have b
h i
n = ~j + 2(x − y)~k · ~k = 2(x − y).
Now, curlF~ · b
" "
∴ ~
curl F · b
nds = 2 (x − y)dxdy
S S
Z1 Z1
=2 (x − y)dxdy
ww y=0 x=y
Z1 !1
w.E =2
x2
2
− yx
x=y
dy
a syE=2
0
Z1
1
−y−
y2 2
!
+ y dy
0
Z1 ngi
2 2
!
=2
1
2
−y+
y2
2
dy nee
0
"
y y2 y3
#1 rin "
1 1 1
#
2 1
=2 −
2 2
+
6 0
=2 − +
2 2 6
= = .
6 3 g.n
11. (b) Verify divergence theorem for F~ = x2~i + z~j + yz~k over the cube
et
formed by the planes x = ±1, y = ±1, z = ±1.
Solution.
! #
By Gauss divergence theorem we have S
F~ · ~nds = V
~
divFdv.
Z1 Z1 Z1 !1
1 y2
=2 (2x + y)dydx = 2 2x(y)−1 + dx
2 −1
−1 −1 −1
Z1 !
2 1
x
=2 4xdx = 8 =8×0=0 (1)
2 −1
−1
!
We shall evaluate F~ · ~nds. G F
S
z
The given cube has 6 faces
H y E
S 1 = BCFG, S 2 = ADEH,
x
S 3 = CDEF, S 4 = ABGH, A
D
ww S 5 = EFGH, S 6 = ABCD.
B C
w.E" 6 "
X
Now
a S
F~ · ~nds =
syE
i=1 S
i
F~ · ~nds
ngi
computation of the surface integral over each face.
Face Equation Outward normal
S1 x=1
F~ · ~n
~i
ds
nee x2 = 1 dydz
S2 x = −1 −~i rin−x = −1 2
dydz
S3 y=1 ~j z dxdzg.n
S4
S5
y = −1
z=1
−~j
~k
−z
yz = y
dxdz
dxdy
et
S6 z = −1 −~k −yz = −y dxdy
" Z1 Z1 Z1
F~ · ~nds = dydz = (y)1−1 dz
S1 −1 −1 −1
Z1
=2 dz = 2(z)1−1
−1
"
= 4. F~ · ~nds = −4
S2
" Z1 Z1
F~ · ~nds = zdxdz = 0
S3 −1 −1
" Z1 Z1
F~ · ~nds = (−z)dxdz = 0
S4 −1 −1
" Z1 Z1
F~ · ~nds = ydxdy = 0
S5 −1 −1
" Z1 Z1
F~ · ~nds = (−y)dxdy = 0.
ww S6
"
−1 −1
w.E ∴
S
F~ · ~nds = 4 − 4 + 0 + 0 = 0. (2)
a
From (1) and (2) we get
"
~
syE $
~
F · ~nds =
S ngi
divFdV.
V
Part B
11. (a) (i) Show that F~ = (2xy−z2 )~i+(x2 +2yz)~j+(y2 −2zx)~k is irrotational
and hence find its scalar potential.
ww Solution. Given F~ = (2xy − z2 )~i + (x2 + 2yz)~j + (y2 − 2zx)~k.
w.E
~i ~j ~k
~
a
∇ × F =
∂
∂x
2xy − z2
syE ∂
∂y
x2 + 2yz
∂
∂z
y2 − 2zx
ngi
= ~i(2y − 2y) − ~j(−2z + 2z) + ~k(2x − 2x) = ~0.
nee
∴ F~ is irrotational.
Since ∇ × F~ = ~0, F~ = ∇φ, where φ is a scalar potential.
rin
g.n
∴ F~ = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k .
∂z
et
Comparing the components of F~ we get
∂φ
= 2xy − z2 . (1)
∂x
∂φ
= x2 + 2yz. (2)
∂y
∂φ
= y2 − 2zx. (3)
∂z
we get
Z
φ= (2xy − z2 )dx + f1 (y, z)
x2
= 2y · − xz2 + f1 (y, z)
2
= x2 y − xz2 + f1 (y, z). (4)
Z
φ = (x2 + 2yz)dy + f2 (x, z)
y2
= x2 y + 2z · + f2 (x, z) = x2 y + y2 z + f2 (x, z). (5)
Z 2
w.E = zy2 − 2x ·
z2
2
+ f3 (x, y)
ngi
φ = x2 y − xz2 + y2 z + c, where c is a constant.
nee
~ = (x2 + y2 )~i − 2xy~j taken
11. (a) (ii) Verify Green’s theorem for V
around the rectangle bounded by the lines
rin
I x = ±a, y = 0, y = b.
Solution. Consider the line integral ~ · d~r where C is the
V
C g.n
given rectangle.
∴
I
V
I
~ · d~r = [(x2 + y2 )dx − 2xydy]
et
C
IC
= (Pdx + Qdy) where P = x2 + y2 , Q = −2xy.
C
I " !
∂Q ∂P
By Green’s theorem (Pdx + Qdy) = − dxdy.
C ∂x ∂y
R
∂P ∂Q
= 2y, = −2y.
∂y ∂x
" !
∂Q ∂P
Now, − dxdy
∂x ∂y
R
"
= (−2y − 2y)dxdy
R
"
=− 4ydxdy
R
Za Zb Za " #b
y2
=− 4ydydx = −4 dx
ww x=−a y=0 x=−a
2 0
w.E = −4
Za
b2
2
dx = −2b2 [x]a−a = −2b2 [a + a] = −4ab2 . (1)
a
Now let us evaluate
−a
syEZ
(Pdx + Qdy).
C
ngi
Z
(Pdx+Qdy) =
Z Z
(Pdx+Qdy)+ (Pdx+Qdy) nee
C
AB BC
rin
Z Z g.n
+
CD
(Pdx + Qdy) +
DA
(Pdx + Qdy).
et
Along AB, y = 0, dy = 0 and x varies from −a to a.
Z Za " #a
x3 1 3 2a3
(Pdx + Qdy) = x2 dx = = (a + a3 ) = .
3 −a 3 3
AB −a
Z Zb " #b
y2
(Pdx + Qdy) = −2aydy = −2a = −ab2 .
2 0
BC 0
∴ w.E
DA
Z
(Pdx + Qdy) =
b
2a3
3
− ab2 −
2a3
3
− 2ab2 − ab2 = −4ab2 . (2)
C
a
From (1) and (2) we have
Z
syE" !
(Pdx + Qdy) =
C ngi ∂Q ∂P
∂x
−
∂y
dxdy.
R
Part B
11. (a) (i) Show that F~ = (y2 + 2xz2 )~i + (2xy − z)~j + (2x2 z − y + 2z)~k is
irrotational and hence find its scalar potential.
Solution.
Given that F~ = (y2 + 2xz2 )~i + (2xy − z)~j + (2x2 z − y + 2z)~k.
~i ~j ~k
∇ × F =
~ ∂
∂x
∂
∂y
∂
∂z
y2 + 2xz2 2xy − z2x2 z − y + 2z
ww = ~i
∂ ∂
(2x2 z − y + 2z) − (2xy − z)
!
w.E ∂y
− ~j
∂
∂z
∂
(2x2 z − y + 2z) − (y2 + 2xz2 )
!
a syE
+ ~k
∂x
∂
∂x
∂
∂z
ngi
= ~i(−1 + 1) − ~j(4xz − 4xz) + ~k(2y − 2y)
= ~i.0 − ~j.0 + ~k.0 = ~0. nee
∴ F~ is irrotational. rin
Since ∇ × F~ = ~0, then F~ = ∇φ where φ is the scalar potential. g.n
∴ F~ = ~i
∂φ ~ ∂φ ~ ∂φ
∂x
+j
∂y
+k .
∂z
et
Comparing the components of F~ we obtain
∂φ
= y2 + 2xz2 (1)
∂x
∂φ
= 2xy − z (2)
∂y
∂φ
= 2x2 z − y + 2z. (3)
∂z
get
Z
φ= (y2 + 2xz2 )dx + f1 (y, z)
x2
= y2 x + 2z2 + f1 (y, z) = xy2 + x2 z2 + f1 (y, z). (4)
2
From (2) we get
Z
φ = (2xy − z)dy + f2 (x, z)
y2
= 2x − zy + f2 (x, z)
2
w.E
From (3) we obtain
Z
a
φ = (2x2 z − y + 2z)dz + f3 (x, y)
= 2x2
z2 syEz2
− yz + 2 + f3 (x, y)
2 2
ngi
= x2 z2 − yz + z2 + f3 (x, y). (6)
nee
From (4), (5) and (6) we get
rin
∴ φ = xy2 + x2 z2 − yz + z2 + c, where c is a constant.
g.n
11. (a)Z (ii) Verify
C
2 2
Green’s theorem in the plane for
[(3x − 8y )dx + (4y − 6xy)dy] where C is the boundary of the et
region bounded by x = 0, y = 0, x + y = 1.
I By Green’s theorem,
Solution. " !
∂Q ∂P
(Pdx + Qdy) = − dxdy.
C R ∂x ∂y
P = 3x2 − 8y2 Q = 4y − 6xy.
∂P ∂Q
= −16y = −6y.
∂y ∂x
" ! " "
∂Q ∂P
Now, − dxdy = (−6y + 16y)dxdy = 10ydxdy
R ∂x ∂y R R
" Z 1 Z 1−x
= 10 ydydx = 10 ydydx
R x=0 y=0
Z 1 !1−x Z
y2 10 1
= 10 dx = (1 − x)2 dx
x=0 2 0 2 0
" #1
(1 − x)3 5 5
=5 = − [0 − 1] = . (1)
−3 0 3 3
I
Now, (Pdx + Qdy)
C Z Z Z
= (Pdx + Qdy) + (Pdx + Qdy) + (Pdx + Qdy).
OA AB BO
ww x varies from 0 to 1.
Z Z 1
3x2 dx
∴
w.E
(Pdx + Qdy) =
OA 0
x3
!1
a =3
syE3 0
= 1.
1
(−5x2 + 16x − 8 − 4 + 10x − 6x2 )dx
et
Z 0 !0 !0
x3 x2
= (−11x2 + 26x − 12)dx = −11 + 26 − 12 (x)01
1 3 1 2 1
11 11 11 8
= − (0 − 1) + 13(0 − 1) − 12(0 − 1) = − 13 + 12 = −1= .
3 3 3 3
R
11. (b) (i) Using Stoke’s theorem, evaluate F~ · d~r where
C
F~ = y2~i + x2 ~j − (x + z)~k where C is the boundary of the triangle
with vertices (0, 0, 0), (1, 0, 0) & (1, 1, 0).
Solution. Refer problem 11. (a) of May/June 2013 (R2008).
11. (b) (ii) Find the work done in moving a particle in the vector field
~ = 3x2~i + (2xz − y)~j + z~k along the straight line from (0, 0, 0) to
A
(2, 1, 3).
w.E
x−0 y−0
=
2−0 1−0 3−0
x y z
=
z−0
= t (say)
a
= = = t.
2 1 3
syE
∴ x = 2t, y = t, z = 3t.
Now A ngi
dx = 2dt, dy = dt, dz = 3dt.
~ = 3x2~i + (2xz − y)~j + z~k.
Z Z1
∴ Now, work done = ~ r=
A.d~ (36t2 + 8t)dt
c 0
!
3 1
!1
t t2
= 36. + 8.
3 0 2 0
1 1
= 36. + 8. = 12 + 4 = 16.
3 2
ww
w.E
UNIT 3 asy
En
gin
ee
By EasyEngineering.net rin
g.n
et
3 Analytic Functions
3.1 Introduction
w.E
number. x is called the real part and y is called the imaginary part of the complex
number.
asy
If z = x + iy is any complex number, then Re(z) = x, Im(z) = y.
Results
En
1. If z1 = x1 + iy1 and z2 = x2 + iy2 are two complex numbers, then z1 = z2 if and
only if x1 = x2 and y1 = y2 .
gin
2. z1 + z2 = x1 + x2 + i(y1 + y2 ).
3. z1 − z2 = x1 − x2 + i(y1 − y2 ). ee rin
4. z1 z2 = x1 x2 − y1 y2 + i(x1 y2 + x2 y1 ).
z1 x1 x2 + y1 y2 x2 y1 − x1 y2 g.n
et
5. = 2 2
+i 2 .
z2 x2 + y2 x2 + y22
6. Comparison of complex numbers such as z1 < z2 or z1 > z2 is not possible.
Results
2. z̄¯ = z.
z + z̄
3. = Re(z).
2
z − z̄
4. = Im(z).
2i
ww 5. z1 + z2 = z¯1 + z¯2 .
6. z1 − z2 = z¯1 − z¯2 .
asy
!
z1 z¯1
8. = .
z2 z¯2
En
Geometrical representation of a complex number
gin
If z = x + iy is a complex number, then z can be represented as a point P with
coordinates (x, y) in the Argand diagram. With this notation, we can represent
addition, subtraction,
ee
multiplication,
If z = x + iy, z1 = x1 + iy1 and z2 = x2 + iy2 then
division and conjugate as follows.
rin
1. z1 + z2 = (x1 + x2 , y1 + y2 ).
2. z1 − z2 = (x1 − x2 , y1 − y2 ). g.n
3. z1 z2 = (x1 x2 − y1 y2 , x1 y2 + x2 y1 ).
z1
!
x1 x2 + y1 y2 x2 y1 − x1 y2
et
4. = 2 , .
z2 x2 + y22 x22 + y22
5. z̄ = (x, −y).
r
(or argument) of z. The modulus of z
is denoted by |z| and amplitude of z is θ
ww denoted by arg(z).
O x N
X
w.E
i.e., |z| = r, arg(z) = θ.
Let PN be drawn perpendicular to the real axis.
asy
Then, ON = x, NP = y and OP = r.
From the right angled triangle OPN,
En
cos θ =
ON x
= =⇒ x = r cos θ. (1)
gin
OP r
NP y
sin θ = = =⇒ y = r sin θ. (2)
ee
OP r
Now, z = x + iy = r cos θ + i(r sin θ).
z = r(cos θ + i sin θ).
rin
z.
This expression represents the modulus amplitude form of the complex number
g.n
Squaring and adding (1) and (2) we obtain
q
x2 + y2 = r2 =⇒ r = x2 + y2
et
q
=⇒ |z| = x2 + y2 . (3)
(2) y y
=⇒ tan θ = =⇒ θ = tan−1 . (4)
(1) x x
(3) and (4) gives a formula to find the modulus and argument of a given complex
number z.
For finding the modulus of z, we can always use (3). But (4) is true only when
x and y are positive. (i.e.,) if z lies in the first quadrant. If z lies in other quadrants
we cannot use (4) to find arg(z). One can adopt the following procedure to find the
correct value of arg(z).
Step (i). Without considering the sign of the real and imaginary parts, find
y
θ = tan−1 .
x
Step (ii). Depending on the quadrant in which z lies, evaluate arg(z) in the
ww following way.
w.E
asy
En
gin
ee
Principal value. The value of the argument that lies between π and −π is called
rin
the principal value of the argument.
The following results can be easily proved with respect to the modulus and
g.n
argument of complex numbers.
Let z1 and z2 be two complex numbers. Then et
1. |z1 z2 | = |z1 |.|z2 | and arg(z1 z2 ) = arg(z1 ) + arg(z2 ).
!
z1 |z1 | z1
2. =
if z2 , 0 and arg = arg(z1 ) − arg(z2 ).
z2 |z2 | z2
3. |z̄| = |z|.
4. zz̄ = |z|2 .
5. |z| ≥ |Re(z)|.
6. |z| ≥ |Im(z)|.
Triangle inequality. The following two relations are true and called triangle
inequalities
ww Result. Using the Euler’s formula eiθ = cos θ + i sin θ, the modulus - amplitude
form of z can be expressed as z = reiθ .
w.E
Extended complex number system
Let C be the set of all complex numbers. The extended complex number
asy
system is C together with ∞ which satisfies the following properties.
(i) If z ∈ C, then z + ∞ = ∞, z − ∞ = −∞ and
z
= 0.
En
∞
z
(ii) If z is a nonzero complex number, then z.∞ = ∞, = ∞.
0
(iii) ∞ + ∞ = ∞, ∞.∞ = ∞.
(iv)
∞
z
= ∞ if z ∈ C. gin
ee
The extended complex number system C ∪ {∞} when represented in the plane
rin
geometrically is called the extended complex plane and ∞ is known as the point
at infinity.
g.n
Function of a complex variable. Let A be a set of complex numbers. Let f be a
function from A to C be a rule that assigns to each z ∈ A, a unique complex
et
number w ∈ C. w is the value of f at z denoted by w = f (z). Then, w is called a
function of the complex variable z. A is called the domain of f and C is called the
codomain of f . The collection of all values of f is called the range of f . Since
z = x + iy is a complex variable, the complex function w = f (z) can be considered as
having real and imaginary parts u and v respectively such that u and v are
functions of x and y. Hence, we have w = f (z) = u(x, y) + iv(x, y).
Examples
2. ez is a complex function.
ez = e x+iy = e x .eiy = e x (cos y + i sin y) =⇒ u(x, y) = e x cos y, v(x, y) = e x sin y.
Neighbourhood of a point
asy
Let z0 be a point in the complex plane. The neighbourhood of z0 is the set of
En
all points in the complex plane inside the circle with centre z0 .
i.e. the interior of the circle |z − z0 | = r.
The interior is an open circular disc.
gin
ee
A δ neighbourhood of z0 is the open circular disc |z − z0 | < δ.
A set is open if it contains none of its boundary points. eg. |z| < 1.
rin
Limit of a function. Let f be a function defined in some neighbourhood of z0
g.n
except possibly at z0 . We say a complex number w0 is the limit of f (z) as z tends to
et
z0 if for any ǫ > 0, there exists a δ > 0 such that | f (z) − f (z0 )| < ǫ for |z − z0 | < δ.
Symbolically it can be written as lim f (z) = w0 = f (z0 ).
z→z0
Result. State the basic difference between the limit of a real variable and that
of a complex variable. [Jun 2012]
Solution. In the case of the real variable, x approaches x0 only along the line,
whereas in complex variable, z approaches z0 in any direction.
Note
1
3. lim f (z) = w if lim f ( ) = w.
z
ww
z→∞ z→0
1
lim f (z) = ∞ if lim = 0.
z→z0 z→z0 f (z)
1
asy
Continuity of a function. Let f be a function defined in a neighbourhood of z0
(including z0 ). f is continuous at the point z0 if lim f (z) = f (z0 ).
z→z0
En
A function f is continuous in a region R of the complex plane if f is
continuous at each point of R.
gin
Derivative of f (z). Let f be a function defined in a neighbourhood of z0 . The
f (z) − f (z0 )
derivative of f at z0 is f ′ (z0 ) = lim
Note
z→z0
ee
z − z0
if the limit exists.
If f ′ (z0 ) exists, we say that the function is differentiable at z0 .
rin
(1) A function f is differentiable at z0 , then it is continuous at z0 . But the
converse is not true. g.n
i.e. A function f is continuous at z0 then it need not be differentiable.
z̄ x − im x
lim = lim
z→0 z x + im x
x→0, y→0
1 − im
= lim
x→0 y→0 1 + im
ww =
1 − im
1 + im
,
asy
∴ f (z) = z̄ is not differentiable at z = 0.
∴ f (z) continuous ; f (z) is differentiable.
En
Differentiation Formulae. If f (z) and g(z) are differentiable at z and c is a
constant then
gin
ee
d
1. (c f (z)) = c f ′ (z).
dz
2.
d
( f (z) ± g(z)) = f ′ (z) ± g′ (z). rin
dz
d g.n
3.
4.
dz
( f (z).g(z)) = f (z)g′ (z) + g(z) f ′ (z).
d
5. ( f (g(z))) = f ′ (g(z))g′ (z).
dz
d n
6. (z ) = nzn−1 .
dz
w.E
Theorem
asy
The necessary and sufficient conditions for the function f (z) = u + iv to be analytic
in a domain D are
(i)
∂u ∂u ∂v ∂v
, , ,
∂x ∂y ∂x ∂y
En
are continuous functions of x and y in the domain D.
(ii)
∂u ∂v
=
∂x ∂y
and
∂u
∂y
=− .
i.e. u x = vy and uy = −v x .
∂v
∂x
gin
C-R equations.
ee
The conditions u x = vy and uy = −v x are called Cauchy - Riemann equations (or)
rin
Proof. Necessary condition
g.n
Let w = f (z) = u + iv be analytic. Then, by the definition of analytic function
dw
dz
= f ′ (z) exists and it is unique at every point.
Let ∆x and ∆y be the small incremental changes in x and y respectively. Then
the corresponding changes in u, v and z will be ∆u, ∆v and ∆z respectively.
et
f (z + ∆z) − f (z)
∴ f ′ (z) = lim
∆z→0 ∆z
u + ∆u + i(v + ∆v) − (u + iv)
= lim
∆z→0 ∆z
u + ∆u + iv + i∆v − u − iv
= lim
∆z→0 ∆z
∆u + i∆v
= lim
∆z→0 ∆z
!
∆u ∆v
= lim +i .
∆z→0 ∆z ∆z
Consider the path, a line parallel to the x-axis along which ∆z → 0. Then
y = constant and hence ∆y = 0.
∴ ∆z = ∆x + i∆y = ∆x.
!
′ ∆u ∆v
∴ f (z) = lim +i
ww ∆x→0 ∆x
= lim
∆u
∆x→0 ∆x
∆x
+ i lim
∆v
∆x→0 ∆x
w.E =
∂u
∂x
∂v
+i .
∂x
(1)
asy
Now, consider the path, a line parallel to the y- axis along which ∆z → 0. Then,
x = constant and hence ∆x = 0.
En ∴ ∆z = ∆x + i∆y = i∆y.
gin ′
Now, f (z) = lim
∆u
∆y→0 i∆y
+i
∆v
i∆y
!
ee 1
= lim
∂u ∂v
= −i + .
∆u
+ lim
i ∆y→0 ∆y ∆y→0 ∆y
∆v
rin (2)
∂u ∂v ∂u ∂v
2. = and =− .
∂x ∂y ∂y ∂x
We have to prove that f (z) is analytic.
We have, f (z + ∆z) = u + ∆u + i(v + ∆v).
By Taylor’s theorem we have
! !
∂u ∂u ∂v ∂v
f (z + ∆z) = u + iv + ∆x + ∆y + i ∆x + ∆y + · · ·
∂x ∂y ∂x ∂y
Since ∆x and ∆y are very small, omitting higher powers of ∆x and ∆y, we obtain
! !
∂u ∂u ∂v ∂v
ww
f (z + ∆z) = u + iv + ∆x + ∆y + i ∆x + ∆y
∂x ∂y ∂x ∂y
∂u ∂u ∂v ∂v
= f (z) + ∆x + ∆y + i ∆x + i ∆y
w.E
∂x ∂y ∂x ∂y
! !
∂u ∂v ∂u ∂v
= f (z) + +i ∆x + +i ∆y
∂x ∂x ∂y ∂y
asy
! !
∂u ∂v ∂u ∂v
f (z + ∆z) − f (z) = +i ∆x + +i ∆y.
∂x ∂x ∂y ∂y
En
Using C-R equations, we replace
∂u
∂y
by −
∂v
∂x
and
∂v
∂y
by
∂u
∂x
we obtain
gin
! !
∂u ∂v ∂v ∂u
f (z + ∆z) − f (z) = +i ∆x + − + i ∆y
∂x ∂x ∂x ∂x
ee
! !
∂u ∂v ∂u 1 ∂v
= +i ∆x + i − ∆y
∂x ∂x ∂x i ∂x
=
∂u
+i
∂v
!
∆x + i
∂u
+i
∂v
!
rin
∆y
=
∂x
∂u
+i
∂x
∂v
!
∂x
(∆x + i∆y)
∂x
g.n
=
f (z + ∆z) − f (z) ∂u
∂x
∂u
∂x
+i
∂x
∂v
∂x
∂v
!
∆z et
= +i .
∆z ∂x ∂x
Taking limit as ∆z → 0 we get
f (z + ∆z) − f (z) ∂u ∂v
lim = +i
∆z→0 ∆z ∂x ∂x
∂u ∂v
f ′ (z) = +i .
∂x ∂x
ww ∂u
∂r
∂v
+ i = f ′ (reiθ )eiθ .
∂r
(2)
w.E
Differentiating (1) partially w.r.t. θ we get
asy
∂u ∂v
+ i = f ′ (reiθ )rieiθ
∂θ ∂θ
1 ∂u 1 ∂v
En +
ir ∂θ r ∂θ
= f ′ (reiθ )eiθ
gin
−i ∂u 1 ∂v ∂u ∂v
+ = +i .
r ∂θ r ∂θ ∂r ∂r
ee
Equating the real and imaginary parts we get
∂u 1 ∂v ∂v −1 ∂u
∂r
=
r ∂θ
&
∂r
=
r ∂θ
rin
∂u 1 ∂v
∂r
=
r ∂θ
&
∂u
∂θ
∂v
= −r ,
∂r
g.n
which are the C-R equations in polar form.
Entire function et
A complex function f is said to be an entire function if it is analytic in the
entire complex plane.
Example
A polynomial function f (z) = a0 + a1 z + a2 z2 + · · · + an zn , an , 0 is an entire
function, since it is differentiable everywhere in the plane.
✎ ☞
Worked Examples
✍ ✌
u x = 1, vx = 0
uy = 0, vy = −1.
En
= sin x cos iy + cos x sin iy
gin
= sin x cosh y + i cos x sinh y
ee
∴ u = sin x cosh y, v = cos x sinh y
rin
u x = cos x cosh y, v x = − sin x sinh y
g.n
Since u x = vy and uy = −v x , C-R equations are satisfied for all x and y.
∴ f (z) is analytic.
⇒ C-R equations are satisfied for all x and y and the partial derivatives
being polynomials in x and y are continuous everywhere in the complex
plane.
∴ f (z) is analytic in the entire plane. f (z) is an entire function.
Example 3.4. Test whether the function f (z) = 2xy + i(x2 − y2 ) is analytic or not.
[Apr 2002]
Solution. f (z) = u + iv = 2xy + i(x2 − y2 ).
v = x2 − y2 .
ww
u = 2xy
u x = 2y v x = 2x.
w.E uy = 2x
u x , vy
vy = −2y.
uy , −v x .
∴ C-R equations are not satisfied.
asy
Therefore, f (z) is not analytic at any point.
En
Example 3.5. Test whether the function f (z) = |z|2 is analytic or not.
∴ u = x2 + y2
u x = 2x
uy = 2y
v = 0.
v x = 0.
vy = 0.
ee rin
At (0, 0) u x = vy = 0 and uy = −v x = 0.
g.n
⇒ f (z) is differentiable only at the origin.
But for all (x, y) , (0, 0), C-R equations are not satisfied.
Therefore, f (z) is not analytic.
et
Example 3.6. Check for analyticity of log z.
Solution. Let f (z) = log z = log reiθ = log r + log eiθ = log r + iθ.
u = log r, v = θ.
1
ur = , vr = 0.
r
uθ = 0, vθ = 1.
∂u 1 ∂v ∂u ∂v
= , = −r .
∂r r ∂θ ∂θ ∂r
∴ C-R equations are satisfied and partial derivatives are continuous for r , 0.
∴ f (z) is analytic except for r = 0 or z = 0.
∴ log z is analytic for all z , 0.
ww
n
f (z) = u + iv = reiθ = rn einθ
w.E ∴ u = rn cos nθ
∂u
v = rn sin nθ.
∂v
∂r
∂u asy
= nrn−1 cos nθ
= −nrn sin nθ
∂r
∂v
= nrn−1 sin nθ
En ∂θ
From the above equations we observe that,
gin
(i) the first partial derivatives of u and v with respect to r and θ exist,
(ii) all the partial derivatives are continuous and
(iii) r
⇒
∂u
∂r
∂u 1 ∂v
∂r
=
r ∂θ
.
∂v
= nrn cos nθ = .
∂θ ee rin
∂v
−r = −nrn sin nθ =
∂r
∂u
∂θ
.
g.n
Hence, C-R equations are satisfied.
∴ f (z) = zn is analytic.
Example 3.8. Prove that f (z) = ez is analytic and find its derivative.
et[Dec 2004]
Solution. f (z) = u + iv = ez = e x+iy
= e x .eiy
= e x (cos y + i sin y)
= e x cos y + ie x sin y.
∴ u = e x cos y, v = e x sin y.
u x = e x cos y, v x = e x sin y.
uy = −e x sin y, vy = e x cos y.
Hence, u x = vy and uy = −v x .
∴ C-R equations are satisfied.
∴ f (z) is analytic.
∂u ∂v
ww Also f ′ (z) =
∂x
+i
∂x
= e x cos y + ie x sin y
= e x eiy
asy
= ez .
gin
Solution. We have to show that u x , uy , v x , vy are continuous in some neighbourhood
of z = (1, 1) and the C-R equations are satisfied in this neighbourhood.
f (z) =
1
=
x − 1 − iy
1
ee =
z − 1 x + iy − 1 x − 1 + iy
x−1
1
y rin
u + iv =
∴u=
=
(x − 1)2 + y2 (x − 1)2 + y2
x−1
,v =
−y
−
.
i
(x − 1)2 + y2
.
g.n
(x − 1)2 + y2 (x − 1)2 + y2
Since u(x, y) and v(x, y) are rational functions of the real variables x and
y and are defined at (1, 1) and in a neighbourhood of (1, 1) u x , uy , v x , vy
et
exist and are continuous.
(x − 1)2 + y2 − (x − 1)2(x − 1) y2 − (x − 1)2
ux = =
((x − 1)2 + y2 )2 ((x − 1)2 + y2 )2
2y(x − 1)
v x = −y(−1)((x − 1)2 + y2 )−2 2(x − 1) =
((x − 1)2 + y2 )2
((x − 1)2 + y2 )(−1) + y2y y2 − (x − 1)2
vy = =
((x − 1)2 + y2 )2 ((x − 1)2 + y2 )2
∴ u x = vy and uy = −v x .
∴ C-R equations are satisfied.
∴ f (z) is analytic.
ww function of z = x + iy.
Solution. w = u + iv = x2 − y2 − 2xy + i(x2 − y2 + 2xy).
w.E u = x2 − y2 − 2xy,
u x = 2x − 2y,
v = x2 − y2 + 2xy.
v x = 2y + 2x.
uy = −2y − 2x,
u x = vy ,
asy vy = −2y + 2x.
uy = −(2y + 2x) = −v x .
En
∴ C-R equations are satisfied.
∴ w is analytic.
gin
Example 3.11. Find the analytic region of f (z) = (x − y)2 + 2i(x + y).
u = (x − y)2 ,
ee
Solution. f (z) = u + iv = (x − y)2 + 2i(x + y)
v = 2(x + y).
rin
u x = 2(x − y), v x = 2.
g.n
et
uy = −2(x − y), vy = 2.
i.e., u x = vy (1)
and uy = −v x . (2)
w.E Now, h = v
∴ hx = vx
g = −u
g x = −u x
asy
and hy = vy gy = −uy .
Now, h x = v x = −uy = gy
En
and hy = vy = u x = −g x .
∴ h + ig = v − iu satisfies C-R equations and first order partial derivatives
are continuous.
gin
∴ v − iu is analytic in D.
(ii) Let p + iq = −v + iu
=⇒ p = −v, q = u.
ee rin
To prove p x = qy ,
Now, p x = −v x ,
py = −q x .
qx = ux . g.n
and py = −vy , qy = uy .
Now, p x = −v x = uy = qy .
et
py = −vy = −u x = −q x .
∴ p + iq = −v + iu satisfy C-R equations.
∴ −v + iu is analytic in D.
Example 3.13. If f (z) and f (z) are analytic functions, prove that f (z) is a constant.
Solution. Let f (z) = u + iv. Then, f (z) = u − iv.
∴ u x = vy and uy = −v x . (1)
ww =⇒ u x = 0 and uy = 0.
∴ u is a constant ⇒ u = c1 .
asy
∴ f (z) = u + iv = c1 + ic2 = a constant.
En
Example 3.14. Prove that an analytic function with constant modulus is constant.
[Dec 2007]
gin
Solution. Let f (z) = u + iv be the analytic function.
Given, | f (z)| = constant.
⇒ u2 + v2 = c
ee
i.e., |u + iv| = c, c is a constant.
rin (1)
2uuy + 2vvy = 0
et
i.e., uu x + vv x = 0 (2)
i.e., u x = vy and uy = −v x .
Applying C-R equations in (3) we obtain
−uv x + vu x = 0
i.e., vu x − uv x = 0. (4)
We can solve for u x and v x using Cramer’s rule for the equations (2) and (4).
u v
= −u2 − v2 = −(u2 + v2 ) = −c , 0.
ww
∆ =
v −u
w.E
Since (2) and (4) are homogeneous equations and since ∆ , 0, we get only
trivial solutions.
i.e., u x = 0 and v x = 0.
=⇒ uy = 0 and vy = 0.
asy
En
u x = 0, uy = 0 ⇒ u = c1 a constant.
v x = 0, vy = 0 ⇒ v = c2 a constant.
gin
∴ f (z) = u + iv = c1 + ic2 is a constant.
If ∆ = 0, then u2 + v2 = 0 ⇒ u = 0 and v = 0.
ee
⇒ f (z) = 0 a constant. Therefore f (z) is always a constant.
rin
Example 3.15. Show that an analytic function with constant imaginary part is
constant.
g.n [Dec 2011]
⇒ v x = 0, vy = 0.
Since f (z) is analytic, it satisfy C-R equations.
et
Solution. Let f (z) = u + iv be the given analytic function with v = c, a constant.
⇒ u x = vy and uy = −v x
⇒ u x = 0 and uy = 0.
⇒ u = k a constant.
∴ f (z) = u + iv = k + ic a constant.
⇒ f (z) = constant.
∂w ∂w ∂w
Example 3.16. If w = f (z) is analytic, prove that = = −i , where z = x + iy
∂z ∂x ∂y
∂2 w
and prove that = 0. [May 2011]
∂z∂z̄
Solution. Given, w = f (z) is analytic.
Let w = u + iv, then u, v satisfy C-R equations
i.e., u x = vy and uy = −v x .
dw
Now = f ′ (z) = u x + iv x
dz
ww =
∂u
∂x
∂w
+i
∂v
=
∂x ∂x
∂
(u + iv)
w.E Also
dw
=
∂x
.
= f ′ (z) = u x + iv x
asy
dz
= vy − iuy = −i(uy + ivy )
∂u ∂v
= −i
∂y
+i
∂y
En .
gin
∂ ∂w
= −i (u + iv) = −i
∂y ∂y
dw ∂w ∂w
∴
dz
=
∂x
= −i .
∂y
ee
Since z = x + iy, z̄ = x − iy, z + z̄ = 2x, x =
and z − z̄ = 2iy, y =
z − z̄
.
z + z̄
2
.
rin
Now,
∂x 1 ∂y −1
= ,
∂z 2 ∂z̄
=
2i
2i
. g.n
u(x, y) and v(x, y) can be considered as functions of z and z̄
∂w ∂u ∂x ∂u ∂y ∂v ∂x ∂v ∂y
∂z̄
= +
∂x ∂z̄ ∂y ∂z̄
+i +
∂x ∂z̄ ∂y ∂z̄
et
! !
∂u 1 ∂u −1 ∂v 1 ∂v (−1)
= + +i +
∂x 2 ∂y 2i ∂x 2 ∂y 2i
" #
1 ∂u ∂v i ∂v ∂u ∂u ∂v ∂v ∂u
= − + + ∵ = , =−
2 ∂x ∂y 2 ∂x ∂y ∂x ∂y ∂x ∂y
∂w 1 i 2
∂ w
= 0 + 0 = 0. =⇒ = 0.
∂z̄ 2 2 ∂z∂z̄
p
Example 3.17. Show that the function defined by f (z) = |xy| is not analytic at
the origin although C-R equations are satisfied. [Apr 2005]
p
Solution. Given f (z) = |xy|
p
u + iv =|xy|
p
u = |xy| v=0
∂u u(x, 0) − u(0, 0)
= lim
∂x x→0 x
0−0
ww ∂u
= lim
x→0
= lim
x
= 0.
u(0, y) − u(0, 0)
= lim
0−0
= 0.
w.E ∂v
Similarly,
∂y x→0
= 0,
∂v
= 0.
y x→0 x
asy
∂x ∂y
⇒ C-R equations are satisfied at (0, 0).
Now
gin z
ee
= lim
z→0 x + iy
Since the limit depends on m, for different paths we have different limits.
∴ The limit is not unique.
et
∴ f ′ (0) does not exist.
∴ f (z) is not analytic at z = 0 eventhough C-R equations are satisfied at the origin.
z + z̄ z − z̄
Then, z̄ = x − iy, which implies x = and y = .
2 2i
Now, w = u + iv.
∂w ∂u ∂v
= +i
∂z̄ ∂z̄ ∂z̄
" #
∂u ∂x ∂u ∂y ∂v ∂x ∂v ∂y
= + +i +
∂x ∂z̄ ∂y ∂z̄ ∂x ∂z̄ ∂y ∂z̄
" #
∂u 1 ∂u −1 ∂v 1 ∂v −1
= + +i +
∂x 2 ∂y 2i ∂x 2 ∂y 2i
" # " #
1 ∂u ∂u i ∂v ∂v
ww =
=
2 ∂x
"
1 ∂u
+i
∂y
∂u
+i +i −
+
2 ∂x
∂v ∂v
+i
#
∂y
w.E =
2 ∂x
"
1 ∂u ∂v
2 ∂x ∂y
−
∂y
+i
∂x ∂y
∂u ∂v
+
∂y ∂x
!#
1
asy
= [0 + i.0][∴ u x = vy , uy = −v x ]
2
∂w
∂z̄
= 0.
En
⇒ w is independent of z̄.
gin
Hence, w can be written only as a function of z and not as a function of z̄.
Example 3.19. If u = x2 − y2 , v = −
function.
ee y
x2 + y2
rin
then prove that u + iv is not an analytic
[May 2005]
Solution. u = x2 − y2 , v=− 2
y
x + y2
.
2xy g.n
u x = 2x,
uy = −2y, vy = −
v x = −y(−1)(x2 + y2 )−2 .2x =
x2 + y2 − y2y
(x2 + y2 )2
= −
(x2 + y2 )2
x2 − y2
(x2 + y2 )2
.
.
et
We observe that u x , vy and uy , −v x .
∴ C-R equations are not satisfied.
Hence, u + iv is not analytic.
Example 3.20. Find the constants a, b if f (z) = x + 2ay + i(3x + by) is analytic.
[Dec 2013]
u = x + 2ay, v = 3x + by.
ux = 1 vx = 3
uy = 2a vy = b.
ww 3
Taking uy = −v x , we get 2a = −3 ⇒ a = − .
2
Example 3.21. Find the values of a and b such that the function
w.E
f (z) = x2 + ay2 − 2xy + i(bx2 − y2 + 2xy) is analytic. Also find f ′ (z).
Solution. f (z) = x2 + ay2 − 2xy + i(bx2 − y2 + 2xy).
asy
∴ u = x2 + ay2 − 2xy, v = bx2 − y2 + 2xy.
u x = 2x − 2y,
En v x = 2bx + 2y.
uy = 2ay − 2x,
gin
vy = −2y + 2x.
Now, f ′ (z) =
∂u
∂x
+i
∂v
∂x
et
= 2x − 2y + i(2x + 2y)
= 2x + 2ix + 2y(i − 1)
1
= 2[x(1 + i) + iy(1 − )]
i
= 2[x(1 + i) + iy(1 + i)] = 2(1 + i)(x + iy) = 2(1 + i)z.
w.E
Exercise 3 A
asy
1. Show that f (z) = xy + iy is continuous every where but not differentiable any
where.
En
2. Prove that f (z) = sinh z is analytic. [Dec 2003]
gin
3. Prove that f (z) = z3 is analytic. [May 2001]
[Jan 2004]
z
7. Prove that cos z and cosh z are analytic functions.
x − iy
et
8. Verify whether is an analytic function. [Jan 2005]
x2 + y2
z
9. Show that the function is analytic except at z = 1.
z−1
10. Verify whether w = (x2 − y2 − 2xy) + i(x2 − y2 + 2xy) is an analytic function of
z = x + iy.
3
x (1+i)−y3 (1−i)
x2 +y2
, z,0
11. If f (z) = prove that f (z) is continuous and the C-R
0,
z=0
equations are satisfied at z = 0, yet f ′ (0) does not exist.
1 px
12. Determine p such that the function f (z) = log(x2 + y2 ) + i tan−1 is an
2 y
analytic function.
13. Show that f (z) = e−y (cos x + i sin x) is differentiable everywhere in the finite
plane and f ′ (z) = f (z).
w.E
15. Find a such that the function f (z) = r2 cos 2θ + ir2 sin aθ is analytic.
asy
16. Find the constants a, b, c if f (z) = x + ay + i(bx + cy) is analytic.
En
3.4 Harmonic functions and properties of analytic functions
gin
Definition. A real function φ of two variables x and y is said to be harmonic in
∂2 φ ∂2 φ
Laplace equation 2 + 2 = 0.
∂x ∂y
Properties of Analytic functions
ee
a domain D if it has continuous second order partial derivatives and satisfy the
rin
g.n
Property (1). If f (z) = u + iv is analytic in a domain D, then u and v are harmonic
in D.
Proof. Given f (z) is analytic.
⇒ u and v have first partial derivatives and satisfy C-R equations in D.
et
u x = vy and uy = −v x
∂u ∂v
i.e., = (1)
∂x ∂y
∂u ∂v
and =− (2)
∂y ∂x
ww ∂2 u ∂2 u
∴ (3) + (4) ⇒ + = 0.
∂x∂y ∂y∂x
asy ∂2 u ∂2 v
= 2 and
∂y∂x ∂y
∂2 u
∂x∂y
∂2 v
=− 2
∂x
En ⇒
∂2 v
= −
∂2 v
gin ⇒
∂y2
∂2 v ∂2 v
+
∂x2
= 0.
⇒ v is harmonic.
ee ∂x2 ∂y2
rin
Property (2). If f (z) = u+iv is an analytic function, then the level curves u(x, y) = c1
and v(x, y) = c2 form an orthogonal system of curves.
Proof. Given: f (z) = u + iv is analytic. g.n
∴ u and v has continuous partial derivatives and satisfy C-R equations.
i.e., u x = vy and uy = −v x .
et (1)
Let u(x, y) = c′1 and v(x, y) = c′2 be two members of the given families intersecting at
P(x0 , y0 ).
Since u(x, y) = c′1 , we have du = 0.
∂u ∂u
⇒ dx + dy = 0.
∂x ∂y
∂u ∂u
dy = − dx
∂y ∂x
dy ux
=⇒ =− .
dx uy
dy ux
At P, = − = m1 , the slope of the tangent at (x0 , y0 ) to the curve u(x, y) = c′1 .
dx uy
Similarly, the slope of the tangent at (x0 , y0 ) to the curve v(x, y) = c′2 is
dy vx
= − = m2 .
dx vy
ux vx
Now, m1 m2 = −
ww
−
uy vy
ux vx
=
uy vy
w.E =
ux vx
vy uy
= 1(−1) = −1
gin
any two harmonic functions u and v, u + iv need not be analytic.
u xx = 0, uyy = 0, v xx = 0, vyy = 0
u xx + uyy = 0 and v xx + vyy = 0.
ee
For example, consider u = x, v = −y then u x = 1, uy = 0, v x = 0, vy = −1,
rin
∴ u and v are harmonic functions.
But u x , vy . g.n
⇒ C-R equations are not satisfied.
⇒ u + iv is not analytic.
et
Definition. If two harmonic functions u and v satisfy the C-R equations in a
domain D, then they are the real and imaginary parts of an analytic function f in
D. Then v is said to be the conjugate harmonic function or harmonic conjugate
function in D.
Proof. We know that if f (z) = u + iv is analytic, then u and v satisfy C-R equations
∂u 1 ∂v
= (1)
∂r r ∂θ
∂v 1 ∂u
=− . (2)
∂r r ∂θ
∂2 u 1 ∂v 1 ∂2 v
ww ∂r2
= − + ·
r2 ∂θ r ∂r∂θ
∂u ∂v
(3)
w.E
(2) can also be written as
∂θ
= −r .
∂r
Differentiating this partially w.r.t. θ we get
∂2 u
∂θ2
= −r
asy
∂2 v
∂θ∂r
= −r
∂2 v
∂r∂θ
(4)
∂2 u 1 ∂u 1 ∂2 u
Now, 2 + En
1 ∂v 1 ∂2 v 1 1 ∂v
!
1 ∂2 v
!
gin
+ =− 2 + + + 2 −r
∂r r ∂r r2 ∂θ2 r ∂θ r ∂r∂θ r r ∂θ r ∂r∂θ
2
1 ∂v 1 ∂ v 1 ∂v 1 ∂ v 2
=− 2 + + 2 − = 0.
ee
r ∂θ r ∂r∂θ r ∂θ r ∂r∂θ
g.n
Result. We know that if f (z) = u + iv is analytic then u and v satisfy Laplace
equation.
∂2 u ∂2 u
i.e., +
∂x2 ∂y2
= 0 and
∂2 v ∂2 v
+
∂x2 ∂y2
= 0.
et
In polar form, the harmonic function u(r, θ) satisfy the Laplace equation
∂2 u 1 ∂u 1 ∂2 u
+ + = 0.
∂r2 r ∂r r2 ∂θ2
In the same way, the harmonic function v satisfy the Laplace equation
∂2 v 1 ∂v 1 ∂2 v
+ + = 0.
∂r2 r ∂r r2 ∂θ2
✎ ☞
Worked Examples
✍ ✌
Example 3.23. Show that u = 2x − x3 + 3xy2 is harmonic. [May 2011, Jun 2000]
Solution. u = 2x − x3 + 3xy2 .
u x = 2 − 3x2 + 3y2 .
u xx = −6x.
uy = 6xy.
uyy = 6x.
ww u xx + uyy = −6x + 6x = 0.
∴ u is harmonic.
w.E
Example 3.24. Show that x3 − 3xy2 + 3x2 − 3y2 + 1 is harmonic.
[Jun 2010, Jun 1996]
asy
Solution. Let u = x3 − 3xy2 + 3x2 − 3y2 + 1.
u x = 3x2 − 3y2 + 6x.
u xx = 6x + 6.
En
uy = −6xy − 6y.
uyy = −6x − 6. gin
∴ u is harmonic.
ee
u xx + uyy = 6x + 6 − 6x − 6 = 0.
rin
Example 3.25. Prove that v = x2 − y2 + 2xy − 3x − 2y is harmonic.
Solution. Let v = x2 − y2 + 2xy − 3x − 2y. g.n [Jun 2004]
v x = 2x + 2y − 3.
v xx = 2.
et
vy = −2y + 2x − 2.
vyy = −2.
v xx + vyy = 2 − 2 = 0.
∴ v is harmonic.
rin
[May 2003]
!
∂u ∂v ∂u ∂v
Let h + ig = − +i +
∂y ∂x ∂x ∂y
= uy − v x + i(u x + vy ).
∴ h = uy − v x and g = u x + vy .
ww Now, h x = u xy − v xx .
hy = uyy − vyx .
w.E g x = u xx + v xy .
gy = uyx + vyy .
asy
h x − gy = u xy − v xx − uyx − vyy
En
= −v xx − vyy [∵ u xy = uyx ]
= −(v xx + vyy ) = 0.
⇒ h x = gy .
gin
ee
Also, hy + g x = uyy − vyx + u xx + v xy
= u xx + uyy [∵ v xy = vyx ]
rin
= 0.
⇒ hy = −g x . g.n
∴ h and g satisfy C-R equations.
⇒ h + ig is analytic. !
et
∂u ∂v ∂u ∂v
⇒ − +i + is analytic.
∂y ∂x ∂x ∂y
Exercise 3 B
1
1. Prove that u = log(x2 + y2 ) is harmonic. [Dec 2006]
2
3. Prove that v(x, y) = e−x (2xy cos y + (y2 − x2 ) sin y) is a harmonic function.
asy
We have z = x + iy. Then, z̄ = x − iy.
En z + z̄
Now, x =
2
and y =
z − z̄
2i
.
gin
Now we have, f (z) = u
z + z̄ z − z̄
2
,
2i
+ iv
z + z̄ z − z̄
2
,
2i
.
Putting z = z̄ we get
ee
f (z) = u(z, 0) + iv(z, 0).
rin
(2) is same as (1) if we replace x by z and y by 0. This is valid for any function of
(2)
f ′ (z) = u x + iv x = u x − iuy
By Milne-Thomson method
ww We have, f ′ (z) = u x + iv x = vy + iv x
w.E
By Milne-Thomson method
i.e, f ′ (z) = vy (x, y) + iv x (x, y).
En
Now, f (z) =
Z
gin
(vy (z, 0) + iv x (z, 0))dz + c.
g.n
Since z = x + iy, z̄ = x − iy, we have, x = ,y = .
2 2i
⇒ u is a function of z and z̄.
∂u ∂u ∂x ∂u ∂y
= +
∂z ∂x ∂z ∂y ∂z
=
∂u 1 ∂u 1
+
et
∂x 2 ∂y 2i
1 ∂u i ∂u
= −
2 ∂x 2 ∂y
∂u 1 ∂u ∂u
= −i .
∂z 2 ∂x ∂y
∂2 u ∂ 1
= (u x − iuy )
∂z̄∂z ∂z̄ 2
1 ∂ ∂x ∂ ∂y
= (u x − iuy ) + (u x − iuy )
2 ∂x ∂z̄ ∂y ∂z̄
1 1 −1
= (u xx − iu xy ) + (uyx − iuyy )
2 2 2i
1 1
= (u xx − iu xy + iuyx + uyy ) = (u xx + uyy )
4 4
∂2 u
u xx + uyy = 4 . (1)
∂z̄∂z
∂2 u ∂2 u ∂2 u
i.e., 2 + 2 = 4 .
∂x ∂y ∂z̄∂z
ww Since u is harmonic,
∂2 u ∂2 u
+
∂x2 ∂y2
= 0.
w.E ∴
∂2 u
∂z̄∂z
= 0.
asy
This is the complex form of the Laplace equation.
From (1), we get the Laplacian operator
En ∂2
+
∂2
= 4
∂2
.
Worked Examples
☞
ee✍ ✌
Example 3.30. Find a function w such that w = u + iv is analytic if u = e x sin y.
Example 3.31. Construct an analytic function f (z) for which the real part is
e x cos y. [Dec 2001]
Solution. Let f (z) = u + iv be the required function.
∴ u = e x cos y
u x = e x cos y
uy = −e x sin y.
By Milne Thomson method
f ′ (z) = u x (z, 0) − iuy (z, 0) = ez cos 0 − iez sin 0
ww f ′ (z) = ez .
Integrating both sides w.r.t. z we get f (z) = ez + c.
w.E
Example 3.32. If φ = 3x2 y − y3 , find ψ such that w = φ + iψ is an analytic function.
[May 1996]
Solution. φ = 3x2 y − y3 .
asy
φ x = 6xy.
φy = 3x2 − 3y2 . En
By Milne’s Thomson method
gin
w′ (z) = φ x (z, 0) − iφy (z, 0)
= 0 − i3z2
= −i3z2 .
ee rin
Integrating both sides w. r. t. z we get
g.n
et
Z Z
w (z)dz = −3i z2 dz + c, where c is a complex constant.
′
z3
w(z) = −3i +c
3
φ + iψ = −iz3 + c
Example 3.33. Find the analytic function whose real part is e2x sin 2y. [Dec 1996]
Solution. Let f (z) = u + iv be the required analytic function.
Given that u = e2x sin 2y.
u x = 2e2x sin 2y, uy = 2e2x cos 2y.
By Milne’s Thomson method
ww Z
f (z) = −2i e2z dz + c, where c is complex.
w.E = −2i
e2z
2
+ c = −ie2z + c.
asy
Example 3.34. Construct an analytic function f (z) = u+iv, given that v = y+e x cos y.
[May 1999]
Solution. v = y + e x cos y.
En
gin
v x = e x cos y, vy = 1 − e x sin y.
By Milne’s Thomson method,
ee rin
f ′ (z) = vy (z, 0) + iv x (z, 0) = 1 − ez sin 0 + iez cos 0 = 1 + iez .
z3 z2
=3 + 6 + c.
ww
3 2
= z3 + 3z2 + c.
w.E
Example 3.36. If u =
f (z) = u + iv.
sin 2x
cos h2y + cos 2x
find the corresponding analytic function
[Dec 2006]
Solution. Given, u =
sin 2x
asy
cos h2y + cos 2x
.
ux =
En
(cos h2y + cos 2x)2 cos 2x − sin 2x(− sin 2x) × 2
(cos h2y + cos 2x)2
.
u x (z, 0) =
gin
(1 + cos 2z)2 cos 2z + 2 sin2 2z
(1 + cos 2z)2
=
2 cos 2z + 2
(1 + cos 2z)2
ee
2 cos 2z + 2 cos2 2z + 2 sin2 2z
(1 + cos 2z)2
rin
=
2(1 + cos 2z)
(1 + cos 2z) 2
=
2
2 cos2 z
= sec2 z.
g.n
uy = sin 2x(−1)(cos h2y + cos 2x)−2 2 sin h2y.
uy (z, 0) = 0.
et
By Milne Thomson method,
f ′ (z) = u x (z, 0) − iuy (z, 0) = sec2 z.
Integrating w.r.t. z, we get
R R
f ′ (z)dz = sec2 zdz + c
f (z) = tan z + c.
∂v
= e−2y [−2y sin 2x + 2x cos 2x + sin 2x].
∂x
v x (z, 0) = 2z cos 2z + sin 2z.
asy
= cos 2z − 2z sin 2z + i(2z cos 2z + sin 2z)
=
Z
ei2z
+ 2i zd
Z
Z
ei2z
ee
e dz + 2i zei2z dz + c
i2z
!
+c rin
=
2i
ei2z
"
i2z
Z
2i
+ ze − e dz + c = i2z
#
ei2z
+ zei2z −
ei2z
g.n
+ c = zei2z + c.
2i
u + iv = (x + iy)e2i(x+iy) + c1 + ic2
= (x + iy)e2ix−2y + c1 + ic2
2i 2i
et
= (x + iy)e2ix · e−2y + c1 + ic2
Example 3.38. Show that the function u(x, y) = 3x2 y + 2x2 − y3 − 2y2 is harmonic.
Find the conjugate harmonic function v and express u + iv as an analytic function
of z.
[Dec 2014, May 2004]
Solution. To prove u to be harmonic, we have to prove that u xx + uyy = 0.
Given, u = 3x2 y + 2x2 − y3 − 2y2
u x = 6xy + 4x
ww uy = 3x2 − 3y2 − 4y
u x (z, 0) = 4z
asy
By Milne Thompson method,
En
= 4z − i3z2 .
gin
Integrating w.r.t. z we get
Z
=4
z2
2
z3
− 3i + c
3
ee
f (z) = (4z − i3z2 )dz + c
rin
= 2z2 − iz3 + c, c is a complex constant
i.e., f (x + iy) = 2(x + iy)2 − i(x + iy)3 + c g.n
u + iv = 2(x2 − y2 + 2ixy) − i(x3 + 3x2 iy − 3xy2 − iy3 ) + c
Example 3.39. Prove that the function u = e x (x cos y − y sin y) satisfies Laplace
equation and find the corresponding analytic function f (z) = u + iv.
[Jun 2013, Dec 2010, May 2005]
Solution. Let f (z) = u + iv be the analytic function.
Given u = e x (x cos y − y sin y) is the real part of f (z).
asy
= e x (−x cos y + y sin y − 2 cos y).
En
u xx + uyy = e x (2 cos y + x cos y − y sin y) + e x (−x cos y + y sin y − 2 cos y) = 0.
gin
⇒ u satisfies Laplace equation.
Now, u x (z, 0) = ez (1 + z)
and uy (z, 0) = 0.
ee
By Milne-Thomson method, f ′ (z) = u x (z, 0) − iuy (z, 0) = ez (1 + z).
Integrating w.r.t z we get rin
f (z) =
Z
ez (1 + z)dz + c g.n
Z
= (1 + z)d(ez ) + c
Z
= (1 + z)e − ez dz + c
z
et
= (1 + z)ez − ez + c = ez + zez − ez + c
∴ f (z) = zez + c.
Example 3.40. Prove that the function v = e−x (x cos y + y sin y) is harmonic and
determine the corresponding analytic function f (z) = u + iv. [May 2004, May 2014]
v xx + vyy = 0. ∴ v is harmonic
asy
Now, v x (z, 0) = e−z (1 − z)
ee
f (z) = i
Z
Z
e−z (1 − z)dz + c
(1 − z)d(−e)−z dz + c rin
g.n
=i
Z
=i (z − 1)d(e)−z + c
h Z
= i (z − 1)e − e−z dz + c
−z
= i (z − 1)e−z + e−z + c
i
et
= ie−z (z − 1 + 1) + c
f (z) = ize−z + c.
Example 3.41. Prove that u = e−2xy sin(x2 −y2 ) is harmonic. Find the corresponding
analytic function and the imaginary part. [Dec 2013, Jan 2016]
ww +2y2 sin(x2 − y2 ) .
w.E
h i
= −2e−2xy y cos(x2 − y2 ) + x sin(x2 − y2 ) .
h i
uyy = −2e−2xy −y sin(x2 − y2 )(−2y) + cos(x2 − y2 ) + x sin(x2 − y2 )(−2y) +
h
asy i
y cos(x2 − y2 ) + x sin(x2 − y2 ) (−2e−2xy )(−2x)
En
h
= −2e−2xy 2y2 sin(x2 − y2 ) + cos(x2 − y2 ) − 2xy sin(x2 − y2 ) − 2xy cos(x2 − y2 )
i
−2x2 sin(x2 − y2 )
h
gin
= 2e−2xy −2y2 sin(x2 − y2 ) − cos(x2 − y2 ) + 2xy sin(x2 − y2 ) + 2xy cos(x2 − y2 )
ee
i
+2x2 sin(x2 − y2 ) .
Now, u xx + uyy = 0.
rin
∴ u is harmonic.
Now u x (z, 0) = 2z cos z2 . g.n
uy (z, 0) = −2z sin z2 .
By Milne Thomson method
et
f ′ (z) = u x (z, 0) + iuy (z, 0)
= 2z(cos z2 + i sin z2 )
2
= 2zeiz
eit 1 2
= + c = eiz + c
i i
2
f (z) = −ieiz + c
2
u + iv = −iei(x+iy) + c1 + ic2
ww = −iei(x
= −iei(x
2 −y2 +2ixy)
2 −y2 )−2xy
+ c1 + ic2
w.E
+ c1 + ic2
2 −y2 )
= −iei(x · e−2xy + c1 + ic2
asy
= −ie−2xy [cos(x2 − y2 ) + i sin(x2 − y2 )] + c1 + ic2
En
Equating the imaginary parts we get
v = −e−2xy cos(x2 − y2 ).
gin
1
Example 3.42. Show that u =
function. Find also its Conjugate.
1 2
Solution. u = log(x + y ).
2
2
2
ee
log(x2 + y2 ) is harmonic. Determine its analytic
[May 2011]
rin
1
ux = · 2
2 x +y
1
2
· 2x = 2
x
x + y2
. g.n
u xx =
x2 + y2 − x · 2x
1
uy = · 2
(x2 + y2 )2
1
=
· 2y = 2
y2 − x2
(x2 + y2 )2
y
.
.
et
2 x +y 2 x + y2
x2 + y2 − y · 2y x2 − y2
uyy = = .
(x2 + y2 )2 (x2 + y2 )2
y2 − x2 + x2 − y2
Now, u xx + uyy = = 0.
(x2 + y2 )2
∴ u is harmonic.
z 1
u x (z, 0) = 2
= .
z z
uy (z, 0) = 0.
By Milne-Thomson method
1
f ′ (z) = u x (z, 0) − iuy (z, 0) = .
z
Integrating w.r.t.z we get
Z
1
f (z) = dz + c = log z + c.
z
ww 1 y
u + iv = log(x + iy) + c = log(x2 + y2 ) + i tan−1 + c1 + ic2 .
2 x
uy = −2y.
uyy = −2.
ee rin
u xx + uyy = 2 − 2 = 0.
g.n
∴ u is harmonic.
v=−
y
x2 + y2
= −y(x2 + y2 )−1 .
et
2xy
v x = −y(−1)(x2 + y2 )−2 · 2x = 2 .
(x + y2 )2
" 2
(x + y2 )2 − x2(x2 + y2 ) · 2x
#
v xx = 2y
(x2 + y2 )4
2y(x2 + y2 )[x2 + y2 − 4x2 ]
=
(x2 + y2 )4
2y(y2 − 3x2 )
v xx = .
(x2 + y2 )3
x2 + y2 − y · 2y
vy = −
(x2 + y2 )2
x − y2
2 y2 − x2
=− 2 = .
(x + y2 )2 (x2 + y2 )2
(x2 + y2 )2 · 2y − (y2 − x2 ) · 2(x2 + y2 ) · 2y
vyy = .
(x2 + y2 )4
2y(x2 + y2 )[x2 + y2 − 2(y2 − x2 )]
=
(x2 + y2 )4
ww =
2y(x + y − 2y2 + 2x2 )
2 2
(x2 + y2 )3
w.E vyy =
2y(3x2 − y2 )
(x2 + y2 )3
2y
.
v xx + vyy = 2
∴ v is harmonic.
asy
(x + y2 )3
[y2 − 3x2 + 3x2 − y2 ] = 0.
En
We have to prove that, if u + iv is regular then u + iv must satisfy C-R
equations.
gin
But here, u x = 2x , vy and uy = −2y , −v x .
∴ u + iv is not regular.
ee
∴ C-R equations are not satisfied.
rin
Example 3.44. Find the Conjugate harmonic of v(r, θ) =
Show that v is harmonic.
r2 cos 2θ
g.n
− r cos θ + 2.
∂2 v 1 ∂v 1 ∂2 v 1
Now, 2
+ + 2 2 = 2 cos 2θ + (2r cos 2θ − cos θ)
∂r r ∂r r ∂θ r
1
+ 2 (−4r2 cos 2θ + r cos θ)
r
1 1
= 2 cos 2θ + 2 cos 2θ − cos θ − 4 cos 2θ + cos θ
r r
= 0.
∴ v is harmonic.
Using C-R equations we have
ww r
∂u ∂v
=
∂r ∂θ
∂u
= −2r2 sin 2θ + r sin θ.
w.E ∂r
= −2r sin 2θ + sin θ.
asy
Z Z
u = −2 sin 2θ rdr + sin θ dr + f (θ)
r2
En
!
= −2 sin 2θ + r sin θ + f (θ)
2
gin
u = −r2 sin 2θ + r sin θ + f (θ). (1)
−
1 ∂u ∂v
=
r ∂θ ∂r
∂u
ee
= 2r cos 2θ − cos θ.
rin
∂θ
= −2r2 cos 2θ + r cos θ.
= −2r2 ·
sin 2θ
+ r sin θ + g(r)
et
2
u = −r2 sin 2θ + r sin θ + g(r). (2)
Example 3.45. Find the analytic function f (z) = u + iv where v = 3r2 sin 2θ − 2r sin θ.
Verify that u is a harmonic function. [Dec 2013]
Solution. v = 3r2 sin 2θ − 2r sin θ.
∂v
= 6r sin 2θ − 2 sin θ.
∂r
∂2 v
= 6 sin 2θ.
∂r2
∂v
= 6r2 cos 2θ − 2r cos θ.
∂θ
ww ∂2 v
∂θ2
= −12r2 sin 2θ + 2r sin θ.
w.E Now,
∂2 v 1 ∂v 1 ∂2 v
+ +
1
= 6 sin 2θ + [6r sin 2θ − 2 sin θ]
asy
∂r2 r ∂r r2 ∂θ2 r
1
+ 2 [−12r2 sin 2θ + 2r sin θ]
r
En 2 2
= 6 sin 2θ + 6 sin 2θ − sin θ − 12 sin 2θ + sin θ
r r
gin = 0.
ee
∴ v is harmonic.
r2
= 6 cos 2θ · − 2r cos θ + f (θ)
2
u = 3r2 cos 2θ − 2r cos θ + f (θ). (1)
1 ∂u ∂v
− = = 6r sin 2θ − 2 sin θ.
r ∂θ ∂r
∂u
= −6r2 sin 2θ + 2r sin θ.
∂θ
ww = −6r 2 − cos 2θ
2
+ 2r(− cos θ) + g(r)
asy
u = 3r2 cos 2θ − 2r cos θ + c, where c is a constant,
which is the harmonic conjugate of v.
To verify whether u is harmonic
En
We have
∂u
∂r gin
= 6r cos 2θ − 2 cos θ.
∂2 u
∂r2
∂u
∂θ
= 6 cos 2θ.
ee
= −6r2 sin 2θ + 2r sin θ.
rin
∂2 u
∂θ2
= −6r2 · (cos 2θ) × 2 + 2r cos θ.
g.n
∂2 u 1 ∂u 1 ∂2 u
= −12r2 cos 2θ + 2r cos θ.
1
et
Now, + + = 6 cos 2θ + (6r cos 2θ − 2 cos θ)
∂r2 r ∂r r2 ∂θ2 r
1
+ 2 (−12r2 cos 2θ + 2r cos θ)
r
2 2
= 6 cos 2θ + 6 cos 2θ − cos θ − 12 cos 2θ + cos θ = 0.
r r
∴ u is harmonic.
ww U = u − v = e x (cos y − sin y)
U x = e x (cos y − sin y)
asy
By Milne-Thomson method,
En
F (z) = U x (z, 0) − iUy (z, 0) = ez + iez = (1 + i)ez
′
Z
gin
Integrating we get
F(z) = (1 + i)ez dz + c
ee
= (1 + i)ez + c
∴ F(z) = U + iV, U = u − v, V = u + v.
Since f (z) is analytic, F(z) is also analytic.
2 sin 2x sin 2x
Now, u + v = V = =
2 cosh 2y − 2 cos 2x cosh 2y − cos 2x
(cosh 2y − cos 2x)2 cos 2x − sin 2x.2 sin 2x
Vx =
(cosh 2y − cos 2x)2
(1 − cos 2z)2 cos 2z − 2 sin2 2z
V x (z, 0) =
(1 − cos 2z)2
2 cos 2z − 2 −2(1 − cos 2z) −2
= = = = −cosec2 z
ww
2 2
(1 − cos 2z) (1 − cos 2z) 2 sin2 z
Vy = sin 2x(−1)(cosh 2y − cos 2x)−2 2 sinh 2y
w.E Vy (z, 0) = 0.
asy
F ′ (z) = Vy (z, 0) + iV x (z, 0) = 0 + i(−cosec2 z) = −i cosec2 z.
En
Integrating we get,
gin
Z
F(z) = −i cosec2 zdz + c. = −i(− cot z) + c.
F(z) = i cot z + c.
(1 + i) f (z) = i cot z + c.
i
ee c rin
g.n
f (z) = cot z +
1+i 1+i
i(1 − i) c
= cot z + c1 where c1 =
f (z) =
1+i
2
2
cot z + c1 .
f (z) =
et
u + iv given that
2u + 3v = e x (cos y − sin y). [Dec 2005]
Solution. 2u + 3v = e x (cos y − sin y)
Given f (z) = u + iv
3 f (z) = 3u + i3v
i2 f (z) = 2iu − 2v
Adding we get
Vy = e x (− sin y − cos y)
V x (z, 0) = ez
Vy (z, 0) = −ez
asy
By Milne Thomson method
En
F (z) = Vy (z, 0) + iV x (z, 0) = −ez + iez
′
−1 + i z c rin
f (z) =
=
3 + 2i
e +
3 + 2i
(−1 + i)(3 − 2i) z
e + c1 Where c1 =
c g.n
=
f (z) =
13
−3 + 2i + 3i + 2 z
13
−1 + 5i z
e + c.
e + c1
3 + 2i
et
13
3i f (z) = 3iu − 3v
(2 + 3i) f (z) = 2u − 3v + i(3u + 2v)
Let U = 2u − 3v, V = 3u + 2v and F(z) = U + iV.
where F(z) = (2 + 3i) f (z).
Since f (z) is analytic, F(z) is also analytic.
Now, V = y2 − x2 + 16xy
V x = −2x + 16y
ww Vy = 2y + 16x
Integrating we get,
asy
En
F(z) = (16 − 2i)
z2
2
+c
gin
(2 + 3i) f (z) = (8 − i)z2 + c
8−i 2 c
f (z) =
= ee
2 + 3i
z +
13
2 + 3i
(8 − i)(2 − 3i) 2
z + c1 , c1 =
c
rin
2 + 3i
= (1 − 2i)z2 + c1 .
g.n
Example 3.50. Find the analytic function
5u − 3v = e x (5 cos y − 3 sin y).
Solution. f (z) = u + iv.
f (z) =
et
u + iv given that
5 f (z) = 5u + 5iv.
U = 5u − 3v and
V = 5v + 3u.
ww U x (z, 0) = 5ez .
Uy (z, 0) = −3ez .
asy
By Milne-Thomson method,
En
= 5ez + 3iez = (5 + 3i)ez .
= (5 + 3i)ez + c ee rin
(5 + 3i) f (z) = (5 + 3i)ez + c
f (z) = ez +
c
g.n
et
5 + 3i
c
f (z) = ez + c′ where c′ = .
5 + 3i
4 f (z) = 4u + i4v.
F(z) = U + iV where
U = 4u − 3v and V = 3u + 4v.
Uy = e x [−4x sin y − 3(−y sin y + cos y) − 3x cos y + 4(y cos y + sin y)].
asy
Uy (z, 0) = ez [−3 − 3z] = −3ez (1 + z).
By Milne-Thomson method,
En
gin
F ′ (z) = U x (z, 0) − iUy (z, 0)
rin
g.n
Z
F(z) = ez (1 + z)(4 + 3i)dz + c
Z
= (4 + 3i) (1 + z)d(ez ) + c
"
z
Z
z
#
= (4 + 3i) e (1 + z) − e dz + c
et
= (4 + 3i) ez (1 + z) − ez + c = (4 + 3i)ez (1 + z − 1) + c
w.E ∂2
+
∂2
∂x2 ∂y2
= 4
∂2
∂z̄∂z
.
Now,
∂2
asy
+
∂2
∂x2 ∂y2
| f (z)|2
= 4
∂2
∂z̄∂z
| f (z)|2
= 4
∂2
∂z̄∂z
( f (z) f (z)).
En
Since f (z) is an analytic function, it is independent of z̄.
i.e., f (z) is a function of z only.
gin
Similarly its conjugate f (z) is an analytic function of z̄ only.
∂2 ∂2
!
ee
∴ We can denote f (z) by f¯(z̄).
∂ ∂ rin
Hence,
∂x 2
+ 2 | f (z)|2 = 4
∂y ∂z̄ ∂z
∂
( f (z) f¯(z̄))
∂ g.n
= 4 ( f¯(z̄)) ( f (z))
∂z̄ ∂z
= 4 f ′ (z) f ′ (z) = 4| f ′ (z)|2 . et
Example 3.53. If w = f (z) is a regular function of z, prove that
∂2 ∂2
+ log | f ′ (z)| = 0. [May 2015, Dec 2001]
∂x2 ∂y2
Solution. Since f (z) is analytic, if f (z) = u + iv, then u and v are harmonic
functions. Hence, they satisfy Laplace equation. The complex form of
the Laplace operator is
∂2 ∂2 ∂2
+ = 4 .
∂x2 ∂y2 ∂z̄∂z
∂2 ∂2 ∂2
′ ′
Now, + log | f (z)| = 4 log | f (z)|
∂x2 ∂y2 ∂z̄∂z
∂2
=2 log | f ′ (z)|2
∂z̄∂z
∂2
=2 log( f ′ (z) f ′ (z))
∂z̄∂z
∂2
=2 log f ′ (z) + log f ′ (z)
ww =2
∂z̄∂z
∂2
∂z̄∂z
log f ′ (z) + log f ′ (z)
¯
w.E =2
∂ 1 ′′
∂z̄ f ′ (z)
f (z) = 2.0 = 0.
asy
Example 3.54. If f (z) is analytic, prove that
∂2
+
∂2
∂x2 ∂y2
| f (z)| p = p2 | f (z)| p−2 | f ′ (z)|2 .
En
[May 2001]
Solution. Let f (z) = u + iv.
gin
Since f (z) is analytic, u and v are harmonic functions.
Hence, they satisfy Laplace equation.
∂2
+
∂2
∂x2 ∂y2
= 4
∂2
∂z̄∂z
ee
The complex form of the Laplace operator is
rin
Now,
∂2
+
∂2
| f (z)| p
= 4
∂2
| f (z)| p
g.n
et
∂x 2 ∂y2 ∂z̄∂z
∂2 p
=4 | f (z)|2 2
∂z̄∂z
∂2 p
=4 f (z) f (z) 2
∂z̄∂z
∂2 p p
=4 f (z) 2 f¯(z̄) 2
∂z̄∂z
∂ ¯ 2p ∂ p
=4 f (z̄) f (z) 2
∂z̄ ∂z
p ¯ 2p −1 ¯′ ¯ p p
= 4 f (z̄) f (z) f (z) 2 −1 f ′ (z)
2 2
p
= p2 f (z) f¯(z̄) 2 −1 f¯′ (z̄) f ′ (z)
p −1
= p2 | f (z)|2 2 f¯′ (z̄). f (z)
p−2
= p2 | f (z)2 | 2 | f ′ (z)|2
ww ∂x2 ∂y2
Solution. Let f (z) = u + iv.
Given f (z) is analytic.
gin
2
+ 2 2
+ 2
= (2uu x ) + (2uuy )
∂x ∂y ∂x ∂y ∂x ∂y
= 2(uu xx + u2x ) + 2(uuyy + u2y )
ee
= 2u(u xx + uyy ) + 2(u2x + u2y ).
rin
Since f (z) is analytic, u is harmonic.
∴ u xx + uyy = 0. g.n
Hence,
∂2
+
∂x2 ∂y2
∂2 2
u = 2(u2x + u2y ) = 2(u2x + v2x ) = 2| f ′ (z)|2 .
et
Example 3.56. If f (z) is an analytic function, prove that
∂ 2 ∂ 2
| f (z)| + | f (z)| = | f ′ (z)|2 .
∂x ∂y
Solution. Given f (z) = u + iv.
Since f (z) is analytic, u and v are harmonic.
Also, f (z) satisfies C-R equations.
p
| f (z)| = u2 + v2
∂ 1
| f (z)| = √ (2uu x + 2vv x )
∂x 2 u2 + v2
uu x + vv x
= √
u2 + v2
∂ 2 (uu x + vv x )2
| f (z)| =
∂x u2 + v2
ww Similarly,
∂ 2 (uuy + vvy )2
| f (z)| =
w.E Adding,
∂
∂x
| f (z)| +
∂y
2 ∂
∂y
| f (z)| =
u2 + v2
2 u2 u2x + v2 v2x + 2uvu x v x + u2 u2y + v2 v2y + 2uvuy vy
u2 + v2
asy =
u2 (u2x + u2y ) + v2 (v2x + v2y ) + 2uv(u x v x + uy vy )
u2 + v2
En =
u (u x + v x ) + v (uy + u2x ) + 2uv(−u x uy + u x uy )
2 2 2 2 2
gin
u2 + v2
u | f (z)| + v | f (z)|2
2 ′ 2 2 ′
=
u2 + v2
=
ee
| f (z)| (u2 + v2 )
′ 2
u2 + v2
= | f ′ (z)|2 .
rin
Example 3.57. If f (z) is analytic, prove that
1
Solution. ∇2 log | f (z)| = ∇2 log | f (z)|2
∇2 log | f (z)| = 0.
g.n [Jun 2012]
1
= ∇2 log( f (z) f (z))
2
et
1 ∂2 ∂2
= 2
+ 2
log f (z) + log f¯(z)
¯
2 ∂x ∂y
1 ∂ 2
= 4 log f (z) + log f¯(z)
¯
2 ∂z̄∂z
∂ 1 ′
=2 f (z) = 0.
∂z̄ f (z)
Exercise 3 C
w.E 5. Find the analytic function whose real part is given by u = e−x (x sin y − y cos y).
[May 2005]
asy
6. If u = log(x2 + y2 ), find v and f (z) such that f (z) = u + iv is analytic. [May 2005]
En
7. Find the analytic function w = u + iv given v = e−2xy sin(x2 − y2 ). [May 1997]
gin
8. If w = u + iv is an analytic function and v = x2 − y2 +
x2
x
+ y2
find u. [Dec 1997]
ee
9. Find the analytic function f (z) = u + iv if u − v = (x − y)(x2 + 4xy + y2 ).
14. Show that the function u = y3 −3x2 y is a harmonic function. Find its harmonic
conjugate and the corresponding analytic function.
15. Show that u = y + e x cos y is harmonic. Find its harmonic conjugate and also
find the function with u as its real part.
17. Find the analytic function f (z) = u + iv, given that u − 2v = e x (cos y − sin y).
w.E
19. Find the analytic function f (z) = u + iv given that 2u + v = e2x ((2x + y) cos 2y +
(x − 2y) sin 2y).
asy
En
20. If f (z) = u + iv is an analytic function of z, find f (z) if 2u + v = e x (cos y − sin y).
21. Find
1
the analytic function
u + v = log(x2 + y2 ) + tan−1
y
. gin f (z) = u + iv given that
2 x
ee
22. Find the analytic function f (z) = u + iv given that u + v =
rin
sin 2x
cos h2y + cos 2x
.
23. Find the analytic function f (z) = u + iv, given that u + v = g.n
sin 2x
cos h2y − cos 2x
.
et
24. Find the analytic function f (z) = u + iv given that 3u + 7v = e x (3 cos y + 7 sin y).
az + b
w= (1)
cz + d
ww Results
w.E 1. If ad − bc = 0 then ad = bc ⇒
Now w =
a(z + ba ) a
d b
= .
c a
which is a constant.
=
c(z + d
c)
c
asy
∴ ad − bc , 0 is the necessary condition for (1) to be bilinear.
2. When z =
−d
c
, then w = ∞.
En
gin
Therefore, there is a one to one correspondence between the extended
a
z−plane and the extended w−plane. When w = , z = ∞.
c
3. Special cases.
(i) If c = 0, a = d , 0 then w =
ee
a
d
b
d
b
rin
z + = z + , which is a translation.
a
a
a
d
b g.n
(ii) If c = 0, b = 0, d , 0 then w = z which is rotation and magnification.
et
(iii) If c = 0, d , 0 then w = z + which is rotation, magnification and
d d
translation.
Result. Prove that a bilinear transformation has atmost two fixed points.
[Jun 2012]
If c , 0, it is a quadratic in z.
∴ It has two roots which are the fixed points of the transformation.
If c = 0, d , a then there is one fixed point.
w.E
∴ A bilinear transformation has atmost two fixed points in the extended plane.
Note
asy
1. If a bilinear transformation has three or more fixed points, then it must
be the identity mapping.
En
2. If a bilinear mapping has exactly two fixed points z1 and z2 , then for some
gin
nonzero k, they satisfy the equation.
w − z1 z − z1
ee w − z2
=k
z − z2
rin
3. If a bilinear transformation has only one fixed point z1 , then it can be
written as
1
w − z1
=k+
1
z − z1
for k , 0.
g.n
These two forms are called normal forms or canonical forms of a bilinear
transformation.
Cross ratio
et
(z1 − z2 )(z3 − z4 )
The cross ratio of four points z1 , z2 , z3 , z4 is defined as and it is
(z1 − z4 )(z3 − z2 )
denoted by (z1 , z2 , z3 , z4 ).
Note. The four letters can be arranged in 4! = 24 ways and hence we can write
24 cross ratios. But, only six of them are different. In each of them z1 is fixed
and the remaining 3 are arranged in 3! = 6 ways.
If λ is any cross ratio of 4 points then the 6 different cross ratios are
1 1 1 1 λ
λ, , 1 − λ, ,1 − , 1
=
λ 1−λ λ 1− λ
λ−1
RHS = asy
(z − z1 )(z2 − z3 )
(z − z3 )(z2 − z1 )
z1
En
z
z1
− 1 (z2 − z3 )
−1(z2 − z3 ) z2 − z3
gin
= z2 = =
(z − z3 )z1 −1 (z − z3 )(−1) z − z3
z1
(w − w1 )(w2 − w3 ) z2 − z3
(w − w3 )(w2 − w1 )
=
z − z3
ee
∴ The modified form of the bilinear transformation is
rin
i.e., The equation is obtained formally by omitting the factors involving
z1 .
g.n
In the same way, we can rewrite the equation of the bilinear transformation if
any other prescribed point is ∞ in the z−plane or w−plane.
✎ ☞
Worked Examples
✍ ✌
Example 3.58. Find the bilinear map which maps the points ∞, i, 0 of the z plane
onto 0, i, ∞ of the w−plane. [May 2005]
Solution. Let z1 = ∞, z2 = i, z3 = 0 and w1 = 0, w2 = i, w3 = ∞.
The bilinear transformation is given by
w − w1 z2 − z3
=
w2 − w1 z − z3
w−0 i−0
ww i.e.,
i−0
=
w i
=
z−0
w.E i
w=
z
−1
z
.
asy
Example 3.59. Find the invariant points of the transformation w =
2z + 6
z+7
.
En
Solution. The fixed points are given by w = z
[May 2009]
i.e.,
2z + 6
=z gin
z+7
z(z + 7) = 2z + 6
z2 + 7z − 2z − 6 = 0
ee rin
z2 + 5z − 6 = 0
g.n
(z + 6)(z − 1) = 0
z = 1, −6. et
3−z
Example 3.60. Find the fixed points of the transformation w = .
1+z
Solution. The fixed points are given by w = z
3−z
i.e., =z
1+z
z(1 + z) = 3 − z
z + z2 − 3 + z = 0
z2 + 2z − 3 = 0
(z + 3)(z − 1) = 0 ⇒ z = 1, −3.
1+z
Example 3.61. Find the invariant points of the transformation w = .
1−z
[Dec 2011, Jun 2007]
Solution. The fixed points are given by w = z
1+z
ww i.e.,
1−z
=z
z(1 − z) = 1 + z
w.E z − z2 − 1 − z = 0
z2 + 1 = 0
asy
z2 = −1 ⇒ z = ±i.
En
Example 3.62. Find the bilinear transformation which maps the points −2, 0, 2
into the points w = 0, i, −i.
gin
Solution. Let z1 = −2, z2 = 0, z3 = 2 and w1 = 0, w2 = i, w3 = −i.
[May 2002]
ee
The bilinear transformation is given by
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
=
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 ) rin
(w − 0)(i + i) (z + 2)(0 − 2)
=
(w + i)(i − 0) (z − 2)(0 + 2) g.n
w2i
(w + i)i
=−
2(z + 2)
2(z − 2)
.
w(2z − 4 + z + 2) = −i(z + 2)
w(3z − 2) = −i(z + 2)
i(z + 2)
w=− .
3z − 2
Example 3.63. Find the Mobius transformation that maps z = 0, 1, ∞ into points
w = −5, −1, 3 respectively. What are the invariant points of the transformation.
[May 2004]
Solution. Let z1 = 0, z2 = 1, z3 = ∞, and w1 = −5, w2 = −1, w3 = 3.
The Mobius transformation is
(w − w1 )(w2 − w3 ) (z − z1 )
=
(w − w3 )(w2 − w1 ) (z2 − z1 )
(w + 5)(−4) z − 0
i.e., =
ww
(w − 3)4 1
⇒ −(w + 5) = z(w − 3)
w.E ⇒ −w − 5 = zw − 3z
⇒ −w − zw = 5 − 3z
asy
⇒ −w(1 + z) = −(3z − 5)
3z − 5
En
w= .
1+z
gin
The invariant points are given by w = z.
3z − 5
z=
1+z
z + z2 − 3z + 5 = 0
z2 − 2z + 5 = 0
ee rin
(z − 1)2 + 5 − 1 = 0
g.n
(z − 1)2 + 4 = 0
(z − 1)2 = −4
z − 1 = ±2i
et
z = 1 ± 2i.
Example 3.64. Find the bilinear transformation that maps the points z = ∞, i, 0
onto w = 0, i, ∞ respectively. [Dec 2012]
Solution. Given, z1 = ∞, z2 = i, z3 = 0.
w1 = 0, w2 = i, w3 = ∞.
The bilinear transformation is
(w − w1 ) z2 − z3
=
w2 − w1 z − z3
w−0 i−0
=
i−0 z−0
w i
=
i z
1
w=− .
z
w.E
Solution. Let z1 = 1, z2 = i, z3 = −1 and w1 = 2, w2 = i, w3 = −2.
The bilinear transformation is given by
asy
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
=
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )
i.e.,
En
(w − 2)(i + 2) (z − 1)(i + 1)
=
(w + 2)(i − 2) (z + 1)(i − 1)
=
gin
w − 2 z − 1 (i + 1)(i − 2)
w + 2 z + 1 (i − 1)(i + 2)
ee
!
z − 1 (−1 − 2i + i − 2)
=
z + 1 (−1 + 2i − i − 2)
=
!
z − 1 (−3 − i)
z + 1 (−3 + i) rin
w−2
w+2
=
!
z − 1 (3 + i)
z + 1 (3 − i) g.n
w − 2 + w + 2 (z − 1)(3 + i) + (z + 1)(3 − i)
=
w − 2 − w − 2 (z − 1)(3 + i) − (z + 1)(3 − i)
2w 3z + iz − 3 − i + 3z − iz + 3 − i
=
et
−4 3z + iz − 3 − i − 3z + iz − 3 + i
6z − 2i
=
2iz − 6
2(3z − i)
=
2(iz − 3)
(6z − 2i)
w=− .
iz − 3
Example 3.66. Find the bilinear transformation which maps the points i, −1, 1 of
the z plane into the points 0, 1, ∞ of the w−plane respectively. [Jun 2008]
Solution. Let z1 = i, z2 = −1, z3 = 1 and w1 = 0, w2 = 1, w3 = ∞.
The required bilinear transformation is
(w − w1 ) (z − z1 )(z2 − z3 )
=
(w2 − w1 ) (z − z3 )(z2 − z1 )
(z − i)(−2) −2(z − i) 2(z − i)
i.e., w = = = .
(z − 1)(−1 − i) −(z − 1)(1 + i) (1 + i)(z − 1)
Example 3.67. Find the bilinear transformation which maps z1 = 0, z2 = 1, z3 = ∞
ww into the points w1 = i, w2 = 1, w3 = −i. [Jun 2013, Jun 2012, Jun 2010, Jun 2008]
Solution. Let z1 = 0, z2 = 1, z3 = ∞, and w1 = i, w2 = 1, w3 = −i.
(w − w1 )(w2 − w3 ) (z − z1 )
asy
=
(w − w3 )(w2 − w1 ) (z2 − z1 )
(w − i)(1 + i)
i.e., =z
En
(w + i)(1 − i)
w − i z(1 − i) z(1 − i)2
= =
w+i
=
2
1+i
= gin
z(1 − 1 − 2i) z(−2i)
2
2
= −iz
w − i + w + i −iz + 1
=
w − i − w − i −iz − 1
2w
=
1 − iz
ee rin
−2i −(1 + iz)
w=
i(1 − iz)
1 + iz
=
z+i
1 + iz
. g.n
Example 3.68. Find the bilinear map if 1 and i are fixed points and the origin
goes into −1.
et
Solution. Let z1 = 1, z2 = i, z3 = 0 and w1 = 1, w2 = i, w3 = −1.
The bilinear transformation is
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
=
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )
(w − 1)(i + 1) (z − 1)(i − 0)
=
(w + 1)(i − 1) (z − 0)(i − 1)
(w − 1)(i + 1) (z − 1)i
=
w+1 z
w−1 (z − 1)i
=
w+1 z(1 + i)
w−1+w+1 (z − 1)i + z(1 + i)
=
w − 1 − (w + 1) (z − 1)i − z(1 + i)
2w z(1 + 2i) − i
=
−2 −(z + i)
z(1 + 2i) − i
w= .
z+i
w.E
the w plane.
Solution. Given w =
i−z
.
asy
i+z
|w| = 1 becomes
|
i−z
i+z
|=1
En
⇒
|i − z|
|i + z|
=1
gin
⇒ |i − z| = |i + z|
ee
i.e., |i − x − iy| = |i + x + iy|
rin
| − x + i(1 − y)| = |x + i(1 + y)|
(1 − y)2 = (1 + y)2
et
1−y=1+y
i.e., 2y = 0
∴ The real axis of the z−plane is mapped onto the circle |w| = 1.
|w| < 1
|i − z|
⇒ <1
|i + z|
|i − z| < |i + z|
⇒1−y<1+y
ww ⇒ −2y < 0
2y > 0
Hence, the half plane y > 0 is mapped onto the interior of the circle |w| < 1.
asy
Example 3.70. Find the bilinear map which maps the points z = 0, −1, i onto the
En
points w = i, 0, ∞. Also find the image of the unit circle of the z−plane.
gin
[May 2015, Dec 2013]
Solution. Given, z1 = 0, z2 = −1, z3 = i.
w1 = i, w2 = 0, w3 = ∞.
ee
The bilinear transformation is
w − w1 (z − z1 )(z2 − z3 ) rin
g.n
=
w2 − w1 (z − z3 )(z2 − z1 )
w−i (z − 0)(−i − 1)
=
0−i
w−i
−i
w−i
=−
(z − i)(−1 − 0)
z(1 + i)
(z − i)(−1)
z(1 + i)
et
=
−i z−i
−iz(1 + i) −iz + z
w−i= =
z−i z−i
−iz + z iz + 1 − iz + z
w=i+ =
z−i z−i
1+z
w= .
z−i
w(z − i) = 1 + z
wz − wi = 1 + z
wz − z = 1 + wi
z(w − 1) = 1 + wi
1 + wi
z= .
w−1
Given |z| = 1
1 + wi = 1
ww w−1
|1 + wi|
=1
w.E |w − 1|
|1 + (u + iv)i| = |u + iv − 1|
asy
|1 + iu − v|2 = |(u − 1) + iv|2
(1 − v)2 + u2 = (u − 1)2 + v2
En
1 + v2 − 2v + u2 = u2 + 1 − 2u + v2
−2v = −2v
u = v, gin
which is a straight line in the w−plane. ee rin
Example 3.71. Prove that w =
z
1−z
g.n
maps the upper half of the z−plane to the
upper half of the w−plane and also find the image of the unit circle of the z−plane.
Solution. Given w =
z
1−z
.
et
[Dec 2013, Dec 2012, Jun 2010]
x + iy
u + iv =
1 − x − iy
x + iy (1 − x) + iy
= ×
(1 − x) − iy (1 − x) + iy
x(1 − x) − y2 + i[y(1 − x) + xy]
=
(1 − x)2 + y2
x(1 − x) − y2 y(1 − x) + xy
= 2 2
+i .
(1 − x) + y (1 − x)2 + y2
x(1 − x) − y2 y(1 − x) + xy
∴u= and v = .
(1 − x)2 + y2 (1 − x)2 + y2
Let v > 0.
y(1 − x) + xy
⇒ >0
(1 − x)2 + y2
y − xy + xy > 0
ww y > 0.
w.E This shows that the upper half of the z−plane is mapped onto the upper
half of the w−plane.
asy
To find the image of the unit circle.
z
we have w =
En
1−z
gin
w(1 − z) = z
w − wz = z
w = wz + z
z(1 + w) = w
w
ee rin
z=
1+w
.
g.n
et
Given |z| = 1.
w
⇒ =1
1 + w
|w| = |1 + w|
|w|2 = |1 + w|2
|u + iv|2 = |1 + u + iv|2
u2 + v2 = (1 + u)2 + v2 = 1 + u2 + 2u + v2
0 = 2u + 1
1
u=− .
2
1
The image of the unit circle |z| = 1 is the straight line u = − .
2
Example 3.72. Find the bilinear transformation that transforms 1, i, −1 of the
z−plane onto 0, 1, ∞ of the w−plane. Also show that the transformation maps
interior of the unit circle of the z−plane onto upper half of the w−plane.[Apr 2014]
Solution. Let z1 = 1, z2 = i, z3 = −1.
w1 = 0, w2 = 1, w3 = ∞.
w.E =
w2 − w1 (z − z3 )(z2 − z1 )
w − 0 (z − 1)(i + 1)
=
1 − 0 (z + 1)(i − 1)
asy
w=−
z−11+i 1+i
z+11−i 1+i
×
=−
En
z − 1 (1 + i)2
z+1 1+1
gin
!
z − 1 1 − 1 + 2i z−1
=− = −i
z+1 2 z+1
w(z + 1) = −iz + i
wz + w = −iz + i
ee rin
wz + iz = i − w
z(w + i) = i − w g.n
z=
|i − u − iv| < |u + iv + i|
v > 0,
ww Hence, the interior of the unit circle of the z−plane is mapped onto the
upper half of the w−plane.
w.E
Exercise 3 D
asy
1. Find the bilinear transformation that maps z1 = −1, z2 = 0, z3 = 1 onto
w1 = −1, w2 = −i, w3 = 1.
En [May 2006]
ee rin
3. Find the bilinear transformation that maps z1 = 0, z2 = 1, z3 = ∞ onto
w1 = −1, w2 = −i, w3 = 1. [Apr 2006]
g.n
4. Find the bilinear transformation that maps the points −1, 0, 1 onto 1, −1, ∞.
et[Jan 2007]
5. Find the bilinear transformation which maps the points 1, i, −1 of the z−plane
onto 0, 1, ∞ of the w−plane. [May 2007]
6. Find the bilinear transformation which maps z = −1, i, 1 onto the points
w = 1, i, −1 respectively. [Dec 2004]
2i − 6z
7. Find the fixed points of the bilinear map w = .
iz − 3
8. Find the bilinear transformation that maps the points −1, 0, 1 in the z−plane
onto the points 0, i, 3i in the w−plane. [Apr 1999]
10. Find the bilinear transformation which maps z = −i, 0, i onto the points
w = ∞, −1, 0.
w.E Y
C2
V
θ
C2′
asy P
θ C1
P′
C1′
O
En X
O
U
gin
Let C1 and C2 be two curves in the z−plane intersecting at P. Let C1′ and C2′ be
ee
the corresponding curves in the w plane intersecting at P′ under the
rin
transformation w = f (z). If the angle of intersection of the curves at P is the same
as the angle of intersection of the curves at P′ , both in magnitude and direction,
then the transformation is said to be conformal at P.
g.n
Result A mapping w = f (z) is said to be conformal in a domain D if it is
conformal at each point of the domain.
et
Theorem
A mapping w = f (z) is conformal at a point z0 if it is analytic at z0 and f ′ (z0 ) , 0.
Critical Points
Let f (z) be a non constant analytic function in a domain D. If f ′ (z0 ) = 0 for some z0
in D, then z0 is called a critical point of the transformation w = f (z).
w.E
The mapping w = z + k where k is a complex constant represents a translation.
Let z = x + iy, w = u + iv, k = k1 + ik2
asy
u + iv = x + iy + k1 + ik2 = (x + k1 ) + i(y + k2 ).
The image of any point (x, y) in the z−plane is the point (x + k1 , y + k2 ) in the
w−plane.
En
Under translation any figure is shifted through a distance given by the vector k.
gin
But the size and shape remain the same.
ee
∴ Circles are transformed into circles, squares are transformed into squares etc.
In general, under the transformation, the image region is geometrically
congruent to the original region.
rin
If k = 0, then the mapping becomes w = z which is the identity mapping.
✎
Worked Examples
☞
g.n
✍ ✌
Example 3.73. Find the image of the circle |z| = 2 under the transformation
w = z + 3 + 2i.
et
[May 2011, May 2008]
Solution. w = z + 3 + 2i
u + iv = x + iy + 3 + 2i = x + 3 + i(y + 2).
Equating the real and imaginary parts, we get u = x + 3, v = y + 2.
The equation of the circle is |z| = 2.
p
i.e., x2 + y2 = 2
=⇒ x2 + y2 = 4
i.e., (u − 3)2 + (v − 2)2 = 4
which represents a circle with centre (3, 2) and radius 2 in the w−plane.
Example 3.74. What is the region of the w−plane of the rectangular region in the
z−plane bounded by the lines x = 0, x = 2, y = 0 and y = 1 in the region mapped
under the transformation w = z + (1 + 2i). [Dec 2006]
Solution. w = z + 1 + 2i
ww u + iv = x + iy + 1 + 2i = x + 1 + i(y + 2).
Equating the real and imaginary parts, we get u = x + 1, v = y + 2.
w.E
The lines x = 0, x = 2, y = 0 and y = 1 have images u = 1, u = 3, v = 2, v = 3
respectively in the w plane.
asy V
Y
En v=3
gin
u=1
u=3
y=1
ee
x=0
x=2
v=2
rin
U
0
g.n
X
0 y=0
Example 3.75. Find the map of the circle |z| = 3 by the transformation w = z + 1 + i.
Solution. w = z + 1 + i
et[May 2007]
u + iv = x + iy + 1 + i = x + 1 + i(y + 1).
Equating the real and imaginary parts, we get u = x + 1, v = y + 1.
The circle in the z−plane is |z| = 3.
q
i.e., x2 + y2 = 3
=⇒ x2 + y2 = 9
which represents a circle with centre (1, 1) and radius 3 in the w−plane.
Example 3.76. Find the image of the circle |z| = 1 under the map w = z + (2 + 2i).
Solution. w = z + 2 + 2i
i.e., u + iv = x + iy + 2 + 2i = x + 2 + i(y + 2)
Equating the real and imaginary parts we obtain
ww u= x+2 v=y+2
w.E
x=u−2 y = v − 2.
The circle in the z−plane is
|z| = 1 ⇒ x2 + y2 = 1
asy
⇒ (u − 2)2 + (v − 2)2 = 1.
En
i.e., The unit circle |z| = 1 is mapped onto an equal circle with centre
(2, 2) and radius 1.
Y
gin V
O
ee X
O
(2, 2)
rin
U
g.n
3.7.2 The transformation w = az
et
Here a is a nonzero complex constant and z , 0.
Let z = reiθ , w = Reiφ , a = a1 eiα where |a| = a1 .
Now, the given transformation is w = az
r
or contracted by |a| = a1 in the w−plane
θ
and rotated through an angle α = arg a. O
X
ww ∴ This transformation
magnification and rotation.
consists
Hence,
of
V
w.E
p(az)
the image of the given region is
geometrically similar to that of the
r
a,
original.
asy O
α+θ
U
Note
En
gin
1. If a is real then α = 0. ⇒ w = az represents magnification or contraction
by |a|.
ee rin
2. The general transformation w = az + b where a , 0, a and b are complex
numbers is a composition of the transformation w = az and w = z + b.
g.n
∴ The general linear transformation represents expansion or contraction
by |a| and rotation followed by a transaction by vector b.
✎
Worked Examples
✍
☞
✌
et
Example 3.77. Find the image of the circle |z| = 2, under the transformation
w = 3z. [Jun 2008]
Solution. Given w = 3z
Taking modulus both sides we get
|w| = |3z| = 3|z| = 3 × 2 = 6.
√
=⇒ u2 + v2 = 6
or u2 + v2 = 36.
∴ The image of |z| = 2 under the transformation w = 3z is a circle with
centre (0, 0) and radius 6.
Example 3.78. Find the map of the circle |z| = 3 under the transformation w = 2z.
[Dec 2012, May 2011]
Solution. Given w = 2z
ww
|w| = |2z| = 2|z| = 2 × 3 = 6.
It is a circle in the w−plane with center at the origin and radius 6 units.
w.E
Example 3.79. Find the image of the circle |z| = λ under the transformation w = 5z.
[May 2001]
Solution. Given w = 5z
asy
Taking modulus both sides we get
En
|w| = |5z| = 5|z| = 5λ.
p
u2 + v2 = 5λ gin
u2 + v2 = 25λ2 .
ee
This is a circle in the w plane with centre (0, 0) and radius 5λ.
rin
Example 3.80. Find the image of the rectangular region bounded by x = 0,
g.n
et
y = 0, x = 1, y = 2 under the map w = (1 + i)z + 2.
Solution. Given w = (1 + i)z + 2
u + iv = x − y + 2 + i(x + y)
u= x−y+2 v= x+y
Y B′ (1, 3)
C ′ (0, 2)
x=0
x=1
A′ (3, 1)
u
O′ (0, 0) O′ (2, 0)
X
O (0, 0) y=0 A(1, 0)
asy
x = 1, y = 0 ⇒ u = 3, v = 1 ⇒ A(1, 0) is mapped onto A′ (3, 1)
En
x = 1, y = 2 ⇒ u = 1, v = 3 ⇒ B(1, 2) has the image B′ (1, 3)
gin
The image of the given rectangular region and its image are as
presented above.
ee
Example 3.81. Draw the image of the square whose vertices are at
rin
(0, 0), (1, 0), (1, 1), (0, 1) in the z− plane under the transformation w = (1 + i)z. What
has this transformation done to the original square. g.n [Dec 2004]
Solution. Given w = (1 + i)z
v
y B′ (1, 3)
C (0, 1) B(1, 1)
C′ A′
(−1, 1) (1, 1)
x
O (0, 0) A(1, 0) u
O′ (0, 0) O′ (2, 0)
ww Let the given points be O(0, 0), A(1, 0), B(1, 1) and C(0, 1).
Let O′ , A′ , B′ , C ′ be the images of O, A, B, C respectively.
w.E Now O′ is (0, 0), A′ is (1, 1), B′ is (0, 2) and C ′ is (−1, 1).
√
In the original square, the radius vector of each corner is extended 2 times and
π
asy
rotated through an angle of about the origin in the anticlockwise sense.
4
En√ √
OA′ = 2 = 2OA
gin √
OB′ = 2 = 2OB
√ √
ee
OC ′ = 2 = 2OC.
Example 3.82. Find the image of the region y > 1 under the transformation
rin
w = (1 − i)z.
Solution. Given w = (1 − i)z g.n [May 1999]
v=y−x (2)
1
(1) + (2) =⇒ u + v = 2y ⇒ y = (u + v)
2
1
(1) − (2) =⇒ u − v = 2x ⇒ x = (u − v)
2
1
y > 1 ⇒ (u + v) > 1 ⇒ u + v > 2.
2
The regions corresponding to the original and image are presented below.
Y V
(0, 2)
ww O
X
O (2, 0)
U
w.E
Definition. The inverse of a point P with respect to a circle O and radius r is the
point P′ on OP such that OP.OP′ = r2 .
asy p
En |
p′
O gin
θ
−θ
X
ee rin
3.7.3 The transformation w =
1
z g.n
Given w =
1
1 z
⇒ |w| =
z
et
|w||z| = 1.
It represents inversion w.r.t the unit circle |z| = 1 followed by reflection
on the real axis.
Let z = reiθ , w = Reiφ
1
Now w =
z
1 1
=⇒ Reiφ = iθ
= e−iθ .
re r
Equating the modulii and amplitudes we get
1
R = , φ = −θ, i.e., arg w = − arg z
r
1
|w| =
|z|
1 1
The image of P(r, θ) is Q( , −θ) under the transformation w = .
r z
1
′ ′
If P is the inverse of P w.r.t |z| = 1 then P is ( , θ). The reflection of P′
r
ww 1
1
in the real axis is ( , −θ).
r
∴ w = consists of inversion w.r.t |z| = 1 followed by reflection in the real
w.E axis.
z
asy
∴ Interior of the circle |z| = 1 is mapped onto the exterior of the circle
En
|w| = 1 and conversely.
The circle |z| = 1 is mapped onto |w| = 1.
1
gin
1
Now lim = ∞ and lim = 0, the centre of the circle is mapped onto ∞.
z→0 z z→∞ z
Hence, w = 1z defines a one to one correspondence between the extended
ee
z− plane and the extended w-plane.
rin
Result. When w = u + iv is the image of a nonzero point z = x + iy, under the
1
transformation w = then
z
z̄ z̄ x − iy g.n
w=
u=
x2
= 2 = 2
zz̄ |z|
x
+y2
x + y2
,v = 2
−y
x + y2
.
et
1
Also, z =
w
w̄ w̄ u − iv
⇒z= = =
ww̄ |w|2 u2 + v2
u −v
x= 2 2
,y = 2 .
u +v u + v2
✎ ☞
Worked Examples
✍ ✌
1
Example 3.83. Find the image of the line x = k, under the transformation w = .
z
[Jun 2013]
1
Solution. Given w = .
z
1 w̄ w̄ w̄
z= × = = 2
w w̄ ww̄ |w|
u − iv u v
x + iy = 2 = 2 −i 2
ww u +v 2 u +v 2 u + v2
u v
∴x= 2 ,y = − 2 .
u + v2 u + v2
w.E Given x = k.
i.e., k = 2
u
u + v2
asy
k(u2 + v2 ) − u = 0.
En
It represents a circle with centre
1
2k
!
1
, 0 and radius .
2k
gin 1
Example 3.84. Find the image of x = 2 under the transformation w = .
Solution. We have w =
1
z
ee z
[Dec 1998]
rin
g.n
1 w̄
=⇒ z = =
w ww̄
x + iy =
∴x= 2
u
u +v
u − iv
2
=
,y = − 2
v
u − iv
(u + iv)(u − iv) u2 + v2
u + v2
.
.
et
u
When x = 2, we have = 2.
u2 + v2
u
⇒ u2 + v2 − = 0,
2
1
Example 3.85. Find the image of |z − 2i| = 2 under the transformation w = .
z
[Jun 2013, May 2005]
1
Solution. w =
z
u −v
⇒x= 2 2
,y = 2 .
u +v u + v2
The given circle is |z − 2i| = 2.
⇒ |z − 2i|2 = 4
|x + iy − 2i|2 = 4
ww x2 + (y − 2)2 = 4
x2 + (y − 2)2 = 22 .
2
u2
(u + v )2 2
+
asy
2
v2
(u + v )2 2
−4 2
−v
u + v2
=0
2
1
u +v 2
+ 2
4v
u + v2
En
=0
gin
1
4v + 1 = 0 ⇒ v = − ,
4
ee
which is a straight line in the w plane.
∴ The image of the circle |z − 2i| = 2 in the z−plane is a straight line in the w−plane.
rin
1
Example 3.86. Find the image of the strip 1 < x < 2 under the map w = .
1
z
g.n
[May 2001]
Solution. Given w =
⇒x= 2
z
u
u +v 2
,y = 2
−v
u + v2
et
u
1<x<2⇒1< 2 <2
u + v2
⇒ u2 + v2 < u < 2(u2 + v2 ).
u2 + v2 − u = 0. (1)
1
The centre is ( −1
2 , 0) and radius = 2 .
Taking u < 2(u2 + v2 ) we get
1
u2 + v2 − u > 0. (2)
2
1
which is the exterior of the circle u2 + v2 − u = 0.
2
1 1
The centre is ( , 0) and radius = = r.
ww 4 4
∴ The strip 1 < x < 2 is mapped onto the region between the circles
(1) and (2).
w.E V
Y
asy
(0, 2)
En (1/4, 0)
(1/2, 0)
U
x=1
x=2
O gin X O
ee
Example 3.87. Find the image of the infinite strip 0 < y <
1
2
rin
1
under w = .
z
[May 2005]
Solution. Given w =
1
z g.n
⇒x=
1
u2
u
+v2
,y = 2
−v
−v
u + v2
1
et
0<y< ⇒0< 2 2
<
2 u +v 2
1
⇒ 0 < −v < (u2 + v2 )
2
Taking 0 < −v ⇒ −v > 0 ⇒ v < 0 (1)
1
Taking − v < (u2 + v2 )
2
⇒ −2v < u2 + v2
u2 + v2 > −2v
u2 + v2 + 2v > 0 (2)
ww y = 1/2
V
w.E O y=0 X
(0,−1)
asy
Example 3.88. Find the image of the square whose vertices are z = 1 + i, 3 + i, 1 + 3i
En
1
and 3 + 3i under the transformation w = . [Dec 2001]
z
Solution. Let A, B, C, D represent the complex numbers. 1 + i, 3 + i, 1 + 3i and 3 + 3i
respectively in the z−plane.
gin
⇒x=
w=
u
1
z
,
eey=
−v
rin
u=
u2
x
+ v2
, v= 2
u2
−y
+ v2
g.n
Y
x2 + y2 x + y2
V et
(1, 3) (3, 3)
D C
y=3 U
x=1
x=3
1
2,0
0, − 16
0, 21
A y=1 B
(1, 1) (3, 1)
X
O
Equation of AB is y = 1.
Equation of CD is y = 3.
Equation of AC is x = 1.
Equation of AD is x = 3.
−v
Image of y = 1 is 1 = 2 ⇒ u2 + v2 + v = 0.
u + v2
−1 1
It is a circle with centre (0, ), r = .
2 2
2 2 1 −1 1
Image of y = 3 is u + v + v = 0. It is a circle with centre (0, ), r = .
3 6 6
ww 2 2 1 1
Image of x = 1 is u + v − u = 0. It is a circle with centre ( , 0), r = .
2 2
2 2 1 1 1
Image of x = 3 is u + v − u = 0. It is a circle with centre ( , 0), r = .
w.E 3
The point A(1, 1) is mapped onto A′ ( ,
asy
).
10 10
1 −1
C(3, 3) is mapped onto C ′ ( , ).
6 6
En
D(1, 3) is mapped onto D′ ( ,
1 −3
10 10
).
gin
∴ The image of the interior of the square ABCD is the region A′ B′C ′ D′
bounded by the 4 circles which are the images of the sides of the square.
ee
Example 3.89. Show that the transformation w =
into a circle in the w−plane or to a straight line.
1
1
z
maps a circle in the z−plane
rin
[Dec 2011, Jun 2009]
Solution. Given w =
z
Let w = u + iv, z = x + iy g.n
z=
1
=
w̄ u − iv
= 2
w ww̄ u + v2
u −v
et
x= 2 2
,y = 2 .
u +v u + v2
The general equation of the circle in the z−plane is
x2 + y2 + 2gx + 2 f y + c = 0 (1)
u2 v2 u −v
2 2 2
+ 2 2 2
+ 2g 2 2
+ 2f 2 +c=0
(u + v ) (u + v ) u +v u + v2
u2 + v2 2gu 2fv
2 2 2
+ 2 2
− 2 + c = 0.
(u + v ) u +v u + v2
1 2gu 2fv
+ 2 − 2 +c=0
u2 +v2 u +v 2 u + v2
1 + 2gu − 2 f v + c(u2 + v2 ) = 0
ww 1
∴ w = transforms a circle in the z−plane not passing through the origin
z
into a circle not passing through the origin in the w plane.
En
a circle in the w-plane and a circle through the origin in the z-plane is
gin
mapped onto a straight line in the w-plane.
ee
Example 3.90. Find the image of the hyperbola x2 − y2 = 1 under the
1
transformation w = and prove that it is the lemniscate of Bernouillie r2 = cos 2θ.
z
rin
[Dec 2012, Jun 2012, Jun 2010]
Solution. Let z = x + iy and w =
1 1 1 1
Given w = or z = = iθ = e−iθ .
reiθ .
g.n
z
1
w re r
1
cos 2θ = 1
r2
⇒ r2 = cos 2θ.
1
Example 3.91. Under the transformation w = , find the image of the region (i)
z
x > c where c > 0 (ii) y > c where c < 0. Find also the fixed points of w. [Dec 2010]
1
Solution. w =
z
u −v
⇒x= 2 2
,y = 2
u +v u + v2
w.E
u
u2 + v2 − < 0.
c
1 1
It is a circle with centre ( , 0) and radius .
asy 2c
The image is the interior of the circle.
2c
En
x=c
gin V
O
eeX
1
2c , 0
U
rin
g.n
(ii) y > c, c < 0
−v
u2 + v2
>c et
−v
< u2 + v2
c
v
u2 + v2 + > 0.
c
v
The image is the exterior of the circle u2 + v2 + = 0 in the w−plane
c
−1 1
with centre (0, ) and radius .
2c 2|c|
Y V
y=0
X
−1
0,
O 2c
y=c U
ww z
asy
2
Given w=z
u + iv = (x + iy)2 = x2 − y2 + i2xy
∴ u = x2 − y2
En (1)
and v = 2xy
gin (2)
ee
Case(i). Image of lines parallel to the axes.
Consider the line y = b, parallel to the x-axis.
Now u = x2 − b2 , v = 2bx ⇒ x = .
v rin
v2
∴u= 2 −b 2
2b
g.n
v2
4b2
4b
= u + b2 ⇒ v2 = 4b2 (u + b2 )
Y
et (3)
y=b
• (a, b)
X
x=a
v2
∴ u = a2 −
4a2
ww v2
4a2
= −(u − a2 ) v2 = −4a2 (u − a2 ) (4)
w.E
which represents a parabola with vertex
(a2 , 0), axis as u-axis and focus (0, 0). We
v
asy
shall prove that these two parabolas are
u
En
(−b2 , 0) (0, 0) (a2 , 0)
orthogonal. Let us find the slopes of
the tangents to the parabolas (3) and
gin
(4) corresponding to the point x = a and
ee
y = b.
v
2b2 b
et
= =
du (a2 −b2 ,2ab) 2ab a
b
i.e., Slope of the tangent at (a2 − b2 , 2ab) to the parabola (3) is m1 = .
a
Differentiating (4) w.r.to u, we get
dv
2v = −4a2
du
dv −2a2
=
du v
−2a2 −a
!
dv
= =
du (a2 −b2 ,2ab) 2ab b
−a
i.e., Slope of the tangent at (a2 − b2 , 2ab) to the parabola (4) is m2 = .
b
b −a
Now, m1 m2 = × = −1
a b
Hence, the tangents are perpendicular and therefore the parabolas are
ww orthogonal.
Hence, lines parallel to the axes in the z-plane are mapped on to orthogonal
w.E
parabolas in the w-plane.
Case(ii). Image of circles.
asy
We shall now study how circles in the z-plane are transformed by the mapping
w = z2 .
En
Changing into polar coordinates, let z = reiθ and w = Reiφ .
We have w = z2 ⇒
gin
Reiφ = r2 ei2θ .
Equating the modulii and arguments on both sides, we get
R = r2 , φ = 2θ.
ee
This shows that the modulus is squared and the amplitude is doubled. rin
Along the real axis in the z-plane θ takes values 0 and π.
g.n
When θ = 0
When θ = π
⇒
⇒
φ=0
φ = 2π
Hence, φ assumes values 0 and 2π, which is the positive side of the u-axis.
et
Hence, the real axis in the z-plane is mapped onto the positive real axis in the
π 3π
w-plane. Along the imaginary axis, θ takes values and while φ assumes
2 2
values π and 3π, which is only the negative side of the imaginary axis.
i.e., The imaginary axis of the z-plane is mapped on to the negative real axis in
π
the w-plane.In the first quadrant of the z-plane θ varies from 0 to while φ varies
2
from 0 to π.
ww Y V
w.E U
asy
X
z−plane w−plane
0≤θ≤π 0 ≤ Φ ≤ 2π
En
In the same way the lower half of the z-plane is mapped onto the entire w-plane.
gin
Hence, two distinct points z0 and −z0 = (z0 eiπ ) in the z-plane correspond to a single
point w = z20 in the w-plane.
rin
y θ = π/3
θ = 2π/3
v
θ = π/3
g.n
et
θ = π/6
D1 R
x u
D2 1 2 1 4
Case (iii). The images of u(x, y) = c and v(x, y) = d where c and d are constants.
We shall study the images if the lines u(x, y) = c and v(x, y) = d under the mapping
w = z2 .
u=c ⇒ x2 − y2 = c (5)
v=d ⇒ 2xy = d (6)
(5) and (6) represent a family of rectangular hyperbolas.
y = −x x=0 u=4 u = 16
v
u=4
u = 16 D1 v = 32
R
u = 32 v = 16 32 •
v=2 24 •
y=0 16 •
ww D2
8 •
•
1
•
8
•
16
•
24
u
w.E
asy
For the family of R.H represented by (5), the asymptotes are the lines y = x and
y = −x. [Taking u = 0]
En
For the family of R.H represented by (6), the asymptotes are the axes given by y = 0
and x = 0. Infact, the families of rectangular hyperbolas (5) and (6) are orthogonal.
For, differentiating (5) w.r.to x, we get
gin
Differentiating (6) w.r.to x, we get
ee
2x − 2y
dy
dx
=0 ⇒
dy x
=
dx y
rin
"
dy
2 x +y =0
#
⇒
dy −y
= g.n
−y
dx
x
dx x
Hence, at any point (x, y), the slope of the tangent to (5) is m1 = and the slope of
y
et
the tangent to (6) is m2 = .
x
∴ m1 × m2 = −1.
D1 and D2 in the z-plane correspond to only one region R in the w-plane. This shows
that the transformation w = z2 is two-to-one.
Application. If we consider the axes to represent two walls, a single quadrant
could be used to represent the flow of a fluid at a corner wall. This transformation
can also represent the electrostatic field in the vicinity of a corner conductor.
✎ ☞
Worked Examples
✍ ✌
Example 3.92. Find the image of the circle |z| = a by the mapping w = z2 .
Solution. Let z = reiθ and w = Reiφ .
ww w = z2 ⇒ Reiφ = r2 ei2θ .
asy
∴ |z| = a in the z-plane is mapped onto the circle |w| = a2 , whose centre is the origin
and radius = a2 in the w-plane.
En y v
ee
O
x
O
u
rin
Note: As θ varies from 0 to π, φ varies from 0 to 2π. Hence, the upper semicircle g.n
|z| = a is also mapped onto the full circle |w| = a2 .
Example 3.93. Find the image of the semi circular area r ≤ θ, 0 ≤ θ ≤ π by the
et
map w = z2 .
Solution. By the transformation w = z2 , if z = reiθ and w = Reiφ , we get, R = r2 and
φ = 2θ. r ≤ θ, 0 ≤ θ ≤ π is the interior of the upper semi circle |z| = a. When r ≤ a,
we have, R ≤ a2 and as 0 ≤ θ ≤ π,we obtain 0 ≤ φ ≤ 2π. This is
the interior of the whole circular area, |w| = a2 in the w-plane.
ww i.e., the image of the hyperbola x2 − y2 = 10 in the z-plane is mapped onto the line
u = 10 which is parallel to the v-axis which is at a distance 10 from it.
w.E
Example 3.95. Find the image of the region of the z-plane bounded by the line
asy
y = 0, x = 1 and y = x under the mapping w = z2 .
Solution. Under the mapping w = z2 , we have
u = x2 − y2 .
v = 2xy. En (1)
(2)
gin Y
g.n X
et
O y=0 A(0, 1)
(i) Consider y = 0.
The transformations (1) and (2) become
u = x2 and v = 0. v = 0 is the u-axis
and since 0 ≤ x ≤ 1, we have 0 ≤ u ≤ 1.
< >• u
Therefore y = 0 is mapped on the line O′ A′ (1, 0)
(ii) Consider x = 1.
v
(1) and (2) become u = 1 − y2 and v = 2y i.e., y = .
2
v2 v2
∴u=1− ⇒ =1−u
4 4
2
v = 4(1 − u) = −4(u − 1).
v
B′ (0, 2)
This is a parabola with vertex (1, 0) and
w.E
A′ (1, 0)
asy
of the parabola v2 = −4(u − 1).
En
(iii) Consider y = x where 0 ≤ x ≤ 1, 0 ≤ y ≤ 1.
(1) and (2) take the form u = 0 and v = 2x2 .
gin
As 0 ≤ x ≤ 1, 0 ≤ v ≤ 2.
ee
u = 0 is the v-axis and along this Varies
from 0 to 2.
v
rin
• B′ (0, 2)
>
g.n
>
v
et
B′ (0, 2)
∴ The triangular region OAB in the z-
plane is mapped onto the region, O′ A′ B′
u
enclosed by u = 0, v = 0 and v2 = −4(u−1), O′ A′ (1, 0)
Example 3.96. Plot the image under the mapping w = z2 of the triangular region
bounded by y = 1, x = 1 and x + y = 1.
Solution. The region bounded by the line x = 1, y = 1 and x + y = 1 is the triangle
ABC where A(1, 0), B(0, 1) and C(1, 1).
From the transformation w = z2 , we have
u = x2 − y2 (1)
v = 2xy. (2)
To find the image of A(1, 0).
ww When x = 1, y = 0, u = 1, v = 0.
The image of A is A′ (1, 0).
asy
The image of B is B′ (−1, 0).
To find the image of C(1, 1)
En
When x = 1, y = 1, u = 0, v = 2.
gin
∴ The image of C is C ′ (0, 2).
(i) Consider y = 1.
(1) and (2) take the form
u = x2 − 1 and v = 2x ⇒ x =
v2
ee v
2
rin
∴u=
v2
4
−1
g.n
4
=u+1
⇒ v2 = 4(u + 1) et
which is a parabola with vertex B′ (−1, 0) and passing through C ′ (0, 2).
(ii) Consider x = 1
(1) and (2) take the form
v
u = 1 − y2 and v = 2y ⇒ y =
2
v2 v2
∴u=1− ⇒ =1−u
4 4
ww v = 2x(1 − x)
u+1
!
w.E
= (u + 1) 1 −
2
!
2−u−1
= (u + 1)
2
asy =
(u + 1)(1 − u)
2
En
=
1 − u2
2
1 − u2 = 2v
gin
u2 = 1 − 2v
ee
1
= −2 v − .
2
!
rin
1
It is a parabola with vertex D( , 0) and passing through the points A′ (1, 0) and g.n
2
B′ (−1, 0). The required region is the shaded portion.
y
V
et
C1 (0, 2)
B (0, 1) C(1, 1)
1
D 2 ,0
B′ (−1, 0) A′ (1, 0)
x=1
U
x+
y
=
1
x C1 (0, −2)
O (0, 0) A(1, 0)
Example 3.97. By the map w = z2 , show that the straight lines through the origin
of the z-plane are mapped onto the straight lines through the origin of the w-plane.
Solution. The transformation w = z2 is equivalent to
u = x2 − y2 (1)
v = 2xy (2)
Let y = mx be te straight line passing through the origin.
(1) and (2) become
u = x2 − m2 x2 and v = 2mx2
ww u = x2 (1 − m2 ) and x2 =
v 2
(1 − m ) (or) v =
2m
v
2m
w.E
u= u.
2m 1 − m2
2m
This represents a straight line in the w-plane with slope and
1 − m2
asy
passing through the origin if m , ±1.
If m = 1, u = 0 and v = 2x2 > 0.
En
If m = −1, u = 0 and v = −2x2 < 0
and if m = −1, the image is the negative V-axis.
gin
∴ For all m, the image of a line through the origin in the z-plane is a
rin
Let z = x + iy and w = reiθ . g.n
∴ w = ez becomes
reiθ = e x+iy = e x eiy .
Equating the modulii and amplitudes, we obtain
et
r = ex (1)
θ=y (2)
Discussion
ww y v
ea
w.E
r=
x u
O O′
asy
En
gin
y v
eey=b
rin
b
=
θ
x u
O′ O′
g.n
Case(ii). Image of a rectangular region
et
Consider the rectangular region bounded by the line a1 ≤ x ≤ a2 and
b1 ≤ y ≤ b2 . These are mapped onto circles ea1 ≤ r ≤ ea2 and radius vectors
b1 ≤ θ ≤ b2 . If D is the rectangular region bounded by a1 ≤ x ≤ a2 and
b1 ≤ y ≤ b2 is mapped onto the region R in the w-plane defined by
ea1 ≤ r ≤ ea2 , b1 ≤ θ ≤ b2 .
Y
r
x = a1 x = a2
D
y = b2
b2
=
e a2
θ
r=
R
e a1
r=
θ = b1
y = b1 U
ww
w.E
Case(iii). Consider the image of the x-axis.
i.e., when y = 0, we have θ = 0; when y = π, θ = π.
asy
i.e., The line y = 0 and y = π are mapped into the positive U-axis and the
negative U-axis respectively. The region bounded by y = 0 and y = π are
En
mapped into the upper half of the W-plane.
gin
Y
ee
y=π
V
rin
g.n
et
X U
y=0 θ=π θ=0
In the same way, the region bounded by the lines y = 0 and y = −π is mapped
into the entire lower half of the W-plane. Hence, the fundamental strip −π <
y ≤ π is mapped into the entire W-plane.
V
Y
θ = −π θ=0
y=0
U
X
y=π
asy y = 3π
complimentary strip
En X
y=π
gin
y=0
O
y = −π
complimentary strip
ee
y = −3π
This shows the many to one correspondence and the periodic nature of the
rin
the exponential function. The fundamental period is 2iπ. More generally,
each of the fundamental strips bounded by α ≤ y ≤ α + 2π where α is any g.n
constant is mapped into the entire w-plane.
Hence,
et
ez = ez+i2nπ , n is an integer.
Application
This transformation can be used to obtain the circulation of a liquid around a
cylindrical obstacle, the electrostatic field due to a changed circular cylinder
etc.
✎ ☞
Worked Examples
✍ ✌
2
Example 3.98. Find the critical points of the map w = 1 + . [Dec 2013]
z
dw
Solution. Critical points are given by = 0.
ww w=1+
2
dz
= 1 + 2 · z−1
w.E dw
dz
z
= 0 gives
asy
2(−1)z−2 = 0
2
En
− =0
z2
− 2 = 0, which is not possible.
rin
i.e.,
(iz − 3)(−6) − (2i − 6z)i
dz
=0 g.n
(iz − 3)2
=⇒ −6iz + 18 + 2 + 6iz = 0. et
=⇒ 20 = 0 which is not possible.
Hence, there is no critical point for this transformation.
Example 3.100. For the conformal mapping w = z2 , find the scale factor at z = i.
Solution. f (z) = w = z2 .
f ′ (z) = 2z scale factor at (z = i) = | f ′ (i)| = |2i| = 2.
Exercise 3 E
2. Find the region in the w−plane into which the rectangular region in the
z−plane bounded by the lines x = 0, y = 0, x = 3, x = 1 is mapped by the map
w = z + (3 + 2i).
ww 3. Find the image of the circle |z| = 1 under the map w = z + (2 + 2i).
asy
5. Determine the region of the w−plane into which the region in the z−plane
bounded by the lines x = 0, y = 0, y = 1, x = 1 is mapped under the
En
transformation w = (1 + i)z. [Dec 2004]
gin
6. Find the image of the circle |z| = 9 under the transformation w = 5z.
1
7. Find the image of |z + 1| = 1 under the mapping w = . [Apr 2006]
rin
determine the region in w−plane of the
1
infinite strip R bounded by ≤ y ≤
4 2
.
11. Find and draw the image of the infinite horizontal strip 2 < y < 4 under
1
w= . [Jan 2004]
z
12. Find the critical point of w = ez .
ngi
8. Find the critical points of the map w2 = (z − α)(z − β).
Solution. Given w2 = (z − α)(z − β)
Differentiating w.r.to z we get nee
2w
dw
rin
= (z − α) × 1 + (z − β) × 1 = z − α + z − β = 2z − (α + β)
dz
dw 2z − (α + β)
= . g.n
dz 2w
ww =
(x + a)2 + y2
x2 + ax + y2
+i
ay
.
(x + a)2 + y2
w.E 2
(x + a) + y
x2 + ax + y2
2 (x + a)2 + y2
ay
u=
a
(x + a)2 + y2
,
syE
v=
(x + a)2 + y2
.
ux =
2
ngi
(x + 2ax + a + y2 )(2x + a) − (x2 + ax + y2 )(2x + 2a)
2
(x2 + 2ax + a2 + y2 )2
= nee
2x(x2 + 2ax + a2 + y2 − x2 − ax − y2 ) + a(x2 + 2ax + a2 + y2 − 2x2 − 2ax − 2y2 )
=
(x2 + 2ax + a2 + y2 )2
g.n
=
ax2 + 2a2 x − ay2 + a3
(x2 + 2ax + a2 + y2 )2
a(x2 + 2ax − y2 + a2 )
et
= .
(x2 + 2ax + a2 + y2 )2
−ay(2x + 2a)
vx =
(x2
+ 2ax + a2 + y2 )2
−2ay(x + a)
= 2 . (3)
(x + 2ax + a2 + y2 )2
w.E
From (2) and (3) we find uy = −v x
∴ C.R. equations are satisfied.
∴ f (z) =
Now w =
a z
z+a
z̄ syE
is analytic.
z̄ + a
ngi
u + iv ==
x − iy
=
x − iy
x − iy + a (x + a) − iy
=
nee
(x − iy)(x + a + iy)
(x + a)2 + y2
.
= =rin
x(x + a) + y2 + i(xy − y(x + a)) x2 + ax + y2 − i(ay)
.
(x + a)2 + y2
x2 + ax + y2 −ay g.n
(x + a)2 + y2
= 2
(x + a) + y
x2 + ax + y2
2
+i
(x + a)2 + y2
.
−ay
et
u= , v= .
(x + a)2 + y2 (x + a)2 + y2
As before we get
a(x2 + 2ax − y2 + a2 )
ux = . (5)
(x2 + 2ax + a2 + y2 )2
2ay(x + a)
uy = 2 . (6)
(x + 2ax + a2 + y2 )2
2ay(x + a)
vx = 2 . (7)
(x + 2ax + a2 + y2 )2
−a(x2 + 2ax + a2 − y2 )
vy = . (8)
(x2 + 2ax + a2 + y2 )2
From (5), (6), (7) and (8) we note that C.R. equation are not
satisfied
z̄
∴w= is not analytic.
z̄ + a
y
14. (b) (i) Can v = tan−1 be the imaginary part of an analytic
x
function? If so construct an analytic function f (z) = u + iv,
taking v as the imaginary part and hence find u.
y
Solution. Given v = tan−1 .
x
ww vx =
1
y2
1 + x2
−y
x 2
= 2
x
−y
+ y2
.
a vy =
1
syE
y2 x
1 + x2
1
= 2
x +
x
y2
.
ngi
vyy = x(−1)(x2 + y2 )−2 .2y = 2
−2xy
(x + y2 )2
.
v xx + vyy = 0.
∴ v is harmonic. nee
rin
Since f is analytic, v can be the imaginary part of f .
By Milne Thomson method.
g.n
f ′ (z) = vy (z, 0) + iv x (z, 0) = zz2 + i(0) = 1z .
R
∴ f (z) = 1z dz + c = log z + c = log(x + iy) + c
et
u + iv = 12 log(x2 + y2 ) + i tan−1 yx + c.
1
∴u= 2 log(x2 + y2 ), which is the real part of f (z).
14. (b) (ii) Find the bilinear transformation that transforms the
points z = 1, i, −1of the z−plane into the points w = 2, i, −2 of the
w−plane.
Solution. Refer Example 4.65 on page 378 of the main text
book.
w.E z3 + 6z2 i = 0
z2 (z + 6i) = 0 ⇒ z = 0, z = −6i.
Part B a syE
2 2
14. (a) (i) If u = x − y , v =
y
x2 + y2 ngi
, prove that u and v are harmonic
nee
functions but f (z) = u + iv is not an analytic function.
Solution. Refer Example 4.43 on page 355 of the main text
book. rin
g.n
14. (a) (ii) Show that the function u = e−2xy sin x2 − y2 is a real part
of an analytic function. Also find its conjugate harmonic
function v and express f (t) = u + iv as function of z.
et
Solution. u = e−2xy sin x2 − y2 .
u x = e−2xy cos x2 − y2 (2x) + sin x2 − y2 e−2xy (−2y)
= 2xe−2xy cos x2 − y2 − 2ye−2xy sin x2 − y2 .
u xx = 2xe−2xy (− sin x2 − y2 )(2x) + 2xe−2xy (−2y) cos x2 − y2
+ 2e−2xy cos x2 − y2 − 2ye−2xy (cos x2 − y2 (2x)
− 2ye−2xy (−2y) sin x2 − y2
= −4x2 e−2xy (sin x2 − y2 − 4xye−2xy cos x2 − y2
+ 2e−2xy cos x2 − y2 − 4xye−2xy (cos x2 − y2
+ 4y2 e−2xy sin x2 − y2 (1)
uy = e−2xy cos x2 − y2 (−2y) + sin x2 − y2 e−2xy (−2x)
= −2ye−2xy cos x2 − y2 − 2xe−2xy sin x2 − y2 .
uyy = −2ye−2xy (− sin x2 − y2 )(−2y) − 2ye−2xy (−2x) cos x2 − y2
− 2e−2xy cos x2 − y2 − 2xe−2xy (cos x2 − y2 (−2y)
− 2xe−2xy (−2x) sin x2 − y2
= −4y2 e−2xy sin x2 − y2 + 4xye−2xy cos x2 − y2
ww
− 2e−2xy cos x2 − y2 + 4xye−2xy (cos x2 − y2
w.E
+ 4x2 e−2xy sin x2 − y2
(2)
a
(1) + (2) ⇒ u xx + uyy = 0.
⇒ u is harmonic.
syE
ngi
Since f is analytic, u can be the real part of f .
By Milne Thomson method.
nee
f ′ (z) = u x (z, 0) − iuy (z, 0) rin
= 2z cos z2 − i(−2z sin z2 ) g.n
2
= 2z cos z + i2z sin z
2 2
= 2z(cos z + i sin z ) = 2ze
2
iz2
et
Z
2
f (z) = eiz 2zdz + c. Let t = z2 dt = 2zdz.
Z
eit 2 2 2 2
= eit dt + c = = −ieiz = −iei(x+iy) = −iei(x −y +2ixy)
i
2 2
h i
= −iei(x −y )−2xy = −ie−2xy cos x2 − y2 + i sin x2 − y2
u + iv = e−2xy sin x2 − y2 − ie−2xy cos x2 − y2 .
∴ v = −e−2xy cos x2 − y2 .
2
Also f (z) = −ieiz .
14. (b) (ii) Find the image of the line u = a and v = b in w−plane into
√
z−plane under the transformation z = w.
√
Solution. The given transformation is z = w.
i.e., w = z2
u + iv = (x + iy)2 = x2 − y2 + 2ixy.
∴ u = x2 − y2 , v = 2xy.
ww u=a ⇒ x2 − y2 = a, v=b 2xy = b ⇒ xy = b2 .
w.E
Both are rectangular parabolas in the z− plane.
Hence, the lines u = a and v = b in the w−plane are mapped
a syE
onto rectangular hyperbolas in the z−plane.
ngi
14. (b) (iii) Find the bilinear transformation which maps i, −i, 1 in
z−plane into 0, 1, ∞ of the w−plane respectively.
Solution. Given, z1 = i, z2 = −i, z3 = 1. nee
w1 = 0, w2 = 1, w3 = ∞.
rin
The bilinear transformation is
g.n
w − w1
=
(z − z1 )(z2 − z3 )
w2 − w1 (z − z3 )(z2 − z1 )
w − 0 (z − i)(−i − 1)
et
=
1−0 (z − 1)(−i − i)
(z − i)(−i − 1)
w=
(z − 1)(−2i)
(z − i)(−i − 1)i
w=
2(z − 1)
(z − i)(1 − i)
w= .
2(z − 1)
w.E
Solution. The invariant points are given by w = z
z−1
a
i.e.,
z+1
=z
z(z + 1) = z − 1 syE
z2 + z − z + 1 = 0 ngi
2
z +1=0
nee
z2 = −1 ⇒ z = ±i.
rin
Part B g.n
14. (a) (i) Determine the analytic function w
2x
u = e (x cos 2y − y sin 2y).
= u + iv ifet
Solution. Let w = f (z) = u + iv be the analytic function.
Given u = e2x (x cos 2y − y sin 2y) is the real part of f (z).
ww = (1 + z)
2
e2z e2z
−
2
dz + c
w.E =
e2z
" 2
(1 + z) −
4#
1
+c
a =
2
e2z 1
2 2
"
syE #
+ z + c.
2
ngi
nee
14. (a) (ii) Show that a harmonic function ′ u′ satisfies the formal
∂2 u
differential equation
∂z∂z̄
is harmonic, where f (z) is a regular function. rin
= 0 and hence prove that log | f ′ (z)|
∂u ∂u ∂x ∂u ∂y
Now = · + ·
∂z̄ ∂x ∂z̄ ∂y ∂z̄
! !
∂u 1 ∂u −1
= · + ·
∂x 2 ∂y 2i
!
1 ∂u 1 ∂u
= −
2 ∂x i ∂y
! " #
1 ∂u ∂u 1
= +i since, = −i
2 ∂x ∂y i
!
∂2 u ∂ 1
= u x + iuy
∂z∂z̄ ∂z 2
" ∂y #
1 ∂ ∂x ∂
= u x + iuy · + u x + iuy ·
2 ∂x ∂z ∂y ∂z
" #
1 1 1
= u xx + iu xy + uyx + iuyy
2 2 2i
" #
1 1
= u xx + iu xy + uyx + iuyy
4 i
h i !
1 1
ww ∂2 u
=
4
u xx + uyy + iu xy − iu xy since, = −i, uyx = u xy
i
4
w.E
∂z∂z̄
= u xx + uyy .(2)
14. (b) (i) Find the image in the w−plane ngi of the infinite strip
1
4
1
≤ y ≤ under the transformation w =
2 nee 1
z
.
Solution. Given , w =
1
z rin
⇒x=
u
,y = 2
−v g.n
u2 + v2
1
Consider ≤ y
4
u + v2
et
1 −v
⇒ ≤ 2
4 u + v2
i.e., u2 + v2 ≤ −4v
i.e., u2 + v2 + 4v ≤ 0.
1
Consider y ≤
2
−v 1
⇒ 2 ≤
u + v2 2
i.e., −2v ≤ u2 + v2
i.e., u2 + v2 + 2v ≥ 0.
ww (0, 2)
(1/2, 0)
U
w.E x= 1
4 x= 1
2
(1/4, 0)
a syE
O
X O
ngi
14. (b) (ii) Find the bilinear transformation that maps the points z =
0, −1, i into the points w = i, 0, ∞ respectively.
Solution. Given, z1 = 0, z2 = −1, z3 = i. nee
w1 = i, w2 = 0, w3 = ∞. rin
The bilinear transformation is g.n
w − w1
=
w2 − w1
w−i
(z − z1 )(z2 − z3 )
(z − z3 )(z2 − z1 )
(z − 0)(−i − 1)
et
=
0−i (z − i)(−1 − 0)
w−i z(1 + i)
=−
−i (z − i)(−1)
w−i z(1 + i)
=
−i z−i
−iz(1 + i) −iz + z
w−i= =
z−i z−i
−iz + z iz + 1 − iz + z
w=i+ =
z−i z−i
1+z
w= .
z−i
Part A
syE
we observe that u x = vy and uy = −v x .
ngi
C-R equations are satisfied.
∴ f (z) is an entire function.
nee
8. Find the critical points of the transformation w2 = (z − α)(z − β).
Solution. w2 = (z − α)(z − β) rin
Differentiating w.r.to z. g.n
2w
dw
dz
= (z − α) × 1 + (z − β) × 1 et
=z−α+z−β
= 2z − (α + β)
dw 2z − (α + β)
= .
dz 2w
dw
Critical points are given by = 0.
dz
2z − (α + β)
=0
2w
2z − (α + β) = 0
2z = α + β
α+β
z= .
2
Part B
w.E
C-R equations.
∴ u x = vy and uy = −v x and f ′ (z) = u x + iv x , | f ′ (z)|2 = u2x + v2x .
a syE
Since u and v are harmonic functions, they satisfy Laplace
equation.
ngi
The complex form of the Laplace operator is
∂ 2
+
∂2
∂x2 ∂y2
= 4
∂2
∂z̄∂z
. nee
! rin
Now,
∂2
+
∂2
∂x2 ∂y2
| f (z)|2
= 4
∂2
∂z̄∂z
| f (z)|2
= 4
∂2
∂z̄∂z
( f (z) f (z)). g.n
Since f (z) is an analytic function, it is independent of z̄. et
i.e., f (z) is a function of z only.
Similarly its conjugate f (z) is an analytic function of z̄ only.
∴ We can denote f (z) by f¯(z̄).
i.e., f (x + iy) = f¯(x − iy).
!
∂2 ∂2 ∂ ∂
Hence, + | f (z)|2 = 4 ( f (z) f¯(z̄))
∂x2 ∂y2 ∂z̄ ∂z
∂ ∂
= 4 ( f¯(z̄)) ( f (z))
∂z̄ ∂z
= 4 f ′ (z) f ′ (z) = 4| f ′ (z)|2 .
14. (a) (ii) Find the bilinear transformation which maps the points
z = 1, i, −1 onto the points w = i, 0, −i.
Solution. Given, z1 = 0, z2 = i, z3 = −1.
w1 = i, w2 = 0, w3 = −i.
The bilinear transformation is
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
=
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )
(w − i)(0 + i) (z − 1)(i + 1)
=
(w + i)(0 − i) (z + 1)(i − 1)
(w − i)(i) (z − 1)(i + 1)
ww (w + i)(−i)
=
(z + 1)(i − 1)
w.E (w − i)
(w + i)
(w − i) + (w + i)
=
(1 − z)(i + 1)
(z + 1)(i − 1)
(1 − z)(i + 1) + (z + 1)(i − 1)
a
(w − i) − (w + i)
w−i+w+i
=
syE
=
(1 − z)(i + 1) − (z + 1)(i − 1)
i − zi + 1 − z + zi + i − z − 1
w−i−w−i
2w ngi
i − zi + 1 − z − zi − i + z + 1
2i − 2z
−2i
w
=
−2zi + 2
i−z nee
−i
=
1 − zi
rin
w=
zi + 1
1 − zi
.
g.n
14. (b) (i) Prove that u = x2 − y2 and v = −
y et
are harmonic
x + y2
2
functions but not harmonic conjugates.
Solution. u = x2 − y2 .
u x = 2x.
u xx = 2.
uy = −2y.
uyy = −2.
u xx + uyy = 2 − 2 = 0.
∴ u is harmonic.
y
v=− = −y(x2 + y2 )−1 .
x2 + y2
2xy
v x = −y(−1)(x2 + y2 )−2 · 2x = 2 .
(x + y2 )2
" 2 #
(x + y2 )2 − x2(x2 + y2 ) · 2x
v xx = 2y
(x2 + y2 )4
2y(x2 + y2 )[x2 + y2 − 4x2 ]
=
(x2 + y2 )4
2y(y2 − 3x2 )
v xx = .
ww vy = −
(x2 + y2 )3
x2 + y2 − y · 2y
w.E
=− 2
(x2 + y2 )2
x2 − y2
= 2
y2 − x2
.
vyy =
a(x + y ) 2 2
syE
(x + y2 )2
(x2 + y2 )2 · 2y − (y2 − x2 ) · 2(x2 + y2 ) · 2y
(x2 + y2 )4
.
= ngi
2y(x2 + y2 )[x2 + y2 − 2(y2 − x2 )]
(x2 + y2 )4
2y(x2 + y2 − 2y2 + 2x2 ) nee
=
(x2 + y2 )3
rin
vyy =
2y(3x2 − y2 )
(x2 + y2 )3
.
g.n
v xx + vyy = 2
2y
(x + y2 )3
[y2 − 3x2 + 3x2 − y2 ] = 0. et
∴ v is harmonic.
We have to prove that, if u + iv is regular then u + iv must satisfy
C-R equations.
But here, u x = 2x , vy and uy = −2y , −v x .
∴ C-R equations are not satisfied.
∴ u and v are not harmonic conjugates.
sin 2x
14. (b) (ii) Given that u = , find the analytic function
cosh 2y − cos 2x
f (z) = u + iv. (8)
Part A
∂2 u ∂2 v
= (3)
∂x2 ∂x∂y
∂2 u ∂2 v
= − (4)
∂y2 ∂y∂x
Since u x , uy , v x , vy are continuous, we have
∂2 v ∂2 v
=
∂x∂y ∂y∂x
∂2 u ∂2 u
∴ (3) + (4) ⇒ + = 0.
∂x2 ∂y2
∴ u is harmonic.
w.E ∂2 u ∂2 v
= 2 and
∂y∂x ∂y
∂2 u
∂x∂y
∂2 v
=− 2
∂x
a ∴
syE
∂2 v
∂y2
= −
∂2 v
∂x2
⇒
∂2 v ∂2 v
+
∂x2 ∂y2
= 0.
⇒ v is harmonic.
ngi
nee
14. (a) (ii) Find the bilinear transformation that maps 1, i and −1 of
the z−plane onto 0, 1 and ∞ of the w−plane.
Solution. Let z1 = 1, z2 = i, z3 = −1. rin
w1 = 0, w2 = 1, w3 = ∞. g.n
The bilinear transformation is
w − w1 (z − z1 )(z2 − z3 )
et
=
w2 − w1 (z − z3 )(z2 − z1 )
w − 0 (z − 1)(i + 1)
=
1−0 (z + 1)(i − 1)
z−11+i 1+i
w=− ×
z+11−i 1+i
z − 1 (1 + i)2
=−
z+1 1+1
!
z − 1 1 − 1 + 2i
=−
z+1 2
z−1
= −i
z+1
w(z + 1) = −iz + i
wz + w = −iz + i
wz + iz = i − w
i−w
z(w + i) = i − w ⇒z= .
w+i
14. (b) (i) Show that v = e−x (x cos y + y sin y) is a harmonic function.
Hence find the analytic function f (z) = u + iv.
Solution.We first prove that v xx + vyy = 0.
a syE
= e−x (− cos y − cos y + x cos y + y sin y)
= e−x (−2 cos y + x cos y + y sin y)
ngi
vy = e−x (−x sin y + y cos y + sin y)
nee
vyy = e−x (−x cos y − y sin y + cos y + cos y)
= e−x (2 cos y − x cos y − y sin y).rin
v xx + vyy = 0. ∴ v is harmonic g.n
−z
Now, v x (z, 0) = e (1 − z)
−z
and vy (z, 0) = e 0 = 0.
et
By Milne Thomson method,
f ′ (z) = vy (z, 0) + iv x (z, 0) = ie−z (1 − z).
Integrating we get,
Z Z
f (z) = i e−z (1 − z)dz + c = i (1 − z)d(−e)−z dz + c
Z " Z #
= i (z − 1)d(e)−z + c = i (z − 1)e−z − e−z dz + c
= i (z − 1)e−z + e−z + c = ie−z (z − 1 + 1) + c
f (z) = ize−z + c.
1
14. (b) (ii) Find the image of |z + 1| = 1 under the map w = .
z
1
Solution. w = .
z
u v
⇒x= ,y=− 2 .
+vu22 u + v2
The given figure is
|z + 1| = 1
i.e., |x + iy + 1| = 1
ww i.e., (x + 1)2 + y2 = 1
w.E
x2 + y2 + 2x + 1 = 1
a
x + y2 + 2x = 0
2
u2
+
v2
(u2 + v2 )2 (u2 + v2 )2
syE
+2 2
u
u + v2
=0
u2 + v2
+
2u
=0 ngi
(u2 + v2 )2 u2 + v2
1 + 2u nee
u2 + v2
= 0 ⇒ 2u + 1 = 0
rin
which is a straight line in the w−plane.
g.n
2.3.6 November/December 2013[R 2008] et
Part A
Taking u x = vy we get b = 1.
3
Taking uy = −v x , we get 2a = −3 ⇒ a = − .
2
2
8. Find the critical points of the map w = 1 + .
z
dw
Solution. Critical points are given by = 0.
dz
2
w = 1 + = 1 + 2 · z−1
z
dw
= 0 gives
dz
2(−1)z−2 = 0
2
ww ⇒− 2 =0
z
⇒ −2 = 0 which is not possible.
Part B
a syE
14. (a) (i) Prove that u = e−2xy sin(x2 − y2 ) is harmonic. Find the
ngi
corresponding analytic function and the imaginary part.
Solution. u = e−2xy sin(x2 − y2 )
nee
rin
u x = e−2xy cos(x2 − y2 ) · 2x + sin(x2 − y2 ) · e−2xy (−2y)
h i
= 2e−2xy x cos(x2 − y2 ) − y sin(x2 − y2 ) . g.n
h
u xx = 2e−2xy −x sin(x2 − y2 ) · 2x + cos(x2 − y2 ) − y cos(x2 − y2 ) · 2x
h i
+ x cos(x2 − y2 ) − y sin(x2 − y2 ) 2e−2xy (−2y)
i
et
h
u xx = 2e−2xy −2x2 sin(x2 − y2 ) + cos(x2 − y2 ) − 2xy cos(x2 − y2 )
i
−2xy cos(x2 − y2 ) + 2y2 sin(x2 − y2 ) .
uy = e−2xy cos(x2 − y2 )(−2y) + sin(x2 − y2 )e−2xy (−2x)
h i
= −2e−2xy y cos(x2 − y2 ) + x sin(x2 − y2 ) .
h i
uyy = −2e−2xy −y sin(x2 − y2 )(−2y) + cos(x2 − y2 ) + x sin(x2 − y2 )(−2y)
h i
+ y cos(x2 − y2 ) + x sin(x2 − y2 ) (−2e−2xy )(−2x)
h
= −2e−2xy 2y2 sin(x2 − y2 ) + cos(x2 − y2 ) − 2xy sin(x2 − y2 )
i
−2xy cos(x2 − y2 ) − 2x2 sin(x2 − y2 )
h
= 2e−2xy −2y2 sin(x2 − y2 ) − cos(x2 − y2 ) + 2xy sin(x2 − y2 )
i
+2xy cos(x2 − y2 ) + 2x2 sin(x2 − y2 ) .
Now, u xx + uyy = 0.
∴ u is harmonic.
Now u x (z, 0) = 2z cos z2 and uy (z, 0) = −2z sin z2 .
By Milne Thomson method
a syE
Integrating w.r.t.z we get
Z
f (z) =
2
2zeiz dz + c
ngi t = z2
=
Z
eit dt + c nee
dt = 2zdz
=
eit
+c rin
i
1 2 g.n
= eiz + c
i
2
f (z) = −ieiz + c
et
2
u + iv = −iei(x+iy) + c1 + ic2
2
−y2 +2ixy)
= −iei(x + c1 + ic2
2 2
= −iei(x −y )−2xy
+ c1 + ic2
2 2
= −iei(x −y )
· e−2xy + c1 + ic2
= −ie−2xy [cos(x2 − y2 ) + i sin(x2 − y2 )] + c1 + ic2
= −ie−2xy cos(x2 − y2 ) + e−2xy sin(x2 − y2 )
14. (a) (ii) Find the bilinear map which maps the points z = 0, −1, i
onto the points w = i, 0, ∞. Also find the image of the unit circle
of the z−plane.
Solution. Given, z1 = 0, z2 = −1, z3 = i.
w1 = i, w2 = 0, w3 = ∞.
The bilinear transformation is
w − w1 (z − z1 )(z2 − z3 )
=
w2 − w1 (z − z3 )(z2 − z1 )
w−i (z − 0)(−i − 1)
=
ww 0−i
w−i
=−
(z − i)(−1 − 0)
z(1 + i)
w.E −i
w−i
=
(z − i)(−1)
z(1 + i)
a −i
w−i=
z−i
syE
−iz(1 + i) −iz + z
z−i
=
z−i
w=i+
z−i
= ngi
−iz + z iz + 1 − iz + z
z−i
w=
1+z
z−i
. nee
w(z − i) = 1 + z rin
wz − wi = 1 + z g.n
wz − z = 1 + wi
z(w − 1) = 1 + wi
et
1 + wi
z= .
w−1
Given |z| = 1
1 + wi = 1
w−1
|1 + wi|
=1
|w − 1|
|1 + (u + iv)i| = |u + iv − 1|
|1 + iu − v|2 = |(u − 1) + iv|2
(1 − v)2 + u2 = (u − 1)2 + v2
1 + v2 − 2v + u2 = u2 + 1 − 2u + v2
−2v = −2u
u = v,
w.E
Given w =
z
1−z
a
u + iv =
x + iy
syE
1 − x − iy
x + iy (1 − x) + iy
= ×
ngi
(1 − x) − iy (1 − x) + iy
=
(1 − x)2 + y2 nee
x(1 − x) − y2 + i[y(1 − x) + xy]
=
x(1 − x) − y2
+i
y(1 − x) + xy
rin
.
(1 − x)2 + y2
x(1 − x) − y2
(1 − x)2 + y2
g.n
∴u=
v=
(1 − x)2 + y2
y(1 − x) + xy
.
and
et
(1 − x)2 + y2
Let v > 0.
y(1 − x) + xy
⇒ >0
(1 − x)2 + y2
y − xy + xy > 0
y > 0.
This shows that the upper half of the z−plane is mapped onto
the upper half of the w−plane.
ww Given |z| = 1.
⇒
w
w.E =1
1 + w
|w| = |1 + w|
a syE
|w|2 = |1 + w|2
|u + iv|2 = |1 + u + iv|2
u2 + v2 = (1 + u)2 + v2
ngi
= 1 + u2 + 2u + v2 nee
1 rin
0 = 2u + 1 ⇒u=− .
2
g.n 1
The image of the unit circle |z| = 1 is the straight line u = − .
2 et
14. (b) (ii) Find the analytic function f (z) = u+iv where v = 3r2 sin 2θ−
2r sin θ. Verify that u is a harmonic function.
Solution. v = 3r2 sin 2θ − 2r sin θ.
∂v
= 6r sin 2θ − 2 sin θ.
∂r
∂2 v
= 6 sin 2θ.
∂r2
∂v
= 6r2 cos 2θ − 2r cos θ.
∂θ
∂2 v
= −12r2 sin 2θ + 2r sin θ.
∂θ2
∂2 v 1 ∂v 1 ∂2 v
Now, + +
∂r2 r ∂r r2 ∂θ2
1 1
= 6 sin 2θ + [6r sin 2θ − 2 sin θ] + 2 [−12r2 sin 2θ + 2r sin θ]
r r
2 2
= 6 sin 2θ + 6 sin 2θ − sin θ − 12 sin 2θ + sin θ = 0.
r r
∴ v is harmonic.
∂u ∂v
r = = 6r2 cos 2θ − 2r cos θ.
∂r ∂θ
ww ∂u
∂r
= 6r cos 2θ − 2 cos θ.
w.E
Integrating w.r.t.r we get
Z Z
a syE
u = 6 cos 2θ rdr − 2 cos θ dr + f (θ)
r2
ngi
= 6 cos 2θ · − 2r cos θ + f (θ)
2
2
u = 3r cos 2θ − 2r cos θ + f (θ).
nee (1)
∂u
We have = 6r cos 2θ − 2 cos θ.
∂r
∂2 u
= 6 cos 2θ.
∂r2
∂u
= −6r2 sin 2θ + 2r sin θ.
∂θ
∂2 u
= −6r2 · (cos 2θ) × 2 + 2r cos θ.
∂θ2
= −12r2 cos 2θ + 2r cos θ.
ww Now,
∂2 u 1 ∂u 1 ∂2 u
+ +
w.E∂r2 r ∂r r2 ∂θ2
1 1
= 6 cos 2θ + (6r cos 2θ − 2 cos θ) + 2 (−12r2 cos 2θ + 2r cos θ)
a r
syE 2
r
2
= 6 cos 2θ + 6 cos 2θ − cos θ − 12 cos 2θ + cos θ = 0.
r r
∴ u is harmonic. ngi
nee
2.3.7 May/June 2013 [R 2008]
rin
Part A
g.n
7. Find the image of x = k under the transformation w =
Solution. We have w =
1
1
z
.
et
z
u −v
x= 2 and y =
u + v2 u2 + v2
u u
When x = k, k = 2 or u2 + v2 =
u + v2 k
u
u2 + v2 = .
k
!
1 1
It is a circle with centre , 0 and radius .
2k 2k
6z − 9
8. Find the fixed points of the mapping w = .
z
Part B
14. (a) (i) Prove that the function u = e x (x cos y − y sin y) satisfies
w.E
f (z) = u + iv.
Solution. Let f (z) = u + iv be the analytic function.
a syE
Given u = e x (x cos y − y sin y) is the real part of f (z).
ngi
u x = e x cos y + e x (x cos y − y sin y) = e x (cos y + x cos y − y sin y).
uy = e x (−x sin y − y cos y − sin y).
nee
u xx = e x (cos y + x cos y − y sin y) + e x cos y = e x (2 cos y + x cos y − y sin y).
rin
uyy = e x (−x cos y + y sin y − cos y − cos y) = e x (−x cos y + y sin y − 2 cos y).
g.n
u xx + uyy = e x (2 cos y + x cos y − y sin y) + e x (−x cos y + y sin y − 2 cos y)
= 0. et
⇒ u satisfies Laplace equation.
Now, u x (z, 0) = ez (1 + z) and uy (z, 0) = 0.
By Milne-Thomson method, f ′ (z) = u x (z, 0) − iuy (z, 0) = ez (1 + z).
Integrating w.r.t z we get
Z
f (z) = ez (1 + z)dz + c
Z
= (1 + z)d(ez ) + c
Z
= (1 + z)e − ez dz + c
z
= (1 + z)ez − ez + c = ez + zez − ez + c
∴ f (z) = zez + c.
(w − w1 )(w2 − w3 ) (z − z1 )
=
(w − w3 )(w2 − w1 ) (z2 − z1 )
ww i.e.,
(w − i)(1 + i)
(w + i)(1 − i)
=z
w+i
w.E
w − i z(1 − i) z(1 − i)2
=
1+i
=
2
= a
z(1 − 1 − 2i) z(−2i)
2
=
w − i + w + i −iz + 1
syE
2
= −iz
=
w − i − w − i −iz − 1 ngi
2w
=
1 − iz
−2i −(1 + iz) nee
w=
i(1 − iz)
1 + iz
=
z+i
1 + iz
.
rin
g.n
14. (b) (i) Find the image of |z − 2i| = 2 under the transformation
w= .
1
z
et
1
Solution. w =
z
u −v
⇒x= 2 ,y = 2 .
u + v2 u + v2
The given circle is |z − 2i| = 2.
⇒ |z − 2i|2 = 4
|x + iy − 2i|2 = 4
x2 + (y − 2)2 = 4
x2 + y2 − 4y = 0.
u2 v2 −v
2 2 2
+ 2 2 2
−4 2 =0
(u + v ) (u + v ) u + v2
1 4v
+ =0
u2 + v2 u2 + v2
4v + 1 = 0,
∂2 w.E
14. (b) (ii) If f (z)
+
∂2
! is an analytic function of z,
| f (z)|2 = 4| f ′ (z)|2 .
prove that
∂x2 ∂y2
a syE
Solution. Given f (z) is analytic.
Let f (z) = u + iv.
ngi
⇒ u and v have continuous partial derivatives and they satisfy
C-R equations. nee
rin
∴ u x = vy and uy = −v x and f ′ (z) = u x + iv x , | f ′ (z)|2 = u2x + v2x .
Since u and v are harmonic functions, they satisfy Laplace
equation. g.n
The complex form of the Laplace operator is et
∂2 ∂2 ∂2
2
+ 2 =4 .
∂x ∂y ∂z̄∂z
!
∂2 ∂2 2 ∂2 2 ∂2
Now, + | f (z)| = 4 | f (z)| = 4 ( f (z) f (z)).
∂x2 ∂y2 ∂z̄∂z ∂z̄∂z
w.E
Solution. Let f (z) = u + iv = z̄ = x − iy.
∴ u = x, v = −y
a u x = 1,
uy = 0,
syE vx = 0
vy = −1.
ngi
Since u x , vy , C.R equations are not satisfied.
∴ f (z) is not analytic anywhere.
=⇒ f (z) is nowhere differentiable.
nee
rin
8. Find the map of the circle |z| = 3 under the transformation
w = 2z. g.n
Solution. Let z = x + iy and w = u + iv. et
w = 2z
u + iv = 2(x + iy) = 2x + i2y
u = 2x, v = 2y
Now |z| = 3
⇒x2 + y2 = 9
u 2 v 2
+ =9
2 2
u2 v2
+ =9
4 4
u2 + v2 = 36.
Part B
14. (a) (i) Find the bilinear map which maps the points ∞, i, 0 of the
z plane onto 0, i, ∞ of the w−plane.
Solution. Let z1 = ∞, z2 = i, z3 = 0 and w1 = 0, w2 = i, w3 = ∞.
The bilinear transformation is given by
w − w1 z2 − z3
ww w2 − w1
=
w−0 i−0
z − z3
w.E
i.e.,
i−0
=
w i
z−0
a i
w=
=
z
−1
. syE
z
ngi
u=
sin 2x
. nee
14. (a) (ii) Determine the analytic function whose real part is
uy (z, 0) = 0.
14. (b) (i) Find the image of the hyperbola x2 − y2 = 1 under the
1
transformation w = and prove that it is the lemniscate of
ww z
Bernouillie r2 = cos 2θ.
w.E
Solution. Let z = x + iy and w = reiθ .
1 1 1
Given w = or z = = iθ = e−iθ .
1
a 1
z
syE
w re
(cos θ − i sin θ)
i.e., x + iy =
r
1
r
1
∴ x = cos θ, y = − sin θ. ngi
r r
The given curve is x2 − y2 = 1 nee
1 1
cos2 θ − 2 sin2 θ = 1 rin
r2
1
r
g.n
r2
1
r2
(cos2 θ − sin2 θ) = 1
cos 2θ = 1
et
⇒ r2 = cos 2θ.
z
14. (b) (ii) Prove that w = maps the upper half of the z−plane
1−z
to the upper half of the w−plane and also find the image of the
unit circle of the z−plane.
z
Solution. Given w = .
1−z
x + iy
u + iv =
1 − x − iy
x + iy (1 − x) + iy
= ×
(1 − x) − iy (1 − x) + iy
x(1 − x) − y2 + i[y(1 − x) + xy]
=
(1 − x)2 + y2
x(1 − x) − y2 y(1 − x) + xy
= 2 2
+i .
(1 − x) + y (1 − x)2 + y2
x(1 − x) − y2
∴u= and
(1 − x)2 + y2
y(1 − x) + xy
v= .
(1 − x)2 + y2
Let v > 0.
ww y(1 − x) + xy
⇒
w.E
(1 − x)2 + y2
>0
y − xy + xy > 0
a syE
y > 0.
ngi
This shows that the upper half of the z−plane is mapped onto
the upper half of the w−plane.
To find the image of the unit circle. nee
z rin
we have w =
1−z
g.n
w(1 − z) = z
w − wz = z
et
w = wz + z
z(1 + w) = w
w
z= .
1+w
Given |z| = 1.
w
⇒ =1
1 + w
|w| = |1 + w|
|w|2 = |1 + w|2
|u + iv|2 = |1 + u + iv|2
u2 + v2 = (1 + u)2 + v2
= 1 + u2 + 2u + v2
0 = 2u + 1
1
u=− .
2
1
The image of the unit circle |z| = 1 is the straight line u = − .
2
ww
2.3.9 May/June 2012 [R 2008]
Part A
w.E
7. State the basic difference between the limit of a function of a
a syE
real variable and that of the complex variable.
Solution. Let f be a function defined in some neighbourhood
ngi
of z0 except possibly at z0 . We say a complex number w0 is the
nee
limit of f (z) as z tends to z0 if for any ǫ > 0, there exists a δ > 0
rin
such that | f (z) − f (z0 )| < ǫ for |z − z0 | < δ. Symbolically it can be
written as lim f (z) = w0 = f (z0 ).
z→z0
g.n
8. Prove that a bilinear transformation has at most two fixed
points.
az + b
et
Solution. The bilinear transformation is w = .
cz + d
The fixed points are given by w = z.
az + b
i.e., z =
cz + d
z(cz + d) = az + b
cz2 + dz − az − b = 0
cz2 + (d − a)z − b = 0.
This is a quadratic in z. It has two roots which are the fixed
points of the given bilinear transformation.
Hence, a bilinear transformation has at most two fixed points.
Part B
ww =
∂x ∂z̄ ∂y ∂z̄
∂u 1 ∂u −1
+ +i
"
∂x ∂z̄ ∂y ∂z̄
∂v 1 ∂v −1
+
#
w.E=
∂x 2 ∂y 2i
"
1 ∂u
+i
∂u
#
+
"
∂x 2 ∂y 2i
i ∂v
+i
∂v
#
a
=
2 ∂x
"
1 ∂u
∂y
syE
∂u
+i +i −
2 ∂x
∂v ∂v
#
∂y
2 ∂x
"
1 ∂u ∂v
∂y
ngi
∂x ∂y
∂u ∂v
!#
=
2 ∂x ∂y
1
− +i +
∂y ∂x
nee
= [0 + i.0][∴ u x = vy , uy = −v x ]
2
rin
∂w
∂z̄
= 0.
g.n
⇒ w is independent of z̄.
Hence, w can be written only as a function of z and not as a
et
function of z̄
w.E 1
= ∇2 log( f (z) f (z))
2 !
a syE =
1 ∂2
2 ∂x 2
∂2
+ 2 log f (z) + log f¯(z)
∂y
¯
1 ∂2
= 4
ngi
2 ∂z̄∂z
log f (z) + log f¯(z)
!
¯
=2
∂ 1 ′
∂z̄ f (z) nee
f (z) = 0.
rin
14. (b) (ii) Find the image of the hyperbola x2 − y2 = 1 under the
1
transformation w = and prove that it is the lemniscate of g.n
z
Bernouillie r2 = cos 2θ.
Solution. Let z = x + iy and w = reiθ .
et
1 1 1 1
Given w = or z = = iθ = e−iθ .
z w re r
1
(cos θ − i sin θ)
i.e., x + iy =
r
1 1
∴ x = cos θ, y = − sin θ.
r r
The given curve is x2 − y2 = 1
1 1
2
cos2 θ − 2 sin2 θ = 1
r r
1
(cos θ − sin2 θ) = 1
2
r2
ww
w.E
UNIT 4 asy
En
gin
ee
By EasyEngineering.net rin
g.n
et
4 Complex Integration
4.1 Introduction
ww Contour
w.E A curve that is constructed by joining finitely many smooth curves end to end
is called a contour. A curve is given by the equation z(t) = x(t) + iy(t), a ≤ t ≤ b where
asy
x(t) and y(t) are continuous functions of t.
Contour Integral. If f (z) is a function of the complex variable z which is defined
on Z
En
a given curve C in the complex plane, then the complex line integral is written
as
C
f (z)dz.
gin
z1 = z(a) to z2 = z(b) then we write
Z
f (z)dz as ee
If the equation of C is z(t) = x(t) + iy(t), a ≤ t ≤ b and C is the contour from
Zz2
f (z)dz.
C z1
rin
If f (z) = u(x, y) + iv(x, y) then
Z Z Z Z
g.n
C
f (z)dz =
Z Z
1. z0 f (z)dz = z0 f (z)dz, where z0 is a constant.
C C
Z Z Z
2. ( f (z) ± g(z))dz = f (z)dz ± g(z)dz.
C C C
Z Z
3. f (z)dz = − f (z)dz.
−C C
4. ZIf C is broken
Z up intoZtwo parts C1 and C2 , then
f (z)dz = f (z)dz + f (z)dz.
C C1 C2
Note. The value of the integral is independent of the path of integration, when
the integrand is analytic.
ww ✎
Worked Examples
✍
☞
✌
w.E
Z
Example 4.1. Evaluate (x − y + ix2 )dz where C is the line joining the points from
C
z = 0 to z = 1 + i. [Apr 2009]
Solution. Let z = x + iy.
asy
dz = dx + idy.
En
The points z = 0 and z = 1 + i represent O
gin Y
ee
P(1, 1)
and P respectively in the complex plane.
Hence O is (0, 0) and P is (1, 1).
Equation to OP is y = x.
rin
Along OP, y = x, dy = dx and x varies from
0 to 1.
O (0, 0)
g.n X
∴
Z
2
(x − y + ix )dz =
Z1
(x − x + ix2 )(dx + idy)
et
C 0
Z1 Z1
= ix2 (dx + idx) = i x2 (1 + i)dx
0 0
x3 1 i(1 + i) −1 + i 1 1
= i(1 + i) = = = − + i.
3 0 3 3 3 3
Z
Example 4.2. Evaluate z2 dz where C is the arc from A(1, 1) to B(2, 4) along
C
(i) y = x2 (ii) y = 3x − 2. [Jun 2010]
Solution. Let z = x + iy.
dz = dx + idy.
Y •
Z
B(2, 4)
2
(i) Let us evaluate z dz where C is
C •
A(1, 1)
ww y = x2 .
Along y = x2 , dy = 2xdx, x varies from 1 to 2. (0, 0)
X
w.E
Now, dz = dx+idy = dx+i2xdx = (1+2ix)dx.
Z
2
z dz =
Z
2
(x + iy) (dx + idy) =
Z
(x2 − y2 + 2ixy)(dx + idy)
asy
∴
C C C
Z2
=
En
(x2 − x4 + 2ix3 )(1 + i2x)dx
gin
1
Z2
= (x2 − x4 − 4x4 ) + i(2x3 − 2x5 + 2x3 ) dx
=
1
Z2
(x2 − 5x4 ) + i(4x3 − 2x5 ) dx
ee rin
=
1
−5
x5 2
x3 2
+i 4
x4 2
−2
x6 2 ! 1 1
= (8 − 1) − (32 − 1) + i(16 − 1 − (64 − 1)) g.n
7
3 1 5 1
= − 31 + i(15 − 21) =
3
Z
4 1
7 − 93
3
6 1
− 6i = −
3
h 86
3
i
+ 6i .
3
et
(ii) Let us evaluate z2 dz along y = 3x − 2.
C
Along y = 3x − 2, dy = 3dx, dz = dx + idy = dx + i3dx = (1 + 3i)dx
Z Z2
2
Now z dz = (x2 − (3x − 2)2 + 2ix(3x − 2))(1 + 3i)dx
C 1
Z2
= (1 + 3i) x2 − 9x2 − 4 + 12x + i(6x2 − 4x)dx
1
Z2 h i
= (1 + 3i) − 8x2 − 4 + 12x + i(6x2 − 4x) dx
1
h x3 2 x 2 2 x 3 2 x2 2 i
= (1 + 3i) − 8 + 12 − 4(x)21 + i 6 −4
3 1 2 1 3 1 2 1
−8
= (1 + 3i)[ 7 + 6(3) − 4 + i(2(7) − 2(3))]
ww = (1 + 3i)[
3
−56
3
+ 14 + 8i] =
(1 + 3i)
3
[−56 + 42 + 24i]
w.E =
(1 + 3i)
1
3
= [−86 − 18i] = −
86
1
[−14 + 24i] = [−14 + 24i − 42i − 72]
3
+ 6i .
Z2+i
3
asy x
3
En
Example 4.3. Evaluate (z̄)2 dz along the line y = .
0
2
[Dec 2010]
rin
g.n
•
x P(2, 1)
y= from (0, 0) to (2, 1). Along
2
2
x/
x 1
et
=
2 2
(z̄)2 dz = (x2 − y2 − 2ixy)(dx + idy) X
O (0, 0)
x2 x dx
= x2 − − 2ix dx + i
4 2 2
3x2 i
= − ix2 1 + dx
4 2
Z2+i Z2 2 2
2 3x 2
i i 3 x3 2 x3
∴ (z̄) dz = − ix 1 + dx = 1 + −i
4 2 2 4 3 0 30
0 0
" #
i 8 8 4 10 5
= 1+ 2−i =2− i+i+ = − i.
2 3 3 3 3 3
Z
Example 4.4. Evaluate sin zdz along the line z = 0 to z = i. [Apr 2010]
C
Y
Solution.
Z Z i • A(0, 1)
x=0
sin z dz = sin z dz
C 0
ww = [− cos z]i0
O (0, 0)
X
w.E
= −[cos i − cos 0]
= 1 − cos i.
En
C C
where C is the circle |z − a| = r. Y z
gin
θ
dz = reiθ · idθ.
ee O
rin
X
Z
dz
z−a
=
Z2π
1
reiθ
· reiθ · idθ g.n
C
=
0
Z2π
idθ
et
0
= i[θ]2π
0
= i(2π − 0) = 2πi.
Z Z2π Z2π
n iθ n iθ
(ii) (z − a) dz = re · re idθ = rn einθ · reiθ idθ
C 0 0
Z2π !2π
n+1 i(n+1)θ n+1 ei(n+1)θ
= ir e dθ = ir
i(n + 1) 0
0
rn+1 h i2(n+1)π i rn+1
e = − e0 = [1 − 1] = 0.
n+1 n+1
Z
Example 4.6. Evaluate (z2 + 3z + 2)dz where C is the arc of the cycloid
C
x = a(θ + sin θ), y = a(1 − cos θ) between the points (0, 0) and (πa, 2a).
ww Solution.
Z Let f (z) = z2 + 3z + 2 which is a polynomial in z and henceA(πa,
∴ (z2 + 3z + 2)dz is independent of the
Y
it 2a)
is analytic.
w.EC
>
path of integration.
(πa, 0)
X
x-axis.Z
Now, f (z)dz =
Z
f (z)dz +
Z
f (z)dz. En
C OL
gin
LA
Along OL, y = 0 ⇒ dy = 0, x varies from 0 to πa.
∴
Z
OL
Zπa
f (z)dz = (x2 + 3x + 2)dx
0
x3
"
x2
ee #πa ∵ z = x + iy rin
=
3
+3·
2
+2·x
π3 a3 3 2 2
0 dz = dx + iy
g.n
=
3
+ π a + 2πa.
2
f (z) = z2 + 3z + 2
Z2a h #2a
(πa + iy)3 3(πa + iy)2
Z i "
f (z)dz = (πa + iy)2 + 3(πa + iy) + 2 idy = i + + 2y
3i 2i 0
LA 0
(πa + 2ai)3 3 π3 a3 3 2 2
= + (πa + 2ai)2 + 4ai − − π a
3 2 3 2
a3 3a 2 π3 a3 3π2 a2
= (π + 2i)3 + (π + 2i)2 + 4ai − − .
3 2 3 2
π3 a3 3π2 a2 a3 3a2 π3 a3 3π2 a2
Z
∴ f (z)dz = + + 2πa + (π + 2i)3 + (π + 2i)2 + 4ai − −
3 2 3 2 3 2
C
ww =
a3
3
(π + 2i)3 +
3a2
2
(π + 2i)2 + 2a(π + 2i).
w.E
Exercise 4 A
asy
Z
1. Evaluate (z + 1)dz where C is the boundary of the square whose vertices
C
Z1+i En
are at the points z = 0, z = 1, z = 1 + i and z = i. [Mar 2010]
gin
2. Evaluate (x2 − iy)dz along the paths (i) y = x (ii) y = x2 .
0
3. Evaluate
Z
C
ee
f (z)dz where f (z) = y − x − i3x2 from z = 0 to z = 1 + i along the path
2+3i
Z
8. Evaluate (z2 + z)dz along the line joining the points (1, −1) and (2, 3).
1−i
Z2+i
9. Evaluate the integral (x2 − iy)dz (i) along the straight line y = x. (ii) along
0
the curve y = x2 .
−2+i
ww
Z
10. Evaluate (2 + z)2 dz.
−2
w.E
Simply Connected and multiply connected domains
asy
A domain D in the complex plane is called simply connected if every closed
curve in D encloses points of D only.
En
Example. Interior of a circle, square and ellipse are simply connected domains. A
gin
domain D which is not simply connected is called multiply connected.
ee rin
g.n
Simply connected domains et
ww Now
Z dz =Z dx + idy.
f (z)dz = (u + iv)(dx + idy)
w.E
C C
Z Z
= (udx − vdy) + i (udy + vdx). (1)
∴
∂u ∂u ∂v ∂v
, , ,
∂x ∂y ∂x ∂y En
are also continuous in the domain D enclosed by C.
Z gin
∴ Applying Green’s theorem for the integrals on the RHS of (1) we get
"
∂v ∂u
"
∂u ∂v
C
f (z)dz = −
D ee
+
∂x ∂y
dxdy + i
rin
(2)
ie.,
∂u ∂v
=
∂x ∂y
and
∂u
∂y
=− .
∂v
∂x g.n
et
∂u ∂v ∂u ∂v
=⇒ − = 0 and + = 0.
∂x Z ∂y ∂y ∂x
∴ f (z)dz = 0.
C
Extension of Cauchy’s theorem. I If f (z) is analytic
I in the region D between two
simple closed curves C and C1 , then f (z)dz = f (z)dz.
C C1
Proof. Let
I AB be the cross cut between C and C1 . Now, by the path indicated by
arrows, f (z)dz = 0.
C
A B C1 C
i.e.,
Z Z Z Z
w.E
f (z)dz + f (z)dz + f (z)dz + f (z)dz = 0.
AB C1 BA C
Z Z
Z asy
The integrals along AB and BA are equal and opposite, ∴
Z AB
f (z)dz +
BA
f (z)dz = 0.
Hence we have
C1
f (z)dz +
En
C
f (z)dz = 0.
Z
f (z)dz = gin
Reversing Zthe direction of the integral along C1 and transposing, we obtain
f (z)dz, each integration is being taken in the anticlockwise sense.
C C1
Hence the theorem.
ee
Corollary. If C1 , C2 , C3 , . . . are any number of closed curves within C, then
rin
g.n
I I I I
f (z)dz = f (z)dz + f (z)dz + f (z)dz + · · ·
et
C C1 C2 C3
>
>
C3
>
> >
>
C1 C2
>
>
>
w.E
I
1 f (z)
f (a) = dz.
2πi z−a
C
asy Y
[Dec 2014]
En
> C
C1
gin a•
>
eeO (0, 0)
X
rin
Proof. Consider the function
f (z)
z−a
. This is analytic at all points within C except
at z = a. Draw a small circle C1 with a as centre and radius r lying entirely within g.n
C.
Now,
f (z)
z−a
is analytic in the region enclosed by C and C1 .
et
∴ By Cauchy’s integral theorem,
I I
f (z) f (z)
dz = dz [z − a = reiθ , dz = rieiθ dθ]
z−a z−a
C C1
f (a + reiθ ) iθ
I I
= rie dθ = i f (a + reiθ )dθ.
reiθ
C1 C1
In the limiting form, as the circle C1 tends to the point a, r → 0. Hence, the integral
is reduced to
I Z2π
f (z)
dz = i f (a)dθ = i f (a)(θ)2π
0 = 2πi f (a)
z−a
C 0
I
1 f (z)
∴ f (a) = dz,
2πi z−a
C
ww Corollary. Cauchy’s
Statement.
Z Integral formula for derivatives
f (z)
(z − a)n+1
dz = 2πi
f n (a)
n!
.
w.E C
Proof. By Cauchy’s integral formula we have
I
asy
1 f (z)
f (a) = dz.
2πi z−a
C
Similarly, f ′′ (a) =
2!
2πi
C I
I
f (z)
(z − a)3
dz. ee rin
g.n
n! f (z)
In general, f (n) (a) = dz.
2πi (z − a)n+1
C
∴
I
C
f (z)
(z − a)n+1
✎
dz = 2πi
f (n) (a)
n!
☞
. et
Worked Examples
✍ ✌
Z
Example 4.7. Evaluate ez dz where C is |z| = 1. [Jun 2003]
C
Solution. Let f (z) = ez .
ez is analytic everywhere in the complex plane.
z2 − z + 1
Z
1
Example 4.8. Evaluate dz where C is the circle (i) |z| = 1 (ii) |z| = .
z−1 2
C
Solution. (i) Consider the circle |z| = 1.
w.E
Z
f (z)
dz = 2πi f (1) where f (z) = z2 − z + 1
z−1
C
asy
= 2πi × 1 = 2πi.
(ii) C is |z| = .
1
2
En
gin
In this case, z = 1 lies outside C.
f (z)
∴ is analytic every where within C.
z−1
∴
Z
C
f (z)
z−1
dz = 0 ee rin
g.n
Z 2
z −z+2
dz = 0.
z−1
C
1
Z
C
1
z+4
z2+ 2z
1
2
1
dz, where C is |z − | = .
3 et[Dec 2013]
3z2 + 7z + 1
Z
1
1
C
z+1
dz where C is |z| = . [Jun 2013, Jun 2010]
2
w.E
Solution. C is |z| = .
2
3z2 + 7z + 1
For the integrand , z = −1 is a singular point which lies
z+1
asy
completely outside |z| = .
3z2 + 7z + 1
1
2
∴
z+1
En
is analytic everywhere inside C.
Z
3z2 + 7z + 1
gin
∴ By Cauchy’s integral theorem dz = 0.
z+1
C
ee
Z
zdz 1
Example 4.11. Evaluate where C is the circle |z| = .
(z − 1)(z − 2) 2
C
rin
[Dec 2012, Dec 2011]
g.n
1
Solution. C is |z| = .
2
z
The function has singular points z = 1 and z = 2 which lie
∴
z
(z − 1)(z − 2)
(z − 1)(z − 2)
completely outside |z| = .
1
2
is analytic everywhere inside C.
et
Z
zdz
∴ = 0, by Cauchy’s integral theorem.
(z − 1)(z − 2)
C
ez
Z
Example 4.12. Evaluate dz if C is |z| = 2. [Dec 2010]
z−1
C
Solution. C is the circle |z| = 2.
ez
Z
1
∴ f (1) = dz
ww e=
2πi
1
C
Z
z−1
ez
dz
w.E Z
2πi
ez
C
z−1
dz = 2πie.
C
asy
z−1
En
Z
z
Example 4.13. Using Cauchy’s integral formula, evaluate dz where C is
z−2
C
3
the circle |z − 2| = .
2
gin
Solution. The singular point is z = 2.
[May 2001]
Let f (z) = z.
3
C is |z − 2| = .
2
ee rin
3
When z = 2, |z − 2| = |2 − 2| = 0 < .
∴ z = 2 lies inside C.
2
g.n
By Cauchy’s integral formula
f (2) =
1
Z
f (z)
dz
et
2πi z−2
C
Z
1 z
2= dz
2πi z−2
C
Z
z
dz = 4πi.
z−2
C
cos πz2
Z
Example 4.14. Evaluate dz where C is |z| = 32 . [Jun 2001]
(z − 1)(z − 2)
C Z
f (z)
Solution. By Cauchy’s Integral formula dz = 2πi f (a).
z−a
C
The circle is |z| = 32 .
z = 1 and z = 2 are singular points.
When z = 1, |z| = |1| < 23 .
∴ z = 1 lies inside the circle.
cos π 1
Z
En cos πz2
2πi
C
z−1
Z
1
=
2πi
cos πz2
C
gin
(z − 1)(z − 2)
dz
C
(z − 1)(z − 2)
dz = 2πi.
ee rin
Example 4.15. Evaluate
I
z2 + 1
dz where C is the circle |z − 1| = 1. g.n [Dec 2001]
C
z2 − 1
Solution. The singular points are given by z2 − 1 = 0.
(z − 1)(z + 1) = 0.
et
z = 1, −1.
The contour is |z − 1| = 1.
When z = 1, |z − 1| = |1 − 1| = 0 < 1.
=⇒ z = 1 lies inside C.
When z = −1, |z − 1| = | − 1 − 1| = | − 2| > 1.
=⇒ z = −1 lies outside C.
z2 +1
z2 + 1 z2 + 1
Z Z Z
z+1 f (z)
Now, dz = dz = dz where f (z) =
z2 − 1 z−1 z−1 z+1
C C C
Z
1 f (z)
By Cauchy’s integral formula, f (1) = dz
2πi z−1
Z C
1+1 1 f (z)
= dz
1 + 1 2πi z−1
Z 2 C
ww
z +1
2πi = dz.
z2 − 1
C
w.E
I
z+2
Example 4.16. Evaluate dz where C is the circle |z| = 2 in the z plane.
z
C
asy
Solution. The singular point is z = 0.
[Jun 2007]
I 0 lies inside
=⇒ z =
z+2
I C.
gin
f (z)
Now,
C
z
dz =
C
z
ee
dz where f (z) = z + 2.
g.n
4πi =
IC
z+2
C
z
dz.
Z
et
z+4
Example 4.17. Evaluate dz where C is the circle (i) |z + 1 + i| = 2 (ii)
z2 + 2z + 5
C
|z + 1 − i| = 2 (iii) |z +
Z 1| = 1. [Dec 2012, Dec 2011, Dec 2010, Jun 2008]
z+4
Solution. Let I = 2
dz.
z + 2z + 5
C
The singular points are given by z2 + 2z + 5 = 0.
(z + 1)2 + 5 − 1 = 0
(z + 1)2 + 4 = 0
(z + 1)2 = −4
z + 1 = ±2i
z = −1 ± 2i.
(i) The circle is |z + 1 + i| = 2.
When z = −1 − 2i, |z + 1 + i| = | − 1 − 2i + 1 + i| = | − i| = 1 < 2.
∴ −1 − 2i is a point inside the circle.
w.E
Z
z+4
Now,
dz =
Z
z+4
dz =
Z z+4
z+1−2i
dz =
Z
f (z)
dz.
C
2
z + 2z + 5
C
En
z + 1 − 2i
By Cauchy’s integral formula
gin
Z
1 f (z)
f (−1 − 2i) = dz
2πi z + 1 + 2i
ee
C
Z
−1 − 2i + 4 1 f (z)
= dz
−1 − 2i + 1 − 2i 2πi
3 − 2i 1
C
Z
z + 1 − 2i
z+4 rin
−4i
=
2πi
Z C
2
z + 2z + 5
dz
g.n
Z
z+4
π
− (3 − 2i) =
2
dz =
C
π
2
z+4
z + 2z + 5
(2i − 3).
dz
et
z2 + 2z + 5 2
C
z+4
where, f (z) = , a = −1 + 2i.
z + 1 + 2i
−1 + 2i + 4 3 + 2i
f (a) = = .
−1 + 2i + 1 + 2i 4i
By Cauchy’s integral formula
ww Z
f (z)
z−a
dz = 2πi f (a) = 2πi
3 + 2i 3 + 2i
4i
=
2
π.
w.E
C
(iii) C is |z + 1| = 1.
asy
When z = −1 − 2i, |z + 1| = | − 1 − 2i + 1| = | − 2i| = 2 > 1.
∴ −1 − 2i lies outside C.
En
When z = −1 + 2i, |z + 1| = | − 1 + 2i + 1| = |2i| = 2 > 1.
∴ −1 + 2i lies outside C.
∴ f (z) = 2
z+4
z + 2z + 5 gin
is analytic inside C.
ee
Z
∴ By Cauchy’s theorem f (z)dz = 0.
Z
z
C
rin
Example 4.18. Evaluate
formula.
C
(z − 1)3
g.n
dz where C is |z| = 2 using Cauchy’s integral
[May 1998]
Solution. z = 1 is a singular point.
C is |z| = 2.
et
When z = 1, |z| = |1| < 2.
∴ z =Z1 is an interior Z point.
z f (z)
Now 3
dz = dz
(z − 1) (z − 1)3
C C
where f (z) = z, n + 1 = 3 ⇒ n = 2.
f ′ (z) = 1, f ′′ (z) = 0, f ′′ (1) = 0.
2πi f ′′ (1)
Z
z
i.e., dz = = πi.0 = 0.
(z − 1)3 2
C
3z2 + 7z + 1
Z
Example 4.19. If f (a) = dz where C is the circle |z| = 2, find
z−a
C
f (3), f (1), f ′ (1 − i), f ′′ (1 − i). [Dec 2014, Dec 2011]
ww Solution. Given
Z
3z2 + 7z + 1 1
Z
(2πi)(3z2 + 7z + 1)
w.E f (a) =
C
z−a
dz =
2πi
C
z−a
dz.
asy
Z
1 f (z)
By Cauchy’s integral formula f (a) = dz.
2πi z−a
C
En
∴ f (z) = 2πi(3z2 + 7z + 1).
√
When z = 1 − i, |z| = |1 − i| = 2 < 2.
∴ 1 − i is an interior point.
f ′′ (1 − i) = 12πi.
ww C
asy
∴ z = 1 lies inside the circle.
En
When z = 2, |z| = |2| < 3.
∴ z = 2 also lies inside the circle.
Let
(z −
1
Z 1)(z − 2)
=
gin
(z − 1) − (z − 2)
(z − 1)(z −Z2)
sin πz2 + cos πz2
=
1
−
z−2 z−1
1
=
C
Z
(z − 1)(z − 2)
f (z)
dz −
Z
f (z)
ee
dz =
dz
C
z−2
dz −
C
z−1
rin
dz
g.n
z−2 z−1
C C
I = 2πi f (2) − 2πi f (1) (1)
where f (z) = sin πz2 + cos πz2 .
When a = 2. f (2) = sin 4π + cos 4π = 1.
When a = 1, f (1) = sin π + cos π = −1.
et
(1) =⇒ I = 2πi f (2) − 2πi f (1) = 2πi.1 − 2πi(−1) = 4πi.
Z
dz 3
Example 4.21. Evaluate 2
where C is the circle |z| = .
(z + 1) (z − 2) 2
C
Solution. z = −1 and z = 2 are singular points.
C is |z| = 32 .
3
When z = −1, |z| = | − 1| = 1 < .
2
∴ z = −1 is an interior point of C.
3
When z = 2, |z| = 2 > .
2
∴ z = 2 lies outside C.
Z Z
dz f (z)
2
= dz where
(z + 1) (z − 2) (z + 1)2
C C
1
f (z) = , a = −1, n + 1 = 2.
z−2
ww f ′ (z) = −
1
(z − 2)2
, n = 1.
w.E
1
f ′ (−1) = − .
9
gin
Z
z+1
Example 4.22. Evaluate dz where C is the circle |z − 2 − i| = 2.
z2 (z− 2)
ee
Z C
z+1
Solution. Let I = dz.
rin
2
z (z − 2)
C
z = 0 and z = 2 are singular points.
C is the circle |z − 2 − i| = 2.
When z = 0, |z − 2 − i| = | − 2 − i| =
√ √
4 + 1 = 5 > 2. g.n
⇒ z = 0 lies outside the circle.
When z = 2, |z − 2 − i| = |2 − 2 − i| = | − i| = 1 < 2.
et
⇒ z = 2 lies inside the circle.
Z Z z+1 Z
z+1 z2 f (z)
Now, 2
dz = dz = dz
z (z − 2) z−2 z−2
C C C
z+1
where f (z) = 2 and a = 2.
z
3
f (a) = f (2) = .
4
Z
f (z) 3 3πi
By Cauchy’s Integral formula dz = 2πi f (2) = 2πi = .
z−2 4 2
C
Z
z+1
Example 4.23. By Cauchy’s integral formula, evaluate dz where C
z4 − 4z3 + 4z2
C
is the circle |z − 2 − i| = 2.
Solution. z4 − 4z3 + 4z2 = z2 (z2 − 4z + 4) = z2 (z − 2)2 .
z = 0 and z = 2 are singular points.
C is the circle |z − 2 − i| = 2.
√ √
ww When z = 0, |z − 2 − i| = | − 2 − i| =
∴ z = 0 lies outside the circle.
4 + 1 = 5 > 2.
Now,
Z
z+1
asy
z − 4z3 + 4z2
4
dz =
Z
z+1
z (z − 2)2
2
dz =
Z z+1
z2
(z − 2)2
dz =
Z
f (z)
(z − 2)2
dz,
C
En C
z+1
C C
where, f (z) =
gin
By Cauchy’s integral formula
z2
.
Z
f (z)
dz = 2πi f ′ (2).
We have f (z) =
ee
z+1 1 1
z2
= + 2.
z z
C
(z − 2)2
rin
1
f ′ (z) = −
2
− 3. g.n
et
z 2 z
1 2 −2 − 2 −1
f ′ (2) = − − = = .
4 8 8 2
Z
f (z) ′
−1
∴ dz = 2πi f (2) = 2πi = −πi.
(z − 2)2 2
C
Z
z+3
Example 4.24. Evaluate dz where C is |z| = 3. [May 2005]
2z + 5
Z C Z
z+3 1 z+3
Solution. Let I = dz = dz.
2z + 5 2 z + 25
C C
−5
z= is a singular point.
2
5 −5 5
C is |z| = 3. When z = − , |z| = = < 3.
2 2 2
−5
z= is an interior point.
2Z Z
1 z+3 1 f (z)
I= 5
dz = dz where f (z) = z + 3.
2 z+ 2 2 z + 25
C C
By Cauchy’s integral formula
1 −5 5
I = 2πi f = iπ − + 3
2 2 2
1 πi
ww = πi = .
2 2
Z
dz
w.E
Example 4.25. Evaluate where C is the circle whose centre is (2, 0) and
z−2
C
radius 4. Z
dz
Solution. Let I =
C
z−2
asy
z = 2 is a singular point.
The circle is |z − 2| = 4.
En
gin
If z = 2, then |z − 2| = |2 − 2| = 0 < 4.
∴ z = 2 lies inside the circle C.
Now f (z) = 1, a = 2.
f (a) = f (2) = 1.
ee rin
By Cauchy’s Integral formula
Z
g.n
f (z)dz = 2πi f (a) = 2πi.
C
ww
z−1
∴ dz = dz
(z − 1)(z − 2)2 (z − 2)2
C C
Z
f (z) z
w.E =
C
(z − 2)2
= 2πi × f ′ (2)
dz where f (z) =
f ′ (z) =
z−1
z −1−z
(z − 1) 2
=−
1
(z − 1)2
asy
= 2πi × (−1) = −2πi. f ′ (2) =
−1
1
= −1.
En
Z
z+1
gin
Example 4.27. Evaluate dz where C is |z + 1 + i| = 2 using Cauchy’s
(z2 + 2z + 4)2
C
integral formula. [Dec 2013, May 2011]
√ √
When z = −1 + 3i, |z + 1 + i| = | − 1 + 3i + 1 + i|
√ √
= |i( 3 + 1)| = 3 + 1
> 2.
√
∴ z = −1 + 3i lies out side C.
z+1 z+1
∴ = √ √
(z2 + 2z + 4)2 [(z + 1 3i)(z + 1) − 3i]2
z+1
ww
√
(z+1− 3i)2
= √
(z + 1 + 3i)2
f (z) z+1
w.E ∴
Z
z+1
=
dz =
√
(z + 1 + 3i)
Z
f (z)
√
2
where f (z) =
dz
√
(z + 1 − 3i)2
.
asy
2
(z + 2z + 4) 2
(z + 1 + 3i)2
√
= 2πi × f ′ (−1 − 3i) [By Cauchy’s integral formula]
Now, f (z) =
En z+1
√
(z + 1 − 3i)2
f ′ (z) = gin √ √
(z + 1 − 3i)2 − (z + 1) · 2(z + 1 − 3i)
√
(z + 1 − 3i)4
f ′ (−1 −
√
3i) =
√
ee
√ √
√
√
√
√
(−1 − 3i + 1 − 3i)4
(−2 3i)2 − 2(− 3i)(−2 3i)
√
√
rin
√
(−1 − 3i − 3i)2 − (−1 − 3i + 1) · 2(−1 − 3i + 1 − 3i)
= √
(−2 3i)4
4 × 3 × (−1) − 4 × 3(−1) g.n
Z
z+1
=
=
−12 + 12
144
16 × 9
= 0. et
∴ dz = 2πi × 0 = 0.
(z2 + 2z + 4)2
C
Z
4 − 3z
Example 4.28. Using Cauchy’s integral formula evaluate dz,
z(z − 1)(z − 2)
C
3
where C is the circle |z| = . [Jun 2010]
2
ww z(z − 1)(z − 2)
C
z−1
C C
z
asy
f (0) =
f (1) =
−2
1
= −2.
= −1.
∴
Z
4 − 3z
En
−1
dz = 2πi(−1) − 2πi(−2) = −2πi + 4πi = 2πi.
C
z(z − 1)(z − 2)
gin I
cos πz
rin
dz around the
Y g.n
C is the rectangle with
(2, 1), (2, −1), (−2, 1) and (-2,-1).
The singular points are z = 1& − 1, both
vertices
B(−2, 1) et
A(2, 1)
X
lie inside C.
cos πz cos πz
Now, 2
=
z − 1 (z − 1)(z + 1) C(−2, −1) D(2, −1)
" #
1 1 1
= cos πz −
2 z−1 z+1
1 cos πz cos πz
= − .
2 z−1 z+1
cos πz 1 cos πz cos πz
Z Z Z
∴ dz = dz − dz
z2 − 1 2 z−1 z + 1
C C C
Z Z
1 f (z) f (z)
= dz − dz where f (z) = cos πz.
2 z−1 z + 1
C C
1
= [2πi × f (1) − 2πi f (−1)] [by Cauchy’s integral formula]
2
1
= 2πi[ f (1) − f (−1)]
ww 2
= πi[cos π − cos(−π)]
w.E = πi[−1 + 1] = 0.
sin2 z
Z
asy
Example 4.30. Evaluate dz where C is the cicle |z| = 1.
π 3
C z − 6
π
Solution. The singular point is z = , which lies inside C.
Z 2
sin z
Z
En
f (z)
6
∴
C
z− 6
dz =
π 3
C
z− 6
gin dz
π 3
where f (z) = sin2 z.
ee
f ′′ π6
= 2πi × [by Cauchy’s integral formula]
= πi × f ′′
2!
π
6
.
rin
Now f (z) = sin z.2
g.n
f ′ (z) = 2 sin z cos z = sin 2z.
ez
Z
Example 4.31. Evaluate dz where C is the circle |z| = 4.
(z2 + π2 )2
C
1 1 1
Now, = = .
(z2 + π2 )2 [(z + πi)(z − πi)]2 (z + πi)2 (z − πi)2
1 A B C D
Let 2 2
= + 2
+ +
(z + πi) (z − πi) z + πi (z + πi) z − πi (z − πi)2
ww =
A(z + πi)(z − πi)2 + B(z − πi)2 + C(z − πi)(z + πi)2 + D(z + πi)2
(z + πi)2 (z − πi)2
∴ 1 = A(z + πi)(z − πi)2 + B(z − πi)2 + C(z − πi)(z + πi)2 + D(z + πi)2 .
D(−4π2 ) = 1
D=−
1
. asy
4π2
En
When z = −πi, B(−2πi)2 = 1
4π2 (−1)B = 1
gin
ee
1
B=− .
4π2
− π3 iA − π2 B + π3 iC − π2 D = 1
et
! !
3 2 1 3 2 1
− π iA − π − 2 + π iC − π − 2 = 1
4π 4π
1 1
− π3 iA + + π3 iC + = 1
4 4
3 3 1
− π iA + π iC = (2)
2
1
∴ −π3 iA + π3 i(−A) =
2
3 1
−2π iA =
2
1
A=− .
4π3 i
1
C= 3 .
4π i
1 1 1 1 1 1 1 1 1
=− 3 · − 2 + 3 · − 2 .
ww
2
(z + πi) (z − πi) 2 4π i z + πi 4π (z + πi) 2 4π i z − πi 4π (z − πi)2
ez ez ez ez
Z Z Z Z
1 1 1
∴ dz = − dz − dz + dz
(z2 + π2 ) 4π3 i z + πi 4π2 (z + πi)2 4π3 i z − πi
w.E C C
− 2
1
4π
ZC
ez
(z − πi)2
dz.
C
asy
1
4π i
1
4π
C
1
= − 3 × 2πi f (−πi) − 2 × 2πi f ′ (−πi) + 3 × 2πi f (πi)
4π i
En 1
− 2 × 2πi × f ′ (πi), where f (z) = ez .
4π
(1)
f (−πi) = e−πi .
ee rin
f (πi) = e .πi
g.n
Now from (1) we have
f ′ (πi) = eπi .
f ′ (−πi) = e−πi . et
ez
Z
1 1 1 1
2 2 2
dz = − 3 × 2πie−πi − 2 × 2πie−πi + 3 × 2πieπi − 2 × 2πieπi
(z + π ) 4π i 4π 4π i 4π
C
1 −πi i 1 i
=− 2
e − e−πi + 2 eπi − eπi
2π 2π 2π 2π
1 πi −πi
i πi −πi
= 2 e −e − e +e
2π 2π
1 i
2
=2i sin π − · 2 cos π
2π 2π
i
= − (−1)
π
i
= .
π
etz
I
Example 4.32. Evaluate where C is the circle |z| = 3.
z2 + 1
C
Solution. The singular points are given by
z2 + 1 = 0
ww z2 = −1
z = ±i, both lie inside |z| = 3.
w.E 1
=
1
=
1
"
z2 + 1 (z + i)(z − i) 2i z − i z + i
1
−
1
#
etz
asy
1 etz etz
" #
= −
z2 + 1 2i z − i z + i
En
Z
e tz Z
1 etz Z
etz
dz = dz − dz
∴ 2
z +1 2i z−i z+i
gin
C C C
1
= [2πi × f (i) − 2πi × f (−i)] where f (z) = etz .
2i
1
2i ee
= × 2πi[ f (i) − f (−i)]
f (−i) = e−it .
e2z
I
Example 4.33. Evaluate dz, where C is the circle |z| = 3. [Jan 2016]
(z + 1)4
C
Solution. The singular point is z = −1, which lies completely inside the circle C,
|z| = 3.
By Cauchy’s integral formula
e2z
Z Z
f (z)
4
dz = dz where f (z) = e2z .
(z + 1) (z + 1)4
C C
f ′′′ (−1)
= 2πi × (1)
f ′′ (z) = 4e2z .
asy
f ′′′ (z) = 8e2z .
Exercise 4 B
C
ee rin
g.n
Z
dz
1. Evaluate where C is the circle |z| = 2. [Dec 2004]
z+4
et
C
cos πz
Z
2. Evaluate dz where C is |z| = 2. [May 2003]
z−1
C
3z2 + 7z + 1
Z
1
3. Evaluate dz where C is |z| = . [Dec 2003]
z+1 2
C
Z
1
4. Use Cauchy’s integral formula to evaluate dz where C is the circle
z2 −1
C
with centre 1 and radius = 1. [May 2000]
Z
z
5. Evaluate dz where C is the circle |z| = 2. [May 1999]
(z − 1)3
C
e−z
Z
6. Evaluate dz where C is the circle |z| = 2.
z+1
C
ww π
|z| = .
2
C
(z + 1)(z + 2)
[Dec 2011]
w.E 9. Evaluate
Z
(z2
1
+ 4)2
dz where C is |z − i| = 4. [May 2003]
asy
C
Z
z 1
10. Evaluate dz where C is |z − 2| = . [May 2004]
En
(z − 1)(z − 2) 2
C
gin
sin πz2 + cos πz2
Z
11. Evaluate dz where C is |z| = 3. [Dec 2003]
(z − 1)2 (z − 2)
C
12. Evaluate
Z
C
ez
(z + 2)(z + 1)2 ee
dz where C is |z| = 3.
rin
[May 2007]
g.n
Z
z 1
13. Evaluate 2
dz where C is |z − 2| = . [Dec 2009, Jun 2012]
(z − 1)(z − 2) 2
et
C
Z
1
14. Evaluate dz where C is the circle |z| = 1. [May 2009]
2z − 3
C
Z
1
15. Evaluate dz where C is the circle |z| = 1. [Dec 2009]
zez
C
z2 + 5
Z
1
16. Evaluate using Cauchy’s integral formula dz on the circle
2πi z−3
C
(i) |z| = 4 and (ii) |z| = 1. [May 2010]
Z
sin 3z
17. Evaluate using Cauchy’s integral formula dz if C is the circle |z| = 5.
z + π2
C
[Apr 2007]
e2z
Z
18. Evaluate dz where C is the circle |z| = 3. [Nov 2011]
(z − 1)(z − 2)
C
3z2 + z
Z
19. Evaluate dz where C is the circle |z − 1| = 1. [Apr 2008]
z2 − 1
C
sin6 z
ww
Z
20. Evaluate dz if C is the circle |z| = 1. [Nov 2010]
z − π6 3
C
w.E
Z
z+1
21. Evaluate dz where C is the unit circle |z| = 1. [May 2010]
z3− 2z2
C
22. Evaluate
Z
tan 2z
(z − a)2 asy
dz, −2 < a < 2 where C is the boundary of the square
En
C
whose sides are x = ±2, y = ±2. [Apr 2010]
gin z2 + 7
Z
23. Evaluate using Cauchy’s integral formula dz on the circle (i) |z| = 3
z−2
C
and (ii) |z| = 1.
24. Evaluate
Z
2
1
z + 4z + 1
ee
dz where C is |z| = 1.
rin
[May 2003]
[Apr 2008]
g.n
C
a0 , a1 , a2 , . . . are called the coefficients of the series and a is called the centre of the
series.
Result 1. The power series converges at all points inside a circle |z − a| = R for
some positive number R and diverges outside the circle. This circle is called the
circle of convergence and its
radius R is called the radius of convergence.
an+1
Result 2. Let lim = ℓ. Then, the radius of convergence of the series
n→∞ an
∞
X 1
an (z − a)n is R = .
n=0
ℓ
ww Result 3. If ℓ = 0, then R = ∞ and so, the power series converges for all z in the
finite plane.
w.E
an+1
Result 4. If → ∞, then R = 0 and hence the series converges only at the
an
centre z = a.
asy
Result 5. If a = 0, then we get a particular power series in powers of z or power
series about the origin.
En
∞
X
an zn = a0 + a1 z + a2 z2 + · · ·
ee
If f (z) is analytic inside a circle C with centre at a then at each point z inside
the circle, f (z) has the power series representation
rin
f (z) = f (a) +
f ′ (a)
1!
(z − a) +
f ′′ (a)
2!
(z − a)2 + · · · +
f n (a)
n! g.n
(z − a)n + . . . ∞.
Note. If a = 0, we get the Taylor’s series of f (z) about the origin which is called
the Maclaurin’s series.
et
f ′ (0) f ′′ (0) 2 f (n) n
i.e., f (z) = f (0) + z+ z + ··· + z + ··· .
1! 2! n!
ww 7. cos z = 1 −
z2 z4
+ + · · · if |z| < ∞.
2! 4!
w.E
Laurent’s series. If f (z) is analytic in
the ring shaped region R bounded by two
R
r1
asy C1
>
concentric circles C1 and C2 of radii r1 a r2
En
and r2 (r1 > r2 ) and with centre at a, then > C2
n=0
ee
an (z − a)n +
∞
X
n=1
bn (z − a)−n , r2 < |z − a| < r1
rin (1)
g.n
I
1 f (w)
where an = dw, n = 1, 2, 3, . . ..
2πiI C1 (w − a)n+1
1 f (w)
bn =
2πi C2 (w − a)1−n
dw, n = 1, 2, 3, . . ..
✎ ☞
Worked Examples
✍ ✌
Example 4.34. Expand f (z) = sin z in a Taylor’s series about the origin.
Solution. f (z) = sin z. f (0) = sin 0 = 0.
ww ... ...
asy
1! 2! 3!
1 1 1
sin z = 0 + z − z3 + z5 + · · ·
1! 3! 5!
z3 z5
sin z = z − + + · · ·
3! 5!
En
π ginπ 1
π
Example 4.35. Find the Taylor’s series for f (z) = sin z about z = .
4
[Jun 2009]
′
f (z) = cos z, f ′
f
π
4
4 4
πee
= sin = √
= cos = √
4
1
2
2
rin
′′ π π 1
g.n
′′
f (z) = − sin z, f = − sin = − √
4 4 2
′′′ π π 1
′′′
f (z) = − cos z,
′v
f (z) = − sin z,
... ...
f
f
′v
π
4
4
= − cos = − √
π
= sin = √ .
4
4
1
2
2
et
By Taylor’s series we have
π f ′ π4 ′′ π
π f 4
′′′ π
π 2 f 4 π 3
f (z) = f + z− + z− + z− + ···
4 1! 4 2! 4 3! 4
1 1 π 1 π 2 1 π 3
sin z = √ + √ z − − √ z− − √ z− + ···
2 2 4 2 2 4 6 2 4
Example 4.36. Obtain the expansion of log(1 + z) when |z| < 1. [May 2006]
Solution. Since |z| < 1, z = 0 is a regular point of f (z).
f (z) = log(1 + z), f (0) = log 1 = 0
′ 1 ′
f (z) = , f (0) = 1
1+z
1
f ′′ (z) = − , f ′′ (0) = −1
(1 + z)2
2
f ′′′ (z) = , f ′′′ (0) = 2
(1 + z)3
6
f ′v (z) = − , f ′v (0) = −6.
ww
(1 + z)4
... ...
The Taylor’s series expansion about z = 0 is
asy 1 1 2 6
log(1 + z) = 0 + z − z2 + z3 − z4 + · · ·
1 2! 3! 4!
En
log(1 + z) = z −
z2 z3 z4
+ − + ··· .
gin
2 3 4
1
Example 4.37. Expand at z = 1 in Taylor’s series.
ee
z−2
1
Solution. Let f (z) = .
z−2
z = 1 is a regular point.
rin
∴ We can find Taylor’s series about z = 1.
∴ The series is g.n
f (z) = f (1) +
f ′ (1)
1!
(z − 1) +
1
f ′′ (1)
2!
(z − 1)2 +
f ′′′ (1)
3! et
(z − 1)3 + · · ·
1 2 6
f (z) = −1 − (z − 1) − (z − 1)2 − (z − 1)3 − . . .
1! 2! 3!
t= −[1 + z − 1 + (z − 1)2 + (z − 1)3 + . . . ].
1
Example 4.38. Obtain the Taylor’s series to represent the function
(z + 2)(z + 3)
in the region |z| < 2. [Apr 2006]
1
Solution. Let f (z) =
(z + 2)(z + 3)
z + 3 − (z + 2)
=
(z + 2)(z + 3)
z+3 z+2
ww =
f (z) = −
z+2 z+3
1
.
−
(z + 2)(z + 3) (z + 2)(z + 3)
1
w.E z
z 2
Since |z| < 2 we have < 1 and < < 1.
2 3 3
1 1 z z
Hence and can be expanded as powers of and .
z+2
asy
1
z+3
1
2 3
∴ f (z) =
En
2 1 + 2z
−
3 1 + 3z
1
= 1+
2"
1
2
gin
z −1 1
− 1+
z z2 z3
3
z −1
3 #
1
"
z z2 z3
#
=
2 2 4
1 z z2 z3
= − + −
2 4 8 16
ee
1 − + − + ··· − 1 − + −
8
+ ··· − + −
3
1 z z2
3 9 27 81
3 9 27
+
z3
+ ···
+ ···
rin
1
f (z) = − z +
6 36
5 9 2
216
z −
65 3
1296
z + ··· .
g.n
et
Since the expansion contains only positive powers of z, this is the required Taylor’s
series of f (z).
z2 − 1
Example 4.39. Find the Taylor’s series to represent the function in
(z + 2)(z + 3)
|z| < 2. [Jun 2010, Dec 2015]
z2 − 1
Solution. Let f (z) = .
(z + 2)(z + 3)
The singular points are z = −2 and z = −3.
Both the singular points lie outside |z| < 2.
z2 − 1 B C
= A+ +
(z + 2)(z + 3) z+2 z+3
∴
z2 − 1 asy =1+
3
−
8
(z + 2)(z + 3)
f (z) = 1 +
3
En z+2 z+3
−8
1
gin
2 1 + 2z 3 1 + 3z
3 z −1 8 z −1
=1+ 1+ − 1+
2
3
2
z z2 z3
3
ee
= 1 + 1 − + − ··· − 1 − + −
1
2
5
2 4 8
17 2 115 3
3
8
3
z z2 z3
3 9 27
···
rin
=− + z+
6 36 216
z −
1296
z + ··· .
g.n
Example 4.40. Expand f (z) =
(ii) |z| > 3.
z2 − 1
(z + 2)(z + 3) et
as a Laurent’s series if (i) 2 < |z| < 3
[May 2015, Jun 2013, Dec 2011, May 2011, May 2009]
z2 − 1 3 8
Solution. By the previous problem we have =1+ − .
(z + 2)(z + 3) z+2 z+3
Given 2 < |z| < 3. This region is annular about z = 0 and f (z) is analytic
in this region.
∴ f (z) has a Laurent’s series about z = 0.
z
|z| < 3 ⇒ < 1.
3
z 2
|z| > 2 ⇒ > 1 ⇒ < 1
2 z
3 8
Now, f (z) = 1 + −
z+2 z+3
3 8
=1+ −
z 1+ z2
3 1 + 3z
3 2 −1 8 z −1
=1+ 1+ − 1+
z z 3 3
3 2 4 8 8 z z3 z3
= 1 + 1 − + 2 − 3 + ··· − 1 − + − + ···
z z z z 3 3 9 27
ww 8 z z2 z3
= 1 + 3(z−1 − 2z−2 + 4z−3 − 8z−4 + · · · ) − 1 − + −
3 3 9 27
+ ··· .
asy
3 z z 3
2 2
< <1
|z| 3
f (z) = 1 +
3
En
−
8
gin
z+2 z+3
3 8
=1+ −
z 1 + 2z z 1 + 3z
=1+
=1+
3
z
3
1+
z
2 4
ee
2 −1 8
− 1+
z
8
3 −1
z
8 3 9 27
1 − + 2 − 3 + ··· − 1 − + 2 − 3 + ···
rin
=1+
z z z
3 6 12 24
− +
z 2 z z
8 24 72
− 4 + ··· − + 2 − 3 + ···
z
g.n
2 z2 z3 z
= 1 − 5z−1 + 16z−2 − 60z−3 · · · .
1
z z z
et
Example 4.41. Expand in the region (i) 1 < |z| < 2 (ii) 0 < |z − 1| < 2.
z2
− 3z + 2
[May 2002]
1 1 z − 1 − (z − 2) 1 1
Solution. 2 = = = − .
z − 3z + 2 (z − 1)(z − 2) (z − 1)(z − 2) z−2 z−1
2
Since 1 < |z| < 2, then z lies in the
z
annular region about z = 0 where f (z)
1
is analytic.
Hence, we can expand f (z) as a
Laurent’s series about z = 0.
z 1
Since |z| < 2, < 1 and 1 < |z| ⇒ |z| > 1 ⇒ < 1.
2 |z|
w.E
f (z) = −
−2 1 − 2z z 1 − 1z
1 z −1 1 1 −1
=− 1− − 1−
1
2
asy
2
z z2 z3
z z
1
= 1 + + + + ··· − 1 + + 2 + 3 + ···
2 2 4 8 z
1 1
z z
1
z
1 z z
En2 z 3
= − 1 + + + + · · · − z−1 + z−2 + z−3 + z−4 + · · · .
gin
2 2 4 8
1 1
(ii) We have f (z) = − .
z−2 z−1
Given 0 < |z − 1| < 2.
ee
This region is annular about z = 1.
rin
g.n
∴ The expansion of f (z) in this region is a Laurent’s series about z = 1.
Put t = z − 1 ⇒ z = t + 1.
∴ The region is o < |t| < 2.
f (z) =
1
−
1
=
1
−
z−2 z−1 t+1−2 t+1−1
1 et
1 1 1
= − = −t−1 −
t−1 t 1−t
= −t−1 − (1 − t)−1 [ Since |t| < 2 ⇒ |t| < 1]
= −(z − 1)−1 − [1 + t + t2 + t3 + · · · ]
= − (z − 1)−1 − (1 + z − 1 + (z − 1)2 + (z − 1)3 ) + · · · .
1
Example 4.42. Expand in the region |z| > 2.
z2
− 3z + 2
1 1
Solution. By the previous problem we have f (z) = − Given |z| > 2.
z−2 z−1
This region is annular about z = 0 where f (z) is analytic.
∴ The expansion is a Laurent’s
series about z = 0.
z 2
Since |z| > 2, > 1 ⇒ < 1.
2 z
1 1
Also < < 1.
|z| 2
ww Hence, f (z) = −
1
1
+
z−1 z−2
1
w.E
=− +
1
z 1− z z 1 − 2z
1 1 −1 1 2 −1
=− 1− + 1−
z
asy
1
z
1 1
z z
z
z
1
z
1
z
2 4
= − 1 + + 2 + 3 + ··· + 1 + + 2 + 3 + ···
z z z
8
z
1 1
En 1 1 1 2 4
= − − 2 − 3 − 4 − ··· + + 2 + 3 + 4 ···
z z z z z z z
8
z
gin
= z−2 + 3z−3 + 7z−4 + . . . .
A
in Laurent’s series valid for the regions
z
|z| < 3 ⇒ | | < 1.
3
1
|z| > 1 ⇒ < 1.
|z|
1 1 1 1
∴ f (z) = · − ·
2 z 1+ 1 2 3 1+ z
z 3
!−1
1 1 1 z −1
= 1+ − 1+
2z z 6 3
ww z z2 z3 z4
" # " #
1 1 1 1 1 1
= 1 − + 2 − 3 + 4 ··· − 1 − + − + ···
2z z z z z 6 3 9 27 81
w.E
(ii) Consider the region |z| > 3.
This region is annular about z = 0, where f (z) is analytic.
asy
1 1 3
|z| > 3 ⇒ < ⇒ < 1.
|z| 3 |z|
1 1
Since < < 1, we have
|z| 3
En
f (z) =
1
·
1
2 z 1+ 1
z gin
1
− ·
1
2 z 1+ 3
z
ee
!−1 !−1
1 1 1 3
= 1+ − 1+
rin
2z z 2z z
" # " #
1 1 1 1 1 1 3 9 27 81
= 1 − + 2 − 3 + 4 ··· − 1 − + 2 − 3 + 4 ··· .
2z z z z
1
z 2z z z z z
g.n
Example 4.44. Obtain the series for
(ii) |z| > 3.
Solution. Let f (z) =
1
z−3
.
z−3
valid in (i) |z| < 3
et
z = 3 is a singular point.
(i) Given |z| < 3
f (z) is analytic in the region |z| < 3.
∴ f (z) has a Taylor’s series
about z = 0.
z
Since |z| < 3, we have < 1.
3
w.E
As |z| > 3, < < 1 =⇒ < 1.
|z| 3 |z|
1 1
f (z) = =
asy
z−3 z 1− 3
z
1 3 −1 1 3 9 27
= 1− = 1 + + 2 + 3 + ···
z
En z z z z z
= z−1 + 3z−2 + 9z−3 + 27z−4 + · · · .
gin
Example 4.45. Find the Laurent’s series expansion of f (z) =
7z − 2
in
ee
z(z − 2)(z + 1)
1 < |z + 1| < 3. [Jun 2010, May 2005]
Solution. The singular points are z = 0, z = −1, z = 2, which lies outside the
annular region 1 < |z + 1| < 3. rin
∴ We can expand f (z) as a Laurent’s series about z = −1 or interms
g.n
of z + 1.
Let f (z) =
7z − 2
z(z − 2)(z + 1)
A
= +
B
+
C
z z−2 z+1
. et
7z − 2 = A(z − 2)(z + 1) + Bz(z + 1) + Cz(z − 2)
1 2 3 1 2 3
f (z) = + − = + −
z z−2 z+1 t−1 t−3 t
1 2 3 1 1 −1 2 t −1 3
= + − = 1− − 1− −
t 1 − 1t −3 1 − 3t t t t 3 3 t
1 1 1 1 2 t t2 t3 3
ww = 1 + + 2 + 3 + ··· − 1 + + +
t
2 1
t t
1
t
1
= − + 2 + 3 + 4 + ··· − 1 + + +
2
3 3 9 27
t t2 t3
+ ··· −
+ ···
t
w.E t t t t 3 3 9 27
= −2(z + 1)−1 + (z + 1)−2 + (z + 1)−3 + · · ·
z + 1 (z + 1)2 (z + 1)3
2
asy
− 1+ + + + ··· .
3 3 9 27
gin
(i) 1 < |z| < 3 (ii) 0 < |z − 1| < 2 (iii) |z| > 3. [ Dec 2001, Apr 1998]
Solution. The singular points are z = 1 and z = 3.
z A B
Let =
z = A(z − 3) + B(z − 1).
+
(z − 1)(z − 3) z − 1 z − 3
Put z = 1 =⇒ 1 = −2A ⇒ A =
−1
.
ee rin
Put z = 3 =⇒ 3 = 2B ⇒ B = .
3
2
2
g.n
∴ f (z) =
− 21 3
+ 2 .
z−1 z−3
et
(i) Consider 1 < |z| < 3
This region is annular about z = 0 and f (z) is analytic in 1 < |z| < 3
|z| > 1 =⇒ 1 < 1. Also |z| < 3 =⇒ z < 1
z 3
1 1 3 1
Now, f (z) = − +
2z 1− 1 2(−3) 1 − z
z 3
1 1 −1 1 z −1
=− 1− − 1−
2z z 2 3
1 1 1 1 1 z z2 z3
= − 1 + + 2 + 3 + ··· − 1 + + + + ···
2z z z z 2 3 9 27
1 1 z z2 z3
= − z−1 + z−2 + z−3 + z−4 + · · · − 1 + + + + ··· .
2 2 3 9 27
(ii) Consider 0 < |z − 1| < 2.
This region is annular about z = 1 which does not contain z = 1 and
z = 3.
w.E ∴ f (z) =
−1 1 3
2 t 2t+1−3
+
1
=
asy
−1 1 3 1
2 t 2t−2
11 3 1
+
=−
En −
2 t 4 1− t
2
=− − 1−
2t 4
t −1gin
1 3
3
2
t −1
t t2 t3
ee
=− − 1 + + + + ···
2 4 2 4 8
=−
(z − 1)−1 3
2
− 1+
4
z − 1 (z − 1)2 (z − 1)3
2
+
4
+
8
rin
+ ··· .
g.n
z
(iii) Consider |z| > 3 ⇒ > 1
3
et
1 < 1 < 1 ⇒ 3 < 1.
z 3 z
This region is annular about z = 0.
f (z) is analytic in |z| > 3.
1 1 3 1
f (z) = − +
2z 1− 1 2z 1− 3
z z
1 1 −1 3 3 −1
=− 1− + 1−
2z z 2z z
1 1 1 1 3 3 9 27
= − 1 + + 2 + 3 + ··· + 1 + + 2 + 3 + ···
2z z z z 2z z z z
1 1 1 1 3 9 27 81
=− − 2 − 3 − 4 + ··· + + 2 + 3 + 4 + ···
2z 2z 2z 2z 2z 2z 2z 2z
1 4 13 40
= + 2 + 3 + 4 + ··· .
z z z z
1
Example 4.47. Find the Laurent’s series of f (z) = valid in the region
z(1 − z)
(i) |z + 1| < 1 (ii) |z + 1| > 2. [Dec 2011, Jun 2008]
1 1−z+z 1−z z 1 1
Solution. f (z) = = = + = + .
z(1 − z) z(1 − z) z(1 − z) z(1 − z) z 1 − z
The singular points are z = 0, z = 1.
ww
w.E
(i) Consider |z + 1| < 1
The singular points lie outside the open
disc with centre z = −1.
•
z = −1 z=0
•
z=1
asy
∴ f (z) is analytic in |z + 1| < 1.
En
gin
∴ We can expand f (z) as a Laurent’s series about z = −1.
Let t = z + 1.
ee
∴ The region becomes |t| < 1 =⇒ 2t < 1
2 < 1.
f (z) =
1
+
t−1 2−t
1
rin
=−
1
+
1−t 2 1− t
1
2
1
= −(1 − t)−1 + 1 −
2
t −1
2
g.n
1
= −(1 + t + t2 + t3 + · · · ) +
2
t t2 t3
1 + + + + ···
2 4
1
= −1 − (z + 1) − (z + 1)2 − (z + 1)3 + +
z
8
+
1 (z + 1)2 (z + 1)3
+ + + ...
et
2 4 8 16
1 3 7 15
= − − (z + 1) − (z + 1)2 − (z + 1)3 + · · ·
2 4 8 16
1 3 7 15
= − 1 + (z + 1) + (z + 1) + (z + 1)3 · · · .
2
2 2 4 8
w.E
2 1 1
⇒ < 1, < < 1.
t t 2
1 1
f (z) =
= asy
t−1 2−t
1
+
+
1 1
= 1−
1 −1 1
− 1−
2 −1
t 1 − 1t
1 En
1 1
t 2t − 1
1
t
1
t t
2 4
t
8
gin
= 1 + + 2 + 3 + ··· − 1 + + 2 + 3 + ···
t t t t t t t t
1 1 1 1 1 2 4 8
= + 2 + 3 + 4 + ··· − − 2 − 3 − 4 ···
t t
1 3
t
7
ee
t
t t t t
rin
= − 2 − 3 − 4 − · · · = − (z + 1)−2 + 3(z + 1)−3 + 7(z + 1)−4 + · · · .
t t t
z
Example 4.48. Find the Laurent series expansion of f (z) = 2
1 < |z| < 2. g.n
(z + 1)(z2 + 4)
in
[Dec 2005]
Solution.
ww (z + 1)(z2 + 4) 3 z2 + 1
Consider |z| > 1 ⇒
1
< 1 =⇒
|z|2
3 z2 + 4
1
|z2 |
<1
w.E
z z
|z| < 2 ⇒ < 1 ⇒ < 1
2 4
=
asy
1
z
3 z2 1 + 1
z2
−
1 z
3(4) 1 + z2
4
=
1
3z
En
1+
1 −1
z2
−
z
12
1 +
z2 −1
4
=
1
3z
1−
gin1
+
z2 z4
1
· · ·
−
z
12
1 −
z2 z4
+
4 16
− · · ·
.
(ii) f (z) =
e2z
(z − 1)3
about z = 1.
ee
Example 4.49. Find the Laurent’s series of (i) f (z) = z2 e z about z = 0.
1
rin
g.n
1
Solution. f (z) = z2 e z
z = 0 is a singular point.
f (z) is analytic in |z| > 0.
1 1 1
f (z) = z2 1 + + 2 + 3 + · · ·
z 2z 6z
et
e2z
(iii) f (z) = .
(z − 1)3
z = 1 is a singular point.
f (z) is analytic in |z − 1| > 0.
∴ f (z) has a Laurent’s series about z = 1.
Put t = z − 1.
1
Example 4.50. Find the Taylor’s series expansion of f (z) = about z = −i.
ww (z + 1)2
Solution. To expand f (z) about z = −i, we have to express f (z) in powers of z + i.
Let z + i = t.
asy
(t − i + 1)
(1 − i)2 1 + 1−i
1 t −2
= 1 +
En
1+ 2 1−i
" i − 2i
3t2 4t3
#
i 2t
= 1− + − ···
=
2
i
"
1−
2
gin
1 − i (1 − i)2 (1 − i)3
(z + i) +
3 2
(z + i) −
4 3
(z + i) · · ·
#
2 1−i
ee (1 − i)2
rin
2z3 + 1
z2 + z
about the point
z = i.
Solution. By actual division we get g.n
2z3 + 1
2
z +z
= 2z − 2 +
2z + 1
z(z + 1)
et
1
= 2z − 2 + (2z + 1)
z(z + 1)
" #
1 1
= (2z − 2) + (2z + 1) − . (1)
z z+1
1 1
Let us expand and about z = i.
z z+1
1 1
i.e., We have to expand and in powers of z − i.
z z+1
Let t = z − i
i.e., z = t + i
1 1 1 t −1
Now = = = −i 1 +
z t+i i 1 + ti i
t t2 t3 t4
" #
= −i 1 − + − + ···
i i 2 i3 i4
z − i (z − i)2 (z − i)3 (z − i)4
" #
ww = −i 1 −
i
+
i2
−
i3
(z − i)2 (z − i)3 (z − i)4
+
i4
···
w.E Now,
1
= −i + (z − i) −
=
1
=
z + 1 t + i + 1 (1 + i) 1 + t
i
1
+
i2
−
i3
···
= asy
1
1+i
1+
t −1
1+i
1+i
=
1
1+i En"
1−
t
+
t2
1 + i (1 + i)2 (1 + i)3
−
t3
···
#
=
1
1+i
"
gin
1−
z − i (z − i)2 (z − i)3
+
1 + i (1 + i)2 (1 + i)3
− ···
#
2z3 + 1
1
z
"
ee z+1
1
in (1) we get
(z − i)
−
2
i
(z − i)
+
3
i 2
#
··· +
g.n
1+i
{1 −
1+i
Exercise 4 C
+
(1 + i) 2
−
(1 + i)3
···} .
et
1
1. Obtain the Laurent’s series for f (z) = for (i) 1 < |z| < 3 (ii) |z| < 1.
(z + 1)(z + 3)
[May 2005]
z2
2. Expand f (z) = in a Laurent’s series expansion if (i) |z| < 2
(z + 2)(z − 3)
(ii) 2 < |z| < 3. [Nov 2005]
z−1
3. Expand f (z) = as a Laurent’s series valid in 2 < |z| < 3.
(z + 2)(z + 3)
[May 2006]
z
4. Expand f (z) = in a series of positive and negative powers of z − 1
(z − 1)(z − 3)
if 0 < |z − 1| < 2. [Nov 2010]
(z − 2)(z + 2)
5. Obtain a Laurent’s series expansion for f (z) = valid in
(z + 1)(z + 4)
(i) 1 < |z| < 4 (ii) |z| > 4.
ww
1
6. Expand f (z) = for 0 < |z| < 1 and 0 < |z − 1| < 1. [May 1999]
z(z − 1)
z−1
8. Expand f (z) =
z2
valid in |z − 1| > 1.
z+3
if 1 < |z| < 2.
[Dec 1997]
[May 2003]
z(z2
asy
− z − 2)
1
9. Expand f (z) =
En
(z − 1)(z − 2)
(iv) 0 < |z − 1| < 1.
in the region (i) |z| < 1 (ii) 1 < |z| < 2 (iii) |z| > 2
m at z0 .
∴ f (z) = (z − z0 )m g(z), g(z0 ) , 0.
et
f ′ (z0 ) = 0 = f ′′ (z0 ) = f ′′′ (z0 ) = · · · = f (m−1) (z0 ), then f (z) is said to have a zero for order
p(z)
Note. f (z) = where p(z) and q(z) are analytic at z = a and p(a) , 0 and if a
q(z)
is a zero of order m for q(z) then a is a pole of order m for f (z).
w.E
A singular point which is not isolated is called a nonisolated singularity.
Example.
1
f (z) = . z = 0 and z = −2 are isolated singular points.
z(z + 2)
asy
Pole. An isolated singular point a of f (z) is said to be a pole of order m if the
En
principal part of the Laurent’s Series of f (z) about a contains m terms where m is
finite.
gin
i.e., there exists a positive integer m such that bm , 0 and bm+1 = 0 = bm+2 = . . .
ee
∴ The Laurents’s series becomes
∞
X b1 b2 bm
f (z) = an (z − a)n + + + ··· + , r2 < |z − a| < r1 where bm , 0.
n=0
z − a (z − a) 2
Since f (z) has infinitely many terms in the principal part, z = 0 is an essential
Singularity.
Removable Singularity. An isolated singular point z = a of f (z) is called a
removable singularity of f (z) if in some neighbourhood of a, the Laurent’s series
expansion of f (z) has no principal part.
sin z
Example.Consider f (z) = , z,0
z
1 z3 z5 z2 z4
= z − + − · · · = 1 − + + · · · 0 < |z| < ∞.
z 3! 5! 3! 5!
w.E sin z
if z , 0
z
Suppose f (z) = Then the series converges to 1 at z = 0 and hence
1 if z = 0.
f (z) is analytic at z = 0.
Results
asy
En
1. A singularity z = a is an essential singularity if there is no integer n such
that lim(z − a)n f (z) = A , 0.
z→a
gin
2. A singularity z = a is a pole of order m if lim(z − a)m f (z) = A , 0.
z→a
ee
3. A singularity z = a is a removable singularity of f (z) if lim f (z) = A, A finite.
rin
1. If lim f (z) exists and finite then z = a is a removable singularity.
z→a
2. If lim f (z) = ∞ then z = a is a pole of f (z). g.n
et
z→a
3. If lim f (z) does not exist, then z = a is an essential singularity.
z→a ✎ ☞
Worked Examples
✍ ✌
1
z2
Example 4.52. Classify the singularity of ee . [Dec 2011]
1
e z2
Solution. Let f (z) = e .
z = 0 is a singular point.
1
z2
lim f (z) = lim ee which does not exist.
z→0 z→0
∴ z = 0 is an essential singularity.
ez
Example 4.53. Discuss the nature of the singularity of . [May 2001]
z2 + 4
ez
Solution. Let f (z) = .
z2 + 4
The singularities are given by z2 + 4 = 0.
i.e., z2 = −4
z = ±2i.
∴ z − 2i and z = −2i are the singular points.
ez
lim f (z) = lim = ∞.
z→2i z→2i (z + 2i)(z − 2i)
w.E
Example 4.54. Classify the singularity of
sin z − z
sin z − z
z3
. [May 2000]
asy
Solution. Let f (z) = .
z3
The singularities are given by z3 = ! 0 =⇒ z = 0.
1 z3 z5
1 z3
z
z5 En
Now, f (z) = 3 z − + − · · · − z
3! !5!
= 3 − +
z
1
6 120
z2 gin
− ···
=− +
6 120
lim f (z) = lim − +
z→0
−1
z→0
− ···
1
6 120
z2
ee
− ···
!
rin
=
6
= finite.
Hence, z = 0 is a removable singularity. g.n
Example 4.55. Find the nature and location of the singularities of the function
f (z) =
z − sin z
z2
.
z − sin z
et
Solution. Let f (z) = .
z2
z = 0 is a singularity.
z3 z5
" ( )#
1
f (z) = 2 z − z − + · · ·
z 3! 5!
3 z5 z7 z3 z5
" #
1 z z
= 2 z − z + − + ··· = − + ···
z 3! 5! 7! 3! 5! 7!
Example 4.56. Find! the nature and location of the singularity of the function
1
f (z) = (z + 1) sin .
z−2 !
1
Solution. f (z) = (z + 1) sin .
z−2
Let z − 2 = t.
!
1
∴ f (z) = (t + 2 + 1) sin
ww "
= (t + 3) −
1 1 1
t
+
t 3! t3 5! t5
1 1
···
#
w.E 1 1 3
= 1 − 2 + 4 ··· + − 3 + 5 ···
3!t 5!t t 2t
1 3
5!t
asy
3 1 1 1 3 1
= 1 + − 2 − 3 + t4 + ···
t 3!t 2t 5! 5! t5
3 1 1 1 1 1
=1+
En −
z − 2 3! (z − 2) 2
−
2(z − 2) 3
+
5! (z − 2)4
···
gin
Since there are infinite number of terms in the negative powers of z − 2,
z = 2 is an essential singularity.
rin
1
cos z − sin z
.
sin z = cos z ⇒
sin z
cos z
=1
π
et
i.e., tan z = 1 ⇒z= .
4
π
∴z= is a singularity.
4
1 1
Now limπ f (z) = limπ = = ∞.
z→ 4 z→ 4 (cos z − sin z) cos π4 − sin π4
π
∴z= is a simple pole.
4
1
ez
Example 4.58. Discuss the singularities of . [May 2001]
(z − a)2
1
ez
Solution. Let f (z) = .
(z − a)2
The singular points are given by z = 0 and (z − a)2 = 0.
i.e., z = a, a.
1
ez
lim f (z) = lim = does not exist.
z→0 z→0 (z − a)2
∴ z = 0 is an essential singularity.
1
ez
w.E
Example 4.59. Find the singularities of the function
1
"
z4
asy
= 4 1 − 1 + 2z +
4z2 8z3
+ + ···
#
En
z " 2! 3!#
1 4z3
= − 4 2z + 2z2 + + ···
gin
z 3
2
2 + 2z + 4z3 + · · ·
=−
z3
lim f (z) = ∞.
z→0
∴ z = 0 is a pole of order 3.
ee
The singular points are given by z3 = 0 =⇒ z = 0, 0, 0.
rin
Example 4.60. Find the nature of the singularities of the function g.n
cot πz
.
= .
sin πz(z − a)3
The singularities of f (z) are given by sin πz = 0 and (z − a)3 = 0.
=⇒ πz = nπ, n ∈ Z and z = a, a, a.
=⇒ z = n, n ∈ Z and z = a.
Now, lim f (z) = ∞
z→n
1 − ez = 0
ez = 1 = e2nπi , n ∈ z.
asy
Example 4.62. Discuss the nature of the singularity of the function
1
ez
z2
.
En
1
ez
Solution. Let f (z) = 2
"z
gin
#
1 1 1 1 1
= 2 1+ + + + ···
z z 2!z2 3! z3
1 1
6
ee
= z−2 + z−3 + z−4 + z−5 · · ·
2
rin
Since there are infinite number of terms in the negative powers of z, z = 0
is an essential singularity, of f (z).
" #
2 −4 −3 −2 4 −1 2 4
= e (z − 1) + 2(z − 1) + 2(z − 1) + (z − 1) + + (z − 1) · · ·
3 3 5
Exercise 4 D
w.E (i).
z−2
z 2
sin
1
z−1
.
(viii). sin
1
(ix). e z .
z−2
.
asy
1
(ii). sin . 1
z−1 (x). .
(z − 5)3 (z
− 4)2
1 − ez
(iii).
1 + ez
.
En (xi). 2
ez
z + π2
.
(iv). z
1
z(e − 1)
.
gin (xii).
z2
(1 + z2 )3
.
ee
z cos 2z
(v). z . (xiii). 2 .
e −1 (z + 1)2 (z2 + 16)
(vi).
sin z
z5
. (xiv).
sin z
z cos z
.
rin
(vii).
tan z
z
. (xv). 2
1
(z + a2 )2
.
g.n
4.6 Residue
et
Let z = a be an isolated singular point of f (z). The coefficient b1 of (z − a)−1 in
the Laurent’s series expansion of f (z) about a is called the residue of f (z) at z = a.
The residue of f (z) at z = a is denoted by b1 = [Res fZ(z)]z=a or R(a).
1
The residue at z = a is given by b1 = R(a) = f (z)dz.
2πi
C
w.E
number of singular points z1 , z2 , . . . , zn lying inside C, then
Z
f (z)dz = 2πi(R(z1 ) + R(z2 ) + · · · + R(zn ))
C
asy
where the integral over C is taken in the anticlockwise sense.
En
Proof. Let C be the closed curve and z1 , z2 , . . . , zn be the isolated singular points of
f (z) which lie inside C.
gin
Let C1 , C2 , . . . , Cn be non overlapping
ee
neighbourhoods of z1 , z2 , . . . , zn respectively. >
z1
C1
rin
zn
g.n
Hence, f (z) is analytic in the >
Cn
z2
multiply connected region bounded by
et
>
C1 , C2 , . . . , Cn and C. C2
C
>
Z
Result. According to Cauchy’s residue theorem, f (z)dz = 2πi [Sum of the
C
residues at the singular points].
✎ ☞
Worked Examples
✍ ✌
w.E
Solution. f (z) =
4
z3 (z − 2)
.
[Dec 2012, Jun 2012]
asy
The poles are given by z = 0, z = 2.
z = 2 is a simple pole.
En
Now R(2) = lim(z − 2) f (z)
z→2
gin
= lim(z − 2)
z→2
4
z3 (z− 2) z→2 z
4
z
4 4 1
= lim 3 = 3 = = .
8 2
g.n
z+2
Solution. Let f (z) =
(z + 1)2
z = −1 is a pole of order 2.
∴ R(−1) =
1
lim
d
(2 − 1)! z→−1 dz
d
[(z + 1)2 f (z)]
z+2
et
= lim (z + 1)2
z→−1 dz (z + 1)2
d
= lim (z + 2) = lim 1 = 1.
z→−1 dz z→−1
e2z
Example 4.66. Calculate the residue of f (z) = at its pole.
(z + 1)2
[Apr 2004, Dec 2011]
e2z
Solution. f (z) = .
(z + 1)2
z = −1 is a pole of order 2.
1 d
∴ R(−1) = lim [(z + 1)2 f (z)]
(2 − 1)! z→−1 dz
e2z
" #
d 2 d 2z
= lim (z + 1) = lim e
z→−1 dz (z + 1)2 z→−1 dz
2
= lim 2e2z = 2e−2 = 2 .
z→−1 e
w.E
Solution. Let f (z) =
1
z2
+1
.
[Apr 1997]
asy
The poles are given by z2 + 1 = 0.
i.e., z2 = −1
z = ±i.
En
z = i and −i are simple poles.
gin
R(i) = lim(z − i) f (z)
z→i
= lim(z − i)
z→i
1
1
ee
(z + i)(z − i)
1 −i rin
= lim
z→i z + i
=
2i
R(−i) = lim (z + i) f (z)
= .
2
g.n
z→−i
= lim (z + i)
z→−i
1
1
(z + i)(z − i)
−1 i
et
= lim = = .
z→i z − i 2i 2
z+2
Example 4.68. Determine the residue at the simple pole of .
(z + 1)2 (z − 2)
[May 2000]
z+2
Solution. Let f (z) = .
(z + 1)2 (z − 2)
ww Solution. f (z) =
(z − 1)2
.
z = 1 is a pole of order 2.
w.E ∴ R(1) =
1 d
lim (z − 1)2 f (z)
(2 − 1)! z→1 dz
d
"
z
#
= lim
z→1 dz
d asy
(z − 1) 2
(z − 1)2
= lim z = 1.
z→1 dz
En
Example 4.70. Find the residue of
1 − e2z gin 1 − e2z
z4
at z = 0. [Jun 2013]
1 d2 rin
∴ R(0) =
1
lim 2 (z − 0)3 f (z)
(3 − 1)! z→0 dz
d2 3 1 − e2z
" #
g.n
=
=
1
lim
2 z→0 dz2
lim 2
2 z→0 dz
"
z
d2 1 − e2z
z
z4
#
et
4z2 8z3
1 d2 1 − 1 − 2z − 2! − 3! − · · ·
= lim
2 z→0 dz2 z
" #
1 d 8z
= lim 2− − ···
2 z→0 dz 3
" #
1 −8
= lim + powers of z
2 z→0 3
!
1 −8 4
= =− .
2 3 3
1 − e−z
Example 4.71. Find the residue of f (z) = at z = 0. [Dec 2013]
z3
1− e−z
Solution. f (z) =
z3
z2 z3 z4 z5
1− 1−z+ 2! − 3! + 4! − 5! ···
=
z3
z2 z3 z4 z5
" #
1
= 3 1 − 1 + z − + − + ···
ww z
1
= 3
"
z 2 z 3
z − + − + ···
2! 3! 4! 5!
z4 z5
#
w.E z 2! 3! 4! 5!
1 11 1 z z2
= 2 − + − + ···
z 2! z 3! 4! 5!
asy
z is the pole of order 2.
∴ The residues of f (z) at z = 0 is the coefficient of
1 1
=− .
En z2
z 2
Solution.
z2
(z + 2)(z − 1) 2
=
A
+
B
ee
+
C
z + 2 z − 1 (z − 1)2
z2 = A(z − 1)2 + B(z − 1)(z + 2) + c(z + 2). rin
1
When z = 1, 3C = 1 ⇒ C = .
3 g.n
When z = −2, 9A = 4 ⇒ A = .
1
The residues at the singularity z = −2 is the coefficient of in the
z
4 1
expansion of .
9z+2
!−1
4 1 4 1 41 2
Now, · = · = 1+
9 z+2 9 z 1+ 2 9z z
z
" # " #
41 2 4 8 4 1 2 4
= 1 − + 2 − 3 ··· = − + ···
9z z z z 9 z z2 z3
1 4
∴ Residue at z = −2 = Coefficient of = .
z 9
w.E expansion of
5 1
+
1 1
9 z − 1 3 (z − 1)2
.
asy
5 1 1 1 5 1
Now, + 2
= + 2
9 z − 1 3 (z − 1) 1
9z 1 − z
3z2 1 − 1z
En
!−1 !−2
5 1 1 1
= 1− + 2 1−
9z z 3z z
gin
" # " #
5 1 1 1 1 2 3
= 1 + + 2 + 3 + ··· + 2 1 + + 2 + ··· .
9z z z z 3z z z
Solution. Let
z2
=
A
+
B
+
C
+
D
(z − 1)2 (z + 2)2 z − 1 (z − 1)2 z + 2 (z + 2)2
. et
[Dec 2012, Dec 2010]
∴ z2 = A(z − 1)(z + 2)2 + B(z + 2)2 + C(z + 2)(z − 1)2 + D(z − 1)2 .
When z = 1, 9B = 1
1
⇒B= .
9
4
When z = −2, 9D = 4 ⇒D= .
9
When z = 0, −4A + 4B + 2C + D = 0
4 4
− 4A + − 2A + = 0
9 9
8
6A =
9
8 4
A= = .
6 × 9 27
ww ∴C=− .
4
27
w.E
4 1 1 1 4 1 4 1
f (z) = · + · 2
− · + · .
27 z − 1 9 (z − 1) 27 z + 2 9 (z + 2)2
4 1 1 1 4 1 4 1
= · + · − · + · .
asy
27 z − 1 9 (z − 1) 2 27 (z − 1) + 3 9 ((z − 1) + 3)2
!−1 !−2
4 1 1 1 4 z−1 4 z−1
= · + · − 1+ + 1+ .
27
4
·
z − 1 9 (z − 1)2 81
1 1
+ ·
1
− En
4 X
∞
(−1)
3
n z−1
81
!n
4 X
∞
3
(−1) n z−1
!n
(n + 1). (1)
gin
= +
27 z − 1 9 (z − 1)2 81 n=0 3 81 n=0 3
z−1
Expansion is valid if |
3
Residue of f (z) at z = 1 = co-efficient of
z−1
ee
| < 1. i.e., |z − 1| < 3.
1
z−1
4
in (1) = .
27
| < 1 ⇒ 0 < |z − 1| < 3. rin
g.n
The validity of the region is |
3
The find the residue of f (z) at z = −2, we have to expand f (z) in series of powers of
z + 2 valid 0 < |z + 2| < r.
f (z) =
4
·
1
+ ·
1 1
−
4
·
1 4
+ ·
27 (z + 2) − 3 9 ((z + 2) − 3)2 27 z + 2 9 (z + 2)2
!−1 !−2
1
. et
4 z+2 1 z+2 4 1 4 1
=− 1− + 1− − · + · . (2)
81 3 81 3 27 z + 2 9 (z + 2)2
z+2
Expansion is valid if | | < 1. i.e., |z + 2| < 3.
3
1 4
Residue of f (z) at z = 2 = co-efficient of in (2) = − .
z+2 27
The validity of the region 0 < |z + 2| < 3.
sin z
Example 4.74. Find the sum of the residues of f (z) = at its poles inside the
z cos z
circle |z| = 2.
Solution. The poles are given by z cos z = 0
i.e., z = 0, cos z = 0
π 3π
i.e., z = 0, z = ± , ± , · · ·
2 2
Given c is |z| = 2.
When z = 0, |z| = |0| = 0 < 2.
∴ z = 0 lies inside C,
ww π
π
2
π
π
When z = ± , |z| = | | < 2.
2
asy
∴ All other singular points lie out side C.
z = 0 is a simple pole.
En
sin z sin z
∴ R(0) = lim z f (z) = lim z · = lim = 0.
z→0 z→0 z cos z z→0 cos z
π
z= is a simple pole.
2
π
gin
π
ee
∴R = limπ z − f (z)
2 z→ 2 2
rin
π sin z 0
= limπ z − · [ form]
z→ 2 2 z cos z 0
g.n
π
z − 2 · cos z + sin z
= limπ [by L’hospital rule]
z→ 2 −z sin z + cos z
et
π π π π
2 − 2 cos 2 + sin 2 1 2
= π π π = π =− .
− 2 · sin 2 + cos 2 −2 π
π
z=− is also a simple pole.
2
π π
R − = limπ z + f (z)
2 z→(− 2 ) 2
z + π2 sin z 0
= limπ [ form]
z→(− 2 ) z cos z 0
z + π2 cos z + sin z
= limπ
z→(− 2 ) −z sin z + cos z
π π
− 2 + 2 cos − π2 + sin − π2
=
− − π2 sin − π2 + cos − π2
0 − sin π2 sin π2 1 2
= =− π = π = .
π
− sin π −2 2 π
2 2
π π
∴ Sum of the residues = R(0) + R +R −
ww
2 2
2 2
=0+ − = 0.
π π
w.E
Example 4.75. If f (z) = −
f (z) at z = 1.
1
z−1
h i
− 2 1 + (z − 1) + (z − 1)2 + · · · find the residue of
[Dec 2012, Dec 2010, Jun 2010]
Solution.
1 = Coefficient of
In
1 asy
the
(z − 1) −1
Laurent’s
= −1.
series expansion, residue at
z−1
En
Example 4.76. If C is the circle |z| = 2, evaluate
Z
tan zdz. [May 2009]
gin
sin z
C
ee
Solution. Let f (z) = tan z = .
cos z
The poles are given by cos z = 0
=⇒ z = (2n + 1) π2 , n ∈ Z.
π rin
g.n
−π
Since C is |z| = 2, z = and lie inside |z| = 2 which are simple poles.
2 2
π g(z)
Now R
2
= limπ ′
z→ 2 h (z)
= limπ
sin z
z→ 2 − sin z
= −1
et
−π sin z
R = limπ = −1.
2 z→ 2 − sin z
Z
1
Example 4.77. Evaluate dz where C is the circle |z − i| = 2. [May 2008]
(z2 + 4)2
C
1 1
Solution. Let f (z) = 2 2
= .
(z + 4) (z + 2i) (z − 2i)2
2
z = 2i and z = −2i are poles of order 2.
C is the circle |z − 2i| = 2.
When z = 2i, |z − i| = |2i − i| = |i| = 1 < 2.
∴ z = 2i lies inside C.
When z = −2i, |z − i| = | − 2i − i| = | − 3i| = 3 > 2.
w.E R(2i) =
1
lim
d n
(z − 2i)2
C
1 o
1! z→2i dz
d
asy
= lim (z + 2i)−2
z→2i dz
(z + 2i)2 (z − 2i)2
En
= lim (−2)(z + 2i)−3
z→2i
= (−2)
1
=
−2
=
gin
1
(4i)3 64(−i) 32i
π
ee
Z
1
∴ f (z)dz = 2πi = .
32i 16
C
rin
g.n
Z
2z + 3
Example 4.78. Evaluate using Cauchy’s residue theorem dz where
z(z − 1)(z − 2)
C
C is |z| = 3.
Solution. Let f (z) =
2z + 3
z(z − 1)(z − 2)
.
The poles are given by z = 0, z = 1 and z = 2.
et[May 2004]
C is |z| = 3.
When z = 0, |z| = |0| = 0 < 3.
∴ z = 0 lies inside C.
When z = 1, |z| = 1 < 3.
∴ z = 1 lies inside C.
ww = lim z
2z + 3
z→0 (z − 1)(z − 2)
3
w.E
=
(−1)(−2)
3
R(0) = .
2
asy
z = 1 is a simple pole.
En
∴ R(1) = lim(z − 1) f (z)
z→1
= lim(z − 1)
z→1
5 gin
2z + 3
z(z − 1)(z − 2)
= lim
z→1
2z + 3
z(z − 2)
=
1(−1)
= −5.
z = 2 is a simple pole.
ee rin
∴ R(2) = lim(z − 2) f (z)
z→2
2z + 3 g.n
= lim(z − 2)
z→2
= lim
2z + 3
z(z − 1)(z − 2)
z→2 z(z − 1)
et
7 7
= = .
Z 2.1 2 !
3 7
f (z)dz = 2πi − 5 +
2 2
C
!
3 − 10 + 7
= 2πi = 0.
2
z2
Example 4.79. Determine the poles of f (z) = and the residue at each
(z − 1)2 (z + 2)
z2
Z
pole. Hence evaluate dz where C is |z| = 3. [May 2000]
(z − 1)2 (z + 2)
C
z2
Solution. Let f (z) = .
(z − 1)2 (z + 2)
The poles are given by z = 1, z = −2.
z = −2 is a simple pole, and z = 1 is a pole of order 2.
C is |z| = 3.
asy
Since z = 1 is a pole of order 2,
C
R(1) =
1 d
En
lim (z − 1)2 f (z) = lim
d (z − 1)2 z2
1! z→1 dz
= lim
d z2
gin
!
= lim
z→1 dz (z − 1)2 (z + 2)
(z + 2)2z − z2 6 − 1 5
(z + 2)2
= = .
ee
z→1 dz z + 2 z→1 9 9
z = −2 is a simple pole.
et
9 9
C
z3
Example 4.80. Find the residue of f (z) = at its poles and hence
H (z − 1)4 (z − 2)(z − 3)
evaluate f (z)dz where C is the circle |z| = 2 · 5.
C
Solution. The poles are given by (z − 1)4 (z − 2)(z − 3) = 0
i.e., z = 1, z = 2, z = 3.
z = 1 and z = 2 lie inside C whereas, z = 3 lies outside C.
∴ z = 1 is a pole of order 4.
1 d3
R(1) = lim 3 (z − 1)4 · f (z)
3! z→1 dz
d3 z3
( )
1 4
= lim 3 (z − 1)
6 z→1 dz (z − 1)4 (z − 2)(z − 3)
d3 z3
( )
1
= lim 3
6 z→1 dz (z − 2)(z − 3)
z3 C D
Let = Az + B + +
(z − 2)(z − 3) z−2 z−3
When z = 2, −C = 8 ⇒ C = −8.
asy
When z = 0, 6B − 3C − 2D = 0
En
6B = 3C + 2D = −24 + 54
6B = 30 ⇒ B = 5.
z3
gin
ee
8 27
∴ =z+5− +
(z − 2)(z − 3) z−2 z−3
3
rin
( )
1 d 8 27
∴ R(1) = lim 3 z + 5 − +
6 z→1 dz z−2 z−3
1 d3 n
= lim 3 z + 5 − 8(z − 2)−1 + 27(z − 3)−1
6 z→1 dz
o
g.n
1 d2 n
= lim 2 1 − 8(−1)(z − 2)−2 + 27(−1)(z − 3)−2
6 z→1 dz
1
= lim
d n
8(−2)(z − 2)−3 − 27(−2)(z − 3)−3
o
o
et
6 z→1 dz
1 n o
= lim −16(−3)(z − 2)−4 + 54(−3)(z − 3)−4
6 z→1
" # " #
1 48 162 1 162
= − = 48 −
6 (1 − 2)4 (1 − 3)4 6 16
27 128 − 27 101
=8− = = .
16 16 16
z = 2 is a simple pole.
ww = 2πi
101
16
" #
− 8 = 2πi
"
101 − 128
16
# "
= 2πi × −
27
16
#
=−
27πi
8
.
w.E
Example 4.81. Evaluate
Z
z−1
(z + 1)2 (z − 2)
C
dz where C is |z − i| = 2.
En
The poles are given by z = −1 and z = 2.
z = −1 is a pole of order 2 and z = 2 is a simple pole.
C is |z − i| = 2.
gin √ √
⇒ z = −1 lies inside C.
When z = 2, |z − i| = |2 − i| =
ee
When z = −1, |z − i| = | − 1 − i| =
√
1 + 1 = 2 < 2.
√
4 + 1 = 5 > 2. rin
∴ z = 2 lies outside C.
∴ By Cauchy’s residue theorem
Z
g.n
et
f (z)dz = 2πiR(−1).
C
Since z = −1 is a pole of order 2,
1 d d z−1
(z + 1)2 f (z) = lim (z + 1)2
R(−1) = lim
(2 − 1)! z→−1 dz z→−1 dz (z + 1)2 (z − 2)
d z−1
z − 2 − (z − 1) −3 + 2 −1
= lim = lim = = .
z→−1 dz z − 2 z→−1 (z − 2)2 9 9
Z
z−1 −1 2πi
Hence, 2
dz = 2πiR(−1) = 2πi =− .
(z + 1) (z − 2) 9 9
C
I
z−3
Example 4.82. Evaluate dz where C is the circle (i) |z| = 1,
z2 + 2z + 5
C
(ii) |z + 1 − i| = 2 (iii) |z + 1 + i| = 2.
z−3
Solution. Let f (z) = 2 .
z + 2z + 5
The singularities are given by
z2 + 2z + 5 = 0
(z + 1)2 + 5 − 1 = 0
(z + 1)2 + 4 = 0
ww (z + 1)2 = −4
w.E z + 1 = ±2i
z = −1 ± 2i.
asy
The singular points are z = −1 + 2i and z = −1 − 2i.
(i) Consider C as |z| = 1.
En
When z = −1 + 2i, |z| = | − 1 + 2i| =
√ √
1 + 4 = 5 > 1.
∴ −1 + 2i lie outside C.
gin √ √
ee
When z = −1 − 2i, |z| = | − 1 − 2i| = 1 + 4 = 5 > 1.
∴ −1 − 2i lies outside C.
∴ Zf (z) is analytic inside C.
rin
∴
C
f (z)dz = 0.
g.n
(ii) C is |z + 1 − i| = 2.
When z = −1 + 2i, |z| = | − 1 + 2i + 1 − i| = |i| = 1 < 2.
∴ −1 + 2i lies inside C.
et
When z = −1 − 2i, |z| = | − 1 − 2i + 1 − i| = | − 3i| = 3 > 2.
∴ −1 − 2i lie outside C.
z−3
= lim
z→(−1+2i) (z + 1 + 2i)
−1 + 2i − 3 −4 + 2i
= =
−1 + 2i + 1 + 2i 4i
1
= (−4 + 2i)(−i)
4
1 1 + 2i 1
= (4i + 2) = = + i.
Z 4 2 2 !
1
∴ f (z)dz = 2πiR(−1 + 2i) = 2πi + i = π(i − 2).
2
C
ww (iii) C is |z + 1 + i| = 2
When z = −1 + 2i, |z + 1 + i| = | − 1 + 2i + 1 + i| = |3i| = 3 > 2.
asy
∴ z = (−1 − 2i) lies inside C.
R(−1 − 2i) =
En lim (z + 1 + 2i) f (z)
z→−1−2i
=
ginlim (z + 1 + 2i)
z→−1−2i
z−3
z−3
(z + 1 + 2i)(z + 1 − 2i)
−1 − 2i − 3
= lim
=
ee
z→−1−2i z + 1 − 2i
−4 − 2i 4 + 2i
−4i
=
4i
.
=
−1 − 2i + 1 − 2i
rin
g.n
I
∴ f (z)dz = 2πiR(−1 − 2i)
C
et
!
4 + 2i
= 2πi = π(2 + i).
4i
ez dz
Z
Example 4.83. Evaluate where C is the circle |z| = 4 using Cauchy’s
(z2 + π2 )2
C
residue theorem. [May 2006]
ez ez
Solution. Let f (z) = 2 = .
(z + π2 )2 (z + πi)2 (z − πi)2
The poles are z = πi and z = −πi both are of order 2.
C is |z| = 4.
ez ez
!
1 d d
R(πi) = lim (z − πi)2 = lim
1! z→πi dz (z + πi)2 (z − πi)2 z→πi dz (z + πi)2
ww = lim
z→πi
(z + πi)2 ez − ez 2(z + πi)
(z + πi)4
(2πi) e − eπi 4πi eπi (−4π2 − 4πi)
2 πi
w.E =
=
(2πi)4
−4πeπi (π + i)
=−
=
16π4
(cos π + i sin π)(π + i)
asy
16π 4 4π3
π+i
R(πi) = .
4π3
Changing i to −i En
Z
R(−πi) =
π−i
4π3
gin
π + i π − i
∴
C
f (z)dz = 2πi
2πi
3
2π = .
=
π
4π3
i
+
4π3
ee rin
g.n
4π
ez
I
Example 4.84. Evaluate dz where C is the unit circle |z| = 1.
cos πz
.
C
et
The singular points are given by
cos πz = 0
π 3π 5π
i.e., πz = ± , ± , ± , · · ·
2 2 2
1 3 5
i.e., z = ± , ± , ± , · · ·
2 2 2
1 1
Among all the singular points, z = and z = − lie inside |z| = 1.
2 2
1
z= is a simple pole.
2
! !
1 1
R = lim z − f (z)
2 z→ 12 2
ez
!
1 0
= lim z − [ form]
z→ 12 2 cos πz 0
z − 21 ez + ez
= lim [By L’Hospital rule]
z→ 21 −π sin πz
1 √
e2 e
ww 1
!
=
−π sin π2
=−
1
!
π
.
w.E
R − = lim z + f (z)
2 z→− 12 2
ez
!
1 0
= lim z + [ form]
asy 2 cos πz 0
1
z→− 2
z + 12 ez + ez
= lim
En
z→− 12
e− 2
1
−π sin πz
1
=
gin = √ .
π
−π sin − 2 π e
ee
I
∴ f (z)dz = 2πi × Sum of the residues.
C
= 2πi
" √
− e
+ √
1
#
rin
"
1
π
√
π e
#
= 2i √ − e = 2i e− 2 − e 2
1 1
g.n
e 2 − e− 21
1
= −4i
e
2
= −4i sin h
1
2
!
. et
sin πz2 + cos πz2
Z
Example 4.85. Evaluate where C is |z| = 4.
(z − 1)2 (z − 2)
C
[Dec 2011, May 2009]
Solution. z = 1 is a pole of order 2 and z = 2 is a simple pole.
sin πz2 + cos πz2
Let f (z) =
(z − 1)2 (z − 2)
C is |z| = 4.
When z = 1, |z| = |1| = 1 < 4.
⇒ z = 1 lies inside C.
When z = 2, |z| = |2| = 2 < 4.
⇒ z = 2 also lies inside C. Z
∴ By Cauchy’s residue theorem, f (z)dz = 2πi[R(1) + R(2)].
C
z = 1 is a pole of order 2.
ww
1 d
(z − 1)2 f (z)
∴ R(1) = lim
1! z→1 dz
d n sin πz2 + cos πz2 o
w.E
= lim
z→1 dz z−2
(z − 2){cos πz2 (π2z) − sin πz2 (π2z)} − (sin πz2 + cos πz2 )
= lim
(z − 2)2
asy
z→1
−1(−2)π + 1
= = 2π + 1.
1
En
z = 2 is a simple pole.
z→2
gin
∴ R(2) = lim(z − 2) f (z)
∴
Z
C
= lim
z→2
h
(z − 1)2
i
ee= 1.
2 1
Solution. f (z) = z e = z 1 +
z
1 1 −1
= z2 + z +
2
+ z + · · ·.
C
1 1 1
+ +
1 1
z 2! z2 3! z3
+ · · ·
et
2 6
Since the principal part contains infinite number of terms, z = 0 is an
essential singularity.
1
∴ R(0) = Coeff. of z−1 = .
6
1 πi
Z
By Cauchy’s residue theorem f (z)dz = 2πiR(0) = 2πi = .
6 3
C
3z2 + z − 1
Z
Example 4.87. Use Cauchy’s residue theorem to evaluate dz
(z2 − 1)(z − 3)
C
where C is the circle |z| = 2. [May 2007]
3z2 + z − 1
Solution. Let f (z) = 2 .
(z − 1)(z − 3)
The poles are given by (z2 − 1)(z − 3) = 0
(z − 1)(z + 1)(z − 3) = 0
i.e., z = 1, −1, 3.
All the poles are simple poles.
ww C is |z| = 2.
When z = −1, |z| = | − 1| = 1 < 2.
asy
∴ z = 1 lies inside C.
When z = 3, |z| = |3| = 3 > 2.
∴ z = 3 lies outside C.
En Z
z = 1 is a simple pole.
1
= .
8 et
∴ R(1) = lim(z − 1) f (z)
z→1
3z2 + z − 1 3z2 + z − 1 3
= lim(z − 1) = lim =− .
z→1 (z + 1)(z − 1)(z − 3) z→1 (z + 1)(z − 3) 4
Z h1 3i h −5 i 5πi
∴ f (z)dz = 2πi − = 2πi =− .
8 4 8 4
C
I
Example 4.88. Evaluate tan zdz where C is the circle |z| = 2.
C
sin z
Solution. Let f (z) = tan z = .
cos z
The poles are given by cos z = 0.
π 3π 5π
∴ z = ± ,± ,± ,···
2 2 2
π π
Among the poles z = and z = − lie inside C and all others lie outside C.
2 2
π π
Now, R = limπ z − f (z)
2 2
ww
z→ 2
!
π sin z 0
= limπ z − form
z→ 2 2 cos z 0
w.E = limπ
z→ 2
z − π2 cos z + sin z
− sin z
[By L’Hospital rule]
asy
=
sin π2
− sin π2
= −1.
En
π !
π sin z 0
R − = limπ z + form
2 z→− 2 2 cos z 0
gin
z + π2 cos z + sin z sin − π2
= limπ = = −1.
z→− 2 − cos z − cos − π2
∴
I
C
ee
f (z)dz = 2πi × Sum of the residues = 2πi[−1 − 1] = −4πi.
rin
Exercise 4 E g.n
1. Find the residue of f (z) =
1
z2 ez
at is poles. et
[Nov 2010]
z2
2. Find the residue of f (z) = at each of the poles. [May 2010]
(z − 1)2 (z − 2)
1
3. Find the residue of f (z) = about each singularity. [Apr 2009]
(z2 + 1)2
z+1
4. Find the residue of f (z) = at each of its poles. [May 2010]
z2 (z
− 2)
tan z
5. Find the residue of f (z) = at each of its poles inside |z| = 2. [Dec 2010]
z
Z
2z − 1
6. Evaluate dz where C is the circle |z| = 2, using Cauchy’s
z(z + 1)(z − 3)
C
residue theorem. [May 2011]
z2 − 2z
Z
7. Evaluate dz where C is the circle |z| = 3. [Dec 2011]
(z + 1)2 (z2 + 4)
C
Z
2 sec z
dz where C is the ellipse 4x2 + 9y2 = 9.
ww
8. Evaluate [Dec 2010]
(1 − z2 )
C
w.E z2 + 4
Z
9. Evaluate dz where C is |z − 1| = 3. [Apr 2005]
(z − 1)(z2 − 1)
C
10. Evaluate
Z
asy
4z2 − 4z + 1
(z − 2)(z2 + 4)
dz where C is the circle |z| = 1.
En
C
√
Z
12z − 7
gin
11. Evaluate dz where C is |z − i| = 3.
(z2 − 1)(2z + 3)
C
tan 2z
ee
Z
12. Evaluate dz where C is the boundary of the square whose sides
(z − 1 − i)2
C
are the lines x = ±2 and y = ±2.
rin
13. Evaluate
Z
2
z−3
z + 2z + 5
dz where C is |z + 1 − i| = 2. g.n
14. Evaluate
C
Z
C
(z2
1
2
+ 1)(z − 4)
3
dz where C is |z| = .
2
et
e2z
Z
15. Evaluate dz where C is |z| = 2.
(z + 1)3
C
e−z
Z
16. Evaluate dz where C is |z| = 2.
(z − 1)4
C
Z
1
17. Evaluate dz where C is |z| = 2.
z3 (z + 4)
C
Z
z+1 3
18. Evaluate 2
dz where C is |z| = .
(z − 1) (z + 2) 2
C
3z2 + 5z − 1
Z
19. Evaluate dz where C is |z| = 2.
(z − 1)2
C
Z
z−1
20. Evaluate dz where C is the circle |z − i| = 2.
ww Z
C
(z + 1)2 (z − 2)
w.E
21. Evaluate dz where C is the circle |z − i| = 2 using residue theorem.
(z2 + 4)2
C
Z
z−2
22. Evaluate
C
z2 − z
asy
dz where C is the circle x2 + y2 = 4 using residue theorem.
En
Z
4 − 3z 3
23. Evaluate dz where C is the circle |z| = . [Jun 2010]
z(z − 1)(z − 2) 2
gin
C
Z
z−2
24. Evaluate dz where C is |z| = 2.
25. Evaluate
Z
C
z(z − 1)
ez
(z + 1)2
ee
dz around the circle C : |z − 1| = 3.
rin
C
g.n
4.7 Evaluation of real integrals using residue theorem
0
2π et
F(sin θ, cos θ)dθ where F(sin θ, cos θ)
is a real rational function of cos θ and sin θ and is finite on the interval of
integration.
Working rule.
1
Put z = eiθ ⇒ = e−iθ
z
1
z = cos θ + i sin θ, = cos θ − i sin θ
z
1 1 1 1
cos θ = z + , sin θ = z−
2 z 2i z
dz iθ dz
= ie = iz ⇒ dθ = .
dθ iz
As θ varies from 0 to 2π, z moves on the unit circle |z| = 1.
∴ The contour C is the unit circle |z| = 1.
Z 2π Z
dz
F(sin θ, cos θ)dθ = f (z) where C is |z| = 1.
0 iz
C
ww ✎
Worked Examples
✍
☞
✌
w.E
Z 2π
1
Example 4.89. Evaluate dθ by contour integration.
0 2 + cos θ
[May 2011, Jun 2010, Dec 2010, May 2001]
asy
dz
Solution. Let z = eiθ . Then dθ = .
iz
1 1
Also, cos θ = z + .
2 z
En
As θ varies from 0 to 2π, z moves along the unit circle |z| = 1.
∴ C is |z| = 1.
Z 2π
1 gin
Z
1 dz
Z
2 dz
Now,
0 2 + cos θ
dθ =
=
C
2
ee
Z
1
z
2
1
2 + 2 z + z iz
=
dz 2
=
C
Z
1
4 + z + z iz
2
1
rin dz
g.n
i 4z + z + 1 z i (z + 2) + 1 − 4
C C
Z
2 1
= √ dz
=
i
2
i
C
Z
C
(z + 2)2 − ( 3)2
√
1
(z + 2 + 3)(z + 2 − 3)
√ dz =
2
i
C
Z
et
f (z)dz
1
where f (z) = √ √ .
(z + 2 + 3)(z +√2 − 3) √
The simple poles are −(2 + 3) and −(2 − 3). C is |z| = 1.
√ √ √
When z = −(2 + 3), |z| = | − (2 + 3)| = 2 + 3 > 1.
√
∴ z = −(2 + 3) lies outside C.
√ √
When z = −(2 − 3), |z| = | 3 − 2| < 1.
√
∴ z = −(2 − 3) lies inside C. Z
√
By Cauchy’s residue theorem, f (z)dz = 2πiR(−(2 − 3)).
C
√ √ 1
Now, R(−(2 − 3)) = lim √ (z + 2 − 3) √ √
z→−(2− 3) (z + 2 + 3)(z + 2 − 3)
1 1
= √ √ = √
(−2 + 3 + 2 + 3) 2 3
Z 2π √
1 2 1 2π
ww ∴
0 2 + cos θ
dθ = 2π × R(−(2 − 3)) = 4π √ = √ .
Z 2π
i 2 3 3
w.E
Example 4.90. Evaluate
0
1
13 + 5 sin θ
dθ by using contour integration.
[Apr 2010]
asy
dz
Solution. Let z = eiθ , then dθ = .
iz
1 1
Also, sin θ = z− .
2i
En
z
As θ varies from 0 to 2π, z moves, on the unit circle |z| = 1.
∴
Z 2π
0
1
gin
13 + 5 sin θ
dθ =
Z
1
13 + 2i5 z − 1z iz
dz
ee =
C
Z
C
2i
26i + 5 z − 1z iz
dz
rin
g.n
Z
1
=2 dz
26iz + 5z2 − 5
C
et
Z
1
=2 dz
2 26i
5 z + 5 z−1
C
Z
2 1
= 2 dz
5
13
z + 5 i − 1 + 25 169
C
Z
2 1
= dz
5 13 2
144
C z + 5 i + 25
Z
2 1
= 2 dz
5 13 2
C z + 5 i + 12 5
Z
2 1
= 2 dz
5 i12 2
13
C z+ 5i − 5
Z
2 1
= dz
5 z+ 13i
+ 12i
z+ 13i
− 12i
C 5 5 5 5
Z
2 1
= dz
5 (z + 5i) z + 5i
C
1
Here f (z) = .
ww
(z + 5i) z + 5i
−i
The poles are z = −5i and z = , which are simple poles.
5
Now, R
−i
5 z→ −i
5
= lim z +
i
ee1
5 (z + 5i) z + i
5
=
1
=
−i + 5i 24i
5
.
rin
∴
Z
0
2π
1
13 + 5 sin θ
2
dθ = 2πiR
5
−i 4πi 5
5
=
π
= .
5 24i 6 g.n
Example 4.91. Evaluate
cos 2θ
Z2π
dθ using contour integration.
et [Dec 2013]
5 + 4 cos θ
0 !
iθ dz 1 1
Solution. Let z = e , then dθ = and cos θ = z+ .
iz 2 z
As θ varies from 0 to 2π, z moves along |z| = 1.
∴ C is |z| = 1.
Now z2 = ei2θ = cos 2θ + i sin 2θ.
∴ cos 2θ = R.P.ei2θ .
Z2π
z2
Z
cos 2θ dz
∴ dθ = R.P
5 + 4 cos 2θ 5+4× 1
z+ 1 iz
0 C 2 z
!Z
1 z
= R.P dz
z2 +1
i 5+2
C z
z2
Z
= R.P(−i) dz
2z2 + 5z + 2
C
ww = R.P
−i Z
2
C
z2
z2 + 52 z + 1
dz
w.E = R.P
−i Z
2
C
2
z2
z + 45 + 1 − 25
16
dz
asy = R.P
−i Z
2
z+ 5
z2
2
− 9
dz
En
C 4 16
−i Z z2
= R.P 2 2 dz
gin
2
z + 45 − 34
C
−i Z z2
= R.P dz
ee
2 z+ 5
− 3
z+ 5
+ 3
C 4 4 4 4
= R.P
−i Z
2
z2
z + 21 (z + 2)
dz
rin
= R.P
−i
C
Z
f (z)dz where f (z) = g.n
z2
et
2 z + 21 (z + 2)
C
1
The singular points are z = − and z = −2.
2
Now C is |z| = 1.
1 1 1
When z = − , |z| = | − | = < 1.
2 2 2
∴ z = − 12 lies inside C.
When z = −2, |z| = | − 2| = 2 > 1.
∴ z = −2 lies outside C.
1
z = − is a simple pole.
2
z2
! ! !
1 1 1
R − = lim z + f (z) = lim z +
2 z→− 12 2 z→− 12 2 z + 1 (z + 2)
2
1 1
z2 4 4 1 2 1
= lim = = = × = .
z→− 12 z + 2 − 21 + 2 3
2
4 3 6
ww
2 6 3
C
Z2π i πi π π
cos 2θ
w.E ∴
0
5 + 4 cos θ
Z 2π
cos 3θ
dθ = R.P − ×
2 3
= R.P
6
= .
6
En
dz 1 1
Solution. Let z = eiθ , then dθ = and cos θ = z + .
iz 2 z
gin
As θ varies from 0 to 2π, z moves along |z| = 1.
∴ C is |z| = 1.
∴ cos 3θ = R.P of z3 .
Z
cos 3θ
Z
ee
Now z3 = ei3θ = cos 3θ + i sin 3θ.
z3 dz
Z
z2rin dz
∴
C
5 − 4 cos θ
dθ = R.P
C
5 − 4 2 z + z iz
1 1
= R.P
C
g.n
2
5 − 2z − z i
z3 z3
et
Z −1 Z
1
= R.P dz = R.P dz
i 5z − 2z2 − 2 i 2z2 − 5z + 2
C C
−1 Z z 3
= R.P dz
i 2 z2 − 52 z + 1
C
i Z z3
= R.P dz
2 5 2
25
C z − 4 + 1 − 16
i Z z 3
= R.P 2 dz
2 5 2
3
C z − 4 − 4
i Z z3
= R.P dz
2 z− 5
+ 3
z− 5
− 3
C 4 4 4 4
i Z z3
= R.P dz
2 z − 21 (z − 2)
C
i Z z3
= R.P f (z)dz where f (z) = .
2 z − 12 (z − 2)
C
1
Singular points are and 2, which are simple poles.
2
ww Now, C is |z| = 1.
1 1 1
When z = , |z| = < 1 =⇒ z = lies inside C.
w.E
2 2 2
When z = 2, |z| = 2 > 1 =⇒ z = 2Zlies outside C.
1
By Cauchy’s residue theorem, f (z)dz = 2πiR .
2
asy
1 1
C
En
Now R = lim z − f (z)
2 z→ 21 2
gin
1
1 1 z3 8 12 1
R = lim z − = −3
=− =− .
2 z→ 21 2 z − 1 (z − 2) 2
83 12
2
∴
Z
0
2π
cos 3θ
5 − 4 cos θ
i
dθ = R.P 2πiR
2 2ee
1
= −π
−1
12
π
= .
12
rin
g.n
Z2π
cos 2θ 2πa2 2
Example 4.93. Show that dθ = (a < 1).
1 − 2a cos θ + a2 1 − a2
et
0
dz iθ
Solution. Let z = e , dθ = .
iz
1
2 cos θ = z + .
z !
1 2 1
cos 2θ = z + 2 .
2 z
As θ varies from 0 to 2π, z varies along the unit circle C, |z| = 1.
Z2π Z
z2 + z12
1
cos 2θ 2 dz
∴ dθ =
1 − 2a cos θ + a2
1 − a z + 1z + a2 iz
0 C
z4 + 1
Z
1 dz
=
2i a(z2 +1)
+ a2 z
z2 1 − z
C
z(z4 + 1)
Z
1 dz
= 2 2 2
2i z (z − az − a + a z) z
C
z4 + 1
Z
1
= dz
2i z2 ({(z − a) − az(z − a)})
C
z4 + 1
Z
1
= dz
2i z2 (z − a)(1 − az)
ww
C
z4 + 1
Z
1
= f (z)dz where f (z) = .
2i z2 (z − a)(1 − az)
w.E
C
1
The singular points are z = 0, z = a, z = .
a
C is |z| = 1.
asy
When z = 0, |z| = |0| = 0 < 1.
∴ z = 0 lie inside C.
En
When z = a, |z| = |a| = a < 1 [∵ a2 < 1 ⇒ a < 1].
∴ z = a lies inside C
gin
ee
1 1 1 1
When z = , |z| = | | = > 1 [∵ a < 1 ⇒ > 1].
a a a a
rin
1
∴ z = lies outside C.
a
By Cauchy’s residue theorem,
Z
f (z)dz = 2πi × Sum of the residues.
g.n
C
Now, z = 0 is a pole of order 2.
∴ R(0) =
1
lim
d
1! z→0 dz
(z − 0)2 f (z)
et
z4 + 1
!
d 2
= lim z 2
z→0 dz z (z − a)(1 − az)
z4 + 1
" #
d
= lim
z→0 dz (z − a)(1 − az)
0 − 1{a2 + 1} a2 + 1
= = −
a2 a2
z = a is a simple pole.
ww Z
= 2
a4 + 1
a (1 − a2 )
w.E ∴
C
f (z)dz = 2πi[R(0) + R(a)]
"
a4 + 1 a2 + 1
#
asy
= 2πi 2 −
a (1 − a2 ) a2
" 4
a + 1 − (1 − a2 )(1 + a2 )
#
= 2πi
En " 4
a2 (1 − a2 )
a + 1 − (1 − a4 )
#
gin= 2πi
"
a2 (1 − a2 )
2a4
#
ee
= 2πi 2
a (1 − a2 )
= 2πi
2a2
=
4πia2
1 − a2 1 − a2
rin
∴
Z2π
cos 2θ
1 − 2a cos θ + a2
dθ =
1 4πia2
· =
2πa2
2i 1 − a2 1 − a2
.
g.n
0
Z
1 dz
= −i p z2 −1
1− i z + p2 z
C
Z
iz dz
= −i
iz − pz2 + p + p2 iz z
ZC
1
=− dz
pz2 − iz − p2 iz − p
C
Z
1
=− dz
pz2 − i(1 + p2 )z − p
C
ww
Z
1 1
=− dz
p z2 − i 1+p2
z−1
C p
w.E
Z
1 1
=−
p p2 +1 2 p2 +1 2 dz
C z − i 2p − 1 + 2p
asy
Z
1 1
=− p2 +1 2 dz
p
z − i 2p + (1+p2 )2 −4p2
C 4p2
En
Z
1 1
=−
p p2 +1 2 1−p2 2 dz
gin
C z − i 2p + 2p
Z
1 1
=− p2 +1 2 i(1−p2 ) 2 dz
ee
p
z − i 2p − 2p
C
Z
1 1
=−
p
C
p2 +1 1−p2
z − i 2p + i 2p
2 2 dz
z − i p2p+1 − i 1−p
2p
rin
g.n
Z
1 1
=− dz
p z+ i
1 − p2 − 1 − p2 z− i
1 + p2 + 1 − p2
et
C 2p 2p
Z
1 1
=− dz
p z+ i 2 i
C 2p (−2p ) z− 2p 2
Z Z
1 1 1
=− dz = − f (z)dz
p i
(z − ip) z − p p
C C
1
where f (z) =
(z − ip) z − pi
i
The simple poles are ip and .
p
C is |z| = 1.
When z = ip, |z| = |ip| = |p| < 1.
∴ z = ip lies inside
C.
i i 1
When z = , |z| = = > 1.
p p |p|
i
∴ z = p lies outside C.
Z
By Cauchy’s residue theorem, f (z)dz = 2πiR ip .
C
1
Now, R(ip) = lim (z − ip)
ww
z→ip (z − ip) z − pi
1 1 p
= = 2 =
w.E ∴
ip −
Z 2π
i
p
1
i p p−1
2
i(p − 1)
1
dθ = − 2πi × R(ip) = − 2πi 2
1 p
=
2π
.
asy
1 − 2p sin θ + p 2 p p i(p − 1) 1 − p2
0
Z 2π
sin2 θ
Example 4.95. Evaluate dθ, a > b > 0. [Dec 2012, May 1998]
Solution. Let, I =
Z 2π 0
sin2 θ
En
a + b cos θ
dθ =
Z 2π
1 − cos 2θ
dθ.
0 a + b cos θ
Put z = eiθ then dθ = .
dz
iz gin 0 2(a + b cos θ)
z(1 − z2 ) 1 − z2
Z Z
1 dz 1
= R.P = R.P dz
2i (2az + bz2 + b) z 2i 2az + bz2 + b
C C
1
Z
1−z 2 1
Z
1 − z2
= R.P dz = R.P dz
b z2 + 2a z + ab 2 + 1 − ba2
2
2i 2bi
z+1
C b C
1 − z2
Z
1
= R.P dz
z + ba 2 − a b−b
2 2
2bi
2
C
1 − z2
Z
1
= R.P √ dz
2bi z+ a 2
− a2 −b2 2
C b b
1 − z2
Z
1
= R.P √ √ dz
2bi z+ a
+ a2 −b2
z+ a
− a2 −b2
C b b b b
1 − z2
Z
1
= R.P dz
2bi (z − z1 )(z − z2 )
C
1 − z2
Z
1
= R.P f (z)dz where f (z) = where
2bi (z − z1 )(z − z2 )
ww
C
√ √
a a2 − b2 a a2 − b2
z1 = − − and z2 = − + .
b b b b
b
a2 − b2 a
= +
b
√
a2 − b2 a
b
> > 1.
b
a
b asy a 2
As a > b =⇒ > 1 =⇒ 2 > 1, a2 > b2 , a2 − b2 > 0.
b
∴ z1 lies outside C.
En
Also, z1 z2 = 1 (products of the roots)
Now, z2 =
1
z1
=⇒ |z2 | =
gin
1
|z1 |
< 1.
∴ z2 lies inside C.
By Cauchy’s residue theorem, ee Z
f (z)dz = 2πiR(z2 ).
C
rin
Now, R(z2 ) = lim (z − z2 ) f (z)
z→z2
√ g.n
2
a
R − +
Now, 1 − z2 = 1 −
b
a2 − b2
b
√
−a + a2 − b2 2
= lim (z − z2 )
z→z2
1 − z2
=
1 − z22
(z − z1 )(z − z2 ) z2 − z1
.
et
b √
b − (a + a2 − b2 − 2a a2 − b2 )
2 2
=
b2 √
b − a − a + b2 + 2a a2 − b2
2 2 2
=
b√2
2b2 − 2a2 + 2a a2 − b2
=
b2
√ √ √
2a a2 − b2 − 2(a2 − b2 ) 2 a2 − b2 (a − a2 − b2 )
= =
√ b2 b2
2 a2 − b2
z2 − z1 =
√ b √ √
2 a2 − b2 (a − a2 − b2 ) a − a2 − b2
∴ R(z2 ) = √ ×b=
b2 2 a2 − b2 b
√
1 a − a2 − b2 π p
∴ I = R.P · 2πi = (a − a2 − b2 )
2bi b b2
ww
π
1 + 2 cos θ
Z
Example 4.96. Evaluate dθ. [Dec 2011]
0 5 + 4 cos θ !
iθ dz 1 1
w.E
Solution. Let Z = e . Then dθ = and cos θ = z+ .
iz 2 z
As θ varies from 0 to 2π, z moves along |z| = 1.
By the properties of definite integrals,
Z π asy
1 + 2 cos θ 1
Z 2π
1 + 2 cos θ
∴
0 5 + 4 cos θ
En
dθ =
2 0 5 + 4 cos θ
dθ
1 + 2 21 (z + 1z ) dz
gin
Z
1
=
2 5 + 4 12 (z + 1z ) iz
C
ee
=
1
2i
1
Z
C
Z
1+z+
5 + 2(z
1
z dz
+ 1z ) z
(z2 + z + 1)z dz rin
=
2i
C
·
z(2z2 + 5z + 2) z
g.n
z2 + z + 1
et
Z
1
= dz
2i z(2z2 + 5z + 2)
C
z2 + z + 1
Z
1
= dz
2i 2z(z2 + 25 z + 1)
C
z2 + z + 1
Z
1
= dz
4i z (z + 45 )2 + 1 − 25
C 16
z2 + z + 1
Z
1
= dz
4i z (z + 45 )2 − ( 43 )2
C
z2 + z + 1
Z
1
= dz
4i z z+ 5 3 5 3
C 4 + 4 z+ 4 − 4
z2 + z + 1
Z
1
= dz
4i z(z + 2) z + 21
C
z2 + z + 1
Z
1
= f (z)dz, where f (z) = .
4i z(z + 2) z + 12
C
1
The simple poles are z = 0, z = −2 and z = − .
2
ww C is |z| = 1.
When z = 0, |z| = 0 < 1.
z→0
ee
Now, R(0) = lim(z − 0) f (z) = lim z
z→0
z2 + z + 1
z(z + 2) z + 12
1
= = 1.
1
rin
g.n
−1 1
R( ) = lim (z + ) f (z)
2 1
z→− 2 2
z→− 12
= lim
1
= lim (z + )
+z+1z2
z2 + z + 1
=
2 z(z + 2) z + 1
1
−
42
2
1
+1
=
3 −4
!
= −1.
et
1 z(z + 2) −1 −1 4 3
2 +2
z→− 2
2
Z
∴ f (z)dz = 2πi[−1 + 1] = 0.
C
π
1 + 2 cos θ
Z
1
dθ = 0 = 0.
0 5 + 4 cos θ 4i
w.E
When f (x) is even
Cauchy’s lemma
∞
−∞
f (x)dx = 2
Z
0
∞
f (x)dx or
Z
0
∞
f (x)dx =
1
2
Z ∞
−∞
f (x)dx.
asy
If f (z) is a continuous function such that |z f (z)| → 0 as |z| → ∞ on the upper
R
En
semicircle S : |z| = R, then S f (z)dz → 0 as R → ∞.
Z ∞
P(x)
Type II. We consider integrals of the form dx where P(x) and Q(x) are
gin −∞ Q(x)
polynomials in x such that the degree of Q(x) is atleast 2 more than the degree of
P(x) and Q(x) does not vanish for any real x.
C
Q(z)
g.n
>
>
Z Z R Z
P(z)
Now f (z) = . Then f (z)dz = f (x)dx + f (z)dz (1)
Q(z) −R S
C Z
By Cauchy’s residue theorem f (z)dz = 2πi[ sum of the residues ].
R C
By Cauchy’s lemma S
f (z)dz → 0 as R → ∞
RR
∴ From (1) lim −R f (x)dx = 2πi[ sum of the residues ].
R∞ R→∞
i.e., −∞ f (x)dx = 2πi[ sum of the residues ].
Z ∞
p(x)
=⇒ dx = 2πi[ sum of the residues ].
−∞ Q(x) ✎ ☞
Worked Examples
✍ ✌
∞
x2 dx
Z
Example 4.97. Evaluate 2 2
using contour integration.
−∞ (x + 1)(x + 4)
Z ∞ [Dec 2010, May 2007]
x2 dx
ww Solution. Let I = 2
w.E Q(x)
and Q(x) does not vanish for any real x. Consider the integral
Z
z2 dz
(z2 + 1)(z2 + 4)
asy
C
where C is the simple closed curve consisting of the real axis from −R to R and the
upper semi circle S : |z| = R taken in the anticlockwise sense.
Let f (z) = 2
z2 dz
(z + 1)(z2 + 4)
.
En
Now Z Z
gin
f (z)dz =
Z R
f (x)dx + f (z)dz. (1)
Evaluation of
R
f (z)dz.
C
ee −R S
• 2i
rin S
g.n
C
>
>
et
−R R
• −i
i.e., z = i, −i, 2i and −2i. • −2i
Z
By Cauchy’s residue theorem, f (z)dz = 2πi[R(i) + R(2i)].
C
z2 −1 1
Now, R(i) = lim(z − i) f (z) = lim(z − i) 2
= =−
z→i z→i (z + i)(z − i)(z + 4) 2i(3) 6i
z2 4 1
R(2i) = lim (z − 2i) 2
= = .
z→2i (z + 2i)(z − 2i)(z + 1) 3(4i) 3i
1 π
Z −1 1 2πi 1 1 2 − 1
∴ f (z)dz = 2πi + = + = 2π = 2π = .
6i 3i i 3 6 6 6 3
C
R
π
Z Z
(1) ⇒ f (x)dx + f (z)dz = .
−R S 3
z3 z3 1
Now, lim z f (z) = lim = lim = = 0.
z→∞ (z2 + 1)(z2 + 4) z→∞ z4 1 + 4 1 + 1 ∞
z→∞
z2 z2
ww ∴ By Cauchy’s lemma
w.E
Z
f (z)dz = 0 as R → ∞
S
Z R Z ∞
π π
f (x)dx = .
asy
lim f (x)dx = ⇒
R→∞ −R 3 −∞ 3
Z ∞
1
Example 4.98. Evaluate
Z ∞
1 En 2
−∞ (x + 1)
3
dx. [Dec 2009]
gin
Solution. Let I = 2 + 1)3
dx.
−∞ (x
P(x)
The integrand is of the form where the degree of Q(x) is at least 2
(z + 1)3
2
dz where C is the simple closed curve
rin
g.n
C
consisting of the real axis from −R to R and the upper semi circle
S : |Z| = R taken in the anti clockwise sense.
Let f (z) = 2
1
(z + 1)3
Z
.
ZR Z
et
Now, f (z)dz = f (x)dx + f (z)dz (1)
S
C −R
R
Let us evaluate f (z)dz.
C
The poles are given by (z2 + 1)3 = 0.
(z + i)3 (z − i)3 = 0
1 d2
lim 2 (z − i)3 f (z)
>
Now, R(i) =
2! z→i dz • i
2
" #
1 d 3 1 >
= lim (z − i) (−R, 0) (R, 0)
2! z→i dz2 (z + i)3 (z − i)3
ww
• −i
1 d2 h i
= lim 2 (z + i)−3
2! z→i dz
w.E 1 d h i
= lim (−3)(z + i)−4
2! z→i dz
1 1 6 6 3
= lim(−3)(−4)(z + i)−5 = 12(2i)−5 = 5 5 = =
2! z→i
Z
asy
2
3 3π
2 i 32i 16i
En
∴ f (z)dz = 2πi × = .
16i 8
C
Now (1) =⇒
ZR
gin
f (x)dx +
Z
f (z)dz =
3π
8
. (2)
z→∞
−R
z
Also lim z f (z) = lim
+ 1) 3
= lim
z→∞ (z2
z→∞ 6
ee
S
z
z 1 + z12
3 = 0.
rin
g.n
Z
∴ By Cauchy’s lemma f (z)dz = 0 as R → ∞.
S
ZR
et
Z
3π
∴ (2) =⇒ lim f (x)dx + lim f (z)dz =
R→∞ R→∞ 8
−R S
Z∞
3π
f (x)dx = .
8
−∞
∞
x2 dx
Z
Example 4.99. Evaluate the integral using contour integration.
0 x4 + 1
[Jun 2013, May 2009]
x2 dx
Solution. Let f (x) = .
x4 + 1
∞
x2 dx 1 ∞ x2 dx
Z Z
Since f (x) is even 4+1
= .
0 x Z 2 −∞ x4 + 1
∞
x2 dx
We shall evaluate f (z) = 4
.
Z ∞ 2 −∞ x + 1
x dx
Let I = 4
.
−∞ x + 1
P(x)
The integrand is of the form where degree of Q(x) is 2 more than
Q(x)
that of P(x) and Q(x) does
Z ∞ not2 vanish for any real x.
x dx
Consider the integral where C is the simple closed curve
ww
4
−∞ x + 1
consisting of the real axis from −R to R and the upper semi circle
S : |z| = R taken
Z ∞ in the anticlockwise sense.
En
π 3π 5π 7π
∴ z = ei 4 , ei 4 , ei 4 , ei 4 .
gin S
i 3π
π
4
3π
π
4
3π
1
z1 = ei 4 = cos + i sin = √ + i √ .
2
−1
1
2
1
ee (−R, 0)
• z2
• z3
rin
>
z1 •
z4 •
>
(R, 0)
g.n
z2 = e 4 = cos + i sin = √ +i√ .
4 4 2 2
5π
i 7π
−1
z4 = e 4 = cos
7π
1
z3 = ei 4 = √ − i √ .
2 2
+ i sin
7π 1
= √ −i√ .
1
et
4 4 2 2
Only z1 and z2 lie inside C. Z π 3π
By Cauchy’s residue theorem, f (z)dz = 2πi R(ei 4 ) + R(ei 4 ) .
C
π
Now, R(ei ) = R(z1 ) = lim (z − z1 ) f (z)
4 z→z1
z2
= lim (z − z1 )
z→z1 (z − z1 )(z − z2 )(z − z3 )(z − z4 )
z21
=
(z1 − z2 )(z1 − z3 )(z1 − z4 )
( √1 + i √1 )2
2 2
= √ √ √ √
2( 2 + i 2)( 2i)
(1 + i)2 1+i
= √ √ √ = √
2 2 2(1 + i) 2i i4 2
3π
R(ei ) = R(z2 ) = lim (z − z2 ) f (z)
ww 4
= lim (z − z2 )
z→z2
z→z2
z2
(z − z1 )(z − z2 )(z − z3 )(z − z4 )
w.E =
z22
(z2 − z1 )(z2 − z3 )(z2 − z4 )
= √
( −1
√
2
− 2(− 2 + i 2)( 2i)asy
√ + i √1 )2
2
√ √
=
(−1 + i)2
√
2(−2)i 2(−1 + i) En=− √
1 (−1 + i)
4 2 i
= √
1 1 − i
4 2 i
∴
Z
f (z)dz = 2πi √
"
gin
1 1+i
4 2 i
+ √
1 1 − i
4 2 i
#
=
C
2πi
√ [1 + i + 1 − i]
4 2i
π
= √ 2= √ .
π
ee rin
2 2
ZR
2
Z
π g.n
∴⇒ (1) f (x)dx +
−R
f (z)dz = √
S
2
et (2)
z3
Now, lim z f (z) = lim → 0.
z→∞ z→∞ z4 +
Z1
∴ By Cauchy’s lemma, f (z)dz → ∞ as R → ∞.
S
ZR
π
Z
∴ (2) =⇒ lim f (x)dx + lim f (z)dz = √
R→∞ R→∞ 2
−R S
Z∞
π
f (x)dx = √
2
−∞
Z∞
π
∴ f (x)dx = √
2 2
0
Z∞
x2 π
i.e., 4
dx = √ .
x +1 2 2
0
ww
∞
x2 dx
Z
Example 4.100. Evaluate a > 0, b > 0.[June 2013, May 2009]
0 (x2 + a2 )(x2 + b2 )
x2
w.E
Solution. Let f (x) = 2
(x + a2 )(x2 + b2 )
R∞
Since f (x) is even, f (x)dx = 21
.
R∞
f (x)dx.
asy
0 −∞
Z ∞
x2
Let I = 2 2 2 2
.
−∞ (x + a )(x + b )
P(x) En S
The integrand is of the form
Q(x)
gin
where
degree of Q(x) is 2 more than that of P(x)
• ai
• bi
>
and Q(x) does not vanish for any real x.
ee (−R, 0)
• −bi
rin
• −ai
>
(R, 0)
z2 z2
We have, f (z) = =
(z2 + a2 )(z2 + b2 ) (z + ai)(z − ai)(z + bi)(z − bi)
ww 2ai(b2 − a2 ) 2i(a2 − b2 )
R(bi) =
b
2i(b − a2 )
2
w.E
Z a b
Now, f (z)dz = 2πi +
2i(a2 − b2 ) 2i(b2 − a2 )
C
2πi a−b
asy π
= = .
2i (a − b)(a + b) a+b
En
Z R
π
Z
∴ (1) =⇒ f (x)dx + f (z)dz = . (2)
−R S a+b
z→∞ gin
Also, lim z f (z) = lim
(z2 + a2 )(z2 + b2 )
z→∞
z 3
→ 0 as z → ∞
ee
Z
∴ By Cauchy’s lemma, f (z)dz → 0 as R → ∞.
ZR Z
S
π rin
Now (2) =⇒ lim
R→∞
−R
f (x)dx + lim
R→∞
S
f (z)dz =
a+b
.
g.n
R
π
et
Z
lim f (x)dx =
R→∞ a+b
Z −R
∞
π
f (x)dx =
a+b
Z−∞
∞
π
f (x)dx = .
0 2(a + b)
Z∞
x2 − x + 2 5π
Example 4.101. Show that 4 2
dx = .
x + 10x + 9 12
−∞
[Dec 2013, May 2011, Jun 2010]
Z∞
x2 − x + 2
Solution. Let I = dx.
x4 + 10x2 + 9
−∞
P(x)
The integrand is of the form where, the degree of Q(x) is atleast 2
Q(x)
more than that of P(x) and
Z Q(x) does not vanish for any real x.
z2 − z + 2
Consider the integral dz, where C is the simple closed
z4 + 10z2 + 9
C
curve consisting of the real axis from −R to R and the upper semi circle
w.E Now
Z
C
f (z)dz =
R
−R
Z
f (x)dx +
s
f (z)dz. (1)
asy
Z
Let us evaluate f (z)dz.
Y
C
The poles are given by
z4 + 10z2 + 9 = 0 En • 3i
(z2 + 1)(z2 + 9) = 0
gin • i
>
>
X
ee
−R R
2 2 • −i
z + 1 = 0, z +9=0
• −3i
z2 = −1, z2 = −9
rin
z = ±i, z = ±3i.
g.n
et
z = i and 3i lies inside C.
By
Z Cauchy’s residue theorem,
f (z)dz = 2πi[R(i) + R(3i)]
C
✘ z2 − z + 2
= lim ✘ −✘
(z ✘ 3i) ✘ + 3i)
z→3i (z2 + 1)✘ −✘
(z ✘ 3i)(z
−9 − 3i + 2 −7 − 3i 7 + 3i 7 + 3i
= = =− = .
(−9 + 1)6i −48i −48i 48i
Z " # " #
1 − i 7 + 3i 3 − 3i + 7 + 3i 10 5π
∴ f (z)dz = 2πi + = 2πi = 2π × = .
16i 48i 48i 48 12
C
Z
By Cauchy’s lemma f (z)dz = 0 as R → ∞.
ww
S
ZR Z
5π
∴ (1) ⇒ = f (x)dx + f (z)dz
w.E 12
−R
5π
= lim
12 R→∞
ZR
asy
f (x)dx + lim
R→∞
Z
f (z)dz
5π
Z∞
−R
En s
12
=
−∞
f (x)dx + 0
gin
ee
Z∞
x2 − x + 2 5π
∴ dx = .
rin
4 2
x + 10x + 9 12
−∞
Z∞
Example 4.102. Evaluate using contour integration
−∞
x2
(x2 + 1)2
g.n
dx. [Dec 2011]
Solution. Let I =
Z∞
−∞
x2
(x2 + 1)2
P(x)
dx.
et
The integrand is of the form where the degree of Q(x) is atleast 2
Q(x)
more than that of P(x)Zand Q(x) does not vanish for any real x.
z2
Consider the integral dz where C is the simple closed curve
(z2 + 1)2
C
consisting of the real axis from −R to R and the upper semi circle
S : |z| = R taken in the anticlockwise direction.
S
z2
Let f (z) = 2
>
(z + 1)2 • i
z2 > X
= −R R
[(z + i)(z − i)]2 • −i
z2
= .
(z + i)2 (z − i)2
Z ZR Z
ww Now
C
f (z)dz =
Let us evaluate
−R
Z
f (x)dx +
s
f (z)dz (1)
w.E
f (z)dz.
C
The poles are given by (z + i)2 (z − i)2 = 0
asy
i.e., z = i and − i.
i and −i are poles of order 2. Only
Z i lies inside C.
En
∴ By Cauchy’s residue theorem f (z)dz = 2πiR(i).
gin
C
1 d
Now, R(i) = lim {(z − i)2 f (z)}
1! z→i dz
ee
z2 z2
( ) ( )
d 2 d
= lim (z − i) = lim
z→i dz (z + i)2 (z − i)2 z→i dz (z + i)2
= lim
(z + i)2 · 2z − z2 2(z + i) (−4)2i − (−4)2(2i) −8i + 16i
4
= = =
8i i
= .
rin
g.n
z→i (z + i) 16 16 16 2
Z i
∴ f (z)dz = 2πi × R(i) = 2πi = −π.
2
C
By Cauchy’s lemma,
Z
S
f (z)dz = 0 as R → ∞.
et
ZR Z
∴ (1) ⇒ −π = f (x)dx + f (z)dz
s
−R
ZR Z
− π = lim f (x)dx + lim f (z)dz
R→∞ R→∞ s
−R
Z∞
x2
−π= dx + 0
(x2 + 1)2
−∞
Z∞
x2
dx = −π.
(x2 + 1)2
−∞
−∞
P(x)
Q(x)
cos mxdx, m > 0,
w.E
where P(x) and Q(x) are polynomials in x such that the degree of Q(x) is greater
than the degree of P(x) and Q(x) does not vanish for any real x.
asy
To evaluate this integral we consider
P(z)
S
En
R
>
f (z)eimz dz where f (z) = and C is
C Q(z)
a simple closed curve consisting of the >
g.n
et
R
We evaluate f (z)eimz dz using Cauchy’s residue theorem.
C Z
By Jordan’s lemma f (z)eimz dz → 0 as R → ∞.
S
Z R Z
Hence, (1) =⇒ lim f (x)eimx dx = f (z)eimz dz.
R→∞ −R
C
Z ∞ Z
f (x)eimx dx = f (z)eimz dz.
−∞
C
w.E
S
z2 + 1
C
>
where C is the simple closed curve • i
asy
X
(−R, 0) (R, 0)
• −i
and the upper semicircle S : |z| = R taken
in the anticlockwise sense.
Let f (z) = 2
1
. En
Now,
Z
z +1
iaz
ZR
gin
Z
e f (x)dx + eiaz f (z)dz
iax
(1)
ee
e f (z)dz =
C −R S
rin
Z
iaz
Let us evaluate e f (z)dz.
g.n
C
The poles are given by z2 + 1 = 0.
i.e., z2 = −1
=⇒ z = ±i are the simple poles.
Only z = i lies inside C. Z
et
∴ By Cauchy’s residue theorem, eiaz f (z)dz = 2πiR(i)
C
eiaz e−a
Now R(i) = lim(z − i)eiaz f (z) = lim(z − i) =
z→i z→i (z + i)(z − i) 2i
Z
e−a
∴ eiaz f (z)dz = 2πi = πe−a .
2i
C
1
Also | f (z)| = → 0 as |z| → ∞.
z2 + 1 Z
∴ By Jordan’s Lemma, eiz f (z)dz → 0 as R → ∞.
S
ZR Z
iax
Now, (1) =⇒ πe −a
= e f (x)dx + eiaz f (z)dz.
−R S
Taking limit as R → ∞ on both sides we get
ZR Z
iax
−a
πe = lim e f (x)dx + lim eiaz f (z)dz.
R→∞ R→∞
ww
−R S
Z∞
eiax
i.e., πe−a = dx
x2 + 1
w.E Z∞
−∞
cos ax + i sin ax
x2 + 1
dx = πe−a
−∞
Z∞
cos ax
dx + i asy
Z∞
sin ax
dx = πe−a
−∞
x2 + 1
−∞
En
x2 + 1
Equating the real parts on both sides, we get
Z∞
cos ax
2
x +1
dx = πe−a
gin
ee
−∞
Z∞
cos ax cos ax
rin
−a
2 dx = πe [∵ is even]
x2 + 1 x2 + 1
0
g.n
Z∞
cos ax πe−a
∴ dx = .
x2 + 1 2
et
0
Z ∞
x sin mx
Example 4.104. Evaluate 2 + a2
dx, a > 0, m > 0. [May 2005]
0 xZ
z sin mz
Solution. Consider the integral dz, where C is the simple closed curve
z2 + a2
C
consisting of the real axis from −R to R and the upper semi circle
S : |z| = R, taken in the anticlockwise.
z
Let f (z) = 2 dz.
z + a2
ZR
zeimz xeimx zeimz
Z Z
Now, dz = dx + dz.
z2 + a2 x2 + a2 S z2 + a2
C −R
Z ZR Z
imz imx
i.e., e f (z)dz = e f (x)dx + eimz f (z)dz. (1)
S
C −R
Y
Z
imz
Let us evaluate e f (z)dz. S
C
ww
>
The poles are given by z2 + a2 = 0. • ai
w.E
• −ai
z = ±ai which are simple.
But z = ai is the only pole which lies
inside C.
asy
En
Z
∴ By Cauchy’s residue theorem, eimz f (z)dz = 2πi × R(ai)
gin
C
ee z→ai
= lim (z − ai)eimz
z→ai
ai e−ma
z
(z + ai)(z − ai)
rin
= eimai
∴
Z
eimz f (z)dz = 2πi
e−ma
2ai
=
2
= πie−ma . g.n
Also | f (z)| =
C
1
→ 0 as |z| → ∞.
2
et
z2 + a2 Z
∴ By Jordan’s Lemma, eimz f (z)dz → 0 as R → ∞.
S
ZR Z
imx
Now, (1) =⇒ πie −ma
= e f (x)dx + eimz f (z)dz.
−R S
Taking limit as R → ∞ on both sides we get
ZR Z
imx
πie −ma
= lim e f (x)dx = lim eimz f (z)dz.
R→∞ R→∞
−R S
Z∞ Z∞ Z∞
x(cos mx + i sin mx) x cos mx x sin mx
= dx = dx + i dx
x2 + a2 x2 + a2 x2 + a2
−∞ −∞ −∞
Equating the imaginary parts on both sides, we get
Z∞
x sin mx
dx = πe−ma
x2 + a2
−∞
ww
Z∞ !
x sin mx −ma x sin mx
2 dx = πe [∵ 2 is even]
x2 + a2 x + a2
0
w.E ∴
Z∞
0
x sin mx
x2 + a2
dx =
πe−ma
2
.
En 0
(x2 + a2 )(x2 + b2 )
[Dec 2011]
gin eiz
Z
Solution. Let us consider the integral dz where C is the simple
(x2 + a2 )(x2 + b2 )
C
ee
closed curve consisting of the real axis from −R to R and the upper
semicircle S : |z| = R taken in the anticlockwise sense.
rin
Let f (z) =
(x2 +
1
a2 )(x2 + b2 )
. • bi g.n S
et
>
Z ZR Z • ai
iz ix iz
Now, e f (z)dz = e f (x)dx + e f (z)dz (1) >
(−R, 0) (R, 0)
• −ai
C Z −R S
Let us evaluate eiz f (z)dz. • −bi
C
The poles are given by (x2 + a2 )(x2 + b2 ) = 0.
i.e., (z + ai)(z − ai)(z + bi)(z − bi) = 0
⇒ z = ai, −ai, bi, −bi are the simple poles.
But only z = ai and z = bi lie inside C.
Z
∴ By Cauchy’s residue theorem, eiaz f (z)dz = 2πi[R(ai) + R(bi)]
C
w.E =
=
2bi(bi − ai)(bi + ai)
e−b
=−
e−b
=
e−b
asy
2bii(b − a)i(b + a) 2bi(b2 − a2 ) 2bi(a2 − b2 )
e−a e−b
Z " #
iz
∴ e f (z)dz = 2πi − +
2ai(a2 − b2 ) 2bi(a2 − b2 )
C
2πi
En " −a
e e−b
#
gin
= − +
2i(a2 − b2 ) a b
" −b −a
#
π e e
= 2 −
π
2
(a − b ) b
ee
" −b
e
a
e−a
# ZR Z
rin
Now, (1) =⇒ 2
(a − b2 ) b
−
a
=
−R
e ix
f (x)dx +
S
eiz f (z)dz
g.n (2)
et
1
Also | f (z)| = 2
→ 0 as |z| → ∞.
(x + a2 )(x2 Z+ b2 )
∴ By Jordan’s Lemma, eiz f (z)dz → 0 as R → ∞.
S
ZR " −b
e−a
#
π
Z
e
Now, (2) =⇒ eix f (x)dx + eiz f (z)dz = − . (3)
(a2 − b2 ) b a
−R S
Taking limit as R → ∞ on both sides we get
Z∞ " −b
e−a
#
ix π e
e f (x)dx = 2 −
(a − b2 ) b a
−∞
Z∞ " −b
e−a
#
cos bx + i sin bx π e
dx = 2 −
(x2 + a2 )(x2 + b2 ) (a − b2 ) b a
−∞
Z∞ Z∞ " −b
e−a
#
cos bx sin bx π e
dx + i dx = 2 −
(x + a2 )(x2 + b2 )
2 (x2 + a2 )(x2 + b2 ) (a − b2 ) b a
−∞ −∞
Equating the real parts on both sides, we get
Z∞ " −b
e−a
#
cos bx π e
dx = 2 −
(x2 + a2 )(x2 + b2 ) (a − b2 ) b a
−∞
Z∞
ww
" −b
e−a
# !
cos bx π e cos bx
2 dx = 2 − [∵ is even]
(x2 + a2 )(x2 + b2 ) (a − b2 ) b a (x2 + a2 )(x2 + b2 )
0
w.E ∴
Z∞
0
cos bx
(x2 + a2 )(x2 + b2 )
dx =
π
" −b
e
2(a2 − b2 ) b
−
e−a
a
#
.
cos mxasy Z∞
Example 4.106. Evaluate
0
x2 + a2
En
dx using contour integration. [Jun 2012]
gin
eimz
Z
Solution. Let us consider the integral dz, where C is the simple closed
z2 + a2
C
ee
curve consisting of the real axis from −R to R and the upper semi circle
S : |z| = R taken in the anticlockwise sense.
Let f (z) = 2
1
rin
g.n
z + a2
Z ZR Z
imz
Now e f (z)dz = eimx f (x)dx + eimz f (z)dz (1)
C
Let us evaluate
Z
imz
e
−R
f (z)dz.
s
Y
et
S
C
>
Z
By Cauchy’s residue theorem, eimz f (z)dz = 2πiR(ai).
C
z = ai is a simple pole.
✘ eimz e−am
−✘
(z ✘
= lim ✘ ai) ✘ = .
z→ai −✘
(z ✘
(z + ai)✘ ai) 2ai
2πie−am π
Z
∴ eimz f (z)dz = = e−am .
2ai a
C
ww Also | f (z)| = |
z2
1
+ a2
| → 0 as |z| → ∞.
Z
π
Now (1)⇒ e−am =
ZR
imx
e
s
eimz f (z)dz → 0 as R → ∞.
f (x)dx +
Z
eimz f (z)dz.
a
asy
Taking limit as R → ∞ we get
−R
s
π −am
e = lim En ZR
e imx
f (x)dx + lim
Z
eimz f (z)dz
a R→∞
gin
Z∞
−R
eimx
R→∞ s
ee
π −am
e = dx + 0
a x2 + a2
−∞
Z∞
cos mx + i sin mx rin
g.n
= dx.
x2 + a2
−∞
−∞
Z∞
cos mx
x2 + a2
dx =
πe−am
a
et
Z∞
cos mx πe−am
2 dx =
x2 + a2 a
0
Z∞
emx πe−am
dx = .
x2 + a2 2a
0
Exercise 4 F
Z2π Z∞
1 1
1. dθ. [Jun 2008] 11. dx. [Jun 2011]
5 + 4 cos θ (x2 + 1)2
0 0
Z2π Z∞
1 1
2. dθ. [Apr 2011] 12. dx.
a + b cos θ (x4 + 1)
ww 0 0
Z2π Z∞
1 x2 − x + 2
3. dθ. [Jun 2008] 13. dx.
w.E 0
Zπ
5 − 4 cos θ
−∞
Z∞
x4 + 10x2 + 9
asy
1
4. dθ. [Jun 2010] 14. dx.
a + b cos θ (1 + x2 )2
0 0
5.
Z2π
1
dθ. En 15.
Z∞
x2
dx.
0
Zπ
(a + b cos θ)2
gin 0
Z∞
(x2 + 1)2
6.
0
Z2π
a
a2 + sin2 θ
dθ, a > 0.
ee 16.
0
Z∞
x2
(x2 + 9)(x2 + 4)2
dx.
rin
[Dec 2009]
7.
0
1 + cos 2θ
5 + 4 cos θ
dθ. [May 2005] 17.
−∞
x2 − x + 2
x4 + 10x2 + 9
dx.
g.n [Dec 2010]
8.
Zπ
0
1 + cos 2θ
5 + 4 cos θ
dθ. [May 2003] 18.
Z∞
−∞
(x2
1
+ 1)(x2 + 4)
dx. et
Z2π Z∞
cos 2θ x sin x
9. dθ, |a| < 1. 19. dx.
1 − 2a cos θ + a2 x2 + a2
0 0
Zπ Z∞
1 cos ax
10. 2
dθ, a > 0. 20. dx.a > 0.
a2 + sin θ x2 + 1
0 0
1
cos 2θ = 1 ⇒ r2 = cos 2θ.
r2
a ∴ The series is
Now, f (z) =
1
z2 nee f (2) =
1
4
−2
f ′ (z) = 3 rin f ′ (2) =
−1
z
6
f ′′ (z) = 4 f ′′ (2) =
4
3 g.n
′′′
f (z) = 5
z
−24
z
f ′′′ (2) =
−3
4
8
et
1 1 3 3
f (z) = − − (z − 2) + (z − 2)2 − (z − 2)3 − . . .
4 4 × 1! 8 × 2! 4 × 3!
1 1 3 1
f (z) = − − (z − 2) + (z − 2)2 − (z − 2)3 − . . ..
4 4 16 8
10. Express the residue of f (z) = tan z at its singularities.
sin z
Solution. f (z) = tan z = .
cos z
The singularities are given by cos z = 0.
⇒ z = (2n + 1) π2 , n ∈ Z.
All the poles are simple poles.
g(z)
We know that if f (z) = where g(z) and h(z) are analytic at
h(z)
′
z = a and if h(a) = 0, h (a) , 0 and g(a) , 0 and finite then z = a
g(z)
is a simple pole of f (z) and R(a) = lim ′ .
z→a h (z)
Using the above result,
! we have !
sin z sin z
R (2n + 1) π2 = lim π = lim π = −1.
z→(2n+1) 2 cos z z→(2n+1) 2 − sin z
Part B
ww C
(z − 3)(z − 1)
Solution. The singular points are z = 3, 1.
w.E
Given C is |z| = 2.
a
z = 1 lie inside C and z = 3 lies outside C.
∴
z+1 syE
=
z−3
z+1
=
f (z)
where f (z) =
z+1
.
Z
z+1
Z
f (z) ngi
(z − 3)(z − 1) (z − 1) (z − 1) z−3
∴
(z − 3)(z − 1)
C
dz =
z−1
C
dz
nee
= 2πi × f (1)
rin
g.n
[By Cauchy’s integral formula].
Now, f (z) =
z+1
z−3
2
.
et
f (1) = = −1.
Z −2
z+1
∴ dz = 2πi(−1) = −2πi.
(z − 3)(z − 1)
C
Z2π
dθ
15. (a) (ii) Evaluate using contour integration.
13 + 12 sin θ
0
dz
Solution. Let z = eiθ , then dθ = .
! iz
1 1
Also, sin θ = z− .
2i z
Z 2π Z
1 1 dz
∴ dθ =
0 13 + 12 sin θ 13 + 1 iz
z− z 12
C 2i
Z
i dz
=
1 iz
13i + 6 z − z
C
Z
1
= dz
13iz + 6z2 − 6
C
Z
1
= dz
13i
6 z2 + 6 z −1
ww =
C
1
Z
1
dz
w.E 6
1
C
Z
z+ 13 2
12 i
1
−1+ 169
144
a syE
=
1
6
C
Z
z+ 13 2
12 i
+
1
25
144
dz
=
6
ngi C
z+ 13 2
12 i
+
2 dz
5
12
=
1
6
Z
nee 1
2 2 dz
rin
13 5i
C
z+ 12 i − 12
Z
1 1
=
6
z+ 13i
12 + 5i
12
z+ 13i
12 g.n
− 5i
12
dz
et
C
Z
1 1
= dz
6 z+ 3i
z+ 2i
C 2 3
1
Here f (z) = .
3i
z + 2 z + 2i3
−3i −2i
The poles are z = and z = , which are simple poles.
2 3
Now, C is |z| = 1.
−3i −3i 3i
When z = , |z| = | |= > 1.
2 2 2
−3i
∴ z= i lies outside C.
2
−2i −2i 2
When z = , |z| = = < 1.
3 3 3
−2i
∴ z= lies inside C.
3 Z !
−2i
By Cauchy’s residue theorem, f (z)dz = 2πiR .
3
! ! C
−2i 2i 1
Now, R = lim z +
3 z→ −2i
3
3 z + 2 z + 2i3
3i
1 6 6
= 2i 3i = = .
3 + 2
4i + 9i 13i
Z 2π !
1 1 −2i πi 6 2π
∴ dθ = 2πiR = × = .
0 13 + 12 sin θ 6 3 3 13i 13
ww
15. (b) (i) Expand
f (z) = 2
z
as a Laurent’s
in the regions
series the function
w.E
(z − 3z + 2)
(1) |z| < 1
a
(2) 1 < |z| < 2
(3) |z| > 2 .
z
syE z
Solution.
z
=
z2 − 3z + 2 (z − 1)(z − 2)
A B ngi
.
Let = +
(z − 1)(z − 2) (z − 1) (z − 2)
∴ z = A(z − 2) + B(z − 1). When z = 1 A = −1
nee
When z = 2 A=2 rin
∴ z
(z−1)(z−2) =
2
z−2
− 1
z−1 .
z
2
1
(1) When |z| < 1, < < 1.
2 g.n
Hence, f (z) = −
1
+
z−1 z−2
2 et
1 2
=− +
− 1−z −2 1 − 2z
−1 2 z −1
= 1−z + 1−
−2 2
z z2 z3
= 1 + z + z2 + z3 + · · · − 1 + + + + · · ·
2 4 8
(2) Consider 1 < |z| < 2.
1
When 1 < |z| we have |z| > 1 ⇒ < 1.
|z|
z
When |z| < 2, < 1.
2
w.E
f (z) = −
1
z−1 z−2
+
2
a =−
z 1− z
1
syE
1
+
2
z 1 − 2z
1
=− 1−
z z ngi
1 −1 2
+ 1−
z
2 −1
z
1 1 1 1
nee 2
= − 1 + + 2 + 3 + ··· + 1 + + 2 + 3 + ···
z z z z z
2 4
z z
8
z
1 1 1 1
rin
= − − 2 − 3 − 4 − ··· + + 2 + 3 + 4 ···
2 4 8 16
z z z z
= z−1 + 3z−2 + 7z−3 + 15z−4 + . . . .
z z z
g.n
z
Z∞
x sin mx
et
15. (b) (ii) Evaluate dx where a > 0, m > 0.
x2 + a2
0
Solution. Refer Example 5.104 on page 530 of the main text
book.
Z2π
dθ
10. Express as complex integration.
2 cos θ + sin θ
0
dz
Solution. Let z = eiθ . Then dθ = .
! iz !
1 1 1 1
cos θ = z + , sin θ = z− .
2 z 2i z
As θ varies from 0 to 2π, z moves along the unit circle |z| = 1.
Z2π Z
1 1 dz
∴ dθ = × where c is |z| = 1.
2 cos θ + sin θ 1 1
z + z + 2i z − z1 iz
0 c
Part B
ww
15. (a) (i) Using Cauchy’s integral formula evaluate
I
e2z
dz
w.E
where C is |z| = 2.
C
(z + 1)4
a syE
Solution. Given, C is |z| = 2.
The singular points are given by (z + 1)4 = 0 ⇒ i.e., z = −1.
ngi
z = −1 is a singular point which lies inside C.
By Cauchy’s integral formula.
nee
rin
where f (z) = e2z
Z
f (z)
dz f ′ (z) = 2e2z g.n
c (z + 1)
= 2πi
4
f ′′′ (−1)
3!
f ′′ (z) = 4e2z
′′′ 2z
et
f (z) = 8e
2πi 8
= × 2 8
6 e ⇒ f ′′′ (−1) = 8e−2 = .
8πi e2
= 2.
3e
Z∞
dx
15. (a) (ii) Evaluate using contour integration.
x4 + a4
0
1
Solution. Let f (x) = 4 .
Z ∞x + a4 Z
1dx 1 ∞ dx
Since f (x) is even = .
0 x4 + a4 2 −∞ x4 + a4
a π 3π
syE
5π 7π
∴ z = aei 4 , aei 4 , aei 4 , aei 4 .
Let the poles be z1 , z2 , z3 and z4 .
π π
π
z1 = aei 4 = a cos + i sin
4
a a
= √ +i√ .
4 ! 2 2 ngi
i 3π
z2 = ae 4 = a cos
3π
4
+ i sin
3π
4
−a
= √ +i√ .
2
a
2 nee
rin
5π −a a
z3 = aei 4 = √ − i √ . g.n
i 7π
2
z4 = ae 4 = a cos
7π
4
2
+ i sin
7π
4
!
a a
= √ −i√ .
2 2
et
Only z1 and z2 lie inside C.
By
Z Cauchy’s residue theorem,
h 3π i
i π4
f (z)dz = 2πi R(e ) + R(ei 4 ) .
C
π
Now, R(ei ) = R(z1 ) = lim (z − z1 ) f (z)
4 z→z1
1
= lim (z − z1 )
z→z1 (z − z1 )(z − z2 )(z − z3 )(z − z4 )
1
=
(z1 − z2 )(z1 − z3 )(z1 − z4 )
1
= √ √ √ √
a3 2( 2 + i 2)( 2i)
1 1
= √ √ √ = √
a 2 2(1 + i) 2i 2(i − 1)a3 2
3
3π
R(ei ) = R(z2 ) = lim (z − z2 ) f (z)
4 z→z2
1
= lim (z − z2 )
z→z2 (z − z1 )(z − z2 )(z − z3 )(z − z4 )
1
=
(z2 − z1 )(z2 − z3 )(z2 − z4 )
1
= √ √ √ √
ww =
−a3 2(− 2 + i 2)( 2i)
√
1
= √
1
a
∴
2a3 2(i − 1) 2a3 2(i + 1)
=
C
2πi syE
"
1+i+1−i
#
2a3 2
−π
√
−2
ngi
= √ .
a3 2 nee
∴⇒ (1)
ZR
f (x)dx +
Z
rin
f (z)dz = √
−π
(2)
−R S
3
a 2
g.n
Now, lim z f (z) = lim
z→∞ z→∞ z4
z
+Z1
→ 0.
et
∴ By Cauchy’s lemma, f (z)dz → ∞ as R → ∞.
S
ZR Z
π
∴ (2) =⇒ lim f (x)dx + lim f (z)dz = √
R→∞ R→∞ a3 2
−R S
Z∞
π
f (x)dx = √
a3 2
−∞
Z∞
π
∴ f (x)dx = √
2a3 2
0
Z∞
1 π
i.e., dx = √ .
x4 + 1 3
2a 2
0
z2 − 4z + 2
15. (b) (i) Obtain the Laurent’s expansion of f (z) =
z3 − 2z2 − 5z + 6
in 3 < |z + 2| < 5.
z2 − 4z + 2
Solution. Given, f (z) =
z3 − 2z2 − 5z + 6
z2 − 4z + 2
= .
(z − 1)(z − 3)(z + 2)
2
z − 4z + 2 A B C
Let = + + .
ww 2
(z − 1)(z − 3)(z + 2) z − 1 z − 3 z + 2
z − 4z + 2 = A(z − 3)(z + 2) + B(z − 1)(z + 2) + C(z − 1)(z − 3).
w.E
When z = 1
When z = 3
9 − 12 + 2 = B(2)(5)
When z = −2
4 + 8 + 2 = C(−3)(−5)
a
1 − 4 + 2 = A(−2)(3) syE B=
−1
10
. C=
14
15
.
A=
1
6
.
ngi
z2 − 4z + 2 1 1 1 1 nee
14 1
.
f (z) = = − +
rin
(z − 1)(z − 3)(z + 2) 6 z − 1 10 z − 3 15 z + 2
C is 3 < |z + 2| < 5.
Let z + 2 = t. g.n
C is 3 < |t| < 5.
∴ f (z) =
1 1
−
1 1
+
14 1
6 t − 3 10 t − 5 15 t
.
et
3
When 3 < |t| ⇒ < 1.
|t|
|t|
When |t| < 5 ⇒ < 1.
5
1 1 1 1 14 1
∴ f (z) = + +
6t 1− 3 50 1 − t 15 t
t 5
!−1
1 3 1 t −1 14
= 1− + 1− +
6t t 50 5 15t
! !
1 3 9 1 t t2 14
= 1 + + 2 + ··· + 1+ + + ··· +
6t t t 50 5 25 15t
!
1 1 3 1 t t2 14
= + 2 + 3 + ··· + 1+ + + ··· +
6t 2t 2t 50 5 25 15t
!
7 1 3 1 t t2
= + 2 + 3 + ··· + 1+ + + ···
30t 2t 2t 50 5 25
7 1 3
∴ f (z) = + + + ···
30(z + 2) 2(z + 2)2 2(z + 2)3
!
1 (z + 2) (z + 2)2
+ 1+ + + ··· .
50 5 25
Z
z3 dz
15. (b) (ii) Evaluate where C is |z| = 2.5; using
(z − 1)4 (z− 2)(z − 3)
C
ww residue theorem.
Solution. Refer Example 5.80 on page 492 of the main text
book. w.E
a
2.4.3 April/May 2015 [R 2013]syE
Part A ngi
9. State Cauchy’s integral theorem. nee
rin
Solution. If f (z) is an analytic function within and on a simple
closed contour C taken in the positive sense and if a is any
interior point of C, then g.n
f (a) =
1
2πi
I
f (z)
z−a
dz.
et
C
!
1
10. Identify the type of singularity of function sin .
1−z
3 5
θ θ
Solution. we know that sin θ = θ − + − ···
! 3! 5!
1 1 1 1 1 1
sin = − + − ···
1 − z ! 1 − z 6 (1 − z)3 120 (1 − z)5
−3 −5
1 (1 − z) (1 − z)
sin = (1 − z)−1 − + − ···
1−z 6 120 !
1
Since the Laurent’s series expansion of sin contains
1−z
Part B
Z
z2
15. (a) (i) Evaluate dz where C is |z| = 3.
(z − 1)2 (z + 2)
C
Solution. The singular points are given by (z − 1)2 (z + 2) = 0.
⇒ z = 1 and z = −2.
C is the circle |z| = 3
The center is (0, 0) and radius 3.
C a
(z − 1)2 (z + 2)
dz =
syE C
Z
(z − 1)2
f (z)
dz
z2
=
C
(z − 1)2
ngi
dz Where f (z) =
(z + 2)
= 2πi
f ′ (1)
1! nee
by Cauchy’s integral formula.
= 2πi
5
rin
f ′ (z) =
(z + 2) · 2z − z2
10πi
9
f ′ (1) =
g.n
(z + 2)2
(3)(2) − 1 5
= .
=
Consider z = −2
9 32 9
et
Z Z z2
z2 (z−1)2
dz = dz
(z − 1)2 (z + 2) (z − 2)
C C
Z
f (z) z2
= dz Where f (z) =
(z − 2) (z − 1)2
C
Z
z2 10πi 8πi
∴ dz = +
(z − 1)2 (z + 2) 9 9
C
18πi
= = 2πi.
9
z2 − 1
15. (a) (ii) Find the Laurent’s series expansion of f (z) =
(z + 2) (z + 3)
valid in the regions |z| < 2 and 2 < |z| < 3.
z2 − 1
Solution. Let f (z) = .
(z + 2)(z + 3)
The singular points are z = −2 and z = −3.
w.E
Hence f (z) can be expanded as a power series about z = 0.
Splitting f (z) into partial fractions we get
a syEz2 − 1
= A+
B
+
C
ngi
(z + 2)(z + 3) z+2 z+3
nee
z2 − 1 = A(z + 2)(z + 3) + B(z + 3) + C(z + 2).
Given 2 < |z| < 3. This region is annular about z = 0 and f (z) is
et
analytic in this region.
∴ f (z) has a Laurent’s series about z = 0.
z
|z| < 3 ⇒ < 1.
3
z 2
|z| > 2 ⇒ > 1 ⇒ < 1
2 z
3 8
Now, f (z) = 1 + −
z+2 z+3
3 8
=1+ −
2
z 1+ z 3 1 + 3z
!−1
3 2 8 z −1
=1+ 1+ − 1+
z z 3 3
! !
3 2 4 8 8 z z3 z3
=1+ 1 − + 2 − 3 + ··· − 1− + − + ···
z z z z 3 3 9 27
!
−1 −2 −3 −4 8 z z2 z3
= 1 + 3(z − 2z + 4z − 8z + · · · ) − 1− + − + ··· .
3 3 9 27
Z∞
dx
15. (b) Evaluate 2 , (a > 0) using contour integration.
x2 + a2
0
Z∞
x2
ww Solution. Let I =
−∞
(x2 + a2 )2
dx.
w.E
The integrand is of the form
P(x)
Q(x)
where the degree of Q(x) is
atleast 2 more than that of P(x) and Q(x), does not vanish for
a
any real x.
Consider the integral
syE Z
z2
dz where C is the simple
C ngi
(z2 + a2 )2
nee
closed curve consisting of the real axis from −R to R and the
upper semi circle S : |z| = R taken in the anticlockwise
direction.
rin
g.n
et
Y
z2
Let f (z) = S
(z2 + a2 )2
>
z2 • ia
=
[(z + ia)(z − ia)]2 > X
z2 −R
• −ia
R
= .
(z + ia)2 (z − ia)2
Z ZR Z
Now f (z)dz = f (x)dx + f (z)dz (1)
s
C −R
Z
Let us evaluate f (z)dz.
C
The poles are given by (z + ia)2 (z − ia)2 = 0
w.E =
(2ai)4
(−4a × 2ai) + 4ia3
2
a =
=
16a4
syE
(−8a i) + 4a3 i
3
16a4
=
−4a3 i −i
= ngi
∴
Z 16a4 4a
f (z)dz = 2πi × R(ai) = 2πi
−i
=
π
.
nee
C
4a 2a
rin
By Cauchy’s lemma,
Z
g.n
f (z)dz = 0 as R → ∞.
π
ZR
S
Z
et
∴ (1) ⇒ = f (x)dx + f (z)dz
2a s
−R
ZR Z
π
= lim f (x)dx + lim f (z)dz
2a R→∞ R→∞ s
−R
Z∞
π x2
= dx + 0
2a (x2 + a2 )2
−∞
Z∞
x2 π
dx = .
(x2 + a2 )2 2a
−∞
w.E
10. Find the residue of f (z) =
z2
(z − 2)(z + 1)2
Solution. z = 2 is a simple pole.
at z = 2.
ngi −✘
(z ✘
= lim ✘ 2)
✘(z ✘ ✘
z2
− 2)(z + 1)2
z→2
= lim
z2 nee = .
4
z→2 (z + 1) 2
rin 9
Part B
Z
z+1 g.n
15. (a) (i) Evaluate
C
z2 + 2z + 4
using Cauchy’s integral formula.
et
dz where C is the circle |z + 1 + i| = 2
z2 + 2z + 4 = 0
z2 + 2z + 1 + 3 = 0
(z + 1)2 + 3 = 0
(z + 1)2 = −3
√
z + 1 = ± 3i
√
z = −1 ± 3i
C is the circle |z + 1 + i| = 2
√ √
z = −1 + i 3 lies inside C where as z = −1 − i 3 lies out side C.
Z Z
z+1 z+1
dz = √ √ dz
z2 + 2z + 4 (z + 1 + i 3)(z + 1 − i 3)
C C
Z z+1√
z+1−i 3
= √ dz
(z + 1 + i 3)
C
Z
f (z) z+1
= √ dz Where √
(z + 1 + i 3) z+1−i 3
C
√
w.E = 2πi ×
√
−i 3
√ √
−1 − i 3 + 1 − i 3
a = 2πi ×
syE −2i 3
√ = πi.
1
ngi
15. (a) (ii) Find the Laurent’s series expansion of f (z) =
(z − 1)(z − 2)
Solution. f (z) =
1
= nee
valid in the regions |z| > 2 and 0 < |z − 1| < 1.
(z − 1) − (z − 2)
=
1
−
1
.
1 1
(z − 1)(z − 2)
Since |z| > 2, < < 1 Also 1 >
2
rin
(z − 1)(z − 2)
⇒
2
< 1.
z−2 z−1
z 2
Hence, f (z) can be written as,
|z| |z|
g.n
∴ f (z) =
1
z 1− z2
−
1
z 1 − 1z
et
!−1 !−1
1 2 1 1
= 1− − 1−
z z z z
! !
1 2 4 8 1 1 1 1
= 1 + + 2 + 3 + ··· − 1 + + 2 + 3 + ···
z z z z z z z z
! !
1 2 4 8 1 1 1 1
= 1 + + 2 + 3 + ··· − 1 + + 2 + 3 + ···
z z z z z z z z
!
1 1 3 7
= + + + ··· .
z z z2 z3
1 1
(ii) We have f (z) = − .
z−2 z−1
1 1 1 1
f (z) = − = −
z−2 z−1 t+1−2 t+1−1
1 1
= −
t−1 t
1
= −t−1 −
1−t
= −t−1 − (1 − t)−1
ww = −(t)−1 − [1 + t + t2 + t3 + · · · ]
" #
w.E "
1
= − + 1 + t + t2 + t3 + · · ·
t
#
a =−
1
(z − 1)
syE
+ 1 + (z − 1) + (z − 1)2 + (z − 1)3 ) + · · · .
Z2π
dθ ngi
15. (b) (i) Evaluate
0
13 + 5 cos θ nee
using contour integration.
dz
Solution. Let z = eiθ , then dθ = .
! iz rin
Also, cos θ =
1 1
z+ . g.n
2 z
As θ varies from 0 to 2π, z moves along the unit circle
|z| = 1.
et
Z 2π Z
1 1 dz
∴ dθ =
0 13 + 5 cos θ 5
13 + z + z 1 iz
C 2
Z
1 2 dz
= 2
i 26 + 5 z z +1 z
C
Z
2 z✄ dz
=
i 26z + 5z2 + 5 z✄
C
Z
2 1
= dz
i 5(z + 26
2
5 z + 1)
C
Z
2 1
= 2 dz
5i z+ 13
+1− 169
C 5 25
Z
2 1
= dz
5i 13 2 25−169
C z+ 5 + 25
Z
2 1
= dz
5i 13 2 144
C z+ 5 − 25
Z
2 1
=
5i 2 2 dz
13 12
C z+ 5 − 5
Z
2 1
= dz
ww 5i 13 12 13 12
z+ 5 + 5 z+ 5 − 5
C
Z
2 1
w.E =
5i
C
Z
(z + 5) z + 15
dz
a syE
=
2
5i
C
f (z)dz where f (z) =
1
(z + 5) z + 15
Z∞
x2 dx
15. (b) (ii) Evaluate using contour integration.
(x2 + 9)(x2 + 4)
0
x2
Solution. Let f (x) = .
(x2 + 9)(x2 + 4)
R∞ 1
R∞
Since f (x) is even, f (x)dx = 2 f (x)dx.
0 −∞
Z ∞
x2
Let I = 2 2
.
−∞ (x + 9)(x + 4)
>
2 more than that of P(x) and • ai
(z2
z2
+ 9)(z2 + 4)
dz where C is the simple
w.E C
closed curve consisting of the real axis from −R to R and the
Z
a
upper semi circle S : |z| = R taken in the anticlockwise sense.
Z R syE Z
Now, f (z)dz =
C
f (x)dx+ f (z)dz
−R
ngi S
We shall evaluate
R
f (z)dz. nee (1)
C
rin
We have, f (z) =
(z2
z2
2
=
z2
+ 9)(z + 4) (z + 3i)(z − 3i)(z + 2i)(z − 2i) g.n
±3i and ±2i are the simple poles. et
But 3i and 2i only lie inside C.
∴ By Cauchy’s residue theorem
Z
f (z)dz = 2πi[R(3i) + R(2i)].
C
z2
R(3i) = lim (z − 3i)
z→3i (z + 3i)(z − 3i)(z2 + 4)
−9 3 3
= = = .
2 × 3i(4 − 9) 2i(9 − 4) 10i
2 −2
R(bi) = =
2i(4 − 9) 10i
Z !
3 2
Now, f (z)dz = 2πi −
10i 10i
C
1 π
= 2πi = .
10i 5
Z R Z
π
∴ (1) =⇒ f (x)dx + f (z)dz = . (2)
−R S 5
z3
Also, lim z f (z) = lim → 0 as z → ∞
z→∞ z→∞ (z2
+ 9)(z2 + 4)
Z
∴ By Cauchy’s lemma, f (z)dz → 0 as R → ∞.
ww ZR
S
Z
π
w.E Now (2) =⇒ lim
R→∞
−R
f (x)dx + lim
R→∞
S
f (z)dz =
5
.
a syE lim
R→∞
Z R
f (x)dx =
π
5
Z −R
∞
ngi f (x)dx =
π
5
Z−∞
∞
nee
f (x)dx =
π
.
0
rin
10
ww Z
f (z)dz = 2πi(R(z1 ) + R(z2 ) + · · · + R(zn ))
w.E C
Part B
a syE
15. (a) (i) Obtain the ngi
Laurent’s series expansion of
f (z) =
z2 − 1
(z + 2)(z + 3)
in 2 < |z| < 3. nee
Solution. Let f (z) =
z2 − 1
. rin
(z + 2)(z + 3)
The singular points are z = −2 and z = −3.
g.n
Both the singular points lie outside |z| < 2.
∴ f (z) is analytic in the open disc |z| < 2.
et
Hence f (z) can be expanded as a power series about z = 0.
Splitting f (z) into partial fractions we get
z2 − 1 B C
= A+ +
(z + 2)(z + 3) z+2 z+3
z2 − 1 3 8
∴ =1+ −
(z + 2)(z + 3) z+2 z+3
Given 2 < |z| < 3. This region is annular about z = 0 and f (z) is
analytic in this region.
∴ f (z) has a Laurent’s series about z = 0.
z
|z| < 3 ⇒ < 1.
3
z 2
|z| > 2 ⇒ > 1 ⇒ < 1
2 z
3 8
Now, f (z) = 1 + −
z+2 z+3
ww =1+
3
z 1+ z2
−
8
3 1 + 3z
=1+ w.E
3
z
1+
2
z
!−1
8
− 1+
3
z −1
3
=1+
3
z
a 2 4 8
1 − + 2 − 3 + ··· −
z z z
!
syE 8
3
z z3 z3
1− + −
3 9 27
+ ···
!
−1 −2 −3 −4
= 1 + 3(z − 2z + 4z − 8z + · · · ) −
8
3
1− + −ngi
z z2 z3
3 9 27
!
+ ··· .
nee
15. (a) (ii) Evaluate
Z2π
dθ
. rin
0
13 + 5 sin θ
dz g.n
Solution. Let z = eiθ , then dθ = .
Also, sin θ =
1
z− .
1
! iz et
2i z
As θ varies from 0 to 2π, z moves, on the unit circle
|z| = 1.
Z 2π Z
1 1 dz
∴ dθ =
0 13 + 5 sin θ 13 + 5 1 iz
z− z
C 2i
Z
2i dz
=
1 iz
26i + 5 z − z
C
Z
1
=2 dz
26iz + 5z2 − 5
C
ww 2
5
C
Z
z+ 5 i −
1
5
w.E =
5
C
Z
z+ 13i
5 + 12i
5
z+ 13i
5 − 12i
5
dz
a syE =
2
5
C
1
(z + 5i) z + 5i
dz
Here f (z) =
1
ngi
.
(z + 5i) z + 5i
−i
The poles are z = −5i and z = , which are simple poles. nee
Now, C is |z| = 1.
5
rin
When z = −5i, |z| = | − 5i| = 5 > 1. g.n
∴ z = −5i lies outside
−i
5
C.
−i
When z = , |z| = = < 1.
5
1
5
et
i
∴ z = lies inside C.
5 Z −i
By Cauchy’s residue theorem, f (z)dz = 2πiR .
5
C
−i i 1 1 5
Now, R = lim−i z + = = .
5 z→ 5 5 (z + 5i) z + i −i + 5i 24i
5
Z 2π −i 4πi 5
1 2 π
∴ dθ = 2πiR = = .
0 13 + 5 sin θ 5 5 5 24i 6
Z
(z − 1)
2
dz, where C is |z − i| = 2.
C (z + 1) (z − 2)
z−1
Solution. Let f (z) = .
(z + 1)2 (z − 2)
The poles are given by z = −1 and z = 2.
z = −1 is a pole of order 2 and z = 2 is a simple pole.
C is |z − i| = 2.
√ √
When z = −1, |z − i| = | − 1 − i| = 1 + 1 = 2 < 2.
⇒ z = −1 lies inside C.
√ √
When z = 2, |z − i| = |2 − i| = 4 + 1 = 5 > 2.
ww ∴ z = 2 lies outside C.
∴ By Cauchy’s residue theorem
Z
f (z)dz = 2πiR(−1).
R(−1) = a 1
lim
d
syE
(2 − 1)! z→−1 dz
!
2
(z + 1) f (z) = lim
d
z→−1 dz
(z + 1) 2 z−1
(z + 1)2 (z − 2)
!
= lim
d z−1
z→−1 dz z − 2
= lim
z→−1 ngi
z − 2 − (z − 1) −3 + 2 −1
(z − 2)2
=
9
=
9
.
Z
z−1 nee −1
!
2πi
Hence,
C
2
(z + 1) (z − 2)
rin
dz = 2πiR(−1) = 2πi
9
=−
9
.
Z∞ g.n
15. (b) (ii) Evaluate by using contour integration
1
0
dx
(1 + x2 )2
.
et
Solution. Let f (x) =
(1 + x2 )2
Z∞ Z∞
1
Since f (x) is even, f (x)dx = f (x)dx.
2
0 −∞
Z∞
1
Let I = dx.
(1 + x2 )2
−∞
P(x)
The integrand is of the form , where degree of Q(x) is
Q(x)
atleast 2 more than that of P(x) and
Z Q(x) does not vanish for
1
any real x. Consider the integral dz where C is the
C (1 + z2 )2
Z
We shall evaluate f (z)dz.
C
1 1 1
We have f (z) = = = .
(z2 + 1)2 [(z + i)(z − i)]2 (z + i)2 (z − i)2
w.E
are of order 2. Only i will lie
>
inside C.
By a syE
Z Cauchy’s residue theorem (−R, 0)
• i
>
(R, 0)
ngi
• −i
f (z)dz = 2πiR(i).
C
R(i) =
1 d
lim (z − i)2 f (z)
nee
1! z→i dz
d 1 rin
= lim (z − i)2
z→i dz (z + i)2 (z − i)2
g.n
2
d
= lim (z + i)−2 = lim −2(z + i)−3
z→i dz
2
z→i
1
et
=− =− = .
(2i)3 −8i 4i
Z
1 π
∴ f (z)dz = 2πi × = .
C 4i 2
z z 1
Also lim z f (z) = lim 2 = lim = lim = 0.
z→∞ z→∞ (z + 1)2 z→∞ 4 1 2 z→∞ 3 1 2
z 1+ z2
z 1+ z2
Z
∴ By Cauchy’s lemma, f (z)dz = 0.
S
R RR R
Now (1)⇒ C
f (z)dz = f (x)dx + f (z)dz.
−R S
Z Z∞ Z
f (z)dz = f (x)dx + lim f (z)dz
C z→∞ S
−∞
Z∞
π 1
= dx + 0
2 (1 + x2 )2
−∞
Z∞ Z∞
π 1 1 π
=2 dx ⇒ dx = .
2 (1 + x2 )2 (1 + x2 )2 4
0 0
ww
2.4.6 November/December 2013[R 2008]
Part A
w.E
9. Evaluate
a Z
z+4
z2 + 2z
syE 1 1
dz, where C is |z − | = .
Solution.
C
ngi
2 3
nee
1 1
C is the circle |z − | = .
2 3 rin Y
1/2
X
et
∴ 2 is analytic everywhere
z + 2z
inside C.
Z Z
z+4 z+4
2
dz = dz = 0.
z + 2z z(z + 2)
C C
1 − e2z
10. Find the residue of at z = 0.
z4
2z
1−e
Solution. Let f (z) = .
z4
1 d2
∴ R(0) = lim 2 (z − 0)3 f (z)
(3 − 1)! z→0 dz
" #
1 d2 3 1 − e2z
= lim z
2 z→0 dz2 z4
2
" #
1 d 1 − e2z
= lim 2
2 z→0 dz z
4z2 8z3
1 2
d 1 − 1 − 2z − 2! − 3! − · · ·
= lim
2 z→0 dz2 z
" #
1 d 8z
ww =
1
lim
2 z→0 dz
"
−8
2−
3
− ···
#
1 −8
!
4
w.E = lim
2 z→0 3
+ powers of z =
2 3
=− .
3
Part B
a syE z2
15. (a) (i) Find the residues of f (z) =
ngi
(z + 2)(z − 1)2
singularities using Laurent’s series expansion.
at its isolated
z2 A B neeC
Solution.
(z + 2)(z − 1) 2
= + +
rin
z + 2 z − 1 (z − 1)2
g.n
z2 = A(z − 1)2 + B(z − 1)(z + 2) + c(z + 2).
When z = 1, 3C = 1 ⇒ C =
1
3
When z = −2, 9A = 4 ⇒ A = .
.
4
et
9
A+B=1
4 5
B=1−A=1− = .
9 9
z2 4 1 5 1 1 1
∴ = + + .
(z + 2)(z − 1)2 9 z + 2 9 z − 1 3 (z − 1)2
1
The residues at the singularity z = −2 is the coefficient of in
z
4 1
the expansion of .
9z+2
!−1
4 1 4 1 41 2
Now, · = · = 1+
9 z+2 9 z 1+ 2 9z z
z
" # " #
41 2 4 8 4 1 2 4
= 1 − + 2 − 3 ··· = − 2 + 3 ···
9z z z z 9 z z z
1 4
∴ Residue at z = −2 = Coefficient of = .
z 9
1
The residue at the singularity z = 1 is the coefficient of in the
z
5 1 1 1
ww expansion of +
9 z − 1 3 (z − 1)2
.
w.E
Now,
5 1
+
1 1
=
9 z − 1 3 (z − 1)2 9z 1 − 1
5
z
+
1
3z2 1 − 1z
2
= a5
9z
"
1−
1
z
!−1
syE1
+ 2 1−
3z
1
z
!−2
# " #
=
5
9z
1 1 1
ngi 1 2 3
1 + + 2 + 3 + ··· + 2 1 + + 2 + ··· .
z z z 3z z z
nee
1 5
Residues at z = 1 = Coefficient of = .
z 9
rin
15. (a) (ii) Evaluate
Z2π
cos 2θ
dθ using contour integration. g.n
0
5 + 4 cos θ
iθ
Solution. Let z = e , then dθ =
dz
and cos θ =
1 1
z+ .
! et
iz 2 z
As θ varies from 0 to 2π, z moves along |z| = 1.
∴ C is |z| = 1.
Now z2 = ei2θ = cos 2θ + i sin 2θ.
∴ cos 2θ = R.P.ei2θ .
Z2π Z
cos 2θ z2 dz
∴ dθ = R.P
5 + 4 cos 2θ 1
5+4× z+ z 1 iz
0 C 2
!Z
1 z
= R.P 2 dz
i 5 + 2 z z+1
C
Z
z2
= R.P(−i) dz
2z2 + 5z + 2
C
−i Z z2
= R.P dz
2 z2 + 52 z + 1
C
−i Z z2
= R.P 2 dz
2 z + 54 + 1 − 25
C 16
−i Z z2
= R.P 2 dz
2 z + 54 − 9
C 16
−i Z z2
ww = R.P
2
−i Z
C
2 2 dz
z + 54 − 43
w.E = R.P
2
z+ 5
4
z2
− 43 z + 5
4 + 3
4
dz
a
C
−i Z
syE
= R.P
2
z2
z + 12 (z + 2)
dz
= R.P ngi
−i Z
C
rin 1
The singular points are z = −
Now C is |z| = 1.
2
and z = −2.
g.n
1 1 1
When z = − , |z| = | − | = < 1.
2
∴ z = − 21 lies inside C.
2 2
et
When z = −2, |z| = | − 2| = 2 > 1.
∴ z = −2 lies outside C.
1
z = − is a simple pole.
2
! ! !
1 1 1 z2
R − = lim z + f (z) = lim z +
2 z→− 12 2 z→− 21 2 z + 1 (z + 2)
2
1 1
z2 4 4 1 2 1
= lim = = = × = .
z→− 12 z + 2 − 12 + 2 3
2
4 3 6
Z∞
x2 − x + 2 5π
15. (b) (i) Show that dx = .
x4 + 10x2 + 9 12
−∞
Z∞
ww Solution. Let I =
x2 − x + 2
x4 + 10x2 + 9
dx.
w.E
The integrand is of the form
−∞
P(x)
Q(x)
where, the degree of Q(x) is
a
atleast 2 more than that of P(x) and Q(x) does not vanish for
any real x. syE Z
z2 − z + 2
Consider the integral
ngi
z4 + 10z2 + 9
dz, where C is the simple
nee
C
closed curve consisting of the real axis from −R to R and the
upper semi circle
S : |z| = R, taken in the anticlockwise sense. rin
Let f (z) = 4
z2 − z + 2
. g.n
et
z + 10z 2
Z Z +9 Z R
Now f (z)dz = f (x)dx + f (z)dz. (1)
−R s
C Z
Let us evaluate f (z)dz.
C
The poles are given by Y
z4 + 10z2 + 9 = 0
• 3i
(z2 + 1)(z2 + 9) = 0
>
• i
2 2
z + 1 = 0, z +9=0 > X
−R R
• −i
z2 = −1, z2 = −9
• −3i
z = ±i, z = ±3i.
✘
✘ z2 − z + 2
w.E = lim ✘
z→3i
(z ✘
− 3i)
−9 − 3i + 2 −7 − 3i
(z ✘
+ 1)✘ ✘ + 3i)
✘
(z2
− 3i)(z
7 + 3i 7 + 3i
∴
Z a
=
(−9 + 1)6i
f (z)dz = 2πi
"
=
syE
1 − i 7 + 3i
+
−48i
#
=−
−48i
=
48i
.
C
"
16i 48i
# ngi
= 2πi
3 − 3i + 7 + 3i
48i
= 2π ×
10 5π
=
48 12
.
nee
By Cauchy’s lemma
Z
f (z)dz = 0 as R → ∞. rin
S
g.n
∴ (1) ⇒
5π
12
=
ZR
−R
f (x)dx +
Z
s
f (z)dz et
Taking lim as R → ∞ we get
ZR Z
5π
= lim f (x)dx + lim f (z)dz
12 R→∞ R→∞
−R s
Z∞
5π
= f (x)dx + 0
12
−∞
Z∞
x2 − x + 2 5π
∴ dx = .
x4 + 10x2 + 9 12
−∞
Z
z+1
15. (b) (ii) Evaluate dz where C is |z + 1 + i| = 2 using
(z2 + 2z + 4)2
C
Cauchy’s integral formula.
Solution. z2 + 2z + 4 = (z + 1)2 + 4 − 1
√ √
= (z + 1)2 + 3 = (z + 1 + 3i)(z + 1 − 3i).
√ √
The singular points are −1 − 3i and −1 + 3i.
√ √
When z = −1 − 3i, |z + 1 + i| = | − 1 − 3i + 1 + i|
√ √
= |i(1 − 3)| = | 3 − 1| < 2.
ww ∴ z = −1 −
√
3i lies inside C.
w.E √ √
When z = −1 + 3i, |z + 1 + i| = | − 1 + 3i + 1 + i|
a √
syE √
= |i( 3 + 1)| = 3 + 1 > 2.
√
ngi
∴ z = −1 + 3i lies out side C.
∴
(z2
z+1
+ 2z + 4) 2
= √
z+1
nee
√
z+1
√ rin
[(z + 1 3i)(z + 1) − 3i]2
=
(z+1− 3i)2
√
(z + 1 + 3i)2 g.n
Z
=
f (z)
√
(z + 1 + 3i)
Z
2
where f (z) =
z+1
√
√
(z + 1 − 3i)2
. et
z+1 f (z)
∴ 2 2
dz = √ dz = 2πi × f ′ (−1 − 3i)
(z + 2z + 4) (z + 1 + 3i)2
[By Cauchy’s integral formula]
z+1
Now, f (z) = √
(z + 1 − 3i)2
√ √
(z + 1 − 3i)2 − (z + 1) · 2(z + 1 − 3i)
f ′ (z) = √
(z + 1 − 3i)4
√ √ 2 √ √ √
′
√ (−1 − 3i − 3i) − (−1 − 3i + 1) · 2(−1 − 3i + 1 − 3i)
f (−1 − 3i) = √ √
(−1 − 3i + 1 − 3i)4
√ √ √
(−2 3i)2 − 2(− 3i)(−2 3i)
= √
(−2 3i)4
4 × 3 × (−1) − 4 × 3(−1) −12 + 12
= = = 0.
16 × 9 144
Z
z+1
∴ dz = 2πi × 0 = 0.
(z + 2z + 4)2
2
C
w.E 1
Since C is |z| = , z = −1 lies outside C.
2
∴ a
3z2 + 7z + 1
z+1
syE
is analytic inside C.
Z
3z2 + 7z + 1
∴ By Cauchy’s theorem,
C
ngi
z+1
dz = 0.
Part B
z2 − 1
15. (a) (i) Expand the function f (z) = in Laurent’s series
z2 + 5z + 6
for |z| > 3.
z2 − 1 z2 − 1
Solution. Let f (z) = 2 = .
z + 5z + 6 (z + 2)(z
+ 3)
z 3 1 1
|z| > 3 ⇒ > 1 ⇒ < 1 ⇒ <
3 z z 3
2 2
< <1
|z| 3
ww f (z) = 1 +
3
−
8
w.E=1+
z+2 z+3
3
−
8
a
2
z 1+ z z 1 + 3z
=1+
3
1+ syE
2
!−1
−
8
1+
3
!−1
=1+
z
3
z
2 4
z
ngi
8
1 − + 2 − 3 + ··· −
z
!
8 3 9 27
1 − + 2 − 3 + ···
!
z z z
3 6 12 24
z
nee
2 z z
8 24 72
z
=1+ − +
2 z2 z3 z z z
rin
− 4 + ··· − + 2 − 3 + ···
z
= 1 − 5z−1 + 16z−2 − 60z−3 · · · .
g.n
Z
et
sin πz2 + cos πz2
15. (a) (ii) Evaluate dz where C is |z| = 3.
(z − 1)(z − 2)
C
Solution. z = 1 and z = 2 are singular points.
The circle is |z| = 3.
When z = 1, |z| = |1| < 3.
∴ z = 1 lies inside the circle.
When z = 2, |z| = |2| < 3.
∴ z = 2 also lies inside the circle.
1 (z − 1) − (z − 2) 1 1
Let = = − .
(z − 1)(z − 2) (z − 1)(z − 2) z−2 z−1
Z
sin πz2 + cos πz2
Now I = dz
(z − 1)(z − 2)
C
Z Z
sin πz2 + cos πz2 sin πz2 + cos πz2
= dz − dz
z−2 z−1
C C
Z Z
f (z) f (z)
= dz − dz
z−2 z−1
C C
I = 2πi f (2) − 2πi f (1) (1)
where f (z) = sin πz2 + cos πz2 .
When a = 2. f (2) = sin 4π + cos 4π = 1.
w.E Z ∞
a
15. (b) (i) Evaluate 2
x2 dx
syE
2
0 (x + a )(x + b )
x2
2
a > 0, b > 0.
.
2
R∞ ngi
(x + a )(x2 + b2 )
R∞
Since f (x) is even, f (x)dx = 21
Z ∞ 0
x2
−∞
nee
f (x)dx.
Let I = 2 2 2
−∞ (x + a )(x + b )
2
.
rin
g.n
The integrand is of the form
P(x)
Q(x)
where degree of Q(x) is • ai
S et
>
Z
z2
Consider the integral dz where C is the
(z2 + a2 )(z2 + b2 )
C
simple closed curve consisting of the real axis from −R to R
and the upper semi circle S : |z| = R taken in the anticlockwise
sense.
Z Z R Z
Now, f (z)dz = f (x)dx+ f (z)dz
−R S
C
(1)
R
We shall evaluate f (z)dz.
C
z2 z2
We have, f (z) = =
(z2 + a2 )(z2 + b2 ) (z + ai)(z − ai)(z + bi)(z − bi)
Z
w.E ∴ By Cauchy’s residue theorem
C
a syE
f (z)dz = 2πi[R(ai) + R(bi)].
=
−a
2
2
2
=
2ai(b − a ) 2i(a − b2 )2
a
. nee
b rin
R(bi) =
Z
2i(b2 − a2 )
a b
! g.n
Now,
2πi
C
f (z)dz = 2πi
a−b
!
π
+
2i(a2 − b2 ) 2i(b2 − a2 ) et
= = .
2i (a − b)(a + b) a+b
Z R Z
π
∴ (1) =⇒ f (x)dx + f (z)dz = . (2)
−R S a+b
z3
Also, lim z f (z) = lim → 0 as z → ∞
z→∞ z→∞ (z2 + a2 )(z2 + b2 )
Z
∴ By Cauchy’s lemma, f (z)dz → 0 as R → ∞.
S
ZR Z
π
Now (2) =⇒ lim f (x)dx + lim f (z)dz = .
R→∞ R→∞ a+b
−R S
Z R
π
lim f (x)dx =
R→∞ a+b
Z −R
∞
π
f (x)dx =
a+b
Z−∞
∞
π
f (x)dx = .
0 2(a + b)
Z 2π
cos 3θ
ww
15. (b) (ii) Evaluate
0 5 − 4 cos θ
dθ using contour integration.
dz 1 1
!
w.E
iθ
Solution. Let z = e , then dθ = and cos θ = z+ .
iz 2 z
As θ varies from 0 to 2π, z moves along |z| = 1.
a syE
∴ C is |z| = 1.
Now z3 = ei3θ = cos 3θ + i sin 3θ.
∴ cos 3θ = R.P of z3 .
ngi
∴
Z
cos 3θ
5 − 4 cos θ
dθ = R.P
Z
1
z3
dz
1 iz
nee
= R.P
Z
z2
2 i
5 − 2z − z
dz
C C
Z
5 − 42 z + z
z3 rinC
!Z
z3
= R.P
1
i 2
5z − 2z − 2
dz = R.P
−1
i 2
g.n
2z − 5z + 2
dz
= R.P
C
−1
i
!Z
z3
2 z2 − 52 z + 1
dz
C
et
C
i Z z3
= R.P 2
dz
2 z − 54 + 1 − 16 25
C
i Z z3
= R.P 2 dz
2 5 2 3
C z − 4 − 4
i Z z3
= R.P dz
2 z − 4 + 4 z − 54 − 43
5 3
C
i Z z3
= R.P dz
2 z − 12 (z − 2)
C
i Z z3
= R.P f (z)dz where f (z) = .
2 z − 12 (z − 2)
C
1
Singular points are and 2, which are simple poles.
2
Now, C is |z| = 1.
1 1 1
When z = , |z| = < 1 =⇒ z = lies inside C.
2 2 2
When z = 2, |z| = 2 > 1 =⇒ z = 2Zlies outside C. !
1
By Cauchy’s residue theorem, f (z)dz = 2πiR .
2
C
! !
ww Now R
1
2
= lim z −
z→ 12
1
2
f (z)
w.E R
1
2
!
= lim z −
z→ 12
1
!
z3
2 z − 1 (z − 2)
= −3
1
8
=−
12
8 3
1
=− .
12
∴
Z 2π
a cos 3θ
5 − 4 cos θ
syE
dθ = R.P
i
2
2πiR
1
2
!
2
= −π
−1
12
!
=
2
π
12
.
ngi
0
ww z = −1 ± 2i.
Z
C
z2 + 2z + 5
dz =
Z
C nee
(z + 1 − 2i)(z + 1 + 2i)
dz
=
z+4
z+1−2i
dz =
f (z)
dz. rin
C
z + 1 + 2i
z+4
z + 1 + 2i
C
g.n
Where f (z) =
z + 1 − 2i
.
By Cauchy’s integral formula et
Z
1 f (z)
f (−1 − 2i) = dz
2πi z + 1 + 2i
C
Z
−1 − 2i + 4 1 f (z)
= dz
−1 − 2i + 1 − 2i 2πi z + 1 − 2i
C
Z
3 − 2i 1 z+4
= dz
−4i 2πi z2 + 2z + 5
C
Z
π z+4
− (3 − 2i) = 2
dz
2 z + 2z + 5
C
Z
z+4 π
dz = (2i − 3).
z2 + 2z + 5 2
C
ww z+4
a syE
f (a) =
−1 + 2i + 4
−1 + 2i + 1 + 2i
=
3 + 2i
4i
.
ngi
By Cauchy’s integral formula
Z
f (z)
z−a
dz = 2πi f (a) = 2πi nee
3 + 2i 3 + 2i
4i
=
2
π.
C
rin
(iii) C is |z + 1| = 1.
g.n
When z = −1 − 2i, |z + 1| = | − 1 − 2i + 1| = | − 2i| = 2 > 1.
∴ −1 − 2i lies outside C. et
When z = −1 + 2i, |z + 1| = | − 1 + 2i + 1| = |2i| = 2 > 1.
∴ −1 + 2i lies outside C.
z+4
∴ f (z) = 2 is analytic inside C.
z + 2z + 5 Z
∴ By Cauchy’s theorem f (z)dz = 0.
C
z2
15. (a) (ii) Find the residues of f (z) = at its isolated
(z − + 2)2 1)2 (z
singularities using Laurent’s series expansions. Also state the
valid region.
z2 A B C D
Solution. Let = + + + .
(z − 1)2 (z + 2)2 z − 1 (z − 1)2 z + 2 (z + 2)2
∴ z2 = A(z − 1)(z + 2)2 + B(z + 2)2 + C(z + 2)(z − 1)2 + D(z − 1)2 .
1
When z = 1, 9B = 1 ⇒B= .
9
4
When z = −2, 9D = 4 ⇒D= .
9
Equating the coefficients of z3 we get
A + C = 0 ⇒ C = −A.
When z = 0, −4A + 4B + 2C + D = 0
ww − 4A +
4 4
− 2A + = 0
6A =
8
9
w.E9 9
A=
8
=a
6 × 9 27
4
.
syE
∴C=− .
4
27 ngi
∴
z2
=
4
·
1 1
+ ·
1
−
4
·
1 nee
4
+ ·
1
.
(z − 1)2 (z + 2)2 27 z − 1 9 (z − 1)2 27 z + 2 9 (z + 2)2
4 1 1 1 4 1 rin
Consider · + · =
27 z − 1 9 (z − 1)2 27z 1 − 1
+
9z 1 − 1
2
2
z g.n
z
=
4
27z
"
1−
1
z
!−1
1
+ 2 1−
9z
1
z
# "
!−2
#
et
4 1 1 1 1 2 3
= 1+ + 2 + 3 + ··· + 2 1 + + 2 + ···
27z z z z 9z z z
1 4
Residue at z = 1 = Coefficient of = .
z 27
4 1 4 1 4 4
Also, − = −
9 (z + 2)2 27 z + 2 9z2 1 + 2 2 27z 1 + 2
z z
!−2 !−1
4 2 4 2
= 1+ − 1+
9z2 z 27z z
!2 " #
4 2 2
4 2 4
= 2 1 − 2 · + 3 · · · − 1− + 2 .
9z z z 27z z z
1 4
Residue at z = −2 = Coefficient of =−
z 27
The valid region is |z| < 2 · 5.
Z 2π
sin2 θ
15. (b) Evaluate dθ, a > b > 0.
0 a + b cos θ
Z 2π Z 2π
sin2 θ 1 − cos 2θ
Solution. Let, I = dθ = dθ.
0 a + b cos θ 0 2(a + b cos θ)
dz
Put z = eiθ then dθ = .
iz
Now, z2 = ei2θ = cos 2θ + i sin 2θ.
1 − z2 = 1 − cos 2θ − i sin 2θ.
ww ∴ 1 − cos 2θ = R.P (1 − z2 ).
w.E
|z| = 1.
As θ varies from 0 to 2π, C varies along the unit circle
a
Hence, I = R.P
Z
syE 1 − z2
iz
dz
= R.P
1
2
Z
1 − z2
2a + b z + z iz1
dz
ngi
b 1
C 2 a+ 2 z+ z C
Z Z
z(1 − z2 ) 1 − z2
= R.P
1
2i (2az + bz2 + b) z nee
dz
= R.P
1
2i 2az + bz2 + b
dz
rin
C C
Z Z
1 1 − z2 1 1 − z2
= R.P dz = R.P dz
2i
C
Z
b z2 + 2a b z+1 2bi
C
z +
g.nb
a 2
+ 1 − a2
b2
= R.P
1
2bi
Z
C
z +
1 − z2
b
a 2
− a2 −b2
b2
dz et
1 1 − z2
= R.P 2 √ 2 2 2 dz
2bi
C z + ab − a b−b
Z
1 1 − z2
= R.P √ √ dz
2bi 2 2
z + ba + a b−b z + ba − a b−b
2 2
C
Z
1 1 − z2
= R.P dz
2bi (z − z1 )(z − z2 )
C
Z
1 1 − z2
= R.P f (z)dz where f (z) = where
2bi (z − z1 )(z − z2 )
C
√ √
a a2 − b2 a a2 − b2
z1 = − − and z2 = − + .
b b b b
z1 and z2 are simple poles.
√ √
a
a2 − b2 a a2 − b2 a
When z = z1 , |z| = |z1 | = − − = + > > 1.
b b b b b
a a2
As a > b =⇒ > 1 =⇒ 2 > 1, a2 > b2 , a2 − b2 > 0.
b b
∴ z1 lies outside C.
Also, z1 z2 = 1 (products of the roots)
1 1
Now, z2 = =⇒ |z2 | = < 1.
z1 |z1 |
∴ z2 lies inside C. Z
ww By Cauchy’s residue theorem, f (z)dz = 2πiR(z2 ).
w.E
Now, R(z2 ) = lim (z − z2 ) f (z)
C
a
R − +
z→z2
a
syE √
a2 − b2
= lim (z − z2 )
1 − z2
=
1 − z22
.
b b
ngi (z − z1 )(z − z2 ) z2 − z1
z→z2
√ 2
−a + a2 − b2
2
Now, 1 − z2 = 1 −
b nee
√
=
b2 − (a2 + a2 − b2 − 2a a2 − b2 )
b2 rin
=
b − a − a + b2 + 2a a2 − b2
2 2 2
√
g.n
=
2 2
2b − 2a + 2a a2 − b2
b2
√ et
b2
√
2a a − b − 2(a2 − b2 )
2 2
=
b2
√ √
2 a − b (a − a2 − b2 )
2 2
=
b2
√
2 a −b 2 2
z2 − z1 =
b
√ √
2 a − b2 (a − a2 − b2 )
2
∴ R(z2 ) = √ ×b
b2 2 a2 − b2
√
a − a2 − b2
=
b
√
1 a − a2 − b2
∴ I = R.P · 2πi
2bi b
π √
= 2 (a − a2 − b2 )
b
a
Solution. f (z) =
syE
4
z3 (z − 2)
.
z3 (z− 2)
ngi
The poles are given by z = 0, z = 2.
z = 2 is a simple pole.
Now R(2) = lim(z − 2) f (z)
z→2 nee
= lim(z − 2) 3
4
rin
4 4 4 1
= lim 3 = 3 = = .
Part B
z→2 z (z − 2) z→2 z z 8 2
g.n
15. (a) (i) Evaluate
Z
z
(z − 1)(z − 2)2
dz, where C is |z − 2| =
1
2
using
et
C
Cauchy’s integral formula.
1
Solution. C is |z − 2| = .
2
1
centre and radius units.
2 c
The singular points are z = 1 z=1
1
2
• • • X
and z = 2. z = 1 lies outside C z=0 z=
3
2
z=2
Z Z z
z z−1
∴ dz = dz
(z − 1)(z − 2)2 (z − 2)2
C C
Z
f (z) z
= dz where f (z) =
(z − 2)2 z−1
C
z−1−z
= 2πi × f ′ (2) f ′ (z) =
(z − 1)2
1
= 2πi × (−1) =−
(z − 1)2
−1
ww = −2πi f ′ (2) =
1
= −1.
w.E
15. (a) (ii) Expand f (z) =
1
(z + 1)(z + 3)
in Laurent’s series valid for
a
the regions 1 < |z| < 3 and |z| > 3.
Solution. Let f (z) = syE 1
=
A
+
B
(z + 1)(z + 3) z + 1 z + 3
.
z
|z| < 3 ⇒ | | < 1.
3
1
|z| > 1 ⇒ < 1.
|z|
1 1 1 1
∴ f (z) = · − ·
2 z 1+ 1 2 3 1+ z
z 3
!−1
1 1 1 z −1
= 1+ − 1+
2z z 6 3
" # " #
1 1 1 1 1 1 z z2 z3 z4
= 1− + − + ··· − 1 − + − + ···
2z z z2 z3 z4 6 3 9 27 81
1 1
1
z
!−1
2 z 1+ 3
1 3
z
!−1
=
1
a
2z
"
1+
z
1 1
−
syE
2z
1
1+
1
z
#
1
"
3 9 27 81
#
=
2z
1 − + 2 − 3 + 4 ··· −
z z z z
ngi 2z
1 − + 2 − 3 + 4 ··· .
z z z z
Z∞
cos mx
15. (b) (ii) Evaluate dx using contour integration.
x2 + a2
0 Z
eimz
Solution. Let us consider the integral dz, where C is
z2 + a2
C
the simple closed curve consisting of the real axis from −R to R
w.E
S : |z| = R taken in the anticlockwise sense.
Let f (z) = 2
1
z + a2
Now
Z
a
imz
e f (z)dz =
ZR
syE
Z
eimx f (x)dx + eimz f (z)dz
s
(1)
C
Let us evaluate
Z −R
ngi
eimz f (z)dz.
Y
rin
>
z2 + a2 = 0 • ai
(z + ai)(z − ai) = 0
−R
>
g.n R
X
et
Z
By Cauchy’s residue theorem, eimz f (z)dz = 2πiR(ai).
C
z = ai is a simple pole.
✘
✘ eimz e−am
= lim ✘(z ✘
− ai) ✘
✘ = .
z→ai (z ✘
(z + ai)✘ − ai) 2ai
Z
2πie−am π
∴ eimz f (z)dz = = e−am .
2ai a
C
1
Also | f (z)| = | | → 0 as |z| → ∞.
z2 + a2 Z
∴ By Jordon’s lemma, eimz f (z)dz → 0 as R → ∞.
s
ZR Z
π
Now (1)⇒ e−am = eimx f (x)dx + eimz f (z)dz.
a s
−R
Taking limit as R → ∞ we get
ZR Z
π −am
e = lim eimx f (x)dx + lim eimz f (z)dz
a R→∞ R→∞ s
−R
Z∞
ww π −am
a
e =
eimx
x2 + a2
dx + 0
w.E =
−∞
Z∞
cos mx + i sin mx
dx.
a syE −∞
x2 + a2
Z∞ ngi
cos mx
x2 + a2
dx =
πe−am
a nee
−∞
Z∞
πe−am rin
2
cos mx
2
x +a 2
dx =
a g.n
0
Z∞
emx
x2+a 2
dx =
πe−am
2a
.
et
0
Part A
ww
w.E
UNIT 5 asy
En
gin
ee
By EasyEngineering.net rin
g.n
et
5 Laplace Transform
ww 5.1 Introduction
w.E The method of solving a differential equation involves many steps, namely
1) Computation of complementary function. 2) Computation of particular integral.
asy
3) Evaluation of the arbitrary constants using the initial conditions. But Laplace
transform is a powerful tool for solving differential equations without involving all
En
the above steps. By the application of Laplace transforms, the given differential
gin
equation can be converted into an algebraic equation and the process of finding
the solution becomes easy.
ee
Laplace transforms was first used by the French Mathematician Pierre Simon
De Laplace in the 18th century. Laplace transform has wide applications in the
Engineering fields like network analysis, control systems, circuit theory and many rin
other areas. Z ∞
g.n
Definition. Let f (t) be defined for all t ≥ 0, then
Laplace transform of f (t), if the integral exists.
It is denoted by L[ f (t)]. It is a function of s.
0
et
e−st f (t)dt is defined as the
Z ∞
Hence, L[ f (t)] = e−st f (t)dt = F(s).
0
w.E 2. f (t) is of exponential order α > 0 if | f (t)| ≤ Meαt for all t ≥ 0 and M is a
asy
constant. In other words, lim e−αt f (t) is finite.
t→∞
En tn n!
gin
lim e−αt tn = lim αt = lim n αt = 0.
t→∞ t→∞ e t→∞ α e
ee
Result. The above conditions are sufficient but not necessary.
h 1 i
Example. L √ exists but it is not continuous at t = 0.
t
Linearity Property
rin
g.n
If f (t) and g(t) are two continuous functions of t and k is a constant, then
(i) L[ f (t) ± g(t)] = L[ f (t)] ± L[g(t)].
(ii) L[k f (t)] = kL[ f (t)] where k , 0.
Laplace Transform of Standard functions
Z ∞
et
h e−st i∞ 1 1
1. L[1] = e−st 1dt = = − [0 − 1] = .
0 −s 0 s s
Z ∞ Z ∞ h e−(s−a)t i∞
at −st at 1 1
2. L[e ] = e e dt = e−(s−a)t dt= =− [0 − 1] = .
0 0 −(s − a) 0 s−a s−a
1
3. L[e−at ] = .
s+a
∞ ∞ h e−st i∞ Z ∞ e−st
e−st 1 h e−st i∞
Z Z
1
4. L[t] = e−st tdt = td = t − dt = = 2.
0 0 −s −s 0 0 −s s −s 0 s
Z ∞ Z ∞ −st h −st i Z ∞ −st
n −st n n e ne ∞ e
5. L[t ] = e t dt = t d = t − ntn−1 dt
0 0 −s −s 0 0 −s
n ∞ −st n−1
Z
n n n − 1 n−2
= e t dt = L[tn−1 ] = L[t ]
s 0 s s s
nn−1n−2
= · · · L[t]
s s s
nn−1n−2 1 n!
= · · · 2 = n+1 .
s s s s s
h eat + e−at i 1 h
ww
i 1h 1 1 i
at −at
6. L[cosh at] = L = L[e ] + L[e ] = +
2 2 2 s−a s+a
1 h s + a + s − a i 1 h 2s i s
= = = 2 .
=
1h 1
2 s−a s+a
−
asy1 i
h eiat + e−iat i 1 h 1
= 2
a
s − a2
.
1 i
8. L[cos at] = L
2
En
=
1 h s + ai + s − ai i
+
2 s − ai s + ai
s
.
gin
= 2 2
= 2
2 s +a s + a2
h eiat − e−iat i 1 h 1 1 i
9. L[sin at] = L = −
ee
2i 2i s − ai s + ai
1 h s + ai − s + ai i 1 h 2ai i a
= = = 2 .
2i 2
s +a 2 2
2i s + a
✎
2
Worked Examples
s + a2
☞
rin
✍ ✌
Example 5.1. Write a function for which Laplace transform does not exist. g.n
Explain why Laplace transform does not exist?
Solution. Let f (t) =
2
et .
2
et [May 2007]
= lim et(−s+t) = e∞ = ∞.
t→∞
2
∴ lim e−st et is not finite.
t→∞
2
i.e., et is not of exponential order.
∴ Laplace transform of f (t) does not exist.
# "
1 − cos t
Example 5.2. Is the linearity property applicable to L ? Reason out.
t
[Dec 2012]
1 cos t
Solution. Linearity property can be applied when and are continuous.
t t
1 cos t
Here, and are not even defined at t = 0. Hence, they are not continuous.
t t
1 − cos t
Therefore, linearity property is not applicable to .
t
w.E =3
1
s−5
+5 2
s
=
3
+ 2
5s
s +1 s−5 s +1
.
En =
s
+
1
+
8
.
gin
Example 5.5. Find L[t2 + e−5t + 8 + sinh 5t].
s2 + π2 s + 2
3
s2 + 64
[Jun 2007]
=
2!
s 3
+
s
1
+ 5
1
+8 + 2
s
5
ee
Solution. L[t2 + e−5t + 8 + sinh 5t] = L[t2 ] + L[e−5t ] + 8L[1] + L[sinh 5t]
2
= 3+
s − 25 s s
1
+ 5
8
+ + 2
s
5
s − 25
.
rin
Example 5.6. Find L[(t + 1)2 ].
g.n [Jun 2002]
Solution. L[(t + 1)2 ] = L[t2 + 2t + 1]
2!
s 3
1 1
= L[t2 ] + 2L[t] + L[1] =
+2 2 +
s s
et
2 2 1 2 + 2s + s2
= 3+ 2+ = .
s s s s3
Example 5.7. Find L[cos2 2t]. [Dec 2005]
h 1 + cos 4t i 1 h i 1h1 s i
Solution. L[cos2 2t] = L = L[1] + L[cos 4t] = +
2 2 2 s s2 + 16
1 h s2 + 16 + s2 i 1 h 2s2 + 16 i s2 + 8
= = = .
2 s(s2 + 16) 2 s(s2 + 16) s(s2 + 16)
w.E
32 i 48
= 2 2
= 2 2
= 2 .
4 (s + 4)(s + 36) 2 (s + 4)(s + 36) (s + 4)(s2 + 36)
Let st = x ⇒ t =
x
0
1
⇒ dt = dx. En
s s
gin
When t = 0, x = 0, when t = ∞, x = ∞
−1
∴ L[t 2 ] =
1
0
Z
e−x
Z ∞
∞
x − 21 dt
s see
= √
1
Z ∞
s 0
1
e−x x− 2 dx
rin
g.n
1
= √ e−x x 2 −1 dx
s 0
! Z ∞
1 1
= √ Γ
1
s
= √ π=
s
√
2
r
π
s
.
[Γn =
0
e−x xn−1 dx]
et
1
Example 5.11. Find L t 2 . [Dec 1996]
Z ∞
1 1
Solution. L[t 2 ] = e−st t 2 dt
0
x 1
Put st = x ⇒ t = ⇒ dt = dx.
s s
When t = 0, x = 0, when t = ∞, x = ∞
1 Z ∞ x 12 dx Z ∞
1 1
L t2 = e−x = 3 e−x x 2 dx
0 s s s2 0
Z ∞
1 3 1 3
= 3
e−x x 2 −1 dx = 3 Γ
s2 2
! s
0 2
! √
1 3 3 1 1 1 1 √ π
= 3
−1 Γ −1 = 3 Γ = 3 π= 3.
s2 2 2 s2 2 2 2s 2 2s 2
w.E
" #
1 6 2 3 1
= 2
− 2 = 2 − 2 .
2 s + 36 s + 4 s + 36 s + 4
2 3
Solution. We have sin t cos t =asy
Example 5.13. Find L[sin2 t cos3 t]. !
1 − cos 2t cos 3t + 3 cos t
2 4
! [May 2008]
1 En
gin
= [cos 3t + 3 cos t − cos 2t cos 3t − 3 cos 2t cos t]
8" #
1 1 3
= cos 3t + 3 cos t − (cos 5t + cos t) − (cos 3t + cos t)
=
8
1
8
1 1
"
"
ee 2
1
2
1
#
1
2
2
3
2
rin
3
cos 3t + 3 cos t − cos 5t − cos t − cos 3t − cos t
2
#
=
8 2
" h
1
− cos 3t + cos t − cos 5t
1
2
1 i# g.n
et
2 3
L[sin t cos t] = L − cos 3t + cos t − cos 5t
8 2 2
1
= L[2 cos t − cos 3t − cos 5t]
16 " #
1 2s s s
= − − .
16 s2 + 1 s2 + 9 s2 + 25
Z∞
Solution. L[ f (t)] = e−st f (t)dt
0
Z1 Z∞
= e−st f (t)dt + e−st f (t)dt
0 1
Z1 Z∞
= e−st · tdt + e−st × 0dt
0 1
Z1 Z1
ww e−st
!
−st
= e tdt = td
−s
0 0
asy
0
#1
1 e−st
"
1
= − [e−s − 0] +
s s −s 0
=−
e−s
s
1
− 2 e−s − 1
s
En
=−
e−s e−s
s
− 2 + 2.
s
1
s gin
ee
e
Example 5.15. Find the Laplace transform of f (t) defined by f (t) =
0
t
rin
0<t<1
t > 1.
Solution. L[ f (t)] =
Z∞
e−st f (t)dt g.n
=
Z1
0
e−st
f (t)dt +
Z∞
e−st f (t)dt
et
0 1
Z1 Z1
= e−st et dt = e−(s−1)t dt
0 0
#1
e−(s−1)t i 1 − e−(s−1)
"
1 h −(s−1)
= =− e −1 = .
−(s − 1) 0 s−1 s−1
cos t 0<t<π
Example 5.16. Find the Laplace transform of f (t) =
t > π.
0
Z∞
Zπ Z∞
−st
= e f (t)dt + e−st f (t)dt
0 π
Zπ
ww =
0
e−st cos tdt
#π
w.E e−st
"
= (−s cos t + sin t)
s2 + 1 0
e−πs 1
=
=
2
s +1
e−πs asy
(−s cos π + sin π) − 2
(s) + 2
s
s +1
(−s cos 0 + sin 0)
En
2
s +1 s +1
s
= (1 + e−πs ).
s2 + 1
gin
Example 5.17. Find the Laplace transform of the function defined by
sin t 0 < t < π
ee
f (t) = . [May 2006]
rin
t>π
0
Z∞
Solution. L[ f (t)] = e−st f (t)dt
0 g.n
=
Zπ
0
e−st f (t)dt +
Z∞
π
e−st f (t)dt et
Zπ
= e−st sin tdt
0
#π
e−st
"
= 2 (−s sin t − cos t)
s +1 0
e−πs 1
= 2 (−s sin π − cos π) − 2 (−s sin 0 − cos 0)
s +1 s +1
e−πs 1 1 + e−πs
= + = .
s2 + 1 s2 + 1 s2 + 1
Exercise 5 A
ww
2
1. sin 2t.
c
11. a + bt + √ .
2. cos2 3t. t 20. cosh at + sin 2t + t3 .
gin
6. sin 3t cos t.
22. f (t) =
0
t ≥ 4.
7. (sin t − cos t)2 . 16. e3t+5 .
8. cos4 t.
9. sin(ωt + α).
ee
17. t2 + cos 2t + sin2 2t.
g.n
ww
Z ∞
x dx
∴ L[ f (at)] = e−s a f (x)
0 a
1 ∞ − s x
Z
1 s 1 1
1
Example 5.18. Find L[et t− 2 ]. [May 1996]
asy
r r
1 h 1i h πi π
Solution. L et t− 2 = L t− 2
= = .
s→s−1 s s→s−1 s−1
En
Example 5.19. Find the Laplace transform of t .
t
e
[Jun 2013]
gin
t " #
−t 1 1
Solution. L t = L[e t] = L[t] s→s+1 = 2 = .
e s s→s+1 (s + 1)2
ee
h i
Example 5.20. Find L e−3t sin t · cos t [Dec 2011]
" #
sin 2t 1 h
rin
h i i
Solution. L e−3t sin t cos t = L e−3t = L e−3t sin 2t
2 2
g.n
!
1 1 2
= L[sin 2t] s→s+3 =
2 2 s2 + 4 s→s+3
=
1
2
= 2
(s + 3) + 4 s + 6s + 13
Example 5.21. Find L[e−3t sin2 t].
1
.
# "
et[Jun 2008]
−3t 2 2 1 − cos 2t
Solution. L[e sin t] = L[sin t] s→s+3 = L
2 s→s+3
" #
1 1 1 s
= [L[1] − L[cos 2t]] s→s+3 = −
2 2 s s2 + 4 s→s+3
" #
1 1 s+3
= − .
2 s + 3 (s + 3)2 + 4
1
= [L[sin 2t] s→s−1 + L[sin 2t] s→s+1 ]
2" #
1 h 2 i h 2 i
= + 2
2 s2 + 4 s→s−1 s + 4 s→s+1
" #
1 2 2
= +
2 (s − 1)2 + 4 (s + 1)2 + 4
1 1
ww =
[May 2008]
w.E 2t
Solution. L[e cos 5t] = L[cos 5t] s→s−2 = 2
s
=
s−2
s + 25 s→s−2 (s − 2)2 + 25
.
asy
Example 5.24. Find the Laplace transforms of (i) cosh at sinh bt (ii) (1 + te−t )3 .
Solution.
En
h eat + e−at i 1
sinh bt = L eat sinh bt + e−at sinh bt
(i) L[cosh at sinh bt] = L
2 2
gin
1 h at −at
i
= L[e sinh bt] + L[e sinh bt]
2
1h i
=
2
1 h b
2 s2 + b2
1h b
ee
= L[sinh bt] s→s−a + L[sinh bt] s→s+a
s→s−a +
b
s2 + b2
b
s→s+a
i
rin
g.n
i
= 2 2
+ 2 2
.
2 (s − a) + b (s + a) + b
(ii) L (1 + te−t )3 = L 1 + 3te−t + 3t2 e−2t + t3 e−3t
=
1
s
+ 3L[t] s→s+1 + 3L[t2 ] s→s+2 + L[t3 ] s→s+3
et
1 h1i h2i h6i
= +3 2 +3 3 + 4
s s s→s+1 s s→s+2 s s→s+3
1 3 6 6
= + + + .
s (s + 1)2 (s + 2)3 (s + 3)4
asy
h s i h 5 i
=2 2 −3 2
s + 25 s→s+3 s + 25 s→s+3
2(s + 3) 15
En= −
(s + 3) + 25 (s + 3)2 + 25
2
.
Exercise 5 B
gin
N
ee
Find the Laplace Transform of the following functions.
8. e−3t cos2 t.
rin [Dec 2007]
g.n
X
−bt
1. an e cos nt. [Jan 2006]
9. e2t sin3 t. [May 2003]
n=0
2. t2 e−2t .
dn
Theorem. If L[ f (t)] = F(s), then L[tn f (t)] = (−1)n n F(s) .
Z ∞ ds
−st
Proof. We have L[ f (t)] = e f (t)dt
0
Z ∞
F(s) = e−st f (t)dt.
0
ww −
d
F(s) =
0
Z ∞
e−st t f (t)dt = L[t f (t)].
w.E
ds 0
d
Now L[t2 f (t)] = L[t t f (t)] = − L[t f (t)]
ds
asy
=−
d d
ds
−
d
ds
n h i
d2
F(s) = (−1)2 2 F(s)
ds
En
In general, L[tn f (t)] = (−1)n n F(s) .
ds
gin
✎
✍
Worked Examples
☞
✌
(s2 − 9)2
rin
s + 9 − s × 2s
[May 1995]
i
=− 2
9−s
(s − 9)
2
2
= 2
2
s −9
(s − 9) 2
= 2
1
(s − 9)
.
g.n
Example 5.28. Find L[t2 sin at].
2
d 2 h
Solution. L[t2 sin at] = (−1)2 2 L[sin at] = 2 2
ds
i d2 h a i
ds s + a2
et [May 2001]
d d d h s i
= a 2 (s2 + a2 )−1 = a (−1)(s2 + a2 )−2 2s = −2a
ds ds 2
ds (s + a )2 2
2 2 2 2 2
!
(s + a ) .1 − s.2.(s + a )2s
= −2a
(s2 + a2 )4
h i
(s2 + a2 ) s2 + a2 − 4s2 [−3s2 + a2 ] [3s2 − a2 ]
= −2a = −2a = 2a .
(s2 + a2 )4 (s2 + a2 )3 (s2 + a2 )3
ww =−
d h
ds
2 · (s2 + 4)−1
i
=
4s
.
asy
(s2 + 4)2
En
d n o d a d
Solution. L[t sin at] = − L[sin at] = − 2 2
= −a (s2 + a2 )−1
ds ds s + a ds
2as
gin
= −a(−1)(s2 + a2 )−2 .2s = 2
(s + a2 )2
.
rin
(s2 + a2 )2
=− 2
(s + a2 )2
=
=
a d
− a − L[cos at]
et
s + a2
2 ds
a d s
= 2 +a
s + a2 ds s2 + a2
a (s2 + a2 ).1 − s2s
= 2 +a
s + a2 (s2 + a2 )2
a s + a2 − 2s2
2
= 2 +a
s + a2 (s2 + a2 )2
a(a2 − s2 )
" 2
s + a2 + a2 − s2 2a3
#
a
= 2 + = a = .
s + a2 (s2 + a2 )2 (s2 + a2 )2 (s2 + a2 )2
ww (s + 2s + 2)2
Example 5.35. Find L[t sin 3t" cos 2t]. [May 2008]
w.E
#
[sin 5t + sin t]
Solution. L[t sin 3t cos 2t] = L t
2
1 d
= − L[sin 5t] + L[sin t]
=−
2 ds
1d h 5
asy+
2 ds s2 + 25 s2 + 1
1 i
=−
1d h 2
2 ds En
5(s + 25)−1 + (s2 + 1)− 1
i
=−
1 h −5. 2s
2
2 (s + 25) 2
− 2
gin2s i
(s + 1)2
= 2
1
= − (−2) 2
2
5s
h 5s
(s + 25)
+
(s + 25)2 (s2 + 1)2
s
2
+ 2
ee s
(s + 1)
.
2
i
rin
Example 5.36. Find L[t2 e−3t sin 2t].
g.n
[Jun 2013, May 2000]
d h 2s + 6 i
= −2
ds (s2 + 6s + 13)2
d h s+3 i
= −4
ds (s2 + 6s + 13)2
(s2 + 6s + 13)2 − (s + 3)2(s2 + 6s + 13)(2s + 6)
= −4
(s2 + 6s + 13)4
s + 6s + 13 − 4(s2 + 6s + 9)
2
= −4
(s2 + 6s + 13)3
s2 + 6s + 13 − 4s2 − 36 − 24s
= −4
ww = −4 2
(s2 + 6s + 13)3
−3s2 − 18s − 23
(s + 6s + 13)3
= 4
3s2 + 18s + 23
(s2 + 6s + 13)3
.
w.E
Exercise 5 C
asy
Find the Laplace transform of the following functions.
3. t2 e−t cos t.
4. tet cos t.
ee
[May 2005]
8. t cosh 5t.
9. t2 e−3t . rin
[Dec 2003]
[Dec 2009]
e−st f (t)dt
h f (t) i Z ∞
t
=
s
F(s)ds. et
0
Integrating both sides w.r.t s from s to ∞
Z ∞ Z ∞Z ∞ Z ∞ hZ ∞ i
F(s)ds = e−st f (t)dtds = f (t) e−st ds dt
s
Z s ∞ 0 −st Z ∞0 s
Z ∞
e ∞ f (t) −∞ −st f (t) h f (t) i
= f (t) dt = − (e − e )dt = e−st dt = L .
0 −t s 0 t 0 t t
Extension
h f (t) i Z ∞Z ∞ Z ∞
L = ··· F(s)(ds)n .
tn s s s
✎ ☞
Worked Examples
✍ ✌
h 1 − et i
Example 5.37. Find L . [Dec 2008]
∞
t Z ∞
h 1 − et i Z
1 1
t
Solution. L = L[1 − e ]ds = − ds
t s s s s−1
h i∞ s ∞
= log
1 ∞
1 s
s
= log 1 − log(
s−1 s
s
s−1
)
w.E
1− s
s − 1
= log .
s
asy
Example 5.38. Find the Laplace transform of
1 − e−t
t
. [Dec 2013]
1 − e−t
" # Z∞
En Z∞
1 1
!
gin
−t
Solution. L = L[1 − e ]ds = − ds
t s s+1
s s
s ∞
ee
∞
= log s − log(s + 1) s = log
s+1 s
1 ∞
rin
= log 1 − log s
= log
1 + 1s s
s+1
= log
s+1
s
!
.
g.n
Example 5.39. Find L
h sin 2t i
h sin 2t i Z ∞
t
.
Z ∞
2
et[Jan 2006]
h 1 − cos 2t i
Example 5.40. Find L . [Apr 2004]
Z t∞ Z ∞
h 1 − cos 2t i h i 1 s
Solution. L = L 1 − cos 2t ds = − 2 ds
t s s s s +4
1 ∞ 2s
Z
= log s − ds
2 s s2 + 4
h 1 i∞
= log s − log(s2 + 4)
2 s
h s i∞
= log √
s2 + 4 s
√
s2 + 4
ww = log
h sin at i
s
.
w.E
Example 5.41. Find L
Solution. L
h sin at i
t
=
Z ∞
t
.
L[sin at]ds =
Z ∞
s + a2
2
a
ds
[Dec 2009]
asy
s s
1 s ∞ s
= a tan−1 = tan−1 ∞ − tan−1
a a s a
En
π −1 s
−1 s
= − tan = cot .
2 a a
h cos at − cos bt i Z ∞ h
. [Dec 2012, May 2011, Dec 2007]
ee
i
Solution. L = L cos at − cos bt ds
t
Zs ∞
=
s
s
−
s2 + a2 s2 + b2
s
ds
rin
=
1h
2
log(s2 + a2 ) − log(s2 + b2 )
i∞
s
g.n
=
1
2
h
log 2
h e−at − e−bt i
2 2
s +a ∞ 1
s + b2 s
i
=
2
log
s + b2
2
s2 + a2
.
et
Example 5.43. Find L . [May 2006]
t
h e−at − e−bt i Z ∞ h i Z ∞
1 1
−at −bt
Solution. L = L e − e ds = − ds
t s s s+a s+b
h i∞ h s + a i∞
= log(s + a) − log(s + b) = log
s s+b s
s+b
= log .
s+a
eat − e−bt
Example 5.44. Find the Laplace transform of . [Jun 2012]
t
# Z∞ h Z∞
eat − e−bt
" !
at −bt
i 1 1
Solution. L = L e −e ds = − ds
t s−a s+b
s s
s − a ∞
= log(s − a) − log(s + b) ∞
s = log
s+b s
s+b
= log .
s−a
ww
h e−3t sin 2t i
Example 5.45. Find L . [May 2007]
t
h e−3t sin 2t i Z ∞ h i Z ∞ h i
−3t
Solution. L = L e sin 2t ds = L sin 2t s→s+3 ds
w.E t
=
Zs ∞
s (s + 3) + 2
2
2 2
ds
s
asy1
= 2 tan−1
2
s + 3 ∞
2 s
π
En s + 3
= − tan−1
2 2
gin
s + 3
= cot−1 .
2
Exercise 5 D
ee
Find the Laplace transform of the following functions.
rin
cos t − cos 2t 6.
sin2 t
. g.n[Dec 2007]
1.
2.
1 − e−t
t
.
t
.
7.
t
sin 3t cos t
t
. et
[Nov 2009]
cos 4t sin 2t
et − e2t 8. . [Dec 2009]
3. . t
t
eat − cos bt e−3t − e−4t
4. . 9. . [Jan 2009]
t t
1 − cos t cos 2t − cos 3t
5. . [Jun 2009] 10. .
t t
ww L[ f (t)] =
0
e −st
f (t)dt =
0
e −st
f (t)dt +
T
e−st
f (t)dt +
2T
e−st f (t)dt + · · · (1)
w.E Consider
Z2T
e−st f (t)dt.
Let t = u + T .
T
asy
En
dt = du.
When t = T, u = 0.
Z2T
When t = 2T, u = T .
ZT gin ZT ZT
Now
T
−st
e f (t)dt =
0
e−s(u+T )
ZT
ee
f (u + T )du =
0
−su −sT
e e f (u + T )du = e −sT
rin 0
e−su f (u + T )du
= e−sT
0
e−su f (u)du[∴ f (u) is periodic in the period T ]
g.n
=e −sT
ZT
0
e−st f (t)dt. et
Z3T
In a similar way in the integral e−st f (t)dt if we assume t = u + 2T we arrive at
2T
Z3T ZT
−st −s2T
e f (t)dt = e e−st f (t)dt.
2T 0
Z4T ZT
−st −s3T
e f (t)dt = e e−st f (t)dt.
3T 0
ZT ZT ZT
ww L[ f (t)] =
0
e−st f (t)dt + e−sT
0
e−st f (t)dt + e−s2T
0
e−st f (t)dt + · · ·
w.E
= 1 + e−sT + e−s2T + e−s3T + · · ·
Z
0
T
e−st f (t)dt
= 1+e
asy
−sT
+ (e −sT 2
) + (e −sT 3
) + ···
Z
T
e−st f (t)dt
En ZT
0
gin
1
= e−st f (t)dt.
1 − e−sT
0
ee✎
✍
Worked Examples
Example 5.46. Find the Laplace transform of the rectangular wave function given
☞
✌
rin
1
by f (t) =
0<t<b
−1 b < t < 2b
with f (t + 2b) = f (t). [May 2009]
g.n
et
Solution. Since f (t + 2b) = f (t), it is a periodic function with period 2b.
Z2b
b
Z2b
Z
1 1
−st e−st f (t)dt + e−st f (t)dt
∴ L[ f (t)] = e f (t)dt =
1 − e−2bs 1 − e−2bs
0 0 b
b
Z2b
Z
1
−st −st
= e dt − e dt
1 − e−2bs
0 b
" −st −st #
1 e b e 2b
= −
1 − e−2bs −s 0 −s b
1 1 1
= −2bs
− (e−bs − 1) + (e−2bs − e−bs )
1−e s s
1
−bs −2bs −bs
= − e + 1 + e − e
s(1 − e−2bs )
1
−bs −2bs
= 1 − 2e + e
s(1 − e−2bs )
1
= −bs 2
1 − 2e−bs + (e−bs )2
s(1 − (e ) )
bs bs
(1 − e−bs )2 1 − e−bs e 2 − e− 2
!
1 bs
= = = = tan h .
s(1 − e−bs )(1 + e−bs ) s(1 + e−bs ) s e bs2 + e− bs2 s 2
ww Example 5.47. Find the Laplace transform of the square-wave function (or
1
when 0 < t <
a
w.E
2 [Jun 2013]
Meoander function) of period a defined as f (t) = a
−1 when < t < a.
2
Solution. Since f (t) is a periodic function of period a, we have
L[ f (t)] =
1
asy Za
e−st f (t)dt
En
1 − e−as
0
a
Za
gin
Z2
1
e−st f (t)dt + e−st f (t)dt
=
1 − e−as
0 a
ee
2
a
Z2 Za
rin
1 −st −st
= e dt + e (−1)dt
1 − e−as
0 a
g.n
2
!a !a
1 e−st 2 e−st
= −
1 − e−as −s 0
et
−s a
2
1 h a
−2 s
−as − a2 s
i
= − e − 1 + e − e
s(1 − e−as )
1 h
− 2a s −as
i
= 1 − 2e + e
s(1 − e−as )
1 − e− 2 s ✁
a
2
=
✘e✘ −✘ a a
s ✘
1− 2s 1 + e− 2 s
a
1 − e− 2 s
= a
s 1 + e− 2 s
as as
1 e 4 − e− 4
= · as as
s e 4 + e− 4
1 as
= tan h .
s 4
Example 5.48. Find the Laplace transform of a square wave function given by
a
ǫ for 0 ≤ t ≤
2
f (t) =
a
−ǫ for ≤ t ≤ a
2
and f (t + a) = f (t). [Dec 2011]
1
Za
w.E ∴ L[ f (t)] =
1 − e−as
0
a
e−st f (t)dt
Za
asy
Z2
1 −st −st
= e f (t)dt + e f (t)dt
1 − e−as
0 a
En
2
a
Z2 Za
1 −st −st
gin
= e ǫdt + e (−ǫ)dt
1 − e−as
0 a
2
ee
!a −st a
!
ǫ e−st 2 e
= −
1 − e−as −s 0
−s a
=
ǫ h sa
2
− e− 2 − 1 + e−as − e− 2
as i
rin
g.n
s(1 − e ) −as
ǫ h
− as
i
= 1 − 2e 2 + e−as
s(1 − e−as )
=
ǫ 1 − e− 2 ✁
s 1 + e− 2 ✘
as
as 2
1−
✘e✘−✘as
2
et
− as
ǫ 1 − e 2
=
s 1 + e− as2
as as
ǫ e 4 − e− 4
= · as as
s e 4 + e− 4
ǫ as
= tan h .
s 4
ǫ 0≤t≤a
Example 5.49. Find the Laplace transform of f (t) =
−ǫ
a ≤ t ≤ 2a
and f (t + 2a) = f (t) for all t. [Dec 2010]
Solution. Since f (t + 2a) = f (t) for all t, f (t) is a periodic function with period 2a.
Z2a
1
∴ L[ f (t)] = e−st f (t)dt
1 − e−2as
0
a
Z2a
Z
1
ww = e−st
f (t)dt + e−st
f (t)dt
1 − e−2as
0 a
w.E
a
Z2a
Z
1
−st −st
= e ǫdt + e (−ǫ)dt
1−e −2as
0 a
asy
−st
!a −st
!2a
ǫ e
e
= −
1 − e−2as −s 0
−s a
ǫ
En
h i
−as −2as −as
= − e − 1 + e − e
s(1 − e−2as )
gin
ǫ 1 − 2e−as + e−2as
=
s (1 − e−as ) (1 + e−as )
=
s ✘1−
ǫ 1 − e−as ✁2
✘e✘
ǫ 1 − e−as
✘
−as ee
(1 + e−as )
as
ǫ e2 −e 2
− as
rin
= =
s (1 + e−as ) s e as2 + e− as2
ǫ as
g.n
= tan h
s 2
.
Example 5.50. Find the Laplace transform of the triangular wave function
et
t 0≤t≤a
defined by f (t) = and f (t) is of period 2a. [May 2015,May
2a − t a < t ≤ 2a
2011]
Solution. Since f (t) is of period 2a,we have
Z 2a
1
L[ f (t)] = e−st f (t)dt
1 − e−2as 0
"Z a Z 2a #
1 −st −st
= e f (t)dt + e f (t)dt
1 − e−2as 0 a
1 hZ a Z 2a i
−st −st
= e tdt + e (2a − t)dt
1 − e−2as 0 a
Z a −st Z 2a
1 h e e−st i
= td( ) + (2a − t)d( )
1 − e−2as 0 −s a −s
1 h e−st a Z a e−st e−st 2a
Z 2a −st
e i
= −2as
t − dt + (2a − t) − (−dt)
1−e −s 0 0 −s −s a a −s
1 h e −as 1 e −st a a 1 e −st 2a i
= a + + 0 + e−as −
1 − e−2as −s s −s 0 s s −s a
ww =
1−e
1
−2as
h
−a
e−as
s
e−as
1 −as
− 2 (e − 1) + e + 2 (e
s
a −as 1 −2as
s
e−as
s
− e−as )
i
w.E
1 h 1 −as 1 1 1 i
= −2as
−a − 2e + 2 + a + 2 e−2as − 2 e−as
1−e s s s s s s
1 h e−2as − e−as − e−as + 1 i 1 h 1 − 2e−2as + e−2as i
= =
=
1 − e−2as
1
asy
(1 − e−as )(1 + e−as )
.
s2
(1 − e−as )2
s2
=
1 − e−as
(1 − e−as )
s2 .(1 + e−as )
s2
=
as
e2 −e 2 − as
En 1
= 2 tan h
as
.
gin
as as
s2 e 2 + e− 2 s 2
t
by f (t) =
0≤t≤π
2π − t π ≤ t ≤ 2π
ee
Example 5.51. Find the Laplace transform of the triangular wave function given
rin
and f (t + 2π) = f (t). [Jun 2012, Jun 2010]
Solution. Since f (t + 2π) = f (t) for all t, f (t) is a periodic function with period 2π. g.n
In the previous Example, we get the solution by replacing 2a by 2π
i.e., a = π.
1 π
et
∴ L[ f (t)] = tan h s.
s2 2
Example 5.52. Find the Laplace transform of the half-sine wave rectifier function
π
sin ωt 0 < t < ω
defined by f (t) = [Jun 2014, Dec 2012]
π
0 < t < 2π .
ω ω
Solution. f (t) is defined in the interval (0, 2π
ω)
2π 2π
) = sin ω(t + ) = sin(ωt + 2π) = sin ωt = f (t)
f (t +
ω ω
2π
∴ f (t) is periodic with period T = .
Z T ω Z 2π
1 −st 1 ω
We know that,L[ f (t)] = f (t)e dt = e−st sin ωtdt
1 − e−sT 0 s2π
1 − e− ω 0
1 h e−st i ωπ
= s2π 2 2
[−s sin ωt − ω cos ωt]
1 − e− ω s + w 0
−sπ
1 h eω −ω i
= 2 2
[−s.0 − ω(−1)] − 2
s2π
1 − e− ω s + w ω + s2
ww 1 n −sπ o
= s2π
ωe ω + ω
1 − e− ω (s2 + ω2 )
sπ
ω(1 + e− ω )
w.E =
(s2 + ω2 )(1 − e
−sπ
ω )(1 + e
−sπ
ω )
=
ω
(s2 + ω2 )(1 − e
−sπ
ω )
.
t asy
Example 5.53. Find the Laplace transform of the saw-toothed wave function of
period T given by f (t) = , 0 < t < T .
T
En
Solution. Since f (t)is a periodic function of period T, we have
L[ f (t)] =
1 gin Z T
e−st f (t)dt
=
1 − e−sT 0
1−e
1
−sT
ee
Z T
0
e−st t
T
dt =
1
−sT
T (1 − e ) 0
Z T −st
td
e
−s
rin
g.n
−st
!T Z T −st i
1 h te e
= −sT
− dt
T (1 − e ) −s 0 0 −s
=
1
sT (1 − e−sT )
h T e−sT 1 e−st T i
T (1 − e−sT ) −s
1 h
− T e
+
−sT
s −s 0
−
1 −sT
s
(e − 1)
i et
1 h 1 1 −sT −sT
i
= − e − T e
sT (1 − e−sT ) s s
1 h 1 − e−sT i
= −sT
− T e−sT
sT (1 − e ) s
1 e−sT
= − .
Ts 2 s(1 − e−sT )
Exercise 5 E
1. Find the Laplace transform of the periodic function f (t) = t for 0 < t < 4 and
f (t + 4) = f (t). [Dec 2009]
t
0<t<1
2. Find the Laplace transform of the periodic function f (t) =
2 − t 1 < t < 2.
[Oct 2001]
t
0 < t < π2
ww
3. Find the Laplace transform of the function f (t) = and
π−t π <t <π
2
f (π + t) = f (t). [May 2009]
asy
f (t + 6) = f (t). [May 2006]
En
k 0≤t≤a
5. Find the Laplace transform of the function f (t) = and
−k 3 ≤ t ≤ 2a
f (2a + t) = f (t).
gin [Dec 2008]
ee
6. Find the Laplace transform of the periodic saw - tooth wave function given
αt
by f (t) = , 0 < t < ω and f (t) = f (t + ω).
ω
rin [May 2007]
g.n
cos t 0 < t < π
7. Find the Laplace transform of the periodic function f (t) =
0 π < t < 2π
and f (t + 2π) = f (t).
0
8. Find the Laplace transform of f (t) =
0 < t < ωπ
et
[May 2004]
Theorem 1. Let f (t) be a continuous function for all t ≥ 0 and f ′ (t) is piecewise
continuous on every finite interval 0 ≤ t ≤ a in [0, ∞). If f (t) and f ′ (t) are of
exponential order as Zt → ∞, then L[ f Z ′ (t)] = sL[ f (t)] − f (0).
∞ ∞
h i d
Solution. L f ′ (t) = e−st f ′ (t)dt = e−st
f (t) dt
dt
Z0 ∞
0
∞ Z ∞
= e−st d( f (t)) = e−st f (t) − f (t)e−st (−s)dt
0 0 0 .
ww
Z ∞
−st
= 0 − f (0) + s e f (t)dt = sL[ f (t)] − f (0).
0
w.E
h dy i
∴L = sL[y] − y(0).
dt
−st ′′ asy
e f (t)dt =
Z ∞
e −st d
′
f (t) dt =
Z ∞
e−st d f ′ (t)
0
−st ′
= e f (t) −
∞ Z ∞
En 0
′ −st
dt
f (t)e (−s)dt
0
′
= 0 − f (0) + s
0 0
Z ∞
gin
e−st f ′ (t)dt
′
ee ′
0
g.n
Extension
Note. The above results will be used later in solving differential equations
using Laplace transforms.
w.E
0
Now, L[ f (t)] = L[g′ (t)] = sL[g(t)] − g(0)
L[ f (t)]
= L[g(t)].
st
asy
Z
L[ f (t)]
i.e., L f (u)du =
s
t
Z
0
En
L[ f (t)]
i.e., L f (t)dt = .
gin
s
0
t
ee
R
t t L f (t)dt
Z Z
L[ f (t)]
0
Result. L f (t)dtdt = = .
rin
s s2
0 0
✎
✍
Worked Examples
☞
✌
g.n
t
et
h Z i
Example 5.54. Find L e−t t cos tdt . [May 2005]
0
h Z t i hZ t i "
L[t cos t]
#
−t
Solution. L e t cos tdt = L t cos tdt =
0 0 s→s+1 s s→s+1
1 d n o
= − L(cos t)
s+1 ds s→s+1
1 d n s+1 o
=−
s + 1 ds s2 + 2s + 2
1 n (s2 + 2s + 2) − (s + 1)(2s + 2) o
=−
s+1 (s2 + 2s + 2)2
ww 0 t
h −t i
h Z t e−t sin t i L e tsin t 1 ∞
Z
Solution. L dt = = L[e−t sin t]ds
w.E 0 t
=
1 ∞
s s
Z
s s s
L[sin t] s→s+1 ds
asy
Z ∞
1 1
= ds
s s (s + 1)2 + 1
1 h −1
En
i∞
= tan (s + 1)
s s
1hπ
gin
i
= − tan−1 (s + 1)
s 2
1 −1
0
i
te−t sin tdt .
ee rin [Jun 2005]
Solution. L
hZ t i L[te−t sin t] 1 d
te−t sin tdt = = − L[e−t sin t] g.n
et
0 s s ds
1d n o
=− L[sin t] s→s+1
s ds
1d h 1 i
=−
s ds (s + 1)2 + 1
1d n 2 o
=− (s + 2s + 2)−1
s ds
1
= − (−1)(s2 + 2s + 2)−2 (2s + 2)
s
2(s + 1)
= .
s(s + 2s + 2)2
2
Z t
h
−t sin t i
Example 5.57. Find L e dt .
0 t
h Z t sin t i h Z t sin t i h 1 h sin t ii
Solution. L e−t dt = L dt = L
0 t 0 t s→s+1 s t s→s+1
Z ∞
1 h i
= L[sin t]ds
s+1 s s→s+1
Z ∞
1 h 1 i
= 2
ds
s + 1 s s + 1 s→s+1
1 h −1 ∞ i 1
= tan (s) s = cot−1 (s + 1).
s+1 s+1
ww
s→s+1
w.E Certain real integrals can be evaluated by comparing the definition of the
Laplace transform. The following examples illustrate this.
asy ✎
✍
Worked Examples
☞
✌
En
e−t cos 2tdt.
∞
gin
Z ∞0
w.E integral
Z ∞
0
we observe that
h d
e−2t t sin 3tdt = L[t sin 3t] s=2 = − L[sin 3t]
ds
i
s=2
=−
h 6s i asy
d 3
2
ds s + 9 s=2
h
= − 3(−1)(s2 + 9)−2 2s
12 12
i
s=2
=
En =
(s2 + 9)2 s=2 132 169
= .
gin
Z ∞
Example 5.62. Evaluate e−3t t sin tdt.
0
Solution. Comparing the definition of the Laplace transform with the given
integral
Z ∞
0
−3t
we observe that
h d ee
e t sin tdt = L[t sin t] s=3 = − L(sin t)
ds
i
s=3
=−
d h 1 i
ds s2 + 1 s=3 rin
h
= − (−1)(s2 + 1)−2 2s
i
s=3
=
h 2s i
2
(s + 1) 2 s=3
=
6
= .
100 50
3
g.n
Example 5.63. Evaluate
Z ∞
0
cos at − cos bt
t
dt.
Solution. Comparing the definition of the Laplace transform with the given
[May 2015]
et
integral we observe that
Z ∞ hZ ∞
cos at − cos bt h cos at − cos bt i i
dt = L = L[cos at − cos bt]ds
0 t t s=0 s s=0
hZ ∞ s s i h 1 h 2 2
s + a ∞ii
= − ds = log
s s2 + a2 s2 + b2 s=0 2 s2 + b2 s s=0
1h s2 + b2 i 1 b2 b
= log 2 2
= log 2
= log .
2 s +a s=0 2 a a
∞
e−3t − e−6t
Z
Example 5.64. Evaluate dt.
0 t
Solution. Comparing the given integral and the definition of the Laplace
transform
Z ∞ −3t we get
e − e−6t e−3t − e−6t hZ ∞ i
dt = L[ ] s=0 = L(e−3t − e−6t )ds
0 t t s s=0
hZ ∞ 1 1 i
= − ds
s s + 3 s + 6 s=0
h s+3 ∞ i
= log
s + 6 s s=0
ww s + 6i
h
= log = log 2.
s + 3 s=0
Z ∞
sin2 t
w.E
Example 5.65. Evaluate
Z we
Solution.
∞
notice that
2
−t sin t
0
e−t
h sin2 t i
t
dt.
1 h 1 − cos 2t i h1 Z ∞ i
0
e
t
dt = L
= asy
t s=1 2
h1 Z ∞ 1
( − 2
= L
s
)ds
i
t
=
h
s=1
1 h
=
2 s
L[1 − cos 2t]ds
p
log s − log s2 + 4
i ∞ i
s=1
h1h
En
2 s s s +4
s i∞ i
s=1
1h
2
√
s2 + 4 i
s s=1
1
2
log √
√ gin
= log 5 = log 5.
s2 + 4 s s=1 2
1
= log
s s=1
0
e−t ee 4
1 − cos t
t
dt.
rin
0
∞
e−t 1 − cos t
t
dt = L
h 1 − cos t i
t s=1
=
hZ ∞
s
L[1 − cos t]ds
i
s=1
g.n
et
hZ ∞ i Z ∞h i
= L[1] − L[cos t]ds = L[1] − L[cos t]ds
s s=1 s s=1
Z ∞ h1 s i h p i
= − 2 ds = log s − log s2 + 1
s s s + 1 s=1 s=1
√
h s ∞ i h s2 + 1 i
= log √ = log
s2 + 1 s s=1 s s=1
√ 1
= log 2 = log 2.
2
Z ∞ √
sin 3t
Example 5.67. Evaluate e−t dt.
0 t
∞
√ √
Z hZ ∞ h √ i i
3t−t sin
h h sin 3t ii
Solution. We have e dt = L = L sin 3t ds
√ 0 t t s=1 s s=1
Z ∞ h√ 1
h 3 i s ∞ i
= 2
ds = 3 √ tan−1 √
s s + 3 s=1 3 3 s s=1
hπ s i π 1 π π
= − tan−1 √ = − tan−1 √ = −
2 3 s=1 2 3 2 6
3π − π 2π π
= = = .
6 6 3
s→∞
w.E
Proof. By Laplace transform of derivative of f (t) we have
L[ f ′ (t)] = sL[ f (t)] − f (0).
Z∞
0 asy
e−st f ′ (t)dt = sF(s) − f (0).
Z∞
0
s→∞
gin
0
s→∞
rin
f (0) = lim sF(s).
s→∞
lim f (t) = lim sF(s). g.n
et
t→0 s→∞
Final value theorem. If the Laplace transform of f (t) and f ′ (t) exist and
F(s) = L[ f (t)], then lim f (t) = lim sF(s). [Dec 2014]
t→∞ s→0
Proof. We have L[ f ′ (t)]
= sL[ f (t)] − f (0).
Z∞
ie., e−st f ′ (t)dt = sF(s) − f (0).
0
Taking limit as s → 0 we obtain.
Z∞
lim e−st f ′ (t)dt = lim sF(s) − f (0).
s→0 s→0
0
Z∞
lim e−st f ′ (t)dt = lim sF(s) − f (0).
s→0 s→0
0
Z∞
f ′ (t)dt = lim sF(s) − f (0).
s→0
0
[ f (t)]∞
0 = lim sF(s) − f (0).
s→0
f (∞) − f (0) = lim sF(s) − f (0)
s→0
f (∞) = lim sF(s)
s→0
∴ lim f (t) = lim sF(s).
ww t→∞ s→0
✎ ☞
Example 5.68. Verify the initial value theorem for the function 2 + 3 cos t.
Solution. f (t) = 2 + 3 cos t
asy
1 s En
L[ f (t)] = L[2 + 3 cos t] = 2L[1] + 3L[cos t]
=2 +3 2
2
s
= + 2
s +1
3s
= F(s) gin
t→0
s s +1
2 3s
!
ee
lim f (t) = lim(2 + 3 cos t) = 2 + 3 cos 0 = 2 + 3 = 5.
t→0
3s2
!
rin
g.n
∴ lim sF(s) = lim s + 2 = lim 2 + 2
s→∞ s→∞ s s +1 s→∞ s +1
s2
= 2 + 3 lim
s→∞ s2 1 + 1
1
= 2 + 3 lim
s→∞ 1 + 1
s2
= 2 + 3 = 5.
et
s2
∴ lim f (t) = lim sF(s).
t→0 s→∞
Example 5.69. Verify the initial and final value theorems for the function
f (t) = ae−bt . [Jun 2013, May 1997]
Solution. Let f (t) = ae−bt .
a
L[ f (t)] = = F(s)
s+b
lim f (t) = lim ae−bt = a
t→0 t→0
as as
lim sF(s) = lim = lim =a
s→∞ s→∞ s + b s→∞ s(1 + bs )
ww t→∞ t→∞
lim sF(s) = lim 2
s→0
as
s→0 s + a2
=0
Example 5.70. Verify the initial value theorem for the function
f (t) = 1 + e−t (sin t + cos t).
asy
−t
Solution. Let f (t) = 1 + e (sin t + cos t).
[Jun 2012, Dec 2010, Jun 2010]
En
L[ f (t)] = L[1 + e−t (sin t + cos t)]
gin
= L[1] + L[e−t (sin t + cos t)]
1
=
=
s
1
s
+L 2
"
1
+ee
+ L[sin t + cos t] s→s+1
s
#
s + 1 s2 + 1 s→s+1
rin
g.n
" #
1 s+1
= + 2
s s + 1 s→s+1
F(s) =
1
s
+
s+2
(s + 1)2 + 1
lim f (t) = lim[1 + e−t (sin t + cos t)] = 1 + 1 = 2.
t→0 t→0
" #
et
s(s + 2)
lim sF(s) = lim 1 +
s→∞ s→∞ (s + 1)2 + 1
s2 (1 + 2s ) 1
= 1 + lim = 1 + = 2.
s→∞ s2 (1 + 1 )2 + 1 1
s s 2
Example 5.71. Verify the final value theorem for the function 1 − e−3t .
[May 2006]
−3t
Solution. Let f (t) = 1 − e .
1 1
L[ f (t)] = L[1 − e−3t ] = L[1] − L[e−3t ] = − .
s s+3
lim f (t) = lim [1 − e−3t ] = 1 − 0 = 1.
" t→∞t→∞ #
1 1 s 1
lim sF(s) = lim s − = lim 1 + = 1 − lim 3
= 1 − 0 = 1.
s→0 s→0 s s+3 s→0 s+3 s→0 1+ s
ww
∴ lim f (t) = lim sF(s).
t→∞ s→0
Example 5.72. Verify the initial and final value theorems for the function
w.E
f (t) = e−t sin t.
Solution. f (t) = e−t sin t
t→0 asy
lim f (t) = lim e−t sin t = 0
t→0
(1)
t→∞
En
lim f (t) = lim e−t sin t = 0
t→∞
(2)
L[ f (t)] =
gin
1
(s + 1)2 + 1
s
= F(s)
s
lim sF(s) = lim 2
s→∞
s
s→0 s + 2as + 2
= lim
=0
s→∞ s2 1 + 2as +
s
2
s2
=0
rin
(3)
(4)
Exercise 5 F
et
I. Evaluate the following integrals using Laplace transforms
Z ∞ Z ∞ Z ∞
−t −2t cos 6t − cos 4t
1. te sin tdt. 2. e t sin 3tdt. 3. dt.
0 0 0 t
∞ √
e−t − e−3t ∞
e−t sin
Z Z
3t
Z ∞ 5. dt. 6. dt.
4. t3 e−t sin tdt. 0 t 0 t
0
II. Prove the initial and final value theorems for the following functions.
4. t2 e−3t .
1. 3e−t . [Dec 2011]
ww 2. (2t − 3)2 .
5. e−t (t + 2)2 .
6. If F(s) =
3s2 + 5s + 2
w.E 3. 1 − e−at .
s3 + 4s2 + 2s
find f (0) and f (∞).
En
0 if t < 0
u(t) =
1 if t ≥ 0.
gin
u(t) has jump discontinuity at t = 0.
0
if t < a
ee
More generally we define u(t − a) =
1 if t ≥ a.
Laplace transform of unit step function
rin [Jun 2010]
L[u(t − a)] =
Z
Z0 a
∞
e−st u(t − a)dt =
0
Z a
e−st u(t − a)dt +
Z
a
∞
g.n
e−st u(t − a)dt
et
Z ∞ e−st ∞
= e−st .0dt + e−st dt = 0 +
0 a −s a
−1 e −as
= [0 − e−as ] = if s > 0.
s s
0
if t < a
Now f (t − a)u(t − a) =
f (t − a) if t ≥ a.
Z∞
∴ L[ f (t − a)u(t − a)] = e−st f (t − a)u(t − a)dt
0
Za Z∞
= e−st f (t − a)u(t − a)dt + e−st f (t − a)u(t − a)dt
0 a
Za Z∞
ww =
0
e−st 0dt +
a
e−st f (t − a)dt
w.E Let t − a = x
dt = dx
When t = a, x = 0.
When t = ∞, x = ∞.
∴ L[ f (t − a)u(t − a)] =
asy Z∞
e−s(a+x)
f (x)dx =
Z∞
−as−sx
e f (x)dx =
Z∞
e−as e−sx f (x)dx
En
0
= e−as
Z∞
0
gin 0 0
ee
Note. The second shifting property can be stated as follows.
rin
If L[ f (t)] = F(s), then L[ f (t − a)u(t − a)] = e−as L[ f (t)] where u(t − a) is the unit step
function.
The unit impulse function. For any positive ǫ, the impulse function δǫ is g.n
1
ǫ (u(t) − u(t − ǫ)), 0 ≤ t < ǫ
et
defined as δǫ (t) =
0, Otherwise
Dirac delta function. lim δǫ (t) is called the Dirac delta function, denoted by δ(t).
ǫ→0
0, t , 0
∴ δ(t) =
∞, t = 0
0, t , a
In general δ(t − a) =
∞, t = a.
Results. 1. Find L δǫ (t − a) .
Solution
By the definition, δǫ (t − a) = 1ǫ (u(t − a) − u(t − a − ǫ)) if a ≤ t ≤ a + ǫ [0 ≤ t − a < ǫ].
1h i 1h i
Now, L δǫ (t − a) = L[u(t − a) − u(t − a − ǫ)] = L[u(t − a)] − L[u(t − a) − ǫ]
ǫ ǫ
1h i 1 h e−as e−(a+ǫ)s i
= L[u(t − a)] − L[u(t − (a + ǫ)] = −
ǫ ǫ s s
1 h e−as e−as .e−ǫ s i
= −
ǫ s s
1 −as
ww
−ǫ s
L δǫ (t − a) = e (1 − e )
ǫs
Taking limit as ǫ → 0 we obtain
1 − e−ǫ s
L lim δǫ (t − a) = e−as lim
w.E
ǫ→0 ǫ s→0 ǫs
1 − ex
L δ(t − a) = e−as .1
lim =1
x→0 x
= e−as .
2. When a = 0, L[δ(t)] = 1. asy
En ∞
Z
3. One important property of Dirac Delta funtion is f (t)δ(t − a)dt = f (a).
0
gin
✎
✍
Worked Examples
☞
✌
!∞
2
3
0
= − [0 − e−2s ] =
s
3e−2s
s
.
2 2
et
t
e, 0<t<1
Example 5.74. If f (t) = find L[ f (t)]. [Dec 2009]
0, t > 1
Z∞ Z1 Z∞ Z1
Solution. L[ f (t)] = −st
e f (t)dt = −st
e f (t)dt + −st
e f (t)dt = e−st et dt
0 0 1 0
Z1 Z1 !1
et(1−s)
= e −st+t
dt = et(1−s) dt =
1−s 0
0 0
1 e1−s − 1
= [e1−s − 1] = .
1−s 1−s
sin 2t, 0 < t < π
Example 5.75. Find L[ f (t)] if f (t) = [Apr 2010]
0, t > π.
Z∞ Zπ Z∞
−st
Solution. L[ f (t)] = e f (t)dt = −st
e f (t)dt + e−st f (t)dt.
ww 0 0 π
w.E =
Zπ
0
e−st
sin 2tdt = e −st
−s sin 2t − 2 cos 2t !π
s2 + 4 0
=
s2
+4
2
asy
e−sπ
(−2) +
s2
2
+4
= 2
s +4
En
(1 − e−πs ).
2π
gin
cos t − 3 , t > 3
Example 5.76. If f (t) =
2π
find L[ f (t)]. [Apr 2010]
0,
ee
t < 2π
3
2π 2π
cos t − 3 , t > 3
rin
2π
Solution. Let g t − = f (t) = .
3
0,
t < 2π
3
"
Now L[ f (t)] = L g t −
2π
#
−2πs −2πs −2π
= e 3 L[g(t)] = e 3 L[cos t] = e 3 s 2
s
. g.n
3
2e−s
et
Solution. L[(t − 1)2 u(t − 1)] = e−s L[t2 ] = e−s = .
s3 s3
π
Example 5.79. Find L[sin tu(t − )].
2
π π π π h π π i
Solution. L[sin tu(t − )] = L[sin t − + u(t − )] = L cos(t − )u(t − )
2 2 2 2 2 2
−πs
−πs −πs s se 2
= e 2 L[cos t] = e 2 2 = .
s + 1 s2 + 1
Exercise 5 G
ww
1, 0 < t < 1
6. f (t) =
w.E t + 1, 0 ≤ t ≤ 2
1. f (t) = 0, t > 1.
3, t > 2.
0 < t < 12
asy t,
sin t, 0 < t < π 7. f (t) =
2. f (t) = t − 1, 1 < t < 1.
2
0, t > π.
cos t, 0 < t < π
En
t, 1 < t < 2
8. f (t) =
gin
3. f (t) = 0, otherwise.
sin t, t > π.
ee
t − 1, 1 < t < 2
0,
0<t<1
9. f (t) =
4. f (t) =
rin
1 + 5t, t ≥ 1.
3 − t, 2 < t < 3.
g.n
2 t
(t − 1) , t > 1 T, 0 < t < T
5. f (t) = 10. f (t) =
0, 0 < t < 1. 1, t > T.
Standard Results
1 h1i
1. L[1] = ⇒ L−1 = 1.
s s
1 h 1 i
2. L[eat ] = ⇒ L−1 = eat .
s−a s−a
1 h 1 i
3. L[e−at ] = ⇒ L−1 = e−at .
s+a s+a
1 h1i
4. L[t] = 2 ⇒ L−1 2 = t.
s s
ww 5.
n! h n! i
L[tn ] = n+1 ⇒ L−1 n+1 = tn .
s s
asy
−1
7. L[sinh at] = 2 ⇒ L = sinh at.
s − a2 s2 − a2
s h s i
8. ⇒ L−1 2
En
L[cos at] = 2 2
= cos at.
s +a s + a2
a h a i
gin
−1
9. L[sin at] = 2 ⇒ L = sin at.
s + a2 s2 + a2
2as h 2as i
ee
−1
10. L[t sin at] = 2 ⇒ L = t sin at.
(s + a2 )2 (s2 + a2 )2
(s2 + a2 )2
= t cos at.
rin
Basic theorems
g.n
1. L−1 [aF(s) + bG(s)] = aL−1 [F(s)] + bL−1 [G(s)] where a and b are constants.
Shifting theorems
2. (i) If L[ f (t)] = F(s), then
et
L[e−at f (t)] = F(s + a)
✎ ☞
Worked Examples
✍ ✌
h1 1 1 s i
Example 5.80. Find L−1 2 + + 2 + 2 . [Jan 2008]
s s+4 s +4 s −9
h1 1 1 s i
Solution. L−1 2 + + +
s s + 4 s2 + 4 s2 − 9
h1i h 1 i h 1 i h s i
= L−1 2 + L−1 + L−1 2 + L−1 2
s s+4 s +4 s −9
1 h 2 i
= t + e−4t + L−1 2 + cosh 3t
2 s +4
1
h s2 − 3s + 4 i
w.E
Example 5.81. Find L−1
Solution. L−1
h s2 − 3s + 4 i
s3
= L
s3
−1
h1 3
−
.
+
s s2 s3
4i
= L −1 1
h i
− 3L −1 1
h i
s2
+ 4L −1 1
h i
s3
asy
s
4 h 2 i
= 1 − 3t + L−1 3 = 1 − 3t + 2t2 .
2 s
rin
Example 5.83. Find L−1 2
h 3s + 2 i
Solution. L−1 2
s −4
h s i
= 3L−1 2
.
h 2 i
+ L−1 2 = 3 cosh 2t + sinh 2t. g.n
h
s −4
s i
h
Example 5.84. Find L−1 2 2
s
s −4
a s + b2
h
i
.
s
s −4
i 1 −1 h s i 1
et
b
Solution. L−1 2 2 2
= L−1 = L = cos t.
a s +b 2 2
a (s + b2
) a2 s2 + b2 a2 a
a2 a2
h 1 i
Example 5.85. Find L−1 .
(s − 3)5
h 1 i h i e3t e3t t4
3t −1 1 4
Solution. L−1 = e L = t = .
(s − 3)5 s5 4! 24
s i h
Example 5.86. Find L−1 .
(s + 6)3 " h i
h s i h i#
−1 s + 6 − 6 −6t −1 s − 6 −6t −1 1 −1 1
h i h i
Solution. L−1 = L = e L = e L − 6L
(s + 6)3 (s + 6)3 s3 s2 s3
h 6 i
= e−6t t − t2 = e−6t [t − 3t2 ].
2
h s+3 i
Example 5.87. Find L−1 2 .
s − 4s + 13
h s+3 i h s+3 i h s+3 i
Solution. L−1 2 = L−1 = L −1
s − 4s + 13 (s − 2)2 + 13 − 4 (s − 2)2 + 9
ww
h s − 2 + 2 + 3i
= L−1
(s − 2)2 + 9
n h s i h 5 io
= e2t L−1 2 + L−1 2
w.E h
s +9
5
= e2t cos 3t + sin 3t .
3
i
s +9
h s
s +1
1 i
= e2t L−1 2
2t
h ee
s +1
= e cos t + 2 sin t .
+ 2L−1 2
i
s +1
rin
Example 5.89. Find L−1
"
1
s2 + 4s + 2
#
.
g.n [Dec 2010]
Solution. L−1
"
1
s2 + 4s + 2
#
= L −1
"
1
(s + 2)2 + 2 − 4
#
= L −1
"
1
(s + 2)2 − 2
#
et
1
= e−2t L−1 √ 2
s2 − 2
√
e−2t −1 2
= √ L √ 2
2 s2 − 2
e−2t √
= √ sin 2t .
2
h 2s − 3 i
Example 5.90. Find L−1 2 .
s + 4s + 13
h 2s − 3 i h 2s − 3 i h 2(s + 2) − 7 i
Solution. L−1 2 = L−1 2
= L−1
s + 4s + 13 (s + 2) + 13 − 4 (s + 2)2 + 9
h 2s − 7 i h s 1 i
= e−2t L−1 2 = e−2t 2L−1 2 − 7L−1 2
s +9 s +9 s +9
h 7 i e−2t h i
= e−2t 2 cos 3t − sin 3t = 6 cos 3t − 7 sin 3t .
3 3
h s i
Example 5.91. Find L−1 . [May 2007]
(s + 2)2 + 1
h s i
−1 s + 2 − 2
h i
−2t −1 s − 2
h i
Solution. L−1 = L = e L
ww (s + 2)2 + 1 (s + 2)2 + 1
" h
−2t −1
=e L
s
s2 + 1
i
− 2L −1
h
s2 + 1
1 i
s2 + 1
#
Solution. L−1
h s i
= L asy
(s + 3)2
.
−1 s + 3 − 3
h i
= e−3t −1 s − 3
L
h i
[Dec 2009]
(s + 3)2
" h
En
(s + 3)2
−3t −1 1
=e L −
3i
#
=e L
"
s2
−3t −1 1
h i
−L
h i#
−1 3
gin
s s2
= e−3t [1 − 3t].
s s2
Solution. L−1
h 1
+
h 1
ee
+
+
5
s+3
+
(s − 4)5 (s − 2)2 + 25 (s + 3)2 + 36
5 i
s+3 i
.
rin
[Dec 2007]
(s − 4) 5
= L−1
2
(s − 2) + 25 (s + 3) + 36
h 1 i
+ L −1
h
2
5 i
+ L −1
h
g.n s+3 i
=e 4t t
(s − 4)5
h1i
= e4t L−1 5 + e2t L−1 2
s
2t
(s − 2)2 + 25
h 5 i
s + 25
−3t
+ e sin 5t + e cos 6t
h s i
+ e−3t L−1 2
s + 36 et
(s + 3)2 + 36
4!
t
= e4t + e2t sin 5t + e−3t cos 6t.
24
h 3 i
Example 5.94. Find L−1 . [Dec 2009]
(s − 3)2 + 25
h 3 i
3t −1
h 3 i 3
3t −1
h 5 i 3
Solution. L−1 = e L = e L = e3t sin 5t.
(s − 3)2 + 25 s2 + 25 5 s2 + 25 5
Exercise 5 H
s
8. .
1 1 s (s − 6)2 + a2
1. + + 2 .
s−3 s s −4
1 2
2 s 9. + .
2. + 2 . (s − 3) 5 (s + 1)2 + 4
2s − 3 s − 1
ww 3. 2
s
+
s + 49 s + 7
1
√ . 10.
s+6
(s + 6)2 + 9
.
w.E 2s 1 s−a
4. + 3. 11. .
2
s − 25 s (s − a)2 − b2
s 1 1 s+7
5. 2 + √ + 2
s − 225 s − 7 s + 16
1
.
asy 12.
(s + 7)2 + 49
5s + 3
.
6.
(s + 1)2 + 1
.
En 13.
s2 + 2s + 5
.
gin
s−3 3s − 2
7. . 14. .
(s − 3)2 + 4 s2 − 4s + 20
✎
ee
5.4.1 Inverse Laplace transform by the method of partial fractions
Worked Examples
☞
rin
✍
Example 5.95. Find the inverse Laplace transform of
1
✌
Solution. Let
1
=
A
+
B
(s + 1)(s + 2) s + 1 s + 2
∴ 1 = A(s + 2) + B(s + 1).
=
A(s + 2) + B(s + 1)
(s + 1)(s + 2) et
when s = −1, A = 1.
when s = −2, −B = 1 ⇒ B = −1.
1 1 1
∴ = −
(s + 1)(s + 2) s + 1 s + 2
" # " #
−1 1 −1 1 1
L =L −
(s + 1)(s + 2) s+1 s+2
" # " #
−1 1 −1 1
=L −L = e−t − e−2t .
s+1 s+2
1 h i
Example 5.96. Find L−1 . [May 2008]
(s + 1)(s + 3)
1 A B
Solution. Let = +
(s + 1)(s + 3) s + 1 s + 3
1 = A(s + 3) + B(s + 1)
Put s = −1, 1 = 2A ⇒ A = 12 .
1
−1
2 .
1 1
w.E ∴ = 2 − 2
(s + 1)(s + 3) s + 1 s + 3
asy h 1 1 i
1 h i
L−1 = L−1 2 − 2
(s + 1)(s + 3) s+1 s+3
1 −1 h 1 i 1 −1 h 1 i
= L
En
2
1 −t
s+1
− L
2 s+3
gin
−3t
= (e − e ).
2
1
ee
h i
Example 5.97. Find L−1 .
(s + a)(s + b)
rin
1 A B
Solution. Let = +
(s + a)(s + b) s + a s + b
1 = A(s + b) + B(s + a)
1 g.n
Put s = −a ⇒ A =
Put s = −b ⇒ B =
b−a
1
a−b
et
1 1
h 1 i h i
L −1
= L−1 b−a + a−b
(s + a)(s + b) s+a s+b
1 −at 1 −bt
= e + e
b−a a−b
1
= (e−bt − e−at ).
a−b
h1 i
Example 5.98. Find L−1 3
. [Nov 2005]
s(s + 3)
1 A B C D
Solution. Let 3
= + + 2
+ .
s(s + 3) s s + 3 (s + 3) (s + 3)3
1
When s = 0, 1 = 27A ⇒ A = .
27
−1
When s = −3, 1 = −3D ⇒ B = .
3
w.E A + B = 0 ⇒ B = −A =
27
.
Equating the coeff. of s2 we get
asy
9A + 6B + C = 0
1 −1
9× +6 +C = 0
27 27
En
9 6
− +C = 0
27 27
3
27
+C = 0
C=− .
1
gin
∴
9
1
s(s + 3)3
1
ee
1
= 27 − 27 −
s
9
1
+
1
3
s + 3 (s + 3)2 (s + 3)3
rin
L−1
h 1
s(s + 3) 3
i
=
1 −1 h 1 i 1 h 1 i 1 h 1 i 1 h 1 i
27
L
s
−
27 s + 3
−
9 (s + 3)2
−
g.n
3 (s + 3)3
=
1
27
1
27
−
1 1
1
Put s = −4 ⇒ B = 2
h s i h 1 1 i
L−1 = L−1 2 + 2
(s − 4)(s + 4) s−4 s+4
1 4t 1 −4t
= e + e = cosh 4t.
2 2
h 4s + 5 i
Example 5.100. Find L−1 .
(s − 1)2 (s + 2)
4s + 5 A B C
Solution. Let 2
= + 2
+
(s − 1) (s + 2) s − 1 (s − 1) s+2
1 1
ww On computation, we get A = , B = 3, C = .
4s + 5
1
3
3
3
1
w.E
3
∴ = + + 3 .
(s − 1)2 (s + 2) s − 1 (s − 1)2 s + 2
h 4s + 5 i 1 t 1 1
∴ L−1 = e + 3et t + e−2t = (et + 9tet + e−2t ).
asy
2
(s − 1) (s + 2) 3 3 3
2s + 1
h i
Example 5.101. Find L−1 .
Solution. Let
2s + 1
2
(s + 2) (s − 1) 2
=
En
(s + 2)2 (s − 1)2
A
+
s + 2 (s + 2)
B
2
+
C
+
D
s − 1 (s − 1)2
= gin
A(s + 2)(s − 1)2 + B(s − 1)2 + C(s − 1)(s + 2)2 + D(s + 2)2
ee (s + 2)2 (s − 1)2
rin
∴ 2s + 1 = A(s + 2)(s − 1)2 + B(s − 1)2 + C(s − 1)(s + 2)2 + D(s + 2)2 .
When s = −2 When s = 1
1
9B = −3 ⇒ B = − .
3
9D = 3 ⇒ D = .
Equating the coefficients of s3 we get
1
3
g.n
A + C = 0.
Equating the constants we get
et (1)
2A + B − 4C + 4D = 1
1 4
2A − − 4C + = 1
3 3
2A − 4C + 1 = 1
2A − 4C = 0
A − 2C = 0. (2)
(1) − (2) ⇒ 3C = 0 ⇒ C = 0.
(1) ⇒ A = 0.
2s + 1 − 13 1
3
∴ = +
(s + 2)2 (s − 1)2 (s + 2)2 (s − 1)2
h 2s + 1 i 1 −1 h 1 i 1 −1 h 1 i
Now, L−1 = − L + L
(s + 2)2 (s − 1)2 3 (s + 2)2 3 (s − 1)2
1 h1i 1 h1i
= − e−2t L−1 2 + et L−1 2
ww
3 s 3 s
1 −2t 1 t t t
= − e t + e t = e − e−2t .
3 3 3
w.E
Example 5.102. Find L−1
Solution. Let
5s + 3
h 5s + 3
(s − 1)(s2 + 2s + 5)
=
A
+ 2
i
.
Bs + C
2
asy
(s − 1)(s + 2s + 5) s − 1 s + 2s + 5
5s + 3 = A(s2 + 2s + 5) + (Bs + C)(s − 1)
En
Put s = 1 ⇒ 8A = 8 ⇒ A = 1.
Equating the coeff. s2 ⇒ A + B = 0 ⇒ B = −1.
gin
s = 0 ⇒ 5A − C = 3 ⇒ C = 5 − 3 = 2.
ee
" # " #
5s + 3 1 −s + 2
L−1 = L −1
+
(s − 1)(s2 + 2s + 5) s − 1 s2 + 2s + 5
rin
" #
t −1 s−2
=e −L
(s + 1)2 + 5 − 1
=e −L t −1
"
s+1−3
(s + 1)2 + 4
#
g.n
t
=e −e L
t −t
"
"
−t −1 s − 3
s2 + 4
= e − e cos 2t − sin 2t
3
#
#
et
2
e−t
= et − [2 cos 2t − 3 sin 2t].
2
h s+9 i
Example 5.103. Find L−1 .
(s + 2)(s2 + 3)
s+9 A Bs + C
Solution. Let 2
= + 2
(s + 2)(s + 3) s + 2 s +3
3A + 2c = 9
ww 3 + 2c = 9
2c = 6 ⇒ c = 3.
w.E ∴
s+9
2
(s + 2)(s + 3)
=
s +
1
2
−s + 3
+ 2
s +3
=
s
1
+ 2
− 2
s−3
s +3
Now, L−1
h s + 9
(s + 2)(s2 + 3)
i
=
asy
L −1
h 1 i
s+2
− L −1
h s i
s2 + 3
− 3L −1
h 1 i
s2 + 3
En √ 3
= e−2t − cos 3t − √ sin 3t.
3
√
Solution. Let 2
h
L−1 2
s2 + 16
s2 + 16
2
i
= 2
A
ee + 2
B
(s + 1)(s + 4) s + 1 s + 4 s + 1 s + 4
rin
2
(s + 1)(s + 4)
A
=+ 2
B
et
(s2
+ a2 )(s2
+ b2 )
+a 2 s2
s + b2
1 1 1 1
= 2 2 2 2
− 2
b −a s +a b − a s + b2
2 2
s 1 h s s i
∴ 2 = −
(s + a2 )(s2 + b2 ) b2 − a2 s2 + a2 s2 + b2
h s i 1
Hence, L−1 2 2 2 2
= 2 [cos at − cos bt].
(s + a )(s + b ) b − a2
h 2s2 − 6s + 5 i
Example 5.106. Find L−1 3 .
s − 6s2 + 11s − 6
2
h 2s − 6s + 5 i h 2s2 − 6s + 5 i
Solution. Let L−1 3 2
= L −1
s − 6s + 11s − 6 (s − 1)(s − 2)(s − 3)
2s2 − 6s + 5 A B C
= + +
(s − 1)(s − 2)(s − 3) s − 1 s − 2 s − 3
ww s = 2 ⇒ −B = 1 ⇒ B = −1.
5
s = 3 ⇒ 2C = 5 ⇒ C = .
2
w.E ∴ L−13
2s2 − 6s + 5 i
h
2
s − 6s + 11s − 6
h
= L−1 2 −
1
1
+
5 1 i
s−1 s−2 2s−3
asy 1 t 5
= e − e2t + e3t .
2 2
En
3s + 16s + 26
s(s2 + 4s + 13)
#
. [Dec 2013]
Solution. Let
3s2 + 16s + 26 A
2
s(s + 4s + 13)
= + 2
gin
Bs + c
s s + 4s + 13
When s = 0, 13A = 26 ⇒ A = 2.
Equating the coefficients of s2
ee
3s2 + 16s + 26 = A(s2 + 4s + 13) + (Bs + c)s.
rin
A+B=3
g.n
2+B=3
B = 1.
Equating the coefficients of s
et
4A + c = 16
8 + c = 16
c = 8.
3s2 + 16s + 26
" # " #
−1 −1 2 s+8
L =L +
s(s2 + 4s + 13) s s2 + 4s + 13
" # " #
−1 1 −1 s+8
= 2L +L
s s2 + 4s + 13
" #
−1 s+2+6
=2·1+L
(s + 2)2 + 13 − 4
" #
−1 s+2+6
=2+L
(s + 2)2 + 9
" #
−2t −1 s + 6
=2+e L
s2 + 9
ww =2+e −2t
"
L −1
s
s2 + 9
+ 2L −1 3
s2 + 9
!#
asy s2
" #
Example 5.108. Find L−1 . [Dec 2011]
s4 + 4a4
s2 s2
Solution. We have =
En
s4 + 4a4 (s2 − 2as + 2a2 )(s2 + 2as + 2a2 )
s2 As + B Cs + D
Let 2
2
2 2
gin
2
= 2
(s − 2as + 2a )(s + 2as + 2a ) s − 2as + 2a
2 2 2
2
+ 2
∴ s = (As + B)(s + 2as + 2a ) + (Cs + D)(s − 2as + 2a ).2
s + 2as + 2a2
A+C = 0
Equating the coefficient of s2 we get
ee
Equating the coefficients of s3 we get
rin (1)
2aA + B − 2aC + D = 1.
g.n (2)
Equating the coefficient of s we get
2a2 A + 2aB + 2a2C − 2aD = 0
Equating the constants we get
et (3)
2a2 B + 2a2 D = 0
2a2 (B + D) = 0
B + D = 0. (4)
From (1) and (4) we get C = −A and D = −B.
(2) ⇒ 2aA + B + 2aA − B = 1
4aA = 1
1
A= .
4a
1
⇒C=− .
4a
(3) ⇒ 2a2 A + 2aB − 2a2 A + 2aB = 0
4aB = 0
B = 0.
⇒ D = 0.
ww ∴ 4
s2
4
=
1
2
s
2
−
1 s
4a s + 2as + 2a2
2
w.E
s + 4a 4a s − 2as + 2a
s2
" #
1 −1 s 1 s
L−1 4 = L − L −1
s + 4a4 4a s2 − 2as + 2a2 4a s2 + 2as + 2a2
asy
" # " #
1 −1 s − a + a 1 −1 s + a − a
= L − L
4a (s − a)2 + a2 4a (s + a)2 + a2
En
1 at −1 s + a
1 −at −1 s − a
= e L − e L
4a s2 + a2 4a s2 + a2
1 at −1 s a
gin
−1
= e L + L
4a s2 + a2 s2 + a2
1 −at −1 s −1
a
ee
− e L −L
4a s2 + a2 s2 + a2
1 at 1 −at
=
4a
e [cos at + sin at] − e [cos at − sin at]
1 h at
4a
rin
g.n
i
= e cos at + eat sin at − e−at cos at + e−at sin at
4a
1 h i
= cos at eat − e−at + sin at eat + e−at
=
4a
1
4a
1
[cos at · 2 sin hat + sin at · 2 cos hat]
ww 2a2 B + 2a2 D = 0
2a2 (B + D) = 0
w.E B + D = 0.
From (1) and (4) we get
(4)
C = −A and D = −B.
asy
En
∴ (2) ⇒ 2aA + 2aA = 0
gin
4aA = 0
⇒ A = 0.
ee
∴ C = 0.
⇒D=−
1
4a
.
4a
.
et
s 1 1 1 1
∴ = · 2 −
s4 + 4a4 4a s − 2as + 2a 2 4a s + 2as + 2a2
2
1 1 1 1
= −
4a (s − a)2 + a2 4a (s + a)2 + a2
" ! !#
−1
s 1 −1 1 −1 1
L = L −L
s4 + 4a4 4a (s − a)2 + a2 (s + a)2 + a2
" ! !#
1 at −1 1 −at −1 1
= e L −e L
4a s2 + a2 s2 + a2
" #
1 at sin at sin at
= e − e−at
4a a a
1
= sin at[eat − e−at ]
4a2
1
= sin at · 2 sin hat
4a2
sin at sin hat
= .
2a2
ww
w.E
Exercise 5 I
asy
Find the Laplace inverse of the following.
En
gin
1.
s+2
s(s + 4)(s + 9)
.
ee 7.
8.
5s2 − 15s − 11
(s + 1)(s − 2)3
1
.
. [Apr 2009]
rin
[Nov 2009]
g.n
1 s4 −1
2. .
s(s + 1)(s + 2) s
9. .
3.
1−s
(s + 1)(s2 + 4s + 13)
4s2 − 3s + 5
. [Apr 2009]
10.
(s +
s2 (s2
1)2 (s2
1
+ 81)
.
+ 1)
et
[Jun 2008]
Results
h i
1. If L−1 F(s) = f (t) and f (0) = 0 then
h i d d h −1 i
L−1 sF(s) = f ′ (t) = f (t) = L F(s) .
h dti dt
In general L−1 sn F(s) = f (n) (t) if f (0) = 0 = f ′ (0) = · · · = f (n−1) (0).
h i dn
i.e., L−1 sn F(s) = n [L−1 [F(s)]].
dt
h i h F(s) i Z t Z t
2. If L−1 F(s) = f (t) then L−1 L−1 F(s) dt
= f (t)dt =
s 0 0
ww Similarly, L −1 F(s)
h
s2
i Z tZ t
=
0 0
−1
L F(s) dtdt.
h i
L−1 F ′ (s) = −t f (t) = −tL−1 F(s) .
asy ✎
Worked Examples
☞
En ✍ ✌
gin
s
h i
Example 5.110. Find L−1 . [May 2008]
(s + 2)2 + 4
s 1 i d 1 i!
ee
h i h h
Solution. L−1 = L −1
s = L −1
(s + 2)2 + 4 (s + 2)2 + 4 dt (s + 2)2 + 4
d −2t −1 h 1 i
!
rin
=
dt
d e
e L
−2t
−1
s2 + 4
h 2 i! g.n
=
=
dt 2
d e−2t
dt 2
L
sin 2t
s2 + 4
!
et
1
= e−2t 2 cos 2t − 2e−2t sin 2t
2
= e−2t (cos 2t − sin 2t).
h s2 i
Example 5.111. Find L−1 2 2 2
.
(s + a )
s2
h i h s i d n h s io
Solution. L−1 = L −1
s = L −1
(s2 + a2 )2 (s2 + a2 )2 dt (s2 + a2 )2
d t sin at
n o 1 n o
= = t cos at.a + sin at
dt 2a 2a
1n o
= sin at + at cos at .
2a
h s+2 i
Example 5.112. Find L−1 2 . [May 2006]
(s + 4s + 5)2
h s+2 i h s+2 i h s i h t sin t i
Solution. L−1 2 2
= L−1 2 2
= e−2t L−1 2 2
= e−2t .
(s + 4s + 5) (s + 2) + 1) (s + 1) 2
w.E
h s2 i h s i d h s i!
−1 −1 −1
Solution. L =L s = L
(s − 1)4 (s − 1)4 dt (s − 1)4
asy
d i! d i!
−1 s + 1 − 1 t −1 s + 1
h h
= L = eL
dt (s − 1)4 dt s4
! h i!
En
d t −1 h 1 1i d t −1 h 1 i −1 1
= eL + = eL +L
dt s3 s4 dt s3 s4
d t −1 h t2 t3 i
gin
!
1d t 2 3
= eL + = (e (3t + t ))
dt 2 6 6 dt
et
1
ee
= et (6t + 3t2 ) + et (3t2 + t3 ) = 6t + 6t2 + t3 .
6 6
Solution. L−1
h 1 i
=
h
L
2
1
s(s + a )
−1 F(s)
h
2
i
i
.
where F(s) = 2
1
et
[Jun 2007]
2 2
s(s + a ) s s + a2
Zt Zt Zt
−1 −1
h 1 i sin at
= L [F(s)]dt = L dt = dt
s + a2
2 a
0 0 0
1 cos at t 1 1 − cos at
= − = − 2 (cos at − 1) = .
a a 0 a a2
h 1 i
Example 5.116. Find L−1 3
. [May 2007]
s(s + 2)
h 1 i
−1 F(s)
h i 1
Solution. L−1 3
= L where F(s) =
s(s + 2) s (s + 2)3
Z t Z t h 1 i Z t
−2t −1 1
h i h i
−1 −1
= L F(s) dt = L dt = e L dt
0 0 (s + 2)3 0 s3
Z t
1 t 2 e−2t 1 h t2 e−2t t
2 Z Z t −2t
−2t t e i
= e dt = t d = − 2tdt
0 2 2 0 −2 2 −2 0 0 −2
2 −2t Z t −2t 2 −2t −2t Z t e−2t i
1ht e e i 1 h t e te t
= + td = + − dt
2 −2 −2 2 −2 −2 0 −2
ww
0 0
1 h t2 e−2t te−2t 1 e−2t t i 1 h t2 e−2t te−2t 1 −2t i
= − + = − − e −1
2 −2 2 2 −2 0 2 −2 2 4
w.E 1 t e
h 2 −2t te −2t 1 −2t 1 i 1 h i
= − − e + = 1 − e−2t 2t2 + 2t + 1 .
2 −2 2 4 4 8
1
asy
h i
Example 5.117. Find L−1 2 2 2
. [Dec 2013]
(s + a )
h 1 i
−1 1
h s i
−1 F(s)
h i s
Solution. L−1 2 = L = L where F(s) = 2
(s + a2 )2
= En
Z t
L
s (s2 + a2 )2
−1
h s i
dt =
Z t
s
t sin at
dt =
1
Z t
(s + a2 )2
td
− cos at
=
0
gin
1 −t cos at
h
(s2 + a2 )2
t
−
Z t 0
− cos at
2a
dt
i
2a 0 a
=
2a
2a
1 h
ee a
a
+
0
1 h −t cos at 1 sin at t i
a a 0
0
i
a
=
1 h −t cos at
2a
rin
a
1
+ 2 sin at
a
i
= 3 sin at − at cos at .
"
2a
1
#
g.n
et
−1
Example 5.118. Find L . [Dec 2013]
" (s#2 + 9s +" 13)2 #
1 1
Solution. L−1 2 = L−1
(s + 9s + 13)2 [(s + 3)2 + 13 − 9]2
" #
−3t −1 1 1
=e L 2 2
, which is of the form 2 with a = 2.
(s + 4) (s + a2 )2
" #
−3t 1
=e (sin 2t − 2t cos 2t)
2 × 23
e−3t
= [sin 2t − 2t cos 2t].
16
" # " #
−1 s −1 1
Example 5.119. Find L and find L and hence find
" # (s + a2 )2
2 (s + a2 )2
2
1
L−1 2 . [Dec 2013]
(s + 9s + 13)2
Solution. Solve examples 3.114, 3.117&3.118.
h 1 i
Example 5.120. Find L−1 2 . [Nov 2009]
s (s + a)
h 1 i h F(s) i 1
Solution. L−1 2 = L−1 2 where F(s) = , L−1 [F(s)] = e−at
s (s + a) s s+a
ww =
Zt Zt
L−1 [F(s)]dtdt
w.E
0 0
Zt Zt Zt !t
−at e−at
= e dtdt = dt
−a 0
asy
=
−1
0 0
Zt
−at
((e − 1))dt =
0
−1 e−at t
"
t
− (t)0
#
En
a
"
0
−1 e−at 1
#
a −a 0
=
gin
a −a a
1
+ −t
1 1
a
ee
= 2 e−at − 2 + t
1 −at
= 2 e − 1 + at .
a
a a
rin
s
g.n
h i
Example 5.121. Find L−1 2 2 2
. [Dec 2007]
(s − a )
et
Z
s
′ s F(s) = 2 − a2 )2
ds
Solution. Let F (s) = 2 (s
(s − a2 )2
Z
1 2s
s = ds
2 Z (s − a2 )2
2
h i h i
−1 −1 ′
L = L F (s)
(s2 − a2 )2 1 d(s2 − a2 )
= ds
= −tL−1 [F(s)] 2 (s2 − a2 )2
1 (s2 − a2 )−1
−1
h 1 i =
= −tL − 2 −1
2(s2 − a2 ) −1 1
t sinh at = .
= 2 s2 − a2
2 a
t
= sinh at.
2a
" #
2(s + 1)
−1
Example 5.122. Find L . [Dec 2009]
(s2 + 2s + 2)2
h 2(s + 1) i h 2(s + 1) i h 2(s + 1) i
Solution. L−1 2 2
= L−1 2 2
= L−1
(s + 2s + 2) ((s + 1) + 2 − 1) ((s + 1)2 + 1)2
h 2s i h i
= e−t L−1 2 2
= e−t L−1 F ′ (s) .
(s + 1)
2s
Where F ′ (s) = 2 .
(s + 1)2
d(s2 + 1)
Z Z
2s 1
F(s) = 2 2
ds = 2 2
=− 2 .
(s + 1) (s + 1) s +1
ww
h 2(s + 1) i n h io h −1 i
L−1 2 = e−t
−tL −1
F(s) = −te −t −1
L = te−t sin t.
(s + 2s + 2)2 s2 + 1
" #
w.E −1 s+3
Example 5.123. Find L . [Jun 2005]
(s2 + 6s + 13)2
h s+3 i h s+3 i h s+3 i
Solution. L−1 2 = L −1
= L −1
(s + 6s + 13)2
′
where F (s) = 2
s
(s + 4)2
.
En
∴ F(s) =
Z
s
(s2 + 4)2
ds =
1
2
Z
2s
gin
(s2 + 4)2
ds =
1
2
Z
d(s2 + 4) 1
(s2 + 4)2
=
2
−
1
s2 + 4
=− 2
1 1
2s +4
.
∴ L−1
h s+3
(s2 + 6s + 13)2
i
= eee
−3t
−3t
n
−tL −1
h
F(s)
te sin 2t te sin 2t
io
−3t
= −te−3t −1 −1
L
h 1 i
rin
2 s2 + 4
=
2 2
=
4
.
g.n
Exercise 5 J
s2 s
2. . 4. . [May 2009]
(s − 2)3 (s − a)5
1
1 8. .
5. . (s2 + a2 )2
(s − 2)2 + 132
s
1 9. .
6. . (s2 + a2 )2
s(s + 3)
1 1
7. . 10. .
s(s2 − 2s + 5) s2 (s2 + a2 )2
ww ✍
Worked Examples
✌
w.E
h 1 + si
Example 5.124. Find L−1 log 2 . [Dec 2009]
s
s+1
Solution. Let F(s) = log 2 = log(s + 1) − log s2 = log(s + 1) − 2 log s
s
′
F (S ) =
1
s+1 s
−
2
asy
we know that
En
L[t f (t)] = −F ′ (s)
gin
h 1 2i 2 1
=− − = −
s "+ 1 s # s s +"1 # " #
−1 2 1 −1 1 1
ee
−1
t f (t) = L − = 2L −L
s s+1 s s+1
∴ t f (t) = 2 − e−t
2 − e−t rin
f (t) =
t
.
g.n
s(s + 1) i
et
h
Example 5.125. Find L−1 log 2 . [May 2009]
s +1
s(s + 1)
Solution. Let F(s) = log 2 = log s + log(s + 1) − log(s2 + 1)
s +1
1 1 2s
F ′ (S ) = + − 2 .
s s+1 s +1
we have
2s 1 1
L[t f (t)] = −F ′ (s) = 2 − −
" s + 1 s + 1# s " # " #
−1 2s 1 1 −1
s
−1 1 −1 1
t f (t) = L − − = 2L −L −L
s2 + 1 s + 1 s s2 + 1 s+1 s
ww
2s 2s
F ′ (s) = − 2
s2
+ a2 s − b2
s s
L−1 [F ′ (s)] = 2L−1 2 − 2L −1
w.E s + a2
−t f (t) = 2 cos at − 2 cosh bt
s2 − b2
asy
2
f (t) = (cosh bt − cos at).
t
En
h s + 1i
Example 5.127. Find L−1 log . [Dec 2013]
s−1
s+1
Solution. Let F(s) = log
F ′ (S ) =
1
−
s−1
1
gin
= log(s + 1) − log(s − 1)
s+1 s−1
We know that
s+1 i
+2 .
et
[Apr 1995]
s−1
s+1
Solution. Let F(s) = s log + 2 = s[log(s + 1) − log(s − 1)] + 2
s−1
h 1 1 i
F ′ (s) = s − + log(s + 1) − log(s − 1)
s+1 s−1
h s − 1 − s − 1i s+1
=s 2
+ log
s −1 s−1
−2s s+1
= 2
+ log
s −1 s−1
h s i h s + 1i
t f (t) = 2L−1 2 − L−1 log
s −1 s−1
et − e−t 2
= 2 cos ht − = 2 cos ht − cos ht.
t t
2 cos ht 2 cos ht 2 cos ht
f (t) = − = (t − 1).
t t2 t2
ww
h ai
Example 5.129. Find L−1 tan−1 .
a s
Solution. Let F(s) = tan−1
w.E
s
1 −a s2 −a a
F ′ (s) = 2 2
= 2 2 2
=− 2 .
a s s + a s s + a2
1+ 2
s
asy
We have L[t f (t)] = −F ′ (s) = 2
a2
En
t f (t) = L−1 2
s + a2
h a i
= sin at
gin s + a2
f (t) =
sin at
.
ee
t
h i
Example 5.130. Find L−1 cot−1 (s) . [May 2011, Jun 2010]
Solution. Let F(s) = cot−1 (s)
1 rin
F ′ (s) = −
1 + s2
we have L[t f (t)] = −F ′ (s) = 2
1 g.n
∴ t[ f (t)] = L
∴ f (t) =
−1
sin t
.
"
1
s2 + 1
#
= sin t.
s +1
et
t
h a s i
Example 5.131. Find L−1 tan−1 + cot−1 .
s b
a s
Solution. Let F(s) = tan−1 + cot−1
s b
1 a 1 1 −a b
F ′ (s) = − 2
− = 2 2
− 2 .
1+ 2 a2 s 1+ 2 b
s2
s +a s + b2
s b
a b
We know that L[t f (t)] = −F ′ (s) = + 2
s2 +a2 s + b2
t f (t) = sin at + sin bt
sin at + sin bt
f (t) = .
t
h 2 i
Example 5.132. Find L−1 cot−1 . [May 2008]
s+1
2
Solution. Let F(s) = cot−1 .
s+1
1 −2 2
F ′ (s) = − 4 2
= .
(s + 1) (s + 1)2 + 4
ww
1+ 2
(s+1)
−2
L[t f (t)] = −F ′ (s) = .
(s + 1)2 + 4
w.E h
t f (t) = L−1 −
2
2
(s + 1) + 4
sin 2t
i
= −e−t L−1 2
h 2 i
s +4
= −e−t sin 2t.
f (t) = −e−t
asy
h
Example 5.133. Find L−1 s log √
t
.
s i
+ cot−1 s .
h
2
s +1
gin
1 i
′
h 1 1 2s i
F (s) = s − 2
s 2s +1
s2
ee
= s log s − log(s2 + 1) + cot−1 (s)
2
1
+ log s − log(s2 + 1) −
2
1
1 + s2
rin
g.n
1 1
=1− 2 − 2 + log s − log(s2 + 1)
s +1 s +1 2
2
s +1 1
′
=1− 2
s +1
1
+ log s − (log s2 + 1).
1 s
L[tg(t)] = −G′ (s) = − 2
s s +1
tg(t) = 1 − cos t
1 − cos t
g(t) =
t
1 − cos t
(1) ⇒ t f (t) =
t
1 − cos t
f (t) = .
t2
" !#
−1 2
ww
−1
Example 5.134. Find L tan 2
.
! s
2
Solution. Let F(s) = tan−1 2
w.E
s
1
F ′ (s) = 4
· 2(−2)(s−3 )
1 + s4
= 4
s4
asy
s +4 s
−4
3
!
=− 4
4s
s +4
.
En
gin
We know that L[ f (t)] = −F ′ (s) = 4
"
4s
4s
s #+ 4
ee
−1
t f (t) = L
s4 + 4
4
rin
s
∴ f (t) = L−1 4
t s +4
Now, 4
s
= 2
s
s + 4 (s + 2s + 2)(s2 − 2s + 2)
As + B Cs + D g.n
= 2 + 2
(s + 2s + 2) (s − 2s + 2)
et
s = (As + B)(s2 − 2s + 2) + (Cs + D)(s2 + 2s + 2).
2A − 2B + 2C + 2D = 1. (3)
Equating the constants we get
2B + 2D = 0
B + D = 0. (4)
From (1) and (4) we get
C = −A, D = −B.
(2) ⇒ −2A − 2A = 0
ww −4A = 0
A = 0.
w.E ⇒ C = 0.
−2B − 2B = 1
asy
−4B = 1
En
B=−
1
4
1
D= .
4
gin
∴ 2
L−1 2
s
s +4
s
=
=
1
ee
·
1
− ·
1
4 s2"− 2s + 2 4# s2 + 2s" + 2
1 −1
L
1
− L
1 −1
1
1
rin
#
s +4
=
4
"
1 −1
L
s2 − 2s + 2
1
!
4
−L −1
s2 + 2s + 2
1 g.n
!#
=
4
4
"
1 t −1
1 t
h
eL
(s − 1)2 + 1
1
s2 + 1
!
−e L
i
−t −1
(s + 1)2 + 1
1
s2 + 1
!#
et
= e sin t − e−t sin t
4
1
= sin t(et − e−t )
4
sin t
= · 2 sin ht
4
sin t sin ht
=
2
4 sin t sin ht
∴ f (t) = ·
t 2
2 sin t sin ht
= .
t
Exercise 5 K
ww ω2
6. log
(s + 3)(s + 7)
s−1
. [Apr 2005]
w.E
1. log 1 + . [May 2009]
s2 s2 + 4
s−a 7. log . [Dec 2004]
2. log 2 . [Apr 2007] s2 + 1
3. log
s + a2
s + 2
s+4
. asy 8. tan−1
s
a
. [Apr 2007]
−1
4. cot (s + 1).
En 9. log
s2 + 9
s2 + 16
.
5. log
s2 (s + 3)
s−5
.
gin
[May 2006] 10. cot−1
s
k
.
ee
5.4.4 Inverse Laplace transform using contour integration
rin
g.n
Let L[ f (t)] = F(s). If F(s) → 0 as s → ∞ then f (t) = sum of the residues of e st F(s)
at the poles of F(s).
"
2s + 3
✎
✍
Worked Examples
#
☞
✌ et
Example 5.135. Find L−1 using the method of residues.
(s − 2)(s + 1)2
2s + 3
Solution. Let F(s) = .
(s − 2)(s + 1)2
Clearly F(s) → 0 as s → ∞.
∴ f (t) = sum of the residues of e st F(s) at the poles of F(s).
The poles of F(s) are at s = 2 and at s = −1.
2s + 3 7e2t
R(2) = lim(s − 2)e st F(s) = lim(s − 2)e st = .
s→2 s→2 (s − 2)(s + 1)2 9
1 d d 2s + 3
R(−1) = lim (s + 1)2 e st F(s) = lim (s + 1)2 e st
(2 − 1)! s→−1 ds s→−1 ds (s − 2)(s + 1)2
" st
(s − 2){e st 2 + (2s + 3)te st } − e st (2s + 3)
#
d e (2s + 3)
= lim = lim
s→−1 ds s−2 s→−1 (s − 2)2
−t −t
(−3)(2e + te ) − e −t −t
−6e − 3te − e−t −t
= =
9 9
−7e−t − 3te−t −e−t
ww =
f (t) =
9
=
9
(7 + 3t).
w.E 9
(s + 1)(s − 2)2
By the method of residues,
En
gin
f (t) =sum of the residues of e st F(s) at the poles of F(s).
Poles of F(s) are −1and 2
ee
−1 is a simple pole and 2 is a pole of order 2.
R(2) = lim
d
(
(s + 1)(s − 2)2
(s − 2)2 e st
1
9
)
g.n
(s + 1)(s − 2)2
et
s→2 ds
2s − 2
Solution. Let F(s) =
(s + 1)(s2 + 2s + 5)
Poles are given by s + 1 = 0 ⇒ s = −1 and s2 + 2s + 5 = 0 ⇒ (s + 1)2 + 4 = 0
⇒ (s + 1 + 2i)(s + 1 − 2i) = 0 ⇒ s = −(1 + 2i) and s = −(1 − 2i).
All are simple poles.
h e st (2s − 2) i
R(−1) = lim (s + 1)
s→−1 (s + 1)(s2 + 2s + 5)
−t
e (−4) −4 −t
= = e = −e−t
1−2+5 4
ww (s + 1 + 2i)e st (2s − 2)
h i
R(−(1 + 2i)) = lim
s→−(1+2i) (s + 1)(s + 1 + 2i)(s + 1 − 2i)
e−(1+2i)t (−2(1 + 2i) − 2)
w.E =
=
(−1 − 2i + 1)(−1 − 2i + 1 − 2i)
(−4 − 4i)e−t e−2it e−t e−2it (1 + i)
= .
asy −8
changing i to -i
2
R(−(1 − 2i)) =
2
En
e−t e2it (1 − i)
= e−t − 1 +
2
(1 + i) +
ee
e−t e2it
2
(1 − i)
e−2it + ie−2it e2it − ie2it i
+ rin
h
= e−t − 1 +
e −2it
2
+e
2
−2it
−i
2
e − e2it i
2it
2 g.n
−t
h
= e − 1 + 2 cos 2t − i2i sin 2t
h
= e−t − 1 + cos 2t + 2 sin 2t
h i
i
i
et
= e−t cos 2t + sin 2t − 1 .
1h i
Example 5.138. Find L−1 2
by the method of residues.
(s − 1)(s + 1)
1 1
Solution. Let F(s) = = .
(s − 1)(s2 + 1) (s − 1)(s + i)(s − i)
Clearly F(s) → 0 as s → ∞.
w.E =
=
2
et
2
4
i
4
+ eit + ieit − e−it + ie−it
4
=
et
2
i
asy
+ eit − e−it + i(eit + e−it )
4
=
et
2
i
En 1
+ 2i sin t − 2 cos t
4 4
=
et
2
1
− sin t −
2
gin
cos t 1 t
2
= (e − sin t − cos t).
2
ee
1
Example 5.139. Find the inverse Laplace transform of by the method of
(s2 + 1)2
residues.
Solution. Let F(s) =
1
rin
(s2
+ 1)2
Poles of F(s) are s = i and −i
g.n
i and −i are poles of order 2.
R(i) = lim
d h
s→i ds
(s − i)2 e st 2
2 st
1
(s + 1)2
st
i
= lim
d h
s→i ds
it
(s − i)
it
2 st
e
1 et
(s + i)2 (s − i)2
i
= lim
s→0 asy
(s2 − a2 )te st − e st 2s −a2 t −t
(s2 − a2 )2
= 4 = 2.
a a
En
s = a is a simple pole.
Result. If L[ f (t)] = F(s) then, L[ f (t − a)u(t − a)] = e−as L[ f (t)] = e−as F(s).
e−as
" #
Solution. F(s) =
1
−1
s
. [Dec 2011]
w.E s
L−1 [F(s)] = 1.
Now by Second Shifting theorem,
h
L−1 [e−as F(s)] = L−1 F(s)asy
i
u(t − a) = [1]t→t−a u(t − a)
En
t→t−a
et
" 2#
t
= , t>3
2! t→t−3
(t − 3)2
, = t > 3.
2
" −πs #
−1 e
Example 5.143. Find L .
s2 + 1
1
Solution. F(s) = 2 .
s +1 " #
−1 −1 1
L [F(s)] = L = sin t.
s2 + 1
e−πs
" #
−1
Example 5.144. Find L .
s2
1
Solution. F(s) = .
ww −1
s2
L [F(s)] = L
1
−1
s2
# "
= t.
L
" −πs #
−1 e
=L
" #
−1 1
, t>π
s2
asy
s2 t→t−π
= [t]t→t−π , t>π
= t − π,
En t > π.
gin
se−2s
s2 − 1
#
.
Solution. F(s) = 2
s
s −1
L−1 [F(s)] = L−1
.
s
s2 − 1
= cos ht.
ee rin
By Second Shifting theorem,
L
" −2s #
−1 se
=L −1
s
, t>2 g.n
s2 − 1 s2 − 1 t→t−2
= [cos ht]t→t−2 ,
t > 2.
et
e−2s
" #
−1
Example 5.146. Find L .
s−3
1
Solution. F(s) = .
s−3 " #
1
−1
L [F(s)] = L −1
= e3t .
s−3
ww −1
L [F(s)] = L −1 1
s−2 s−1
By Second Shifting theorem,
−
1
= e2t − et .
w.E L −1
"
e−s
(s − 1)(s − 2)
#
=L −1
"
1
#
(s − 1)(s − 2) t→t−1
, t>1
asy
= e2t − et
2(t−1)
, t>1
t→t−1
(t−1)
=e
" −s
En
−e
se 2 + πe−s
#
, t > 1.
L−1
" −s
se 2 + πe−s
s2 + π2
#
= L
ee
−1 − 2s
e
s
= L−1 2
·
s
s2 + π2
+
+
e−s
L
π
s2 + π2
−1
π
rin
s + π2 t→t− 21 s2 + π2 t→t−1
= [cos πt]t→t− 1 + [sin πt]t→t−1 g.n
= cos π t −
1
2
!2
+ sin π(t − 1), t > 1.
et
5.6 Inverse Laplace transform by the method of convolution
Convolution. Let f (t) and g(t) be two functions defined for all t ≥ 0. The
convolution of f (t) and g(t) is defined as
Z t
( f ∗ g)(t) = f (t) ∗ g(t) = f (u)g(t − u)du
0
(or)
Z t
( f ∗ g)(t) = g(u) f (t − u)du.
0
Convolution theorem. If L[ f (t)] = F(s) and L[g(t)] = G(s) then L[ f (t) ∗ g(t)] =
F(s).G(s). Also L−1 [F(s)G(s)] = f (t) ∗ g(t) = L−1 [F(s)] ∗ L−1 [G(s)].
Zt
Proof. By definition ( f ∗ g)(t) = f (u)g(t − u)du
0
ww L[ f (t) ∗ g(t)] =
Z∞
e−st ( f (t) ∗ g(t))dt =
Z∞
t
Z
e−st f (u)g(t − u)du dt
w.E
0 0 0
Z∞ Zt
= e−st f (u)g(t − u)dudt. (1)
asy0 0
En
In the above double integration, the region of integration is given by u = 0, u = t,
t = 0 and t = ∞.
gin u
We shall evaluate the double integral
ee
t
rin
=
g.n Q
Z∞ Z∞
∴ L[ f (t) ∗ g(t)] = e−st f (u)g(t − u)dtdu.
u=0 t=u
Let v = t − u. When t = u, v = 0.
dv = dt When t = ∞, v = ∞.
Z∞ Z∞ Z∞ Z∞
−s(u+v)
= e f (u)g(v)dvdu = e−su e−sv f (u)g(v)dvdu
u=0 v=0 u=0 v=0
Z∞ Z∞
= e−su f (u)du e−sv g(v)dv = L[ f (u)]L[g(v)]
u=0 v=0
= L[ f (t)]L[g(t)] = F(s)G(s).
ww Worked Examples
✍
w.E
.
(s + 1)(s + 2)
[May 2007]
1 1 1
Solution. = .
En
s+1 s+2
h 1 i h i h i h i
L−1 = L−1 F(s)G(s) = L−1 F(s) ∗ L−1 G(s)
(s + 1)(s + 2)
= L−1
gin
h 1 i
s+1
∗ L−1
h 1 i
s+2
= e−t ∗ e−2t
ee
Z t Z t
= e−u e−2(t−u) du = e−u e−2t+2u du
=
Z0 t
e−2t+u du =
Z t 0
e−2t eu du
rin
g.n
0 0
Solution. L −1
"
1
#
=L −1
"
1
·
1
#
−1
"
1
(s + a)(s + b)
#
et [May 2011]
(s + a)(s + b) (s + a) (s + b)
" # " #
−1 1 −1 1
=L ∗L
(s + a) (s + b)
Zt
= e−at ∗ e−bt = e−au · e−b(t−u) du
0
Zt Zt
= e −au
·e −bt+bu
du = e−au · e−bt · ebu du
0 0
Zt #t
e(b−a)u
"
−bt (b−a)u −bt
=e e du = e
b−a 0
0
e−bt
= e(b−a)t − 1
b−a
1 h −bt+bt−at i
= e − e−bt
b−a
ww
1 h −at i
= e − e−bt .
b−a
1
w.E
h i
Example 5.151. Find L−1 using convolution theorem. [Jun 2008]
s(s2 − a2 )
1 1 1
Solution. = . 2
s(s − a ) s s − a2
2 2
Let F(s) =
1
s asy
and G(s) = 2
1
s − a2
1
En
h i h i h i h i
L−1 = L −1
F(s)G(s) = L −1
F(s) ∗ L −1
G(s)
s(s2 − a2 )
gin
h1i h 1 i 1
= L−1 ∗ L−1 2 2
= 1 ∗ sinh at
s s −a a
1 t
Z
1 cosh au t 1
ee
= sinh au.1du = = 2 cosh at − 1 .
a 0 a a 0 a
g.n
s(s + 4)
Solution. " # " #
1 −1 1 1
L−1 = L ·
s(s2 + 4)
=L −1 1
Zt
s s2 + 4
" #
s
∗L −1
"
2
s +4
1
#
=1∗
sin 2t
2
et
1
= sin 2u · du
2
0
" #t
1 cos 2u
= −
2 2 0
1 1 − cos 2t
= − (cos 2t − 1) = .
4 4
h 1 i
Example 5.153. Using convolution theorem,evaluate L−1 2
.
(s + 1)(s + 1)
[Nov 2004]
−1
h 1 i
−1
h 1 1 i −1
h 1 i
−1
h 1 i
Solution. L =L . =L ∗L
(s + 1)(s2 + 1) s + 1 s2 + 1 s+1 s2 + 1
Z t
= e−t ∗ sin t = sin ue−(t−u) du
0
Z t Z t
= sin ue −t+u
du = sin ue−t eu du
0 0
Z t h eu it
−t u
=e e sin udu = e−t (sin u − cos u)
2 0
ww
0
e−t h i 1 h i
= et (sin t − cos t) + 1 = sin t − cos t + e−t .
2 2
w.E
Example 5.154. Find L−1 2
h
2
s 2
(s + a )(s + b )2 2
i
using convolution theorem.
[Dec 2015, Dec 2014, Jun 2014, Dec 2010, May 2003]
Solution. L−1 2
h
2
s 2
asy
2
h (ss + ai )(s +h b )s i
2
i
= L −1
h s
.
s2 + a2 s2 + b2
s i
En
−1 −1
=L 2 2
∗L = cos at ∗ cos bt
Z t s +a s2 + b2 Z
t
=
=
0Z
1 t
cos au cos b(t − u)du =
gin 0
cos au cos(bt − bu)du
=
2 0
2 a−b
1 sin at sin bt sin at sin bt i
h
− +
+ ee
1 h sin(au + bt − bu) sin(au − bt + bu) it
+
a+b 0
rin
=
2 a−b a−b a+b a+b
1 a+b+a−b
2
h
a2 − b2
sin at +
a−b−a−b
a2 − b2
sin bt
i
g.n
1
et
h i a sin at − b sin bt
= 2a sin at − 2b sin bt = .
2(a2 − b2 ) a2 − b2
h s i
Example 5.155. Find L−1 2 2 2
using convolution theorem.
(s + a )
[Jun 2012, Jun 2010, May 2008]
s s 1
Solution. Let 2 = 2 . .
(s + a2 )2 s + a2 s2 + a2
s 1
∴ F(s) = 2 2
, G(s) = 2 .
s +a s + a2
h s i h i
L−1 2 2 2
= L−1 F(s)G(s) = L−1 F(s) ∗ L−1G(s)
(s + a )
h s i h 1 i sin at
= L−1 2 2
∗ 2 2
= cos at ∗
(s + a ) (s + a ) a
Z t
1
= cos au sin a(t − u)du
a 0
Z t
1
= 2 sin(at − au) cos audu
2a 0
Z tn
1 o
= sin(at − au + au) + sin(at − au − au) du
2a 0
1n t
Z Z t o
= sin atdu + sin(at − 2au)du
2a 0 0
ww =
1h
2a
1
t
sin at(u)0 −
1
cos(at − 2au) t i
−2a 0
w.E
h i
= t sin at + (cos(−at) − cos at)
2a 2a
1h 1 i t sin at
= t sin at − 0 = .
2a 2a 2a
asy "
s2
#
En
−1
Example 5.156. Find L using convolution theorem. [Dec 2012]
(s2 + 4)2
Solution.L −1
"
s2
(s2 + 4)2
#
= L gin
−1
s
·
s
s2 + 4 s2 + 4
= L−1 2
ee
s
s +4
= cos 2t ∗ cos 2t
s
∗ L−1 2
s +4
rin
=
Zt
cos 2u · cos 2(t − u)du g.n
=
0
Zt
cos 2u cos(2t − 2u)du
et
0
Zt !
cos(2u + 2t − 2u) + cos(2u − 2t + 2u)
= du
2
0
Zt
1
= (cos 2t + cos[4u − 2t])du
2
0
Zt Zt
1
= cos 2t du + cos(4u − 2t)du
2
0 0
" " #t #
1 t sin(4u − 2t)
= cos 2t[u]0 +
2 4 0
" #
1 1
= t cos 2t + {sin 2t − sin(−2t)}
2 4
" #
1 1
= t cos 2t + 2 sin 2t
2 4
" #
1 sin 2t 1
1
2
i
= (sin 2t + 2t cos 2t).
4
w.E
Solution. L−1
h 1
(s + 1)(s2 + 2s + 2)
i
−1
h
using convolution theorem.
1 i
−t −1
h
[May 2007]
1 i
asy
= L = e L
(s + 1)(s2 + 2s + 2) (s + 1)((s + 1)2 + 1) s(s2 + 1)
h 1 1 i h 1 1 i
= e−t L−1 . 2 = e−t L−1 ∗ L−1 2
s s +1 Z s s +1
−t
h
= e 1 ∗ sin t = e
i
−t
Ent
sin u.1du
gin
0
= e−t (− cos u)t0 = −e−t (cos t − 1) = e−t (1 − cos t).
h4 i
Example 5.158. Using convolution theorem, find L−1
h
Solution. L−1 2
4
(s + +2s + 5) 2
i
= L−1
h ee 4
2
(s + 1) + 4) 2
i
(s2 + 2s + 5)2
= e−t L−1 2
h 4
(s + 4) 2
i
.
[Jun 2013, May 2006]
rin (1)
Now, L−1 2
h 4
(s + 4)2
i
= L −1
h 2 2 i
s2 + 4 s2 + 4
= L −1
h 2 i
s2 + 4
∗ L −1
h 2 i
g.n
s2 + 4
= sin 2t ∗ sin 2t =
=
1 t
Z
Z t
0
sin 2u sin 2(t − u)du
h 1 i 1h i
From(1) L−1 = sin 2t − 2t cos 2t e−t .
(s2 + +2s + 5)2 4
Exercise 5 L
1
5. . [May 2008]
ww
1 s(s2 + 1)
1. 2 .
(s + 1)2
1
6. . [May 2008]
w.E 2. 2
s
(s + 4)2
. [May 2005]
7.
(s2
s3 (s2
+ 4)2
2
+ 5)
.
3.
s2
(s2 + a2 )2
.
asy [Dec 2006]
8.
(s2
1
.
En
+ 4)(s + 2)
s2 s2
gin
4. . 9. .
(s4 − a4 ) (s − 3)(s2 + 5)
residues. ee
Find the inverse Laplace transform of the following functions using the method of
rin
10.
2
(s + 1)(s2 + 1)
.
12.
1
(s − 1) (s2 + 1)
2
.
g.n
11.
2s
2s2 + 1
. 13.
(s +
1
1)3 (s − 2)2
. et
5.7 Solution of linear second order differential equations
✎ ☞
Worked Examples
✍ ✌
Example 5.159. Solve y′′ + 5y′ + 6y = 2 given y′ (0) = 0 and y(0) = 0 using Laplace
transform method. [Jun 2013]
ww =
s(s2 + 5s + 6)
2
s(s + 2)(s + 3)
w.E
" #
−1 2
y= L
s(s + 2)(s + 3)
2 A B C
Let
asy
s(s + 2)(s + 3)
= +
s s+2 s+3
+
A(s + 2)(s + 3) + Bs(s + 3) + Cs(s + 2)
En
=
s(s + 2)(s + 3)
∴ 2 = A(s + 2)(s + 3) + Bs(s + 3) + Cs(s + 2).
gin 1
When s = 0, 6A = 2 ⇒ A = .
3
ee
When s = −2, −2B = 2 ⇒ B = −1.
When s = −3, 3C = 2 ⇒ C = .
2
3 rin
∴
2 1 1
= · −
1
+ ·
s(s + 2)(s + 3) 3 s s + 2 3 s + 3
2 1
g.n
et
" #
−1 2
Now y = L
s(s + 2)(s + 3)
" #
−1 1 1 1 2 1
=L · − + ·
3 s s+2 3 s+3
" # " # " #
1 1 1 2 1
= L−1 − L−1 + L−1
3 s s+2 3 s+3
1 2
= × 1 − e−2t + e−3t
3 3
1 −2t 2 −3t
y= −e + e .
3 3
d2 x dx dx
Example 5.160. Solve 2
− 3 + 2x = 2 given x = 0 and = 5 for t = 0 using
dt dt dt
Laplace transform method. [Dec 2012, May 2011]
d2 x dx
Solution. 2 − 3 + 2x = 2.
dt dt
Taking Laplace transform both sides we get
" 2 # " #
d x dx
L 2
− 3L + 2L[x] = L[2]
dt dt
s2 L[x] − s✟ ✟ − x′ (0) − 3[sL[x] − x(0)] ✟ + 2L[x] = 2
x(0) ✟
s
2
L[x][s2 − 3s + 2] = + 5 =
2
s
5s +2
w.E L[x] =
5s + 2
=
s
5s + 2
s(s2 − 3s + 2) s(s − 1)(s − 2)
s
asy
" #
−1 5s + 2
x=L .
s(s − 1)(s − 2)
Let
En
5s + 2
s(s − 1)(s − 2)
A
= +
B
s s−1 s−2
+
C
gin =
A(s − 1)(s − 2) + Bs(s − 2) + Cs(s − 1)
s(s − 1)(s − 2)
ee
5s + 2 = A(s − 1)(s − 2) + Bs(s − 2) + Cs(s − 1).
When s = 0, 2A = 2 ⇒ A = 1.
rin
When s = 1, −B = 7 ⇒ B = −7.
When s = 2, 2C = 12 ⇒ C = 6. g.n
∴
5s + 2 1
= −
7
s(s − 1)(s − 2) s s − 1 s − 2
Now, x = L −1
"
+
5s + 2
6
.
#
et
s(s − 1)(s − 2)
" #
−1 1 7 6
=L − +
s s−1 s−2
" # " # " #
−1 1 −1 1 −1 1
=L − 7L + 6L
s s−1 s−2
x = 1 − 7et + 6e2t .
d2 y dy
Example 5.161. Solve using Laplace transforms 2
− 2 − 8y = 0 given
dt dt
y(0) = 3, y′ (0) = 6. [May 2008]
d2 y dy
Solution. The given differential equation is 2
− 2 − 8y = 0.
dt dt
Taking Laplace transform on both sides, we get
s2 L[y] − sy(0) − y′ (0) − 2[sL(y) − y(0)] − 8L[y] = 0
L[y][s2 − 2s − 8] − 3s − 6 + 6 = 0
L[y](s − 4)(s + 2) = 3s
ww L[y] =
y = L−1
h
3s
(s − 4)(s − 2)
3s i
w.E
.
(s − 4)(s − 2)
3s A B
Let = +
(s − 4)(s − 2) s − 4 s − 2
asy
3s = A(s + 2) + B(s − 4).
En
When s = 4, 6A = 12 ⇒ A = 2.
y = L−1
h 2
−
s−4 s−2
1 i
gin
= 2e4t − e2t .
transforms.
ee
Example 5.162. Solve (D2 +5D+6)y = e−t given that y(0) = 0, y′ (0) = 0 using Laplace
g.n
Taking
L
" 2 #
d y
dt 2
Laplace
+ 5L
" # transform on both sides we get
dy
dt
+ 6L[y] = L[e−t ]
1
et
s2 L[y] − sy(0) − y′ (0) + 5[sL(y) − y(0)] + 6L[y] =
s+1
2 1
s L[y] + 5sL(y) + 6L[y] =
s+1
2 1
L[y](s + 5s + 6) =
s+1
1
L[y] =
(s + 1)(s2+ 5s + 6)
" # " #
−1 1 −1 1
y=L =L (1)
(s + 1)(s2 + 5s + 6) (s + 1)(s + 2)(s + 3)
1 A B C
Let = + + .
(s + 1)(s + 2)(s + 3) s + 1 s + 2 s + 3
1 = A(s + 2)(s + 3)+B(s + 1)(s + 3) + C(s + 1)(s + 2).
When s = −2 When s = −3
When s = −1,
ww 1 = A(1)(2)
1
1 = B(−1)(1)
B = −1.
1 = C(−2)(−1)
C= .
1
2
w.E A= .
2
1
= 2 −
1
1
+ 2
1
asy
∴
(s + 1)(s + 2)(s + 3) s + 1 s + 2 s + 3
" # " # " # " #
−1 1 1 −1 1 −1 1 1 −1 1
L = L −L + L
En
(s + 1)(s + 2)(s + 3) 2
1
s+1
1
y = e−t − e−2t + e−3t .
s+2 2 s+3
gin 2 2
d2 y dy
y(0) = 1, y′ (0) = 0. ee
Example 5.163. Solve using Laplace transforms
− 4 + 3y = e−t .
− 4 + 3y = e−t given
dt
g.n
dt dt
Taking Laplace on both sides, we get
d2 y i h dy i
+ 3L[y] = L[e−t ]
et
L 2 − 4L
dt dt
1
s2 L[y] − sy(0) − y′ (0) − 4[sL(y) − y(0)] + 3L[y] =
s+1
1
L[y][s2 − 4s + 3] − s + 4 =
s+1
2 1
L[y][s − 4s + 3] = s − 4 +
s+1
(s − 4)(s + 1) + 1
L[y][(s − 3)(s − 1)] =
s+1
s2 − 3s − 4 + 1 s2 − 3s − 3
L[y] = = .
(s + 1)(s − 1)(s − 3) (s − 3)(s − 1)(s + 1)
h s2 − 3s − 3 i
y = L−1 .
(s − 3)(s − 1)(s + 1)
s2 − 3s − 3 A B C
Let = + +
(s − 3)(s − 1)(s + 1) s − 3 s − 1 s + 1
s2 − 3s − 3 = A(s − 1)(s + 1) + B(s − 3)(s + 1) + C(s − 3)(s − 1).
3
When s = 3, 8A = −3 ⇒ A = − .
8
5
When s = 1, −4B = −5 ⇒ B = .
4
1
ww
When s = −1, 8C = 1 ⇒ C = .
8
h −3 5 1 i
8 4 8 3 5 1
y=L −1
+ + = − e3t + et + e−t .
d2 y
dt
dy
asy
and y′ (0) = 0 using Laplace transforms.
Solution. 2 − 3 + 2y = e−t .
dt
[Jun 2012]
" 2 # " #
En
Taking Laplace transform both sides we get
gin
d y dy
L 2
− 3L + 2L[y] = L[e−t ]
dt dt
✟✟ − 3[sL[y] − y(0)] + 2L[y] = 1
s2 L[y] − sy(0) − ✟y′ (0)
ee
s2 L[y] − s − 3sL[y] + 3 + 2L[y] =
1
s+1
s+1
rin
L[y][s2 − 3s + 2] =
s+1
1
+s−3
g.n
L[y](s − 1)(s − 2) =
=
1 + (s − 3)(s + 1)
s+1
1 + s2 − 2s − 3
s+1
et
s2 − 2s − 2
=
s+1
s2 − 2s − 2
L[y] = .
(s + 1)(s − 1)(s − 2)
s2 − 2s − 2
" #
−1
y= L .
(s + 1)(s − 1)(s − 2)
s2 − 2s − 2 A B C
Let = + +
(s + 1)(s − 1)(s − 2) s + 1 s − 1 s − 2
A(s − 1)(s − 2) + B(s + 1)(s − 2) + C(s + 1)(s − 1)
= .
(s + 1)(s − 1)(s − 2)
∴ s2 − 2s − 2 = A(s − 1)(s − 2) + B(s + 1)(s − 2) + C(s + 1)(s − 1).
3
When s = 1, −2B = −3 ⇒ B = .
2
1
When s = −1, 6A = 1 ⇒ A = .
6
2
When s = 2, 3C = −2 ⇒ C = − .
ww ∴
s2 − 2s − 2 1
= ·
1
3
+ ·
3 1
(s + 1)(s − 1)(s − 2) 6 s + 1 2 s − 1 3 s − 2
− ·
2 1
w.E Now, y = L −1
"
s2 − 2s − 2
(s + 1)(s − 1)(s − 2)
#
asy
" #
−1 1 1 3 1 2 1
=L · + · − ·
6 s+1 2 s−1 3 s−2
En
1 3 2
y = e−t + et − e2t .
6 2 3
gin
Example 5.165. Using Laplace transform, solve the differential equation
y′′ − 3y′ − 4y = 2e−t with y(0) = 1 = y′ (0). [Dec 2010, Jun 2010]
Solution. y′′ − 3y′ − 4y = 2e−t .
ee
Taking Laplace transform both sides we get
rin
L[y′′ ] − 3L[y′ ] − 4L[y] = 2L[e−t ]
2 g.n
s2 L[y] − sy(0) − y′ (0) − 3[sL[y] − y(0)] − 4L[y] =
s2 − s
L[y] =
(s + 1)(s − 4)(s + 1)
s2 − s
= .
(s − 4)(s + 1)2
s2 − s
" #
−1
y=L .
(s − 4)(s + 1)2
s2 − s A B C
Let 2
= + +
(s − 4)(s + 1) s − 4 s + 1 (s + 1)2
2
A(s + 1) + B(s − 4)(s + 1) + C(s − 4)
=
(s − 4)(s + 1)2
A+B=1 ⇒
asy
+B=1⇒ B=1−
5
Equating the coefficient of s2 we get
12 12 13
= .
25
s2 − s En 25 25
gin
12 1 13 1 2 1
∴ 2
= · + · − ·
(s − 4)(s + 1) 25 s − 4 25 s + 1 5 (s + 1)2
s2 − s
" #
ee
−1
Now, y = L
(s − 4)(s + 1)2
rin
" #
−1 12 1 13 1 2 1
=L · + · − ·
25 s − 4 25 s + 1 5 (s + 1)2
g.n
" #
12 4t 13 −t 2 −t −1 1
= e + e − e L
25 25 5 s2
12 13
y = e4t + e−t − te−t .
25 25
2
5
2 2
s2 L[y] − sy(0) − y′ (0) + sL(y) − y(0) − y(0) = 3
+ 2
s s
2(s + 1)
(s2 + s)L[y] − 4s + 2 − 4 =
s3
2(s + 1) 2(s + 1)
s(s + 1)L(y) = 4s + 2 + 3
= 2s + 2 + 2s +
s s3
2(s + 1)
= 2(s + 1) + 2s +
s3
2 2 2
L(y) = + +
s s + 1 s4
h2 2 2i
y = L−1 + + 4
s s+1 s
2
= 2 + 2e + t3
−t
ww
3!
1
y = 2 + 2e + t3 .
−t
3
w.E
Laplace transforms.
d2 y
dt
dy
Example 5.167. Solve 2 + 4 + 4y = sin t, if
dt
dy
dt
= 0 and y = 2 when t = 0, using
[Dec 2011]
d2 y dy
asy
Solution. 2 + 4 + 4y = sin t.
dt dt
Taking Laplace transform both sides we get
L
" 2 #
d y
dt2
+ 4L
En
" #
dy
+ 4L[y] = L[sin t]
gin
dt
s2 L[y] − sy(0) − ✟ ✟✟ + 4[sL[y] − y(0)] + 4L[y] = 1
y′ (0)
s2 + 1
ee
s2 L[y] − 2s + 4[sL[y] − 2] + 4L[y] = 2
L[y][s2 + 4s + 4] − 2s − 8 = 2
1
1
s +1
rin
g.n
s +1
1
L[y](s + 2)2 = 2 + 2s + 8
s +1
=
=
1 + (2s + 8)(s2 + 1)
3
s2 + 1
1 + 2s + 2s + 8s2 + 8
et
s2 + 1
2s + 8s2 + 2s + 9
3
=
s2 + 1
2s3 + 8s2 + 2s + 9
L[y] =
(s + 2)2 (s2 + 1)
" 3 2
#
−1 2s + 8s + 2s + 9
y=L .
(s + 2)2 (s2 + 1)
2s3 + 8s2 + 2s + 9 A B Cs + D
Let 2 2
= + 2
+ 2
(s + 2) (s + 1) s + 2 (s + 2) s +1
A(s + 2)(s2 + 1) + B(s2 + 1) + (Cs + D)(s + 2)2
=
(s + 2)2 (s2 + 1)
∴ 2s3 + 8s2 + 2s + 9 = A(s + 2)(s2 + 1) + B(s2 + 1) + (Cs + D)(s + 2)2 .
21
When s = −2, 5B = 21 ⇒ B = .
5
Equating the coefficients of s3 , we get
A + C = 2. (1)
w.E 2A +
21
5
+ 4D = 9
2A + 4D = 9 −
21 24
= (2)
5
asy
5
Equating the coefficients of s2 we get
En
2A + B + 4C + D = 8.
gin
21
2A + + 4C + D = 8
5
21
2A + 4C + D = 8 −
2A + 4C + D =
19
5
ee
.
5
rin (3)
From (1), C = 2 − A.
19 g.n
(3) ⇒ 2A + 4(2 − A) + D =
2A + 8 − 4A + D =
5
19
5
19 21
et
−2A + D = −8=−
5 5
21
2A − D = . (4)
5
24 21 3
(2) − (4) ⇒ 5D = − = .
5 5 5
3
D= .
25
3 21
(4) ⇒ 2A − =
5 5
21 3 24
2A = + = .
5 5 5
12
A= .
5
12 2
C =2−A=2− =− .
5 5
2s3 + 8s2 + 2s + 9 12 1 21 1 2 s 3 1
∴ = + · − +
(s + 2)2 (s2 + 1) 5 s+2 5 (s + 2)2 5 s2 + 1 5 s2 + 1
ww
" 3 2
#
−1 2s + 8s + 2s + 9
Now, y = L
(s + 2)2 (s2 + 1)
w.E
" #
−1 12 1 21 1 2 s 3 1
=L + · − +
5 s+2 5 (s + 2)2 5 s2 + 1 5 s2 + 1
" # " # " #
12 −1 1 21 −1 1 2 −1 s 3 −1 1
asy
= L + L − L + L
5 s+2 5 (s + 2)2 5 s2 + 1 5 s2 + 1
" #
12 21 1 2 3
= e−2t + e−2t L−1 2 − cos t + sin t
5 5
12 −2t 21 −2t
En 2
= e + e t − cos t + sin t.
s 5
3
5
5 5
d2 y gin
5
dy
5
dy
ee
Example 5.168. Solve + 4 + 8y = cos 2t, y = 2 and = 1 where t = 0.
dt2 dt dt
[May 2002]
d2 y dy
Solution. The given differential equation is 2 + 4 + 8y = cos 2t.
dt dt rin
Taking Laplace transform on both sides, we get
" 2 #
d y
" #
dy g.n
L
dt2
+ 4L
dt
+ 8L[y] = L[cos 2t]
A + C = 2. (1)
asy 4A + B + D = 9. (2)
En
Equating the coefficients of s we get
gin8A + 4B + 4C = 9. (3)
ee
Equating the constants we get, 8B + 4D = 36
2B + D = 9.
rin (4)
4A + 4B = 1.
et (5)
4A − B = 0
B = 4A (6)
1
(5) =⇒ 4A + 4(4A) = 1 =⇒ 20A = 1 =⇒ A = .
20
1 1
(6) =⇒ B = 4 = .
20 5
1 39
(1) =⇒ C = 2 − A = 2 − = .
20 20
2 43
(4) =⇒ D = 9 − 2B = 9 − = .
5 5
ww ∴
2s3 + 9s2 + 9s + 36
=
1 1
20 s + 5
+
39 43
20 s + 5
asy
1
s + 51
39
20 s + 43
2s3 + 9s2 + 9s + 36
" #
−1 20 5
−1 −1
Now, y = L 2 2
= L 2 + L
2
(s + 4)(s + 4s + 8) s +4 s + 4s + 8
En
=
1 −1 s 1 −1
L + L
"
1
gin
#
+ L
39 −1 s 43
+ L −1
"
1
#
=
20
1
20
1
s2 + 4
cos 2t +
1
10
1
5
sin 2t + L
20
s2 + 4
39 −1
"
ee 20
s
(s + 2)2 + 4
"
39 −2t −1 s − 2
#
s2 + 4s + 8
#
43 −1
+ L
5
43 −2t −1
"
5
1
(s + 2)2 + 4
"
1
#
s2 + 4s + 8
#
rin
=
20
1
cos 2t +
10
1
sin 2t + e L
20
39
s2 + 4
39
+ e L
5
43
s2 + 4
g.n
=
=
20
1
20
cos 2t +
cos 2t +
10
1
10
sin 2t + e−2t cos 2t − e−2t sin 2t + e−2t sin 2t
20
39 −2t
20
20
47 −2t
sin 2t + e cos 2t + e sin 2t.
20
5
et
π
Example 5.169. Solve y′′ (t) + 9y(t) = 18t given that y(0) = 0, y = 0. [May 2005]
π 2
Solution. The given initial conditions are y(0) = 0, y = 0.
2
′ ′
Since y (0) is not given, let us assume that y (0) = k.
The given Differential equation is y′′ + 9y = 18t.
ww L[y] =
ks2 + 18
s2 (s2 + 9)
" 2
−1 ks + 18
#
w.E y=L
s2 (s2 + 9)
ks2 + 18 A B
(1)
Let =
asy
+
s2 (s2 + 9) s2 s2 + 9
ks2 + 18 = A(s2 + 9) + Bs2 .
.
∴
ks2 + 18
2 2
s (s + 9) " s
2
= 2+ 2
k−2 ee
s + #9
.
rin
2
g.n
" # " #
−1 ks + 18 −1 1 −1 1
Now, y = L = 2L + (k − 2)L .
s2 (s2 + 9) s2 s2 + 9
y = 2t +
Now y
k−2
π 3
2
π k−2
=0
sin 3t.
3π k−2
et
∴0=2 + sin =π+ (−1).
2 3 2 3
k−2
=π
3
k − 2 = 3π
k = 3π + 2.
3π + 2 − 2
∴ The solution is y = 2t + sin 3t.
3
y = 2t + π sin 3t.
Exercise 5 M
ww π
3. (D2 + 9)y = cos 2t given that y(0) = 1, y( ) = −1.
2
w.E 4.
d2 x
dt2
dx
− 2 + x = et , given that x = 2,
dt
dx
dt
= −1 when t = 0.
asy
[May 2006]
En
7. y′′ + 2y′ − 3y = 3, given y(0) = 4, y′ (0) = −7. [May 2007]
8.
d2 x
dt2
dx
dt gin
+ 2 + 5x = e−t sin t, given that x(0) = 0, x′ (0) = 1. [May 1998]
9.
d2 y
dt 2
d2 y
dy
dt
dy
ee
+ 4 + 4y = 10 sin t, given y = 0 =
dy
dt
when t = 0.
rin
[May 2004]
10.
dt 2
d2 y
+ 6 + 9y = 2e−3t , y(0) = 1, y′ (0) = −2.
dt
g.n [May 2002]
et
dy
11. 2 2
− 5 + 2y = 3 sin t, given that y(0) = y′ (0) = 0. [Apr 1996]
dt dt
12. y′′ − 3y′ + 2y = e−t , given y(0) = 1, y′ (0) = 0. [May 2000]
1
Also | f (z)| = | | → 0 as |z| → ∞.
z2 + a2 Z
∴ By Jordon’s lemma, eimz f (z)dz → 0 as R → ∞.
s
ZR Z
π
Now (1)⇒ e−am = eimx f (x)dx + eimz f (z)dz.
a s
−R
Taking limit as R → ∞ we get
ZR Z
π −am
e = lim eimx f (x)dx + lim eimz f (z)dz
a R→∞ R→∞ s
−R
Z∞
ww π −am
a
e =
eimx
x2 + a2
dx + 0
w.E =
−∞
Z∞
cos mx + i sin mx
dx.
a syE −∞
x2 + a2
Z∞ ngi
cos mx
x2 + a2
dx =
πe−am
a nee
−∞
Z∞
πe−am rin
2
cos mx
2
x +a 2
dx =
a g.n
0
Z∞
emx
x2+a 2
dx =
πe−am
2a
.
et
0
Part A
s
6. Find L−1 .
s2 + 4s + 5
s s
Solution.L−1 2 = L−1 2
s + 4s + 5 s + 4s + 4 +! 1
−1 s+2−2
=L
(s + 2)2 + 1
! !
s+2 1
= L−1 − 2L −1
(s + 2)2 + 1 (s + 2)2 + 1
s !
1
= e−2t L−1 2 − 2e−2t L−1 2
s +1 s +1
= e−2t cos t − 2e−2t sin t
ww
Part B
w.E
13. (a) (i) Evaluate:
(2) L
a
(1) L t2 e−t cos t
−1 −2s
e
1
syE
(s2 + s + 1)2
!
.
Solution.
d2 n h ngi
io
(1)L t2 e−t cos t = 2 L e−t cos t
ds nee
d2
= 2 {L [cos t] s→s+1 }
ds rin
d2 s
= 2 2 g.n
=
ds s + 1 s→s+1
" 2
d s
#
ds2 s2 + 1 s→s+1
et
" #
d s2 + 1 − s(2s)
=
ds (s2 + 1)2 s→s+1
" #
d s2 + 1 − 2s2
=
ds (s2 + 1)2 s→s+1
" #
d 1 − s2
=
ds (s2 + 1)2 s→s+1
" 2 #
(s + 1)2 (−2s) − (1 − s2 )(2s)
=
(s2 + 1)4 s→s+1
" 2 2 2 2
#
(s + 1) (−2s) − (1 − s )2(s + 1)(2s)
=
(s2 + 1)4 s→s+1
" #
(s2 + 1)(−2s) − (1 − s2 )2(2s)
=
(s2 + 1)3 s→s+1
" #
−2s3 − 2s − 4s + 4s3
=
(s2 + 1)3 s→s+1
" 3 #
(2s − 6s
=
(s2 + 1)3 s→s+1
" #
2s(s2 − 3)
=
(s2 + 1)3 s→s+1
" #
2(s + 1)(s2 + 2s − 2)
= .
(s2 + 2s + 2)3
ww (2)LetF(s) =
1
w.E =
(s2
+ s + 1)2
1
2 2 =
1
2 2
a s2 + 12 + 1 − 41
syE
s2 + 21 + 34
−1 −1
L [F(s)] = L
1
2 1 2 3 2
ngi
= e− 2
t
L −1
s + 2
1
√ 2
3
nee
s +2 +4 2
√ √ √
1 3 3 3
=e − 2t
2 23 rin
√ 3 sin 2 t − 2 t cos 2 t
− 2t 4
√ √
3 3
√
3 g.n
−1
L [F(s)] = e √ sin
"
3
1
2
t −
#
2
t cos
h
2
i
t .
et
Now L−1 e−2s 2 2
= L−1 e−2s F(s)
(s + s + 1)
= L−1 [F(s)]t→t−2 (by second shifting theorem.)
√ √ √
− 2t 4 3 3 3
=e √ sin t − t cos t
3 2 2 2
t→t−2
√ √ √
(t−2) 4
3(t − 2) 3(t − 2) 3(t − 2)
= e− 2 √ sin −
cos
.
3 2 2 2
s
13. (a) (ii) Find the inverse Laplace transform of
(s2 + a2 )(s2 + b2 )
using convolution theorem.
13. (b) (ii) Using Laplace transform technique solve y′′ + y′ = t2 + 2t,
ww given y = 4, y′ = −2 when t = 0.
w.E
Solution. Refer Example 3.166 on page 302 of the main text
book.
a syE
2.5.2 Dec.2015/Jan. 2016 [R 2013]
Part A ngi
t
Z
F(s)
5. Prove that L f (t) dt =
nee
s
rin
, where L ( f (t)) = F(s).
g.n
0
Solution. Refer Example 3.3.1 on page 241 of the main text
book.
6. Find L−1 log
s
.
et
s−a s
Solution. Let F(s) = log = log s − log(s − a).
s−a
1 1
F ′ (s) = − .
s s−a " #
′ 1 1 1 1
We know that L t f (t) = −F (s) = − − = − .
" # " # s s − a
" # s − a s
1 1 1 1
∴ t f (t) = L−1 − = L−1 − L−1 = eat − 1
s−a s s−a s
eat − 1
∴ f (t) = .
t
Part B
!
e−t − cos t
13. (a) (i) Find L e−t sin2 3t and L .
t
Solution. we have cos 2θ = 1 − 2 sin2 θ.
⇒ 2 sin2 θ = 1 − cos 2θ
1 − cos 2θ
⇒ sin2 θ =
2
2 1 − cos 6t
∴ sin 3t = .
2
" #
−t 2 −t 1 − cos 6t
L e sin 3t = L e
2
1 h i
ww = L e−t − e−t cos 6t
2
1 h i 1 h i
=
2 s+1
1
"
1
#
− L [cos 6t] s→s+1
−
2
1 s
2 s+1
1 ngi 1
2 s2 + 36 s→s+1
"
s+1
#
= −
nee
2(s + 1) 2 (s + 1)2 + 36
.
rin
13. (a) (ii) Solve x′′ + 2x′ + 5x = e−t sin t; x(0) = 0 and x′ (0) = 1 using
Laplace transform. g.n
Solution. Given, x′′ + 2x′ + 5x = e−t sin t, x(0) = 0 and x′ (0) = 1.
Taking Laplace transform on both sides we get
et
L[x′′ ] + 2L[x′ ] + 5L[x] = L[e−t sin t]
s2 L[x] − sx(0) − x′ (0) + 2 [sL[x] − x(0)] + 5L[x] = L[sin t] s→s+1
" #
2 1
s L[x] − s × 0 − 1 + 2sL[x] − 2 × 0 + 5L[x] = 2
s + 1 s→s+1
1
s2 L[x] − 1 + 2sL[x] + 5L[x] =
(s + 1)2 + 1
1
L[x](s2 + 2s + 5) = +1
s2 + 2s + 1 + 1
1
= +1
s2
+ 2s + 2
1 + s2 + 2s + 2 s2 + 2s + 3
= = 2 .
s2 + 2s + 2 s + 2s + 2
s2 + 2s + 3
L[x] = 2
(s + 2s + 2)(s2 + 2s + 5)
(s + 1)2 + 2
L[x] = .
((s + 1)2 + 1)((s + 1)2 + 4)
" #
−1 (s + 1)2 + 2
x=L
((s + 1)2 + 1)((s + 1)2 + 4)
" #
−t −1 s2 + 2
x=e L . (1)
ww (s2 + 1)(s2 + 4)
Let
w.E
2
s2 + 2
2
= 2
A
+ 2
B
(s + 1)(s + 4) (s + 1) (s + 4)
.
a ∴ s2 + 2 = A(s2 + 4) + B(s2 + 1)
Put s2 = −1
syE ⇒ 1 = 3A ⇒A=
1
.
Put s2 = −4 ngi
⇒ −2 = −3B ⇒B=
3
2
.
s2 + 2
1 2 nee 3
rin
3 3
∴ 2 = + .
(s + 1)(s2 + 4) (s2 + 1) (s2 + 4)
" # " # " #
L−1 2
s2 + 2
(s + 1)(s2 + 4)
=
1 −1
3
L
1
(s2 + 1)
+
1 −1
3
L
2
(s2 + 4)
. g.n
1 1
= sin t + sin 2t.
3 " 3 #
et
−t 1 1
(1) ⇒ x = e sin t + sin 2t
3 3
−t
e
= [sin t + sin 2t] .
3
!
−1 e−s
13. (b) (i) State second shifting theorem and also find L √ .
s+1
! !
e−s e−s−1+1
Solution.L−1 √ = L−1 √
s+1 s+1
−(s+1)+1
!
e
= L−1 √
s+1
!
e−(s+1) e1
= L−1 √
s+1
−(s+1)
!
e
= eL−1 √
s+1
−s
!
−t −1 e
= ee L √
s
" # " " # √ #
1−t −1 1 1 π
=e L √ since, L √ = √
s t s
" # t→t−1
1
= e1−t √
πt t→t−1
" #
1
ww = e1−t √
π(t − 1)
w.E
13. (b) (ii) Find L−1
3s + 1
(s + 1)4
!
.
a
Solution.L syE
−1 3s + 1
(s + 1)4
!
=L −1 3(s + 1 − 1) + 1
(s + 1)4
!
!
=Lngi
−1 3(s + 1) − 3 + 1
(s + 1)4
=L nee
−1 3(s + 1) − 2
!
−1 3(s + 1)
rin
(s + 1)4
2
!
=L −
(s + 1)4 (s + 1)4
! g.n !
= 3L −1 1
(s + 1)3
!
− 2L −1 1
et
(s + 1)4
!
−t −1 1 −t −1 1
= 3e L − 2e L
s3 s4
−t
! −t
!
3e −1 2 2e −1 3!
= L − L
2! s3 3! s4
−t
3e 2 2e 3 3e 2 e−t 3
−t −t
= t − t = t − t
2 6 2 3
!
3 t e−t t2
= e−t t2 − = (9 − 2t).
2 3 6
πt
13. (b) (iii) Find the Laplace transform for f (t) = sin , such that
a
f (t + a) = f (t).
ww Solution. Let f (t) be defined for all t ≥ 0 such that (i) f (t) is
w.E
piecewise continuous in the interval [0, ∞) and (ii) f (t) is of
exponential order α > 0, then the Laplace transform of f (t)
a
exists for s > α.
syE
ngi
6. Evaluate using Laplace transform.
Z∞
Solution. By definition
nee
te−2t sin t dt = [L[t sin t]] s=2
rin
0
" #
d
= − {L[sin t]}
"
ds
d
"
1
##s=2 g.n
= −
"
ds s2 + 1 s=2
d h 2 i#
et
= − ·(s + 1)−1
ds s=2
h i
2 −2
= − (−1) · (s + 1) · 2s
s=2
" #
2s 2×2 4
= 2 2
= 2
= .
(s + 1) s=2 (4 + 1) 25
Part B
13. (a) (i) Find the Laplace transform of the triangular wave
t , in 0 < t ≤ c
function f (t) defined by f (t) =
and
2c − t , in c < t < 2c,
w.E =
1
1 − e−2cs −s
h e−cs 1 e−st c
c +
s −s 0
+0+ e −
c −cs 1 e−st 2c i
s s −s c
a=
1−e
1
1
−2cs
h
h syE
−c
e−cs
s
e−cs
1 −cs
− 2 (e − 1) + e + 2 (e
s
1 −cs 1
c −cs 1 −2cs
s
e−cs
s
1
− e−cs )
1
i
i
=
1−e −2cs
−c
s
ngi
− 2e + 2 + c
s
h e−2cs − e−cs − e−cs + 1 i
s s
+ 2 e−2cs − 2 e−cs
s s
1 h 1 − 2e−2cs + e−2cs i
=
1
1 − e−2cs s2 nee =
1 − e−cs s2
=
1
(1 − e−cs )(1 + e−cs )
.
(1 − e )
s2
−cs 2
rin
= 2
(1 − e )−cs
s .(1 + e−cs )
= cs
cs
e 2 − e− 2
cs
=
1
tan h
cs
. g.n
s2 e 2 + e− 2
(
s
cs
2
)
s2 2
et
13. (a) (ii) Find L−1 .
s2 + 1 s2 + 4
" #
−1 s2
Solution. L
(s2 + 12 )(s2 + 22 )
s s
= L−1 2 .
2 2 2
s +s 1 s + 2 s
= L−1 2 ∗ L−1 2
s + 12 s + 22
= cos t ∗ cos 2t
Z t
= cos u cos 2(t − u)du
0
Z t
= cos u cos(2t − 2u)du
0
Z
1 t
= {cos(u + 2t − 2u) + cos(u − 2t + 2u)}du
2 0
Z
1 t
= {cos(2t − u) + cos(3u − 2t)}du
2 0
" #t
1 sin(2t − u) sin(3u − 2t)
= +
2 −1 3 0
" #
1 sin t sin 2t sin t sin 2t
= − + +
2 −1 −1 3 3
" #
1 2 −4
ww =
2 −3
1
sin t +
−3
sin 2t
w.E =
2(−3)
[2 sin t − 4 sin 2t]
sin t − 2 sin 2t 2 sin 2t − sin t
a =
−3
syE
=
3
.
13. (b) (i) Solve the differential equation y′′ − 3y′ + 2y = 4t + e3t , where
ngi
y(0) = 1 and y′ (0) = −1 using Laplace transforms.
Solution. y − 3y + 2y = 4t + e3t .
′′ ′
nee
Taking Laplace transform both sides we get
rin
L[y′′ ] − 3L[y′ ] + 2L[y] = 4L[t] + L[e3t ]
4 1g.n
s2 L[y] − sy(0) − y′ (0) − 3[sL[y] − y(0)] + 2L[y] =
2
s L[y] − s + 1 − 3sL[y] + 3 + 2L[y] =
s
4(s − 3) + s2
2
+
s−3 et
s2 (s − 3)
2
4s − 12 + s
L[y][s2 − 3s + 2] − s + 4 =
s2 (s − 3)
4s − 12 + s2
L[y][s2 − 3s + 2] = +s−4
s2 (s − 3)
s2 + 4s − 12 s−4
L[y] = 2 +
s (s − 3)(s2 − 3s + 2) s2 − 3s + 2
(s + 6)✘ −✘
(s ✘ 2) s−4
L[y] = 2 ✘ +
s (s − 3)✘ ✘
(s − 2)(s − 1) (s − 2)(s − 1)
(s + 6) s−4
L[y] = 2 +
s (s − 3)(s − 1) (s − 1)(s − 2)
(s + 6)(s − 2) + s2 (s − 3)(s − 4)
L[y] =
s2 (s − 1)(s − 2)(s − 3)
(s + 6)(s − 2) + s2 (s − 3)(s − 4)
L[y] = (1)
s2 (s − 1)(s − 2)(s − 3)
(s + 6)(s − 2) + s2 (s − 3)(s − 4) A B C D E
Let 2
= + 2+ + +
s (s − 1)(s − 2)(s − 3) s s s−1 s−2 s−3
(s + 6)(s − 2) + s2 (s − 3)(s − 4) = As(s − 1)(s − 2)(s − 3)
+ B(s − 1)(s − 2)(s − 3) + Cs2 (s − 2)(s − 3)
+ Ds2 (s − 1)(s − 3) + Es2 (s − 1)(s − 2).
a
Put s = 2, (−2)4(−1) = D(4)(1)(−4) ⇒ 8 = −4D ⇒ D = −2.
syE
Put s = 3, 9 × 1 = E(9)(2)(1) ⇒ 2E = 1 ⇒ E = .
1
2
Equating the coefficient of s4 we get
ngi
1 = A+C +D+Enee
1
1= A− −2+
2
1
2 rin
1= A−2 ⇒A=3 g.n
−1
3 6 1
2
1
et
y = L − 2 − 2
− + 2
s s s−1 s−2 s−3
" # " # " # " # " #
1 1 1 1 1 1 1
= 3L−1 − 6L−1 2 − L−1 − 2L−1 + L−1
s s 2 s−1 s−2 2 s−3
1 t 1
y = 3 · 1 − 6t − e − 2e2t + e3t .
2 2
( )
cos at − cos bt
13. (b) (ii) Find L .
t
" # Z ∞
cos at − cos bt
Solution. L = L[cos at − cos bt]ds
t s
Part A
ww
5. Find the Laplace transform of e−t sin 2t.
w.E
Solution. L[e−t sin 2t] = [L[sin 2t]] s=s+1
" #
a syE = 2
2
s + 4 s=s+1
=
ngi 2
(s + 1)2 + 4
= 2
2
nee = 2
2
s + 2s + 1 + 4 s + 2s + 5
.
rin
6. Find f (t) if the Laplace transform of f (t) is
s
(s + 1)2
.
g.n
Solution. f (t) = L−1
"
s
(s + 1)2
#
et
" #
−1 s + 1 − 1
=L
(s + 1)2
" #
−t −1 s − 1
=e L
s2
" #
−t −1 1 1
=e L −
s s2
( " # " #)
−t −1 1 −1 1
=e L −L = e−t [1 − t] .
s s2
Part B
13. (a) (i) Find the Laplace transform of the following functions
1 − cos t
(1) e−t t cos t, (2) .
t
h i
Solution. L e−t t cos t = L [t cos t] s→s+1
( )
d
= − L[cos t]
ds
( )s→s+1
d s
= −
ds s2 + 1 s→s+1
s2 + 1 − s × 2s
ww = −
s2 + 1
2
s→s+1
w.E = −
1−s
2
s2 + 12
a syE =
s→s+1
(s + 1)2 − 1
(s + 1)2 + 1 2
= ngi
s2 + 2s + 1 − 1
=
s2 + 2s
.
"
1 − cos t
# Z ∞
s2 + 2s + 1 + 1 2
nee s2 + 2s + 2 2
L
t
=
Z ∞
s
L [1 − cos t] ds
rin !
=
1
− 2
s s +1
s
ds
g.n
et
s
Z ∞ !
1 1 2s
= − ds
s s 2 s2 + 1
" #∞
1
= log s − log(s2 + 1)
2 s
" #∞
s
= log √
s2 + 1 s
∞
s
= log q
s 1 + s12
s
∞
1
= log q
1 + s12
s
1
= log 1 − log q
1
1+ s2
r
1
= − log 1 − log 1 + 2
s
r !
s2 + 1 1 s2 + 1
= log = log .
s2 2 s2
13. (a) (ii)( Apply convolution
) theorem to evaluate
2
−1 s
L .
(s2 + a2 )(s2 + b2 )
Solution.
ww L −1
"
s2
(s2 + a2 )(s2 + b2 )
#
w.E
= L−1 2
s
.
2 2
s
2
s +s a s + b s
a
= L−1 2
s + a2 syE
∗ L−1 2
s + b2
= cos at ∗ cos bt
Z t ngi
=
0
Z t
cos au cos b(t − u)du
nee
=
0
cos au cos(bt − bu)du
rin
=
1
Z t
{cos(au + bt − bu) + cos(au − bt + bu)}du g.n
=
2 0
2
"
1 sin(au + bt − bu) sin(au − bt + bu)
a−b
+
a+b
#t
0
et
" #
1 sin at sin bt sin at sin bt
= − + +
2 a−b a−b a+b a+b
" #
1 a+b+a−b a−b−a−b
= sin at + sin bt
2 a2 − b2 a2 − b2
1 a sin at − b sin bt
= [2a sin at − 2b sin bt] = .
2(a2 − b2 ) a2 − b2
13. (b) (i) Find
the Laplace transform of
t , for 0 < t < a
f (t) =
f (t = 2a) = f (t).
2a − t , for a < t < 2a,
ww =
1−e
1
−2as
t
−s 0
−
h e−as 1 e−st a
0 −s
dt + (2a − t)
−s a
a −as 1 e−st 2a i
−
a −s
(−dt)
w.E =
1 − e−2as −s
1 h
a
e
+
−as
s −s 0
1
+0+ e −
s
a
s −s a
1
− 2 (e−as − 1) + e−as + 2 (e−2as − e−as )
i
a=
=
1−e
1
−2as
1 − e−2as
h
−a
syE
− a
s
e−as
−
s
1 −as 1
s2
e +
s2
+ a
s
e−as
+
s
1 −2as 1 −as i
s2
e − 2e
=
1
s
ngi
h e−2as − e−as − e−as + 1 i
=
s s
1 h 1 − 2e−2as + e−2as i
=
1 − e−2as
1
.
s2
(1 − e ) nee
−as 2
= 2
1 − e−as
−as
(1 − e )
s2
1
L[y][s2 − 3s + 2] = +s−3
s−3
1 + (s − 3)2 1 + s2 − 6s + 9 s2 − 6s + 10
L[y](s − 1)(s − 2) = = =
s−3 s−3 s−3
s2 − 6s + 10
L[y] = .
(s − 1)(s − 2)(s − 3)
" #
−1 s2 − 6s + 10
y=L .
(s − 1)(s − 2)(s − 3)
s2 − 6s + 10 A B C
Let = + +
(s − 1)(s − 2)(s − 3) s − 1 s − 2 s − 3
ww =
A(s − 2)(s − 3) + B(s − 1)(s − 3) + C(s − 1)(s − 2)
(s − 1)(s − 2)(s − 3)
.
w.E
∴ s2 − 6s + 10 = A(s − 2)(s − 3) + B(s − 1)(s − 3) + C(s − 1)(s − 2).
5
a
Puts = 1, 2A = 5 ⇒ A =
syE
Puts = 2, −B = 2 ⇒ B = −2.
2
.
Puts = 3, 2C = 1 ⇒ C =
1
ngi
.
∴
s2 − 6s + 10
2
= ·
5 1 nee
+ −2 ·
1 1
+ ·
1
(s − 1)(s − 2)(s − 3) 2 s − 1
"
s2 − 6s + 10
#
rin s−2 2 s−3
Now, y = L −1
"
(s − 1)(s − 2)(s − 3)
# g.n
=L
5
−1 5
·
2 s−1
1
1
−2·
1
+ ·
s−2 2 s−3
1 1
et
y = et − 2e2t + e3t .
2 2
π
= tan−1 (∞) − tan−1 (s) = − tan−1 (s) = cot−1 (s).
2
" #
−1 1
6. Evaluate L .
s2 + 6s + 13
" # " #
1 1
Solution. L−1 2 = L−1
s + 6s + 13 (s + 3)2 + 13 − 9
" #
1
= L−1
(s + 3)2 + 4
" #
1
= L−1
(s + 3)2 + 22
" #
ww = e−3t L−1 2
1
s +2 2
=
e−3t sin 2t
2
.
Part B w.E
a
13. (a) (i) Find
syE
the Laplace transform of f (t), where
sin ωt , for 0 < t < ωπ
f (t) =
0 π
, for ω < t < ω2π
ngi
and f (t + 2π
ω ) = f (t).
2π 2π nee
Solution. f (t) is defined in the interval (0, 2π ω)
ω ω
rin
f (t + ) = sin ω(t + ) = sin(ωt + 2π) = sin ωt = f (t)
2π
∴ f (t) is periodic with period T =
ω
.
g.n
L[ f (t)] =
1
1 − e−sT 0
Z T
Z 2π
f (t)e−st dt et
1 ω
= s2π
e−st f (t)dt
− ω
1−e 0
Z π
1 ω
= e−st sin ωtdt
− s2π
1−e ω 0
" −st # ωπ
1 e
= s2π 2 2
[−s sin ωt − ω cos ωt]
1 − e− ω s + w 0
" −sπ #
1 eω −ω
= [−s.0 − ω(−1)] − 2
1 − e− ω s2 + w2 ω + s2
s2π
1 n −sπ o
= ωe ω + ω
− s2π 2 2
1−e ω (s + ω )
sπ
ω(1 + e ω )
= −sπ −sπ
(s2 + ω2 )(1 − e ω )(1 + e ω )
ω
= −sπ .
(s2 + ω2 )(1 − e ω )
13. (a) (ii) Using convolution theorem find the inverse Laplace
s2
transform of 2 .
(s + a2 )(s2 + b2 )
Solution. Refer question 13. (a) (ii) of Nov./Dec.2014.
13. (b) (i) Find the Laplace transform of f (t) = te−3t cos 2t.
h i d
Solution. L te−3t cos 2t = − L[e−3t cos 2t]
ww ds
d s
!
w.E d
= − {L[cos 2t]} s→s+3 = −
ds
!
ds s2 + 4 s→s+3
=−
!
d s+3
ds (s + 3)2 + 4
=−
ad
2
s+3
syE
ds s + 6s + 9 + 4
=−
d
2
s+3
ds s + 6s + 13
(s2 + 6s + 13) · 1 − (s + 3)(2s + 6)
=−
(s2 + 6s + 13)2
ngi
s + 6s + 13 − (2s2 + 6s + 6s + 18)
nee
2
−s2 − 6s − 5
=− = −
(s2 + 6s + 13)2 (s2 + 6s + 13)2
= 2
2
s + 6s + 5
(s + 6s + 13)2
. rin
g.n
13. (b) (ii) Using Laplace transform, solve
′
y(0) = 3 and y (0) = 4.
d2 y
dt2
+ 4y = sin 2t, given et
d2 y
Solution. The given differential equation is 2 + 4y = sin 2t.
dt
Taking Laplace transform on both sides we get
" 2 #
d y
L + 4L[y] = L[sin 2t]
dt2
2
s2 L[y] − sy(0) − y′ (0) + 4L[y] = 2
s +4
2
s2 L[y] − 3s − 4 + 4L[y] = 2
s +4
2 2
L[y][s + 4] = 2 + 3s + 4
s +4
2 + (3s + 4)(s2 + 4)
L[y] =
(s2 + 4)2
2 + 3s3 + 12s + 4s2 + 16
=
(s2 + 4)2
3s + 4s2 + 12s + 18
3
= .
(s2 + 4)2
" 3 #
3s + 4s2 + 12s + 18
y = L−1 .
(s2 + 4)2
3s3 + 4s2 + 12s + 18 As + B Cs + D
Let 2 2
= 2 + 2
(s + 4) s +4 (s + 4)2
∴ 3s3 + 4s2 + 12s + 18 = (As + B)(s2 + 4) + (Cs + D).
ww Equating the coefficients of s3 we get
A = 3.w.E
B = 4.
a
Equating the coefficients of s2 we get
syE
Equating the coefficients of s we get
ngi
4A + C = 12 ⇒ 12 + C = 12 ⇒ C = 0.
nee
Equating the constants we get
rin
4B + D = 18
3 2
⇒ 16 + D = 18 ⇒ D = 2.
g.n
∴
3s + 4s + 12s + 18 3s + 4
(s2 + 4)2
"
−1 3s + 4
#
= 2
−1
+
s + 4 (s2 + 4)2
"
1
#
2
et
∴y=L + 2L
s2 + 4 (s2 + 4)2
s " # " #
−1 −1 1 −1 1
= 3L + 4L + 2L
s2 + 4 s2 + 4 (s2 + 4)2
sin 2t 1
= 3 cos 2t + 4 +2· [sin 2t − 2t cos 2t]
2 2 × 23
" " # #
−1 2a3
∵L = sin at − at cos at
(s2 + a2 )2
1
y = 3 cos 2t + 2 sin 2t + [sin 2t − 2t cos 2t].
8
Part A
1 − et
5. Find the Laplace transform of the function f ( f ) = .
t
" # Z ∞ Z ∞ !
1 − et t 1 1
Solution. L = L[1 − e ]ds = − ds
t s s s s−1
s ∞
= log s − log(s − 1) ∞ s = log
s−1 s
1 ∞
ww = log = log 1 − log(
1 − 1s s
s
s−1
)
w.E = log
s−1
s
!
.
a syE
ngi
6. Find the Laplace transform of the function f (t) =
1 t = 0
Solution. L[1] =
Z ∞
e−st × 1dt =
" −st #∞
e nee
−1
0 t , 0
1
[0 − 1] = .
0 −s 0
=
rin
s s
Part B g.n
13. (a) (i) Find L−1
"
3s2 + 16s + 26
s(s2 + 4s + 13)
#
.
et
3s2 + 16s + 26 A Bs + c
Solution. Let = + 2
s(s2 + 4s + 13) s s + 4s + 13
3s2 + 16s + 26 = A(s2 + 4s + 13) + (Bs + c)s.
When s = 0, 13A = 26 ⇒ A = 2.
Equating the coefficients of s2
A+B=3
2+B=3
B = 1.
Equating the coefficients of s
4A + c = 16
8 + c = 16
c = 8.
ww = 2 · 1 + L−1
"
s+2+6
(s + 2)2 + 13 − 4
#
w.E = 2 + L−1
s+2+6
(s + 2)2 + 9
" #
a syE
= 2 + e−2t L−1 2
"
s+6
s +9
s !#
ngi
= 2 + e−2t L−1 2
s +9
+ 2L−1 2
3
s +9
nee
= 2 + e−2t [cos 3t + 2 sin 3t].
−1
"
s+1
#
rin
13. (a) (ii) Find L log
s−1
.
s+1 g.n
Solution. Let F(s) = log
F ′ (S ) =
1
−
s+1 s−1
s−1
1
= log(s + 1) − log(s − 1)
et
1 1
L[t f (t)] = −F ′ (s) = − +
" s + 1 # s − 1 " # " #
1 1 1 1
∴ t f (t) = L −1
− =L −1
−L −1
= et − e−t
s−1 s+1 s−1 s+1
et − e−t
∴ f (t) = .
t
" # " #
s 1
13. (b) (i) Find L−1 2 and find L −1
and hence find
" (s +# a2 )2 (s2 + a2 )2
1
L−1 2 .
(s + 9s + 13)2
Solution.
" #
s t sin at
L−1 2 =
(s + a2 )2 2a
" # " #
1 −1 1 s
L−1 2 = L
(s + a2 )2 s (s2 + a2 )2
" #
F(s) s
= L−1 where F(s) = 2
s (s + a2 )2
Z t " #
s
= L−1 2 dt
0 (s + a2 )2
Z t Z t
t sin at 1 − cos at
= dt = td
ww =
0
"
2a
1 −t cos at t
2a 0
−
Z t
a
− cos at
dt
#
w.E =
2a
"
a
1 −t cos at 1 sin at
+
0 0 a
!t #
=
"
1 −t cos at 1
+ 2 sin at
#
a 2a
syE
1
a
"
1
# "
ngi 1
#
L−1 2
nee
−1
= L
(s + 9s + 13)2 [(s + 3)2 + 13 − 9]2
" #
=e L−3t −1 1
(s2 + 4)2
, which is of the form 2rin 1
(s + a2 )2
with a = 2.
= e−3t
"
1
(sin 2t − 2t cos 2t)
#
=
e−3t g.n
[sin 2t − 2t cos 2t].
2 × 23 16
2
d y dy
et
13. (b) (ii) Solve using Laplace transforms, + = t2 + 2t, given
dt2 dt
that y = 4, y′ = −2 when t = 0.
d2 y dy
Solution. The given differential equation is + = t2 + 2t.
dt2 dt
Taking Laplace transform on both sides, we get
2 2
s2 L[y] − sy(0) − y′ (0) + sL(y) − y(0) − y(0) = +
s3 s2
2(s + 1)
(s2 + s)L[y] − 4s + 2 − 4 =
s3
2(s + 1) 2(s + 1)
s(s + 1)L(y) = 4s + 2 + = 2s + 2 + 2s +
s3 s3
2(s + 1)
= 2(s + 1) + 2s +
s3
2 2 2
L(y) = + +
s" s + 1 s4 #
2 2 2 2
y = L−1 + + 4 = 2 + 2e−t + t3
s s+1 s 3!
−t 1 3
y = 2 + 2e + t .
3
Part A
ww t
5. Find the Laplace transform of t .
e
w.E t
Solution. L t = L[e−t t] = [L(t)] s→s+1 =
e
1
(s + 1)2
.
a syE
6. Verify the initial and final value theorems for the function
f (t) = ae−bt .
Solution. Let f (t) = ae−bt .
a
ngi
L[ f (t)] =
s+b
= F(s).
nee
lim f (t) = lim ae−bt = a.
t→0 t→0
rin
lim sF(s) = lim
s→∞ s→∞
as
s+b
= lim
s→∞
as
s(1 + bs )
= a.
g.n
∴ lim f (t) = lim sF(s).
t→0 s→∞
Hence, the initial value theorem is verified.
et
Part B
−d h −3t i
Solution. L[te−3t sin 2t] = L[e sin 2t]
ds " #
−d −d 2
= [L[sin 2t] s→s+3 ] =
ds ds s2 + 4 s→s+3
" #
−d 2
=
ds (s + 3)2 + 4
ww
13. (a) (ii) Find the Laplace transform of the square-wave function
(or Meoander function) of period a defined as
w.E
1
f (t) =
when 0 < t <
a
2
a a
−1 when < t < a.
2
syE
Solution. Since f (t) is a periodic function of period a, we have
1
Za ngi
L[ f (t)] =
1 − e−as
0
e−st f (t)dt
nee
1
a
Z2
Za
rin
=
1 − e−as
e f (t)dt + e f (t)dt
−st −st
g.n
et
0 a
2
a
Z2 Za
1 −st −st
= e dt + e (−1)dt
1 − e−as
0 a
2
!a !
e−st 2 −st a
1 e
= −
1 − e−as −s 0 −s a
2
1 h a i
−2s −as − a2 s
= − e − 1 + e − e
s(1 − e−as )
1 h a i
= −as
1 − 2e− 2 s + e−as
s(1 − e )
2
1 − e− 2 s ✄
a
−✘
=
1 −✘e✘
s ✘
a a
2s 1 + e− 2 s
a
1 − e− 2 s
as
1 e 4 − e− 4
as
1 as
= a
= · as as = tan h .
s 1 + e− 2 s s e 4 + e− 4 s 4
" #
4
13. (b) (i) Using convolution theorem, find L−1 .
(s2 + 2s + 5)2
Solution.
" # " # " #
−1 4 −1 4 −t −1 4
L =L =e L (1)
(s2 + 2s + 5)2 (s + 1)2 + 4)2 (s2 + 4)2
" # " #
−1 4 −1 2 2
Now, L =L
(s2 + 4)2 s2 + 4 s2 + 4
" # " #
−1 2 −1 2
=L ∗L
ww s2 + 4
= sin 2t ∗ sin 2t =
Z t
s2 + 4
a syE
=
=
"Z0 t
(cos{2u − 2(t − u)} − cos{2u + 2t − 2u}) du
cos(4u − 2t)du −
Z t
cos 2tdu
#
"
0
ngi
sin(4u − 2t)
!t
− cos 2t(u)t0
#
0
"
=
sin 2t sin 2t
4 0
nee
#
=
4
+
4
− t cos 2t
rin
=
"
sin 2t
#
− t cos 2t . g.n
"
(1) ⇒ L−1 2
1
2
(s + +2s + 5)2
#
1
= [sin 2t − 2t cos 2t] e−t .
2
et
13. (b) (ii) Solve y′′ + 5y′ + 6y = 2 given y′ (0) = 0 and y(0) = 0 using
Laplace transform method.
Solution. y′′ + 5y′ + 6y = 2.
Taking Laplace transform both sides we get
2
L[y] =
s(s2 + 5s + 6)
2
=
s(s + 2)(s + 3)
" #
2
y= L−1
s(s + 2)(s + 3)
2 A B C
Let = + +
s(s + 2)(s + 3) s s+2 s+3
A(s + 2)(s + 3) + Bs(s + 3) + Cs(s + 2)
=
s(s + 2)(s + 3)
∴ 2 = A(s + 2)(s + 3) + Bs(s + 3) + Cs(s + 2).
ww When s = 0, 6A = 2 ⇒ A =
1
3
.
w.E
When s = −2, −2B = 2 ⇒ B = −1.
2
a
When s = −3, 3C = 2 ⇒ C =
∴
2syE 1 1
= · −
3
1
.
+ ·
2 1
Now y = L−1
ngi
s(s + 2)(s + 3) 3 s s + 2 3 s + 3
"
2
#
"
1 1
nee
s(s + 2)(s + 3)
1 2 1
#
= L−1 · −
3 s s+2 3 s+3rin
+ ·
1
= L−1
" #
1
− L−1
"
1
#
2
+ L−1g.n
"
1
#
3
1
s
= × 1 − e−2t + e−3t
3
2
3
s+2 3 s+3
et
1 −2t 2 −3t
y= −e + e .
3 3
Part A
"#
1 − cos t
5. Is the linear property applicable to L ?
t
Solution. Linear property is applicable for continuous
1 − cos t
functions only. Here is not even defined at t = 0.
t
s
2
"(s + 24) # syE
using Convolution theorem.
s s
Solution. L−1 2
s
(s + 4)2
=
s
L −1
ngi
·
s2 + 4 s2 + 4
= L−1 2
s +4
∗ L−1 2
s +4 nee
= cos 2t ∗ cos 2t
rin
=
Zt
cos 2u · cos 2(t − u)du g.n
0
Zt
et
= cos 2u cos(2t − 2u)du
0
Zt !
cos(2u + 2t − 2u) + cos(2u − 2t + 2u)
= du
2
0
Zt
1
= (cos 2t + cos[4u − 2t])du
2
0
Zt Zt
1
= cos 2t du + cos(4u − 2t)du
2
0 0
" " #t #
1 sin(4u − 2t)
= cos 2t[u]t0 +
2 4 0
" #
1 1
= t cos 2t + {sin 2t − sin(−2t)}
2 4
" #
1 1
= t cos 2t + 2 sin 2t
2 4
" #
1 sin 2t
= t cos 2t +
2 2
1
= (sin 2t + 2t cos 2t).
4
ww
13. (a) (ii) Find the Laplace transform
sin ωt
of the half-sine wave rectifier
0 < t < ωπ
w.E
function defined by f (t) =
0 π
< t < 2π .
ω ω
Solution. Refer question 13. (a) (i) on of May/June 2014.
a
13. (b) (i) Find L
"
" t syE
cos at − cos bt
#
.
# Z ∞
Solution. L
cos at − cos bt
t
= ngi L [cos at − cos bt] ds
nee
s
Z ∞
s s
= − ds
s2 + a2 s2 + b2
1h
s
rin
log(s2 + a2 ) − log(s2 + b2 )
i∞
=
2
1
" 2
s +a
#
2 ∞
1 g.n s
s + b2
2
d x 2
dx
=
2
log 2
s +b s2
dx
= log 2
2 s + a2
.
et
13. (b) (ii) Solve − 3 + 2x = 2 given x = 0 and = 5 for t = 0
dt2 dt dt
using Laplace transform method.
d2 x dx
Solution. 2 − 3 + 2x = 2.
dt dt
Taking Laplace transform both sides we get
" 2 # " #
d x dx
L 2
− 3L + 2L[x] = L[2]
dt dt
2 5s + 2
L[x][s2 − 3s + 2] = +5=
s s
5s + 2 5s + 2
L[x] = =
s(s2 − 3s + 2) s(s − 1)(s − 2)
" #
−1 5s + 2
x=L .
s(s − 1)(s − 2)
5s + 2 A B C
Let = + +
s(s − 1)(s − 2) s s−1 s−2
A(s − 1)(s − 2) + Bs(s − 2) + Cs(s − 1)
=
s(s − 1)(s − 2)
w.E
When s = 0, 2A = 2 ⇒ A = 1.
When s = 1, −B = 7 ⇒ B = −7.
a syE
When s = 2, 2C = 12 ⇒ C = 6.
5s + 2 1 7 6
∴
s(s − 1)(s − 2)
= −
ngi
s s−1 s−2
"
+ .
#
Now, x = L −1
"
nee
5s + 2
s(s − 1)(s − 2)
#
=L −1 1
−
7
rin
+
6
−1 1
s s−1 s−2
" #
−1
"
1
#
g.n
−1
"
1
#
=L
s
− 7L
x = 1 − 7et + 6e2t .
s−1
+ 6L
s−2
et
2.5.9 May/June 2012 [R 2008]
Part A
Solution.
ww = + 2
s
1
s + 1 s→s+1
s+2
w.E F(s) = +
s (s + 1)2 + 1
lim f (t) = lim[1 + e−t (sin t + cos t)]
a t→0
syE "
t→0
= 1 + 1 = 2.
#
lim sF(s) = lim 1 +
s→∞ s→∞ ngi
s(s + 2)
(s + 1)2 + 1
= 1 + lim nee
s2 (1 + 2s )
=1+
1
= 2.
s→∞ s2 (1 + 1 2
s)
rin
+ 1
s2
1
s s 1
Let = 2 . .
(s2 + a2 )2 s + a2 s2 + a2
s 1
∴ F(s) = 2 2
, G(s) = 2 .
" # s +a s + a2
s
L−1 2 = L−1 [F(s)G(s)] = L−1 F(s) ∗ L−1G(s)
(s + a2 )2
" # " #
s 1 sin at
= L−1 2 ∗ = cos at ∗
(s + a2 ) (s2 + a2 ) a
Z
1 t
= cos au sin a(t − u)du
a 0
Z t
1
= 2 sin(at − au) cos audu
2a 0
Z tn o
1
= sin(at − au + au) + sin(at − au − au) du
2a 0
(Z t Z t )
1
= sin atdu + sin(at − 2au)du
2a 0 0
" " #t #
1 cos(at − 2au)
= sin at(u)t0 −
2a −2a 0
" #
1 1
ww =
2a
1
"
t sin at + (cos(−at) − cos at)
2a
1
#
t sin at
w.E =
2a
t sin at − 0 =
2a 2a
.
a
t
syE
13. (a) (ii) Find the Laplace transform of the triangular wave
0≤t≤π
function given by f (t) =
2π − t π ≤ t ≤ 2π ngi
and f (t + 2π) = f (t).
Solution. Since f (t) is of period 2π,we have
nee
Z 2π rin
L[ f (t)] =
1
1 − e−2πs 0
e−st f (t)dt
g.n
=
1
1 − e−2πs 0
"Z π
"Z π
−st
e f (t)dt +
Z 2π
Z 2π
π
−st
e f (t)dt
#
#
et
1 −st −st
= e tdt + e (2π − t)dt
1 − e−2πs 0 π
"Z π −st Z 2π #
1 e e−st
= td( ) + (2π − t)d( )
1 − e−2πs 0 −s π −s
!π Z π −st !2π Z 2π −st
1 e −st
e e−st e
= −2πs
t − dt + (2π − t) − (−dt)
1−e −s 0 0 −s −s π π −s
!π !2π
1 e −πs
1 e −st
π 1 e −st
= π + + 0 + e−πs −
1−e −2πs −s s −s 0 s s −s π
" #
1 e−πs 1 −πs π −πs 1 −2πs −πs
= −π − (e − 1) + e + (e − e )
1 − e−2πs s s2 s s2
eat − e−bt
13. (b) (i) Find the Laplace transform of .
t
ww "
eat − e−bt
# Z∞ h i Z∞ !
w.E
Solution. L
t
=
s
at
L e −e −bt
ds =
s
1
−
s−a s+b
1
s − a ∞
ds
a
syE
= log(s − a) − log(s + b) ∞
s+b
s = log
s+b s
= log
s−a
.
ngi
13. (b) (ii) Find
R∞ nee
te−2t cos tdt using Laplace transform .
0
rin
Solution. Comparing the definition of the Laplace transform
and the given integral, we observe that g.n
Z∞
te−2t cos tdt = L[t cos t] s=2 = −
d
ds
[L(cos t)] s=2
et
0
" 2 #
d s s + 1 − s · 2s
=− = −
ds s2 + 1 s=2 (s2 + 1)2 s=2
" # " #
1 − s2 s2 − 1 4−1 3
=− 2 = = = .
(s + 1)2 s=2 (s2 + 1)2 s=2 (4 + 1)2 25
d2 y dy
13. (b) (iii) Solve the differential equation − 3 + 2y = e−t with
dt2 dt
y(0) = 1, and y′ (0) = 0 using Laplace transforms.
d2 y dy
Solution. 2 − 3 + 2y = e−t .
dt dt
ww =
1 + s2 − 2s − 3 s2 − 2s − 2
s+1
=
s+1
w.E L[y] =
s2 − 2s − 2
(s + 1)(s − 1)(s − 2)
.
a y=
syE
L −1
"
s2 − 2s − 2
(s + 1)(s − 1)(s − 2)
#
.
Let
s2 − 2s − 2
=
A ngi
+
B
+
C
nee
(s + 1)(s − 1)(s − 2) s + 1 s − 1 s − 2
A(s − 1)(s − 2) + B(s + 1)(s − 2) + C(s + 1)(s − 1)
.
=
rin
(s + 1)(s − 1)(s − 2)
g.n
∴ s2 − 2s − 2 = A(s − 1)(s − 2) + B(s + 1)(s − 2) + C(s + 1)(s − 1).
3
When s = 1, −2B = −3 ⇒ B =
When s = −1, 6A = 1 ⇒ A = .
2
1
.
et
6
2
When s = 2, 3C = −2 ⇒ C = − .
3
s2 − 2s − 2 1 1 3 1 2 1
∴ = · + · − ·
(s + 1)(s − 1)(s − 2) 6 s + 1 2 s − 1 3 s − 2
" #
−1 s2 − 2s − 2
Now, y = L
(s + 1)(s − 1)(s − 2)
" #
1 1 3 1 2 1
= L−1 · + · − ·
6 s+1 2 s−1 3 s−2
1 −t 3 t 2 2t
y= e + e − e .
6 2 3
ww
w.E
a syE
ngi
nee
rin
g.n
et