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IMPORTANT FORMULAS TO REMEMBER

CHAPTER 1: LINEAR ALGEBRA

1. Minor and Cofactors:

Minor:

The minor of the element aij is denoted Mij and is the determinant of the matrix that remains after
deleting row i and column j of A.

Co – factor:

The cofactor of aij is denoted Cij and is given by:

Cij = (–1) i+j Mij

Properties:
The value of a determinant does not change when rows and columns are interchanged i.e.
|AT| = |A|
If any row (or column) of a matrix A is completely zero, then:
|A| = 0, Such a row (or column) is called a zero row (or column).
Also, if any two rows (or columns) of a matrix A are identical, then |A| = 0.
If any two rows or two columns of a determinant are interchanged the value of determinant is
multiplied by –1.
If all elements of the one row (or one column) or a determinant are multiplied by same number k
the value of determinant is k times the value of given determinant.
If A be n-rowed square matrix, and k be any scalar, then |kA| = kn|A|.
(i) In a determinant the sum of the products of the element of any row (or column) with the
cofactors of corresponding elements of any row or column is equal to the determinant value. (ii) In
determinant the sum of the products of the elements of any row (or column) with the cofactors of
some other row or column is zero.
Example:
a11 b12 c13
 = a21 b22 c23
a31 b32 c33

Then,  = a11A11 + b12B12 + c13C13 and,

 = a31A21 + b32B22 + c33C23 = 0

If to the elements of a row (or column) of a determinant are added k times the corresponding
elements of another row (or column) the value of determinant thus obtained is equal to the value of
original determinant.
iR + kR
j
i.e. A ⎯⎯⎯⎯⎯ → B then A = B

i jC + kC
and A ⎯⎯⎯⎯⎯ → B then A = B

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(i). |AB| = |A|×|B| and based on this we can prove the following:
(i) |An| = (|A|)n
Proof:
|An| = |A × A × A × …... n times.
|An| = |A| × |A| × |A| … n times
|An| = (|A|)n
(ii) |A A–1| = |I|
Proof:
|A A–1| = |I| = 1
Now, |A A–1| = |A| |A–1|
∴ |A| |A–1| = 1
1
⇒ A–1 =
A

(j). Using the fact that A · Adj A = |A|. I, the following can be proved for A n×n.
(i). |Adj A| = |A|n–1
2
(n−1)
(ii). |Adj (Adj (A)) | = A

2. Transpose of a Matrix:
The matrix obtained from any given matrix A, by interchanging rows and columns is called the
transpose of A and is denoted by AT or A’.
1 2
  1 4 7
Thus, the transposed matrix of A = 4 5 is A ' =  
7 8 2 5 8

Clearly, the transpose of an m × n matrix is an n × m matrix.

Also, the transpose of the transpose of a matrix coincides with itself i.e. (A’)’ = A.
Properties of Transpose of a Matrix:
If AT and BT be transpose of A and B respectively then,
1. (AT)T = A
2. (A + B)T = AT + BT
3. (kA)T = kAT, k being any real number.
4. (AB)T= BTAT
5. (ABC)T = CTBTAT
Special Matrices and Properties:
3. Row and Column Matrix:
• A matrix having a single row is called a row matrix, e.g., 1 3 4 5 .

2 
 
• A matrix having a single column is called a column matrix, e.g., 7 
9 

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• Row and column matrices are sometimes called row vector and column vectors.
4. Square matrix:
• An m × n matrix for which the number of rows is equal to number of columns i.e. m = n, is called
square matrix.
• It is also called an n-rowed square matrix.
• The element aij such that i = j, i.e. a11, a22… are called DIAGONAL ELEMENTS and the line along
which they line is called Principle Diagonal of matrix. Elements other than principal diagonal
elements are called off-diagonal elements i.e. aij such that i ≠ j.
5. Diagonal Matrix:
A square matrix in which all off-diagonal elements are zero is called a diagonal matrix. The diagonal
elements may or may not be zero.
2 0 0
 
Example: A = 0 4 0 is a diagonal matrix.
0 0 7 

5.1 Properties of diagonal Matrix:

(a) diag [x, y, z] + diag [p, q, r] = diag [x + p, y + q, z + r]
(b) diag [x, y, z] × diag [p, q, r] = diag [xp, yq, zr]
(c) (diag [x, y, z])–1 = diag [1/x, 1/y/ 1/z]
(d) (diag[x, y, z])T = diag[x, y, z]
(e) diag [x, y, z]n = diag[xn, yn, zn]
(f) Eigen values of diag [x, y, z] = x, y and z.
(g) Determinant of diag [x, y, z] = | diag[x, y, z]| = xyz
5.1.1 Scalar Matrix:
A scalar matrix is a diagonal matrix with all diagonal elements belong equal.
 a 0 0
 
Example: A = 0 a 0 is a scalar matrix where a is any non-zero value.
0 0 a

5.1.2 Unit Matrix or Identity Matrix:

• A square matrix each of whose diagonal elements is 1 and each of whose non-diagonal elements
are zero is called unit matrix or an identity matrix which is denoted by I.
• Identity matrix is always square.
• Thus, a square matrix A = [aij] is a unit matrix if aij = 1 when i = j and aij = 0 when i ≠ j.
1 0 0
  1 0
Example: I3 = 0 1 0 is unit matrix, I2 =  .
0 0 1 0 1

5.1.3 Properties of Identity Matrix:

(a) I is identity element for multiplication, so it is called multiplicative identity
(b) AI = IA = A
(c) In = I
(d) I–1 = I

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(e) |I| = 1

5.1.4 Null matrix:

• The m × n matrix whose elements are all zero is called null matrix. Null matrix is denoted by O.
• Null matrix need not be square.
0 0 0
  0 0 0
Example : O3 = 0 0 0 , O2 =   , O21 =  
0 0 0 0 0 0

5.1.5 Properties of Null Matrix:

(a) A + O = O + A = A. So, O is additive identity.
(b) A + (–A) = O
5.1.6 Upper triangular Matrix:
• An upper triangular matrix is a square matrix whose lower off-diagonal elements are zero i.e. aij =
0 whenever i > j.
• It is denoted by U.
• The diagonal and upper off diagonal elements may or may not be zero.
3 5 –1
 
Example : U = 0 5 6 
0 0 2 

5.1.7 Lower Triangular matrix:

• A lower triangular matrix is a square matrix whose upper off-diagonal triangular elements are zero,
i.e., aij = 0 whenever i < j.
• The diagonal and lower off-diagonal elements may or may not be zero. It is denoted by L.
 1 0 0
 
Example : L = –1 5 0
 2 3 6

5.1.8 Idempotent Matrix:

A matrix A is called idempotent if A 2 = A.
 2 –2 –4
1 0 0 0  
Example:  ,  , –1 3 4  are examples of idempotent matrices.
0 1 0 0  1 –2 –3
 
5.1.9 Involutory Matrix:
A matrix A is called involutory if A2 = I.
1 0
Example:   is involutory.
0 1
4 3 3
 
Also –1 0 –1 is involutory since A2 = I.
–4 –4 –3

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5.1.10 Nilpotent Matrix:

A matrix A is said to be nilpotent of class m or index m iff A m = O and Am – 1
≠ O i.e., m is the
smallest index which makes Am = O
1 1 3
 
Example: The matrix A =  5 2 6  is nilpotent class 3, since A ≠ 0 and A2 ≠ 0, but A3 = 0.
–2 –1 –3

5.1.11 Singular Matrix:

A matrix will be singular matrix if its determinant is equal to zero.
a11 a12 ...... a1n 
 
 . . 
 . . 
aij  = 
 nn
 . . 
 . . 
 
 an1 a21 ...... ann nn

If |aij| = 0 ⇒ Matrix will be singular.

If a given matrix is not singular, then it will be the Non – singular matrix.
6. Periodic Matrix:
A square matrix A is called periodic if Ak + 1
= A where k is least positive integer and is called the
period of A.
6.1 Classification of Real and Complex Matrices:
6.1.1. Real Matrices:
Real matrices can be classified into the following three types of the relationship between AT and A.
6.1.2 Symmetric Matrix:
• A square matrix A = [aij] is said to be symmetric if its (i, j) th elements is same as its (j, i)th element
i.e. aij = aij for all i and j.
• In a symmetric matrix: AT = A
6.2 Properties of symmetric matrices: For any Square matrix A,
(a) AAt is always a symmetric matrix.
A + At
(b) is always symmetric matrix.
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(c) A - AT and AT – A are skew symmetric.
1. If A and B and symmetric, then:
(a) A + B and A – B are also symmetric
(b) AB, BA may or may not be symmetric.
(c) Ak is symmetric when k is set of any natural number.
(d) AB + BA is symmetric.
(e) AB – BA is skew symmetric.
(f) A2, B2, A2 ± B2 are symmetric.
(g) KA is symmetric where k is any scalar quantity.
2. Every square matrix can be uniquely expressed as a sum of a symmetric and a skew-symmetric
matrix. Let A be the given square matrix, then:

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1 1
A= (A + A ') + (A − A ').
2 2

6.3 Skew – Symmetric Matrix:

• A square matrix A = [aij] is said to be skew symmetric if (i, j)th elements of A is the negative of the
(j, i)th elements of A if aij = –aij ∀ i, j.
• In a skew symmetric matrix AT = –A.
• A skew symmetric matrix must have all 0’s in the diagonal.
 0 a b
 
Example: A = –a 0 c  is a skew-symmetric matrix.
–b –c 0

Note :

A – At
(a) For any matrix A, the matrix is always skew symmetric.
2
(b) A ± B are skew symmetric.
(c) AB and BA are not skew symmetric.
(d) A2, B2, A2 ± B2 are symmetric.
(e) A2, A4, A6 are symmetric.
(f) A3, A5, A7 are skew symmetric.
(g) kA is skew symmetric where k is any scalar number.
6.5 Orthogonal Matrices:
A square matrix A is said be orthogonal if: A T = A–1 ⇒ AAT = AA–1 = 1. Thus, A will be an orthogonal
matrix if:
AAT = I = ATA.
Example: The identity matrix is orthogonal since I T = I–1 = I
Note: Since for an orthogonal matrix A:
⇒ AAT = I
⇒ |AAT| = |I| = 1
⇒ |A| |AT| = 1
⇒ (|A|)2 = 1
⇒ |A| = ±1
So, the determinant of an orthogonal matrix always has a modulus of 1.
6.6 Complex Matrices:
Complex matrices can be classified into the following three types based on relationship between A θ
and A.
6.6.1 Hermitian Matrix:
A necessary and sufficient condition for a matrix A to be Hermitian is that Aθ = A.
 a b + ic
Example: A =   is a Hermitian matrix.
b – ic d 

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6.6.2 Skew – Hermitian Matrix:

A necessary and sufficient condition for a matrix to be skew-Hermitian if Aθ = –A.
 0 –2 – i
Example: A =   is skew-Hermitian matrix.
2 – i 0 

6.6.3 Unitary Matrix:

A square matrix A is said to be unitary iff: Aθ = A–1.
Multiplying both sides by A, we get an alternate definition of unitary matrix as given below:
A square matrix A is said to be unitary iff:
AAθ = I = AθA
6.6.4 Properties of addition and subtraction:
(a). Only matrices of the same order can be added or subtracted
(b). Addition of matrices is commutative i.e. A + B = B + A.
(c). Addition and subtraction of matrices is associative i.e. (A + B) – C = A + (B – C) = B + (A – C).
6.6.5 Multiplication of a Matrix by a Scalar:
The product of a matrix A by a scalar k is a matrix of which each element is k times the
corresponding elements of A.

 a b1 c1  ka1 kb1 kc1 

Thus,k  1 = 
a2 b2 c2  ka2 kb2 kc2 
The distributive law holds for such products, i.e., k (A + B) = kA + kB.
Note:
All the laws of ordinary algebra hold for the addition or subtraction of matrices and their
multiplication by scalars.
6.6.6 Multiplication of Matrices:
Two matrices can be multiplied only when the number of columns in the first is equal to the number
of rows in the second. Such matrices are said to be conformable.

 a11 a12 ... a1n   b11 b12 ... b1p 

   
a a22 ... a2n   b21 b22 ... b2p 
In general, if A =  21 and B =   be two m × n and n × p
 ... ... ... ... 
   ... ... ... ... 
am1 am2 ... amn  bm1 bm2 ... bmp 

conformable matrices, then their product is defined as the m × p matrix:
 c11 c12 ... c1p 
 
 c21 c22 ... c2p 
AB =  
 ... ... ... ... 
cm1 cm2 ... cmp 

Where cij = ai1 b1j + ai2b2j + ai3b3j + … + ainbnj i.e. the element in the ith row and the jth column of the
matrix AB is obtained by multiplying the i th row of A with jth column of B. The expression for cij is
known as the inner product of the ith row with the jth column.

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Properties of Matrix Multiplication:

1. Multiplication of matrices is not commutative. In fact, if the product of AB exists, then it is not
necessary that the product of BA will also exist.
Example: A3×2 × B2×4 = C3×4 but B2×4×A3×2 does not exist since these are not compatible for
multiplication.
2. Matrix multiplication is associative, if conformability is assured. i.e. A(BC) = (AB)C
where A, B, C are m × n, n × p, p × q matrices respectively.
3. Multiplication of matrices is distributive with respect to addition matrices i.e. A (B + C) = AB +
AC.
4. The equation AB = O does not necessarily imply that at least one of matrices A and B must be a
1 1  1 1  0 0
zero matrix. For example,   = .
1 1 –1 –1 0 0
5. In the case of matrix multiplication if AB = O then it is not necessarily imply that BA = O. In fact,
BA may not even exist.
6. Both left and right cancellation laws hold for matrix multiplication as shown below:
AB = AC ⇒ B = C (iff A is non-singular matrix) and
BA = CA ⇒ B = C (iff is non-singular matrix).
7. Trace of Matrix:
Let A be a square matrix of order n. The Sum of elements lying along the principal diagonal is called
the trace of A denoted by Tr(A).
Thus, if A = [aij]n×n then:
n
Tr(A) =  aij = a11 + a22 + a33 + ....... + ann
i =1

7.1 Properties of trace of matrix:

(a). tr (λA) = λ tr(A)
(b). tr (A +B) = tr (A) + tr (B)
(c). tr (AB) = tr (BA)
8. Conjugate of the Matrix:
The matrix obtained from given matrix A on replacing its elements by the corresponding conjugate

complex numbers is called the conjugate of A and is denoted by A .

2 + 3i 4 – 7i 8 
Example : A =  
 –i 6 9 + i

2 – 3i 4 + 7i 8 
Then, A =  
 +i 6 9 – i

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9. Properties of Conjugate of a Matrix: If A & B be the conjugates of A and B respectively.

Then,

( )
(a). A = A

(b).( A + B) = A + B

(c). (kA ) = k A, k being any complex number

( )
(d). AB = A B, A and B being conformable to multiplication

(e). A = A iff A is real matrix

(f). A = –A iff A is purely imaginary matrix.

10. Transposed Conjugate of the Matrix:

The transpose of the conjugate of a matrix A is called transposed conjugate of A and is denoted by

( )
T
Aθ or A* or A . It is also called conjugate transpose of A.

10.1 properties: If Aθ and Bθ be the transposed conjugates of A and B respectively then,

(a). (Aθ)θ = A
(b). (A + B)θ = Aθ + Bθ

(c). (kA)θ = kA  where k → complex number

(d). (AB)θ = BθAθ
11. Adjoint and Inverse of the Matrix:
11.1 Adjoint of a square matrix:
 a1 b1 c1 
 
Let a square matrix A = a2 b2 c2  . Then the transpose of matrix formed by the cofactors of the
a3 b3 c3 

elements is called the transpose of the matrix and it is written as Adj(A).

 A1 B1 C1 
 
Cofactor − matrix(Cij ) =  A2 B2 C2  . Then:
 A3 B3 C3 

 A1 A2 A3 
T
 
Adj(A) = (cij ) = B1 B2 B3 
C1 C2 C3 

Thus, adjoint of A matrix is the transpose of matrix formed by the cofactors of A.

12. Inverse of a matrix:
If A be any matrix, then a matrix B if it exists, such that:
AB = BA = I
Then, B is called the Inverse of A which is denoted by A-1 so that AA-1= I.
Adj.A
Also A −1 = , if A is non-singular matrix.
A

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13. Properties of Inverse

(a). AA–1 = A–1 A = I
(b). A and B are are inverse of each other iff AB = BA = I
(c). (AB)–1 = B–1 A–1
(d). (ABC)–1 = C–1 B–1 A–1
(e). If A be a n × n non-singular matrix, then (A’)–1 = (A–1)’.

(f). If A be a n × n non-singular matrix then (A−1 ) = (A )−1.

a b 
(g). For a 2 × 2 matrix A =   there is a short-cut formula for inverse as given below:
c d
−1
a b  1  d −b 
A −1 =   = .
c d (ad − bc)  −c a 

14. Rank of Matrix:

The rank of a matrix is defined as the order of highest non-zero minor of matrix A. It is denoted by
the notation ρ(A). A matrix is said to be of rank r when:
(i) it has at least one non-zero minor of order r, and
(ii) every minor of order higher than r vanishes.
14.1 Properties:
(a). Rank of A and its transpose is the same i.e. (A) = (A ').

(b). Rank of a null matrix is zero.

(c). Rank of a non-singular square matrix of order r is r.
(d). If a matrix has a non-zero minor of order r, its rank is  r and if all minors of a matrix of order
r + 1 are zero, its rank is  r.
(e). Rank of a matrix is same as the number of linearly independent row vectors vectors in the
matrix as well as the number of linearly independent column vectors in the matrix.
(f). For any matrix A, rank (A)  min(m,n) i.e. maximum rank of Am×n = min (m, n).
(g). If Rank (AB)  Rank A and Rank (AB)  Rank B:
so, Rank (AB) ≤ min (Rank A, Rank B)
(h). Rank (AT) = Rank (A)
(i). Rank of a matrix is the number of non-zero rows in its echelon form.
(j). Elementary transformations do not alter the rank of a matrix.
(k). Only null matrix can have a rank of zero. All other matrices have rank of at least one.
(l). Similar matrices have the same rank.
15. Vectors:
An ordered n-tuple X = (x1, x2, … xn) is called an n-vector and x1, x2, … xn are called components of
X.
Row Vector:
A vector may be written as either a row matrix X = [x1 x2 … xn] which is called row vector.

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15.1 Column Vector:

 x1 
 
 x2 
A column matrix X = x3  which is called column vector.
 
 
x 
 n
Thus, for a matrix A of order m×n, each row of A is an n-vector and each column of A is an m-
vector.
In particular, if m=1 then A is a row vector & if n=1 then A is a column vector.
15.2 Multiplication of a vector by a scalar:
Let ‘k’ be any number and X = (x1, x2, … xn) then kX = (kx1, kx2, … kxn).
Example:
X = (1, 3, 2)
Then, 4X = (4, 12, 8)
15.3 Linear combination of vectors:
If X1, X2, … Xr are r vectors of order n and k1, k2, … kr are r scalars then the expression of the form
k1X1+k2X2+ … +krXr is also a vector and it is called linear combination of the vectors X 1, X2, … Xr.
15.4 Linearly dependent vectors:
The vectors X1, X2, …. Xr of same order n are said to be linearly dependent if there exist scalars (or
numbers) k1, k2, … kr not all zero such that k1X1+k2X2+……+krXr = O where O denotes the zero
vector of order n.
15.5 Linearly independent vectors:
The vectors X1, X2, …., Xr of same order n are said to be linearly independent vectors if every
relation of the type:
K1X1+k2X2+…+krXr = O
Such that all k1 = k2 = …... = kr = 0
Note.7:
(i). If X1, X2, ……, Xr are linearly dependent vectors then at least one of the vectors can be expressed
as a linear combination of other vectors.
(ii). If A is a square matrix of order n and A = 0 then the rows and columns are linearly dependent.

(iii). If A is a square matrix of order n and A  0 then the rows and columns are linearly
independent.
(iii). Any subset of a linearly independent set is itself linearly independent set.
(iv). If a set of vectors includes a zero vector, then the set of vectors is linearly dependent set.

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15.6 Inner product:

 x1   y1 
   
x y
The inner product of two vectors X =  2  and Y =  2  is denoted by X  Y and defined as
   
   
 xn   yn 

 y1 
 
y
X  Y = XT Y = [x1x2.....xn ]  2  = x1y1 + x2 y2 + ..... + xnyn which is a scalar quantity.
... 
 
 yn 
Note.8:
1. XTY=YTX i.e. Inner Product is symmetric
2. X.Y = 0  the vectors X and Y are perpendicular.
3. X.Y. =  1  the vectors X and Y are parallel.

16. Length or norm of a vector:

 x1 
 
x
If X =  2  is a vector of order n then the positive square root of inner product of X and X T i.e. XTX is
 
 
 xn 

called length of X and it is denoted by X .

 X = X  X = x12 + x22 + ..... + xn2

16.1 Orthonormal vectors/Orthonormal set:

A set S of column vectors X1, X2, …. Xn of same order is said to be an orthonormal set if

0, i  j
XiT X j = ij =  .
1, i = j

 −1 0 0

     
Ex: X1 =  0  , X2 =  −1 , X3 = 0
 0   0  1

 X1T X2 = 0, X1T X3 = 0, X2T X3 = 0 and X1T X1 = 1, X2T X2 = 1, X3T X3 = 1

 X1, X2, X3 are orthonormal vectors.

17. System of Linear Equations:

17.1 Homogenous System of Linear Equations:

If the system of m homogeneous linear equations in n variables x 1, x2, …. xn is given by:

a11x1 + a12 x2 + .... + a1nxn = 0 


a21x1 + a22 x2 + .... + a2nxn = 0 

..................................... 
am1x1 + am2 x2 + .... + amnxn = 0 

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Then, the set of these equations can be written in matrix form as AX = O

where A is matrix of the coefficients and X is the column matrix of the variables.

Note.9:

For the system AX = O where A is the square matrix then:

(i). The system AX = O is always consistent.

(ii). If A  0 and (A) = n (number of variables). Then, the system has unique solution (zero solution

or trivial solution)

(iii). If A = 0 and (A)  n then the system has infinitely many non-zero (or non-trivial) solutions.

(iv). If (A) = r  n (number of variables) then the number of linearly independent solutions of

AX = O is (n – r).

(v). In a system of homogeneous linear equations, if the number of unknowns (or variables)

exceeds the number of equations then the system necessarily possesses a non-zero solution.

17.2 Non – homogenous system of linear equations:

If the system of ‘m’ non-homogeneous linear equation in ‘n’ variables x 1, x2, … xn is given by
a11x1 + a12 x2 + .... + a1nxn = b1 

a21x1 + a22 x2 + .... + a2nxn = b2 
 ……… (1)
................................... 
am1x1 + am2 x2 + ... + amnxn = bm  
Then, the set of these equations can be written in matrix form as:
AX = B ……… (2)
Where A is coefficient matrix, X is column matrix of the variables and B is the column matrix of
constants b1, b2, …. bn.
Note
(i). The system has a solution (consistent) if and only if Rank of A = Rank of [A|B].
(ii). The system AX = B has a unique solution if and only if Rank (A) = Rank (A|B) = n number of
variables.
(ii) The system has infinitely many solutions if (A) = (A | B)  n (number of variables).

(iii) The system has no solution (or is inconsistent) if (A)  (A | B) i.e. (A)  (A | B) .

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18. Eigen Values, Eigen vectors and Cayley Hamilton Theorem:

18.1 Eigen Values:

Let A = [aij]n×n be any n-rowed square matrix and  is a scalar. Then the matrix A −  | is called

characteristic matrix of A, where I is the unit matrix of order n.

a11− a12 a1n 

 
a a22− a2n 
Then, the determinant A −  | =  21 which is ordinary polynomial in  of degree n is
 ... .... ... 
 
 an1 an2 ann− 

called “characteristic polynomial of A”. The equation A −  | = 0 is called “characteristic equation of

A”.

The  values of this characteristic equation are called eigen values of A and the set of eigenvalues

of A is called the “spectrum of A”.

The corresponding non-zero solutions to X such that AX = X , for different eigen values are called as

the eigen vectors of A.

18.2 Properties of Eigen Values:

(a). If 1 , 2.......n are the eigenvalues of A, then k1 ,k 2.......k n are eigenvalues of kA.

(b). The eigenvalues of A–1 are the reciprocals of the eigenvalues of A. i.e. if 1 , 2.......n are the

1 1 1
eigen value of A, then , ,... are the eigen value of A–1.
1 2 n

(c). If 1 , 2 ,...n are the eigen values of A, then 1m, m m

2 ,........n are the eigen values of A .
m

A A A
(d). If 1 , 2 , 3...n are the eigen values of a non-singular matric A, then , ... are the eigen
1 2 n

values of Adj A.
(e). Eigen values of A = Eigen values of AT.
(f). Maximum no. of distinct eigen values = size of A.
(g). If λ1, λ2, λ3, λ4 …………..., λk are eigen values of matrix A of order n, then sum of eigen values =
trace of A = sum of diagonal elements
i.e. λ1 +λ2 +λ3 +λ4 +…………..., λk = trace of A

(h). Product of eigen values = A (i.e. At least one eigen value is zero iff A is singular).

λ1. λ2. λ3 ……………λk = A

(i). In a triangular and diagonal matrix, eigen values are diagonal elements themselves.
(j). Similar matrices have same eigen values. Two matrices A and B are said to be similar if there
exists a non-singular matrix P such that B = P–1 AP.
(k). If a + √𝑏 is the one eigen value of a real matrix A then a - √𝑏 other eigen value of matrix A.
(l). If a + ib is an eigen value of a real matrix A then a – ib is also other eigen value of A.

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(m). If A and B are two matrices of same order, then the matrix AB and BA will have same
characteristic roots.
18.3 Eigen Vectors:
The corresponding non-zero solutions to X such that AX = X , for different eigen values are called as
the eigen vectors of A.
18.3.1 Properties of Eigen vectors:
(a). For each eigen value of a matrix there are infinitely many eigen vectors. If X is an eigen vector
of a matrix A corresponding to the Eigen Value λ then KX is also an eigen vector of A for every non –
zero value of K.
(b). Same Eigen vector cannot be obtained for two different eigen values of a matrix.
(c). Eigen vectors corresponding to the distinct eigen values are linearly independent.
(d). For the repeated eigen values, eigen vectors may or may not be linearly independent.
(e). The Eigen vectors of A and Ak are same.
(f). The eigen vectors of A and A-1 are same.
(g). The Eigen vectors of A and AT are NOT same.
(h). Eigen vectors of a symmetric matrix are Orthogonal.
18.4 Cayley Hamilton Theorem:
Every square matrix A satisfies its own characteristic equation A – λI = 0.
Example:
If λ2 – 5λ + 6 =0 is the Characteristic equation of the matrix A, then according to Cayley Hamilton
theorem:
A2 – 5A +6I = 0
18.4.1 Applications of Cayley Hamilton theorem:
(a). It is used to find the higher powers of A such that A2, A3, A4 etc.
(b). It can also be used to obtain the inverse of the Matrix.
18.5 Number of Linearly independent eigen vectors:
18.5.1 Algebraic Multiplicity:
The eigenvalues are the roots of the characteristic polynomials and a polynomial can have repeated
roots.
i.e. λ1 = λ2 = λ3 = λ4 = --------------------= λK
If this happens then the eigenvalue is said to be of algebraic multiplicity k.
18.5.2 Geometric Multiplicity:
The number of linearly independent eigen vectors associated with that eigenvalue is called the
Geometric multiplicity of that value.
Geometric Multiplicity (GM) corresponding to any eigen value λ i is given by:
GM= n – Rank of (A – λi I)
Where n is the order of the matrix.
Thus, for a matrix A, the number of linearly independent eigen vectors is the sum of geometric
multiplicities obtained corresponding to different eigen values.

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19. Diagonalizable matrix:

If for a given square matrix A of order n, there exists a non – singular matrix P such that P-1AP = D
or AP = PD where D is the diagonal matrix then A is said to be diagonalizable matrix.
Note:
1. If X1, X2, X3, ………., X3 are linearly independent eigen vectors of A 3×3 corresponding to eigen
values λ1, λ2, λ3 then P can be found such that P-1AP = D or AP = PD.
1 0 0
 
Where D =  0 2 0  and P = [X1, X2, X3]
 0 0 3 

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CHAPTER 2: CALCULUS

1. FUNCTIONS

Definition:
We can define a function as a special relation which maps each element of set A with one and only
one element of set B. Both the sets A and B must be nonempty. A function defines a particular
output for a particular input.
Basic graphs:

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 −x x0

Note.1: Graph of f(x) = | x | = 0 x=0
x x0


| x | −1 x0
 , x0 
Note.2: Graph of f(x) =  x =  1 x0
0, x=0  0 x=0


Note.3: Greatest Integer Function

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−2, −2  x  −1

−1, −1  x  0
Graph of f(x) = [x] = 
 0, 0 x 1
 1, 1x2

Note.4: Least Integer Function

Exponential Function Graph of f(x) = ax

Logarithmic function Graph of f(x) = log a x

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Fundamental Theorem:
Rolle’s Theorem:
If
(i) f(x) is continuous is the closed interval [a, b],
(ii) f’(x) exists for every value of x in the open interval (a, b) and
(iii) f (a) = f(b), then there is at least one value c of x in (a, b) such that f’ (c) = 0.

Fig.1
Consider the portion AB of the curve y = f(x), lying between x = a and x = b, such that
(i) It goes continuously from A to B,
(ii) It has a tangent at every point between A and B, and
(iii) Ordinate of A = ordinate of B.
From the fig. it is self-evident that there is at least one point C (may be more) of the curve at which
the tangent parallel, to the x-axis.
i.e., slope of the tangent at C (x = c) = 0
But the slope of the tangent at C is the value of the differential coefficient of f(x) w.r.t x thereat,
therefore f’(c) = 0. Hence the theorem is proved.
Lagrange’s Mean-Value Theorem (LMVT):
If
(i) f(x) is continuous in the closed interval [a, b], and
(ii) f’(x) exists in the open interval (a, b),
then there is at least there is at one value c of x (a, b),

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f(b) − f(a)
such that = f '(c)
b−a
Cauchy’s Mean-value theorem:
If
(i) f(x) and g(x) be continuous in [a, b]
(ii) f’(x) and g’(x) exist in (a, b) and
(iii) g’(x) ≠ 0 for any value of x in (a, b)
f(b) − f(a) f '(c)
Then there is at least one value c of x in (a, b), such that =
g(b) − g(a) g'(c)
Taylor’s series:

If f (x + h) can be expanded as an infinite series, then

h2 h3
f (x + h) = f(x) + h f’(x) + f "(x) + f '"(x) + ...
2! 3!
Replacing x by a and h by (x – a) in above, we get

(x − a)2 (x − a)3
f ( x ) = f ( a) + ( x – a) f’ ( a) + f "(a) + f '"(a) + ...
2! 3!
Taking a = 0, we get Maclaurin’s series.

Maclaurin’s series:

If f(x) can be expanded as an infinite series, then

x2 x3
f(x) = f(0) + xf '(0) + f "(0) + f "'(0) + ...
2! 3!

Expansion by use of known series:

When the expansion of a function is required only upto first few terms, it is often convenient to
employ the following well-known series:

3 5 7 3 5 7
(i)sin  =  − + − + ... (ii)sinh  =  + + + + ...
3! 5! 7! 3! 5! 7!

2 4 6 2 4 6
(iii) cos  = 1 − + − + ... (iv) cosh  = 1 + + + + ...
2! 4! 6! 2! 4! 6!

3 2 5 x3 x5
(v) tan  =  + +  + ... (vi) tan−1 x = x − + − ...
3 15 3 5

x2 x3 x4
(vii) ex = 1 + x + + + + ...
2! 3! 4!

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 x2 x3 x4 
(viii) log(1 − x) = −  x + + + + ...
 2 3 4 

n(n − 1) 2 n(n − 1)(n − 2) 3

(ix) (1 + x)n = 1 + nx + x + x + ... ..
2! 3!

 x2 x3 x4 
(x) log(1 + x) =  x − + − + ...
 2 3 4 

2. LIMIT OF A FUNCTION

Let us consider a function f(x) defined in an interval l. If we see the behaviour of f(x) become closer
and closer to a number l as x → a then l is said to be limit of f(x) at x=a.
Left Hand Limit –
Let function f(x) is said to approach l as x → a from left if for an arbitrary positive small number ε,
a small positive number  (depends on ε) such that
f(x) − l   whenever a-  < x < a
It can also be written as
limf(x) = l
f (a -0) =
−
x → a

Right Hand Limit

Let function f(x) is said to approach l as x → a from right if for an arbitrary positive small number ε,
a small positive number  (depends on ε) such that
f(x) − l   whenever a< x < a+ 
It can also be written as
limf(x) = l
f (a + 0) = +
x → a

if f (a+0) = f (a - 0) = l as x → a, then the finite definite value l is said to be limit of f(x) at

x=a
Important Results on Limits:

1 − cos mx m2
(i). lim =
x →0 1 − cosnx n2

cos ax − cosbx a2 − b2
(ii). lim =
x →0 cos cx − cos dx c2 − d2

cos mx − cosnx n2 − m2
(iii). lim =
x →0 x2 2
p
sinp mxm
(iv). lim = 
p
x →0 sin nx  n 
p
tanp mxm
(v). lim = 
p
x →0 tan nx  n 

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xa − ax 1 − loga
(vi). lim =
x →a x x a 1 + loga
−a
(1 + x)m − 1 m
(vii). lim =
n n
x →0 (1 + x) − 1

(1 + bx)m − 1 mb
(viii). lim =
n na
x →0 (1 + ax) − 1

bx
 a
(ix). lim(1 + ax)b/x = lim 1 +  = eab
x →0 x →  x
1
(x). lim(xn + yn )n = y, (0  x  y)
n→

x +c
 x  a
(xi). lim   = e(a b)
x →  x  b 

(xii). lim(cos x + asinbx)1/x = eab

x →0

xn
(xiii). lim = 0, n
x → ex
m
 x
(xiv). lim  cos  =1
m→  m

0, 0  a  1
x 
(xv). lim a = 1, a=1 
x →
, a  1 

x x x x sin x
(xvi). lim cos cos cos ...cos =
2 4 8 n x
n → 2

sin x x
(xvii). lim = lim =1
x →0 x x →0 sin x

tan x x
(xviii). lim = lim =1
x →0 x x → 0 tan x

sin−1 x x
(xix). lim = lim =1
x →0 x x →0 sin−1 x

tan−1 x x
(xx). lim = lim =1
x →0 x x →0 tan−1 x

sin x 
(xxi). lim =
x →0 x 180

(xxii). lim cos x = 1

x →0

sin(x − a)
(xxiii). lim =1
x →a x−a
tan(x − a)
(xxiv). lim =1
x →a x−a

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(xxv). lim sin−1 x = sin−1 a, a 1

x →a

(xxvi). lim cos−1 x = cos−1 a, a 1

x →a

(xxvii). lim tan−1 x = tan−1 a, − a

x →a

sin x cos x
(xxviii). lim = lim =0
x → x x → x
1
sin
(xxix). lim x =1
x → 1
x
(1 + x)n − 1
(xxx). lim =n
x →0 x
INDETERMINATE FORMS:

Let us consider a function

f(x) f(x) limf(x)

F(x) = then limF(x) = lim = x→a
g(x) x →a x →a g(x) limg(x)
x →a

lim f(x) = limg(x) = 0 or lim f(x) = limg(x) = 

x →a x →a x →a x →a

then the function

f(x)
F(x) =
g(x)

0 
is said to have indeterminate form of or respectively.
0 

The other important indeterminate forms are 0 × ∞, ∞ – ∞, 0°, 1∞ and ∞°.

The limiting value of indeterminate forms is known as true value. The most standard form among all

0 
the indeterminate forms is or . We can find the value of these two forms by using L-Hospital
0 

Rule.

L- Hospital Rule:
(n)
When lim f(x) = lim g(x) = 0 then lim f(x) = lim f '(x) = ..... = lim f (x) provided g'(x),...g'(n)(x)
(n)
x →a x →a x →a g(x) x →a g'(x) x →a g (x)

must not be zero, where f(n) and g(n) are nth derivative of f(x) and g(x).

L- Hospital Rule for the form (∞ – ∞, 0 × ∞):

For the evaluation of lim [f(x) – g(x)], if it is in the form (∞ – ∞), we will convert it into the form
x →

0
 0  by simplification. The same process is also used in the form (0 × ∞). Then we use the L-
 
Hospital Rule.

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L-Hospital Rule for the form (0°, 1∞, ∞°):

In the evaluation of lim[f(x)]g(x) , we have to simply by taking the log and convert it into the form
x →a

0
 0  . After that we can use the L-Hospital Rule
 
Note.5:

(i) log 1 = 0 (ii) log 0 = –∞ (iii) log ∞ = ∞ (iv) log1 x = ∞

3. CONTINUITY

A function y = f(x) is said to be continuous if the graph of the function is a continuous curve. On the
other hand, if a curve is broken at some point say x = a, we say that the function is not continuous
or discontinuous.
Definition:
A function f(x) is said to be continuous at x = a if and only if the following three conditions are
satisfied:
(i) f(x) exists; that is f(x) is defined at x = a
lim
(ii) x→a f(x) exists
lim
(iii) x→a f(x) = f(a)
If the function is continuous at every point of a given interval [α, β], then it is said to be continuous
in that interval.

Properties of continuous functions:

(i) A function which is continuous in a closed interval is also bounded in that interval.
(ii) A continuous function which has opposite signs at two points vanishes at least once between
these points and vanishing point is called root of the function.
(iii) A continuous function f(x) in the closed interval [a, b] assumes at least once every value
between f(a) and f(b), it being assumed that
f(a) ≠ f(b).

4. DIFFERENTIABILITY

Chain Rule of differentiability:

If (x) = [f(x)], Then  '(x) =  '[f(x)]f '(x)

Note.6:
Let f and g be functions defined on an interval l and f, g are differentiable at
x = a ϵ l then

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(i) F  G is differentiable and (F  G)’ (a) = F’(a)  G’(a).

(ii) cF is differentiable and (cF)’ (a) = c F’ (a): c ϵ R.
(iii) F.G is differentiable and (FG)’(a) = F’(a)G(a) + F(a) G’(a)
1 1 F '(a)
(iv) is differentiable at x = a and   (a) = − : provided F(a)  0 .
F F
  [F(a) ]2

F
(v) is differentiable at x = a and
G
F  F '(a)G(a) − F(a)G'(a)
 G  (a) = : provided G(a)  0
  [G(a)]2

Note.7:
A Necessary condition for the Existence of a Finite Derivative
Continuity is a necessary but not the Sufficient for the existence of a finite derivatives.

5. INCREASING AND DECREASING FUNCTIONS

In the function y = f(x), if y increases as x increases (as at A), it is called an increasing function of
x. On the contrary, if y decreases as x increases (as at c), it is called a decreasing function of x.

Let the tangent at any point on the graph of the function make an  with the x-axis so that

dy
= tan
dx
At any point such as A, where the function is increasing  is acute i.e.,

dy
is positive. At a point such as C, where the function is decreasing  is
dx
dy
Obtuse i.e. is negative. Hence the derivative of an increasing function is positive, and the
dx
derivative of a decreasing function is negative.
Note.8:
If the derivative is zero (as at B or D), then y is neither increasing nor decreasing. In such cases,
we say that the function is stationary.
5.1. Concavity, Convexity and Point of Inflexion
(i) If a portion of the curve on both sides of a point, however small it may be, lies above the tangent
(as at D), Then the curve is said to be Concave upwards at D where d2y/dx2 is positive.
(ii) If a portion of the curve on both sides of a point lies below the tangent (as at B), then the curve
d2 y
is said to be Convex upwards at B where is negative.
d2 x

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(iii) If the two portions of the curve lie on different sides of the tangent thereat (i.e., the curve
crosses the tangent (as at C), then the point C is said to be a Point of inflexion of the curve.
2 3
At a point of inflexion d y = 0 and d y  0 .
2
dx dx3

6. MAXIMA AND MINIMA

Consider the graph of the continuous function y =f(x) in the interval (x 1, x2) (Fig.). Clearly the point
P1 is the highest in its own immediate neighbourhood. So also is P 3. At each of these points P1, P3
the function is said to have a maximum value. On the other hand, the point P 2 is the lowest in its
own immediate neighbourhood. So also is P 4. At each of these points P2, P4 the function is said to
have a minimum value.

Fig.

Thus, we have

Definition:

A function f(x) is said to have a maximum value at x = a, if there exists a small number it, however

small, such that f(a)> both f (a – h) and f (a + h).

A function f(x) is said to have a minimum value at x = a, if there exists a small number

h, however small, such that f(a) < both f (a – h) and f (a + h).

Note.9:

The maximum and minimum values of a function taken together are called its extreme values and

the points at which the function attains the extreme values are called the turning points of the

function.

Note.10:

A maximum or minimum value of a function is not necessarily the greatest or least value of the

function in any finite interval. The maximum value is simply the greatest value in the immediate

neighbourhood of the maxima point or the minimum value is the least value in the immediate

neighbourhood of the minima point. In fact. there may be several maximum and minimum values of

a function in an interval and a minimum value may be even greater than a maximum value.

Note.11:
It is seen from the Fig. that maxima and minima values occur alternately.

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(i) f(x) is maximum at x = a if f'(a) = 0 and f” (a) is negative.

[i.e., f'(a) changes sign from positive to negative]
(ii) f(x) is minimum at x = a, if f’ (a) = 0 and f"(a) is positive.
[i.e., f'(a) changes sign from negative to positive)
Note.12:
A maximum or a minimum value is a stationary value, but a stationary value may neither be a
maximum non a minimum value.
Procedure for finding maxima and minima
(i) Put the given function = f(x)
(ii) Find f’(x) and equate it to zero.
Solve this equation and let its roots be a, b, c, …
(iii) Find f"(x) and substitute in it by turns x = a, b, c, …
If f” (a) is negative, f(x) is maximum at x = a.
If f’’(a) is positive, f(x) is minima at x = a.
(iv) Sometimes f"(x) may be difficult to find out or f"(x) may be zero at x = a. In such cases, see if
f’(x) changes sign from positive to negative as x passes through a, then f(x) is maximum at x = a.
If f’(x) changes sign from negative to positive as x passes through a, f(x) is minimum at x = a.
If f(x) does not change sign while passing through x = a, f(x) is neither maximum nor minimum at x
= a.

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7. MAXIMA - MINIMA OF FUNCTIONS OF TWO VARIABLES

Let Z = f (x, y) be a given surface shown in figure:

Maxima:

Let Z = f(x, y) be any surface and let P(a, b) be any point on it then f(x, y) is called maximum at

P(a, b) if f(a, b) > f(a + h, b + k)  Positive and Negative values of h and k.

Minima:

Let Z = f(x, y) be any surface and let P(a, b) be any point on it then f(x, y) is called minimum at

P(a, b) if f(a, b) < f(a + h, b + k)  Positive and Negative values of h and k.

Extremum:

The maximum or minimum value of the function f(x, y) at any point x = a and y = b is called the

extremum value and the point is called extremum point.

Saddle Point:
It is a point where function is neither maximum nor minimum. At this point f is maximum in one
direction while minimum in another direction. e.g. Consider Hyperbolic Paraboloid z = xy; since at
origin (0, 0) function has neither maxima nor minima. So, origin is the saddle for Hyperbolic
Paraboloid.
The Lagrange's conditions for maximum or minimum are:
Consider a function z = f(x,y) and let P(a, b) be any point on it, and let

 2z   2z   2z 

r =  2  ;s =   ;t =  2 
 x   xy   y 
(i) If rt – s2 > 0 and r < 0, then f (x,y) has maximum value at (a,b).
(ii) If rt – s2 > 0 and r > 0, then f (x, y) has minimum value at (a, b).
(iii) If rt – s2 < 0, then f (x, y) has neither a minimum nor minimum i.e. (a, b) is saddle point.
(iv) If rt – s2 = 0, then case fail, and we need further investigations to calculate maxima or minima.

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Flowchart to find Maxima and Minima:

(i). Consider a given function Z = f (x, y)
f
(ii). Calculate the values of x & y by using = 0 and f = 0.
x y

(iii). Let we get x = a and y = b from step (2) then critical point is P (a. b)
(iv). Check Lagrange's conditions for maxima/minima.
(v). Now, maximum or minimum value is given by f(a, b).

8. PARTIAL DERIVATIVES

Let z = f(y) be a function of two variables x and y.

If wo keep y as constant and vary x alone, then z is a function of x only. The derivative of z with
respect to x, treating y as constant, is called the partial derivative of z with respect to x and is
denoted by one of the symbols.
Partial differentiation and its applications:
z f z f(x + x, y) − f(x, y)
, , f (x, y),Dx f Thus = Lt
x x x x x →0 x
Similarly, the derivative of z with respect to y, keeping x as constant, is called the partial derivative
of z with respect to y and is denoted by one of the symbols.
z f z f(x, y + y) − f(x, y)
, , f (x, y),Dy f. Thus = Lt
y y y y y→0 y
Sometimes we use the following notation

z z  2z  2z  2z
= p, = q, 2 = r, = s, 2 = t
x y x xy y
Total Derivative:
If u = f (x, y), where x =  (t) and y =  (t), then we can express u as a function of alone by

substituting the values of x and y in f (x, y). Thus we can find the ordinary derivative du/dt which is
called the total derivative of u to distinguish it from the partial derivatives u/x and u/y .

(i). If u = f (x, y, z), where x,y, z are all functions of a variable t, then Chain rule is
du u dx u dy u dz
= . + . + .
dt x dt y dt z dt
Chain rule:
du u dx u dy
= . + .
dt x dt y dt
(ii). Differentiation of implicit functions.
If f (x, y) = c be an implicit relation between x and y which defines as a differentiable function of x,
then

dy f f  f 
=− / ,   0
dx x y  y 

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Change of Variables:

If u = f (x, y), Where x =  (s, t) and y =  (s, t)

The necessary formulae for the change of variables are easily obtained.

If t is regarded as a constant, then x, y, u will be functions of s alone. Therefore, by, we have

u u x u y
= . + .
s x s y s

Similarly, regarding s as constant, we obtain as

u u x u y
= . + .
t x t y t

Homogeneous Functions:

An expression of the form a0xn + a1xn – 1 y + a2xn – 2 y2 + …+ an yn in which every term is of the nth

degree, is called a homogeneous function of degree n. This can be rewritten as x n [ao + a1(y/x) +

a2(y/x )2 +…. + an (y/x) n ].

A function f(x, y) is said to be homogeneous function of degree n if f(kx, ky) = knf(x,y)

3 −1 x
Note.13: f (x, y) = x sin   is homogeneous of degree 3.
y

x3 + y3 x
Note.14: f(x,y) = + x −8 cos−1   is not homogeneous
x−y y
Note.15: f (x, y) = sin–1(x6 + y6) is not homogeneous.

Euler’s Theorem:
If u = f (x, y) is homogeneous function of degree n.
Then
u u
x +y = nu
(i) x y

2u 2u 2
2  u
x2 + 2xy + y = n(n − 1)u
(ii)
x2 xy y2
Note.16:
If u = f (x, y) + g (x, y) where f and g are homogeneous functions of degree m, n respectively.
Then
xu u
+y = mf + ng
(i) x y

x22u 2u 2u

2
+ 2xy + y2 2 = m(m − 1)f + n(n − 1)g
(ii) x xy y

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If u = f(x, y) is not homogeneous but F(u) is homogeneous of degree n then

u u F(u)
x +y =n = g(u) say
(i) x y F(u)

 2u  2u 2
2  u
x2 + 2xy + y = g(u) g(u) − 1)
(ii)
x2 xy y2

Note.17:

 x3 + y3  x3 + y3
 is not homogeneous then, tanu =
−1
• If u = tan  is homogeneous of degree 2.
 x−y  x−y
2
u u F(u) 2 tanu 2 sinu cos u
x +y =n − = = 2sinucosu = sin2u = g(u) say
x y F (u) sec2 u cosu 1

 2u 2
2  u 2u
x2 + y + 2xy = g(u) g(u) − 1) = sin2u.(2 cos2u − 1)
x2 y2 xy

9. INTEGRATION

This is the inverse process of differentiation, if the differentiation of F(x) with respect to x be f(x)
then the integration of f(x) with respect to x is F(x) i.e.,
d
F( x) = f ( x)   f ( x) dx = F( x)
dx
But the derivative of a constant term is zero then
d
F( x) + C = f ( x) , so we have
dx 

 f ( x) dx = F( x) + C
The process of finding the integral of a function is said to be integration and the function which is to
be integrated is known as integrand.
Standard Formulae:

( ax + b )n+1 n  −1
(i).  (ax + b ) dx =
n

a(n + 1)

1 1
(ii).  ax + b dx = a log ( ax + b )
1 ax+b
(iii). e
ax+b
dx = e
a
1 bx+c
(iv). a
bx+c
dx = a loga e
b
1
(v).  sin (ax + b) dx = − a cos(ax + b )
1
(vi).  cos ( ax+b ) dx= sin ( ax+b )
a
1
(vii).  tan (ax + b ) dx = alog sec (ax + b )

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1
(viii).  cot (ax + b ) dx = alog sin (ax + b )
1
(ix).  sec (ax + b) dx = a tan (ax + b)
2

1
(x).  co sec (ax + b ) dx = − a cot (ax + b )
2

1
(xi).  sec (ax + b) tan (ax + b ) dx = a sec (ax + b )
1
(xii).  co sec(ax + b) cot (ax + b) dx = − a co sec(ax + b)

 sec ( ax + b ) dx = a log (sec ( ax + b ) + tan ( ax + b ))

1
(xiii).

 cosec(ax + b) dx = a log ( cosec (ax + b) − cot (ax + b))

1
(xiv).

1
(xv).  sinh (ax + b) dx = a cosh (ax + b )
1
(xvi).  cosh (ax + b) dx = a sinh (ax + b )
1
(xvii).  tanh (ax + b) dx = alogcosh (ax + b )
1
(xviii).  coth (ax + b ) dx = alogsinh (ax + b )
1
(xix).  sech (ax + b) dx = a tanh (ax + b )
2

1
(xx).  co sec (ax + b) dx = − a coth (ax + b)
2

1
(xxi).  sech (ax + b) tanh (ax + b ) dx = − a sech (ax + b )
1
(xxii).  cosech (ax + b) coth (ax + b) dx = − a cosech (ax + b)
dx x
(xxiii).  a −x2 2
= sin−1
a

dx 1 x
(xxiv). a 2
+x 2
= tan −1
a a

(xxv).  a +x
2
dx
2
= sinh−1
x
a
(
= log x + x2 + a2 )
(xxvi).  x −a2
dx
2
= cosh −1
x
a
(
= log x + x 2 + a 2 )
dx x
(xxvii). x x −a2 2
dx = sec−1
a

x 2 a2 x
(xxviii).  a2 − x2 dx = a − x2 + sin−1
2 2 a

(xxix).  a 2 + x 2 dx =
x
2
a2 + x2 +
a2
2
x x
sinh −1 =
a 2
a2 + x2 +
a2
2
(
log x + x2 + a2 )

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(xxx).  x2 − a2 dx =
x
2
x2 − a2 −
a2
2
x x
cosh−1 =
a 2
a2
x2 − a2 − log x +
2
( x2 − a2 )
dx 1 x−a 1 a− x
(xxxi). x 2
=
− a2 2a
log
x+a
,x  a =
2a
log
a+ x
,x  a

asin (bx + c) − b cos(bx + c)

(xxxii). e
ax
sin (bx + c) dx = eax
a2 + b2

acos(bx + c) + b sin (bx + c)

(xxxiii). e
ax
cos(bx + c) dx = eax
a2 + b2

(xxxiv).  f.gdx = f  gdx −  f ' . gdx dx, where f, g are functions of x

m+1 n+1
/ 2  
(xxxv).  sin xcos xdx = 2 2 (Gamma Function)
m n
m+n+2
0 2
2
Important integration and Their Hints:
Integration Hints

(i). a2 + x2 Put x = a tan θ ot a cot θ

(ii). x2 − a2 Put x = a sec θ or a cosec θ

(iii). a2 − x2 put x = a sin θ or acos θ

a+ x a− x
(iv). or put x = a cos 2 θ
a− x a+ x

(v). ax2 + bx + c by making perfect square

(vi). 1 Put Y=y

X Y

Where X, Y are both linear.

Definite Integrals:
b
The definite integral is denoted by  f ( x) dx
a

and is read as “the integral of the function f(x) w.r.t. ‘x’ from x = a to x = b”,
b
d
Let F ( x ) =f ( x ) then  f ( x ) dx=F (b ) -F ( a) ;
dx a

Where F(b) and F(a) are the values of the functions F(x) at x = b and x = a respectively

 f ( x ) dx =  f ( t )dt
b b
Property I.
a a

Property II.   f ( x ) dx = −  f ( x ) dx
b a

a b

 f ( x )dx =  f ( x )dx +  f ( x )dx

b c b
Property III. a a c

 f ( x ) dx =  f ( a − x )dx
a a
Property IV. 0 0

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 f ( x ) dx = 2 f ( x ) dx ,
a a
Property V. if f(x) is an even function,
−a 0

=0 if f(x) is an odd function.

 f ( x ) dx = 2 f ( x ) dx , if f (2a – x) = f(x)
2a a
Property VI. 0 0

=0 if f(2a – x) = -f(x)
Wallis formula:
 /2  /2
0
sinxndx =  0
cos xndx

=
(n − 1) (n − 3)(n − 5).....    ,Only if n is even 
n(n − 2)(n − 4)..... 2 
 

2
 n−1 
sin x cos x n − 1 2
 sin xndx = −  0 sin
(n−2)
In = 2
+ xdx
0 n 0  n 
(n − 1)
In = In−2
n
Case-I. When n is odd,

n − 3 n −5
In−2 =   In−4 , In−4 =   In−6
n − 2 n − 4
From these we get
(n − 1)(n − 3)(n − 5)......2
In =
n(n − 2)(n − 4).....3.1
Case-II. When n is even,
(n − 3)
In−2 = In−4 ,
(n − 2)
(n − 5)
In−4 = In−6
(n − 4)
From these, we obtain
Note.18:

 sin
m
Reduction formula for xdx.cosn xdx

Here a generalized formula


(m − 1)(m − 3)...(n − 1)(n − 3)
2
0
sinm x.cosn x.dx =
(m + n)(m + n − 2)(m + n − 4)...
K


When m and n both are even K =
2
Otherwise, K =1,
Note.19: Leibnitz rule of Differentiation:

Let f (x, t) is integrand which is function of two variable x and t then

( x)
d   ( x)  d d
  f ( x, t ) dt  =  f ( x, t ) dt + . f ( x,  ) − . f ( x,  )
dx  ( x )  ( x ) x dx dx

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(i). Take care, here  ( x) and  ( x) are replaced in place of t in 2nd & 3nd term.

(ii). If integrand is function of ‘t’ alone then

 ( x)
d   d d
  f ( t ) dt  = .f (  ) − .f (  )
dx  ( x)  dx dx

Gamma Functions:


n =  e − x x n −1dx , n > 0 and n may not be an integral value.
0


Use Formula n (1 − n ) =
sin n

Beta function:

 ( m, n ) =  x m −1 (1 − x )
1 n −1
dx, m, n > 0 not necessarily an integer.
0

Property:

(i). Beta function is symmetrical about m and n i.e. β (m, n) = β (n, m)

 x n −1
(ii). Another useful transformation of beta functions  ( m, n ) = 0 dx
(1 + x )m+ n
mn
(iii). Relation between beta and gamma function  ( m, n ) =
 ( m + n)

 m + 1  n + 1
 
/2  2   2 
(iv). 0 sin  cos d =
m n
where m > -1 and n > -1
 m + n + 2
2  
 2

Areas of Cartesian curves:

Theorem: -
(i). Area bounded by the curve y = f(x) the x-axis and the ordinates
b b
x = a, x = b is a
ydx = 
a
f(x)dx

(ii). The area bounded by the curve x = f(y), the x-axis and the
abscissa y = a, y = b is
b b
a
xdy = 
a
f(y)dy

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Sign of an area:

Length of Curves:

(i). The length of the arc of the curve y = f(x) between the points where x = a and x = b is

b   dy  
2

 a
1 + 

 dx
 dx  

(ii). The length of the arc of the curve x = f(y) between the point where y =a and y = b, is

b   dx  
2

a
1 + 

 dy
 dy  

(iii). The length of the arc of the curve x = f(t), y = (t) between the points where t =a and t =b, is

b  dx 2  dy 2 
a
  +  dt  dt
 dt    

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(iv). The length of the arc of the curve r = f() between the point where  =  and  =  , is

  2  dr 2 

r + 

 d
 d  

(v). The length of the arc of the curve  = f(r) between the point where r = a and r = b, is

b   d  
2

a
1 +  r

 dr
 dr  

Volumes of Revolution:

Revolution about x-axis:

The volume of the solid generated by the revolution about the x-axis, of the area bounded by the
b
curve y =f(x), the x-axis and the ordinates x = a, x = b is 
a
y2dx.

Let AB to the curve y =f(x) between the ordinates A(x = a) and B (x=b).

Revolution about the y-axis:

The volume of the solid generated by the revolution, about y-axis, of the area, bounded by the
b
curve x = f(y), the y-axis and the abscissa y = a, y = b is  a
x2dy

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Change of order of integration:

In a double integral with variable limits, the change of order of integration changes the limit of

integration. While doing so, sometimes it is required to split up the region of integration and the

given integral is expressed as the sum of a number of double integrals with changed limits.

The change of order of integration quite often facilities the evaluation of a double integral.

Double Integrals in Polar Coordinates:

2
  f (r,)drd , we first integrate w.r.t. r between limits r = r1 and r = r2 keeping θ fixed
r2
To evaluate
1 r1

and the resulting expression in integrated w.r.t. θ from θ 1 to θ2. In this integral r1, r2 are functions
of θ and θ1, θ2 are constants.

Here AB and CD are the curves r1 = f1 (θ) and r2 = f2 (θ) bounded by the lines θ = θ1 and θ = θ2. PQ
is a wedge of angular thickness δθ.

 f (r,) dr
r2
Then indicates that the integration is along PQ from P to Q while the integration w.r.t. θ
r1

corresponds to the turning of PQ from AC to BD.

Thus, the whole region of integration is the area ACDB. The order of integration may be changed
with appropriate changes in the limits.

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Triple Integrals:
Consider a function f (x, y, z) defined at every point of the 3-dimensional finite region V. Divide V
into n elementary volumes δV1, δV2, ……, δVn. Let (xr, yr, zr) be any point within the rth sub-division

δVr. Consider the sum  f ( x ,y ,z ) V
r =1
r r r r

The limit of this sum, if it exists, as n → ∞ and δVr →0 is called the triple integral of

f(x, y, z) over the region V and is denoted by    f ( x,y,z) dV

For purpose of evaluation it can also be expressed as the repeated integral

   f ( x,y,z) dxdydz
x2 y2 z2

x1 y1 z1

If x1, x2 are constants; y1, y2 are either constants or functions of x and z 1, z2 are either constants or
functions of x and y, then this integral is evaluated as follows.
First f(x, y, z) is integrated w.r.t. z between the limits z 1 and z2 keeping x and y fixed. The resulting
expression is integrated w.r.t. y between the limits y 1 and y2 keeping x constant. The result just
obtained is finally integrated w.r.t. x from x 1 to x2.
Thus

y2 ( x) z2 ( x,y )
f ( x,y,z) dz dy dx
x2
I=  
x1 y1 ( x) 
z1 ( x,y )

Where the integration is carried out from the innermost rectangle to the outermost rectangle. The
order of integration may be different for different types of limits.

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CHAPTER 3: VECTOR CALCULUS

1. INTRODUCTION

Principal application of vector function is the analysis of motion is space. The gradient defines the
normal to the tangent plane, the directional derivatives give the rate of change in any given

direction. If F is the velocity field of a fluid flow, then divergence of E at appoint P (x, y, z) (Flux

density) is the rate at which fluid is (diverging) piped in or drained away at P, and the curl F (or
circular density) is the vector of greatest circulation in flow, we express grad, div and curl in general
curvilinear. Coordinate and in cylindrical and spherical. Coordinates which are useful in engineering
physics or geometry involving a cylinder or cone or a sphere.

2. VECTOR DIFFERENTIATION

2.1. Scalar Function:

Scalar function of scalar variable t is a function F = f(t) which uniquely associated a scalar F(t) for
every value of the scalar t in an internal [a, b]
2.2. Scalar Field:
Scalar field is a region in space such that for every point P in this region the scalar function F
associates a scalar F(P).
2.3. Vector function:

Vector function of a scalar variable t is a function F = F ( t ) which uniquely associates a vector F for
each scalar t.
2.4. Vector Field:
vector field is a region in space such that with every point P in that region.

Vector function V associates a vector V (P ) .

3. DERIVATIVES OF A VECTOR FUNCTION

F F (u + u) − F (u)
= lim .
u u → 0 u
u → Scalar Variable
3.1. Derivative in the Component form

Let F (u) = F1 (u) i + F2 (u) j + F3 (u) k

ˆ ˆ ˆ

F F1 ˆ F2 ˆ F3 ˆ

= i+ j+ k
u u u u

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4. GRADIENT OF A SCALAR FUNCTION

Gradient F denoted by ∇F and defined as

  ˆ   
F = ˆi +j +k F
 x y Z 

F ˆ F ˆ F
F = ˆi +j +k
x Y Z
Gradient is defined only for scalar function and the gradient of any scalar function will be a vector.
GradF = vector
4.1. Properties of Gradient:
1. Projection of ∇F in any direction is equal to the derivative of f(x, y, z) in the direction.
2. The gradient of f(x, y, z) is in the direction of the normal to the level surface f(x, y, z) = c =
Constant. So the angle between any two surfaces, f(x, y, z) = C 1 and g(x, y, z) = C2 is the angle
between their corresponding normal given by ∇F and ∇g respectively.
3. The gradient at P is in the direction of maximum increases of f and P.
4. Modulus of the gradient is equal to the largest directional derivative at a given point P.
2 2 2
F  F   F   F 
max = F P =  x  +  y  +  z 
 P      

r n r n
= nr n−2 y = nr n−2z
Similarly, y z

Then

(
rn = nrn−2 xiˆ + yj )
ˆ = nrn−2 r
ˆ + zk

5. DIVERGENCE

Divergence of a vector function A ( x, y, z ) is written as divergence of A or div of A and denoted by

.A id defined as

  ˆ  ˆ  
.A = ˆi
 x
+j
y
+ k . A
z 
( )
ˆ
A = A1ˆi + A2ˆj + A3k

Then,

A1 A2 A3

.A = + + =a
x y y scalar quantity

5.1. Solenoidal: A is said to be solenoid if .A = 0 (at all point of function)

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6. CURL

Curl of A denoted by   A also known as rotation  or rotation of  is defined as curl of A

  ˆ  ˆ  
  A = ˆi
 x
+j
y
ˆ
+ k   A1ˆi + A2ˆj + A3k
z 
( )
ˆi ˆj ˆ
k
  
A = =a
x y z
A1 A2 A3
(Vector quantity)

6.1. Irrotational Field : A vector point function A is said to be irrotational, if curl of A is zero at
every point

A = 0

7. RELATED PROPERTIES OF GRADIENT, DIVERGENCE AND CURL

1.  ( F  g ) = F  g

2. ( )
. A  B = .A  .B

3. (
 A B =  A  B )
4.   (Fg) = F.g + g.F

5. ( )
  FA = F A + A.F ( )
6. ( )
  FA = F.  A + ( F )  A

7. ( ) (
. A  B = B   A − A   B ) ( )
8. ( ) ( )
  A  B = B A − B .A − A B + A .B ( ) ( ) ( )
8. VECTOR INTEGRAL CALCULUS

Vector integral calculus extends the concept of (ordinary) integral calculus to vector functions It has
application in fluid flow, design of underwater transmission cables, heat flow in stars, study of
satellite.
8.1. Line Integral:
Line integral are useful in the calculation of work done by variable forces along path in space and the
rates at which fluids flow along curves (circulation) and across boundaries. Let C be curve defined
from A to B with corresponding arc length S = a and S = b respectively. Divide C into n arbitrary
portions.

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8.1.1 Properties of line integrals

Let F = F (r ) = F1 i + F2 j + F3k be a vector function. Then a line integral of F ( r ) along (taken over) the
ˆ ˆ ˆ

curve C is defined as

 F ( r )dr = 
C C
F1dx + F2dy + F3dz

x y z
 F (r )dr = 
C C 1
F
t
+ F2
t
+ F3
t
r
F1 ( r ( t ) )
6
 F (r )dr = 
C a t
dt

1. C
kF.dr = k  F.dr
C , k = constant

2. C
(F  G) .dr =  F.dr   G.dr C C

3. C
F.dr =  C1
F.dr  C2
F.dr

Where C is the sum of two curves c1 and c2

b a
a
F.dr = − F.dr
b

8.1.2 Application of Line integral:

1. Work done by a force (work integral) - A natural application of the line integral is to define

the work done by a force F in moving displaying a particle along a curve C from point P, to point P 2
as
P2
Work done =  P1
F.dr

When F denotes the velocity of a fluid then the circulation of F around a closed curve C is defined

by circulation
=  c
Fdr

2. Independent of path: Conservation field and scalar potential. If F = . then the line integral
from P1 and P2 is independent of path from joining P1 to P2
P2
 F.dr =  (P2 ) −  (P1 )
P1

(3) Test for exact differential:

ˆ ˆ
For F = F1 i + F2 j + F3 k
F.dx = F1dx + F2dy + F3dz

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When   F = 0 , these exist a scalar  such that F =  . Then

F1dx + F2dy + F3dz = F.dr = dr = d

Exact differential
(4) Area A of a regular region D Bounded b y a curve C
b b
A=  y2 ( x ) dx −  y1 ( x ) dx
a a

8.2. Surface integral:

The concept of surface integral is a simple and natural generalization of a double integral

  F( x,y) x, y
R

Taken over a plane region R. In a surface integral F(x,y) is integrated, over a curved surface.
8.2.1 Evaluation of a surface integral-
A surface integral is evaluated by reducing it to a double integral by projecting the given surface. S
on to one of coordinate planes. Let D be the projection of S onto the xy-plane.

Then

dx.dy
ds =
ˆ
n̂.k

Then

dxdy
 F.nds =  F.n
S D
( )ˆ
n̂k

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dydz
 F.nds =  F.n
S D1
( )
n̂.iˆ

dxdz
 F.nds =  F.n
S D1
( ) ˆ
n̂.k

8.3. Volume Integral:

Let V be a region in space enclosed by a closed surface r = r (u, v) . Let F ( r ) be a vector point
function. Then the triple integral.

ˆ
FdV = ˆi    F1dxdydz + ˆj   F2dxdydz + k
 V Y V    F3dxdydz
V

9. GREEN’S THEOREM

If R is a closed region in the x-y plane bounded by a single closed curve C and if M (x, y) and N (x,
y) are continuous function of x and y having continuous derivative in R then

 dN dM 
C
Mdx + Ndy =   

R dx
− dxdy
dy 
Vector notation of Green theorem let

A = Mˆi + Nj
ˆ ˆ ˆ
and r = x i + yj so that

A.dr = Mdx + Ndy

ˆi ˆj ˆ
k
    N M 
A = = − k
x y z  x y 
M N 0

Thus

C
A.dr =   (  A ) k.dr
C
ˆ

Where dr = dxdy
Green’s theorem is valid for a double (multiply) connected domain R where C is the boundary the
region R consisting of C1 and C2 (several) curves all traversed in the positive direction.
M N
=
If y X then by Green’s theorem  Mdx + Ndy = 0
10. STROKES THEOREM

Transformation between line integral and surface integral. Let A be a vector having continuous first
partial derivative in a domain in space containing an open two sided surface S bounded by a simple
closed curve C then

  (  A ) ndS
S
ˆ =
C
A.dr

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Where n is a unit normal of A and C is traversed in the positive direction.

Green’s theorem in plane is a special case of strokes theorem

11. GAUSS DIVERGENCE THEOREM

Transformation between surface integral and volume integral. Let A be a vector function of position
having continuous derivatives. In a volume V bounded by a closed surfaces S them

 S
A.nds = 
V
.AdV

Where n is the downward drawn (position) normal to S

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CHAPTER 4: DIFFERENTIAL EQUATION

1. IMPORTANT DEFINITIONS

1.1. Differential Equation: An equation involving a dependent variable and the differential
coefficients of the dependent variable with respect to one or more independent variables
(Differentials).
1.2. Ordinary Differential equation: Differential equation, in which differential coefficients are
𝑑𝑦 𝑑2𝑦 𝑑𝑛 𝑦
with respect to one independent variable. ,  ,… … . ……etc.
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑛

1.3. Partial Differential equation: Differential equation, which involves more than one
independent variable and differential coefficients with respects to any of these.
1.4. Formation of Differential Equation: To form a differential equation, we differentiate the
given family of curves and eliminate the arbitrary variables or arbitrary functions.
1.5. Order of A Differential Equation: The highest derivative occurring in a differential equation
defines its order.
1.6. Degree of A Differential Equation: The power of the highest order derivative occurring in a
differential equation is called the degree of the differential equation, for this purpose the differential
equation is made free from radicals and fractions of derivatives. All the differential coefficient must
be in polynomial form to calculate the degree of the differential equation.
Examples:

Differential equation Order of D.E. Degree of D.E.

4
𝑑2𝑦 𝑑𝑦 5
( ) + ( ) − 𝑦 = 𝑒𝑥 2 4
𝑑𝑥 2 𝑑𝑥

3/2 2 3
𝑑2𝑦 𝑑𝑦 2 𝑑2 𝑦 𝑑𝑦 2
=   (1 +   ( ) )  ( 2 ) − (1 + ( ) ) =0 2 2
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑥

1.7. Solution: The solution of a differential equation is a relation between the variables involved
which satisfy the differential equation
1.8. General solution: The solution of a differential equation in which the number of arbitrary
constants is equal to the order of the differential equation is called the general solution.
1.9. Particular solution: The particular values are given to arbitrary constants in the general
solution then the solution so obtained is called the particular solution.

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2. SOLUTION OF FIRST ORDER AND FIRST-DEGREE DIFFERENTIAL EQUATION

2.1. Equations with Separable Variable

Differential equations of the form
𝑑𝑦
= 𝑓(𝑥,  𝑦)
𝑑𝑥
can be reduced to form
𝑑𝑦
= 𝑔(𝑥) ℎ(𝑦)
𝑑𝑥
where it is possible to take all terms involving x and dx on one side and all terms involving y and dy
to the other side, thus separating the variables and integrating.
2.2. Equations Reducible to Equations with Separable Variable
A differential equation of the form
𝑑𝑦
= 𝑓(𝑎𝑥 + 𝑏𝑦 + 𝑐)
𝑑𝑥
cannot be solved by separating the variables directly. By substituting ax+by+c=t
𝑑𝑦 𝑑𝑡
and 𝑎 + 𝑏 = , the differential equation can be separated in terms of variables x and t.
𝑑𝑥 𝑑𝑥

2.3. Homogeneous Differential Equations

A differential equation of the form
𝑑𝑦 𝑓1 (𝑥, 𝑦)
=
𝑑𝑥 𝑓2 (𝑥, 𝑦)
where f1 (x, y) and f2 (x, y) are homogeneous functions of x and y of the same degree, is called a
homogeneous equation.
𝑑𝑦 𝑦
It can also be written in form = 𝑓 ( ), by dividing both the functions by xn where n is the degree of
𝑑𝑥 𝑥

function.
To solve this equation, substitute
𝑦
=𝑡 or y = tx
𝑥
𝑑𝑦 𝑑𝑡
 =𝑡+𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑡
Then the equation reduces to 𝑡 + 𝑥 = 𝑓(𝑡) which can be easily reduced to variable separable as
𝑑𝑥
𝑑𝑡 𝑑𝑥
= .
𝑓(𝑡)−𝑡 𝑥

2.4. Equations Reducible to Homogeneous Equation

A differential equation of the form
𝑑𝑦 𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1
=
𝑑𝑥 𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2
𝑎1 𝑏1
where ≠ , can be reduced to homogeneous equation by putting x = X + h
𝑎2 𝑏2

and y = Y + k.
Where h and k are such that
a1h + b1k + c1 = 0 &
a2h + b2k + c2 =0

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also,
𝑑𝑦 𝑑𝑌
=
𝑑𝑥 𝑑𝑋
hence equation reduces to
𝑑𝑌 𝑎1 𝑋+𝑏1 𝑌
= (homogeneous form).
𝑑𝑋 𝑎2 𝑋+𝑏2 𝑌

If
𝑎1 𝑏1
= = ,
𝑎2 𝑏2

𝑑𝑦 𝑎1 𝑥+𝑏1 𝑦+𝑐1 𝜆(𝑎1 𝑥+𝑏1 𝑦)+𝑐1

Then, = = (𝑎1 𝑥+𝑏1 𝑦)+𝑐2
𝑑𝑥 𝑎2 𝑥+𝑏2 𝑦+𝑐2

can be solved by putting a1x + b1y = t, as then it reduces to equation with variable separable.
2.5. Linear Differential Equations
A differential equation of the form
𝑑𝑦
+ 𝑃(𝑥) 𝑦 = 𝑄(𝑥)
𝑑𝑥
where P(x) and Q(x) are functions of x only or constants, is known as linear differential equation.
To solve this equation, we try to convert both sides as perfect differentials multiplying the equation
by another function of x say R(x).
Then
𝑑𝑦
𝑅(𝑥) + 𝑃(𝑥) 𝑅(𝑥)𝑦 = 𝑄(𝑥) 𝑅(𝑥)
𝑑𝑥
This can be reduced to
𝑑
 (𝑦 𝑅(𝑥)) = 𝑄(𝑥) 𝑅(𝑥)
𝑑𝑥
if
𝑑
 (𝑅(𝑥)) = 𝑃(𝑥) 𝑅(𝑥)
𝑑𝑥
𝑅 ′ (𝑥)
 𝑃(𝑥) =
𝑅(𝑥)

On integrating both sides.

 ∫ 𝑃(𝑥) 𝑑𝑥 = 𝑙𝑜𝑔   𝑅(𝑥)
 R(x) = e P(x) dx
This function is known as integrating factor, I.F. = e Pdx.
The solution of differential equation is given by

𝑦 (𝐼. 𝐹. ) = ∫ 𝑄(𝑥) (𝐼. 𝐹) 𝑑𝑥

2.6. Equations Reducible to The Linear Differential Equation

(i) If equation is of the form
𝑑𝑦
𝑅(𝑦) + 𝑃(𝑥) 𝑆(𝑦) = 𝑄(𝑥)
𝑑𝑥
such that

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𝑑𝑆
=𝑅
𝑑𝑦
then put
S(y) = t
𝑑𝑡 𝑑𝑆 𝑑𝑆 𝑑𝑦 𝑅𝑑𝑦
 = =  .  =
𝑑𝑥 𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑥
𝑑𝑡
Thus, differential equation reduces to + 𝑃(𝑥)𝑡 = 𝑄(𝑥)
𝑑𝑥

which is linear differential equation.

(ii) Bernoulli’s equation:
Differential equation of the form
𝑑𝑦
+ 𝑃𝑦 = 𝑄𝑦 𝑛
𝑑𝑥

P, Q are functions of x is called Bernoulli’s equation.

To solve this, divide the equation by y n

Then,
1 𝑑𝑦 1
𝑛
  + 𝑃 𝑛−1 = 𝑄
𝑦 𝑑𝑥 𝑦
Put,
1
=𝑡
𝑦 𝑛−1
(𝑛−1) 𝑑𝑦 𝑑𝑡
−   =
𝑦𝑛 𝑑𝑥 𝑑𝑥

Differential equation reduces to

𝑑𝑡 1 𝑄(𝑥)
+( )  𝑃(𝑥)𝑡 =
𝑑𝑥 𝑛−1 (1 − 𝑛)

2.7. Exact Differential Equations

Given differential equation is of the form
Mdx + Ndy = 0
where, M and N are functions of x and y.
𝜕𝑀 𝜕𝑁
If = , then the equation is exact and its solution is given by
𝜕𝑦 𝜕𝑥

 Mdx +  N dy = c
To find the solution of an exact differential equation Mdx + N dy = 0, integrate ∫ 𝑀𝑑𝑥 as if y were
constant. Also integrate the terms of N that do not contain x w.r.t y. Equate the sum of these
integrals to a constant.
2.8. Integration by Inspection:
Following results may be helpful in such problems:
𝑥 𝑦𝑑𝑥−𝑥𝑑𝑦
• 𝑑(𝑥𝑦) = 𝑥𝑑𝑦 + 𝑦𝑑𝑥 • 𝑑  ( ) =
𝑦 𝑦2

𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥 𝑥2 2𝑥𝑦𝑑𝑥−𝑥 2 𝑑𝑦
• 𝑑  ( ) = • 𝑑  ( ) =
𝑥 𝑥2 𝑦 𝑦2

𝑦2 2𝑥𝑦𝑑𝑦−𝑦 2 𝑑𝑥 𝑥2 2𝑥𝑦 2 𝑑𝑥−2𝑥 2 𝑦𝑑𝑦

• 𝑑  ( ) = • 𝑑  ( 2) =
𝑥 𝑥2 𝑦 𝑦4

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𝑦2 2𝑥 2 𝑦𝑑𝑦−2𝑥𝑦 2 𝑑𝑥 𝑥 𝑦𝑑𝑥−𝑥𝑑𝑦
• 𝑑  ( 2 ) = • 𝑑  (𝑡𝑎𝑛−1 ) =
𝑥 𝑥4 𝑦 𝑥 2 +𝑦 2

𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥 𝑥𝑑𝑦+𝑦𝑑𝑥
• 𝑑  (𝑡𝑎𝑛−1 ) = • 𝑑 [𝑙𝑛   (𝑥𝑦)] =
𝑥 𝑥 2 +𝑦 2 𝑥𝑦

𝑥 𝑦𝑑𝑥−𝑥𝑑𝑦 1 𝑥𝑑𝑥+𝑦𝑑𝑦
• 𝑑  (𝑙𝑛 ( )) = • 𝑑  [ 𝑙𝑛   (𝑥 2 + 𝑦 2 )] =
𝑦 𝑥𝑦 2 𝑥 2 +𝑦 2

𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥 1 𝑥𝑑𝑦+𝑦𝑑𝑥
• 𝑑  [𝑙𝑛   ( )] = • 𝑑  (− )=
𝑥 𝑥𝑦 𝑥𝑦 𝑥2 𝑦2

𝑒𝑥 𝑦𝑒 𝑥 𝑑𝑥−𝑒 𝑥 𝑑𝑦 𝑒𝑦 𝑥𝑒 𝑦 𝑑𝑦−𝑒 𝑦 𝑑𝑥
• 𝑑  ( ) = • 𝑑  ( ) =
𝑦 𝑦2 𝑥 𝑥2

• 𝑑 (𝑥 𝑚 𝑦 𝑛 ) = 𝑥 𝑚−1 𝑦 𝑛−1 (𝑚𝑦𝑑𝑥 + 𝑛𝑥𝑑𝑦).

2.9. To Solve Differential Equation of The First Order but Of Higher Degree
In such differential equations we substitute the lower degree derivative by some other variable.

3. ORTHOGONAL TRAJECTORIES

The orthogonal trajectories of a family of curves form another family of curves such that each curve
of one family cuts all the curves of the other family at right angles.
dy
The differential equation of the orthogonal trajectories of the curves f (x,  y,  ) = 0 is the family of
dx
−dx
curves whose differential equation is f (x,  y,  ) = 0.
dy

Method: To find the orthogonal trajectories of a family of curves whose differential equation is
dx dy
known, put − in place of in the equation. The resulting differential equation is the equation of
dy dx

the orthogonal trajectories.

Note: If the orthogonal trajectories form the same family of curves as the given family of curves
then the given system of curves is called self-orthogonal.

4. LINEAR DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENT

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦
Differential equation of the form 𝑎0 + 𝑎1 +. . . . +𝑎𝑛 𝑦 = 0, aI  R for I = 0, 1 , 2, 3, . . . , n is
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1

called a linear differential equation with constant coefficients.

In order to solve this differential equation, take the auxiliary equation as a 0Dn + a1Dn-1 +…+ an =0
Find the roots of this equation and then solution of the given differential equation will be as given in
the following table

Roots of the auxiliary equation Corresponding complementary function

1 One real root 1 C1 𝑒 𝛼 1 𝑥

2. Two real and differential roots 1 and 2 C1𝑒 𝛼1𝑥 + C2𝑒 𝛼2𝑥

3. Two real and equal roots 1 and 2 (C1 + C2x) 𝑒 𝛼1𝑥

4. Three real and equal roots 1, 2, 3 (C1 + C2x + C3x2)𝑒 𝛼1𝑥

5. One pair of imaginary roots   i (C1 cosx + C2 sinx) 𝑒 𝛼𝑥

Two Pair of equal imaginary roots

6. [ (C1 + C2x) cos + (C1 + C2x)sin]𝑒 𝛼𝑥
  i and   i

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4.1. Complementary Function and Particular Integral

𝑑𝑛 𝑦 dn −1y
If y = f1(x) is the general solution of a0 + a1 + ….+ an y = 0
𝑑𝑥 𝑛
dx n −1

𝑑𝑛 𝑦 dn −1y
and y = f2(x) is particular solution of a0 + a1 + ….+ an y = X
𝑑𝑥 𝑛
dx n −1

𝑑𝑛 𝑦 dn −1y
Then y = f1(x) + f2(x) is the general solution of a0 + a1 + ….+ any = X
𝑑𝑥 𝑛
dx n −1
Expression f1(x) is known as complementary function and the expression f 2(x) is known as particular
integral. These are denoted by C.F. and P.I. respectively.
𝑑
The nth derivative of y will be denoted D ny where D stands for and n denotes the order of
𝑑𝑥

derivative.
If we take Differential Equation:

𝑑𝑛 𝑦 dn −1y 𝑑 𝑛−2 𝑦
+ P1 n −1
+ P2 𝑛−2 + …. + Pny = X
𝑑𝑥 𝑛 𝑑𝑥
dx
then we can write this differential equation in a symbolic form as
Dny + P1Dn– 1y + P2Dn– 2y + ….+ Pny = X
(Dn + P1Dn– 1 + P2Dn– 2 + ….+ Pn)y = X
The operator Dn + P1Dn– 1 + P2Dn– 2 + ….+ Pn is denoted by f(D) so that the equation takes the form
f(D)y = X
1
y= 𝑋
𝑓(𝐷)

Methods of finding P.I.

In certain cases, the P.I. can be obtained by methods shorter than the general method.
Case 1: To find P.I. when X = eax in f(D) y = X, where a is constant
1
y=
𝑓(𝐷)
1 1
𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 if f(a)  0
𝑓(𝐷) 𝑓(𝑎)

1 𝑥 𝑟 𝑒 𝑎𝑥
𝑒 𝑎𝑥 = if f(a) = 0, where f(D) = (D – a)r (D)
𝑓(𝐷) 𝑓 𝑟(𝑎)

Case 2: To find P.I. when X = cosax or sinax

f(D) y = X
1
y= sinax
𝑓(𝐷)

If, f(–a2)  0
Then
1 1
𝑠𝑖𝑛 𝑎 𝑥 = 𝑠𝑖𝑛 𝑎 𝑥
𝑓(𝐷2 ) 𝑓(−𝑎2 )

If f(–a2) = 0
Then (D2 + a2) is at least one factor of f(D2)

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Let
f (D2) = (D2 + a2)r  (D2)
Where
(– a2)  0
1 1 1 1 1
 𝑠𝑖𝑛 𝑎 𝑥 = 𝑠𝑖𝑛 𝑎 𝑥 = 𝑠𝑖𝑛 𝑎 𝑥
𝑓(𝐷2 ) (𝐷2 +𝑎2 )𝑟 𝜑(𝐷2 ) 𝜑(−𝑎2 ) (𝐷2 +𝑎2 )𝑟

when r = 1
1 x
sin ax = – cos ax
𝐷2 +𝑎2
2a
Similarly If f(– a)2  0
Then
1 1
cos ax = cosax
𝑓(𝐷2 ) 𝑓(−𝑎2 )

And
1 𝑥
𝑐𝑜𝑠 𝑎 𝑥 = 𝑠𝑖𝑛 𝑎 𝑥
𝐷2 +𝑎 2 2𝑎

Case 3: To find the P.I. when X = xm where, m  N

f(D) y = xm
1
y= 𝑥𝑚
𝑓(𝐷)

we will explain the method by taking an example

1
Case 4: To find the value of eaxV where ‘a’ is a constant and V is a function of x.
𝑓(𝐷)

1 1
𝑒 𝑎𝑥 𝑉 = 𝑒 𝑎𝑥 𝑉
𝑓(𝐷) 𝑓(𝐷 + 𝑎)
1
Case 5: To find 𝑥𝑉 where V is a function of x
𝑓(𝐷)

1 1 1
𝑥𝑉 = [𝑥 − 𝑓 ′ (𝐷)] 𝑉
𝑓(𝐷) 𝑓(𝐷) 𝑓(𝐷)
Case 6: General
If both m1 and m2 are constants, the expressions (D – m1)(D – m2)y and (D– m2)(D – m1)y are
equivalent i.e. the expression is independent of the order of operational factors.
1
𝑋 = 𝑒 𝛼𝑥 ∫ 𝑋𝑒 −𝛼𝑥 𝑑𝑥
𝐷−𝛼
We will explain the method with the help of following

5. EQUATION REDUCIBLE TO LINEAR DIFFERENTIAL EQUATION OF CONSTANT COEFFICIENT

Cauchy’s homogeneous linear equation:

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦
𝑛
+𝑘𝑛 𝑥 𝑛
𝑘 𝑛−1 𝑥 𝑛−1
𝑛−1
+ 𝑘 𝑛−2 𝑥 𝑛−2
𝑛−2
… … . . + 𝑘1 𝑥 + 𝑘0 𝑦 = 𝑋
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
Where X is the function of x and 𝑘𝑖 ; 𝑖 = 0,1,2, … … 𝑛 are constants
Method:
Step 1: to reduce the equation in linear equation: put 𝑥 = 𝑒 𝑡 or 𝑡 = 𝑙𝑛𝑥
𝑑
Also put 𝐷 =
𝑑𝑡

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𝑑𝑦 𝑑2𝑦
Now reduce the equation using 𝑥 = 𝐷𝑦 ; 𝑥 2 = 𝐷(𝐷 − 1)𝑦; … ..
𝑑𝑥 𝑑𝑥 2
𝑛
𝑑 𝑦
𝑥𝑛 = 𝐷(𝐷 − 1)(𝐷 − 2) … … (𝐷 − 𝑛 + 1)𝑦
𝑑𝑥 𝑛
Step 2: Now the equation would be reduced to linear differential equation with independent variable
t and dependent variable y. solve and put 𝑥 = 𝑒 𝑡 or 𝑡 = 𝑙𝑛𝑥 to find the solution in y
and x.

6. PARTIAL DIFFERENTIAL EQUATION

Partial Differential equation: Differential equation, which involves more than one independent
variable and differential coefficients with respects to any of these.
let 𝑧 = 𝑓(𝑥, 𝑦) , z be a dependent variable and x and y are independent variables then
Following are the notation used for
𝜕𝑧 𝜕𝑧 𝜕2𝑧 𝜕2𝑧 𝜕2𝑧
𝑝= ;𝑞= ; 𝑟 = 2; 𝑟 = ;𝑡 = 2
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦
6.1. First Order Partial Differential Equation
General form : F(x,y,z,p,q)=0
Linear PDE: Linear in p and q (Degree of p and q is one)
Non-linear PDE: Not linear in p and q (Degree of p and q is other than one)
A solution of the form f(x,y,z,a,b)=0 is called complete integral.
6.1.1 Lagrange’s linear equation
A linear PDE of the form Pq+Qq=R
Where P,Q and are functions of x,y,z
Solving Lagrange’s linear equation:
Lagrange’s Auxiliary equation :
𝑑𝑥 𝑑𝑦 𝑑𝑧
= =
𝑃 𝑄 𝑅
a. Method of grouping
If it is possible to separate variables then solve them by integrating.
Let the solutions be u=a and v=b.
Then, φ(u,v) is the required solution of the given equation.
b. Method of multipliers:
Find multipliers l,m and n such that lP+mQ+nR=0 and multipliers a,b and c
such that aP+bQ+cR=0
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑙𝑑𝑥 + 𝑚𝑑𝑦 + 𝑛𝑑𝑧 𝑎𝑑𝑥 + 𝑏𝑑𝑦 + 𝑐𝑑𝑧
= = = =
𝑃 𝑄 𝑅 𝑙𝑃 + 𝑚𝑄 + 𝑛𝑅 𝑎𝑃 + 𝑏𝑄 + 𝑐𝑅
Integrating ldx + mdy + ndz=0 and adx + bdy + cz=0 suppose u and v are the
solutions, which is the required solution.
6.1.2. Some Special Types of First-Order non-linear PDEs

Type (a): Equations involving only p and q

f(p,q) = 0

f(a,b) = 0 gives b = ϕ (a)

The complete solution is given by z = ax + ϕ(a) y + c

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Type (b): Equations not involving the independent variables

f(z,p,q) = 0 ……(1)

u u
Put u = x + ay then = 1 and =a
x y

z dz u dz z dz u dz
Then p = = = and q = = =a
x du x du y du y du

 dz dz 
Eq. (1) reduces to f  z, ,a  = 0 (First order ODE)
 du du 

Type (c): Separable equations

f(x,p) = g (y,q)

Let f(x,p) = g(y,q) = a

Solving we get p = ϕ(x,a) and q = Ψ (y,a)

Integrating dz = ϕ(x,a) dx + Ψ(y,a)dy, we get complete solution

Type (d): Clairaut’s equation

Clairaut form : z = px + qy + f(p,q)

Complete solution: z = ax + by + f(a,b)

6.2 Second order partial differential equation

Type of second order partial differential equation:
A partial equation in the form of
𝜕2𝑧 𝜕2𝑧 𝜕2𝑧
𝐴 + 𝐵 + 𝐶 = 𝐹(𝑥, 𝑦, 𝑧, 𝑝, 𝑞)
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2
is called second order partial differential equation in two variables Then the equation would be of
Case 1: Parabolic form if 𝑩𝟐 − 𝟒𝑨𝑪 = 𝟎
Case 2: Elliptic form if 𝑩𝟐 − 𝟒𝑨𝑪 < 𝟎
Case 2: Hyperbolic form if 𝑩𝟐 − 𝟒𝑨𝑪 > 𝟎
6.2.1. Variable Separation Method
i.One dimensional heat equation
𝜕𝑢 𝜕2𝑢
= 𝑘 2 … . (𝑖)
𝜕𝑡 𝜕𝑥
Subjected to boundary conditions 𝑢|𝑥=0 = 𝑢|𝑥=𝐿 = 0
Let the solution is of the form 𝑢(𝑥, 𝑡) = 𝑓(𝑥)𝑓(𝑡)…..(ii)
Differentiating with respect to x,
𝜕𝑢
= 𝑓(𝑡)𝑓′(𝑥)
𝜕𝑥

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𝜕2𝑢
= 𝑓(𝑡)𝑓′′(𝑥)
𝜕𝑥 2

Differentiating with respect to t,

𝜕𝑢
= 𝑓′(𝑡)𝑓(𝑥)
𝜕𝑡
𝜕2 𝑢 𝜕𝑢
Substituting the value of and in equation (i), we have
𝜕𝑥 2 𝜕𝑡

𝑓′(𝑡) 𝑓′′(𝑥)
= = −𝜆 (𝑠𝑎𝑦)
𝑘𝑓(𝑡) 𝑓(𝑥)
Thus,
𝑓 ′ (𝑡) = −𝑘𝜆𝑓(𝑡) … (𝑖𝑖𝑖)
𝑓 ′′ (𝑥) = −𝜆𝑓(𝑥) … . (𝑖𝑣)
From equation (iii)
𝑓(𝑡) = 𝐴𝑒 −𝑘𝜆𝑡
From equation (iv)
𝑓(𝑥) = 𝐵 sin(√𝜆𝑥) + 𝐶 cos(√𝜆𝑥)
From the boundary conditions u(0,t)=0, we have C=0
𝑛𝜋
And from u(L,t)=0, √𝜆 =
𝐿
So, the general solution of the equation is
∞
𝑛𝜋𝑥 − 𝑛2𝜋22 𝑘𝑡
𝑢(𝑥, 𝑡) = ∑ 𝐷𝑛 sin 𝑒 𝐿
𝐿
𝑛=1

ii. One dimensional wave equation

2 𝜕2 𝑢
2𝜕 𝑢
𝑐 2 = 2 0<x<L; t>0
𝜕𝑥 𝜕𝑡
Boundary condition: u(0,t)=0 and u(L,t)=0, t>0
Initial condition: Initial displacement, u(x,0)=f(x) and
initial velocity, ut(x,0)= g(x)
General solution:
𝑛𝜋𝑥 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑢(𝑥, 𝑡) = ∑∞
𝑛=1[𝑎𝑛 cos 𝑡 + 𝑏𝑛 sin 𝑡 ] sin
𝐿 𝐿 𝐿
2 𝐿 𝑛𝜋𝑥
Where, an= ∫0 𝑓(𝑥) sin 𝑑𝑥
𝐿 𝐿
2 𝐿 𝑛𝜋𝑥
bn= ∫ 𝑔(𝑥) sin 𝐿 𝑑𝑥
𝑐𝑛𝛱 0
f(x)= u(x,0) and g(x)= ut(x,0)

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CHAPTER 5: COMPLEX ANALYSIS

1. INTRODUCTION TO COMPLEX VARIABLES

• Equation without real solution such as x2 = −1 or x2 − 10x + 40 = 0 were observed early and led to
introduction of complex number.
• A Complex number Z is an ordered pair (x, y) of real number x and y written as

Z = x + iy or ( x, y ) , where i = −1 termed as iota.

x is called real part of z i.e. x = Re z

y is called imaginary part of z i.e. y= Im z
2. PROPERTIES

• Two complex number are equal if and only if their real as well as imaginary parts are equal.
• Addition of two complex numbers z1 = ( x1, y1 ) and z2 = ( x2 , y2 ) is defined by

z1 + z2 = ( x1, y1 ) + ( x2 , y2 ) = ( x1 + x2 , y1 + y2 )

• Difference of two complex numbers z1 = ( x1, y1 ) and z1 = ( x2 , y2 ) is defined by

z1 − z2 = ( x1, y1 ) − ( x2 , y2 ) = ( x1 − x2 , y1 − y2 )

• Multiplication of two complex number z1 = x1 + iy1 and z2 = x2 + iy2 is defined by

z1z2 = ( x1x2 − y1y2 , x1y2 + x2y1 )

3. COMPLEX PLANE OR GEOMETRIC REPRESENTATION OF IMAGINARY NUMBER
• Cartesian coordinate system is used in which Horizontal x axis along which all real number are
represented (Real axis) and vertical y-axis along which imaginary number are represented
(imaginary axis).
• Plotting a given complex number z = x + iy as point P with coordinates (x,y).

Fig:1
• The xy plane in which the complex number are represented in this way is called complex plane.
• The addition and subtraction of complex numbers graphically can be done by parallelogram law of
vector.

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3.1. COMPLEX CONJUGATE NUMBERS

• The complex conjugate z of a complex number z = z + iy is defined by
z = x − iy

1
Re z =
2
(z + z )
•
1
Im z =
2i
(z − z )
•

z1 + z2 = z1 + z2
•

z1 − z2 = z1 − z2
•

z1z2 = z1  z2
•
 z1  z1
 =
z z2
•  2
4. POLAR FORM OF COMPLEX NUMBERS
• The cartesian coordinates of complex number can be shifted to polar coordinates
x = r cos , y = r sin 

z = x + iy

• z = r ( cos  + i sin )  this form is called the polar form,r is called absolute value or modulus of z

and is denoted by z .

z =r = x2 + y 2

• z is the shortest distance of the point z from the origin.

•  is called argument of z and is denoted by arg z.

 = arg z
y
tan  =
x
• The  is directed angle from x-axis. Angles are measured in radians and positive in counter
clockwise sense.
• The distance between two complex number can be find by modulus of their difference.
4.1. RESULT OF POLAR FORM
4.1.1. MULTIPLICATION
z1 = r1 (cos 1 + i sin 1 )

z2 = r2 (cos 2 + i sin 2 )

z1z2 = r1r2 ( cos 1 cos 2 − sin 1 sin 2 ) + i (sin 1 cos 2 + cos 1 sin 2 )

z1z2 = r1r2 cos ( 1 + 2 ) + i sin ( 1 + 2 )

z1z2 = z1 z2

arg z1z2 = argz1 + argz2

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4.1.2. DIVISION
z1
z1 = z
z2 2

z1 z
z1 =  z2 = 1 z2
z2 z2

z1 z
= 1
z2 z2

z 
argz1 = arg  1  z2 
 z2 
z 
arg z1 = arg  1  + arg z2
 z2 
z 
arg  1  = argz1 − arg z2
 z2 
z1 r1
= cos ( 1 − 2 ) + i sin ( 1 − 2 )
z2 r2 

4.2. DE MOIVRE’S THEOREM

• If n be an integer (Positive or negative) or a Fraction (Positive or negative)

( cos  + i sin  )
n
= cos n + i sinn

4.3. CIRCULAR FUNCTION OF A COMPLEX VARIABLE

eiy = cos y + i sin y
e–iy = cos y – i sin y
The circular functions of real angles can be written as
eiy – e–iy eiy + e–iy
sin y = , cos y =
2i 2
It is, therefore, natural to define the circular functions of the complex variable z by the equations.
eiz – e–iz eiz + e–iz sin z
sin z = , cos z = , tan z =
2i 2 cos z
With cosec z, sec z and cot z as their respective reciprocals.
eθ = cos θ + i sin θ, where θ is real or complex. This is called the Euler’s theorem.

4.4. HYPERBOLIC FUNCTIONS

ex – e–x
sinh x =
2
ex + e–x
cosh x =
2

sinh x ex – e–x
tanh x = =
cosh x ex + e–x
1 ex + e–x
coth x = =
tanh x ex – e–x

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1 2 1 2
sec hx = = ;cos echx = =
cosh x ex + e–x sinh x ex – e–x
NOTE: Sinh 0 = 0, cosh 0 = 1 and tanh 0 = 0.
2. Relations between hyperbolic and circular functions.
sin ix = i sinhx
cos ix = coshx
tan ix = i tanhx
sinh ix = i sinx
cosh ix = cos x
tanh ix = itan x
5. COMPLEX FUNCTION

• A complex function F ( z) defined on S (set of complex numbers) is a rule that assigns to every z in

S a complex number w called value of F at z.

w = F (z)
• The z varies in S and is called a complex variable. The set S is called domain of F. The set of all
values of function F is called range of F.
w = F (z) = u + iv
u and v are real and imaginary parts respectively
u, v  F ( x, y )
• If to each value of z, there corresponds one and only one value of w, then w is said to be single
valued function . w = z is a multi-valued function of z, because this function assumes two value for
each value of z.
5.1. CIRCLES, DISKS AND HALF PLANES
• z − a = S is a general circle of radius S and center a. It is the set of z whose distance z − a from

centre a equal S.
• z − a  S is known as open circular disk which is set of all z whose distance z − a from centre is

less than S.
• z − a  S is known as closed circular disk.

• S1  z − a  S2 is known as open annulus which is the set of all z whose distance z − a from a is

greater than S1 but less then S2 .

• S1  z − a  S2 is closed annulus which includes the two circles.

6. ANALYTIC FUNCTION

• A function f ( z ) is said to be analytic in a domain D if f ( z ) is defined and differentiable at all point

of D.
• Another term for analytic in D is holomorphic in D.
• A function which is analytic everywhere in the complex plane, is known as an entire function. As
derivative of a polynomial exists at every point, a polynomial of any degree is an entire function.

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6.1. CAUCHY RIEMANN EQUATIONS

• Let f ( z) = u ( x, y ) + iv ( x, y ) be defined and continuous in some neighbourhood of a point z = x + iy

and differentiable at z itself then at that point, the first order partial derivative of u and v exist and
satisfy all Cauchy Riemann Equations.
f (z) = u + iv .

u v u v
= and =− (Both conditions must satisfy)
x y y x

6.2. HARMONIC FUNCTION

• Any function which satisfies Laplace equation is known as harmonic function.
• If f (z) = u + iv is analytic, then both u and v are harmonic function.

u v u v
= , =−
x y y x

Differentiating wrt x
2u 2 v
=
x2
xy

Different wrt y

2u 2 v
= −
y2 xy

Adding both

2u 2u
+ =0
x2 y2

Similarly

2 v 2u
+ =0
x2 y2

6.3. ORTHOGONAL CURVES

• Two curves are said to be orthogonal to each other, when they intersect at right angle to each
other at their point of intersection.
• An analytic function f (z) = u + iv . Consist of two families of curve

u ( x, y) = C1 v ( x, y ) = C2

u ( x, y ) = C1

u u
dx + dy = 0
x y

dy u u
=− / = m1
dx x y

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v ( x, y ) = C2

v v
dx + dy = 0
x y

dy v v
=− / = m2
dx x y

 u u   v v 
m1m2 = −  /  / 
 x y   x y 
m1m2 = −1

7. COMPLEX INTEGRATION

7.1. LINE INTEGRAL IN THE COMPLEX PLANE

• As in calculus we distinguish between definite integrals and indefinite integrals or antiderivatives.
An indefinite integral is a function whose derivative equals a given analytic function in a region. By
known differentiation formulas we may find many types of indefinite integrals.
• Complex definite integrals are called (complex) line integrals. They are written as

 f ( z ) dz
C

Here the integrand f ( z ) is integrated over a given curve C in the complex plane, called the path of

integration. We may represent such a curve C by a parametric representation.

7.2. FIRST METHOD: INDEFINITE INTEGRATION AND SUBSTITUTION OF LIMITS.

• This method is simpler than the next one ,but is less general. It is restricted to analytic functions.

Its formula is the analog of the familiar from calculus

b

 f ( x ) dx = F (b) − F ( a)
a
F ( x ) = f ( x )

Theorem 1: (Indefinite integration of analytic functions)

7.3. SECOND METHOD: USED FOR REPRESENTATION OF THE PATH

Theorem 2: (Integration by the use of the path)
Steps in applying Theorem 2
1. Represent the path C in the form z ( t )(a  t  b) .

2. Calculate the derivative z ( t ) = dz/ dt .

3. Substitute z ( t ) for every z in f ( z ) (hence x ( t ) for x and y ( t ) for y).

4. Integrate f z ( t ) z ( t ) over t from a to b.

A basic result: integral of 1/z around the unit circle

We show that by integrating 1/z counterclockwise around the unit circle (the circle of radius 1 and
center 0), we obtain
dz
(6)  C z
= 2i (C the unit circle, counterclockwise).

This is a very important result that we shall need quite often.

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8. CAUCHY’S THEOREM

• If f ( z ) is an analytic function and f  ( z ) is continuous at each point within and on a closed curve C,

then  f ( z ) dz = 0
C

f ( z) = u ( x, y ) + iv ( x, y )

dz = dx + idy

 f (z ) dz =  (udx − vdy ) + i ( vdx + udy )

C C C
(i)

u u v v
Since f  ( z ) is continuous, therefore, , , , are also continuous in the region D enclosed by
x y x y

C.

Hence the Green’s theorem can be applied to (i), giving

 v u   u v 
 f (z) dz = −
C C  x + y  dx dy + iD  x − x  dx dy
   

Now f ( z ) being analytic, u and v necessarily satisfy the Cauchy Riemann equations and thus the

integrands of the two double integrals in (ii) vanish identically.

Hence  f ( z ) dz = 0 .
C

NOTE. The Cauchy-Riemann equations are precisely the conditions for the two real integrals in (1)

to be independent of the path. Hence the line integral of a function f ( z ) which is analytic in the

region D, is independent of the path joining any two points of D.

8.1. CAUCHY’S INTEGRAL FORMULA

• If f ( z ) is analytic within and on a closed curve and if a is any point within C, then

1 f ( z ) dz
f ( a) = 
2i C z−a
The generalised Cauchy’s integral formula is

n! f (z)
f ( a) = 2i 
n
dz
( z − a)
C n +1

9. SERIES OF COMPLEX TERMS

9.1. TAYLOR’S SERIES

• f ( z ) is analytic inside a circle C with centre at a, then for z inside C,

f  ( a) f n ( a)
f ( z ) = f ( a) + f  ( a) ( z − a) + (z − a) ( z − a)
2 n
+ + + … (1)
2! n!

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9.2. LAURENT’S SERIES

• If f ( z ) is analytic in the ring-shaped R bounded by two concentric circles C and C1 of radii r and

r1 (r  r1 ) and with centre at a, then for all z in R

f ( z ) = a0 + a1 ( z − a) + a2 ( z − a) + + a _ 1 ( z − a) + a−2 ( z − a) + a−2 (z − a)
2 −1 −1 −2
+

1 f (t)
an = 
2i ( t − a)n+1

dt

 being any curve in R, encircling C1 .

1 f (t) f n ( a)
NOTE: As f ( z ) is analytic inside, G, then an =  dt 
2i ( t − a) n!
 n+1

1 f (t) f n ( a)
However, if f ( z ) is analytic inside G, then a−n = 0;an =  dt = and Laurent’s series
2i ( t − a) n!
 n+1

reduces to Taylor’s series.

NOTE: To obtain Taylors or Laurent’s series, simply expend f ( z ) by binomial theorem, instead of

finding an by complex integration which is quite complicated.

10. SINGULARITY

• A point at which a function f ( z ) is not analytic is singular point or singularity point ie. the function

1 z − 2 = 0 or at
has a singular point at z = 2.
z−2
10.1. ISOLATED SINGULAR POINT
• If z = a is a singularity of f ( z ) and there is no other singularity within a small circle surrounding

the point z = a , then z = a is said to be an isolated singularity of the function f ( z ) ; otherwise it is

called non-isolated.
10.2. ESSENTIAL SINGULARITY
• If the function f ( z ) has pole z = a is poles of order m. If the negative power in expansion are

infinite, then z = a is called an essential singularity.

b1 b2
f ( z ) = a0 + a1 ( z − a) + a2 ( z − a)
2
+ +
( z − a) ( − a)
z

10.3. REMOVABLE SINGULARITY


If f ( z ) =  a ( z − a)
n
n
n=0

 f ( z ) = a0 + a1 ( z − a) an ( z − a)
n

Here the coefficient of negative power are zero. Then z = a is called removable singularity i.e., f ( z )

can be made analytic by redefining f ( a) suitable i.e., if lim f ( z ) exists.

x →

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sin ( z − a)
f (z) = has removable singularity at z = a .
( z − a)
10.4. STEPS TO FIND SINGULARITY

Step-1: If lim f ( z ) exists and is finite then z = a is a removable singular point.

z →a

Step-2: If lim f ( z ) does not exist then z = a is an essential singular point.

z →a

Step-3: If lim f ( z ) exists and is finite then f ( z ) has a pole at z = a . The order of the pole is same
z →a

as the number of negative power terms in the series expansion of f ( z )

10.5. ZEROS OF AN ANALYTIC FUNCTION

• A zero of an analytic function f ( z ) is that value of z for which f ( z ) = 0

If f ( z ) is analytic in the neighbourhood of a point z = a , then by Taylor’s theorem

f n ( a)
f ( z ) = a0 + a1 ( z − a) + a2 ( z − a) + + an ( z − a) +
2 n
where an =
n!
If a0 = a1 = = am−1 = 0 but am  0 , then f ( z ) is said to have a zero of order m at z = a . When

m = 1 , the zero is said to be simple. In the neighbourhood of zero (z = a) of order m.

f ( z ) = am ( z − a) + am+1 ( z − a)
m m+1
+ 

= ( z − a)  ( z )
m

Where,  ( z) = am + am+1 ( z − a) +

Then  ( z ) is analytic and non-zero in the neighbourhood of z = a .

11. RESIDUES

( z − a)
−1
• The coefficient of in the expansion of f ( z ) around an isolated singularity is called the

residue of f ( z ) at that point. Thus is the Laurent’s series expansion of f ( z ) around z = a i.e.

f ( z) = a0 + a1 ( z − a) + a2 ( z − a) + + a−1 ( z − a) + a−2 ( z − a)
2 −1 −2
+ ,

The residue of f ( z ) at z = a is a−1 .

1 f (z)
Since an = 
2i ( z − a)n+1
dz

 1
a−1 = Res f ( a) = f ( z ) dz
2i C

  f ( z ) dz = 2i Res f (a)

C
… (i)

11.1. RESIDUE THEOREM

• If f ( z ) is analytic in a closed curve C except at a finite number of singular points within C, then

 f ( z ) dz = 2i 
C
(sum of the residues at the singular points within C)

11.2. CALCULATION OF RESIDUES

1. If f ( z ) has a simple pole at z = a , then

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Res f ( a) = Lt ( z − a) f ( z ) 
z →a

Laurent’s series in this case is

f ( z ) = c0 + c1 ( z − a) c −1 ( z − a)
2 −1

Multiplying throughout by z − a , we have

( z − a) f ( z ) = c0 ( z − a) + c1 (z − a)
2
+ + c −1

Taking limits as z → a , we get

Lt ( z − a) f ( z )  = c −1 = Res f ( a)
z →a

2. Another formula for Res f ( a)

f (z) =  (z) / (z) , where  (z) = (z − a) F (z ) ,R (a)  0

Let

(z − a)  (a) + (z − a)  (a) + 

Lt ( z − a)  ( z ) / ( z ) = Lt
z →a  z →a  ( a) + ( z − a)  ( a) +
Then
 ( z ) + ( z − a)  ( a) +
= Lt , since  ( a) = 0
z →a  ( a) + ( z − a)  ( a) +

 ( a)
Res f ( a) =
 ( a)
Thus,
3. If f ( z ) has a pole of order n at z = a , then

1  dn−1  
Res f ( a) =  n−1 ( z − a) f ( z ) 
n

(n − 1)  dz z =a
NOTE: In many cases, the residue of a pole (z = a) can be found, by putting z = a + t in f ( z ) and

expanding t in powers of t where t is quite small.

12. APPLICATION OF RESIDUE

12.1. INTEGRALS OF RATIONAL FUNCTION OF COS  AND SIN 

2
I=  F ( cos , sin )  d
• 0

ia
• Put z = e .
1 i 1 1
cos  =
2
( 2
)
e + e−i =  z + 
z
•
1 i 1 1
sin  =
2i
( 2i 
)
e − e−i =  z − 
z
•
dz
• I=  f (z )  iz
C
. C is the curve of unit circle in counter clockwise direction.


12.2. IMPROPER INTEGRAL OF FORM  f ( x )  dx
−

• The f(x) is converted into f(z) by substituting z in place of x.

F ( x)  f (z)

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2i Res (F ( z ) )  +  i Res (F ( z ) ) 

   

 
 f ( x ) dx
• − = corresponding to corresponding to
pole lying in pole lying on
upper plane real axis

• The range for curve in upper half plane is infinite.

12.3. IMPROPER INTEGRAL TYPE 2

12.3.1.  F ( x ) cos
−
sx dx .

 F ( x ) cos sx dx =  F ( z ) eisz dz
• − C

• The residue is calculated only corresponding to poles in upper half plane only.

 F (z) e
isz
• dz is calculated by residue method and the real part is the final answer.
C


12.3.2.  f ( x )  sin
−
sx  dx

 f ( x ) sin sx =  f ( z ) e
isz
dz
• − C

• The residue is calculated only corresponding to poles in upper half plane only.

•  f ( x ) sin sx =  f ( z ) e dz ,then calculated by residue and imaginary part is the final answer.
isz

− C

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CHAPTER 7: NUMERICAL METHODS

DESCARTES' RULE OF SIGN:

• Descartes' rule of sign is used to determine the number of real zeros of a polynomial function.
• It tells us that the number of positive real zeroes in a polynomial function f(x) is the same or less
than by an even number as the number of changes in the sign of the coefficients.
• The number of negative real zeroes of the f(x) is the same as the number of changes in sign of the
coefficients of the terms of f(-x) or less than this by an even number.

TYPE METHODS USED

• BISECTION METHOD
• Regular false method
1) NON LINEAR EQUATIONS • Secant method
• Newton Raphson

rd
1
• Simpsons 3 Rule
2) Numerical solutions of integration of functions 3
rd

• Simpsons 8 Rule
• Trapezoidal Rule
• Euler’s method
3) Numerical Differential Equations
• Range kutta metod

Bisection Method:
• This method is based on the theorem on continuity. Let f(x) = 0 has a root in [a, b], the function
f(x) being continuous in [a, b]. Then, f (a) and f (b) are of opposite signs, i.e., f (a). f (b) < 0.
𝒂+𝒃
• Let 𝒙𝟏 = , the middle point of [a, b]. If f(x1) = 0, then x1 is the root of f(x) = 0. Otherwise, either
𝟐

f(a). f(x1) < 0, implying that the root lies in the interval [a, x 1] or f(x1). f (b) < 0, implying that the
root lies in the interval [x1, b]. Thus, the interval is reduced from [a, b] to either [a, x1] or [x1,b].
We rename it [a1, b1].
𝒂𝟏 +𝒃𝟏
• Let 𝒙𝟐 = , the middle point of [a 1, b1]. If f (x2) = 0, then x2 is the root of f(x) = 0. Otherwise,
𝟐

either f(a1). f(x2) < 0 implying that the root ∈ [a1, x2] or f(x2). f (b1) < 0 ⇒ the root ∈ [x2, b1] and so
on. We rename it [a2, b2]. We continue in this manner and the process is repeated until the root is
obtained to the desired accuracy.
Regular Falsi Method:
• Similar to bisection method, but difference is in finding c,d and so on
• Let f(x) = 0 has a root in [a, b], the function f(x) being continuous in [a, b]. Then, f (a) and f (b)
are of opposite signs, i.e., f (a). f (b) < 0.
a f (b) − b f (a)
c=
• f (b) − f (a)
• Check if 𝑓(𝑐) =0; Stop. C is root.

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• Else check if 𝑓(𝑐). 𝑓(𝑎) < 0; then replace b by c

• Else check if 𝑓(𝑐). 𝑓(𝑏) < 0; then replace a by c
• Repeat the iteration step till we get root of the equation f(x) = 0 up to desired accuracy
Note: 1. Method always converges to root.
2. Rate of convergence is linear
Secant Method:
• Same formula used here as regular falsi method
• But here we don’t bother about root negative or positive, iteration will continue
• Doesn’t provide guarantee for existence of root. So it is unreliable
Newton Raphson Method:
• This formula is known as the iteration formula for Newton Raphson method.
𝑓(𝑥𝑛 )
𝑥𝑛 +1 = 𝑥𝑛 –
𝑓′(𝑥𝑛 )
Note:
1. The method fails if f’(x) is zero or is very small in the neighborhood of the root.
2. The sufficient condition for convergence of Newton-Raphson method is |f(x) f’’(x) | < [f’(x)] 2
3. The Newton Raphson method is said to have a quadratic rate of convergence.
4. Method does not always converge to root.
5. Does not work for linear equations.
Procedure:
Step 1. Find 𝑓(𝑥) such that 𝑓(𝑥) =0; Now start with 𝑥0 (Starting point for the iteration.
Step 2. Iteration step:
𝑓(𝑥𝑛 )
𝑥𝑛+1 = 𝑥𝑛 −
𝑓′(𝑥𝑛 )
Check if 𝑓(𝑥𝑛+1 ) =0; Stop. 𝑥𝑛+1 is root
Step 3. Repeat the iteration step till we find the root till desired accuracy

Method Order of convergence

Bisection Linear, order 1

Regular falsi Linear , order 1

Secant method super linear, order 1.62

Newton Raphson Quadratic, order 2

NUMERICAL INTEGRATION:
𝑏 𝑥
Consider the integral 𝐼 = ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑥 𝑛 𝑦𝑑𝑥
0

• Where 𝑦 = 𝑓(𝑥) ; 𝑥𝑛 = (𝑥0 + 𝑛ℎ)

• Where integrand f(x) is a given function and a and b are known which are end points of the
interval [a, b]. Either f(x) is given or a table of values of f(x) is given.

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𝑥𝑛 −𝑥0 𝑏−𝑎
• Let us divide the interval [a, b] into 𝑛 = = number of equal subintervals so that length of
ℎ ℎ
𝑏−𝑎
each subinterval is ℎ = (𝑥1 − 𝑥0 ) = (𝑥2 − 𝑥1 ) = … … . = (𝑥𝑛 − 𝑥𝑛−1 ) =
𝑛

(i) Trapezoidal Rule of integration:

𝑏 𝑥 ℎ
The integral ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑥 𝑛 𝑦𝑑𝑥 = ((𝑦0 + 𝑦𝑛 ) + 2(𝑦1 + 𝑦2 … … … . 𝑦𝑛−1 ))
0 2

Note:
• Trapezoidal rule is known as 2 points formula.
• Is accurate till polynomial of degree 1.
𝑏−𝑎
• The error in trapezoidal rule is − ℎ2 𝑓′′(𝜃) where a < θ < b
12

(ii) Simpsons rule of Numerical integration (Simpsons 1/3rd rule):

𝒃 𝒙 𝒉
The integral ∫𝒂 𝒇(𝒙)𝒅𝒙 = ∫𝒙 𝒏 𝒚𝒅𝒙= ((𝒚𝟎 + 𝒚𝒏 ) + 𝟒(𝒚𝟏 + 𝒚𝟑 … ) + 𝟐(𝒚𝟐 + 𝒚𝟒 + ⋯ ))
𝟑 𝟎

Note:
• Is accurate till polynomial of degree 2.
𝑏−𝑎
• The error is Simpson 1/3rd rule is − ℎ4 𝑓 ′𝑣 (𝜃)where a < 𝜃 < b
180

• Can be evaluated if total number of intervals are even

(iii) Simpsons rule of Numerical integration (Simpsons 3/8th rule):
𝑏 𝑥
Generally, the formula is ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑥 𝑛 𝑦𝑑𝑥
0

3ℎ
= ((𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 + ⋯ ) + 2(𝑦3 + 𝑦6 + ⋯ ))
8

Note:
• Is accurate till polynomial of degree 3.
3(𝑏−𝑎)
• The error in Simpson 1/3rd rule is − ℎ4 𝑓 ′𝑣 (𝜃)where a<𝜃<b
80𝑛

• Can be evaluated if total number of intervals are multiples of 3

NUMERICAL SOLUTION OF DIFFERENTIAL EQUATION:

(i) Euler Method (Forward or Explicit Method) :

𝑑𝑦
Note: Differential Equation: = 𝑓(𝑥, 𝑦)
𝑑𝑥

Equation Here starting point is (𝑥0 , 𝑦0 ) where 𝑦0 =y(𝑥0 )

Also, 𝑥𝑛+1 = 𝑥𝑛 + ℎ
𝑦𝑛+1 = 𝑦𝑛 + 𝑘
Iterative formula to find 𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑓(𝑥𝑛 , 𝑦𝑛 )
Here 𝑘 = ℎ𝑓(𝑥𝑛 , 𝑦𝑛 )
With starting step: 𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
NOTE:
1. Also known as first order Runge – Kutta method.
2. Order of error is 𝑂(ℎ2 )
Euler Method (Backward or Implicit Method):

Iterative formula to find 𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑓(𝑥𝑛+1 , 𝑦𝑛+1 )

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Here 𝑘 = ℎ𝑓(𝑥𝑛+1 , 𝑦𝑛+1 )

With starting step: 𝑦1 = 𝑦0 + ℎ𝑓(𝑥1 , 𝑦1 )

(ii) Modified Euler Method (Predictor-Corrector Method) :

𝑑𝑦
Note: Differential Equation: = 𝑓(𝑥, 𝑦)
𝑑𝑥

With starting step: 𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )

(1) ℎ
Iterative formula: 𝑦1 = 𝑦0 + (𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥0 + ℎ, 𝑦1 ))
2
(2) ℎ (1)
𝑦1 = 𝑦0 + (𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥0 + ℎ,𝑦1 ))
2
(𝑛) ℎ (𝑛−1)
𝑦1 = 𝑦0 + (𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥0 + ℎ,𝑦1 ))
2

Repeat till the desired accuracy

ℎ (𝑛−1)
Here k = (𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥0 + ℎ,𝑦1 ))
2

NOTE:
1. Also known as second order Runge – kutta method.
2. Order of error is 𝑂(ℎ3 )
(iii) Runge – Kutta Method (fourth order Method):
𝑑𝑦
Note: Differential Equation: = 𝑓(𝑥, 𝑦) ; ℎ𝑒𝑟𝑒 𝑦(𝑥0 ) = 𝑦0
𝑑𝑥

𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 )
ℎ 𝑘1
𝑘2 = ℎ𝑓(𝑥0 + , 𝑦0 + )
2 2
ℎ 𝑘2
𝑘3 = ℎ𝑓(𝑥0 + , 𝑦0 + )
2 2

𝑘4 = ℎ𝑓(𝑥0 + ℎ, 𝑦0 + 𝑘3 )
1
Now k = (𝑘1 + 2𝑘2 + 2𝑘3 +𝑘4 )
6

Solution 𝑦1 = 𝑦0 + 𝑘
NOTE:
Order of error is 𝑂(ℎ4 )

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CHAPTER 7: PROBABILITY & STATISTICS

1. PROBABILITY

DEFITITION
A. Random Experiments-
For any invention, number of experiments are done. Consider an experiment whose results is not
predictable under almost similar working condition then these experiments are known as Random
Experiments.
These are some cases of random experiments-
Case 1: If we toss a coin, then the result of the experiment whether it is going to come head or tail
is not predictable under very similar conditions.
Case 2: If we throw a dice, then the outcome of this cannot be predicted with certainty that which
number is going to turn.
B. Sample Space, S –
Each random experiments of some possible outcomes, if we make a set of all the possible outcomes
of random experiments then Set ‘S’ is known as the Sample Space & each possible outcome is
Sample Point.
Case 1: If we roll a die, then set of all possible outcomes, is given by {1, 2, 3, 4, 5, 6} then this will
be the sample space of given experiment and 1, 2, 3, 4, 5 & 6 are sample points.
Similarly, if our objective is getting odd number on rolling same die then the Sample space will be
{1, 3, 5} & for even number Sample space will be {2, 4, 6}.
Case 2: If the outcome of our experiment is to determine whether a male is married or not then our
Sample space will be {Married, Unmarried}.
C. Event, E
An event is a subset A of the sample space S, i.e., it is a set of possible outcomes.
An Event is a set of consisting some of the possible outcomes from the sample space of the
experiment.
Case 1: On tossing a coin twice, all possible outcomes (Sample space) is {HH, HT, TH, TT} whereas
{HH}, {HH, TT}, {HT, HH}, {HH, HT, TT} are the events.
If the event consists only single outcome, then it is known as Simple Events.
If the events consist of more than one outcome, then it is known as Compound Events.
Types of Events-
(i) Complementary Event – Any Event EC is called complementary event of event E if it consists of
all possible outcomes of sample space which is not present in E.
Exp. - If we roll a die, then set of all possible outcomes, is given by {1, 2, 3, 4, 5, 6}.
An event of getting outcome in multiple of 3 is
E (multiples of 3) = {3,6}
Then, EC = {1,2,4,5}

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(ii) Equally Likely Event – if any two event of sample space are in such a way that the chance of
both the events are equal, then this type of events is known as Equally likely events.
Exp. – Chances of a new-born baby to be a boy or girl is 50% means either it can be a girl or boy.
(iii) Mutually Exclusive Events – Two events are called as mutually exclusive when occurring of
both the simultaneously is not possible.
If E1 & E2 are mutually exclusive, then E1 ⋂ E2 = ϕ
Exp. – if we toss a coin then either head or tail can occur, occurrence of both simultaneously is not
possible.
(iv) Collectively Exhaustive Events - Two events are called as Collectively exclusive when sample
points of both the events incudes all the possible outcomes.
If E1 & E2 are mutually exclusive, then E1 ⋃ E2 = S
Exp. – if we toss a coin & E1 is the occurrence of head and E2 is the occurrence of a tail. Then both
the events are collectively exhaustive because both of them collectively include all possible
outcomes.
(v) Independent Events – Two events are called as independent when occurring of 1 st event does
not affect the occurrence of 2nd.
Exp. – On rolling two dice simultaneously, occurrence of 5 in 1 st die does not affect the occurrence
of 4 in second die. Their occurrence is independent to each other.
Definition of Probability – If an experiment is conducted under essentially given condition up to
‘n’ times and let ‘m’ cases are favourable to an event ‘E’, then probability of ‘E’ is denoted by P(E) &
defined as
Number of favourable cases to E m
P(E) = =
Total number of Events n

Number of non favourable cases to E m

P(E) = =1−
Total number of Events n

P(E) == 1 − P(E)

P(E) + P(E) = 1

The Axioms of Probability

Consider an Experiment whose sample space is S. For each event E of the sample space, we
associate a real number P(E). Then P is called a probability function, and P(E) the probability of the
event E, then P(E) will satisfy the following axioms.
Axiom 1:
For every event E, P(E) ≥ 0
Probability of an event can never be negative.
Axiom 2:
In case of sure or certain event E, P(E) = 1
Probability of an event with 100% surety is 1.

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Axiom 3:
For any number of mutually exclusive events E1, E2, ….,
P (E 1∪E 2∪E3…) = P (E 1) + P (E2) + P (E3) …...
In particular, for two mutually exclusive events E 1, E2
P (E 1∪E 2) = P (E 1) + P (E 2)
Some Important Theorems on Probability
From the above axioms we can now prove various theorems on probability
Theorem 1: For every event E,
0 ≤ P(E) ≤ 1,
i.e., probability lies between 0 and 1.
Theorem 2: P(Φ) = 0
i.e., the impossible event has probability zero.
Theorem 3: If EC is the complementary of E i.e. that event E will not happen, then
P(EC) = 1 – P(E)
DeMorgan’s Law
C
 i =n  i =n
1.  Ei  = Eic
 
 i =1  i =1

C
 i =n  i =n
2.  Ei  = EiC
 
 i =1  i =1

Exp.
Let E1, E2 are two events,
then
C
(E1 E2 ) = E1C E2C

E1 E2 is the event either E1 or E2 (or both).

E1C E2C is the event neither E1 nor E2.

De-Morgan’s law is often used to find the probability of neither E 1 nor E2.
Corollary:1
From Theorem 3
If EC is the complement of E, then
P(EC) = 1 – P(E)
And from De-Morgen’s theorem
C
(E1 E2 ) = E1C E2C

Combining both the results

(
P E1C )
E2C = P (E1 ( C
E2 ) ) = 1 − P (E
1 E2 )

P(neither E1 nor E2 ) = 1 − P(Either E1 or E2 )

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Theorem 4: If E = E1 ∪ E2 U E3 …. ∪ En, where E1, E2, …... En are mutually exclusive events, then
P(E) = P(E1) + P(E2) + …… + P(En) = 1
If E = S, the sample space, then
P(E1) + P(E2) + …... + P(En) = 1
Theorem 5: If A and B are any two events, then
P (E1 ∪ E2) = P(E1) + P(E2) – P (E1 ∩ E2)
If both the events are Mutually Exclusive,
Then,
P (E1 ∩ E2) = 0
Thus,
P (E1 ∪ E2) = P(E1) + P(E2)
More generally,
if E1, E2, E3 are any three events, then
P(E1 ∪ E2 ∪ E3) = P(E1) + P(E2) + P(E3) – P(E1 ∩ E2) – P(E2 ∩ E3) – P(E3 ∩ E1) + P(E1 ∩ E2 ∩ E3)
Theorem 6: If E1 & E2 are two independent events, then
P (E1 ∩ E2) = P(E1)  P(E2)
Then, P (E1 ∪ E2) = P(E1) + P(E2) – P (E1 ∩ E2)
Will converts into P (E1 ∪ E2) = P(E1) + P(E2) – P(E1)  P(E2) (for independent events)
Theorem 7: If an event E must result in the occurrence of one of the mutually exclusive events E 1,
E2, …... En, then
P(E) = P (E ∩ E1) + P (E ∩ E2) + …. + P (E ∩ En)
This is also known as Rule of total probability.
Theorem 8: Conditional Probability
Let E1 and E2 be two events such that P(E1) > 0.
The probability of E2, given that E1 has occurred denoted by P(E2/E1) and given by,
P (E1 E2 )
P (E2 | E1 ) = P(E1 )  0
P(E1 )

or P (E1 E2 ) = P(E1) P(E2 | E1)

Similarly,
P (E1 E2 )
P (E1 | E2 ) = P(E2 )  0
P(E2 )

This rule is also known as multiplication rule of probability.

• if E1 & E2 are independent events
Then, P (E1 ∩ E2) = P(E1)  P(E2)
P (E1 E2 ) P (E1 )  P(E2 )
P (E2 | E1 ) = =
P(E1 ) P(E1 )

P (E2 | E1 ) = P (E2 )

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Similarly,
P (E1 | E2 ) = P (E1 )

For any three events E 1, E2, E3,

we have
P (E1 ∩ E2 ∩ E3) = P(E1) (E2| E1) P (E3| E1 ∩ E2)
In words, the probability that E1 and E2 and E3 all occur is equal to the probability that E1 occurs
times the probability that E2 occurs given that E1 has occurred times the probability that E3 occurs
given that both E1 and E2 have occurred.
Theorem 9: Bayes’ Theorem
It is an extended form of Conditional probability.
Suppose that E1, E2, E3 ……. Em are the mutually exclusive events whose union is the sample space
and E is an event
Then, as per the Bayes’ theorem
 
P(En )  P  E 
 En 
P (En | E ) =
n
 P(Ei )  P  EEi 
i =1

In general form,
If A and B are two mutually exclusive event
P (A E) P (A E)
P ( A | E) = =
P(E) P (A E) + P (B E)

P ( A | E) =
P(A)  P E ( A) (Using theorem 8 & 9)

P(A)  P E( A ) + P(B)  P (EB)

2. PROBABILITY DISTRIBUTION

(A) Random Variables –

Suppose that to each point of a sample space we assign a number. We then have a function defined
on the sample space. This function is called a random variable or more precisely a random function.
It is usually denoted by a capital letter such as X or Y. Random variable X associated with the
outcome of an experiment which is not certain, and its value depend upon the chance.
If a random variable takes a finite set of values then it is called as Discrete random variable,
whereas when a random variable takes an infinite set of values (or any value from a continuous
range or graph) then it is called as Continuous Random variable.
Based on this, we can divide distributions also in two category-
(i) Discrete probability Distribution
(ii) Continuous probability distribution

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(B) Discrete Probability Distributions

Let X be a discrete random variable and suppose that the possible values that it can assume are
given by x1, x2, x3, . . ., arranged in some order.
These values are assumed with probabilities given by
P (X = xk) = f(xk) where k = 1, 2, ... …. (1)
It is convenient to introduce the probability function, also referred to as probability distribution,
given by
P (X = x) = f(x)
For x = xk, this reduces to (1) while for other values of x, f(x) = 0.
The properties of discrete probability distribution are
(i) P(xi )  0 for all values of i

(ii)  P(xi ) = 1
(iii) Mean of Random variable, μ (or E)

E(x) =μ =  xiP(xi )

It is also called expected value (Expectation) or average value of random variable.

(iv) Variance of Random variable, V (σ2)
2
2 = V(x) =  ( xi −  ) P(xi )

As we know

 P(xi ) = 1 , μ =  xiP(xi )
2 =  xi2P(xi ) − 2
(v) Standard deviation, σ (SD) – it is square root of the variance. It is the measure of variation
amongst data.
Types of Discrete distributions are
(i) Binomial Distribution
(ii) Poisson distribution
(iii) Geometric distribution
(C) Continuous Random Variables
A non-discrete random variable X is said to be continuous, or simply continuous, if its distribution
function may be represented as
x
F(x) = P (X  x) = − f ( x ) dx (– < x < )

where the function f(x) has the properties

1. f(x)  0

2. −  f ( x ) dx = 1

3. E(X) = −  xf ( x ) dx
2
4. V(X) = E(x2 ) − (E(x))

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2
   
−  x f ( x ) dx −  −  xf (x ) dx 
2
V(X) =

It follows from the above that if X is a continuous random variable, then the probability that X takes
on any one value is zero.
Whereas the interval probability that X lies between two different values, say, a and b, is given by
b
P(a  X  b) = a f ( x ) dx
b
P(a  X  b) = P(a  X  b) = P(a  X  b) = P(a  X  b) = a f (x ) dx
Some examples of continuous distribution area as follows
(i). Normal Distribution
(ii). Exponential Distribution
(iii). Uniform Distribution
D) Properties of Expectation and Variance:
If x1 and x2 are two random variance and a and b are constants,
E (ax1 + b) = a E(x1) + b
V (ax1 + b) = a2 V(x1)
E (ax1 + bx2) = a E(x1) + b E(x2)
V (ax1 + bx2) = a2V(x1) + b2V(x2) + 2ab Cov(x1, x2)
Where Cov (x1, x2) represents the covariance between x1 and x2, which is the ratio of standard
deviation and mean.
If x1 and x2 are independent, then Cov(x1, x2) = 0
Hence, above formula reduces to
V (ax1 + bx2) = a2V(x1) + b2V(x2)
If x1 and x2 are independent, then
E (x1  x2) = E (x1)  E (x2)
Binomial Distribution –
Suppose that we have an experiment such as tossing a coin or rolling a die repeatedly or choosing a
marble from an urn repeatedly. Each toss or selection is called a trial. In any single trial there will be
a probability associated with a particular event such as head on the coin, 4 on the die, or selection
of a particular colour of marble.
In some case this probability will not change from one trial to the next (as in tossing a coin or die).
Such trials are then said to be independent and are often called Bernoulli trials.
Let p be the probability that an event will happen in any single Bernoulli trial (called the probability
of success). Then q = 1 – p is the probability that the event will fail to happen in any single trial
(called the probability of failure). The probability that the event will happen exactly x times in n
trials (i.e., x times successes and (n – x) times failures will occur) is given by the probability
function
n!
F(x) = P (X = x) = nC pxqn− x = pxqn− x
x x! (n − x ) !

where,
the random variable X denotes the number of successes in n trials and x = 0, 1, . . .. n.

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Case – 1
When p = q,

F(x) = P (X = x) = nC pxqn− x = nC pxpn− x = nC pn

x x x

some assumptions are made by Bernoulli before reaching the conclusion

1. There is only 2 outcomes are possible, success or failure.
2. Probability of success (p) and probability of failure q remains same from trial to trial.
3. The trials event are independent. i.e., The outcome of one trial does not affect the subsequent
trials.
Some Properties of the Binomial Distribution

Mean/ Expected value μ = np

Variance σ2 = npq
Standard deviation σ= npq

Poisson’s Distribution –
Let X be a discrete random variable that can take on the values 0, 1, 2, . . . such that the probability
function of X is given by
x e−
F(x) = P (X = x) = where, x = 0, 1, 2…….
x!
where (>0) is a given positive constant. This distribution is called the Poisson distribution and a
random variable having this distribution is said to be Poisson distributed.
Some Properties of the Poisson Distribution

Mean/ Expected value =

Variance 2 = 
Standard deviation = 

From the table, we can see that expected value and variance is same for Poisson’s distribution.
Geometric distribution –
Consider repeated trial of Bernoulli experiment with probability of success p, and failure q=(1-p). If
the experiment is repeated until success is not achieved, then the distribution of variable is given by
geometric distribution.
If experiment is performed “k” times, then experiment must be failed in ‘k-1’ times.
Then probability of success is given by
P(X = k) = pqk −1
Some Properties of the Geometric Distribution
1
Mean/ Expected value =
p
q
Variance 2 =
p2
q
Standard deviation =
p2

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Normal Distribution:
One of the most important examples of a continuous probability distribution is the normal
distribution, some-times called the Gaussian distribution.
The density function for this distribution is given by
2
− ( x − )
1 22
f(x) = e where, –  < x < 
 2
where  and  are the mean and standard deviation, respectively.
Standard normal distribution –
If we replace μ = 0 & σ = 1 then normal distribution will reduce to standard normal distribution.
In such cases the density function for Z will be reduced to
1 2
f(Z) = e−z 2
2
This is often referred to as the standard normal density function.
The corresponding distribution function is given by
1 z −u2 2 1 1 z −u2 2
F(z) = P (Z  z) =
2
−  e du =
2
+
2
0 e du

Z be the standardized variable corresponding to X, i.e.

X−
Z=

A graph of the density function sometimes called the standard normal curve, is shown in figure. It is
a bell-shaped curve which is symmetric about mean and area under the curve is equal to 1 unit.

In this graph we have indicated the areas within 1, 2, and 3 standard deviations of the mean (i.e.,
between z = – 1 and + 1, z = –2 and +2, z = –3 and +3) as equal, respectively, to 68.27%,
95.45% and 99.73% of the total area, which is 1.
This means,
P (– 1  Z  1) = 0.6827 = 68.27%
P (– 2  Z  2) = 0.9545 = 95.45%

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P (– 3  Z  3) = 0.9973 = 99.73%
Exponential Distribution:
It is a continuous random variable whose density function is given by

e–x if x  0
f (x) = 
 0 x less than zero

Its probability distribution function will be given as,

k
F(x) = P(x  k) =  e–x dx where k  0
0

F(x) = P(x  k) = 1 − e–k

1
Mean, µ =

1
V ar iance, 2 =
2
1
S tan dard deviation,  =

Continuous Uniform Distribution
In general, we say that X is a uniform random variable on the interval (a, b). If its probability
density function is given by:

 1
 if     
f(x) =   − 
0 otherwise

The distribution given by above density function is uniform distribution.
Since f(x) is a constant, all values of x between α and  are equally likely (uniform).

Graphical Representation:

For Discrete Uniform Distribution:



Mean = E[x] =  x.f(x)dx




1
 −  
= xdx

+
=
2

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+
E(x) =  =
2


Variance = V(X) =  x2f(x)dx



( − )2
Or 2 = V(X) =
12

3. STATISTICS

(i) Introduction
Statistics deals with the method of collection, classification, and analysis of numerical data for
drawing valid conclusion and making reasonable decision. It is a branch of mathematics which gives
us the tools to deal with large quantities of data.
In this method of calculation, we find a representative value for the given data. This value is called
the measure of central tendency.
(i) mean (arithmetic mean)
(ii) median
(iii) mode
These are the three measures of central tendency
Measure of central tendency indicates an average value of given data.
But the measures of central tendency are not sufficient to give complete information about a given
data. Variability is another factor which is required to be studied under statistics.
Like ‘measures of central tendency’ a single number is assigned to describe variability of the data.
This single number is called a ‘measure of dispersion.
(i) Standard deviation
(ii) Variance
(iii) Coefficient of Variation
(iv) Range
‘Measures of Dispersion’ denotes the scattering of the data from a fixed point and that fixed point is
measure of central tendency. It tells about how data is closely packed around the central mean
value
Arithmetic Mean
Arithmetic Mean for Raw Data
Arithmetic mean is simply the average of the given data that is ratio of sum of the data or
observation divided by total number of observations.
If X1, X2, X3…………Xn are the observations
Then arithmetic mean will be given as
X1 + X2 + X3 + ..... + Xn
Mean =
n
It is denoted by X

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Thus, it can also be written as,

x=
x
n
x - arithmetic mean
x - refers to the value of an observation
n - number of observations.
The Arithmetic Mean for Grouped Data (Frequency Distribution)
if x1, x2, …… xn are observations with respective frequencies f1, f2… ….,fn then this means observation
x1 occurs f1 times, x2 occurs f2 times, and so on, then mean of the data will be given as
f1X1 + f2X2 + f3X3 + ..... + fnXn
Mean, X =
f1 + f2 + f3 + ....... + fn
This formula can be rewritten as

x=
 (f.x)
f

3.2. Median-
Median is the positional average of the given data, i.e. of we arrange the data in ascending or
descending order than the middle term will be the median of the given set of data.
So, we can say that,
For median, it is the 'number of values’ greater than the median which balances against the ‘number
of values’ of less than the median
Median for Raw Data
In general, if we have n values of x, they can be arranged in ascending order as:
x1 < x2 < …. < Xn
Suppose n is odd, then
th
N+1
Median = value
2
That is if we arrange data in ascending order, then middle term will be median of the given data.
However, if n is even, we have two middle points
th th
n n 
 2  value +  2 + 1  value
Median =    
2
That is if we arrange data in ascending order, then mean of the two middle term will be median of
the given data.
Median for Grouped Data
1. Identify the median class which contains the middle observation

  N + 1 th 
  observation 
 2  
 

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This can be done by observing the first class in which the cumulation frequency is equal to or more
N+1
than . Here. N =  f = total number of observations.
2

2. Calculate Median as follows:

 N + 1 
  2  − (f + 1) 
Median = L +     h
 fm 
 
 
Where,
L = Lower limit of median class
N = Total number of data items = f
f = Cumulative frequency of the class immediately preceding the median class
fm = Frequency of median class
h = difference between upper limit and lower limit of median class
3.3. Mode –
Mode is defined as the value of the variable which occurs most frequently i.e. the value of maximum
frequency.
Mode for Raw Data
In a raw data, most frequently occurring data is mode of that data.
Suppose in a given set of data,
X1 occurs n1 times, X2 occurs n2 times, X3 occurs n3 times………, Xn occurs nn
And n1 > n2 > n3 >………> nn
Then occurrence of X1 is highest, thus mode of the given data will be X1.
If there is more than one data which having same & highest frequency, then each of them is a
mode.
Thus, we have Unimodal (single mode), Bimodal (two modes) and Trimodal (three modes) data
sets.
Mode for Grouped Data
Mode is that value of x for which the frequency is maximum.
In a grouped frequency distribution, it is not possible to determine the mode by looking at the
frequencies. Here, we can only locate a class with the maximum frequency, called the modal class.
The mode is a value inside the modal class, and is given by the formula:

f1 − f0
Mode = L + h
2f1 − f0 − f2
Where,
L = Lower limit of the modal class
f0 = Largest frequency (frequency of Modal Class)

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f1 = Largest Frequency in the class preceding the modal class

f2 = Frequency of the class succeeding to the modal class
h = Width
Properties of Mean, Mode & Median -
In symmetrical distribution, mean, mode & median coincides, but for an unsymmetrical distribution
all are different and related by an empirical formula
Empirical mode = 3 (median) –2 (mean)
Skewness - Skewness measure the degree of asymmetry.
There are three types of frequency distributions.
Depending upon the asymmetry, distribution curve can be of 3 types.
(i) Positively skewed distribution
(ii) Symmetric distribution
(iii) Negatively skewed distribution
In positively skewed distribution, frequency curve has longer tail to the right i.e. mean is to the right
of the mode.
Mode  Median  Mean

In negatively skewed distribution, frequency curve has longer tail to the left i.e. mean is to the left
of the mode.
Mean  Median  Mode

In symmetric distribution, mean, mode & median coincides.

Mean = Median = Mode

Standard Deviation and Variance

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Standard Deviation is a measure of dispersion or variation amongst data. Deviation of an

observation x from a fixed value ‘a’ is the difference (x – a) & the absolute values of these
differences are the mean deviation.
But there is possibility that some dispersion comes out positive and some comes out negative, which
may cancel each other and results in zero deviation (zero error).
So, to eliminate this, instead of calculating mean deviation, we may square each deviation and
obtain the arithmetic mean of squared deviations. This gives us the 'variance' of the values. The
positive square root of the variance is called the 'Standard Deviation' of the given values.
If the values tend to be concentrated near the mean, the variance is small; while if the values tend
to be distributed far from the mean, the variance is large. The situation is indicated graphically in
Figure. For the case of two continuous distributions having the same mean .

Comparison of standard deviation of two continuous graph

Standard Deviation for Raw Data
Suppose x1, x2….xn are n values of the x,
Then, arithmetic mean will be given as

x=
x i

n
then, x1 − x, x2 − x, x3 − x....xn − x are the deviations of the values of x from x .
Then Variance of these data will be given as
2
 (x − x) 1 2
2
= i

n
=
n
x
i
2
−x

Which can also be written as

2
n xi2 − ( xi )2
 =
n2
The above expression represents the variance whereas square root of the variance will give the
standard deviation.
Variance is represented by σ2 whereas standard deviation is represented by σ.

=+
 (x i − x)2
=
x i
2
− x2
=
n xi2 − ( xi )2
n n n2
Standard deviation of the combination of two groups –
If m1, σ1 are the mean & standard deviation of a sample size of n 1 and m2, σ2 are the mean &
standard deviation of a sample size of n 2

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Then, mean, m & standard deviation, σ of combined sample size n 1 + n2 is given by

(n1 + n2 ) 2 = n112 + n222 + n1D12 + n2D22

where,D1 = m1 − m

D2 = m2 − m
m is mean of the combined data which can be calculated as

n1x1 + n2x2
mean,m = x =
n1 + n2
Coefficient of Variation
The ratio of standard deviation to mean is known as coefficient of variation.
The standard deviation is an absolute measure of dispersion and hence cannot be used for
comparing variability of 2 data sets with different means. Thus, a new variable is introduced which
can compare the variation between the two groups with different mean.
Therefore, such comparisons are done by using a relative measure of dispersion called coefficient of
variation (CV).

Coefficient of var iation,CV =

where  is the standard deviation and μ is the mean of the data set
CV is often represented as a percentage,

CV% =  100

When comparing data sets, the data set with larger value of CV% is more variable (less consistent)
as compared to a data set with lesser value of CV%.

4. CORRELATION

Correlation is the method to examine relation between two variables.

When the changes in one variable are associated or followed by changes in the other, is called
correlation. Such a data connecting two variables is called bivariate population.
If an increase (or decrease) in the values of one variable corresponds to an increase (or decrease) in
the other, the correlation is said to be positive. i.e. Variables moves in same direction.
If the increase (or decrease) in one corresponds to the decrease (or increase) in the other, the
correlation is said to be negative. i.e. Variables moves in opposite direction.
If there is no relationship indicated between the variables, they are said to be independent or
uncorrelated.
If x1, x2, x3…………xn are the ‘n’ observations of ‘x’ & y1, y2, y3…………yn are the ‘n’ observations of y
Then, arithmetic mean is given as

x=
x , y=
y
n n

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Their standard deviation is given as

x = +
 (x i − x)2
=
xi
2
− x2
=
n xi2 − ( xi )2
n n n2

y = +
 (y i − y)2
=
yi
2
− y2
=
n yi2 − ( yi )2
n n n2
Then,
Covariance of x, y is defined as

Cov(x, y) =
 (x − x)(y − y)
n
The sign of covariance between x and y determines the sign of the correlation coefficient. The
standard deviations are always positive. If the covariance is zero, the correlation coefficient is
always zero
And coefficient of correlation denoted by ‘r’ & defined as

r=
 (x − x)(y − y)
n x y

By putting the 1st value of standard deviation

We can get,

r=
 (x − x)(y − y)
 (x − x)2   (y − y)2
Which can also be rewritten as
n xy −  x y
r=
n x2 − (  x )  n y2 − (  y )
2 2

Properties of Correlation Coefficient -

• A negative value of r indicates an inverse relation. A change in one variable is associated with
change in the other variable in the opposite direction.
• If r is positive the two variables move in the same direction.
• The value of the correlation coefficient lies between minus one and plus one, –1 ≤ r ≤1. If, in any
exercise, the value of r is outside this range it indicates error in calculation.
• If r = 0, the two variables are uncorrelated.
There is no linear relation between them. However other types of relation may be there.
• If r = 1 or r = –1 the correlation is perfect and there is exact linear relation.
• A high value of r indicates strong linear relationship. Its value is said to be high when it is close to
+1 or –1.
• A low value of r (close to zero) indicates a weak linear relation.

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5. LINES OF REGRESSION

When comparing two different variables, two questions come to mind: “Is there a relationship
between two variables?” and “How strong is that relationship?” These questions can be answered
using regression and correlation. Regression answers whether there is a relationship and correlation
answers how strong the linear relationship is.
It frequently happens that the dots of the scatter diagram generally, tend to cluster along a well-
defined direction which suggests a linear relationship between the variables x and y. Such a line of
best fit for the gives distribution of dots is called the line of regression.

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There are two such lines, one giving the best possible mean values of y for each 8pecified value of x
and the other giving the best possible mean values of x for given values of y. The former is known
as the line of regression of y on x and the latter as the line of regression of x on y.
Consider first the line of regression of y on x.
Let the straight line satisfying the general trend of n dots in a scatter diagram be
y = a + bx
y = na + bx

1 1
y = a + b .  x
n n
y = a + bx …. (1)
y = a + bx
xy = ax +bx2

xy = ax + bx2 …... (2)

This shows that ( x, y ), i.e., the means of x and y, lie on (1).

Shifting the origin to ( x, y ),

Thus replacing, x from x − x , y from y − y

Thus, equation will become,

 (x − x) (y − y) = a (x − x) + b(x − x)2 ,

but a (x − x) = a x − a x

x 
x=
n
 x = nx,
 x = x1 = nx
a (x − x) = anx − anx = 0

 (x − x) (y − y)  (x − x) (y − y) y  XY 
 b= 2
== =r  r = 
 (x − x) n2x x  nx y 

y
Thus, the line of best fit becomes y−y =r (x − x )
x
which is the equation of the line of regression of y on x.
Its slope is called the regression coefficient of y on x.
Interchanging x and y, we find that the line of regression of x on y is
x
x−x =r (y − y )
y

Thus, the regression coefficient of y on x = ry x

and the regression coefficient of x on y = rx y

Note - The correlation coefficient r is the geometric mean between the two regression coefficients.
y x
For r r = r2 .
x y

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6. SAMPLING THEORY

A small section selected from the population is called a sample and the process of drawing sample is
called sampling.
It is essential that a sample must be a random selection so that each member of the population has
the same chance of being included in the sample. Thus, the fundamental assumption underlying
theory of sampling is Random sampling.
A special case of random sampling in which each event has the same probability, P of success and
the chance of success of different events are independent whether previous trials have been made
or not, is known as simple sampling.
Objectives of sampling –
Sampling aims at gathering the maximum information about the populations with the minimum
effort, cost and time. The logic of the sampling theory is the logic of induction in which we pass from
a particular (sample) to general (population).
Sampling distribution
Consider all possible samples of size n which can be drawn. from a given population at random. For
each sample, we can compute the mean. The means of the samples will not be identical. If we group
these different means according to their frequencies, the frequency distribution so formed is known
as sampling distribution of the mean.
Similarly, we can have sampling distribution of the standard deviation etc.
While drawing each sample, we put back the previous sample so that the parent population remains
the same. This is called sampling with replacement and all the subsequent formulae will pertain to
sampling with replacement.
Standard error. The standard deviation of the sampling distribution is called the standard error
(S.E.).
Similarly, the standard error of the sampling distribution of means is called standard error of means.
The standard error is used to assess the difference between the expected and observed values.
The reciprocal of the standard error is called precision.
If n  30, a sample is called large otherwise small. The sampling distribution of large samples is
assumed to be normal.
Testing a hypothesis -
To reach decisions about populations on the basis of sample information, we make certain
assumptions about the populations involved. Such assumptions, which may or may not be true, are
called statistical hypothesis.
By testing a hypothesis is meant a process for deciding whether to accept or reject the hypothesis or
we can say it is the process of cross checking our assumption whether it is correct or not.
The method consists in assuming the hypothesis as correct and then computing the probability of
getting the observed sample. If this probability is less than a certain preassigned value, the
hypothesis is rejected.

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Errors -
If a hypothesis is rejected while it should have been accepted, we say that a Type I error has been
committed.
On the other hand, if a hypothesis is accepted while it should have been rejected, we say that Type
II error has been made.
The statistical testing of hypothesis aims at limiting the Type I error to a press signed value (upto
5%) and to minimize the Type II error. The only way to reduce both types of errors is by increasing
the sample size so that more accurate prediction can be made but increasing the sample size is
always not possible.
Null hypothesis –
The hypothesis formulated for the sake of rejecting it, under the assumption that it is true. is called
the null hypothesis and is denoted by Ho. To test whether one procedure is better than another, we
assume that there is no difference between the procedures. Similarly, to test whether there is a
relationship between two variates, we take Ho that there is no relationship. By accepting a null
hypothesis, we mean that on the basis of the statistic calculated from the sample, we do not reject
the hypothesis. It however, does not imply that the hypothesis is proved to be true. Nor its rejection
implies that it is disproved.
Level of significance –
The probability level below which we reject the hypothesis is known as level of significance.
The region in which a sample value falling is rejected then this region is known as critical region.
Generally, it is taken as 5% (2.5% on each side) of the normal curve or 95% of which inside the
acceptance region.
Simple sampling of attributes –
Sampling of attributes may be regarded as the selection of sample from a population whose
members possesses the attribute K.
The presence of K may be called as success.
Suppose we draw a simple sample of n items.
Since this follows normal distribution
Thus, its mean will be
m =  = np
And standard deviation will be

 = npq
Where p & q are the probability of success & failure respectively & n is the sample size.
If we consider the proportion of successes,
Then,
np
(i) mean proportion of success, =p
n

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p q pq
(ii) standard error of the proportion of success, n  =
n n n
(iii) Precision of the proportions of success = reciprocal of standard error of the proportion of

n
success,
pq

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CHAPTER 8: TRANSFORM THEORY

1. LAPLACE TRANSFORM:

1.1. The Bilateral or Two-Sided Laplace Transform

The bilateral or two-sided Laplace transform of a continuous-time signal x(t) is defined as

X(s) = L{x(t)} =  x(t)e–st dt
–
1.2. The Unilateral Laplace Transform
The Laplace transform for causal signals and systems is referred to as the unilateral Laplace
transform and is defined as follows:

–st
X(s) = L{x(t)} =  x(t)e dt
0
Comparison table for unilateral and bilateral Laplace transform:

Bilateral LT Unilateral LT
 

 x(t)e− st dt = LT[x(t)] 1. X ( s ) =  x(t)e

− st
dt = ULT[x(t)] \
1. X(s) − 0−

2. Limits of integration: − to +  2. Limits of integration: 0 to 

−

3. No need to specify ROC (ROC must

3. ROC is must
always be RHS of s- plane)

4. BLT is unique if ROC is specified 4.ULT is unique

5. Handles both causal and non-causal

5.Handles only causal systems
systems

1.3 THE EXISTENCE OF LAPLACE TRANSFORM

The bilateral Laplace transform of a signal x(t) exists if the following integral converges (i.e. finite)

X(s) =  x(t)e–st dt
–

Substituting s = σ + jω in above equation


X(s) =  x(t)e–(+ j)t dt
–


x(t)e–t  e–jt dt
=   
–

The above integral converges if


–t
 | x(t)e | dt  
–

Hence, the Laplace transform of x(t) exists if x(t) e–σt is absolutely integrable.

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1.4. REGION OF CONVERGENCE

Laplace transform of x(t) i.e. X(s) exists if

–t
 | x(t)e | dt  
–

The range of values of σ (i.e. real part of s) for which the Laplace transform converges is known as

Region of Convergence (ROC).

1.5. Laplace Transform of Some Basic Function

Laplace Transform

S. No. CT signal x(t) x(t)e–st dt ROC
X(s) = 
–

1. δ(t) 1 Entire s-plane

1
2. u(t) Re{s} > 0
s
1
3. u(t) – u(t –a) (1 – e–as ) Re{s} > 0
s
1
4. e–at u(t) Re {s} > – a
a+s
1
5. t u(t) Re {s} > 0
s2
n!
6. t nu(t) Re {s} > 0
sn + 1
1
7. te–at u(t) Re {s} > – a
(a + s)2
n!
8. tne–at u(t) Re {s} > – a
(a + s)n+1
s
9. cos(ω0t)u(t) Re{s} > a
20 + s2

10. sin(ω0t)u(t) Re {s} > 0
20 + s2
(220 + s2 )
11. x(t) = cos2(ω0t)u(t) Re {s} > 0
s(420 + s2 )
220
12. x(t) = sin2(ω0t) u(t) Re {s} > 0
s(420 + s2 )
a+s
13. x(t) = exp (–at) cos(ω0t) u(t) Re {s} > – a
(a + s)2 + 20
w0
14. x(t)=exp(–at) sin(ω0t) u(t) (a + s)2 + w20 Re {s} > – a

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1.6. Properties of Laplace Transform

S.N. Property Time function x(t) ROC

L
1. Linearity ax1(t) + bx2(t) ⎯⎯
→ aX1(s) + bX2(s) At least R1 ∩ R2

L 1 s
2. Time scaling x(at) ⎯⎯
→ X aRx
a  a 

L −st0
3. Time shifting x(t − t0 ) ⎯⎯
→e X(s) Rx

s0t L
4. Frequency shifting e x(t) ⎯⎯ → X(s − s0 ) Rx + Re(s0)

dx(t) L
5. Time differentiation ⎯⎯ → sX(s) − x(0) Rx
dt

t L X(s)
6. time integration 0 x()d ⎯⎯→ s
R ∩ Re(s) >0

L dX(s)
7. s-domain differentiation −tx(t) ⎯⎯
→ Rx
ds

L
8. Conjugation x*(t) ⎯⎯
→ X*(s*) Rx

L
9. Time convolution x1(t) * x2(t) ⎯⎯
→ X1(s)X2(s) atleast R1 ∩ R2

L 1
10. s-domain convolution x1(t)x2 (t) ⎯⎯
→ X (s) * X2 (s) atleast R1 ∩ R2
2j  1

11. Initial value theorem x(0+ ) = lim x(t) = lim sX(s)

t →0+ s →

12. Final value theorem x() = lim x(t) = lim sX(s)

t → s →0

L
13. Time Reversal x(−t) ⎯⎯
→ X(−s) –Rx

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1.7. IMPULSE RESPONSE AND TRANSFER FUNCTION

L L
→ X(s) is the input and y(t) ⎯⎯
Let x(t) ⎯⎯ → Y(s) is the output of an LTI continuous time system
L
having impulse response h(t) ⎯⎯
→ H(s) . The response y(t) of the continuous time system is given
by convolution integral of input and impulse response as

y(t) = x(t) * h(t) =  x()h(t – )d
–

Using convolution property of Laplace transform the above equation can be written as.
Y(s) = X (s) H (s)
Y(s)
Thus H(s) =
X(s)
Where, H(s) defined as the transfer function of the system. It is the Laplace transform of the
impulse response.
Impulse response is
 Y(s) 
h(t) = L–1{H(s)} = L–1  
 X(s) 

2. FOURIER TRANSFORM:

2.1. Fourier Transform

Fourier transform is a transformation technique which transforms non-periodic signals from the
continuous-time domain to the corresponding frequency domain. The Fourier transform of a
continuous-time non periodic signal x (t ) is defined as

X ( j ) = F  x (t ) =  x (t ) e− j t dt
−

If the frequency is represented in terms of cyclic frequency f (in Hz), then the above equation is
written as

X ( jf ) =  x (t ) e− j 2 ft dt
−

2.2. Existence of Fourier Transform

Dirichlet Conditions
(i) x (t ) is absolutely integrable. That is,

 x (t ) dt  
−

(ii) x (t ) has a finite number of maxima and minima and a finite number of discontinuities within
any finite interval.

2.3. MAGNITUDE AND PHASE SPECTRA

The Fourier transform X ( j ) of a signal x (t ) is in general, complex form can be expressed as

X ( j ) = X ( j ) X ( j )

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The plot of X ( j ) versus  is called magnitude spectrum of x(t) and the plot of X ( j ) versus  is
called phase spectrum. The amplitude (magnitude) and phase spectra are together called Fourier
spectrum which is nothing but frequency response of X ( j ) for the frequency range −     .

2.4. Inverse Fourier Transform

The inverse Fourier transform of X ( j ) is given as
1 
x (t ) = x ( j  ) e j t d 
2 −
2.5. Fourier Transform of Some Basic Signals

S. No. Time Domain x (t ) Fourier Transform X ( j )

1. 1 2 ( )

2.  (t ) 1
1
3. u (t )  ( ) +
j
1
4. e −at u (t )
a + j
2a
5. e
−a t

a2 +  2
1
6. te −at u ( t )
(a + j )
2

n!
7. t ne− at u (t )
(a + j )
n +1

1 t 0 2
8. sgn (t ) = {
−1 t 0 j
9. e jot 2 ( − 0 )

10. cos (0t )   ( − 0 ) +  ( + 0 )


11. sin (0t )  ( − 0 ) −  ( + 0 ) 
j
a + j
12. e− at cos (0t ) u (t )
(a + j ) + 02
2

0
13. e− at sin (0t ) u (t )
(a + j ) + 02
2

t  1 t  /2   
14. rect   = {  sin c  
  0 t  /2  2 

W  Wt     1  W
15. sin c   rect   ={
     2W  0  W
 t
 t  1 − t 
  =     
16.     sin c2  
0 Otherwise  2 

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 
17.   (t − kT )
k =−
0 0   ( − m )
m =−
0

18.
2
/2 2 2
2 /2
e−t  2 e−

2.6. Properties of Fourier Transform

S. No. Properly Time Signal x(t) Fourier Transform X(j  )

1. Linearity ax1(t) + bx2(t) aX1(j  ) + bX2(j  )

2. Time Shifting X(t – t0) e-j  t0 X(j  )

3. Conjugation X*(t) X*(-j  )

1  
4. Time Scaling X(at) Xj 
|a|  a 

d n x(t )
5. Differentiation in time (j  )n X(j  )
dt n
d X ( j )
6. Differentiation in frequency domain t x(t) j
d
t
1
7. Time Integration  x ( )d X ( j ) +  X ( 0 )  ( )
−
j

8. Frequency Shifting X(t) ej  t X[j(  -  0)]

9. Duality X(t) 2 x ( − j )

10. Time convolution X(t)*h(t) X(j  ) H(j  )

1
11. Frequency Convolution x1(t)x2(t) [ X1 ( j ) * X 2 ( j )]
2
 
1
Ex =  | x (t ) | Ex =  | X ( j ) | d
2 2
12. Parseval’s theorem dt
−
2 −

13. Time reversal X(-t) X(-j  )

3. Z-TRANSFORM:
3.1. The Bilateral or Two-sided Z-transform
The z-transform of a discrete time sequence x[n], is defined as

X ( z ) =   x  n  =  x n z −n

n =−

3.2. The unilateral or One-sided z-transform

The z-transform for causal signals and systems is referred to as the unilateral z-transform. For a
causal sequence

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z[n] = 0, for n < 0

Therefore, the unilateral z-transform is defined as

X ( z ) =  x[n]z − n
n =0

3.3. EXISTENCE OF Z-TRANSFORM

For existence of z-transform
|X(z)| < ∞


 x[n]r
n =−
−n


3.4. Standard Z-Transforms with their respective ROCs:

S.No. DT sequence x[n] z-transform ROC

1. δ[n] 1 Entire z-plane

Entire z-plane except

2. δ [n – n0] Z–n0
z=0
1 z
3. u[n] = |z| > 1
–1 z –1
1– z
1 z
4. αnu[n] = |z| > |α|
–1 z–
1 – z
z–1 z
5. αn–1u[n – 1] = |z| > |α|
–1 z–
1 – z
z–1 z
=
6. nu[n] |z| > 1
(1 – z )
2
–1 ( z – 1)2
z–1 z
=
7. nα u[n]
n
|z| > α
(1 – z )
2
–1 ( z –  )2
1 – z–1 cos 0
or
1 – 2z–1 cos 0 + z–2
8. cos (Ω0n) u[n] |z| > 1
z z – cos 0 
z2 – 2z cos 0 + 1
z–1 sin 0
or
1 – 2z–1 cos 0 + z–2
9. sin(Ω0n) u[n] |z| > 1
z sin 0
z2 – 2z cos 0 + 1
1 – z–1 cos 0
or
1 – 2z–1 cos 0 + 2z–2
10. αn cos(Ω0n)u[n] |z| > |α|
z z –  cos 0 
z2 – 2z cos 0 + 2

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z–1 sin 0
or
1 – 2z–1 cos  0 + 2z–2
11. αn sin(Ω0n) u[n] |z| > α
z sin 0
z2 – 2z cos 0 + 2
A + Bz–1
or
r αnsin (Ω0n + θ) 1 + 2z–1 + 2z–2
12. |z| ≤ |α|(n)
u[n] with α ϵ R z ( Az + B )
z2 + 2z + 2
3.5. Properties of Z-Transform

Properties Time domain z-transform ROC

Linearity ax1[n] + bx2[n] aX1(z) + bX2(z) at least R1 ∩ R2

−n0 Rx except for the

Time shifting x[n – n0] Z X(z)
possible deletion or
(bilateral or non-
addition of z = 0 or z
causal) x[n + n0] n
Z 0 X(z) =∞

 n0 
x[n – n0] z
−n0
 X(z) +  x  −m zm 
  Rx except for the
Time shifting  m =1 
possible deletion or
(unilateral or
addition of z = 0 or z
causal)  n0 −1  =∞
x[n + n0] z
n0
 X(z) −  x m z−m 
 
 m =1 

1
Time reversal x[–n] X  1/Rx
z

Differentiation in z dX(z)
nx[n] −z Rx
domain dz

z
Scaling in z domain anx[n] X  a Rx
 a

Time scaling
xk [n] = x[n/k] X(zk) (Rx)1/k
(expansion)

Rx, except for the

Time differencing x[n] – x[n – 1] (1 – z–1) X(z)
possible deletion of
the origin

Time convolution x1[n] * x2[n] X1(z)X2(z) at least R1 ∩ R2

Conjugations x*[n] X*(z*) Rx

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Initial-value x[0] = lim X(z) provided x[n] = 0 for

theorem z → n<0

x[∞]

Final-value = lim x(n)

n→ provided x[∞] exists
theorem
= lim(z − 1)X(z)
x →1

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