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EE2090 – Basic Engineering Mathematics Assoc. Prof. M. Adams Room : S2.2-B2-23 Extn : 4361 Email : [email protected] TOPICS 1. Multiple Integrals 2. Infinite Sequences & Series 3. Vectors 4. Introduction to Laplace Transforms EE2090 – Basic Engineering Mathematics slide-1

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EE2090 – Basic EngineeringMathematics

Assoc. Prof. M. AdamsRoom : S2.2-B2-23

Extn : 4361Email : [email protected]

TOPICS

1. Multiple Integrals

2. Infinite Sequences & Series

3. Vectors

4. Introduction to Laplace Transforms

EE2090 – Basic Engineering Mathematicsslide-1

Recommended Text Books

Text:

1. Gerald L. Bradley & K.J. Smith, “Calculus”, 3rd Edition, Prentice

Hall.

2. Erwin Kreyzig, “Advanced Engineering Mathematics, 8th Edition,

John Wiley, 1999.

EE2090 – Basic Engineering Mathematicsslide-2

Course Contents

Multiple Integrals

1. Double Integrals

(a) Regions of Integration

(b) Iterated Integrals

(c) Double Integrals in Polar Coordinates

2. Triple Integrals

Infinite Sequences & Series

1. Sequences and Series

2. Convergence and Tests for Convergence

Vectors

1. Vectors in the Plane

2. Dot and Cross product

3. Lines and Planes in Space

4. Vector Methods for Measuring Distance in R3

EE2090 – Basic Engineering Mathematicsslide-3

Course Contents

Laplace Transforms

1. Definition

(a) Linearity

(b) Inverse Laplace Transform

2. Properties of Laplace Transforms

(a) Differentiation

(b) Integration

(c) Shifting on the s-axis

(d) Shifting on the t-axis

EE2090 – Basic Engineering Mathematicsslide-4

EE2090 2004/05

MULTIPLE INTEGRALS

We shall examine

• Double Integrals, and

• Triple Integrals

First, the Double Integrals

The Double Integral of f over the region R is

4

EE2090 2004/05∫ ∫R

f(x, y)dA = limm,n→∞

m∑i=1

n∑j=1

f(x∗ij, y∗ij)∆A

if this limit exists.

To understand this, let’s review the familiar Definite Integral:

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If f(x) is defined for a ≤ x ≤ b, then

b∫a

f(x)dx = limn→∞

n∑i=1

f(x∗i )∆x

• Divide interval [a, b] into n subintervals [xi−1, xi];

• ∆x = (b− a)/n;

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• x∗i are sample points in the subintervals;

• Riemann sum is

n∑i=1

f(x∗i )∆x

• Taking the limit of such sum as n → ∞ to obtain the definite

integral of f from a to b !

• The integral represents the area under the curve y = f(x) from

a to b

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Volumes and Double Integrals

In a similar manner, we consider:

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• A function f of two variables defined on a closed rectangle

R = [a, b]× [c, d] = {(x, y) ∈ <2 | a ≤ x ≤ b, c ≤ y ≤ d}

• The graph of f is a surface, z = f(x, y);

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• Let S be the solid that lies above R and under the graph of f :

S = {(x, y, z) ∈ <3 | 0 ≤ z ≤ f(x, y), (x, y) ∈ R}

• Divide the rectangle R into m× n subrectangles;

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• ∆x = (b− a)/m and ∆y = (d− c)/n;

• Area of subrectangle Rij is ∆A = ∆x∆y;

• Choose a sample point (x∗ij, y∗ij) in each Rij;

• Volume of the thin column with base Rij and height f(x∗ij, y∗ij) is

f(x∗ij, y∗ij)∆A

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• Summing all such volumes, we obtain an approximation to the

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total volume of S as

V ≈m∑

i=1

n∑j=1

f(x∗ij, y∗ij)∆A

• Note thatm∑

i=1

n∑j=1

f(x∗ij, y∗ij)∆A is called the double Riemann

sum;

• Finally, in the limits, as m,n →∞, we have the double integral :∫ ∫R

f(x, y)dA = limm,n→∞

m∑i=1

n∑j=1

f(x∗ij, y∗ij)∆A

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• Note, taking the sample point as (xi, yj) gives

∫ ∫R

f(x, y)dA = limm,n→∞

m∑i=1

n∑j=1

f(xi, yj)∆A

A volume can thus be written as a double integral:

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V =∫ ∫

R

f(x, y)dA

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Iterated Integrals

• It is usually very difficult to evaluate double integrals from first

principle!

• A practical method for evaluating a double integral is by expressing

it as an iterated integral.

• Suppose f is a function of two variables, continuous on the

rectangle R = [a, b]× [c, d]

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• Partial integrating with respect to y gives

A(x) =

d∫c

f(x, y)dy

• Next integrating A(x) with respect to x gives

b∫a

A(x)dx =

b∫a

d∫c

f(x, y)dy

dx

• The integral on the right side of the equation above is called an

iterated integral.

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• Using the iterated integral, we can now express a double integral as

∫ ∫R

f(x, y)dA =

b∫a

d∫c

f(x, y)dydx =

d∫c

b∫a

f(x, y)dxdy

• Note that the order of integration does not matter.

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Example:

1. Evaluate the iterated integral

3∫0

2∫1

x2y dydx

Solution:

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First taking x as a constant, we obtain

2∫1

x2y dy =[x2y

2

2

]y=2

y=1

=32

x2

Next, integrating the function of x from 0 to 3:

3∫0

2∫1

x2y dydx =

3∫0

32

x2 dx =[x3

2

]3

0

=272

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2. Evaluate the double integral∫ ∫R

(x− 3y2) dA

where R = {(x, y) | 0 ≤ x ≤ 2, 1 ≤ y ≤ 2}.

Solution:

∫ ∫R

(x− 3y2)dA =

2∫0

2∫1

(x− 3y3) dy dx

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=∫ 2

0

[xy − y3

]y=2

y=1dx

=

2∫0

(x− 7) dx =x2

2− 7x

]2

0

= −12

3. Evaluate∫ ∫

Ry sin(xy) dA, where R = [1, 2]× [0, π].

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Solution:

∫ ∫R

y sin(xy) dA =

π∫0

2∫1

y sin(xy) dxdy

=

π∫0

[− cos(xy)]x=2x=1 dy

=

π∫0

(− cos 2y + cos y) dy

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= −12

sin 2y + sin y

0

= 0

4. Find the volume of the solid S that is bounded by the elliptic

paraboloid x2 + 2y2 + z = 16, the planes x = 2 and y = 2, and

the three coordinate planes.

Solution: First observe that the solid S lies under the surface

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z = 16− x2 + 2y2 and above the square R = [0, 2]× [0, 2].

Thus:

V =∫ ∫

R

(16− x2 − 2y2) dA

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=

2∫0

2∫0

(16− x2 − 2y2) dxdy

=

2∫0

[16x− 1

3x3 − 2y2x

]x=2

x=0

dy

=

2∫0

(883− 4y2) dy =

[883

y − 43y3

]2

0

= 48

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EE2090 2004/05

Double Integrals Over General Regions

If f is continuous on a region D such that

D = {(x, y) | a ≤ x ≤ b, g1(x) ≤ y ≤ g2(x)}then∫ ∫

D

f(x, y)dA =

b∫a

∫ g2(x)

g1(x)

f(x, y) dydx.

D in this case is called a type I region

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Similarly, we may have

∫ ∫D

f(x, y)dA =

d∫c

∫ h2(y)

h1(y)

f(x, y) dxdy.

D in this case is called a type II region

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Examples:

1. Evaluate∫ ∫

D

(x + 2y) dA, where D is the region bounded by the

parabolas y = 2x2 and y = 1 + x2.

Solution:

We need first to determine the boundaries of the region D. In

this respect, it is always helpful to draw a sketch.

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The parabolas intersect when 2x2 = 1 + x2, so that x2 = 1, that

is x = ±1. Referring to the figure, we note that the region is of

type I. The lower boundary is y = 2x2 and the upper boundary is

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y = 1 + x2. So

∫ ∫D

(x + 2y) dA =

1∫−1

∫ 1+x2

2x2(x + 2y) dydx

=

1∫−1

[xy + y2

]1+x2

y=2x2 dx

=

1∫−1

(−3x4 − x3 + 2x2 + x + 1) dx

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= −3x5

5− x4

4+ 2

x3

3+

x2

2+ x

]1

−1

=3215

2. Find the volume of the solid that lies under the paraboloid

z = x2 + y2 and above the region D in the xy-plane bounded by

the line y = 2x and the parabola y = x2.

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Solution:

Figures show that it is possible to take the region D as either of

type I or type II! Either case will yield the same result!

Taking D as a type I region yields

V =∫ ∫

D

(x2 + y2) dA =

2∫0

∫ 2x

x2(x2 + y2) dydx

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whereas, taking it as type II gives

V =∫ ∫

D

(x2 + y2) dA =

4∫0

∫ √y

12y

(x2 + y2) dxdy

and either should yield an answer of 21635 . ♦

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3. Evaluate∫ ∫

Dxy dA, where D is the region bounded by the line

y = x− 1 and the parabola y2 = 2x + 6.

Solution:

From the sketches,again D is both type I and type II.

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However, it is more complicated to deal with it as a type I region

because the lower boundary consists of two parts! It is therefore

preferable to express D as a type II region, giving the double

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integral as :∫ ∫D

xy dA =∫ 4

−2

∫ y+1

12y2−3

xy dxdy =∫ 4

−2

[x2

2y

]x=y+1

x=12y2−3

dy

=12

∫ 4

−2

(−y5

4+ 4y3 + 2y2 − 8y

)dy

=12

[−y6

24+ y4 + 2

y3

3− 4y2

]4

−2

= 36

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Some Useful Properties of Double Integrals

1. ∫ ∫D

[f(x, y) + g(x, y)] dA =∫ ∫

D

f(x, y) dA

+∫ ∫

D

g(x, y) dA

2.

∫ ∫D

cf(x, y) dA = c

∫ ∫D

f(x, y) dA

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3. ∫ ∫D

f(x, y) dA =∫ ∫

D1

f(x, y) dA

+∫ ∫

D2

f(x, y) dA

4. Putting f(x, y) = 1 and integrate over a region D, we get the

area of D:∫ ∫D

dA = A(D)

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Example:

Find the area of the region D between y = cos x and y = sin x

over the interval 0 ≤ x ≤ π4

Solution:

From the graph, we find that

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A =∫ ∫

D

dA =∫ π

4

0

∫ cos x

sin x

dydx

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EE2090 2004/05

=∫ π

4

0

y]y=cos xy=sin x dx

=∫ π

4

0

[cos x− sinx] =√

2− 1

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EE2090 2004/05

Double Integrals in Polar Coordinates

• Description of the region of integration, R may be rather

complicated in terms of rectangular coordinates;

• A change of coordinate system may greatly simply the problem;

• One such case is as shown in the figure and a change to polar

coordinates greatly simplifies the problem.

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• Recall that the polar coordinates (r, θ) of a point are related to

the rectangular coordinates (x, y) by

r2 = x2 + y2 x = r cos θ y = r sin θ

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• Double integral in polar coordinates is then given by the following:

If f is continuous on a polar rectangle R given by 0 ≤ a ≤r ≤ b, α ≤ θ ≤ β, where 0 ≤ β − α ≤ 2π, then∫ ∫

R

f(x, y)dA =

β∫α

∫ b

a

f(r cos θ, r sin θ) r dr dθ.

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Examples:

1. Evaluate∫ ∫

R(3x + 4y2) dA where R is the region in the upper

half-plane bounded by the circles x2 + y2 = 1 and x2 + y2 = 4

Solution:

Referring to the figure, the region can be described as

R ={(x, y) | y ≥ 0, 1 ≤ x2 + y2 ≤ 4

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In polar coordinates, 1 ≤ r ≤ 2, 0 ≤ θ ≤ π. Hence

∫ ∫R

(3x + 4y2) dA =∫ π

0

∫ 2

1

(3r cos θ + 4r2 sin2 θ) r dr dθ

=∫ π

0

∫ 2

1

(3r2 cos θ + 4r3 sin2 θ) dr dθ

=∫ π

0

[r3 cos θ + r4 sin2 θ

]r=2

r=1dθ

=∫ π

0

[7 cos θ +

152

(1− cos 2θ)]

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= 7 sin θ +15θ

2− 15

4sin 2θ

0

=15π

2

2. Find the volume of the solid bounded by the plane z = 0 and the

paraboloid z = 1− x2 − y2.

Solution:

Putting z = 0 we get x2 + y2 = 1. So, the plane intersects the

paraboloid in the circle x2 + y2 = 1. The solid thus lies under

the paraboloid and above the circular disk D given by x2+y2 ≤ 1.

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In polar coordinate, D is given by 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π.

Noting that 1− x2 − y2 = 1− r2, the volume is then given by

V =∫ ∫

D

(1− x2 − y2) dA =∫ 2π

0

∫ 1

0

(1− r2) r dr dθ

=∫ 2π

0

∫ 1

0

(r − r3) dr = 2π

[r2

2− r4

4

]1

0

2

3. Use a double integral to find the area enclosed by one loop of the

four leaved rose r = cos 2θ.

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Solution:

From the sketch of the curve, we see that a loop is given by the

region

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D = {(r, θ) | − π/4 ≤ θ ≤ π/4, 0 ≤ r ≤ cos 2θ}

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So the area is

A(D) =∫ ∫

D

dA =∫ π/4

−π/4

∫ cos 2θ

0

r dr dθ

=∫ π/4

−π/4

[12r2

]cos 2θ

0

dθ =12

∫ π/4

−π/4

cos2 2θ dθ

=14

∫ π/4

−π/4

(1 + cos 4θ) dθ =14

[θ +

14

sin 4θ

]π/4

−π/4

8

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We shall now examine the triple integrals

• The Triple Integral of the function f is defined in a similar

manner as that for the double integrals;

• The function f is defined on a rectangular box

B = {(x, y, z) | a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}

• Using the iterated integrals, we can express a triple integral as:

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If f is continuous on the rectangular box

B = [a, b]× [c, d]× [r, s], then∫ ∫B

∫f(x, y, z) dV =

∫ s

r

∫ d

c

∫ b

a

f(x, y, z) dx dy dz.

• In the case of a triple integral over a general bounded region E,

we have

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E = {(x, y, z) | a ≤ x ≤ b, g1(x) ≤ y ≤ g2(x),

u1(x, y) ≤ z ≤ u2(x, y)}

then∫ ∫E

∫f(x, y, z) dV =

∫ s

r

∫ d

c

∫ b

a

f(x, y, z) dx dy dz.

• Just as in the case of the double integral, setting f(x, y, z) = 1

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for all points in E, the triple integral represents the volume of E:

V (E) =∫ ∫

E

∫dV

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Examples:

1. Evaluate the triple integral∫ ∫

B

∫xyz2 dV , where B is the

rectangular box given by

B = {(x, y, z) | 0 ≤ x ≤ 1, −1 ≤ y ≤ 2, 0 ≤ z ≤ 3}

Solution:∫ ∫B

∫xyz2 dV =

∫ 3

0

∫ 2

−1

∫ 1

0

xyz2 dx dy dz

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=∫ 3

0

∫ 2

−1

[x2yz2

2

]x=1

x=0

dy dz

=∫ 3

0

[y2z2

4

]y=2

y=−1

dz =z3

4

]3

0

=274

♦note that the order of integration does not matter

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2. Use triple integral to find the volume of the tetrahedron T

bounded by the planes x + 2y + z = 2, x = 2y, x = 0, and

z = 0.

Solution:

The tetrahedron T and its projection D on the xy-plane are

shown in figures.

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The lower boundary of T is the plane z = 0 and the upper

boundary is the plane x + 2y + z = 2, that is, z = 2 − x − 2y.

Therefore:

V (T ) =∫ ∫

T

∫dV =

∫ 1

0

∫ 1−x/2

x/2

∫ 2−x−2y

0

dz dy dx

=∫ 1

0

∫ 1−x/2

x/2

(2− x− 2y) dy dx =13

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SEQUENCES

A sequence is a succession of numbers that are listed according

to a given prescription or rule. We can write the sequence explicitly

as:

a1, a2, . . . , an, . . .

where n is a positive integer,

or simply as {an}

For example 1, 12,

13, · · · ,

1n, · · · is a sequence and an = 1

n.

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• an is called the general term

• an+1 is the successor

• an−1 is the predecessor

We can also write out the ”rule” as a general term and generate

the sequence subsequently. For instance:

an = nn+1 generates a1 = 1

2, a2 = 23, a3 = 3

4, · · ·

Formally, we can state:

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A sequence {an} is a function whose domain is a set of nonnegative

integers and whose range is a subset of the real numbers.

The functional values a1, a2, a3, . . . are called the terms of

the sequence, and an, is called the nth term, or the general term,

of the sequence.

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LIMITS OF SEQUENCES

How does a given sequence {an} behave as n gets arbitrarily

large ?

Consider the sequence whose an = nn+1

This generates:

a1 =12, a2 =

23, a3 =

34, · · ·

It appears that the terms of the sequence are approaching 1 as n

increases!!

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In general, if the terms of the sequence approach the number L

as n increases without bound, we say that the sequence converges

to the limit L and write

L = limn→∞

an

In the above example we would expect

L = limn→∞

n

n + 1= 1

We may define formally the above results as follows:

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The sequence {an} converges to the number L, and we write

L = limn→∞

an

if for every ε > 0, there is an integer N such that

|an − L| < ε

whenever n > N . Otherwise, the sequence diverges.

Note that the notation L = limn→∞

an means that eventually the

terms of the sequence {an}, can be made as close to L as may be

desired by taking n sufficiently large.

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The following results should be useful:

Theorem 1. [Limit theorem for sequences]

If limn→∞

an = L and limn→∞

bn = M , then

Linearity rule for sequences

limn→∞

(ran + sbn) = rL + sM

Product rule for sequences

limn→∞

(anbn) = LM

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Quotient rule for sequences

limn→∞

anbn

= LM provided M 6= 0

Root rule for sequences

limn→∞

m√

an = m√

L provided m√

an is defined for all n and m√

L

exists.

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Examples of Convergent sequences

Find the limit of each of these convergent sequences:

1.

{100n

}

2.

{2n2 + 5n− 7

n3

}

3.

{3n4 + n− 15n4 + 2n + 1

}

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Solutions

1. As n grows arbitrarily large, 100/n gets smaller and smaller.

Thus,

limn→∞

100n

= 0

2. We cannot use the quotient rule of Theorem 1 because neither

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the limit in the numerator nor the one in the denominator exists.

However,

2n2 + 5n− 7n3

=2n

+5n2− 7

n3

and by using the linearity rule, we then have

limx→∞

2n2 + 5n− 7n3

= limn→∞

2n

+ 5 limn→∞

1n2

−7 limn→∞

1n3

= 0 + 0 + 0

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= 0 ♦

3. Divide the numerator and denominator by n4 , the highest power

of n that occurs in the expression, to obtain

limn→∞

3n4 + n− 15n4 + 2n2 + 1

= limn→∞

3 + 1n3 − 1

n4

5 + 2n2 + 1

n4

=35

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Examples of Divergent sequences

Show that the following sequences diverge:

1. {(−1)n}

2.

{n5 + n3 + 27n4 + n2 + 3

}

Solution:

1. The sequence defined by {(−1)n} is −1, 1, −1, 1, . . . and this

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sequence diverges by oscillation because the nth term is always

either 1 or −1. Thus an cannot approach one specific number L

as n grows large. ♦

2. limn→∞

n5 + n3 + 27n4 + n2 + 3

= limn→∞

1 + 1n2 + 2

n5

7n + 1

n3 + 3n5

The numerator tends toward 1 as n → ∞, and the denominator

approaches 0. Hence the quotient increases without bound, and

the sequence must diverge. ♦

The following theorem relates how the limit of a sequence can be

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deduced from the limit of a continuous function:

Theorem 2. Given the sequence {an}, let f be a continuous

function such that an = f(n) for n = 1, 2, . . .. If limx→∞

f(x) exists

and limx→∞

f(x) = L, the sequence {an} converges and limn→∞

an = L.

Before proceeding further, the following result is always helpful:

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l’Hospital’s Rule

Let f and g be differentiable functions with g′(x) 6= 0

on an open interval containing c (except possibly at c

itself). Suppose

limx→∞

f(x)g(x)

produces an indeterminate form 00 or ∞

∞ and that

limx→∞

f ′(x)g′(x) = L where L is either a finite number,

+∞, or −∞. Then

limx→∞

f(x)g(x)

= L

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Examples

1. Calculate

limn→∞

lnn

n

2. Evaluate

limn→∞

n2

1− en

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EE2090 2004/05

Solution

1. Note that both numerator and denominator approach ∞ as

n → ∞. Also note that l’Hospital’s Rule cannot be applied

directly to sequences but to functions of real variables.

So, we should first apply the Rule to related function

f(x) = lnx/x

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and obtain

limx→∞

lnx

x= lim

x→∞

1/x

1= 0

By Theorem 2, we have

limn→∞

lnn

n= 0

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2. By a similar approach, we have

limx→∞

x2

1− ex= lim

x→∞

2x

−ex

= limx→∞

2−ex

= 0

Hence,

limn→∞

n2

1− en= 0

Note that l’Hospital’s Rule is being applied twice! ♦

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Infinite Series

An infinite series is an expression of the form

a1 + a2 + a3 + · · · =∞∑

k=1

ak

and the nth partial sum of the series is

Sn = a1 + a2 + · · ·+ an =n∑

k=1

ak

The series is said to converge with sum S if the sequence of

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partial sums {Sn} converges to S. In this case, we write∞∑

k=1

ak = limn→∞

Sn = S

If the sequence {Sn} does not converge, the series∞∑

k=1

ak

diverges and has no sum.

Note that we can also consider certain series in which the starting

point is not 1; for example, the series 13 + 1

4 + 15 + · · · can be denoted

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by∞∑

k=3

1k or

∞∑k=2

1k+1

Some Examples

1. Show that the series∞∑

k=1

12k converges.

Solution

This series has the following partial sums:

S1 =12

= 1− 121

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S2 =12

+14

= 1− 122

=34

S3 =12

+14

+18

= 1− 123

=78

...

Sn =12

+14

+ · · ·+ 12n

The sequence of partial sums is 12,

34,

78,

1516,

3132,

6364, · · · and in general

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(by mathematical induction)

Sn = 1− 12n

Because limn→∞

(1− 12n) = 1, we conclude that the series converges

and its sum is S = 1 ♦

2. Show that the series∞∑

k=1

(−1)k diverges.

Solution

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The series can be expanded (written out) as

∞∑k=1

(−1)k = −1 + 1− 1 + 1− 1 · · ·

and we see that the nth partial sum is

Sn =

−1 if n is odd

0 if n is even

Because the sequence {Sn} has no limit, the given series must

diverge. ♦

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Another Example:

Show that the series∞∑

k=1

1k2+k

converges and find its sum.

Solution

Using partial fractions, we find that

1k2 + k

=1

k(k + 1)=

1k

+−1

k + 1Thus, the nth partial sum of the given series can be represented as

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follows:

Sn =n∑

k=1

1k2 + k

=n∑

k=1

[1k− 1

k + 1

]=

(1− 1

2

)+

(12− 1

3

)+

(13− 1

4

)+ · · ·

+(

1n− 1

n + 1

)

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= 1 +(−1

2+

12

)+

(−1

3+

13

)+ · · ·

+(−1

n+

1n

)− 1

n + 1

= 1− 1n + 1

The limit of the sequence of partial sums is

limn→∞

Sn = limn→∞

[1− 1

n + 1

]= 1

so the series converges, with sum S = 1. ♦

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The above series is called a telescoping series or ( collapsing

series) as there is internal cancellation in the partial sum!

A little note:

When the starting point of a series is not

important, we may denote the series by

writing∑

ak instead of∞∑

k=1

ak

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GENERAL PROPERTIES OF INFINITE SERIES

Theorem 3. [Linearity of infinite series]

If∑

ak and∑

bk are convergent series, then so is∑

(cak + dbk)

for constants c, d, and∑(cak + dbk) = c

∑ak + d

∑bk

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Example

Show that the series∞∑

k=1

[4

k2+k− 6

2k

]converges, and find its sum.

Solution

Earlier examples show that∞∑

k=1

1k2+k

and∞∑

k=1

12k both converge with

sum 1, the linearity property allows us to write the given series as

4∞∑

k=1

1k2 + k

− 6∞∑

k=1

12k

= 4(1)− 6(1) = −2

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What about the case when one series is convergent while the

other diverges?

Theorem 4.

If either∑

ak or∑

bk diverges and the other converges, then the

series∑

(ak + bk) must diverge.

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GEOMETRIC SERIES

A geometric series is an infinite series in which the ratio of

successive terms in the series is constant. If this constant ratio is r,

then the series has the form∞∑

k=0

ark = a + ar + ar2 +

ar3 + · · ·+ arn + · · · for a 6= 0

For example, 3 + 32 + 3

4 + 38 + · · · is a geometric series because each

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term is 12 the preceding term.

The ratio of a geometric series may be positive or negative. For

example,∞∑

k=0

2(−3)k

= 2− 23

+29− 2

27+ · · ·

is a geometric series with r = −13.

The following theorem tells us how to determine whether a given

geometric series converges or diverges and, if it does converge, what

its sum must be.

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Theorem 5. [Geometric series theorem]

The geometric series∞∑

k=0

ark with a 6= 0 diverges if |r| ≥ 1 and

converges if |r| < 1 with sum∞∑

k=0

ark =a

1− r

Example

Determine whether each of the following geometric series converges

or diverges. If the series converges, find its sum.

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1.∞∑

k=0

17

(32

)k

2.∞∑

k=2

3(−1

5

)k

Solution

1. r = 32 satisfies |r| ≥ 1, the series diverges. ♦

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2. We have r = −15 and |r| < 1, and the geometric series converges.

Note that the first value of k is 2 (not 0), so the value a (the

first value) is a = 3(−15)

2 = 325 and

∞∑k=2

3(−1

5

)k

=a

1− r=

325

1− (−15)

=110

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Testing for Convergence or Divergence of a Series

• The convergence or divergence of an infinite series is determined

by the behavior of its nth partial sum, Sn, as n →∞.

• We have used algebraic methods to find formulae for the nth

partial sum of a series.

• It is often difficult or even impossible to find a usable formula

for the nth partial sum of a series, and other techniques must be

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used to determine convergence or diverge.

Theorem 6. [The integral test]

If ak = f(k) for k = 1, 2, . . ., where f is a positive, continuous, and

decreasing function of x for x ≥ 1, then∞∑

k=1

ak and

∫ ∞

1

f(x)dx

either both converge or both diverge.

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Note the following:

• It is NOT necessary to start the series

or the integral at n = 1.

• It is NOT necessary that f be always

decreasing. What is important is

that f be ultimately decreasing, that

is, decreasing for x larger than some

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Example - Harmonic series diverges

Test the series (called the harmonic series)∞∑

k=1

1k

= 1 +12

+13

+14

+ · · ·

for convergence.

Solution

Because f(x) = 1x is positive, continuous, and decreasing for x ≥ 1,

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the conditions of the integral test are satisfied.∫ ∞

1

1xdx = lim

b→∞

∫ b

1

1xdx = lim

b→∞[ln b− ln 1] = ∞

The integral diverges, so the harmonic series diverges. ♦

Another example

Test the series∞∑

k=1

kek/5 for convergence.

Solution

The function f(x) = xex/5 = xe−x/5 is positive and continuous for

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all x > 0. Is it decreasing? We find that

f ′(x) = x

(−1

5e−x/5

)+ e−x/5 =

(1− x

5

)e−x/5

The critical number is found when f ′(x) = 0, so we solve(1− x

5

)e−x/5 = 0

1− x5 = 0

x = 5

We see that f ′(x) < 0 for x > 5, so it follows that f is decreasing for

x > 5. The conditions for the integral test have been established!

Computing the improper integral, we have:

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∫ ∞

5

xe−x/5dx = limb→∞

∫ b

5

xe−x/5dx

= limb→∞

[−5xe−x/5|b5 −

∫ b

5

(−5e−x/5)dx

]= lim

b→∞

[−5xe−x/5 − 25e−x/5

]|b5

= −5 limb→∞

b + 5eb/5

+ limb→∞

50e−1

= −5 limb→∞

1(15)e

b/5+ 50e−1

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= 50e−1

Thus, the improper integral converges, which in turn assures the

convergence of given series. ♦

Note, however, that the series converges because the integral

converges to a finite number 50e−1, but this does NOT mean that

the series∞∑

k=1

kek/5 converges to the same number 50e−1!!

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Theorem 7. [The Ratio Test]

Given the series∑

ak with ak > 0, suppose that

limk→∞

ak+1

ak= L

The ratio test states the following:

• If L < 1, then∑

ak converges.

• If L > 1 or if L is infinite, then∑

ak diverges.

• If L = 1, the test is in-conclusive.

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Example - Convergence using the ratio test

Test the series∞∑

k=1

2k

k! for convergence.

Solution

Let ak = 2k

k! and note that

L = limk→∞

ak+1

ak= lim

k→∞

2k+1

(k+1)!

2k

k!

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= limk→∞

k!2k+1

(k + 1)!2k= lim

k→∞

2k + 1

= 0

Thus L < 1, and the ratio test tells us that the given series

converges. ♦

Another example – Divergence using the ratio test

Test the series∞∑

k=1

kk

k! for convergence.

Solution

Let ak = kk

k! and note that

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L = limk→∞

ak+1

ak= lim

k→∞

(k+1)k+1

(k+1)!

kk

k!

= limk→∞

k!(k + 1)k+1

kk(k + 1)!= lim

k→∞

(k + 1)k

kk

= limk→∞

(1 +

1k

)k

= e > 1

Because L > 1, the given series diverges. ♦

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Theorem 8. [The root test]

Given the series∑

ak with ak ≥ 0, suppose that

limk→∞

k√

ak = L

. The root test states the following:

• If L < 1, then∑

ak converges.

• If L > 1 or if L is infinite, then∑

ak diverges.

• If L = 1, the root test is in-conclusive.

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Example - Convergence with the root test

Test the series∞∑

k=2

1(ln k)k for convergence.

Solution

Let ak = 1(ln k)k and note that

L = limk→∞

k√

ak = limk→∞

k

√(ln k)−k

= limk→∞

1ln k

= 0

Because L < 1, the root test tells us that the given series converges.

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Another example - Divergence with the root test

Test the series∞∑

k=1

(1 + 1

k

)k2

for convergence.

Solution

L = limk→∞

(1 +

1k

)k21/k

= limk→∞

(1 +

1k

)k

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= e > 1

Since L > 1, the series diverges. ♦

Remark

The ratio test is especially useful for series∑

ak for which the

general term ak involves factorials or powers, and the root test

applies naturally if ak involves a power of k.

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Vectors in the Plane and in Space

• A vector is a quantity that has both magnitude and direction.

– velocity, force

• A vector is sometimes represented by a directed line, segment,PQ,

with initial point P and terminal point Q. We may write PQ as−−→PQ.

• The magnitude of PQ is denoted as ‖PQ‖

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• Two vectors are equal if they have the same magnitude and the

same direction, even if they are in different locations.

• A vector with magnitude 0 is called a null vector or zero vector.

• The 0 vector has no specific direction.

• A scalar multiple sv is parallel to v with magnitude |s|‖v‖ and

points in the same direction as v if s > 0, and in the opposite

direction if s < 0.

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• If s = 0 or v = 0, then sv = 0

• Vector addition and subtraction can be realized by the triangle

rule (or the parallelogram rule) and the difference rule.

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• Vectors can be conveniently represented using rectangular

coordinates.

– If a vector v is positioned in a rectangular coordinate plane with

its initial point at the origin (0, 0) and its terminal point at

(v1, v2), then v1 and v2 are called the standard components

of v.

– We write v = 〈v1, v2〉

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• The following vector properties are important:

〈a1, b1〉= 〈a2, b2〉 if and only if a1 = a2

and b1 = b2

k〈a, b〉= 〈ka, kb〉 for constant k

〈a, b〉+ 〈c, d〉= 〈a + c, b + d〉〈a, b〉 − 〈c, d〉= 〈a− c, b− d〉

• au + bv is called a linear combination of the vectors u and v and

scalar a and b.

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– If u = 〈u1, u2〉 and v = 〈v1, v2〉 then

au + bv = a〈u1, u2〉+ b〈v1, v2〉

= 〈au1 + bv1, au2 + bv2〉

Theorem 16. [Properties of Vector Operations]

For any vector u, v, and w in the plane and scalars s and t:

Commutativity of vector addition

u + v = v + u

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Associativity of vector addition

(u + v) + w = u + (v + w)

Associativity of scalar multiplication

(st)u = s(tu)

Identity for addition

u + 0 = u

Inverse property for addition

u + (−u) = 0

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Distributive laws

(s + t)u = su + tu

s(u + v) = su + sv

Some examples:

1. For the vectors u = 〈2,−3〉 and v = 〈−1, 7〉, find

(a) u + v

(b) 34u

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(c) 3u− 12v

Solution:

(a) u + v = 〈2,−3〉+ 〈−1, 7〉 = 〈2 + (−1),−3 + 7〉 = 〈1, 4〉(b) 3

4u = 34〈2,−3〉 = 〈32,

−94 〉

(c) 3u− 12v = 3〈2,−3〉 − 1

2〈−1, 7〉 = 〈132 , −252 〉

2. Show that the line segment joining the midpoints of two sides of

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a triangle is parallel to the third side and has half its length.

Solution:

Referring to the Figure. Consider 4ABC, and let P and Q be

the midpoints of sides AC and BC respectively.

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We have AP = 12AC and BQ = 1

2BC. Also:

AB = AP + PQ + QB

= 12AC + PQ − BQ

= 12(AB + BC) + PQ − 1

2BC

= 12AB + PQ

12AB = PQ

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The following facts about vectors are important:

• Given u = 〈u1, u2〉, its length is

‖u‖ =√

u21 + u2

2

• The triangle inequality for any vectors u and v is

‖u + v‖ ≤ ‖u‖+ ‖v‖

These two properties are illustrated by the Figure:

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• A unit vector is a vector with length 1

• A direction vector for a given nonzero vector v is a unit vector

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u that points in the same direction as v:

u =v‖v‖

• The unit vectors i = 〈1, 0〉 and j = 〈0, 1〉 point in the direction of

the positive x− and y− axes, respectively. They are the standard

basis vectors.

• Any vector v = 〈v1, v2〉 in the plane can be represented as:

v = 〈v1, v2〉 = v1i + v2j

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• Extending to 3-dimensional space, we have

v = 〈v1, v2, v3〉 = v1i + v2j + v3k

Some examples:

1. Find a directional vector for v = 〈2,−3〉.Solution:

Noting that ‖v‖ =√

22 + (−3)2 =√

13, we have:

u =v‖v‖

=〈2,−3〉√

13

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=1√13〈2,−3〉 =

⟨2√13

,−3√13

Note that we can also write v = 2i− 3j, then

u =2i− 3j√

13=

2√13

i− 3√13

j

2. If u = 3i + 2j, v = −2i + 5j and w = i − 4j, find the vector

2u + 5v −w.

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Solution:

2u + 5v −w = 2(3i + 2j) + 5(−2i + 5j)

−(i− 4j)

= −5i + 33j

3. Two forces, F1 and F2 act on the same body. F1 has a magnitude

of 3 newtons and acts in the direction of −i, whereas F2 has

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a magnitude of 2 newtons and acts in the direction of the unit

vector

u =35i− 4

5j

Find the magnitude and direction of the additional force F3 that

must be applied to keep the body at rest.

Solution:

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From the given information, we have

F1 = 3(−i) and F2 = 2(35i− 4

5j) =

65i− 8

5j

Let F3 = ai+bj then, for equilibrium, we need F1+F2+F3 = 0.

Thus:

(−3i) + (65i− 8

5j) + (ai + bj) = 0i + 0j

Simplifying, we have

(−3 +65

+ a)i + (−85

+ b)j = 0i + 0j

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and thus

−3 + 65 + a = 0 and −8

5 + b = 0

a = 95 b = 8

5

The required force is, F3 = 95i + 8

5j. This is a force of magnitude

‖F3‖ =

√(95)2 + (

85)2 =

15

√145 newtons

which acts in the direction of the unit vector

v =F3

‖F3‖=

5√145

(95i +

85j) =

9√145

i +8√145

j

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The Dot Product

The dot product of vectors v = a1i + a2j + a3k and w =

b1i + b2j + b3k is the scalar denoted by v ·wand defined by

v ·w = a1b1 + a2b2 + a3b3

Theorem 17. [Properties of the dot products]

If u, v and w are vectors in <2 or <3 and c is a scalar, then

Magnitude of a vector

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v · v = ‖v‖2

Zero product

0 · v = 0

Commutativity

v ·w = w · v

Multiple of a dot product

c(v ·w) = (cv) ·w = v · (cw)

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Distributivity

u · (v + w) = u · v + u ·w

An example:

Find the dot product of v = −3i + 2j + k and w = 4i− j + 2k.

Solution:

v ·w = −3(4) + 2(−1) + 1(2) = −12 ♦

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Angle between Vectors

• The angle between two vectors plays an important role in certain

applications.

• If θ is the angle between the nonzero vectors v and w, then

cos θ =v ·w‖v‖‖w‖

• Geometrically, we can also use

v ·w = ‖v‖‖w‖ cos θ

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• Two vectors are perpendicular or orthogonal, if the angle

between them is θ = π/2

• Nonzero vectors v and w are orthogonal if and only if v ·w = 0

Projections

Let v and w be two vectors in <3 as shown in the Figure.

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The vector projection of v onto w, or projw is the vector u on

the line determined by w. Note that u = tw for some scalar t and

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that v − tw is orthogonal to w. Thus,

(v − tw) ·w = 0

v ·w = t(w ·w)

t = v·ww·w

and the vector projection is

u =(v ·ww ·w

)w

Since w ·w = ‖w‖2, we have

projwv =(

v ·w‖w‖2

)w

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=(

v ·w‖w‖

)w‖w‖

The scalar(

v·w‖w‖

)is called the scalar projection of v onto w, or

the component of v in the direction of w, or compwv. Note that

• w‖w‖ is the direction vector for w,

• compwv = v·w‖w‖ = ‖v‖ cos θ, since

(v ·w = ‖v‖‖w‖ cos θ)

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.

An example:

Find the vector and scalar projections of v = 2i + 3j + 5k onto

w = 2i− 2j− k.

Solution:

The vector projection of v onto w is

projwv =(v ·ww ·w

)w

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=(

2(2) + (3)(−2) + 5(−1)22 + (−2)2 + (−1)2

)(2i− 2j− k)

= −79(2i− 2j− k) = −14

9i +

149

j +79k

compwv =v ·w‖w‖

=2 · 2 + 3 · (−2) + 5 · (−1)√

22 + (−2)2 + (−1)2=−73

Work as a Dot Product

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The work W done by a constant force F on an object moving along

the line from a point P to a point Q is given by

W = F ·PQ

where PQ is the displacement vector of the object’s motion.

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An example:

A boat sails north aided by a wind blowing in a direction of N30◦E

with magnitude 50 N . How much work is performed by the wind as

the boat moves 10 m?

Solution:

The wind force is ‖F‖ = 50 N , acting in the direction θ = 30◦, as

shown in the Figure. The displacement vector is PQ = 10j. The

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force is

F = 50 cos 60◦i + 50 sin 60◦j

The work done is then

W = F ·PQ = 10(25√

3) = 433.01 N −m

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The Cross Product

If v = a1i+a2j+a3k and w = b1i+b2j+b3k, the cross product

of the vector v with the vector w, written as v ×w, is the vector

v ×w = (a2b3 − a3b2)i + (a3b1 − a1b3)j + (a1b2 − a2b1)k

A convenient notation for the above is the following determinant

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form:

v ×w =

∣∣∣∣∣∣∣∣∣i j k

a1 a2 a3

b1 b2 b3

∣∣∣∣∣∣∣∣∣Expanding the determinant about the first row:

v ×w =

∣∣∣∣∣∣∣∣∣i j k

a1 a2 a3

b1 b2 b3

∣∣∣∣∣∣∣∣∣ =

∣∣∣∣∣∣ a2 a3

b2 b3

∣∣∣∣∣∣ i214

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∣∣∣∣∣∣ a1 a3

b1 b3

∣∣∣∣∣∣ j +

∣∣∣∣∣∣ a1 a2

b1 b2

∣∣∣∣∣∣k= (a2b3 − a3b2)i− (a1b3 − a3b1)j

+(a1b2 − a2b1)k

= (a2b3 − a3b2)i + (a3b1 − a1b3)j

+(a1b2 − a2b1)k

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Theorem 18. [Properties of the cross product]

If u, w, a, b, and c are vectors in <3 and s and t are scalars, then

Scalar distributivity (sv)× (tw) = st(v ×w)

Distributivity for cross product over addition

u× (v + w) = (u× v) + (u×w)

(u + v)×w = (u×w) + (v ×w)

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Anticommutativity

v ×w = −(w × v)

Product of a multiple

v × sv = 0

Zero product

v × 0 = 0× v = 0

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Lagrange’s identity ‖v ×w‖2 = ‖v‖2‖w‖2 − (v ·w)2

cab-bac formula a× (b× c) = (c · a)b− (b · a)c

Note in particular

w × v = −(v ×w)

i × i = 0 i × j = k i × k = −j

j × i = −k 7j × j = 0 j × k = i

k × i = j k × j = −i k × k = 0

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Theorem 19. [Orthogonality property of cross product]

If v and w are nonzero vectors in <3 that are not multiples of one

another, then v ×w is orthogonal to both v and w

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The Right-Hand Rule

To determine the direction of the vector (v × w), place the little

finger of the right hand along v and curl the fingers toward w to

cover the smaller angle between v and w, then the thumb points in

the direction of v ×w.

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Theorem 20. [Magnitude of the cross product]

If v and w are nonzero vectors in <3 with θ the angle between v

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and w (0 ≤ θ ≤ π), then

‖v ×w‖ = ‖v‖‖w‖ sin θ

Applications of cross product: Area and Torque

• Referring to the Figure, let v be defined by AB and w by AC.

Then the parallelogram with adjacent side AB and AC has

AREA = ‖AB×AC‖

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The triangle ABC has

AREA =12‖AB×AC‖

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• Referring to the Figure,consider a force F acting on a rigid body

at a point given by the position vector r.( For instance, tightening

a bolt using a wrench, producing a turning effect.)

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The torque τ (relative to the origin), is defined as

τ = r × F

and measures the tendency of the body to rotate about the origin.

The direction of the torque vector indicates the axis of rotation.

The magnitude of the torque vector is

|τ | = |r× F| = |r||F| sin θ

where θ is the angle between the position and force vectors. It is

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interesting to note that only the component of F perpendicular

to r causes rotation!

Some examples:

1. Find the area of the triangle with vertices P (−2, 4, 5), Q(0, 7,−4),

and R(−1, 5, 0).

Solution:

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The area of the triangle PQR has area

A =12‖PQ×PR‖

First find:

PQ = (0 + 2)i + (7− 4)j + (−4− 5)k = 2i + 3j− 9k

PR = i + j− 5k

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and compute the cross product:

PQ×PR =

∣∣∣∣∣∣∣∣∣i j k

2 3 −9

1 1 −5

∣∣∣∣∣∣∣∣∣= (−15 + 9)i− (−10 + 9)j + (2− 3)k

= −6i + j− k

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Thus the area is

A =12‖PQ×PR‖

=12

√(−6)2 + 12 + (−1)2 =

12

√38

2. The figure shows a half open door that is 3 ft wide. A force of

30 lb is applied in a horizontal direction at the edge of the door.

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Find the torque of the force about the hinges on the door.

Solution:

Using the coordinate system assigned, F = −30i. The door is

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half open, it makes an angle of π4 as shown. The ”position” vector

PQ is represented by

PQ = 3(cosπ

4i + sin

π

4j)

=3√

22

i +3√

22

j

The torque can thus be found:

T = PQ× F

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=

∣∣∣∣∣∣∣∣∣i j k

3√

22

3√

22 0

−30 0 0

∣∣∣∣∣∣∣∣∣ = 45√

2k

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Lines and Planes in <3

Parametric Equations -

Parametric Representation for a Curve in <2

Let f and g be continuous functions of t on an interval I; then the

equations

x = f(t) and y = g(t)

are called parametric equations with parameter t. As t varies

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over the parametric set I, the points (x, y) = (f(t), g(t)) trace

out a parametric curve.

Examples:

1. Sketch the path of the curve x = t2−9, y = 13t for −3 ≤ t ≤ 2.

Solution:

see the Figure.

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2. Describe the path x = sinπt, y = cos 2πt, for 0 ≤ t ≤ 0.5.

Solution:

Using a double angle identity, we have

cos 2πt = 1− 2 sin2 πt

so that

y = 1− 2x2

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This is an equation for a parabola. Because t is restricted to an

interval, the parametric representation involves only part of the

right side of the parabola.

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Parametric Form of a Line in <3

If L is a line that contains the point (x0, y0, z0) and is parallel to

the vector v = Ai + Bj + Ck, then L has parametric form

x = x0 + tA y = y0 + tB z = z0 + tC

The quantities A,B, C are called the direction numbers, or in

notation [A,B, C]. The vector v is called a direction vector of the

line L.(See Figure)

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An Example:

Find parametric equations for the line that contains the point

(3, 1, 4) and is parallel to the vector v = −i + j − 2k. Find where

this line passes through the coordinate planes.

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Solution:

The direction numbers are [−1, 1,−2] and x0 = 3, y0 = 1, z0 =

4, so the line has the parametric form

x = 3− t y = 1 + t z = 4− 2t

This line intersects the x− y-plane when z = 0:

0 = 4− 2t implies t = 2

Thus, x = 3 − 2 = 1 and y = 3. This is the point (1, 3, 0).

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Similarly, the line intersects the xz-plane at (4, 0, 6) and the yz-

plane at (0, 4,−2).

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In the special case where none of the direction numbers A, B or C

is 0, we can obtain the following symmetric equations for a line:

Symmetric Form of a Line in <3:

If L is a line that contains the point (x0, y0, z0) and is parallel to

the vector v = Ai + Bj + Ck, (A, B, C nonzero numbers), then

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the point (x, y, z) is on L if and only if its coordinates satisfy

x− x0

A=

y − y0

B=

z − z0

C

An Example:

Find symmetric equations for the line L through the points

P (−1, 3, 7) and Q(4, 2,−1)

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Solution:

The required line passes through P and is parallel to the vector

PQ = (4 + 1)i + (2− 3)j + (−1− 7)k = 5i− j− 8k

Thus, the direction numbers are [5,−1,−8]. Choosing P as

(x0, y0, z0), we obtain

x + 15

=y − 3−1

=z − 7−8

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EE2090 2004/05

Equation of a Plane in <3

• Planes in space can be characterized by vector methods,

• Any plane is completely determined by any one of its points and

its orientation, i.e. the ”direction” it faces,

• The direction of a plane is specify by a vector N that is orthogonal

to every vector in the plane – the normal to the plane.

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Example:

Find an equation for the plane that contains the point Q(3,−7, 2)

and is normal to the vector N = 2i + j− 3k.

Solution:

The normal vector V is orthogonal to every vector in the plane. If

point P (x, y, z) is in the plane, then N must be orthogonal to the

vector

QP = (x− 3)i + (y + 7)j + (z − 2)z

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Hence

N ·QP = 2(x− 3) + (1)(y + 7) + (−3)(z − 2) = 0

2x− 6 + y + 7− 3z + 6 = 0

2x + y − 3z + 7 = 0

Therefore, 2x + y − 3z + 7 = 0 is the equation of the plane. ♦

Generalizing the approach illustrated in the above example, we

take note of the following:

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• The plane that contains the point (x0, y0, z0) and having a normal

vector N = Ai + Bj + Ck must have the equation of the plane

as

A(x− x0) + B(y − y0) + C(z − z0) = 0

This is called the point-normal form of the equation of plane;

• By rearranging the terms, we can have the standard form of the

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EE2090 2004/05

equation of plane as

Ax + By + Cz + D = 0

• The numbers [A, B, C] are the attitude numbers of the plane.

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• The attitude numbers of a plane are the same as direction numbers

of a normal vector!

Some Examples:

1. Find the a normal vector to the plane 5x + 7y − 3z = 0

Solution:

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A normal to the plane 5x + 7y − 3z = 0 is

N = 5i + 7j− 3k

2. Find the standard form equation of a plane containing P (−1, 2, 1),

Q(0,−3, 2), and R(1, 1,−4).

Solution:

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The normal N to the required plane is orthogonal to the vectors

PQ and PR, i.e.

N = PR×PQ.

PQ = (0 + 1)i + (−3− 2)j + (2− 1)k = i− 5j + k

PR = (1 + 1)i + (1− 2)j + (−4− 1)k = 2i− j− 5k

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N = PQ×PR =

∣∣∣∣∣∣∣∣∣i j k

1 −5 1

2 −1 −5

∣∣∣∣∣∣∣∣∣= 26i + 7j + 9k

Using the point P , we can then find the equation of the plane as:

26(x + 1) + 7(y − 2) + 9(z − 1) = 0

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Simplifying, we have

26x + 7y + 9z + 3 = 0

3. Find the equation of the line that passes through the point

Q(2,−1, 3) and is orthogonal to the plane 3x−7y +5z +55 = 0.

Where does the line intersect the plane?

Solution:

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By inspection, N = 3i− 7j+5k is a normal vector. The required

line must be parallel to this normal. Thus the line contains the

point Q(2,−1, 3) and has the direction numbers [3,−7, 5], so its

parametric form is

x = 2 + 3t, y = −1− 7t, z = 3 + 5t

Substituting into equation of the plane:

3(2 + 3t)− 7(−1− 7t) + 5(3 + 5t) = −55

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t = −1

The point of intersection is found by putting t = −1 into equation

of the line:

x = 2 + 3(−1) = −1

y = −1− 7(−1) = 6

z = 3 + 5(−1) = −2

The point of intersection is (−1, 6,−2) ♦

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4. Find the equation of a line passing through (−1, 2, 3) that is

parallel to the line of intersection of the planes 3x − 2y + z = 4

and x + 2y + 3z = 5.

Solution:

By inspection, normals to the planes are N1 = 3i − 2j + k and

N2 = i + 2j + 3k. The desired line is perpendicular to both of

these normals (can you vusualise this?) so a vector parallel to the

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line is found by computing the cross product:

N1 ×N2 =

∣∣∣∣∣∣∣∣∣i j k

3 −2 1

1 2 3

∣∣∣∣∣∣∣∣∣= (−6− 2)i− (9− 1)j + (6 + 2)k

= −8(i + j− k)

Thus the required line passes through (−1, 2, 3) and is parallel to

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the vector 〈1, 1,−1〉 so it has the parametric form

x = −1 + t, y = 2 + t, z = 3− t

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Vector Methods For Measuring Distances in <3

Theorem 21. [Distance from a point to a plane in <3]

The distance from a point P (x0, y0, z0) to the plane Ax + By +

Cz + D = 0 is given by

d =|QP ·N|‖N‖

=|Ax0 + By0 + Cz0 + D|√

A2 + B2 + C2

where Q is any point in the given plane and N is a normal to the

given plane.

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Theorem 22. [Distance from a point to a line]

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The distance from a point P to the line L is given by the formula

d =‖v ×QP‖

‖v‖where v is a vector parallel to L and Q is any point on L.

Examples:

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1. Find an equation for the sphere with center C(−3, 1, 5) that is

tangent to the the plane 6x− 2y + 3z = 9.

Solution:

The radius r of the sphere is the distance from the center C to

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the given plane:

r =

∣∣∣∣∣6(−3) + (−2)(1) + 3(5)− 9√62 + (−2)2 + 32

∣∣∣∣∣ =∣∣∣∣−14

7

∣∣∣∣ = 2

The equation of the sphere is

(x + 3)2 + (y − 1)2 + (z − 5)2 = 22

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2. Find the distance from the point P (3,−8, 1) to the line

x− 33

=y + 7−1

=z + 2

5

Solution:

We need a point Q on the line. By inspection, Q(3,−7,−2) is

on the line and that QP = 〈0,−1, 3〉. A vector parallel to L is

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EE2090 2004/05

v = 〈3,−1, 5〉, so that

v ×QP =

∣∣∣∣∣∣∣∣∣i j k

3 −1 5

0 −1 3

∣∣∣∣∣∣∣∣∣= 2i− 9j− 3k

Thus

d =‖v ×QP‖

‖v‖=

√22 + (−9)2 + (−3)2√

32 + (−1)2 + 52≈ 1.64 ♦

267

Introduction

�� Denition

f �t� is a given function with variable t� for all t ��� Laplace Transform �L�T�� of f �t� is

L�f �t�� � F �s� �

Z�

�f �t�e�stdt �����

F �s� is a function of s where s is generally acomplex variable s � � jw�

Original function f �t� is the inverse of F �s�de�ned by

f �t� � L���F �s��

Laplace Transformsslide��

Examples

Example ��

Let f �t� � �� for t � �� Find F �s��

Solution�

L�f �t�� �

Z�

��e�stdt

� �e�st

s

����

��

s

Unit Step Function�

1

t

Laplace Transformsslide��

Examples

The unit step function u�t� is de�ned as follows

u�t� � � � t � �

� � � t � �

Hence

L�u�t�� ��

sSuppose given g�t� only in the interval t � �� we

can rewrite it as g�t�u�t��

X

=

g(t) 1 u(t)

t

g(t)u(t)

t

t

Laplace Transformsslide��

Examples

Example ��

Find the L�T� of f �t� � eat� t � �� where a is aconstant�Solution �

L�f �t�� �

Z�

�eate�stdt

Z�

�e��s�a�tdt

� �e��s�a�t

�s� a�

����

��

�s� a�� �s � a� � �

Hence�

F �s� ��

�s � a�for s � a

Laplace Transformsslide��

Examples

Note that from the de�nition of f �t� � eat � t �

�� f �t� can be written as

f �t� � eatu�t�

and

L�eatu�t�� ��

�s� a�� for s � a

Laplace Transformsslide��

Examples

Example ��

Find the L�T� of f �t� � sinh�wt��First note that

sinh�wt� ��

�ewt� e�wt�

Hence

L�sinh�wt�� ��

Z�

�e�te�stdt�

Z�

�e��te�stdt

��

��

s� w�

s w

��

��s w�� �s� w�

s� � w�

��

w

s� � w�

Laplace Transformsslide��

Examples

Example ��

Find the L�T� of f �t� � cosh�wt��First note that

cosh�wt� ��

�ewt e�wt�

Hence

L�cosh�wt�� ��

Z�

�e�te�stdt

Z�

�e��te�stdt

��

��

s� w

s w

��

��s w� �s� w�

s� � w�

��

s

s� � w�

Laplace Transformsslide�

Linearity of Laplace Transforms

�a� Linearity of Laplace Transforms

Theorem ���� The Laplace transformation is

a linear operation� That is for any functions

f �t� and g�t� whose L�T� exist and for any con�

stants a and b

L�af �t� bg�t�� � aL�f �t�� bL�g�t��

Proof�

LHS �

Z�

��af �t� bg�t��e�stdt

� a

Z�

�f �t�e�stdt b

Z�

�g�t�e�stdt

� aL�f �t�� bL�g�t��

Laplace Transformsslide��

Examples

Example �

L�sin�wt�� ��

j

Z�

�ej�te�stdt�

j

Z�

�e�j�te�stdt

� L

�ejwt� e�jwt

j

��

jL�ejwt� e�jwt�

��

j

��

s� jw�

s jw

��

j

��s jw�� �s� jw�

s� w�

��

w

s� w�

Laplace Transformsslide���

Examples

Example ��

L�cos�wt�� � L

�ejwt e�jwt

��

L�ejwt e�jwt�

��

��

s� jw

s jw

��

��s jw� �s � jw�

s� w�

��

s

s� w�

Laplace Transformsslide���

Examples

Example ��

L�t� �

Z�

�te�stdt Integrate by parts

Revision� Integration by parts�

Di�erentiation of a product of two functions u�t�and v�t� � from here on simply called u and v�

d

dt�uv� � u

dv

dt v

du

dt

Integrate both sides w�r�t� t and rearrange�

Zudv

dtdt � uv �

Zvdu

dtdt

Laplace Transformsslide���

Examples

Let

L�t� �

Z�

�te�stdt �

Z�

�udv

dtdt

ie� Let u � t and dvdt

� e�st�

L�t� �

�uv �

Zvdu

dtdt

��

�te�st

�s

��

Z�

�e�st

�s

��dt

� � �

s

�e�st

�s

��

��

s�

Laplace Transformsslide���

Examples

Example ��

L�t�� �

Z�

�t�e�stdt

Z�

�udv

dtdt

�t�e�st

�s

����

s

Z�

� te�stdt

s

Z�

�te�stdt

s

s�

� �

s�

It can be shown by induction that

L�tn� �n�

sn��

Laplace Transformsslide���

Important Laplace Transforms

f �t� F �s� � L�f �t�� �R�

� f �t�e�stdt

� u�t� �s

eat �s�a

� sin�wt� ws��w�

� cos�wt� ss��w�

� sinh�wt� ws��w�

� cosh�wt� ss��w�

� tn n�sn��

Laplace Transformsslide���

Inverse Laplace Transform

�b� Inverse Laplace Transform

The procedure to obtain the inverse Laplace trans�form of F �s� is given in the following steps�

�� First use partial fractions to rewrite thegiven F �s� as a sum of simple terms for whichthe inverse Laplace Transform is straightforward�

� Then take the Inverse L�T� as the sum of theInverse L�T� of the simple terms�

Laplace Transformsslide���

Examples

Example ��Given

F �s� ��

�s� a��s� b�

Find f �t� � L���F �s���

Solution � Use Partial Fractions�

�s� a��s� b��

A

s� a

B

s� b

Multiplying both sides by �s� a��s� b�� we have

� � A�s� b� B�s � a�

Let s � a�

� � A�a� b�

or

A ��

�a� b�

Laplace Transformsslide���

Examples

Let s � b�

� � B�b� a�

or

B ��

�b� a�

Hence�

�s� a��s� b��

�a� b�

�s � a�

�b� a�

�s� b�

��

�a� b��

�s� a��

�s� b��

Laplace Transformsslide��

Examples

Therefore

L���

�s� a��s� b�

� L���

�a� b�

��

�s � a��

�s� b�

��

��

�a� b�

�L��

��

�s� a�

�� L��

��

�s� b�

��

��

�a� b��eat� ebt�

Laplace Transformsslide��

Properties of Laplace Transforms

�� Properties of Laplace Transforms

�a� Di�erentiation

Theorem ����

L

�df

dt

�� L�f

�t�� � sL�f �t��� f ���

Proof� Consider the case where f�

�t� is piecewisecontinuous for all t � �� Then

L�f�

�t�� �

Z�

�e�stf

�t�dt �

Z�

�udv

dtdt

� uv �

Z�

�vdu

dtdt

� e�stf �t����� �

Z�

�f �t���s�e�stdt

� �f ��� s

Z�

�e�stf �t�dt

Laplace Transformsslide���

Properties of Laplace Transforms

Hence

L�f�

�t�� � sL�f �t��� f ���

Remark ���� Di�erentiation of a function f �t� isequivalent to multiplication of F �s� by s�

Laplace Transformsslide���

Properties of Laplace Transforms

Similarly�

L�f��

�t�� � L�d�f �t�

dt��

� sL�f�

�t��� f�

���

� s�sL�f �t��� f ����� f�

���

� s�L�f �t��� sf ��� � f�

���

� s�F �s�� sf ��� � f�

���

Extending this�

L�f���

�t�� � s�F �s�� s�f ��� � s�f�

��� � f��

���

By induction� it can be shown that

L�fn�t�� � snF �s�� sn��f ��� � sn��f���� � � � �

�sfn������ fn�����

Laplace Transformsslide���

Examples

Example ���

f �t� � t� � f�

�t� � t � f��

�t� �

f ��� � � � f�

��� � �

Using the above formula� we have

L�f��

�t�� � s�L�f �t��� sf ��� � f�

���

But

L�f��

�t�� � L� � �

sHence

s� s�L�f �t��� sf ��� � f

���

� s�L�f �t��

or

L�f �t�� �

s�

Laplace Transformsslide���

Properties of Laplace Transforms

�b� Integration

Theorem ���� Suppose f �t� is piecewise con�tinuous

Then

L

Z t

�f �� �d�

sL�f �t�� �s � �� s � ��

or

L����

sF �s�

��

Z t

�f �� �d�

Laplace Transformsslide���

Properties of Laplace Transforms

Remark ���� Suppose

G�s� ��

sF �s�

First �nd

f �t� � L���F �s��

Then

g�t� �

Z t

�f �� �d�

Laplace Transformsslide���

Examples

Example ���Find the inverse transform of

G�s� ��

s�s� w���Solution�

L���

s� w�

�� L��

��

w

w

s� w�

��

wsin�wt�

Therefore

L����

s

s� w�

��

Z t

wsin�w� �d�

��

w

��cos�w� �

w

�t�

��

w���� cos�wt��

Laplace Transformsslide���

Properties of Laplace Transforms

�c� Shifting on the s�axis

Theorem ���� Suppose

L�f �t�� � F �s�

Then

L�e�atf �t�� � F �s a�

Similarly

L���F �s a�� � e�atf �t�

Proof�

F �s a� �

Z�

�e��s�a�tf �t�dt

Z�

�e�st�e�atf �t��dt

� L�e�atf �t��

Laplace Transformsslide���

Properties of Laplace Transforms

Remark ���� L�T� of e�atf �t� can be found by�rst �nding the L�T� of f �t� �neglecting the factore�at� and then changing s with s a in F �s��

Remark ���� Similarly

L�eatf �t�� � F �s� a�

and

L���F �s� a�� � eatf �t�

Laplace Transformsslide��

Properties of Laplace Transforms

Example ���Given

L�sin�wt�� �w

s� w�

Then

L�e�at sin�wt�� �w

�s a�� w�

Example ���Given

L�cos�wt�� �s

s� w�

Then

L�e�at cos�wt�� ��s a�

�s a�� w�

Laplace Transformsslide��

Properties of Laplace Transforms

�d� Shifting on the t�axis

Theorem �� � Suppose

L�f �t�� � F �s�

Then

L�f �t� a�u�t� a�� � e�asF �s�

or

L���e�asF �s�� � f �t� a�u�t� a�

Remark ���� f �t�a�u�t�a� describes the resultof translating f �t� to the right by an amount a andsetting the function to zero for all t � a�

Laplace Transformsslide���

Properties of Laplace Transforms

1

1

1

u(t-1)

=

1

f(t-1)u(t-1)

f(t)

t t

t

Laplace Transformsslide���

Properties of Laplace Transforms

Example ���

Suppose

f �t� � � � t � �

� t� � �t � t � �

Then

f �t� � �t� � �t �u�t� ��

� ��t� ��� � �t� ���u�t� ��

Let g�t� � t� � t� Therefore

L�f �t�� � L�g�t� ��u�t� ���

� e�sL�g�t��

� e�s�

s��

s��

Laplace Transformsslide���

Properties of Laplace Transforms

Consider the following di�erent functions ��

�� f �t� t��

� f �t� t��u�t�

�� f �t�u�t� t��

�� f �t� t��u�t� t��

All the functions are di�erent�

Let f �t� � sin�wt��

Laplace Transformsslide���

Properties of Laplace Transforms

sin(ω(t-t ))0

sin(ωt)u(t-t 0 )

sin(ω(t-t ))u(t)0

ωsin( (t-t ))u(t-t0 )0

t t0

t tt t

t t0

0 0

1 2

3 4

Laplace Transformsslide���

Properties of Laplace Transforms

Example � �

Find the L�T� of the three functions �graphs ��� and ���

Graph ��

L�sin�w�t� t���u�t�� � L�sin�w�t� t����

� L�sin�wt� cos�wt��� cos�wt� sin�wt���

� cos�wt��w

s� w�� sin�wt��

s

s� w�

�cos�wt��w � sin�wt��s

s� w�

Laplace Transformsslide���

Properties of Laplace Transforms

Graph ��

L�sin�wt�u�t� t��� �

Z�

t

sin�wt�e�stdt

��

j

Z�

t

�e��s�jw�t � e��s�jw�t�dt

��

j�e��s�jw�t

s� jw�e��s�jw�t

s jw�

� e�ts�cos�wt��w sin�wt��s

�s� w���

Graph ��

L�sin�w�t� t���u�t� t��� � e�tsL�sin�wt��

� e�tsw

�s� w��

Note that the Laplace Transforms are all di�erent�

Laplace Transformsslide���