NATIONAL OPEN UNIVERSITY OF NIGERIA

SCHOOL OF SCIENCE AND TECHNOLOGY

COURSE CODE: MTH282:

COURSE TITLE: MATHEMATICAL METHODS 11

1
 MTH282: MATHEMATICAL METHODS 11

Course Team: Dr. Bankole Abiola (Developer/Writer) – NOUN

Dr. S.O. Ajibola (Editor) – NOUN
Dr. Bankole Abiola (Programme Leader) – NOUN
Dr S.O.Ajibola (Course Coordinator) – NOUN

NATIONAL OPEN UNIVERSITY OF NIGERIA

2
MTH 282 - MATHEMATICAL METHODS 11

CONTENTS

MODULE 1- REVIEW OF VECTOR THEORY

UNIT 1- VECTOR ALGEBRA

1.0 Introduction.
2.0 Objectives
3.0 Main Content
3.1Vector Algebra
3.1.1 Definitions.
3.1.2 Addition and Subtraction of Vectors
3.1.3 Unit Vectors
3.1.4 Rectangular Unit Vectors
3.1.5 Component of Vectors.
4.0 Conclusion
5.0 Summary
6.0 Tutor Marked Assignment
7.0 References / Further Reading.

3
1.0 INTRODUCTION

The notion of vector has proved to be of greatest value in physics and mathematics. It
is one of the most important concepts that would be studied in this course. It will be
found to recur in a great variety of applications. A full appreciation of the value of
vectors can come only after considerable experience with them. Two aspect of their
usefulness worth emphasizing are the following:
(1) Vectors enable one to reason about problems in space without use of co-
ordinates axes. This is particularly true because the fundamental laws of physics do
not depend on the particular position of co-ordinates axes in space. For example the
Newton’s second law, that has the form:

F = ma
Where F is the force vector and a is the acceleration vector of a moving particle of
mass m. does not necessarily depend on co-ordinate axis.

(2) Vector provides an economical “Short hand” for complicated formulas. For
example the condition that points P1 , P2 , P3 , and , P4 lie in a plane can be written in the
concise form as:
a . b × c =0

→
Where a , b and c are vectors represented by the directed segment, P1 P2
→ →
P1 P 3 and P1 P 4 respectively. The significant of the dot (.) and cross ( × ) will be
explained later in this course. The conciseness of vector formulae makes vector useful
both for manipulation and understanding.

2.0 OBJECTIVES

At the end of this unit you should be able to:

(1) define vectors and gives example

(2) define unit vectors, rectangular vectors, and resolve vectors into components

(3) perform algebraic functions on vectors.

(4) solve related problems on vectors.

4
3.0 MAIN CONTENT

3.1 VECTOR ALGEBRA

3.1.1 Definition 1: A vector in space is a combination of a magnitude (positive real

number) and a direction.

→
A vector can be represented by a directed line segment PQ in space. It is convenient
to represent vectors by bold letters such as a, b, c…

Definition 2: Two vectors are said to be equal if their magnitude and directions are the
same.

Definition 3: A zero vector is a vector whose magnitude is zero. We can represent

→
zero vectors by a degenerated line segment PP

3.1.2. Addition and Subtraction of Vectors

Given two vectors: a, b, then we can obtain a third vector c=a + b and if we write
b = c – a we have defined the operation of subtraction.

Addition and Subtraction of Vectors obey the following laws:

(1) a + b = b + a [Commutative law of addition]

(2) a + ( b + c) = (a + b) + c [ Associative law]

(3) a + b = c iff b = c – a

(4) a + 0 = a

(5) a – a =0

Definition 4: If h is a number and a is vector then the expression h a is defined as

vector whose magnitude is h .

Thus ha = h . a

Two vectors a, b, are said to collinear ( or linearly dependent) if there are scalars
h1 , h2 , not both zero, such that

h1 a + h2 b =0

5
This is equivalent to asserting that a and b are represented by parallel line segments.
Definition5: Three vectors a, b, c are said to be coplanar (or linearly dependent) if
there are scalar k1 ,k 2 , k 3 not all 0 such that:

k1 a + k 2 b + k 3 c =0

In this case a, b, c can be represented by segments in the same plane. Let a and b be
no collinear. Then every vector c coplanar with a and b can be represented in the
form
c = k1 a + k 2 b

For one and only one, choice of, k1 , k 2 .

3.1.3 Unit Vector: Unit vectors are vectors having unit length. Let a be any vector
a
with length a > 0 then is a unit vector denoted by â having the same direction
a
as a
Then a=a â

3.1.4 Rectangular Unit Vectors:

The rectangular unit vectors i. j , and , k are unit vectors having the direction of the
positive x, y, and , z axes of a rectangular co-ordinates system. We use right-handed
rectangular co-ordinate system unless otherwise specified.

3.1.5. The Component of a Vector

Any vector in 3- dimensions can be represented with initial point at the origin 0 of
rectangular co-ordinates systems.

Let ( A1 , A2 , A3 ) be the rectangular co-ordinates of the terminal point of A with initial

point at 0. The vectors A1i, A2 j and A3 k are called the rectangular component
vectors.

The sum of A1i , A2 j and A3 k i.e

A= A1i + A2 j + A3 k is a vector. The magnitude of A is

A= A12 + A22 + A32

In particular, if

r = xi + yj + zk

6
then

r = x2 + y2 + z2 .

SELF ASSESSMENT EXERCISE

1. Prove that for every four vectors x, y, z , and , w in space, scalars k1 , k 2 , k 3 , and , k 4
Not all 0, can be found such that

k1 x + k 2 y + k 3 z + k 4 w = 0

→
2. Let O, A, B be points of space. Show that the mid-point M of the segment AB is
→ 1 → →
located by the vector OM = (OA+ OB )
2

3. Prove that the medians of a triangle intersect in a point which is a trisection point of
each median.

4.0 CONCLUSION

In this unit you have learnt about vectors, vector addition and subtraction. In addition
we also consider component of vectors and unit vectors as a special kind of vectors.
You are to read carefully and master every bit of the material in this unit for you to
follow the material in the next unit

5.0 SUMMARY

Recall that in this unit we defined a vector as quantities having magnitude and
directions. Two vectors are said to be equal if the directions and magnitudes are equal.
Also we defined a unit vector as having magnitude equal to one. Finally any vector in
3-dimension can be represented with initial point at the origin 0 of a rectangular co-
ordinates systems. Thus if ( A1 , A2 , A3 ) represent the rectangular co-ordinates of the
terminal point of A then:

A = A1i + A2 j + A3 k is a vector.

Magnitude of this vector A is defined

A= A12 + A22 + A32 in particular if

r = xi + yj + zk then
r = x2 + y2 + z2

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You may wish to answer the following Tutor -Marked Assignment Questions.

6.0 TUTOR -MARKED ASSIGNMENT

1. Show that addition of vectors is commutative.

2. A car travels 3km due north, then 5 km northeast. Represent these displacements
graphically and determine the resultant displacement by (1) graphical method (2)
Analytical method.

3. If A, B, and , C are non-coplanar vectors and x1 A + y1 B + z1C = x 2 A + y 2 B + z 2 C ,

prove that it is necessary that x1 = x 2 , y1 = y 2 , z1 = z 2

4. Find the unit vector in the direction of the resultant of vectors A = 2i − j + k ,

B = i + j + 2k C = 3i − 2 j + 4k .

7.0 REFERENCES /FURTHER READING

1) Wilfred Kaplan (1959). : Advanced Calculus. Addison –Wesley Publishing

Company, Inc, Reading Massachusetts, U.S.A.

2) Murray R. Spiegel (1974) Theory and Problems of Advanced Calculus,

Schaum’sOutline Series, McGRAW-HILL BOOK COMPANY New-York.

3) G.Stephenson (1977): Mathematical Methods for Science Students Longman

8
UNIT 2- VECTOR ALGEBRA-PRODUCT OF VECTORS

1.0 Introduction
2.0 Objective
3.0 Main Content
3.1 Scalar Product
3.2 Vector Product
3.3 Triple Product
3.4 Axiomatic Approach to Vector Analysis.
4.0 Conclusion
5.0 Summary
6.0 Tutor Marked Assignment
7.0 References /Further Reading

1.0 INTRODUCTION

In this unit you will learn about product of vectors. We shall differentiate between
scalar product and vector product. These two concepts are very useful in vector
analysis because many physical phenomena can be explained in terms of either scalar
product or vector products. For example, work done can be calculated as a scalar
product of displacement and the applied force. This implies that if we let F represent
force and d represent the displacement then work done (W) can be defined as
W=F.d
Other physical interpretation of vector product will be discussed in this unit. You are
advised to read this unit very carefully.

2.0 OBJECTIVES

At the end of this unit you should be to:

1. define scalar product of vectors and give examples

2. define vector product and give examples

3. solve accurately all related exercises in this unit.

3.0 MAIN CONTENT

Two types of vector products are recognised, namely:

1) Scalar Product

2) Vector Product

In what now follows, we shall define and explain scalar product of vectors.

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3.1 Scalar Product

Let a and b be vectors then the scalar product of a and b is defined as

a.b = a b cos θ ……………………………………………………….(1)

θ is the angle between them. The quantity b cos θ which appears in (1) can be
interpreted as the component of b in the direction of a. We can write it as

comp ab = b cos θ …………………………………………………………(2)

This component is a scalar which measures the length of the projection of b on a line
parallel to a.

The notion of component is basic for application of vectors in mechanics. For

example, the velocity vector or force vector can be described by giving its component
in three mutually perpendicular directions. If a constant force F acts on an object
→
moving from A to B along the segment AB , the only component of F along AB does
work. The work done is precisely the product of this component by the distance
moved, thus:

Work= (force component in the direction of motion). (distance)

Hence
Work = F cos θ . AB = F . AB . ………………………………………(3)

Scalar product obeys the following laws:

(1) a.b = b.a (commutative)

(2) a.(b + c) = a.b + a.c (Distributive law)

(3) a.(kb) = (ka ).b = k (a.b) where k is a scalar.

We make the following inference from the scalar product of vectors.

(i) If a.b = 0 then a is perpendicular to b.

(ii) It is not permitted to cancel in an equation of the form

a.b=a.c and conclude that b=c.

For equation a.b=a.c it implies only that a,b=a.c=a.(b-c)=0 that is a is perpendicular

to b-c

We note that:

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i.i = 1, j. j = 1, and , k .k = 1 and i. j = 0, j.k = 0, and , k .i = 0 …(4)
Given that:

a = a1i + a 2 j + a 3 k , and , b = b1i + b2 j + b3 k ….(5)

Then:

a.b = (a1i + a 2 j + a 3 k ).(b1i + b2 j + b3 k )

= a1b1 + a 2 b2 + a 3b3 ….(6)

SELF ASSESSMENT EXERCISE

1. Show that:

( A1i + A2 j + A3 k ).( B1i + B2 j + B3 k ) = A1 B1 + A2 B2 + A3 B3

3.1.1 Direction Cosines

Recall from unit1 that if a is a vector of length 1 i.e. a = 1 then a will be termed a
unit vector. In this case denote:

a = axi + a y j + az k

Then
a x = a.1 = 1.1 cos α = cos α . where α is the angle between a, and , i. This is the
angle between a and the positive x direction. In a similar manner

a y = cos β , a z = cos γ where β , and , γ are the angles between a and the y, and , z ,
directions respectively.

From
a.b= a b cos θ then

a x bx + a y b y + a z bz
cos θ = ….(7)
a x2 + a 2y + a z2 bx2 + b y2 + bz2

SELF ASSESSMENT EXERCISE

1. Given that u = i − j + k , v = i + j + 2k , w = 3i − k evaluate (a)

u + v + w, (b),2u − v, (c), u.v

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3.2. The Vector Product

The vector product of a and b in that order is a vector

c = a × b which is 0 if a and b are collinear and otherwise is such that:

c = ab sin θ

The vector product satisfies the following laws:

(1) a × b = −(b × a ) (Anti- commutative law)

(2) a × (b + c) = a × b + a × c (Distributive law)

(3) a × (kb) = k (a × b)

(4) a × a = 0

(5) i × j = k , j × k = i, k × i = j

(6) i × i = 0, j × j = 0, k × k = 0

a = axi + a y j + az k
(7) Let
b = bx i + b y j + b z k

Then,

i j k
a × b = ax ay az
bx by bz

(a y bz − a z b y )i + (a z bx − a x bz ) j + (a x b y − a y b x )k . ..(8)

Also you should note that:

a × b = area of parallelogram with sides a and b

SELF ASSESSMENT EXERCISE

12
Given the vectors a = 2i − j , b = i + j + k c = −2i + k

Evaluate the following

(i) a × b (ii) c × b (iii) (a × b) × c (iv) a.(a × b) (v) a × (a × b)

3.3 Triple Product

In this section, we shall consider (1) The Scalar Triple Product (2) The Vector Triple
Product.

3.3.1 The Scalar Triple Product

The scalar a × b.c is known as the scalar triple product a, b, c, in that order. We need
to remark here that parentheses are not needed since a × (b.c) would have no
meaning.

The scalar triple product satisfies the following laws:

(1) a × b.c = 0 if and only if a,b,c, are coplanar

(2) a × b.c = volume of parallelepiped with edges a, b,and c

(3) a × b.c = a.b × c.

ax ay az
(4) axb.c = bx by bz
cx cy cz

(5) a × b.c = −b × a.c = −b.a × c

SELF ASSESSMENT EXERCISE

Evaluate the following:

(1) (i) i. j × k (ii) (i + j ).k + j

(2) Given the vectors

u =i−2j+k
v = 3i + k
w= j−k
Evaluate, (a) u.v × w (b) w × v.u (c) (u + v).(v + w) × w

13
3.4 The Vector Triple Products.

The expression (a × b) × c and a × (b × c) are known as vector triple products.

Note that the parentheses are necessary because for example;

(i × i ) × j = 0 while i × (i × j ) = i × k = − j

The following identities are to be noted

(1) a × (b × c) = (a.c)b − (a.b)c

(2) (a × b) × c = (c.a )b − (c.b)a

We can prove the identity stated in (1) i.e.

a × (b × c) = (a.c)b − (a.b)c
a = axi + a y j + az k
Proof: Let b = bx i + b y j + b z k
c = cxi + c y j + cz k
Taking component i , then

1 0 0
i.a × (b × c) = ax ay az
by bz bz bx bx by
cc cz cz cx cx cy

= a y (b x c y − b y c x ) − a z (bz c x − b x c z )

= bx ( a x c x + a y c y + a x c z ) − c x ( a x bx + a y b y + a z b z )

= i.[(a.c)b − (a.b)c] …(9)

We can similarly prove the above for y and z components.

3.4 Axiomatic Approach to Vector Analysis: Recall from our previous section (unit
1 section 3.1.5) that we can represent a vector:

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r = xi + yj + zk is determined when its components ( x, y, z ) relative to some
coordinate system are known. In adopting an axiomatic approach it is natural for us to
make the following:

Definition. A 3 dimensional vector is an ordered triplet of real numbers ( A1 , A2 , A3 ).

With the above definition, we can define equality, vector addition and subtraction,
e.t.c.

Let A = ( A1 , A2 , A3 ) and B = ( B1 , B2 , B3 ) then

1. A=B if and only if A1 = B1 , A2 = B2 , A3 = B3

2. A+B = ( A1 + B1 , A2 + B2 , A3 + B3 )

3. A-B = ( A1 − B1 , A2 − B2 , A3 − B3 )

4. 0 = (0, 0, 0)

5. mA = m( A1 , A2 , A3 ) = (mA1 , mA2 , mA3 )

6. A.B = A1 .B1 + A2 .B2 + A3 .B3

7. Length or magnitude of A= A = A. A = A12 + A22 + A33

From these we obtain other properties of vectors, such as A + B = B + A,

( A + B) + C = A + ( B + C ), A.( B + C ) = A.B + A.C. By defining the unit vectors:

i = (1,0,0) j = (0,1,0) k = (0,0,1)

We can show that

A = A1i + A2 j + A3 k

In like manner we can define A × B = ( A2 B3 − A3 B2 , A3 B1 − A1 B3 , A1 B2 − A2 B1 )

After this axiomatic approach has been developed we can interpret the result
geometrically or physically. For example we can show that A.B= AB cos θ

and A × B = AB sin θ

4.0 CONCLUSION: In this unit we have learnt about scalar multiplication and cross
multiplications of vectors .We have also considered vector triple products .The
application of these concepts will be apparent as we proceed further in this course.

15
5.0 SUMMARY:

In summary we recap the following about vector products, namely:

1) Given that A and B are vectors then the scalar product of A and B is defined as,

A.B= A B cos θ

2. If A= A1i + A2 j + A3 k , and B= B1i + B2 j + B3 k then

A.B= A1 B1 + A2 B2 + A3 B3

3. If A.B=0 and A and B are not null vector, then A and B are perpendicular.

i j k
4. Also A × B = A1 A2 A3
B1 B2 B3

5. A × B = the area of parallelogram with sides A and B.

6. If A × B = 0 and A and B are not null vectors, then A and B are parallel.

7. A × B = − B × A

We also note the following about triple products of vectors. Dot and cross
multiplication of three vectors A , B and C may produce meaningful products of the
form (A.B) C, A.( B × C ) and A × ( B × C ). The following laws are valid:
(a) (A.B)C ≠ A(B.C) in general

(b) A × ( B × C ) ≠ ( A × B ) × C

(c) A × ( B × C ) = ( A.C ) B − ( A.B )C

(d) ( A × B ) × C = ( A.C ) B − ( B.C ) A

6.0 TUTOR- MARKED ASSIGNMENT

1. Prove A.( B + C ) = A.B + A.C

2. Evaluate ( A + B).( A − B) if A = 2i − 3 j + 5k and B = 3i + j − 2k

3. Find the unit vector perpendicular to the plane of the vectors A=3i-2j+4k and
B= i+j-2k

16
4. Given that A=2i+j-3k, B=i-2j+k, C=-i+j-4k, then find (i) A. (B × C ) (ii) C.
(A × B )
7.0 REFERENCES/FURTHER READING

Stephenson. (1977) .Mathematical Methods for Science Students. London: Longman

Group Limited.
Murray, R. Spiegel (1974) .Advanced Calculus. Schaum’s Outline Series. McGraw-
Hill Book Company.

17
UNIT 3: VECTOR FUNCTIONS

1.0 Introduction
2.0 Objectives
3.0 Main Body
3.1 Vector Function of One Variable
3.2 Limit and Continuity of Vector Function
3.3 Derivatives of a Vector Function
3.4 Geometric Interpretation of Vector Derivatives
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION

In this unit you shall learn about vector functions. You will also learn limit and
continuity of vector functions. You will also find derivatives of vectors and this will
allows you to determine vector velocity. Finally we shall give geometric interpretation
of vector derivatives.

2.0 OBJECTIVES

At the end of this unit you should be able to:

define limit and continuity of vector functions

- find the derivatives of vector functions
- give a geometric interpretation to vector derivatives and be able to determine
vector velocity.
- solve correctly all related problems on vector functions.

3.0 MAIN CONTENT

3.1 Vector Function of One Variable

Given an interval t1 ≤ t ≤ t 2 , suppose we assign a vector u in space, then u is said to

be given a vector function of t over that interval.

For example

u = t 2 i + t 3 j + sin tk
Where i, j , k form a triple of mutually perpendicular unit vectors. If a co-ordinate
system is chosen in space then the vector u can always be expressed in the form

u = uxi + u y j + uz k
Where u x , u y , and , u z , are the corresponding components. These components will
themselves depend on t.
18
Suppose the axes are fixed independent of t, then we can write
u x = f (t ) , u y = g (t ) and u z = h(t ), t1 ≤ t ≤ t 2

Thus a vector functions of t , determines three scalar functions of t. conversely, if

f (t ), g (t ) and h(t ) are three scalar function of t defined on the interval, t1 ≤ t ≤ t 2
then the vector

u = f (t )i + g (t ) j + h(t )k is a vector function of t.

3.2 Limit and Continuity of Vector Function

The vector function u = u (t ) is said to have a limit v as t approaches t o . This

implies that lim u (t ) = v if u (t ) − v < ε whenever t − to < δ .
t →t o

The implication of this is that the difference between u (t ) and v can be made
arbitrarily small for t sufficiently close to t 0

Continuity: The function u = u (t ) is said to be continuous at the value t 0 if one

has

lim u (t ) = u (t 0 )
t →t0

We can establish by prove that u (t ) is continuous at a value t o , if and only if its

component u x , u y , and , u z are all continuous. Also given two vectors
u1 (t ), and , u 2 (t ) such that they are both continuous functions for t1 ≤ t ≤ t 2 then the
functions:

u1 (t ) + u 2 (t ), u1 (t ).u 2 (t ) and u1 (t ) × u 2 (t ) are continuous functions of t over the

defined interval.

3.3 Derivative of a Vector Function

1. Velocity Vector: The derivative of the vector function u = u (t ) is defined as a

limit.

du u (t + ∆t ) − u (t ) ∆u
= lim = lim
dt ∆t → 0 ∆t ∆ t → 0 ∆t

We can define the above in terms of component as follows:

u (t + ∆t ) − u (t ) = [ f (t + ∆t ) − f (t )]i + [ g (t + ∆t ) − g (t )] j + [h(t + ∆t ) − h(t )]k

19
Hence on dividing by ∆t and letting ∆t → 0 one finds

du
= f ′(t )i + g ′(t ) j + h ′(t )k
dt

du x du y du
= i+ j+ z k
dt dt dt

Therefore to differentiate a vector function, one differentiates each component

separately.

3.4 Geometric Interpretation

Let S be the distance traversed by P from t = t1 up to time t, then

ds
= f ′(t ) 2 + g ′(t ) 2 + h ′(t ) 2
dt

dx 2 dy dz
= ( ) + ( )2 + ( )2
dt dt dt

→
Let u = OP the position vector of the moving point P, then the vector

→
v = (d / dt ) OP is the tangent to the curve traced by P and has at each point a
magnitude

du
v = = f ′(t ) 2 + g ′(t ) 2 + h ′(+ ) 2
dt

The conclusion drawn from above is that v is precisely the velocity vector of the
moving point P for v is the tangent to the path and has magnitude v = ds / dt (speed)
and clearly points in the direction of motion.

We then have the following rule:

d →
OP = velocity of P, where 0 is a fixed reference point.
dt

Finally we consider the following differentials: Given that

A( x, y, z ) = A1 ( x, y, z )i + A2 ( x, y, z ) j + A3 ( x, y, z )k
Then

∂A ∂A ∂A
dA = dx + dy + dz , is the differential of A.
∂x ∂y ∂z

20
Remarks: Derivatives of products obey rules similar to those for scalar functions.
However when cross product are involved the order may be important. Some
examples are:

d dA dφ
(a) (φA) = φ + A
dx dx dx

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

∂ ∂B ∂A
(c) ( A × B) = A × + ×B
∂z ∂z ∂z

3.3.1 Solved Problems:

1. Suppose u = r cos( wt )i + r sin( wt ) j where r and w are constants. Let the point
P moves according to the equations x = r cos( wt ), y = r sin( wt ) which represent the
circle x 2 + y 2 = r 2 in the xy -plane. The polar angle θ of P at time t is θ = wt .
Find the angular velocity, the vector velocity and the speed of the movement.

Solution: The angular velocity of P

dθ
= =w
dt

2. Vector velocity:

dv dx dy
v= = i+ j = − rw sin( wt )i + rw cos( wt ) j
dt dt dt

3. Speed is

ds
= r 2 w 2 sin 2 ( wt )i + r 2 w 2 cos 2 ( wt ) = rw, w ≥ 0
dt

−2 t dr dr d 2r
Problem 2: If r = (t + 2t )i − 3e
3
j + 2 sin 5tk , Find (a) (b) , (c)
dt dt dt 2
d 2r
(d) ,at t=0 and give a possible physical significance.
dt 2

Solution:

21
 d 3 d d
(a) (t + 2t )i + (−3e − 2t ) j + (2 sin 5t )k
dt dt dt

= 3t 2 + 2)i + 6e −2t j + 10 cos 5tk

At t=0 dr / dt = 2i + 6 j + 10k
(b) From (a) dr / dt = (2) 2 + (6) 2 + (10) 2 = 140 = 2 35 at t=0.

d 2 r d dr d
(c) 2
= ( ) = {(3t 2 + 2)i + 6e − 2t j + 10 cos 5tk ) = 6ti − 12e −et j − 50 sin 5tk
dt dt dt dt

At t=0 d 2 r / dt 2 = −12 j

(d) From (c) d 2 r / dt 2 = 12 at t=0.

If t represents time, these represent respectively the velocity, magnitude of the

velocity, acceleration and magnitude of the acceleration at t=0 of a particle moving
along the space curve x = t 3 + 2t y = −3e −2t , z = 2 sin 5t

4.0 CONCLUSION: In this unit you have learnt about vector function, limit and
continuity of vector functions derivatives of vectors and geometrical interpretations of
vector derivatives. In the next unit we are going to extend these derivatives into
partial derivatives and apply the results in the orthogonal curvilinear co-ordinates.

5.0 SUMMARY: We now recap what you have learnt in this unit as follows:
(1) Given an interval t1 ≤ t ≤ t 2 , a vector function u can be assigned such that
u = u (t ). For example, u (t ) = t 2 i + sin tj + cos 2 tk is a vector function of t.

(2) We can define a limit of the vector function as:

lim u (t ) = v if u (t ) − v < ε whenever t − t 0 < δ . This implies that the

difference between u (t ) and v an be made arbitrarily small for t sufficiently close
to t 0

(3) We define continuity of u (t ) as:

lim u (t ) = u (t 0 )
t →t 0

If u (t ) = u x (t )i + u y (t ) j + u z (t )k then we can prove that u (t ) is continuous if and

only if all the components of u (t ) are continuous.

(4) We define derivatives of vectors as follows:

22
If u (t ) = u x (t )i + u y (t ) j + u z (t )k then

du (t ) du x (t ) du y du
= i+ j+ z k
dt dt dt dt

We also give a geometric interpretation of the derivatives of vectors.

6.0 TUTOR -MARKED ASSIGNMENT

d dB dA
1. Prove that ( A.B ) = A. + ..B where A and B are differentiable functions of
du du du
u.

2. If A = x 2 sin yi + z 2 cos yj − xy 2 k , find dA

3. A particle moves along a space curve, r = r (t ), where t , is the time measured from
some initial time. If v = dr / dt = ds / dt is the magnitude of the velocity of the
particle ( s is the arc length along the space curve measured from the initial position) ,
prove that the acceleration a of the particle is given by:

dv v2
a= T+ N
dt ρ
Where T and N are unit tangent and normal vectors to the space curve and
−1 −1 / 2
d 2r  d 2 x  2  d 2 y  2  d 2 z  2 
ρ= 2 =  2  +  2  +  2  
ds  ds   ds   ds  
f ′(r )
4. Prove that grad f (r ) = r , where r = x 2 + y 2 + z 2 and f ′(r ) = df / dr is
r
assumed.

7.0 REFERENCES/FURTHER READINGS

1. G Stephenson (1977): Mathematical Methods for Science Students (2nd Edition)

Longman London and New York

2. P D S Verma (1994): Engineering Mathematics, Vikas Publishing House PVT Ltd

New Delhi.

3. Wilfred Kaplan (1959) Advanced Calculus Addison-Wesley Publishing Company,

Inc U.S.A.

4. Murray R. Spiegel (1974) Advanced Calculus, Schaum’s Outline Series,

McGRAW-HILL BOOK COMPANY New-York.

23
MODULE TWO – DIFFERENTIAL OPERATORS

Unit 1- THE OPERATOR DEL ( ∇ )

1.0 Introduction
2.0 Objectives
3.0 Main Body
3.1 Operator Del ( ∇)
3.2 Gradient of φ ( x, y, z )
3.3 Interpretation of Gradient of φ ( x, y, z )
3.4 Illustrative Examples.
4.0 Conclusion
5.0 Summary
6.0 Tutor Marked Assignment
7.0 References / Further Readings

1.0 INTRODUCTION. In this unit you will learn about certain differential
operations which can be performed on scalar and vector fields. These operations have
wide-ranging applications in the physical sciences. The most important operations are
those of finding the gradient of a scalar field and the divergence and curl of a vector
field. Central to all these differential operations is the vector operator ∇ which is
called Del (or sometimes, nabla) which e shall deal with in this unit.

2.0 OBJECTIVES
At the end of this unit you should be able to:
-define the Operator Del ( ∇)
- apply the Operator in finding gradient of function φ ( x, y, z )
-give physical interpretation to gradient of φ ( x, y, z )
- solve correctly exercises involving the use of gradient of

3.0 MAIN CONTENT

3.1 Operator Del ( ∇)

Consider the operator ∇(del ) defined by:

∂ ∂ ∂
∇= i+ j+ k ..(1)
∂x ∂y ∂z

Equation (1) is called operator Del. It has a lot of physical application in vector
analysis as we shall see shortly.

Now if φ ( x, y, z ) and A( x, y, z ) have continuous first partial derivatives in a region

we can define the gradient of φ ( x, y, z )

(1) Gradient: The gradient of φ ( x, y, z ) is defined by:

24
 ∂φ ( x, y, z ) ∂φ ( x, y, z ) ∂φ ( x, y, z )
gradφ = ∇φ = i+ j+ k
∂x ∂y ∂z

3.2 Interpretation: One interesting application of gradφ can be view as follows:

Let φ ( x, y, z ) = c .. (2)

Be equation of a surface then, ∇φ is normal to this surface. To see this let φ ( x, y, z )

b a scalar field.

Consider the differential defined by:

dr = dxi + dyj + dzk … (3)

The corresponding differential in φ ( x, y, z ) is

∂φ ∂φ ∂φ
dφ = dx + dy + dz … (4)
∂x ∂y ∂z

= ∇φ .dr …. (5)

Now if φ = c then dφ = 0 therefore

∇φ .dr = 0 … (6)
Hence ∇φ is normal to the surface given by the equation φ ( x, y, z ) = c

Illustrative Examples: (1) Find the gradient of the scalar field φ = xy 2 z 3

Solution: ∇φ = y 2 z 3i + 2 xyz 3 j + 3 xy 2 z 3 k

Example 2: Given the function φ ( x, y, z ) = x 2 y + yz at the point (1, 2,-1) find it’s
rate of change with distance in the direction a = i + 2 j + 3k . At this same point,
what is the greatest possible rate of change with distance and in which direction does
it occur?

Solution: Gradient of φ is given by

∇φ = ∇( x 2 y + yz ) = 2 xyi + ( x 2 + z ) j + yk

Now at the point (1, 2,-1), ∇ϕ = 4i + 2k

25
 1
The unit vector in the direction of a is â = (i + 2 j + 3k ), so the rate of change of
14
φ with distance s in this direction is

dφ 1 10
= ∇φ .aˆ = ( 4 + 6) =
ds 14 14

From the above discussion, at the point (1, 2,-1) dφ / ds will be greatest in the
direction of ∇φ = 4i + 2k and has the value ∇φ = 20 in this direction.

The gradient obeys the following laws:

grad ( f + g ) = gradf + gradg

grad ( fg ) = fgradg + ggradf
In addition to these, we note that the gradient operation also obey the chain rule as in
ordinary differential calculus, i.e. if φ and ϕ are scalar fields in some region R
then

∂φ
∇[φ (ϕ )] = ∇ϕ …. (7)
∂ϕ

4.0 CONCLUSION: In this unit you have learnt about gradient of vector and scalar
fields. In the next unit we are going to learn about divergence of a vector field still
relying on the operator Del. It is very important for you to learn this operator very
well before you make any meaningful progress beyond this point.

5.0 SUMMARY: Recall that you have learnt in this unit the following:

1) The operation Del ( ∇ ) is defined as

∂ ∂ ∂
∇= i+ j+ k
∂x ∂y ∂z

2) If φ ( x, y, z ) is a scalar field then the gradient of φ ( x, y, z ) is defined as

∂φ ∂φ ∂φ
grad φ = i+ j+ k
∂x ∂y ∂z

3. The corresponding differential of φ ( x, y, z ) is given as

∂φ ∂φ ∂φ
dφ = dx + dy + dz
∂x ∂y ∂z

= ∇φ .dr

Where

26
dr = dxi + dyj + dzk

5. If φ ( x, y, z ) = c then dφ = 0 this implies that

∇φ .dr = 0 , hence ∇φ is normal to the surface given by φ ( x, y, z ) = c

6.0 TUTOR- MARKED ASSIGNMENT

1. If φ = x 2 yz 3 and A= xzi − y 2 j + 2 x 2 yk find (i) ∇φ (ii) ∇. A

2. Prove that ∇φ is a vector perpendicular to the surface φ ( x, y, z ) = c where c is a

constant.

3. If φ = 2 x 2 y − xz 3 find ∇φ and ∇ 2φ

7.0 REFERENCES/ FURTHER READING

1. G Stephenson (1977): Mathematical Methods for Science Students (2nd Edition)

2. P D S Verma (1994): Engineering Mathematics, Vikas Publishing House PVT Ltd

New Delhi.

3. Wilfred Kaplan (1959) Advanced Calculus Addison-Wesley Publishing Company,

Inc U.S.A.

4. Murray R. Spiegel (1974) Advanced Calculus, Schaum’s Outline Series,

McGRAW-HILL BOOK COMPANY New-York.

27
UNIT 2 DIVERGENCE OF A VECTOR FIELD

1.0 Introduction
2.0 Objectives
3.0 Main Body
3.1 The Divergence of a vector field
3.1.1 The Laplacian
3.2 Illustrative Examples
4.0 Conclusion
5.0 Summary
6.0 Tutor- Marked Assignments
7.0 References /Further Reading

1.0 INTRODUCTION

In this unit you will learn about the divergence of vector field. Divergence can be
considered as a quantitative measure of how much a vector field diverges (spread out)
or converges at any given point. For example if we consider the vector field v( x, y, z )
describing the local velocity at any point in a fluid then the divergence is equal to the
net rate of outflow of fluid per unit volume, evaluated at a point. We will be exposed
to mathematical exposition of this very important concept in this unit. The
prerequisite to our learning this unit is the thorough understanding of the unit on
Differential operators. (Module 2- unit 1)

2.0 OBJECTIVES
At the end of this you should have understood what is meant by

1) divergence of a vector field

2) the Laplacian

3) be able to solve correctly the exercises at the end of this unit.

3.0 MAIN CONTENT

3.1 The divergence of a vector field: Suppose we are given a vector field v( x, y, z )
in the domain D of space, given three scalar functions v x ,v y , v z . suppose these
functions possess partial derivatives in D then the divergence is defined as:

∂v x ∂v y ∂v z
divv = + + ….. (1)
∂x ∂y ∂z

Formula (1) can be written in the symbolic form:

divv = ∇.v which implies

28
 ∂ ∂ ∂ ∂v ∂v y ∂v z
∇.v = ( i+ j + k ).(v x i + v y j + v z k ) = x + + ….. (2)
∂x ∂y ∂z ∂x ∂y ∂z

The divergence defined above has a physical significance. In fluid dynamics it

appears as a measure of the rate of decrease of density at a point. More precisely
Let u = u ( x, y, z , t ) denote the velocity vector of a fluid motion and
let ρ = ρ ( x, y, z , t ) denote the density.

Then v = ρu is a vector whose divergence satisfies the equation.

∂ρ
divv = − …. (3)
∂t

Equation (3) is called continuity equation of fluid mechanics. If fluid is

incompressible, this reduce to the simpler equation

divu = 0 …. (4)

2. The divergence also plays an important role in the theory of electromagnetic

fields. To see this we note that the divergence of the electric force vector E satisfies
the equation defined by:

divE = 4πρ …. (5)

Where ρ is the charge density. Thus where there is no charge, equation (5) reduces
to

divE = 0 ….. (6)

The divergence has the following basic properties

(1) div (u+v) =div u+div v

(2) div( fu ) = fdivu + gradf .u …. (7)

3.1.1. The Laplacian

Let w = f ( x, y, z ) then the Laplacian of w is defined as

∂2w ∂2w ∂2w

∇2w = + + ….. (8)
∂x 2 ∂y 2 ∂z 2

The origin of the ∇ 2 lies in the interpretation of ∇ as a vector differential operator

defined before as

29
 ∂ ∂ ∂
∇= i+ j+ k … (9)
∂x ∂y ∂z

Symbolically

∂2 ∂2 ∂2
∇ 2 = ∇.∇ = + + … (10)
∂x 2 ∂y 2 ∂z 2

If z = f ( x, y ) and has second derivatives in the domain D and

∇2 z = 0 …. (11)

In D, then z is said to be harmonic in D. We also used the same term for a function of
three variables which has continuous second derivatives in a domain D in space and
whose Laplacian is 0 in D. The two equations for harmonic functions:

∂2z ∂2z ∂2w ∂2w ∂2w

+ = 0, + + =0 … (12)
∂x 2 ∂y 2 ∂x 2 ∂y 2 ∂z 2

are known as the Laplacian equations in two and three dimensions respectively.

Remark: In the theory of elasticity we have the following equation:

∂4z ∂4z ∂4z

+ 2 + =0 … (13)
∂x 4 ∂x 2 ∂y 2 ∂y 4

The combination which appears above can be expressed in terms of the Laplacian as
follows:

∂4z ∂4z ∂4z

∇ 2 (∇ 2 z ) = + 2 + … (14)
∂x 4 ∂x 2 ∂y 2 ∂y 4

The expression in (14) is called biharmonic expression whose solutions are termed
biharmonic functions. Harmonic functions arise in the theory of electromagnetic
fields, in fluid dynamics, in the theory of heat conduction, and many other parts of
physics.

3.2 Illustrative Examples:

1) Given that A= xzi − y 2 j + 2 x 2 yk find the divergence of A.

Solution: The divergence of A is defined as

30
 ∂ ∂ ∂
i+
( j + k ).( xzi − y 2 j + 2 x 2 yk )
∂x ∂y ∂z
∇. A=
∂ ∂ ∂
= ( xz ) + (− y 2 ) + (2 x 2 y ) = z − 2 y
∂x ∂y ∂z

2) Prove that ∇.(φA) = (∇φ ). A + φ (∇. A)

Solution: ∇.(φA) = ∇.(φA1i + φA2 j + φA3 k )

∂ ∂ ∂
= (φA1 ) + (φA2 ) + (φA3 )
∂x ∂y ∂z
∂φ ∂φ ∂φ ∂A ∂A ∂A
= A1 + A2 + A3 + φ ( 1 + 2 + 3 )
∂x ∂y ∂z ∂x ∂y ∂z

∂φ ∂φ ∂φ ∂ ∂ ∂
=( i+ j+ k ).( A1i + A2 j + A3 k ) + φ ( i + j + k ).( A1i + A2 j + A3 k )
∂x ∂y ∂z ∂x ∂y ∂z

= (∇φ ). A + φ (∇. A)

3). Given that φ = 2 x 2 y − xz 3 find ∇ 2φ

∂ ∂ ∂
Solution: ∇ 2φ = Laplacian of φ = ∇.∇φ = (4 xy − x 2 ) + (2 x 2 ) + (−3 xz 2 )
∂x ∂y ∂z
= 4 y − 6 xz

4.0CONCLUSION: In this unit you have learnt about divergence of vector field, we
have also learnt about Laplacian and discussed various applications of these concepts
to physical phenomenal. You are advised to read this unit properly and carefully,
before moving to other unit.

5.0 SUMMARY: The following should be noted: That divergence is a measure of

how much a vector field spread out or converges.

If v( x, y, z ) is a vector field then its divergence is defined as

∂v x ∂v y ∂v z
∇.v( x, y, z ) =
+ + = divv
∂x ∂y ∂z
We may derive from the definition of divergence we can also define Laplacian as
follows

∂2 f ∂2 f ∂2 f
∇.( gradf ) = 2 + 2 + 2
∂x ∂y ∂z

31
We also considered other physical application such as application of biharmonic
functions of the form

∂4z ∂4z ∂4z

∇ 2 (∇ 2 z ) = + 2 + in the theory of elasticity.
∂x 4 ∂ 2 x∂ 2 y ∂y 4

6.0 TUTOR -MARKED ASSIGNMENT

1. Given that the vector field v = 2 xi + yj − 3 zk , verify that the divergence of v (div v)
is zero.

2. Evaluate [ ( xi − yj ).∇]( x 2 i − y 2 j + z 2 k )

3. Given that φ = x 2 yz 3 and A= xzi − y 2 j + 2 x 2 yk . Evaluate div(φA)

7.0 REFERENCES/ FURTHER READINGS

1. G Stephenson (1977): Mathematical Methods for Science Students (2nd Edition)

2. P D S Verma (1994): Engineering Mathematics, Vikas Publishing House PVT Ltd

New Delhi.

3. Wilfred Kaplan (1959) Advanced Calculus Addison-Wesley Publishing Company,

Inc U.S.A.

4. Murray R. Spiegel (1974) Advanced Calculus, Schaum’s Outline Series,

McGRAW-HILL BOOK COMPANY New-York.

32
UNIT 3 THE CURL OF A VECTOR FIELD

1.0 Introduction
2.0 Objectives
3.0 Main Body
3.1 The Curl of a Vector field
3.2. Illustrative examples.
4.0 Conclusion
5.0 Summary
6.0 Tutor Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION

In this unit we will learn about curl of vector field. This concept has a wide range of
application in physical phenomenal such as electromagnetic theory. The concepts we
learnt, earlier such as gradient of vector field and divergence theory will be applied
later in the theory of orthogonal curvilinear coordinates systems.

2.0 OBJECTIVES

At the end of this unit you should be able to

- define Curl of vector field correctly

- interpret the physical implication of Curl of vector field
- solve correctly all the associated mathematical problems involving the curl of
vector fields
-
3.0 MAIN CONTENT

3.1 The Curl of a Vector Field

We can define the Curl of a vector field as follows:

Let v( x, y, z ) be a vector field then the curl of vector v( x, y, z ) is

i j k
∂ ∂ ∂
Curl v= ∇ × v = … (1)
∂x ∂y ∂z
vx vy vz

Expression (1) can be expressed as

∂v z ∂v y ∂v ∂v ∂v y ∂v x
Curl v= ( − )i + ( x − z ) j + ( − )k … (2)
∂y ∂z ∂z ∂x ∂x ∂y

33
This vector field has a meaning independent of the choice of axes. We shall see this in
the treatment of orthogonal curvilinear coordinates to be considered in the next
module.

The curl of vector field is important in the analysis of the velocity field of fluid
dynamics and in the analysis of electromagnetic force fields. For example, curl can be
interpreted as measuring angular motion of a fluid and the condition is:

Curl v=0 … (3)

For a velocity field v characterizes what are termed irrotational flows. The analogous
equation is given as:

Curl E=0 … (4)

For the electric force vector E it holds when only electrostatic forces are present.

Recall that if ∇ × V = 0 in a region, we say that the flow is irrotational in that region.
The implication of this is that the circulation around a closed curve in a simple region
where the flow is irrotational is zero. If the fluid is incompressible and there is no
distribution of sources or sink in the region, we have also ∇.V = 0. since the
condition ∇ × V = 0 implies the existence of a potential ϕ such that

V = ∇ϕ … (5)

We see that if also ∇V . = 0 then it follows that ∇.∇ϕ = ∇ 2ϕ = 0. That is, in the flow
of an incompressible irrotational fluid without distributed sources or sinks the velocity
vector is the gradient of a potential ϕ which satisfies the equation

∂ 2ϕ ∂ 2ϕ ∂ 2ϕ
∇ 2ϕ = 0 or + + = 0 … (6)
∂x 2 ∂y 2 ∂x 2

Equation (6) is known as Laplace’s equation already discussed in (unit 2, Module 2)

Generally, in any continuously differentiable vector field F with zero divergence and
curl in a simple region, the vector F is the gradient of a solution of Laplace’s equation.
Solutions of this equation are called harmonic functions.

3.2 Illustrative Examples

1) If A= xz 3i − 2 x 2 yzj + 2 yz 4 k . Find ∇ × A (or curl A) at the point (1,-1, 1)

Solution:

∂ ∂ ∂
∇× A = ( i+ j + k ) × ( xz 3i − 2 x 2 yzj + 2 yz 4 k )
∂x ∂y ∂z

34
 i j k
∂ ∂ ∂
=
∂x ∂y ∂z
xz 3 − 2 x yz 2 yz 4
2

∂ ∂ ∂ ∂ ∂ ∂
=[ (2 yz 4 ) − (−2 x 2 yz )]i + [ ( xz 3 ) − (2 yz 4 )] j + [ (−2 x 2 yz − ( xz 3 )]k
∂y ∂z ∂z ∂x ∂x ∂y
= (2 z + 2 x y )i + 3 xz j − 4 xyzk = 3 j + 4k at point (1,-1, 1)
4 2 2

2) If A = x 2 yi − 2 xzj + 2 yzk find CurlCurlA

Solution curlcurlA = ∇ × (∇ × A)

i j k
∂ ∂ ∂
= ∇× = ∇ × [(2 x + 2 z )i − ( x 2 + 2 z )k ]
∂x ∂y ∂z
x y − 2 xz 2 yz
2

i j k
∂ ∂ ∂
= = (2 x + 2) j
∂x ∂y ∂z
2x + 2z 0 − x 2 − 2z

3) Prove that ∇ × (∇φ ) = 0

∂φ ∂φ ∂φ
Solution ∇ × (∇φ ) = ∇ × ( i + j+ k)
∂x ∂y ∂z

i j k
∂ ∂ ∂
=
∂x ∂y ∂z
∂φ ∂φ ∂φ
∂x ∂y ∂z

=
∂ ∂φ ∂ ∂φ ∂ ∂φ ∂ ∂φ ∂ ∂φ ∂ ∂φ
[( ( ) − ( )]i + [ ( ) − ( )] j + [ ( ) − ( )]k
∂y ∂z ∂z ∂y ∂z ∂x ∂x ∂z ∂x ∂y ∂y ∂x

35
 ∂ 2φ ∂ 2φ ∂ 2φ ∂ 2φ ∂ 2φ ∂ 2φ
=( − )i + ( − )j+( − )k = 0
∂y∂z ∂z∂y ∂z∂x ∂x∂z ∂x∂y ∂y∂x

This is only true when φ is continuously differentiable hence the order of the
differentiation is immaterial.

Conclusion: In this unit you have learnt about Curl and various applications of Curl
to physical situations. You need to read this unit carefully before moving to the next
unit of this course.

Summary: We recall that in this unit we defined a Curl of a vector field, as

i j k
∂ ∂ ∂
Curl =
∂x ∂y ∂z
vx vy vz

You are required to master this formula properly because of its physical application as
we proceed in studying this course.

6.0 TUTOR-MARKED ASSIGNMENT

1. Obtain the Curls of the following vectors:

(a) xi, (b), r , (c), ( xi − yj ) /( x + y ), (d ), i sin y + jx(1 + cos y )

2. If curlA=0 where A= ( xyz ) m ( x n i + y n j + z n k ) show that either m=0 or n=-1

3. If v= r (a.r) where a is a constant vector show that

Curlv= a ∧ r (ii) curl (a ∧ r ) = 2a

7.0 REFERENCES/FURTHER READINGS

1. G Stephenson (1977): Mathematical Methods for Science Students (2nd Edition)

2. P D S Verma (1994): Engineering Mathematics, Vikas Publishing House PVT Ltd

New Delhi.

3. Wilfred Kaplan (1959) Advanced Calculus Addison-Wesley Publishing Company,

Inc U.S.A.

4. Murray R. Spiegel (1974) Advanced Calculus, Schaum’s Outline Series,

McGRAW-HILL BOOK COMPANY New-York.

36
MODULE THREE: ORTHOGONAL CURVILINEAR CO-ORDINATES

UNIT 1- JACOBIANS

1.0 Introduction
2.0 Objectives
3.0 Main Body
3.1 Jacobian Defined
3.1.2. Properties of Jacobian
3.2 Jacobian and Curvilinear Coordinates: Change of Variables in Integrals.
4.0 Conclusion
5.0 Summary
6.0 Tutor Marked Assignment
7.0 Further Reading/ References

1.0 Introduction: A useful tool for the operation on orthogonal curvilinear

coordinate systems is the Jacobian. Since most of the co-ordinate systems are
different from the Cartesian co-ordinate some transformations are usually required
which will necessitate the need to find the scale factors of these transformation , in
doing this we may need to find the Jacobian of the transformation before we can able
to find the required scale factors.

2.0 Objectives: At the end of this unit you should be able to define

- Jacobian and use it.

- Solve correctly, exercises involving the use of Jacobian.

3.0 MAIN BODY

3.1 Jacobian Defined:

The Jacobian of x and y for two independent variables m and n is the

determinant

∂x ∂x
( )n ( )m
∂m ∂n
∂y ∂y
( )n ( )m
∂m ∂n

Where x = f1 (m, n) and y = f 2 (m, n) . The customary notation is

∂x ∂x
∂ ( x, y ) ( ) ( )m
∂ ∂
n
= m n … (1)
∂ (m, n) ( ∂y ) ( ∂y )
∂m ∂n
n m

It is obvious from (1) that

37
 ∂ ( x, y ) ∂x ∂y ∂x ∂y
= ( )n ( )m − ( )m ( )n … (2)
∂ (m, n) ∂m ∂n ∂n ∂m

3.1.2 Properties of Jacobians

Jacobians have the following basic properties.

(a) We note from (1) that

∂y ∂y
∂ ( y, x) ( )n ( )m
= ∂m ∂n . . . (3)
∂ (m, n) ( ∂x ) ∂x
( )m
∂m ∂n
n

And, therefore

∂ ( y, x)  ∂y   ∂x   ∂y   ∂x 
=    −    . . . (4)
∂ (m, n)  ∂m  n  ∂n  m  ∂n  m  ∂m  n

If we compare (2) and (3) we see that

∂ ( y, x) ∂ ( x, y )
=− ... (5)
∂ (m, n) ∂ (m, n)

(b) Similarly according to (1)

 ∂y   ∂y 
   
∂ ( y, z )  ∂x  z  ∂z  x
= . . . (6)
∂ ( x, z )  ∂z   ∂z 
   
 ∂x  z  ∂z  x
 ∂y   ∂y 
∂ ( y, z )    
=  ∂x  z  ∂z  x . . . (7)
∂ ( x, z )
0 1
We see that

∂ ( y, z )  ∂y 
=  . . . (8)
∂ ( x, z )  ∂x  z

From (8) it is obvious that all partial derivatives can be represented by Jacobians.

(c) It is easy to see that

38
 ∂ ( y, x) ∂ ( a, b) ∂ ( y, x)
= . . . (9)
∂ (a, b) ∂ (m, n) ∂ (m, n)

(d) From (1) it follows that

∂ (m, n) ∂ ( x, x )
= 1, = 0 and if k is constant, then
∂ (m, n) ∂ (m, n)

∂ (k , x)
=0 . . . (10)
∂ (m, n)

It is possible using equations (8), (9) and (10) to transform partial derivatives.

To see this , consider the quantity defined by:

 ∂T 
  , which we can express as
 ∂p 

 ∂T  ∂ (T , s )
  = … (11)
 ∂p  ∂ ( p, s )

While

∂ ( s, T ) ∂ ( s, T ) ∂ ( p , s )
= / . . . (12)
∂ ( p, s ) ∂ ( p, T ) ∂ ( p , T )

This is in conformity with equation (11) we note that

∂ ( s, T )  ∂s 
=  . . . (13)
∂ ( p, T )  ∂p T

Notationaly we may write Jacobian as follows:

To find the Jacobian of the function u ( x, y.z ), v( x, y, z ), w( x, y, z ) we express it as

 ∂u ∂u ∂u 
 
 ∂x ∂y ∂z 
∂ (u , v, w) u , v, w  ∂v ∂v ∂v 
= J( )= … (14)
∂ ( x, y , z ) x, y, z  ∂x ∂y ∂z 
 ∂w ∂w ∂w 
 ∂x ∂y ∂z 


We should also note that in general:

39
 ∂ ( x1 , x2 ,......x n ) ∂ (u1 , u 2 ,.......u n )
. =1 (15)
∂ (u1 , , u 2 ,.......u n ). ∂ ( x1 , x2 ,.......xn )

Self Assessment Exercise

1. Consider the two functions defined as

u1 = ax + by + c
u 2 = dx + ey + f

Investigate weather they are functionally dependent

2. If u and v are functions of r and s also r and s are functions of x and y,

prove that :

∂ (u , v) ∂ (r , s ) ∂ (u , v)
. =
∂ ( r , s ) ∂ ( x, y ) ∂ ( x, y )

3.2. Jacobian and Curvilinear Coordinates: Change of Variables in Integrals. .

Given the equations:

x = x(u1 , u 2 , u 3 ), y = y (u1 , u 2 , u 3 ), z = z (u1 , u 2 , u 3 ) (16)

which defines curvilinear coordinates, u1 , u 2 , and u 3 in space.

Suppose we write :

∂x ∂y ∂z
Uk = i +j +k (k=1, 2, 3), (17)
∂u k ∂u k ∂u k

Then for u1 , u 2 , u 3 the volume element in the new coordinate is given as

dτ = (U 1 ,U 2 ,U 3 )du1du 2 du 3 (18)

If the coordinates are so ordered that the right –hand member is positive. Now we
define

∂x ∂y ∂z
∂u1 ∂u1 ∂u1
∂x ∂y ∂z ∂ ( x, y , z )
U 1 .U 2 × U 3 = = (19)
∂u 2 ∂u 2 ∂u 3 ∂ (u1 , u 2 u 3 )
∂x ∂y ∂z
∂u 3 ∂u 3 ∂u 3

40
 Now since the determinant is unchanged if the row and column are interchanged
then we may write

∂ ( x, y , z )
dτ = du1du 2 du3 (20)
∂ (u1 , u 2 , u3 )

We now present the change of variable formula as

∂ ( x, y , z )
∫∫∫ w( x, y, z)dxdydz = ∫∫∫
R R *
W (u1 , u 2 , u3 )
∂ (u1 , u 2 , u3 )
du1du 2 du3 (21)

Where

W (u1 , u 2 , u 3 ) = w[ x(u1 , u 2 , u 3 ), y (u1 , u 2 , u 3 ), z (u1 , u 2 , u 3 )] , and R * is the u1 , u 2 , u 3

region into which we transform the x, y, z , region R.

The Jacobian ∂ ( x, y, z ) / ∂ (u1 , u 2 , u 3 ) is continuous and nonzero in R *

If we are given equations in two dimensions such as

x = x(u1 , u 2 ), y = y (u1 , u 2 ) (22)

Note that (22) can be interpreted as defining curvilinear coordinates in the

xy − plane

The vectors:

∂x ∂y ∂x ∂y
U1 = i +j , U2 = i +j (23)
∂u1 ∂u1 ∂u 2 ∂u 2

are the tangent to the coordinate curves, with the lengths ds1 / du1 and
ds 2 / du 2

The vector element of plane are is then given by

i j k
∂x ∂y
dA = (U 1 × U 2 )du1du 2 = 0 du1du 2
∂u1 ∂u1
∂x ∂y
0
∂u 2 ∂u 2
This relation gives the result

41
 ∂ ( x. y )
dA = dA = du1du 2 (24)
∂ (u1 , u 2 )

Hence

∂ ( x, y )
∫∫ w( x, y)dxdy = ∫∫ W (u , u
D D 1 2 )
∂ (u1 , u 2 )
du1du 2 (25)

4.0 Conclusion: In this unit we have defined Jacobians as a preparatory for us to

study curvilinear coordinate systems.

5.0 Summary : Re call that we studied Jacobian as a useful tool for determining
transformation from one space to another . You are to read and understand this
unit carefully so that you be able to understand the content of the next unit.

6.0 Tutor Marked Assignment

(1). The transformation from rectangular to cylindrical coordinates is defined by

the transformation;
x = ρ cos φ , y = ρ sin φ , z = z
Find the Jacobian of the transformation.

(2) If u and v are functions of r and s also r and s are functions of x and y,
prove that :

∂ (u , v) ∂ (r , s ) ∂ (u , v)
. =
∂ ( r , s ) ∂ ( x, y ) ∂ ( x, y )

7.0 REFERENCES/FURTHER READINGS

1. G Stephenson (1977): Mathematical Methods for Science Students (2nd Edition)

2. P D S Verma (1994): Engineering Mathematics, Vikas Publishing House PVT Ltd

New Delhi.

3. Wilfred Kaplan (1959) Advanced Calculus Addison-Wesley Publishing Company,

Inc U.S.A.

4. Murray R. Spiegel (1974) Advanced Calculus, Schaum’s Outline Series,

McGRAW-HILL BOOK COMPANY New-York .

42
 UNIT 2. Orthogonal Curvilinear Coordinates

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Transformation of Co-ordinates
3.1.1. Orthogonal Curvilinear Co-ordinates
3.1.2. The scale factors
3.1.3. The elemental volume.
3.2 Gradient, Divergence, Curl and Laplacian in Orthogonal Curvilinear
Coordinates
3.2.1. Special Orthogonal Coordinate Systems.
4.0. Conclusion
5.0. Summary
6.0. Tutor-Marked Assignment
7.0. References/Further Readings.

1.0 INTRODUCTION: In our elementary mathematics, we learnt about co-

ordinate system namely ( x, y, z ) , in the rectangular co-ordinates. In this unit we
will show that it is possible to work in other co-ordinate system apart from the
rectangular co-ordinate if we make the appropriate transformation. This is what
we set to achieve in this unit.

2.0 OBJECTIVES
At the end of this unit you should be able to :

- define the orthogonal curvilinear co-ordinates

- determine the scale factors of transformation
- determine the elemental volume
- be able to solve problems in other co-ordinate systems such as circular
cylindrical and spherical co-ordinates.

3.0 MAIN CONTENT

3.1. Transformation of Co-ordinates

Given the rectangular coordinates x, y, z we can define a new coordinate system

by the following equations expressible as

x = x(u1 , u 2 , u 3 ) , y = y (u1 , u 2 , u 3 ) , z = z (u1 , u 2 , u 3 ) ….(1)

Conversely the relations as defined in (1) can be inverted to express

u1 , u 2 , u 3 in terms of x, y, z , whenever x, y, z , and are suitably restricted

Thus at least in some region any point with the coordinates ( x, y, z ) has
corresponding co-ordinates (u1 , u 2 , u 3 ) . We shall assume that the correspondence is
unique

43
 Suppose a particle moves from point P in such a way that only u1 is allowed to
vary while u 2 ,u 3 are held constant, then it would generate a curve in space which
is called u1 − curve . Other curves u 2 , and , u 3 are similarly generated.

3.1.1. Orthogonal Curvilinear co-ordinates:

If one co-ordinate is held constant, we can determine successively three surfaces

passing a point of space, these surfaces intersecting in the coordinate curves.
When we chose a new coordinate in such a way that the coordinate curves are
mutually perpendicular at each point in we call such coordinates Orthogonal
Curvilinear coordinates.

3.1.2. The Scale Factors

Let
r = xi + yj + zk . . . (2)
Represent the position vector of a point P in space. Then a tangent vector to the
u1 − curve at P is given by

∂r ∂r ds1
U1 = = …. (3)
∂u1 ∂s1 du1

Where s1 arc length along the u1 curve. Since ∂r is a unit vector. We now
∂s1
write

U 1 = h1u1 . . . (4)

Where u1 , is the unit vector tangent to the u1 curve in the direction of increasing
arc length and h1 = ds1 du1 is the length of U 1 . If we consider the other
coordinate curves similarly, we thus write

U 1 = h1u1, U 2 = h2 u 2 , U 3 = h3u 3 (5)

Where u k (k = 1,2,3) is the unit vector tangent to the u k curve, and

ds1 ∂r ds 2 ∂r ds ∂r
h1 = = , h2 = = , h3 = 3 = (6)
du1 ∂u1 du 2 ∂u 2 du 3 ∂u 3

Putting these equations in the differential forms we have the following

expressions:

ds1 = h1du1 , ds 2 = h2 du 2 , ds3 = h3 du 3 (7)

44
 h1 , h2 , and , h3 are called the scale factors.

The coordinates curves are said to be orthogonal if

U 1 .U 2 = U 2 .U 3 = U 3 .U 1 = 0 (8)

3.1.3 The Elemental Volume

The elemental volume is defined as

dτ = h1h2 h3 du1du 2 du 3 (9)

Example: The transformation from rectangular to cylindrical coordinates is

defined by the transformations

x = ρ cos φ , y = ρ sin φ , z = z

(a) Prove that the system is orthogonal

(b) Find ds 2 and the scale factors

(c) Find the Jacobian of the transformation and the volume element.

Solution: Let e = (e1 , e2 , e3 ) be a unit vector in the cylindrical coordinates

We have

∂r ∂r ∂r
dr = dρ + dφ + dz
∂ρ ∂φ ∂z

= h1dρe1 + h2 dφe2 + h3 dze3

But

  ∂r 2
  ∂r   ∂r  
2 2
∂r ∂r ∂r ∂r

dr.dr. =  dρ  +  dφ  +  dz  + 2 . dρdφ + 2 . dρdz +
  ∂ρ   ∂φ   ∂z   ∂ρ ∂φ ∂ρ ∂z
 
∂r dr
2 . dφdz
∂φ dz

h1 (dρ ) 2 + h2 (dφ ) 2 + h32 (dz ) 2 + 2h1h2 dρdφe1e2 + 2h2 h3 dφdz e2 .e3

2 2
=
+ 2h1h3 dφdze1 .e3

45
 Consider

r = ρ cos φi + ρ sin φj + zk

∂r
= cos φi + sin φj
∂ρ

∂r
= − ρ sin φi + ρ cos j
∂φ

∂r
=k
∂z

Now

∂r ∂r
. = − ρ cos φ sin φ + ρ cos φ sin φ = 0
∂ρ ∂φ

Also.

∂r ∂r ∂r ∂r
. = . =0
∂ρ ∂z ∂φ ∂z

From (a) part we have ,

dr.dr = ds 2 = h1 (dρ ) 2 + h22 (dφ ) 2 + h32 (dz ) 2

2

∂r ∂r ∂r
h1 = , h2 = , h3 =
∂ρ ∂φ ∂z

h1 = 1, h2 = ρ , h3 = 1

ds 2 = (dρ ) 2 + ρ 2 (dφ ) 2 + (dz ) 2

(c) The Jacobian of the transformation is

∂x ∂x ∂x
∂ρ ∂φ ∂z
∂ ( x, y , z ) ∂y ∂y ∂y
=
∂ ( ρ , φ , z ) ∂ρ ∂φ ∂z
∂z ∂z ∂z
∂ρ ∂φ ∂z

46
 =

Thus the volume element dV is given as

∂ ( x, y , z )
dV = dρdφdz = ρdρdφdz
∂( ρ , φ , z )

3.2. Gradient, Divergence, Curl and Laplacian in Orthogonal Curvilinear

Coordinates

If φ is a scalar function and

A = A1e1 + A2 e2 + + A3e3

is a vector function of orthogonal curvilinear coordinates

u1 , u 2 , u 3 then we have the following results:

1 ∂φ 1 ∂φ 1 ∂φ
(1) Gradient: ∇φ = grad φ = e1 + e2 + e3
h1 ∂u1 h2 ∂u 2 h3 ∂u 3

(2) Divergence of A: ∇. A = divA =

1  ∂ ∂ ∂ 
 (h2 h3 A1 ) + (h1h3 A2 ) + (h1h2 A3 ) 
h1h2 h3  ∂u1 ∂u 2 ∂u 3 

h1e1 h2 e2 h3 e3
1 ∂ ∂ ∂
(3) Curl A=
h1h2 h3 ∂u1 ∂u 2 ∂u 3
h1 A1 h2 A2 h3 A3

(4) ∇ 2φ = Laplacian of φ

1  ∂  h2 h3 ∂φ  ∂  h1h3 ∂φ  ∂  h1h2 ∂φ 
=    +   +  
h1h2 h3  ∂u1  h1 ∂u1  ∂u 2  h2 ∂u 2  ∂u 3  h3 ∂u 3 

47
3.2.1. Special Orthogonal Coordinate Systems

In this section we shall mention some special orthogonal coordinate systems we

usually come across in mathematics.

1. Cylindrical Coordinates ( ρ , φ , z ) . Here our transformation is the form

x = ρ cos φ y = ρ sin φ , z = z

Where ρ ≥ 0, 0 ≤ φ < 2π , − ∞ < z < ∞

hρ = 1, hφ = ρ , hz = 1

2. Spherical Coordinates ( r ,θ , φ ) Here the transformation is of the form

x = r sin θ cos φ , y = r sin θ sin φ z= r cosθ , where r ≥ 0,

0 ≤ φ < 2π , 0 ≤ φ ≤ π

hr = 1, hθ = r , hφ = r sin θ

3. Parabolic Cylindrical Coordinates ( u , v, z )

1
x = (u 2 − v 2 ), y = uv, z = z , where − ∞ < u < ∞, v ≥ 0,
2

− ∞ < z < ∞, hu = hv = u 2 + v 2 , hz = 1 In cylindrical coordinates,

4. Paraboloidal Coordinates ( u , v, φ ). : Here the transformations are given by

1
x = uv cos φ , y = uv sin φ , z = (u 2 − v 2 ) , u ≥ 0, v ≥ 0,0 ≤ φ < 2π
2
hu = hv = u 2 + v 2 , hφ = uv

Other special coordinates exist which include, Elliptic Cylindrical Coordinates,

Prolate Spheroidal Coordinates, Bipolar Coordinates , Ellipsoidal Coordinates e.t.c.

Consideration of the details of these coordinates will be left as exercise.

4.0. Conclusion: We have studied orthogonal coordinate systems in this unit , we

have also identify some special coordinates system that are orthogonal. Study this unit
carefully before proceeding to the next unit of this course

5.0. Summary: Recall that, If one co-ordinate is held constant, we can determine
successively three surfaces passing a point of space, these surfaces intersecting in the
coordinate curves. When we chose a new coordinate in such a way that the coordinate

48
curves are mutually perpendicular at each point in we call such coordinates
Orthogonal Curvilinear coordinates. We have also considered various types of these
Orthogonal systems particularly those for practical applications .You are to study
them properly for better understanding.

6.0. Tutor Marked Assignment:

(1) Prove that a cylindrical coordinate system is orthogonal

(2) Express the velocity v and acceleration of a particle in cylindrical coordinates

(3) Find the square of the element of arc length in cylindrical coordinates and
determine the corresponding scale factors

7.0. REFERENCES/FURTHER READINGS

1. G Stephenson (1977): Mathematical Methods for Science Students (2nd Edition)

2. P D S Verma (1994): Engineering Mathematics, Vikas Publishing House PVT Ltd

New Delhi.

3. Wilfred Kaplan (1959) Advanced Calculus Addison-Wesley Publishing Company,

Inc U.S.A.

4. Murray R. Spiegel (1974) Advanced Calculus, Schaum’s Outline Series,

McGRAW-HILL BOOK COMPANY New-York

49
MODULE 4- COMPLEX VARIABLES

Unit1- Complex Numbers

Unit2-Polar Operations with Complex Numbers
Unit3- The nth root of Unity

Unit 1- COMPLEX NUMBERS

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1. Definition of Complex Number
3.2 Operations with Complex Numbers
3.3 Modulus and argument of Complex Numbers
4.0 Conclusion.
5.0 Summary
6.0 Tutor-Marked Assignments
7.0 References/Further Readings

1.0 INTRODUCTION

The solution to the equation x 2 + 1 = 0 has no real roots because there is no real
number whose square root is -1. In order to solve problem such as this
mathematicians evolves a way out of this logjam by assuming that there exist a
number i = − 1 . With this we can conclude that the roots of the equation x 2 + 1 = 0
are x = ±i . Similarly we find that the roots of the equation x 2 − 2 x + 5 = 0 are
x = 1± 2i

2.0 OBJECTIVES: At the end of this unit you should be able to

- define complex numbers

- perform mathematical operations with complex numbers
- find modulus and argument of complex numbers
- solve exercises correctly on complex numbers

3.0 MAIN CONTENTS

3.1. Definition of Complex Numbers

Given that a and b are real numbers then the number c = a + ib is called a complex
number. a and b are known as the real and imaginary parts of the complex number
respectively. When a = 0 the complex number is purely imaginary and when b = 0
then the complex number is real. The conjugate of the complex number c is denoted
by

c = a − ib

Self Assessment Exercise

50
Find the conjugate of the following expressions:

(a) 3-3i (b) 2i (c) -3+4i (d) 3-4i

3.2 Operations with Complex Numbers

In this section we consider some mathematical operations on complex numbers.

(1) Note that in complex number,

(a + ib) + (c + id ) = (a + c) + i (b + d )

(2) (a + ib) − (c + id ) = (a − c) + i (b − d )

(3) (a + ib)(a − ib) = a 2 + b 2 since i 2 = −1

(4) If a + ib = c + id then a = c and b = d

a + ib (a + ib) (c − id ) (a + ib)(c − id )
(5) = . =
c + id (c + id ) (c − id ) c2 + d 2

(ac + bd ) + i (bc − ad )
c2 + d 2

Self Assessment Exercises

(1) Find the real and imaginary parts of

(1 + i )(2 + i )
z=
(3 − i )

2) Let z1 = 3 − 6i and
z z
Find (a) z1 z 2 (b) 1 , (c) 2
z2 z1

3) Simplify

51
(a) (5 − 9i ) − (2 − 6i ) + (3 − 4i )

(b) (4 + 7i )(2 + 5i )

(4) Multiply (4 − 3i) by an appropriate factor to give a product that is entirely real.
What is the result?

Modulus and Argument of a Complex Number

Let r be the length of OP , suppose the <XOP= = θ , then r = x 2 + y 2 and

y
tan θ = , r is called the modulus of z and written z ,θ is called the
x
argument or amplitude of and written as arg z or amz .

Example: Find the modulus and argument of the complex number

(1 + i )(2 + i )
z=
(3 − i )

(1 + i )(2 + i ) 2 + 2i + i − 1 1 + 3i
Solution: z = = =
(3 − i ) 3−i 3−i

1 + 3i (3 + i ) (3 + 9i + i − 3 10i
Therefore z= = =
3 − i (3 + i ) 10 10

π
Hence z = i therefore z = 1 and argz=
2

b(1 + it )
2. If x + iy = a + where a and b are real constant and x, y, t , are real
(1 − it )
variables show that the locus of the point ( x, y ) as t, varies as a circle.

b(1 + it )
Solution: Let x + iy = a +
(1 − it )

b(1 + it ) (1 + it )
= a+ .
(1 − it ) (1 + it )

52
 b(1 − t 2 ) 2bit
= a+ +
1+ t 2 1+ t 2

Equating the real parts and the imaginary parts in each side of the equation we
have

b(1 − t 2 ) 2bt
x= ,y =
1+ t 2
1+ t 2

Thus ( x − a ) 2 + y 2 = b 2

Hence the locus of the point ( x, y ) is a circle centre (a,0) and radius b.

We may represent complex numbers in the polar form as follows:

z = x + iy = r cos θ + ir sin θ

Compare coefficients then

x = r cos θ , y = r sin θ
We refer to this as the polar representation of the complex numbers.

4.0 Conclusion: We have shown the way to handle complex numbers in what now
follows we shall deal with some problems into detail in complex variables.

5.0Summary: Recall that with clearly defined notation you can handle complex
number as we handle real numbers ordinarily in algebra. You should real carefully
before moving to the next unit.

Tutor Marked Assignment:

(1) Establish the following results:

(a) Re ( z1 + z 2 ) = Re( z1 ) + Re( z 2 ), but , Re( z1 z 2 ) ≠ Re( z1 ) Re( z 2 ) in general
(b) Im( z1 + z 2 ) = Im( z1 Im( z 2 ), but , Im( z1 z 2 ) ≠ Im( z1 ) Im( z 2 ) in general
z1 z 2 = z1 z 2 , but , z1 + z 2 ≠ z1 + z 2 ,
(c) in general

(2) Express the following quantities in the form a+ib where a and b are real

1+ i π
(a) (1 + i ) 3 (b) (c) sin( + 2i )
1− i 4

(3) Prove the following

(a) z + z = 2 Re( z ) (b) z − z = 2i Im( z ) (c) Re( z ) ≤ z

53
7.0 REFERENCES/FURTHER READINGS

1. G Stephenson (1977): Mathematical Methods for Science Students (2nd Edition)

2. P D S Verma (1994): Engineering Mathematics, Vikas Publishing House PVT Ltd

New Delhi.

3. Wilfred Kaplan (1959) Advanced Calculus Addison-Wesley Publishing Company,

Inc U.S.A.

4. Murray R. Spiegel (1974) Advanced Calculus, Schaum’s Outline Series,

McGRAW-HILL BOOK COMPANY New-York.

54
 Unit 2: POLAR OPERATIONS WITH COMPLEX NUMBERS

1.0 Introduction
2.0 Objective
3.0 Main Contents
3.1 Multiplications and Division of Complex Numbers
3.2 Demoivre’s Theorem
3.3 Roots and Fractional Powers of a Complex Number
3.4 The nth Root of Unity
4.0 Conclusion
5.0 Summary
6.0 Tutor Marked Assignment
7.0 References/Further Readings

1.0 Introduction: In this unit we shall examine complex numbers in polar forms.
The polar form of complex numbers, present interesting results which will be
examined in this unit.

2.0 Objectives: At the end of this unit you should be able

- to express complex numbers in polar form
- to carry out multiplication and division of complex numbers
-to recall the Demoivre’s Theorem and apply it appropriately
-to find roots and work with fractional powers of complex numbers
- to solve correctly the exercises that follows after the unit

3.0 MAIN CONTENT

3.1 Multiplication and Division of Complex Numbers

Let z1 = r1 (cos θ1 + i sin θ1 ) z 2 = r2 (cosθ 2 + i sin θ 2 ) then

z1 z 2 = r1r2 (cosθ1 + i sin θ1 )(cos θ 2 + i sin θ 2 )

= r1r2 (cosθ1 cosθ 2 − sin θ1 sin θ 2 ) + i (sin θ1 cosθ 2 + cosθ1 sin θ 2 )

= r1r2 [cos(θ1 + θ 2 ) + i sin(θ1 + θ 2 )]

From the above we see that

z1 z 2 = z1 . z 2

We also note that

arg( z1 z 2 ) = arg z1 + arg z 2 , and that

55
 z1 r1 (Cosθ1 + iSinθ1 )
=
z 2 r2 (Cosθ 2 + iSinθ 2 )

=
r1
[(Cosθ1 + iSinθ1 )(Cosθ 2 − iSinθ 2 )]
r2

r1
= [Cos (θ1 − θ 2 ) + iSin(θ1 − θ 2 )]
r2
Therefore

z1 z z
= 1 and arg( 1 ) = arg z1 − arg z 2
z2 z2 z2

3.2 Demoivre’s Theorem

Recall that

(Cosθ1 + iSinθ1 )(Cosθ 2 + iSinθ 2 ) = Cos (θ1 + θ 2 ) + iSin(θ1 + θ 2 )

Note that

(Cosθ1 + iSinθ1 )(Cosθ1 + iSinθ1 ) = Cos 2θ1 + iSin2θ1

This is equivalence to saying that

(Cosθ1 + iSinθ1 ) 2 = Cos 2θ1 + iSin 2θ1

Also

(Cosθ1 + iSinθ 1) 3 = Cos3θ1 + iSin3θ1

If we continue in this way we find that

Cosθ1 + iSinθ1 ) n = Cosnθ1 + iSinnθ1

This is known as the Demoivre’s theorem for positive integer index.

It can be shown that the theorem is true for all rational values of n.

Now suppose n is a negative integer and we let n=-m where m is a positive integer
then

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 1
(Cosθ + iSinθ ) − m =
(Cosθ + iSinθ ) m

= Cos (− mθ ) + iSin(−mθ ) = Cos (nθ ) + iSin(nθ )

We can also prove for fractions. Recall that by Demoivre’s theorem

p p
(cos θ + i sin θ ) q = Cospθ + iSinpθ = (Cosθ + iSinθ ) p
q q

p p
It follows that Cos θ + iSin θ is a qth root of (Cosθ + iSinθ ) P
q q

Demoivre’s theorem has been proved for all rational values of n.

We need to find other values of (Cosθ + iSinθ ) . q

To do this, suppose that:

(Cosθ + iSinθ ) = ρ (Cosφ + iSinφ ) then

q

(cosθ + i sin θ ) p = ρ q (cos φ + i sin φ ) q ⇒ cos pθ + i sin pθ = ρ q (cos qφ + i sin qθ )

Equating the real and imaginary parts we have

cos pθ = ρ q cos qφ ; sin pθ = sin qφ

Squaring and adding , we obtain

ρ 2 q = 1 and since ρ , the modulus of a complex number is +ve ρ = 1 therefore

cos ρφ = cos qφ ; sin ρφ = sin qφ , and these equation are satisfied by

qφ = pθ + 2kπ ; k = 0 or any integer. Therefore

pθ + 2kπ
φ=
q

3.3 Roots and Fractional Power of a Complex Number

When n is a positive integer the nth roots of a complex number are by definition
the value of ω which satisfy the equation

ωn = z

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 If ω = ρ (cos φ + i sin φ ) and z = r (cosθ + i sin θ ) then

ρ n (cos n φ + i sin n φ ) = r (cos θ + i sin θ ) where

ρ n = r and nφ = θ + 2kπ k is an integer or zero. By definition ρ , and , r are +ve, so

θ + 2kπ
that ρ = n r also, φ =
n

Taking in succession the values of k=0, 1, 2, 3… n, we find that

cosθ + 2kπ sin θ + 2kπ

+i has n distinct values,. Hence there are n distinct nth
n n
roots of z given by the formula

cosθ + 2πk sin θ + 2πk

ωk = n r [ +i ], k=0, 1, 2, 3,…, n-1
n n

p
In a situation where n is a rational number say n = , p, and , q are integers and q is
q
+ve, the value of z n are the values of ω which satisfy the equation

ωq = z p
p

Hence if z = r (cosθ + i sin θ ) then there q values of z given by the formula

q

 cos θ + 2mπ sin θ + 2mπ 

ωm = r p  +i
q
 , where
 q q 

q
r p is the unique positive qth root of r p

Example: Find the fifth roots of -1

Solution: Recall that

-1= cos π + i sin π

Now if

z 5 = −1 = [cos(π + 2kπ ) + i sin(π + 2kπ )] , k=0,1,2,3,…,

Therefore

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 cos(π + 2kπ ) sin(π + 2kπ )
z= +i
5 5

k = 0,1,2,3,4, hence the solution are:

π π
z = cos + i sin
5 5
3π 3π
z = cos + i sin
5 5

5π 5π
z = cos + i sin
5 5

7π 7π
z = cos + i sin
5 5

9π 9π
z = cos + i sin
5 5

3.4. The nth Roots of Unity

We recall that cos 0 + i sin 0 = 1 this implies that

1 = cos 2πk + i sin 2πk , k=0, 1, 2, 3…

2πk 2πk
If ω denotes the root cos + i sin , k=0, 1, 2, 3…, then nth root of unity
n n
may be written in the form

1, ω , ω 2 , ω 3 ,..., ω n−1

1− ω n
We see that they form a geometric progression whose sum is equal to 0
1−ω

We also note that the nth root of unity are represented in the Argand diagram by
points which are vertices of a regular polygon of n sides inscribed in the circle.

Example: Solve the equation z 6 + z 5 + z 4 + z 3 + z 2 + z + 1 = 0 and deduce that

2π 4π 6π 1
cos + cos + cos =−
7 7 7 2

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 Solution: We know that

z 7 −1
z + z + z + z + z + z +1 =
6 5 4 3 2
, hence we consider the equation
z −1

z 7 − 1 = 0 We also note that

1 = cos 0 + i sin 0 = cos 2πk + i sin 2πk , hence

cos 2πk 2πk

z= + i sin , k = 0,1,2,3,4,5,6
7 7

Equation z 7 − 1 = 0 is satisfied by

cos 2πk sin 2πk

z = 1, and , by, z = +i , therefore the given equation is satisfied by
7 7

2πk 2πk
z = cos± + i sin ± , k = 1,2,3,4,.5,....
7 7

The sum of these roots is

 2π 4π 6π 
2 cos + cos + cos 
 7 7 7 

But from the given equation the sum of the roots is also -1. Therefore

2π 4π 6π 1
cos + cos + cos =−
7 7 7 2

4.0.Conclusion: In this unit we have studied some theorems and determine the
roots of equation using complex variables. You are required to study this unit
properly before attempting to answer questions under the tutor marked assignment

5.0 Summary : You recall that you learnt about Demoivre’s theorem, both for
integer quantity and fractional quantity, also you learnt about roots of unity among
others. You are to study them properly in order to be well equipped for the next
course in mathematical methods.

6.0 Tutor Marked Assignment:

1.Obtain the roots of the equation

3 z 2 − (2 + 11i ) z + 3 − 5i = 0 in the form a+ib where a and b are real.

2. Express cos 3 θ sin 4 θ as a sum of cosines of multiple of θ

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 3. Prove that cos 6θ = 32 cos 6 θ − 48 cos 4 θ + 18 cos 2 θ − 1 By putting

x = cos 2 θ or otherwise, show that the roots of the equation

π   5π   7π 
64 x 3 − 96 x 2 + 36 x − 3 = 0 are cos 2  , cos 2  , cos 2   and deduce that
 18   18   18 

π   5π   7π 
sec 2   + sec 2   + sec 2   = 12
 18   18   18 

7.0 REFERENCES/FURTHER READINGS

1. G Stephenson (1977): Mathematical Methods for Science Students (2nd Edition)

2. P D S Verma (1994): Engineering Mathematics, Vikas Publishing House PVT Ltd

New Delhi.

3. Wilfred Kaplan (1959) Advanced Calculus Addison-Wesley Publishing Company,

Inc U.S.A.

4. Murray R. Spiegel (1974) Advanced Calculus, Schaum’s Outline Series,

McGRAW-HILL BOOK COMPANY New-York.

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