GATE/ESE

@SolutionsAndTricks

https://t.me/SolutionsAndTricks

Engineering Mathematics Short

Notes for GATE&ESE

Recommended for
CE/ME/EE/ECE/
CS & IT/CH/PI/XE

Compiled By K. UMAMAHESWARA RAO

 Contents:

Chapter No Name Page No

1 Linear Algebra 2

2 Calculus 8

3 Vector Calculus 13

4 Differential Equations 15

5 Numerical Methods 19

6 Partial Differential Equations 21

7 Complex Variable 23

8 Laplace Transforms 25

9 Fourier Series 26

10 Probability & Statistics 27

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 Linear Algebra
Square matrix: (v) In a square matrix if each element of a
row / column is zero then the value of its
(i) Symmetric Matrix: AT = A determinant is zero.

(ii) Skew symmetric matrix: A = − A

T  6 9 8
 
 
 6 3 2
(iii) Orthogonal matrix: AAT = AT  A = I  
 0 0 0
 
 C1 ⊥ C2 , C2 ⊥ C3 , C3 ⊥ C1  (vi) In a square matrix two rows / columns
 
  are identical /proportional then the value of
 OR 
  its determinant is zero.
 R ⊥ R , R ⊥ R , R ⊥ R 
 1 2 2 3 3 1 
2 3 5
In orthogonal matrix, All the vectors are 6 9 8
orthonormal
6 9 8
* Every square matrix can express as the sum
of symmetric and skew symmetric matrix. (vii) In any two row or column are interchanged,
then magnitude of det remains same but sign
 A + AT   A − AT  changes.
A =  +
 


 2   2  (vii) The determinant value of skew
Symmetric Skew− Symmetric
symmetric matrix of odd order is always
zero.
* Properties of determinant:
(viii) The determinant value of an
(i) A = A
T
orthogonal matrix is always either 1 or -1.

(ix) If A is a square matrix of order ‘n’ and k

(ii) AB = A  B
is any scalar then kA = k A
n

(iii) A + B  A + B
(x) If A is a non-singular matrix of order ‘n’,
(iv) The det value of a triangular diagonal then A  0 .
matrix is the product of its leading diagonal
elements. (a) A ( adj A ) = A  I
 2 3 5
  (b) 𝐴−1 =
𝐴𝑑𝑗𝐴
 
 0 4 6 |𝐴|
 
 0 0 8 n −1
  (c) Adj A = A

3|Page
 ( n−1)2
(d) Adj ( Adj A ) = A
* The rank of singular matrix is less than its order

* If A is m x n matrix,  ( A )  min m, n

−1 1
(e) A =
A Ex: A3100 → ( A )  min 3,100

F) ) Adj(AdjA)=|𝐴|𝑛−2 𝐴  ( A)  3
Note; Trace = sum of diagonal elements
* In a matrix if all the rows (columns) are identical /
Ex:- Adj A by trick for non-singular matrix proportional its rank is always 1.
A 0
*  ( A) =  ( AT ) =  ( A  AT ) =  ( AT  A )
 −1 −2 −2
   ( AB )  min  ( A) ,  ( B )
  *
A =  2 1 −2
 
 2 −2 1   ( A + B )   ( A) +  ( B )
  *

Trick: * If A is n x n matrix with rank ‘n’ then

M – Middle 1 -2 -2 1  ( Adj. A) = n

L – Last -2 1 -2 -2 * If A is n x n matrix with rank ‘n-1’ then

F – Fast 2 2 -1 2
 ( Adj. A ) = 1

M – Middle 1 -2 -2 1 * If A is n x n matrix with rank ‘n-2’ then

 ( Adj. A) = 0
 (1 − 4 ) ( 4 + 2 ) ( 4 + 2 ) 
 Echelon Form:
 
Adj A =  ( −4 − 2 ) ( −1 + 4 ) ( −4 − 2 )
 * The number of zeros before non-zero element in a
 ( −4 − 2 ) ( −4 − 2 ) ( −1 + 4 )
 row are less then such number of zeros in the next
row.

 −3 6 6  * Zeros rows (if any) must follow non-zero rows.

 
  Then the number of non-zero rows is called rank of
=  −6 3 −6
  the matrix when it is in row echelon form.
 −6 −6 3 
 
Rank of Matrix: The order of highest ordered non-
( )
* If A = aij n  n where 𝑎𝑖𝑗 = 𝑖. 𝑗 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑖, 𝑗

zero minor is called rank of the matrix. then 𝜌(𝐴) = 1

* The rank of null matrix is taken as zero

* The rank of non-singular matrix is its order

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System of Linear Equation:

DIAGRAM: (Important)

System of Linear Equations

Homogeneous Non Homogenous

Trivial Solution Non Trivial Solution

(Rank of A = no of (Rank of A < no of
variables) variables)

Inconsistent (Rank of A ≠
Consistent (Rank of A Rank of Augmented
= Rank of Augmented Matrix AB)
Matrix AB)
No solution

Unique Solution Infinitely Many Solutions

Rank of A = Rank of AB Rank of A = Rank of AB < No
= No of Variables of Variables

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Note: Free variable = Total number of variables – T
(iv) Eigen vectors of A & A are not same
Rank of A = N −  ( A )
(v) The eigen values of a triangular / diagonal
(OR) Number of independent variable matrix are its leading diagonal elements.

3 9 6
(OR) Nullity 
 
Example: A =  0 5 7 ;
(OR) Dimension of null space  
 0 0 8
(OR) Dimension of space of solution 
3− 9 6
Linearly dependent and independent 0 5− 7 =0
vectors:
0 0 8−
* If  ( A ) = N or A  0 then the set of vectors
𝜆 = 3,5,8
are linearly independent.
(vi) If  is eigen value of matrix A the eigen value
* If  ( A)  N or A = 0 then the set of vectors of matrix
are linearly dependent.
(a) A is
2
2
Note: Dimension of the range space = Rank of
matrix. (b) A is
m
m
Dimension of Null space = Nullity of the matrix. −1
(c) A is 1/𝜆

A
(d) Adj A is
Eigen values and Eigen vectors:

The roots of character equation A −  I = 0 are (e) kA is k  where k is scalar
known as eigen values of matrix A
(f) A + KI is +k
Properties:
(g) A − KI is  −k
(i) Sum of eigen values = Trace of the Matrix(Sum
(h) A + C1 A + C2 I is 𝜆2 + 𝑐1 𝜆 + 𝐶2
2
of leading diagonal elements)

𝜆1 + 𝜆2 + 𝜆3 = 𝑇𝑟(𝑀) −1
(vii) Eigen vectors of A, A , Adj A,
(ii) Product of eigen values = determinant value of A2 , A3 , A4 ,...... are same.
M
(viii) In a square matrix if n rows are identical, then,
(𝑛 − 1) eigen value will be zero.
1  2  3 = M
(ix) The eigen vectors corresponding to the distinct
T
(iii) Eigen values of A & A are same. eigen values of a real symmetric matrix are always
orthogonal
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(x) If all the leading minors of a real symmetric * The eigen value of a Hermitian matrix / a
matrix are positive then all its eigen values are symmetric matrix are always real.
positive.
* The eigen value of a skew – Hermitian matrix / a
(xi) The eigen vectors corresponding to the distinct skew – symmetric matrix are either zero or purely
eigen values of any square matrix are always imaginary
linearly independent.
* The eigen value of an orthogonal matrix / a
(xii) The eigen vectors corresponding to the unitary matrix have absolute value 1 i.e.  =1
repeated eigen value of any square matrix may be
L.I or may be L.D. Cayley-Hamilton Theorem:

Algebraic Multiplicity: The number of times an −1 n

(To find A or A )
eigen value is repeated. Every square matrix satisfies its own character
Geometric Multiplicity: The number of linearly equation
independent eigen vectors of a repeated eigen  −3 2
values. Example: A =  

 −1 0
Tranjugate of a matrix:

Transpose of a conjugate matrix is known as a Character equation A −  I = 0

tranjugate of a M.
−3 − 𝜆 2
⇒| | = 0--------(1)
[𝐴𝜃 ] = 𝐴−𝑇 𝑜𝑟𝐴𝑇 −1 −𝜆

By C-H-T: A + 3 A + 2 I = 0 -------(2)
2
Example:

 2 1 − 6i  A2 = −3 A − 2 I --------------- (3)
A =   conjugate 𝐴⃗ = [ 2 1 + 6𝑖 ]

 3i 2 + 4i  −3𝑖 2 − 4𝑖
A3 = −3 −3 A − 2 I  − 2 A

(
Tranjugate of A A = A
 −T
= AT ) A3 = 7 A + 6 I ----------- (4)
 2 −3i 
=  A6 = A3  A3 = ( 7 A + 6 I ) = −63 A + 62 I
2

 1 + 6i 2 − 4i 
A9 = A6  A3 = ( −63 A + 62 I )  ( 7 A + 6 I )
* A square matrix A is said to be


= (511𝐴 + 510𝐼)
(i) Hermitian matrix if A = A , i.e. aij = a ji


(ii) Skew-Hermitian matrix if A = − A , i.e.
1 x1 y1
aij = −a ji 1
Note: Area of  = 1 x2 y2
2
  1 x3 y3
(iii) Unitary matrix if AA = A  A = I

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LU Factorisation:

Ex: A = LU

2 1 𝑙 0 𝑢11 𝑢12
[ ] = [ 11 ][ 0 𝑢22 ]
4 −1 𝑙21 𝑙22

Consider 𝑢11 &𝑢22 = 1

2 1 𝑙 0 1 𝑢12
[ ] = [ 11 ][ ]
4 −1 𝑙 21 𝑙22 0 1

 2 1   l11 l11u12 
  =
   
 4 −1  l21 l21u12 + l22 

By comparing

l11 = 2 𝑙21 = 4

𝑙11 𝑢12 = 1; 𝑙21 𝑢12 + 𝑙22 = −1

1 1
u12 = ; 4 + l22 = −1
2 2
𝑙22 = −3

8|Page
 CALCULUS f
(b) is only continuous when g ( x )  0
Limits:
g

𝑥 𝑛 −𝑎𝑛 Derivative of a function at a point:

1. 𝑙𝑖𝑚 = 𝑛 ⋅ 𝑎𝑛−1
𝑥→𝑎 𝑥−𝑎

𝑠𝑖𝑛 𝑥
Af n f ( x ) is said to be derivable at a point x = a if
2. 𝑙𝑖𝑚 =1 𝑓(𝑥)−𝑓(𝑎)
𝑥→0 𝑥
𝑙𝑖𝑚 exists finitely.
𝑥→𝑎 𝑥−𝑎
𝑡𝑎𝑛 𝑥
3. 𝑙𝑖𝑚 =1
𝑥→0 𝑥 n
Note: Every differentiable f is a continuous but
𝑎𝑥 −1 the converse need not to be true.
4. 𝑙𝑖𝑚 = 𝑙𝑛 𝑎
𝑥→0 𝑥
Or
1−𝑐𝑜𝑠 𝑚𝑥 𝑚2
5. 𝑙𝑖𝑚 =
𝑥→0 𝑥2 2
𝑓(𝑎 + ℎ) − 𝑓(𝑎)
𝑓 1 (𝑎) = 𝑙𝑖𝑚
1−𝑐𝑜𝑠 𝑚𝑥 𝑚2 ℎ→0 ℎ
6. 𝑙𝑖𝑚 1−𝑐𝑜𝑠 𝑛𝑥 =
𝑥→0 𝑛2
* If f ( x ) = x then 𝑓 1 (𝑥) = 𝑛𝑥 𝑛−1
n
1/𝑥
7. 𝑙𝑖𝑚(1 + 𝑥) =𝑒
𝑥→0
Leibnitz Rule:
1 𝑥
8. 𝑙𝑖𝑚 (1 + 𝑥) = 𝑒 𝜓(𝑥)
𝑥→∞
If 𝑦 = ∫𝜑(𝑥) 𝑓(𝑡)𝑑𝑡 then,
𝑎 𝑥/𝑎
9. 𝑙𝑖𝑚 (1 + 𝑥 ) =𝑒 𝑑𝑦
𝑥→∞
= 𝑓[𝜓(𝑥)) ⋅ 𝜓1 (𝑥) − 𝑓[𝜑(𝑥)) ⋅)𝜑1 (𝑥)]]
𝑠𝑖𝑛 𝑥
𝑑𝑥
10. 𝑙𝑖𝑚 =0
𝑥→∞ 𝑥 𝑥2
Ex: 𝑦 = ∫1 𝑐𝑜𝑠 𝑡 𝑑𝑡
Continuity of a function at a point:
dy
Note: Continuity of af
n
at a point:  = cos x 2  2 x − cos1 − 0 = 2 x cos x 2
dx
F(x) is continuous at a point x = a if 𝑙𝑖𝑚𝑓(𝑥) = Rolle’s Theorem:
𝑥→𝑎
𝑓(𝑎)
(i) F(x) is continuous on [a, b]
n
(i) Every constant f is a continuous. (ii) F(x) is derivable on (a, b)

(ii) Every polynomial is a continuous. (iii) F ( a ) = F ( b ) then there exists at least one
(iii) sinx, cosx are continuous for all values of x. point C  ( a, b ) such that F
1
(c) = 0
x −x
(iv) e , e are continuous for all values of x. Langrange’s Mean value theorem:

(v) If f & g are continuous then (i) F(x) is continuous on [a, b]

(a) f + g, f – g, fg are also continuous

9|Page
(ii) F(x) is derivable on [a, b) then there exists at x2 2 5
least one point c  ( a, b ) such that tan x = x + + x + .....
3 15
f (b) − f ( a )
f 1 (c) = x 2 x3
b−a ex = 1 + x + + + ......
2! 3!
Cauchy’s mean value theorem:
x 2 x3 x 4
(i) f(x), g(x) are continuous on [a, b] ln (1 + x ) = x − + − + ....
2 3 4
(ii) f(x), g(x) are derivable on (a, b)
𝑥2 𝑥3 𝑥4
𝑙𝑛(1 − 𝑥) = −𝑥 − − − −. . ..
(iii) g ( x )  0 , x  ( a, b ) then these exists at
1 2 3 4

least one point c  ( a, b ) such that Intermediate mean value theorem:

f 1 ( c ) f (b ) − f ( a ) If f(x) is continuous on [a, b] and f(a), f(b) have

=
g1 ( c ) g ( b ) − g ( a ) opposite signs then there exist atleast one root lies
between a and b.
Note: The geometrical interpretation of Langrage’s
MAXIMA & MINIMA
mean value theorem and Cauchy’s mean value
theorem are same. 𝑑𝑦 𝑑2 𝑦 𝑑𝑦 𝑑2 𝑦
⏟ = 0; 𝑑𝑥 2 > 0 ⏟ = 0; 𝑑𝑥 2 < 0
𝑑𝑥 𝑑𝑥
Taylor’s series expansion: Point of minima Point of maxima

If f(x) is continuously differentiable at a point x = a d2y d3y

then
= 0; 3  0 Point of inflection
dx 2 dx

( x − a)
2
n
f ( x) = f (a) + ( x − a) f (a) f 1 (a)
Maxima & Minima for f of two variables:
1
+
2! u = f ( x, y )

( x − a)
3

+ f 11 ( a ) + ......
3!
a=0 Steps:

x 2 11
f ( x ) = f ( 0 ) + xf ( 0 ) + f ( 0 ) + .... is
𝜕𝑢 𝜕𝑢
1 (i) Find 𝜕𝑥 ; 𝜕𝑦
2!
known as MacLaine’s theorem of serries” 𝜕𝑢 𝜕𝑢
(ii) Solve 𝜕𝑥 = 0, 𝜕𝑦 = 0 to get stationary points

x3 x5
sin x = x − + ......... 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
𝑟 = 𝜕𝑥 2 ; 𝑠 = 𝜕𝑦𝜕𝑥 ; 𝑡 = 𝜕𝑦 2 at each
3! 5!
stationary point.
2 4
x x
cos x = 1 − + + .... (A) 𝑟𝑡 − 𝑠 2 > 0 →
𝑟 > 0 𝑚𝑖𝑛𝑖𝑚𝑎
2! 4! 𝑟 < 0 𝑚𝑎𝑥𝑖𝑚𝑎
10 | P a g e
 (B) 𝑟𝑡 − 𝑠 2 < 0 → Saddlepoint Note:

(C) rt − s = 0 →No conclusions can be

2  tan x dx = logsec x
drawn
 cot x dx = logsin x
n n
( x, y ) is said to be

Homogeneous f : A f
sec x dx = log ( sec x + tan x )
homogenous of degree ‘n’ if
f ( kx, ky ) = k n f ( x, y ) .  x
 cosecx dx = log  tan 
 2
x4 + y 4
Ex: f ( x, y ) =

is a homo of degree 3?
x− y sec2 x dx = tan x

k 4 x4 + k 4 y 4 k ( x + y )
4 4 4
 sec x  tan x dx = sec x
f ( kx, ky ) = =
kx − ky k ( x − y)
 cosec 2 x dx = − cot x

=k
x4 + y 4
3  cosec x cot x = −cosec x
x− y
𝑎 𝑎
(i) ∫0 𝑓(𝑥)𝑑𝑥 = ∫0 𝑓(𝑎 − 𝑥)𝑑𝑥
𝑥
Ex: 𝑓(𝑥, 𝑦) = 𝑥8 𝑐𝑜𝑠 −1 (𝑦) is homogeneous of
𝑎 𝑓(𝑥) 𝑎
degree 8. (ii) ∫0 𝑑𝑥 =
𝑓(𝑥)+𝑓(𝑎−𝑥) 2

Ex: f ( x, y ) = sin (x + y 6 ) is not a

−1 𝜋/2 𝜋/2
6
(iii) ∫0 𝑠𝑖𝑛𝑛 𝑥 ⋅ 𝑑𝑥 = ∫0 𝑐𝑜𝑠 𝑛 𝑥 𝑑𝑥

homogeneous function.   n − 1  n − 3   n − 5 
    .......... 1  when n = even
     
 x    n   n − 2  n − 4
x 
22
=
Ex: f ( x, y ) = x cos   + y −8 sin −1 
−1
4
   is   n − 1  n − 3   n − 5  1
 y     
  n   n − 2   n − 4  .......... 2 2 when n = odd
 y      
not homogeneous function
𝜋/2
(iv) ∫0 𝑠𝑖𝑛𝑚 𝑥 ⋅ 𝑐𝑜𝑠 𝑛 𝑥 𝑑𝑥 =
(𝑚−1)(𝑚−3)(𝑚−5).....(2𝑜𝑟1)(𝑛−1)(𝑛−3)(𝑛−5).....(2𝑜𝑟1)
𝑘 (𝑚+𝑛)(𝑚+𝑛−2)(𝑚+𝑛−4)......(2𝑜𝑟1)
Euler’s Theorem:
𝜋
* If u = f(x,y) is homogeneous of degree n then 𝑤ℎ𝑒𝑛 𝑏𝑜𝑡ℎ 𝑚&𝑛 𝑎𝑟𝑒 𝑒𝑣𝑒𝑛
𝑘={2
1 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
y x
(i) x +y = nu 2𝑎
x y (v) ∫0 𝑓(𝑥)𝑑𝑥 =
𝑎 𝑖𝑓 𝑓(2𝑎 − 𝑥) = 𝑓(𝑥)
2 ∫0 𝑓(𝑥)𝑑𝑥 {
 x
2
 y2
y 2
(ii) x
2
+ 2 xy + y 2 2 = n ( n − 1) u
x 2
 xy y Zero if f(2a-x)=-f(x)

11 | P a g e
 (viii) The volume of solid revolution of the arc
𝑎 𝑎/2 y = f ( x ) and x-axis between x = a and x = b is
(vi) ∫0 𝑥𝑓(𝑥)𝑑𝑥 = 𝑎 ∫0 𝑓(𝑥)𝑑𝑥 if 𝑏
given by 𝑣 = ∫𝑎 𝜋𝑦 2 𝑑𝑥
f (a − x) = f ( x)
(ix) The volume of solid revolution of the arc
x = f ( y ) around y-axis between y = c and y = d is
Application of Integration:

(i) The length of the are y = f (x) between x = a and 𝑑

given by 𝑣 = ∫𝑐 𝜋𝑥 2 𝑑𝑦
𝑏 𝑑𝑦 2
x = b is given by 𝑙 = ∫𝑎 √1 + (𝑑𝑥 ) 𝑑𝑥
Change of variables:

(ii) The length of Arc x = f ( y ) between y = c and Cartesian to polar:

y = d is given by
x = r cos , y = r sin 
𝑑
𝑑𝑥 2 𝑥, 𝑦 𝑥𝑟 𝑥𝜃
𝑙 = ∫ √1 + ( ) 𝑑𝑦 𝐽( ) = |𝑦 𝑦𝜃 |
𝑐 𝑑𝑦 𝑟, 𝜃 𝑟

𝑐𝑜𝑠 𝜃 𝑟 𝑠𝑖𝑛 𝜃
(iii) The length of the arc r = f ( ) between Jacobian (J) = |
𝑠𝑖𝑛 𝜃 𝑟 𝑐𝑜𝑠 𝜃
|=𝑟

 = 1 and  =  2 is given by Cartesian to cylindrical:

𝜃2
𝑑𝑟 2
x = r cos , y = r sin  , z = z
𝑙=∫ √ 2
𝑟 + ( ) ⋅ 𝑑𝜃
𝜃1 𝑑𝜃
xr x xz
 x, y , z 
(iv) The length of the arc x =  ( t ) , y =  ( t ) J   = y
 y yz = r
 r , , z  z
r

between t = t1 and t = t2 is given by r z zz

Cartesian to spherical:
𝜕𝑥 2
𝑡2
𝜕𝑦 2
𝑙=∫ √ ( ) + ( ) 𝑑𝑡
𝑡1 𝜕𝑡 𝜕𝑡 x =  sin  cos , y =  sin  sin  ,
𝑥𝜌 𝑥𝜑 𝑥𝜃
z =  cos 
𝑥,𝑦,𝑧
(v) The surface area of the surface obtained by 𝐽 (𝜌,𝜑,𝜃) = |𝑦𝜌 𝑦𝜑 𝑦𝜃 | = 𝜌2 𝑠𝑖𝑛 ∅
rotating y = f ( x ) around x-axis between x = a 𝑧𝜌 𝑧𝜑 𝑧𝜃
𝑏
and x = b is given by 𝑆𝐴 = ∫𝑎 2𝜋𝑦𝑑𝑠 where 𝑑𝑠 = Note: 𝑉𝑜𝑙 = ∭ 𝑑𝑥𝑑𝑥𝑑𝑧

= 
2
√1 + (𝑑𝑦) 𝑑𝑥.
𝑑𝑥
J dr d dz

(vi) The surface area of the surface obtained by =  r dr d dz ( cyl )

rotating. x = f ( y ) around y axis between y = c
𝑑
and y = d is given by 𝑆𝐴 = ∫𝑐 2𝜋𝑥𝑑𝑠 where 𝑑𝑠 =
2 2
√1 + (𝑑𝑥 ) 𝑑𝑦 = ∭ 𝜌𝑠𝑖𝑛 𝜑 𝑑𝜌𝑑𝜃𝑑𝑧(𝑠𝑝ℎ)
𝑑𝑦

12 | P a g e
VECTOR CALCULUS
(b) 
2
( f ( r ) ) = f ( r ) + 2r f ( r )
11 1

a  b = a  b cos
(vi) The directional derivative of surface
 ( x, y, z ) = c at point P in the direction of vector
a  b = a  b sin n
a is given by
Position vector:
a
at P 
r (t ) = x (t ) i + y (t ) j a

d r dx dy (vii) The maximum value of directional derivative

= i+ j is tangent
dt dt dt to the surface  ( x, y, z ) at point P is at P

(viii) The divergence of F = F1 i + F2 j + F3 k

(i)  ( x, y , z ) = c
,𝑑𝑖𝑣. 𝐹 = 𝛻. 𝐹
𝜕 𝜕
𝜕
Grad 𝜑 = 𝛻𝜑 = (𝑖̂ 𝜕𝑥 + 𝑗̂ 𝜕𝑦 + 𝑘̂ 𝜕𝑧) 𝜑
𝜕 𝜕 𝜕
(𝑖̂ 𝜕𝑥 + 𝑗̂ 𝜕𝑦 + 𝑘̂ 𝜕𝑧) . (𝐹1 𝑖̂ + 𝐹2 𝑗̂ + 𝐹3 𝑘̂)
(ii) Unit normal vector to the surface  ( x, y , z ) j
 F1  F2  F3
= + + which is a scalar
𝑛̂ =
𝛻𝜑
|𝛻𝜑|
x y z
n
point f
iii) angle between two vectors a & b
Note: (i)  F = 0 F is solenoidal vector
ab
cos =
a b (
(ii) div curl F = 0 )
(iv)  →Angle between two surfaces (iii) Curl ( grad  ) = 0
f ( x, y, z ) = c and g ( x, y, z ) = c at a point P;
(iv) 𝛻(𝜑𝐹) = 𝜑(𝛻. 𝐹) + 𝛻𝜑𝐹
f at P  g at P
cos =
f at P  g at P (v)  ( F ) =  ( F ) +   F

(v) If r = xi + y j + zk and r = x2 + y 2 + z 2 (ix) F = F1 i + F2 j + F3 k

then
Curl F =  F = Vorticity vector
(a) f ( r ) =
f 1
(r )  r
r

13 | P a g e
 i j k
  
 F =
x y z
F1 F2 F3

Note:  F = 0 F is an irrotational vector

Green’s Theorem:

 F F 
 2 − 1  dx dy
 F1dx + F2 dy =   
 

C  x y 
Stoke’s theorem:

∫𝐹. 𝑑𝑟 = ∬(𝛻 × 𝐹)𝑛̂ ⋅ 𝑑𝑠

𝐶

Gauss Divergence Theorem:

∯ 𝐹 ⋅ 𝑛̂𝑑𝑠 = ∭ 𝛻 ⋅ 𝐹𝑑𝑉
𝑆 𝑉

Work done = ∫𝐶 𝐹𝑑𝑟 = ∫ 𝐹1 𝑑𝑥 + ∫ 𝐹2 𝑑𝑦 + ∫ 𝐹3 𝑑𝑧

Line equation:

x − x1 y − y1 z − z1
= =
x2 − x1 y2 − y1 z2 − z1

14 | P a g e
DIFFERENTIAL EQUATIONS dy −dx
2) Replace by to get differential equation
Linear differential equation:
dx dy
of orthogonal one.
dy
+ Py = Q ; 𝑃&𝑄 𝑎𝑟𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠 𝑜𝑓 𝑓(𝑥) 1 dr d
dx [Replace by − r if it is in polar form]
r d dr
Then 𝐼. 𝐹 = 𝑒 ∫ 𝑃𝑑𝑥
3) Solve the resultant differential equation to get
Solution 𝑦(𝐼. 𝐹) = ∫ 𝑄(𝐼. 𝐹)𝑑𝑥 orthogonal trajectory.

Exact Differential equation: A differential Linear differential equation with constant

equation Mdx + Ndy = 0 is Exact DE if coefficient:
M N dny d n−1 y
= + a + .......... + an y = f ( x )
y x dx n
1
dx n−1

if f ( x ) = 0 then homogeneous linear differential

then, solution

∫ 𝑀𝑑𝑥 + ∫(𝑇𝑒𝑟𝑚𝑠 𝑖𝑛 𝑁 𝐹𝑟𝑒𝑒 𝑓𝑟𝑜𝑚 𝑥)𝑑𝑦 = 𝐶 equation

G.S. = C.F
1) If M & N are Homogenous functions of some
degree then If f ( x )  0 then non homogeneous linear
differential equation
1
I .F =
Mx + Ny G.S = C.F + P.I

2) If M & N are not homogeneous but

M = yf1 ( x, y ) and 𝑁 = 𝑥𝑓2(𝑥, 𝑦) then, Root of auxiliary Corresponding
1 equation complimentary f
n
I .F . =
Mx − Ny Real and distinct m1 c1em1x + c2e m2 x + c3e m3 x
𝜕𝑀 𝜕𝑁
, m2 , m3

(c + c x + c x )e
−
𝜕𝑦 𝜕𝑥
3) If = 𝑓(𝑥) or constant then, 𝐼. 𝐹 = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥 Real and equal 2 mx
𝑁 1 2 3
m,m,m
𝜕𝑁 𝜕𝑀
−
Imaginary e x ( c1 cos  x + c2 sin  x )
4) If 𝜕𝑥 𝜕𝑦
𝑀
= 𝑓(𝑦) or constant then, (  i  )
I .F = e
f ( y ) dy
(  i  ) , e x [( c1 + c2 x ) cos  x
(  i  ) + ( c3 + c4 x ) sin  x

Orthogonal Trajectory:

1) Find the Differential equation of given family.

15 | P a g e
P.I =
1 (
Ex: D − 3D + 2 y = x
2
) 2

f ( D)
m = 1, 2
x
Type-I: e
C.F = c1e x + c2e 2 x
Hint: Replace D by  in f(D)
1 1
( ) P.I =  =  x2
2
Ex: D − 6 D + 9 y = e
x
( D − 1)( D − 2 )
2 3x
D − 3D + 2
2

1
A.E - m − 6m + 9 = 6
2
=  x2
(1 − D )( 2 − D )
M = 3, 3 – Real and equal
 1 1 

C.F. = ( C1 + C2 x ) e = − 
3x
 (1 − D ) ( 2 − D ) 
1
P.I =  e3 x 1 1
D − 6D + 9
2
P.I = x2 −   x 2

(1 − D ) D
2  1 − 
1 1 3x  2
= e 3x
= e (case fails)
32 − 6  3 + 9 0
1  D 
−1

= (1 − D )
−1
1 1  x −  1 −  x2
2

= x e3 x = x  e3 x (again fails) 2 2
2D − 6 0

1 3 x x 2 e3 x 1  D D2 
=x  e = = ( x + Dx + D x .....) −  1 + + ...... x 2
2 2 2 2 2
2 2 2 2 2 

G.S = ( c1 + c2 x ) e3 x +
x 2 e3 x 1 2 x 2 
= x 2 + 2 x + 2 −  x 2 + +
2 2 2 4 
Type-II:
x 2 3x 7
cos  x or sin  x = + +
2 2 4

Hint: Replace D by −
2
( )
2 G.S. = P I + C F

k
Type-III: x
@SolutionsAndTricks
Hint: Write f(D) in the form of (1 + t )
−1
or

(1 − t )
−1 https://t.me/SolutionsAndTricks

16 | P a g e
Type-IV: Differential equation with variable co-efficient:

e x  cos  x Cauchy-Euler’s differential equation:

n −1
dny n −1 d y
(or)
x 
n
n
+ a1 x n −1
+ ..... + an y = f ( x )
dx dx
e x  sin  x

(or)
(x n
 D n + a1x n−1  D n−1 + .....an ) y = f ( x )

𝑥 = 𝑒 𝑧 ⇔ 𝑥 = 𝑙𝑛𝑥
e x  x k
  x
d
= xD =  =
d
e x  V = e x   V 
1 1
Hint: dx dz
f ( D)  f ( D +  ) 
x 2 D 2 =  ( − 1)
Where V = sin  x (or) cos  x (or) x .
k

x 2 D3 =  ( − 1)( − 2 )
Type-V:

x cos x (or) x sin  x Ex: x y − 3xy + 4 y = 0

2 11 1

1 1 𝑓 1 (𝐷)
Hint: 𝑓(𝐷) 𝑥𝑣 = 𝑥 ⋅ 𝑓(𝐷) ⋅ 𝑣 − [𝑓(𝐷)]2 ⋅ 𝑣 (x D 2 2
− 3xD + 4 ) y = 0

Variation of parameters:   ( − 1) − 3 + 4 y = 0
 
f ( D) y = R( x)
( 2
− 4 + 4 ) y = 0
(i) C.F = c1u ( x ) = c2v ( x )
A.E: m − 4m + 4 = 0
2

(iv) P.I = Au ( x ) + B ( x )
m = 2, 2
 ( x )  R ( x ) dx C.F = ( c1 + c2 z ) e 2 z
(ii) A = −   d du 
u − 
 
 dx  Solution: y = ( c1 + c2 z ) e
2z
dx

u ( x ) .R ( x ) dx = c1e 2 z + c2 z  e 2 z
(iii) B =  d du
u −
dx dx = 𝑐1 𝑥 2 + 𝑐2 𝑙𝑛𝑥 ⋅ 𝑥 2
2 2
(v) G.S = C.F + P.I The independent solutions are x , x lu x .

Note: R ( x ) = sec x, tan x,cot x,cosec x .

17 | P a g e
Natural growth:

dN dN
 N  = kN
dt dt

dN  N
 = k  dt ln   = kt
N  C

N = C ekt

Newton’s law of cooling:

dT
 (T − T0 )
dt

dT
= −k (T − T0 )
dt

dT
 (T − T ) = −k  dt
0

ln (T − T0 ) − ln C = −kt

 T − T0 
ln   = −kt

 C 
T − T0
= e− kt
C

T − T0 = C e− kt

T = T0 + C e− kt

18 | P a g e
 2. False Position Method:

NUMERICAL METHODS af ( b ) − bf ( a )
x=
f (b) − f ( a )
1. Newton Bisection Method:

a+b where, f ( a )  f ( b )  0
The iteration formula x = where
2
3. Secant Method:
f ( a )  f (b )  0
𝑥𝑖−1 𝑓(𝑥𝑖 )−𝑥𝑖 𝑓(𝑥𝑖−1 )
𝑥𝑖+1 =
The minimum number of iterations are given by 𝑓(𝑥𝑖 )−𝑓(𝑥𝑖−1 )

b−a 4. Newton Raphson Method:


2n
f ( xi )
xi +1 = xi − i = 0,1, 2,.....
Where, a : lower limit f 1 ( xi )
b : upper limit
f ( x0 )
i.e. x1 = x0 −
f 1 ( x0 )
n : number of iteration

 : Error of approximation

Order of Number of
Method Speed Convergence Type
convergence guesses
Bisection Slower Convergence 1 Two Closed ended

False position Slower Convergence 1 Two Closed ended

May or may not
Secant method Medium 1.62 Two Open ended
convergence
Newton May or not
Fast 2 One Open ended
Raphson method convergence

19 | P a g e
Numerical solution to differential equation: Numerical integration methods:

dy 1. Trapezoidal rule: n = no of intervals {can be any

= f ( x, y ) , y ( x0 ) = y0 number}
dx
𝑥 𝑛 ℎ
Step size = h ∫𝑥0 𝑦𝑑𝑥 = 2 [(𝑦0 + 𝑦𝑛 ) + 2(𝑦1 + 𝑦2 +
𝑦3 +. . . . . 𝑦𝑛−1 )]
1. Euler’s Method:
2. Simpson’s 1/3: no of intervals should be even
(First order differential equation)
𝑥 𝑛 ℎ
∫𝑥0 𝑦𝑑𝑥 = 3 {(𝑦0 + 𝑦𝑛 ) + 4(𝑦1 + 𝑦3 + 𝑦5 +. . . . . )
yi +1 = yi + hf ( xi , yi ) and xi +1 = xi + h
+2 ( y2 + y4 + y6 + ......)}
y1 = y0 + hf ( x0 , y0 ) and x1 = x0 + h
3
3. Simpson’s : no of intervals should be multiples
y2 = y1 + hf ( x1 , y1 ) and x2 = x1 + h 8
of 3
2. Modified Euler’s method:
𝑥 𝑛 3ℎ
∫𝑥0 𝑦𝑑𝑥 = {(𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 +
(Second order differential equation) 8
𝑦7 + 𝑦8 +. . . . . ) +2(𝑦3 + 𝑦6 + 𝑦9 +. . . . . . )}
(i) Runge kutta second order method
Note: Accuracy order:
y1 = y0 + k and x1 = x0 + h
(i) Trapezoidal → 𝑜𝑟𝑑𝑒𝑟 𝑜𝑓 ℎ2
k1 + k2 (ii) Simpson’s 1/3 rd → 𝑜𝑟𝑑𝑒𝑟 𝑜𝑓 ℎ4
k=
2
(iii) Simpson’s 3/8 rd → 𝑜𝑟𝑑𝑒𝑟 𝑜𝑓 ℎ4
k1 = h f ( x0 , y0 ) and k2 = h f ( x0 + h, y0 + k1 )
Interpolation:
(ii) Runge kutta fourth order method:
1. Newtons’ forward difference formula:
y1 = y0 + k and x1 = x0 + h
n ( n − 1) 2
y ( x0 + nh ) = y0 + ny0 +  y0
k1 + 2k2 + 2k3 + k4 2!
k=
6
n ( n − 1)( n − 2 ) 3
+  y0 + ....
 h k 3!
k1 = hf ( x0 , y0 ) , k2 = hf  x0 + , y0 + 1 
 2 2 2. Newtons’ backward difference formula:
 h k  n ( n + 1) 2
k3 = hf  x0 + , y0 + 2  , y ( x0 + nh ) = y0 + n  y0 +  y0
 2 2 2!
k4 = hf ( x0 + h, y0 + k3 ) n ( n + 1)( n + 2 ) 2
+  y0 + ....
3!
20 | P a g e
3. Newton’s divided difference formula:
f ( x ) = f ( x0 ) + ( x − x0 ) f ( x0 , x1 )
+ ( x − x0 )( x − x1 ) f ( x0 , x1 , x2 ) + ...

f ( x ) = y0 + ( x − x0 ) y0 + ( x − x0 )( x − x1 )  2 y0 + ....

4. Lagrange’s interpolation formula:

y ( x) =
( x − x1 )( x − x2 ).......( x − xn )  y +
( x0 − x1 )( x0 − x2 ).....( x0 − xn ) 0
( x − x0 )( x − x2 ) ...........( x − xn )  y ……
( x1 − x0 )( x1 − x2 ) ..............( x1 − xn ) 1
+
( x − x0 )( x − x1 )( x − x2 )..........( x − xn−1 )  yn
( xn − x0 )( xn − x1 )( xn − x2 )............( xn − xn−1 )

21 | P a g e
PARTIAL DIFFERENTIAL Partial differential equation of f ( x, y, p, q ) = 0
EQUATIONS
Step-I: f ( x, p ) = f ( y, q ) = a
Ex: Find partial differential equation of
x2 y 2 Step-II: f ( x, p ) = a f ( y, q ) = a
2z = 2 + − − − − − − − (i )
a b
Solve for p solve for q
 z 2x z 2y
2 = 2 = p =  ( x) q = ( y )
 x a2  y b2

z x z y z z
= ------(ii) = --------(iii) Step-III: dz = dx + dy
 x a2  y b2 x y

x equation (ii) + y equation (iii) and then substitute = p dx + q dy

z z
in (i) 2 z = x +y =  ( x ) dx +  ( y ) dy
x y
𝑧 = ∫ 𝜑(𝑥)𝑑𝑥 + ∫ 𝜓(𝑦)𝑑𝑦
this is required partial differential equation
Partial differential equations of
Partial differential equation of f(p, q) = 0
z = px + qy + f ( p, q )
Step-I: f ( a, b ) = 0 b = f ( a )
C.S z = ax + by + f ( a, b )
Step-II: z = ax + by + c
Partial differential equations for
z = ax + f ( a ) y + c z z
P +Q = R where P, Q, R are f ( x, y, z )
x y
Partial differential equation f ( z , p, q ) = 0
dx dy dz
dz Step-I: = =
Step-I: Let u = x + ay and substitute p = and P Q R
du
dz Step-II: Solve the simultaneous equations and write
q=a the solution in the form of u = a and v = b
du
Step-II: Solve the ordinary differential equation in z Step-III: The C.S.  ( u, v ) = 0
and u.
Second order linear partial differential equation:
Step-III: Resubstitute u = x + ay in the resultant
 2u  2u 2y u u
solution. A 2 +B +C 2 + D +E =F
x  x y y x y

22 | P a g e
B 2 − 4 AC = 0 Parabola Given that 𝑢(𝑥, 0) = 6𝑒 −3𝑥

k = −3 , c = 6
B 2 − 4 AC  0 Elliptic
Therefore u ( x, t ) = 6e −3 x − 2t
B − 4 AC  0 Hyperbolic.
2

Method of separation of variables:

Ex: 𝜕𝑥 = 2 𝜕𝑡 + 𝑢; u ( x,0 ) = 6e
𝜕𝑢 𝜕𝑢 −3 x
-----------(i)

Let 𝑢(𝑥, 𝑡) = 𝑋𝑇 --------(ii)

u
= X 1T ----------(iii)
𝜕𝑢
= 𝑋𝑇 1 -------(iv)
x 𝜕𝑡

Substitute (ii), (iii), (iv) in (i),

X 1T = 2 XT 1 + XT

X 1 2T 1 + T
= =K
X T

X1 2T 1 + T
=K =K
X T
 K − 1
X 1 − KX = 0 T 1 −  T =0

 2 
  
( D − K ) X = 0 --(v)  D −  K − 1  T = 0 --(vi)
  2  

K −1
Root is K Root is
2
Solution:
 K −1
 t
X = C1e ---(vii)
kx
T = C2 e  2 
------(viii)

(vii) , (viii) in (ii)

𝑘−1
𝑢(𝑥, 𝑡) = 𝐶𝑒 𝑘𝑥 ⋅ 𝑒 ( 2
)𝑡

Now 𝑢(𝑥, 0) = 𝑐𝑒 𝑘𝑥

23 | P a g e
 u xx = 2, u yy = −2

COMPLEX VARIABLES u xx + u yy = 0
x = r cos  , y = r sin  u is harmonic

z = x + iy , z = x − iy v = 2 xy

ei = cos  + i sin  vx = 2 y , v y = 2 x

z = x2 + y 2 vxx + v yy = 0

Analytic: A f n f ( z ) is said to be analytic at a

v is harmonic.

point z 0 if it is not only differentiable at z 0 but also 1 1

* ur = v , 𝑣𝑟 = − 𝑟 𝑢𝜃 are
differentiable in the neighborhood of z 0 r

* The complex f n  f ( z ) = u ( x, y ) + iv ( x, y ) is
C.R equation in polar form.

to be differentiable at a point z 0 if it satisfies the * Milne Thomson method: When real part of
following two conditions of C-R theorem. analytic f nu ( x, y ) is given

(i) u x , u y , v x , v y are continuous. (i) find u x , u y

* If f ( z ) = u ( x, y ) + iv ( x, y ) is analytic then (ii) f 1 ( z ) = u x + ivx = u x − iu y

u ( x, y ) and v ( x, y ) are orthogonal to each other
(iii) put 𝑥 = 𝑍, y = 0 in f 1 ( z ) and then
and u and v are harmonic functions of x and y.
integrate.
Ex: f ( z ) = z 2

For imaginary part of

u + iv = ( x + iy ) = ( x 2 − y 2 ) + i ( 2 xy )
2
Analytic f n v ( x, y ) is given

−𝜕𝑢/𝜕𝑥 𝑥 (i) find v x , v y

𝑚1 = =
𝜕𝑢/𝜕𝑦 𝑦
(ii) 𝑓 1 (𝑧) = 𝑢𝑥 + 𝑖𝑣𝑥 = 𝑣𝑦 + 𝑖𝑣𝑥
−𝜕𝑣/𝜕𝑥 −𝑦
𝑚2 = =
(iii) Put x = Z, y = 0 in f 1 ( z ) and then integrate
𝜕𝑣/𝜕𝑦 𝑥

𝑚1 . 𝑚2 = −1
Note: cos i = cosh 
u=x −y 2 2
sin i = i sinh 
u x = 2 x, u y = −2 y

24 | P a g e
 * Residue: In Laurent series expansion of f(z), the
1
coefficient of 𝑧−𝑧 is called residue of f(z) at z = z0
* Taylor series: If f(z) is analytic at z 0 then, 0

* If z = z0 is a simple pole of f(z) then residue

( z − z0 )
2

f ( z ) = f ( z0 ) + ( z − z 0 ) f 1
( z0 ) +  f 11
( z0 ) ..... 𝑓(𝑧) = 𝑙𝑖𝑚 (𝑧 − 𝑧0 )𝑓(𝑧)
2! 𝑧→𝑧0

* Laurent series: * If z = z0 is a pole of order m then

𝑧
Ex: 𝑓(𝑧) = 𝑙𝑛 (𝑧−1) in the region z  1 {1 < 1 𝑑𝑚−1
Residue 𝑓(𝑧) = 𝑙𝑖𝑚 (𝑚−1)! 𝑑𝑧 𝑚−1 [(𝑧 − 𝑧0 )𝑚 𝑓(𝑧)]
1 𝑧→𝑧0
|𝑧| ⇒ < 1}
|𝑧|
* Cauchy’s Integral theorem:
𝑧 𝑧−1 1
𝑓(𝑧) = 𝑙𝑛 ( ) = − 𝑙𝑛 ( ) = − 𝑙𝑛 (1 − ) If f(z) is analytic with in an on the boundary of a
𝑧−1 𝑧 𝑧
simple closed curve C then ∮𝐶 𝑓(𝑧) ⋅ 𝑑𝑧 = 0
1 (1/𝑧)2 (1/𝑧)3
= − {− 𝑧 − − −. . . }
2 3
Cauchy’s Integral formula:
1 1 1
= 𝑧 + 2𝑧 2 + 3𝑧 3 . . . .. 𝑓(𝑧)
.∮ 𝑧−𝑧 ⋅ 𝑑𝑧 = 2𝜋𝑖 ⋅ 𝑓(𝑧0 )
0

𝑓(𝑧) 2𝜋𝑖
Note: ∮𝐶 (𝑧−𝑧 𝑛+1 𝑑𝑧
= ⋅ 𝑓 (𝑛) (𝑧0 ) where
0) 𝑛!
Singular point: A point at which the complex
𝑑𝑛
function is not analytic. 𝑓 (𝑛) 𝑧0 = 𝑑𝑧 𝑛 |𝑓(𝑧)|𝑧=𝑧0

Ex: f ( z ) =
( z − 1) Cauchy’s Residue Theorem:
( z − 3)( z − 5) If f(z) is analytic at all points inside and on the
boundary of a simple closed curve except at finite
z = 1 - zero of the function
number of singular points lies inside C then,
z = 3, 5 – singular points
∮𝐶 𝑓(𝑧) ⋅ 𝑑𝑧 = 2𝜋𝑖
* In Laurent series expansion of 𝑓(𝑧) =
𝑏 {Sum of residues of f(z) at all its poles lies inside
∑∞ 𝑛 ∞ 𝑛
𝑛=0 𝑎𝑛 (𝑧 − 𝑧0 ) + ∑𝑛=1 (𝑧−𝑧 )𝑛
0 C}

* If there are infinite numbers in the principal part

of f(z) then z 0 is called essential singular point.

* If there are finite number of terms in the principal

part of f(z) then z 0 is called pole.

* If there are no terms in the principal part of f(z)

then, z 0 is called ‘Removable singular point’

25 | P a g e
 𝑑𝑛
LAPLACE TRANSFORMS 3) If 𝐿[𝑓(𝑡)] = 𝐹(𝑠) than, 𝐿[𝑡 𝑛 𝑓(𝑡)] = (−1)𝑛 𝑑𝑠𝑛 ⋅

* 𝐿(1) = 𝑆
1 1
* 𝐿(𝑡) = 𝑆2 [𝐹(𝑠)] (multiplication by t n )
𝑓(𝑡) ∞
4) If 𝐿[𝑓(𝑡)] = 𝐹(𝑠) then, 𝐿 [ ] = ∫𝑠 𝐹(𝑠)𝑑𝑠
n +1
( ) n! 𝑡
* L tn = n +1
or (dividing by t)
s s n+1
5) If 𝐿(𝑓(𝑡)) = 𝐹(𝑠) then,
* L (e ) =
at 1
s−a (i) L  f 1 ( t ) = SL  f ( t ) − f ( 0 )
 

( )
* L e− at =
1
s+a (ii) L  f 11 ( t ) =
 

* L ( sin at ) =
a s 2 L  f ( t ) − sf ( 0 ) − f 1 ( 0 )
s + a2
2

* Convolution Theorem:
s
* L ( cos at ) = 2
s + a2 If L  f ( t ) = F ( s ) and L  g ( t ) = G ( s ) then,

a
* L ( sinh at ) = L−1  F ( s )  G ( s ) =  f ( u )  g ( t − u ) du
t

s − a2
2
u =0

s * Initial value theorem:

* L ( cosh at ) =
s − a2
2
If L  f ( t ) = f ( s ) then,
* Step f n : lim f ( t ) = lim s  f ( s )
t →0 s →
− as
e
L  u ( t − a ) = * Final value theorem:
s
If L  f ( t ) = f ( s ) then,
𝑠𝑖𝑛 𝑎 𝑡 𝑠
𝐿[
𝑡
] = 𝑐𝑜𝑡 −1 ( )
𝑎 lim f ( t ) = lim s  f ( s )
t → s →0

* Delta f n : 𝐿[𝛿(𝑡)] = 1

1
Note: 𝛾(2) = √𝜋, 𝑛𝛾(𝑛) = 𝛾(𝑛 + 1)
∞
1) 𝐿[𝑓(𝑡)] = ∫0 𝑒 −𝑠𝑡 ⋅ 𝑓(𝑡)𝑑𝑡 = 𝐹(𝑠)

2) If 𝐿[𝑓(𝑡)] = 𝐹(𝑠) then, 𝐿[𝑒 𝑎𝑡 ⋅ 𝑓(𝑡)] =

𝐹(𝑠 − 𝑎) (first shifting rule)

26 | P a g e
 ∞
FOURIER SERIES 𝑛𝜋𝑥
𝑓(𝑥) = ∑ 𝑏𝑛 𝑠𝑖𝑛 ( )
𝑙
* The Fourier series for the f n f ( x ) in  c, c + 2l  : 𝑛=1

2 𝑙 𝑛𝜋𝑥
  n x  𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 ( ) 𝑑𝑥
 

𝑎 𝑛𝜋𝑥 𝑙 0 𝑙
𝑓(𝑥) = 20 + ∑∞ 𝑎
𝑛=1 𝑛 𝑐𝑜𝑠 ( ) + bn sin  l 
𝑙
n =1  
* The Half-Range Fourier cosine, series for the f(x)
in ( 0,l ) .
𝑐+2𝑙
1
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝑙 𝑐
∞
𝑎0 𝑛𝜋𝑥
1 𝑐+2𝑙 𝑛𝜋𝑥 𝑓(𝑥) = + ∑ 𝑎𝑛 𝑐𝑜𝑠 ( )
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠 ( ) 𝑑𝑥 2 𝑙
𝑙 𝑐 𝑙 𝑛=1

1 𝑐+2𝑙 𝑛𝜋𝑥 2 𝑙
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 ( ) 𝑑𝑥 𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝑙 𝑐 𝑙 𝑙 0
2 𝑙 𝑛𝜋𝑥
* If f(x) is even f n in  −l , l  , 𝑎𝑛 = 𝑙 ∫0 𝑓(𝑥) 𝑐𝑜𝑠 ( 𝑙
) 𝑑𝑥.

a0   n x 
f ( x) = + an  cos  

2 n=1  l 

2 𝑙
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝑙 0

2 𝑙 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑓(𝑥) ⋅ 𝑐𝑜𝑠 ( ) 𝑑𝑥
𝑙 0 𝑙

𝑏𝑛 = 0

* If f(x) is odd f n in  −l , l  ,

∞
𝑛𝜋𝑥
𝑓(𝑥) = ∑ 𝑏𝑛 𝑠𝑖𝑛 ( )
𝑙
𝑛=1

a0 = 0 , 𝑎𝑛 = 0

2 𝑙 𝑛𝜋𝑥
𝑏𝑛 = ∫ 𝑓(𝑥) ⋅ 𝑠𝑖𝑛 ( ) 𝑑𝑥
𝑙 0 𝑙

* The Half-Range Fourier sine series for the f(x) in

0,l 

27 | P a g e
 𝐴
𝐵𝑖 𝑃(𝐵𝑖 ).𝑃( )
𝐵𝑖
𝑃( ) = 𝐴 , for i = 1 to n
𝐴 ∑𝑛
𝑖=1 𝑃(𝐵𝑖 ).𝑃( )
Probability & Statistics 𝐵𝑖

Mutually exclusive events :

Two events A and B are called mutually
exclusive, if they are disjoint i.e.. A∩B= ∅ . In Discrete Probability Distribution:
other words, A and B are mutually exclusive if Let X be a discrete random variable and
they cannot occur simultaneously. i.e., the suppose that the possible values which it can
occurrence of one event precludes the occurrence assume are given by x1, x2, .......are arranged in
of the other event. increasing order of magnitude. Suppose also
that these values are assumed with probabilities
Independent events : given by
Two events are said to be independent if the P(X = xi) = f(xi) i = 1,2, ......
probability of one event will not depend on the Or P(X = x) = f(x)
occurrence or non-occurrence of other event. In general, f(x) is probability function
If
Addition theorem of probability : 1. f(x) ≥ 0
If A and B are any two events, then 2. ∑𝑥 𝑓(𝑥) = 1
P(A∪ B) = P(A) + P(B) - P(A∩ B) where sum is taken over
For any three events A,B,C all possible values of x.
P(A∪B∪ C) = P(A) + P(B) + P(C) - P(A ∩B)-
P(B∩ C) - P(C ∩ A) + P(A ∩B∩ C) Continuous Probability Distribution:
If X is a continuous distribution random
Conditional Probability : variable then a function which satisfies the
Let E be an arbitrary event in a sample space S following requirements is called probability
with P(E)>0. the probability that an event A distribution or probability density function
occurs once E has occurred or, in other words, of X.
Conditional Probability of ‘A’ given E, written 1 . f(x) ≥ 0
P(A/E), is defined as follows. ∞
𝐴 𝑃(𝐴 ∩ 𝐸) 2. ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1
𝑃( ) =
𝐸 𝑃(𝐸)
Mathematical Expectation:
Theorem of Total Probability : 1. For a discrete random variable X having
If B1, B2, ......Bn be a set of exhaustive and the possible values x1, x2, .......xn the
mutually exclusive events, and A is another expectation of x is defined as
event associated with (or caused by) Bi then E(X) = x1.P(x1) + x2.P(x2) + .... + xn P(xn)
2. For a continuous random variable X having
𝐴
P(A)=∑𝑛𝑖=1 𝑃(𝐵𝑖 ). 𝑃(𝐵 ) density function f(x) the expectation of x
𝑖
is defined as
∞
Bayer’s theorem or theorem of probability E(X) = ∫−∞ x. f (x)dx
of causes:
If B1, B2, ......Bn be a set of exhaustive and Variance & standard deviation
mutually exclusive events associated with a Var (X) = E[(X- 𝜇)2]
random experiment and A is another event S.D. of X = 𝜎x =√Var(X)
associated with (or caused by) Bi then Var(cX) = C2Var (X)
𝜎2= E[(X- 𝜇)2] = E(X2)-[E(X)]2
Var (X ± Y) = Var(X) + Var(Y) ; when x and y are
independent
28 | P a g e
Binominal Distribution :
The probability that the event will happen Properties :
exactly x times in n trials (i.e, x success and 1. The curve is bell shaped and symmetrical
n-x failures will occur) is given by the probability about the line x = 𝜇
function. 2. Mean, Median and Mode of the distribution
f(x) = P(X=x) = C(n, x) px q(n-x) coincide.
where the random variable X denotes the 3. As ‘x’ increases numerically f(x) decreases
number of successes in n trials and rapidly.
x = 0,1,2, ....n. 4. The maximum probability occurs at the
point x = 𝜇, and given by
For Binomial Distribution : 1
[P(x)]max =∝√2𝜋
Mean = 𝜇 = np
5. X - axis is an asymptote to the curve.
variance = 𝜎 2= npq
6. Total area under the normal curve is unity.
S.D = 𝜎 = √𝑛𝑝𝑞 7. Area property
P(𝜇 - 𝜎 < X < 𝜇 +𝜎) = 0.6826
Poisson Distribution : P( 𝜇 - 2𝜎 < X < 𝜇 +2 𝜎) = 0.9544
Let X be a discrete random variable which can P( 𝜇 - 3𝜎 < X < 𝜇 +3 𝜎) = 0.9973
take on the values 0, 1 2.... such that the
probability of X is given by
𝜆𝑥 𝑒 −𝜆
f(x) = P(X=x) = 𝑥 !
x = 0,1,2, ......
Where 𝜆 is a given positive constant called the
parameter of the distribution.

For Poisson Distribution :

Mean = 𝜆
Variance = 𝜆
S.D. = √𝜆
Note :
1)When n is large and p is small then
Binomial distribution is very closely
approximated by Poisson distribution.
2)Poisson distribution is a limiting case of
binominal distribution as 𝑛 → ∞, 𝑝 → 0.

Normal Distribution :
Normal distribution is another limiting form
of the binomial distribution under the following
conditions.
(i) The number of trials ‘n’ is indefinitely large.
(ii) Neither p nor q is very small.
The normal probability (curve) density
function with mean 𝜇 and standard
deviation 𝜆 is given by the equation @SolutionsAndTricks
1 −(𝑥−𝜇)2
𝑓(𝑥) = 𝑒 2∝2 , −∞ < 𝑥 < ∞
∝ √2𝜋 https://t.me/SolutionsAndTricks
29 | P a g e