Mathematics for Engineers and

Scientists 4
Notes for F1.8XD2

2018

This is a one-semester course building on Mathematics for Engineers and Scientists 1, 2

and 3.

There are three main parts of the course:

(1) Laplace Transforms: Laplace transforms, inverse Laplace transforms, solving differen-
tial equations (DEs) and systems of DEs with Laplace transforms (Chapters 1 & 2).
(2) Analytic Geometry: Revision of vector algebra, scalar and vector products, lines and
planes, derivatives of scalar and vector functions, directional derivatives, linear approxi-
mation of curves, tangent planes, grad, div, and curl (Chapters 3 & 4).
(3) Linear Algebra: Systems of linear equations, Gaussian elimination, vectors and ma-
trices, matrix algebra, inverse matrices, determinants, eigenvectors and eigenvalues, ap-
plications to DEs, diagonalisation of matrices (Chapters 5, 6 & 7).

Problems for tutorials can be found at the end of each chapter.

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Contents

1 The Laplace Transform 1

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 The Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2.1 Definitions and notation . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2.2 Laplace transforms of some simple functions . . . . . . . . . . . . . 2
1.2.3 Properties of the Laplace transform . . . . . . . . . . . . . . . . . . 5
1.2.4 First Shift Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.5 Table of Laplace transforms . . . . . . . . . . . . . . . . . . . . . . 7
1.3 The Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.1 Using partial fractions . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.2 Finding inverses using the first shift theorem . . . . . . . . . . . . . 10
1.3.3 Completing the square . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

2 Solution of Differential Equations Using Laplace Transforms 15

2.1 Laplace Transforms of Derivatives . . . . . . . . . . . . . . . . . . . . . . . 15
2.2 Constant-Coefficient Linear Differential Equations . . . . . . . . . . . . . . 16
2.2.1 Solution of first-order differential equations . . . . . . . . . . . . . . 16
2.2.2 Solution of second-order differential equations . . . . . . . . . . . . 17
2.2.3 An LCR circuit example . . . . . . . . . . . . . . . . . . . . . . . . 19
2.3 Differential Equations and the Dirac Delta Function . . . . . . . . . . . . . 21
2.4 Systems of Differential Equations . . . . . . . . . . . . . . . . . . . . . . . 26
2.5 Summary of Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . . 31
2.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

3 Geometry 35
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.2 Revision of Vector Operations . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.2.1 Vector addition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.2.2 Multiplication by a scalar . . . . . . . . . . . . . . . . . . . . . . . 37
3.2.3 Scalar product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.2.4 Vector product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.3 Lines in Three Dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.3.1 Parametric equation of a line . . . . . . . . . . . . . . . . . . . . . 42
3.3.2 Angle between two lines . . . . . . . . . . . . . . . . . . . . . . . . 43
3.4 Equations of a Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.4.1 Non-parametric (Cartesian) equation for a plane . . . . . . . . . . . 43

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 3.4.2 Parametric representation of a plane . . . . . . . . . . . . . . . . . 46
3.4.3 Plane defined by three point vectors . . . . . . . . . . . . . . . . . . 48
3.4.4 Two intersecting planes . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.4.5 Parallel planes and the angle between two planes . . . . . . . . . . 50
3.4.6 Angle between a line and a plane . . . . . . . . . . . . . . . . . . . 52
3.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54

4 Vector Differentiation 57
4.1 Differentiation of Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
4.1.1 Differentiation of sums and products of vectors . . . . . . . . . . . . 58
4.1.2 Linear approximation of a curve in three dimensions . . . . . . . . . 58
4.2 Gradient of a Scalar Function . . . . . . . . . . . . . . . . . . . . . . . . . 60
4.2.1 Directional derivatives . . . . . . . . . . . . . . . . . . . . . . . . . 61
4.2.2 Equations for a tangent plane and normal line . . . . . . . . . . . . 64
4.3 Introduction to div and curl . . . . . . . . . . . . . . . . . . . . . . . . . . 66
4.4 Summary of Vector Geometry . . . . . . . . . . . . . . . . . . . . . . . . . 70
4.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

5 Systems of Linear Equations 73

5.1 Linear Equations and Elementary Row Operations . . . . . . . . . . . . . 73
5.2 Gaussian Elimination: General Case . . . . . . . . . . . . . . . . . . . . . 80
5.3 Geometric Interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
5.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86

6 Matrices 91
6.1 Vectors and Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
6.2 Inverse Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
6.3 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
6.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

7 Eigenvalues and Eigenvectors 105

7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
7.2 Algebraic and Geometric Multiplicity of Eigenvalues . . . . . . . . . . . . . 109
7.3 Practical Application: Mass-Spring Systems . . . . . . . . . . . . . . . . . 113
7.4 Diagonalisation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
7.5 Systems of Linear Differential Equations . . . . . . . . . . . . . . . . . . . 117
7.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

A Useful Formulæ for F1.8XD2 125

B Partial Fractions 129

C Completing the Square 133

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Chapter 1

The Laplace Transform

1.1 Introduction
Laplace transforms are an interesting field of mathematics that can be used to solve prob-
lems involving differential equations and integro-differential equations. The technique is
quite abstract in nature but it allows the solution of differential equations, without the
need to do any integration or differentiation. The processes of integration and differentia-
tion are replaced by algebraic manipulation, which is often considered easier to apply than
concepts taken from calculus. A further advantage of the Laplace transform method for
solving initial value problems that is the initial conditions are incorporated in an entirely
natural way.

The main reason for considering Laplace transforms at this stage is that most engineering
disciplines engage in a subject called control engineering, where Laplace transforms are
used to analyse the response of engineering systems to changes in inputs to the system,
whether it be a chemical reactor vessel or an auto-pilot in a plane.

Before we can attempt to solve differential equations using the Laplace transform, we
need to introduce it and consider the Laplace transform and inverse Laplace transform
for a number of simple functions and differential operators.

1.2 The Laplace Transform

1.2.1 Definitions and notation
The Laplace transform of a function,
f (t)
is denoted by Z ∞
L{f (t)} = e−st f (t) dt . (1.1)
0

Alternative notation used for the Laplace transform are:

L{f (t)} = F (s) or f¯(s) .

1
From (1.1) we see that the Laplace transform consists of an improper integral (one of the
integration bounds is infinite). In the first instance with an improper integral you have to
focus on whether the integral has a solution or not. For example the Laplace transform
of the function
f (t) = eat
only exists if a − s < 0, otherwise the Laplace transform would be
Z ∞ Z ∞
−st
e f (t) dt = ebt dt
0 0

with b = a − s positive so that the integral is unbounded.

Returning to the terminology used to describe the Laplace transform (1.1), e−st is called
the kernel of the integral. In the original function, f (t), the independent variable is t,
which can be considered a time variable. The function f (t) is considered to exist in the
time domain. The Laplace transform F (s) exists in a frequency domain. s is the
independent variable of the Laplace transform and strictly speaking is a complex variable
although we shall for the most part only consider it to be real.

1.2.2 Laplace transforms of some simple functions

Consider the function,
f (t) = c (1.2)
where c is a constant. The Laplace transform of (1.2) is given by
Z ∞
L{f (t)} = ce−st dt .
0

As this is an improper integral it should be considered in the limit of the upper bound
being finite and the limit to infinity taken once the integral is evaluated.
Z ∞ Z b
−st
L{f (t)} = ce dt = lim ce−st dt
0 b→∞ 0

where Z b h c ib c
c
ce−st dt = − e−st = −e−sb − (−e0 ) = (1 − e−sb ) .
0 s 0 s s
We can now let b tend to infinity,
c c
lim (1 − e−sb ) = .
b→∞ s s
To summarise,
c
L{c} = .
s

This can be considered as a Laplace transform pair,

 c
f (t) = c , F (s) = .
s

2
Worked Examples (Evaluating Laplace transforms by direct integration). Let
us consider another example in detail.

Question 1.1. Find the Laplace transform of t.

Solution. From the definition of the Laplace transform,

Z ∞ Z b
−st
L{t} = te dt = lim te−st dt .
0 b→∞ 0

Integrating by parts,
Z b Z b
dv du
u dt = [uv]b0 − v dt
0 dt 0 dt
−st
with u = t so du/dt = 1 and dv/dt = e so v = −e−st /s,
Z ∞  b Z Z
−st t −st 1 ∞ −st b −bs 1 ∞ −st
te dt = − e + e dt = − e + e dt .
0 s 0 s 0 s s 0

We could evaluate the integral on the right-hand side but we can let b tend to infinity
now and avoid the integration,
Z ∞ Z
−st 1 ∞ −st 1 1
lim te dt = e dt = L{1} = 2 .
b→∞ 0 s 0 s s

So the Laplace transform pair is

 
1
f (t) = t , F (s) = 2 .
s

Exercise 1.1. Use the same approach (i.e. one integration by parts) to show that

 
2 2
f (t) = t , F (s) = 3 .
s

The main point of this section is not the integration process. We are interested in growing
our collection of functions that we know the Laplace transform for, although we shall not
do this by integrating the Laplace transform for every function we come across.

For example, inspecting the three Laplace transform pairs given above a pattern is emerg-
ing for algebraic terms. The general rule is:

3
 General Rule for Laplace transforms of algebraic terms.

Consider the function f (t) = tn .

n!
Its Laplace transform is F (s) = .
sn=1
One more example evaluated by direct integration:

Question 1.2. Evaluate the Laplace transform of the function f (t) = ekt .

Solution. Z Z
∞ b
kt −st
kt
L{e } = e e dt = lim e−(s−k)t dt ,
0 b→∞ 0

where Z  
b b
−(s−k)t 1 −(s−k)t 1
lim e dt = − e =− e−(s−k)b − e0 0 ,
b→∞ 0 s−k s−k
so
1 b 1
L{ekt } = lim − e−(s−k)b − 1 0 = ,
b→∞ s−k s−k
provided that s − k > 0, i.e. s > k.
Hence the Laplace transform pair is

 
kt 1
f (t) = e , F (s) = .
s−k

As you will appreciate from the above examples, deriving Laplace transforms by direct
integration is quite a tedious process. To avoid direct integration many ingenious math-
ematical tricks and theorems are often used to find Laplace transforms. For example
consider the following worked example.

Example 1.1. Evaluate the Laplace transform of the function f (t) = eiat , where a is
some real number and i2 = −1.
Following the same steps as in Question 1.2, the solution comes to

 
iat 1
f (t) = e , F (s) = .
s − ia

So why have we done two worked examples that are so very similar? The answer is that
the second leads onto an additional useful result giving us two extra Laplace transforms.
Three Laplace transforms for the price of one!

4
Complex numbers given in exponential form can be represented using Euler’s formula

eiat = cos at + i sin at .

Reconsidering the Laplace transform of Example 1.1,

L{eiat } = L{cos at + i sin at} = L{cos at} + iL{sin at} . (1.3)

The separation of the Laplace transform into an application of the Laplace transform
to the two terms is possible as the Laplace transform is a linear operator. This will be
discussed further below, for now just accept it.
Again from Example 1.1,
1 1 s + ia s + ia
L{eiat } = = × = 2 .
s − ia s − ia s + ia s + a2
So, from (1.3),
s a
L{cos at} + iL{sin at} = +i 2 . (1.4)
+a s2
2 s + a2
Therefore equating real and imaginary parts of (1.4) gives the following results:
Laplace Transforms of Trigonometric Functions:

The Laplace transform pair for cos at:

s
f (t) = cos at , F (s) = .
s 2 + a2

The Laplace transform pair for sin at:

a
f (t) = sin at , F (s) = .
s2 + a2

1.2.3 Properties of the Laplace transform

The Laplace transform is a linear operator which means it has the property that

L{αf (t) + βg(t)} = αL{f (t)} + βL{g(t)}

where α and β are constants and f (t) and g(t) are functions.

Question 1.3. Determine L{3t + 2e3t }.

Solution. Using the linearity property of the Laplace transform,

L{3t + 2e3t } = 3L{t} + 2L{e3t } .

We can now apply the Laplace transforms derived in the previous section to get
3 2
L{3t + 2e3t } = + .
s2 s − 3

5
Question 1.4. Determine L{5 − 3t + 4 sin 2t − 6e4t }.

Solution. Using the linearity property of the Laplace transform,

L{5 − 3t + 4 sin 2t − 6e4t } = 5L{1} − 3L{t} + 4L{sin 2t} − 6L{e4t }

and applying the Laplace transforms derived or presented in the previous section,
1 1 2 1 5 3 8 6
L{5−3t+4 sin 2t−6e4t } = 5× −3× 2 +4× 2 −6× = − 2+ 2 − .
s s s +4 s−4 s s s +4 s−4

Another mathematical tool that can be used to grow our collection of Laplace transforms
is called the First Shift Theorem.

1.2.4 First Shift Theorem

If f (t) is a function having a Laplace transform F (s), then the function eat f (t) has a
Laplace transform given by

L{eat f (t)} = F (s − a) .

Sometimes F (s − a) is written as [F (s)]s→s−a .

Here are a couple of worked examples using the first shift theorem to derive Laplace
transforms.

Question 1.5. Determine L{te−2t }

Solution.
1
For f (t) = t , L{f (t)} = L{t} = F (s) = .
s2
Then by the first shift theorem,
 
−2t 1 1
L{te } = F (s)s→s+2 = 2 = .
s s→s+2 (s + 2)2

Question 1.6. Determine L{e−3t sin 2t}

Solution.
2
For f (t) = sin 2t , L{f (t)} = L{sin 2t} = F (s) = .
s2 +4
Then by the first shift theorem,
 
−3t 2 2 2
L{e sin 2t} = F (s)s→s+3 = 2 = 2
= 2 .
s +4 s→s+3 (s + 3) + 4 s + 6s + 13

6
1.2.5 Table of Laplace transforms
Deriving a Laplace transform every time a function crops up is a time-consuming process.
Remembering the Laplace transforms for all of the functions given above is also not a
realistic proposition for most students.

Therefore in the exam the list of Laplace transforms presented in Table 1.1 is
handed out.
The table together with the first shift theorem and the linearity property of the Laplace
transform allows you to determine the Laplace transform of many functions.

Table 1.1: Table of Laplace transforms.

f (t) F (s)

c c/s

t 1/s2

tn n!/sn+1

ekt 1/(s − k)

sin at a/(s2 + a2 )

cos at s/(s2 + a2 )

t sin at 2as/(s2 + a2 )2

t cos at (s2 − a2 )/(s2 + a2 )2

af (t) + bg(t) aF (s) + bG(s)

f 0 (t) sF (s) − f (0)

f 00 (t) s2 F (s) − sf (0) − f 0 (0)

δ(t − a) e−as

eat f (t) F (s − a)

g(t − a) t > a
f (t) = e−as G(s)
0 t<a

Table 1.1 summarises the results presented in the previous sections. In addition there are
Laplace transforms for derivatives and something called the Dirac delta function. These

7
are useful for the solution of differential equations and will be considered in detail in the
coming sections.

Exercise 1.2. Confirm by applying the first shift theorem to the Laplace transform of
teiat that
s 2 − a2 2as
L{t cos at} = 2 and L{t sin at} = .
(s + a2 )2 (s2 + a2 )2

1.3 The Inverse Laplace Transform

If L{f (t)} = F (s) then the inverse Laplace transform, written as L−1 is L−1 {F (s)} = f (t).

 
1
kt −1 1
Example 1.2. As L{e } = , L = ekt .
s−k s−k

 
a −1 a
Example 1.3. As L{sin at} = 2 , L = sin at.
s + a2 s + a2
2

1.3.1 Using partial fractions

The most obvious way to find an inverse transformation is to use the table of Laplace
transforms, however some manipulation of ratios of polynomials of the form

p(s)
(1.5)
q(s)

is often required. For example they might be represented as partial fractions, see Ap-
pendix B if your memory needs jogging.
Similar to the Laplace transformation, the inverse Laplace transform is a linear operator,
so
L−1 {αF (s) + βG(s)} = αL−1 {F (s)} + βL−1 {G(s)} .
Using partial fractions and the linear property given above we can calculate our first
inverse Laplace transforms that do not appear in the Laplace transform Table 1.1:

Question 1.7. Find  

−1 1
L .
(s + 3)(s − 2)

8
Solution. We are ultimately going to use the table of Laplace transforms but the first
thing to do is represent the Laplace transform using partial fractions:
1 A B A(s − 2) + B(s + 3)
= + =
(s + 3)(s − 2) (s + 3) (s − 2) (s + 3)(s − 2)
so
A(s − 2) + B(s + 3) = 1 .
Taking s = 2 then s = −3 gives B = 1/5 and A = −1/5 so
     
−1 1 1 −1 1 1 −1 1
L = L − L .
(s + 3)(s − 2) 5 (s − 2) 5 (s + 3)
By inspection of the table of Laplace transforms, the inverse Laplace transform is then
 
−1 1 1 1
L = e2t − e−3t .
(s + 3)(s − 2) 5 5

Question 1.8. Find  

−1 s+1
L .
s (s2 + 9)
2

Solution. The first thing to do is represent the Laplace transform using partial fractions,
s+1 A B Cs + D As(s2 + 9) + B(s2 + 9) + Cs3 + Ds2
= + + =
s2 (s2 + 9) s s2 s2 + 9 s2 (s2 + 9)
3 2
(A + C)s + (B + D)s + 9As + 9B
= .
s2 (s2 + 9)
Equating terms; 1: 9B = 1; s: 9A = 1; s2 : B + D = 0; s3 : A + C = 0.
These give A = 1/9, B = 1/9, C = −1/9 and D = −1/9. Then
         
−1 s+1 1 −1 1 1 −1 1 1 −1 s 1 −1 1
L = L + L − L − L .
s2 (s2 + 9) 9 s 9 s2 9 (s2 + 9) 9 (s2 + 9)
The first three terms are easy to evaluate using the table of Laplace transforms,
     
1 −1 1 1 −1 1 1 −1 s 1 1 1
L + L 2
− L 2
= + t − cos 3t ,
9 s 9 s 9 (s + 9) 9 9 9
while the fourth term requires a little more work,
     
1 −1 1 3 −1 1 1 −1 3 1
L = L = L == sin 3t ,
9 (s2 + 9) 3×9 (s2 + 9) 27 (s2 + 9) 27
the key point being multiplying the rational function by 3 and dividing by 3 to give a
Laplace transform that has the same form as one of the ‘standard’ transforms.
This is a common operation in the business of finding inverse Laplace transforms
Putting this all together,
 
−1 s+1 1 1 1 1
L 2 2
= + t − cos 3t − sin 3t ,
s (s + 9) 9 9 9 27

9
1.3.2 Finding inverses using the first shift theorem
The first shift theorem applied to a inverse Laplace transform says

L−1 {F (s − a)} = eat f (t) .

Sometimes the alternative notation is simpler to apply:

L−1 {[F (s)]s→s−a } = eat f (t) .

We will only do one example in this section. However, you will have ample opportunity
to see this technique throughout the rest of these notes.

Question 1.9. Find  

−1 1
L .
(s + 2)2

Solution.     
−1 1 −1 1
L =L = te−2t .
(s + 2)2 s2 s→s+2

1.3.3 Completing the square

Sometimes a quotient of the form p(s)/q(s) cannot be simplified using partial fractions
(without the use of complex numbers). For example consider
2
.
s2 + 6s + 13
The quadratic term s2 + 6s + 13 has complex roots so cannot be factorised (using purely
real factors) and therefore partial fractions do not offer a way forward in the next worked
example. The alternative approach is to complete the square, see Appendix C if you have
forgotten how to do this.

Question 1.10. Find  

−1 2
L 2
.
s + 6s + 13

Solution. As stated above the quotient cannot be represented as the sum of two partial
fractions as the quadratic term s2 + 6s + 13 has no real roots. The answer is to complete
the square:
s2 + 6s + 13 = (s + 3)2 + 13 − 32 = (s + 3)2 + 4 .
Hence
      
−1 2 −1 2 −1 2
L 2
=L =L = e−3t sin 2t .
s + 6s + 13 (s + 3)2 + 4 s + 22
2
s→s+3

10
Question 1.11. Find  
−1 s+7
L 2
.
s + 2s + 5

Solution. Completing the square in the denominator, s2 + 2s + 5 = (s + 1)2 + 5 − 1 =

(s + 1)2 + 4 so
     
−1 s+7 −1 s+7 −1 s+1+6
L = L =L
s2 + 2s + 5 (s + 1)2 + 4 (s + 1)2 + 4
        
−1 s+6 −1 s −1 6
= L =L +L .
s2 + 4 s→s+1 s2 + 4 s→s+1 s2 + 4 s→s+1
(We need to get all the s terms grouped with a “+1” if we are to use the first shift
theorem.)
The first term is ready for inversion:
  
−1 s
L = e−t cos 2t .
s2 + 4 s→s+1
The second term requires a little manipulation to see the inverse:
     
−1 6 −1 2
L = 3L = 3e−t sin 2t .
s2 + 4 s→s+1 s2 + 4 s→s+1
Putting the two terms together,
 
−1 s+7
L = e−t cos 2t + 3e−t sin 2t .
s2 + 2s + 5
Let us consider one more example, applying the same ideas to bed them in.

Question 1.12. Find  

−1 2s − 1
L 2
.
s + 6s + 10

Solution. Again we complete the square in the quadratic term, s2 + 6s + 10 =

(s + 3)2 + 10 − 32 = (s + 3)2 + 1. Then
     
−1 2s − 1 −1 2s − 1 −1 2(s + 3) − 7
L = L =L
s2 + 6s + 10 (s + 3)2 + 1 (s + 3)2 + 1
   
−1 s+3 −1 1
= 2L − 7L
(s + 3)2 + 1 (s + 3)2 + 1
     
−1 s −1 1
= 2L − 7L
s2 + 1 s→s+3 s2 + 1 s→s+3
= 2e−3t cos t − 7e−3t sin t .

This process, at least initially, has to be done step by step in a slow and methodical way,
otherwise silly mistakes might creep into the solution.

11
1.4 Problems
Problem 1.1. Compute the Laplace transforms for the following functions from first
principles (i.e. carrying out the integrations!):

(i) c ; (ii) t ; (iii) ekt ;

(iv) eiat ; (v) at + b ect ; (vi) e10t sin 2t ;
√
where a, b, c are constants and i = −1.

Problem 1.2. Use the table of Laplace transform and the first shift theorem to find the
Laplace transforms of the following functions:

(a) 5 − 3t ; (d) t2 e−4t ;

(b) 7t3 − 2 sin 3t ; (e) (t + 1)2 ;
(c) 4t e−2t ; (f) sin2 t .

Problem 1.3. Show that L{eat f (t)} = F (s − a), i.e., prove the first shift theorem.
dF
Problem 1.4. Show that L{tf (t)} = − (s) [Hint: Write F (s) using the definition of
ds
Laplace transform, and differentiate the left- and right-hand sides of the expression with
respect to s.]

Problem 1.5. (a) Use the results from Problem 1.1 (iv) to obtain Laplace transforms
of functions cos at and sin at.

(b) Use the results from Problem 1.1 (ii) and the first shift theorem to obtain Laplace
transforms of functions t cos at, t sin at.

Problem 1.6. (Advanced.) Show that the Laplace transform of f (t) = tn is F (s) =
n!
n+1
. [Hint: Recursively employ integration by parts or use proof by induction.]
s
Problem 1.7. Use partial fractions, the first shift theorem and the table of Laplace
transforms to find the inverse Laplace transforms for the following functions
1 3s
(a) ; (d) ;
(s + 3)(s + 7) (s − 1)(s2 − 4)

2s + 6 s
(b) ; (e) ;
s2 + 4 (s − 1)2 (s2 + 4)

4s s
(c) ; (f) .
(s − 1)(s + 1)2 s2 + 4s + 8

12
 Answers
3 2
2.(e) 2/s
 + 2/s + 1/s

1 1 s
2.(f) − .
2 s s2 + 4
1 −3t
7.(a) 4
(e − e−7t )
7.(b) 2 cos 2t + 3 sin 2t
7.(c) et − e−t + 2te−t
7.(d) −et + 23 e2t − 12 e−2t
3 t
7.(e) 25
e + 15 tet − 25
3
cos 2t − 4
25
sin 2t
−2t
7.(f) e (cos 2t − sin 2t).

13
14
Chapter 2

Solution of Differential Equations

Using Laplace Transforms

2.1 Laplace Transforms of Derivatives

Consider the Laplace transform of the derivative of a function,
  Z ∞
df df
L = e−st dt .
dt 0 dt
Applying integration by parts,
Z Z
dv du
u dt = uv − v dt ,
dt dt
with u = e−st , so du/dt = −se−st , v = f and dv/dt = df /dt,
Z ∞ Z ∞
−st df
 −st ∞
e dt = e f (t) 0 + s e−st f (t) dt = (0 − f (0)) + sL{f (t)} .
0 dt 0

We have
the Laplace transformation of the first derivative of a function f (t):

 
df
L = sF (s) − f (0) .
dt

Similarly the Laplace transformation of a functions second derivative can be found by a

second integration by parts:
the Laplace transformation of the second derivative of a function f (t):

 
d2 f
L = s2 F (s) − sf (0) − f 0 (0) .
dt2

It has to be said that in the analysis above it is assumed that the function f (t) and its
derivatives are sufficiently nice for the integrals to exist.
Note the Laplace transforms of derivatives are included in the table of Laplace
transforms.

15
2.2 Constant-Coefficient Linear Differential Equations
2.2.1 Solution of first-order differential equations
Now that we have the Laplace transforms of derivatives and we can find inverse Laplace
transforms, we can solve differential equations without having to integrate or differentiate
anything!

Example 2.1. Consider the initial value problem,

dy
− 2y = 2e3t , y(0) = 2 . (2.1)
dt
Take the Laplace transform of both sides of the differential equation:
   
dy dy
L − 2y = L − 2L{y} = L{2e3t } so
dt dt
2
sY (s) − y(0) − 2Y (s) = sY (s) − 2 − 2Y (s) = , (2.2)
s−3
where Y (s) denotes the Laplace transform of the function y(t).
We can now reorganise the above equation (2.2) to make the Laplace transform Y (s) the
subject of the equation:
2 2(s − 3) + 2 2(s − 2)
(s − 2)Y (s) = 2 + = = so
s−3 s−3 s−3
2(s − 2) 2
Y (s) = = .
(s − 2)(s − 3) s−3
Now all we have to do is find the inverse Laplace transform. In this case the inverse
transform can be found directly from the table of Laplace transforms,
 
−1 −1 2
y(t) = L {Y (s)} = L = 2e3t .
s−3
This is the solution to the initial value problem (2.1).

We have solved our first differential equation using the Laplace transform.

If you review the example given above you will see the Laplace-transform method for
solving differential equations can be separated into three steps:

The Laplace Transform Method.

Step 1. Take the Laplace Transform of the given differential equation
Step 2. Make the transformed variable (Y (s) above) the subject of the transformed
equation.
Step 3. Apply the inverse Laplace transform to find y(t).
As you can see from the Example 2.1, the initial value is included in the solution, without
having to introduce a constant A and then use the initial value to find the value of A.
The Laplace transform method of solving differential equations comes into its own when
considering higher-order differential equations.

16
2.2.2 Solution of second-order differential equations
The general inhomogeneous linear second-order constant-coefficient differential equation
reads
d2 y dy
a 2 + b + cy = f (t) (with a 6= 0) .
dt dt
Note that by using Laplace transforms, we can solve this equation without the need to
separate the solution into the complementary function (the solution to the homogeneous
problem (i.e. with f (t) ≡ 0) and a particular integral to extend the solution to the
inhomogeneous differential equation. The solution of second-order differential equations
follows a similar line to the solution of first-order differential equations using the Laplace-
transform method.

Question 2.1. Solve the second-order differential equation

d2 y dy
2
+ b + 6y = 0
dt dt
subject to the initial values
dy
y(0) = 1 , (0) = 0 .
dt

Solution. Apply the Laplace transform to both sides of the differential equation,
 2   
dy dy
L +L 5 + L{6y} = 0 so
dt2 dt
dy
s2 Y (s) − sy(0) − (0) + 5(sY (s) − y(0)) + 6Y (s) = 0 ,
dt
substitute the initial values into the transformed equation,
s2 Y (s) − s + 5(sY (s) − 1) + 6Y (s) = 0 ,
and reorganise the transformed equation such that Y (s) is the subject of the equation,
s+5
(s2 + 5s + 6)Y (s) = s + 5 , i.e. Y (s) = .
s2 + 5s + 6
We now take the inverse Laplace transform of both sides,
 
−1 −1 s+5
y(t) = L {Y (s)} = L . (2.3)
s2 + 5s + 6
Considering the right-hand side of (2.3),
s+5 s+5 A B A(s + 3) + B(s + 2)
= = + =
s2 + 5s + 6 (s + 2)(s + 3) s+2 s+3 (s + 2)(s + 3)
so A(s + 3) + B(s + 2) = s + 5 and putting s = −2 and then s = −3 gives A = 3 and
B = −2.
Then
     
−1 −1 3 (−2) −1 1 −1 1
y(t) = L {Y (s)} = L + = 3L −2L = 3e−2t −2e−3t .
s+2 s+3 s+2 s+3

17
Let’s do another worked example, this time inhomogeneous, of degenerate type.

Question 2.2. Solve the second-order differential equation

d2 y dy
2
+ 5 + 6y = e−2t , (2.4)
dt dt
subject to the initial data
dy
y(0) = 1 , (0) = −1 .
dt

Solution. Apply the Laplace transform to both sides of the differential equation,
 2   
dy dy
L 2
+ 5L + 6L{y} = L{e−2t } so
dt dt
dy 1
s2 Y (s) − sy(0) − (0) + 5(sY (s) − y(0)) + 6Y (s) = ,
dt s+2
substitute the initial values into the transformed equation,
1
s2 Y (s) − s + 1 + 5(sY (s) − 1) + 6Y (s) = ,
s+2
and reorganise the transformed equation so that Y (s) is the subject of the equation,
1 1 + (s + 4)(s + 2)
(s2 + 5s + 6)Y (s) = (s + 2)(s + 3)Y (s) = +s+4=
s+2 s+2
s2 + 6s + 9 (s + 3)2
= =
s+2 s+2
2
(s + 3) s+3
so Y (s) = 2
= .
(s + 2) (s + 3) (s + 2)2
We can now take the inverse Laplace transform of both sides,
     
−1 −1 s+3 −1 (s + 2) + 1 −1 1 1
y(t) = L {Y (s)} = L =L =L +
(s + 2)2 (s + 2)2 s + 2 (s + 2)2
      
−1 1 −1 1 −2t −1 1
=L +L = e +L = e−2t +e−2t t = e−2t (1+t) .
s+2 (s + 2)2 s2 s→s+2

Question 2.3. Solve the second-order differential equation,

d2 y
+ 9y = 0 ,
dt2
dy
subject to the initial values, y(0) = 0 and (0) = 1.
dt

18
Solution. Apply the Laplace transform to both sides of the differential equation,
 2 
dy dy
L 2
+ L{9y} = s2 Y (s) − sy(0) − (0) + 9Y (s) = 0 .
dt dt

Substitute the initial values into the transformed equation,

s2 Y (s) − 1 + 9Y (s) = 0 .

Reorganise the transformed equation so that Y (s) is the subject of the equation,
1
s2 Y (s) + 9Y (s) = 1 so Y (s) = .
s2 +9
Take the inverse Laplace transform of both sides,
   
−1 −1 1 1 −1 3 1
y(t) = L {Y (s)} = L 2
= L 2
= sin 3t .
s +9 3 s +9 3

2.2.3 An LCR circuit example

Before we move on, let us consider one last worked example. This is an initial value
problem you might have seen before, but solved then using techniques considered in
Mathematics for Engineers and Scientists 3.
The worked example is a model for an LCR circuit, see Fig. 2.1. An LCR circuit is one
that includes a resistor, a capacitor and an inductor, connected in series with a voltage
source e(t).

L R
i(t)
C t=0
e(t)
q(t)

Figure 2.1: An circuit.

Before closing the switch at time t = 0 the charge, q, on the capacitor and the resulting
current, i = dq/dt, in the circuit are zero. Applying Kirchhoff’s second law to the circuit
gives a second-order inhomogeneous differential equation for the charge on the capacitor,

d2 q dq 1
L 2
+ R + q = e(t) ,
dt dt C
where
dq
q(0) = 0 and (0) = 0 .
dt
In the circuit equation given above the different components have the following values,
R = 160 Ω, L = 1 H, C = 10−4 F and e(t) = 20 V.

19
Substitute the values of the electrical properties into the differential equation:
d2 q dq
+ 160 + 104 q = 20 .
dt2 dt
Take the Laplace transforms of the differential equation:
 2   
dq dq dq
L 2
+ 160L + 104 L{q} = s2 Q(s) − sq(0) − (0) + 160(sQ(s) − q(0)) + 104 Q(s)
dt dt dt
= L{20} = 20/s .
Substitute in the initial values:
(s2 + 160s + 104 )Q(s) = 20/s .
Make the Laplace transform of the solution of the differential equation the subject of the
equation:
20
Q(s) = .
s(s + 160s + 104 )
2

To take the inverse Laplace transform of the RHS, it needs to be represented using partial
fractions. Note that s2 + 160s + 104 doesn’t have real factors so that we shall have to
complete the square at some stage.
20 A Bs + C A(s2 + 160s + 104 ) + Bs2 + Cs
= + = .
s(s2 + 160s + 104 ) s s2 + 160s + 104 s(s2 + 160s + 104 )
Equating terms, 1: 104 A = 20; s: 160A + C = 0; s2 : A + B = 0.
These equations have the solution A = 1/500, B = −1/500, C = −160/500 (= −8/25)
so  
20 1 1 s + 160
Q(s) = = − .
s(s2 + 160s + 104 ) 500 s s2 + 160s + 104
We now complete the square,
s2 + 160s + 10000 = (s + 80)2 + 3600 = (s + 80)2 + 602 .
Then
   
1 1 s + 160 1 1 s + 80 80
Q(s) = − = − −
500 s (s + 80)2 + 602 500 s (s + 80)2 + 602 (s + 80)2 + 602
 
1 1 s + 80 4 60
= − − .
500 s (s + 80)2 + 602 3 (s + 80)2 + 602
Then
   
−1 20 1 −1 1 s + 80 4 60
L = L − −
s(s2 + 160s + 104 ) 500 s (s + 80)2 + 602 3 (s + 80)2 + 602
       
1 −1 1 s 4 60 1 −80t 4 −80t
= L − 2 − = 1−e cos 60t − e sin 60t .
500 s s + 602 s→s+80 3 s2 + 602 s→s+80 500 3
Therefore the solution reads
  
−1 1 −80t 4
q(t) = L {Q(s)} = 1−e cos 60t + sin 60t .
500 3

20
2.3 Differential Equations and the Dirac Delta Func-
tion
So far we have solved differential equations using the Laplace-transform method without
the direct application of techniques taken from calculus. It has offered a number of
advantages compared to other techniques. We shall consider the application of the Laplace
transform method to a class of differential equations that are not easily solved any other
way.
Laplace transforms can be used to solve problems involving an impulsive force or current
(i.e., charge), where the impulse is delivered over a short time interval, say (t0 , t1 ),
Z t1
I(t) = f (t) dt ,
t0

where I(t) is the total momentum input to the system if f (t) is a force.
Suppose that the applied force is given by the function

1/ε for 0 < t0 < t < t0 + ε
fε (t) = .
0 otherwise

The above function should be interpreted as a constant force 1/ε applied over a time
interval of length ε. By construction,
Z ∞ Z t0 +ε
Iε = fε (t) dt = (1/ε) dt = 1
0 t0

so that the total impulse Iε is the area under the curve fε (t) and is independent of ε.
Taking the limit ε → 0,
fε (t) → δ(t − t0 )
where δ(t − t0 ) is called the Dirac delta function. This is a peculiar name for this
construct as it does not have all of the properties of a function. For this reason it is
a member of a class called generalised functions. The Dirac delta function is zero
everywhere except at t = t0 where it has a singularity and is therefore undefined. The
significant point is the Dirac delta function has the property
Z ∞
δ(t − t0 ) dt = 1 .
0

This is important as it represents an impulse of magnitude 1 acting over an infinitely

short time interval. Another important property of the Dirac delta function is that
Z ∞
δ(t − t0 )f (t) dt = f (t0 )
0

(as long as f is continuous at t0 ). This is called the sifting property of Dirac functions
as it makes it possible to isolate a particular value of a function.

This means the Laplace transform of a Dirac delta function can be evaluated:

21
 Z ∞
L{δ(t − a)} = δ(t − a)e−st dt = e−as .
0

Therefore in principle any differential equation involving an impulse delivered over a very
short time interval can be solved using Laplace transforms.
The last construct we need before we can start solving differential equations involving
Dirac delta functions is the second shift theorem.

The Second Shift Theorem.

Taking a > 0, if

g(t − a) for t > a
f (t) =
0 for t < a

then F (s) = e−as G(s) where G(s) = L{g(t)}.

This is pretty dry stuff. It will become a little clearer when you see an application of the
second shift theorem.

Question 2.4. Find the inverse Laplace transform of

e−3s
F (s) = .
s2

Solution. By inspection of the second shift theorem in this example, a = 3 and

G(s) = 1/s2 so g(t) = L−1 {G(s)} = L−1 {s−2 } = t.
Then the second shift theorem implies that
 −3s  
−1 −1 e t − 3 for t > 3
f (t) = L {F (s)} = L = .
s 2 0 for t < 3

Another worked example to see how the second shift theorem can be used.

Question 2.5. Find the inverse Laplace transform of

1
F (s) = e−2s .
s+7

Solution. Here G(s) = 1/(s + 7) so g(t) = L−1 {G(s)} = L−1 {1/(s + 7)} = e−7t , while
a = 2.
Applying the 2nd shift theorem,
 −7(t−2)
−1 e for t > 2
f (t) = L {F (s)} = .
0 for t < 2

22
We now have all of the tools in place to solve problems involving instantaneous impulses.
Consider a freely vibrating system without damping. The dynamics of the system are
governed by a differential equation of the form

d2 y
+ ω2y = 0 .
dt2
(See Section 2.4 in the first semester of material.) If the system is subjected to an instan-
taneous impulse of magnitude b at a time t = a, the second-order differential equation is
modified, to
d2 y
2
+ ω 2 y = bδ(t − a) .
dt

Example 2.2. Let’s use Laplace transforms to solve the initial value problem

d2 y
+ 4y = δ(t − 3) ,
dt2
dy
with y(0) = 1 and (0) = 0.
dt
We follow the same solution strategy as previous examples looking at solving differential
equations using the Laplace transform method.

Step 1. Take the Laplace transform of the differential equation:

 2 
dy
L + 4L{y} = L{δ(t − 3)} so
dt2
dy
s2 Y (s) − sy(0) − (0) + 4Y (s) = e−3s .
dt

Step 2. Substitute the initial values into the equation:

s2 Y (s) − s + 4Y (s) = e−3s .

Step 3. Make Y (s) the subject of the equation:

s 1
(s2 + 4)Y (s) = s + e−3s so Y (s) = + e−3s 2 .
s2 +4 s +4

Step 4. Find the inverse Laplace transform for Y (s):

   
−1 −1 s −1 −3s 1
L {Y (s)} = L +L e ,
s2 + 4 s2 + 4
 
−1 s
where L = cos 2t .
s2 + 4

23
To find the second inverse Laplace transform,
 
−1 −3s 1
L e ,
s2 + 4
we use the second shift theorem.
   
−1 1 1 −1 2 1
L 2
= L 2
= sin 2t ,
s +4 2 s +4 2
therefore the 2nd shift theorem says
   1
−1 −3s 1 sin 2(t − 3) for t > 3
L e = 2 .
s2 + 4 0 for t < 3
Putting these results together gives the solution,

−1 cos 2t + 12 sin 2(t − 3) for t > 3
y(t) = L {Y (s)} = .
cos 2t for t < 3

See Fig.2.2 for a plot of y(t).

Let’s look at another example before we move on.

Question 2.6. Use Laplace transforms to solve the initial value problem
d2 y dy dy
2
+ 6 + 8y = 2δ(t − 7) , y(0) = 0 , (0) = 6 . (2.5)
dt dt dt

Solution. We follow the same solution strategy as in the previous example.

Step 1. Take the Laplace transform of the differential equation:
 2   
dy dy
L 2
+ 6L + 8L{y} = 2L{δ(t − 7)} so
dt dt
dy
s2 Y (s) − sy(0) − (0) + 6(sY (s) − y(0)) + 8Y (s) = 2e−7s .
dt
Step 2. Substitute the initial values into the equation:

s2 Y (s) − 6 + 6sY (s) + 8Y (s) = 2e−7s .

Step 3. Make Y (s) the subject of the equation:

6 2e−7s
(s2 + 6s + 8)Y (s) = 6 + 2e−7s so Y (s) = + .
s2 + 6s + 8 s2 + 6s + 8
Step 4. Find the inverse Laplace transform for Y (s). This is a long process in this
example but provided you take your time you will see the approach is the same as in the
previous example.
   
−1 −1 6 −1 2e−7s
L {Y (s)} = L +L .
s2 + 6s + 8 s2 + 6s + 8

24
 1.5

0.5
y

−0.5

−1

−1.5
0 1 2 3 4 5 6 7 8
t

Figure 2.2: The displacement of a vibrating body subjected to an impulse at t = 3. (Look

carefully, and you will see that there is a jump of slope at that time.)

To find the inverses we have to represent the quotients using partial fractions, where

s2 + 6s + 8 = (s + 2)(s + 4)

so
2 2 A B A(s + 4) + B(s + 2)
= = + = ,
s2 + 6s + 8 (s + 2)(s + 4) (s + 2) (s + 4) (s + 2)(s + 4)
giving A(s + 4) + B(s + 2) = 2. Thus, by taking s = −2 and then s = −4, A = 1 and
B = −1.
It follows that
2 1 1 6 3 3
= − and = − so
s2 + 6s + 8 (s + 2) (s + 4) s2 + 6s + 8 (s + 2) (s + 4)
     
−1 2 −1 1 −1 1
L 2
=L −L = e−2t − e−4t
s + 6s + 8 (s + 2) (s + 2)
 
−1 6
and L 2
= 3e−2t − 3e−4t .
s + 6s + 8

25
Then, by the second shift theorem,
  
−1 2e−7s 0 for t < 7
L = −2(t−7) −4(t−7) .
s2 + 6s + 8 e −e for t > 7

Putting these altogether, we get


−1 3e−2t − 3e−4t for t < 7
y(t) = L {Y (s)} = −2t .
3e − 3e + e−2(t−7) − e−4(t−7) for t > 7
−4t

See Fig.2.3 for a graph of the solution.

0.8

0.7

0.6

0.5
y

0.4

0.3

0.2

0.1

0
0 1 2 3 4 5 6 7 8 9 10
t

Figure 2.3: Graph of the solution of the initial value problem (2.5).

2.4 Systems of Differential Equations

The extension of the Laplace transform method for solving differential equations is natural.
Recall that for one differential equation the Laplace transform method is a three-step
process.

26
 The Laplace Transform Method.
Step 1. Take the Laplace Transform of the given differential equation.
Step 2. Make the transformed variable (Y (s) above) the subject of the transformed
equation.
Step 3. Apply the inverse Laplace transform to find y(t).

For a system of differential equations the second step is more complicated as it involves
the solution of a system of (simultaneous) algebraic equations rather than one equation.
By way of example consider the following initial value problem.

Question 2.7. Solve the following initial value problem using the Laplace transform
method:
dx1 dx2
= x1 + 2x2 , = 2x1 − 2x2 , x1 (0) = 2 , x2 (0) = 1 .
dt dt

Solution. The first step is to take the Laplace transform of the differential equations:
   
dx1 dx2
L = L{x1 } + 2L{x2 } and L = 2L{x1 } − 2L{x2 } so
dt dt

sX1 − x1 (0) = X1 + 2X2 and sX2 − x2 (0) = 2X1 − 2X2 .

Substituting the initial values into the equations and reorganising to put all of the un-
knowns on one side of the equations,

(s − 1)X1 − 2X2 = 2 , (2.6)

−2X1 + (s + 2)X2 = 1 . (2.7)

This system is two equations in two unknowns, X1 and X2 can be solved. From (2.6)

X1 = 2(X2 + 1)/(s − 1) . (2.8)

Substituting for X1 in (2.7),

 
X2 + 1
−4 + (s + 2)X2 = 1
s−1

which can be rearranged as follows:

 
4 4 s+3
− + (s + 2) X2 = 1 + = ,
s−1 s−1 s−1
     
−4 + (s + 2)(s − 1) s2 + s − 6 (s − 2)(s + 3) s+3
∴ X2 = X2 = X2 = ,
s−1 s−1 s−1 s−1
1
∴ X2 = .
s−2

27
Having found X2 we can substitute into (2.8) to give X1 :
   
1 1 s−1 1 2
X1 = 2 1 + =2 = .
s−2 s−1 s−2 s−1 s−2

Now that the simultaneous equations have been solved, taking the inverse Laplace trans-
forms gives the result:
   
−1 −1 2 2t −1 −1 1
x1 (t) = L {X1 } = L = 2e , x2 (t) = L {X2 } = L = e2t .
s−2 s−2

What about second-order and inhomogeneous systems?

The method is exactly the same. A second-order system example is given below, an
inhomogeneous first-order system is left as an exercise.

Question 2.8. Solve the following second-order system using the Laplace-transform
method:
d2 x d2 y
+ 2x − y = 0 , − x + 2y = 0 ,
dt2 dt2
dx dy
with x(0) = 4, y(0) = 2, (0) = (0) = 0.
dt dt

Solution. Some of the details of the solution will be omitted as it has essentially the
same steps as Question 2.7.
Take the Laplace transform of the differential equations to get

dx
s2 X − x(0)s − (0) + 2X − Y = 0 ,
dt
dy
s2 Y − y(0)s − (0) − X + 2Y = 0 .
dt
Substitute for the initial values and rearrange so that the unknowns are on one side

(s2 + 2)X − Y = 4s , (2.9)

−X + (s2 + 2)Y = 2s . (2.10)

From (2.9),
Y = (s2 + 2)X − 4s . (2.11)
Substituting for Y in (2.10) and rearranging so that X is the subject of the equation,

4s3 + 10s 4s3 + 10s

X= = .
s4 + 4s2 + 3 (s2 + 1)(s2 + 3)

Partial fractions gives

2 1 1
= 2 − 2
(s2 2
+ 1)(s + 3) (s + 1) (s + 3)

28
 2s s s
so = 2 − 2 and
(s22
+ 1)(s + 3) (s + 1) (s + 3)
   2 
2s3 s2 s2 (s + 1) − 1 (s2 + 3) − 3
=s − =s −
(s2 + 1)(s2 + 3) (s2 + 1) (s2 + 3) (s2 + 1) (s2 + 3)
   
1 3 3 1
=s 1− 2 −1+ 2 =s − .
(s + 1) (s + 3) (s2 + 3) (s2 + 1)
Hence
6s 2s 5s 5s 3s s
X= − 2 + 2 − 2 = 2 + 2 .
(s2 + 3) (s + 1) (s + 1) (s + 3) (s + 1) (s + 3)

Substituting these into (2.10) and tidying up the equation gives

 2   
(s + 1) + 1 (s2 + 3) − 1 3 1
Y =s 3 + −4 =s 3+ 2 +1− 2 −4
(s2 + 1) (s2 + 3) (s + 1) (s + 3)

3s s
= − .
(s2 + 1) (s2 + 3)
Taking the inverse Laplace transforms,
   
−1 −1 s −1 s √
x(t) = L {X(s)} = 3L + L = 3 cos t + cos 3t
(s2 + 1) (s2 + 3)

and similarly √
y(t) = L−1 {Y (s)} = 3 cos t − cos 3t .

There are many examples of systems of differential equations that are formulated as
problems in vibration and circuit simulation. As an example application, a mathematical
model for the simulation of a circuit is given here.

Example 2.3. A two-loop circuit is shown schematically in Fig. 2.4.

i(t) i2(t)
X

L1 L2

R2

i1(t)
V (t) R1 R3

Figure 2.4: A double-loop circuit.

29
Applying Kirchhoff’s 1st law at node X gives

i = i1 + i2 .

Applying Kirchhoff’s 2nd law to the left and right loops in turn then gives the differential
equations
d
R1 (i1 + i2 ) + L1 (i1 + i2 ) + R2 i1 = V ,
dt
di2
L2 + R3 i2 − R2 i1 = 0 .
dt
Initially no current flows: i1 (0) = i2 (0) = 0.
Given that R1 = R3 = 10 Ω, R2 = 20 Ω, L1 = L2 = 5 H and V (t) = 200 V, we wish to
find the currents i1 and i2 using the Laplace transform method.
We first substitute the numerical values for the constant terms into the differential equa-
tions:
d
10(i1 + i2 ) + 5 (i1 + i2 ) + 20i1 = 200 ,
dt
di2
5 + 10i2 − 20i1 = 0 .
dt
We divide through by common factors in the differential equations to simplify them:
di1 di2
2(i1 + i2 ) + + + 4i1 = 40 ,
dt dt
di2
+ 2i2 − 4i1 = 0 .
dt
Next we take Laplace transforms:

2I1 + 2I2 + sI1 − i1 (0) + sI2 − i2 (0) + 4I1 = 40/s ,

sI2 − i2 (0) + 2I2 − 4I1 = 0 .

We then substitute in the initial values and tidy up:

(s + 6)I1 + (s + 2)I2 = 40/s , (2.12)

−4I1 + (s + 2)I2 = 0 . (2.13)

From (2.13)
4I1
I2 = . (2.14)
s+2
Substituting for I2 in (2.12) and making I1 the subject of the equation,
40 4 4
I1 = = − ,
s(s + 10) s s + 10

on using partial fractions. From (2.14)

16 16 8 8 2 2 8 10 2
I2 = − = − − + = − + ,
s(s + 2) (s + 2)(s + 10) s s + 2 s + 2 s + 10 s s + 2 s + 10

30
 using partial fractions again.
Taking inverse Laplace transforms,
   
−1 −1 4 −1 4
i1 (t) = L {I1 } = L −L = 4 − 4e−10t ,
s s + 10
and similarly,
i2 (t) = L−1 {I2 } = 8 − 10e−2t + 2e−10t .

2.5 Summary of Laplace transforms

These two chapters have been organised into three separate sets of theory. The first
looks at finding the Laplace transforms of functions. This can be done by evaluating the
improper integral definition of the Laplace transform,
Z ∞
L{f (t)} = e−st f (t) dt .
0
This approach is not advocated here as a simpler approach is to use a table of Laplace
transforms together with the first shift theorem and the linear property of the Laplace
operator.
Having mastered Laplace transforms we focused on finding inverse Laplace transforms.
This is a more difficult problem as it requires a certain ability to recognise patterns.
The different techniques for finding inverse Laplace transforms, such as the use of partial
fractions and completing the square, are all about representing the Laplace transform in
a way so that it can be matched up with functions in the table of Laplace transforms.
The first shift theorem in reverse can also be used to find inverse Laplace transforms.
We looked at the application of Laplace transforms to the solution of differential equations.
This involves three steps:
Step 1. Apply the Laplace transform to the differential equation.
Step 2. Rearrange the transformed equation to be explicit in the Laplace transform of the
solution.
Step 3. Take the inverse Laplace transform to find the solution of the differential equation.
The Laplace transform method of solution for differential equations has a number of
advantages over standard methods.
• The incorporation of initial values is simpler.
• The solution technique requires no knowledge of calculus.
• Certain problems involving near instantaneous disturbances to the modelled system
can be incorporated.
The last point above involves representing instantaneous disturbances using Dirac func-
tions and solving the differential equation using the second shift theorem.

Linear systems of differential equations are relatively easy to solve using the Laplace
transform method as you can follow the three-step process given above. The second step
for systems of differential equations includes the solution of simultaneous equations.

31
2.6 Problems
Problem 2.1. Solve the following initial value problems using Laplace tranforms:
dy
(a) + 3y = e−2t , y(0) = 2 ;
2
dt
dy dy dy
(b) 2
+ 2 + 5y = 1, y(0) = 0, (0) = 0 ;
2
dt dt dt
dy dy dy
(c) 2
+ 4 + 5y = 3e−2t , y(0) = 4, (0) = −7 ;
2
dt dt dt
dy dy dy
(d) + 8 + 16y = 16 sin 4t, y(0) = − 12 , (0) = 1 ;
dt2 2 dt dt
dy dy dy
(e) 2
− 2 + 2y = cos t, y(0) = 1, (0) = 0 .
dt dt dt
Problem 2.2. Use the second shift theorem to find the function y(t) with the following
Laplace transforms:
e−3s se−s
(a) Y (s) = ; (b) Y (s) = e−2s ; (c) Y (s) = .
s4 s2 + 2s + 5
Problem 2.3. Solve the initial value problems:
d2 y dy dy(0)
(a) 2
+ 3 + 2y = δ(t − 4), y(0) = = 0;
dt dt dt
1 d2 y dy dy(0)
(b) 2
+ + y = 2δ(t − 3), y(0) = 1, = 0.
2 dt dt dt
Problem 2.4. Application of Kirchhoff’s laws for a two-loop circuit leads to the following
system of differential equations for the currents i1 and i2
d di1
L1 (i1 + i2 ) + R1 (i1 + i2 ) + R2 i1 + L3 =V ,
dt dt
di2 di1
L2 + R3 i2 − R2 i1 − L3 = 0,
dt dt
i1 (0) = 1 , i2 (0) = 0 .
Solve the system of equations using Laplace transforms, taking R1 = R2 = R3 = 2,
L1 = L2 = L3 = 1 and V = 3.
Problem 2.5. Find the solution x1 (t), x2 (t) of the system of differential equations:
dx1
− x1 − x2 = e−2t ;
dt
dx2
− 4x1 + 2x2 = −2et ;
dt
with x1 (0) = 0 and x2 (0) = 1.

32
 Answers

1.(a) y(t) = e−3t + e−2t ,

1.(b) y(t) = 51 1 − e−t cos 2t − 12 e−t sin 2t ,
1.(c) y(t) = e−2t (cos t + sin t + 3),
1.(d) y(t) = te−4t − 21 cos 4t,
1.(e) y(t) = 51 cos t − 25 sin t + 45 et cos t − 25 et sin t.
2. 
0 t<3
(a) y(t) = (t−3)3 ; (b) y(t) = δ(t − 2) ;
6
t>3

0 t<1
(c) y(t) = .
e−(t−1) (cos 2(t − 1) − 12 sin 2(t − 1)) t>1

3.(a) 
0 t<4
y(t) = ;
e−(t−4) − e−2(t−4) t>4
3.(b) 
e−t (cos t + sin t) t<3
y(t) = .
e−t (cos t + sin t) + 4e−(t−3) sin (t − 3) t>3

4. i1 (t) = 12 (1 + e−2t ), i2 (t) = 21 (1 − e−2t ).

5. x1 (t) = 12 (−e−3t + et ), x2 (t) = 2e−3t − e−2t .

33
34
Chapter 3

Geometry

3.1 Introduction
In this and the following chapter we look at vectors and combine them with ideas taken
from calculus. Our starting point is the concept of a vector and vector operations that
you are likely to be familiar with already. This area of mathematics forms the basis of all
CAD packages and is also useful in simulating the stress fields and fluid motion around
complex shapes. A final area of application of interest to students reading for physics and
electrical engineering is electromagnetism.
The vector calculus operators discussed at the end of this part make it possible to state
fundamental systems of partial differential equations in a concise way. Physical laws
amenable to such a treatment include the Navier Stokes equations (fluid motion) and
Maxwell’s Equations (electro-magnetism).

3.2 Revision of Vector Operations

A vector is a quantity that has two properties, a magnitude (how big it is) and a direction.
This is compared to a scalar quantity which just has a magnitude, such as the speed of
a car, or the distance travelled by a car. It is usually denoted in bold, or it may be
underlined or have an arrow on top. The old favourite examples of vector quantities are
forces, displacements (where you are in the world), velocities and accelerations.
Vectors are incredibly useful things as many problems can be formulated and solved in
terms of vectors and vector operations, particularly if you are working in three-dimensional
space (as most of us are). The reason for this is most people have great difficulty picturing
a line in 3D space but are entirely comfortable with lines in 2D space. You can draw lines
in two dimensions on a piece of paper for a start. The beauty of vectors is that operations
in two-dimensional space extend in a completely natural way to three-dimensional space.
Vectors can be represented in a number of ways, such as
 
1
r =  2  , (1, 2, 3) or i + 2j + 3k .
3
The three numbers represent the Cartesian co-ordinates, and i, j and k are unit vectors
in the directions of the x, y and z co-ordinate axis. For the most part we will use the first
bracket, i.e. column, notation for a vector.

35
 z

3
y

1 2

Figure 3.1: Cartesian co-ordinates of a point vector.

The magnitude of a vector r is denoted by |r| and is given by

√
|r| = a2 + b2 + c2
where (a, b, c) are the Cartesian co-ordinates of the vector. So the vector
 
1
r= 2  (3.1)
3
√ √
has magnitude |r| = 12 + 22 + 32 = 14.

It is often convenient to calculate unit vectors. These are vectors with a given direction
and magnitude of one. They are often written as
r̂ .
To calculate a unit vector in the direction of a vector r, we divide r by its magnitude:
r̂ = r/|r| .
For example, by construction, the following vector is a unit vector:
 
1
1  
r̂ = √ 2 .
14 3

3.2.1 Vector addition

A graphical representation of how vectors are added together is shown in the Fig. 3.2.
Working with Cartesian co-ordinates two vectors can be added together by addition of
the components of the vectors. For example if
           
1 2 1 2 1+2 3
r =  1  and y = −3 then r + y =  1  + −3 =  1 − 3  = −2 .
−1 4 −1 4 −1 + 4 3

36
 y

b
a+b

a
x

Figure 3.2: Vector addition.

3.2.2 Multiplication by a scalar

Multiplying a vector r by a scalar α gives a vector of magnitude |α||r| with the same
direction as r if α is positive and the opposite direction if α is negative (see Fig. 3.3).
Using Cartesian co-ordinates, the components of the vector are muliplied by the scalar,

y
3
2a

− 12 a

−a

Figure 3.3: Multiplication of a vector by a scalar.

e.g., for α = 3 and

  
  
2 2 6
r = −1 , αr = 3 −1 = −3 .
  
3 3 9

3.2.3 Scalar product

The extension of scalar multiplication to vectors leads to two types of “vector multiplica-
tion”: the scalar product and the vector product.
The scalar product (or dot product) takes two vectors and produces a scalar. Given two
vectors, a and b, then the scalar product is written as a · b.

37
Geometrically the scalar product is the magnitude of b multiplied by the projection of a
onto b, see Fig. 3.4.
a

θ
b

Projection of a onto b

Figure 3.4: A geometric interpretation of the scalar product of a and b.

The projection of a onto b is |a| cos θ, where θ is the angle between the directions of the
two vectors. If you do not see this immediately, note that in Fig. 3.4 the projection of
a onto b is the side adjacent to the angle θ, and the magnitude of a is the hypotenuse.
Hence
a · b = |a||b| cos θ . (3.2)
If the scalar product is zero then, assuming that neither vector is the zero vector, cos θ = 0
which implies that
θ = π/2 = 90◦ .
This is very important as finding vectors that are at right angles often involves finding
zero scalar products:
Given two non-zero vectors a and b then
a·b=0 ⇔ a and b are orthogonal. (3.3)
Orthogonal means at right angles. Sometimes such vectors are described as being nor-
mal to one another.
Another special case for the scalar product is if the scalar product of a vector is taken
with itself:
a · a = |a||a| cos 0 = |a|2 .
The square root of the scalar product of a vector with itself gives the vector’s magnitude:
√
a · a = |a| .
For scalar products the order of the vectors is immaterial so a · b = b · a.

In Cartesians the scalar product is given by the sum of the pair-wise products of the
coordinates:
   
a1 b1
a · b = a1 b1 + a2 b2 + a3 b3 , where a = a2  and b = b2  .
a3 b3

38
Question 3.1. Find the angle between a = (1, −2, 2) and b = (0, 3, −4).

Solution. a · b = |a||b| cos θ, so

a·b
cos θ =
|a||b|
for θ the angle
√ between a√and b. √ √
Here |a| = 1 + 4 + 4 = 9 = 3, |b| = 0 + 9 + 16 = 25 = 5 and a · b = 1.0 + (−2).3 +
2.(−4) = −14. Hence
−14
cos θ = so θ = cos−1 (−14/15) = π − cos−1 (14/15) .
15

3.2.4 Vector product

The vector product (or cross product) of vectors a, b is written

a × b.

As the name suggests the vector product produces a vector. Geometrically the vector
product is a vector with a magnitude given by the area of a parallelogram and direction
perpendicular to the two vectors a and b, see Fig. 3.5. The magnitude of the resulting

a×b

Figure 3.5: A geometric interpretation of the vector product of a and b.

vector is given by the area of the parallelogram defined by a and b as shown in Fig. 3.5.
Two directions are perpendicular to the plane defined by the two vectors a and b, vertically
“up” and vertically “down”. In this case the vector is vertically up because of the “right-
hand rule”. This says that if your right thumb represents a and right index finger b, then
the right-hand middle finger (arranged at right angles to thumb and index finger) gives
“up”, the direction of a × b (and an “upward” normal vector, n, to the parallelogram).
An expression for the vector product is then

a × b = |a||b|n sin θ ,

where n denotes the unit vector in the vertical direction and θ is again the angle between
a and b.

39
If we consider the vector product b × a, it has the same magnitude as a × b but the right-
hand rule determines that the direction of the vector exactly opposite (“down” instead of
“up”). This implies that the order in the vector product is important:

a × b = −b × a .

Because of the property (3.3),

a · (a × b) = 0 and b · (a × b) = 0 .

This can be a very useful property

Making use of Cartesian co-ordinates and the i, j, k notation, the vector product reads
 
i j k 

a × b = a1 a2 a3  , (3.4)
 b1 b2 b3 

where    
a1 b1
a = a2  = a1 i + a2 j + a3 k and b = b2  = b1 i + b2 j + b3 k .
a3 b3
In (3.4) the vector product is given by a 3 × 3 determinant. Recall that this can be
evaluated by breaking it down into three 2×2 determinants:
 
 i j k      
   a2 a3   a1 a3  a1 a2 
a1 a2 a3  = i      
   b2 b3  − j  b1 b3  + k  b1 b 2  ,
 b1 b 2 b3 

Then each 2×2 determinant can be evaluated from the formula

 
a b 
 = ad − bc , so
c d

a × b = i(a2 b3 − a3 b2 ) − j(a1 b3 − a3 b1 ) + k(a1 b2 − a2 b1 )

= i(a2 b3 − a3 b2 ) + j(a3 b1 − a1 b3 ) + k(a1 b2 − a2 b1 ) ,
or, using bracket/column notation,
 
a2 b 3 − a3 b 2
a × b =  a3 b 1 − a1 b 3  .
a1 b 2 − a2 b 1

You might not find this an easy formula to remember, it is then a better strategy to
remember (3.4) and then evaluate the 3×3 determinant each time. Note that determinants
will be looked at again in Section 6.3.

Question 3.2. Calculate the vector product a × b for a = (2, 1, 0) and b = (2, 3, 0).
Hence find the angle between a and b.

40
Solution.
 
 i j k
 
a × b = 2 1 0 
2 3 0 
     
1 0  2 0  2 1 
= i  −j   
2 0  + k 2 3 
3 0
= i((1)(0) − (0)(3)) − j((2)(0) − (0)(2)) + k((2)(3) − (1)(2)) = 4k .

Thus  
0

a × b = 0 .
4
As a × b = |a||b|n sin θ with n a unit vector and θ the angle between a and b, here
n = k = (0, 0, 1) and
|a × b| 4 4 4
sin θ = =√ √ =√ √ =√ .
|a||b| 4+1 4+9 5 13 65
√
Therefore the angle = θ = sin−1 (4/ 65) ≈ 0.519 ≈ 29.7◦ .

Exercise 3.1. The angular momentum vector, taken about the origin, H of a particle of
mass m moving with velocity v is given by

H = r × (mv) ,

where r is the displacement of the particle from the origin.

If the motion of the particle is described by it having an the angular velocity ω about the
origin, then
v = ω ×r.
Using the result for the vector triple product

a × (b × c) = (a · c)b − (a · b)c ,

where a, b and c are vectors, show that if r is perpendicular to ω, then

H = mr2 ω ,

where r = |r|.

Finally, recall the scalar triple product: [a, b, c] = [b, c, a] = [c, a, b] = a · (b × c) =

(b × c) · a = b · (c × a) = . . . .
Using the determinant formula for the vector product, (3.4), it is quite easy to show that
 
 a1 a2 a3 
 
[a, b, c] = a · (b × c) =  b1 b2 b3  . (3.5)
 c1 c2 c3 

41
 z

b−a
b

Figure 3.6: A line in 3D space passing through the points a and b.

3.3 Lines in Three Dimensions

3.3.1 Parametric equation of a line
Consider two point vectors a and b, see Fig. 3.6.
Vector addition gives us b = a + (b − a).
In this case b − a can be thought of as a direction vector The equation of the line,
passing through a and in the direction b − a is given, parametrically, by the equation

r = a + t(b − a) . (3.6)

Here t can be thought of as a free parameter, t = 0 gives the point a, t = 1 gives the
point b. A value of t between zero and one gives a point between a and b on the line. t
outside of the unit interval gives points on the line either side of a and b.
A more general representation of the equation of a line using vectors is

r = a + tm ,

where a is a point on the line and m is a direction vector (a vector parallel to the line).
The advantage of this type of representation is it is the same whether the line is in 2D or
3D space.

Question 3.3. Suppose a line passes through the point vectors

   
1 2

a = −2  and b = 3 .

2 1

Derive a parametric equation of the line.

Solution. A parametric form of an equation of a line is r = a + t(b − a).

42
As    
1 1
a = −2 and b−a= 5  ,
2 −1
an equation of the line in this case is
   
1 1
r = −2 + t  5  ,
2 −1
or equivalently, r = (1 + t)i + (5t − 2)j + (2 − t)k.

3.3.2 Angle between two lines

Given two vectors, a and b say, the angle between them can be calculated using vector
operations, such as the scalar product (easier than the vector product as we saw above).
The angle between two lines is simply the angle between their two direction vectors (see
Fig. 3.7), and can therefore be given by use of the direction vectors’ scalar (or vector)
product.
x = c + ta
a
θ
d b
c
x = d + tb

Figure 3.7: Angle between two lines.

For example if two lines are given by r = c + ta, r = d + tb, with a = (2, 1, 0) and
b = (2, 3, 0), the angle θ between the direction vectors is given by
a·b (2)(2) + 1(3) 7
cos θ = = √ √ =√ .
|a||b| 5 13 65
The angle between the lines is then given by
√
θ = cos−1 (7/ 65) ≈ 0.519 ≈ 29.7◦ .

3.4 Equations of a Plane

3.4.1 Non-parametric (Cartesian) equation for a plane
The equation of a plane differs from an equation of a line as we want an equation that
gives the position vector of any point on a flat surface, the plane. Any plane’s orientation

43
 n

x−a

a
x

Figure 3.8: The important vectors in the definition of a plane.

is specified in terms of a vector normal to the plane, i.e. at right angles to its surface,
here denoted by n, see Fig. 3.8.
In particular, a plane is defined by a vector normal to the plane, n, and a point vector in
the plane, a (see Fig. 3.8). With reference to the figure, if r is any point on the plane,
the vector r − a is a direction vector in the plane, and therefore r − a has an orientation
that is perpendicular to the normal vector, n. If we take a scalar product of r − a and
n, then as these two vectors are at normal to each other,
π
(r − a) · n = |r − a||n| cos =0 so
2

n · r = n · a. (3.7)

This is the equation of a plane with normal n and having a point vector a lying on it.

One interesting property of the equation of a plane is if the normal vector is a unit vector,
i.e. has a magnitude of one, so that the plane can be described by

n̂ · r = d so

with |n̂| = 1, then the size of right-hand side, |d| in the equation above, is the perpendic-
ular distance from the origin to the plane.
More generally, the distance h of a point b from a plane n · r = d is given by

h = |d − n · b|/|n| . (3.8)

This can be got by simple trigonometry (see Fig. 3.9). Taking a to be a point on the
plane, the plane’s equation is

n̂ · r = n̂ · a = d so

d = n̂ · a .

44
 n

θ
b−a Cross section through plane
a
b

Figure 3.9: The distance h of a point b from a plane.

The perpendicular distance, h, to the plane from b is then the length of the projection of
the vector from b to a, a − b, onto n: h = ||a − b| cos θ| where θ is the angle between
a − b and n. But remember that n · (a − b) = |a − b||n| cos θ. Hence
|n · (a − b)| |n · a − n · b| |d − n · b|
h= = = .
|n| |n| |n|
Note that we would generally write the non-parametric equation of a plane, n · r = d,
where    
n1 x
n = n2  and r = y 
n3 z
as
n1 x + n2 y + n3 z = d .

Question 3.4. Suppose we have a plane with orientation defined by the normal vector
n = 3i − j + 2k and a point in the plane a = (1, 1, 3). Represent the non-parametric
equation of the plane in vector notation and in Cartesian form, and calculate the perpen-
dicular distance of the plane from the origin.

Solution. The general equation for a plane in vector notation reads

n · r = n · a.

The left-hand side in this case is

  
3 x
n·r = −1  · y

2 z

45
while the right-hand side is
   
3 1
  
n · a = −1 · 1 = 3 − 1 + 6 = 8
2 3

so the plane is    
3 x
−1 · r = y  = 8 .
2 z
To convert this to its Cartesian form is straight forward; we simply calculate the scalar
product on the left-hand side of the equation:

3x − y + 2z = 8 . (3.9)

In getting the distance from the origin, we might alternatively write the plane n · r = d
ˆ where n̂ is the unit vector in the direction of n: n̂ = n/|n|. An equation
as n̂ · r = d,
of a plane can simply be multiplied throughout by a scalar to get an alternative form.
Here we√ multiply throughout
√ by 1/|n| to get a new right-hand side dˆ = d//|n|. Here
|n| = 9 + 1 + 4 = 14. Eqn. (3.9) is then replaced by
3 1 2 √
√ x − √ y + √ z = 8/1 14 ≈ 2.138 .
14 14 14
Note that this equation has precisely the correct form for reading off the perpendicular
distance to the origin as the left-hand side is the scalar product of the general point, r,
with a unit vector normal to the plane.
Perpendicular distance to the origin to 4 s.f. is then 2.138.

3.4.2 Parametric representation of a plane

Given two non-parallel direction vectors, b and c, parallel to a plane and a point vector
in the plane, a, the equation of the plane can be derived. A parametric equation of a
plane can be derived as a natural extension of the parametric equation of a line,

r = a + td .

The parametric equation for a plane is given as

r = a + sb + tc . (3.10)

In the equation of a line the location of a point is given by a numerical value of t once all
of the vectors are defined. For the equation of a plane the location of a point in the plane
is prescribed using the parameters s and ts. A schematic diagram of a plane defined in
this way is given in Fig. 3.10).
Given (3.7) and (3.10) are equivalent representations of a plane, it is instructive to see
how (3.10) can be converted into the general form (3.7).
The conversion is relatively straightforward. Both representations require a point in the
plane, a. The difference is that (3.7) requires a normal vector, n, perpendicular to the

46
 c

Figure 3.10: The definition of a plane by a point vector and two direction vectors.

plane and (3.10) requires two direction vectors, b and c, parallel to the plane but not with
each other.
The link between n, and b and c, is the vector product

n = b × c.

This gives a vector that is perpendicular to both b and c, and hence it is perpendicular
to the plane, giving the equation of a plane of the form

(b × c) · r = (b × c) · a .

Question 3.5. Suppose that a plane is given by

     
4 2 −1
   
r = 1 + s −4 + t 4  . 
0 −3 0

Convert it into its Cartesian form and hence determine the perpendicular distance be-
tween the origin and the plane.

Solution. In the above, the point in the plane and the two direction vectors are given
as      
4 2 −1
a = 1 , and b = −4 and c =  4  ,
0 −3 0
respectively. Therefore a vector normal to the plane is given by
 
 i j k       
 −4 −3  2 −3  2 −4
 
n = b × c =  2 −4 −3 = i       
4 0  − j −1 0  + k −1 4 
−1 4 0

= i(0 + 12) − j(0 − 3) + k(8 − 4) = 12i + 3j + 4k .

47
Then the equation of a plane in the form given by (3.7) is
   
12 4
  
n · r = n · a = d with d = n · a = 3 · 1 = 48 + 3 + 0 = 51 .
4 0

The Cartesian form of the plane is therefore

12x + 3y + 4z = 51 .

To calculate the perpendicular distance h from the plane to the

√ origin we use this
√ equation
and the result h = |d|/|n|, (3.8). Here |d| = 51 while |n| = 144 + 9 + 16 = 169 = 13.
Thus the perpendicular distance between the plane and the origin is 51/13.

3.4.3 Plane defined by three point vectors

The above analysis requires that the orientation of the plane is given by a vector perpen-
dicular to the plane, the normal vector, n. Another possibility is the plane is defined by
three points, say A, B, and C, in the plane, see Fig. 3.11.

C
~ −a ~
c = OC OC
~ −a
b = OB
A B
~
a = OA ~
OB

Figure 3.11: The definition of a plane by three points, A, B, C, lying on it.

To find the equation of a plane through three points A, B, C in the plane, we note that
the direction vectors
~ − OA
b = OB ~ and c = OC ~ − OA~ (3.11)
are parallel to the plane (see Fig. 3.11). As we have two vectors that are parallel to the
plane, if we take their vector product the result is a vector that is perpendicular to the
two vectors (3.11) and therefore perpendicular to the plane:

n = b × c.

We can now appeal to the original analysis that gave us the result for a plane given a
point in the plane a and a normal vector n.

48
Example 3.1. Suppose we have three point vectors a = (1, 0, 1), b = (−2, 5, 0) and
c = (3, 1, 1) lying on a plane.
The vectors
           
−2 1 −3 3 1 2
b − a =  5  − 0 =  5  and c − a = 1 − 0 = 1
0 1 −1 1 1 0

are parallel to the plane.

We can calculate their vector product to get a normal to the plane:
     
−3 2  i j k       
 5 −1 −3 −1 −3 5
n = (b−a)×(c−a) =  5 ×1 = −3 5 −1 = i  −j  +k  
2  1 0 2 0  2 1
−1 0 1 0

= i(0 + 1) − j(0 + 2) + k(−3 − 10) = i − 2j − 13k .

Then the equation of the plane passing through the three point vectors a, b and c is

n · r = (i − 2j − 13k) · (xi + yj + xk) = n · a = (i − 2j − 13k) · (i + k) = 1 − 13 = −12

since a = i + k lies on the plane. Equivalently, the plane is

x − 2y − 13z = −12 .

3.4.4 Two intersecting planes

Two planes that are not parallel will intersect. The intersection of two planes defines a
line, see Fig. 3.12.

Plane P2

n1 Line of intersection, L

m
n2
Plane P1

Figure 3.12: Two intersecting planes P1 , P2 defining a line L. Normals to the planes are
n1 and n2 , respectively.

49
To calculate the line of intersection of two planes we can proceed by finding two points
that are on the line. This allows us to derive a direction vector for the line and we already
have a point on the line. As we have seen in Subsection 3.3.1, this is enough information
to derive the equation of the line. To appreciate this more fully let us consider an example.

Example 3.2. Consider the two planes 3x + 2y − z = 3 and x − y + z = 1. Let’s find

their line of intersection.
We look for a point on the line with x = 0. Specifying this gives two simultaneous
equations for a point that is common to both planes:

2y − z = 3 , −y + z = 1 .

These are solved by y = 4 and z = 5. One point on the line of intersection is therefore
r = a = (0, 4, 5).
Similarly, trying y = 0, to look for another point on the line of intersection, and therefore
common to both planes, gives the two simultaneous equations

3x − z = 3 , x + z = 1.

These equations have solution, x = 1 and z = 0. Therefore another point on the line of
intersection is r = b = (1, 0, 0).
Now we have two points on the line of intersection we can now write down its parametric
equation:
         
0 1 0 0 1
r = a + t(b − a) = 4 + t 0 − 4 = 4 + t −4 .
5 0 5 5 −5

In Cartesian form, x = t, y = 4 − 4t, z = 5 − 5t.

Note that it is possible to calculate a direction vector for the line using the normal vectors
for the planes. The line of intersection is in both planes so is perpendicular to both planes’
normals, say n1 and n2 , and therefore a direction vector is given by the vector product

m = n1 × n1 ,

see Fig. 3.12. Using this would mean we would only have to determine one point on the
line. However, the calculation of a vector product is more complicated than the solution
of the second set of simultaneous equations in two unknowns to find a second point on
the line.

3.4.5 Parallel planes and the angle between two planes

Whether two planes are parallel or not is determined by their orientations. In terms of
vectors this is given by their normal vectors. Consider two planes defined by

n1 · r = d1 and n2 · r = d2 .

50
These planes are parallel if the two normal vectors, n1 and n2 , are parallel. This is true
if one of them is proportional to the other,

n1 = Cn2 ,

where C is some constant.

Example 3.3. Consider the two planes

x + 2y − z = 3 and 12x + 24y − 12z = 5 .

These are parallel planes as n1 = (1, 2, −1) and n2 = (12, 24, −12) so that n2 = 12n1 .

Two planes that are not parallel will intersect, defining a line as discussed in Subsec-
tion 3.4.4. As the condition for two planes to be parallel is dependent on their normal
vectors, the angle between two intersecting planes can be calculated from the normal
vectors: the angle between the planes is the same as the angle between the normals, see
Fig. 3.13.

Plane P2

θ n1
θ

n2
Plane P1

Figure 3.13: Two intersecting planes P1 , P2 , with normals to the planes are n1 and n2 ,
respectively. The angle between the planes (and between the normals) is θ.

The angle between the two planes is given by the scalar product of the two normal vectors.
In Fig. 3.13 the angle is denoted by θ. The angle between the planes can then be found
by using (3.2):
 
−1 n1 · n2
n1 · n2 = |n1 ||n2 | cos θ so θ = cos .
|n1 ||n2 |

51
 Line L Plane P

φ θ

Figure 3.14: The angle φ between a line L and a plane P .

3.4.6 Angle between a line and a plane

The last configuration to consider is the angle between a line and a plane. This can be
calculated by considering the normal vector defining the orientation of the plane and the
direction vector of the line (see Fig. 3.14). If we define the plane by n · r = d and the
line by r = a + tb, we can get the angle θ between the plane’s normal vector, n, and the
line’s direction vector, b, by using the scalar product:
 
−1 n·b
θ = cos .
|n||b|
Since the normal vector is perpendicular to the plane, the angle between the plane and
the line, φ, is given by
π
φ = − θ , alternatively, using degrees, φ = 90◦ − θ . (3.12)
2

Question 3.6. A laser located at the point a = (2, 4, 1) is directed at a mirror lying
in the plane given by 2x + 5y + 7z = 11. If the laser intersects the plane at the point
b = (1, −1, 2), what is the angle of incidence of the laser light with the mirror?

Solution. A direction vector for the laser beam is a − b = (1, 5, −1), while a normal to
the mirror is (2, 5, 7).
Hence the angle between the normal to the mirror and the laser is given by
n · (a − b) 2 + 25 − 7 20 20
cos θ = =√ √ =p = √ .
|n||a − b| 4 + 25 + 49 1 + 25 + 1 (78)(27) 9 26
Then θ ≈ 1.120 ≈ 64.16◦ .
(Taking a direction
√ vector or normal vector pointing the other way would have given
cos θ = −20/(9 26). We would then want to subtract our value of θ from π (or 180◦ ) to
get a value betweeen 0 and π/2 (0 and 90◦ ).)
The angle between the mirror and the laser is therefore π/2 − θ ≈ 0.451 ≈ 25.84◦ .

52
Question 3.7. Where does the line r = (1, 2, −5) + t(2, −3, 1) intersect the plane
2x + 5y − 3z = 6?

Solution. The equation of the line can be represented in Cartesian form as

x = 1 + 2t , y = 2 − 3t , z = −5 + t .

A point of intersection must satisfy this set of equations as well as the equation for the
plane. Substituting x, y and z into the equation for the plane gives an equation for t:

2(1 + 2t) + 5(2 − 3t) − 3(−5 + t) = 6 so

2 + 4t + 10 − 15t + 15 − 3t = 27 − 14t = 6 ⇒ 14t = 21 ⇒ t = 3/2 .

We can now calculate the coordinates of the point of intersection:
5 7
x = 1 + 2t = 4 , y = 2 − 3t = − , z = −5 + t = − .
2 2

53
3.5 Problems
Problem 3.1. What is the angle between the vectors (2, 2, 1) and (1, −1, 1)?

Problem 3.2. Evaluate the dot and cross products of the following pairs of vectors.

(a) (1, 2, 3), (4, 5, 6).

(b) (1, −2, 3), (3, 1, 2).

(c) (3, 1, 3), (4, 2, 1).

Problem 3.3. Find the parametric equation of the line passing through each of the pairs
of points in the previous question.

Problem 3.4. Verify the identity a × (b × c) = b (a · c) − c (a · b) for the vectors

a = (1, 2, 3), b = (1, −1, 2), and c = (3, 1, 1).

Problem 3.5. If a = (1, 2, −1) and b = (2, −3, 1), find a unit vector perpendicular to
both a and b.

Problem 3.6. Find parametric and non-parametric equations of the planes passing
through each of the following sets of points.

(a) (1, 2, 3), (4, 5, 6), (0, 0, 0).

(b) (1, 2, 3), (4, 5, 6), (3, 2, 1).

Problem 3.7. Find a non-parametric equation of the plane passing through each of the
following points a, with the given normal vectors n.

(a) a = (1, 2, 3), n = (4, 5, 6).

(b) a = (4, 5, 6), n = (3, 2, 1).

Problem 3.8. The vertices of a triangle are given by A = (1, 1, −1), B = (2, −1, 1),
C = (−1, 1, 1). Use vector operations to determine the angle between the sides AB and
AC.

Problem 3.9. Find the angle between the planes

2x + y − 2z = 5 ,
3x − 6y − 2z = 7 .

Problem 3.10. Find the angle between the plane

2x + y − 2z = 5 ,

and the line

x = 2 + t,
y = 1 + 2t ,
z = 5t .

54
Problem 3.11. For each of the two planes, find the shortest distance from the origin:
(a) The plane passing through a = (2, −3, 1) and parallel to the vectors d1 = (2, 3, 4) and
d2 = (3, 2, 0);
(b) The plane passing through a = (0, 3, 6) and parallel to the vectors d1 = (3, 2, 2) and
d2 = (−3, 1, 4).
Problem 3.12. A plane is given by x + 2y + z = 6. A second plane passes through
a = (3, 2, 1) and is parallel to the first. Find the equation for the second plane and the
distance between the two planes.
Problem 3.13. For the following planes and lines, determine, in each case, whether or
not the line is parallel to the plane. If the plane and line are parallel, find their separation.
If they are not, find the angle between the line and the plane, and also determine the
point at which the line crosses the plane.
(a) P : x + y + z = 2 ; L : r = t(−1, 2, 2).
(b) P : x + 2y − 3z = 0 ; L : r = (1, 1, −1) + t(1, 1, 1).
(c) P : −2x + y + 2z = 1 ; L : r = (1, 1, −2) + t(−1, 6, −4).
(d) P : −2x + y + 2z = 1 ; L : r = (1, 1, −2) + t(2, 2, −1).

Answers
1. 1.377 radians.

2. (a) 32, (−3, 6, −3). (b) 7, (−7, 7, 7). (c) 17, (−5, 9, 2).

3. (a) (1, 2, 3) + t(3, 3, 3). (b) (1, −2, 3) + t(−2, −3, 1). (c) (3, 1, 3) + t(−1, −1, 2).

5. ( √159 (−i − 3j − 7k).

6. (a) −3x + 6y − 3z = 0. (b) x − 2y + z = 0.

7. (a) 4x + 5y + 6z = 32. (b) 3x + 2y + z = 28.

8. 76◦ (approx.).

9. 79◦ (approx.).

10. 21◦ (approx.).

√
11. (a) 57/ 233. (b) 0.
p
12. x + 2y + z = 8; 2/3.
p
13. (a) Not parallel; 35.26◦ ; (−2/3, 4/3, 4/3). (b) Parallel; 3 2/7.
13. (c) Parallel; 2. (d) Not parallel; 26.39◦ ; (−2, −2, −1/2).

55
56
Chapter 4

Vector Differentiation

4.1 Differentiation of Vectors

In many applications vector functions change with time or some other variable, for exam-
ple the velocity of a aircraft:  
v1 (t)
v(t) = v2 (t) .
v3 (t)
If we wish to calculate the plane’s acceleration then we differentiate each individual com-
ponent with respect to time:
   
a1 (t) dv1 /dt
dv
a(t) = a2 (t) = (t) = dv2 /dt
dt
a3 (t) dv3 /dt
so ai = dvi /dt for i = 1, 2, 3.

Example 4.1. Suppose we have a plane descending from 10,000 m towards an airport.
(Planes tend to do this by going in circles as they lose altitude.) If the plane’s location is
given by the co-ordinates x = 10000 cos(t/100), y = 10000 sin(t/100), z = 10000 − 5t, we
can determine its velocity.

The plane’s displacement vector reads

 
10000 cos(t/100)
r =  10000 sin(t/100)  .
10000 − 5t
Differentiating each component gives the velocity,
 
−100 sin(t/100)
dr 
v= = 100 cos(t/100)  .
dt
−5

57
Exercise 4.1. Given the vector function
 
1+t
r =  t2  ,
2 3
3
t

find dr/dt and write it in the form

dr
= V (t)T̂ (t) ,
dt
where T̂ (t) is a unit-vector function (the “unit tangent vector”).
If r is tought of as position and t as time, so that dr/dt is velocity, V = |dr/dt| is speed;
T̂ (t) gives direction of motion.

4.1.1 Differentiation of sums and products of vectors

Suppose that a(t) and b(t) are vector functions, then the following rules of differentiation
apply:
d da
(Ca) = C if C is a constant; (4.1)
dt dt
d da db
(a + b) = + ; (4.2)
dt dt dt
d da db
(a · b) = ·b+a· ; (4.3)
dt dt dt
d da db
(a × b) = ×b+a× . (4.4)
dt dt dt
These rules of differentiation are natural extensions of the rules of differentiation for
scalar functions. Examples of these rules of differentiation are not be presented as you
should already be sufficiently accomplished at differentiation and the calculation of vector
products and scalar products.
The same rules hold replacing the ordinary derivative by partial derivatives.

4.1.2 Linear approximation of a curve in three dimensions

Before we consider linear approximations to curves in three-dimensional space, let us
remind our selves of linear approximations to 1D functions, and curves in 2D.

Consider the function f (x) = x2 .

If we consider a truncated Taylor series about the point x0 = 1,

f (x) ≈ f (x0 ) + (x − x0 )f 0 (x0 ) , (4.5)

where, here, f (x0 ) = f (1) = 1, f 0 (x0 ) = 2x0 = 2, so f (x0 ) + (x − x0 )f 0 (x0 ) = 1 + 2(x − 1)

and
f (x) ≈ f (x0 ) + (x − x0 )f 0 (x0 ) = 2x − 1 .
See Fig. 4.1 to compare the linear approximation with the function x2 .

58
 y

y = x2 y = 2x − 1

0 1 x

Figure 4.1: The tangent line (dashed) giving a linear approximation to the curve y = x2
(solid) around x = 1.

Alternatively, a curve in 2D might be given parametrically as x = x(t), y = y(t). This is

the same as y = f (x) if y(t) = f (x(t)). A tangent to the curve at a point (x0 , y0 ), given
by t = t0 with x0 = x(t 0 ), y0= y(t0 ), is then the straight line passing through (x0 , y0 )
 dx
(t )
dt 0
with direction vector dy . This can be seen to be the same as the more familiar
(t
dt 0
)
y = f (x0 ) + f 0 (x0 )(x − x0 ):  dx 
dt
(t0 )
The straight line passing through (x0 , y0 ) with direction vector dy is given para-
(t )
dt 0
metrically by      dx 
x x0 dt
(t0 )
= + s dy
y y0 (t )
dt 0

so that
dx dy
x = x0 + s(t0 ) , y = y0 + s (t0 ) .
dt dt
Eliminating s from these two equations gives

dy/dt(t0 )
y = y0 + (x − x0 ) = f (x0 ) + f 0 (x0 )(x − x0 ) ,
dx/dt(t0 )

on using y0 = f (x(t0 )) = f (x0 ) and the chain rule:

dy dy/dt
f 0 (x) = (x) = .
dx dx/dt

The same idea can be applied in three dimensions. Consider the vector function x(t) =
(x(t), y(t), z(t)). We are interested in a linear approximation centred at the point vector
given by t = t0 , i.e. on x0 = (x(t0 ), y(t0 ), z(t0 )).
Let R(t) denote the linear approximation, then

dx
R(t) = x(t0 ) + (t − t0 ) (t0 ) .
dt

59
Alternatively, the tangent line to the curve x = x(t) at the point x0 is given, on writing
s = t − t0 , by
dx
r = x0 + s (t0 ) .
dt
In two dimensions, since a vector in the tangent direction is (dx/dt, dy/dt), and (dy/dt, −dx/dt)·
(dx/dt, dy/dt) = 0, a vector directed perpendicularly to the curve is n = (dy/dt, −dx/dt).
Another normal vector is given by n/(dx/dt) = (f 0 (x), −1).

Question 4.1. Consider the trajectory of a particle as given by the vector function
 
2t + 3
x(t) =  t2 + 3t  . (4.6)
t3 + 2t2

Calculate a linear approximation to the particle’s trajectory at t = 1.

Solution. When t = 1, x = (5, 4, 3).

Differentiating (4.6) with respect to t,
 
2
dx
(t) =  2t + 3  .
dt
3t2 + 4t

dx
Substituting t = 1 into this, (1) = (2, 5, 7).
dt
The linear approximation then reads
     
5 2 2t + 3
x(t) = 4 + (t − 1) 5 = 5t − 1 .
3 7 7t − 4

How good an approximation is this? Graphically it is difficult to visualise a curve or its

linear approximation in 3D, although we can get a feel for the accuracy by looking at the
different projections onto 2D planes normal to the coordinate axis.
Note that we might also write the tangent to the curve at (5, 4, 3) as
     
5 2 2s + 5
x = 4 + s 5 = 5s + 4 .
3 7 7s + 3

4.2 Gradient of a Scalar Function

There are many physical and chemical properties that can be represented as a scalar
function or, as it is sometimes called, a scalar field. For example, the temperature or
chemical concentration in a particular application can be represented as a scalar field.
It is possible, given a function of more than one independent variable, to define the
gradient vector or derivative vector.

60
Given a function of the form f (x, y, z), then we can define its gradient as
 ∂f 
 ∂x 
 
 
 ∂f 
gradient of f = grad f = ∇f =  
 ∂y  .
 
 
 
∂f
∂z

Example 4.2. Consider the temperature function T (x, y, z) = x2 + 2y 2 + z 2 . According

to Fourier’s law of heat conduction, heat flux (power flow per unit area) is given by
q = −k∇T , for k = thermal conductivity. Here the heat flux will be
   
∂T /∂x 2kx
q = ∇T = k ∂T /∂y  = 4ky  .
∂T /∂z 2kz

The gradient will be useful in a following subsection on tangent planes (as might be used
as approximations to surfaces in 3D).
The gradient has already appeared, in disguised form, in the lecture course in the previous
semester, F18XC.

4.2.1 Directional derivatives

In the two-dimensional case, the directional derivative of a function f (x, y) in the direction
of an angle α, or, equivalently, in the direction of a unit vector â = (cos θ, sin θ), where θ
gives the angular direction of a vector a as measured anti-clockwise from the x direction,
see Fig. 4.2, is
∂f ∂f a · (∂f /∂x, ∂f /∂y)
mα = Dâ f = cos θ + sin θ = â · (∂f /∂x, ∂f /∂y) = ,
∂x ∂y |a|
where â = a/|a| is the unit vector in the a direction. This then gives the directional
derivative Da f of f in the direction of a general vector a.
In three dimensions, the directional derivative of a function f (x, y, z) in the direction of
a vector a = (a1 , a2 , a3 ) is likewise given by
a · (∂f /∂x, ∂f /∂y, ∂f /∂z)
Da f = â · (∂f /∂x, ∂f /∂y, ∂f /∂z) = .
|a|
It follows that, irrespective of the number of dimensions,
a · ∇f
Da f = = â · ∇f .
|a|

61
 y
a

â

O x

Figure 4.2: In two dimensions, a vector a, its corresponding unit vector â, and angle of
direction, θ.

Question 4.2. Consider the function f (x, y, z) = xy + yz + xz. Find the “slope” in the
direction v = (1, 2, 3).

∂f
Solution. First of all we need the gradient, ∇f = (∂f /∂x, ∂f /∂y, ∂f /∂z), where =
∂x
∂ ∂f ∂ ∂f ∂
(xy +yz +xz) = y +z, = (xy +yz +xz) = x+z, = (xy +yz +xz) = x+y,
∂x ∂y ∂y ∂z ∂z
so
 
y+z
∇f = x + z  .
x+y

The directional derivative is then given by a scalar product:

v · ∇f (1, 2, 3) · (y + z, x + z, x + y)
Dv f = = √
|v| 1+4+9

(y + z) + 2(x + z) + 3(x + y) 1
= √ = √ (5x + 4y + 3z) .
14 14

Having defined the directional derivative then it is possible to find the direction with
greatest positive slope. Using the geometric definition of a scalar product,

v · ∇f |v||∇f | cos θ
Dv f = = = |∇f | cos θ ,
|v| |v|

for θ the angle between the direction vector v and the gradient of f .
Therefore the maximum directional derivative occurs when cos θ = 1, that is, for θ = 0
(v pointing in the direction of fastest increase of f ).

62
 The direction with the greatest slope is

v = ∇f

and the directional derivative in this direction is

|∇f | .

Likewise, the direction with the greatest negative slope is

v = −∇f
and the directional derivative in this direction is then
−|∇f | .

Question 4.3. Consider the function given in Question 4.2, f (x, y, z) = xy + yz + xz. In
which direction is f increasing the fastest from the point (1, 3, −1)?

Solution. Recall that the gradient of f is ∇f = (y + z, x + z, x + y). At the point given

this is  
2

∇f = 0 .
4
This (or, more simply, (1, 0, 2)) is the direction that the function is increasing the fastest.
The magnitude of the vector√gives the √ rate of increase
√ of the function in this direction:
|∇f (1, 3, −1)| = |(2, 0, 4)| = 4 + 16 = 20 = 2 5.

Example 4.3. Following the release of a toxic chemical the concentration field is given,
at a particular time, by
2 2 2
c = Cex +y +z .
Due to diffusion the rate of change of the toxic chemical at any location is related to the
gradient
 x2 +y2 +z2   
2xe x
2 2 2 2 2 2 2 2 2
∇c = C∇ex +y +z = C 2yex +y +z  = 2Cex +y +z y  = 2Cex +y +z r .
2 2 2

2 2 2
2zex +y +z z
In particular, at a point (−1, 1, 2) the gradient vector is
 
−1
6
∇c = 2Ce 1 .
2
The direction of maximum negative slope (along which the toxic chemical diffuses) is
−∇c = 2Ce6 (1, −1, −2). An alternative, simpler, vector in the same direction is (1, −1, −2).
The slope or size of the gradient in that direction (which
√ 6 gives the speed at which the
6
chemical diffuses) is −|∇c| = −2Ce |(−1, 1, 2)| = −2 6 e C.

63
4.2.2 Equations for a tangent plane and normal line
A surface in three dimensions can be specified by a function as

f (x, y, z) = c ,

where c is some constant. For example the equation

f (x, y, z) = 2x + 3y + 4z = 1

represents a plane while

g(x, y, z) = x2 + y 2 + z 2 = 4
represents the surface of a sphere of radius 2 centred on the origin.
In this sub-section we will be deriving approximations to surfaces given in this way by a
tangent plane at a particular point on the surface. This can be thought of as an extension
to linear approximation of a curve by a line. This is a useful thing to do as equations of
planes can be analysed using the techniques considered in Subsection 4.1.2, whereas it is
often very difficult to deal with an equation for a general surface analytically.
Before we consider this problem in detail let us look at a simple surface,

f (x, y, z) = z = 10 .

This is the equation of a plane that is parallel to the x and y axes. If we differentiate
the function with respect to the three independent variables this gives the gradient ∇f =
(0, 0, 1).
The individual components of the gradient give the derivatives in each of the three co-
ordinate directions. So, for example, the function above does not change in the x direction
so the x component of the derivative is zero. Another interpretation of the derivative
vector is as a direction vector. This interpretation leads to the result that in this case the
derivative direction is perpendicular, or normal, to the plane.

Important Result
This is a specific example of the general result that, given a surface, f (r) = c, then
the gradient evaluated at a point on the surface r 0 = (x0 , y0 , z0 ), ∇f (x0 , y0 , z0 ), is
perpendicular to the surface at r 0 , see Fig. 4.3.

(It follows from noting that following any curve r(t) = (x(t), y(t), z(t)) on the curve gives
df /dt = dr/dt · ∇f (by the chain rule), while df /dt = dc/dt = 0, so ∇f must be normal
to any curves in the surface, hence to all their tangent lines, and hence to the tangent
plane.)
This is an important result as it makes it possible to calculate planes at a point on a
surface.
Given a point r 0 = (x0 , y0 , z0 ) on a surface f (r) = c, then n = ∇f (r 0 ) is perpendicular
to the surface at r 0 .
Recall the equation of a plane,
n · r = d,
where n is a vector normal to the plane. Therefore

∇f (r 0 ) · r = d ,

64
 Section through tangent
plane n · r = n · r 0

r0

Section through n = ∇f (r 0)
surface f (r) = c

Figure 4.3: The tangent plane to a surface f (r) = c at the point r 0 = (x0 , y0 , z0 ).

is the equation of the tangent plane plane. The constant d can be found by noting that
the point r 0 is in the plane.

Analogously, the parametric equation of a normal line to the surface at r 0 is

r = r 0 + t∇f (r 0 ) ,

i.e., the gradient at r 0 is the direction vector of the normal line passing through r 0 .
Let us see this put into action.

Example 4.4. Consider the surface

f (x, y, z) = x2 + 2y 2 + 3z 2 = 10

(the surface of an ellipsoid).

Suppose that√we want to derive an equation of a plane that approximates the surface at
the point (1, 3, 1).
Applying the gradient,    
2x 2
√
∇f = 4y  = 4 3
6z 6
√
at (1, 3, 1).
The equation of the plane is then
 
2
√
4 3 · r = d
6
√
or, equivalently, 2x + 4 3 y + 6z√ = d.
To find d we note that r = (1, 3, 1) lies on the plane so
   
2
√ √1
d = 4 3 ·  3 = 2 + 12 + 6 = 20 .
6 1

65
The equation of the normal plane is therefore
 
2
√
4 3 · r = 20 .
6

We could tidy it up a little further as 2√is common to all terms and could be removed.
The plane can then be written as x + 2 3 y + 3z = 10.
√
Using the normal vector above, or, more simply, n = (1, 2 3, 3), the equation of the
normal line passing through r 0 can be written as
   
√1 1
√
r =  3 + t 2 3 .
1 3

4.3 Introduction to div and curl

This section introduces the vector operators div and curl. Vector calculus is a very useful
field of mathematics to engineers and scientists. We only give the briefest introduction.
In the previous section we considered the calculus of multi-dimensional scalar functions as
these are useful for characterising scalar fields such as the temperature distribution in a
thermal system or the concentration distribution following the release of a toxic chemical.
We defined the gradient of a multi-dimensional scalar function f (x, y, z) as a vector func-
tion grad f :
 
∂f /∂x
grad f = ∇f = ∂f /∂y  .
∂f /∂z

Vector functions as well as arising as gradients of multi-dimensional scalar functions are

of interest in their own right to engineers and scientists as they allow us to characterise
vector quantities such as forces, velocities and accelerations. A vector function takes the
form
   
fx f1

f (x, y, z) = fy  or  f2  ,
fz f3

where fx = f1 , fy = f2 and fz = f3 represent the components of the vector function

parallel to the x, y and z axes.

When considering derivatives of a vector function there are two possibilities. These arise
in the same way that “multiplication” of two vectors can take two forms, the scalar or
dot product and the vector or cross product. The divergence operator is related to the
scalar product, it is defined now.

66
 Definition of the divergence operator
Given a vector function
 
f1

f (x, y, z) = f2  ,
f3

the divergence of f is defined to be

   
∂/∂x f1
  
div f = ∇ · f = ∂/∂y · f2  = ∂f1 /∂x + ∂f2 /∂y + ∂f3 /∂z .
∂/∂z f3

Note that div takes a vector function and produces a scalar one whereas grad takes a
scalar function and produces a vector one.

Example 4.5. A compressible fluid with varying density ρ(r, t) flows with velocity v =
(v1 , v2 , v3 ). To ensure that mass is conserved, the “continuity equation”,

∂ρ
+ ∇ · (ρv) = 0 ,
∂t

has to hold.
Suppose that, at some time, q = ρv = (2x − y 2 , x2 + 3z, 4y − z 2 ). An evaluation of div q
tells us how fast the density is decreasing.

∂q1 ∂q2 ∂q3 ∂ ∂ ∂

∇·q = + + = (2x − y 2 ) + (x2 + 3z) + (4y − z 2 ) = 2 + 0 − 2z = 2 − 2z .
∂x ∂y ∂z ∂x ∂y ∂z

Hence ∂ρ/∂t = −divq = 2z − 2.

Question 4.4. Evaluate the divergence of the vector function f = (3x2 y, z, x2 )

Solution.
   2 
∂/∂x 3x y
∂ ∂z ∂x2
∇ · f = ∂/∂y  ·  z  = (3x2 y) + + = 6xy + 0 + 0 = 6xy .
2 ∂x ∂y ∂z
∂/∂z x

The other derivative operator for vector functions, based on the vector product, is the
curl, defined here:

67
 Definition of curl
Given a vector function,
 
f1
f (x, y, z) = f2  ,
f3

the curl of f is defined to be

     
∂/∂x f1  i j k 

curl f = ∇ × f = ∂/∂y  × f2  = ∂/∂x ∂/∂y ∂/∂z  .
∂/∂z f3  f1 f2 f3 

Example 4.6. Curl can be thought of as giving a measure of how a vector field turns.
Suppose that a fluid rotates as a rigid body with angular velocity ω about an axis through
the origin O. Then the velocity v of the fluid at a point with position vector r = (x, y, z)
is given by
     
ω1 x  i j k
 
v = ω × r = ω2  × y  = ω1 ω2 ω3  = (ω2 z − ω3 y)i + (ω3 x − ω1 z)j + (ω1 y − ω2 x)k .
ω3 z x y z 

Then
 
 i j k   
  ∂ ∂

∇ × v =  ∂/∂x ∂/∂y 
∂/∂z  = (ω1 y − ω2 x) − (ω3 x − ω1 z) i
ω2 z − ω3 y ω3 x − ω1 z ω1 y − ω2 x ∂y ∂z
   
∂ ∂ ∂ ∂
+ (ω2 z − ω3 y) − (ω1 y − ω2 x) j + (ω3 y − ω1 z) − (ω2 z − ω3 y) k
∂z ∂x ∂x ∂y
= 2ω1 i + 2ω2 j + 2ω3 k = 2ω .

The curl of the velocity is twice the angular velocity.

Question 4.5. Find the curl of the vector function

 
2x − y 2
f = x2 + 3z  .
4y − z 2

Solution.
     
∂/∂x 2x − y 2  i j k 

curl f = ∇ × f = ∂/∂y  × x2 + 3z  =  ∂/∂x ∂/∂y ∂/∂z 
∂/∂z 4y − z 2  2x − y x + 3z 4y − z 2 
2 2

68
      
 ∂/∂y ∂/∂z   ∂/∂x ∂/∂z   ∂/∂x ∂/∂y 
= i  2  
2 − j 
 
2 + k 

x + 3z 4y − z 2
2x − y 4y − z 2x − y x + 3z 
2 2
 
∂ 2 ∂ 2
= i (4y − z ) − (x + 3z)
∂y ∂z
 
∂ 2 ∂ 2
− j (4y − z ) − (2x − y )
∂x ∂z
 
∂ 2 ∂ 2
+ k (x + 3z) − (2x − y )
∂x ∂y
= (4 − 3)i − (0 + 0)j + (2x + 2y)k = i + 2(x + y)k .

In some circumstances the div and curl of a physical property can have physical mean-
ing, for example in the vector field of the velocity v of an incompressible fluid, mass
conservation can be expressed as
∂v1 ∂v2 ∂v3
div v = + + = 0.
∂x ∂y ∂z
This can be read as the net flow of fluid into a control volume is zero.
Similarly a velocity field for a fluid where the curl is zero, curl v = 0, means the fluid has
no rotational motion.

The vector operators div and curl and the scalar operator grad can be combined. For
example,
   
∂/∂x ∂f /∂x
∂ 2f ∂ 2f ∂ 2f
div(grad f ) = ∇ · (∇f ) = ∂/∂y  · ∂f /∂y  = + + .
∂x2 ∂y 2 ∂z 2
∂/∂z ∂f /∂z

This is also written as ∇2 f .

Provided f (r) has continuous second-order derivatives it is possible to show that

curl grad f = 0 .

Similarly it is possible to show that

div curl f = 0 .

An advantage of working with the vector and scalar operators is that they provide short
hand for systems of partial differential equations. For example, in a solid material the
mechanism for heat transfer is conduction, this leads to a partial differential equation that
the temperature field T (x, y, z, t) satisfies. The relevant differential equation without using
vector and scalar operators reads
     
∂T ∂ ∂T ∂ ∂T ∂ ∂T
ρc = k + k + k ,
∂t ∂x ∂x ∂y ∂y ∂z ∂z
where ρ is the density, c is the specific heat and k is the thermal conductivity. Using
vector and scalar operators the differential equation reads
∂T
ρc = div (k grad T ) = ∇ · (k∇T ) .
∂t

69
One final example is the system of equations in electromagnetism, Maxwell’s equations.
Using vector and scalar operators these are, in a vacuum (without any electric charge or
current),

∇ · H = 0, ∇ · E = 0, ε0 E = ∇ × H , H = −µ0 ∇ × E .

Here ε0 is the electric permittivity of free space, µ0 is the magnetic permeability of a

vacuum, E is the electric field and H is the magnetic field.

4.4 Summary of Vector Geometry

This part began with how vector operations, such as the scalar or vector product could
be used to define useful geometric objects, such as a line in three-dimensional space,

r = a + tb ,

or give the non-parametric equation of a plane,

n · r = d.

The equation of the plane can take a few different forms depending on what information
is available. For example if you have three points in the plane, a, b, and c, then the
normal vector defining the orientation of the plane must be constructed by deriving two
direction vectors parallel to the plane and using the vector product,

n = (a − b) × (b − c) .

Further relationships between planes and lines, for example the line of intersection between
planes or the angle between two intersecting planes, could then be determined without
the need to visualise them in three-dimensional space.
Once comfortable with the analysis of planes and lines, the calculus of vectors was in-
troduced. This made it possible to approximate three-dimensional curves by a linear
approximation and made it possible to construct planes as local approximations to three-
dimensional surfaces, i.e. ∇f (r 0 ) · r = d is the tangent (approximating) plane to the
surface f (r) = c at r 0 on taking d = ∇f (r 0 ) · r 0 .
We also found that for a scalar function f we could calculate the directional derivative in
any direction defined by a vector v:

v · ∇f v · (∂f /∂x, ∂f /∂y, ∂f /∂z)

Dv f = = .
|v| |v|

Moreover, the direction of the maximum slope is v = ∇f .

The last part of the block introduced the vector operators div and curl.

70
4.5 Problems
Problem 4.1. If a = 5t2 i + tj − t3 k and b = sin(t)i − cos(t)j, find
d d d
(a) (a · b), (b) (a × b), (c) (a · a).
dt dt dt
Problem 4.2. Using the laws given in the lectures, show that

d dc db da
(a · b × c) = a · b × +a· ×c+ · b × c.
dt dt dt dt
Problem 4.3. A particle moves along a curve r(t) = (x(t), y(t), z(t)), x = t, y = t2 ,
z = 2t3 /3.

(a) Find its velocity (dr/dt) and acceleration (d2 r/dt2 ) at time t = 1.

(b) Find the linear approximation of the particle trajectory, velocity and acceleration
at t = 1

Problem 4.4. Calculate the gradient of the following scalar fields.

(a) f (x, y, z) = x2 y 3 z 4 .

(b) f (x, y, z) = sin x cos(yz).

(c) f (x, y, z) = x2 yz + xy 2 z.

Problem 4.5. Calculate the divergence and curl of the following vector fields.

(a) f (x, y, z) = (x2 y 2 , 2xyz, z 2 ).

(b) f (x, y, z) = (x2 y 2 , y 2 z 2 , x2 z 2 ).

(c) f (x, y, z) = (sin x, cos y, tan z).

Problem 4.6. Suppose that two vector fields are given by g(r) = r = (x, y, z) and
h(r) = ω × r, where ω is a constant vector. Show that:
(a) ∇ · g = 3; ∇ × g = (0, 0, 0).
(b) ∇ · h = 0; ∇ × h = 2ω.

Problem 4.7. For each of the scalar functions in Problem 4.4, calculate the directional
derivative a.∇f , at the point r = (π, π, 1), a = (1, 2, 2).

Problem 4.8. Find the equations for the normal line and tangent plane for the following
surfaces, at the points indicated.

(a) xy + yz + zx = 11, at (1, 2, 3).

(b) x2 + 4y 2 − z 2 = 0, at (3, 2, 5).

(c) x2 + xy + y 2 = 3, at (−1, −1, 1).

71
Problem 4.9. Compute the directional derivative at position (2, 1, −1) of the vector
field φ = x2 yz 3 in the direction (1, 0, 0). In which direction is the directional derivative
at (2, 1, −1) a maximum?

Problem 4.10. Show that if f (x, y, z) = (yz, xz, xy) then ∇ × f = 0, and find a simple
scalar field φ(x, y, z) such that that f = grad φ. Can you find another φ(x, y, z) such that
f = grad φ still holds?

Problem 4.11 (Advanced). Show that if the scalar field φ(x, y, z) is a solution of
Laplace’s equation ∇ · (∇φ) = 0, then for grad φ we have that ∇ × grad φ = 0 and
∇ · grad φ = 0.

Problem 4.12 (Advanced). Suppose that φ(x, y, z) is a scalar field, and that f (x, y, z)
is a vector field. Prove the following:

1. curl(grad (φ)) = 0;

2. curl(curl(f )) = grad (div(f )) − ∇2 f ;

∂f ∂f ∂f
3. ∇ × f = i × +j× +k× .
∂x ∂y ∂z

Answers

3. (b) (t, −1 + 2t, −4/3 + 2t), (1, 2t, −2 + 4t), (0, 2, 4t).

5. (a) 2xy 2 + 2xz + 2z, −2xyi + (2yz − 2x2 y)k. (b) 2xy 2 + 2yz 2 + 2x2 z, −2y 2 zi − 2xz 2 j −
2x2 yk. (c) cos x − sin y + sec2 z, 0.

8π 4 π2
7. 3
(1 + π). (b) 13 . (c) 3
(9 + 4π).

8. (a) (1, 2, 3) + u(5, 4, 3), 5x + 4y + 3z = 22. (b) (3, 2, 5) + u(6, 16, −10), 3x + 8y − 5z = 0.
(c) (−1, −1, 1) + u(−3, −3, 0), x + y = −2.

10. xyz (+ constant).

72
Chapter 5

Systems of Linear Equations

5.1 Linear Equations and Elementary Row Opera-

tions
Physical and engineering applications
When modelling many physical and engineering problems, we are often left with a system
of algebraic equations for unknown quantities x1 , x2 , x3 , . . . , xn , say. These unknown
quantities may represent components of modes of oscillation in structures for example, or
more generally1 :

Structures: stresses and moments in complicated structures;

Hydraulic networks: hydraulic head at junctions and the rate of flow (discharge) for
connecting pipes;

Circuits: electrical currents in circuits;

Surveying: error adjustments via least squares method;

Curve fitting: determining the coefficients of the best polynomial approximation;

General networks: abstract network problems – global communication systems;

Finite difference schemes: nodal values in the numerical implementation of a finite-

difference scheme for solving differential equation boundary value problems;

Finite element method: elemental values in the numerical implementation of a finite

element method for solving boundary value problems – useful in arbitrary geomet-
rical configurations;

Nonlinear cable analysis: bridges, structures;

Production totals: factories, companies;

1
see www.nr.com and www.ulib.org

73
Airline scheduling: flight/ticket availability.

In any of these contexts, the system of algebraic equations that we must solve will in
many cases be linear or at least can be well approximated by a linear system of equations.
Linear algebraic equations are characterised by the property that no variable is raised to
a power other than one or is multiplied by any other variable. The question is: is there a
systematic procedure for solving such systems?

We thus aim to study systems of m linear equations in n unknowns:

a11 x1 + a12 x2 + · · · + a1n xn = b1

a21 x1 + a22 x2 + · · · + a2n xn = b2
... = ...
(5.1)
... = ...
... = ...
am1 x1 + am2 x2 + · · · + amn xn = bm .
Here x1 , x2 , . . . , xn are the unknowns and aij s are coefficients and bj s are constants. Given
such a system we would like to have answers to the following questions:

• Does it have a solution? What conditions are required on the coefficients aij and
the constants bj for the system to have a solution?

• How many solutions?

• How do we find them?

If the constants b1 = b2 = · · · = bm = 0 then the system (5.1) is said to be homogeneous.

A homogeneous system always has at least one solution, namely x1 = x2 = · · · = xn = 0;
this is the trivial solution.

Question 5.1. Solve the equation

ax = b (5.2)

Solution. There are 3 cases:

1. If a 6= 0, then for any b (5.2) has a unique solution

b
x= .
a
For example the equation
3x = 12
has unique solution
12
x= = 4.
3

74
2. If a = 0 but b 6= 0, then (5.2) becomes

0 × x = b.

Since b is not zero, no value of x will make this statement true, so (5.2) has no solutions
in this case.
3. If both a = 0 and b = 0, then (5.2) becomes

0 × x = 0.

This is true for any x. So (5.2) has infinitely many solutions in this case.

We shall see that the three cases in the above example exactly mirror the general case.
The coefficients aij , i = 1, . . . , m, j = 1, . . . , n present on the left-hand of the system of
equations (5.1) can be arranged into a square table
 
a11 a12 . . . a1n
 a21 a22 . . . a2n 
 
A =  .. .. .. ..  (5.3)
 . . . . 
am1 am2 . . . amn

called an m × n matrix, more specifically, the coefficient matrix. Here m is the number
of rows in the matrix (the number of equations) and n is the number of columns (the
number of unknowns). A number positioned in the i-th row and the j-th column is called
the (ij) matrix entry. For the matrix at hand the i-th row thus corresponds to the i-th
equation while the j-th column corresponds to the j-th variable xj .
The coefficients bi , i = 1, . . . , m on the right-hand sides of the equations are arranged into
a column  
b1
 b2 
 
b =  ..  .
 . 
bm
We put all of the data specifying the system (5.1) into an m × (n + 1) augmented
matrix by adding to the matrix A one extra column on the right. To emphasise that the
coefficients bi are of a different nature than the coefficients aij we may separate the extra
column by a vertical bar:
 
a11 a12 . . . a1n b1
 a21 a22 . . . a2n b2 
 
(A|b) =  .. .. .. .. ..  .
 . . . . . 
am1 am2 . . . amn bm

Each row of the augmented matrix represents an equation of system (5.1). To facilitate
the solution of system (5.1), we initially define two matrix row operations:
1. Rj → Rj + kRi means: add k times row i to row j of the matrix;

2. Ri → kRi means: multiply row i by k 6= 0.

75
Question 5.2. Solve the system of linear equations

x + 2y − 3z = 4 ,
x + 3y + z = 11 ,
2x + 5y − 4z = 13 .

Solution. Translated into a matrix formulation, this becomes

 ∗ 
1 2 −3 4
(A|b) =  1 3 1 11  .
2 5 −4 13

We use the first row to kill the rest of the first column. This corresponds to eliminating
x from all but the first equation. The top left entry of the matrix, which is used to drive
all the entries directly below it to zero, is called a pivot and is marked by an asterisk.
We apply
R2 → R2 − R1 , R3 → R3 − 2R1 ,
to obtain  
1 2 −3 4
 0 1∗ 4 7  .
0 1 2 5
The process of driving all the entries below a pivot to zero is called a down-sweep. Next
we use the second enry on the second row as a pivot to kill the elements below it. We do
this by applying R3 → R3 − R2
 
1 2 −3 4
 0 1 4 7 .
0 0 −2 −2

We can further simplfy the matrix by multiplying the last row by −1/2:
 
1 2 −3 4
 0 1 4 7 .
0 0 1∗ 1

We may now reverse the strategy and use the third row to kill elements in the third
column. This process is called an up-sweep. After applying

R2 → R2 − 4R3 , R1 → R1 + 3R3 ,

we obtain  
1 2 0 7
 0 1∗ 0 3  .
0 0 1 1

76
We next use the second row to kill elements in the second column by applying R1 →
R1 − 2R2  
1 0 0 1
 0 1 0 3 .
0 0 1 1
The unique solution of the system can now be read off the rightmost column:

x = 1, y = 3, z = 1.

The process that we employed to solve the above problems is called Gaussian elimina-
tion. In it one first carries out a sequence of down-sweeps using pivots on the diagonal
successively starting with the first row. One next scales the last row and uses it for up-
sweeping. Then one scales the second row and uses it for up-sweeping, etc. until one
obtains a unit matrix in the left block of the augmented matrix. The right-most column
of the resulting matrix contains the solution. This algorithm assumes that all pivots
encountered in the course of its execution are non-zero.

Question 5.3. Solve the system of linear equations

x+y+z = 1
3x + 4y − z = 2
−2x + y − z = 8 .

Solution. The augmented matrix for this problem is

 ∗ 
1 1 1 1
 3 4 −1 2  .
−2 1 −1 8

After down-sweeping using the top left entry as a pivot we obtain

 
1 1 1 1
 0 1∗ −4 −1  .
0 3 1 10

down-sweeping using the second row we get

 
1 1 1 1
 0 1 −4 −1  . (5.4)
0 0 13 13

After scaling the last row and then up-sweeping, we get

 
1 1 0 0
 0 1 0 3 .
0 0 1 1

77
Finally up-sweeping in the second column yields
 
1 0 0 −3
 0 1 0 3 
0 0 1 1
and the unique solution is x = −3, y = 3, z = 1.

As an alternative to scaling the rows (to make all the pivots equal to one) and up-sweeping
following down-sweeping, we can carry out the alternative (but equivalent) process of back
substitution. Once down-sweeping is complete, the final row (last equation) is used to
determine the last variable. This is then substituted into the final version of the second
last equation to find the second last variable. Both are put into equation got from the
third last row, giving the third last variable, and so on.

Example 5.1. We can finish off Question 5.3 using back substitution.
After down-sweeping is complete, we have the augmented matrix (5.4). The third row
implies
13z = 13 so z = 1 .
The second row now gives
y − 4z = y − 4 = −1 ,
on using z = 1, so y = 3.
Then the first row leads to

x + y + z = x + 3 + 1 = x + 4 = 1,

on substituting for the values of z and y, so x = −3.

Question 5.4. Solve the system of linear equations

x + 2y + 3z = 1 ,
4x + 5y + 6z = 2 ,
7x + 8y + 9z = 1 .

Solution. The augmented matrix for this problem is

 
1 2 3 1
 4 5 6 2 .
7 8 9 1
Down-sweeping brings this matrix to
 
1 2 3 1
 0 −3 −6 −2  .
0 0 0 −2

78
From here on we are unable to proceed with up-sweeping because the entry we normally
use as a pivot is zero. However, we do not have to proceed because the last equation now
reads 0 × x + 0 × y + 0 × z = −2 which cannot be satisfied for any values of x,y, z. The
system therefore has no solutions.

Question 5.5. Solve the system of linear equations

x + 2y − 3z = 6 ,
2x − y + 4z = 2 ,
4x + 3y − 2z = 14 .

Solution. The augmented matrix for this system is

 
1 2 −3 6
 2 −1 4 2 .
4 3 −2 14
Down-sweeping yields  
1 2 −3 6
 0 1∗ −2 2  .
0 0 0 0
The last row corresponds to the equation
0×x+0×y+0×z =0
which is true for any values of x, y, z. To simplify the system further we do the up-sweep
using the entry on the second row. We obtain
 
1 0 1 2
 0 1 −2 2 
0 0 0 0
The first two rows correspond to the equations
x + z = 2,
y − 2z = 2 ,
respectively. While the value of z remains undetermined (arbitrary), given such a value,
the corresponding values of x and y are obtained from
x = 2−z, y = 2 + 2z .
The general solution of our system is
(x, y, z) = (2 − z, 2 + 2z, z) ,
where z is arbitrary and is called a free variable. There are thus infinitely many solutions.
A particular solution is obtained by fixing the value of z. For example z = 3, x = −1,
y = 8 is a particular solution.

79
5.2 Gaussian Elimination: General Case
Sometimes pivots do not appear where we naively expect them to be and rows may need
to be interchanged. Consider the following problem:

Question 5.6. Solve the system of linear equations represented by the augmented matrix
 ∗ 
1 2 3 1
 2 4 5 1 .
−1 1 2 4

Solution. After down-sweeping from the first pivot, we obtain

 
1 2 3 1
 0 0∗ −1 −1  .
0 3 5 5

We are blocked from using the natural pivot by a zero. However, we can interchange rows
2 and 3 and use a new pivot.
 
1 2 3 1
 0 3∗ 5 5 .
0 0 −1 −1

Remaining down-sweeps change nothing. After scalings and up-sweeps we obtain

 
1 0 0 1
 0 1 0 0 
0 0 1 1

and the system has a unique solution (x, y, z) = (−2, 0, 1).

We see that it is convenient to introduce one more row operation: Ri ↔ Rj which

interchanges the rows i and j.

Question 5.7. Solve the system of linear equations represented by the augmented matrix
 ∗ 
1 2 3 1
 2 4 5 1 .
−1 −2 2 4

Solution. All that is changed from the previous example is the entry A3,2 but it makes
a big difference. After down-sweeping the first column we get
 
1 2 3 1
 0 0∗ −1 −1 
0 0 5 5

80
and there is nothing further down in the second column. If we can’t move down we move
right:  
1 2 3 1
 0 0 −1∗ −1  .
0 0 5 5
We down-sweep column 3 to obtain
 
1 2 3 1
 0 0 −1∗ −1  .
0 0 0 0

Scaling and up-sweeping using the entry A2,3 as a pivot we obtain

 
1 2 0 −2
 0 0 1 1 .
0 0 0 0

There are infinitely many solutions. We can express the pivot variables (those multiplied
by the units) in terms of the non-pivot ones:

x = −2y − 2 , z = 1.

The value of y is arbitrary.

A matrix is said to be in echelon form if

1. Any all-zero rows are below all other rows; and

2. The first non-zero entry of any row (called the pivot entry) is strictly further right
than the first non-zero entry of any row above it

If (A0 |b0 ) is the augmented matrix obtained by using the Gaussian elimination just after
the last down-sweep, then the matrix A0 is in echelon form. Here is an example of an
augmented matrix after the last down-sweep:
 
1 2 1 1 4 1 2
 0 0 2 −2 6 2 2 
 .
 0 0 0 0 0 3 6 
0 0 0 0 0 0 0

The coefficient part A0 is in echelon form. The pivot entries are put in boxes.

A matrix is said to be in reduced echelon form if all the following are true

1. It is in echelon form.

2. The first non-zero entry of any row is 1. This is called a pivotal 1.

3. All entries above a pivotal 1 are 0.

81
If (A00 |b00 ) is the final augmented matrix obtained by Gaussian elimination (as described
above), then A00 is in the reduced echelon form. In the above example, the augmented
matrix, after scalings and up-sweeps, is finally in the form
 
1 2 0 2 1 0 1
 0 0 1 −1 3 0 −1 
 .
 0 0 0 0 0 1 2 
0 0 0 0 0 0 0

It is in reduced echelon form (as its coefficient part). The pivotal 1’s are put into boxes.

Consider now a general system of m equations for n unknowns. The coefficient matrix A
has dimensions m × n. At the end of Gaussian elimination it has the form
 
0 ... 0 1 0 0 0 d1
 0 ... 0 0 ... 1 0 0 d2 
 
 0 ... 0 0 ... 0 ... 1 0 d3 
 
 . . . . . . . 
 .. .. .. .. .. .. .. 
 .
 0 ... 0 0 ... 0 ... 0 ... 1 d 
 l 
 0 ... 0 0 ... 0 ... 0 ... 0 ... d 
 l+1 
 . .. .. .. .. .. .. 
 .. . . . . . . 
0 . . . 0 0 . . . 0 . . . 0 . . . 0 . . . dm

The first l rows contain pivotal 1’s while the last m − l rows have coefficients zero. There
are the following possibilities :

1. If at least one of the entries dj with l + 1 ≤ j ≤ m is non-zero, the system has no

solutions.

2. If dj = 0 for all l + 1 ≤ j ≤ m and l < n, the system has infinitely many solutions.
The non-pivotal variables can be taken as free (undertermined) variables. All pivotal
variables are expressed via (only) the non-pivotal ones.

3. If dj = 0 for all l + 1 ≤ j ≤ m and l = n the system has a unique solution: xi = di ,

i = 1, . . . , n.

Question 5.8. Determine how many solutions there is to the system of equations

x + 2y − z = 0,
2x + 5y + 2z = 0,
x + 4y + 7z = 0,
x + 3y + 3z = 0.

82
Solution. Down-sweeping, we obtain
     
1 2 −1 0 1 2 −1 0 1 2 −1 0
 2 5 2 0   0 1 4 0   0 1 4 0 
   → .
 1 4 7 0 → 0 2 8 0   0 0 0 0 
1 3 3 0 0 1 4 0 0 0 0 0

We see that in the echelon form there are two equations for 3 unknowns (l = 2 < n = 3)
and the system has infinitely many solutions.

Question 5.9. Solve the system

x + 3y − 5z + w = 4 ,
2x + 5y − 2z + 4w = 6 .

Solution. Down-sweeping, we obtain

   
1 3 −5 1 4 1 3 −5 1 4
→ .
2 5 −2 4 6 0 −1 8 2 −2

Scaling the second row and up-sweeping, we obtain

   
1 3 −5 1 4 1 0 19 7 −2
→ .
0 1 −8 −2 2 0 1 −8 −2 2

The coefficient matrix is now in reduced echelon form. We have l = 2 < n = 4 and the
system has infinitely many solutions. The pivotal variables are x and y and the general
solution is
(x, y, z, w) = (−2 − 19z − 7w, 2 + 8z + 2w, z, w) .
The non-pivotal variables w, z are arbitrary.

The number of non-zero rows in the echelon form of matrix A is called the rank of A,
and is denoted by rank(A). (It gives a measure of the “size” of A.)

Question 5.10. Find the rank of

 
1 1 1 2
 3 4 4 7 
 
A=
 −2 1 2 −3 
.
 5 3 4 6 
4 5 3 13

83
Solution. To find the rank we bring the matrix to echelon form by down-sweeping:
     
1 1 1 2 1 1 1 2 1 1 1 2
 3 4 4 7   0 1 1 1   0 1 1 1 
     
 −2 1  
2 −3  →  0 3 4 1  →  0 0 1 −2 
   
 5 3 4 6   0 −2 −1 −4   0 0 1 −2 
4 5 3 13 0 1 −1 5 0 0 −2 4
   
1 1 1 2 1 1 1 2
 0 1 1 1   0 1 1 1 
   
→  0 0 1 −2 → 0
  0 1 −2  .
 0 0 1 −2   0 0 0 0 
0 0 −2 4 0 0 0 0
The matrix is now in echelon form. There are 3 non-zero rows so rank(A) = 3.

Note: For a system of m equations in n unknowns, so that the coefficient matrix A is

m × n and the augmented matrix (A|b) is m × (n + 1),
• If rank(A) < rank(A|b), there is no solution.
• If rank(A) = rank(A|b) = n, there is a unique solution.
• If rank(A) = rank(A|b) < n, there are infinitely many solutions.
(The rank r of an m × n matrix A is the same as that of its transpose AT , and satisfies
r ≤ the smaller of m and n.)

5.3 Geometric Interpretation

For two unknowns, the system of equations

a11 x + a12 y = b1 , (5.5)

represents a line in the plane (assuming that a11 and a12 aren’t both zero). Taking a
second equation,
a21 x + a22 y = b2 , (5.6)
gives a second line, and having the two equations holding together, (5.5) and (5.6), leads
to the crossing point of the lines, assuming that the lines are not parallel, i.e. that
a11 /a12 6= a21 /a22 , or, equivalently, a11 a22 6= a21 a12 (see Fig. 5.1). If the lines are parallel,
a11 a22 = a21 a12 , e.g. for x + y = 1, 2x + 2y = 1, the lines, generally, do not intersect and
then (5.5) and (5.6) have no solution, see Fig. 5.2. If a11 /a12 = a21 /a22 = b1 /b2 , the lines
are coincident and there are infinitely many solutions (e.g. x + y = 1 and 2x + 2y = 2).

In three dimensions,
a11 x + a12 y + a13 z = b1 (5.7)
represents a plane. Combining this with the equation of a second plane,

a21 x + a22 y + a23 z = b2 (5.8)

84
 y
a11x + a12y = b1

a21x + a22y = b2

Figure 5.1: Crossing of two non-parallel lines (a11 a22 6= a21 a12 ).

gives the planes’ line of intersection (see Subsection 3.4.4). If we solve (5.7) and (5.8), we
can find x and y in terms of the free parameter z, say, and this would then be one form
of the equation of the line of intersection.
Now adding a third equation, for a third plane,

a31 x + a32 y + a33 z = b3 , (5.9)

the solution of (5.7), (5.8) and (5.9) (assuming it exists) gives the point where all three
planes intersect. This is where the line of intersection crosses the third plane.
If there is no solution, a plane must be parallel to the line of intersection of the other two.
If there are infinitely many solutions, the line of intersection lies on the third plane.

85
 y
a11x + a12y = b1

a21x + a22y = b2

Figure 5.2: Two parallel lines (a11 a22 = a21 a12 ).

5.4 Problems
Problem 5.1. Find how many solutions the following system has:
8x1 + 6x2 = 1 ,
20x1 + 15x2 = 0 .
[Use the quantities a11 a22 − a12 a21 and a22 b1 − a12 b2 appearing in lectures.]
Problem 5.2. For the system of linear equations
x1 + 2x2 − 3x3 = −1 ,
3x1 − x2 + 2x3 = 7,
5x1 + 3x2 − 4x3 = 2,
find the augmented matrix. Simplify it by performing the sequence of row operations
R2 → R2 − 3R1 , R3 → R3 − 5R1 , R3 → R3 − R2 .
How many solutions does this system have?
Problem 5.3. For the system of linear equations
x−z = 2,
−2x + y + 4z = −5 ,
2x − 3y − 3z = 8,
find the augmented matrix. Simplify it by down-sweeping in each column. Find the
solution by back substitution or by up-sweeping.
Problem 5.4. For the system
x + 2y + z + 3w = 1 ,
2x + 5y + 2z + 5w = 17 ,
−x − 2y − 2w = 4 ,

86
find the augmented matrix. Simplify it by down-sweeping in each column. Find the
general solution using back substitution or up-sweeping and taking z to be a free variable.

Problem 5.5. For the system with augmented matrix

 
1 2 −2 3 2
 2 4 −3 4 5  ,
5 10 −8 11 12

simplify the matrix by down-sweeping in each column. Find the general solution using
back substitution (or up-sweeping).

Problem 5.6. For the electric circuit appearing below, Kirchhoff’s laws give

i2 + i3 = i1 ,
10i1 + 5i3 = 95 ,
−5i3 + 10i2 = 35 .

i1 i3

2Ω

3Ω 10Ω 5Ω

i2
35V
95V

5Ω

Find the unknown currents i1 , i2 and i3 using Gaussian elimination.

Problem 5.7. Consider the following chemical process:

(x1 )CO + (x2 )CO2 + (x3 )H2 → (x4 )CH4 + (x5 )H2 O . (5.10)

Find the smallest positive integer values of x1 , x2 , x3 , x4 , x5 so that (5.10) balances. [Note
that the equations for conservation of C, O and H atoms read, respectively,

x 1 + x2 = x4 ,
x1 + 2x2 = x5 ,
2x3 = 4x4 + 2x5 .]

Problem 5.8. Two weights of mass m1 = m2 = 3 kg are arranged with light ropes and
light pulleys as shown below.

87
 Newton’s laws and the equation giving constancy of
rope length give

3a1 + 2T = 3g ,
3a2 + T = 3g ,
x2
2a1 + a2 = 0 ,
x1 where a1 = ẍ1 and a2 = ẍ2 are the downward accel-
m2
erations, T is the tension in the rope linking the first
pulley and the second mass, and g is acceleration due
to gravity. Use Gaussian elimination to find a1 , a2
and T in terms of g.
m1

Problem 5.9. What condition should be placed on the parameter a so that the system

x + 2y + 3z = 0,
4x + 9y + (a + 12)z = 2,
−2x − 9y + (10 − 3a)z = −10 ,

has infinitely many solutions?

Problem 5.10. What condition should be placed on the parameters a and b so that the
system
x + 2y = −a ,
−3x − 6y = 4a − 2b ,
2x + 7y = 1 − 2a ,
has a unique solution?

Problem 5.11. Find the rank of the matrix

 
1 3 −2 5 4
 1 4 1 3 5 
B=  1 4
.
2 4 3 
2 7 −3 6 13

Would the problem Bx = 0 have non-trivial (meaning non-zero) solutions?

For A the matrix given by the first four columns of B and b the 4-vector formed by the
last column of B, does the problem Ay = b, have (a) no solution, (b) a unique solution,
or (c) infinitely many solutions.

88
 Answers

3. x = 11/5, y = −7/5, z = 1/5.

4. (x, y, z, w) = (−54 + 4z, 20 − z, z, 5 − z)

5. (x1 , x2 , x3 , x4 ) = (4 − 2x2 + x4 , x2 , 2x4 + 1, x4 ).

6. i1 = 8 A, i2 = 5 A, i3 = 3 A.

7. 1, 1, 7, 2, 3

8. a1 = −g/5, a2 = 2g/5, T = 9g/5.

9. −8.

10. a = 2b.

11. 3, yes, (c).

89
90
Chapter 6

Matrices

6.1 Vectors and Matrices

In this section we explain how to define an action of a matrix on a vector which will allow
us to recast the system of linear equations in terms of that action. We will further define
operations with matrices such as matrix multiplication and the inverse of a matrix.
Recall the following notions:

• R2 denotes the set of all ordered pairs of real numbers

 
x
y

which are called two-dimensional vectors and can be depicted as

y
 
x
y

• R3 denotes the set of all ordered triples of real numbers

 
x
 y 
z

called 3-dimensional vectors and depicted as

91
 z  
x
y
z
y

• Rn denotes the set of ordered n-tuples

 
x1
 x2 
 
 .. 
 . 
xn
which are called n-dimensional vectors or n-vectors. Rn is called n-dimensional
space.
The n-vectors have the following properties
1. We can add any two n-vectors by adding their components:
     
x1 y1 x1 + y 1
 x2   y 2   x2 + y 2 
     
 ..  +  ..  =  .. .
 .   .   . 
xn yn xn + y n

2. We can multiply any vector by a number λ by multiplying each component:

   
x1 λx1
 x2   λx2 
   
λ  ..  =  ..  .
 .   . 
xn λxn

3. There is a special n-vector called the zero vector whose every component is a zero:
 
0
 0 
 
0 =  ..  .
 . 
0

Let A = (Aij ) be an m × n matrix and let

 
x1
 x2 
 
x= .. 
 . 
xn

92
be an n-vector or a point in Rn . We can define an action of the matrix A on the vector
x to be a vector denoted Ax with components
 
a11 x1 + a12 x2 + · · · + a1n xn
 a21 x1 + a22 x2 + · · · + a2n xn 
 
Ax =  .. . (6.1)
 . 
am1 x1 + am2 x2 + · · · + amn xn

Example 6.1. Let

 
1 −3 4 −2
A= 0 2 5 1 
0 1 −3 0
and let  
4
 −2 
x=
 3 


−1
be a point in R4 . Then
 
24
TA (x) := Ax =  10 
−11
is a point in R3 .

Since the action Ax is defined for any vector x ∈ Rn we say that A gives rise to a linear
transformation:
TA : Rn → Rm
by mapping
x 7→ Ax .

We now make two observations

1. For any m × n matrix A we always have

TA (0) = 0

where the 0 on the left-hand side is the zero vector in Rn and the 0 on the right-hand
side is the zero vector in Rm .

2. For some matrices A the linear transformation TA is many-to-one.

93
Example 6.2. For the matrix A as in Example 6.1 and
   
−12 22
 7   1 
x1 = 
 1 ,
 x2 =  −1
,

−17 5
we have  
5
TA (x1 ) = TA (x2 ) =  2  = y
4
and also many other vectors from R4 are mapped onto y. This happens because TA
“crushes” R4 into R3 .

A system (5.1) of m linear equations for n unknowns in matrix notation can be written
as
Ax = b . (6.2)
A linear transformation associated with A acts as

TA : Rn → Rm

so that equations (6.2) can be recast as

TA (x) = b

and the problem of solving (6.2) is equivalent to finding all vectors in Rn which TA maps
onto b – a specific vector in Rm .
Suppose now we have an m × n matrix A and an n × k matrix B. The matrix B has n
rows and k columns. Each column in matrix B can be considered to be a vector from Rn .
Hence we can map each column in B into a column of m elements (a vector in Rm ) using
the rule (6.1). The resulting columns are then arranged into an m × k matrix called a
product of matrices A and B and written AB. (The order is important!) Thus we have
defined a matrix multiplication, C = AB, so that the (ij) entry in the product matrix
is given by the formula

Cij = Ai1 B1j + Ai2 B2j + · · · + Ain Bnj . (6.3)

Question 6.1. Find the matrix product AB for the matrices

 
  7 −1
1 −1 0
A= , B= 2 0 .
4 1 1
0 1

Solution. The result is a 2 × 2 matrix

   
(1 × 7 − 1 × 2 + 0 × 0) (1 × (−1) − 1 × 0 + 0 × 1) 5 −1
AB = = .
(4 × 7 + 1 × 2 + 1 × 0) (4 × (−1) + 1 × 0 + 1 × 1) 30 −3

94
Note that in general not any two matrices can be multiplied. The number of columns in
the first matrix must match the number of rows in the second.

Example 6.3. In the above question one can also define BA:
   
7 −1   3 −8 −1
 1 −1 0
BA = 2 0  =  2 −2 0  .
4 1 1
0 1 4 1 1

6.2 Inverse Matrices

Let A be an n × n matrix. Its inverse, denoted by A−1 , is an n × n matrix such that

AA−1 = A−1 A = I ,

where I is the n × n identity matrix:

 
1 0 0 ... 0
 0 1 0 ... 0 
 
 
I= 0 0 1 ... 0 .
 .. .. 
 ... ... ... . . 
0 0 0 ... 1

For example one can check that

       
2 1 3 −1 1 0 3 −1 2 1
= =
5 3 −5 2 0 1 −5 2 5 3

and therefore  −1  

2 1 3 −1
= .
5 3 −5 2
(Multiplying a matrix (or vector) by the identity matrix leaves the matrix unchanged –
assuming the products are defined: for I the m × m identity matrix, A an l × m matrix
and B an m × n matrix, then AI = A and IB = B.)

Recall that a system of linear equations (5.1) can be written in a matrix form

Ax = b . (6.4)

Suppose further that n = m, then A is an n × n matrix, x is an n × 1 matrix (i.e. an

n-vector) and b is an n × 1 matrix (another n-vector). If the system has a unique solution,
then Gaussian elimination (with up-sweeping and scaling) will bring its augmented matrix
(A|b) to the form (A0 |b0 ) = (I|b0 ) where I is the n × n identity matrix and b0 is the

95
solution x = b0 . On the other hand, if we apply the inverse matrix A−1 to both sides of
our equation (6.4),
A−1 Ax = A−1 b
and therefore
Ix = x = A−1 b .
This means that b0 = A−1 b. Solving the system for different right-hand sides b gives us
information on the entries of the inverse matrix A−1 . Thus if b is a column vector with 1
on the i-th row and zeroes everywhere else, b = ei , the i-th elementary column vector
(in three dimensions, e1 , e2 , e3 are the three unit vectors i, j, k), A−1 b gives the i-th
column of the matrix A−1 . Solving the system for all such elementary column vectors
with i = 1, 2, . . . , n gives the entire matrix A−1 . We can do it all at once by applying
the same row operations to a large augmented matrix (A|I) where the second block is an
n × n identity matrix (the n elementary column vectors put together).

Question 6.2. Use Gaussian elimination to find the inverse for the matrix
 
2 1
A= .
5 3

Solution. We start with an augmented matrix

 
2 1 1 0
,
5 3 0 1

which we can treat as a single 2 × 4 matrix. Down-sweeping in the first column, we obtain
 
2 1 1 0
.
0 1/2 −5/2 1

Multiplying the second row by 2 and up-sweeping the second column, we obtain
 
2 0 6 −2
.
0 1 −5 2

Finally multiplying the first row by 1/2 brings our matrix to the form
 
1 0 3 −1
0 1 −5 2

and we see that when the left block became the identity matrix the right block became
the inverse matrix to the original coefficient matrix A .

Warning: Not every square matrix has an inverse! However, it can be proved that if
system (6.4) has a unique solution then A−1 exists for its matrix of coefficients A.

96
Question 6.3. Find B−1 for
 
6 11 5
B =  18 34 15  .
12 25 11

Solution. We start with the matrix

 
6 11 5 1 0 0
(B|I) =  18 34 15 0 1 0 
13 25 11 0 0 1
and carry out the usual down-sweeping,
   
6 11 5 1 0 0 6 11 5 1 0 0
→  0 1 0 −3 1 0  →  0 1 0 −3 1 0  ,
0 3 1 −2 0 1 0 0 1 7 −3 1
up-sweeping,
   
6 0 5 34 −11 0 6 0 0 −1 4 −5
→  0 1 0 −3 1 0  →  0 1 0 −3 1 0 ,
0 0 1 7 −3 1 0 0 1 7 −3 1
and finally scaling,  
1 0 0 −1/6 2/3 −5/6
→  0 1 0 −3 1 0 .
0 0 1 7 −3 1
Hence  
−1/6 2/3 −5/6
B−1 =  −3 1 0 .
7 −3 1

6.3 Determinants
A determinant of a 2 × 2 matrix A is the number
   
a b a b 
det(A) := det =   = ad − bc . (6.5)
c d c d

In Question 6.2, det(A) = 2 × 3 − 1 × 5 = 1. A determinant of a 3 × 3 matrix is a number

defined by
   
a b c a b c       
  e f d f d e

det d e f   
= d e f  = a×det −b×det +c×det ,
g h i  h i g i g h
g h i

where the determinants of 2 × 2 matrices are computed according to formula (6.5).

97
Example 6.4.
 
1 −3 3      
  −5 3 3 3 3 −5
det 3 −5 3 = 1 × det − (−3) × det + 3 × det
−6 4 6 4 6 −6
6 −6 4
= (−5 × 4 − 3 × (−6)) + 3(3 × 4 − 3 × 6) + 3(3 × (−6) − (−5) × 6)
= −2 + 3 × (−6) + 3 × 12 = 16 .

In general a determinant of an n × n matrix A = (Aij ) can be defined recursively as

n
X
det(A) = (−1)j+1 A1j × det(A(1,j) ) , (6.6)
j=1

where A(1,j) is an (n − 1) × (n − 1) matrix obtained from A by removing from A the 1st

row and the j-th column.

We will accept without proof the following theorem :

Theorem 6.1. The homogeneous system of n equations for n unknowns: Ax = 0 has a

non-trivial solution if and only if det(A) = 0.

Question 6.4. Given a system of linear equations

x + 2y = 0 ,
−x + z = 0 ,
2x − 3y = az = 0 ,

find for what values of parameter a it has a non-trivial solution.

Solution. Computing  
1 2 0
det  −1 0 1  = 7 − 2a
2 −3 a
and setting it to zero, we conclude that the system has a non-trivial solution if and only
if a = 7/2.

One can also prove that if two matrices A and B can be turned into each other by
elementary row operations, their determinants are proportional to each other. Thus if
det(A) = 0 then det(B) = 0 and vice versa. This implies in particular that:

• if a matrix A has a zero row its determinant vanishes;

• if a matrix A has two rows proportional, its determinant vanishes;

• if a matrix A has rows which are linearly dependent (i.e. one row can be written
as a sum of others, or a non-trivial sum of rows vanishes), its determinant vanishes.

98
(The same comments apply to columns.)
(If the row operations are restricted to adding or subtracting a multiple of one to or from
another, avoiding swaps and scalings, the value of the determinant is unchanged. The
same applies to manipulating columns.)

The following theorem relates matrix multiplication and determinants.

Theorem 6.2. For any two n × n matrices A and B, det(AB) = det(A)det(B).

Question 6.5. For the matrices A and B below check that det(AB) = det(BA) =
det(A)det(B)    
1 2 −1 0
A= , B=
−1 4 2 5

Solution. We have
   
3 10 −1 −2
AB = , BA =
9 20 −3 24

and the determinants are det(A) = 6, det(B) = −5, det(AB) = det(BA) = −30 so that
indeed det(AB) = det(BA) = det(A)det(B).

Determinants and inverse matrices

Determinants can be used to compute entries of an inverse matrix A−1 directly through
the entries of the original matrix A.
Given an n×n matrix A, define the (i, j)-th minor, denoted by Mij , to be the determinant
of the (n − 1) × (n − 1) matrix which results from deleting row i and column j of A.

Example 6.5. For the matrix

 
1 −2 0
A= 0 2 3 
−1 1 1
we find, for instance,
   
0 3 −2 0
M12 = det = 3, M31 = det = −6 .
−1 1 2 3

The entries of the inverse matrix A−1 can becomputed by using the minors using the
following formula:
(−1)i+j Mji
A−1
ij = . (6.7)
det(A)
Note that the order of indices for the minor is interchanged compared with the order of
indices in the inverse matrix. In practice it is convenient first to compute the matrix

99
Cij = (−1)i+j Mij which is called the cofactor matrix of matrix A, and then take its
transpose, that is, interchange the rows and columns and finally divide the result by
det(A). In general transpose of a matrix A is denoted by AT and means that ATij = Aji .
For example
 T  
1 2 3 1 4 7
 4 5 6  = 2 5 8 .
7 8 9 3 6 9
With this notation we have
A−1 = (1/det(A))CT .

Formula (6.7) assumes that det(A) 6= 0, so that we can divide by that quantity. Having
det(A) 6= 0 is a necessary and sufficient condition for the inverse matrix to A to exist.

Example 6.6. For an arbitrary 2 × 2 matrix

 
a b
A= ,
c d
the above formula gives

 −1  
−1 a b 1 d −b
A = = .
c d ad − bc −c a

(This can be worth remembering!)

Question 6.6. Compute the inverse of matrix given in Example 6.4, using formula (6.7).

Solution. We first find the cofactor matrix

       
−5 3 3 3 3 −5
 +det −6 4 −det +det 
    6 4   6 −6  
 −3 3 1 3 1 −3 

C =  −det +det −det .

  −6 4   6 4   6 −6  
 −3 3 1 3 1 −3 
+det −det +det
−5 3 3 3 3 −5
We obtain  
−2 6 12
C =  −6 −14 −12  .
6 6 4
Taking the transpose of this matrix and dividing it by 16 we obtain
 
−2 −6 6
1 
A−1 = 6 −14 6  .
16
12 −12 4

100
6.4 Problems
Problem 6.1. For a matrix A and vectors x1 ∈ R3 and x2 ∈ R5 , find vectors y = Ax1 ∈
R5 and z = 2y − 3x2 ∈ R5 , with
   
1 0 −2   1
 7 1/2 −1  6  −1 
   
A=  −1/3 0 2  , x1 =  −2  , x2 =  0  .
  
 2 2 2  1  1/3 
0 1 0 11

Problem 6.2. (a) The matrix performing clockwise rotations about the x axis in 3-
dimensional space has the form
 
1 0 0
Rx (θ) =  0 cos θ sin θ  ,
0 − sin θ cos θ
where θ is the angle of rotation. Use this matrix to calculate the components of vector
 
1
v =  −2.5 
0.3

after clockwise rotation by π/3 about the x axis.

(b) Check, using matrix multiplication, the identity

Rx (π/6)Rx (π/6) = Rx (π/3) .

[Can you guess what Rx (θ1 )Rx (θ2 ) is in general?]

Problem 6.3. Find CD, DC and (CD)2 using matrix multiplication, where
 
  11 2
3 −1 2
C= , D =  −1 −3  .
0 4 5
0 1
Problem 6.4. Use Gaussian elimination to find the inverse of
 
1 −2 2
A =  2 −3 6  .
1 1 7

Problem 6.5. Find B−1 and C−1 , by any method, for

   
1 4 0 23
B= and C= .
−1 2 − 31 2

Problem 6.6. Compute the determinants det(D), det(E) of the following matrices:
 
  1 3 0
11 −3
D= , E= 2 6 4 .
5 2
−1 0 2

101
Problem 6.7. Check, by computing a determinant, that the homogeneous system of
linear equations

x − z = 0,
2x + 7y − 3z = 0 ,
5x + 14y − 7z = 0 ,

has a non-trivial solution.

Problem 6.8. Find for what values of parameter a the following system of linear equa-
tions (for the unknowns x, y) has a non-trivial solution:

ax + 12y = 0 ,
3x + ay = 0 .

Problem 6.9. Using the general properties of determinants, compute the determinant
 
 1 77 0 1 

 2 0 5 −1 
 .
 0 −77 0 1 

 3 154 0 0 

Problem 6.10. Find the cofactor matrix C and hence the inverse A−1 for the matrix
 
1 3 0
A=  2 6 4 
−1 0 2

using the method of minors. [The determinant is det(A) = −12.]

102
 Answers

1.    
4 5
 40   83 
   
y=
 0 ,
 z=
 0 .

 10   19 
−2 −37
2. (1, −0.99, 2.31)T .

3.
 
  33 −3 32  
34 11 1112 297
CD = , DC =  −3 −11 −17  , 2
(CD) = .
−4 −7 −108 5
0 4 5

4.  
27 −16 6
A−1 =  8 −5 2 .
−5 3 −1

5.    
−1 1/3 −2/3 −1 4 −3
B = , C = .
1/6 1/6 2/3 0

6. det(D) = 37, det(E) = −12.

8. a = ±6.

9. −1540.

10. The cofactor matrix is

   
12 −8 6 12 −6 12
1
C =  −6 2 −3  , A−1 = −  −8 2 −4  .
12
12 −4 0 6 −3 0

103
104
Chapter 7

Eigenvalues and Eigenvectors

7.1 Introduction
In this chapter we study “eigenvalue” problems. These arise in many situations, for
example: calculating the natural frequencies of oscillation of a vibrating system; finding
principal axes of stress and strain; calculating oscillations of an electrical circuit; image
processing; data mining (web search engines); etc.

Differential equations: solving arbitrary order linear differential equations analytically;

Vibration analysis: calculating the natural frequencies of oscillation of a vibrating sys-

tem – bridges, cantilevers;

Principal axes of stress and strain: mechanics;

Dynamic stability: linear stability analysis;

Column buckling: lateral deflections – modes of buckling;

Electrical circuit: oscillations, resonance;

Principle component analysis: extracting the salient features of a mass of data;

Markov Chains: transition matrices;

Data mining: web search engines – analysis of fixed point problems;

Image processing: fixed point problems again;

Quantum mechanics: quantised energy levels.

Suppose that A is a square n × n matrix then we can ask if there are any non-zero vectors
such that A just stretches when it acts on them:

Ax = λx

105
where λ is a number. For λ = 0 the corresponding vectors are said to belong to the null
space of A. For λ = 1 the corresponding vector is called a fixed point because it does not
change under the action of A.

Example 7.1. Let   

1 −3 3 1
A =  3 −5 3  x= 1 
6 −6 4 2
then    
4 1
Ax =  4  = 4  1  = 4x .
8 2

If
Ax = λx .
for some vector x then such a number λ is called an eigenvalue of A, and the corre-
sponding x is called an eigenvector.

A matrix can have more than one eigenvector and eigenvalue. In the previous example
the matrix A was shown to have an eigenvalue λ = 4 with eigenvector
 
1
x=  1 .
2
One can check that λ = −2 is also an eigenvalue of A with corresponding eigenvectors
   
1 1
x1 =  1  and x2 =  0  ,
0 −1
that is, Ax1 = −2x1 and Ax2 = −2x2 . This example also shows that there can be
more than one eigenvector corresponding to the same eigenvalue. In fact, for the above
example, one can check that any linear combination
y = c1 x1 + c2 x2
where c1 , c2 are constants (not both equal to zero), is also an egenvector of A with
eigenvalue −2.

The problem of finding the eigenvalues of an n × n matrix A is equivalent to finding

for what values of λ the equation Ax = λx has a non-trivial solution. This system of
equations can be rewritten as
(A − λI)x = 0 ,
where I is the n × n identity matrix. For this homogeneous system to have a non-trivial
solution gives a condition on the values of λ.

106
Question 7.1. Find the eigenvalues of matrix
 
1 2
A= .
1 0

Solution. Consider the matrix

 
1−λ 2
A − λI = .
1 −λ
Down-sweeping in the first column we obtain
 
1−λ 2
2 .
0 −λ − 1−λ

This matrix has a non-trivial null space if the lower right entry is zero, that is, if
λ2 − λ − 2 = (λ − 2)(λ + 1) = 0 .
Therefore A has exactly 2 eigenvalues, λ = 2 and λ = −1.

The presence of a variable λ in the matrix made Gaussian elimination messier than usual.
(Even worse, our computation has been incomplete as we tacitly assumed that λ − 1 6= 0.
This assumption effectively excluded the case λ = 1 from our computations and one needs
to check separately that 1 is not an eigenvalue of A.)

A more straightforward way to compute eigenvalues is by using determinants.

By Theorem 6.1, λ is an eigenvalue of matrix A if and only if

det(A − λI) = 0 . (7.1)
The expression χA (λ) := det(A−λI) is a polynomial of degree n called the characteristic
polynomial of A. Equation (7.1) is called the characteristic equation of A. Thus the
eigenvalues of A coincide with the roots of its characteristic polynomial.

Question 7.2. Find the eigenvalues of matrix

 
8 −12 5
C =  15 −25 11  .
24 −42 19

Solution. The characteristic equation reads

 
8−λ −12 5
0 = χC (λ) = det(C − λI) = det  15 −25 − λ 11 
24 −42 19 − λ
= (8 − λ)[(−25 − λ)(19 − λ) − (−42)(11)] − (−12)[15(19 − λ) − 24 × 11]
+5[15 × (−42) − 24(−25 − λ)] = −λ3 + 2λ2 + λ − 2 .

107
The polynomial factorises to give

(λ − 1)(λ + 1)(λ − 2) = 0

so that the eigenvalues are

λ1 = 1 , λ2 = −1 , λ3 = 2 .

To find the eigenvalues and the corresponding eigenvectors of an n × n matrix A we

proceed as follows.

1. Find the characteristic polynomial χA (λ) = det(A − λI).

2. Find the distinct roots λ1 , λ2 , . . . , λk of the characteristic equation χA (λ) = 0.

These are the eigenvalues of A.

3. For each root λi , i = 1, 2, . . . , k, solve the homogeneous equation (A − λi I)x = 0

for  
x1
 x2 
 
x =  ..  .
 . 
xn
The solutions are the corresponding eigenvectors.

Question 7.3. Find the eigenvalues and eigenvectors of

 
1 0 0
A= 0 1 1 .
0 1 1

Solution. (Step 1) The characteristic polynomial is

 
1−λ 0 0
χA (λ) = det  0 1−λ 1  = −λ(λ − 1)(λ − 2) .
0 1 1−λ

(Step 2) The above polynomial has roots

λ1 = 0 , λ2 = 1 , λ3 = 2 .

These are the eigenvalues of A.

(Step 3) For λ1 = 0 the homogeneous equation (A − λ1 I)x = 0 reads
    
1 0 0 x 0
 0 1 1  y  =  0  .
0 1 1 z 0

108
Solving this system gives a corresponding eigenvector (or any multiple thereof)
 
0
x1 =  1  .
−1

For λ2 = 1 we have to solve the system (A − I)x = 0 which reads

    
0 0 0 x 0
 0 0 1  y  =  0  .
0 1 0 z 0

Solving this gives an eigenvector (or any scalar multiple thereof) corresponding to λ2 :
 
1
x1 =  0 .
0

For λ3 = 2 we have to solve the system (A − 2I)x = 0 which reads

    
−1 0 0 x 0
 0 −1 1  y  =  0  .
0 1 −1 z 0

Solving this gives an eigenvector (or any scalar multiple thereof) corresponding to λ3 :
 
0
x3 =  1  .
1

7.2 Algebraic and Geometric Multiplicity of Eigen-

values
Note that in Question 7.3, for example, each eigenvalue is a simple root of the character-
istic equation; in other words each eigenvalue only appears “once”. On the other hand,
in Example 7.1, the characteristic equation for A is

(4 − λ)(2 + λ)2 = 0

so that λ1 = 4 is a single root, and appears once as a solution of the equation, whereas
λ2 = −2 is a double root, and appears twice as a solution of the equation. We say that
λ1 = 4 is an eigenvalue of algebraic multiplicity 1 and that λ2 = −2 is an eigenvalue
of algebraic multiplicity 2. More generally, if the characteristic polynomial for a matrix
A has a factor (λi − λ)j , λi will be an eigenvalue of algebraic multiplicity j.

The number of distinct (independent) eignevectors corresponding to an eigenvalue is

termed its geometric multiplicity. The geoemetric multiplicity of an eigenvalue must be

109
at least 1. In Example 7.1 we saw that there were 2 independent eigenvectors correspond-
ing to the eigenvalue of algebraic multiplicity 2. In general an eigenvalue’s geoemetric
multiplicity is no greater than its algebraic multiplicity:

1 ≤ geoemetric multiplicity ≤ algebraic multiplicity. (7.2)

Question 7.4. Find the eigenvalues and their algebraic and geoemetric multiplicities for
     
9 0 0 5 4 −2 9 3 6
A =  0 9 0  , B =  −2 11 −1  , and C =  −6 3 0  .
0 0 9 4 −4 11 −3 0 15

Solution.

The matrix A. The characteristic equation is

 
λ−9 0 0
det(λI − A) = det  0 λ−9 0  = (λ − 9)3 = 0 .
0 0 λ−9

The above polynomial has the triple root

λ=9

so that A has only one eigenvalue, λ = 9, of algebraic multiplicity three.

To now find the eigenvectors, we solve the homogeneous equation (A − λI)x = 0, so
    
0 0 0 x 0
 0 0 0  y  =  0  .
0 0 0 z 0

Attempting to solve this system leaves x, y and z undetermined; the general eigenvector
is        
x 1 0 0
 y  = x 0  + y 1  + z 0  .
z 0 0 1
There are three independent eignevectors :
     
1 0 0
 0  ,  1  and  0  ,
0 0 1

or, equivalently, the general eigenvector can be written in terms of three arbitrary con-
stants: λ = 9 is an eigenvalue of geometric multiplicity three.

110
The matrix B. The characteristic equation is
 
λ−5 −4 2
det(λI − B) = det  2 λ − 11 1 
−4 4 λ − 11

= (λ − 5)(λ2 − 22λ + 121) + 16 + 16 − 4(λ − 5) + 8(λ − 11) + 8(λ − 11)

= λ3 − 27λ2 + 231λ − 605 + 32 + 12λ + 20 − 176 = λ3 − 27λ2 + 243λ − 729
= λ3 − 3 × 9λ2 + 3 × 92 λ − 93 = (λ − 9)3 = 0 .
Again there is the triple root
λ=9
so that B also has only one eigenvalue, λ = 9, of algebraic multiplicity three.
To now find the eigenvectors, we solve the homogeneous equation (B − λI)x = 0, so
    
−4 4 −2 x 0
 −2 2 −1   y  =  0 .
4 −4 2 z 0

Subtracting twice the second row from the first and adding twice the second row to the
third gives     
0 0 0 x 0
 −2 2 −1   y  =  0  .
0 0 0 z 0
The second equation then gives −2x+2y−z = 0 so z = 2y−2x with x and y undetermined;
the general eigenvector is
     
x 1 0
 y  =x  0  +y 1  .

2y − 2x −2 2

There are two independent eignevectors :

   
1 0
 0  and  1  ,
−2 2

or, equivalently, the general eigenvector can be written in terms of two arbitrary constants:
λ = 9 is an eigenvalue of geometric multiplicity two.

The matrix C. The characteristic equation is

 
λ − 9 −3 −6
det(λI − C) = det  6 λ−3 0 
3 0 λ − 15

= (λ − 9)(λ2 − 18λ + 45) + 18(λ − 15) + 18(λ − 3) = (λ − 9)(λ2 − 18λ + 45) + 36(λ − 9)
= (λ − 9)(λ2 − 18λ + 81) = (λ − 9)3 = 0 .

111
Once again there is the triple root
λ=9
so that C also has only one eigenvalue, λ = 9, of algebraic multiplicity three.
To now find the eigenvectors, we solve the homogeneous equation (C − λI)x = 0, so
    
0 3 6 x 0
 −6 −6 0   y  =  0  .
−3 0 6 z 0
Dividing the first and third rows by three and the second by minus six recasts the problem
as     
0 1 2 x 0
 1 1 0  y  =  0  ,
−1 0 2 z 0
then adding the third row to the second gives
    
0 1 2 x 0
 0 1 2  y  =  0  ,
−1 0 2 z 0
and subtracting the second row from the first leads to
    
0 0 0 x 0
 0 1 2  y  =  0  .
−1 0 2 z 0
The second equation then gives y = −2z while the third gives x = 2z; the general
eigenvector is    
2z 2
 −2z  = z  −2  .
z 1
There is just one (independent) eignevector :
 
2
 −2  ,
1
or, equivalently, the general eigenvector can be written in terms of one arbitrary constant:
λ = 9 is an eigenvalue of geometric multiplicity one.

Note from this question that for an eigenvalue λ of an n × n matrix A,

geometric multiplicity = number of independent eigenvectors
= number of parameters in the expression for the general eigenvector
= n − rank of (A − λI) .
From the form of the characteristic equation, it can also be observed, again for an n × n
matrix A, that n equals the sum of the algebraic multiplicities of the eigenvalues of A.

112
7.3 Practical Application: Mass-Spring Systems

Question 7.5. Two identical simple pendula oscillate in the plane as shown in Figure 7.1.
Both pendula consist of light rods of length ` = 10 and are suspended from the same ceil-
ing a distance L = 15 apart, with equal masses m = 1 attached to their ends. The angles
the pendula make to the downward vertical are θ1 and θ2 , and they are coupled through
the spring shown which has stiffness coefficient k = 1. The spring has unstretched length
L = 15. Assume that the acceleration due to gravity g = 10. Describe the system’s
dynamics by differential equations and find their general solutions.
L = 15

10
θ1
θ2

10

m=1 m=1

k=1

Figure 7.1: Simple coupled pendula system.

Solution. Assuming that the oscillations of the spring remain small in amplitude, so
that |θ1 |  1 and |θ2 |  1, by applying Newton’s second law and Hooke’s law one finds
that the coupled pendula system gives rise to the system of differential equations
 
d2 θ −2 1
= Aθ, where A = , (7.3)
dt2 1 −2

and  
θ1
θ=
θ2
is the vector of unknown angles for each of the pendula shown in Figure 7.1.
We further look for a solution of the form θ(t) = Re{veiωt } for a constant vector v.
Substituting θ(t) into (7.3) and dividing both sides by eiω(t) we obtain that the system of
differential equations (7.3) reduces to solving the eigenvalue problem

(A + ω 2 I)v = 0 . (7.4)

We obtain using the characteristic equation method explained in the previous section that
matrix A has two distinct eigenvalues λ1 = −1 and λ = −3. Since λ = −ω 2 we obtain

113
 √
the characteristic frequencies ω1 = 1 and ω2 = 3 (it is usual to take frequencies to be
positive, as was done in F18XC). An eigenvector corresponding to λ1 = −1 is
 
1
v1 =
1

and for λ2 = −3 an eigenvector is

 
1
v2 = .
−1

Taking the real combinations of the complex exponents:

1 1 iωt
cos(ωt) = (eiωt + e−iωt ) , sin(ωt) = (e − e−iωt ) ,
2 2i
we obtain a general solution in the form
     
θ1 (t) 1 1 √ √
= (C1 cos(t) + C2 sin(t)) + (C3 cos( 3t) + C3 sin( 3t))
θ2 (t) 1 −1

where Ci , i = 1, 2, 3, 4 are arbitrary constants which can be fixed by initial conditions.

7.4 Diagonalisation
An n × n matrix à is said to be similar to an n × n matrix A if

à = X−1 AX

for some (non-singular) n × n matrix X. This transformation, which gives à from A, is

called a similarity transformation.
Diagonalisation transformation
If an n × n matrix A has a set of n linearly independent eigenvectors, x(1) , x(2) , . . . , x(n) ,
then if we set X = [x(1) |x(2) | . . . |x(n) ] (i.e. the matrix whose columns are the eigenvectors
of A), we have
X−1 AX = D ,
where D is the n × n diagonal matrix
 
λ1 0 0 · · · 0
 0 λ2 0 · · · 0 
 
D =  .. .. . ,
 . . · · · · · · .. 
0 0 · · · 0 λn

i.e. the matrix whose diagonal entries are the eigenvalues of the matrix A and whose all
other entries are zero. Note that we have

A = XDX−1 .

114
(Also note that if our matrix has some eigenvalue whose algebraic multiplicity is greater
than its geometric multiplicity, the total number of independent eigenvectors will be less
than n and A will not be diagonalisable.)

Symmetric Matrices
A real square matrix A is said to be symmetric if transposition leaves it unchanged, i.e.
AT = A.

Theorem 7.1. If A is a real symmetric n × n matrix, then its eigenvalues, λ1 , . . . , λn ,

are all real.
The matrix has corresponding eigenvectors x(1) , x(2) , . . . , x(n) , all linearly independent
(even if there aren’t n distinct eigenvalues, so that λi = λj for some i and j).
Moreover, any two eigenvectors x(i) , x(j) correspondinging to two distinct eigenvalues
λi 6= λj are orthogonal to each other: x(i) · x(j) = 0.
In particular, all real symmetric matrices are diagonalisable.

Example 7.2. The matrix  

2 2 0
A= 2 5 0 
0 0 3
is symmetric. The eigenvalues of A are 1, 3 and 6 – all real. The corresponding eigenvec-
tors are      
−2 0 1
x(1) =  1  , x(2) =  0  , x(3) =  2  .
0 1 0
One can easily check that these vectors are mutually orthogonal. For example,
(1) (2) (1) (2) (1) (2)
x(1) · x(2) = x1 x1 + x2 x2 + x3 x3 = (−2) × 0 + 1 × 0 + 0 × 1 = 0 .

Note that as usual the eigenvectors are defined up to rescaling. We can use this freedom to
pick eigenvectors all to have length one (all to be unit vectors), so they satisfy x(i) ·x(i) = 1.
To do that we divide each eigenvector by its length
1
x(i) → √ x(i) .
(i)
x ·x (i)

Thus the properly normalised eigenvectors satisfy


(i) (j) 0 if i 6= j
x ·x = .
1 if i = j

These relations imply that for the matrix X = [x(1) |x(2) | . . . |x(m) ] whose columns are the
eigenvectors of A, one has
X−1 = XT .
In general matrices for which the inverse coincides with the transposed matrix are called
orthogonal matrices.

115
Question 7.6. Find a matrix X which diagonalises the matrix A from the previous ex-
ample via a similarity transformation.

Solution. Normalised eigenvectors with length one are

     
−2 0 1
(1) 1   (2)   (3) 1  
x =√ 1 , x = 0 , x =√ 2 .
5 0 1 5 0

Hence  
− √25 0 √1
5
X =  √15 0 √2
5
.
0 1 0
Now we can check that
 
− √25 √1
5
0
X−1 = XT =  0 0 1 ,
√1 √2 0
5 5

and furthermore
     
− √25 √1
5
0 2 2 0 − √25 0 √1
5 1 0 0
X−1 AX =  0 0 1   2 5 0   √15 0 √2
5
= 0 3 0 .
√1 √2 0 0 0 3 0 1 0 0 0 6
5 5

Diagonalisation can be used to obtain large powers of a given matrix. Note that

An = (XDX−1 )(XDX−1 ) . . . (XDX−1 ) = XDn X−1

and it is straightforward to take the n-th power of a diagonal matrix just by taking the
n-th power of each diagonal entry.

Question 7.7. Find An for the matrix from the previous example.

Solution. We have
   
− √25 0 √15 1 0 0 − √25 √1
5
0
An = XDn X−1 =  √15 0 √25   0 3n 0   0 0 1 
0 1 0 0 0 6n √1 √2 0
5 5
 1 n 2 n

5
(4 + 6 ) 5 (−1 + 6 ) 0
=  2 n
6 4 n
6 0 .
5 5
0 0 3n

The need to evaluate matrices to arbitrary powers often arises in connection with differ-
ential equations.

116
7.5 Systems of Linear Differential Equations
We have already seen how one (second-order) coupled system could be tackled in Ques-
tion 7.5. Other oscillatory problems like this proceed as in the folowing question.

Question 7.8. Find the general solution to

d2 x
+ Bx = 0 , (7.5)
dt2
 
3 −1
where x is a two-dimensional vector and B = .
−1 3

Solution. First look for a special solution in complex form, x = veiωt with v a constant
vector.
Differentiating x twice, we get d2 x/dt2 = −ω 2 veiωt . Then substituting into (7.5) gives

−ω 2 veiωt + Bveiωt = 0

so Bv = ω 2 v .
Hence λ = ω 2 is an eigenvalue of B with v a corresponding eigenvector.

The characteristic equation here gives

 
λ − 3 1 
0 = det(λI − B) =   = (λ − 3)2 − 1 = (λ − 3 − 1)(λ − 3 + 1) = (λ − 4)(λ − 2)
1 λ − 3
√
so λ = λ1 = 4 with ω = 2 , or λ = λ2 = 2 with ω = 2 (taking ω positive).

For v 1 = (a, b) an eigenvalue corresponding to λ1 = 4,

          
3 −1 4 0 a −1 −1 a −a − b
(B − λ1 I)v 1 = − = = =0
−1 3 0 4 b −1 −1 b −a − b

so a = −b and an eigenvector is v 1 = (1, −1).

For v 2 = (a, b) an eigenvalue corresponding to λ2 = 2,

          
3 −1 2 0 a 1 −1 a a−b
(B − λ2 I)v 1 2 = − = = =0
−1 3 0 2 b −1 1 b b−a

so a = b and an eigenvector is v 2 = (1, 1).  

iω1 t 1
These then give special solutions in complex form v 1 e = e2it and v 2 eiω2 t =
  √ −1
1
e 2 it .
1
To get real solutions, we take real and imaginary parts (remembering that Re{eiθ } = cos θ
and Im{eiθ } = sin θ.) We then have independent solutions
     
x1 1 1
x= = cos 2t and sin 2t
x2 −1 −1

117
and also      
x1 1 √ 1 √
x= = cos( 2 t) and sin( 2 t) .
x2 1 1
(The first pair of solutions, coming from λ1 = 4, has x1 = x2 – the components move
together – and such motion is termed in phase. The second pair of solutions, coming
from λ1 = 2, has x1 = −x2 – the components move opposite to each other – and such
motion is termed out of phase.)
The general solution is then got by combining all four solutions:
   
1 1 √ √
x= (a1 cos 2t + a2 sin 2t) + (b1 cos( 2 t) + b2 sin( 2 t)) .
−1 1

More generally, we can get systems of first-order equations of the form

dx
= Ax (7.6)
dt
with x = (x1 (t), x2 (t), . . . , xn (t)) and A a constant n × n matrix. (Inhomogeneous ver-
sions, with some sort of forcing terms, are also possible but are not considered in this
course.)
For simplicity we shall only consider case where there are n linearly independent eigen-
vectors for the n × n matrix A.

Example 7.3. Let’s first try solving the vector differential equation
dx
= Ax
dt
with A as in Question 7.3. We start by looking for a simple solution of the form x = veλt
with v a constant non-zero vector. Differentiating x and substituting into the original
equation, we get
λveλt = Aveλt so Av = λv .
Hence λ is an eigenvalue with v a corresponding eigenvector. From Question 7.3, we have:
     
0 1 0
λ1 = 0 , v 1 =  1  ; λ2 = 1 , v 2 = 0 ; λ3 = 2 , v 3 = 1 .
−1 0 1
There are then three independent special solutions:
     
0 1 0
λ1 t
v1e =  1  ; v 2 e = 0 et ;
λ2 t  v 3 eλ 3 t = 1 e2t .

−1 0 1
The general solution is given by taking a linear combination:
     
0 1 0
x = a1 v 1 eλ1 t + a2 v 2 eλ2 t + v 3 eλ3 t = a1  1  + a2 0 et + a3 1 e2t .
−1 0 1
Alternatively, the individual components are x1 = a2 et , x2 = a1 +a3 e2t and x3 = a3 e2t −a1 .

118
Question 7.9. Suppose that x(t) = (x1 , x2 , x3 )T satisfies dx/dt = Ax with
 
−2 2 −3
A= 2 1 −6 .
−1 −2 0

Find the general solution to the system of ODEs.

Solution. Looking for a special solution of the form x = veλt gives, on substituting
this into the equation, λv = Av, i.e. λ is an eigenvalue of A and v is an associated
eigenvector.
We can find that the eigenvalues of A are λ1 = 5 and λ2 = −3, and that corresponding
eigenvectors are : v 1 = (−1, −2, 1) for λ = 5; and v 2 = (3, 0, 1)T and v 3 = (−2, 1, 0)T for
λ = −3.
Independent solutions to the system are then

v 1 e5t , v 2 e−3t and v 3 e−3t ,

so the general solution, in vector form, is

     
−1 3 −2
x = α  −2  e5t + β  0  e−3t + γ  1  e−3t ,
1 1 0

for arbitrary constants α, β and γ.

Looking at the individual components,

x1 = −αe5t +3βe−3t −2γe−3t ,

x2 = −2αe5t +γe−3t ,
5t −3t
x3 = αe +βe .

To determine the constants for an initial value problem, a system of linear equations has
to be solved (as in Chap. 5).

Example 7.4. Suppose that at t = 0, x, as in Qu. 7.9, is given by x1 = 3, x2 = −5,

x3 = 3. The constants α, β and γ must then satisfy

−α + 3β − 2γ = 3 , −2α + γ = −5 , α + β = 3.

Solving these by Gaussian elimination gives α = 2, β = 1 and γ = −1. Then

x1 = −2e5t + 3e−3t + 2e−3t , x2 = −4e5t − e−3t , and x3 = 2e5t + e−3t .

119
Systems of linear first-order ordinary differential equations with constant coefficients are
normally equivalent to a single ODE: an n × n system can be usually be written as an
nth-order ODE, and an nth-order ODE can always be written as an n × n system.

Example 7.5. Let us try to solve

d2 y dy
2
+ 2 − 3y = 0 .
dt dt
We can first write x1 = y and x2 = dy/dt. Then

dx1 dx2 d2 y dy
= x2 and = 2 = 3y − 2 = 3x1 − 2x2 .
dt dt dt dt
In matrix form the system is then
    
d x1 0 1 x1
= .
dt x2 3 −2 x2

The characteristic equation for the matrix is

 
 λ −1 
0=  = λ(λ + 2) − 3 = λ2 + 2λ − 3 = (λ + 3)(λ − 1)
−3 λ + 2 

so the eigenvalues are λ1 = −3 and λ2 = 1.

An eigenvector corresponding to the first is then given by
      
−3 −1 a −3a − b 0
= =
−3 −1 b −3a − b 0

so an eigenvector will be v 1 = (1, −3)T .

An eigenvector corresponding to the second is given by
      
1 −1 a a−b 0
= =
−3 3 b −3a + 3b 0

so an eigenvector will be v 2 = (1, 1)T .

The general solution in vector form can be written as
   
1 −3t 1
x=α e +β et
−3 1

so the general solution for the original problem is

y = x1 = αe−3t + βet .

120
Question 7.10. Use eigenvalues and eigenvectors to solve
d2 y dy dy
2
+ 6 + 13y = 0 , y(0) = −1 , (0) = 11 .
dt dt dt

Solution. Write x1 = y and x2 = dy/dt. Then

dx1 dx2 d2 y dy
= x2 and = 2 = −13y − 6 = −13x1 − 6x2 .
dt dt dt dt
In matrix form the system is then
    
d x1 0 1 x1
= .
dt x2 −13 −6 x2
The characteristic equation for the matrix is
 
 λ −1 
0 =   = λ(λ + 6) + 13 = λ2 + 6λ + 13 .
13 λ + 6 
√ √
Therefore the eigenvalues are λ = 12 (−6 ± 36 − 52 ) = 12 (−6 ± 16 i) = −3 ± 2i.
The corresponding eigenvectors are given by
      
−3 ± 2i −1 a (−3 ± 2i)a − b 0
= =
13 3 ± 2i b 13a + (3 ± 2i)b 0
so the eigenvectors can be taken to be (1, −3 ∓ 2i)T .
The general solution in vector form can be written as
   
1 (−3+2i)t 1
x=α e +β e(−3−2i)t
−3 − 2i −3 + 2i
or equivalently
 
αe(−3+2i)t + βe(−3−2i)t
x= .
(−3 − 2i)αe(−3+2i)t + (−3 + 2i)βe(−3−2i)t
Using e(−3±2i)t = e3t (cos 2t ± i sin 2t):
x1 = e−3t (α(cos 2t + i sin 2t) + β(cos 2t − i sin 2t)
= e−3t ((α + β) cos 2t + i(α − β) sin 2t)
= e−3t (C1 cos 2t + C2 sin 2t) ,
on writing C1 = (α + β) and C2 = i(α − β);
x2 = e−3t [(−3 − 2i)α(cos 2t + i sin 2t) + (−3 + 2i)β(cos 2t − i sin 2t)]
= e−3t [α((−3 cos 2t + 2 sin 2t) − i(3 sin 2t + 2 cos 2t)) + β((−3 cos 2t + 2 sin 2t) + i(3 sin 2t + 2 cos 2t))
= e−3t [(α + β)(2 sin 2t − 3 cos 2t) − i(α − β)(3 sin 2t + 2 cos 2t)]
= e−3t (C1 (2 sin 2t − 3 cos 2t) − C2 (3 sin 2t + 2 cos 2t)) .
Now  
−3t C1 cos 2t + C2 sin 2t
x=e
C1 (2 sin 2t − 3 cos 2t) − C2 (3 sin 2t + 2 cos 2t)
where we also know
    0, y = x1 = −1 and dy/dt = x2 = 11 so
that t =
C1 −1
= . Therefore C1 = −1 and C2 = 4. These give
−3C1 + 2C2 11
y = x1 = e−3t (4 sin 2t − cos 2t) .

121
7.6 Problems
Problem 7.1. Find the eigenvalues and eigenvectors for the matrices
   
8 3 3 5
A= , B= .
−10 −3 5 3

Problem 7.2. Use the results of the previous question to find a general solution to the
system of equations

dx
= 8x + 3y ,
dt
dy
= −10x − 3y .
dt
Problem 7.3. Compute the eigenvalues and eigenvectors of the following 3×3 matrices:
   
3 5 7 1 1 0
D =  5 3 −7  , E= 1 1 0 .
0 0 2 0 0 2

Problem 7.4. Find the general solution to the system of differential equations

d2 x
= Bx ,
dt2
where    √ 
x1 (t) −2
√ 2
x(t) = and B= .
x2 (t) 2 −3

Problem 7.5. Consider two equal masses m connected by three springs with stiffness
coefficients k as indicated in the diagram:
m m
k k k

x1 x2

Newton’s equations of motion describing this system are

 m  d2 x
1
= −2x1 + x2 ,
k dt2
 m  d2 x
2
2
= x1 − 2x2 ,
k dt
where x1 , x2 are the displacements of the two bodies from their equilibrium positions.
Assume that m/k = 1. Rewrite the above equations in matrix form. Find the natural
vibration frequences. Write the general solution to the equations of motion.

122
Problem 7.6. In quantum physics the outcome of a measurement will correspond to
the eigenvalues of an operator. The spins of a particle in the x, y and z directions are
described by the three Pauli spin matrices
     
1 0 1 1 0 i 1 1 0
Sx = , Sy = , Sz = ,
2 1 0 2 −i 0 2 0 −1
√
where i = −1 is the imaginary unit. Calculate the values of any measurements of spins
along the x, y and z directions, which are given by the corresponding eigenvalues of Sx ,
Sy , Sz .

Problem 7.7. Determine the algebraic and geometric multiplicities of the eigenvalues for
the matrix  
2 75 0
E= 0 2 0 
0 0 2
Problem 7.8. For the matrix  
4 2
B= ,
3 −1
find the diagonalisation transformation.

Problem 7.9. For the matrix

 
3 1 0
C= 1 3 0 ,
0 0 3

find the diagonalisation transformation.

Problem 7.10. For the matrix

 
5 1
D= ,
1 5

calculate D54 .

Answers
   
1 −3
1. For A: λ1 = 2, x1 = α ; λ2 = 3, x2 = α .
  −2  5

1 1
For B: λ1 = 8, x1 = α ; λ2 = −2, x2 = α .
1 −1
2.      
x(t) 2t 1 3t −3
= C1 e + C2 e .
y(t) −2 5

123
      
1 7 1
3. For D: λ1 = −2, x1 = α  −1 . λ2 = 2, x2 = α  −7 ; λ3 = 8, x3 = α  1 .
 0   4   0
1 0 1
For E: λ1 = 0, x1 = α  −1 ; λ2 = 2, x2 = α1  0  + α2  1 .
0 1 0
 √   
2 1
√
4. x(t) = (C1 cos(t) + C2 sin(t)) + (C3 cos(2t) + C4 sin(2t)).
1 − 2
√
5. The natural frequences are ω1 = 1, ω2 = 3. The general solution is
   
1 √ √ 1
(A1 cos(t) + A2 sin(t)) + (A3 cos( 3 t) + A4 sin( 3 t)) .
1 −1

6. Each of the 3 matrices has eigenvalues 1/2 and −1/2..

7. λ1 = 2 with algebraic multiplicity 3 and geometric multiplicity 2.

     
−1 5 0 2 −1 −1 1 3 1
8. X BX = where X = , X = .
0 −2 1 3 7 −1 2
9.  
3 0 0
X−1 CX =  0 4 0  .
0 0 2

10.  
54 1 (654 + 454 ) (654 − 454 )
D = .
2 (654 − 454 ) (654 + 454 )

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Appendix A

Useful Formulæ for F1.8XD2

Standard Derivatives :
Standard Integrals :
0
F (x) F (x)
R
f (x) f (x) dx
xn nxn−1

sin ax a cos ax xn (n 6= −1) xn+1 /(n + 1)

cos ax −a sin ax cos ax

sin ax −
a
tan ax a sec2 ax
sin ax
cos ax
eax aeax a

ln x 1/x tan x − ln cos x

cosh ax a sinh ax 1/(1 + x2 ) tan−1 x

sinh ax a cosh ax
ln x x ln x − x
0
F (ax + b) aF (ax + b)

u(x)v(x) u0 v + uv 0 eax eax /a

u(x) vu0 − uv 0 1/x ln x

Z
v(x) v2 dx
u(x) u(x(y)) dy
dy
du dv
u(v(x))
dv dx

Integration by Parts :
Z b Z b
dv du
u(x) dx = [u(x)v(x)]ba − v(x) dx
a dx a dx

125
Trigonometrical Formulæ :
sin2 A + cos2 A = 1 , sec2 A = tan2 A + 1 ,
sin(A + B) = sin A cos B + cos A sin B , sin(A − B) = sin A cos B − cos A sin B
cos(A + B) = cos A cos B − sin A sin B , cos(A − B) = cos A cos B + sin A sin B
sin 2A = 2 sin A cos A , cos 2A = 2 cos2 A − 1 = 1 − 2 sin2 A
1
sin A sin B = (cos(A − B) − cos(A + B))
2
1
cos A cos B = (cos(A − B) + cos(A + B))
2
1
sin A cos B = (sin(A + B) + sin(A − B))
2
   
A+B A−B
sin A + sin B = 2 sin cos
2 2
   
A−B A+B
sin A − sin B = 2 sin cos
2 2
   
A+B A−B
cos A + cos B = 2 cos cos
2 2
   
A+B A−B
cos A − cos B = −2 sin sin
2 2

126
Laplace transforms :

f (t) F (s)

c c/s

t 1/s2

tn n!/sn+1

ekt 1/(s − k)

sin at a/(s2 + a2 )

cos at s/(s2 + a2 )

t sin at 2as/(s2 + a2 )2

t cos at (s2 − a2 )/(s2 + a2 )2

af (t) + bg(t) aF (s) + bG(s)

f 0 (t) sF (s) − f (0)

f 00 (t) s2 F (s) − sf (0) − f 0 (0)

δ(t − a) e−as

eat f (t) F (s − a)

g(t − a) t > a
f (t) = e−as G(s)
0 t<a

127
128
Appendix B

Partial Fractions

In the same way you can add algebraic fractions together you can also separate them into
combinations of algebraic fractions, such terms are called partial fractions.

Example B.1. Consider

7x + 10
.
x2+ 3x + 2
Suppose we want to convert this into the sum of partial fractions.
We first factorise the denominator:
7x + 10 7x + 10
= .
x2 + 3x + 2 (x + 2)(x + 1)

Secondly, we assume a solution with unknown coefficients (say A and B):

7x + 10 A B
= + .
(x + 2)(x + 1) x+2 x+1

Next, multiply both sides of the equation by the denominator (x + 2)(x + 1) and tidy up:

7x + 10 = A(x + 1) + B(x + 2) . (B.1)

Now find A and B.

Since (B.1) is true for all values of x it must hold when x is −1 and then −2.
Taking x = −1, −7 + 10 = (−1 + 1)A + (−1 + 2)B = B so B = 3.
Taking x = −2, −14 + 10 = (−2 + 1)A + (−2 + 2)B = −A so A = 4. Hence

7x + 10 4 3
= + .
x2 + 3x + 2 x+2 x+1

Where you have an algebraic fraction like

x−2
,
(x + 1)2

so that the denominator has a repeated root, the above approach does not work.

129
In this case you have to represent the algebraic fraction as the sum of two partial fractions
in the form
x−2 A B
2
= + .
(x + 1) x + 1 (x + 1)2
Now multiplying both sides by (x + 1)2 gives

x − 2 = A(x + 1) + B . (B.2)

You can now equate terms to get two simultaneous equations in A and B to solve:

x : 1 = A; 1 : −2 = A + B .

Hence A = 1 and then B = −3. (Note that you could instead take x = −1 in (B.2) to
get B = −3 immediately.) Then
x−2 1 3
2
= − .
(x + 1) x + 1 (x + 1)2

You can also get algebraic fractions where the denominator includes quadratic terms
(ax2 + bx + c) that cannot be factorised into two linear factors (without using complex
numbers) as the roots are complex. Such cases give rise to a partial fractions of the form

Ax + B
ax2 + bx + c
where A and B are real constants.

Example B.2. We convert the algebraic fraction

7x
(x2 + x + 1)(x − 2)

into partial fractions.

Note that x2 + x + 1 has complex roots so cannot be factorised using real factors. The
partial fraction representation is given as:
7x Ax + B C
= + .
(x2 + x + 1)(x − 2) x2 + x + 1 x − 2

Now we have the partial fraction representation of the algebraic fraction we find the
unknowns, A, B and C, in the same way as the other examples.
Step 1. Recombine the partial fractions over a common denominator:

Ax + B C (Ax + B)(x − 2) + C(x2 + x + 1)

+ = .
x2 + x + 1 x − 2 (x2 + x + 1)(x − 2)

Step 2. Multiply out the factors in the numerator:

(Ax + B)(x − 2) + C(x2 + x + 1) Ax2 − 2Ax + Bx − 2B + Cx2 + Cx + C

= .
(x2 + x + 1)(x − 2) (x2 + x + 1)(x − 2)

130
Step 3. Tidy up:

7x (A + C)x2 + (−2Ax + B + C)x − 2B + C

= .
(x2 + x + 1)(x − 2) (x2 + x + 1)(x − 2)

Step 4. Equate terms:

x2 : A + C = 0; (B.3)
x : −2A + B + C = 7 ; (B.4)
1 : −2B + C = 0 . (B.5)
Step 5. Solve system of equations to give A, B and C.
We have three equations in three unknowns but the approach is the same as the other
worked examples. From (B.3), C = −A and substituting into the two remaining equations
gives
−3A + B = 7 , (B.6)
A + 2B = 0 . (B.7)
From (B.7), A = −2B and substituting for A in (B.6) gives

−3(−2B) + B = 7B = 7 so B = 1.

Back substituting, A = −2B = −2 and C = −A = 2.

Putting this all together gives the final result:
7x 1 − 2x 2
= 2 + .
(x2 + x + 1)(x − 2) x +x+1 x−2

(Again, some work can be saved by seeing what you get by trying x = 2.)

Some general rules for partial fractions are:

Given a, b, c, l, m, n, p, q, r and s (i.e. they are numbers) then:

mx + n A B
= + ;
(px + q)(rx + s) px + q rx + s

mx + n A B
2
= + ;
(px + q) px + q (px + q)2
lx2 + mx + n Ax + B C
= + ;
(ax2 + bx + c)(px + q) ax2 + bx + c px + q
lx2 + mx + n A B C
2
= + 2
+ .
(px + q) (rx + s) px + q (px + q) rx + s
In all cases, you can multiply through by the denominator on the left-hand side of the
equation, tidy up and compare terms in the top line. (Work is often saved by seeing what
x = −q/p (or −s/r) gives.)

131
132
Appendix C

Completing the Square

In any quadratic function you can complete the square. Consider the function

x2 − 3x + 2 . (C.1)

You can complete the square by recalling that, for any number a,

(x + a)2 = x2 + 2ax + a2

so that, subtracting a2 from both sides and writing b = 2a (i.e. a = b/2),

 2
2 b b2
x + bx = x + − .
2 4

Thus, to complete the square in (C.1), where b = −3, we add and subtract 32 = 9/4 to
get  2  2
2 3 9 3 1
x − 3x + 2 = x + − +2= x+ − .
2 4 2 4
Once you have completed a square you can find the roots of a quadratic equation, although
in the Laplace transform method that is not the point of the procedure.

133