Chapter 11 of 12 · GATE NM

Engineering Mathematics

The most predictable marks on the paper. The syllabus barely moves, the question styles repeat, and none of it depends on remembering a ship.

Worked examples3, fully stepped
Read time≈ 14 min
PrerequisiteNone

1. Linear algebra

Rank decides whether a system of equations has a solution at all. Compare the rank of the coefficient matrix with the rank of the augmented matrix.

rank(A) = rank(A|b) = n → unique solution rank(A) = rank(A|b) < n → infinitely many rank(A) ≠ rank(A|b) → no solution

Eigenvalues come from setting the characteristic determinant to zero, and eigenvectors from substituting each one back.

|A − λI| = 0 then (A − λI)x = 0

Two identities make free checks available, and using them habitually is worth more marks than any amount of care:

Σλ = trace(A) Πλ = det(A)

Useful facts that turn up as one-mark questions: a symmetric real matrix has real eigenvalues and orthogonal eigenvectors; a triangular matrix has its eigenvalues on the diagonal; and the eigenvalues of A⁻¹ are the reciprocals of those of A, with the same eigenvectors.

2. Vector calculus and the integral theorems

Three operators, three different kinds of answer.

∇f gradient scalar → vector direction of steepest increase ∇·F divergence vector → scalar net outflow per unit volume ∇×F curl vector → vector local rotation

The directional derivative of f in the direction of a unit vector û is ∇f·û, which is largest when û points along ∇f — that is what "steepest increase" means quantitatively.

The three integral theorems all do the same job: they trade an integral over a boundary for an integral over what the boundary encloses.

Green ∮(P dx + Q dy) = ∬(∂Q/∂x − ∂P/∂y) dA plane Stokes ∮F·dr = ∬(∇×F)·dS surface in 3D Gauss ∯F·dS = ∭(∇·F) dV volume

Choosing between them is a matter of noticing which dimension you are moving between: line to area, line to surface, or surface to volume.

Two identities worth memorising because they collapse whole questions to a single line: ∇×(∇f) = 0 always, and ∇·(∇×F) = 0 always. A field with zero curl is conservative and has a potential; a field with zero divergence is solenoidal.

3. Differential equations

First order linear. Put it in standard form and multiply by the integrating factor.

y′ + P(x)y = Q(x) IF = e^∫P dx y·IF = ∫Q·IF dx + C

Second order with constant coefficients. The solution is the complementary function plus a particular integral.

Auxiliary equation am² + bm + c = 0 Real distinct roots y = C₁e^(m₁x) + C₂e^(m₂x) Real repeated root y = (C₁ + C₂x)e^(mx) Complex α ± iβ y = e^(αx)(C₁cos βx + C₂sin βx)

For the particular integral, try a form matching the right-hand side: a polynomial for a polynomial, Ae^(kx) for an exponential, A cos + B sin for a sinusoid. The one thing to watch is resonance: if the trial form already appears in the complementary function, multiply it by x.

This is not a coincidence — the complex-root case is the vibration chapter's damped oscillator, and the resonance rule is why a system driven at its own natural frequency grows without limit.

Laplace transforms turn a differential equation into an algebraic one and carry the initial conditions automatically.

L{f′} = sF(s) − f(0) L{f″} = s²F(s) − s·f(0) − f′(0) L{e^(at)} = 1/(s − a) L{sin ωt} = ω/(s² + ω²)

4. Complex variables

A complex function is analytic where it is differentiable, and the test is the Cauchy–Riemann conditions.

f(z) = u(x,y) + iv(x,y) ∂u/∂x = ∂v/∂y ∂u/∂y = −∂v/∂x

An analytic function's real and imaginary parts are both harmonic — they satisfy Laplace's equation — which is exactly why complex analysis appears in potential flow, and therefore in the resistance chapter.

For contour integration, two results carry most of the marks:

Cauchy's theorem ∮f(z)dz = 0 if f is analytic inside C Residue theorem ∮f(z)dz = 2πi·Σ residues inside C Simple pole at z₀: Res = lim (z − z₀)f(z)

The practical routine is: locate the poles, decide which lie inside the contour, compute their residues, sum and multiply by 2πi.

5. Probability and statistics

Most marks here come from choosing the right distribution, not from the arithmetic.

  • Binomial — a fixed number of independent trials, each with the same probability. Mean np, variance npq.
  • Poisson — rare events in a fixed interval of time or space. Mean and variance both λ.
  • Normal — sums of many small independent effects; the default for measurement error and for the central limit theorem.
  • Exponential — waiting time between Poisson events. Memoryless.
Binomial P(X = r) = ⁿC_r·p^r·q^(n−r) Poisson P(X = k) = e^(−λ)·λ^k/k! Bayes P(A|B) = P(B|A)·P(A)/P(B)

Bayes questions are almost always a conditional stated the wrong way round — the probability of a positive test given the disease, when what is wanted is the probability of the disease given a positive test. Drawing the tree first, with actual numbers of cases rather than probabilities, makes the answer obvious and takes thirty seconds.

And two results always worth reaching for: P(at least one) = 1 − P(none), and for independent events P(A∩B) = P(A)·P(B). Mutually exclusive is not the same as independent — mutually exclusive events are maximally dependent, since one occurring guarantees the other did not.

6. Numerical methods

Root finding. Newton–Raphson follows the tangent to the curve.

x_{n+1} = x_n − f(x_n)/f′(x_n)

It converges quadratically — the number of correct digits roughly doubles per step — but it needs a good starting point and fails badly where f′ is near zero. Bisection is slower but cannot fail once a sign change has been bracketed.

Integration. The same rules as the hydrostatics chapter, which is convenient.

Trapezoidal I = h[½y₀ + y₁ + … + ½yₙ] error ~ h² Simpson 1/3 I = (h/3)(y₀ + 4y₁ + 2y₂ + … + yₙ) error ~ h⁴ Simpson 3/8 I = (3h/8)(y₀ + 3y₁ + 3y₂ + 2y₃ …)

Simpson's rule is exact for cubics, and its error falls as h⁴ — halving the interval cuts the error by a factor of sixteen. The trapezoidal rule overestimates for a convex function and underestimates for a concave one, which is a common conceptual question.

Marching an ODE forward. Euler's method uses the slope at the start of the interval and accumulates error quickly. Fourth-order Runge–Kutta samples the slope four times per step and is the practical default.

7. Worked examples

An eigenvalue problem with the checks that make it self-verifying, a second-order ODE, and the two numerical methods that appear most often.

Worked example 1

Eigenvalues, eigenvectors, and two free checks

Find the eigenvalues and eigenvectors of A = [[4, 1], [2, 3]]. Verify the result without repeating the working.

Given

A = | 4 1 | | 2 3 |

Required

Find the eigenvalues and eigenvectors of A = [[4, 1], [2, 3]]
Verify the result without repeating the working

  1. Set up the characteristic equation.

    |A − λI|=| 4−λ 1 | | 2 3−λ | =(4 − λ)(3 − λ) − 2 =12 − 7λ + λ² − 2 =λ² − 7λ + 10 = 0

    Subtract λ from the leading diagonal and set the determinant to zero.

  2. Solve it.

    (λ − 5)(λ − 2)=0 λ₁=5, λ₂ = 2
  3. Check before going further.

    Sum: 5 + 2=7 trace = 4 + 3 = 7 ✓ Product: 5 × 2=10 det = 12 − 2 = 10 ✓

    The eigenvalues must sum to the trace and multiply to the determinant. Both take five seconds and catch nearly every arithmetic slip.

  4. Eigenvector for λ = 5.

    (A − 5I)x=0 (4−5)x₁ + x₂=0 ⇒ −x₁ + x₂ = 0 ⇒ x₂ = x₁ 2x₁ + (3−5)x₂=0 ⇒ 2x₁ − 2x₂ = 0 ⇒ same x₁=[1, 1]ᵀ

    Substitute back and solve (A − λI)x = 0. The two rows will be multiples of each other — if they are not, the eigenvalue is wrong.

  5. Eigenvector for λ = 2.

    (A − 2I)x=0 2x₁ + x₂=0 ⇒ x₂ = −2x₁ x₂=[1, −2]ᵀ
  6. Verify by multiplication.

    A[1, 1]ᵀ=[4+1, 2+3]ᵀ = [5, 5]ᵀ = 5[1, 1]ᵀ ✓ A[1, −2]ᵀ=[4−2, 2−6]ᵀ = [2, −4]ᵀ = 2[1, −2]ᵀ ✓

    One line each, and it removes all doubt.

  7. Note that eigenvectors are only defined up to a scale factor.

    [2, 2]ᵀ and [−1, −1]ᵀ are equally correct answers for λ = 5, which matters when matching against multiple-choice options that look different from what you wrote.

Answerλ = 5 with [1, 1]ᵀ; λ = 2 with [1, −2]ᵀ

The trap: in a multiple-choice question, rejecting the right option because it is scaled differently from your answer. Check whether it is a multiple of yours before moving on.

Worked example 2

Second-order ODE with initial conditions

Solve y″ − 5y′ + 6y = e^x with y(0) = 1 and y′(0) = 0.

Given

y″ − 5y′ + 6y = eˣ y(0) = 1, y′(0) = 0

Required

Solve y″ − 5y′ + 6y = e^x with y(0) = 1 and y′(0) = 0

  1. A linear ODE with constant coefficients splits into two parts.

    y=CF + PI

    The complementary function, which solves the equation set to zero, and a particular integral, which handles the forcing term.

  2. Complementary function.

    m² − 5m + 6=0 (m − 2)(m − 3)=0 m=2, 3 CF=C₁e^(2x) + C₂e^(3x)

    Replace y″ by m², y′ by m and y by 1, and solve the auxiliary equation.

  3. Particular integral.

    y=Ae^x ⇒ y′ = Ae^x, y″ = Ae^x A − 5A + 6A=1 2A=1 ⇒ A = ½ PI=½e^x

    The forcing term is e^x, so try y = Ae^x. Note that 1 is not a root of the auxiliary equation, so no extra factor of x is needed — if the forcing exponent had matched a root, it would have been.

  4. General solution.

    y=C₁e^(2x) + C₂e^(3x) + ½e^x
  5. Apply the initial conditions.

    y′=2C₁e^(2x) + 3C₂e^(3x) + ½e^x y(0)=C₁ + C₂ + ½ = 1 ⇒ C₁ + C₂ = ½ y′(0)=2C₁ + 3C₂ + ½ =0 ⇒ 2C₁ + 3C₂ =−½

    Differentiate first, then substitute x = 0 in both.

  6. Solve the pair.

    From the first: C₁=½ − C₂ Substitute: 2(½ − C₂) + 3C₂=−½ 1 + C₂=−½ C₂=−1.5, C₁ = 2.0
  7. Write the answer, then check it against both conditions.

    y=2e^(2x) − 1.5e^(3x) + 0.5e^x y(0)=2 − 1.5 + 0.5 = 1 ✓ y′(0)=4 − 4.5 + 0.5 = 0 ✓

Answery = 2e^(2x) − 1.5e^(3x) + 0.5e^x

The trap: forgetting to check whether the forcing exponent is already a root of the auxiliary equation. Here it is not, but if the right-hand side had been e^(2x), the trial solution would need to be Axe^(2x) — and Ae^(2x) would have produced 0 = 1.

Worked example 3

Numerical methods: Simpson and Newton–Raphson

(a) Evaluate ∫₀¹ dx/(1 + x²) using Simpson's first rule with four intervals, and compare with the exact value. (b) Find the root of x³ − 2x − 5 = 0 near x = 2 by Newton–Raphson, to four decimal places.

Given

(a) f(x) = 1/(1 + x²) on [0, 1], n = 4 (b) f(x) = x³ − 2x − 5, x₀ = 2

Required

(a) Evaluate ∫₀¹ dx/(1 + x²) using Simpson's first rule with four intervals, and compare with the exact value
(b) Find the root of x³ − 2x − 5 = 0 near x = 2 by Newton–Raphson, to four decimal places

  1. Part (a).

    h=(1 − 0)/4 = 0.25
    Simpson's first rule, four intervals
    xf(x) = 1/(1+x²)SMProduct
    0.001.00000011.000000
    0.250.94117643.764706
    0.500.80000021.600000
    0.750.64000042.560000
    1.000.50000010.500000
    Σ9.424706

    Interval width and function values.

  2. Apply Simpson's first rule.

    I=(h/3) × Σ =(0.25/3) × 9.424706 =0.785392

    Multipliers 1, 4, 2, 4, 1 for four intervals.

  3. Compare with the exact value, which is arctan(1).

    Exact=[arctan x]₀¹ =π/4 =0.785398 Error=6 × 10⁻⁶, or 0.0008 %
  4. That accuracy from five function evaluations is why Simpson's rule is the default.

    It is exact for cubics, and the error falls as h⁴ — halving the interval cuts the error by sixteen.

  5. Part (b).

    x_{n+1}=x_n − f(x_n)/f′(x_n) f(x)=x³ − 2x − 5 f′(x)=3x² − 2

    Newton–Raphson iterates along the tangent to the curve.

  6. First iteration from x₀ = 2.

    f(2)=8 − 4 − 5 = −1 f′(2)=12 − 2 = 10 x₁=2 − (−1)/10 = 2.1
  7. Second iteration.

    f(2.1)=9.261 − 4.2 − 5 = 0.061 f′(2.1)=13.23 − 2 = 11.23 x₂=2.1 − 0.061/11.23 = 2.094568
  8. Third iteration — and note how the correction collapses.

    Newton–Raphson iterations
    nxₙf(xₙ)f′(xₙ)Correctionxₙ₊₁
    02.000000−1.00000010.0000.1000002.100000
    12.1000000.06100011.2300.0054322.094568
    22.0945680.00018611.1620.00001672.094551

    Newton–Raphson converges quadratically: the number of correct digits roughly doubles each step.

Answer(a) 0.785392 against an exact π/4 = 0.785398. (b) root = 2.0946

The trap: in part (a), using Simpson's rule with an odd number of intervals. And in part (b), starting from a point where f′ is near zero — the tangent is nearly horizontal and the next iterate is thrown far away, which is how Newton–Raphson diverges.

Reference sheet
60-second recall
  1. Σλ = trace, Πλ = det — check every eigenvalue answer.
  2. Integrating factor e^∫P dx for first-order linear.
  3. Multiply the PI by x if it already appears in the CF.
  4. P(at least one) = 1 − P(none).
  5. Radians, and no rounding until the final line.