Chen Calculus CH 12
Chen Calculus CH 12
Chen Calculus CH 12
W W L CHEN
c W W L Chen, 1994, 2006.
This chapter is available free to all individuals, on the understanding that it is not to be used for financial gain,
and may be downloaded and/or photocopied, with or without permission from the author.
However, this document may not be kept on any information storage and retrieval system without permission
from the author, unless such system is not accessible to any individuals other than its owners.
Chapter 12
APPLICATIONS OF INTEGRATION
is formulated in terms of the area bounded by a curve y = f (x) and the lines y = 0, x = A and x = B.
In this section, we shall use the same idea to help us evaluate areas on the plane. First of all, let us
consider the following simple example.
Example 12.1.1. We wish to find the area of the triangle with vertices (0, 2), (2, 0) and (2, 4). Consider
the picture below:
y
mZZZZZZZ
ZZZZZZ
Z
y =x+2
2
y =2−x
dddddddddddd
qdd
2 x
Consider a dissection
of the interval [0, 2], and suppose that every subinterval [xi−1 , xi ] is very short. Suppose that [xi−1 , xi ]
is the base of the very narrow vertical strip shown in the picture. The heights of the left hand side and
right hand side of this vertical strip are respectively
Since xi − xi−1 is very small, the two heights are roughly the same. It follows that the area of this
vertical strip is
where ξi ∈ [xi−1 , xi ]. If we now consider all such strips, then the total area is the Riemann sum
n
(xi − xi−1 )((ξi + 2) − (2 − ξi ))
i=1
PROPOSITION 12A. Suppose that the functions g(x) and h(x) are continuous in the closed interval
[A, B], where A, B ∈ R and A < B. Suppose further that g(x) ≤ h(x) for every x ∈ [A, B].
y
y = h(x)
y = g(x)
x
A B
Then the area bounded by the curves y = g(x) and y = h(x) and the lines x = A and x = B is given by
B
(h(x) − g(x)) dx.
A
Example 12.1.2. Suppose that we wish to find the area α of the triangle with vertices (0, 2), (2, 0) and
(4, 4) (the reader should try to draw a picture). We can consider the interval [0, 4] and write
1 2 − x if x ∈ [0, 2],
h(x) = x + 2 and g(x) =
2 2x − 4 if x ∈ [2, 4].
Note that the function g(x) is continuous in the closed interval [0, 4]. It follows from Proposition 12A
that
4 2 4
α= (h(x) − g(x)) dx = (h(x) − g(x)) dx + (h(x) − g(x)) dx
0 0 2
2 4
1 1
= x + 2 − (2 − x) dx + x + 2 − (2x − 4) dx
0 2 2 2
2 4
3 3
= x dx + 6 − x dx = 6.
2 0 2 2
Example 12.1.3. Suppose that we wish to find the area α bounded by the parabola y 2 = x + 5 and the
line y = x − 1 (the reader should try to draw a picture). Note that the parabola intersects the x-axis
at the point (−5, 0), and that the parabola intersects the line at the points (4, 3) and (−1, −2). We can
consider the interval [−5, 4] and write
√
√ − x + 5 if x ∈ [−5, −1],
h(x) = x + 5 and g(x) =
x−1 if x ∈ [−1, 4].
Note that the function g(x) is continuous in the closed interval [−5, 4]. It follows from Proposition 12A
that
4 −1 4
α= (h(x) − g(x)) dx = (h(x) − g(x)) dx + (h(x) − g(x)) dx
−5 −5 −1
−1 √ √
4
125
=2 x + 5 dx + ( x + 5 − x + 1) dx = .
−5 −1 6
Alternatively, we may interchange the roles of x and y, consider the interval [−2, 3] and write
Remark. Note that in Example 12.1.3, integrating over y proves to be much simpler than integrating
over x, as we do not have to break up the range of integration. This is a very important consideration.
In choosing which variable to integrate, we must bear in mind two considerations. We want to minimize
the number of integrations, and we also want to obtain simple definite integrals. Occasionally a little
compromise may be necessary.
In this section, we first describe a technique for determining the volume of a solid of known cross sectional
area.
PROPOSITION 12B. (CAVALIERI’S PRINCIPLE) Suppose that S is a solid in 3-space, between the
planes x = A and x = B, where A < B. Suppose further that for every u ∈ [A, B], the cross sectional
area of S on the plane x = u (which is perpendicular to the x-axis) is equal to a(u). Then the volume of
S is given by
B
(1) a(x) dx.
A
of the interval [A, B], and suppose that every subinterval [xi−1 , xi ] is very short. Then the thin slab that
represents the part of the solid S that lies between the planes x = xi−1 and x = xi has volume roughly
equal to
where ξi ∈ [xi−1 , xi ]. If we now consider all such slabs, then the total volume of S is the Riemann sum
n
(xi − xi−1 )a(ξi )
i=1
In particular, we are interested in rotating flat areas about a line on the same plane to produce solids
of revolution. In this case, the cross sectional area is a circular disc.
PROPOSITION 12C. Suppose that the function f (x) is continuous in the closed interval [A, B], where
A, B ∈ R and A < B. Suppose further f (x) ≥ 0 for every x ∈ [A, B]. Then the volume obtained when
the area bounded by the curve y = f (x) and the lines y = 0, x = A and x = B is rotated about the x-axis
is given by
B
π f 2 (x) dx.
A
Proof. Simply note that the area of a circular disc of radius f (x) is πf 2 (x).
Example 12.2.1. Consider the triangle with vertices (0, 0), (2, 0) and (2, 1), as shown in the following
diagram:
y
rr
1
rrr
rrrrr
rrrm
rrr
r
rrrr
rrr y = 12 x
rrrr
r
rrr
rrr
rrrrr
rrr
rrr
2 x
Here we imagine that the positive z-axis is coming towards us. If we rotate the triangle about the x-axis,
then we obtain a solid cone. Consider a dissection
of the interval [0, 2], and suppose that every subinterval [xi−1 , xi ] is very short. Suppose that [xi−1 , xi ]
is the base of the very narrow vertical strip shown in the picture. The heights of the left hand side and
right hand side of this vertical strip are respectively
1 1
xi−1 and xi .
2 2
Since xi − xi−1 is very small, the two heights are roughly the same. It follows that when this vertical
strip is rotated about the x-axis, we get a very thin circular slab of radius 12 ξi and volume
2
1
thickness × area = (xi − xi−1 )π ξi ,
2
where ξi ∈ [xi−1 , xi ]. If we now consider all such slabs, then the total volume is the Riemann sum
n 2
1
(xi − xi−1 )π ξi
i=1
2
Note that Proposition 12C is rather restrictive, in the sense that the x-axis has to feature prominantly
as part of the edge of the area in question. The following generalization is much more useful.
PROPOSITION 12D. Suppose that the functions g(x) and h(x) are continuous in the closed interval
[A, B], where A, B ∈ R and A < B. Suppose further that h(x) ≥ g(x) ≥ 0 for every x ∈ [A, B]. Then
the volume obtained when the area bounded by the curves y = g(x) and y = h(x) and the lines x = A
and x = B is rotated about the x-axis is given by
B
π (h2 (x) − g 2 (x)) dx.
A
Proof. Suppose that G denotes the area bounded by the curve y = g(x) and the lines y = 0, x = A
and x = B, and that H denotes the area bounded by the curve y = h(x) and the lines y = 0, x = A and
x = B. Then the area bounded by the curves y = g(x) and y = h(x) and the lines x = A and x = B is
obtained by removing G from H. The volume obtained when this is rotated about the x-axis is therefore
the volume obtained when H is rotated about the x-axis minus the volume obtained when G is rotated
about the x-axis. The result now follows from Proposition 12C.
A natural question to ask at this point is the more general problem of rotating about a line y = y0
rather than the x-axis y = 0. We state the following general result.
PROPOSITION 12E. Suppose that the functions g(x) and h(x) are continuous in the closed interval
[A, B], where A, B ∈ R and A < B. Suppose further that either h(x) ≥ g(x) ≥ y0 for every x ∈ [A, B] or
h(x) ≤ g(x) ≤ y0 for every x ∈ [A, B], where y0 ∈ R. Then the volume obtained when the area bounded
by the curves y = g(x) and y = h(x) and the lines x = A and x = B is rotated about the line y = y0 is
given by
B
π ((h(x) − y0 )2 − (g(x) − y0 )2 ) dx.
A
Remarks. (1) The condition that either h(x) ≥ g(x) ≥ y0 for every x ∈ [A, B] or h(x) ≤ g(x) ≤ y0
for every x ∈ [A, B] simply means that the curve y = g(x) is between the line y = y0 and the curve
y = h(x).
(2) If an area is rotated about the y-axis or a line of the form x = x0 , then we have to integrate with
respect to y.
Example 12.2.2. Let us try to find the volume of a sphere of radius r. To do this, we shall rotate a
half-disc of radius r. More precisely, consider the half-disc on the upper half-plane centred at the origin
and of radius r. In other words, we consider the area bounded by the circle x2 + y 2 = r2 , with y ≥ 0.
In the notation of Proposition 12C, we consider the function
f (x) = r2 − x2 , where x ∈ [−r, r].
Example 12.2.3. Consider the triangle with vertices (0, 1), (2, −1) and (3, 2). We wish to find the
volume µ when this triangle is rotated about the line x = −1. We have the following picture:
;;
;; y
;;
;;
;;
;; kkk
;;
2
kkkkk
;; kkkkkkkk
kkkm
k
;;
;; k k
k kkkkkk
; ; 77kkkk
k x = 3y − 3
1 77
x = −1 ;;; 77
77
;; 77
77
;; 77 mZZZZZZZZZZZZ
;; 77 ZZ
77 x = 13 y + 73
;; 77
77 2 3 x
;; 77
;; 77m
77
;; 77
; 77
−1
x=1−y
Note here that the function G(y) is continuous in the closed interval [−1, 2], and that −1 ≤ G(y) ≤ H(y)
in [−1, 2]. It follows from Proposition 12E that
2
µ=π ((H(y) + 1)2 − (G(y) + 1)2 ) dy
−1
1 2
=π ((H(y) + 1)2 − (G(y) + 1)2 ) dy + π ((H(y) + 1)2 − (G(y) + 1)2 ) dy
−1 1
1 2 2 2
1 10 1 10 64π
=π y+ − (2 − y)2
dy + π y+ − (3y − 2)2
dy = .
−1 3 3 1 3 3 3
If a constant force F is applied to move an object a distance d in the direction of the force, then the
work done is given by the product F d. In general, if the force is a function F (x) in the direction of x,
where x denotes the position, then the work done in moving the object from x = A to x = B is given
by the definite integral
B
(2) F (x) dx.
A
of the interval [A, B], and suppose that every subinterval [xi−1 , xi ] is very short. Then the work done in
moving the object between x = xi−1 and x = xi is roughly F (ξi )(xi − xi−1 ), where ξi ∈ [xi−1 , xi ]. If we
consider all such subintervals, then the total work done is given by the Riemann sum
n
(xi − xi−1 )F (ξi )
i=1
Example 12.3.1. An object of mass 200 kilograms is at the end of a chain of length 10 metres, weighing
3 kilogram per metre. The chain with the object is hanging from the top of a building. We wish to find
the work done in moving the object and the chain to the top of the building. To do this, let x denote
the vertical displacement upwards of the object from its initial position. At this position, the length of
the part of the chain which has not reached the top of the building is given by 10 − x, and so the mass of
the object and this part of the chain is given by 200 + 3(10 − x). Since the force required is to overcome
gravity, we have F (x) = (200 + 3(10 − x))g. It follows that the total work done is given by
10 10
(200 + 3(10 − x))g dx = (230g − 3gx) dx = 2150g.
0 0
Example 12.3.2. A rectangular tank of height 20 metres and square base of side length 10 metres is
half full of water. We wish to find the work done in emptying the tank by pumping the water out over
the top, assuming that the density of water is 1000 kilograms per cubic metre. Let x denote the distance
from the top. Then the water lies between x = 10 and x = 20. Consider a dissection
of the interval [10, 20]. Then the part of the water that lies between x = xi−1 and x = xi has volume
100(xi − xi−1 ) and weight 100000(xi − xi−1 ), and this has to be raised a vertical distance of roughly ξi ,
where ξi ∈ [xi−1 , xi ]. The work done to empty this part of the water is then given by 100000(xi −xi−1 )gξi .
Summing the contributions from all the subintervals, we obtain the Riemann sum
n
100000(xi − xi−1 )gξi
i=1
Consider the future value F of a payment P made now, or the present value P of a future payment F ,
where the two quantities P and F are related by an annual interest rate of r, compounded annually over
a period of t years. More precisely, we have
F
F = P (1 + r)t or P = .
(1 + r)t
Here we are interested in the corresponding continuous model, known as continuous compounding, where
F
(3) F = P ert or P = .
ert
In particular, we are interested in a model where the rate of income R(t) at time t, in amounts per year,
varies with time t. This is known as an income stream.
Suppose that we wish to estimate the present value of an income stream R(t) in a period from now
for a period of M years. Consider a dissection
of the interval [0, M ], and suppose that every subinterval [ti−1 , ti ] is very short. The income over the
period t ∈ [ti−1 , ti ] is roughly equal to P (ξi )(ti − ti−1 ), where ξi ∈ [ti−1 , ti ]. Using (3), we see that the
present value of this income is then roughly P (ξi )(ti − ti−1 )e−rξi . Summing the contributions from all
the subintervals, we conclude that the present value of the entire income stream is given by the Riemann
sum
n
(ti − ti−1 )P (ξi )e−rξi
i=1
Next, we wish to compute the value at the end of a period of M years from now of an income
stream R(t) over this period. Using the same dissection above, we see that the income over the period
t ∈ [ti−1 , ti ], in view of (3), has value roughly P (ξi )(ti − ti−1 )er(M ξi ) . Summing the contributions from
all the subintervals, we conclude that the value of the entire income stream at the end of the period is
given by the Riemann sum
n
(ti − ti−1 )P (ξi )er(M ξi )
i=1
Example 12.4.1. A prize winner has the choice of an income of 10000 dollars per year for 20 years, or
a lump sum payment of 90000 dollars now, or a lump sum payment of 600000 dollars in 20 years time.
The prize winner has to decide which option to exercise, on the assumption that the annual interest rate
is 10 per cent compounded continuously. Here we have R(t) = 10000 and r = 0.1. The income stream
satisfies
20
VP = 10000e−0.1t dt = 100000(1 − e−2 ) ≈ 86467
0
and
20
VF = 10000e0.1(20−t) dt ≈ 638906.
0
Clearly the prize winner should take the lump sum now.
Many of the integrals that arise in this section are not Riemann integrals, as the range of integration is
not necessarily finite. In the sense of Riemann, these are called improper integrals. We shall discuss these
in Chapter 13. Here we shall only mention some very basic ideas, and we omit any detailed discussion.
the probability that the value of X does not exceed x. The random variable X is continuous if
x
F (x) = f (t) dt
−∞
for some integrable function f : R → [0, ∞). In this case, the function f is known as the probability
density function of X. Note that the numerical value f (x) is not a probability.
Suppose that we wish to find the probability that X ∈ (A, B]. We have
In probability and statistics, we are often interested in the median and the mean of a distribution.
The median is a value T such that
T
1 1
Prob(X ≤ T ) = , or f (t) dt = .
2 −∞ 2
The mean is the “average” value of the random variable, and is given by the integral
∞
tf (t) dt.
−∞
Then
dx x−1
y dy = , so that y 2 = log + C.
x2 −1 x+1
x−1
y 2 = log + 1.
x+1
Example 12.6.3. As an object starts falling under the force of gravity, its downward speed increases. As
the speed increases, the air resistence also increases, and this partly balances the pull of gravity. Suppose
that the air resistence is proportional to the downward speed, and let us choose the downward direction
as the positive direction. Then the downward force is given by mg − kv, where m is the mass of the
object, g is the acceleration due to gravity, v is the downward speed and k is a positive proportionality
constant. Newton’s law of motion now gives
dv dv k mg
m = mg − kv, or =− v− .
dt dt m k
Separating and integrating, we obtain
dv k mg k
=− dt, so that log v − = − t + A.
v − mg/k m k m
It follows that
mg
v− = Ce−kt/m .
k
At time t = 0, the object is stationary. In other words, we have v = 0 when t = 0. Hence C = −mg/k,
and so
mg
v= (1 − e−kt/m ).
k
Note that as t → +∞, we have v → mg/k. This is known as the terminal speed. If we draw a graph of
v against t, then the graph is increasing, concave down and has a horizontal asymptote v = mg/k.
If the rate of increase of a certain commodity is directly proportional to the quantity of the commodity,
then the commodity is said to have exponential growth. More precisely, we have
dx
(4) = kx,
dt
where k is a positive proportionality constant. This is usually studied with an initial condition that
x = x0 when t = 0. Solving the differential equation (4), we obtain the solution
x = x0 ekt for t ≥ 0.
This can be adapted to a situation where the commodity may have a rate of growth as well as a rate
of decay. For example, if x denotes human population, then we need to look at births as well as deaths.
More precisely, we have
dx
= αx − βx.
dt
If α > β, then we can study this equation by studying the equation (4) with k = α − β, and obtain the
solution
x = x0 e(α−β)t for t ≥ 0.
Many populations growing in favourable environment satisfies an equation of the form (4) initially
until the huge population size imposes a restriction on further growth and creates a maximum sustainable
size. This is usually known as the carrying capacity, and denoted by K. The reality is better described
by the logistic model. To understand this, think of the quantity
1 dx
x dt
as the rate of growth at time t. This growth rate starts at the value k at time t = 0, but then declines
linearly until it reaches zero when x = K. More precisely, we have the differential equation
1 dx x
(5) =k 1− .
x dt K
Note that this equation is restricted to 0 ≤ x ≤ K. It is a simple exercise to show that if x = x0 < K
when t = 0, then the solution of the equation (5) is given by
Kx0
x= for t ≥ 0,
x0 + (K − x0 )e−kt
lim x = K.
t→+∞
If the rate of decrease of a certain commodity is directly proportional to the quantity of the commodity,
then the commodity is said to have exponential decay. More precisely, we have
dx
(6) = −kx,
dt
where k is a positive proportionality constant. This is usually studied with an initial condition that
x = x0 when t = 0. Solving the differential equation (6), we obtain the solution
x = x0 e−kt for t ≥ 0.
3. Find the area bounded by the curve x = 4y − 4y 2 and the lines x − y = 3, y = 0 and y = 1.
4. Let R be the region in the first quadrant bounded by the curve y = sin−1 x, the x-axis and the line
x = 1/2. Give a sketch of the region R and determine its area.
7. For each of the lines below, find the volume obtained when the area bounded by the parabolas
y = 1 − x2 and y = 3 − 3x2 is rotated about the line:
a) y = 0 b) y = −2 c) y = 4
9. Let S be the region bounded by the curve y = cos 2x for 0 ≤ x ≤ π/4, the x-axis and the y-axis.
Determine the volume generated when the region S is rotated about the line x = −1.
10. A group of workers at the top of a building of height 100 metres need to lift a weight of 500 kilograms
from the ground to a height of 30 metres using a chain weighing 2 kilograms per metre. Find the
work done.
11. A rectangular tank, of length 20 metres, width 10 metres and height 15 metres, is two thirds full of
water. Find the work done in emptying the tank by pumping the water out over the top, assuming
that the density of water is 1000 kilograms per cubic metre.
12. A physicist wishes to build a sandcastle in the shape of a cone, of height 50 metres and base radius
10 metres. Find the work done, assuming that the density of sand is 300 kilograms per cubic metre,
and assuming that there is no collapse of sand in the process.
13. A cylindrical barrel of radius 2 metres and height 4 metres is three quarters full of muddy water.
The density of the muddy water at a depth of x metres from the surface is given by δ(x) = 1000+3x,
in kilograms per cubic metre. Find the work done in emptying the water by pumping it out over
the top of the barrel.
14. Assume that annual interest rate is at 10 per cent compounded continuously.
a) At what constant rate must money be deposited so that the value of the deposit is worth 100000
dollars at the end of 10 years?
b) Suppose that money is deposited at the rate of R(t) = 7000(1 + 0.2t). What is the value of the
deposit at the end of 10 years?
15. A football player is offered a new 5 year contract. He has a choice of a salary rate of 2 million dollars
per year, or a lump sum of 2 million dollars at the start of the contract together with a salary rate
of 1 million dollars per year. His manager advises him that any money can be invested with an
annual return of 50 per cent compounded continuously. What choice should the player make?
16. Water leaks from a container at a rate proportional to the square root of the depth of the water at
the time. Suppose that the water level starts at 100 centimetres and drops to 95 centimetres in an
hour. Determine how long it will take for all the water to leak out.
17. A spherical block of ice starts with radius 1 metre. Suppose that the ice melts at a rate proportional
to the surface area. After one hour, the radius is reduced to 50 centimetres. How long does it take
the radius to reach 20 centimetres?
18. Find a real valued function f (x), defined for all x ≥ 0, such that for every x0 ≥ 0, the tangent to
the curve y = f (x) at the point (x0 , f (x0 )) intersects the x-axis at the point x = −x0 .
19. The rate at which material is forgotten is proportional to the difference between the amount of
material currently remembered and some small positive constant c. Here if x(t) is the proportion
of material remembered at time t, then x(t) ≥ c for every t ≥ 0. Write down a differential equation
relating x and t, solve the differential equation, and comment on the solution.
[Remark: This is of course in the hope that you have not forgotten how to solve simple differential
equations.]
20. An object of mass m is fired vertically upwards with initial velocity v0 , with the intention that it
will escape the pull of gravity and escape from the earth. Suppose that the gravitational force F
on the object at an altitude of h above the surface of the earth is given by
mgR2
F = ,
(R + h)2
where R is the radius of the earth.
a) Let v denote the upward velocity of the object at time t. Use Newton’s law of motion to show
that
dv gR2
=− .
dt (R + h)2
dv dv dh
b) Use the Chain rule = to rewrite the differential equation as one with h as independent
dt dh dt
variable.
c) Solve the new differential equation in part (b).
d) Find the smallest value of v0 such that v is never equal to zero at any time t.
21. Suppose that a population grows in accordance with the equation (4).
a) Suppose further that the population doubles over the first 5 hours. Show that the population
doubles over any arbitrary continuous period of 5 hours.
b) What conclusion can you make if the population doubles over the first T hours? Judtify your
assertion.
23. Consider the logistic equation. Suppose that x0 , x1 and x2 are the values of x at time t = 0, t = T
and t = 2T respectively.
a) Show that
x1 −kT K − x1 x2 −2kT K − x2
e = and e = .
x0 K − x0 x0 K − x0
b) Find an expression for K in terms of x0 , x1 and x2 .
24. Suppose that a population decays in accordance with the equation (6). The time T taken for the
population to decay from its initial quantity x0 to 12 x0 is known as the half-life of the population.
a) Find the value of T in terms of the proportionality constant k.
b) Show that the population halves over any period of length T .
dx
= −kx + c,
dt
where x denotes the concentration in the blood at time t, k is a positive proportionality constant,
and c is another positive constant that represents the rate of drug administration.
a) Find the constant solution of the differential equation.
[Remark: This is known as the equilibrium solution.]
b) Suppose that x = x0 at time t = 0. Find the concentration x at time t. What happens when
t → +∞? Compare this to the solution in part (a).
c) Sketch the graph of a typical solution.