MATH1043 Calculus: Study Guide For MATH1043 First Year Semester 2 Course: Engineering Mathematics
MATH1043 Calculus: Study Guide For MATH1043 First Year Semester 2 Course: Engineering Mathematics
MATH1043 Calculus: Study Guide For MATH1043 First Year Semester 2 Course: Engineering Mathematics
Calculus
School of Mathematics
University of the Witwatersrand
2022
Contents
1.2 Differentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1
3.4 Taylor Series TC 10.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4 PARTIAL DIFFERENTIATION 49
1
Chapter 1
TECHNIQUES OF INTEGRATION
(TC Chapters 5.5, 5.6 and 8)
Various techniques will be taught in this chapter, the difficulty will be deciding which technique
to use. These techniques allow us to turn an integrand into a form for which we know the integral
or for which we have a known technique to find the integral.
“Turning a product into a sum”. If the integrand is the product of a function and its derivative,
we saw in MATH1042 Chapter 4 that we can reverse the chain rule. But if the integrand is not
a prodct of this form we need to use different techniques.
Recall:
•
sin(A − B) = sin A cos B − cos A sin B
+
sin(A + B) = sin A cos B + cos A sin B
sin(A − B) + sin(A + B) = 2 sin A cos B
1
⇒ sin A cos B = sin(A − B) + sin(A + B)
2
• Similarly
1
cos A cos B = cos(A − B) + cos(A + B)
2
and
•
1
sin A sin B = cos(A − B) − cos(A + B)
2
2
R
Example 1.1.1. sin 3x cos 2x dx =
Example 1.1.2. Homework: Do the following two examples in a similar way
R
1. cos 5x cos 3x dx
R
2. sin 4x sin 3x dx
Using the double angle formula we can deal with the integrals of sin2 x and cos2 x:
R
Example 1.1.3. cos2 2x dx
R
Example 1.1.4. cos4 x dx
1.2 Differentials
dy
We have used to denote the derivative of y with respect to x. It is not a ratio. We now
dx
introduce two new variables dx and dy with the property that when their ratio exists, it is
equal to the derivative.
Definition 1.2.1. Let y = f (x) be a differentiable function. The differential dx is an indepen-
dent variable. The differential dy is
dy = f ′ (x)dx.
The variable dy is always a dependent variable and depends on x and dx. If y = f (x), then
dy
= f ′ (x) ⇒ dy = f ′ (x)dx, when dy is called the differential of y.
dx
Recall: ∆y = change in y, not to be confused.
dy dy du
In the chain rule, we are cancelling the differentials = .
dx du dx
√
Example 1.2.2. If y = 1 + x , find the differential of y.
Example 1.2.3. If x = 2 tan θ, find the differential of x.
3
1.2.1 Tutorial questions — Differentials
D2. Find the differentials of the following functions.
√
(a) 1 + x2 (c) arcsin(2v − 1) (e) (sin(x3 ))1/3
2
(b) sin2 θ (d) ex (f) ln | tan ϕ|.
du
How to choose u? Choose u, such that appears somewhere else in the integrand (we
dx
may have to introduce a “correction factor”).
R√
Example 1.3.5. 1 + ex ex dx
R x
Example 1.3.6. √ dx slightly different!
1−x
Example 1.3.7. Homework (give substitutions): Solve the following three integrals by using
a u substitution. Verify your answer by differentiating.
R
1. x sin x2 dx
u = x2 , du dx
= 2x, xdx = 1
2
du .
R
2. y 2 cos y 3 dy
du 1
u = y3, = 3y 2 , y 2 dy = du .
dy 3
3. sinn θ cos θ dθ
R
du
u = sin θ, = cos θ, du = cos θdθ
dθ
Sometimes we may need to manipulate the integrand so that our choice of u becomes more
obvious.
R
Example 1.3.8. sec5 x tan x dx
Example 1.3.9. sin5 x dx
R
R cos x
Example 1.3.10. dx
2 − cos2 x
4
Recall:
R R sin x
Example 1.3.11. tan x dx = dx
cos x
To find the integrals of sec x and cosec x we “multiply by a form of 1” in order to get a
du
fraction which we can write as :
u
R
Example 1.3.12. sec x dx
R
Example 1.3.13. cosec x dx
TUTORIAL
R
Example 1.3.14. cot x dx
Example 1.3.15. Z
1
dx
x2 + 2x + 3
Example 1.3.16. Z
x
dx
x2 + 4x + 5
TUTORIAL
Example 1.3.19. Show that for a definite integral, the variable is a “dummy variable”.
Z b Z b
i.e. f (x)dx = f (u)du.
a a
5
1.3.2 Tutorial questions — Integration by substitution
D3. Integrate with respect to x by direct substitution:
√ √ x
sin x (d) ex 1 + ex (h)
(a) √ 1 + x4
x (e) cot(x)
tan x (i) sec3 x tan x.
(b) e sec2 x
(f) sec2 x tan x
x+3
(c) (g) x tan(x2 )
x2 + 6x + 10
E6. (a) Show that secn x tanm x can be integrated by a sec substitution if m is odd (put
m = 2k + 1) and by a tan substitution if n is even (put n = 2k + 2). Do not perform
the integration.
(b) Show that sinn x cosm x can be integrated by a cos substitution if n is odd and by
a sin substitution if m is odd. What technique would you use first if n and m are
both even?
R π/2 R π/2
T7. Prove that 0 f (sin θ)dθ = 0 f (cos θ)dθ for a general function f , by substituting
ϕ = π2 − θ .
R π/2 R π/2
E8. Prove that 0 f (sin 2θ)dθ = 0 f (sin θ)dθ for a general function f , by first substituting
ϕ = 2θ , next splitting the integral into one from 0 to π2 and one from π2 to π, and finally
substituting θ = ϕ in the first integral and θ = π − ϕ in the second one.
E9. The indefinite integral of ln sin θ cannot be found by any method, but the definite integral
R π/2 R π/2
from 0 to π2 can be evaluated as follows. Let I = 0 ln sin θdθ and J = 0 ln sin(2θ)dθ.
Use the double angle formula and Question 7 to show that J = π2 ln 2 + 2I, and use
Question 8 to show that J = I. Hence I = − π2 ln 2.
6
1.4 Indirect substitution TC 8.4
Recall:
metric identities and the reference right angle triangles allow us to transform the integrals into
integrals we can evaluate directly.
With x = a tan θ,
With x = a sin θ,
With x = a sec θ,
R dx
Example 1.4.1. = (NOT arcsin x !!)
(1 − x2 )3/2
It would be useful to have a single term in the square root, so, if we let x = sin θ, then
√
1 − x2 = 1 − sin2 θ = cos2 θ. (Note: We cannot use 1 − sec2 θ = − tan2 θ since of −).
R dx
Example 1.4.2. (Not arctan x!!)
(x2 + 1)3/2
R dx
Example 1.4.3. .
x2 −4
To turn quadratics into trig functions we complete the square and compare with the trig
identities to determine which would be most useful.
7
Z
R dx dx
Example 1.4.4. = (use x + 1 = 2 tan θ then dx = 2 sec2 θ dθ).
x2 + 2x + 5
(x + 1)2 + 4
R −3/2 R −3/2
Example 1.4.5. (4x2 + 4x − 3) dx = (2x + 1)2 − 4 dx
Example 1.4.6.
√
2
cos θ dθ
Z Z Z
dx dx 3
= =
9x2 )1/2
1/2 1/2
(1 + 6x − [2 − 2 sin2 θ]
2 − (3x − 1)2
R (x − 1)dx
Example 1.4.7. needs a DIRECT SUBSITUTION
[1 + 2x − x2 ]1/2
8
(a) (1 + x2 )−1/2 (d) (x2 + 2x + 2)−3/2 (g) (−x2 + 3x + 4)1/2 .
(b) (1 − x2 )1/2 (e) (x2 + x + 21 )−1/2
(c) (x2 − 1)−1/2 (f) (x2 + x − 2)−1/2
1 √
D11. Integrate √x−x 2 firstly by substituting u = x and secondly by completing the square. Let
θ denote the first integral and ϕ denote the second integral. Use trigonometric identities
(double angle formulae) to show that θ and ϕ differ by a constant.
D12. Integrate by combining direct and indirect substitution (which can be done in one step,
if you like).
√ √
(a) 1 + e2x (hint: first put u = ex ) (c) e2x − 1
√ √
(b) 1 − e2x (d) (x + 2 x + 2)−3/2 .
D13. Evaluate the following definite integrals using appropriate simple techniques or substitu-
tion methods:
R π/4 Z 1 R2√
(a) 0 tan3 θ dθ 1 (g) 0 1 + e2x dx
(d) 2
dx
0 4x + 4x + 17
Z π/2 Z 1
1 √ x
(b) dθ R 1 2 (h) dx
π/4 1 + cos θ
(e) 1/2 1 − x dx 0 1+x
2
R 2π Z 2√ 2 Z 1
x
(c) 0 sin θ cos 2θ dθ x −1 (i) dx.
(f) dx 4
1 x 0 1+x
Example 1.5.1. Z
dx
.
x2 +x−2
Example 1.5.2. Z 2
4x + 1
dx
1 (x2 − 2x + 2)2
R x5 + 2x3 + x − 1
Example 1.5.3. dx
(x2 + 1)2
IMPROPER deg TOP ≥ deg BOTTOM, DIVIDE.
9
64
(g) .
x4 − 6x2− 8x − 3
dv
We want to choose u and to make the integration easier.
dx
du
u = sin 2x, = 2 cos 2x
We could have chosen dv dx 2 .
x
= x, v=
dx 2
This would have given us
x2 x2
Z
sin 2x − 2 cos 2x dx a WORSE INTEGRAL!
2 2
Example 1.6.2. Z
xe−x dx
10
Example 1.6.3.
Z
(x2 + 2x) sin x dx Int. by parts needs sometimes to be done more than once!
R
Example 1.6.4. ln x dx
we do NOT have a product, we introduce 1.
R R R x
Example 1.6.5. arctan x dx = 1. arctan x dx = x arctan x − dx
1 + x2
R
Example 1.6.6. EXTRA: arcsin x dx
R
Example 1.6.7. x arcsin x dx
dx
Trick: Let θ = arcsin x, so x = sin θ, = cos θ
dθ
R
Example 1.6.8. (ln x)2 dx
Rπ
Example 1.6.10. 0
(π − x) sin x dx
Example 1.6.11.
2 2 2
x2
Z Z
x
x ln x dx = ln x − dx
1 2 1 1 2
R R
Example 1.6.13. sec3 θ dθ = sec2 θ sec θ dθ
sinn θ dθ = In
R
Example 1.6.14. for n ≥ 2
π/2 π/2
− cos θ sinn−1 θ
n−1
Z
R π/2
When we have limits 0
n
sin θ dθ = + sinn−2 θ dθ
n 0 n 0
11
1.6.3 Repeated use of integration by parts
2x
e2x
Z
3e
3x2
R 3 2x
Example 1.6.15. x e dx = x − dx
2 2
Z Z ZZ ZZZ
dv
u dx = uv − u′ v+u ′′ ′′′
v−u v + ···
dx
R
Example 1.6.16. (x5 + 7x2 ) sin 2x dx
R1
D18. RUse the formula for integrating by parts several times in one line to find 0 x4 e−x dx and
17
x5 sin x dx. Use the fact that the first integral is positive (why?) to show that e > 2 24 .
R π/2
T19. (a) If In = 0 sinn x dx, evaluate I0 and I1 directly. If n ≥ 2, use integration by parts
(integrating sin x and differentiating sinn−1 x) to show that In = n−1 I . Apply
n n−2
this result repeatedly to prove that In = ( n )( n−2 )( n−4 ) · · · , ending with · · · ( 23 )1 if
n−1 n−3 n−5
12
1.7 Mixed examples
R sin θ
Example 1.7.1. dθ.
3 + 4 cos θ
R cos θ
Example 1.7.2. dθ
2 − cos2 θ
R cos θ
Example 1.7.3. dθ
3 cos θ + 4 sin θ
R
1. (2x + 1)3 dx.
R dx
2. .
3 + x2
R
3. e2x (2x + 1)3 dx.
R x
4. dx.
(3 + x2 )3
R 1
Example 1.7.5. dx
x3 −1
13
3x2 − 3 1 + tan2 θ (S) cos θ ln sin θ
(G) (M)
x3 − 3x + 2 1 + tan θ 12 − 8x
x5 − 11x − 6 tan θ (T) √
(H) (N) 7 + 12x − 4x2
x3 − 3x + 2 1 + 2 cos θ 1
3x2 − 3x − 1 (O) sin θ sec2 θ (U) √
(I) 1+ x
x3 − 2x2 + x − 2 1 (V) x sec2 x
(P)
(J) (4x2 + 4x + 17)−1 3 + 3 sin θ + 2 cos θ √
1+ x
(K) (7 + 12x − 4x2 )−1/2 3 cos θ − 2 sin θ (W) √
(Q) 1+x
2 3 + 3 sin θ + 2 cos θ √
(L) 1 (X) 1 + ex
1 + tan θ (R) √
3 + 2 sin θ + 2 cos θ (Y) 1 − ex
5. Omitted.
6. Omitted.
7. Omitted.
8. Omitted.
9. Omitted.
√ √ √
10. (a) ln |x + 1 + x2 | + c (b) 12 arcsin x + 21 x 1 − x2 + c (c) ln |x + x2 − 1| + c
p p
(d) √ x+1 2 +c (e) ln | (2x + 1)2 + 1+(2x+1)|+c (f) ln |2x+1+ (2x + 1)2 − 9|+c
(x+1) +1
√
(g) 25
8
arcsin( 2x−3
5
) + 14 (2x − 3) 4 + 3x − x2 + c.
√
11. 2 arcsin( x) + c1 = arcsin(2x − 1) + c2 .
√ √ √ √
12. (a) ln | 1 + e2x − 1| + 1 + e2x − x + c √ (b) ln |1 − 1 − e2x | + 1 − e2x − x + c
√
(c) e2x − 1 − arccos(e−x ) + c (d) √−2( x+2)
√ + c.
x+2 x+2
√ √
13. (a) 21 (1−ln 2) (b) 2− 2 = 1−tan π8 (c) 0 (c) 18 (arctan 34 −arctan 14 ) (d) π6 − 83
√ √ √ √ √
(e) 3 − π3 (f) 1 + e4 + ln | 1 + e4 − 1| − 2 − 2 − ln | 2 − 1| (g) 21 ln 2 (h) π8 .
14
x−2
14. (a) ln |(x+1)(x−4)4 |+c (b) 5 ln x+2
−20 arctan x+c (c) 6 arctan( 12 x)−3 arctan x+c
25 (x−2)(x+1)2
(d) 12
ln (x+2)(x−1)2
+c (e) 19 ln x+2
x−1
1
− 3(x−1) +c (f) 21 ln(x2 +1)+ 12 arctan x+ 2(x
5x−2
2 +1) +c
(g) ln x−3
x+1
+ 4(x+3)
(x+1)2
+ c.
18. 24 − 65e
, which is positive since x4 e−x > 0. Therefore e > 24
65
.
5 4 3 2
−x cos x + 5x sin x + 20x cos x − 60x sin x − 120x cos x + 120 sin x + c.
R π/2 8
19. (a) 0 cosn x has same value. (b) 15 , 5π
32
, 16
35
, 35π
256
.
1
√ √
20. In = n−1 {tan x secn−2 x + (n − 2)In−2 }, 18 {7 2 + 3 ln( 2 + 1)}.
15
(R) 2 arctan(2 + tan 12 θ) + c (V) x tan x − ln | sec x| + c
√ √ √ √
(S) sin θ(ln(sin θ) − 1) + c (W) 2 1 + x+ x + x2 −ln( 1 + x+ x)+
√ c
(T) 2 7 + 12x − 4x2 + c √ √
√ √ (X) 2 1 + ex + 2 ln( 1 + ex − 1) − x + c
(U) 2 x − 2 ln(1 + x) + c √ √
(Y) 2 1 − ex + 2 ln(1 − 1 − ex ) − x + c
16
Chapter 2
So far we have used explicit equations of the form y = f (x) to describe curves in a plane.
Example 2.1.1.
x2 + x − 1
y= , y = 2 sin x + cos x, . . . .
x+3
For each x there is only one y.
Explicit form cannot cope with curves that have loops or doubled back on itself.
Another way is to express x and y in terms of a 3rd independent variable, called a parameter,
t say, or θ.
x = x(t)
called parametric equations.
y = y(t)
17
Example 2.1.4. Polar eq. x = r cos θ, y = r sin θ where the parameter is θ.
y(θ)
If = tan θ, then the parametric equations are polar equations (which have been done
x(θ)
in algebra).
dy
The slope of a curve given in parametric form, using the chain rule is given by dx
dy dy dx dy dy dt ẏ
∴ if ẏ = = · ⇒ = · = .
dt dx dt dx dt dx ẋ
d dy ẏ
·= ∴ =
dt dx ẋ
dy
Horizontal tangents occur when dx
= 0 as before, ∴ when ẏ = 0, ẋ ̸= 0
dy
Vertical tangents occur when ẋ = 0 and ẏ ̸= 0, dx
is undefined.
Since x(t) gives the horizontal position of the particle, ẋ gives the horizontal change: neg-
ative for left and positive for right. Similarly y(t) gives the vertical position of the particle, so
ẏ gives the vertical change: negative for down and positive for up.
18
2.2.1 Method for sketching curves in parametric form
x = x(t), y = y(t)
• Find x − y intercepts, by putting solving y(t) = 0 and substituting the values for t into
x(t) and repeat for x(t) = 0.
• Make a table showing the signs of ẋ and ẏ and the direction of travel.
E.g. the 4 possible directions are:
ẋ + + − − A parametric curve is
ẏ + − + − always orientated
Direction ↗ ↘ ↖ ↙ i.e. it has direction
x
y
1 2 3 4
x = t + sin(2t) x = t + sin t x = cos θ x = cos t − cos(2t)
y = sin t y = 1 + cos t y = sin(2θ) y = −2 sin t + sin(2t)
0 ≤ t ≤ 4π 0 ≤ θ ≤ 2π 0 ≤ θ ≤ 2π
x = t + sin t
Example 2.2.2.
y = 1 + cos t
x = cos θ
Example 2.2.3.
y = sin(2θ)
19
2.3 Another application
Theorem 2.3.1. Suppose we have a POLAR CURVE, r = r(θ), with vector form r = (r cos θ, r sin θ).
Let α = angle between position vector and tangent vector at a point P on the curve: then
r
tan α = , ṙ ̸= 0.
ṙ
π
Note: If ṙ = 0, then tan α is undefined, hence α = 2
∴ tangent ⊥ radius ∴ circle, i.e.
r = constant
20
(a) r = (cos t, sin2 t) (−π < t ≤ π). Points (1, 0) and (− 12 , 34 ).
(b) r = (t2 − 1, (t − 1)2 ). Points (0, 0), (0, 4), and (3, 1).
(c) r = (t3 − t, cos πt). Points (0, 1) and (0, −1).
(a) x = 6 cos θ + cos 3θ, y = 6 sin θ + sin 3θ (−π ≤ θ ≤ π). Hint: in finding intercepts
and tangents it may be helpful to remember that sin 3θ = 3 sin θ − 4 sin3 θ and
cos 3θ = −3 cos θ + 4 cos3 θ. Note that θ is not the polar co-ordinate of the point
(x, y). Why not? (The curve is the dumbbell shape of a Wankel engine.)
(b) x = cos θ(1 + 2 sin2 θ), y = 2 sin3 θ (− π2 ≤ θ ≤ π2 ). Again prove that θ is not the
polar co-ordinate of (x, y). (This is the caustic curve formed when light is reflected
in a semicircular mirror. Look inside a cylindrical coffee mug. There is a cusp that
becomes the focus if only a small part of the mirror is used.)
2 /8
(c) x = 53 t5 − 5t3 + 12t, y = 10/(t2 + 1). (g) x = t3 − 3t, y = 4te−t .
−t2 /2
(d) x = t3 − 3t, y = 10/(t2 + 1). (h) x = t3 − 3t, y = 8te .
−2t2
(e) x = t3 − 3t, y = 10/(t2 − 2t + 2). (i) x = t3 − 3t, y = 16te .
(f) x = t3 − 3t, y = 10/(t2 − 4t + 5).
The last six curves go together in threes, and illustrate how by changing a constant one
can change a simple curve (i.e. a curve that does not cross itself) into one with a cusp,
and then into one with a loop. Think of a plane doing aerobatics: with too little power
it rises, then descends smoothly; with more power, it may stall; with still more power, it
can loop the loop.
D3. Give the vector parametric form of the polar equation r = 1 + cos θ, which represents a
cardioid. Find the vertical and horizontal tangents, and verify that there is a cusp where
θ = π. Hence sketch the curve roughly.
D4. Prove that in a logarithmic spiral (polar equation r = aebθ ) the angle between position
vector and tangent vector is constant. What happens to this angle in an Archimedean
spiral (polar equation r = a + bθ) as θ → ∞?
D5. Simplify ẏ/ẋ and then apply the method of indeterminate forms, if necessary, to find the
slopes at the cusps on the curves in Question 2(b), (e), and (h).
21
2.4 Areas in parametric form
Rb
We know a
|y|dx is the area between a curve and the x-axis from x = a to x = b.
Example 2.4.1. Find the area under one arch of the cycloid x = t − sin t, y = 1 − cos t
Example 2.4.2. Find the area of the loop of the curve x = t3 − 3t, y = 4 − t2
ALTERNATIVELY We can use the are between the curve and the x-axis, but this is much
much harder.
22
2.4.1 Tutorial questions — Areas in parametric form
D6. Find the area in the first quadrant lying inside the curve x = 6 cos θ + cos 3θ, y =
6 sin θ + sin 3θ (Question 2(a)). (Hint: find the area between the curve and the x axis.
Use your sketch to obtain the θ limits, and make sure you have them in the correct order.)
D7. Find the area in the first quadrant lying inside the caustic curve x = cos θ(1 + 2 sin2 θ),
y = 2 sin3 θ (Question 2(b)). (Hint: find the area between the curve and the y axis.)
T8. Show by means of a picture that if the curve r = r(t) crosses itself when t = α and t = β,
and travels
Rβ anticlockwise
R β around the loop thus formed, then the area of the loop is equal
to − α y dx and to α x dy. (Hint: express the area of the loop as the area between its
top and bottom boundaries, and also as the area between its left and right boundaries.)
D9. Find the area of the loop in the curve x = t3 − 3t, y = 10/(t2 + 1) (Question 2(d)). (Hint:
find the area between the loop portion of the curve and the y axis, and double it.)
D10. Find the area enclosed between the curve x = t3 − 3t, y = 10/(t2 − 4t + 5) and the line
y = 2 (Question 2(f)).
2 /8
D11. Find the area enclosed between the x axis, the curve x = t3 − 3t, y = 4te−t and the
line x = 18 (Question 2(g)).
23
2.5 Arc length TC 6.3, 11.2 and 11.5
Theorem 2.5.1. If α < β then the length of arc of the curve r = r(t)
(i.e. in parametric form)
x = x(t)
y = y(t)
Example 2.5.2. Find the arclength of the curve x = 2 cos t + cos 2t and
y = 2 sin t + sin 2t between the points (3, 0) and (-1, 0).
s 2
R x=b dy
arclength = x=a
1+ dx (for EXPLICIT y = y(x))
dx
Example 2.5.3. Find the arclength of the parabola y = x2 from (0, 0) to (2, 4).
24
Example 2.5.4. Verify C = 2πr for a circle. (r is constant)
x = r cos θ
y = r sin θ
where r is a function of θ.
As before, we have sa parametric equation with parameter θ
Z θ=β 2
dr
arclength = + r2 dθ
θ=α dθ
25
(f) y = 21 (ex + e−x ) between the points where x = a and x = b. (This is a catenary, the
curve formed by a hanging chain. Note that y = cosh x, see Algebra Chapter 5.)
ds dr 2 1/2
T13. If a curve has polar equation r = r(θ), show that dθ = r2 + ( dθ ) . (Hint: show that
dx dy dr dr
( dθ , dθ ) = ( dθ cos θ − r sin θ, dθ sin θ + r cos θ).)
D14. Find the length of the cardioid with polar equation r = 1 + cos θ. (Hint: let θ run from
−π to π.)
D15. Find the length of the curve with polar equation r = 3 + 5 cos( 4θ 5
) between the points
where θ = 0 and θ = 5π 8
.
√ √
D16. If a curve has polar equation r = 2 2 + eθ + e−θ , show that dθ
ds
= 2 + 2(eθ + e−θ ). Hence
find the length of the curve between the points where θ = 0 and θ = π.
D17. A more accurate way to represent tape being wound onto a reel (see Calculus Chapter 5
aθ
Question ??) is by the Archimedean spiral with polar equation r = c + 2π , where c is an
ds
arbitrary constant, and dt = b (given).
ds dθ
(a) Find dθ
and hence obtain more accurate values for the angular velocity dt
.
dr dr dθ
(b) Find dt
from dθ
and dt
.
E18. (Kepler’s Laws) A star of mass M is located at the origin, and a planet of mass m
moves around it in an orbit with polar equation r = 1/(1 + ϵ cos θ), where ϵ is a con-
stant.R The planet’s kinetic energy is 12 m( ds
dt
)2 and its potential energy is −M mGr−1
(i.e. √ M mGr−2 dr from Newton’s inverse square law of gravitation). Assuming that
dθ
dt
= M Gr−2 , prove (using the chain rule) that
dA
(i) dt
is constant (i.e. the radius vector sweeps out equal areas in equal times),
(ii) the total energy is constant.
26
2.6 Curved surface area TC 6.4 and 11.2
If you rotate a region in the plane that is bounded by the graph of a function over an interval,
it sweeps out a solid of revolution as we saw in chapter 4. If you rotate only the bounding curve
itself, it does not sweep out any interior volume, but rather a surface that surrounds the solid
and forms part of its boundary.
As an arc P Q of the curve rotates about the axis it sweeps out a band that we can approx-
imate as a frustum of a cone. The surface is a union of bands like the one swept out by P Q
(see TC 6.4 for detailed explanation).
Using the formula for the surface area of a frustum and a Riemann Sum to sum the union
of bands, we get the formula for the Curved Surface Area of an explicitly given curve y = f (x)
rotated about the x-axis as
s 2
Z b
dy
CSA = 2πy 1+ dx
a dx
Note the use of the formula for explicitly given arclength from the previous section.
√
We use the EXPLICIT form of CSA and let y = a2 − x 2
Theorem 2.6.2. If a curve is rotated about the x-axis, and if s = s(t) denotes the arclength
along the curve, then the curved surface area between t = α and t = β is given by:
Z t=β Z t=β
ds p
CSA = 2π|y(t)| dt = 2π|y(t)| ẋ2 + ẏ 2 dt
t=α dt t=α
27
Z θ=β
ds
Z θ=β √
CSA = 2π|y(θ)| dθ = 2π|y(θ)| r2 + ṙ2 dθ
θ=α dθ θ=α
Example 2.6.3. Find the surface area of a sphere with radius a using POLAR form of CSA:
We use x = a cos θ, y = a sin θ
Example 2.6.4. Find the CSA of the solid formed by rotating one arch of the cycloid
x = t − sin t
y = 1 − cos t about the x-axis.
√
Example 2.6.5. Find the CSA of the paraboloid formed by rotating y = x between x = 0
and x = 3 about the x-axis.
28
√
(h) Cuts (0, 0), (0, ±8 3e−3/2 ). Cusps with slope − 38 e−1/2 at ±(2, 8e−1/2 ).
√
(i) Cuts (0, 0), (0, ±16 3e−6 ). Horizontal tangents ±( 11 8
, −8e−1/2 ). Vertical tangents
−2
±(2, −16e ).
√
3. r = (cos θ + cos2 θ, sin θ + sin θ cos√θ). Horizontal tangents (0, 0) (cusp) and ( 43 , ± 3 4 3 ).
Vertical tangents (2, 0) and (− 41 , ± 43 ).
5. (b) 0 (e) − 10
3
(h) − 3√8 e .
39π
6. 4
.
3π
7. 4
.
8. Omitted.
√
9. 20(2π − 3 3).
29
13. Omitted.
√ √ √ √
20. V = π(1 − X1 ) A = π[ln( 1 + X 4 + X 2 ) − ln( 2 + 1) − 1 + X −4 + 2].
No contradiction: finite volume can cover infinite area if the layer is infinitesimally thin.
21. a.
30
Chapter 3
ADVANCED APPLICATIONS OF
DIFFERENTIATION, TC Chapter
10.2 – 10.4 & 10.8 – 10.10
f (x) − f (0)
≈ f ′ (0)
x−0
so that f (x) ≈ f (0) + xf ′ (0). This represents the equation of a straight line through (0, f (0))
and the gradient f ′ (0). This line is the tangent to the curve at x = 0
We have a polynomial of degree 1, called 1st approximation, which has the same value as f at
0 and has the same 1st derivative at 0. So, near x = 0, this polynomial approximates f (x).
31
Let P2 (x) = A + Bx + Cx2 . We need P2 (0) = f (0), P ′ 2 (0) = f ′ (0) and P ′′ 2 (0) = f ′′ (0).
The fourth approximate will be of the form P4 (x) = A + Bx + Cx2 + Dx3 + Ex4 :
1 ′′′′
where ? satisfies P ′′′′ (0) = f ′′′′ (0) which implies 4 · 3 · 2E = f ′′′′ (0), so E = f (0).
4!
dn x
Using factorials: recall the nth derivative of xn : = n! (MATH1042 Calculus Chapter 2)
dxn
1
so P4 (x) = f (0) + f ′ (0)x + 12 f ′′ (0)x2 + 16 f ′′′ (0)x3 + f ′′′′ (0)x4 .
4!
This idea can be extended to a polynomial of degree n, Pn (x), called the nth approximation to
a function f (x) near x = 0 if
• Pn (x) is of degree at most n and
• Pn (0) = f (0), Pn ′ (0) = f ′ (0), · · · , Pn (n) (0) = f (n) (0)
Hence we have:
1 1 1 1 1
Pn (x) = f (0) + f ′ (0)x + f ′′ (0)x2 + f ′′′ (0)x3 + f ′′′′ (0)x4 + · · · + f (n) (0)xn
1 2! 3! 4! n!
n (r)
X f (0) r
= x.
r=0
r!
32
These are called Taylor polynomials after the English mathematician Brook Taylor (1685 -
1731).
Example 3.1.1. Find 1st , 2nd and 3rd approximations to the function y = sin x + cos x near
x = 0.
33
Example 3.1.2. Use the above example to find the 1st , 2nd and 3rd approximations of sin(0, 1)+
cos(0, 1):
= f (x) − Pn (x)
(3.1)
When approximating a function f (x) near x = 0 using an nth approximation Pn (x), an error is
made which is f (x) − Pn (x)
Theorem 3.1.8. TAYLOR’S THEOREM: The error f (x) − Pn (x) is given by f (x) − Pn (x) =
f (n+1) (c) n+1
x , for some c, a number between 0 and x.
(n + 1)!
34
Example 3.1.9. Let f (x) = ex . Find the value of c, when a 3rd approximation is used with
x = 1. (not too close to 0)
With n = 0, Taylor’s theorem is called the “Mean value Theorem”. It is better known when 0
and x are replaced by a and b.
f (1) (c)x1
f (x) − P0 (x) =
1!
f (x) − f (0)
f (x) − f (0) = f ′ (c)x ⇒ f ′ (c) =
x
If x = b, a = 0 then
f (b) − f (a)
f ′ (c) =
b−a
LHS = gradient of tangent to f (x) at x = c
RHS = gradient of secant, the line joining (a, f (a)) and (b, f (b))
So there is a point c ∈ (a, b) such that gradient of tangent at c equal to gradient of secant, i.e.
tangent ∥ secant
Example 3.1.10. At what point on the curve y = x2 is the tangent parallel to the secant
joining the points (−1, 1) and (2, 4)?
35
E3. Find explicitly the error in the (n − 1)th approximation to (1 − x)−1 for x near 0. (Hint:
the (n − 1)th approximation is a geometric series with n terms.) Hence show that the
number c as given in Taylor’s theorem is in this case given by c = 1 − (1 − x)1/(n+1) .
Assuming 0 < x < 1, prove that c lies between 0 and x.
T4. (a) Use Taylor’s theorem to show that if x > 0, then ex is greater than its (n + 1)th
approximation. (Hint: show that the error as given by Taylor’s theorem is positive.)
(b) Hence show that ex /xn → ∞ as x → ∞ (i.e. exponentials beat powers), by dividing
the (n + 1)th approximation by xn and then letting x → ∞.
(c) Put x = k ln t and n = 1 in the limit in (b) and hence prove that tk / ln(t) → ∞ as
t → ∞ (i.e. powers beat logarithms).
D5. (a) Draw a secant joining two points on a smooth curve, and convince yourself that the
secant is parallel to the tangent at some intermediate point.
(b) At what point on the graph y = ln x is the tangent parallel to the secant joining the
points where x = 1 and x = 2?
We then get a polynomial of infinite degree, i.e. an infinite series, called Maclaurin Series, after
the Scottish mathematician Colin Maclaurin (1698 - 1746).
∞ f (k) (0)
xk
P
The Maclaurin series for f (x) near x = 0 is therefore f (x) =
k=0 k!
Example 3.2.1. f (x) = ex has f (0) = 1 and f (n) (0) = 1 (seen in previous example)
Example 3.2.2. f (x) = sin x
Example 3.2.3. f (x) = cos x
NOTE: These approximations are for x near 0, the further you are from 0, the worse the ap-
proximation gets.
36
3.3 The Binomial Series TC 10.10
A special case of the Maclaurin series are the BINOMIAL SERIES, these are the Maclaurin
series for f (x) of the form (1 + x)α , for α ∈ R
Example 3.3.2.
1
2
5
1
Example 3.3.3. Find the coefficient of x5 in the expansion of (1 + x) 2
Another way: Use the series expansion for (1 + x)−1 and use differentiation to find the series
expansion of (1 + x)−2
37
Example 3.3.7. Use the series expansion for (1+x)−1 to find the series expansion for ln |1+x|.
NOTE: The Maclaurin series for ex , sin x, cos x converge for ALL x
ln(1 + x) and (1 + x)α converge for |x| < 1, (1 + x)α converges for ALL x if α ∈ N
x2 x3
(1 + x)α = 1 + αx + α(α − 1) + α(α − 1)(α − 2) + · · · (3.2)
2! 3!
∞
X α(α − 1) · · · (α − k + 1) k
= x (3.3)
k=0
k!
D7. Find the terms in the Maclaurin series for tan x, sec x, and arcsin x up to and including
the term in x4 .
D8. Write down the binomial series for (1 + x)−1 and show that it is a geometric series.
By integrating the terms of the series, find in sigma notation the Maclaurin series for
ln(1 + x). (Evaluate the arbitrary constant by considering both sides when x = 0.) This
series should be learnt.
Replace x by x2 in the binomial series and integrate again, and hence find the Maclaurin
series for arctan x.
D9. Show that −1/2 = (− 14 )n 2n . (Hint: Write out the left hand side in full, take out − 12
n n
from each of the n factors in the top line, then multiply top and bottom by 2n n!, which
is equal to (2)(4)(6)...(2n − 2)(2n).) Deduce that
∞
−1/2
X 2n n
(1 − 4x) = x .
n=0
n
T10. By considering Maclaurin series, show that the derivative of an odd function is even and
vice versa.
38
3.4 Taylor Series TC 10.8
We have looked at series and approximations near x = 0 . We shall now look at series near
x = a. These are infinite series, they are the limit of the nth approximation as n → ∞.
They are called TAYLOR SERIES about x = a.
∞ f (r) (a)
(x − a)r .
P
They are of the form
n=0 r!
Example 3.4.1. Find the Taylor series for ln x about x = 1. (can’t be done about x = 0.)
39
3.5 Indeterminate Forms and l’Hôpital’s Rule TC 4.5
0 ∞
Limits of the form or are called INDETERMINATE.
0 ∞
For example
sin x
lim
x→0 ln(1 + x)
and
x − sin x
lim
x→0 x2
Theorem 3.5.1. (l’Hôpital’s Rule) Möbius From G. F. l’Hôpital (French 1661-1704)(result
discovered by J. Bernoulli (his teacher))
If
lim f (x) = 0
x→a
and
lim g(x) = 0
x→a
40
Proof after example:
Example 3.5.2.
sin x cos x
lim = lim = cos 0 = 1
x→0 x x→0 1
as shown in Chapter 2.
0
NOTE: The process of l’Hôpital’s Rule may be repeated if we get the case again.
0
x − sin x
Example 3.5.3. Find limx→0 .
x2
ln(1 + ax)
Example 3.5.4. Find limx→0 .
x
x(1 − cos x)
Example 3.5.5. (extra) limx→0 .
x − sin x
0
This is not of the form :
0
to which l’Hôpital’s rule can be applied since it is of the form 00 . Suppose limx→a f (x) =
limx→a g(x) = ∞, then
41
3.5.1 Tutorial questions — Taylor series and indeterminate forms
D11. Find the first five terms (i.e. from n = 0 to 4) in the Taylor series of the following functions
about the given points. √
(a) ln x about x = 1 (b) x−3 about x = −1 (c) x about x = 4.
T12. If y depends on x, find a second approximation to the small change ∆y caused by a small
change ∆x in x. (Hint: put a = x and x − a = ∆x, and cut off the Taylor series after the
second order terms.)
D13. Evaluate the following limits, using l’Hôpital’s Rule where appropriate.
ln(1 + x) 1 + x − ex (e) lim (1 + 2x)cosec x
(a) lim (c) lim x→0
x→0 tan x x→0 sec x − 1
1 − cos x x−π ln x
(b) lim (d) lim (f) lim .
x→π cos 2x x→1 sin πx
x→0 sin(x2 )
D14. If money is invested at an interest rate of r% per annum, compounded k times per year,
r
then after n years P rands will amount to P (1 + 100k )nk rands.
D15. If a total mass M of compressible fluid, with density ρekx at depth x, is contained in a
kM
cylindrical flask of radius r, then it was shown that the total depth is k1 ln(1 + ρπr 2 ).
(a) Find the limit of this depth as k → 0 (i.e. as the density tends to ρ).
(b) Find the depth of a mass M of fluid with constant density ρ in the same flask, and
show that it equals the previous limiting depth.
Here are some additional questions, needing more advanced integration techniques.
Z 1
1
D17. (a) Evaluate √ dx in the normal way.
0 1 + x2
(b) Approximate the integral by a sum, using n strips of equal width.
√
(c) Deduce from (a) and (b) that limn→∞ nr=1 √r21+n2 = ln(1 + 2).
P
(This sum cannot be expressed exactly in terms of n. If you can use a computer or
programmable calculator, evaluate the sum for n = 100 or 1000 and compare it with
the right hand side.)
1
E18. Use the first approximation to ln x near x = 1 to show
P∞that r
> ln(1 + 1r ) for r > 0. Sum
this inequality for r = 1 to n, and hence show that r=1 1r diverges.
42
R1
D19. (a) Evaluate h ln x dx in the normal way, assuming h > 0. By letting h → 0 (and
R1
remembering that powers beat logs), show that 0 ln x dx = −1.
(b) Approximate the integral by a sum, using n strips of equal width.
(c) Deduce from (a) and (b) that n(n!)−1/n → e as n → ∞. (Hint: take exponentials of
the sum and the integral.)
√ A more accurate result is Stirling’s formula, which says
n −n
that the ratio of n! and 2πn n e tends to 1 as n → ∞.
(d) Verify Stirling’s formula with a calculator, using the largest value of n! it can cope
with.
Convergence
P and divergence of series were introduced in MATH1042 Algebra Chapter 3. A
series an is said to converge to the number S if the partial sums a1 + a2 + · · · + aN tend to
S as N → ∞. Roughly speaking, this means that the more terms you add on, the closer you
get to the number S, which is sometimes called the sum to infinity.
N
X
Example 3.6.1. Consider the series an .
n=1
a1 + a2 + a3 + · · · + aN → S as N → ∞,
∞
X X
then an = an (shorthand for the series to infinity) is said to converge to S and S is
n=1
called the sum to infinity.
Note:
1010
1. When you are taking a partial sum, even for N 10 , you are omitting infinitely many
terms, i.e. more than you are taking, so convergence is determined by the tail of the series.
2. A partial sum must always be finite, but the sum to infinity might not be.
A series that does not converge is said to diverge. We shall describe some tests to determine
whether or not a series converges. They are important because not many sums to infinity can
43
be found exactly. We often use a computer to approximate a sum to infinity by the partial
sum for say N = 100 or N = 1000. This is called truncating the series, but it is meaningless
if the series does not converge. Even if the series converges it is valuable to know how fast it
converges, so we can estimate the truncation error, which is the difference between the sum to
infinity and the partial sum.
Definition 3.6.2. The truncation error for a convergent series is the absolute value of the
difference between the sum to infinity and the partial sum:
N
X ∞
X
S− an = an .
n=1 n=N +1
Note: In testing for convergence it is only the infinite tail of the series that matters. We can
ignore any number of terms at the beginning, because a finite sum must have a finite value and
therefore cannot affect the overall convergence or divergence, though it obviously does affect
the sum to infinity if it exists.
A necessary condition for convergence is that the nth term, an , must tend to 0, that is
an → 0 as n → ∞.
The partial sums must approach the value S as N → ∞, not necessarily from below, so
the difference between any two successive partial sums must go to zero. But this difference is
precisely aN .
∞
X
Theorem 3.6.3. If converges, then an → 0.
n=1
P∞
Note of caution: Theorem 3.6.3 does not say that n=1 an converges if an → 0. It is
possible for a series to diverge when an → 0.
44
∞
X
If lim an ̸= 0, then an is divergent.
n→∞
n=1
There is another important general result which applies to series with real or complex terms,
see TC 10.5.
P P P
Theorem 3.6.6. If |an | converges, then an converges and we say an is absolutely
convergent.
This result seems obvious, since |a1 + a2 + · · · | ≤ |a1 | + |a2 | + · · · , but the proof is rather
subtle and will be omitted.
The ratio test enables us to deal with fast converging or diverging series. Usually the terms
involve exponentials or factorials.
The ratio test applies to series that behave like geometric series in that the ratio (in modulus)
between successive terms tends to a constant.
The conclusion is basically the same as for geometric series except that the borderline L = 1
gives no conclusion. For this reason the ratio test is useless unless n appears in an exponent or
factorial.
Note: Since this test works with moduli, it can be applied to series with positive, negative
or non-real terms.
n
Example 3.6.7. Determine whether ∞ 7π
P
n=1 n 22
converges or diverges.
Example 3.6.8. Determine whether the following series are convergent or divergent?
45
∞
X (−1)n
1.
n=1
n
∞
X √
2. n
n=1
∞
X
Example 3.6.9. Determine those values of x for which r(4x2 )r is convergent.
r=1
We now deal with series for which the ratio test fails, i.e. for which the limit is 1, which are
series involving powers or logs of n. Unfortunately we are restricted to series of positive terms.
The partial sums cannot oscillate: since the terms are all positive, it follows that adding on
an extra term must always increase the value of the partial sum, so the partial sums are always
increasing. So there are only two possibilities: either the partial sums go off to infinity, or they
approach a limiting value.
46
1
The simplest series of this type are where an is a power of n, say an = np
where p is constant,
which we call p-series.
X 1
Theorem 3.7.2 (The p-series test). If p is constant, then the series diverges if
np
p ≤ 1 and converges if p > 1.
Figure 3.1
The p-series are used as a set of standards by which other series of positive terms can be
compared. There are two tests for comparing series having positive terms, each saying essen-
tially that if such a series converges, then so does any such series with smaller terms, and if it
diverges, then so does any series with larger terms.
Theorem 3.7.3 (Comparison test). If 0 ≤ an ≤ bn for all n sufficiently large, then:
P P
(i) if bn converges, then an converges,
P P
(ii) if an diverges, then bn diverges.
X1
Example 3.7.4. Consider
+n n3
Example 3.7.5. Determine whether the following series are convergent or divergent.
∞
X 5
1.
n=1
5n − 1
∞
X 1
2.
n=0
n!
47
X 1 X cos2 n ∞
(a)
X 1
(c) (e) √
2n n! n
3
2 n−1
n=2
X 1 r
(b) X n+4
2
n + 30 (d)
n4 + 4
6. ex = ∞
P xn
P∞ n x2n+1
P∞ n x2n
n=0 n! , sin x = n=0 (−1) (2n+1)! , cos x = n=0 (−1) (2n)! .
3 2 4 x3
7. tan x = x + x3 + · · · , sec x = 1 + x2 + 5x
24
+ · · · , arcsin x = x + 6
+ ···.
8. ln x = ∞ n+1 xn
, arctan x = ∞ n x2n+1
P P
n=1 (−1) n n=0 (−1) 2n+1 .
9. Omitted.
an xn , then f ′ (x) = nan xn−1 . If all the values of n (with non-sero coeffi-
P P
10. If f (x) =
cients) are odd, then all the values of n − 1 are even, and vice versa.
(x−1)2 (x−1)3 (x−1)4
11. (a) (x − 1) − 2
+ 3
− 4
+ ···
(b) −1 − 3(x + 1) − 6(x + 1)2 − 10(x + 1)3 − 15(x + 1)4 + · · ·
(x−4) (x−4)2 (x−4)3 5(x−4)4
(c) 2 + 4
− 64
+ 29
− 214
+ ···
12. ∆y ≈ y ′ ∆x + 12 y ′′ ∆x2 .
1
13. (a) 1 (b) 2
(c) −1 (d) 0 (e) e2 (f) − π1 (use Taylor series about x = 1).
effective rate
14. 100
= er/100 − 1.
M
15. Limit = ρπr2
= depth.
16. ln 2.
√
17. (a) ln(1 + 2).
18. x − 1 > ln x, so 1r > ln(1 + 1r ), and nr=1 1r > ln(n + 1) (telescoping series).
P
19. (b) n1 nr=1 ln nr = n1 ln(n!) − ln n. (c) n1 ln(n!) − ln n → −1. Change the sign, and take
P
exponentials.
20. (a) C (b) D (c) C (d) no conclusion (at this stage) (e) D (f) no con-
clusion (g) C
21. (a) C (b) C (c) C (d) C (e) D
48
Chapter 4
PARTIAL DIFFERENTIATION
We will look at functions of the form z = f (x, y), functions of more than one variable.
Example 4.0.1. Examples you may have encountered already in first year engineering are:
3. T = f (x, t), T = temperature along a copper wire, depending on its position x at time t.
z = f (x, y) gives height at various positions in a 3D model. These can be plotted on contour
maps, where all points with the same height are plotted on a curve.
z = Ax2 + Bxy + Cy 2 + Dx + Ey + F
By rotating the axes and slightly shifting the origin we get z = λu2 + µv 2 , called the canonical
form.
49
There are 5 possibilities:
1 1 u2 v 2
Let λ = , µ = , then z = + 2.
a2 b2 a2 b
u2 v 2
For each z = k, where k is constant we get + 2 = k which is an ellipse.
a2 b
c2 v 2 c2 v2
When u is constant, say u = c, then z = 2 + 2 , i.e. z − 2 = 2 is a parabola. Similarly
a b a b
for when v is constant.
Vertical cross sections in both the u and v directions are parabola ⌣ in shape.
1 1 u2 v 2
Let λ = − , µ = − , then z = − − 2.
a2 b2 a2 b
50
• λ > 0, µ < 0
1 1 u2 v 2
Let λ = , µ = − , then z = − 2.
a2 b2 a2 b
u2 v 2
For each z = k, we get − 2 = k which is a hyperbola.
a2 b
k2 v2
When u is constant, say u = k, then z = − 2 is a parabola ⌢
a2 b
u2 k 2
Similarly for when v is constant z = 2 − 2 is a parabola ⌣
a b
1 u2
Let λ = , then z = only.
a2 a2
√
For z constant, we get u2 = za2 , u = ±a k, i.e. 2 lines.
u2
For v constant, z = a parabola ⌣
a2
If λ = 0, µ > 0
51
• λ < 0, µ = 0 [or λ = 0, µ < 0] (one negative, one zero)
1 u2
Let λ = − , then z = − .
a2 a2
1. z = 2x2 + 4x + y 2 − 2y + 3
2. z = −x2 + 2x + 2y 2 + 8y
Identify the surfaces below by rotating the axes. (Use your working, or the solutions,
from Algebra Chapter 5 Question ??).
√
(d) z = x2 − 2 3xy − y 2 (e) z = 17x2 + 12xy + 8y 2 (f) z = 4x2 + 12xy + 9y 2 .
52
4.2 Partial Differentiation TC 14.3
We look at slope of tangents to surfaces (and not curves). We look at sections of the surface,
where we get curves. We differentiate as before keeping all other variables constant. We call
∂z ∂z
these partial derivatives, denoted by or if z = f (x, y). zx and zy , or fx and fy can also
∂x ∂y
be used.
∂f f (x + ∆x, y) − f (x, y)
Definition 4.2.1. If z = f (x, y) then zx = (x, y) = fx (x, y) = lim .
∂x ∆x→0 ∆x
53
4.4 Second Derivatives TC 14.3
∂ 2z
∂ ∂z
= = zxx
∂x2 ∂x ∂x
∂ 2z ∂ ∂z
2
= = zyy
∂y ∂y ∂y
∂ 2z
∂ ∂z
= = zxy
∂y∂x ∂y ∂x
⇑ ⇑ ⇑⇑ Mixed partial
2nd 1st 1st 2nd
derivatives
∂ 2z ∂ ∂z
= = zyx
∂x∂y ∂x ∂y
We will assume zxy = zyx .
—————————————————————————
Example 4.4.1. If z = e2x cos 3y, show that zxy = zyx and that 9zxx + 4zyy = 0.
Example 4.4.2. (in handout): If z = sin(xy 2 ), find zxx , zxy , zyx , zyy . Verify that zxy = zyx .
(a) z = x arctan(x + y 2 )
(b) z sin z = x2 arcsin 2y (use implicit differentiation)
(c) ex+y+2z = xyz (take logs, then differentiate implicitly).
D3. For each of the functions z below, find zxx , zxy , zyx , zyy , and verify that zxy = zyx .
(a) z = cosh x cos y (b) z = ln(xy 2 ) (c) z = exy (d) z = arctan( xy ).
(The hyperbolic cosine function cosh is defined in Algebra Chapter 5.)
D4. If x = r cos θ and y = r sin θ, prove that
∂x 2 ∂y 2 ∂x 2 ∂y 2
+ = 1 and + = r2 .
∂r ∂r ∂θ ∂θ
D5. In each of the examples below, u and v are functions of x and y satisfying two equations.
Find ∂u
∂x
∂v
and ∂x by implicitly differentiating both equations partially with respect to x and
then solving for ux and vx . (There are two equations in two unknowns — use Cramer’s
Rule.) Then repeat, replacing x by y.
∂u ∂v ∂u ∂v
T6. Suppose u and v are functions of x and y such that ∂x
= ∂y
and ∂y
= − ∂x (these are
called the Cauchy-Riemann equations).
(a) Using the fact that the mixed partial derivatives are equal, show that uxx + uyy = 0
and vxx + vyy = 0. (These are examples of Laplace’s equation).
54
(b) Suppose ρ and α are the polar co-ordinates of the point with cartesian co-ordinates
(ux , vx ), i.e. suppose ux = ρ cos α and vx = ρ sin α. Use the Cauchy-Riemann
equations to express uy and vy in terms of ρ and α, and hence show that the matrix
1 ux uy
u2x + vx2 vx vy
p
D7. Show that the following pairs of functions u and v satisfy the Cauchy-Riemann equations
ux = vy and uy = −vx .
y
(a) u = ex cos y, v = ex sin y (c) u = 12 ln(x2 + y 2 ), v = arctan( )
x
x −y
(b) u = x2 − y 2 , v = 2xy (d) u = , v= 2 .
x2 + y2 x + y2
Theorem 4.5.1. Suppose z is a function of x and y and both x and y are functions of u.
Then
dz ∂z dx ∂z dy
= +
du ∂x du ∂y du
∂z ∂z ∂x ∂z ∂y
Then = +
∂u ∂x ∂u ∂y ∂u
∂z ∂z ∂x ∂z ∂y
Or = +
∂v ∂x ∂v ∂y ∂v
———————————————————————————————–
55
dz
Example 4.5.2. If z = x2 + y 2 , and x = tan 2u, y = sec 3u, find .
du
∂z
Example 4.5.3. If z = xy 2 , and x = uv + 2u, y = u2 − 3v, find .
∂v
———————————————————————————————–
Example 4.5.4. (extra) Use the chain rule to rederive the product rule. Suppose z = uv where
u and v are functions of x.
———————————————————————————————–
u
z=
v
———————————————————————————————–
dz
Example 4.5.6. z = ex sin y , x = sec u, y = ln u, find .
du
————————————————
56
Example 4.5.7. The volume of a cone is increasing at a rate of π cm3 / sec. The radius is
increasing at a rate of 1 cm/ sec. Find the rate of change of the height when r = 1cm and
h = 2cm.
dV dr
V = 31 πr2 h, = π, =1
dt dt
dh
=? When r = 1, h = 2
dt
D11. (a) In the belt problem (Calculus Chapter 1 Question ??), in which cos θ = R−r x
and
∂L ∂θ
L = 2{x sin θ + rθ + R(π − θ)}, show that ∂x = 2{sin θ + (x cos θ + r − R) ∂x }. (Hint:
R and r are kept constant, but θ depends on x.)
(b) Deduce that ∂L∂x
= 2 sin θ. (Hint: substitute for cos θ.)
∂L
(c) Similarly show that ∂R = 2(π − θ).
E12. If z is a function of x and y, which are both functions of u and v, show by applying the
∂z
chain rule to ∂x (not z itself) that
∂ ∂z ∂ 2 z ∂x ∂ 2 z ∂y
= + = zxx xu + zxy yu .
∂u ∂x ∂x2 ∂u ∂y∂x ∂u
∂ ∂ ∂
Obtain similar formulae for (z ), ∂u
∂v x
(zy ), and (z ).
∂v y
57
4.6 Differentials and First Approximations
We saw that if z is a function of x and y and these are both functions of u only, then
dz ∂z dx ∂z dy
= +
du ∂x du ∂y du
⇒ dz = zx dx + zy dy
∆f = ∆z ≈ zx ∆x + zy ∆y
We have the similar approach as in MATH1042 Calculus Chapter 3. We can get a 1st approxi-
mation to the change in z coming from small changes in x and y.
So,
where x and y are values where we can evaluate the function such that ∆x and ∆y are
small.
58
p
Example 4.6.1. Estimate 4, 022 + 2, 992
p
Let z = x2 + y 2 = f (x, y)
D14. Use the results of Question 11 to find the change in the length of the fan belt if x
decreases by 2, 0 mm and R increases by 1, 0 mm, if the original values were R = 100 mm,
r = 30 mm, and x = 140 mm.
59
4.7 Inverse Functions
Theorem 4.7.1. Suppose x and y are functions of u and v and vice versa then the matrices
xu xv ux uy
and
yu yv vx vy
—————————————————————————-
———————————————————————–
————————————————————————
D16. Suppose x = u sec v and y = u tan v, where u > 0 and − π2 < v < π2 .
(a) Differentiatex and ypartially with respect to u and v, and hence write down the
xu xv
matrix A = .
yu yv
(b) Use the adjoint-determinant method to find A−1 .
60
p
(c) Show that u = x2 − y 2 and v = arcsin( xy ).
ux uy
(d) Differentiate u and v partially with respect to x and y, and verify that =
vx vy
A−1 , as found in part (b).
E17. If u and v satisfy the Cauchy-Riemann equations with respect to x and y (see Question 6
above), use the fact that the matrices of partial derivatives are inverses of each other to
show that x and y satisfy the Cauchy-Riemann equations with respect to u and v.
∂z z(1−x) ∂z z(1−y)
(c) ∂x
= x(2z−1) ∂y
= y(2z−1)
.
3. (a) zxx = cosh x cos y, zyy = − cosh x cos y, zxy = − sinh x sin y, zxx + zyy = 0
(b) zxx = − x12 , zyy = − y22 , zxy = 0, zxx + zyy ̸= 0
(c) zxx = y 2 exy , zyy = x2 exy , zxy = exy (xy + 1), zxx + zyy ̸= 0
2xy −2xy y 2 −x2
(d) zxx = (x2 +y 2 )2
, zyy = (x2 +y 2 )2
, zxy = (x2 +y 2 )2
, zxx + zyy = 0.
4. Omitted.
4xv+uy 4yv+ux 4ux−vy 4uy−vx
5. (a) ux = 2(u2 +v 2 )
, uy = 2(u2 +v 2 )
, vx = 2(u2 +v 2 )
, vy = 2(u2 +v 2 )
.
(b) ux = ex y cos v + ey sin v, uy = ex cos v + xey sin v,
vx = u1 {−ex y sin v + ey cos v}, vy = u1 {−ex sin v + xey cos v}.
u
(c) ux = − u−v {e−u−v sin(x+y)+vy cos(xy)}, uy = − u−v u
{e−u−v sin(x+y)+vx cos(xy)},
v
vx = u−v {e−u−v sin(x + y) + uy cos(xy)}, vy = u−v
v
{e−u−v sin(x + y) + ux cos(xy)}.
6. Omitted.
7. Omitted.
dz
8. (a) = sin(xey )ey {−2 sec2 2t − xt }
dt
(b) dz
dt
= −3(2t sec2 2t + tan 2t) sin(3t tan 2t).
√ √
9. dA
dt
= −1 and dP
dt
= 1 − 2 3 at t = π
3
. Maximum A = 1 when t = π
4
. Maximum P = 2 5
when t = arctan 21 .
10. Omitted.
∂θ 1 ∂θ 1
11. ∂x
= x tan θ
, ∂R
= − x sin θ
.
∂ ∂ ∂
12. z
∂v x
= zxx xv + zxy yv , z
∂u y
= zxy xu + zyy yu , z
∂v y
= zxy xv + zyy yv .
13. (a) z + ∆z ≈ 3, 0025926 (true value 3, 002594 . . . ). (b) z + ∆z ≈ 2, 9674 (true value
2, 96779 . . . ). (c) z + ∆z ≈ −0, 01 (true value −0, 0105 . . . ).
61
√
14. ∆L ≈ 2(π − θ)∆R + 2 sin θ∆x; ∆L ≈ −2 3 + 4π 3
mm.
1 2 2 1 2 2 xu xv 1 y y ux uy x y
15. (a) u = 2 (x + y ), v = 2 (x − y ), = 2xy , = .
yu yv x −x vx vy x −y
dx−by ay−cx xu xv a b ux uy 1 d −b
(b) u = ad−bc , v = ad−bc , = , = ad−bc .
yu yv c d vx vy −c a
y
u = 21 ln(x
(c) 2 2
+y ), v =arctan
,
x
xu xv x −y ux uy 1 x y
= , = x2 +y 2
.
yu yv y x vx vy −y x
x −y
(d) u = x2 +y 2 , v = x2 +y 2 ,
2
xu xv 1 v − u2 −2uv ux uy v 2 − u2 2uv
= (u2 +v2 )2 2 2 , = .
yu yv 2uv v −u vx vy −2uv v 2 − u2
xu xv sec v u sec v tan v ux uy 1 u sec v −u tan v
16. (a) = 2 . (b) =u .
yu yv tan v u sec v vx vy − sin v 1
17. Omitted.
62
Chapter 5
A differential equation (d.e. for short) is any equation that involves derivatives or differentials
(ordinary or partials).
We are interested in solving a d.e., this means finding the function that satisfies the d.e..
d2 y dy
Example 5.1.1. Solve for y the d.e. − − 2y = 0.
dt2 dt
63
In fact, more generally, we can check that y = Ae−t + Be2t is also a solution, where A and
B are two arbitrary constants. Check this for yourself!
d2 y dy
In the above example, we say the second order d.e. − − 2y = 0 has general solution
dt2 dt
y = Ae−t + Be2t . It has 2 arbitrary constants. Whereas y = 3e−t + 4e2t is a particular solution,
where A = 3 and B = 4.
The order of the d.e. corresponds to the number of arbitrary constants in the general
solution.
dn y
If the d.e. is of the form n = f (x), the general solution y can easily be found by integrating
dx
n times.
Example 5.1.2. Solve (at this stage it means “find the general solution”)
d2 y
= cos x.
dx2
Now, if we are given some extra information (often called boundary conditions, or initial
conditions) we can use this information to find the arbitrary constants. This will give the
particular solution.
d2 y
Example 5.1.3. Find the particular solution to the above d.e. = cos x, given that y = 0
dx2
dy
and = 0 when x = 0.
dx
In this chapter, we shall concentrate on solving first order ordinary differential equations.
We shall consider 4 types namely: VARIABLE SEPARABLE, HOMOGENEOUS, EXACT and
LINEAR.
64
5.2 Variable Separable E & P 1.4
M (x)dx = N (y)dy.
To solve this we integrate the left hand side with respect to x and the right hand side with
respect to y. Note, the d.e. may first have to be put in the required form, you first have to
separate the variables.
dy sin x
Example 5.2.1. Solve = .
dx cos y
dy
Example 5.2.2. Solve = 2xy.
dx
dy
Example 5.2.3. Solve xy = 1 − x2 .
dx
dy −1
Example 5.2.4. Homework: Solve dx
= (3x + 2)−2 . Solution: y = 3(3x+2)
+ c.
dy
Example 5.2.5. Homework: Find the particular solution to = y 2 given that y(0) = 1 or if
dx
1
x = 0 then y = 1. Solution: y = 1−x
.
dy
Example 5.2.7. Solve y(x + 1) = x2 + 2.
dx
65
Example 5.2.8. The rate of decay of a radioactive substance is proportional to the quantity
Q which remains. Initially, Q = 2g. If it takes 8 hours for the quantity to reduce to 50% (called
the half life), how long will it take for the quantity to reduce from 2g to 0.1g?
dQ
Solution: Proportional, hence = kQ, where k < 0 because of decay.
dt
dy dy
Example 5.2.9. Homework: Solve y − x = 1 + x2 . Solution: y = 1 + Ax
1+x
.
dx dx
where M (x, y) and N (x, y) are functions in x and y, with the SAME total degree. i.e. the total
sum of the exponents of x and y for every term is the same.
5
Example 5.3.1. (y 2 x2 + xy 3 + xy )dx − (x4 + y 4 + x3/2 y 5/2 )dy = 0 has the same total degree 4.
x3
Example 5.3.2. (y 2 + xy + 1)dx = (x2 + y + y
)dy has not, because of 1 and y.
66
5.3.1 Solving a homogeneous d.e.
dy M (x, y)
= f (y/x) = ,
dx N (x, y)
dy
or if we put y = vx then can be written as a function of v only
dx
dy
= f (v).
dx
Example 5.3.3. Let (4x + 5y)dx + (x − 4y)dy = 0. The total degree is 1 everywhere.
Example 5.3.4. (in handout): Find the particular solution of (x2 + 3y 2 )dx + (3x2 + y 2 )dy = 0,
given that y = 1 when x = 0.
p dy
Example 5.3.5. Solve (x + y 2 − xy) dx = y.
Example 5.3.6. Homework: Solve (−2y 3/2 + 3x3/2 )dx + x(x1/2 + 6y 1/2 )dy = 0.
67
(a) (3x + 4y) dx + y dy = 0 (d) (x2 − y 2 ) dx + x(x + 2y) dy = 0
(b) 2y 2 dx + (x2 + y 2 ) dy = 0 y2 y
E(e) ln(1 + 2
) dx − 2 arctan( ) dy = 0.
(c) 2y 2 dx + (2x2 + y 2 ) dy = 0 x x
In order to fully understand EXACT differential equations we first need to look at the partial
chain rule done in Chapter 4.
and if there is a function f (x, y) such that the left hand side of this d.e. is the total differential
of f . i.e.,
68
Now if we differentiate M (x, y) partially with respect to y and N (x, y) with respect to x,
we obtain:
My (x, y) = fxy and Nx (x, y) = fyx
and if we use the fact that the mixed derivatives fxy and fyx are equal we get
My (x, y) = Nx (x, y),
which is called the TEST FOR EXACTNESS. This checks whether the d.e. is exact or not.
This must be done before attempting to solve the d.e.
df
Finally, if df = 0 or du = 0 then f (x, y) must be a constant. So the final general solution is
of the form f (x, y) = c.
We have all the information on how to solve an exact d.e. from the previous subsection.
• We first make sure the d.e. is of the form M (x, y)dx + N (x, y)dy = 0.
• We state what M (x, y) and N (x, y) are equal to.
• We perform the test for exactness and check that My (x, y) = Nx (x, y), if it is then we
process, otherwise we stop and try to relable the d.e.(separable, homogeneous or linear).
• Our aim is now to find f (x, y).
• We write M (x, y) = fx and integrate with respect to x to get f , treating y as a constant.
The constant of integration will be some function of y, say ψ1 (y).
• We do the same thing for N (x, y) = fy . We integrate with respect to y, treating x as a
constant. The constant of integration will be some function of x, say ψ2 (x).
• We end up with two versions of f (x, y), we amalgamate them, making sure equal terms
are not repeated.
• Once f (x, y) is found, the final general solution is just f (x, y) = c.
Example 5.4.5. Solve (tan y + y sec x tan x)dx + (x sec2 y + sec x)dy = 0.
69
5.4.4 Tutorial questions — Exact equations
D4. First test for exactness and then find the general solution of the differential equations
below.
(a) xy{2 sin(x + y) + x cos(x + y)} dx + x2 {sin(x + y) + y cos(x + y)} dy = 0
(b) (1 + yexy ) dx + (2y + xexy ) dy = 0
(c) (2x + 3y + 1) dx + (3x + 4y − 1) dy = 0
y2 y
(d) ln(1 + 2 ) dx − 2 arctan( ) dy = 0.
x x
Find the particular solution of (b) such that y = 1 when x = 0.
D5. If ux = vy and uy = −vx (Cauchy-Riemann equations), show that the differential equa-
tions u dx − v dy = 0 and v dx + u dy = 0 are exact.
The form may be disguised, for example (P (x)y − Q(x))dx + dy = 0 is a linear d.e..
dy
Example 5.5.1. The equation dx
+ 2y cot x = cos x is linear where
P (x) = 2 cot x and Q(x) = cos x.
We aim to transform the linear d.e. into a d.e. that can easily be solved. We first find an
expression called the integrating factor, denoted by µ. It is, for a reason that will be explained
R
P (x)dx
µ=e .
Note, that when integrating P (x) no constant is added, this constant gets cancelled later on in
the process. Check it for yourself!
Take the original linear d.e. and multiply each term by µ to obtain
dy
+ P (x)y = Q(x)
dx
dy
µ + µ P (x)y = µ Q(x)
dx
R
P (x)dx dy R R
e + e P (x)dx P (x)y = e P (x)dx Q(x).
dx
70
Now, let’s look at the left hand side. This is in fact the derivative of a product, by the product
rule we have
d R P (x)dx dy R P (x)dx R
ye = e + ye P (x)dx P (x).
dx dx
Thus
d R P (x)dx R
ye = e P (x)dx Q(x),
dx
or
d
(yµ) = µ Q(x).
dx
or Z
yµ = µ Q(x) dx.
dy
Example 5.5.2. Solve dx
+ 2y cot x = cos x.
dy
Example 5.5.3. Solve dx
+ 2xy = x3 .
dy
Example 5.5.4. in handout: Solve dx
− y tan x = tan x + sec x.
dy
Example 5.5.5. Solve (x + 1) dx + y = ln x, given that x = 1 and y = 10.
dy √ y
Example 5.5.6. Solve dx
+ 1−x2
= 10x, given that y = 0 when x = 0.
71
Find the particular solution of (b) such that y = 1 when x = 0.
D7. The differential equation y ′ + P (x)y = Q(x)y n is called a Bernoulli equation. Show that it
has an integrating factor of the form y −n µ(x). (Hint: multiply through by y −n µ(x), then
use the exactness condition to solve for µ(x).) Write down the solution of the equation
in terms of µ(x).
Abekt b
2. y = 1+Abekt
or y = 1+Ce−kt
.
−2x 2y
3. (a) (3x + y)3 = A(x + y) (b) ln |y| = x+y + A(= x+y
+ B)
x+y 2x+y
(c) ln |y| = 2 arctan( x ) + c(= −2 arctan y + d). (d) y 2 + xy + x2 = Ax
(e) x ln[1 + ( xy )2 ] − 2y arctan xy = k.
−2x
Particular: ln |y| = x+y + 1.
∂M ∂N
4. (a) ∂y
= ∂x
= x(2 − xy) sin(x + y) + x(x + 2y) cos(x + y). Solution x2 y sin(x + y) = k.
∂M ∂N
(b) ∂y
= ∂x
= exy (1 + xy). Solution x + exy + y 2 = k.
∂M ∂N
(c) ∂y
= ∂x
= 3. Solution x2 + 2y 2 + x + 3xy − y = k.
2y
(d) ∂M
∂y
= ∂N
∂x
= x2 +y 2
. x ln[1 + ( xy )2 ] − 2y arctan xy = k.
Particular: x + exy + y 2 = 2.
5. Omitted.
7. Omitted.
72