Beruflich Dokumente
Kultur Dokumente
Z
i)
Z
ii)
Z
iii)
Solution:
i) We use partial fractions, but first divide the numerator and the denominator
x3
x
=x+ 2
.
x2 1
x 1
u3 cos u du = u3 sin u 3
u2 sin u du,
iii) One way to solve the problem is to start with the substitution u = tan . Here we will solve the problem
sin
differently, we start by writing tan = cos
. We get
Z
Z
Z
sin2
4
tan2 cos4 d =
cos
d
=
sin2 cos2 d.
cos2
Now use a double angle formula sin(2) = 2 sin cos which gives
Z
Z
sin2 (2)
2
2
d.
sin cos d =
4
Now use another double angle formula - for the cosine of the double angle
cos(2) = cos2 sin2 = 2 cos2 1 = 1 2 sin2 ,
(jumping from one expression on the right hand side to the other is just using sin2 + cos2 = 1). So we have
sin2 =
1 cos(2)
,
2
sin2 (2)
d =
4
1 cos(4)
d.
8
d =
+ C.
8
8
8
8
32
Solution:
1
At + B
Ct + D
.
=
+ 2
2
2
+ 2t
t
t +2
1
At + B
Ct + D
(At + B)(t2 + 2) + (Ct + D)t2
(A + C)t3 + (B + D)t2 + 2At + 2B
=
+ 2
=
=
.
2
2
2
2
+ 2t
t
t +2
t (t + 1)
t2 (t2 + 1)
2
So we need
A + C = 0, B + D = 0, 2A = 0, 2B = 1.
This gives A = 0, B = 1/2, C = 0 and D = 1/2 and
1
1
1
= 2
.
t4 + 2t2
2t
2(t2 + 2)
Now we can integrate
Z
1
dt =
t4 + 2t2
1
dt
2t2
1
1
dt =
2(t2 + 2)
2t
#2
2
arctan(t/ 2)
2
2
1
1
2
2
= +
arctan( 2).
4 4
4
2 2 4
2
ii) Observe that the power on sin is odd (sin3 ), so one right way to start solving this is to use the
substitution u = cos and save a sin for du. We have u = cos , du = sin d and dont forget to modify
the limits! When = 0 then u = cos 0 = 1 and then = /2, u = cos /2 = 0. We get
Z /2
Z /2
Z 0
Z 1
sin3 cos2 d =
(1 cos2 ) cos2 ( sin ) d =
(1 u2 )u2 du =
(1 u2 )u2 du.
0
Note that in the last step we switched the limits in the definite integral and removed the minus sign (this is a
Rb
Ra
general rule a f (x) dx = b f (x) dx). We have now
1
1
Z 1
Z 1
u5
1 1
2
u3
2 2
2
4
(1 u )u du =
u u du =
= =
.
3 0
5 0
3 5
15
0
0
iii) This integral calls for a trigonometric substitution. Since we have (1 t2 )3/2 we use t = sin , with
/2 /2. For such we have
(1 t2 )3/2 = (1 sin2 )3/2 =
p
3
1 sin2 = cos3 .
Since the power on sin is odd (sin ) we use the substitution u = cos and save one sin for du. We get
Z /2
Z /2
Z 0
5
4
2
2
4
sin cos d =
(1 cos ) cos ( sin ) d =
(1 u2 )2 u4 du
0
1
1
8
1 2 1
+ .=
.
5
7
9
315
0
0
0
0
In the above calculations we use the fact that we can switch the bounds on the definite integral and add a
minus sign in front (see the explanation in the previous problem).
=
2 2 4
(1 u ) u du =
u du 2
u du +
u8 du =
Z
i)
ln x
dx.
x
Z0
ii)
Z0
iii)
1
x5 ex dx.
arctan x
dx.
x
Solution:
i) This is an indefinite integral because of the singularity at zero, and therefore it is defined as
Z
0
ln x
dx = lim
t0
x
ln x
dx.
x
This integral can be easily solved using integration by parts. First lets look at the indefinite integral
Z
ln x
dx.
x
ln x
1
1
dx = 2 ln x x 2
x dx = 2 x ln x 2 dx = 2 x ln x 4 x + C.
x
x
x
Then we have
Z
lim
1
ln x
dx = lim 2 x ln x 4 x t = 4 lim 2 t ln t 4 t = 4 2 lim t ln t.
t0 t
t0
t0
t0
x
To find the last limit write it as limt0 t ln t = limt0 1/lntt . Observe that this is a limit of the form / so
we can use LHospital rule
1
ln t
t
lim 1 = lim
= lim 2 t = 0.
1
t0
t0
t0 3/2
2t
t
1
ln x
dx = 4,
x
t
indeed exists and the improper integral converges and has the value
Z 1
ln x
dx = 4.
x
0
lim
t0
ii) This one is improper because the above limit is . The integral is defined as
Z
x5 ex dx = lim
x5 ex dx.
x5 ex dx
can be evaluated using the substitution and integration by parts. First set y = x3 , so that dy = 3x2 dx and
get
Z
Z
Z
3
3
1
1
x3 ex (3x2 ) dx =
yey dy.
x5 ex dx =
3
3
Now we use integration by parts with u = y, dv = ey dy. Then du = dy and v = ey so
Z
Z
yey dy = yey + ey dy = yey ey + C.
4
As t we also have t3 and limt et = 0. For the limit limt t3 et write it as limt
observe that its of the form
, so we can use LHospital
t3
e t3
and
3t2
1
t3
= lim t3 = 0.
3 = lim
3
t
t
t e 3t2
t e
t e
lim
Therefore,
Z
1
3
3
1 1
1
lim t3 et et = 0 = ,
t
3
3
3
3
0
so the improper integral converges and the limit is equal to 1/3.
iii) The values of arctan x for x 1 areR bounded between arctan 1 and /2. Therefore,R the numerator is
bounded so the integral should differ from 1 1x dx only by a constant factor. But since 1 1x dx diverges
the improper integral in this question should diverge too.
Now this is a great story to impress your friends and family, but to actually solve the problem we have to
sit down and do serious work. The intuition calls for the comparison of this integral with the integral
Z
1
dx,
x
1
3
x5 ex dx =
, for x 1.
4 x
x
We know that the improper integral
Z
1
dx
4 x
1
x and 1 are positive functions for
diverges and by comparison theorem (which we can use since both arctan
4 x
x
x 1) the integral
Z
arctan x
dx
x
1
diverges as well.
Z
Problem 4. Estimate the error in the approximation of the integral
0
and n = 10 iterations.
3
Solution: Set f (x) = ex sin x. The error can be bounded as K(10)
24102 , where K is any number for which we
have |f 00 (x)| K, for all 0 x 1. To find K we obviously have to find f 00 (x). So differentiate
f 0 (x) = ex (sin x + cos x),
and
f 00 (x) = 2ex cos x.
5
Therefore, we have to find a number K such that |2ex cos x| K, for all 0 x 1. That expression is just
2ex | cos x| so we need a K such that
2ex | cos x| K,
for all 0 x 1. To find such a K ask yourself How big can expression 2ex | cos x| be for 0 x 1?.
Remember youre not trying to find an optimal K. Term | cos x| is easy to bound, we know that it can be at
most 1, that is | cos x| 1. On the other hand 2ex is an increasing function in x so the largest it can get is
when you plug in x = 1, that is 2e. Therefore the expression 2ex | cos x| is at most 2e for any 0 x 1. So set
K = 2e. Therefore the error can be bounded
2e
e
=
.
2400
1200
Problem 5. For each of the following series determine if its convergent and absolutely convergent.
X
n2 + 1
i)
n4 n
n=2
X
ii)
n sin(1/n)
iii)
iv)
n=1
(1)n
n=2
2n + sin n
n2
(n!)3
(2n)!
n=1
Solution:
i) The dominant term in the numerator is n2 and the dominant term in the denominator is n4 . Therefore,
it might be a good idea to compare this series to the series
X
X
n2
1
=
,
4
n
n2
n=2
n=2
for which we know its convergent (p-series for p = 2). To use limit comparison test (notice that the usual
comparison test doesnt go very smoothly) first observe that for n 2 both n2 + 1 and n4 n = n(n3 1) are
positive, so this is a series with positive elements. Thus we can use limit comparison test
n2 +1
n4 n
lim
1
n
n2
1+
n4 + n2
= lim
4
n n n
n 1
= lim
n2
n4
n
n4
1 + n2
= 1.
n 1 n3
= lim
X
X
1
n2 + 1
Since the series
converges,
the
series
is also convergent. As we said before this is a series with
n2
n4 n
n=2
n=2
2
X
X
n2 + 1
n + 1
positive elements. Therefore,
=
and so there is no difference between the convergence
n4 n n=2 n4 n
n=2
and the absolute convergence. So this series is absolutely convergent as well.
sin x
ii) The expression n sin(1/n) can be written as sin(1/n)
1/n . Looks familiar? Remember that limx0 x = 1,
to apply the alternate series test. For this we first need to check that the sequence
converges to 0. To check that its decreasing we can show that the function
f (x) =
2n+sin n
n2
is decreasing and
2x + sin x
x2
(1)n
n=2
1
n2
and
1
n2 ,
2n + sin n
n2
converges. For the absolute converges we have to figure out whether the series
X
(1)n 2n + sin n
2
n
n=2
n
converges. The term (1)n 2n+sin
is equal to plus or minus the term
n2
always positive. Therefore,
(1)n 2n + sin n = 2n + sin n .
n2
n2
2n+sin n
,
n2
X
2n + sin n
n2
n=2
converges. In the numerator we have 2n which can get really big and sin n which is always between 1 and 1.
So 2n is the dominant term and it might make sense to compare this series to the series
X
2n X 2
=
.
n2
n
n=2
n=2
2
n
2n+sin n
n2
2
n
n
lim
and
2n+sin n
n2
= lim
n
7
1+
n
(The fact that sin
2n 0 follows from squeeze theorem or LHospital.) By the Limit Comparison test, since
P 2
n=2 n diverges the series
X
2n + sin n
n2
n=2
(1)n
n=2
2n + sin n
is not absolutely convergent.
n2
iv) There are a lot of factorials here, which means that it might be a good idea to use the ratio test.
Calculate
((n+1)!)3
3
(2n+2)!
(2n)!
(n + 1)3
(n + 1)!
(n + 1)2
= lim
lim (n!)3 = lim
= lim
= .
n (2n + 1)(2n + 2)
n
n 2(2n + 1)
n!
(2n)! n (2n + 2)!
Therefore, the series is divergent.
Problem 6. Find the interval of convergence for each of the following series.
X
i)
(2n + n)xn
ii)
iii)
n=0
x2n
n3/2
n=1
X
nn
en(ln n)2
n=1
xn
Solution:
i) First we find the radius of convergence and then we check for the endpoints. Use the ratio test to find
the radius of convergence
n+1
(2
2n+1 + n + 1
+ n + 1)xn+1
lim
=
lim
|x|.
n
n
(2n + n)xn
2n + n
It holds that
2n+1 + n + 1
= 2.
n
2n + n
You can show this i many different ways, lets do it using LHospital rule. We have to find the limit
lim
2x+1 + x + 1
x
2x + x
and observe that it is of the form / so we can indeed use LHospital rule. We use it twice to get
lim
2x+1 + x + 1
2x+1 ln 2 + 1
2x+1 (ln 2)2
=
lim
=
lim
= 2.
x
x 2x ln 2 + 1
x 2x (ln 2)2
2x + x
lim
Therefore,
n+1
(2
+ n + 1)xn+1
2n+1 + n + 1
lim
|x| = 2|x|.
=
lim
n
n
(2n + n)xn
2n + n
We have convergence if 2|x| < 1, that is |x| < 1/2 and divergence if 2|x| > 1, that is |x| > 1/2. Therefore, the
radius of convergence is equal to 1/2. We have to check for the endpoints 1/2 and 1/2. Plug in x = 1/2 and
the series becomes
X
X
1
n
(2n + n) n =
1+ n .
2
2
n=0
n=0
8
It is not hard to show that limn 2nn = 0 (use LHospital for example) then limn 1 +
divergence test the series diverges at x = 1/2. For x = 1/2 we get the series
X
X
n
(1)n
(1)n 1 + n ,
(2n + n) n =
2
2
n=0
n=0
n
2n
= 1, and by the
and again, the expression under the sum does not converge to zero, so by divergence test the series doesnt
converge at x = 1/2 either. Therefore, the interval of convergence is equal to (1/2, 1/2).
ii) First we find the radius of convergence and then we check for the endpoints. Use the ratio test to find
the radius of convergence
2n+2
x
n3/2
(n+2)3/2
2 3/2 2
2
1
+
lim x2n = lim
=
lim
x = x2 .
x
3/2
n
n
n
n3/2 n (n + 2)
Therefore, the series will converge for x2 < 1 (which is the same as |x| < 1) and diverge for x2 > 1 (which is
the same as |x| > 1). So the radius of convergence is 1. Still we have to check the endpoints x = 1 and x = 1.
For both x = 1 and x = 1 the series becomes
X
1
,
3/2
n
n=1
which we know it converges (p-series for p = 2/3). Therefore the interval of convergence is [1, 1].
iii) First we find the radius of convergence and then we check for the endpoints. In this problem its more
convenient to use the root test (we have a lot of exponents equal to n). So lets do it
1/n
nn
1/n
nn
n|x|
n
lim n(ln n)2 xn
= lim
|x|
= lim (ln n)2 .
2
n e
n en(ln n)
n e
To find this limit you can use LHospital rule. Alternatively, notice that we can write n = eln n so the limit
becomes
eln n |x|
|x|
lim (ln n)2 = lim (ln n)2 ln n .
n e
n e
2
As n we have limn (ln n)2 ln n = limn (ln n1) ln n = . Therefore, we have limn e(ln n) ln n =
and so
|x|
lim
= 0,
2
n e(ln n) ln n
for every value of x. Therefore the radius of convergence if and the series converges on the whole real line.
There are no endpoints to check, the interval of convergence are all real numbers.
i) Since
ey =
X
yn
,
n!
n=0
so plug in y = x2 to get
2
ex =
X
x2n
.
n!
n=0
9
ex
+1
= e ex = e
X
X
x2n
x2n
=
e
.
n!
n!
n=0
n=0
X
f (n) (1/2)
(x 1/2)n ,
n!
n=0
so we have to find all these derivatives f (n) (1/2). Note that f (x) = 1/x, f 0 (x) = 1/x2 , f 00 (x) = (1)(2)1/x3 ,
f 000 (x) = (1)(2)(3)1/x4 , ... In general we have
(1)n n!
.
xn+1
Observe that this formula is true even for n = 0, n = 1 (plug in and check!). This means
f (n) (x) = (1)(2) (n)xn1 =
f (n) (x) =
(1)n n!
.
2n+1
X
X
(1)n n!
(1)n
n
(x
1/2)
=
(x 1/2)n .
n+1 n!
n+1
2
2
n=0
n=0
iii) This problem can be solved in the same way as the previous one (try it!). Here is another way, the idea
is to get the series as the integral of a geometric series. In other words find the Maclaurin series for 1/(5 x)
and then just integrate. We get the Maclaurin series for 1/(5 x) like this
X
1
1 x n X xn
1 5
1
1
=
=
=
=
.
5x
55x
5 1 x/5 n=0 5 5
5n+1
n=0
Now just integrate
ln(5 x) = C +
X xk
xn+1
=C+
.
n+1
(n + 1)5
k5k
n=0
k=1
X
xk
ln(5 x) = ln 5 +
.
k5k
k=1
or
y0 = x
y2 1
.
y
dy
= x(y 2 1),
dx
|y 2 1| = e2C+x ,
which gives either
2
y 2 = 1 + e2C ex ,
or
2
y 2 = 1 e2C ex .
This on the other hand gives either
y=
1 + e2C ex2 ,
or
p
y = 1 + e2C ex2 ,
or
y=
1 e2C ex2 ,
or
p
y = 1 e2C ex2 .
Here C can be any real number. Also dont forget to check that y = 1 and y = 1 are solutions, they indeed
are. Note that all these solutions can be written more compactly as two families of solutions
p
p
y = 1 + Aex2 , y = 1 + Aex2 ,
where A can be any real number. In any case, using the initial condition that y(0) = 2 it is easy to see that
this is possible only for the solutions of the form
p
y = 1 + e2C ex2 .
If youre not confident about this, plug in each of the forms of the solution the condition y(0) = 2. Condition
y(0) = 2 then becomes
p
1 + e2C e02 = 2.
This gives us
1 + eC = 4,
so eC = 3, and the solution is
p
y = 1 + 3ex2 .
11
ii) It might not be obvious but this equation is actually separable. Simply write it as
dy
= xex ey .
dx
To solve it divide by ey (this is fine since ey is never zero) and get
ey dy = xex dx.
Integrate
Z
ey dy =
xex dx.
The left hand side is easy, the right comes using integration by parts
Z
y
x
e = xe ex dx = xex ex + C.
Solve for y which gives
y = ln(ex xex C).
The initial condition y(0) = 0 gives
ln(e0 0 e0 C) = 0,
which gives C = 0, so the solution is
y = ln(ex xex ) = ln(ex (1 x)) = x ln(1 x).
iii) This is a typical linear first order differential equation. We have to use the integrating factor
e
ln x dx
= ex ln xx .
iv) First find the complementary solution, that is all the solutions to the equation
y 00 2y 0 + y = 0.
Solve r2 2r + 1 = 0 which gives only one solution r = 1 and the complementary solutions is
yc = C1 ex + C2 xex .
Looking at the right hand side we should try to find a particular solution in the form
yp = (Ax + B)ex .
12
This wont work since both Axex and Bex are complementary solutions. To get around this multiply (Ax+B)ex
by x2 and look for a particular solution in the form
yp = (Ax3 + Bx2 )ex .
Differentiate
yp0 (x) = (Ax3 + (3A + B)x2 + 2Bx)ex ,
and
yp00 (x) = (Ax3 + (6A + B)x2 + (6A + 4B)x + 2B)ex .
Now plug this in the equation and get
(Ax3 + (6A + B)x2 + (6A + 4B)x + 2B 2Ax3 (6A + 2B)x2 4Bx + Ax3 + Bx2 )ex = 6xex .
Simplify the left hand side
(6Ax + 2B)ex = 6xex .
We get A = 1 and B = 0. So we find a particular solution
yp = x3 ex .
General solution to the equation (without using the initial conditions) is then
y = C1 ex + C2 xex + x3 ex .
To plug in the initial conditions calculate
y 0 = C1 ex + C2 ex + C2 xex + 3x2 ex + x3 ex .
Therefore
y(0) = C1 = 1
and
y 0 (0) = C1 + C2 = 1.
This gives C1 = 1 and C2 = 0 and the solution is
y = (1 + x3 )ex .
The general solution, without the use of the initial condition is then
ex
y = C1 ex + C2 e2x + (cos x sin x).
2
To use the initial conditions first differentiate
y 0 = C1 ex + 2C2 e2x ex sin x.
Therefore
y(0) = C1 + C2 + 1/2 = 1/2
and
y 0 (0) = C1 + 2C2 = 1.
This gives C1 + C2 = 0 and C1 + 2C2 = 1 and therefore C2 = 1 and C1 = 1. Therefore the solution is
ex
y = ex + e2x + (cos x sin x).
2
P
Problem 9.* Find all the functions f which can be written as a power series f (x) = n=0 cn xn and which
satisfy f (2x) = 2f (x).
Solution: This is not a typical problem, but its very easy. Write the left hand side
X
X
cn 2n xn = c0 + 2c1 x + 22 c2 x2 + 23 c3 x3 + . . .
cn (2x)n =
f (2x) =
n=0
n=0
n=0
For these two series to be equal the coefficients in one series have to match the corresponding one in the other
series. We get
c0 = 2c0 , 2c1 = 2c1 , 4c2 = 2c2 , 8c3 = 2c3 , 16c4 = 2c4 . . .
The first equation gives c1 = 0 and the second one nothing at all - any number c1 satisfies this. The third
equation gives c2 = 0, the following one c3 = 0 and so on... Therefore, all the coefficient except c1 are zero and
c1 can have any value. Therefore all these functions as f (x) = c1 x where c1 can be any constant. It is easy to
check that, for any constant c1 , the function f (x) = c1 x really satisfies f (2x) = 2f (x).
14