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Chapter 8

Further Applications of
Integration
8.1 Differential Equations
A differential equation is an equation that contains
an unknown function and some of its derivatives.
Below are some
examples: 3

y ' = xy y"+2 y '+ y = 0 d y


+x
2
d y dy
+ − 2y = e−x

dx
3
dx
2
dx
In each of these differential equations y is an unknown
function of x.
The order of a differential equation is the order of
the highest derivative that occurs in the equation.
Thus the above 3 equations are of the order 1, 2, and
3, respectively.
A function f is called a solution of a differential
equation if the equation is satisfied when y = f(x)
and its derivatives are substituted into the equation.
For example, f is a solution of equation y'= xy if
f '(x) = xf(x).

To solve a differential equation means to find all


possible solutions of the equation. For example,
any solution of the equation y"+ y=0 is of the
form y =Asinx+Bcos x, where both A and B are
constants. So it is called the general solution of
the differential equation.
Any particular solutions are obtained by
substituting values for the arbitrary constants
A and B. For instance, y = sin x is a particular
solution of the above differential equation by
choosing A = 1,B = 0 in the general solution.

In general, solving a differential equation is


not an easy matter.
Separable equation

A separable equation is a first-order differential


equation that can be written in the form dy/dx =
g(x)f(y). The name separable comes from the fact
that the expression on the right side can be
“separated” into a function of x and a function of y.

Equivalently, we could write

dy g ( x)
=
dx h( y )
To solve this equation we rewrite it in the
differential form
h(y)dy = g(x)dx
so that all y’s are on one side of the equation
and all x’s are on the other side. Then we
integrate both sides of the equation:
∫ h( y ) dy = ∫ g ( x ) dx
It defines y implicitly as a function of x.
In some cases we may be able to solve for y in
terms of x
The justification of the above last step comes form
the Substitution Rule:

dy
∫ h( y )dy = ∫ h( y ( x)) dx
dx
g ( x)
= ∫ h( y ( x)) dx
h( y ( x))
= ∫ g ( x)dx
Example 1
dy 6x 2

Solve the differential equation =


dx 2 y + cos y
Solution
Writing the equation in differential form and
integrating both sides, we have

(2 y + cos y )dy = 6 x dx
2

∫ (2 y + cos y )dy = ∫ 6 x dx
2

y + sin y = 2 x + C
2 3
where C is an arbitrary constant. (We could have used
a constant C1 on the left side and another constant C2
on the right side, but then we could combine these
constants by writing C = C2 - C1

The above general solution is in implicit form. In this


case it is impossible to express y explicitly as a
function of x.
Example 2
Solve the differential equation y '= x y
2

Solution
Rewrite the equation using Leibniz notation:
dy/dx = x2y.
If y ≠ 0, we can rewrite it in differential notation and
integrate:

dy/y = x2dx, y ≠ 0, ln|y| = x3/3 + C


Note that the function y = 0 is also a solution
of the given differential equation. So the
x3

general solution is in the form y = Ae 3

where A is an arbitrary constant (A = ± eC or 0).

In this case, we can solve explicitly for y:

x3 x3 x3

y =e =e = e e , y = ±e e
+C
ln y 3 C 3 C 3
• Initial-value problem

In many physical problems we need to find the


particular solution that satisfies a condition of the
form y(x0) = y0. This is called an initial condition.

The problem of finding a solution of the differential


equation that satisfies the initial condition is called
an initial-value problem.
Example 1
Solve the differential equation
xy ' = − y, x > 0, y (4) = 2.
Solution
Write the differential equation as:
xdy/dx = -y or dy/y = -dx/x.
Integrate both sides: ∫ dy / y = −∫ dx / x
ln|y| = -ln|x| + C, |y| = 1/|x| eC
To determine K we put x = 4 and y = 2 in this
equation:
2 = K/4 K = 8
So the solution of the initial-value problem is

y = 8/x , x>0
Example 2
Find the solution of dy/dx = 6x2/(2y + cosy) that
satisfies y(1) =π .
Solution
From Example 1 in the last part, we know that the
general solution is
y2 + sin y = 2x3 + C
Therefore, the solution is given implicitly by
y2 + sin y = 2x3+ 2 – 2
π
Example 3 Solve y' = 1 + y2 - 2x - 2xy2 , y(0) = 0,
and graph the solution.
Solution

Factor the right side as the product of a function of x


and a function of y:

Substituting x = 0 and y = 0 in this equation, we


get C = 0. So
tan-1 y = x - x2
To graph this equation, notice that it is equivalent
to y = tan(x - x2)
provided that -π /2<x - x2 < π /2. Solving these
inequalities, we find that
1
2 (1 −1 + 2π ) < x < 12 (1 + 1 + 2π )
This enables us to graph the solution as in the
following figure.
Example 4
A tank contains 20kg of salt dissolved in 5000L of
water. Brine that contains 0.03kg of salt per liter of
water enters the tank at the rate of 25L/min. The
solution is kept thoroughly mixed and drains from
the tank at the same rate. How much salt remains in
the tank after half an hour?
Solution
Let y(t) be the amount of salt (in kilograms)
after t minutes. We are given that y(0) = 20
and we want to find y(30). We do this by
finding a differential equation satisfied by
y(t). Note that dy/dt is the rate of change in
the amount of salt, so
dy/dt = (rate in) – (rate out)
where (rate in) is the rate at which salt enters
the tank and (rate out) is the rate at which
salt leaves the tank.
We have
rate in = (0.03kg/L)(25L/min) = 0.75 kg/min
The tank always contains 5000L of liquid, so the
concentration at time t is y(t)/5000 (kg/L). Since the
brine flows out at a rate of 25L/min, we have
rate out = (y(t)/5000 kg/L)(25L/min) =
[y(t)/200 ]kg/min
Thus dy/dt = 0.75 – [y(t)/200] = [150 - y(t)]/200
Solve the separable differential equation by
integrating
dy/(150 - y) = dt/200
∫ ∫
-ln|150 – y | = t/200 + C.
Since y(0) = 20, we have –ln130 = C, so
-ln|150 – y | = t/200 – tln130.
150 − y = 130e .

Therefore 200

Since y(t) is continuous and y(0) = 20 and the right


side is never 0, we deduce that 150 – y(t) is always
positive. Thus |150 – y | = 150 – y and
t

y (t ) = 150 − 130e .

200

The amount of salt after 30 min is


30

y (30) = 150 − 130e ≈ 38.1 kg.



200
•Logistic growth
Under the conditions of unlimited environment and
food supply, the rate of population growth is
proportional to the size of the population. This can
be described by the differential equation
dy/dt = ky
Solve the separable equation:
1
∫ dy = ∫ kdt, y ≠ 0
y
ln y = kt + C
y =e kt + C
=e e
C kt

y = Ae kt

Where A = ± e or 0 is an arbitrary constant.


C
In a restricted environment and with limited food
supply, the population cannot exceed a maximal
size M at which it consumes its entire food supply.
If we make the assumption that the rate of growth
of population is jointly proportional to the size of
the population y and the amount by which y falls
short of the maximal size (M-y), then we have the
equation
dy/dt = ky (M-y)
where k is a constant. This equation is called the
logistic differential equation.
The logistic equation is separable, so we write it in
the form
1
∫ dy = ∫ kdt
y(M − y)

Using the partial fraction, we have 1/[y(M-y)] =


1/M [1/y +1/(M-y)]
and so
1/M [ ∫ dy/y + ∫ dy/(M-y)] = ∫ kdt = kt + C
1/M (ln|y| - ln|M-y|) = kt + C
Since 0 < y < M, |y| = y and |M-y| = M-y, so we have
ln(y/M-y) = M(kt + C)
y/(M-y) = AekMt (A = eMC )

If the population at time t = 0 is y(0) = y0, then A = y0/(M-


y0), so
y/(M-y) = y0/(M-y0)ekMt
Solve this equation for y, we get
y=y0MekMt /(M - y0 + y0ekMt )=y0M/[y0+(M - y0)e-kMt ]
We can see that
lim y (t ) = M
t →∞
which is to be expected.
The graph of the logistic growth function is shown
here. At first the graph is concave upward and the
growth curve appears to be almost exponential,
but then it becomes concave downward and
approaches the limiting population M.
•Direction fields
Suppose we are given a first-order differential
equation of the form
y ' = F ( x, y )
where F(x, y) is some expression in x and y. Even
if it is impossible to find a formula for the solution,
we can still visualize the solution curves by means
of a direction field.
If a solution curve passes through a point (x, y),
then its slope at that point is y', which is equal to
F(x, y). If we draw short line segments with slope
F(x, y) at several points (x, y), the result is called a
direction field (or slope field). These line segments
indicate the direction in which a solution curve is
heading, so the direction field helps us visualize
the general shape of these curves.
Example
(a) Sketch the direction field for the differential
equation y' = x2+y2–1.
(b) Use part (a) to sketch the solution curve that passes
through the origin.
Solution
(a) We start by computing the slope at several
points as in the chart
(b) Now we draw short line segments with these slopes
at these points. The result is the direction field
shown in the figure (on the next slide).
(b) We start at the origin and move to the right in the direction
of the line segment (which has slope –1). We continue to draw
the solution curve so that it moves parallel to the nearby line
segments. The resulting solution curve is shown in the figure.
Returning to the origin, we draw the solution curve to the left as
well.
The more line segments we draw in a direction
field, the clearer the picture becomes. Of course, it
is tedious to compute slopes and draw line
segments for a huge number of points by hand, but
computers are well suited for this task. This
enables us to draw the solution curves with
reasonable accuracy.
The idea of direction fields is adapted to find
numerical approximations to the values of solutions
of differential equations. This technique is called
Euler’s method.
8.2 Arc Length
• The definition of arc length
Suppose that a curve C is defined by the equation y = f(x),
where a ≤ x ≤ b. To obtain a polygonal approximation to C,
we take a partition P of [a, b] determined by points xi with a
= x0< x1<…< xn= b. If yi = f(xi), then the point Pi (xi , yi) lies
on C and the polygon with vertices P0, P1, …, Pn is an
approximation to C.n The length of this polygonal
approximation is ∑ | Pi−1 Pi | .
i =1

This approximation appears to become better as ||P|| → 0.


Therefore, we define the length L of the curve C
with equation y = f(x), a ≤ x ≤ b , as the limit of the
lengths of these inscribed polygons (if the limit
exists):
n

L = lim ∑ | Pi−1 Pi |.
|| P|| → 0 i =1

Notice that the procedure for defining arc length is


very similar to the procedure we used for defining
area and volume. We divided the curve into a large
number of small parts. We then found the
approximate lengths of the small parts and added
them. Finally we took the limit as ||P||→ 0.
The definition of arc length given above is not
very convenient for computational purposes,
but we can derive an integral formula for L in
the case where f has a continuous derivative.
[Such a function f is called smooth because a
small change in x produces a small change in
f ' (x).]
If we let ∆yi = yi - yi-1 , then | Pi−1 Pi |= (∆ xi ) + ( ∆ y i ) .
2 2

By the Mean Value Theorem to f on the interval


[xi-1, xi], there is a number xi* between xi-1 and xi such
that
f(xi) - f(xi-1 ) = f '(xi* ) (xi - xi-1 ),
i.e. y

i = f '(xi ) xi .
* ∆

Thus we have
| P i −1 P i |= (∆ xi ) + (∆ y i )
2 2

= (∆ xi ) + [ f
2
'( x i ) ∆ xi ]
*
2

= 1+ [ f * 2
'( x i )] ∆x.
i
Therefore,

n
L = ||lim
P || →0
∑| P i −1 P i |
i =1
n

= lim ∑ 1 + [ f
|| P|| →0 i =1
* 2
'( x i )] ∆x i
By the definition of a definite integral, we
recognize the above expression as being equal to
∫ 1 + [ f '( x )] dx.
b 2
a

This integral exists because the functiong ( x) = 1 + [ f '( x)]


2

is continuous.
Thus we have proved
•The arc length formula

If f ' is continuous on [a,b], then the length of the


curve y = f(x), a ≤ x ≤ b , is
L = ∫ 1 + [ f '( x )] dx.
b 2
a

Use the Leibniz notation for derivatives,


2
dy
L = ∫ 1 + ( ) dx.
b
a
dx
Example 1:
Find the length of the arc of the semicubical parabola y2 = x3 between the
point (1,1) and (4,8).
Solution:
dy 3
For the top half of the curve we have y = x 3/2, = x ,
1/ 2

dx 2
and so the arc length formula gives

dy
2
9
L =∫ 1 +( ) dx =∫ 1 + xdx .
4 4
1 1
dx 4
Substitute u = 1+9x/4, then du = 9dx/4. When x = 1, u = 13/4;
when x = 4, u = 10.
2
Therefore dy 9
L = ∫1 1 + ( ) dx = ∫1 1 + xdx
4 4

dx 4
8
3
13 2

= [10 −( ) ]
3
2

27 4
80 10 −13 13
= .
27
If a curve has the equation x = g(y), c ≤ y ≤ d , then
by the interchanging the roles of x and y in the
formula, we obtain

2
dx
L = ∫ 1 + [ g '( y )] dy = ∫ 1 + ( ) dy.
d 2 d

c c
dy
Example 2:
Find the length of the arc of the parabola y2 = x from (0,0) to (1,1).
Solution:

Since x = y2, we have dx/dy = 2y, and so


2
dx
L = ∫ 1 + ( ) dy = ∫ 1 + 4 y dy.
1 1 2
0
dy 0

Make the trigonometric substitution y = tan θ


1
2 , which gives

dy = sec θdθ
1
2
2
and 1 + 4 y = 1 + tan 2 θ = secθ
2

When y = 0, tan θ = 0, so θ = 0 ; when


θ
t
, so

a
2
θ = arctan 2 = α , say.

n
Thus
1 1 a
L = ∫0 sec θ ⋅ sec θdθ = ∫0 sec 3θdθ
a 2

2 2
1 1
= ⋅ [ sec θ tan θ +ln|sec θ + tan θ |]
a
0
2 2
1
= ( sec α tan α + ln | sec α + tan α |).
4
Since tan α = 2 , we have
sec α = 1 + tan α = 5, so secα = 5 and
2 2

5 ln( 5 + 2)
L= + .
2 4
Because of the presence of the square root sign in
the arc length formula, the calculation of an arc
length often leads to an integral that is very difficult
or even impossible to evaluate explicitly.
Thus we sometimes have to be content with finding
an approximation to the length of a curve as in the
following example.
Example 3
(a) Set up an integral for the length of the arc of the
hyperbola xy = 1 from the point (1,1) to (2,1/2).
(b) Use Simpson’s Rule with n = 10 to estimate the
arc length.
Solution
(a)We have y = 1/x, dy/dx = -1/x2.
and so the arc length is

1 x +1
2 4
dy
L=∫ 1 + ( ) dx = ∫ 1 + dx = ∫ dx .
2 2 2

1 1 1
dx x
4
x
2
(b) Using Simpson’s Rule with a=1, b=2, n=10, ∆ x=0.1, f ( x) = 1 + 1 / x . 4

We have
L = ∫1 1 + 1 / x 4dx
2

∆x
≈ [ f (1) + 4 f (1.1) + 2 f (1.2) + 4 f (1.3) + ⋅ ⋅ ⋅ + 2 f (1.8) + 4 f (1.9) + f (2)]
3
0.1 1 1 1 1
= [ 1+ + 4 1+ + 2 1+ + 4 1+
3
4 4 4
1
4
(1.1) (1.2) (1.3)
1 1 1
+ ⋅⋅⋅ + 2 1+ 4
+ 4 1+ 4
+ 1+ ]
(1.8) (1.9) 2
4

≈ 1.1321.
•The arc length function
If a smooth curve C has the equation y = f(x),
, leta ≤s(x)
x ≤ b be the distance along C from the initial
point P0 (a , f(a)) to the point Q(x , f(x)). Then s is a
function, called the arc length function, and

s ( x) = ∫ 1 + [ f '(t )] dt.
x 2

Use Part 1 of the Fundamental Theorem of


a

Calculus to differentiate the above equation (since


the integrand is continuous):

ds dy
2

= 1 + [ f '( x )] = 1 + ( ) .
2

dx dx
The above equation shows that the rate of change
of s with respect to x is always at least 1 and is
equal to 1 when f ' (x), the slope of the curve, is 0.
2

The differential of arc length is ds = 1 + ( dy ) dx .


dx
This equation is sometimes written in the symmetric
form ( ds ) = ( dx ) + ( dy ) .
2 2 2

The geometric interpretation of it is shown in the figure


The symmetric form can be used as a mnemonic
device for remembering the arc length formula. If
we write L = ∫ ds , then from the symmetric
2
dy
form, we either solve to get ds = 1 +( ) dx
dx
which gives
2
dy
L = ∫ 1 +( ) dx .
b

a
dx
Or we can solve to get
2
dx
ds = 1 +( ) dy
dy
which gives
2
dx
L =∫ 1 +( ) dy .
d
c
dy
Example
Find the arc length function for the curve y = x2 –
(lnx)/8 taking P0 (1 ,1) as the starting point.
1
Solution f ' ( x) = 2 x −
8x
1
2 2
 1  1
1 + [ f '( x )] = 1 +  2 x −  =  2 x+  = 2 x + .
2

 8x   8x  8x
Thus the arc length function is given by
1
s ( x) = ∫1 1 + [ f '(t )] dt = ∫1 (2t + )dt
x 2 x

8t
x
2 1  1
= t + ln t  = x + ln x − 1
2

 8 1 8
8.3 Area of a Surface of Revolution

A surface of revolution is formed when a curve is


rotated about a line. Such a surface is the lateral
boundary of a solid of revolution.
We want to define the area of a surface of
revolution. We can think of peeling away a very thin
outer layer of the solid of revolution and laying it out
flat so that we can measure its area.
•Some simple surfaces

(a) The lateral surface area of a circular


cylinder with radius r and height h is taken to
be A = 2π rh because we can imagine cutting
the cylinder and unrolling it to obtain a
rectangle with dimensions 2π r and h.
(b) For a circular cone with base radius r and slant
height l, cut it along the broken line (see the figure) ,
and flatten it to form a sector of a circle with radius l
and central angle θ = 2π r/l.
In general, the area of a sector of a circle with
radius l and angle θ is
1 2
l θ
2
Therefore, we define the lateral surface area of a
cone to be A = π rl
In this case, it is
1 2 1 2 2πr 
A = l θ= l   =πrl
2 2  l 
(c) The area of the band (or frustum of a cone) with
slant height l and upper and lower radii r1 and r2 is
found by subtracting the areas of two cones:
A =πr (l +l ) −πr l =π[(r −r ) l +r l ]
2 1 1 1 2 1 1 2

l 1 =l 1 +l
From similar triangles we have r1 r2

which gives r 2 l1 = r1 l1 + r1 l or (r 2 − r1) = r1 l


Putting them together, we get
A = π (r1 l + r 2 l )
or π
A
=
2
r

where r = (½)(r1 + r2) is the


l

average radius of the band.


•The definition of surface area
Consider the surface obtained by rotating the curve y = f(x), a ≤ x ≤ b ,
about the x-axis, where f is positive and has a continuous derivative.
Take a partition P of [a,b] determined by points xi with a = x0< x1<…<
xn= b. Let yi = f(xi), then the point Pi (xi , yi) lies on the curve. The part of
the surface between xi-1 and xi is approximated by taking the line
segment Pi-1 Pi and rotating it about the x-axis. The result is a band (a
frustum of a cone) with slant height l = |Pi-1 Pi | and average radius
r = (½)(yi-1 + yi), so its surface area is
y +y
2π P P
i −1 i
i −1
2
i

As in section 8.2, we have


P P = 1 + f '( x*i ) ∆ x
i −1 i [ ]
2

where xi* ∈[xi-1, xi].


When ∆ xi is small, we have yi = f(xi) ≈ f(xi*) and yi-1 = f(xi-1 ) ≈ f(xi*),
since f is continuous. Therefore
y +y
2π P P ≈ 2πf ( x ) 1 + [ f '( x*i )] ∆ x
i −1 i 2
*
i −1 i i i
2
and so an approximation to what we think of as the area of the
complete surface of revolution is
[ ]
∑2πf ( x*i ) 1 + f ' ( x*i ) ∆ x i
n 2

i +1


This approximation appears to become better as ||P|| 0 and

[ ]
lim ∑ 2πf ( x i ) 1 + f ( x*i ) ∆ x i = ∫a 2πf ( x ) 1 + f ( x) dx [ ]
n 2 2
* ' b '
n →∞ i =1
Therefore, in the case where f is positive and has a continuous
derivative, we define the surface area of the surface obtained by
rotating the curve y = f(x), a ≤ x ≤ b , about the x-axis as

S = ∫a 2πf ( x ) 1 + f ( x ) dx
b
[ '
]
2

With the Leibniz notation for derivatives,


2
 dy 
S = ∫a 2πy 1 +  dx
b

 dx 

If the curve is described by x = g(y), c ≤ y ≤ d , then


2
 dx 
S = ∫ 2πx 1 +   dy
d

 dy 
c
Using the notation for arc length given in Section 8.2,
2

S = ∫ 2πyds  dy 
where ds = 1 +   dx
 dx 

For rotation about the y-axis, the surface area formula is


2
 dx 
S = ∫ 2πxds ds = 1 +   dy
where  dy 
Example 1:
The curve y = 4 − x 2 ,−1 ≤ x ≤ 1 is an arc of the circle x 2 + y = 4.
2

Find the area of the surface obtained by rotating this arc about the
x-axis. (The surface is a portion of a sphere of radius 2.)

Solution dy 1 −x
2 −1 / 2
= ( 4 − x ) ( −2 x) =
dx 2 4 − x2
2

S = ∫ 2πy 1 +
so dy 
 dx
1
−1 
 dx 
2
x
= 2π∫ 4 −x 1+ dx
1 2

4 −x
−1 2

2
= 2π∫ 4 − x dx
1 2

4 −x
−1 2

= 4π∫ 1dx = 4π( 2) = 8π


1
−1
Example 2
The arc of the parabola y = x2 from (1,1) to (2,4) is rotated about the y-
axis. Find the area of the resulting surface.
Solution1
Using y = x2 and dy/dx = 2x, we have
2
 dy 
S = ∫ 2πxds = ∫ 2πx 1 +  dx
2

 dx 
1

= 2π ∫ x 1 + 4 x dx
2 2
1

Substituting u = 1+4x2, we have du = 8xdx.


Remembering to change the limits of
integration, we have
π 17 π 2 3 / 2 
17

S = ∫5 u du =  u 
4 4 3 5
π
= (17 17 −5 5 )
6
Solution 2
dx 1
Using x = y and =
dy 2 y

we have
2
 dx 
S = ∫ 2πxds = ∫ 2πx 1 +   dy
4

 dy 
1

1
= 2π ∫ y 1 + dy = π ∫ 4 y + 1dy
4 4
1 1
4y
π
= ∫ u du
17

5
4
π
= (17 17 − 5 5 )
6
Example 3
Find the area of the surface generated by rotating the curve
y =ex, 0 ≤ x ≤ 1, about the x-axis.
Solution y = ex so dy/dx = ex, we have
2
 dy 
S = ∫ 2πy 1 +   dx
1

 dx 
0

= 2π ∫ e 1 + e dx
1 x 2x
0

= 2π ∫ 1 + u du
e 2

π = 2π ∫ sec θdθ
]

1
2
)

α
π /4
2

= 2π ⋅ [ sec θ tan θ +ln|sec θ +tan θ |]

= π [sec α tan α + ln(sec α + tan α ) − 2 − ln( 2 + 1)]


Since tanα = e, sec2 α = 1+ tan2 α= 1 + e2 so
l

1
α
π /4

S
8.4 Application to Economics
(1) Consumer surplus
•The demand function and demand curve
The demand function p(x) is the price that a company has to
charge in order to sell x units of a commodity.
Usually, selling larger quantities
requires lowering prices, so the
demand function is a decreasing
function.
The graph of a typical demand
function, called a demand
curve is shown in the figure. If
X is the amount of the
commodity that is currently
available, then P = p(X) is the current selling price.
• The consumer surplus
Partition the interval [0, X] into n subintervals, each of length ∆ x =
X/n, with xi be the right endpoint of the ith subinterval.
For the consumers between xi-1 and xi, the price they are willing to
pay is about p(xi), the price they actually pay is P. Therefore, we can
consider they have saved an amount of

(savings per unit)(number of units) = [ p(xi) – P ] x
Considering similar groups of willing consumers for the
other subintervals, adding the savings, we get the total
savings: n
∑ [ p ( xi ) − P ]∆x
i =0

Let n → ∞ , this Riemann sum approaches the integral

∫0 [ p (x) − P ]dx
X

which is called the consumer surplus of the commodity.


The consumer surplus represents the amount of money
saved by consumers by purchasing the commodity at price
P, corresponding to an amount demanded of X.
The figure below shows the interpretation of the consumer
surplus as the area under the demand curve and above the
line p = P.
Example
The demand for a product, in dollars, is p = 1200 – 0.2x –
0.0001x2. Find the consumer surplus when the sales level is
500.
Solution
The corresponding price for X = 500 is
P = 1200 – 0.2(500) – 0.0001(500)2 = 7500
Therefore, the consumer surplus is
∫ [ p (x ) − P ]dx = ∫ (1200 − 0.2 x − 0.0001 x − 1075) dx
500 500 2
0 0

500

x  3
= ∫ (125 − 0.2 x − 0.0001 x )dx = 125 x −0.1x −0.0001 
2
500 2

3
0

3
(500)
= 125(500) − 0.1 (500) − 0.0001 = $33,333.33
2

3
(2) Present value of an income stream
• Continuously compounded interest rate
With continuously compounded interest rate r, the value
of a savings account y(t) increases at a rate proportional
to that value, i.e.
dy
=ry .
dt
Then at time t, the value of y is y (t ) = y (0) ert
(see Example of section 8.1).

• Present value of a future amount


If A0 is the amount that will grow to A in t years, then A0
ert = A and so A0 = Ae-rt . A0 is called the present value of
A.
• Present value of an income stream
Suppose that income will be received over a period of
time from t = a to t = b at a rate of f(t) dollars per year
at time t. This is referred to as an income stream.
To find the total present value of this income stream, we
partition the interval [a,b] into n subintervals of equal
length ∆t . From time t = ti-1 to time t = ti the income
received will be approximately f (t i )∆t dollars, with a
−r t i
present value of e f (t i )∆t . So an approximation to the
n −r
present value of the total income is i∑ e ti
f (t i )∆t
=1
If we letn → ∞ , the Riemann sum approaches the integral
b −rt
∫a e f (t ) dt
which is the present value of the income stream f(t).
Example:
A trust fund pays $8000 a year for 10 years, starting 5
years from now, at a rate of 10% per year compounded
continuously.
(a) Find the present value of the trust fund.
(b) Find the value 3 years from now.
Solution
(a) Here the income stream is f(t) = 8000. Using the
formula with a = 5, b = 15 and r = 0.1, the present value
of the trust fund is −( 0.1) t
e
(8000 ) dt = [8000
15 −( 0.1) t
∫5 e ]155
− 0.1
= 80,000( e-0.5 – e-1.5 ) = $30,672.04
(b) The value 3 years from now is
30,672.04 e(0.1)3 = $41,402.92
8.5 Curves Defined by Parametric
Equations

Suppose that x and y are both given as continuous functions of a


third variable t (called a parameter) by the parametric equations
x = f(t) y = g(t) .
Each value of t determines a point (x, y), which we can plot in a
coordinate plane. As t varies, the point (x, y) = ( f(t), g(t) ) varies
and traces out a curve C.

If we interpret t as time and (x, y) = ( f(t), g(t) ) as the position of a


particle at time t, then we can imagine the particle moving along
the curve C.
Example 1:
Identify the curve defined by the parametric equations x = t2 – 2t and
y = t +1.
Solution:
Look at the figure: A particle whose position is given by the parametric
equations moves along the curve in the
direction of the arrows as t increases.
Eliminate the parameter t as follows:
From y = t +1 we obtain t = y –1. Substitute
it into x = t2 – 2t, it gives
x = (y-1)2 – 2(y-1) = y2 – 4y +3
and so the curve represented by the given
parametric equations is a parabola.
Example 2:
What curve is represented by the parametric equations x = cos t and y =
sin t , 0 ≤ t ≤ 2π ?
Solution:
Eliminate t by noting that x2 + y2 = cos2t + sin2t = 1
Thus the point (x, y) moves on the unit
circle x2 + y2 = 1. Notice that the parameter t
can be interpreted as the angle shown in the
figure.
As t increases from 0 to 2 π , the point (x,
y) = (cos t, sin t) moves once around the
circle in the counterclockwise direction
starting from the point (1,0) .
Example 3:
What curve is represented by the parametric equations x = sin2t and
y = cos2t , 0 ≤ t ≤ 2π ?
Solution:
Again, eliminate t by noting that x2 + y2 = sin22t + cos22t = 1

Thus again the point (x, y) moves on the


unit circle x2 + y2 = 1.
But as t increases from 0 to 2π , the point
(x, y) = (sin2t, cos2t) moves twice around
the circle in the clockwise direction starting
from the point (0,1) .
Example 4
Sketch the curve represented by the parametric equations x = sint
and y = sin2t.
Solution
Observe that y = x2 and so the point (x, y) moves on the parabola y = x2.
But note that since -1 ≤ sint ≤ 1, we have
-1≤ x≤ 1, so the parametric equations
represent only the part of the parabola for
which -1 ≤ x ≤ 1.
Since sin t is periodic, the point (x, y)=(sin t,
sin2t ) moves back and forth infinitely often
along the parabola from (-1,1) to (1,1).
Example 5:The curve traced out by a point P on the circumference of a
circle as the circle rolls along a straight line is called a cycloid. If the
circle has radius r and rolls along the x axis and if one of the positions of
P is the origin, find parametric equations for the cycloid.

Solution: Choose the angle θ for which the circle has rotated as the
parameter (θ =0 when P is at the origin). For 0< θ < π /2, the distance i
has rolled from the origin is |OT| = arcPT =
rθ .
Let the coordinates of P be (x, y), then
x = |OT| - |PQ| = r θ - r sin θ = r(θ - sinθ )
y = |TC| - |QC| = r - r cos θ = r(1 - cosθ )
This is also valid for other values of θ ( try it
So the parametric equations of the cycloid are
x = r(θ - sin θ ) y = r(1 - cosθ ) θ ∈R
One arch of the cycloid comes from one rotation of the circle and so is
described by 0 ≤ θ ≤ 2π .
Some properties of cycloid:
(1) A particle slides along the curve from point
A to a lower point B not directly beneath A.
Among all possible curves joining A to B, the
particle will take the least time if the curve is
an inverted arch of a cycloid.

(2) No matter where a particle P is placed on


an inverted cycloid, it takes the same time to
slide to the bottom.
8.6 Tangents and Areas
(1) Tangents
By eliminating the parameter, some curves defined by parametric
equations x = f(t) and y = g(t) can be expressed in the form y = F(x). If
we substitute x = f(t) and y = g(t) in the equation y = F(x), we get
g(t) = F(f(t))

If g, F and f are differentiable, the Chain Rule gives


g' (t) = F' (f(t))f ' (t) = F ' (x)f ' (t)
If f ' (t)≠ 0, we can solve for F ' (x):
F ' (x) = g ' (t)/f ' (t)

Since the slope of the tangent to the curve y = F(x) at (x, F(x)) is F ' (x),
the above equation enables us to find tangent to parametric curves
without having to eliminate the parameter.
Using Leibniz notation, we can rewrite the above equation as
dy
dy dt dx
= if ≠0
dx dx dt
dt

It can be seen from the above equation that the curve has a
horizontal tangent when dy/dx = 0 (provided that dx/dt ≠ 0) and it
has a vertical tangent when dx/dy = 0 (provided that dy/dt ≠ 0). This
information is useful when sketching parametric curves.

To obtain d2y/dx2, replace y by dy/dx in the above equation:


d  dy 
 
d y = d  dy  = dt  dx 
2

 
d x dx  dx 
2
dx
dt
Example 1
(a) Find dy/dx and d2y/dx2 for the cycloid x = r(θ -sinθ ), y = r(1-cos θ ).
(b) Find the tangent to the cycloid at the point where θ =π / 3.
(c) At what points is the tangent horizontal? When is it vertical?
(d) Discuss the concavity.

Solution dy
dy dθ r sin θ sin θ
= = =
(a) dx dx r (1 − cosθ ) 1 − cosθ

d  dy  d  sin θ 
 =  
dθ  dx  dθ  1 − cos θ 
cos θ (1 − cos θ ) − sin θ sin θ cos θ − 1 −1
= = =
(1−cosθ ) (1−cosθ ) 1 − cos θ
2 2
d  dy  −1
 
d y = dθ  dx  = 1 − cosθ =
2
−1
dx r (1 − cosθ ) r (1− cosθ )
2
dx 2


(b) When θ = π / 3, we have
π π  π 3  π r
x = r  − sin  = r  −  y = r 1 − cos  =
3 3  3 2   3 2

and dy sin(π / 3) 3 /2
= = = 3
dx 1 − cos(π / 3) 1 − 1 / 2

Therefore, the slope of the tangent is 3 and the equation is

r  rπ r 3  or π 
y − = 3 x − +  3x − y = r  − 2
2  3 2   3 
(c) The tangent is horizontal when dy/dx = 0, which occurs when sin =
0 and 1-cosθ ≠ 0, that is, θ = (2n-1)π , where n is an integer. The
corresponding point on the cycloid is ((2n-1)π r, 2r).
When θ = 2nπ , both dy/dθ and dx/dθ are 0. There are vertical
tangents at these points. We can verify this by using l’Hospital’s Rule:
dy sin θ cosθ
lim = lim = lim =∞
θ → 2 nπ dx
+
θ → 2 nπ 1 − cos θ
+
θ → 2 nπ sin θ
+

A similar computation shows that dy/dx→-∞ as θ →2nπ -–, so indeed there


are vertical tangents when θ = 2nπ , that is, when x = 2nπ r.

From part(a) we have d2y/dx2 = -1 / [r(1-cosθ )2]. Since r>0, this


ws that d2y/dx2 < 0 except when cosθ =1. Thus the cycloid is concave
wnward on the intervals (2nπ , 2(n+1)π ).
Example 2 A curve C is defined by x = t2 and y = t3-3t.
(a) Show that C has two tangents at (3, 0) and find their equations.
(b) Find the points on C where the tangent is horizontal or vertical.
(c) Determine where the curve rises or falls and where it is concave
upward or downward.
(d) Sketch the curve.
(2) Areas
The area under a curve y = F(x) from a to b is A = ∫ab F ( x)dx
where F(x) ≥ 0.
If the curve is given by parametric equations x = f(t) and y =
g(t), α ≤ t≤ β , then we can adapt the earlier formula by
using the Substitution Rule for Definite Integrals as follows:
α
A = ∫a ydx = ∫α g (t ) f ' (t )dt or ∫β g (t ) f ' (t )dt
b β

x = f (t )
A = ∫ F ( x)dx = ∫α F ( f (t )) f ′(t )dt = ∫α g (t ) f ′(t )dt
b β β
a

(or ∫ g (t ) f ′(t )dt )


α
β
Example 1
Find the area under one arch of the cycloid x = r(θ -sinθ ), y = r(1-cosθ ).

Solution

One arch of the cycloid is given by 0 ≤ θ ≤ 2π .


Using the Substitution Rule with y = r(1-cosθ ) and dx =
r(1-cosθ )dθ , we have
A = ∫ ydx
2 πr

= ∫ r (1 − cos θ )r (1 − cos θ )dθ



0

= r ∫ (1−cosθ ) dθ
2 2π 2
0

= r ∫ (1− 2 cosθ + cos 2 θ )dθ


2 2π
0

2 2π 1
= r ∫ [1 − 2 cos θ + (1 + cos 2θ )]dθ
0
2 2π

=r  32
θ − 2 sin θ + 1
sin 4θ
2 4  
( )
0

3
= r ⋅ 2π = 3π r
2 2

2
Example 2
Find the area of the region enclosed by the loop of the curve
defined by x = t2 and y = t3-3t. (the same as that in Example 2
of the first part of this section ).
Solution
The point on the loop where the curve crosses itself is
t=± 3
(3, 0), the corresponding parameter values are .
The area of the loop is obtained by subtracting the area
under the bottom part of the loop from the area under the top
part of the loop.
A = ∫ (t − 3t )2tdt − ∫ (t − 3t )2tdt
− 3 3 3 3
0 0

= ∫ (t − 3t )2tdt
− 3 3
3

= ∫ 2 t −6 t dt
− 3 4 2
3

=[ ]
− 3
2 5
5t
− 2t 3
3

4 24
= 4⋅3 − ⋅3 = 3
3/ 2 5/ 2

5 5
8.7 Polar Coordinates
A coordinate system represents a point in the plane by an
ordered pair of numbers called coordinates. So far we
have been using Cartesian coordinates, which are directed
distances from two perpendicular axes. Now we describe
a coordinate system called the polar coordinate system,
which is more convenient for many purposes.

We choose a point in the plane that is called the pole (or


origin) and labeled O. Then we draw a ray (half-line)
starting at O called the polar axis. This axis is usually
drawn horizontally to the right and corresponds to the
positive x-axis in Cartesian coordinates.
If P is any other point in the plane, let r be the distance
from O to P and let θ be the angle (usually measured in
radians) between the polar axis and the line OP as in the
figure. Then the point P is represented by the ordered pair
(r, θ ) and r, θ are called polar coordinates of P.
We use the convention that an angle is positive if measured
in the counterclockwise direction from the polar axis and
negative in the clockwise direction.
If P = O, then r = 0 and we agree that (0, θ ) represents the
pole for any value of θ .

θ
O
−θ x
We extend the meaning of polar coordinates (r, θ ) to the
case in which r is negative by agreeing that the points (-r,
θ ) and (r, θ ) lies on the same line through O and at the
same distance |r| from O, but on the opposite sides of O.
If r > 0, the point (r, θ ) lies in the same quadrant as θ ; if
r < 0, the point (r, θ ) lies in the quadrant on the opposite
side of the pole.
Notice that (-r, θ ) represents the same point as (r, θ
+π ).
In fact, since a complete counterclockwise rotation is
given by an angle 2π , the point represented by polar
coordinates (r, θ ) is also represented by (r, θ +2n π )
and (-r, θ +(2n+1) π )
Example 1
Plot the points whose polar coordinates are given
(a) (1, 5π /4) (b) (2, 3 π ) (c) (2, -2 π /3) (d) (-3, 3 π /4)

Solution

The points are plotted in the figure. In part (d) the point (-3,
3 π /4) is located three units from the pole in the fourth
quadrant because the angle 3 π /4 is in the second
quadrant and r = -3 is negative.
The connection between polar and Cartesian coordinates
can be seen from the figure, in which the pole corresponds
to the origin and the polar axis coincides with the positive
x-axis. If the point P has Cartesian coordinates (x, y) and
polar coordinates (r, θ ), then
cosθ = x/r, sinθ = y/r
and so
x = rcosθ , y = rsinθ

Although the above equations


were deduced from the figure,
which illustrates the case
where r > 0 and 0 < θ < π /
2, these equations are valid for
all values of r and θ .
We can use the above formula to find the Cartesian
coordinates of a point when the polar coordinates are
known. We can also use the below equations to find r and
θ if the Cartesian coordinates of a point are known:
r2 = x2 + y2 tanθ = y/x
See the next page
Notice that the above equations do not uniquely determine
θ when x and y are given, because as θ increases
through the interval 0≤ θ <2π , each value of tanθ
occurs twice.
Therefore, in converting from Cartesian to polar
coordinates, it is not good enough just to find r and θ that
satisfy the equations, we must choose θ so that the point (r,
θ ) lies in the correct quadrant.
y = tan x
y

o
π 2π x
Example 2
Convert the point (2, π /3) from polar to Cartesian
coordinates.
Solution
Since r = 2 and θ = π /3,
π 1
x = r cosθ = 2 cos = 2 ⋅ = 1
3 2
π 3
y = r sin θ = 2 sin = 2 ⋅ = 3
3 2
Therefore, the point is (1, 3) in Cartesian coordinates.
Example 3
Represent the point with Cartesian coordinates (1,-1) in terms
of polar coordinates.
Solution If we choose r to be positive, then

r = x + y = 1 + ( −1) = 2
2 2 2 2

y
tan θ = = −1
x
Since the point (1,-1) lies in the fourth quadrant, we can
choose θ =-π /4 or θ =7π /4. Thus one possible answer is
(√2, -π /4). Another is (√2,7π /4).
•The Graph of a Polar Equation
The graph of a polar equation r = f(θ ), or more
generally F(r,θ )=0, consists of all points P that have at
least one polar representation (r, θ ) whose coordinates
satisfy the equation.
Example 1
What curve is represented by the polar equation r = 2.
Solution
The curve consists of all points (r, θ ) with r = 2. Since r
represents the distance from the point to the pole, the curve r
= 2 represents the circle with center O and radius 2. In
general, the equation r = a represents a circle with center O
radius |a|.
Example 2 Sketch the polar curve θ = 1.
Solution This curve consists of all points (r, θ ) such
that the polar angle θ is 1 radian. It is the straight line that
passes through O and makes an angle of 1 radian with the
polar axis.

( 2, π +1)

Notice that the points (r, 1) on the line with r > 0 are in the
first quadrant, whereas those with r < 0 are in the third
quadrant.
Example 3 (a) Sketch the curve with polar equation
r = 2cosθ . (b) Find a Cartesian equation for this curve.

Solution
(a) We find the values of r for
some convenient values of θ
and plot the corresponding
points (r, θ ). Then we join θ
these points to sketch the
curve, which appears to be a
circle. We have used only
values of θ between 0 and
π , since if we let θ
increases beyond π , we
obtain the same points again.
(b) Multiply r to both sides of the equation r = 2cos θ :
r2 = 2 rcos θ , x2 + y2 = 2x, x2 + y2 - 2x = 0
Completing the square, we obtain
(x-1)2 + y2 = 1
which is the equation of a circle with center (1,0) and
radius 1.
The figure below shows a geometrical illustration that the
circle has the equation r =2cos θ . The angle OPQ is a right
angle and so
r/2 = cosθ .
Example 4 Sketch the curve r = 1 + sinθ .
Solution
First sketch the graph of r = 1 + sinθ in Cartesian coordinates by shifting the
sine curve up one unit. This enables us to read at a glance the values of r that
correspond to increasing values of θ . We see that as θ increases from 0 to
π /2, r increase from 1 to 2; as θ increases from π /2 to π , r decrease from 2
to 1; as θ increases from π to 3π /2, r decrease from 1 to 0; as θ increases
from 3π /2 to 2π , r increase from 0 to 1. If we let θ increases beyond 2π or
decrease beyond 0, we would simply retrace our path. Then we sketch out the
complete curve as in the figure. It is called a cardioid because it is shaped like
a heart.

.
Example 5 Sketch the curve with polar equation r = cos2 θ .
Solution
We first sketch r = cos2θ , 0 ≤ θ < 2π , in Cartesian coordinates. As
θ increases from 0 to π /4, r decrease from 1 to 0, and so we draw the
corresponding portion of the polar curve. As θ increases from π /4 to
π /2, r decrease from 0 to –1. This means that the distance from O
increases from 0 to 1, but instead of being in the first quadrant, this
portion of the polar curve lies on the opposite side of the pole in the
third quadrant. The remainder of the curve is drawn in a similar fashion.
The resulting curve has four loops and is called a four-leaved rose.
When sketching polar curves it is sometimes helpful to take
advantage of symmetry. The following are three rules.
(a) If a polar equation is
unchanged when θ is replaced
by -θ . The curve is
symmetric about the polar
axis.
(b) If a polar equation is
unchanged when r is replaced
by -r. The curve is symmetric
about the pole.
(c) If a polar equation is
unchanged when θ is replaced
by π -θ . The curve is
symmetric about the vertical
The curve sketched in Examples 3 and 5 are symmetric
about the polar axis. The curves in Example 4 and 5 are
symmetric about θ = π/2. The four-leaved rose is also
symmetric about the pole.

These symmetry properties could be used in sketching


curves. We only need to plot a part of the curve and then
apply the symmetry.
• Tangents to polar curves
To find a tangent line to a polar curve r = f(θ ) we regard
θ as a parameter and write its parametric equations
x= f(θ )cosθ , y = f(θ )sinθ .
Then using the method for finding slopes of parametric
curves we have
dy dr
sin θ + r cosθ
dy dθ dθ
= =
dx dx dr cosθ − r sin θ
dθ dθ
We locate horizontal tangents by finding the points when
dy/dθ =0 (provided that dx/dθ ≠ 0).
We locate vertical tangents at the points when dx/dθ = 0
(provided that dy/dθ ≠ 0).
Notice that if we are looking for tangent lines at the pole,
then r = 0 and the above equation simplifies to

dy dx
= tan θ if ≠0
dx dθ

For instance, in Example 5, we found that r = cos2θ = 0


when θ = π /4 or 3π /4. This means that the lines θ =
π /4 and θ = 3π /4 or (y = x and y = -x are tangent lines
to r = cos2θ at the origin.
Example
(a) For the cardioid r = 1 + sinθ , find the slope of the tangent line when
θ = π /3.
(b) Find the points on the cardioid where the tangent line is horizontal or
vertical.

Solution
Using the derived formula with r = 1 + sinθ , we have
dr
sin θ + r cosθ
dy dθ cosθ sin θ + (1 + sin θ ) cosθ
= =
dx dr cosθ − r sin θ cosθ cosθ − (1 + sin θ ) sin θ

cosθ (1 + 2 sin θ ) cosθ (1 + 2 sin θ )
= =
1 − 2 sin θ − sin θ (1 + sin θ )(1 − 2 sin θ )
2

or
Instead of memorizing the formula, we could employ the
method used to derive the formula:
1
x = r cosθ = (1 + sin θ ) cosθ = cosθ + sin 2θ
2
y = r sin θ = (1 + sin θ ) sin θ = sin θ + sin 2 θ
dy dy dθ cosθ + 2 sin θ cosθ cosθ + sin 2θ
= = =
dx dx dθ − sin θ + cos 2θ − sin θ + cos 2θ
(a) The slope of the tangent at the point where θ = π /3 is

cos(π )(1 + 2 sin(π ))


dy 3 3
=
dx θ =π 3 (1 + sin(π ))(1 − 2 sin(π ))
3 3
1
(1 + 3)
2 1+ 3
= =
(1 + 3 2)(1 − 3) (2 + 3)(1 − 3)
1+ 3
= = −1
−1− 3
(b) Observe that dy π 3π 7π 11π
= cosθ (1 + 2 sin θ ) = 0, whenθ = , , ,
dθ 2 2 6 6
dx 3π π 5π
= (1 + sin θ )(1 − 2 sin θ ) = 0, when = , ,
dθ 2 6 6

Therefore, there are horizontal tangents at the points (2, π /2), (1/2, 7
π /6), (1/2, 11π /6) and vertical tangents at (3/2,π /6). (3/2, 5π /6).
dy dx
When θ =3π /2, both and are 0, so we must be careful. Using

l’Hospital’s Rule, we havedθ
dy 1 cosθ r = 1 + sinθ
lim =− lim
θ → ( 3π 2 ) dx

3 θ → (3π 2 ) 1 + sin θ

1 − sin θ
=− lim =∞
3 θ → ( 3π 2 ) cosθ

By symmetry, dy
lim = −∞
θ → ( 3π 2 ) dx
+

Thus there is a vertical tangent line at the pole.


Page558 17
3t 3t 2

x= , y=
1+ t 3
1+ t 3

Solution
dy 3t (2 − t ) dx 3 − 6t
3
dy t (2 − t ) 3 3

= , = , = ,
dt (1 + t )
3
dt (1 + t )
2
dx 1 − 2t 3 2 3

therefore, the curve has horizontal tangent at


1 2 2 1
(0,0) and (2 ,2 ), and a vertical tangent at (2 ,2 3 ).
3 3 3

d  dy  2(1 + t ) 3 2

  < 0, t > 2 13
d y dt  dx 
2
(1 − 2t ) 3
2(1 + t )
2 3 4

= = = 
dx 2
dx 3(1 − 2t ) 3(1 − 2t )
3 3 3 1
> 0, t < 2 3
dt (1 + t )
3 2
y

( 3 , 3)
1 3
( 2 ,2 2 )
2
t → −1
+

2 2
3 1
t→+∞ ( 2 , 2 2
) 2
t→+∞

x
0 t → −∞

t → −1 −
2
(−∞ ,−1) (−1,2 3 )
2
(−1,+∞)
(2 3 ,+∞)
dx + + – +
dt
dy – – – –
dt
x
y

d2y – + + –
dx 2
curve