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221 Aufrufe127 SeitenIntro. to Differential Equation
Good Luck....
Regards
WASEEM AKHTER

May 12, 2010

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Intro. to Differential Equation
Good Luck....
Regards
WASEEM AKHTER

Attribution Non-Commercial (BY-NC)

Als PPT, PDF, TXT **herunterladen** oder online auf Scribd lesen

221 Aufrufe

Intro. to Differential Equation
Good Luck....
Regards
WASEEM AKHTER

Attribution Non-Commercial (BY-NC)

Als PPT, PDF, TXT **herunterladen** oder online auf Scribd lesen

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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

+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).

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.

not an easy matter.

Separable equation

•

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.

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

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

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:

Note that the function y = 0 is also a solution

of the given differential equation. So the

x3

x3 x3 x3

y =e =e = e e , y = ±e e

+C

ln y 3 C 3 C 3

• Initial-value problem

particular solution that satisfies a condition of the

form y(x0) = y0. This is called an initial condition.

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

and a function of y:

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

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

30

−

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

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)

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 )

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

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

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

[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

2

is continuous.

Thus we have proved

•The arc length formula

curve y = f(x), a ≤ x ≤ b , is

L = ∫ 1 + [ f '( x )] dx.

b 2

a

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:

2

dx

L = ∫ 1 + ( ) dy = ∫ 1 + 4 y dy.

1 1 2

0

dy 0

1

2 , which gives

dy = sec θdθ

1

2

2

and 1 + 4 y = 1 + tan 2 θ = secθ

2

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

a

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

dx

This equation is sometimes written in the symmetric

form ( ds ) = ( dx ) + ( dy ) .

2 2 2

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

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

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

Putting them together, we get

A = π (r1 l + r 2 l )

or π

A

=

2

r

l

•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

P P = 1 + f '( x*i ) ∆ x

i −1 i [ ]

2

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

2

dy

S = ∫a 2πy 1 + dx

b

dx

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

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

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

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

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

∫0 [ p (x) − P ]dx

X

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).

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

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.

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

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.

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))

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.

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

dθ

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

dθ

(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

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

+

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

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

α

β

Example 1

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

Solution

Using the Substitution Rule with y = r(1-cosθ ) and dx =

r(1-cosθ )dθ , we have

A = ∫ ydx

2 πr

2π

0

= r ∫ (1−cosθ ) dθ

2 2π 2

0

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.

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

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.

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

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

dθ

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

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

dθ

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

+

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

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

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