* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
Download MATH141 – Tutorial 2
Sobolev space wikipedia , lookup
History of calculus wikipedia , lookup
Generalizations of the derivative wikipedia , lookup
Partial differential equation wikipedia , lookup
Function of several real variables wikipedia , lookup
Riemann integral wikipedia , lookup
Path integral formulation wikipedia , lookup
Itô calculus wikipedia , lookup
Neumann–Poincaré operator wikipedia , lookup
MATH141 – Tutorial 2 - solutions 1. Use the Fundamental Theorem of Calculus to evaluate the integral, or explain why it does not exist. (a) (b) R √3 1 Rπ −π 6 dx 1+ x2 f ( x)dx where f ( x) = x if − π ≤ x ≤ 0 sin( x) if 0 < x ≤ π . Solution. (a) The function is defined everywhere in the given interval, the antiderivative of (1 + x2 )−1 √ is arctan( x); we have 6 arctan( 3) − 6 arctan(1) = 6 π3 − π4 = π2 . (b) Z 0 −π xdx + Z π 0 x2 sin( x)dx = 2 =− 0 −π π2 2 + [− cos( x)]π0 + (− cos(π ) + cos(0) = 2 − π2 2 2. Find the derivative of the function R 3x u2 −1 (a) g( x) = 2x du u2 +1 2 x √1 (b) g( x) = tan ( x) 2+t4 dt Solution. (a) We use the Fundamental theorem of Calculus once again; as prescribed in the hint, break the integral into two parts, and flip the sign of the first part, as to get R g( x) = − Z 2x 2 u −1 0 u2 + 1 1 du + Z 3x 2 u −1 0 u2 + 1 du Using the chain rule, we get for final answer −2 · 4x2 − 1 9x2 − 1 + 3 · 4x2 + 1 9x2 + 1 (b) This time, we have a harder substitution, which involves the derivative of tan( x) = sec2 ( x). I leave it to you to work out the details, the answer is sec2 ( x) 2x −√ +√ 2 + t4 2 + x8 3. If F ( x) = 1x f (t)dt where f (t) = Solution. Write the problem as R R t2 √1+u4 du, find F 00 (2) 1 u d2 dx2 Z x Z t2 √ 1 + u4 1 u 1 dudt. Because the derivative with respect to x of the function will be by FTC f ( x), the second derivative involves thus Z x2 √ 1 + u4 d du dx 1 u where now we make a substitution and use the chain rule F 00 ( x) = √ and F 00 (2) = √ 2 1 + x8 x2 2 dx2 =√ x dx 1 + x8 257. 4. Find the interval on which the curve y given below is concave upward y= Z x 0 1 dt 1 + t + t2 Solution. To get the curve to be concave upward, we require that y00 > 0 (recall the second derivative test). Using FTC, we get y0 is of the form (1 + x + x2 )−1 , differentiating again, we 2 get y00 = − 1 + 2x (1 + x + x2 )2 which is positive if (1 + 2x) < 0, or equivalently if x < − 21 , so the interval in question is (−∞, − 12 ). 5. Let f ( x) = and g( x) = 0 x if x < 0 if 0 ≤ x ≤ 1 2−x 0 Z x 0 if 1 < x ≤ 2 if x > 2 f (t)dt (a) Find an expression for g( x) similar to the one for f ( x) (b) Sketch the graphs of f and g (c) Where is f differentiable? Where is g differentiable? R Solution. We apply FTC by intervals, with the first part being 0x 0dx = 0; next, the interval Rx x2 0 x1{ x∈(0,1]} dt = 2 . For the third part, we break the integral into two pieces, with Z 1 0 f ( x)dx + Z x 1 f ( x)1{x∈(1,2]} dx = x x2 x2 1 + 2x − = 2x − −1 2 2 1 2 h For the interval x > 2, we evaluate the endpoint of g(2), that is 2x − g( x) = 0 x2 −1 i x=2 =1 if x < 0 if x ∈ [0, 1] 2 2x − 1 x2 2 x2 2 −1 if x ∈ (1, 2] if x > 2 6. f is not differentiable at x = 0, 1, 2, so has derivative on the interval (−∞, 0) ∪ (0, 1) ∪ 3 (1, 2) ∪ (2, ∞) while g is differentiable everywhere on R. 7. Find a function f and a number a such that for all x > 0 6+ Z x f (t) t2 a √ dt = 2 x 3 Solution. Certainly f (t) has to be a polynomial; consider f (t) = −t 2 – using FTC, we differentiate both sides, i.e. 1 f ( x) = −√ 2 x x 3 which justifies the claim that f ( x) = − x 2 . Plugging back in the integral, integrating the function, we obtain √ √ √ 6+2 x−2 a = 2 x which after cancellation gives a = 9. 8. Prove that Z b a x2 dx = b3 − a3 3 Solution. Here, we apply the definition: we have ∆x = ( a + i∆x)2 . This leads to Z b a 2 n x dx = lim ∑ n→∞ b−a (b − a)2 a + 2ia + i2 n n2 2 i =1 a2 (b − n 2a(b − a)2 n→∞ n n2 i =1 1 2 2 = (b − a) a + a(b − a) + (b − a) 3 1 2 = (b − a) (b + ab + a2 ) 3 = lim a) ∑ 1 + nlim →∞ 4 b− a n and xi = a + i∆x, with f ( xi ) = b−a n n ∑ i + nlim →∞ i =1 (b − a)3 n3 n ∑ i2 i =1 = 1 3 (b − a3 ) 3 by first expanding, regrouping terms together, using linearity and pulling out constants in front of sums. We have formulas for ∑in=1 i, ∑in=1 i2 ; finally, taking limits and regrouping the polynomial terms show that all but the cubic terms vanish. This concludes the proof. Comparison properties Theorem 1 Let a ≤ x ≤ b and f ( x), g( x) be integrable functions. Then R ◦ If f ( x) ≥ 0 ∀ x then ab f ( x)dx ≥ 0 R R ◦ If f ( x) ≥ g( x) ∀ x, then ab f ( x)dx ≥ ab g( x)dx ◦ If m ≤ f ( x) ≤ M for all x, then m(b − a) ≤ Z b a f ( x)dx ≤ M(b − a) 9. Use the properties of integrals to verify the inequality without evaluation the integrals 2≤ Z 1 p −1 √ 1 + x2 dx ≤ 2 2 Solution. We know that −1 ≤ x ≤ 1, since this is the domain on which we integrate. Squaring both sides gives 0 ≤ x2 ≤ 1, we get 0 ≤ x2 ≤ 1 ⇔ 1 ≤ x2 + 1 ≤ 2 ⇔ 1≤ p x2 + 1 ≤ √ 2 It suffices now to use the comparison properties and remember the formula for the integral of a constant, which yields the inequality of the statement. 5 1. Fundamental theorem of calculus Theorem 2 (Fundamental theorem of calculus - part 1) If f is a continuous function on an interval I = [ a, b], then the function F ( x) defined as F ( x) = Z x a f (t)dt for x ∈ I is continuous on the interval, differentiable on ( a, b) and its derivative F 0 ( x) = f ( x). If we see instead ag(x) f (t)dt, then we can use the chain rule and make the substitution u = g( x), du = g0 ( x)dx. 10. Verify by differentiation that the formula is correct R Z √ √ 1 x2 x2 + a2 dx = − x2 + a2 +C a2 x Solution. On the left hand side, the FTC allows us to get precisely the integrand. On the right, we differentiate using the product of the quotient rule to get 2x 1 − √ + 2 x2 + a2 a2 x √ x2 + a2 a2 x2 √ and rearranging gives indeed ( x2 x2 + a2 )−1 . Find the general indefinite integral (a) Z sin( x) dx 1 − sin2 ( x) Solution. Make the substitution 1 − sin2 ( x) = cos2 ( x), so that cos( x) = u, du = − sin( x)dx. We then have the simpler equivalent integral − Z 1 1 1 du = + C = +C u2 u cos( x) 6 provided that {0} is excluded from the domain so that the integral is well-defined. (b) sin(2x) dx sin( x) Z Solution. Use the double angle formula sin(2x) = 2 sin( x) cos( x), in which case we have simply 2 Z cos( x)dx = 2 sin( x) + C Evaluate the integral (a) Z 2 −1 | x − x2 |dx Solution. The domain on which the parabola is negative is (−∞, 0) ∪ (1, ∞); we use linearity to break the integral into three regions. Note that the integrand will be the same, although the absolute value guarantees that the function stays positive. Z 0 −1 ( x2 − x)dx + Z 1 0 ( x − x2 )dx + Z 2 1 ( x2 − x)dx Recall that the absolute value function is defined as f ( x) if f ( x) ≥ 0 | f ( x)| = − f ( x) otherwise We then have our primitive is either ± second to 1 2 − 13 , the third to 7 3 x3 3 − x2 2 . The first integral evaluates to − 32 . Final answer is thus 7 11 6 . 1 3 + 12 , the (b) Z −2 4 x −1 −5 x2 + 1 dx Solution. We have a perfect square, might as well break it. Surprise; you get ( x2 − 1)( x2 + 1) i−2 3 in the numerator, are left with x2 − 1, which integrates to x3 − x −5 (c) π 4 Z 0 1 + cos2 (θ ) dθ cos2 (θ ) Solution. Here, instead of making a substitution, we break the integral into two parts, one of which is π 4 Z 0 π sec2 (θ )dθ = sec(θ ) tan(θ )]04 and the latter which is just the integral of a constant, that is π /4. Substitution rule If u = g( x) is a differentiable function whose range is an interval I and f is continuous on I, then Z f ( g( x)) g0 ( x)dx = Z f (u)du If we have an indefinite integral on I = [ a, b] and g0 ( x) is continuous on [ a, b], f is continuous on the range of u = g( x), then Z b a f ( g( x)) g0 ( x)dx = Z g(b) g( a) Evaluate the indefinite integral (a) Z √ 1 + 4x 1 + x + 2x2 8 dx f (u)du Solution. Let u = 1 + x + 2x2 , so that du = dx · (1 + 4x). The integral is then after substitution equal to Z 1 √ du u which gives 1 + x + 2x2 + C. (b) Z cos4 ( x) sin( x)dx Solution. Take cos( x) = u, − sin( x)dx = du. The integral becomes − u4 du, so the answer 5 is − cos5(x) + C. R (c) Z sec3 ( x) tan( x)dx Solution. It is perhaps more obvious to see which substitution is appropriate if we write R sec2 ( x) × sec( x) tan( x). We take u = sec( x), get u2 du and the answer is sec3 ( x)/3 + C. 4. Z 1+x dx 1 + x2 Solution. Break into two integrals, the first has antiderivative arctan, the second can be dealt with using substitution 1 + x2 = u, du = 2xdx, so as to get 1 2 Z 1 1 du = log(|1 + x2 |) + C u 2 9 5. Z √ x2 dx 1−x √ Solution. Here, no choice but to get ride of the annoyance 1 − x; take the change of variable u = 1 − x, x = 1 − u and the differentials are du = −dx. This gives us something slightly easier to work with: Z √ 1 − 2u + u2 2 3 2 5 √ du = 2 u − u 2 + u 2 + C 3 5 u and the answer in terms of x is then obtained by replacing back u = 1 − x. Evaluate the definite integral if it exists. (a) Z 2 0 dx (2x − 3)2 Solution. This integral does not exist, since 2x − 3 = 0 ⇔ x = 3 2 ∈ [0, 2]. (b) Z 3 0 dx 2x + 3 Solution. Make a change of variable 2x + 3 = u, du = 2dx. Answer is log(3)/2. (c) π 3 Z 0 sin(θ ) dθ cos2 (θ ) Solution. Let cos( x) = u; the definite integral is 1. 10 4. π 3 Z − π3 sin5 (θ )dθ Solution. Odd function on a symmetric interval: the integral is zero. 5. 1 2 Z 0 Solution. Let u = arcsin( x), du = approximately 0.137078. arcsin( x) √ dx 1 − x2 to get arcsin2 ( x)/2. The numerical answer is √ 1 1− x2 6. Z a −a x p x2 + a2 dx Solution. Let u = x2 + a2 , du = 2xdx 11. If a and b are positive numbers, show that Z 1 0 x a (1 − x)b dx = Z 1 0 xb (1 − x) a dx Solution. Making the change of variable x 7→ 1 − x, that corresponds to u = 1 − x, we get [0, 1] → [1, 0], and Z 1 0 x a (1 − x)b dx = Z 0 1 (1 − u)a ub (−du) = Z 1 0 (1 − u)a ub du = Z 1 0 (1 − x)a xb dx The integrand corresponds to the probability distribution function Beta random variable. 11