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Exponential and Logarithmic Functions

The document provides an overview of exponential and logarithmic functions, including their definitions, properties, derivatives, and integrals. It also covers trigonometric functions and their differentiation, as well as techniques such as integration by parts. Examples are included to illustrate the concepts discussed.

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0% found this document useful (0 votes)
79 views91 pages

Exponential and Logarithmic Functions

The document provides an overview of exponential and logarithmic functions, including their definitions, properties, derivatives, and integrals. It also covers trigonometric functions and their differentiation, as well as techniques such as integration by parts. Examples are included to illustrate the concepts discussed.

Uploaded by

vymz58t7y7
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MATH 162: Calculus

Moderator: Kwame Piesie

[Link]@[Link]
July 6, 2023
The Exponential Function - ex or exp (x)

The function y = ax , where a > 0 and x is a variable is called


an exponential function. This function can be defined for
integral and rational exponents as well as irrational exponents.
The natural exponential function y = ex , where x is a variable
and e = 2.7183, called the Euler number is defined as an
infinite series as

x
X xk
e =
k!
k=0
This function is often referred to as simply the exponential
function.

2
The Graph of ex , x > 0

From the graph above, y = ex is asymptotic to the x-axis and


increases for all real values of x. 3
Properties of ex

1. e0 = 1.
2. lim ex = 0
x−→−∞
3. lim ex = ∞
x−→∞
4. ex ey = ex+y
ex
5. ey
= ex−y
6. (ex )r = exr

4
Derivative of y = ef (x)

For a differentiable function f , the derivative of y = ef (x) is


y ′ (x) = f ′ (x)ef (x) .
Examples
Find the derivative of each of the following.

1. y = ex 4. y = e5/x
2


2. y = e3x 5. y = e
2 x

3. y = e3x+1 6. y = ex sin x

5
The Integral of y = ef (x)

If f is a differentiable
Z function of x such that f (x) is not a

function of x then ef (x) dx = f ′1(x) ef (x) + c.

Examples
Evaluate the following.
Z Z
1. e2x+1 dx 4. 3ex/2 dx
Z Z
2. ex/3 dx 5. x x2
2
e dx
Z Z
3. 6.
3 4
x2 e−x dx x3 e−x dx

6
The Logarithmic Function

Since logarithm is an index, the discussion of exponential


functions leads naturally to the consideration of logarithms.
The logarithm of a number b to the base a, written loga b, is
the power to which the base must be raised to equal b. i.e.
loga b = k =⇒ b=ak .

7
The Natural Logarithm

If the base of the logarithm is e, the Euler’s number, then it is


called natural logarithm.
The notation
loge x

is commonly denoted as
ln x.

Remark
Since ln x, for x < 0 is not defined, ln |x| is preferred.

8
Properties of the Natural Logarithm

1. ln xy = ln x + ln y
2. ln xy = ln x − ln y
3. ln xa = a ln x, where a is a constant.
4. ln b = loga b
loga e
5. ln e = 1
6. lim ln x = ∞
x−→∞
7. lim ln x = −∞
x−→o+
8. ln x is a strictly increasing function.

9
Examples

1. Express each of the following as the sum or difference of


logarithm.
(a) ln cot x
(b) ln tan2 x
(x2 − 4)
(c) ln q
(d) ln x+1
x−1
(e) ln (3x2 sin4 x)
2. Express the following as a single logarithm
(a) ln x + ln y − 1
3
(b) ln ( ex ) + ln xe

10
Graph of ln x, x > 0

11
From the graph above the following are noted.

1. ln x < 0 ∀ x ∈ R ∋ 0 < x < 1.


2. ln x = 0 ∀ x = 1.
3. ln x > 0 ∀ x ≥ 1.
4. ln x is asymptotic to the y-axis.

12
The Derivative of ln f (x)

Given that
y = ln (f (x)),
f ′ (x)
y′ = .
f (x)

Example
Find the derivative of each of the following functions.

1. y = ln (x2 + 2)
 
2. y = ln √xx2 +1
 
3. y = ln (x−1)
x
2

4. y = ln (2 − x3 )2
13
The Derivative and the Integral of ax , a > 0

If y = ax , a > 0 then dx d
(ax ) is obtained as follows:
Let y = ax
=⇒ ln y = x ln a
dy
=⇒ y1 dx = ln a
dy
=⇒ dx = y ln a
dy
=⇒ dx = ax ln a
d
∴ dx (ax ) = x
Z a ln a .................(1)
From (1), ax ln a dx = ax + k
Z
=⇒ ln a ax dx = ax + k
Z
x
∴ ax dx = lna a + c ...............(2)

14
Examples

Z
1. Find d
dx
(5x ) and deduce
5x dx.
Z
2. Evaluate dx (2 ) and deduce 2x dx.
x2
d 2

3. Evaluate
Z each of the following integrals.
(a) 3e2x dx
Z
3
(b) x2 ex dx
Z
(c) 2tan x sec2 x dx

15
Z
f ′ (x)
Evaluation of Integrals of the form f (x) dx

The results of Z
xn+1
xn dx = +c
n+1
holds for all rational values of n, except n = −1. We explore
avenues to overcome this difficulty. From dx d
(ln x) = x1 it
follows that Z
1
dx = ln |x| + c
x
or Z
1
dx = ln |kx|.
x
where c = ln |k|.

16
Example
Evaluate the following integrals.
Z Z
1. 1
2x
, dx 5. 1
1−x
, dx
Z Z
2. 1
2x−1
, dx 6. x2
, dx
Z x3 −2

3. x
, dx
Z
x2 +1
Z 7. x
x−1
, dx
4. 1
2x+3
, dx

17
Z b
dx
The Definite Integral x when a < 0 and b < 0
a

The function y = ln x takes only positive values of x i.e. ln x


is not defined when x < 0. Since
Z b
dx b
= ln x a
a x

we are confronted with a difficulty which may be demonstrated


in graphical terms as follows.

18
19
The integral Z −1
dx
−2 x
gives the area of the curve y = 1
x
bounded by the x-axis, the
lines x Z
= −2 and x = −1.
−1 −1
Now, dx
x
= ln x −2
−2
= ln (−1) − ln (−2)
−1
= ln ( −2 )
1
= ln ( 2 )
= ln (2−1 )
= − ln (2)

20
Even though we’ve been able to get a value for the area, the
working is not valid since ln (−1) − ln (−2) is meaningless. We
surmount this difficulty by recognising that for x < 0 although
ln x is not defined, ln (−1) exists and dx
d −1
ln (−x) = −x = x1 .
Then Z b
1 b
dx = ln (−x) a
a x
This can be simplified as
Z b
1 b
dx = ln |x| a
a x

21
Remark

1. Z b
1 b
dx = ln |x| a
a x
is used when a and b are both positive or are both
negative.
2. If a and b have opposite signs, then
Z b
1
dx
a x

is not defined since y = 1


x
is not continuous at x = 0.

22
Example
Evaluate the following
Z −3
1. 1
x
dx
−4
Z−1/2
2. 1
x
dx
−1

Example Z 2
Can any meaning be assigned to 1
x
dx
−2

23
Integration by Parts

This technique of integration is based on the idea of


differentiating the product of two functions of x. If u and v
are two differentiable functions of x then,

d du dv
(uv) = v +u .............(1)
dx dx dx
Integrating each side of (1) with respect to x gives
Z Z Z
d du dv
(uv) dx = v dx + u dx
dx dx dx
Z Z
=⇒ uv = v du + u dv

24
Z Z
∴ u dv = uv − v du .............(2)

Remark
The list below gives some of the types of combination of
functions which integration by parts can apply.

• polynomial and trigonometric


• polynomial and exponential
• polynomial and logarithm
• inverse trigonometric functions
• logarithmic functions
• exponential and trigonometric
• exponential and logarithm
25
Examples
Evaluate each of the following integrals.
Z Z
1. x cos x dx 7. x2 ex dx
Z Z
2. x sin x dx 8. x2 cos x dx
Z Z
3. x cos 2x dx 9. ln x dx
Z Z
4. x
xe dx 10. tan−1 x dx
Z Z
5. x ln x dx 11. sin−1 x dx
Z Z
6. 2
x sin x dx 12. cos−1 x dx

26
The Integral of ln x

The technique of integration by parts is used to find


Z
ln x dx.

To do this, we let u = ln x and dvZ= dx. Z


=⇒ dudx
= x1 =⇒ du = dx x
and dv = dx
=⇒Z u = x. Z
∴ ln x dx = x ln x − x dx x
Z
= x ln x − dx
= x ln x − x + c.

27
Example
Evaluate each of the following integrals.
Z
1. x ln x dx
Z
2. ex ln x dx
Z
3. x2 ln x dx

28
Trigonometric Functions

The trigonometric functions are

1. sin x 4. cosec x = 1
sin x
2. cos x 5. sec x = 1
cos x
3. tan x 6. cot x = 1
tan x

29
Differentiation of Trigonometric Functions

1. d
dx
(sin x) = cos x
2. d
dx
(cos x) = − sin x
3. d d sin x

dx
(tan x) = dx cos x
= sec2 x
4. d
dx
(sec x) = sec x tan x
5. d
dx
(cosec x) = −cosec x cot x
6. d
dx
(cot x) = −cosec2 x

In general, if y = sin f (x) where f (x) is a differentiable


function of x then, y ′ (x) = f ′ (x) cos f (x)

30
Example
Find the derivatives of the following trigonometric functions.

1. y = cos 4x
2. y = sin 4x2 + 1
3. y = tan x2
4. y = cos x + sin x
5. y = 3 cos 5x2 + 2

31
Derivative of Powers of Trigonometric Functions

The differentiation of powers of trigonometric functions is


made easier by using the chain rule of differentiation. If
y = f (u) and u = f (x) then dx
dy
= du · dx .
dy du

In general, if y = sin x then


n

dy
= n sinn−1 x · cos x.
dx
Similarly if
y = cosn x

then
dy
= n cosn−1 x · (− sin x).
dx

32
Example
Differentiate the following with respect to x.

1. y = sin3 x 5. y = sin2 (4x3 )


2. y = cos4 x 6. y = 3 tan4 x
3. y = tan2 x 7. y = x4 cos x
4. y = 2 cos2 (x2 + 1) 8. y = tan9 4x2

33
Differentiation of Inverse Trigonometric Functions

The functions sin−1 x (arcsin x), cos−1 x (arccos x) and


tan−1 x (arctan x) will be considered.
1. sin−1 x:
If y = sin−1 x then sin y = x. To find dy
dx
, we use the
implicit rule of differentiation.
Let y = sin−1 x
=⇒ sin y = x
dy
=⇒ cos y dx =1
dy 1
=⇒ dx = cos y
But sin2 y + cos 2
p y=1
=⇒ cos y = 1 − sin2 y

= 1 − x2
dy 1
∴ dx = √1−x 2 34
2. cos−1 x:
Similarly, if y = sin−1 x then

dy 1
= −√
dx 1 − x2

3. tan−1 x
Let y = tan−1 x
=⇒ tan y = x
dy
=⇒ sec2 y dx =1
dy 1
∴ dx = sec2 y
But 1 + tan2 y = sec2 y
dy 1
=⇒ dx = 1+tan 2y

= 1+x2 .
1

35
Examples

1. If y = tan−1 (x2 + 1) Show that dy


dx
= 2x
x4 +2x2 +2
2. Differentiate each of the following with respect to x.

(a) cos−1 x (e) cosec−1 x


(b) sin−1 (2x + 1) (f) sin−1 x2
(c) cot−1 x (g) cos−1 (2x − 1)
(d) sec−1 x

3. Find each of the following derivatives.


(a) d −1 x + cos−1 x)
dx (sin
(b) d −1 x + cot−1 x)
dx (tan

36
Integration of Trigonometric Functions.
Z
1. sin x dx = − cos x + c
Z
2. cos x dx = sin x + c
Z
3. tan x dx = − ln | cos x| + c = ln (sec x) + c
Z
4. sec2 x dx = tan x + c
Z
5. cosec2 x dx = − cot x + c
Z
6. sec x tan x dx = sec x + c
Z
7. cosec x cot x dx = cosec x + c

37
In general,
Z
1
cos (ax + b) dx = sin (ax + b) + c
a
Z
1
sin (ax + b) dx = − cos (ax + b) + c
a
Z
1
tan (ax + b) dx = ln | sec (ax + b)| + c
a

38
Examples
Evaluate each of the following integrals.
Z
1. 3 sec2 x dx
Z
2. sin 4x dx
Z
3. 3 cos (4x − π/2) dx
Z
4. (sec2 2x − cosec2 4x) dx
Z
5. (cos 3x + 3 sin x) dx
Z
6. 2 sec2 4x dx

39
Integration of Powers of sin x, cos x and tan x

1. Even Powers:
For even powers of sin x and cos x, we use the identities

1
cos2 x = (1 + cos 2x)
2
and
1
sin2 x = (1 − cos 2x)
2

40
Examples
Find each of the following integrals.
Z
1. sin2 x dx
Z
2. cos2 2x dx
Z
3. sin4 x dx
Z
4. cos4 3x dx
Z
5. sin2 6x dx

41
2. Odd Powers:
For odd powers of sin x and cos x, the identity

sin2 x + cos2 x = 1 is used.

The odd power is then split into the product of an even


power and an odd power of 1. For instance, sin5 x is
simplified to be

sin5 x = sin3 x sin2 x ........(1)

or
sin5 x = sin4 x sin x ........(2)

but the preferred one is (2).

42
Examples
Integrate the following
Z
1. sin3 x dx
Z
2. sin5 2x dx
Z
3. cos3 4x dx
Z
4. 3 cos3 (2x + 1) dx
Z
5. sin3 6x dx

43
3. Powers of tan x:
For such integrals, we use the identity

1 + tan2 x = sec2 x

or
tan2 x = sec2 x − 1.

44
Examples
Find the following integrals
Z
1. tan2 x dx
Z
2. tan3 4x dx
Z
3. tan4 2x dx
Z
4. tan5 x dx

45
Z
Integrals of the form sin x cosn x dx,
Z Z
cos x sinn x dx and secn x tan x dx

For such integrals, the technique is to use substitution or


(n + 1) inspection which says that

1. Z
1
sin x cosn x dx = − cosn+1 x + c
n+1
and
2. Z
1
cos x sinn x dx = sinn+1 x + c
n+1

46
Examples
Find the following integrals
Z
1. sin 3x cos2 3x dx
Z
2. sec2 x tan2 x dx
Z
3. sec5 x tan x dx
Z
4. cos x sin4 x dx

47
Integration by Substitution

1. Z
1
(ax + b)n dx = (ax + b)n+1
a(n + 1)
where a and b are constants.
Use the substitution u = ax + b.
2. Z
f ′ (x){f (x)}n dx

or Z
f ′ (x)
dx .
{f (x)}n
Use the substitution u = f (x).
48
Examples
Find the following integrals
Z Z
3x
1. √ dx 5. sin4 x cos 4 dx
2
Z 2x + 1
√ Z
2. 5x 2x2 + 1 dx 6. x(3x2 + 2)4 dx
x−1
Z
3. dx Z
Z (n + 1)
3
7. x(2x + 3)1/2 dx

4. x2 x3 + 1 dx

49
Integration Using Inverse Trigonometric Functions

Integrals of the form


Z
1
1. √ dx
Z a −b x
2 2 2

1
2. −√ dx or
a 2 − b2 x 2
Z
1
3. dx
a + b 2 x2
2

requires trigonometric substitution. The idea is to make


a2 − b2 x2 as a2 − a2 sin2 u or a2 + b2 x2 as a2 + a2 tan2 u.
To achieve this, we use the substitutionZ x = ab sin u for
Z
1 1
√ dx and x = ab tan u for dx.
a2 − b 2 x 2 a + b2 x 2
2

50
Examples
Find the following integrals
Z Z
1 1
1. √ dx 8. dx
1 − x 2 1 + 16x2
Z
1
Z
1
2. dx 9. dx
1 + x2 3 + 4x2
Z Z
1 2
3. √ dx 10. dx
9 − 4x 2 1 + x2
Z
3
Z
1
4. √ dx 11. √ dx
1 − x2
Z 4−x
2
Z
1 1
5. √ dx 12. √ dx
Z 1 − 3x 2 25 − x2
1
Z
3
6. √ dx 13. dx
16 − 9x 2 4 + x2
−4
Z Z
1
7. dx 14. dx
4 + x2 16 − 4x2 51
Hyperbolic Functions

The hyperbolic functions are

• hyperbolic sine also called sinh


• hyperbolic cosine also called cosh
• hyperbolic tan also called tanh

52
Identities of hyperbolic function

ex −e−x
1. sinh (x) = 2
ex +e−x
2. cosh (x) = 2
ex −e−x
ex −e−x
3. tanh (x) = sinh (x)
cosh (x)
= ex +e2
−x = ex +e−x
2
4. sech (x) = cosh1 (x) = ex +e
2
−x

5. cosech(x) = sinh (x) = ex −e


1 2
−x

ex +e−x
6. coth (x) = 1
tanh (x)
= ex −e−x

53
Example

1. Prove the following identities


(a) cosh x − sinh2 x = 1
(b) 1 − tanh2 x = sech2 x
(c) 1 − coth2 x = cosech2 x
(d) cosh x + sinh x = ex
(e) cosh x − sinh x = e−x
2. Use the definition sinh x = 21 (ex − e−x ) and
cosh x = 12 (ex + e−x ) to show that
(a) cosh (−x) = cosh x
(b) sinh (−x) = − sinh x
(c) cosh x > sinh x

54
Derivatives of Hyperbolic Functions

1. d
dx
(cosh x)
= dx ( 2 (e + e−x ))
d 1 x

= 12 (ex − e−x )
= sinh x
d
∴ dx (cosh x) = sinh x
2. dx
d
( 2 (e − e−x ))
d 1 x
(sinh x) = dx
= 12 (ex + e−x )
= cosh x
d
∴ dx (sinh x) = cosh x
Remark
The derivatives of other hyperbolic functions are easily
obtained by first expressing them in terms of cosh x and
sinh x.
55
Inverse Hyperbolic Functions

The inverse of cosh x, sinh x and tanh x are expressed in


terms of logarithm.

1. sinh−1 x
Let y = sinh−1 x
=⇒ sinh y = x
But cosh2 y − sinh2 y = 1
=⇒ cosh2 y = 1 + sinh2 y =⇒ cosh2 y = 1 + x2

∴ cosh y = 1 + x2

Now,sinh y + cosh y = x + 1 + x2 ..........(1)
Also, sinh y + cosh y = 12 (ey + e−y )) + 12 (ey − e−y ))
= ey ..........(2)

56
From (1) and (2),

e y = x + 1 + x2

∴ y = ln {x + 1 + x2 }

∴ sinh−1 x = ln {x + 1 + x2 }

57
2. cosh−1 x
Let y = cosh−1 x
=⇒ cosh y = x
But cosh2 y − sinh2 y = 1
=⇒ sinh2 y = 1 + cosh2 y =⇒ sinh2 y = x2 − 1
∴ sinh2 y = x2 − 1

Now,sinh y + cosh y = x + x2 − 1 ..........(1)
Also, sinh y + cosh y = 12 (ey + e−y )) + 12 (ey − e−y ))
= ey ..........(2)

58
From (1) and (2),

e y = x + x2 − 1

∴ y = ln {x + x2 − 1}

∴ cosh−1 x = ln {x + x2 − 1}

59
3. tanh−1 x
Let y = tanh−1 x
=⇒ tanh y = x
sinh y 2
(e − e−y )
1 y
ey − e−y
=⇒ x = = 1 y = y
cosh y 2
(e + e−y ) e + e−y
−y 2y
e (e − 1)
=⇒ x = −y 2y
e (e + 1)
e2y − 1
=⇒ x = 2y
e +1
=⇒ x(e2y + 1) = e2y − 1
=⇒ e2y (1 − x) = (x + 1)
x+1
=⇒ e2y = 1−x
∴ e2y = x+1
1−x
=⇒ 2y = ln 1+x

1−x 
=⇒ y = 12 ln 1−x
1+x

∴ tanh−1 x = 12 ln 1−x
1+x

60
Integration using Inverse Hyperbolic Functions

The purpose of including hyperbolic functions is to extend our


ability of integration to functions which hitherto could not be
integrated.
Z So far we have considered
Z
√ 1
a2 −x2
dx = 1
a
sin−1 x
a
+ c, 1
a+x2
dx = 1
a
tan−1 x
a
+ c and
Z
√ 1
a2 −x2
dx = − a1 cos−1 x
a
+ c. How about;
Z
1. √ 1
x2 −a2
dx
Z
2. √ 1
x2 +a2
dx
Z
3. 1
a2 −x2
dx

61
The identity sin2 u + cos2 u helps us to eliminate the square
root sign in √a21−x2 . Similarly, the square root sign in √x21−a2
and √x21+a2 can be eliminated using the identity
cosh2 u −Z sinh u = 1. To eliminate the difficulty in the
2

integral 1
a2 −x2
dx we use the identity 1 − tanh2 x = sech2 x

62
Examples
Z
1. Show that √ 1
x2 +a2
dx = sinh−1 x
a
+c
Z
2. Prove that √ 1 dx = cosh−1
x2 −a2
x
a
+c
Z
3. Consider the integral a2 −x
1
2 dx.

(a) Z
Use partial fractions to show that
 
1 1 a+x
a2 −x2
dx = 2a ln a−x + c
(b) Use
Z the substitution x = a tanh u to show that
1
a2 −x2
dx = a1 tanh−1 xa + c.

63
Examples

1. Find
Z Z
1 1
(a) √
x2 +2x+10
dx (d) x2 +x+1
dx
Z Z
(b) √ 1 dx (e) √ 1
dx
9+x2 x2 −6x+10
Z Z
(c) √ 1 dx (f) √ 1 dx
4+x2 x2 +4

2. Use the
Z substitution e = tan u to evaluate the following
x

(a) sech x dx
Z
(b) cosh x dx
Z
(a) tanh x dx

64
Ordinary Differential Equations

An equation containing any differential coefficient such as

dy d2 y
,
dx dx2
is called an ordinary differential equation.
A solution of such an equation is an equation relating x and y
and containing no differential coefficient.
The order of a differential equation is determined by the
highest differential coefficient present.

65
Remark

1. The general solution of a differential equation defines


some property common to a family of curves
2. The particular solution is the equation of one member of
the families

66
First Order Differential Equation
1. Separating the Variables

Examples

1. dy
dx
= xy 5. dx
dy
= xy
2. dy
x2 dx = y(y − 1) 6. dy
x dx = tan y
3. dy
dx
= xy 7. e−x dy = y 2 − 1
√ dx dy
4. dy
dx
= xy 8. 1 + x2 dx = xy

67
2. Exact Equations

If it is not possible to separate the variables then we do inspect


the equation to see if one side of the equation can be written
as the derivative of a certain function. Once this is possible
then the equation may be solved by integrating both sides with
respect to x. Such an equation is called an exact differential
equation. If not then we find a function called an integrating
factor and multiply by both sides to change it to be exact.

68
Example
Solve the following equations

1. 2xy dx
dy
+ y 2 = e2 x
2. x2 dx
dy
+ 2xy = 1
3. x2 cos y dx
dy
+ 2x sin y = 1
x
4. ey + xey dx
dy
=2

69
Integrating Factors

There are some differential equations which are not exact buy
may be made so by multiplying each side by an integrating
factor. An integrating factor is a function which when
multiplied by both sides of a differential equation makes exact
and therefore easily to integrate.

70
Examples

1. Solve the differential equation xy dx


dy
+ y 2 = 3x
2. Find an integrating factor required to make the following
differential equations into an equation and solve it
dy 2
(a) x dx + 2y = ex
dy
(b) xey dx + 2ey = x
dy
(c) 2x2 y dx + x2 y = 1

71
3. First Order Linear Equations

A first order differential equation of the form

dy
+ ay = b
dx
where a and b are either functions of x or constants, is said to
be linear if the following conditions are satisfied.

1. No product of x and its derivative exist in the equation.


2. The degree of y and its derivative, y ′ are 1.

72
Suppose the equation dx
dy
+ ay = b can be made exact by
multiplying through by an integrating factor I(x).
Then I(x) dx
dy
+ I(x)ay = bI(x) is an exact equation.
d dy
=⇒ dx (I(x)y) = I(x) dx + I(x)ay
dy dI dy
=⇒ I(x) dx + y dx = I(x) dx + I(x)ay
dI
=⇒ y dx = I(x)ay
dI
=⇒ dx = a I(x)
dI
=⇒ yZ I = a dxZ
dI
=⇒ dx = a dx
I
Z
=⇒ ln I(x) = a dx
R
=⇒ I(x) = e a dx R
Therefore the integrating factor required is e a dx .

73
Examples

1. Solve the differential equation dy


dx
+ 3y = e2x ; y(0) = 6
5
2. Solve dy
dx
+ y cot x = cos x
3. Find the general solution of dx
dy
+ 2xy = x. Determine the
particular solution with the initial condition y(0) = − 21
4. Solve x dx
dy
+ 2y = 2

74
Second Order Linear Differential Equations with
Constant Coefficients
2
Equations of the form a dx 2 + b dx + cy = 0 .........(1), where a,
d y dy

b and c are constants, y and its derivatives are of first degree


are called second-order linear differential equations with
constant coefficient function. To solve such an equation, we
let y = eλx , where λ is a constant be the assumed solution.
d2 y dy
We then substitute dx 2 , dx and y into (1) to obtain the

auxiliary quadratic equation aλ2 + bλ + c = 0 ..........(2). The


roots of (2) are √
−b ± b2 − 4ac
λ= .
2a
There are three possible cases of the roots of (2).
75
1. If b2 − 4ac = 0, then (2) has identical real roots.
2. If b2 − 4ac > 0, then (2) has two real distinct roots.
3. If b2 − 4ac < 0, then (2) has one pair of conjugate
complex roots.

Each case gives rise to a distinct type of solution to the


differential equation, and we shall consider each of these.
(Page 80)

76
Case 1: Identical Real Roots
Example

1. Find the general solution of the differential equation


4y ′′ − 12y ′ + 9y = 0.
2. Solve the following differential equation
2
d y dy
(a) dx 2 + 6 dx + 9y = 0.

(b) 100y ′′ − 60y ′ + 9y = 0.


(c) y ′′ − 2y ′ + y = 0; y(0) = 0 and y(1) = e

77
Case 2: 2 Distinct Real Roots
Example
Find the general solution of the following differential equation

1. 4y ′′ + 2y ′ − 15y = 0.
2. y ′′ = y.
3. y ′′ − 12y ′ + 20y = 0.
4. 15y ′′ − 8y ′ + y = 0.
5. 2y ′′ − 5y ′ − 3y = 0.
6. y ′′ − 25y = 0.
7. 6y ′′ − y ′ − y = 0.
8. y ′′ − 6y ′ + 5y = 0; y(0) = 1 and y ′ (0) = 9

78
Case 3: Complex Roots
Example
Solve the following differential equation

1. y ′′ + 6y ′ + 10y = 0.
2. y ′′ − 2y ′ + 50y = 0.
3. y ′′ + 6y ′ + 34y = 0.
4. 36y ′′ + y = 0.
5. y ′′ − 4y = 0.

79
The table below summarizes the three cases.

Case. Nature of Roots of auxiliary equation General Solution of the Differential Equation
1. Real, identical roots (λ = λ1) y = eλ1x(Ax + B)
2. Real, Identical Roots (λ = λ1 or λ2) y = Aeλ1x + Beλ2x
3. Complex Roots (λ = α + βι̇) y = eαx(Acosβx + B sinβx)

80
The Differential Equation ay ′′ + by ′ + cy = f (x)

In the preceding section we have found various methods for


solving any differential equation of the form
ay ′′ + by ′ + cy = 0 ..........(1). We now consider the more
general equation ay ′′ + by ′ + cy = f (x) ..........(2). The right
hand side of (2) can be any of the following.

1. f (x), a polynomial.
2. f (x), an exponential function.
3. f (x), a trigonometric function.

81
The general solution of (2) consists of two parts:

1. The solution of the equation formed by replacing f (x) by


zero. This solution is called the complementary function.
2. An extra term required to produce f (x). This part is
called the particular integral. i.e. yn = yc + yp

82
Case 1: f(x) is a polynomial
Example
Solve the following differential equation

1. y ′′ − 4y ′ + 3y = 9x + 6.
2. y ′′ + 4y ′ + 5y = 10x2 + x.
3. y ′′ − 7y ′ + 12y = 4.
4. y ′′ − 4y ′ − 5y = 17 + 15x.
5. y ′′ − 6y ′ + 10y = 10x2 + 18x − 6.
6. y ′′ + y ′ = 10.

83
Case 2: f(x) is an exponential function
Example
Solve the following differential equation

1. y ′′ + 4y ′ + 5y = 10e−2x .
2. y ′′ + y = 10e2x .
3. y ′′ + 9y = 20ex .
4. 16y ′′ − 8y ′ + y = 27ex .
5. y ′′ + 2y ′ + y = 16e−x .

84
Case 3: f(x) is an trigonometric function
Example
Solve the following differential equation

1. y ′′ − 4y ′ + 3y = 10 sin 2x + 15 cos 2x.


2. y ′′ + 6y ′ + 9y = 8 sin 2x + 6 cos 2x.
3. y ′′ + 3y ′ = 12 + sin x.

85
Some Geometrical Application of Calculus
1. Area of a Sector

86
Let area of sector OP1 P2 = A1 and let A2 be the area of
△OP1 P2 . Since ∂θ is small, A1 ≃ A2
A1 = 21 P1 P2 r
But sin ∂θ = r+∂r
P P1

=⇒ P P1 = (r + ∂r) sin ∂θ
∴ A1 = 12 r(r + ∂r) sin ∂θ
Also, for small ∂θ, sin ∂θ ≃ ∂θ and r + ∂r ≃ r since ∂r is so
small.
∴ A1 = 12 r2 ∂θ.
Z β
∴ Area of a sector = r ∂θ where α and β are values of a
1 2
2
α
corresponding to the bounding radius of the sector.

87
2. Length of a Curve

88
By Pythagoras theorem

|P1 P2 |2 = (∂x)2 + (∂y)2


n o
∂y 2
=⇒ |P1 P2 |2 = 1 + ∂x (∂x)2
rn
o
∂y 2
=⇒ |P1 P2 | = 1 + ∂x (∂x)
Z bq
dy 2
∴ Length of arc, L =

1 + dx dx
a
where a and b are the values of x corresponding to the ends of
the arc.

89
Remark

1. If the parametric equation of the curve are given in the


form x = f (t) and y = g(t), then the length of the arc L
is Z t2 s 2  2
dx dy
L= + dt
t dt dt
1

2. For polar equation,


Z βs  2
dr
L= r2 + dθ
α dθ

90
Example
Find the length of the given curve between the specified points
or values of the parameter.

1. y = x3 ; A(0, 0) and B(2, 8)



2. y = x ; A(0, 0) and B(4, 2)
3. r = 5 cos θ ; θ1 = − π2 and θ2 = − π2
4. x = et cos t, y = et sin t ; t1 = 0 and t2 = 2π
5. x = 5 cos t, y = 5 sin t ; t1 = 0 and t2 = 2π
6. x = at2 , y = 2at ; t1 = 0 and t2 = 5
7. x = at2 , y = at3 ; t1 = 0 and t2 = 4

91

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