Calculus II Module Notes

THE POLYTECHNIC
Module Notes
For
CALCULUS II
(By Mervin Kambuwa)
Contents
1 Further Integration 4
1.1 Use of Integral Tables and Computer Algebra Systems . . . . . . . . . . . . . . . . 4
1.1.1 Use of Integral Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.1.2 Computer Algebra Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Trapezoidal and Simpson’s Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.1 Trapezoidal Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.2 Simpson’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.3.1 Infinite Limits of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.3.2 Discontinuous Integrands . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.4 Further Applications of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.4.1 Volume of Revolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.4.2 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
1.4.3 Area of a Surface of Revolution . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.4.4 Force and Work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
1.4.5 Fluid Pressure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
1.4.6 Moments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2 Elementary Ordinary Differential Equations 39

2.1 Separable First Order Differential Equations . . . . . . . . . . . . . . . . . . . . . . 40
2.2 Linear First Order Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . 46
2.3 Constant Coefficients Second Order Differential Equations . . . . . . . . . . . . . . 49
3 Parametric Equations and Polar Coordinates 61

3.1 Parametric Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.1.1 Curves defined by Parametric Equations . . . . . . . . . . . . . . . . . . . . 61
3.1.2 Slopes and Tangents to Parametric Curves . . . . . . . . . . . . . . . . . . . 63
3.1.3 Arc Length in Parametric Equations . . . . . . . . . . . . . . . . . . . . . . 66
3.1.4 Surface Area of Revolution in Parametric Equations . . . . . . . . . . . . . . 67
3.2 Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
3.2.1 Introduction to Polar Coordinates System . . . . . . . . . . . . . . . . . . . 68
3.2.2 Graphs of Polar Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.3 Tangents to Polar Curves and Area in Polar Coordinates . . . . . . . . . . . . . . . 82
3.3.1 Tangents to Polar Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
3.3.2 Areas in Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
4 Functions of Several Variables 87

4.1 Quadratic Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
4.1.1 Level Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
4.1.2 Graphs of Functions of Two Variables . . . . . . . . . . . . . . . . . . . . . . 87
4.2 Cylindrical and Spherical Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . 87
5 Differential Calculus of Functions of Several Variables 88

5.1 Limits and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
5.1.1 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
5.1.2 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
2
5.2 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
5.2.1 Tangent Planes and Linear Approximations . . . . . . . . . . . . . . . . . . 94
5.2.2 The Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
5.3 Directional Derivatives and the Gradient . . . . . . . . . . . . . . . . . . . . . . . . 96
5.3.1 The gradient of a function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
5.3.2 Directional Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
5.4 Critical Points and Extrema . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
5.4.1 Second Derivative Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
5.4.2 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
3
1 Further Integration
1.1 Use of Integral Tables and Computer Algebra Systems
The use of tables of integrals and Computer Algebra Systems allow us to find integrals very quickly
without having to perform all the steps for their computation. However we often need to modify
slightly the original integral and perhaps complete or simplify the answer.
1.1.1 Use of Integral Tables

If the standard integration techniques fail to yield an antiderivative, the last measures of despair
are integral tables. These tables basically consist of collections of functions together with their an-
tiderivatives. In order to use them, you may have to re-write the integrand function in a standard
form listed in the table.
Example 1
Z
dx
Evaluate √ , for x > 0 using integral tables..
2x3+ 3x2
Solution
Z Z
dx dx
√ = p
2x3 + 3x2 x2 (2x + 3)
Z
dx
= √
x 2x + 3
Notice that the denominator does not vanish for x > 0. After looking for a while in the integration
tables at the end of most Calculus books we find that
ax + b − √b
Z √
dx 1
√ = √ ln √ √ + c if b > 0.

x ax + b b ax + b + b
We can use this formula for a = 2 and b = 3. We conclude that:

2x + 3 − √3
Z √
dx 1
√ = √ ln √ √ +c

x 2x + 3 3 2x + 3 + 3
4
Example 2
x2
Z
Evaluate √ dx using integral tables.
9 + 4x2
Solution In the tables the formula that resembles this integral most is:
u2 dx u√ 2 a2 √
Z
√ = a + u2 − ln u + a2 + u2 + c
a2 + u2 2 2
u 1
Hence letting a = 3 and u = 2x ⇒x= and du = dx
2 2
Doing the substitutions:
u 2

x2
Z Z
1 2
√ dx = √ du
9 + 4x2 2 32 + u2
u2
Z
1
= √ du
8 32 + u2
1 u√ 2 a2 √

= 2
a + u − ln u + a + u 2 2 +c
8 2 2
x√ 2
9 √
2

= 9 + 4x − ln 2x + 9 + 4x + c
8 16
1.1.2 Computer Algebra Systems

Programs like Mathematica and Maple can be used to
compute analytic expressions for integrals.
Different programs can provide equivalent, but not identical, expressions for the same integral.
Z √
Example 1 Use Maple and Mathematica to evaluate the integral x2 a2 + x2 dx
Solution Maple gives:

Z √ x 2 3 a2 x √ a4 √
x2 a2 + x2 dx = a + x2 2 − a2 + x2 − ln x + a2 + x2
4 8 8
Mathematica gives:
√ a x x3 √ 2 √
2
a2
Z
2 2 2
x a + x dx = + a + x2 − ln x + a2 + x2
8 4 8
5
Example 2
x2
Z
Use Maple to evaluate the integral √ dx.
9 + 4x2
Solution
In Maple we enter the prompt:

> int(xˆ2/sqrt(9+4xˆ 2),x);
And it returns:
x√

9 2
9 + 4x2 − arcsinh x
8 16 3
First we notice that the answer omits the constant c of integration. On the other hand, it involves
an inverse hyperbolic function:
√
arcsinh x = ln(x + 1 + x2 ),
Hence the answer provided by Maple is:

r !
x√ 9 2x 4x 2 x√ 9 √ 9
9 + 4x2 − ln + 1+ = 9 + 4x2 − ln 2x + 9 + 4x2 + ln(3)
8 16 3 9 8 16 16
9
So it differs from the answer found using the tables in a constant ln(3) which can be absorbed
16
into a constant of integration.
6
1.2 Trapezoidal and Simpson’s Rules
There are two situations in which it is impossible to findZ b the exact value of a definite integral.
The first situation arises from the fact that to evaluate f (x)dx using the fundamental theorem
a
of Calculus we need to know an antiderivative of f . Sometimes, however it is difficult or even
impossible to find the antiderivative. For example it is difficult to evaluate the following integrals
exactly: Z 1 Z 1√
x2
e dx 1 + x3 dx
0 −1
1.2.1 Trapezoidal Rule

Rb
Let f be continuous on [a, b], we need to approximate the integral a f (x)dx.
Subdivide the interval [a, b] into n equal sub-intervals. To construct the trapezoids, you mark the
height of the function at the beginning and end of the width interval, then connect the two points
as illustrated in the figure below:
y
y = f (x)
x
a = x0 x1 xi−1 xi xn−1 b = xn
b−a
The width of each sub-interval is h = . The area of the trapezoid that lies above the ith
n
sub-interval is:

f (xi−1 ) + f (xi ) h
h = [f (xi−1 ) + f (xi )]
2 2
And if we add the areas of all the trapezoids, we get the Trapezoidal rule:
Z b
h
f (x)dx ≈ Tn = [f (x0 ) + 2f (x1 ) + 2f (x2 ) + · · · + 2f (xn−1 ) + f (xn )]
a 2
" n−1
#
h X
= f (x0 ) + f (xn ) + 2 f (xi )
2 i=1
" n−1
#
h X
∴ Tn = f (a) + f (b) + 2 f (xi )
2 i=1
7
Example 1
Use the Trapezoidal Rule with n = 6 to approximate the integral:
Z 3
(x2 + 1)dx
0
. Solution
b−a 3−0 1
h= = =
n 6 2
1 3 5
intervals = 0, , 1, , 2, , 3
2 2 2
5 13 29
f (x0 ) = 1, f (x1 ) = , f (x2 ) = 2, f (x3 ) = , f (x4 ) = 5, f (x5 ) = , f (x6 ) = 10
4 4 4
h
T6 = [f (a) + f (b) + 2(f (x1 ) + f (x+2 ) + f (x3 ) + f (x4 ) + f (x5 ))]
2
1 5 13 29
= 1 + 10 + 2 +2+ +5+
4 4 4 4
97
=
8
= 12.125
Example 2
The following points were found empirically:
x 2.1 2.4 2.7 3.0 3.3 3.6

y 3.2 2.7 2.9 3.5 4.1 5.2
Z 3.6
Use Trapezoidal Rule to estimate ydx.
2.1
Solution
b−a
h= , h = 0.3, a = 2.1, b = 3.6
n
b−a 3.6 − 2.1
∴n= = =5
h 0.3
0.3
T5 = [3.2 + 5.2 + 2(2.7 + 2.9 + 3.5 + 4.1)]
2
Z 3.6
∴ ydx ≈ T5 = 5.22
2.1
8
Example 3
Use the Trapezoidal Rule with n = 8 to approximate
Z 5√
1 + x2 dx
1
Solution
5−1
h= = 0.5
8
√ x √1 √1.5 √2 √2.5 √3 √ 3.5 √4 √ 4.5 √5

1 + x2 2 3.25 5 7.25 10 13.25 17 21.25 26
1 h√ √ √ √ √ √ √ √ √ i
T8 = 2 + 26 + 2 3.25 + 5 + 7.25 + 10 + 13.25 + 17 + 21.25
4
1
= (51.04650603)
4
= 12.76162651
Z 5 √
∴ 1 + x2 dx ≈ T8 = 12.76162651
1
1.2.1.1 Error Bound associated with Trapezoid Rule

Suppose that |f 00 (x)| ≤ K for a ≤ x ≤ b. If ET is the error involved in using Trapezoidal Rule,
then:
K(b − a)3
|ET | ≤
12n2
Example 1
How
Z 2 large should we take n in order to guarantee that the Trapezoidal Rule approximation for
1
dx is accurate to within 0.0001?
1 x
Solution
1
f (x) =
x
1
f 0 (x) = −
x2
2
f 00 (x) =
x3

00
2
Since 1 ≤ x ≤ 2, then |f (x)| = 3 ≤ 2, ∴ K = 2.
x
9
K(b − a)3
|ET | ≤
12n2
2(2 − 1)3
≤
12n2
1
≤ 2
6n
1
⇒ ≤ 0.0001
6n2
1
n2 ≥
0.0006
r
1
n≥
0.0006
n ≥ 40.82482905
Thus n = 41 will ensure the desired accuracy.
Example 2
Z 1
2
(a.) Use Trapezoidal Rule with n = 10 to approximate the integral ex dx.
0
(b.) Give an upper bound for the error involved in this approximation.
Solution
1−0 1
(a.) Since a = 0, b = 1 and n = 10, then h = = = 0.1, then the Trapezoidal Rule
10 10
gives:
0.1 h 02 12

(0.1)2 (0.2)2 (0.3)2 (0.4)2 (0.5)2 (0.6)2 (0.7)2 (0.8)2 (0.9)2
i
T10 = e +e +2 e +e +e +e +e +e +e +e +e
2
0.1
1 + e + 2 e0.01 + e0.04 + e0.09 + e0.16 + e0.25 + e0.36 + e0.49 + e0.64 + e0.81

=
2
= 1.467174693
(b.)
2
f (x) = ex
2
f 0 (x) = 2xex
2
f 00 (x) = 2 + 4x2 ex
Since 0 ≤ x ≤ 1
2
0 ≤ |f 00 (x)| = (2 + 4x2 ) ex ≤ 6e
∴ K = 6e, a = 0, b = 1 and n = 10
6e(1)3 e
We say that the upper bound for the error is 2
= ≈ 0.01359140914.
12(10) 200
10
1.2.2 Simpson’s Rule
Similarly, another method of approximating the definite integrals like the Trapezoidal Rule is Simp-
son’s Rule. Simpson’s Rule, unlike the Trapezoidal Rule uses parabolas in approximating the values
of the integral. (y = ax2 + bx + c.)
Hence the Simpson’s Rule is given by:
h
Sn = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + · · · + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )]
3
b−a
Where h = and n is always even.
n
Example 1
Z 3
Evaluate (x2 + 1)dx with n = 6 using Simpson’s Rule.
0
Solution
3−0 1
h= =
6 2
1 3 5
x 0 1 2 3
2 2 2
5 13 29
f (x) = x2 + 1 1 2 5 10
4 4 4

1 5 13 29
S6 = 1+4 + 2(2) + 4 + 2(5) + 4 + 10
6 4 4 4
1
= (72)
6
= 12.0
Example 2
Use Simpson’s Rule with n = 6 to approximate the area under the function y = sin x on [0, π].
Solution
π−0 π
h= =
6 6
π π π 2π 5π
x 0 π
6 √3 2 √3 6
1 3 3 1
y 0 1 0
2 2 2 2
11
" √ ! √ ! #
π 1 3 3 1
S6 = 0+4 +2 + 4(1) + 2 +4 +0
18 2 2 2 2
π √ √
= 0+2+ 3+4+ 3+2+0
18
π √
= 8+2 3
18 √
π(4 + 3)
=
9
= 2.00086319
1.2.2.1 Error Bound associated with Simpson’s Rule

Suppose that f (4) (x) ≤ K for a ≤ x ≤ b. If ES is the error in using Simpson’s Rule, then:
K(b − a)5
|ES | ≤
180n4
Example
Z 1
2
How large should n be to guarantee that Simpson’s Rule approximation to ex dx ia accurate to
0
within 0.00001?
solution
2
f (x) = ex
2
f 0 (x) = 2xex
2 2
f 00 (x) = 2ex + 4x2 ex
2 2 2
f 000 (x) = 4xex + 8xex + 8x3 ex
2 2
= 12xex + 8x3 ex
2 2 2 2
f (4) (x) = 12ex + 24x2 ex + 24x2 ex + 16x4 ex
2 2 2
= 12ex + 48x2 ex + 16x4 ex
2
= 12 + 48x2 + 16x4 ex
Since 0 ≤ x ≤ 1, then |f (4) (x)| ≤ 76e, ∴ K = 76e.

k(b − a)5 K(b − a)5
But |ES | ≤ ⇒ ≤ 0.00001
180n4 180n4
76e(1 − 0)5
≤ 0.00001
180n4
19e
n4 ≥
45(0.00001)
4
n ≥ 114771.8994
√4
n ≥ 114771.8994
n ≥ 18.40597773
∴ n = 20(n should be even) will ensure the required accuracy.
12
1.3 Improper Integrals
Z b
In this section, we will extend the concept of the definite integral f (x)dx to functions with an
a
infinite discontinuity and to infinite intervals.
That is integrals of the type
Z ∞ Z 2 Z ∞
1 1 1
(A) 3
dx (B) 4
dx (C) dx.
1 x 0 x ∞ x2 +4
1.3.1 Infinite Limits of Integration

If f is defined on an unbounded interval, then there are three possible improper integrals with
infinite limits of integration. Their definitions are summarized below.
Definition of an Improper Integral of Type 1

Z t
(a) If f (x)dx exists for every number t ≥ a, then
a
Z ∞ Z t
f (x)dx = lim f (x)dx
a t→∞ a
provided this limit exists (as a finite number).

Z b
(b) If f (x)dx exists for every number t ≤ b, then
t
Z b Z b
f (x)dx = lim f (x)dx
−∞ t→−∞ t
provided this limit exists (as a finite number).

Z ∞ Z b
The improper integrals f (x)dx and f (x)dx are called convergent if the
a −∞
corresponding limit exists and divergent if the limit does not exist.
Z ∞ Z a
(c) If both f (x)dx and f (x)dx are convergent then we define
a −∞
Z ∞ Z a Z ∞
f (x)dx = f (x)dx + f (x)dx
∞ −∞ a
In part (c) any real number a can be used.
13
Z ∞
1
Example 1 Determine whether the integral dx is convergent or divergent.
1 x
Solution
Z ∞ Z t
1 1
dx = lim dx
1 x t→∞ 1 x
t
= lim ln |x|

t→∞ 1
= lim (ln t − ln 1) = ∞
t→∞
Therefore the integral is divergent.

Z 0
Example 2 Evaluate xex dx
−∞
Solution
Z 0 Z 0
x
xe dx = lim xex dx
−∞ t→−∞ t
Integrating by parts with u = x, dv = ex so that du = dx and v = ex .

Z 0 0 Z 0
x x
xe dx = xe − ex dx
t t t
= −te − 1 + et
t
Z 0
xex dx = lim −tet − 1 + et

⇒ lim
t→−∞ t t→−∞
= −0 − 1 + 0
= −1
Z ∞
1
Example 3 Evaluate dx
−∞ 1 + x2
Solution
Z ∞ Z 0 Z ∞
1 1 1
dx = dx + dx
−∞ 1 + x2 −∞ 1 + x2 0 1 + x2
Evaluating the two integrals separately:
Z ∞ Z t
1 1
2
dx = lim dx
0 1+x t→∞ 0 1 + x2
t
−1
= lim tan x
t→∞ 0
−1
t − tan−1 0

= lim tan
t→∞
= lim tan−1 t

t→∞
π
=
2
14
Z 0 Z 0
1 1
dx = lim dx
−∞ 1 + x2 t→−∞ t 1+x
2
0
−1
= lim tan x
t→−∞ t
−1
0 − tan−1 t

= lim tan
t→−∞
= lim − tan−1 t

t→−∞
π
=− −
2
π
=
2
Z ∞
1 π π
∴ 2
dx = + = π
−∞ 1+x 2 2
Z ∞
1
Example 4 Determine if the integral dx is convergent or divergent.
10 x ln x
Solution
1 dx
let u = ln x, du = dx =
x x
Z ∞ Z t
1 1
dx = lim dx
10 x ln x t→∞ 10 x ln x
t
= lim ln |ln x|

t→∞ 10
= lim [ln |ln t| − ln (ln 10)]

t→∞
=∞
Z ∞
1
∴ dx is divergent.
10 x ln x
Z ∞
1
Example 5 For what values of p is the integral dx convergent?
1 xp
Solution
From Example 1, we know that if p = 1, then the integral is divergent. So let’s assume p 6= 1.
15
Then:
Z ∞ Z t
1 1
dx = lim dx
1 xp t→∞ xp
Z1 ∞
= lim x−p dx
t→∞
1
x−p+1 t

= lim
−p + 1 1

t→∞
1−p
x t
= lim
1−p 1

t→∞
t
1 1−p
= lim x
t→∞ 1 − p 1
1
t1−p − 1

= lim
t→∞ 1 − p

1 1
= lim −1
t→∞ 1 − p tp−1
1
If p > 1, then p − 1 > 0, so as t → ∞, tp−1 → ∞ and p−1 → 0.
Z ∞ t
1 1
∴ dx = if p > 1 and so the integral converges.
1 xp p−1
1
But if p < 1 then p − 1 < 0 and so p−1 = tp−1 → ∞ as t → ∞ and the integral diverges.
t
Z ∞
1 1
∴ p
dx is converges to if p > 1 and diverges if p ≤ 1.
1 x p−1
16
1.3.2 Discontinuous Integrands
Z b
An integral f (x)dx is also improper if f has an infinite discontinuity at some number in the
a
interval of integration.We again distinguish three cases.
Definition of an Improper Integral of Type 2
(a) If f is continuous on [a, b) and is discontinuous at b, then

Z b Z t
f (x)dx = lim− f (x)dx
a t→b a
if this limit exists (as a finite number)
(b) If f is continuous on (a, b] and is discontinuous at a, then

Z b Z b
f (x)dx = lim+ f (x)dx
a t→a t
if this limit exists (as a finite number)

Z b
The improper integral f (x)dx is called convergent if the corresponding
a
limit exists and divergent if the limit does not exist.
Z c Z b
(c) If f has a discontinuity at c where a < c < b and both f (x)dx and f (x)dx are
a c
convergent, then we define
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c
Z 4
1
Example 1 Evaluate √ dx if possible.
0 x
1
Solution The function √ is discontinuous at x = 0.
x
Z 4 Z 4
1 1
√ dx = lim √ dx
0 x t→0+
t x
Z 4
1
= lim+ x− 2 dx
t→0
t
√ 4

= lim+ 2 x
t→0 t
√ √
= lim+ 2 4 − 2 t
t→0
√
= lim+ 4 − 2 t
t→0
=4
17
Z e
Example 2 Determine whether the integral ln xdx is convergent or divergent.
0
Solution The function f (x) = ln x is discontinuous at x = 0.

Z e Z e
ln xdx = lim+ ln xdx
0 t→0 t
1
Integrating by parts: u = ln x, du = dx, dv = dx and v = x.
x
Z Z
1
⇒ ln xdx = x ln x − x dx
x
Z
= x ln x − dx
= x ln x − x + c
Z e h e i
⇒ ln xdx = lim+ (x ln x − x)

0 t→0 t
= lim+ [e ln e − e − (t ln t − t)]
t→0
= lim+ (t − t ln t)
t→0
= lim+ t (1 − ln t)
t→0
1 − ln t
= lim+ 1
t→0
t
∞
We recognise the indeterminate form . Thus by L’Hôpital’s rule
∞
1 − ln t − 1t
lim 1 = lim+ 1
t→0+ t→0 − 2
t t
= lim+ t
t→0
=0
Z e
∴ The integral converges and ln xdx = 0
0
Z π
2
Example 3 Determine whether sec xdx converges or diverges.
0
Solution This is an improper integral since lim − sec x = ∞

x→( π2 )
π
Z
2
Z t
sec xdx = lim − sec xdx
0 x→( π2 ) 0
Z t
sec x + tan x
= lim − sec x dx
x→( π2 ) 0 sec x + tan x
Z t
sec2 x + sec x tan x

= lim − dx
x→( π2 ) 0 sec x + tan x
18
let u = sec x + tan x, du = (sec x tan x + sec2 x) dx
Z 2 Z
sec x + sec x tan x du
dx = = ln |u|
sec x + tan x u
Z π t
2
⇒ sec xdx = lim − ln |sec x + tan x|

0 x→( π2 ) 0
= lim − [ln (sec t + tan t − ln 1)]

x→( π2 )
=∞
−
because sec t → ∞ and tan t → ∞ as t → π2 . Thus the given improper integral is divergent.
Z 3
dx
Example 4 Evaluate if possible.
0 x−1
1
Solution The function f (x) = is discontinuous at x = 1.
x−1
Z 3 Z 1 Z 3
dx dx dx
= +
0 x−1 0 x−1 1 x−1
where
Z 1 Z t
dx dx
= lim
0 x − 1 t→1− x−1
0 t
= lim− ln |x − 1|

t→1 0
= lim− (ln |t − 1| − ln | − 1|)

t→1
= lim− (ln |t − 1|)
t→1
= lim− ln(1 − t)
t→1
= −∞
Z 1 Z 3
+ − dx dx
Because 1−t → 0 as t → 1 . Thus is divergent. This implies that is divergent.
Z 3 0 x−1 0 x−1
h dx i
No need to evaluate
1 x−1
WARNING If we had not noticed the asymptote x = 1 in Example 4 and had instead con-
fused the integral with an ordinary integral, then we might have made the following erroneous
calculation.
Z 3 3
dx
= ln |x − 1| = ln 2 − ln 1 = ln 2

0 x−1 0
This is wrong because the integral is improper and must be calculated in terms of limits.
19
REMARKS
1. It is possible for an integral to have infinite limits of integration with an infinite discontinuity.
To determine whether an integral such as
Z ∞
dx
√
1 x x2 − 1
converges we break up the integration at some convenient point of continuity of the integrand,
say x = 2:
Z ∞ Z 2 Z ∞
dx dx dx
√ = √ + √
2
x x −1 2 x x2 − 1
1 1 x x −1 2
If both improper integrals on the right side of the equality converge, then the original integral
is convergent.
Z b
2. The integrand of f (x)dx can also have discontinuities at both x = a and x = b. Lastly,
a
the integrand f may have an infinite discontinuity at several numbers in (a, b).
Z ∞
dx
Example 5 Determine whether √ is convergent or divergent.
1 x x2 − 1
Solution The integral has a discontinuity at x = 1 and has an infinite interval as well.
Z ∞ Z 2 Z ∞
dx dx dx
√ = √ + √
x x −12 2 x x2 − 1
1 1 x x −1 2
√ 1 1 −1 x
let u = x2 − 1 ⇒ u = (x2 − 1) 2 , du = (x2 − 1) 2 · (2x)dx = √ dx
2 2
x −1
x
∴ du = √ dx
x2 − 1
Z Z
dx 1 x
√ = 2
·√ dx
2
x x −1 x 2
x −1
√ 2
But u2 + 1 = x2 − 1 + 1 = x2
Z Z
dx 1
⇒ √ = du
x x2 − 1 u2 + 1
= tan−1 u
Z
dx √
∴ √ = tan−1 x2 − 1
x x2 + 1
Z 2
dx
√ 2
−1
√ = lim+ tan 2
x −1

2
1 x x −1 t→1 t
h √ i
= lim+ tan−1 22 − 1 − tan−1 t2 − 1
t→1
h √ i
= lim+ tan−1 3 − tan−1 t2 − 1
t→1
π
= −0
3
π
=
3
20
Z ∞ Z t
dx dx
√ = lim √
2 x x2 − 1 t→∞ x x2 − 1
2 √ t
−1 2
= lim tan x −1

t→∞ 2
h √ √ i
−1 2 −1 2
= lim tan t − 1 − tan 2 −1
t→∞
h √ √ i
= lim tan−1 t2 − 1 − tan−1 3
t→∞
π π
= −
Z ∞ 2 3
dx π π π
∴ √ = + −
1 x x2 − 1 3 2 3
π
=
2
∴ The integral converges.
Z 1
dx
Example 6 Determine whether √ converges or diverges.
−1 1 − x2
1
Solution The function f (x) = √ is discontinuous at both x = −1 and x = 1.
1 − x2
Z 1 Z 0 Z 1
dx dx dx
√ = √ + √
−1 1 − x2 −1 1 − x2 0 1 − x2
where
Z 0 Z 0
dx dx
√ = lim √
−1 1 − x2 t→(−1)+ 1 − x2
t 0
−1
= lim + sin (x)

t→(−1) t
−1
0 − sin−1 t

= lim + sin
t→(−1)
= lim + 0 − sin−1 t

t→(−1)
π
=− −
2
π
=
2
Z 1 Z t
dx dx
√ = lim √
0 1 − x2 t→1− 1 − x2
0 t
−1
= lim− sin (x)

t→1 0
−1
t − sin−1 0

= lim− sin
t→1
π
= −0
2
π
=
2
Z 1
dx π π
∴ √ = + =π
−1 1−x 2 2 2
21
1.3.2.1 A Comparison Test for Improper Integrals
Sometimes it is impossible to find the exact value of an improper integral and yet it is important
to know whether it is convergent or divergent.
Comparison Theorem:Suppose that f and g are continuous functions with

f (x) ≥ g(x) ≥ 0 for x ≥ a.
Z ∞ Z ∞
(a) If f (x)dx is convergent then g(x)dx is also convergent.
a a
Z ∞ Z ∞
(b) If g(x)dx is divergent then f (x)dx is also divergent.
a a
Z ∞
2
Example 1 Show that e−x dx is convergent.
0
2
Solution We can’t evaluate the integral directly because the antiderivative of e−x is not an
elementary function.
Z ∞ Z 1 Z ∞
−x2 −x2 2
e dx = e dx + e−x dx
0 0 1
Z 1
2
The integral e−x dx is just an ordinary definite integral.
0
Z ∞
2 2
For the second integral, e−x dx, x ≥ 1 we have x2 ≥ x so −x2 ≤ −x and therefore e−x ≤ e−x .
1
Z ∞ Z t
−x
e dx = lim e−x dx
1 t→∞
1 t
−x
= lim −e
t→∞ 1
= lim e−1 − e−t

t→∞
= e−1
Z ∞
2
−x2
2 Thus taking f (x) = e −x
and g(x) = e , in the Comparison Theorem, we see that e−x dx is
Z ∞ 1
2
convergent. It follows that e−x dx is convergent.
0
∞
1 + e−x
Z
Example 2 Show that dx is divergent.
1 x
Solution
1 + e−x 1
>
x x
∞ ∞
1 + e−x
Z Z
1
And dx is divergent (as shown in Example 1 of section 1.3.1), therefore dx is also
1 x 1 x
divergent.
22
1.4 Further Applications of Integration
In this subsection we explore some of the applications of the definite integral by using it to compute
volumes of solids of revolutions, arc length, moments, fluid pressure and the work done by a varying
force.
1.4.1 Volume of Revolution

Suppose a function f is continuous and non-negative on the interval [a, b] and suppose R is the
region between the curve f and the x−axis. If this region is revolved about the x−axis, it will
generate a solid that will have circular cross-sections with radii of f (x) at each x value.
Each cross-sectional area can be calculated by A(x) = [(f (x))]2 , since the volume is defined as
Z b Z b
V = A(x)dx is V = π [f (x)]2 dx
a a
1.4.1.1 Volume by Method of Disks(Revolution about x−axis)

Z b
V = π [f (x)]2 dx
a
Because the shapes of the cross-sections are circular or look like shapes of disks, the application of
this method is commonly known as the method of disks.
Example 1 √
Calculate the volume of a solid that is obtained when the region under the curve y = x is revolved
about the x−axis over the interval [1, 7].
23
Solution
Z b
V = π [f (x)]2 dx
Za 7
√ 2
= π x dx
Z1 7
= πxdx
1
2
x 7
= π
2 1
π 2 π 2
= (7) − (1)
2 2
49π π
= −
2 2
= 24π
Example 2
Derive a formula for the volume of the sphere with radius r.
Solution
One way to find the formula is to use disk method. From Algebra, a circle of radius r and centre
at the origin is
x2 + y 2 = r 2
If we revolve the circle about the x−axis we will get a sphere. Using disk method, we will obtain a
formula for the volume. From the equation of the circle;
√
f (x) = y = r2 − x2
is a semi-circle in the first and second quadrant. Rotating about the x−axis it gives us a sphere as
well.
Z b
V = [f (x)]2 dx
Za r √ 2
= π 2
r −x 2 dx
−r
Z r
π r2 − x2 dx

=
−r
x3 r

2
= π r x−
3

−r
3
(−r)3

3 r 2
=π r − − r (−r) +
3 3
3 3

r r
= π r3 − + r3 −
3 3

2
= π 2r3 − r3
3
4 3
= πr
3
24
1.4.1.2 Volume by the Method of Washers
To generalize our results, if f and g are non-negative and continuous functions and f (x) ≥ g(x) for
a ≤ x ≤ b, then let R be the region enclosed by the two graphs bounded by x = a, x = b.
When this region is revolved about the x − axis, it will generate washer-like cross-sections(figures
below).
In this case, we will have two radii: an inner radius g(x) and an outer radius f (x). The volume by
the method of washers (a revolution about the x−axis) is calculated by:
Z b
π [f (x)]2 − [g(x)]2 dx

V =
a
Example 1
Find the volume generated when the region between the graphs f (x) = x2 + 1 and g(x) = x 0ver
the interval [0, 3] is revolved about the x−axis.
Solution
25
Z b
π [f (x)]2 − [g(x)]2 dx

V =
Za 3 h i
2
= π x2 + 1 − (x)2 dx
0
Z 3
x4 + 2x2 + 1 − x2 dx

=π
Z0 3
x4 + x2 + 1 dx

=π
0
x5 x3

3
=π + +x
5 3 0
5 3 5
03

3 3 0
=π + +3− − −0
5 3 5 3

243
=π +9+3
5
303
= π
5
The method of disks and washers can also be used if the region is revolved about the y−axis. The
analogous formulas can be easily deduced from the above formulas or from volumes of solids gener-
ated.
Disks: Z d
V = π [u(y)]2 dx
c
Washers: Z d
π [w(y)]2 − [v(y)]2 dy

V =
c
Example 2 √
What is the volume of the solid generated when the region enclosed by y = x, y = 3 and x = 0.
is revolved about the y−axis.
Solution √
We must write y = x as x = y 2 . Thus u(y) = y 2 , the volume is:
Z d
V = π [u(y)]2 dy
Zc 3
2
= π y 2 dy
Z0 3
= y 4 dy
0 5
y 3
= π
5 0
(3)5 (0)5
=π −π
5 5
243
= π
5
26
1.4.1.3 Volume by Cylindrical Shells
Some volume problems are very difficult to handle by the methods of the preceding section. For
instance, let’s consider the problem of finding the volume of the solid obtained by rotating about
the y−axis the region bounded by y = 2x2 − x3 and y = 0.If we slice perpendicular to the y−axis,
we get a washer. But to compute the inner radius and the outer radius of the washer, we would
have to solve the cubic equation y = 2x2 − x3 for x in terms y, that’s not easy.
Fortunately, there is a method, called the method of cylindrical shells, that is easier to use
in such a case.
Consider a cylindrical shell with inner radius r1 , outer radius r2 and height h. Its Volume V is
calculated by subtracting the volume V1 of the inner cylinder from the volume V2 of the outer
cylinder.
V = V2 − V1
= πr22 h − πr12 h = π r22 − r12 h

= π (r2 + r1 ) (r2 − r1 ) h
r2 + r1
= 2π h (r2 − r1 )
2
1
If we let ∆r = r2 − r1 (the thickness of the shell) and r = (r2 − r1 ) (the average radius of the
2
shell), then this formula for the volume of a cylindrical shell becomes
V = 2πrh∆r
and it can be remembered as
V = [circumference] [height] [thickness]
Now let S be the solid obtained by rotating about the y−axis the region bounded by y = f (x)
[where f (x) ≥ 0], y = 0, x = a, and x = b, where b > a ≥ 0.
27
Illustration
We divide the interval [a, b] into n subintervals of equal width ∆x and let x̄i be the midpoint of the
ith subinterval. If the rectangle with base [xi−1 , xi ] and height f (x̄i ) is rotated about the y−axis
then the result is a cylindrical shell with the average radius x̄i , height f (x̄i ) and thickness ∆x, so
its Volume is
Vi = (2π x̄i ) [f (x̄i )] ∆x
Illustration
Therefore an approximation to the volume V of S is given by the sum of the volumes of these shells.
n
X n
X
V ≈ Vi = 2π x̄i f (x̄i )∆x
i=1 i=1
This approximation appears to become better as n → ∞. But from the definition of an integral,
we know that n Z b
X
lim 2π x̄i f (x̄i )∆x = 2πxf (x)dx
n→∞ a
i=1
The volume of the solid S obtained by rotating about the y−axis the region under the curve
y = f (x) from a to b, is
Z b
V = 2πxf (x)dx
a
where 0 ≤ a < b.
28
Example 1
Find the volume of the solid obtained by rotating about the y−axis the region bounded by
y = 2x2 − x3 and y = 0.
Solution
The graphs of y = 2x2 − x3 and y = 0 intersect at x = 0 and x = 2, therefore the interval of
integration is [0, 2].
Z 2
(2πx) 2x2 − x3 dx

V =
0
Z 2
2x3 − x4 dx

= 2π
0
x4 x5 2

= 2π −
2 5

0

32
= 2π 8 −
5
16
= π
5
Example 2
Find the volume of the solid obtained by rotating about the y−axis the region between y = x and
y = x2 .
Solution
Sketch
29
The region and a typical shell are shown in the sketch above. We see that the shell has radius x,
circumference 2πx and height x − x2 , so the volume is
Z 1
(2πx) x − x2 dx

V =
0
Z 1
x2 − x3 dx

= 2π
0
x3 x4 1

= 2π −
3 4

0
π
=
6
Example 3
Find the volume of the solid obtained by rotating the region bounded by y = x − x2 and y = 0
about the line x = 2.
Solution
The following figure shows the region and a cylindrical shell formed by rotation about the line
x = 2. It has radius 2 − x, circumference 2π(2 − x), and height x − x2 .
The volume of the given solid is

Z 1
2π (2 − x) x − x2 dx

V =
0
Z 1
x3 − 3x2 + 2x dx

= 2π
0
x4

1
3 2
= 2π −x +x
4 0
π
=
2
30
1.4.2 Arc Length
Suppose that a curve C is defined by the equation y = f (x) where f is continuous and a ≤ x ≤ b.
Divide the interval [a, b] into n subintervals with endpoints x0 , x1 , · · · , xn and equal width ∆x.
If yi = f (xi ), then the point Pi (xi , yi ) lies on C and the polygon with vertices P0 , P1 , · · · , Pn
illustrated in the figure below is an approximation to C.
Illustration
The length L of the curve C is approximately the length of this polygon and the approximation
gets better as we let n increase.
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.
n
X
L = lim |Pi−1 Pi |
n→∞
i=1
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 0 (x)].
If we let ∆yi = yi − yi−1 , then

q
|Pi−1 Pi | = (xi − xi−1 )2 + (yi − yi−1 )2
q
= (∆x)2 + (∆yi )2
31
By applying the Mean Value Theorem to f on the interval [xi−1 , xi ], we find that there is a number
x∗i between xx−1 and xi such that
f (xi ) − f (xi−1 ) = f 0 (x∗i )(xi − xi−1 )

∆yi = f 0 (x∗i )∆x
Thus we have;
q
|Pi−1 Pi | = (∆x)2 + [f 0 (x∗i )∆x]2
q q
= 1 + [f 0 (x∗i )]2 · (∆x)2
q
= 1 + [f 0 (x∗i )]2 ∆x
Xn q
⇒ L = lim |Pi−1 Pi | = lim 1 + [f 0 (x∗i )]2 ∆x
n→∞ n→∞
i=1
We recognize this expression as being equal to

Z bq
1 + [f 0 (x)]2 dx
a
q
by the definition of a definite integral. This integral exists because the function g(x) = 1 + [f 0 (x)]2
is continuous. Thus we just proved the following theorem:
The Arc Length Formula
If f 0 is continuous on [a, b], then the length of the curve y = f (x), a ≤ x ≤ b, is

Z bq
L= 1 + [f 0 (x)]2 dx
a
If we use Leibniz notation for derivatives, we can write the arc length formula as follows:
s 2
Z b
dy
L= 1+ dx
a dx
Example 1
3
Find the length of the arc of the curve y = x 2 between the points (1, 1) and (4, 8).
Solution
3
y = x2
dy 3 1
= x2
dx 2
Z 4s Z 4r
dy 9
L= 1+ dx = 1 + x dx
1 dx 1 4
32
9 9 13
Let u = 1 + x, then du = dx. When x = 1, u = ; when x = 4, u = 10.
4 4 4
Z 10
4 √
⇒L= udu
9 134

4 2 3 10
= · u 2 13
9 3 4
" 23 #
8 3 13
= 10 2 −
27 4
!
8 √
r
2197
= 1000 −
27 64
√ !
8 √ 13 13
= 10 10 −
27 8
1 √ √
= 80 10 − 13 13
27
If a curve has the equation x = g(y), c ≤ y ≤ d, and g 0 (y) is continuous, then by interchanging the
roles of x and y in the formula for the arc length, we obtain the following formula for it’s length:
s
Z d Z d
dx
q
L= 1+ [g 0 (y)]2 dy = 1+ dy
c c dy
Example 2
(a) Set up anintegral

of the length of the arc of the hyperbola xy = 1 from the point (1, 1) to
1
the point 2, .
2
(b) Use Simpson’s Rule with n = 10 to estimate the arc length.
Solution
(a)
1
y=
x
dy 1
=− 2
dx x
Z 2s
dy
L= 1+ dx
1 dx
Z 2r
1
= 1 + 4 dx
1 x
Z 2√ 4
x +1
= dx
1 x2
33
r
2−1 1
(b) Using Simpson’s Rule with a = 1, b = 2, n = 10, h = = 0.1, and f (x) = 1 + 4 , we
10 x
have
Z 2r
1
L= 1 + 4 dx
1 x
0.1
≈ [f (1) + 4f (1.1) + 2f (1.2) + 4f (1.3) + · · · + 4f (1.9) + f (2)]
3
≈ 1.1321
1.4.2.1 The Arc Length Function

We will find it useful to have a function that measures the arc length of a curve from a particular
point on the curve. Thus if a smooth curve C has the equation y = f (x), a ≤ x ≤ b, let s(x) 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,
Z xq
s(x) = 1 + [f 0 (t)]2 dt
a
(We have replaced the variable of integration by t so that x does not have two meanings). Using
the fundamental theorem of Calculus
s 2
ds dy
q
0 2
= 1 + [f (x)] = 1 +
dx dx
q
∴ ds = 1 + [f 0 (x)]2 dx
Z
Thus the arc length formula can be written as L = ds
Example
1
Find the arc length function for the curve y = x2 − ln x taking P0 (1, 1) as the starting point.
8
Solution
1
f (x) = x2 − ln x
8
1
f 0 (x) = 2x −
8x
2
0 2 1 1 1
1 + [f (x)] = 1 + 2x − = 1 + 4x2 − +
8x 2 64x2
2
2 1 1 1
= 4x + + = 2x +
2 64x2 8x
1
q
1 + [f 0 (x)]2 = 2x +
8x
34
Thus the arc length function is given by
Z x
q
s(x) = 1 + [f 0 (t)]2 dt
Z1 x
1
= 2t + dt
1 8t

2 1 x
= t + ln t
8 1
1
= x2 + ln x − 1
8
For instance, the arc length along the curve from (1, 1) to (3, f (3)) is
1 ln 3
s(3) = 32 + ln 3 − 1 = 8 + ≈ 8.1373
8 8
1.4.3 Area of a Surface of Revolution

Let f be a smooth, non-negative function on the interval [a, b].
Problem:
Find the area of a surface generated by revolving the curve y = f (x) about the x− axis.
If we follow the strategy we used with the arc length, we can approximate the original curve by a
polygon. when this polygon is rotated about an axis , it creates a simpler surface whose surface
area approximates the actual surface area. By taking the limit, we determine the exact surface area.
Consider the surface shown in the figure below which is obtained by rotating the curve y = f (x),
a ≤ x ≤ b, about the x−axis, where f is positive and has a continuous derivative.
Divide the interval [a, b] into n subintervals with endpoints x0 , x1 , · · · , xn and equal width ∆x, as
we did in determining the arc length. If yi = f (xi ) then the point f (xi , yi ) lies on the curve. The
35
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 with slant height l = |Pi−1 Pi | and average radius r = 21 (yi−1 + yi ) so, its
surface area is
yi−1 + yi
2π |Pi−1 Pi |.
2
q
But |Pi−1 Pi | = 1 + [f 0 (x∗i )]2 ∆x, where x∗i is some number in the interval [xi−1 , xi ]. When ∆x is
small, we have yi = f (xi ) ≈ f (x∗i ) and also yi−1 = f (xi−1 ) ≈ f (x∗i ), since f is continuous. Therefore
yy−1 + yi
q
2π |Pi−1 Pi | ≈ 2πf (xi ) 1 + [f 0 (x∗i )]2 ) ∆x
∗
2
and so the approximation to what we think of as the area of the complete surface of revolution is
Xn q
2πf (x∗i ) 1 + [f 0 (x∗i )]2 ) ∆x
i=1
This approximation appears to become better as n → ∞, then we have

Xn q Z b q
∗ 2
lim ∗ 0
2πf (xi ) 1 + [f (xi )] ) ∆x = 2πf (x) 1 + [f 0 (x)]2 dx
n→∞ a
i=1
Therefore, in the case where f is positive and has a continuous derivative, we define the surface
area od the surface obtained by rotating the curve y = f (x), a ≤ x ≤ b, about the x−axis as
Z b q
S= 2πf (x) 1 + [f 0 (x)]2 dx
a
With the Leibniz notation for derivatives, this formula becomes

s 2
Z b
dy
S= 2πy 1 + dx.
a dx
36
If the curve is described as x = g(y), c ≤ y ≤ d then the formula for surface area becomes
Z b q
S= 2πg(y) 1 + [g 0 (y)]2 dy.
a
Example 1 √
The curve y = 4 − x2 , −1 ≤ x ≤ 1, is an arc of the circle x2 + y 2 = 4. Find the area of the surface
obtained by rotating this arc about the x−axis.
Solution
dy 1 − 1 −x
= 4 − x2 2 (−2x) = √
dx 2 4 − x2
s 2
Z 1
dy
S= 2πy 1 + dx
−1 dx
Z 1√ r
x2
= 2π 4 − x2 1 + dx
−1 4 − x2
Z 1√
2
= 2π 4 − x2 √ dx
−1 4 − x2
Z 1
= 4π dx
−1
= 4π(2)
= 8π
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.
Solution
√
x= y
dx 1
= √
dy 2 y
s 2
Z 4
dx
S= 2πx 1 + dy
1 dy
Z 4 r
√ 1
= 2π y 1+ dy
1 4y
Z 4 r
√ 4y + 1
= 2π y dy
1 4y
Z 4 √
y p
= 2π √ · 4y + 1 dy
1 2 y
Z 4p
=π 4y + 1 dy
1
37
let u = 4y + 1, then du = 4dy ⇒ 14 du = dy
π 17 √
Z
S= u du
4 5
π √ √
= 17 17 − 5 5
6
1.4.4 Force and Work

1.4.5 Fluid Pressure
1.4.6 Moments
38
2 Elementary Ordinary Differential Equations
Many problems in Physics, Engineering, Chemistry, Economics etc are better studied by building
mathematical models.
Example 1
Newton’s Law of cooling states that the rate of change of temperature of a body is directly
proportional to the difference between the temperature of the body and the surrounding medium.
Model 1
Let T be the temperature of the body and Ts be the temperature of the surrounding medium.
dT
Now rate of change ⇒
dt
Difference between ⇒ T − Ts
dT dT
The rate of change proportional to the difference · · · · · · ∝ T − Ts i.e. = k(T − Ts ).
dt dt
Example 2
In radioactivity: Atomic nuclei are unstable, breaking down into smaller particles in the process
called radioactivity . The rate at which this happens is directly proportional to the number present.
Model 2
dN
Let the number present be N , then ∝ N.
dt
dN
So = kN , where k > 0 (k > 0, because the number, N present is decreasing).
dt
The above two scenarios are examples of differential equations.
An ordinary differential equation(ODE) is a relationship between a function y = y(t), its ordinary

derivatives and its independent variable t.
The order of an ODE is the order of the highest derivative.
Examples
dT
(i) = k(T − Ts ) (First order)
dt
NT
(ii) = −kN (First order)
dt
d2 y
(iii) + x2 y = cos x (Second order)
dx2
7
d4 y dy
(iv) 4
− + 4y = 0 (Fourth order)
dx dx
5
dy
(v) − ey = 6 sin t (First order)
dt
39
Solving Ordinary Differential Equations
d2 y
Consider 2 = 8t
dt
Integrating both sides with respect to t:
d2 y
Z Z
dt = 8tdt
dt2
dy
= 4t2 + c
dt
Integrating again:
Z Z
dy
4t2 + c dt

dt =
dt
Z Z
4t2 + c dt

dy =
4t3
y= + ct + k, c, k ∈ R
3
Depending on the values of c and k we get a family of solutions.
4t3
Hence y = + ct + k is called a general solution.
3
Givent points (t0 , y0 ) and (t1 , y1 ) we obtain a unique solution.
Solving First Order Differential Equations

dy
Form of first order ODEs is = f (t, y). Given initial condition that y(t0 ) = y0 and then the
dt
ODE subject to this condition is called solving an Initial Value Problem(IVP). i.e. An IVP is a
differential equation with an initial condition.
2.1 Separable First Order Differential Equations

dy f (t)
We consider equations of the form =
dt g(y)
e.g.
dy
= ey+t
dt
dy
= ey · et
dt
e−y dy = et dt (y’s together and t’s together)
Z Z
−y
∴ e dy = et dt
NB: Not all first order differential equations are separable.
40
Example 1 Find the general solution of the following ODE:
dy
= ey+t
dt
Solution
dy
= ey+t
dt
dy
= ey · et
dt
e−y dy = et dt
Z Z
−y
∴ e dy = et dt
−e−y = et + c
ey = −et + k , k = −c
−y = ln k − et

−1
∴ y = ln k − et , k ∈ R.
dy 1 + y2
Example 2. Solve the IVP = , y(0) = −1.
dt 1 + t2
Solution
dy 1 + y2
=
dt 1 + t2
dy dt
=
1 + y2 1 + t2
Z Z
dy dt
=
1 + y2 1 + t2
tan−1 y = tan−1 t + c
∴ y = tan tan−1 t + c

Note: If y(0) = −1, then:
−1 = tan tan−1 (0) + c

−1 = tan(0 + c)
−1 = tan c
π
⇒ c = tan−1 )(−1) = −
4

−1 π
So y = tan tan t −
4
−1
tan (tan t) − tan π4

=
1 + (tan (tan−1 t)) · tan π4

t−1
=
1 + t(1)
t−1
∴y=
t+1
41
dy 6x2
Example 3 Find the general solution to the ODE = .
dx 2y + cos y
Solution
dy 6x2
=
dx 2y + cos y
(2y + cos y) dy = 6x2 dx
Z Z
(2y + cos y) dy = 6x2 dx
y 2 + sin y = 2x3 + c
dP
Example 4 Find the general solution to the ODE = P (1 − P ).
dt
dP
= P (1 − P )
dt
dP
= dt
P (1 − P )

1
dP = dt
P (1 − P )

1 1
+ dP = dt
P 1−P
Z Z
1 1
+ dP = dt
P 1−P
ln |P | − ln |1 − P | = t + c

P
ln =t+c
1−P
P
= et+c
1−P
P
= et · ec
1−P
P
= ket
1−P
P = (1 − P )ket
P = ket − P ket
P + P ket = ket
P (1 + ket ) = ket
ket
∴P =
1 + ket
42
Example 5. Use separable equations to solve the following equation:
dy
y − (1 + y)x2 = 0
dx
Solution
dy
y − (1 + y)x2 =0
dx
dy
y = (1 + y)x2
dx
y
dy = x2 dx
1+y
Z Z
y
dy = x2 dx
1+y
Z Z
1
1− dy = x2 dx
1+y
x3
y − ln |1 + y| = +c
3
Example 6 Solve xdx + ydy = xy(xdy − ydx).
Solution
xdx + ydy = xy(xdy − ydx)

xdx + ydy = x2 ydy − xy 2 dx
xdx + xy 2 dx = x2 ydy − ydy
x(1 + y 2 )dx = y(x2 − 1)dy
xdx ydy
2
=
x −1 1 + y2
Z Z
xdx ydy
2
=
x −1 1 + y2
Z Z
ydy xdx
2
=
1+y x2 − 1
1 1
ln 1 + y 2 = ln x2 − 1 + c1
2 2
1
2 2
1
1+y = c x2 − 1 2
1 + y 2 = c x2 − 1

43
r
dy 1 − y2
Example 7 Solve = .
dx 1 − x2
Solution
r
dy 1 − y2
=
dx 1 − x2
p
dy 1 − y2
= √
dx 1 − x2
dy dx
p =√
1 − y2 1 − x2
Z Z
dy dx
p = √
1−y 2 1 − x2
sin−1 y = sin−1 x + c
y = sin sin−1 x + c

= sin sin−1 x cos c + cos sin−1 x sin c

√
∴ y = x cos c + 1 − x2 sin c
Example 8 An apple pie with an initial temperature of 170 o C is removed from the oven and left
to cool in a room with an air temperature of 20 o C. Given that the temperature of the pie initially
decreases at a rate of 3.0 o C/min, how long will it take for the pie to cool to a temperature of
30 o C?
Solution Using Newton,s Law of cooling. Let T be the temperature of the apple pie and
TS be the temperature of the surrounding medium.
dT
= k (T − TS )
dt
dT
= k(T − 20)
dt
dT
= kdt
Z T − 20 Z
dT
= kdt
T − 20
ln |T − 20| = kt + c
T − 20 = ekt · ec
T − 20 = c1 ekt
T = 20 + c1 ekt
Applying the initial condition T = 170 when t = 0.
170 = 20 + c1 ek(0)
170 = 20 + c1
c1 = 170 − 20 = 150
∴ T = 20 + 150ekt
44
Applying the second condition T 0 (0) = −3.
T 0 = 150kekt
⇒ 150kek(0) = −3
150k = −3
3
k=− = −0.02
150
∴ T = 20 + 150e−0.02t
When T = 30, solving for t:
30 = 20 + 150e−0.02t
10 = 150e−0.02t
10
= e−0.02t
150
1
ln 15
t=
−0.02
= 135.4025101
It will be after 135 minutes.
Example 9
Water is being drained from a spout in the bottom of a cylindrical tank. According to Torricelli’s
law, the volume V of water left in the tank obeys the differential equation
dV √
= −k V
dt
where k is a constant.
(a) Use separation of variables to find the general solution to this equation.
(b) Suppose the tank initially holds 30.0 L of water, which initially drains at a rate of 1.80 L/min.
How long will it take for tank to drain completely?
Solution
(a)
dV √
= −k V
dt
dV
√ = −kdt
Z V Z
dV
√ = −kdt
V
√
2 V = −kt + c
√ 1
V = (c − kt)
2
2
1
V = (c − kt)
2
1
∴ V = (c − kt)2
4
45
(b) Applying the initial conditions V = 30 when t = 0 and V 0 (0) = −1.8.
1
30 = (c − k(0))2
4
1
30 = c2
4
√ √
c = 120 = 2 30
1 1
V 0 = (c − kt) · (−k) = − k(c − kt)
2 2
1 √
−1.8 = − k 2 30 − k(0)
2√
3.6 = 2 30 k
√
3.6 3 30
k= √ =
2 30 50
√ !2
1 √ 3 30
∴V = 2 30 − t
4 50
For the tank to drain completely, then V = 0.

√ !2
1 √ 3 30
0= 2 30 − t
4 50
√ !2
√ 3 30
0= 2 30 − t
50
√
√ 3 30
⇒ 2 30 − t=0
50
100
t= = 33.33333̇
3
The tank will be completely drained after 33.3 minutes.
2.2 Linear First Order Differential Equations

dy
We consider ODEs of the form + a(t)y = b(t) are called linear equations.
dt
Note: If b(t) = 0, the equation becomes separable. Suppose b(t) 6= 0:
dy
+ a(t)y = b(t)
dt
Multiply through by a function i(t), then:
dy
i(t) + a(t) · i(t)y = b(t)i(t) (1)
dt
Using product rule:
d dy di
[y(t) · i(t)] = i(t) + y(t)
dt dt dt
Then equation (1) becomes
d
[y(t) · i(t)] = b(t) · i(t)
dt
46
provided
di
a(t) · i(t)y = y(t)
dt
di
⇒ = a(t) · i(t)
dt
di
= a(t)dt
i(t)
Z
ln(i(t)) = a(t)dt
R
a(t)dt
i(t) = e
R
a(t)dt
i(t) = e is called an Integrating Factor.
dy
Remark: Multiplying + a(t)y = b(t) by the Integrating Factor simplifies the problem to:
dt
d
[y · i(t)] = b(t) · i(t)
dt
which is solved using integration called METHOD OF SOLUTION BY INTEGRATING
FACTOR.
Example 1 Find the general solution of the differential equation

dy
= te−t − y
dt
Solution
dy
+ y = te−t
dt
a(t) = 1 and b(t) = te−t
R
i(t) = e 1dt = et
d
y · et = te−t · et

dt Z
t
ye = tdt
t2
yet = +c
2
t2

−t
y=e +c
2
Example 2 Solve the IVP
dy
x + 2y = 10x2 , y(1) = 3.
dx
Solution
dy
x + 2y = 10x2
dx
dy 2y
+ = 10x
dx x
2
a(x) = and b(x) = 10x
x
2
2 x1 dx 2
R R
i(x) = e x
dx
=e = e2 ln |x| = eln x = x2
47
Multiplying the equation by i(x) reduces it to:
d
yx2 = 10x3

dx Z
yx2 = 10x3 dx
10x4
yx2 = +c
4
5
yx2 = x4 + c
2
−2 5 4
y =x x +c
2
5
y = x2 + cx−2
2
5 c
∴y = x2 + 2
2 x
Applying the initial condition:
5 c
3 = (1)2 +
2 (1)2
1
c=
2
5 1
∴ y = x2 + 2
2 2x
Example 3 Solve the IVP
dy
x2 + 1 + 4xy = x, y(2) = 1.
dx
Solution
dy
x2 + 1 + 4xy = x
dx
dy 4xy x
+ 2 = 2
dx x + 1 x +1
4x x
a(x) = 2 and b(x) = 2
xR + 1 x +1
4x 2 +1) 2 +1)2 2
dx
i(x) = e x2 +1 = e2 ln(x = eln(x = x2 + 1
48
Multiplying the initial ODE by i(x) reduces it to:
d h 2 i x 2
y x2 + 1 = 2 · x2 + 1
dx (x + 1)
d h
2
i
y x2 + 1 = x x2 + 1

dx
d h 2 i
y x2 + 1 = x3 + x
dx Z
2
2
x3 + x dx

y x +1 =
2 x4 x2
y x2 + 1 = + +c
4 2
−2 x4 x2

2
y = x +1 + +c
4 2
Applying the initial condition y(2) = 1.
24 22

2
−2
1= 2 +1 + +c
4 2
1
1= (4 + 2 + c)
25
∴ c = 19
−2 x4 x2

2
∴y = x +1 + + 19
4 2
2.3 Constant Coefficients Second Order Differential Equations

The general second order ODE is a differential equation of the form:
d2 y dy
a(x) 2
+ b(x) + c(x)y = g(x)
dx dx
Note: If g(x) = 0, we say the equation is homogeneous, if g(x) 6= 0 we say the equation is
non-homogeneous.
Just like we expect two answers for quadratic equations, we also expect two solutions for sec-
ond order ODEs and these solutions are independent i.e. they are not multiples.
d2 y dy
Theorem: Let y1 and y2 be independent solutions of a(x) 2 + b(x) + c(x)y = 0, then any
dx dx
other solution y can be written as y = c1 y1 + c2 y2 , c1 , c2 ∈ R.
Note: In fact y = c1 y1 + c2 y2 is the general solution of the homogeneous differential equation

d2 y dy
a(x) 2 + b(x) + c(x)y = 0.
dx dx
49
SOLVING SECOND ORDER DIFFERENTIAL EQUATIONS
With constant coefficients: The homogeneous case
Consider
d2 y dy
a 2
+b + cy = 0
dx dx
Require general solution y = c1 y1 + c2 y2 satisfying the ODE where y1 and y2 are independent solu-
tions and a, b, c ∈ R.
We need a y that is related to y 0 and y 00 to satisfy the ODE

d2 y dy
a 2
+b + cy = 0
dx dx
. The exponential function exhibits such behaviour
i.e.
y = emx
dy
= memx
dx
d2 y
= m2 emx
dx2
Substituting into the ODE:
am2 emx + bmemx + cemx = 0
Dividing through by emx , since emx > 0:
am2 + bm + c = 0
We obtain a quadratic equation called an auxiliary(or characteristic) equation.
Three cases may arise
Case 1
The characteristic equation has two distinct roots m1 , m2 ∈ R. So independent solutions y1 = em1 x
and y2 = em2 x . Therefore the general solution is y = c1 em1 x + c2 em
2 x
Example Solve the IVP
y 00 + y 0 − 12y = 0 y(0) = 2 and y 0 (0) = 13.
Solution
Auxiliary equation:
m2 + m − 12 = 0
(m + 4)(m − 3) = 0
∴ m1 = −4 and m2 = 3
∴ Independent solutions are y1 = e−4x and y2 = e3x

∴ y = c1 e−4x + c2 e3x
50
Now y 0 = −4c1 e−4x + 3c2 e3x
Applying the initial conditions:
y 0 (0) = 13 ⇒ 13 = −4c1 + 3c2

y(0) = 2 ⇒ 2 = c1 + c2
∴ c1 = −1 and c2 = 3
Hence y = 3e3x − e−4x
Try the following IVPs:

(i) y 00 − 5y 0 + 6y = 0, y(0) = 1, y 0 (0) = 2
(ii) y 00 − 8y 0 + 20y = 0, y(0) = 1, y 0 (0) = 8

Case 2
The characteristic equation has one repeated root m1 = m2 . In this case, the two linearly indepen-
dent solutions are y1 = em1 x and y2 = xem1 x , and therefore the general solution is
y = c1 em1 x + c2 xem1 x
Example Solve the IVP
y 00 − 12y 0 + 36y = 0, y(0) = 1, y 0 (0) = 4.
Solution
Auxiliary equation:
m2 − 12m + 36 = 0
(m − 6)2 = 0
∴m=6 (repeated)
6x
y1 = e and y2 = xe6x
Thus
y = c1 e6x + c2 xe6x
y 0 = 6c1 e6x + c2 e6x + 6c2 xe6x
4 = 6c1 + c2
c1 = 1
⇔ 6c1 + c2 = 4
6(1) + c2 = 4
c2 = −2
∴ y = e6x − 2xe6x
51
Case 3
An auxiliary equation has complex roots.
d2 y dy
Lemma: If z(x) is a solution of a differential equation a 2 + b + cy = 0, then the real parts
dx dx
and Imaginary parts of z are real solutions.
(proof omitted)
Example 1 Find the general solution of y 00 − 8y 0 + 20y = 0
solution
Auxiliary equation:
m2 − 8m + 20 = 0
√
8 ± 64 − 80
m= = 4 ± 2i
2
So z1 (x) = e(4+2i)x and z2 (x) = e(4−2i)x are complex solutions.
Now
z1 (x) = e(4+2i)x
= e4x e2ix
= e4x (cos 2x + i sin 2x)
By Lemma, the real and Imaginary parts of z(x) give the real solutions.
⇒ y1 = e4x cos 2x, y2 = e4x sin 2x, so y = c1 e4x cos 2x + c2 e4x sin 2x.
∴ y = e4x (c1 cos 2x + c2 sin 2x)
NOTE: In general if m = a ± bi are roots of an auxiliary equation, then the solution is

y = eax (c1 cos bx + c2 sin bx)
.
Example 2
Solve the following IVP:
y 00 − 6y 0 + 10y = 0 y(0) = 2, y 0 (0) = 3
Solution Auxiliary equation:

m2 − 6m + 10 = 0
p
6± (−6)2 − 4(1)(10)
m=
2(1)
√
6 ± 36 − 40
=
√2
6 ± −4
=
2
∴m=3±i
⇒ y = c1 e3x cos x + c2 e3x sin x
52
2 = c1 e3(0) cos 0 + c2 e3(0) sin 0

2 = c1
∴ c1 = 2
y 0 = 3c1 e3x cos x − c1 e3x sin x + 3c2 e3x sin x + c2 e3x cos x
3 = 3c1 e3(0) cos 0 − c1 e3(0) sin 0 + 3c2 e3(0) sin 0 + c2 e3(0) cos 0
3 = 3c1 + c2
But c1 = 2
⇒ 3 = 3(2) + c2
3 = 6 + c2
c2 = −3
∴ y = 2e3x cos x − 3e3x sin x
SOLVING SECOND ORDER DIFFERENTIAL EQUATIONS

With constant coefficients: The non-homogeneous case
In this section we learn how to solve second-order non-homogeneous linear differential equations
with constant coefficients, that is, equations of the form
ay 00 + by 0 + cy = g(x)
where a, b, c ∈ R and g(x) is a continuous function. The related homogeneous equation
ay 00 + by 0 + cy = 0
is called the complementary equation and plays an important role in the solution of the original
non-homogeneous equation.
Theorem The general solution of the non-homogeneous differential equation ay 00 + by 0 + cy = g(x)

can be written as
y(x) = yp (x) + yc (x)
where yp is a particular solution of ay 00 + by 0 + cy = g(x) and yc is the general solution of the
complementary equation ay 00 + by 0 + cy = 0.
The Method of Undetermined Coefficients
I first illustrate the method of undetermined coefficients for the equation
ay 00 + by 0 + cy = g(x)
where g(x) is a polynomial. It is reasonable to guess that there is a particular solution yp that is
a polynomial of the same degree as g(x) because if y is a polynomial, then ay 00 + by 0 + cy is also
53
a polynomial. We therefore substitute yp (x) = a polynomial (of the same degree as g ) into the
differential equation and determine the coefficients.
Example 1 Solve the equation y 00 − 3y 0 + 2y = 4x2 .
Solution
The auxiliary equation of y 00 − 3y 0 + 2y = 0 is m2 − 3m + 2 = 0.
m2 − 3m + 2 = 0
(m − 2)(m − 1) = 0
m1 = 2 and m2 = 1
yc = c1 e2x + c2 ex , c1 , c2 ∈ R
yp : Since g(x) = 4x2 is a polynomial of order 2, then we try a polynomial of order 2 as well.
Try yp = Ax2 + Bx + C.
yp = Ax2 + Bx + C
yp0 = 2Ax + B
yp00 = 2A
Substituting back into the ODE:
2A − 3 (2Ax + B) + 2 Ax2 + Bx + C = 4x2

2A − 6Ax − 3B + 2Ax2 + 2Bx + 2C = 4x2
Equating the constants
2A = 4
∴A=2
2B − 6A = 0
2B − 6(2) = 0
2B = 12
∴B=6
2A − 3B + 2C = 0
2(2) − 3(6) + 2C = 0
4 − 18 + 2C = 0
2C = 14
∴C=7
∴ yp = 2x2 + 6x + 7
But y = yp + yc
∴ y = c1 e2x + c2 ex + 2x2 + 6x + 7
54
Example 2 Find the general solution of y 00 + 2y 0 = 8x + 2.
Solution
The auxiliary equation of y 00 + 2y 0 = 0 is m2 + 2m = 0 ⇒ m1 = 0 and m2 = −2.
∴ yc = c1 e0x + c2 e−2x = c1 + c2 e−2x
Since g(x) = 8x + 2 we try yp = Ax + B
yp = Ax + B
yp0 = A
yp00 = 0
0 + 2A = 8x + 2
Equating the constants:
2A = 2
∴A=1
0 = 8(Meaningles)
Note: If the first choice of yp fails, multiply it by x and try again. Thus we need to multiply our
yp = Ax + B by x. Then our new yp becomes: yp = x(Ax + B) = Ax2 + Bx.
yp = Ax2 + Bx
yp0 = 2Ax + B
yp00 = 2A
2A + 2(2Ax + B) = 8x + 2
2A + 4Ax + 2B = 8x + 2
Equating the coefficients:
4A = 8
∴A=2
2A + 2B = 2
2(2) + 2B = 2
4 + 2B = 2
2B = −2
∴ B = −1
∴ yp = 2x2 − x
∴ y = c1 + c2 e−2x + 2x2 − x
If g(x) is of the form Cekx , where C and k are constants, then we take as a trial solution a function
of the same form yp (x) = Aekx , because the derivatives of ekx are constant multiples of ekx .
55
Example 3 Solve y 00 + 4y = e3x .
Solution
The auxiliary equation of y 00 + 4y = e3x is m2 + 4 = 0.
m2 + 4 = 0
m2 = −4
m = ±2i
∴ yc = c1 cos 2x + c2 sin 2x
For a particular solution we try yp = Ae3x .
yp = Ae3x
yp0 = 3Ae3x
yp00 = 9Ae3x
9Ae3x + 4Ae3x = e3x
13Ae3x = e3x
13A = 1
1
A=
13
1
∴ yp = e3x
13
1 3x
Thus y = c1 cos 2x + c2 sin 2x + e
13
If g(x) is either C cos kx or C sin kx, then, because of the rules of differentiating the sine and cosine
functions, we take a trial particular solution of the form
yp = A cos kx + B sin kx.
Example 4 Solve y 00 + y 0 − 2y = sin x
Solution The auxiliary equation of y 00 + y 0 − 2y = 0 is m2 + m − 2 = 0 which has roots m = 1 or

m = −2.
∴ yc = c1 ex + c2 e−2x .
We try a particular solution

yp = A cos x + B sin x
yp0 = −A sin x + B cos x
yp00 = −A cos x − B sin x
(−A cos x − B sin x) + (−A sin x + B cos x) − 2 (A cos x + B sin x) = sin x
−A cos x − B sin x − A sin x + B cos x − 2A cos x − 2B sin x = sin x
(−3A + B) cos x + (−A − 3B) sin x = sin x
56
−3A + B = 0
−A − 3B = 1
1 3
Solving the two equations simultaneously, yields: A = − and B = − .
10 10
1 3
∴ yp = − cos x − sin x.
10 10
1 3
∴ y = c1 ex + c2 e−2x − cos x − sin x.
10 10
If g(x) is a product of functions of the preceding types, then we take the trial solution to be a
product of functions of the same type. For instance, in solving the differential equation
y 00 + 2y 0 + 4y = x cos 3x
we would try
yp = (Ax + B) cos 3x + (Cx + D) sin 3x
If g(x) is a sum of functions of these types, we use the easily verified principle of superposition,
which says that if yp1 and yp2 are solutions of ay 00 + by 0 + cy = g1 (x) and ay 00 + by 0 + cy = g2 (x)
respectively, then yp1 + yp2 is a solution of ay 00 + by 0 + cy = g1 (x) + g2 (x).
Example 5 Solve y 00 − 4y = xex + cos 2x
Solution
The auxiliary equation of y 00 − 4y = 0 is m2 − 4 = 0 which has roots ±2.
∴ yc = c1 e2x + c2 e−2x .
For the equation y 00 − 4y = xex , we try yp1 = (Ax + B) ex .
yp1 = (Ax + B) ex
0
yp1 = (Ax + A + B) ex
00
yp1 = (Ax + 2A + B) ex
(Ax + 2A + B) ex − 4 (Ax + B) ex = xex

Ax + 2A + B − 4(Ax + B) = x
Ax + 2A + B − 4Ax − 4B = x
57
A − 4A = 1
−3A = 1
1
∴A=−
3
2A + B − 4B = 0

1
2 − − 3B = 0
3
2
− − 3B = 0
3
2
∴B=−
9
1 2 x
and yp1 = − x − e
3 9
For the equation y 00 − 4y = cos 2x we try yp2 = C cos 2x + D sin 2x.
yp2 = C cos 2x + D sin 2x

0
yp2 = −2C sin 2x + 2D cos 2x
00
yp2 = −4C cos 2x − 4D sin 2x
Substitution gives:
−4C cos 2x − 4D sin 2x − 4(C cos 2x + D sin 2x) = cos 2x

−4C cos 2x − 4D sin 2x − 4C cos 2x − 4D sin 2x = cos 2x
−8C cos 2x − 8D sin 2x = cos 2x
−8C = 1
1
∴C=−
8
−8D = 0
∴D=0
1
and yp2 = − cos 2x
8
By the superposition principle, the general solution is

2x −2x 1 2 1
∴ y = yc + yp1 + yp2 = c1 e + c2 e − x+ ex − cos 2x
3 9 8
Finally we note that the recommended trial solution yp sometimes turns out to be a solution of the
complementary equation and therefore can’t be a solution of the non-homogeneous equation. In
such cases we multiply the recommended trial solution by x (or by x2 if necessary) so that no term
in yp is a solution of the complementary equation.
58
Example 6 Solve y 00 + y = sin x
Solution
The auxiliary equation of y 00 + y = 0 is m2 + 1 = 0 which has roots ±i.
∴ yc = c1 cos x + c2 sin x.
Ordinarily, we would use the trial solution
yp = A cos x + B sin x
but we observe that it is a solution of the complementary equation, so instead we try
yp = Ax cos x + Bx sin x
then
yp = Ax cos x + Bx sin x
yp0 = A cos x − Ax sin x + B sin x + Bx cos x
yp00 = −2A sin x − Ax cos x + 2B cos x − Bx sin x
Substitution into the ODE yields:
−2A sin x − Ax cos x + 2B cos x − Bx sin x + Ax cos x + Bx sin x = sin x

−2A sin x + 2B cos x = sin x
−2A = 1
1
∴A=−
2
2B = 0
∴B=0
1
∴ yp = − x cos x
2
1
∴ The general solution is y = c1 cos x + c2 sin x − x cos x.
2
We summarize the method of undetermined coefficients as follows:
Summary of the Method of Undetermined Coefficients
1. If g(x) = ekx P (x), where P is a polynomial of degree n, then try yp = ekx Q(x) where
Q is an nth degree polynomial (whose coefficients are determined by substituting into
the differential equation).
2. If g(x) = ekx P (x) cos mx or g(x) = ekx P (x) sin mx, where P is the nth degree
polynomial then try yp = ekx Q(x) cos mx + ekx R(x) sin mx where Q and R are both
nth degree polynomials.
Modification: If any term of yp is a solution of the complementary equation multiply yp

by x (or by x2 if necessary).
59
Example 7 Determine the form of the trial solution for the differential equation
y 00 − 4y 0 + 13y = e2x cos 3x
Solution
The auxiliary equation of y 00 − 4y 0 + 13y = 0 is m2 − 4m + 13 = 0 which roots 2 ± 3i.
∴ yc = c1 e2x cos 3x + c2 e2x sin 3x.
Since g(x) = e2x cos 3x, at first glance it looks like
yp = Ae2x cos 3x + Be2x sin 3x
but this is the solution of the complementary equation. This means we need to multiply the
suggested trial solution by x.
yp = Axe2x cos 3x + Bxe2x sin 3x
60
3 Parametric Equations and Polar Coordinates
3.1 Parametric Equations
3.1.1 Curves defined by Parametric Equations
Definition
Suppose that x and y are both given as functions of a third variable t called a parameter by the
equations
x = f (t) and y = g(t)
called parametric equations, where f and g are continuous on an interval I, each value of t
determines a point (x, y) which we can plot in a Cartesian coordinate plane.
As t varies, the point (x, y) = (f (t), g(t)) varies and traces out a curve C which we call a parametric
curve.
Example 1 Sketch and identify the curve defined by the parametric equations
x = t2 , y = t.
Solution
Each value of gives a point on the curve, as shown in the table.
t -2 -1 0 1 2 3
x 4 1 0 1 4 9
y -2 -1 0 1 2 3
4 y
x
2 4 6 8 10
−2
−4
Eliminating the parameter, t,
x = t2 , y = t
i.e. x = y 2 (substituting ) y for t
Recall that x = f (t) = t2 and y = g(t) = t. Then we have come up with x in terms of y which we
write as x = F (y) = y 2 .
61
In general, given a set of parametric equations we sometimes desire to eliminate the parameter
or clear the parameter to obtain a Cartesian equation.
Example 2
If a curve is defined by the parametric equations x = t2 − 2t, y = t + 1. Find the equation of
the curve in terms of x and y only.
Solution
x = t2 , y = t + 1
y =t+1⇒t=y−1
⇒ x = (y − 1)2 − 2(y − 1)
= y 2 − 2y + 1 − 2y + 2
= y 2 − 4y + 3
i.e. x = y 2 − 4y + 3 (a parabola for x in y)
3.1.1.1 Restricted Parametric Equations

The curve with parametric equations
x = f (t), y = g(t), a ≤ t ≤ b.
has initial point [f (a), g(a)] and terminal point [f (b), g(b)].
Example 3
Sketch the curve represented by the parametric equations x = t2 − 2t, y = t + 1, 0 ≤ t ≤ 4.
Solution
t -2 -1 0 1 2 3 4
x 8 3 0 -1 0 3 8
y -1 0 1 2 3 4 5
62
Example 4
What curve is represented by the parametric equations x = cos t, y = sin t, 0 ≤ t ≤ 2π?
Solution
If we plot the points, it appears that the curve is a circle. We can confirm this impression by
eliminating t.
x = cos t
y = sin t
Squaring the two equations yields:
x2 = cos2 t
y 2 = sin2 t
Adding the two equations yields:
x2 + y 2 = cos2 t + sin2 t
x2 + y 2 = 1
Thus the point (x, y) moves on the unit circle x2 + y 2 = 1.
3.1.2 Slopes and Tangents to Parametric Curves

Suppose f and g are differentiable functions and we want to find the tangent line at a point on the
curve where y is also a differentiable function of x . Then the Chain Rule gives
dy dy dx
= ·
dt dx dt
dx dy
If 6= 0, we can solve for :
dt dx
dy
dy dt dx
= dx
if 6= 0 (2)
dx dt
dt
dy
Equation (2) enables us to find the slope of the tangent to a parametric curve without having
dx
to eliminate the parameter t. We see from equation (2) that the curve has a horizontal tangent
dy dx dx dy
when = 0, provided 6= 0 and it has a vertical tangent when = 0, provided 6= 0. This
dt dt dt dt
information is useful for sketching parametric curves.
Second Derivative
d2 y dy
It is also important to consider 2
. This can be found by replacing y by in equation (2).
dx dx
d dy

d2 y

d dy dt dx dx
= = dx
if 6= 0
dx2 dx dx dt
dt
63
Example 1
dy d2 y
A curve C is defined by the parametric equations x = t2 , y = t3 − 3t. Find and .
dx dx2
Solution
dy
dy dt dx
Recall that = dx
if 6= 0
dx dt
dt
dx
x = t2 ⇒ = 2t
dt
dy
y = t3 − 3t ⇒ = 3t2 − 3
dt
3t2 − 3 3 (t2 − 1) 3 t2 − 1

dy 3 1
∴ = = = = t−
dx 2t 2t 2 t 2 t
And
d dy

d2 y

d dy dt dx dx
= = dx
if 6= 0
dx2 dx dx dt
dt

dy 3 1
But = t−
dx 2 t

d dy 3 1 dx
= 1+ 2 and x = t2 ⇒ = 2t
dt dx 2 t dt
3
1 + t12

d2 y 2 3 (t2 + 1) 3 (t2 + 1)
i.e. = = =
dx2 2t 4t3 4t3
Example 2
A curve C is defined by the parametric equations x = t2 , y = t3 − 3t.
(a) Find the equation(s) of the tangent(s) at the point (3, 0).
(b) Find the points on C where the tangent is horizontal or vertical.
Solution
(a)

dy 3 1
= t−
dx 2 t
At (3, 0), x = 3 and y = 0.
√
x = 3 ⇒ t2 = 3 ⇒ t = ± 3
y = 0 ⇒ t3 − 3t = 0 ⇒ t t2 − 3 = 0

√
i.e. t = 0, t2 − 3 = 0 ⇒ t = ± 3
√ √
∴ t = − 3, 3. (common values)
64
check
when t = 0, x = 0, y = 0, the point is (0, 0). (This is not the point we want).
√
when t = − 3, x = 3, y = 0, the point is(3, 0).
√
when t = 3, x = 3, y = 0, the point is(3, 0).
√
Thus at (3, 0), t has two values, i.e. t = ± 3.

dy 3 1
For = t−
dx 2 t
√

dy dy 3 1
At (3, 0)we find = √ = − 3− √
dx (x,y)=(3,0) dx t=− 3 2

− 3
√

3 1
= √ − 3
2 3

3 1−3
= √
2 3

3 2
= −√
2 3
√
=− 3
And
3 √

dy dy 1
= √ = 3− √
dx (x,y)=(3,0) dx t= 3 2

3
√
= 3
√
Since y = 0, the equation is y = m(x − 3) i.e. y = ± 3 (x − 3).
(b) Horizontal tangent:

dy dy
=0⇒ =0
dx dt
dy
i.e. = 3t2 − 3 = 0 ⇒ t2 − 1 = 0
dt
∴ t = ±1
Thus the tangent is horizontal when t = ±1 but x = t2 , t = −1 ⇒ x = 1, t = 1 ⇒ x = 1.

And y = t3 − 3t, t = −1 ⇒ y = −1 + 3 = 2, t = 1 ⇒ y = 1 − 3 = −2. Thus the tangent is
horizontal at two points; (1, 2) and (1, −2).
Vertical tangent:
dy dx
is undefined when the tangent is vertical. i.e. = 0.
dx dt
dx
= 2t = 0 ⇒ t = 0
dt
when t = 0 ⇒ x = 0, y = 0.
∴ The tangent is vertical at (0, 0).
65
3.1.3 Arc Length in Parametric Equations
The arc length of a curve y = F (x), a ≤ x ≤ b is given by
s 2
Z b
dy
L= 1+ dx.
a dx
Suppose that C can also be described by the parametric equations x = f (t) and y = g(t), α ≤ t ≤ β,
show that:
s v !2
Z b 2 Z βu dy
dy u
t1 + dt dx
L= 1+ dx = dx
dt
a dx α dt
dt
s
Z β 2 2
dx dy
= + dt
α dt dt
Example
Find the arc length of a curve described by the parametric equations x = cos t, y = sin t
0 ≤ t ≤ 2π.
Solution
s 2 2
Z β
dx dy
L= + dt
α dt dt
Z 2π q
= (− sin t)2 + (cos t)2 dt
Z0 2π p
= sin2 t + cos2 t dt
Z0 2π √
= 1 dt
0
Z 2π
= dt
0
2π
= t

0
= 2π − 0
− 2π
∴ The length of the curve is 2π.
66
3.1.4 Surface Area of Revolution in Parametric Equations
The surface area of a surface obtained by rotating the curve y = F (x), a ≤ x ≤ b about the x−axis
is s
Z b 2
dy
S= 2πy 1 + dx.
a dx
Suppose that C can also be described by the parametric equations x = f (t) and y = g(t), α ≤ β,
it can be shown that: s
Z β 2 2
dx dy
S= 2πg(t) + dt.
α dt dt
Example
Show that the surface area of a sphere of radius r is 4πr2 .
Solution
The sphere is obtained by rotating the semicircle x = r cos t, y = r sin t, 0 ≤ t ≤ π.
Z π q
S= 2π (r sin t) (−r sin t)2 + (r cos t)2 dt
0
Z π q
r sin t sin2 t + cos2 t r2 dt

= 2π
Z0 π √
= 2π r sin t 1 · r2 dt
Z0 π
= 2π r2 sin tdt
0
Z π
2
= 2πr sin tdt
0
h π i
2
= 2πr (− cos t)

0
= 2πr2 (− cos π + cos 0)
= 2πr2 (−(−1) + 1)
= 2πr2 (2)
∴ S = 4πr2
67
3.2 Polar Coordinates
3.2.1 Introduction to Polar Coordinates System
A coordinate system represents a point in the plane by an ordered pair of numbers called coordi-
nates. Usually we use Cartesian coordinates, which are directed distances from two perpendicular
axes. Here we describe a coordinate system introduced by Newton, 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 is 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 -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 Figure 1 below. 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.
Figure 1
We extend the meaning of polar coordinates (r, θ) to the case in which r is negative by agreeing
that, as in Figure 2, the points (−r, θ) and (r, θ) lie on the same line through O and at the same
distance |r| from O, but on opposite sides of O. If r > 0, the point (r, θ) lies in the same quadrant
as θ; if r < 0, it lies in the quadrant on the opposite side of the pole. Notice that (−r, θ) represents
the same point as (r, θ + π).
Figure 2
68
Example 1
Plot the points whose polar coordinates are given.

5π
(a) 1, .
4
(b) (2, 3π).

2π
(c) 2, − .
3

3π
(d) −3, .
4
Solution

5π
(a) Polar plot for 1, is as follows:
4
(b) Polar plot for (2, 3π) is as follows:

2π
(c) Polar plot for 2, − is as follows:
3
69

3π
(d) Polar plot for −3, is as follows:
4

3π
A point in polar coordinates has many representations. For instance a point 2, can also be
4
11π 5π π
written as 2, or 2, − or −2, − .
4 4 4
In general, a point (r, θ) in polar coordinates is also represented by (r, θ + 2nπ) and (−r, θ + (2n + 1)π)
where n ∈ Z.
70
3.2.1.1 The Connection between Polar and Cartesian Coordinates
Consider the following diagram:
Figure 3
x
cos θ = ⇒ x = r cos θ
r
y
sin θ = ⇒ y = r sin θ
r
Thus if the polar coordinates of a point are given, the corresponding Cartesian coordinates can be
found by the use of the equations:
x = r cos θ (3)
y = r sin θ (4)
Example 1 π
Convert the point 2, from Polar coordinates to Cartesian coordinates.
3
Solution
π
r = 2 and θ =
3
then x = r cos θ
π 1
⇒ x = 2 cos = 2 · = 1
3 2
y = r sin θ
√
π 3 √
⇒ y = 2 sin = 2 · = 3
2 2
√
∴ The point is 1, 3 in Cartesian coordinates.
71
Example 2
7π
If P = (r, θ) = 4, , find the rectangular coordinates of P .
6
Solution
7π
r = 4 and θ =
6
x = r cos θ
√ !
√

7π 3
⇒ x = 4 cos =4 − = −2 3
6 2
y = r sin θ

7π 1
⇒ y = 4 sin =4 − = −2
6 2
√
∴ The rectangular coordinates are (x, y) = −2 3, −2 .
We now seek equations that can help us convert in Cartesian (or rectangular) coordinates to polar
coordinates.
By Pythagoras theorem we obtain r2 = x2 + y 2 .
y
And one can easily see that tan θ = .
x
Thus if the Cartesian coordinates of a point are given, the corresponding polar coordinates are
found by the use of the equations:
r 2 = x2 + y 2 (5)
y
tan θ = (6)
x
Example 3
Represent the point Cartesian coordinates (1, −1) in terms of polar coordinates.
Solution
If we choose r to be positive then equation (5) gives:
r 2 = x2 + y 2
p
r = x2 + y 2
p
= 12 + (−1)2
√
∴r= 2
We will use equation (6) to find the value of theta:

y
tan θ =
x
−1
tan θ = = −1
1
72
π 7π
Since the point (1, −1) lies in the fourth quadrant we can choose θ = − or θ = .
4 4
√ π

√ 7π

Thus if we choose r > 0 the point is 2, − or 2, .
4 4
√ 3π √

5π
And if we choose r < 0 then the point is − 2, or − 2, − .
4 4
Note: Equations (5) and (6) do not uniquely determine θ when x and y are given because as θ
increases in the interval 0 ≤ θ ≤ 2π, each value of tan θ occurs twice. Therefore in converting from
Cartesian to polar coordinates, it’s not good enough just to find r and θ that satisfy equations (5)
and (6). As in Example 3, we must choose θ so that the point (r, θ) lies in the correct quadrant.
Example 4 √
If (x, y) = −1, 3 are rectangular coordinates of point P , Find three different pairs of polar
coordinates (r, θ) for P .
Solution
r 2 = x2 + y 2
√ 2
r2 = (−1)2 + 3 =1+3
√
r = ± 4 = ±2
y
tan θ =
x
√
3 √
⇒ tan θ = =− 3
−1
√ 2π 4π
Since the point −1, 3 is in the second quadrant then we can choose θ = or θ = − .
3 3

2π 4π
For r > 0, i.e. r = 2, we have 2, or 2, − .
3 3

π 5π
For r < 0, i.e. r = −2, we have −2, − or −2, .
3 3
Try the following problems:
1. Change the polar coordinates to rectangular coordinates.

π
(a) 3, .
4

7π
(b) −2, .
6

2π
(c) 8, − .
3
73
2. Express the Cartesian coordinates in polar coordinates with r > 0 and 0 ≤ θ ≤ 2π.
(a) (2, −2).

√
(b) 3 3, 3 .
√
(c) −2 3, −2 .
3. Sketch the region in the plane consisting of points whose polar coordinates satisfy the given
conditions.
(a) 1 ≤ r ≤ 2.
(b) r ≥ 0.
π 2π
(c) ≤θ≤ .
3 3
(d) 0 ≤ r ≤ 4.
π π
(e) − ≤ θ ≤ .
2 6
3.2.1.2 Polar Equations

A polar equation is an equation in r and θ. Examples of polar equations are:
(i) r = 2 cos θ.
(ii) r = 2.
π
(iii) θ = .
2
(iv) r = cos 2θ.
(v) r = 1 + 2 sin θ.
A solution to a polar equation is an ordered pair (a, b) that leads to equality if a is substituted for
r and b for θ.
Changing an equation in x and y to Polar Equations
Example 5
Find a polar equation for the line 2x − y = 6.
Solution
Using the formulae x = r cos θ and y = r sin θ we have:
2r cos θ − r sin sin θ = 6

r (2 cos θ − sin θ) = 6
6
∴r= , 2 cos θ 6= sin θ.
2 cos θ − sin θ
74
Example 6
Find the polar equation for the hyperbola x2 − y 2 = 16.
Solution
Using x = r cos θ, y = r sin θ.
x2 − y 2 = 16
(r cos θ)2 − (r sin θ)2 = 16
r2 cos2 θ − r2 sin2 θ = 16
r2 cos2 θ − sin2 θ = 16

r2 cos 2θ = 16
16
r2 =
cos 2θ
4
r = ±√
cos 2θ
4 4
Solving for r gives r = √ or r = − √
cos 2θ cos 2θ
Replacing (r, θ) by (−r, θ + π) in the second equation:
−4
−r = p
cos 2 (θ + π)
−4
−r = p
cos (2θ + 2π)
−4
−r = √
cos 2θ cos 2π − sin 2θ sin 2π
−4
−r = √
cos 2θ
4
∴r= √
cos 2θ
Since replacement of (r, θ) by (−r, θ + π) in the second equation gives the first equation we may
4
take the polar equation of the hyperbola to be r = √ .
cos 2θ
Example 7
Find the polar equation that has the same graph as the circle x2 + y 2 = 4y.
Solution
(r cos θ)2 + (r sin θ)2 = 4r sin θ
r2 cos2 θ + r2 sin2 θ = 4r sin θ
r2 cos2 θ + sin2 θ = 4r sin θ

r2 (1) = 4r sin θ
r2 = 4r sin θ
r2 − 4r sin θ = 0
r(r − 4 sin θ) = 0
∴ r = 0 or r = 4 sin θ
75
Since r = 0 determines only the pole, we conclude that a polar equation of the circle is r = 4 sin θ.
Example 8
Find a polar equation that has the same graph as the parabola x2 = 8 (2 − y).
Solution
x2 = 8 (2 − y)
(r cos θ)2 = 8 (2 − r sin θ)
r2 cos2 θ = 16 − 8r sin2 θ
r2 1 − sin2 θ = 16 − 8r sin2 θ

r2 − r2 sin2 θ = 16 − 8r sin2 θ
r2 = r2 sin2 θ − 8r sin2 θ + 16
r2 = (r sin θ − 4)2
r = ± (r sin θ − 4)
4 −4
Solving for r gives r = or r = . Since replacement of (r, θ) by (−r, θ + π) in
1 + sin θ 1 − sin θ
the second equation gives the first equation we may take the polar equation of the parabola to be
4
r= .
1 + sin θ
Changing a Polar Equation to an Equation in x and y.
Example 9
Find a Cartesian equation that has the same graph as the polar equation r = 6.
Solution
r=6 (squaring both sides)
r2 = 36
x2 + y 2 = 36
This is a circle centre (0, 0) radius 6.
Example 10
Find an equation in x and y that has the same graph as the polar equation r = a sin θ, with a 6= 0.
Solution
Taking advantage that y = r sin θ and r2 = x2 + y 2 .
r = a sin θ
r2 = ar sin θ (Multiplying by r)
x2 + y 2 = ay
x2 + y 2 − ay =0
a 2 a 2
x2 + y − − =0
2 2
a 2 a 2
x2 + y − =
2 2
76
a a
This is a circle centre 0, and radius r = . If a = 4, it becomes a circle centre (0, 2), radius

2 2
2.
Example 11
Find a Cartesian equation that has the same graph as the polar equation r2 = 9 cos 2θ.
Solution
r2 = 9 cos 2θ
r2 = 9 cos2 θ − sin2 θ

x y
Then from r2 = x2 + y 2 , cos θ = , sin θ = , we have:
r r

2 x 2 y 2
r =9 −
r r
2 2

x y
r2 = 9 2
− 2
r r
2
y2

2 2 x
x +y =9 −
x2 + y 2 x2 + y 2
2
x2 + y 2 = 9 x2 − y 2

3.2.2 Graphs of Polar Equations

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 and radius |a|.
Figure 1
77
Example 2
Graph r = θ.
Solution
As θ ≥ 0 increases, r increases and the points (r, θ) wind around the pole in a counterclockwise
manner. This is illustrated by the blue portion of the graph in Figure 1 below. The black portion
is obtained by plotting for θ < 0.
Figure 2
Many graphs in polar coordinates are given special names. Like the graph given in Example 2 is a
special case of r = aθ. A graph of this equation is called a spiral of Archimedes.
Example 3
(a) Sketch the curve with polar equation r = 2 cos θ.
(b) Find a Cartesian equation for this curve.
Solution
(a) In the Figure below we find the values of r for some convenient values θ of and plot the cor-
responding points. Then we join these points to sketch the curve, which appears to be a circle.
78
θ r = 2 cos θ
0 0
π √
3
6
π √
2
4
π
1
3
π
0
2
2π
−1
3
3π √
− 2
4
5π √
− 3
6
π −2
7π √
− 3
6
5π √
− 2
4
4π
−1
3
3π
0
2
5π
1
3
7π √
2
4
11π √
3
6
2π 2
79
(b)
r = 2 cos θ
r2 = 2r cos θ
x2 + y 2 = 2x
x2 − 2x + y 2 =0
(x − 1)2 − 12 + y 2 = 0
(x − 1)2 + y 2 = 1
Which is an equation of a circle with centre (1, 0) and radius 1.
Example 4
Sketch the curve r = 1 + sin θ.
Solution
Instead of plotting points as in Example 3, we first sketch the graph of r = 1 + sin θ in Cartesian
coordinates in Figure 3 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. For instance, we see that as θ increases
π
from 0 to , (the distance from O) increases from 1 to 2, so we sketch the corresponding part of the
2
π
polar curve in Figure 4(a). As θ increases from to π, Figure 2 shows that r decreases from 2 to 1,
2
3π
so we sketch the next part of the curve as in Figure 4(b). As θ increases from π to , r decreases
2
3π
from 1 to 0 as shown in part (c). Finally, as θ increases from to 2π, increases from 0 to 1 as
2
shown in part (d). If we let θ increase beyond 2π or decrease beyond 0, we would simply retrace our
path. Putting together the parts of the curve from Figure 4(a)-(d), we sketch the complete curve
in part (e). It is called a cardioid because it’s shaped like a heart.
Figure 3
Figure 4
80
Example 5
Sketch the curve r = cos 2θ.
Solution
Figure 5
Figure 6
81
3.3 Tangents to Polar Curves and Area in Polar Coordinates
3.3.1 Tangents to Polar Curves
To find a tangent to a polar curve r = f (θ), we regard θ as a parameter and write its parametric
equations as:
x = r cos θ = f (θ) cos θ, y = r sin θ = f (θ) sin θ.
Then use the formula for finding slopes of parametric curves and the product rule:
dy
dy dθ
= dx
dx dθ
f 0 (θ) sin θ + f (θ) cos θ
=
f 0 (θ) cos θ + f (θ)(− sin θ)
f 0 (θ) sin θ + f (θ) cos θ
= 0
f (θ) cos θ − f (θ)(sin θ)
dr
dy dθ
sin θ + r cos θ
∴ = dr
dx dθ
cos θ − r sin θ
3.3.1.1 Horizontal Tangents

dy dx
Horizontal tangents are located by finding the points where = 0, provided 6= 0.
dθ dθ
3.3.1.2 Vertical Tangents

dx dy
Vertical tangents are located by finding the points where = 0, provided 6= 0.
dθ dθ
3.3.1.3 Tangent at the Pole

dy sin θ dr
At the pole r = 0 ⇒ = = tan θ, provided 6= 0.
dx cos θ dθ
Example
Given the Cardioid r = 2 + 2 cos θ, find
π
(a) the slope of the tangent line at θ = .
6
(b) the slope of the tangent line at the pole.
(c) the points at which the tangent line is horizontal.
(d) the points at which the tangent line is vertical.
82
Solution
(a)
dr
dy dθ
sin θ + r cos θ
m= = dr
dx dθ
cos θ − r sin θ
But r = 2 + 2 cos θ
dr
= −2 sin θ
dθ
(−2 sin θ) sin θ + (2 + 2 cos θ) cos θ
i.e m =
(−2 sin θ) cos θ − (2 + 2 cos θ) sin θ
−2 sin2 θ + 2 cos θ + 2 cos2 θ
=
−2 sin θ cos θ − 2 sin θ − 2 sin θ cos θ
2(cos2 θ − sin2 θ) + 2 cos θ
=
−2(2 sin θ cos θ) − 2 sin θ
2 cos 2θ + 2 cos θ
=
−2 sin 2θ − 2 sin θ
dy cos 2θ + cos θ
m= =−
dx sin 2θ + sin θ
π
At θ =
6
cos 2 π6 + cos π

dy 6
=−
sin 2 π6 + sin π

dx θ= π6

6
cos π3 + cos π6
=−
sin π3 + sin π6
√
1 3
2
+ 2
=− √
3
2
+ 21
= −1
π
At θ = , the curve of a cardioid r = 2 + 2 cos θ has a slope of −1.
6
(b) For the tangent at the pole we require r = 0.
2 + 2 cos θ =0
cos θ = −1
∴θ =π
dy cos 2π + cos π 1−1 0
=− =− = (meaningless)
dx θ=π sin 2π + sin π 0+0 0

dy
Then we recall that at the pole = tan θ.
dx
dy 0
∴ for r = 2 + 2 cos θ, the tangent at the pole is = tan π = = 0.
dx −1
83
dy
(c) The tangent is horizontal when = 0.
dx
cos 2θ + cos θ
− =0
sin 2θ + sin θ
cos 2θ + cos θ = 0
2
2 cos θ − 1 + cos θ = 0
2 cos2 θ + cos −1 = 0
(2 cos θ − 1)(cos θ + 1) = 0
1
cos θ = or cos θ = −1
2
1 −1 1 π 5π
cos θ = ⇒ θ = cos = or
2 2 3 3
−1
And cos θ = −1 ⇒ θ = cos (−1) = π
π
5π
∴ The points are (0, π) , 3, and 3, .
3 3
(d) To find the vertical tangent lines we let sin 2θ + sin θ = 0.
sin 2θ + sin θ = 0
2 sin θ cos θ + sin θ = 0
sin θ(2 cos θ + 1) = 0
i.e. sin θ = 0 or 2 cos θ + 1 = 0

−1 −1 1
⇒ θ = sin 0 or θ = cos −
2
2π 4π
∴ θ = 0 or π or θ = or .
3 3

2π 4π
∴ The points are (4, 0), (0, π), 1, and 1, , but the point (0, π) will be excluded
3 3
here because it gives a horizontal line.
84
3.3.2 Areas in Polar Coordinates
1
Recall that the area of a sector is A = r2 θ. But r = f (θ) and for many small sectors , the area of
2
the same sector can be found by the formula:
1 b 1 b 2
Z Z
2
A= [f (θ)] dθ = r dθ
2 a 2 a
Example 1
Find the area enclosed by one loop of the four-leaved rose; r = cos 2θ.
Solution
Z π
1 4
A= cos2 2θdθ
2 − π4
" Z π #
1 4
= 2 cos2 2θ dθ
2 0
Z π
4
= cos2 2θdθ
0
Z π
4 1
= (1 + cos 4θ) dθ
0 2
Z π
1 4
= (1 + cos 4θ) dθ
2 0
sin 4θ π4

1
= θ+
2 4

0
1 π

=
2 4
π
=
8
85
Example 2
Find the area of the region that lies inside the circle r = 3 sin θ and outside the cardioid r = 1+sin θ.
Solution
Z b
1
r22 − r12 dθ

A=
2 a
Z 5π
1 6
(3 sin θ)2 − (1 + sin θ)2 dθ

=
2 π
6
Z 5π
1 6
9 sin2 θ − 1 + 2 sin θ + sin2 θ

= dθ
2 π
6
Z 5π
1 6
9 sin2 θ − sin2 θ − 2 sin θ − 1 dθ

=
2 π
6
Z 5π
1 6
8 sin2 θ − 2 sin θ − 1 dθ

=
2 π
6
Z 5π
1 6 1
= 8 (1 − cos 2θ) − 2 sin θ − 1 dθ
2 π
6
2
Z 5π
1 6
= [4 (1 − cos 2θ) − 2 sin θ − 1] dθ
2 π
6
Z 5π
1 6
= (4 − 4 cos 2θ − 2 sin θ − 1) dθ
2 π
6
Z 5π
1 6
= (3 − 4 cos 2θ − 2 sin θ) dθ
2 π
6
1
5π
6
= (3θ − 2 sin 2θ + 2 cos θ) π
2
6
1 5π 5π 5π π π π
= 3 − 2 sin + 2 cos −3 + 2 sin 2 − 2 cos
2 6 6 6 6 6 6

1 5π 5π 5π π π π
= − 2 sin + 2 cos − + 2 sin − 2 cos
2 2 3 6 2 3 6
" √ ! √ ! √ ! √ !#
1 5π 3 3 π 3 3
= −2 − +2 − − +2 −2
2 2 2 2 2 2 2

1 5π π
= −
2 2 2
1
= (2π)
2
=π
86
4 Functions of Several Variables
4.1 Quadratic Surfaces
4.1.1 Level Curves
4.1.2 Graphs of Functions of Two Variables
4.2 Cylindrical and Spherical Coordinates
87
5 Differential Calculus of Functions of Several Variables
5.1 Limits and Continuity
5.1.1 Limits
Let f be a function of two variables whose domain D includes points arbitrarily close to (a, b). Then
we say that the limit of f (x, y) as (x, y) approaches (a, b) is L and we write
lim f (x, y) = L.
(x,y)→(a,b)
If forpevery number > 0 there is a corresponding number δ > 0 such that if (x, y) ∈ D and
0 < (x − a)2 + (y − b)2 < δ then |f (x, y) − L| < .
Illustration:
For functions of two variables we can let (x, y) approach (a, b) from an infinite number of direc-
tions(paths) in any manner, whatsoever, as long as (x, y) is in the domain D of f .
If f (x, y) → L1 as (x, y) → (a, b) along a path C1 and f (x, y) → L2 as (x, y) → (a, b) along a
path C2 , where C1 6= C2 , then lim f (x, y) does not exist.
(x,y)→(a,b)
x2 − y 2
Example 1 Show that lim does not exist.
(x,y)→(0,0) x2 + y 2
Solution
Along the x−axis, (y = 0) ∀ x 6= 0.
x2 − y 2
f (x, y) =
x2 + y 2
x2
f (x, 0) = 2 = 1
x
⇒ f (x, y) → 1 as (x, y) → (0, 0) along the x − axis.
Along the y−axis, (x = 0) ∀ y 6= 0.
−y 2
f (0, y) = = −1
y2
⇒ f (x, y) → −1 as (x, y) → (0, 0) along the y − axis.
∴ The limit does not exist since the limits are different from different paths.
88
x+y
Example 2 show that lim does not exist.
(x,y)→(1,−1) xy + 1
Solution
Along x = 1,
x+y
f (x, y) =
xy + 1
1+y
f (1, y) = =1
y+1
Along y = −1,
x+y
f (x, y) =
xy + 1
x−1 x−1
f (x, −1) = = = −1
−x + 1 1−x
x+y
Since the two limits are different then lim does not exist.
(x,y)→(1,−1) xy + 1
xy
Example 3 If f (x, y) = 2 , does lim f (x, y) exist?
x + y2 (x,y)→(0,0)
Solution
0
If y = 0, then f (x, 0) = 2 = 0 ∀ x 6= 0.
x
0
If x = 0, then f (0, y) = 2 = 0 ∀ y 6= 0
y
∴ f (x, y) → 0 as (x, y) → (0, 0) along the x−axis and f (x, y) → 0 as (x, y) → (0, 0) along the
y−axis.
Although we obtained identical limits along the axes, that does not show that the given limit
is 0.
Along another line say y = x,
x2 1
f (x, x) = 2 2
= ∀ x 6= 0
x +x 2
∴ f (x, y) → 21 as (x, y) → (0, 0) along y = x.
∴ The limit does not exist.
xy 2
Example 4 If f (x, y) = , does lim f (x, y) exist?
x2 + y 4 (x,y)→(0,0)
Solution
Along the x−axis (y = 0).
0
f (x, 0) = = 0 ∀ x 6= 0.
x2
Along the y−axis (y = 0).
0
f (0, y) = = 0 ∀ y 6= 0.
y4
89
Along the line y = x.
x3
f (x, x) =
x2 + x4
x
=
1 + x2
∴ f (x, x) → 0
Along any non-vertical line through the origin, y = mx, where m is the gradient.
x(mx)2
f (x, y) = f (x, mx) =
x2 + (mx)4
m 2 x3
= 2
x + m4 x4
m2 x
=
1 + m4 x2
So f (x, y) → 0 as (x, y) → (0, 0) along y = mx.
Along the parabola x = y 2 ,
y2 · y2
f (x, y) = f y 2 , y =

(y 2 )2 + y 4
y4
= 4
y + y4
1
=
2
1
So f (x, y) → as (x, y) → (0, 0) along x = y 2 .
2
3x2 y
Example 5 Find lim if it exists.
(x,y)→(0,0) x2 + y 2
Solution
The limit along any line through the origin is zero and the limits along the parabolas y = x2 and
x = y 2 also turnout to be zeros. So one may begin to suspect that the limit exists.
3x2 y

p
Let > 0, we need to find δ > 0 such that if 0 < x2 + y 2 < δ then 2 − 0 < , that
x + y2
is if
p 3x2 |y|
0 < x2 + y 2 < δ then 2 <
x + y2
But x2 ≤ x2 + y 2 since y 2 ≥ 0
so
x2
≤1
x2 + y 2
3x2 |y| p p
2 ≤ 3 x2 + y 2
≤ 3|y| = 3 y
x2 + y 2
90
p
Let δ = and let 0 < x2 + y 2 < δ, then
3
3x2 y

p
2 2
x2 + y 2 − 0 ≤ 3 x + y < 3δ = 3 3 =

3x2 y
∴ lim = 0.
(x,y)→(0,0) x2 + y 2
5.1.2 Continuity
A function of two variables is called continuous at (a, b) if
lim f (x, y) = f (a, b).

(x,y)→(a,b)
We say that f is continuous on the domain D if f is continuous at every point (a, b) in D.
x2 y 3 − x3 y 2 + 3x + 2y .

Example 1 Evaluate lim
(x,y)→(1,2)
Solution Our f is a polynomial,
so2it3 continuous everywhere.
2 3 3 2 3 2
∴ lim x y − x y + 3x + 2y = 1 2 − 1 2 + 3(1) + 2(2) = 11
(x,y)→(1,2)
x2 − y 2
Example 2 Where is the function f (xy) = continuous?
x2 + y 2
Solution
The function f is discontinuous at (0, 0) because it is undefined there. Since f is a rational function,
it is continuous on its domain, which is the set
D = {(x, y)|(x, y) 6= (0, 0)} .
Example 3  2 2
x − y if (x, y) 6= (0, 0)
Let g(x, y) = x2 + y 2
0 if (x, y) = (0, 0).

Here g is defined at (0, 0) but g is still discontinuous there because lim g(x, y) does not exist.
(x,y)→(0,0)
Example 4
Let  2
 3x y if (x, y) 6= (0, 0)
f (x, y) = x2 + y 2
0 if (x, y) = (0, 0).

f continuous for (x, y) 6= 0 and
3x2 y
lim f x, y = lim = 0 = f (0, 0)
(x,y)→(0,0) (x,y)→(0,0) x2 + y 2
∴ f is continuous at (0, 0) and so it is continuous on R2 .
91
5.2 Partial Derivatives
If f is a function of two variables, its partial derivatives are the functions fx and fy defined by:
f (x + h, y) − f (x, y)
fx (x, y) = lim
h→0 h
f (x, y + h) − f (x, y)
fy (x, y) = lim
h→0 h
Notations for Partial Derivatives
If z = f (x, y), we write:
∂f ∂ ∂z
fx (x, y) = fx = = f (x, y) = = f1 = D1 f
∂x ∂x ∂x
∂f ∂ ∂z
fy (x, y) = fy = = f (x, y) = = f2 = D2 f
∂y ∂y ∂y
Rule for Finding Partial Derivatives of z = f (x, y)

1. To find fx regard y as a constant and differentiate f (x, y) with respect to x.
2. To find fy regard x as a constant and differentiate f (x, y) with respect to y.

Example 1 If f (x, y) = x3 + x2 y 3 − 2y 3 , find fx (2, 1) and fy (2, 1).
Solution
f (x, y) = x3 + x2 y 3 − 2y 3
fx = 3x2 + 2xy 3
fx (2, 1) = 3(2)2 + 2(2)(1)3
= 3(4) + 4
= 12 + 4
∴ fx (2, 1) = 16
fy = 3x2 y 2 − 6y 2
fy (2, 1) = 3(2)2 (1)2 − 6(1)2
= 3(4)(1) − 6(1)
= 12 − 6
∴ fy (2, 1) = 6

x ∂f ∂f
Example 2 If f (x, y) = sin , calculate and .
1+y ∂x ∂y
Solution

∂f x ∂ x x 1
= cos · = cos ·
∂x 1+y ∂x 1 + y 1+y 1+y

∂f x ∂ x x x
= cos · = − cos ·
∂y 1+y ∂y 1 + y 1+y (1 + y)2
92
∂z ∂z
Example 3 Find and for z defined implicitly as a function of x and y.
∂x ∂y
x3 + y 3 + z 3 + 6xyz = 1
Solution
∂z
Finding :
∂x
∂z ∂z
3x2 + 3z 2 + 6yz + 6xy =0
∂x ∂x
∂z ∂z
3z 2 + 6xy = −3x2 − 6yz
∂x ∂x
∂z
3z 2 + 6xy = −3 x2 + 2yz

∂x
∂x −3 (x2 + 2yz)
=
∂x 3 (z 2 + 2xy)
∂z x2 + 2yz
∴ =− 2
∂x z + 2xy
∂z y 2 + 2xz
Similarly: =− 2
∂y z + 2xy
Functions of More Than Two Variables
Partial derivatives can also be defined for functions of three or more variables. For example, if f is
a function of three variables x, y and z then its partial derivative with respect to is defined as
f (x + h, y, z) − f (x, y, z)
fx (x, y, z) = lim
h→0 h
and it is found by regarding y and z as constants and differentiating f (x, y, z)with respect to x.
In general, if u is a function of n variables, u = f (x1 , x2 , · · · , xn ) its partial derivative with

respect to the ith variable xi is
∂u f (x1 , · · · , xi−1 , xi + h, xi+1 , · · · , xn ) − f (x1 , · · · , xi , · · · xn )
= lim
∂xi h→0 h
Example Find fx , fy and fz if f (x, y, z) = exy ln z.
Solution
f (x, y, z) = exy ln z
fx = yexy ln z
fy = xexy ln z
exy
fz =
z
93
Higher Derivatives
If f is a function of two variables, then its partial derivativesfx and fy are also functions of two
variables, so we can consider their partial derivatives (fx )x , (fx )y , (fy )x and (fy )y which are called
the second partial derivatives of f . If z = f (x, y) then we use the following notations:
∂ 2f ∂ 2z

∂ ∂f
(fx )x = fxx = = =
∂x ∂x ∂x2 ∂x2
∂ 2f ∂ 2z

∂ ∂f
(fx )y = fxy = = =
∂y ∂x ∂y∂x ∂y∂x
2
∂ 2z

∂ ∂f ∂ f
(fy )x = fyx = = =
∂x ∂y ∂x∂y ∂x∂y
2 2

∂ ∂f ∂ f ∂ z
(fy )y = fyy = = 2
= 2
∂y ∂y ∂y ∂y
Example Find the second order partial derivatives of f (x, y) = x3 + x2 y 3 − 2y 2 .
Solution
fx = 3x2 + 2xy 3
fxx = 6x + 2y 3
fy = 3x2 y 2 − 4y
fyy = 6x2 y − 4
f xy = 6xy 2
fyx = 6xy 2
Clairaut’s Theorem
Suppose a function f is defined on a disk D that contains a point (a, b). If fxy and fyx are
both defined then
fxy (a, b) = fyx (a, b).
Partial derivatives of order 3 or higher can also be defined. For instance,

2
∂ ∂ f ∂ 3f
fxyy = (fxy )y = = 2
∂y ∂y∂x ∂y ∂x
and using Clairaut’s Theorem it can be shown that fxyy = fyxy = fyyx if these functions are
continuous.
5.2.1 Tangent Planes and Linear Approximations

5.2.2 The Chain Rule
5.2.2.1 The Chain Rule (Case 1)
Suppose z = f (x, y) is a differentiable function of x and y, where x = g(t) and y = h(t) are both
differentiable functions of t. Then z is a differentiable function of t and
dz ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt
94
dz
can be interpreted as the rate of change of z with respect to t.
dt
dz
Example If z = x2 y + 3xy 4 where x = sin 2t and y = cos t. Find when t = 0.
dt
Solution
z = x2 y + 3xy 4
x = sin 2t
y = cot t
dz ∂z dx ∂z dy
= +
dt ∂x dt ∂y dt
= 2xy + 3y 4 (2 cos 2t) + x2 + 12xy 3 (− sin t)

when t = 0 ⇒ x = sin 0, y = cos 0 = 1

dz
= (0 + 3)(2 cos 0) + (0 + 0)(− sin 0)
dt t=0
=6
dz
∴ =6
dt t=0
5.2.2.2 The Chain Rule(Case 2)

Suppose z = f (x, y) is a differentiable function of x and y where x = g(s, t) and y = h(s, t) are
differentiable functions of s and t. Then:
∂z ∂z ∂x ∂z ∂y
= +
∂s ∂x ∂s ∂y ∂s
∂z ∂z ∂x ∂z ∂y
= +
∂t ∂x ∂t ∂y ∂t
∂z ∂z
Example If z = ex sin y, where x = st2 and y = s2 t, find and .
∂s ∂t
Solution
∂z
= (ex sin y) (t2 ) + (ex cos y) (2st)
∂s
= ex t2 sin y + 2ex st cos y
2 2
= est t2 sin s2 t + 2est st cos s2 t

Likewise:
∂z 2 2
= 2stest sin s2 t + s2 est cos s2 t

∂t
95
5.3 Directional Derivatives and the Gradient
5.3.1 The gradient of a function
∂ ∂ ∂ ∂ ∂
When a vector differential operator ∇ = i +j or ∇ = i +j +k is applied to to a
∂x ∂y ∂x ∂y ∂z
differentiable function z = f (x, y) or w = f (x, y, z) we say that the vectors
∂f ∂f
∇f (x, y) = i+ j
∂x ∂y
∂f ∂f ∂f
∇f (x, y, z) = i+ j+ k
∂x ∂y ∂z
are the gradients of the respective functions. The symbol ∇, an inverted capital Greek delta, is
called “del” or “nabla”. The vector ∇f is usually read as “grad f ”.
Example 1 Compute ∇f (x.y) for f (x, y) = 5y − x3 y 2 .
Solution
∂ ∂
5y − x3 y 2 i + 5y − x3 y 2 j

∇f (x, y) =
∂x ∂y
2 2
= −3x y i + 5 − 2x3 y j

= −3x2 y 2 i + 5 − 2x3 y j

Example 2 If f (x, y.z) = xy 2 + 3x2 − z 3 , find ∇f (x, y, z) at (2, −1, 4).
Solution
f (x, y.z) = xy 2 + 3x2 − z 3

∇f (x, y, z) = y 2 + 6x i + 2xyj − 3z 2 k

∇f (2, −1, 4) = 13i − 4j − 48k
5.3.2 Directional Derivatives

The directional derivative of z = f (x, y) in the direction of a unit vector u = cos θi + sin θj is
f (x + h cos θ, y + h sin θ) − f (x, y)

Du f (x, y) = lim
h→0 h
provided the limit exists.
If θ = 0 implies
f (x + h, y) − f (x, y) ∂z
Di f (x, y) = lim =
h→0 h ∂x
and
π f (x, y + h) − f (x, y) ∂z
If θ = ⇒ Dj f (x, y) = =
2 h ∂y
96
Theorem
If z = f (x, y) is a function of x and y and u = cos θi + sin θj, then
Du f (x, y) = ∇f (x, y) · u
This expresses the directional derivative in the direction of a unit vector u as the scalar
projection of the gradient vector onto u.
Example 1
Find the directional derivative of f (x, y) = 2x2 y 3 + 6xy at (1, 1) in the direction of a unit vector
π
whose angle with the positive x−axis is .
6
Solution
∂f
= 4xy 3 + 6y
∂x
∂f
= 6x2 y 2 + 6x
∂y
∴ ∇f (x, y) = 4xy 3 + 6y i + 6x2 y 2 + 6x j

∇f (1, 1) = 10i + 12j

π
Now at θ = , u = cos θi + sin θj
6
√
3 1
becomes u = i+ j
2 2
√ !
3 1
∴ Du f (1, 1) = ∇f (1, 1) · u = (10i + 12j) · i+ j
2 2
√ !
3 1
= 10 + 12
2 2
√
=5 3+6
Example 2
Find the directional derivative of the function f (x, y) = x2 y 3 − 4y at the point (2, −1) in the direc-
tion of the vector v = 2i + 5j.
Solution
f (x, y) = x2 y 3 − 4y
∇f (x, y) = 2xy 3 i + 3x2 y 2 − 4 j

∇f (2, −1) = −4i + 8j

√
But v = 2i + 5j is not a unit vector, but since |v| = 29, then the unit vector in the direction of v
97
v 2 5
is u = = √ i + √ j.
|v| 29 29
∴ Du f (2, −1) = ∇f (2, −1) · u

2 5
= (−4i+8j) · √ i + √ j
29 29

2 5
= −4 √ +8 √
29 29
32
=√
29
√
32 29
=
29
Functions of Three Variables
For functions of three variables we can define directional derivatives in a similar manner. Again
Du f (x, y, z) can be interpreted as the rate of change of the function in the direction of a unit vector
u.
Just as with functions of two variables, the directional derivative can be rewritten as
Du f (x, y, z) = ∇f (x, y, z) · u
Example
Find the directional derivative of f (x, y, z) = xy 2 − 4x2 y + z 2 at (1, −1, 2) in the direction of
v = 6i + 2j + 3k.
Solution
f (x, y, z) = xy 2 − 4x2 y + z 2
∇f (x, y, z) = y 2 − 8xy i + 2xy − 4x2 j + 2zk

∇f (1, −1, 2) = 9i − 6j + 4k
v
v = 6i + 2j + 3k and is not a a unit vector. A unit vector u in the direction of v is u = .
|v|
v
u=
|v|
√ √
|v| = 62 + 22 + 32 = 36 + 4 + 9 = 7
1 6 2 3
⇒ u = (6i + 2j + 3k) = i + j + k
7 7 7 7
Du f (x, y, z) = ∇f (x, y, z) · u

6 2 3
∴ Du f (1, −1, 2) = (9i − 6j + 4k) · i+ j+ k
7 7 7

6 2 3
=9 + (−6) +4
7 7 7
54
=
7
98
5.3.2.1 Maximizing the Directional Derivative
Suppose we have a function f of two or three variables and we consider all possible directional
derivatives at a given point. We ask, in which of these directions is the rate of change fastest and
what is the maximum rate of change?
Theorem
Suppose f is a differentiable function of two or three variables. The maximum value of
the directional derivative Du f is |∇f | and it occurs when u has the same direction as the
gradient vector ∇f and the minimum value of the directional derivative is −|∇f | and it
occurs when u and ∇f have opposite directions.
Proof
From the definition of a dot product i.e. a · b = |a||b| cos θ, where θ is the angle between a
and b.
Du f = ∇f · u
= |∇f ||u| cos θ
But |u| = 1
⇒ Du f = |∇f | cos θ (where θ is the angle between ∇f and u)
The maximum of Du f is |∇f | and it occurs when θ = 0, that is when u has the same
direction as ∇f and the minimum is −|∇f | and it occurs when θ = π, that is when u is in
the opposite direction with ∇f .
Example 1
y
(a.) If
f (x, y)
= xe , find the rate of change of f at the point P (2, 0) in the direction from P to
1
Q ,2 .
2
(b.) In what direction does f have the maximum rate of change? What is the maximum rate of
change?
Solution
(a.)
f (x, y) = xey
∇f (x, y) = ey i + xey j
∇f (2, 0) = i + 2j

−→ 1 3
PQ = − 2 i + (2 − 0) j = − i + 2j
2 2
s
2
−→ r r
3 9 25 5
P Q = − + 22 = +4= =

2 4 4 2
−→
2 3 3 4
The unit vector in the direction of P Q is u= − i + 2j = − i + j.

5 2 5 5
99
So the rate of change of f in the direction P to Q is
Du f (2, 0) = ∇f (2, 0) · u

3 4
= (i + 2j) · − i + j
5 5

3 4
=1 − +2
5 5
3 8
=− +
5 5
=1
(b.) f increases fastest in the direction of the gradient vector ∇f (2, 0) = i + 2j. The maximum
rate of change is
√ √
|∇f (2, 0)| = |i + 2j| = 12 + 22 = 5
Example 2
Suppose that the temperature at a point (x, y, z) is space is given by
80
T =
1 + x + 2y 2 + 3z 2
2
where T is measured in degrees Celsius and x, y, z in meters. In which direction does the tempera-
ture increase fastest at the point (1, 1, −2)? What is the maximum rate of increase?
Solution
80
T =
1 + + 2y 2 + 3z 2
x2
∂T ∂T ∂T
∇T = i+ j+ k
∂x ∂y ∂z
160x 320y 480z
=− 2 i− 2 j− k
(1 + x2 + 2y 2 + 3z 2 ) (1 + x2 + 2y 2 + 3z 2 ) (1 + x2 + 2y 2 + 3z 2 )2
160
= (−xi − 2yj − 3zk)
(1 + x2 + 2y 2 + 3z 2 )2
At the point (1, 1, −2) the gradient vector is
160
∇T (1, 1, −2) = (−i − 2j + 6k)
256
5
= (−i − 2j + 6k)
8
5
The temperature increases fastest in the direction of the gradient vector ∇T (1, 1, −2) = (−i − 2j + 6k)
8
1
or in the direction of −i − 2j + 6k or in the direction of the unit vector √ (−i − 2j + 6k).
41
The maximum rate of increase is the length of of the gradient vector
5
|∇T (1, 1, −2)| = | − i − 2j+6k|
8
5√
= 41
8
5√
∴ The maximum rate of increase of temperature is 41 = 4.001952648 ≈ 4o C/m.
8
100
5.4 Critical Points and Extrema
Definition 1
A function f (x, y) has a local maximum at (a, b) if f (x, y) ≤ f (a, b) when is near (a, b). This
means that f (x, y) < f (a, b) for all points in some disk with centre (a, b). The number f (a, b) is
called a local maximum value.
If f (x, y) ≥ f (a, b) when (x, y) is near (a, b), then f a local minimum at (a, b) and f (a, b) is a
local minimum value.
If the inequalities in Definition 1 hold for all points (x, y) in the domain of f , then f has an
absolute maximum(or absolute minimum) at (a, b).
Theorem
If f has a local maximum or minimum at (a, b) and the first order partial derivatives of f exist
there, then:
fx (a, b) = 0 and fy (a, b) = 0
A point (a, b) is called a critical point (or stationary point) of f if fx (a, b) = 0 and fy (a, b) = 0, or
if one of these partial derivatives does not exist.
Note: As in Single Variable Calculus, not all critical points give rise to maxima or minima. At a
critical point, a function could have a local maximum or local minimum or neither.
Example 1
Find the extreme values of f (x, y) = x2 + y 2 − 2x − 6y + 14.
Solution
fx (x, y) = 2x − 2
fy (x, y) = 2y − 6
fx (x, y) = 0 ⇒ 2x − 2 = 0
∴x=1
fy (x, y) = 0 ⇒ 2y − 6 = 0
∴y=3
These partial derivatives are equal to 0 when x = 1 and y = 3, so the critical point is (1, 3).
By completing the square:
f (x, y) = x2 + y 2 − 2x − 6y + 14
= (x − 1)2 − 12 + (y − 3)2 − 32 + 14
= (x − 1)2 + (y − 3)2 + 14 − 9 − 1
= (x − 1)2 + (y − 3)2 + 4
since (x − 1)2 ≥ 0 and (y − 3)2 ≥ 0, ∴ f (x, y) ≥ 4 ∀(x, y).

f (1, 3) = 12 + 32 − 2(1) − 6(3) + 14 = 4
∴ f (1, 3) is an absolute minimum of f .
101
Example 2
Find the extreme values of f (x, y) = y 2 − x2
Solution
f (x, y) = y 2 − x2
fx = −2x2
fy = 2y
fx = 0 ⇒ −2x = 0 ⇒ x = 0
fy = 0 ⇒ 2y = 0 ⇒ y = 0
∴ (0, 0) is the only critical point.
Notice that for points on the x−axis we have y = 0, so f (x, y) = −x2 < 0(if x 6= 0).
However, for points on the y−axis we have x = 0, so f (x, y) = y 2 > 0 (y 6= 0). Thus every disk
with centre (0, 0) contains points where f takes positive values as well as negative values. Therefore
f (0, 0) = 0 cannot be an extreme value of f , so f has no extreme value.
Example 2 illustrates the fact that a function need not to have an extreme value to have a maximum
or minimum value at a critical point.
5.4.1 Second Derivative Test

Suppose the second partial derivatives of f are continuous on a disk with centre (a, b), and suppose
that fx (a, b) = 0 and fy (a, b) = 0. Thus (a, b) is a critical point of f .
Let
D = D(a, b) = fxx (a, b)fyy (a, b) − [fx,y (a, b)]2
(a) If D > 0 and fxx (a, b) > 0, then f (a, b) is a local minimum.
(b) If D > 0 and fxx < 0, then f (a, b) is a local maximum.
(c) If D < 0, then f (a, b) is a saddle point.
(d) If D = 0, then f (a, b) may be a local minimum, local maximum or a saddle point. Other
techniques would be needed to classify the critical point.
Note to remember the formula for D, it’s helpful to write the determinant:

fxx fxy
D = = fxx fyy − (fxy )2
fyx fyy
102
Example 1
Find and classify the critical points of f (x, y) = x2 + y 2 − 2x − 6y + 14.
Solution
First, we locate the critical points:
f (x, y) = x2 + y 2 − 2x − 6y + 14
fx = 2x − 2
fxx = 2
fy = 2y − 6
fyy = 2
fxy = 0
Critical point(s)
fx (x, y) = 0 ⇒ 2x − 2 = 0 ⇒ x = 1
fy (x, y) = 0 ⇒ 2y − 6 = 0 ⇒ y = 3
∴ The only critical point is (1, 3).
D = fxx fyy − (fxy )2

D(1, 3) = (2)(2) − 02 = 4 > 0
fxx (1, 3) = 2 > 0
∴ (1, 3) is a local minimum
Example 2
Find and classify the critical points of f (x, y) = x4 + y 4 − 4xy + 1.
Solution
First , we need to locate the critical points:
fx = 4x3 − 4y
fy = 4y 3 − 4x
Setting the partial derivatives to zero, yields:
4x3 − 4y = 0 ⇒ x3 − y = 0
and 4y 3 − 4x = 0 ⇒ y 3 − x = 0
103
y = x3
x = y3
3
x = x3
∴ x = x9
x − x9 = 0
x 1 − x8 = 0

4 2
x 1− x =0
x 1 − x4 1 + x4 = 0

x 1 − x2 1 + x2 1 + x4 = 0

x (1 + x) (1 − x) + 1 + x2 1 + x4 = 0

∴ x = 0, x = 1, x = −1
since y = x3
when x=0⇒y=0
x=1⇒y=1
x = −1 ⇒ y = −1
Calculating the partial derivatives and D(x, y).
fxx = 12x2
fyy = 12y 2
fxy = −4
D = fxx fyy − (fxy )2
= 12x2 12y 2 − (−4)2

∴ D = 144x2 y 2 − 16
At the point (0, 0),
D = −16 < 0.
∴ (0, 0) is a saddle point.
At the point (1, 1),
D = 144(1)2 (1)2 − 16 = 128 > 0

fxx = 12(1)2 = 12 > 0
∴ (1, 1) is a local minimum
At the point (−1, −1),
D = 144(−1)2 (−1)2 − 16 = 128 > 0

fxx = 12(−1)2 = 12 > 0
∴ (−1, −1) is another local minimum
104
Example 3
Identify and determine the nature of critical points of the function
f (x, y) = (1 + xy)(x + y).
Solution
f (x, y) = (1 + xy)(x + y) = x + y + x2 y + xy 2
fx (x, y) = 1 + 2xy + y 2
fy = 1 + x2 + 2xy
fxx = 2y
fxy = 2x + 2y
fyy = 2x
Then fx = 0 implies 1 + 2xy + y 2 = 0 and fy = 0 implies 1 + x2 + 2xy = 0, subtracting the second

equation from the first gives y 2 −x2 = 0 ⇒ y = ±x, but if y = x then 1+2xy +y 2 = 0 ⇒ 1±3x2 = 0
which has no real solution. If y = −x then 1 + 2xy + y 2 = 0 ⇒ 1 − x2 = 0 ⇒ x = ±1, so critical
points are (1,-1) and (-1,1).
D(1, −1) = (−2)(2) − 0 = −4 < 0 and D(−1, 1) = (2)(−2) − 0 = −4 < 0, so (-1,1) and (1,-1) are
saddle points.
5.4.2 Lagrange Multipliers

To find the maximum and minimum values of f (x, y) subject to the constraint g(x, y) = k (assuming
that these extreme functions exist and ∇g(x, y) 6= 0 on the surface g(x, y) = k), the Lagrange
multipliers method is outlined as follows:
(a) Find all values x, y and λ such that ∇f (x, y) = λ∇g(x, y) and g(x, y) = k.
(b) Evaluate f at all the points (x, y) that the result from step (a) above. The largest of these
values is the maximum value and the smallest of these is the minimum value of f .
Note: (i) ∇f (x, y) = λ∇g(x, y) means fx = λgx , fy = λgy , g(x, y) = k.

(ii) λ is called the Lagrange multiplier
105

Calculus II Module Notes

Uploaded by

Calculus II Module Notes

Uploaded by

THE POLYTECHNIC

2 Elementary Ordinary Differential Equations 39

3 Parametric Equations and Polar Coordinates 61

4 Functions of Several Variables 87

5 Differential Calculus of Functions of Several Variables 88

1.1.1 Use of Integral Tables

We can use this formula for a = 2 and b = 3. We conclude that:

1.1.2 Computer Algebra Systems

Solution Maple gives:

In Maple we enter the prompt:

Hence the answer provided by Maple is:

1.2.1 Trapezoidal Rule

x 2.1 2.4 2.7 3.0 3.3 3.6

√ x √1 √1.5 √2 √2.5 √3 √ 3.5 √4 √ 4.5 √5

1.2.1.1 Error Bound associated with Trapezoid Rule

Thus n = 41 will ensure the desired accuracy.

1.2.2.1 Error Bound associated with Simpson’s Rule

Since 0 ≤ x ≤ 1, then |f (4) (x)| ≤ 76e, ∴ K = 76e.

∴ n = 20(n should be even) will ensure the required accuracy.

1.3.1 Infinite Limits of Integration

Definition of an Improper Integral of Type 1

provided this limit exists (as a finite number).

provided this limit exists (as a finite number).

In part (c) any real number a can be used.

Therefore the integral is divergent.

Integrating by parts with u = x, dv = ex so that du = dx and v = ex .

= lim [ln |ln t| − ln (ln 10)]

Definition of an Improper Integral of Type 2

(a) If f is continuous on [a, b) and is discontinuous at b, then

if this limit exists (as a finite number)

(b) If f is continuous on (a, b] and is discontinuous at a, then

if this limit exists (as a finite number)

Solution The function f (x) = ln x is discontinuous at x = 0.

Solution This is an improper integral since lim − sec x = ∞

= lim − [ln (sec t + tan t − ln 1)]

= lim− (ln |t − 1| − ln | − 1|)

Comparison Theorem:Suppose that f and g are continuous functions with

= lim e−1 − e−t

1.4.1 Volume of Revolution

1.4.1.1 Volume by Method of Disks(Revolution about x−axis)

and it can be remembered as

V = [circumference] [height] [thickness]

The volume of the given solid is

If we let ∆yi = yi − yi−1 , then

f (xi ) − f (xi−1 ) = f 0 (x∗i )(xi − xi−1 )

We recognize this expression as being equal to

The Arc Length Formula

If f 0 is continuous on [a, b], then the length of the curve y = f (x), a ≤ x ≤ b, is

(a) Set up anintegral

1.4.2.1 The Arc Length Function

1.4.3 Area of a Surface of Revolution

This approximation appears to become better as n → ∞, then we have

With the Leibniz notation for derivatives, this formula becomes

1.4.4 Force and Work

An ordinary differential equation(ODE) is a relationship between a function y = y(t), its ordinary

Solving First Order Differential Equations

2.1 Separable First Order Differential Equations

NB: Not all first order differential equations are separable.

Note: If y(0) = −1, then:

−1 = tan tan−1 (0) + c

xdx + ydy = xy(xdy − ydx)

= sin sin−1 x cos c + cos sin−1 x sin c

Applying the initial condition T = 170 when t = 0.

For the tank to drain completely, then V = 0.

2.2 Linear First Order Differential Equations

Example 1 Find the general solution of the differential equation

Applying the initial condition y(2) = 1.

2.3 Constant Coefficients Second Order Differential Equations

Note: In fact y = c1 y1 + c2 y2 is the general solution of the homogeneous differential equation

We need a y that is related to y 0 and y 00 to satisfy the ODE

am2 emx + bmemx + cemx = 0

Dividing through by emx , since emx > 0:

We obtain a quadratic equation called an auxiliary(or characteristic) equation.

Three cases may arise

Example Solve the IVP

y 00 + y 0 − 12y = 0 y(0) = 2 and y 0 (0) = 13.

(a) Set up anintegral