Engineering Analysis 1

Chapter 1

Numbers Systems

In this chapter we will summarise the concepts and techniques that most students will already
understand and extend them in to further developments in mathematics. Indeed, there are three
areas where you are already process considerable knowledge
• numbers
• functions
• algebra
These areas are vital to making process in engineering mathematics (indeed they solve
many important problems in engineering). We aim to consolidate that knowledge, aim to make
it more precise and to develop it.

Numbers
Mathematics has now developed from primitive arithmetic and geometry and is now a vast
body of knowledge. The most ancient mathematical skill is that of counting, first in the form
of the natural numbers and later integers. The term natural numbers refers to the set N =
0,
{ 1, 2, 3, 4, · · · }while the term integers to the set Z = {· · ·, −4, −
3, −
2, −1, 0, 1, 2, 3, 4, · · · } .
The integers can be represented as equally spaced points on the number line as shown in Fig-
ure 1.1. The set of all points (ie not only those represented by integers) represents the real
numbers, it is denoted by the symbol R. A real number which can be written √as the ratio of two
integers is called a rational number eg 13 and − 57 . Other numbers like π and 2 which can not
be expressed in this way are called irrational numbers

Figure 1.1: The number line

In a computer integers can be stored exactly but real numbers can only be stored to a
limited number of figures. Computer languages often distinguish between integer values and
variables and real values and variables.
The following are known as the fundamental rules of arithmetic

2
 • Commutative law of addition a + b = b + a
• Commutative law of multiplication a × b = b × a
• Associative law of addition (a + b) + c = a + (b + c)
• Associative law of multiplication (a × b) × c = a × (b × c)
• Distributive law of multiplication over addition and subtraction (a±b)×c = (a×c)±(b×c)
• Distributive law of division over addition and subtraction (a ± b) ÷ c = (a ÷ c) ± (b ÷ c)
The above operations are called binary because they associate with every two members of the
set or real numbers a unique and third member.
The devision of two numbers a b÷ is frequently written as a/b or a .b When a and b are
integers we call ab a fraction and refer to a as the numerator and b as the denominator. Fractions
are classified as either proper fractions or improper fractions. When deciding whether a fraction is
proper or improper, we ignore negative signs in the numerator or denominator. A proper
fraction is when the numerator is less than the denominator, a improper fraction is when the
numerator is
greater than the denominator. Examples of proper fractions are 21 and 100 99
, examples or improper
3 100
fractions are and . For further information on fractions please refer to the references at the
2 89
end of this chapter.
The next operation involving real numbers is that of powering. For example a× a is written
as a2 and a ×a a as a3, In general the product of n a’s is written as an. We call n the index or
exponent. Operations obey the simple rules
• an × am = an+m
• an ÷ am = an−m
• (an)m = anm
√
As a consequence of these rules we have (a1/n)n = a, a0 = 1 and a1/n = n a. In contract
to binary operations, the powering operator (· )r only operates on one element and so is called a
unary operation.
An order of precedence is observed
• the operation (·)r is performed first
• then × or ÷
• then + or −
When two operators of equal precedence are adjacent to each other, the left hand rule is
applied. The precedence is over written by brackets.
The number line makes a further property of real numbers, that of ordering, which enables
us to make statements like “seven is greater than one” or “five is less than ten”. This is made
possible by the comparison symbols > “greater than” and < “less than”. Other comparison
symbols that we commonly use are = “equal to”, =/ “not equal to”, ≥ “greater or equal to” and
≤ “less than or equal to”. Common rules are
• Rule 1 (a < b) and (c < d) implies a + c < b + d
• Rule 2 (a < b) and (c > d) implies a − c < b − d

3
 • Rule 3 (a < b) and (b < c) implies a < c and a < b implies a + c < b + c
• Rule 4 (a < b) and (c > 0) implies ac < bc
• Rule 5 (a < b) and (c < 0) implies ac > bc
• Rule 6 (a < b) and (ab > 0) impliesa 1 > b1
Example
Find the value of x for which
1 (1.1)
<1
Solution 2− x

When 2 − x > 0, that is when x < 2, we can use Rule 4, where we multiply by 2 − x to give
1 < (2 − x)
which reduces to x < 1. Which means that is satisfied when x < 2 and x < 1, that is when
x < 1.

We now consider 2 − x < 0, that is when x > 2. we use Rule 5, where we multiply by 2 − x to
give
1 > (2 − x)
so that is satisfied when x > 1 and x > 2, that is when x > 2. Thus the inequality is satisfied for values of x such that x > 2 or x

The size of a real number x is called its modulus and is denoted by |x|
x if x ≥ 0
|x| =
−x if x < 0
Geometrically speaking |x| is the distance on the number line from the point representing 0, Sim-
ilarly |x − a| is the distance of the point representing x on the number line from that representing
a.
The set of numbers between two numbers a and b say, defines the open interval. This is
set x : a < x < b, x in R
the { } and is usually denoted by (a, b). Here we use the notation {x : P
which means that each value } x of the set has the property P . An interval that includes the
two end points is called a closed interval denoted by [a, b] with

[a, b] = {x : a ≤ x ≤ b, x in R}

Example
Express the set {x : |x + 2| < 5, x in R} as an interval.
Solution
First we note that we can write |x + 2| < 5 as |x − (−2)| < 5, which means that the distance of
the point x on the number line from the point representing −2 is less than 5 units. This implies
that −5 < x + 2 < 5 which means that −7 < x < 3 and the set of numbers which satisfy the
inequality is the open interval (−7, 3)

We close this section with some miscellaneous results using the modulus
• |xy| = |x||y|

4
 • |x| < a with a > 0 implies −a < x < a
• |x + y| ≤ |x| + |y| which is called the Triangular inequality.
√
• 12 (x + y) ≥ xy when x ≥ 0 and y ≥ 0

Algebra and Geometry

Algebra is made up of well known results such as
• (a + b)2 = a2 + 2ab + b2
• (a + b)(a − b) = a2 − b2
We should already familiar with linear equations written in the form

y = mx + c, (1.2)

which, when displayed graphically, is a straight line graph where c is the y–intercept and m =
∆y y −y is its gradient. A range of elementary physics can be described by such equations.
∆x = x−2 x
2 1

We should
1 also be familiar with quadratic equations of the form

y = ax2 + bx + c, (1.3)

which has a curved graph where c is the y–intercept, a controls whether the quadratic opens
upwards (a > 0) or downwards (a < 0) as well as the speed of increase of the quadratic and
b controls the location of the vertex. Quadratic equations frequently occur in engineering. A
common task involves finding the zeros or roots of a quadratic equation that correspond to the
values of x for which y is zero, ie the location(s) at which the graph passes through the x axis.
In order to find a formula for the general roots of a quadratic equation we note the rearrange-
ment
2
ax2 + bx + c = b b2
x+ +c− (1.4)
a
2a
4a
which is known as completing the square.
We can use completing the square to obtain a formula for the general roots of a quadratic
equation ax2 + bx + c = 0 with a /= 0
2 2
b c b
x+ + =
2a a 2a by completing the square
2
2 b −c b2 − 4ac
x+ b =
2a 2a a 4a2
=

b √
x+ = ± b2 − 4ac
2a 2a
√
−b ± b2 − (1.5)
x = 4ac
2a
This equation gives rise to the following implications
• For b2 > 4ac we have two real roots

5
• For b2 = 4ac we have one repeated root

6
 • For b2 < 4ac we have no real roots.
Example
Determine the roots of the quadratic equation
x2 + 3x + 2 = 0
Solution
To find the roots we simply apply equation with a = 1, b = 3 and c = 2

√
−3 ±3 −2 4(2) −3 ± 1
x= = = −1 or − 2
2 2

Functions
A function is essentially a way of mathematically expressing the dependence of the value of
one quantity, the dependent variable upon another variable, the independent variable. Here
quantity can be many different concepts, but in each case we have two different sets X and
Y and a rule that assigns to each element x in the set X precisely one element y from the set Y .
Whenever this is the case we say that there is a function that maps set X to the set Y . This is
→ ways f : x
written in one of two y or y = f (x). Engineers prefer the second method while
mathematicians the first. In the second case the value or variable win the parenthesis is called
the argument of the function.

The set X is called the domain of the function. The set Y is called the codomain of the
function. Knowing the size and type of functions in important in computing. In this case it is
the type of variables (eg real or integer) and their size that is important. When y = f (x), y is
said to be the image of x under f . The set of all images y = f (x), x in X is called the image set or
range of f .
The rule giving f is completely determined if we know f (x) and consequently in engineering
it is common to refer to the function as f (x) instead of f . Likewise we regard y = f (x) as a
variable. However, while x can freely take any value from the set X, the variable y = f (x)
depends on the particular element chosen for x. x is therefore called the independent variable
and y is the dependent variable. Graphical representation is obtained by plotting the graph of x
against y. It should be obvious that y = f (x) = ax + b and y = f (x) = ax2 + bx + c are linear
and quadratic functions, respectively.
It is worth noting the following points
• In the definition of the function, each input gives rise to exactly one output.

• It is possible for two or more inputs of a function to give rise to the the same output. A
function which has the special property that different inputs gives rise to different outputs
is said to be one to one or injective.

7
 • It is possible for one or more elements of the codomain of a function which are not
outputs for a function. A function which has that has the special property that every
element of its codomain is an output (ie whose range is the whole of its codomain) is said
to be on to or surjective.
• A function which is both injective and surjective is called
bijective. Example
The following relationship can be used to convert temperature measured in degrees Celsius (oC),
T1, in to degrees Fahrenheit (oF ), T2
9
T2 = T1 + 32
5
If we now interpret this as a function with T1 as the independent variable and T2 as the
dependent variable

a) What are the domain and codomain of the function?

b) What is the function rule?

c) What is image set or range of the function?

d) Use the function to convert the following temperatures in to degrees Fahrenheit i) 60oC,
ii) 0oC and iii) −50oC.
Solution
a) Since the temperature can vary continuously, the domain is the set of real numbers such that
T1 ≥ T0 = 273.16 (absolute zero). The codomain is the set of real numbers R. Note that if we
did not know that T1 related to temperature in degrees, the domain would simply be the set of
all real numbers.
b) The function rule expressed in words is multiply by 95 and then add 32. Algebraically this is
f (T1) = 95 T1 + 32
c) Since the domain is the set T1≥T0, there must be an image for every value of T1 that is greater
than −273.16. Furthermore since every value of T2 is the image of some value of T1, it follows
that the range of f (T1) is the set of real numbers greater than 459.688.
−
d) To perform conversion we use the rule T2 = 59 T1 + 32 giving i) 140oF , ii) 32oF and iii)
−58oF .

It is important to appreciate the difference between a function and a formula. A function is a

mapping that associates a unique member of the codomain with every member of its domain. It
may also be possible to express this association with a formula, however, some functions may
be expressed by different formulae in different parts of their domain.

Inverse functions
Sometimes we need to express the function in the reverse sense. For example given the function
9
T2 = f (T1) = T1 + 32 (1.6)
5
where T2 is the temperature in Fahrenheit and T1 is the temperature in degrees Celsius. Rear-
ranging gives
5
T1 = g(T2) = (T2 − 32) (1.7)
9

8
which reverses the operation performed by the function T2 = f (T1) and for this reason it is
called the inverse function of f (T1). Strictly speaking, this formula is valid for all values of
T2 459.688.
≥ In general the inverse of a function f is a function that reverses the operation
carried
− out by f . It is denoted by f −1. So if y = f (x) we have that x = f −1(y) where y = f
(x). In the above example where T2 = f (T1) then T1 = f −1(T2).
In the definition of the function y = f (x) we called x the independent variable and y the
dependent variable. However, if we consider the inverse function, the independent variable x
for f acts as the dependent variable for f −1 and correspondingly the dependent variable for f
becomes the independent variable for f −1.
Example
Obtain the inverse function of y = f (x) = 15 (4x − 3)
Solution
We rearrange y = f (x) = (4x1 − 3) to make the subject
5

x = f −1(y) = 1 (5y + 3)
4
then interchanging the variables x and y gives

y = f −1(x) = 1 (5x + 3)
4

In turns out that for all bijective functions, ie functions that have the property that they are
injective and surjective, have an inverse. The functions we considered above have this property.
Sometimes the domain and codomain of the functions are such that the function is not injec-
tive and surjective and it is necessary to redefine the codomain and domain so as to construct a
bijective function which has an inverse. We will discuss this further in the context of circular
functions.

Composite functions
In many practical applications the mathematical model will involve several different functions.
For example, the kinetic energy of a moving particle is a function of velocity, so that T = F (v).
Also the velocity is a function of time v = g(t), by eliminating v we have

T = f (v) = f (g(t)) (1.8)

A function of the form y = f (g(x)) is called a function of a function or a composite of the

function f (x) and g(x). In modern mathematics text books it is is common to denote this as
f ◦g.
Note that in general the composition of functions is in general not commutative

f (g(x)) g(f (x)) (1.9)

9
Example
If f (x) = x2 + 2x and y = g(x) = x + 1 obtain the composite functions f (g(x)) and g(f (x))
Solution
To obtain the composite function f (g(x)) replace x in the expression for f (x) by g(x) giving

f (g(x)) = (g(x))2 + 2g(x)

= (x + 1)2 + 2(x + 1) = x2 + 2x + 1 + 2x + 2
= x2 + 4x + 3

To obtain the composite function g(f (x)) replace x in the expression for g(x) by f (x) giving

g(f (x)) = f (x) + 1

= x2 + 2x + 1

clearly f (g(x)) /= g(f (x)).

Summary and Further Reading

The key topics from this chapter and references to further reading in James (customised
edition), James (fourth edition) and Croft and Davison (third edition) are

• Real and integer numbers and the number line. Croft and Davison [pg3, 54-57]. James
(customised and fourth edition) [pg 2]
• Revision of fractions. Croft and Davison [pg 17-31].

• Fundamentals of arithmetic, algebra. Croft and Davison [pg 3-14, 55-129, 200-228]. James
(customised and fourth edition) [pg3-6, 12-37].

• Open and closed intervals, Modulus. Croft and Davison [pg 55]. James (customised and
fourth edition) [pg 8].

• Inequalities. Croft and Davison [pg 238-247]. James (customised and fourth edition) [pg
7-11].

• Functions (Introduction to). Croft and Davison [pg 132-157]. James (customised and
fourth edition) [pg 64-82].

10
Chapter 2

Elementary Functions

In this chapter we will learn about a sequence of elementary functions including

• Polynomial functions
• Rational functions
• Circular functions
• Exponential, logarithmic and hyperbolic functions
These functions often arise in all areas of engineering and it is important to have a good under-
standing of how they operate.

Polynomial Functions
A polynomial function has the general form
f (x) = anxn + an−1xn−1 + · · · + a1x + a0 (2.1)
where n is the a positive integer, ar is a real number called the coefficient of xr, r = 0, 1,· · · , n.
The index n of the highest power of x occurring in f (x) is called the degree. For n = 1 we
obtain the linear function
f (x) = a1x + a0 (2.2)
for n = 2 we get the quadratic function

f (x) = a2x2 + a1x + a0 (2.3)

and so on. Polynomials have two important properties

1. If two polynomials are equal for all values of the independent variable, then coefficients
of the powers of the variable are equal. Thus if

f (x) = anxn + an−1xn−1 + · · · + a1x + a0 (2.4)

g(x) = bnxn + bn−1xn−1 + · · · + b1x + b0 (2.5)
and f (x) = g(x) for all x then ai = bi for i = 0, 1, · · · , n.
2. Any polynomial with real coefficients can be expressed as a product of linear and irre-
ducible quadratic factors (an irreducible quadratic factor is one that cannot be factored
into the product of two linear terms with real coefficients).

11
 Example
Find values of A, B and C to ensure that x2 + 1 = A(x − 1) + B(x + 2) + C(x2 + 2) for all
values of x.
Solution
We first gather the appropriate terms together on the right hand side

x2 + 1 = Cx2 + (A + B)x + (−A + 2B + 2C)

By comparing and equating coefficients of x2, x1 and x0 we find

C = 1A + B = 0 — A + 2B + 2C = 1

which lead to the result

1 1
B=− C=1
A= 3
3
Example
Factorise the polynomial x3 − 3x2 + 6x − 4 = 0
Solution
Clearly the function f (x) = x3 − 3x2 + 6x − 4 is equal to zero when x = 1. We say that x = 1
is a zero of the function. Thus x − 1 must be a factor of f (x). We factor out x − 1 as follows
x3 − 3x2 + 6x − 4 = (x − 1)(x2 − 2x + 4)

We now have (x − 1) multiplied by g(x) = (x2 − 2x + 4). To see if we can simplify this further,
we need to find the zeros of g(x). The zeros of g(x) are the roots of the quadratic equation
(x2 − 2x + 4) = 0 which we can find using equation (
√
2 ±4 − 4(4)
x=
2
In this case we see that are no real roots as √4 − 16 = √−12 is not defined. Therefore (x2 −
2x + 4) is an irreducible quadratic term and our factorised solution is

x3 − 3x2 + 6x − 4 = (x − 1)(x2 − 2x + 4)

Rational Functions
Rational functions have the general form

f (x) = p(x)
(2.6)
q(x)
where p(x) and q(x) are polynomials. If the degree of p is less than the degree of q it is known
as proper otherwise it is known as improper. An improper rational function can always be
expressed as a polynomial plus a rational function, e.g.

x3 x
=x− (2.7)
x2 + 1 x2 + 1
12
A proper rational function can always be expressed as a sum of simpler functions whose
denom- inator are linear or quadratic irreducible factors, e.g.

x2 + 1 1 1 4x + 7
2 = + + (2.8)
(1 + x)(1 − x)(2 + 2x + x ) 1 + x 5(1 − x) 5(2 + 2x +
x2)
these functions are called partial functions of the rational function and are often useful in the
mathematical analysis of engineering systems.

Summary of the Method

p(x)
In general the method for finding partial fractions of a given function f (x) = q(x)
consists of the
following steps

1. Factorise q(x) fully into linear and irreducible quadratic factors, collecting together all
like factors.

2. Each linear factor ax + b in q(x) will give rise to a fraction of the type

A
(2.9)
ax +
b
where A remains to be found. If there are repeated linear factor (ax + b)n, they will
give rise to n fractions of the type
A1 A2 A3 An
+ + +···+
ax + (ax + (ax + (ax + b)n (2.10)
b
where A1, A2, · · · , An remain to be found. Each irreducible quadratic factor ax2 + bx + c
in q(x) will give rise to a fraction of the type

Cx + D
(2.11)
ax2 + bx +
c
where C and D remain to be found. Sum all fractions together.

3. If the degree of p(x) is n and the degree of q(x) is m and n≥m then the function is
improper and an additional polynomial of the form B1 + B2x +· · · of degree n − m must
be added to the sum of factors.

4. Put p(x)
q(x)
equal to the sum of all the factors involved.

5. Multiply both sides of the equation by q(x) to obtain an identity involving a polynomial
on both the left and right hand side of the equals sign. The multiplying constants may be
found from this identity.

6. To find the coefficients the following technique may be used: Compare the coefficients
of like powers of x on both sides of the identity. Starting with highest and working
towards the lowest power usually makes it easier.

13
7. Check the result by using a test value for x.

14
 Example
Express3xas a partial fraction.
(x−1)(x+2)
Solution
We first write the rational fraction as a sum of simple fractions

3x A B
= +
(x − 1)(x + 2)(x − 1)(x + 2)
We then multiply both the top and bottom by (x − 1)(x + 2) and gather terms in x1 and x0.
3x = A(x + 2) + B(x − 1) = (A + B)x + (2A − B)
comparing coefficients of powers of x gives

3=A+B 0 = 2A − B

and gives A = 1 and B = 2 so that

3x 1 2
= +
(x − 1)(x + 2)(x − 1)(x + 2)

Example
Express 3x2
(x−1)(x+2)
as a partial fraction.
Solution
In this case the numerator is the same degree as the denominator so we write

3x2 B C
(x − 1)(x + 2) = A + +
(x − 1)(x + 2)
Multiplying both sides by (x − 1)(x + 2) and gathering similar terms yields
3x2 = A(x − 1)(x + 2) + B(x + 2) + C(x − 1) = Ax2 + (B + C + A)x + (−2A + 2B − C)
comparing coefficients of powers of x gives

3=A 0=B+C+A 0 = −2A + 2B − C

which results in A = 3, B = 1 and C = −4 and

3x214
=3+ −
(x − 1)(x + 2) (x − 1)(x + 2)

Circular Functions
There are two approaches to the definition of circular or trigonometric functions, one
approach is static the other is dynamic. The static approach began with practical problems of
surveying and gave rise to triangles and measurement we call trigonometry. We consider a right
angle triangle ABC, where ∠CAB is the right–angle. Thus using Figure 2.1 we have

15
 Figure 2.1: Right angled triangle

Figure 2.2: General triangle

c opposite
sin θ = = (2.12)
a hypotenuse
b adjacent
cos θ = = (2.13)
a hypotenuse
c opposite
tan θ = = (2.14)
b adjacent
This is extended to non –right angled triangles by using the sine and cosine rules
a b c
sin A = sin B = sin
C Sine Rule (2.15)

a22 = b22 + c22 − 2bc cos A

b = a + c − 2ac cos B 
c2 = a2 + b2 − 2ab cos C  Cosine Rule (2.16)


where the side lengths and angles are as displayed in Figure 2.2. The dynamic definition of the
functions arises from considering the motion of a point around a circle.
It is common in many aspects of engineering to measure angles in radians rather than degrees.
As standard we write
180o = πradians (2.17)
which we use to convert degrees to radians and vice versa. For angles measured in degrees it
is possible to compute the arc and segment of a circle are shown in Figure 2.3. These may be
computed as

Arc of circle = rθ (2.18)

1
Area of segment = r2θ (2.19)
2

16
but only when θ is the angle in radians.

17
 (a) (b)

Figure 2.3: Illustration of (a) an arc and (b) the segment of a circle

(a) (b)

Figure 2.4: Graphs of sin θ for (a) −2π ≤ θ ≤ 0 and (b) 0 ≤ θ ≤ 2π

The graph of sin θ shown in Figure 2.4. replicates itself at intervals of 2π radians (or 360
degrees) we can write
sin(θ + 2πk) = sin θ k = 0, ±1, ±2 (2.20)
sin θ is said to be periodic with period 2π. The function f (x) = sin x is an example of an
odd function, which has the property f (x)—= − − f ( −x) for all x, ie sin
x= sin( x).
The graph of cos θ is shown in Figure 2.5. Again the function is periodic with period 2π

cos(θ + 2πk) = cos θ k = 0, ±1, ±2 (2.21)

The function f (x) = cos x is an example of an even function, which has the property f (x) =
f ( —x) for all x, ie cos x = cos(− x).
The graph of tan θ is shown in Figure 2.6.
Again this function is periodic, but now with period π

tan(θ + πk) = tan θ k = 0, ±1, ±2, · · · (2.22)

The function f (x) = tan x is an odd function.

It can be shown that the definitions of sine, cosine and tangent are associated with the
proper- ties of a circle and so are called circular functions. We summarise the functions that are
positive in respective quadrants of the circle by using the diagram shown in Figure 2.7.

18
 Figure 2.5: Graphs of cos θ for (a) −2π ≤ θ ≤ 0 and (b) 0 ≤ θ ≤ 2π

Figure 2.6: A graph of tan θ for 0 ≤ θ ≤ 2π

Inverse circular functions

Inverse sine function
The domain and the codomain of the sine function y = f (x) = sin x are R. The function is
neither injective nor surjective. Its range is the set

V = {y ∈ R : −1 ≤ y ≤ 1} (2.23)
In order to set about defining a function which is bijective we first cut the codomain from R to
V . Having done this, there remains an infinite number of ways in which the domain of f can be
cut down to make f a bijective function with codoamin V . It is customary to cut down the size

Figure 2.7: Diagram showing in which quadrant the circular functions are positive

19
of the domain of f from R to
, π π,
U = x∈R:− ≤x≤ (2.24)
2 2
The graph of y = f (x) = sin x for this bijective function is shown in Figure 2.8 (left).
For the above bijective function there exists an inverse function. This inverse function is
known as the inverse sine function and is denoted by sin−1 or arcsin. The graph of the inverse
sine function is shown in Figure 2.8 (right). Note that sin π
−1
is defined only for real numbers
between −1 and 1 inclusive. It takes all values between − and π exactly once but does not take
2 2
any values outside that closed interval.

sin x sin−1 x

Figure 2.8: Diagram showing the y = sin x with domain x ∈ U and codomain y V and its
corresponding inverse function y = sin−1 x

Inverse cosine function

The domain and the codomain of the cosine function y = f (x) = cos x are R. Just as with the
sine function, this function is neither injective or surjective. Its range is the set

V = {y ∈ R : −1 ≤ y ≤ 1} (2.25)

We first cut down the codomain from R to V , In the case of the cosine function, it is customary
to cut down the size of the domain of f from R to

W = {x ∈ R : 0 ≤ x ≤ π} (2.26)

The graph of y = f (x) = cos x for this bijective function is shown in Figure 2.9 (left).
For the above bijective function there exists an inverse function. This inverse function is
known as the inverse cosine function and is denoted by cos−1 or arccos. The graph of the
inverse cosine function is shown in Figure 2.9 (right). Note that cos−1 is defined only for real
numbers between − 1 and 1 inclusive. It takes all values between 0 and π exactly once but does
not take any values outside that closed interval.

Inverse tangent function

The codomain of the tangent function y = f (x) = cos x is R. However its domain is
, π ,
X = x ∈ R : x /= (2k + 1) where k ∈ Z (2.27)
2

20
 cos x cos−1 x

Figure 2.9: Diagram showing the y = cos x with domain x ∈ W and codomain y V and its
corresponding inverse function y = cos−1 x

tan x tan−1 x

Figure 2.10: Diagram showing the y = tan x with domain x ∈ S and codomain y R and
its corresponding inverse function y = tan−1 x

This function is surjective but not injective. As the range is the same as the codomain of the
function and we only need to cut down the size of the domain from X to
, π π,
S= x∈R:− <x< (2.28)
2 2
The graph of y = f (x) = tan x for this bijective function is shown in Figure 2.10 (left).
For the above bijective function there exists an inverse function. This inverse function is
known as the inverse tangent function and is denoted by tan−1 or arctan. The graph of the
inverse tangent function is shown in Figure 2.10 (right). Note that tan−1 is defined for all real
numbers. It takes all values between − π2 and π2 but not − 2π or 2π themselves and also does not
take values outside this open interval.

Identities for circular functions

Other circular functions are defined in terms of these basic functions sine, cosine and tangent. In
particular we have the following three functions

sec θ = 1 1 1
cosec θ = cot θ (2.29)
cos θ sin θ = tan θ

21
 Note that these functions are quite different from the inverse functions and in particular sec θ
cos−1 θ, cosecθ =/ sin−1 θ and cot θ /= tan−1 θ. We state also the triangle identities

cos2 x + sin2 x = 1 (2.30)

1 + tan2 x = sec2 x (2.31)
1 + cot2 x = cosec2 x (2.32)

and the compound angle identities

sin(x + y) = sin x cos y + cos x sin y (2.33)

sin(x − y) = sin x cos y − cos x sin y (2.34)
cos(x + y) = cos x cos y − sin x sin y (2.35)
cos(x − y) = cos x cos y + sin x sin y (2.36)
tan x + tan y
tan(x + y) (2.37)
1 − tan x tan
=
y
tan x − tan y (2.38)
tan(x − y) = 1 + tan x tan y
(2.39)

In addition the sum and product identities

1 1
sin x + sin y = 2 sin (x + y) cos(x − y) (2.40)
12 12
sin x − sin y = 2 sin (x − y) cos (x + y) (2.41)
21 12
cos x + cos y = 2 cos (x + y) cos (x − y) (2.42)
21 21
cos x − cos y = −2 sin (x + y) sin (x − y) (2.43)
2 2
are sometimes also useful.
Example
Show that sin 2θ = 2 sin θ cos θ
Solution
By using sin(x + y) = sin x cos y + cos x sin y with x = y = θ we have

sin(2θ) = sin(θ + θ) = sin θ cos θ + cos θ sin θ = 2 sin θ cos θ

Example
Solve 2 sin2 x − 3 sin x + 1 = 0 for 0 ≤ x ≤ 2π
Solution
We first recognise that this is quadratic equation in sin x. Writing λ = sin x we have
2λ2 − 3λ + 1 = 0

The roots of this quadratic equation are given by λ = 3±√32−4(2) = 1, 1

4 2
i) When λ = 1 then sin x = 1 and we have the solution x = π . 2
ii) When λ = 122 then sin x = 1 . Remembering that sin x is positive in the first and second
quadrants we have the solutions x = 6π and x = 5π6
.

22
 Figure 2.11: Graphs of a selection of exponential functions

Example
Express y = 4 sin 3t − 3 cos 3t in the form y = A sin(3t + α)
Solution
We use the identity sin(x + y) = sin x cos y + sin y cos x and write

A sin(3t + α) = A sin 3t cos α + A sin α cos 3t

We also know that

y = 4 sin 3t − 3 cos 3t = A sin 3t cos α + A sin α cos 3t

leading to the two conditions A cos α = 4 and A sin α = −3. Squaring and adding these equa-
tions gives
A2 cos2 α + A2 sin2 α = A2 = 16 + 9 = 25
Thus A = ±5. Choosing A = 5 and dividing the the two previously found conditions gives

A sin α 3
= tan α = −
A cos α 4
Now as we have chosen A to be positive, cos α must be positive and sin α must be negative and hence α lies
y = 5 sin(3t − 0.64)

Exponential, Logarithmic and Hyperbolic Functions

Functions of the type f (x) = ax where a is a constant (and x is the independent variable) are
called exponential functions. Exponential functions occur widely in engineering, applications
range from heat transfer problems to the design of nuclear reactors. The graphs of exponential
functions are similar, as can be seen from Figure 2.11. The reason for this is that we can
write y = 4x = 22x etc. It follows that all exponential functions can be written in terms of a
single exponential function. The standard exponential function that is used is y = ex where e is
a special number approximately equal to
e = 2.71828128845 (2.44)

23
This number is chosen since the graph y = ex has the property that the slope of the tangent at
any point of the curve is equal to the value of the function at the point. The domain and
codomain of this function is R and its range is R+ (the set of real positive numbers). This
exponential function has the following properties
+x
ex1 ex2 = ex1 2 (2.45)
ex+c = exec = Aex where A = e c
(2.46)
x1
e 2
(2.47)
= ex −x
1

ex 2

ekx = (ek)x = ax where a = ek (2.48)

The exponential function is clearly injective, however it is not surjective. In order to define
its inverse, we first need to make it an injective function, to do this we cut down the codomain
and make it equal to the range of the function R +. This redefinition of the codomain makes the
function bijective so that the inverse function is defined. Its inverse is known as the natural
logarithm
y = ln x (2.49)
Note that some advanced mathematics text books may refer to this as log x. If y = ex then
x = ln y which implies that ln ex = x and eln y = y.
In the same way that there are many exponential functions (2,3x, 4x etc) there are many loga-
rithmic functions. In general
y = ax gives x = loga y (2.50)
where a > 1 or 0 < a < 1 is the base of the logarithm. Note that log10 is frequently referred
to as simply log x (except in advanced modern mathematics textbooks). It follows that

loga(x1x2) = loga x1 + loga x2 (2.51)

x1
loga = log x — loga x2
1 (2.52)
a
x2
loga xn = n loga x (2.53)
x
x = aloga (2.54)
y
yx = ax loga (2.55)
log logb x (2.56)
ax =
logb a
(2.57)

The natural logarithm is the case where a = e so that loge x = ln x, and thus the above rules also
apply to natural logarithms.
Associated with the exponential functions is a family of functions called the hyperbolic func-
tions. They are defined as follows

ex + sinh x
cosh x sinh x ex − e−x tanh x (2.58)
2 cosh x
= e −x = =
2
the reason for these names is geometric. They bear the same relationship to a hyperbola as
the circular functions do to the circle. The graphs of the hyperbolic functions are shown in
Figure 2.12.
24
 From these graphs we can observe that the y = cosh x function has domain and codomain R
and range T = {y ∈ R : y ≥ 1}. It can be made surjective by restricting the codomain to
the range and injective by choosing x ≥ 0. The y = sinh x function has domain, codomain and
range

25
 Figure 2.12: Graphs of sinh x, cosh x and tanh x

R. Hence it is injective and surjective. The y = tanh x function has domain and codomain R but
its range is −1 < y < 1. The function is injective but not surjective. It can be made surjective by
choosing the codomain to be the same as the range.
The inverse hyperbolic functions can then be defined in a natural way

x = cosh−1 y y ≥ 1, x ≥ 0 (2.59)
x = sinh−1 y y in R (2.60)
x = tanh−1 y −1<y<1 (2.61)

where the restrictions on x and y are required in order to make the function bijective (injective
and surjective).
Other hyperbolic functions are defined as
1
sechx =
cosh x (2.62)
1
cosechx =
sinh x (x /= 0) (2.63)
1
cothx = (x 0) (2.64)
tanh x
The hyperbolic functions satisfy a series of relationships which include

cosh x + sinh x = ex (2.65)

cosh x − sinh x e = −x
(2.66)
(cosh x + sinh x)(cosh x − sinh x) exe−x
= (2.67)
cosh2 x − sinh2 x 1 = (2.68)
sinh(x ± y) =
sinh x cosh y ± cosh x sinh y (2.69)
cosh(x ± y) =
cosh x cosh y ± sinh x sinh y (2.70)
tanh x ± tanh y
tanh(x ± y) = 1 ± tanh x tanh y (2.71)

26
 Example
Solve the equation 5 cosh x + 3 sinh x = 4
Solution
We first express the hyperbolic functions in terms of exponential functions and simplify

5 (ex + e−x) +(ex3 − e−x)

= 4
2 2
= 0
4ex − 4 + e−x
= 0
4(ex)2 − 4ex + 1

where the last equation resulted by multiplying both sides of the equation by ex. This is quadratic equation

√
x 4 ±16 − 4(4) 1
e =
8 =
2
Thus ex = 12 and x = ln 12

Continuous and Discontinuous Functions

Let us consider the function cos x shown in Figure 2.13. Clearly the function can be traced from
left to right without removing pen from paper. Such a function is called continuous function.
Next let us consider the two functions shown in Figure 2.13, these functions cannot be drawn
without lifting the pen from paper and are called discontinuous functions. The jumps in these
functions are called discontinuities.

Figure 2.13: A graph of cos x which is an example of a continuous function

The first of these two functions is called the signum function and is defined as

 +1 (x > 0)
sgn x = − 1 (x < 0) (2.72)
0 (x = 0)

and the second of these two functions is called the Heaviside unit step function, it is defined by

0 (x < 0)
H(x) = 1 (x ≥ 0) (2.73)
27
 sgn x H(x)

Figure 2.14: Graphs of sgn x and H(x) which are examples of discontinuous functions

To describe continuous and discontinuous functions mathematically requires an understanding

of the limit of a function. This is best achieved through use of an example. Let us consider the
graph of the linear function y = f (x) = 6x − 5 as shown in Figure 2.15. From this figure we

Figure 2.15: A graph of y = f (x) = 6x − 5

observe that we x approaches 3, y approaches 13. We write this concisely as

y → 13 as x → 3 (2.74)

or more commonly as
lim y = 13 (2.75)
x→3
Similarly we see that as x approaches −2, y approaches −17 which we write as
lim y = −17 (2.76)
x→−2

For the function f (x) = 6x − 5 it doesn’t matter whether our chosen values of x are approached
from the left or the right. But this is not true for all functions.
Let us consider the graph of the function
 2x + 1 x < 3
y = f (x) =  5 x=3 (2.77)

6 x>3

which we show in Figure 2.16. If x approaches 3 from the left and right we obtain different

28
Figure 2.16: A graph of the discontinuous function f (x) illustrating the effect of left and right
hand limits

answers. From the left we write

lim y = 7 (2.78)
x→3−

and say that the left-hand limit of y is 7. When x approaches 3 from the right we write

lim y = 6 (2.79)
x→3+

and we say that the right-hand limit of y is 6.

Example
For the function
x + 1 x =/2
f (x) =
5 x=2
compute a) limx→2− f (x), b) limx→2+ f (x), c) limx→4− f (x) and d) limx→4+ f (x) .
Solution
If we examine the function we have limx→2− f (x) = 3
Examining the function we have limx→2+ f (x) = 3. Now as limx→2− f (x) = limx→2+ f (x) =
3 then limx→2 f (x) = 3. Note that limx→2 f (x) =/f (2).
c) If we examine the function we have limx→4− f (x) = 5
d) Examining the function we have limx→4+ f (x) = 5. Now again as limx→4− f (x) =
limx→4+ f (x) = 5 then limx→4 f (x) = 5 and in this case limx→4 f (x) = f (4) = 5

Summary and Further Reading

The key topics from this chapter and references to further reading in James (customised
edition), James (fourth edition) and Croft and Davison (third edition) are

• Polynomial functions. Croft and Davison [pg 171-175, 220-228]. James (customised and
fourth edition) [pg 87-114]

• Rational functions. Croft and Davison [pg. 184-188, 248-258]. James (customised and
fourth edition) [pg 114-121]

• Circular functions. Croft and Davison [pg 313-420]. James (customised and fourth
edition) [pg 128-151].

29
• Exponential and logarithmic functions. Croft and Davison [pg. 267-310]. James (cus-
tomised and fourth edition) [152-164].

• Continuous and discontinuous functions. Croft and Davison [pg 161-163, 189-192]. James
(customised and fourth edition) [pg. 170-173]

30
Chapter 3

Introduction to Complex Numbers

The numbers we have encountered so far within these notes have been real numbers. In order to
solve certain types of mathematical problems it is necessary to introduce further numbers.
These numbers are called complex numbers. An important application of complex numbers is
in the analysis of alternating current circuits. In this chapter we shall introduce some of the
properties of complex numbers, we shall revisit them in more detail in EG190.

The Number j
We know that when we square a positive or negative number the result is always positiv√e, for
example 32 = 9 and (−3)2 = 9. Let us now suppose that we would like to determine −9,
unfortunately the mathematics we have learnt up until now will not allow us to perform
this operation, as the square root only makes sense for positive real numbers. For certain
applications it is useful to overcome this limitation. To do this we introduce a new number, to
which we will give the symbol j, which has the property that
√
j2 = −1 so that j = −1 (3.1)
As no real number when squared equals− 1, the number j cannot be real. Instead we call it
an
imaginary number. Although the concept of an imaginary number may seem strange at first,
in turns out to be very useful in engineering ap√plications. Mathematicians and physicists often
prefer the symbol i instead of the symbol j for −1.
Using thi√s notation we now in a position to write down the square root of any negative
number,
for example −9 = j3, the result is not a real number, but instead an imaginary number.

The Complex Number a + jb

In the first chapter we derived the formula for obtaining general roots to the quadratic equation
ax2 + bx + c = 0, namely
−b √ b2 − 4ac
x= (3.2)
± 2a
As soon as 4ac > b2, the term b2 −4ac will become negative and thus the above expression will
involve the square root of a negative number. In this case we can use j to help us evaluate
2
— x 6x + 10 = 0 has the roots x = 3 j.
the square root. For example the quadratic equation
Thus we can write down the solutions of the equation as 3 +−j and 3 j, these two numbers are
31
called complex numbers. Each number consists of two parts: a real part and an imaginary
part. The set of all complex numbers is given the symbol C.

32
 (a) (b)

Figure 3.1: Argand diagrams of complex numbers showing, (a) a selection of complex numbers
with the point A representing 3 + j3 and B representing−1 + j, and (b) the polar form of the
complex number z = x + jy

In general we give complex numbers the symbol z and write them as

z = x + jy (3.3)

where x = Re(z) is the real part of the complex number and y = Im(z) is its imaginary part.
When the complex number is written in this way it is called its Cartesian form.
Example
Determine the roots of the quadratic equation x2 − 3x + 4 = 0
Solution
Applying equation we have
3 ± √9 − 16 3 ± √−73 ± j√7
x= = = (3.4)
2 2 2
here we used j = √−1 to rewrite √−7 as j√7.

Graphical Representation
Complex numbers can be represented as points on a plane in a similar way to which real
numbers are represented by points on a curve. The number z = x + jy is represented by the
point P with coordinates (x, y). Figure 3.1 (a) shows a sequence of complex numbers and their
graphical representations. Such a diagram is called an Argand diagram after one of its
inventors. The x axis is called the real axis and the y axis is called the imaginary axis.
Following the introduction of the Argand diagram we now have another method of
specifying a complex number. As indicated in Figure 3.1 (b), the point P is uniquely
determined if we know the length of the line OP and the angle it makes with the x axis. The
length OP is a measure of the size of z, and is called the modulus of z, which is usually
| | as denoted by modz or z . The angle between the real axis and OP is called the
written
argument of z, and is denoted by arg z. Note that the polar coordinates (r, θ) and (r, θ + 2π)
represent the same point, however, a convention is adopted to determine the argument of z
uniquely: We restrict its range so that
−π ≤ θ ≤ π. The argument of the complex number 0 + j0 is not defined.

33
 Thus from Figure 3.1 (b) |z| and arg x are given by
√
|z| = r = x2 + y2 (3.5)
(3.6)
y
arg z = θ where tan θ =
x
Care must be taken to ensure that arg z is computed for the correct quadrant. By plotting the
complex number in the Argand diagram one can ensure that the result makes sense.

Polar Form of a Complex Number

From Figure 3.1 (b) we easily obtain the relationships between (x, y) and (r, θ)

x = r cos θ and y = r sin θ (3.7)

It therefore follows that the complex number z = x + jy can be expressed in the form

z = r cos θ + jr sin θ = r(cos θ + j sin θ) (3.8)

This is called the polar form of the complex number and is frequently written as r∠θ
z = r∠θ = r(cos θ + j sin θ) (3.9)
Example
Express −4 − j in polar form.
Solution
First, we sketch the Argand diagram which shows the location of z = −4 − j

√ √ √
2
|z| =(−4) + (−1) =16 +2 1 =17 (3.10)
1 (3.11)
arg z= −π + tan−1= −2.89 (2dp) Radians
4
Thus the polar form of the number is z = √17(cos −2.89 + j sin −2.89) = √17(cos 2.89 −

j sin 2.89)

Summary and Further Reading

The key topics from this chapter and references to further reading in James (fourth edition), James
(customised edition) and Croft and Davison (second edition) are

• The complex number a+jb Croft and Davison [pg 424-429]. James (customised and
fourth edition) [pg 185-186]

34
• Argand diagram. Croft and Davison [pg 435-443]. James (customised and fourth edition)
[pg 191-196].

• Polar from. Croft and Davison [pg. 443-449]. James (customised and fourth edition) [pg.
196-200].

35
Chapter 4

Differentiation

Many of the practical situations that engineers have to analyse involve quantities that are
varying. Whether it is the temperature of a coolant, the voltage of a transmission line or the
torque on a turbine blade, the mathematical tools for performing such analyses are the same.
One of the most used tools is calculus which involves two main operations integration and
differentiation. His- torically integration was discovered first in relation to trying to find the
area of a region bounded on one side by a curve. Differentiation was discovered during the 17th
century in relation to the problem of determining the tangent at any arbitrary point on a curve.
The connection between the two processes of determining the area under a curve and
obtain- ing a tangent at some point on a curve was first realised in 1663 by Barrow, who was
Newton’s professor at Cambridge. However it was Newton and Leibnitz, working
independently who fully realised the implications of this relationship. They developed calculus
to be a way of dealing with change and motion and applied it to many practical problems.
Calculus remains today one of the most powerful mathematical tools used by engineers. In this
chapter we shall look in more detail at differentiation and the in the next chapter we will
consider integration.

Basic Ideas and Definitions

To help us to understand the concept of differentiation let us first begin with a basic physics
example. We consider an object moving along a line with constant velocity u (in ms−1). The
distance s ( in m) travelled by the object in time t (in s) is given by s = ut. The distance time
graph is shown in Figure 4.1.
We see that the velocity u is just the gradient (slope) of the distance–time graph. This is of
course a special case where the velocity is just a constant function. Let us now generalise and
consider the case when the velocity varies with time. In this case the velocity is still given by
the gradient of this graph although now it obviously varies along the curve.

Figure 4.1: The distance time graph for an object moving with constant velocity in a straight line
36
 (a) (b)

Figure 4.2: The distance time graph for an object moving with variable velocity

Let us consider the distance–time graph shown in Figure 4.2 (a). We can approximate this
graph by small straight line segments as shown in Figure 4.2 (b). If we make the time intervals
for this approximation very small, the difference between the gradient of the line segments and
the gradients of the tangents at each point of the curve become very small. In other words, the
velocity at t = t1 for graph (a) is just the gradient of the tangent to the graph at t = t1.
This is one of the many practical problems that involve the process of finding gradients of
tangents to graphs in their solution. This process is called differentiation and measures the rate
of change of the value of the functions with respect to its argument. The gradient of the graph
is called the derivative of the function. For some functions we can obtain formulae for the
derivative while for others we have to remain content just with numerical approximations.
The derivative of a function f (x) at the point x is formally defined as

lim f (x + ∆x) − f (x) = lim (4.1)

∆f
∆x→0 ∆x ∆x→0 ∆x

which uses the lim operator we saw earlier in Chapter 2. Two kinds of notation are commonly
used for representing the derivative. The fist uses a composite symbol
df
dx or df/dx or Df (4.2)
The second notation uses a prime
f J(x) (4.3)
this means that
df ∆f f (x + ∆x) − f
= Jf (x) = = lim = lim (4.4)
Df (x)
dx ∆x→0 ∆x ∆x→0 ∆x
We illustrate the definition graphically in Figure 4.3, where ∆x denotes a small
incremental change in the dependent variable x and ∆f is the corresponding incremental
change in f (x). The slope of the line PQ is
∆f f (x + ∆x) − f (4.5)
(x) =
∆x ∆x
Now in the limit as ∆x → 0 the point P → Q and the segment becomes the tangent to the curve
at P , whose slope is given by the derivative
df ∆f =
37
 lim
(4.6)
dx ∆x→0 ∆x

38
 Figure 4.3: Illustration of definition of the
derivative

(a) (b)

Figure 4.4: Examples of functions that are not differentiable at certain points

From this interpretation it follows that for a function f (x) to be differentiable at the point x = a
the graph of f (x) must have a unique, non–vertical well defined tangent at x = a. If this is not
the case the limit
lim f (a + ∆x) − f (4.7)
∆x→0 (a)
∆x
does not exist. In Figure 4.4 we show examples of functions that are not differentiable at certain
points. The function shown in Figure 4.4 (a) is differentiable at all points except x = x1 and x =
x2 since a unique tangent cannot be drawn at these points. The function shown in Figure 4.4 (b)
is differentiable at all points except x = 0. For practical purposes it is sufficient to interpret a
differentiable function as one having a smooth continuous graph with no sharp corners. Engineers
commonly refer to such functions as being well–behaved.

Elementary Functions
The derivatives of some elementary functions are given in Table 4.1. We have given these
func- tions without proof as they require knowledge of series expansions which will be
discussed in the course Engineering Analysis 2. With knowledge of these derivatives we can
obtain the derivatives of many other functions, as we will see shortly.
39
 f (x) f J(x)
xn where n is real nxn−1
sin x cos x
cos x — sin x
ex ex

Table 4.1: Derivatives of some elementary functions

Rules of Differentiation
So that we can apply differentiation it is useful to know the following useful rules

• Rule 1 (scaler multiplication rule)

If y = f (x) and k is a constant then

d
= kf J(x) (4.8)
dy
(ky) = k
dx dx

• Rule 2 (sum rule)

If u = f (x) and v = g(x) then
d du
dv = f J(x) + gJ(x) (4.9)
(u + v) = +
dx dx dx

• Rule 3 (product rule)

If u = f (x) and v = g(x) then
d dv du
(uv) = u +v = f (x)gJ(x) + g(x)f J(x) (4.10)
dx dx dx

• Rule 4 (quotient rule)

If u = f (x) and v = g(x) then

d u du dv g(x)f J(x) − f
v u (4.11)
= dx dx
= (x)gJ(x)
−
dx v v2 [g(x)]2

• Rule 5 (composite–function or chain rule)

If z = g(x) and y = f (z) then

dy dy dz
= = f J(z)gJ(x) (4.12)
dx dz dx
• Rule 6 (inverse–function rule)
If y = f −1(x) then x = f (y) and
dy 1 1
= = (4.13)
dx dx/dy f J(y)
40
 By use of the results shown in Table 4.1 and the six rules presented above, one can obtain
the derivatives of standard functions.

41
 Example
Find the derivative of 2x2
Solution
We use the scalar multiplication rule
d dx
d
(2x2) = 2(x2) = 4x
dx

Example
Find the derivative of sin x + x
Solution
We use the sum rule

d d d
(x + sin x) =(x) +(sin x) = 1 + cos x
dx dxdx

Example
Find the derivative of x3 sin x
Solution
We use the product rule

d d d
(x3 sin x) = sin x(x3) + x3(sin x) = 3x2 sin x + x3 cos x
dx dx dx

Example
Find the derivative of x3
cos x
Solution
We use the quotient rule
d
d 3 3d
x3 cos x(x
dx ) − x(cos dx
x) 3x2 cos x + x3 sin x
= =
dxcos x cos2 x
cos2 x

Example
Find the derivative of cos sin x
Solution
We use the chain rule with z = sin x

d d d
(cos sin x) =(cos z)(sin x) = − sin z cos x = − sin sin x cos x
dx dzdx

42
Example
Find the derivative of ln x.
Solution
If y = ln x then x = ey so that
dx
= ey
Then, from the inverse–function rule dy

dy11
==
dx ey x
Many other functions may be found by simple application of elementary results and rules. In

Ta- ble 4.2 we give the derivative of the most commonly used functions and their derivatives.

f (x) f J(x)
xn (n ∈ R) nxn−1
sin x cos x
cos x — sin x
tan x sec2 x
sec x sec x tan x
cosec x −cosec x cot x
cot x −cosec2 x
ex ex
1
ln x (x ∈ R+) x
sin−1 x (x ∈ [−1, 1]) √ 1 2
1−x1
cos−1 x (x ∈ [−1, 1]) −√1−x 2
tan−1 x 1
(1+x2)
sinh x
cosh x
cosh x
sinh x
tanh x 1
= 1 − tanh2 x
2
cosh x

Table 4.2: Some standard functions and their derivatives

Parametric and Implicit Differentiation

The composite–function rule is used with the inverse–function rule to evaluate derivatives
when a function is specified parametrically. In general, if a function is defined by y = f (x),
where x = g(t) and y = h(t) and t is parameter then
dy
dy dt
= (4.14)
dx dx
dt
or
dy dy dt
= (4.15)
dx dt
dx
The composite function rule may also be used for differentiating functions expressed in an
implicit form. For example, let us assume that we have
y3 = x2 (4.16)
43
 dy
and we wish to determine the derivative dx . To do this we use a method known as implicit
differentiation. In this method we treat y as an unknown function of x and differentiate
both sides term by term with respect to x. This gives
d 3 d 2
(y ) = (x ) (4.17)
dx dx
3
Now y is a composite function of x with y being the intermediate variable, so the composite
function rule gives
d 3 d 3 dy dy
(y ) = (y ) = 3y2 (4.18)
dx dy dx dx
Then substituting back
dy 2x
2 dy = 2x or = 2 (4.19)
3y dx dx 3y

Higher Derivatives
The derivative df/dx of a function f (x) is itself a function and may be differentiable. The
derivative of a derivative is called the second derivative and is written as
d2f
dx2 or f JJ(x) or f (2) (x) or D2 f (4.20)
To obtain it we simply differentiate df/dx again with respect to x

d2 f = d dy (4.21)
dx2 dx dx
The second derivative may itself be differentiated, yielding third derivatives and so on. In
general the nth derivative is written as
d nf
(n)
dxn or (x) or Dn f (4.22)
f
Example
Find the second and third derivatives of y = sin 2x
Solution
We first determine the first derivative
dy
= 2 cos 2x
dx
We differentiate this to get the second derivative

d2y ddy
dx2 = dxdx = −4 sin 2x
Differentiating again yields the third derivative

d3y dd y 2
dx3 = dxdx2 = −8 cos 2x

The second derivative d2f/dx2 represents the rate of change of df/dx as x increases geo-
metrically, this gives us information on how the slope of the tangent is changing with
increasing x.
44
 (a) (b)

Figure 4.5: Implications of d2f/dx2, (a) when d2f/dx2 > 0 and (b) when d2f/dx2 < 0

Figure 4.6: Maximum and minimum values of a function

2 2
• If d f/dx > 0 then df/dx is increasing as x increases, and the tangent rotates in an anti-
clockwise direction as we move along the horizontal axis, as illustrated in Figure 4.5 (a).
2 2
• If d f/dx < 0 then df/dx is decreasing as x increases and the tangent rotates in a
clock- wise direction as move along the horizontal axis, as illustrated in Figure 4.5 (b).

Note that when d2f/dx2 > 0 the graph of f (x) is always ‘concave up’ and when d2f/dx2 <
0 the graph of f (x) is always ’concave down’.

Optimum Values
The basic idea is that the optimum value of a differentiable function f (x) (by which we mean its
maximum or minimum value) generally occurs when its derivative is zero, i.e.
f J(x) = 0 (4.23)
We can can see this is the case when we observe the graph of a typical function shown in Fig-
ure 4.6, since at a maximum or minimum value of the function its graph has a horizontal
tangent. What we also observed in Figure 4.6 is that these extremal values are generally only
local max- imum or minimum values corresponding to turning points on the graph, so some
care should be exercised when using the horizontal tangent as a test for an optimal value. In
seeking extremal values we need to also check the end points (if any) of the domain of the
function.
Another reason to exercise care is at a point of inflection as illustrated in Figure 4.7. At this
point the graph crosses its own tangent, which as in the illustrated case, may be horizontal.
45
 Figure 4.7: Point of inflection of a function

Figure 4.8: Graph of f (x) = x2/3 with minimum at x = 0

A third reason for exercising caution when trying to find optimum values is that the
function may in fact have an optimal value at a point where the derivative does not exist. A simple
example of this is the function f (x) = x2/3 illustrated in Figure 4.8.
Having determined the critical or stationary points where f J(x) = 0 we need to determine
the character or nature of each of these points. That is we need to determine if these points
corresponding to a local maximum, local minimum or point of inflection of the function f (x).
One method to do this is the following

• If the value of f (x) changes from positive to negative as we pass from left to right
J

through a stationary point then the latter corresponds to a local maximum.

• If the value of f (x) changes from negative to positive as we pass from left to right
J

through a stationary point then the latter corresponds to a local minimum.

• If f (x) does not change sign as we pass through a stationary point then the latter corre-
J

sponds to a point of inflection. In particular we usually call this a stationary point of

inflection as in this case f J(x) = 0 at the point inflection. However points of inflection can
occur at other locations too, as we will see shortly.

Another approach to determine the nature of the stationary point is to calculate the value of
f JJ(x) at the point. We recall that f JJ(x) determines the rate of change of f J(x). Let us suppose

46
that f (x) has a stationary point at x = a so that f J(a) = 0. Then so long as f JJ(x) is defined at
the point x = a either f JJ(a) < 0, f JJ(a) = 0 or f JJ(a) > 0.
Let us consider the case where f JJ(a) < 0 then from our earlier arguments this means
that f J(x) is decreasing at x = a; and since f J(a) = 0, it follows that f J(x) > 0 for values of x
just less than a and f J(x) < 0 for values of x just greater than a. We therefore conclude that x = a
corresponds to a local maximum. This agrees with our observations in Figure 4.5 (b) since
a function is concave down at a local maximum.
Similar arguments lead to the fact that if f JJ(a) > 0 then the stationary point x = a corre-
sponds to a local minimum. Which again agrees with the observation that a graph is concave up
at a local minimum.
Summarising we have
• The function f (x) has a local maximum at x = a provided that f J(a) = 0 and f JJ(a) < 0.
• The function f (x) has a local minimum at x = a provided that f J(a) = 0 and f JJ(a) > 0
Unfortunately, if both f J(a) = 0 and f JJ(a) = 0 then this does not imply that there is a point
of inflection at x = a. The following method is therefore recommended to check if we have
a point of inflection
• Find the points x = a where f JJ(a) = 0

• Check whether f (x) changes sign as x passes through x = a. If this occurs then x = a is
JJ

a point of inflection.
• If in addition f J(a) = 0 then x = a is a stationary point of inflection.
In Figure 4.9 we illustrate a point of inflection which occurs when a graph of a function
crosses its own tangent. Note in this case that the point is not a stationary point of inflection as
f J(a) /= 0.

Figure 4.9: A point of inflection where f J(a) /= 0

47
 Example
Using the second derivative investigate the nature of the stationary points of the function
f (x) = 4x3 − 21x2 + 18x + 6
Solution
The function concerned is shown below

The derivative of this function is

f j(x) = 12x2 − 42x + 18
and stationary points correspond to where f j(x) = 0. These are the roots of the quadratic equation
12x2 − 42x + 18 = 0 which are given by

√
42 ±42 −2 4(216) 1
x= 24 = 3,
2
which correspond to the points (0.5, 10.25) and (3, −21). The second derivative of the function
is
f jj(x) = 24x − 42
At the stationary point (0.5, 10.25), f jj(0.5) = −30 < 0 and so this corresponds to a local
maximum. At the stationary point (3, −21), f jj(3) = 30 > 0 and so this corresponds to a local
minimum.
We note that f jj(x) = 0 at x = 1.75 and that f jj(x) < 0 for x < 1.75 and f jj(x) > 0 for x > 1.75.
Thus the point (1.75, −5.375) is a point of inflection, but not a stationary point of inflection as
indicated by the graph.

Summary and Further Reading

The key topics from this chapter and references to further reading in James (fourth edition), James
(customised edition) and Croft and Davison (second edition) are

• Basic idea and definition. Croft and Davison [pg 694-702]. James (customised and fourth
edition) [pg 540-557]

• Elementary functions and rules of differentiation. Croft and Davison [pg 703-711, 719-
730]. James (customised and fourth edition) [pg 558-586]

• Parametric and implicit differentiation. Croft and Davison [pg 732-740]. James (cus-
tomised and fourth edition) [pg 586-592].

• Higher derivatives. Croft and Davison [pg 712-716]. James (customised and fourth edition)
[pg. 592-597].

48
• Optimum values. Croft and Davison [pg 755-771]. James (customised and fourth edition)
[pg. 600-609].

49
Chapter 5

Integration

In the last chapter we looked at the technique of differentiation which forms one of the two
constituents of what we call calculus. In this chapter we will look at the other constituent part
of calculus, known as integration.

Basic Ideas and Definitions

To help us to understand the concept of integration let us first begin with a basic physics example.
Consider an object moving along a line with constant velocity u (in ms−1). The distance s ( in
m) travelled by the object between times t1 and t2 (in s) is given by

s = u(t2 − t1) (5.1)

This is the area ‘under’ the graph of the velocity function between t = t1 and t = t2 as shown
in Figure 5.1. This, of course, deals with special case where the velocity is a constant function.
However, even when the velocity varies with time, the area under the velocity graph still gives
the distance travelled.

Figure 5.1: Velocity–time graph for an object moving with constant velocity u. The shaded area
shows the distance travelled by the object between times t1 and t2.

Now let us consider the velocity time graph shown in Figure 5.2 (a). We can approximate
this curve by a series of horizontal lines that either lie completely below (Figure 5.2 (b)) the
curve or entirely above it (Figure 5.2 (c)).
If the approximation shown in Figure 5.2 (b) is used then it would the object at any given
time would always lag behind the actual position of the object. Conversely if the approximation

50
 (a) (b) (c)

Figure 5.2: A velocity time graph with piecewise constant approximations to it

shown in Figure 5.2 (c) is adopted then the object will always be in front of where the object
should be. Thus

distance with graph (b) < distance with graph (a) < distance with graph (c) (5.2)
In Figures 5.2 (b) and (c) we approximated the curve by straight line segments. In this case
the shaded area can be easily calculated and is equal to distance covered by the object between
times t1 and t2, so that

area under graph (b) < distance with graph (a) < area under graph (c) (5.3)
If the horizontal steps of graphs 5.2 (b) and (c) are made very small, the difference between
the areas also becomes very small. In order words, the distance for graph (a) is just the area
under the graph between t = t1 and t = t2.
This is just one of many practical problems which involves area evaluation to determine the
solution. The process of summing together all parts that make up a given area is called inte-
gration. The area under the curve is called the integral of the function. For some functions
we can obtain formulae for their integrals while for others we must be content with numerical
approximations.

5.1.1 Definition of an integral

Formally, we define the integral of the function f (x) between x = a and x = b to be
n
Σ
lim f (x∗r )∆xr−1 (5.4)
n→∞ r=1
∆x → 0

Let us now look at this part by part to explain what each term means. We recall that in the
above we subdivided the interval and used straight line segments to approximate the area under
the curve. We introduce a = x0 < x1 < x2 < · · · < xn−1 < xn = b as the points of the subdivision
of the interval [a, b]. The width of each subdivision we define as ∆xr−1 = xr x .
− r−1
The maximum of these subdivisions is ∆x which is formally written as

∆x = max ∆xr = max ∆xr (5.5)

r=0,1,···n−1
r

The area of each of the rectangles is simply given by the product f (x∗r )∆xr−1 where xr−1 ≤ xr∗ ≤
xr . If we choose xr∗ = xr−1 this would be the same as the situation illustrated in Figure 5.2 (b), or

51
 Figure 5.3: Illustration of the formal definition of an integral

if we choose xr∗ = xr then this would be as illustrated in Figure 5.2 (c). In the formal
definition, a point between these two extremes is chosen to evaluate the function, as shown in
Figure 5.3.
For a given number of subdivisions n, the summation
n
Σ
f (x∗r )∆xr−1 (5.6)
r=1

approximates the area under the curve. The limit of this summation as ∆x → 0 and n → ∞
just means that we make size of the subdivisions smaller and smaller while at the same time
increasing the number of subdivisions so that they always completely cover the interval [a, b],
thus leading to the exact result for the integral.
Fortunately, a concise notation for an integral has been introduced
∫ b
f (x)dx (5.7)
a
∫
where the integration symbol is like an elongated S standing for summation. The dx is called
the differential of x, and a and b are called the limits of integration. The function which
is being integrated is called the integrand.
This is equal to the formal definition of the integral, so that
b n
∫
f (x)dx = lim Σ
a n→∞ f (x∗r )∆xr−1 (5.8)
∆x → 0
r=1

It follows from the definition of an integral, that if the graph of f (x) is below the x axis then
the summation involves the produce of negative values of f (xr∗ ) with positive widths ∆xr−1 ,
so that areas below the x axis must be interpreted as being negative.

Definite and Indefinite Integrals

In the previous section we have seen that the area under the graph y = f (x) between x = a and
x = b is given by the integral ∫ b
f (x)dx (5.9)
52
a

53
This area will depend on a and b as well as the function f (x). We therefore say that the integral
of a function f (x) may be regarded as function of a and b. This type of integral is called a
definite integral as a and b are fixed. The result of a definite integral is always a number.
If we replace b by the variable x, we obtain a function F that is equal to the area under the
graph between a and x, as shown in Figure 5.4. In this case we have
∫ x
F (x) f (t)dt (5.10)
= a

we call this type of integral an indefinite integral. Note that the result of this integral is a
function and not a value. In the indefinite integral, a dummy variable has to be used as the
integration (here t), this must be chosen to different from the variable x on which the function
depends.

(a) (b)

Figure 5.4: Illustration of an indefinite integral, showing (a) the integrand and (b) the function
resulting from the integration

Now let another indefinite integral which has a different lower limit of integration c which
is such that a < c < x. A different function is then obtained
∫ x
G(x) = f (t)dt (5.11)
c

Inspecting the functions F and G graphically indicates that they only differ by a constant, as can
be seen in Figure 5.5

F (x) − G(x) ∫ x ∫ x ∫ c
= f (t)dt − f (t)dt f (t)dt (5.12)
a = a
c

which is an definite integral having constant value equal to the area under the graph between a
and c.
When no lower limit of integration is specified we denote the indefinite integral as
∫ ∫ x
f (x)dx or f (x)dx (5.13)

and always include an arbitrary constant of integration. Thus

∫
f (x)dx = H(x) + c (5.14)

54
where c is the arbitrary constant of integration. For indefinite integrals with a given lower limit
of integration this constant can be determined.

55
 Figure 5.5: Illustration that the difference of two indefinite integrals is a definite integral

In turns out
∫ that we can express definite integrals in turns of indefinite integrals. If we set
H(x) + c = f (x)dx then
b
∫ f (x)dx = H(b) − H(a) (5.15)
a
which is often written as ∫ b
f (x)dx = [H(x)]ab (5.16)
a
a notation that was first introduced by Fourier.
We saw earlier that functions are only differentiable at points where the graph has a unique
tangent. Functions which are not differentiable are often integrable, with the corresponding in-
definite integrals being functions having a smooth graphs. For this this reason, engineers often
call integration a smoothing process.

5.2.1 The fundamental theorem of calculus

Let us consider some graphs of some simple functions which we can compute the area under
the curve by hand. In Figure 5.6 (a) we show the graph of the function f (x) = x, the definite
integral of this function between a and b is clearly
∫ a
1 dx = b − a (5.17)
b

which means that its indefinite integral is

∫
1 dx = x + constant (5.18)

Similarly the area under the graph of the function f (x) = x, shown in Figure 5.6 (b), is easily
computed
∫ b 1 2
x dx (b − a2) (5.19)
a = 2
so that the indefinite integral is given
by ∫
1
x dx = x2 + constant (5.20)
2
Comparable results for differentiation are
d (k)
= 0 k constant (5.21)
dx
d
(x) = 1 (5.22)
56
dx

57
 (a) (b)

Figure 5.6: Shaded areas representing the definite integrals of the simple functions (a), f (x) = 1
and (b), f (x) = x

and we recall the sum rule for differentiation

d d
[f (x) + k] d [f (x)] d (k) = [f (x)] (5.23)
= + dx dx
dx dx
If we differentiate our two earlier indefinite integrals, (5.18) and (5.20), we find that
∫
d d
1 dx = (x + constant) = 1 (5.24)
dx dx
∫
d d 1
dx x dx = dx 2 x2 + constant = x (5.25)

This suggests a more general result that the process of differentiation is the reverse of that
of integration. The general result is called the Fundamental Theorem of Integral and
Differential Calculus and is stated below
The indefinite integral F (x) of a continuous function f (x) always possesses a derivative
F (x) and moreover F J(x) = f (x)
J

Basic Techniques of Integration

When the fundamental theorem of calculus (in conjunction with the results below) is applied to
the standard derivatives given in Table 4.2 we obtain the standard integrals given in Table 5.1
To allow us to integrate a wider range of integrals, the following rules maybe applied
• Rule
If k is1a(scalar–multiplication
constant then rule)
∫ ∫
kf (x) dx = k f (x) dx (5.26)

• Rule 2 (sum
rule) ∫ ∫ ∫
[f (x) ± g(x)] dx = f (x) dx ± g(x) dx (5.27)

• Rule 3 (linear composite rule)

If a and b are constants and F J(x) = f (x) then
∫ 1
f (ax + b) dx = F (ax + b) + constant (5.28)
58
 a

59
 f (x) ∫
f (x) dx
Here c is a constant of integration
1 n+1
xn (n −1) n+1 x +c
=/
1 ln x + c (x > 0)
x ln(−x) + c (x < 0) = ln |x| + c
sin x — cos x + c
cos x sin x + c
tan x ln | sec x| + c
sec x ln |. sec x.+ tan x| + c
cosec x ln .tan 2x . + c
cot x ln | sin x| + c
ex ex + c
ln x x ln x − x +√c
sin−1 x x sin−1 x + √1 − x2 + c
x cos−1 x − 1 − x2 + c
cos−1 x 1
[2x tan−1 x − ln(1 + x2)] + c
tan−1 x 2
cosh x + c
sinh x
cosh x sinh x + c
tanh x ln(cosh x) + c

Table 5.1: Some standard functions and their integrals

• Rule 4 (inverse–function rule)

If y = f −1(x), so that x = f (y), then
∫ ∫
f −1(x) dx = xy − f (y) dy (5.29)

Below we consider some examples of the approach

Example
Find the indefinite of 2x2
Solution
We use the scalar multiplication rule
∫ 2x2dx = 2 ∫ x2dx = 2 x3 + c

Example
Determine the indefinite integral of 6x4 + 4x − 3
x
Solution
Using the sum rule
∫ 6x + 4x −dx =6x dx +∫∫ 4x dx − ∫ 3 dx
4 4 3
x x
6 4
=x5 +x2 − 3 ln |x| + c
5 2
6
=x5 + 2x2 − 3 ln |x| + c
5

60
 Example √
Determine the indefinite integral of5x + 2
Solution
Using the linear composite rule
∫ √5x + 2 dx
12
= (5x + 2)+3/2
c
53
2
= (5x + 2)3/2 + c
15

Example
Determine the indefinite integral of ln x
Solution
If y = ln x then x = ey and using the inverse function rule
∫ ∫
y
ln x dx =
xy −e dy
= xy − ey + c
= x ln x − x + c

Example
Determine the indefinite integral of sin−1 x
Solution
If y = sin−1 x then x = sin y and using the inverse function rule
∫ sin−1 x dx = xy − ∫ sin ydy

= xy + cos y + c
= x sin−1 x + √1 − x2 + c

where the last result follows from the identity sin2 y + cos2 y = 1.

61