Intro. To Differential Equation
Intro. To Differential Equation
Intro. To Differential Equation
Further Applications of
Integration
8.1 Differential Equations
A differential equation is an equation that contains
an unknown function and some of its derivatives.
Below are some
examples: 3
dx
3
dx
2
dx
In each of these differential equations y is an unknown
function of x.
The order of a differential equation is the order of
the highest derivative that occurs in the equation.
Thus the above 3 equations are of the order 1, 2, and
3, respectively.
A function f is called a solution of a differential
equation if the equation is satisfied when y = f(x)
and its derivatives are substituted into the equation.
For example, f is a solution of equation y'= xy if
f '(x) = xf(x).
dy g ( x)
=
dx h( y )
To solve this equation we rewrite it in the
differential form
h(y)dy = g(x)dx
so that all y’s are on one side of the equation
and all x’s are on the other side. Then we
integrate both sides of the equation:
∫ h( y ) dy = ∫ g ( x ) dx
It defines y implicitly as a function of x.
In some cases we may be able to solve for y in
terms of x
The justification of the above last step comes form
the Substitution Rule:
dy
∫ h( y )dy = ∫ h( y ( x)) dx
dx
g ( x)
= ∫ h( y ( x)) dx
h( y ( x))
= ∫ g ( x)dx
Example 1
dy 6x 2
(2 y + cos y )dy = 6 x dx
2
∫ (2 y + cos y )dy = ∫ 6 x dx
2
y + sin y = 2 x + C
2 3
where C is an arbitrary constant. (We could have used
a constant C1 on the left side and another constant C2
on the right side, but then we could combine these
constants by writing C = C2 - C1
Solution
Rewrite the equation using Leibniz notation:
dy/dx = x2y.
If y ≠ 0, we can rewrite it in differential notation and
integrate:
x3 x3 x3
y =e =e = e e , y = ±e e
+C
ln y 3 C 3 C 3
• Initial-value problem
y = 8/x , x>0
Example 2
Find the solution of dy/dx = 6x2/(2y + cosy) that
satisfies y(1) =π .
Solution
From Example 1 in the last part, we know that the
general solution is
y2 + sin y = 2x3 + C
Therefore, the solution is given implicitly by
y2 + sin y = 2x3+ 2 – 2
π
Example 3 Solve y' = 1 + y2 - 2x - 2xy2 , y(0) = 0,
and graph the solution.
Solution
y (t ) = 150 − 130e .
−
200
y = Ae kt
L = lim ∑ | Pi−1 Pi |.
|| P|| → 0 i =1
Thus we have
| P i −1 P i |= (∆ xi ) + (∆ y i )
2 2
= (∆ xi ) + [ f
2
'( x i ) ∆ xi ]
*
2
= 1+ [ f * 2
'( x i )] ∆x.
i
Therefore,
n
L = ||lim
P || →0
∑| P i −1 P i |
i =1
n
= lim ∑ 1 + [ f
|| P|| →0 i =1
* 2
'( x i )] ∆x i
By the definition of a definite integral, we
recognize the above expression as being equal to
∫ 1 + [ f '( x )] dx.
b 2
a
is continuous.
Thus we have proved
•The arc length formula
dx 2
and so the arc length formula gives
dy
2
9
L =∫ 1 +( ) dx =∫ 1 + xdx .
4 4
1 1
dx 4
Substitute u = 1+9x/4, then du = 9dx/4. When x = 1, u = 13/4;
when x = 4, u = 10.
2
Therefore dy 9
L = ∫1 1 + ( ) dx = ∫1 1 + xdx
4 4
dx 4
8
3
13 2
= [10 −( ) ]
3
2
27 4
80 10 −13 13
= .
27
If a curve has the equation x = g(y), c ≤ y ≤ d , then
by the interchanging the roles of x and y in the
formula, we obtain
2
dx
L = ∫ 1 + [ g '( y )] dy = ∫ 1 + ( ) dy.
d 2 d
c c
dy
Example 2:
Find the length of the arc of the parabola y2 = x from (0,0) to (1,1).
Solution:
dy = sec θdθ
1
2
2
and 1 + 4 y = 1 + tan 2 θ = secθ
2
a
2
θ = arctan 2 = α , say.
n
Thus
1 1 a
L = ∫0 sec θ ⋅ sec θdθ = ∫0 sec 3θdθ
a 2
2 2
1 1
= ⋅ [ sec θ tan θ +ln|sec θ + tan θ |]
a
0
2 2
1
= ( sec α tan α + ln | sec α + tan α |).
4
Since tan α = 2 , we have
sec α = 1 + tan α = 5, so secα = 5 and
2 2
5 ln( 5 + 2)
L= + .
2 4
Because of the presence of the square root sign in
the arc length formula, the calculation of an arc
length often leads to an integral that is very difficult
or even impossible to evaluate explicitly.
Thus we sometimes have to be content with finding
an approximation to the length of a curve as in the
following example.
Example 3
(a) Set up an integral for the length of the arc of the
hyperbola xy = 1 from the point (1,1) to (2,1/2).
(b) Use Simpson’s Rule with n = 10 to estimate the
arc length.
Solution
(a)We have y = 1/x, dy/dx = -1/x2.
and so the arc length is
1 x +1
2 4
dy
L=∫ 1 + ( ) dx = ∫ 1 + dx = ∫ dx .
2 2 2
1 1 1
dx x
4
x
2
(b) Using Simpson’s Rule with a=1, b=2, n=10, ∆ x=0.1, f ( x) = 1 + 1 / x . 4
We have
L = ∫1 1 + 1 / x 4dx
2
∆x
≈ [ f (1) + 4 f (1.1) + 2 f (1.2) + 4 f (1.3) + ⋅ ⋅ ⋅ + 2 f (1.8) + 4 f (1.9) + f (2)]
3
0.1 1 1 1 1
= [ 1+ + 4 1+ + 2 1+ + 4 1+
3
4 4 4
1
4
(1.1) (1.2) (1.3)
1 1 1
+ ⋅⋅⋅ + 2 1+ 4
+ 4 1+ 4
+ 1+ ]
(1.8) (1.9) 2
4
≈ 1.1321.
•The arc length function
If a smooth curve C has the equation y = f(x),
, leta ≤s(x)
x ≤ b be the distance along C from the initial
point P0 (a , f(a)) to the point Q(x , f(x)). Then s is a
function, called the arc length function, and
s ( x) = ∫ 1 + [ f '(t )] dt.
x 2
ds dy
2
= 1 + [ f '( x )] = 1 + ( ) .
2
dx dx
The above equation shows that the rate of change
of s with respect to x is always at least 1 and is
equal to 1 when f ' (x), the slope of the curve, is 0.
2
a
dx
Or we can solve to get
2
dx
ds = 1 +( ) dy
dy
which gives
2
dx
L =∫ 1 +( ) dy .
d
c
dy
Example
Find the arc length function for the curve y = x2 –
(lnx)/8 taking P0 (1 ,1) as the starting point.
1
Solution f ' ( x) = 2 x −
8x
1
2 2
1 1
1 + [ f '( x )] = 1 + 2 x − = 2 x+ = 2 x + .
2
8x 8x 8x
Thus the arc length function is given by
1
s ( x) = ∫1 1 + [ f '(t )] dt = ∫1 (2t + )dt
x 2 x
8t
x
2 1 1
= t + ln t = x + ln x − 1
2
8 1 8
8.3 Area of a Surface of Revolution
l 1 =l 1 +l
From similar triangles we have r1 r2
i +1
→
This approximation appears to become better as ||P|| 0 and
[ ]
lim ∑ 2πf ( x i ) 1 + f ( x*i ) ∆ x i = ∫a 2πf ( x ) 1 + f ( x) dx [ ]
n 2 2
* ' b '
n →∞ i =1
Therefore, in the case where f is positive and has a continuous
derivative, we define the surface area of the surface obtained by
rotating the curve y = f(x), a ≤ x ≤ b , about the x-axis as
S = ∫a 2πf ( x ) 1 + f ( x ) dx
b
[ '
]
2
dx
dy
c
Using the notation for arc length given in Section 8.2,
2
S = ∫ 2πyds dy
where ds = 1 + dx
dx
Find the area of the surface obtained by rotating this arc about the
x-axis. (The surface is a portion of a sphere of radius 2.)
Solution dy 1 −x
2 −1 / 2
= ( 4 − x ) ( −2 x) =
dx 2 4 − x2
2
S = ∫ 2πy 1 +
so dy
dx
1
−1
dx
2
x
= 2π∫ 4 −x 1+ dx
1 2
4 −x
−1 2
2
= 2π∫ 4 − x dx
1 2
4 −x
−1 2
dx
1
= 2π ∫ x 1 + 4 x dx
2 2
1
S = ∫5 u du = u
4 4 3 5
π
= (17 17 −5 5 )
6
Solution 2
dx 1
Using x = y and =
dy 2 y
we have
2
dx
S = ∫ 2πxds = ∫ 2πx 1 + dy
4
dy
1
1
= 2π ∫ y 1 + dy = π ∫ 4 y + 1dy
4 4
1 1
4y
π
= ∫ u du
17
5
4
π
= (17 17 − 5 5 )
6
Example 3
Find the area of the surface generated by rotating the curve
y =ex, 0 ≤ x ≤ 1, about the x-axis.
Solution y = ex so dy/dx = ex, we have
2
dy
S = ∫ 2πy 1 + dx
1
dx
0
= 2π ∫ e 1 + e dx
1 x 2x
0
= 2π ∫ 1 + u du
e 2
π = 2π ∫ sec θdθ
]
1
2
)
α
π /4
2
1
α
π /4
S
8.4 Application to Economics
(1) Consumer surplus
•The demand function and demand curve
The demand function p(x) is the price that a company has to
charge in order to sell x units of a commodity.
Usually, selling larger quantities
requires lowering prices, so the
demand function is a decreasing
function.
The graph of a typical demand
function, called a demand
curve is shown in the figure. If
X is the amount of the
commodity that is currently
available, then P = p(X) is the current selling price.
• The consumer surplus
Partition the interval [0, X] into n subintervals, each of length ∆ x =
X/n, with xi be the right endpoint of the ith subinterval.
For the consumers between xi-1 and xi, the price they are willing to
pay is about p(xi), the price they actually pay is P. Therefore, we can
consider they have saved an amount of
∆
(savings per unit)(number of units) = [ p(xi) – P ] x
Considering similar groups of willing consumers for the
other subintervals, adding the savings, we get the total
savings: n
∑ [ p ( xi ) − P ]∆x
i =0
∫0 [ p (x) − P ]dx
X
500
x 3
= ∫ (125 − 0.2 x − 0.0001 x )dx = 125 x −0.1x −0.0001
2
500 2
3
0
3
(500)
= 125(500) − 0.1 (500) − 0.0001 = $33,333.33
2
3
(2) Present value of an income stream
• Continuously compounded interest rate
With continuously compounded interest rate r, the value
of a savings account y(t) increases at a rate proportional
to that value, i.e.
dy
=ry .
dt
Then at time t, the value of y is y (t ) = y (0) ert
(see Example of section 8.1).
Solution: Choose the angle θ for which the circle has rotated as the
parameter (θ =0 when P is at the origin). For 0< θ < π /2, the distance i
has rolled from the origin is |OT| = arcPT =
rθ .
Let the coordinates of P be (x, y), then
x = |OT| - |PQ| = r θ - r sin θ = r(θ - sinθ )
y = |TC| - |QC| = r - r cos θ = r(1 - cosθ )
This is also valid for other values of θ ( try it
So the parametric equations of the cycloid are
x = r(θ - sin θ ) y = r(1 - cosθ ) θ ∈R
One arch of the cycloid comes from one rotation of the circle and so is
described by 0 ≤ θ ≤ 2π .
Some properties of cycloid:
(1) A particle slides along the curve from point
A to a lower point B not directly beneath A.
Among all possible curves joining A to B, the
particle will take the least time if the curve is
an inverted arch of a cycloid.
Since the slope of the tangent to the curve y = F(x) at (x, F(x)) is F ' (x),
the above equation enables us to find tangent to parametric curves
without having to eliminate the parameter.
Using Leibniz notation, we can rewrite the above equation as
dy
dy dt dx
= if ≠0
dx dx dt
dt
It can be seen from the above equation that the curve has a
horizontal tangent when dy/dx = 0 (provided that dx/dt ≠ 0) and it
has a vertical tangent when dx/dy = 0 (provided that dy/dt ≠ 0). This
information is useful when sketching parametric curves.
d x dx dx
2
dx
dt
Example 1
(a) Find dy/dx and d2y/dx2 for the cycloid x = r(θ -sinθ ), y = r(1-cos θ ).
(b) Find the tangent to the cycloid at the point where θ =π / 3.
(c) At what points is the tangent horizontal? When is it vertical?
(d) Discuss the concavity.
Solution dy
dy dθ r sin θ sin θ
= = =
(a) dx dx r (1 − cosθ ) 1 − cosθ
dθ
d dy d sin θ
=
dθ dx dθ 1 − cos θ
cos θ (1 − cos θ ) − sin θ sin θ cos θ − 1 −1
= = =
(1−cosθ ) (1−cosθ ) 1 − cos θ
2 2
d dy −1
d y = dθ dx = 1 − cosθ =
2
−1
dx r (1 − cosθ ) r (1− cosθ )
2
dx 2
dθ
(b) When θ = π / 3, we have
π π π 3 π r
x = r − sin = r − y = r 1 − cos =
3 3 3 2 3 2
and dy sin(π / 3) 3 /2
= = = 3
dx 1 − cos(π / 3) 1 − 1 / 2
r rπ r 3 or π
y − = 3 x − + 3x − y = r − 2
2 3 2 3
(c) The tangent is horizontal when dy/dx = 0, which occurs when sin =
0 and 1-cosθ ≠ 0, that is, θ = (2n-1)π , where n is an integer. The
corresponding point on the cycloid is ((2n-1)π r, 2r).
When θ = 2nπ , both dy/dθ and dx/dθ are 0. There are vertical
tangents at these points. We can verify this by using l’Hospital’s Rule:
dy sin θ cosθ
lim = lim = lim =∞
θ → 2 nπ dx
+
θ → 2 nπ 1 − cos θ
+
θ → 2 nπ sin θ
+
x = f (t )
A = ∫ F ( x)dx = ∫α F ( f (t )) f ′(t )dt = ∫α g (t ) f ′(t )dt
b β β
a
Solution
= r ∫ (1−cosθ ) dθ
2 2π 2
0
2 2π 1
= r ∫ [1 − 2 cos θ + (1 + cos 2θ )]dθ
0
2 2π
=r 32
θ − 2 sin θ + 1
sin 4θ
2 4
( )
0
3
= r ⋅ 2π = 3π r
2 2
2
Example 2
Find the area of the region enclosed by the loop of the curve
defined by x = t2 and y = t3-3t. (the same as that in Example 2
of the first part of this section ).
Solution
The point on the loop where the curve crosses itself is
t=± 3
(3, 0), the corresponding parameter values are .
The area of the loop is obtained by subtracting the area
under the bottom part of the loop from the area under the top
part of the loop.
A = ∫ (t − 3t )2tdt − ∫ (t − 3t )2tdt
− 3 3 3 3
0 0
= ∫ (t − 3t )2tdt
− 3 3
3
= ∫ 2 t −6 t dt
− 3 4 2
3
=[ ]
− 3
2 5
5t
− 2t 3
3
4 24
= 4⋅3 − ⋅3 = 3
3/ 2 5/ 2
5 5
8.7 Polar Coordinates
A coordinate system represents a point in the plane by an
ordered pair of numbers called coordinates. So far we
have been using Cartesian coordinates, which are directed
distances from two perpendicular axes. Now we describe
a coordinate system called the polar coordinate system,
which is more convenient for many purposes.
θ
O
−θ x
We extend the meaning of polar coordinates (r, θ ) to the
case in which r is negative by agreeing that the points (-r,
θ ) and (r, θ ) lies on the same line through O and at the
same distance |r| from O, but on the opposite sides of O.
If r > 0, the point (r, θ ) lies in the same quadrant as θ ; if
r < 0, the point (r, θ ) lies in the quadrant on the opposite
side of the pole.
Notice that (-r, θ ) represents the same point as (r, θ
+π ).
In fact, since a complete counterclockwise rotation is
given by an angle 2π , the point represented by polar
coordinates (r, θ ) is also represented by (r, θ +2n π )
and (-r, θ +(2n+1) π )
Example 1
Plot the points whose polar coordinates are given
(a) (1, 5π /4) (b) (2, 3 π ) (c) (2, -2 π /3) (d) (-3, 3 π /4)
Solution
The points are plotted in the figure. In part (d) the point (-3,
3 π /4) is located three units from the pole in the fourth
quadrant because the angle 3 π /4 is in the second
quadrant and r = -3 is negative.
The connection between polar and Cartesian coordinates
can be seen from the figure, in which the pole corresponds
to the origin and the polar axis coincides with the positive
x-axis. If the point P has Cartesian coordinates (x, y) and
polar coordinates (r, θ ), then
cosθ = x/r, sinθ = y/r
and so
x = rcosθ , y = rsinθ
o
π 2π x
Example 2
Convert the point (2, π /3) from polar to Cartesian
coordinates.
Solution
Since r = 2 and θ = π /3,
π 1
x = r cosθ = 2 cos = 2 ⋅ = 1
3 2
π 3
y = r sin θ = 2 sin = 2 ⋅ = 3
3 2
Therefore, the point is (1, 3) in Cartesian coordinates.
Example 3
Represent the point with Cartesian coordinates (1,-1) in terms
of polar coordinates.
Solution If we choose r to be positive, then
r = x + y = 1 + ( −1) = 2
2 2 2 2
y
tan θ = = −1
x
Since the point (1,-1) lies in the fourth quadrant, we can
choose θ =-π /4 or θ =7π /4. Thus one possible answer is
(√2, -π /4). Another is (√2,7π /4).
•The Graph of a Polar Equation
The graph of a polar equation r = f(θ ), or more
generally F(r,θ )=0, consists of all points P that have at
least one polar representation (r, θ ) whose coordinates
satisfy the equation.
Example 1
What curve is represented by the polar equation r = 2.
Solution
The curve consists of all points (r, θ ) with r = 2. Since r
represents the distance from the point to the pole, the curve r
= 2 represents the circle with center O and radius 2. In
general, the equation r = a represents a circle with center O
radius |a|.
Example 2 Sketch the polar curve θ = 1.
Solution This curve consists of all points (r, θ ) such
that the polar angle θ is 1 radian. It is the straight line that
passes through O and makes an angle of 1 radian with the
polar axis.
( 2, π +1)
Notice that the points (r, 1) on the line with r > 0 are in the
first quadrant, whereas those with r < 0 are in the third
quadrant.
Example 3 (a) Sketch the curve with polar equation
r = 2cosθ . (b) Find a Cartesian equation for this curve.
Solution
(a) We find the values of r for
some convenient values of θ
and plot the corresponding
points (r, θ ). Then we join θ
these points to sketch the
curve, which appears to be a
circle. We have used only
values of θ between 0 and
π , since if we let θ
increases beyond π , we
obtain the same points again.
(b) Multiply r to both sides of the equation r = 2cos θ :
r2 = 2 rcos θ , x2 + y2 = 2x, x2 + y2 - 2x = 0
Completing the square, we obtain
(x-1)2 + y2 = 1
which is the equation of a circle with center (1,0) and
radius 1.
The figure below shows a geometrical illustration that the
circle has the equation r =2cos θ . The angle OPQ is a right
angle and so
r/2 = cosθ .
Example 4 Sketch the curve r = 1 + sinθ .
Solution
First sketch the graph of r = 1 + sinθ in Cartesian coordinates by shifting the
sine curve up one unit. This enables us to read at a glance the values of r that
correspond to increasing values of θ . We see that as θ increases from 0 to
π /2, r increase from 1 to 2; as θ increases from π /2 to π , r decrease from 2
to 1; as θ increases from π to 3π /2, r decrease from 1 to 0; as θ increases
from 3π /2 to 2π , r increase from 0 to 1. If we let θ increases beyond 2π or
decrease beyond 0, we would simply retrace our path. Then we sketch out the
complete curve as in the figure. It is called a cardioid because it is shaped like
a heart.
.
Example 5 Sketch the curve with polar equation r = cos2 θ .
Solution
We first sketch r = cos2θ , 0 ≤ θ < 2π , in Cartesian coordinates. As
θ increases from 0 to π /4, r decrease from 1 to 0, and so we draw the
corresponding portion of the polar curve. As θ increases from π /4 to
π /2, r decrease from 0 to –1. This means that the distance from O
increases from 0 to 1, but instead of being in the first quadrant, this
portion of the polar curve lies on the opposite side of the pole in the
third quadrant. The remainder of the curve is drawn in a similar fashion.
The resulting curve has four loops and is called a four-leaved rose.
When sketching polar curves it is sometimes helpful to take
advantage of symmetry. The following are three rules.
(a) If a polar equation is
unchanged when θ is replaced
by -θ . The curve is
symmetric about the polar
axis.
(b) If a polar equation is
unchanged when r is replaced
by -r. The curve is symmetric
about the pole.
(c) If a polar equation is
unchanged when θ is replaced
by π -θ . The curve is
symmetric about the vertical
The curve sketched in Examples 3 and 5 are symmetric
about the polar axis. The curves in Example 4 and 5 are
symmetric about θ = π/2. The four-leaved rose is also
symmetric about the pole.
dy dx
= tan θ if ≠0
dx dθ
Solution
Using the derived formula with r = 1 + sinθ , we have
dr
sin θ + r cosθ
dy dθ cosθ sin θ + (1 + sin θ ) cosθ
= =
dx dr cosθ − r sin θ cosθ cosθ − (1 + sin θ ) sin θ
dθ
cosθ (1 + 2 sin θ ) cosθ (1 + 2 sin θ )
= =
1 − 2 sin θ − sin θ (1 + sin θ )(1 − 2 sin θ )
2
or
Instead of memorizing the formula, we could employ the
method used to derive the formula:
1
x = r cosθ = (1 + sin θ ) cosθ = cosθ + sin 2θ
2
y = r sin θ = (1 + sin θ ) sin θ = sin θ + sin 2 θ
dy dy dθ cosθ + 2 sin θ cosθ cosθ + sin 2θ
= = =
dx dx dθ − sin θ + cos 2θ − sin θ + cos 2θ
(a) The slope of the tangent at the point where θ = π /3 is
Therefore, there are horizontal tangents at the points (2, π /2), (1/2, 7
π /6), (1/2, 11π /6) and vertical tangents at (3/2,π /6). (3/2, 5π /6).
dy dx
When θ =3π /2, both and are 0, so we must be careful. Using
dθ
l’Hospital’s Rule, we havedθ
dy 1 cosθ r = 1 + sinθ
lim =− lim
θ → ( 3π 2 ) dx
−
3 θ → (3π 2 ) 1 + sin θ
−
1 − sin θ
=− lim =∞
3 θ → ( 3π 2 ) cosθ
−
By symmetry, dy
lim = −∞
θ → ( 3π 2 ) dx
+
x= , y=
1+ t 3
1+ t 3
Solution
dy 3t (2 − t ) dx 3 − 6t
3
dy t (2 − t ) 3 3
= , = , = ,
dt (1 + t )
3
dt (1 + t )
2
dx 1 − 2t 3 2 3
d dy 2(1 + t ) 3 2
< 0, t > 2 13
d y dt dx
2
(1 − 2t ) 3
2(1 + t )
2 3 4
= = =
dx 2
dx 3(1 − 2t ) 3(1 − 2t )
3 3 3 1
> 0, t < 2 3
dt (1 + t )
3 2
y
( 3 , 3)
1 3
( 2 ,2 2 )
2
t → −1
+
2 2
3 1
t→+∞ ( 2 , 2 2
) 2
t→+∞
x
0 t → −∞
t → −1 −
2
(−∞ ,−1) (−1,2 3 )
2
(−1,+∞)
(2 3 ,+∞)
dx + + – +
dt
dy – – – –
dt
x
y
d2y – + + –
dx 2
curve