Elsevier US

Job Code:CAPA

Chapter:0capaappG

22-12-2006

5:40 p.m.

Page:957

Trimsize:8.5 in11 in

Appendix G

ANALYTICAL TECHNIQUES

G.1 USEFUL INTEGRALS

 x dx
1
= ln
1x
1x

(G-1)

x

dx
1 x

x
0

 1
dx = ln x + C
x

x
1x

(G-2)

1
dx
= ln 1 + x
1 + x


(G-3)


x
0

x
0

1
1 + x
dx = 1 +  ln
x
1x
1x

1 + x
1 x2

dx =

1 x x
1
 ln
1x
1x

(G-5)

1 +  x
dx = 2 1 +  ln 1 x + 2 x +
2
1x
1 x
2

(G-6)

x
0

dx
1
B x
=
ln
1 x B x B 1 B 1 x


B = 1
(G-7)

x
0

2
2
dx
=
+
ax2 + bx + c
2ax + b b

for b2 = 4ac

(G-8)


x
0

1
q xp
dx
=
ln

ax2 + bx + c
a p q
p xq


2

for b > 4ac


(G-9)

xn dx =

dx
1
= ln ax + b + C
ax + b
a

(G-12)

1 x
a +C
ln a

(G-13)

ax dx =

ex dx = ex + C

(G-14)

sin x dx = cos x + C

(G-15)

cos x dx = sin x + C

(G-16)

tan x dx = ln cos x + C = ln sec x + C

(G-17)

1
sin ax dx = cos ax + C
a

(G-18)

1
sin ax + b dx = cos ax + b + C
a

(G-19)

1
sin ax + C
a

(G-20)

(G-4)

 x 1 + x2
0

(G-11)

1 n+1
x +C
n+1

(G-10)

cos ax dx =

cos ax + b dx =

1
sin ax + b + C
a

(G-21)

1
ln sec ax + C
a

(G-22)

x
+C
a

(G-23)

1
dx
x
= tan1 + C
a2 + x2
a
a

(G-24)

tan a x dx =

dx
a2 x2

= sin1

u dv = uv


v du

(G-25)

957

Fonts used:Times & Universal 55 family

Margins:Top:3p6

Gutter:4p6

Font Size:9/10 pt

Text Width:41p6

Depth:65 Lines

Elsevier US

Job Code:CAPA

Chapter:0capaappG

22-12-2006

5:40 p.m.

Page:958

Trimsize:8.5 in11 in

958 ANALYTICAL TECHNIQUES

G.6 EXPONENTIAL/LOGARITHMIC FUNCTIONS


ln x dx = x ln x x + C

(G-26)


1 
x dx
= ln a2 + x2 + C
a2 + x2
2

(G-27)

USEFUL WEBSITES

d
loga e du
loga u =
dx
u dx
d u 1 du
a =
dx
u dx
du
d u
e = eu
dx
dx

(G-34)
(G-35)
(G-36)

G.7 TAYLORS AND MACLAURINS SERIES

www.integrals.com
http://integrals.wolfram.com

TAYLORS SERIES
h 
h2
f x + f  x
1!
2!
hn
h3 
+ f x + + f n x +
3!
n!
h2
h
f x + h = x + hn = f x + f  x + f  x
1!
2!
h3 
+ f x +
3!
when h = 0
f x + h = f x +

G.2 LIEBNITZS RULE HIGHER DERIVATIVES OF

PRODUCTS
 


n
Du Dn1 v
Dn uv = uDn v +
1
 
n  2   n2 
+
D u D v + + vDn u
2
(G-28)
where

f x = xn

dn
Dn = n = nth differential operator
dx
   
 
n
n
n

   
are binomial coefficients.
1
2
n

f  x = nxn1

(G-37)

(G-38)

f  x = n n 1 xn2
f  x = n n 1 n 2 xn3
Substituting into the expansion for Taylors expression

EXAMPLE
D3 uv = u

x + hn = xn + h nxn1 +
du d2 v
d2 u dv
d3 u
d3 v
+3 2 +3 2
+v 3
3
dx
dx dx
dx dx
dx

(G-29)

G.3 DEFINITION OF A DERIVATIVE

d
dy
=
f x = f  x = y
dx
dx
f x + x f x
 y = f x
= lim
x
0

(G-30)

n n 1 n2 2
x h
2!
n n 1 n 2 n3 3
+
x h +
3!

(G-39)

(G-40)

MACLAURINS SERIES
Maclaurins series is a special case of Taylors series. If x = 0 and
h is replaced by x, then Taylors expansion becomes

(G-31)

f x = f 0 +

x2
x3
xn
x 
f 0 + f  0 + f  0 + f n 0 +
1!
2!
3!
n!
(G-41)

G.8 DIFFERENTIAL EQUATIONS

G.5 QUOTIENT RULE

SEPARATION OF VARIABLES

u dv
d u
v du
= dx 2 dx
dx v
v

(G-32)

df u du
d
f u =

dx
du
dx

Fonts used:Times & Universal 55 family

h3
n n 1 n 2 xn3 +
3!
and re-arranging gives the following.
+

x + hn = xn + nxn1 h +

G.4 PRODUCT RULE

du
dv
d
uv = V
+U
dx
dx
dx

h2
n n 1 xn2
2!

(G-33)

Margins:Top:3p6

Gutter:4p6

f x dy + g x dx = 0

(G-42)

Solve by direct integration



f y dy + gx dx = C

(G-43)

Font Size:9/10 pt

Text Width:41p6

Depth:65 Lines

Elsevier US

Job Code:CAPA

Chapter:0capaappG

22-12-2006

5:40 p.m.

Page:959

Trimsize:8.5 in11 in

APPENDIX G

EXAMPLE
REACTOR

959

VARIABLE SEPARABLE

CONTINUOUS FLOW STIRRED TANK

f y
u

dy
+ F x = 0
dx

(G-51)

or
f y dy + F x dx = 0

(G-52)

in which Fx is a function of x only, and fy a function of y only.

The general solution is


f y dy + F x dx = C
(G-53)

CO
u

EXAMPLE
C

Solve the differential

VR

xdy + ydx = 0
u =
VR =
CO =
C =
T =

dividing by xy,

flow rate, L/s

volume of tank, L
inlet concentration, g/L
tank and outlet concentration, g/L
time, s.

dy dx
+
=0
y
x
 dy  dx
+
=0
y
x

Determine C as a function of time.

Step 1 A mass balance on tank

u CO C dt = VR dC

(G-55)
(G-56)

ln y + ln x = C1

ln y + ln x = ln C
(G-44)

(G-58)

giving
xy = c

Separate C and t and integrate

dC
u 
=
dt
CO C
VR

(G-57)

where the constant C1 = ln C

Mass in Mass out = Accumulation in tank

Step 2

(G-54)

(G-59)

1
used to multiply throughout to separate the variables
xy
is called an integrating factor.
The factor

(G-45)

G.9 LINEAR EQUATIONS

ut
ln CO C =
+ ln A
VR

(G-46)

dy
+ Py = Q
dx

or
ln C CO  =

ut
+ ln A
VR

(G-47)

ut

C CO = Ae VR

(G-48)

Step 3 Determine A using the boundary condition

t = 0, C = Ci , therefore A = Ci CO
Step 4. The final solution is
C CO = Ci CO  e

Differentiating ye


(G-49)

or
ut

C = CO + Ci CO  e VR

(G-50)

Margins:Top:3p6

Gutter:4p6

(G-60)

is called a linear differential equation where P and Q are constants

or functions of x only.
Multiplying
such an equation throughout by the integrating

factor e Pdx gives an equation that can be solved.




dy
+ Py = Qe Pdx
(G-61)
e Pdx
dx

ut
VR

Fonts used:Times & Universal 55 family

An equation of the form

Pdx

Pdx

gives


dy
+ e Pdx Py
dx

(G-62)

which is the left-hand side of the equation.

Therefore the solution is
 


Qe Pdx dx
ye Pdx =

Font Size:9/10 pt

Text Width:41p6

(G-63)

Depth:65 Lines

Elsevier US

Job Code:CAPA

Chapter:0capaappG

22-12-2006

5:40 p.m.

Page:960

Trimsize:8.5 in11 in

960 ANALYTICAL TECHNIQUES

EXAMPLE

G.12

Solve the equation

f s

dy
+ 2y = 0
dx
Integrating Factor IF = e

(G-64)


Pdx

=e

2dx

= e2x

(G-65)

Multiplying the equation by this integrating factor e2x gives

e2x

dy
+ 2e2x y = 0
dx

(G-66)

Integrating this equation gives

ye = A
2x

(G-67)

where A is a constant.
Therefore, the solution is
y = Ae2x

(G-68)

G.10 EXACT DIFFERENTIAL EQUATION

N
M
=
then Mdx +
If M and N are functions of x y and
y
x
N dy = 0 is an exact differential equation, the solution of which is

 
 M 
Mdx +
N
dx dy + C = 0
(G-69)
y
or

TABLE OF LAPLACE TRANSFORM


 
 N 
N dy +
M
dy dx + C = 0
x

f t

1
s
1
s2
1
n = 1 2 
sn
1
sa
1

(G-70)

(G-71)

First construct and solve the auxiliary equation

(G-72)

If the auxiliary equation has distinct real roots m1 and m2 , then the
solution is
(G-73)

If the auxiliary equation has complex roots, m1 + im2 and m1 im2 ,

then the solution is:
(G-74)

If the auxiliary equation has two roots equal to m, then the solution is
y = Ax + B emx

Fonts used:Times & Universal 55 family

(G-75)

Margins:Top:3p6

1
tn1 eat
n 1!
1
sin at
a
cos at
1 at
e sin bt
b
eat cos bt

0
when 0 < t < k
t k when t > k

s a2 + b2
eks
s2

df t
dt
d2 f t
dt2

s2 f s sf 0 f  0

s b + a2
sb

y = em1 x A cos m2 x + B sin m2 x

teat

+ b2

G.11 HOMOGENEOUS SECOND ORDER LINEAR

DIFFERENTIAL EQUATION WITH CONSTANT
COEFFICIENTS

y = Aem1 x + Bem2 x

eat

s a
s a
2

n!
where n is an integer
sn+1
 n
n is not an integer
sn+1
1

m + am + b = 0

tn1
n 1!

s a2
1
n = 1 2 
s an
1
2
s + a2
s
s2 + a2
1

M
N
=
is not satisfied, there exists a function
y
x

M 
N 
=

x y =
such that
y
x

sf s f 0

If the condition

dy
d2 y
+ a + by = 0
dx2
dx

Gutter:4p6

tn
tn
ebt sin at
a

ebt cos at

s b2 + a2

sn f s sn1 f 0 + sn2 f  0

+ + sf n2 0 + f n1 0

dn f t
dtn

where f  0  f  0  f n1 0 are the values of the first, second,
up to the (n1)th derivative of the function when the independent
variable is zero.
G.13 CUBIC EQUATIONS
ax3 + bx2 + cx + d = 0

(G-76)

This reduces by the substitution

x = y

b
to y3 + py + q = 0
3a

(G-77)

where



c
 b 2
1
3

p=
3
a
a

Font Size:9/10 pt

(G-78)

Text Width:41p6

Depth:65 Lines

Elsevier US

Job Code:CAPA

Chapter:0capaappG

22-12-2006

5:40 p.m.

Page:961

Trimsize:8.5 in11 in

APPENDIX G

  
 
 

b 3
c
d
1
b
2
+ 27
q=
9
27
a
a
a
a

(G-79)

D = 0 there are three real roots of which at least two are equal
D < 0, trigonometric formulas of the roots are


y1 = u + v
u + v u v
+
i 3
y2 =
2
2
u + v u v

i 3
y3 =
2
2
p
3 q
2
D=
+
3
2


q
q
+ D v= 3
D
u= 3
2
2

(G-80)
(G-81)
(G-82)

D > 0 there are one real and two conjugate imaginary roots

Margins:Top:3p6

p
cos
3
3



+
p
cos
y2 = 2
3
3




p
y2 = 2
cos
3
3
y1 =

If a, b, c, and d are real and if

Fonts used:Times & Universal 55 family

961

Gutter:4p6

(G-83)
(G-84)
(G-85)

The value of is calculated from the expression

q/2
cos =   
p3 
27

Font Size:9/10 pt

(G-86)

Text Width:41p6

Depth:65 Lines