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MATEMATIKA II
(MATHEMATICS II)
Stavebn fakulta
MATEMATIKA II
(MATHEMATICS II)
Stavebn fakulta
Aim
To provide theoretical knowledge required for studying specialized subjects and to apply obtained knowledge to the solution of technically oriented
problems basically using integral calculus and differential equations.
The aim of the module is to familiarize students with the necessary mathematical theory and its applications. At the beginning of each chapter are
definitions of some terms and their properties required to solve the problems. As the publication is designed as a collection of problems, it neither contains
definitions of all notions and terms nor proofs of mathematical theorems. The publication also includes solved examples and problems for solving and
self-assessment according to the following content.
1. Function of several variables
2. Indefinite integral
3. Definite integral
4. Differential equations
5. Double integral
Prerequisities
Introduction 2
Modern vzdelvanie pre vedomostn spolonos
Projekt je spolufinancovan zo zdrojov E
MATEMATIKA II
(MATHEMATICS II)
Stavebn fakulta
MATEMATIKA II
(MATHEMATICS II)
Stavebn fakulta
Aim
To provide theoretical knowledge required for studying specialized subjects and to apply obtained knowledge to the solution of technically oriented
problems basically using integral calculus and differential equations.
The aim of the module is to familiarize students with the necessary mathematical theory and its applications. At the beginning of each chapter are
definitions of some terms and their properties required to solve the problems. As the publication is designed as a collection of problems, it neither contains
definitions of all notions and terms nor proofs of mathematical theorems. The publication also includes solved examples and problems for solving and
self-assessment according to the following content.
1. Function of several variables
2. Indefinite integral
3. Definite integral
4. Differential equations
5. Double integral
Prerequisities
Introduction 2
Chapter 1. (Function of several variables)
Mission
Show to students the real function of two or several real variables, generally, its properties, so-called partial derivative as a way to calculate derivatives
in this case using calculus of one real functions of one real variable. Giving to students the basics of vector analysis, i.e. calculus of vector function,
both, its properties and derivatives.
Objectives
1. Learning to determine the domain of function, mainly of two (or three variables respectively) focused on its geometric interpretation in the plane (or
space respectively).
2. Learning to calculate partial derivatives of functions of several variables, as well as the composed functions and higher order partial derivatives.
3. Being able to apply the knowledge obtained from the previous point to calculate the equation of the tangent plane and its normal line to the graph
of the function of two variables as well as the local, and global extremes as well as extremes with respects to given sets.
4. Discover the concept of implicit function in the case of functions of one, or two variables, respectively, knowing calculate its derivative or partial
derivatives, respectively and apply them to determine the equations of tangents and normals or tangent plane and normal line to the graph of a
function, respectively.
5. Understand concepts such as vector function, directional derivatives, gradients, divergence and rotation and apply them to know the role of vector
analysis.
Prerequisite knowledge
differential calculus of the one function of the one real variables, analytical geometry, linear algebra
The subject of our further study will be a set of n- real numbers and real function, which can be defined on this set. Terms such as domain, boundedness,
operations between functions, continuity or limits are equivalent concepts for real functions of one real variable and their definitions are very similar.
Graph of the function of n variables is generally very difficult to see, because our imaging resources are quite limited. And therefore normally only chart
shows the graph of the function of one or two variables. It is still possible to easily view domain of the function of three variables simultaneously and it
is already everything that concerns our ability of the geometric visualization, since our existence in this world is given by the three-dimensional space.
Therefore, the practical problems encountered in this chapter include (with few exceptions), just a function of two variables. The term derivative of the
real function of several variables is limited to the term so called partial derivative, and its calculation proceeds the same way as in the case of functions
of one variable.
A set of all n real numbers is called as n-dimensional Euclidean space En , if for each couple of the sets of n-real numbers A[a1 , a2 , ..., an ] and
B[b1 , b2 , ..., bn ] is given following value: v
u n
uX
%(A, B) = t (ai bi )2 ,
i=1
Solution.
The domain is possible to determine from inequality 16 x2 y 2 z 2 > 0, or x2 + y 2 + z 2 < 16. the domain is created by the set of all points of X,
which satisfy following condition %(O, X) < 4, what represents the interior of sphere with midpoint O[0, 0, 0] and radius equals 4 geometrically.
Function of several variables Partial derivatives of the 1-st order of the function of several variables.
The term derivative of the real function of several variables is limited to a term so called partial derivatives, in computing which proceed in the same way
as in the case of functions of one variable. If we calculate derivatives with respect of one variable follow to fact that all other variables are considered
constant.
Lets given function f (x1 , x2 , ..., xn ) defined in neighbourhood of the point A[a1 , a2 , ..., an ]. If there exist a finite limit
f f (a1 , ..., ai1 , xi , ai+1 , ..., an ) f (a1 , ..., ai , ..., an )
= lim
xi A x i ai x i ai
then its value is called the partial derivative of f (x1 , x2 , ..., xn ) with respect to xi at point A It is denoted by: x f
i
, fx(A)
i
, fx0 i (A).
A
Similarly we calculate zy0 . The variable x we considered constant. We calculate again derivatives of z only with respect one variable y. Thus
y
Excercise 3. Lets find partial derivatives of the 1-st order of the function z = e x at point A[1, 0].
Solution.
The partial derivatives of the 1-st order are calculated as:
y
zx0 = e x xy2 ,
y y
zy0 = e x x1 = x1 e x .
After substitution of the coordinates of the point A we have zx0 (A) = 0, zy0 (A) = 1.
Problems.
In problems 29 - 61 calculate partial derivatives of the 1-st order of the given functions.
3 x
29. z = x4 + y 4 4x2 y 2 . 30. z = x2 y + xy 4 . 31. z = y2
.
32. z = x2 2 . 33.
2
z = cosyx . 34. z = x sin(x + y).
x +y
35. z = xy . 36. z = ln(x + y 2 ). 37. z = arctg xy .
38. u = ( xy )z . 39.
y
u = xz . 40. z = ln(x + ln y).
2
4 2
41. z = 3x y 5xy + 2y. 42. z = x 3 y + y x . 43. u = xy .
z
44. u = x3 y 2 z xy 2 z 3 . 45. z = (5x y)4 . 46. z = xyp2 xy + 2 x.
xy
47. z = yx . 48. z = exy . 49. z = x x2 + y 2 .
50. z = ln(x yex ). 51. u = x2 ey sin z. 52. z = (sin x)cos y .
53. u = z sin(xyz)p y cos(yz) + sin(xz).
54. z = ln(x + x2 + y 2 ).
55. z = xyesin(xy) .
Lets given the function of two variables z = f (X) = f (x, y), with its continual partial derivatives of the 1-st order at point A[a1 , a2 ] . Then total
differential of the function f (X) at point A is defined as
f (A) f (A)
df (A, X) = (x a1 ) + (y a2 ),
x y
or generally
f f
dz = dx + dy.
x y
To calculate the approximate true relationship we use
f (X) f (A) + df (A, X).
If the graph of the function z = f (x, y) is given and moreover f (x, y) is differentiable function, then the tangent plane to this graph at point M [x0 , y0 , z0 ]
is given by following equation
f (M ) f (M )
(x x0 ) + (y y0 ) (z z0 ) = 0.
x y
x = x0 + fx
(M )
t,
f (M )
y = y0 + y t,
z = z0 t.
x
Excercise 5. Lets calculate total differential of function z = y2
at point A[1, 1].
Solution.
First zx0 = 1
y2
and zy0 = 2x
y2
. After substitution zx0 (A) = 1 and zy0 (A) = 2. Then
Excercise 7. Lets find the algebraic representation both, of the tangent plane and normal line to graph of the function z = x2 +y 2 at point M [1, 2, 5].
Solution.
First, lets calculate the partial derivatives of the 1-st order at point M . We have zx0 (M ) = 2, zy0 (M ) = 4. Then the algebraic representation of the
tangent plan we can write as
or
2x 4y z 5 = 0,
Problems.
In problems 64 - 69 find total differential of given functions. p
64. z = x2 2xy + y 2 . 65. z = ln x2 + y 2 . 66. z = ln cotg xy .
xy
67. z = ex ln y. 68. z = arctg 1+xy . 69. u = sin(3x 2y + 5z).
In problems 70 - 78 find total differential of given functions at point A.
70. z = x2xy , A[3, 1]. 71. z = arcsin xy , A[1, 3].
qy2
72. u = z xy , A[1, 1, 1]. 73. z = x arctg(2y), A[1, 12 ].
74. u = x2 y + 2y 2 z + 3z 2 x, A[1, 0, 1].
75. z = x3 + 2xy 2 y 3 , A[2, 1], dx = 0, 1, dy = 0, 2.
2
76. z = ex y , A[1, 1], dx = 0, 15, dy = 0, 05.
77. z = arctg xy , A[1, 2], dx = 0, 05, dy = 0, 01.
78. u = 2x sin y arctg z, A[2, 2 , 0], dx = 0, 03, dy = 0, 02, dz = 0, 04.
In problems
p 79 - 84 lets find approximate value of the terms.2,01
79. p3, 032 + 4, 012 . 80. 1, 05 . 81. sin 151 cotg 41 .
82. 1, 023 + 1, 973 . 83. 0, 971,05 . 84. sin 29 tg 46 .
85. Find the approximate change both, in the diagonal and the surface area of a rectangle with sides x = 12 m, y = 9 m, if the first side is increased
by 2 cm and second is decreased by 4 cm.
86. There are given height of the cone h = 15 cm and its radius of the base r = 8 cm. Find the approximate change of the volume of this cone, if
the height is decreased by 0, 3 cm a radius of the base is increased by 0, 2 cm.
87. By deformation of the cylinder its radius is increased from 2 dm to 2, 05 dm, and its height is decreased from 10 dm to 9, 8 dm. Find the
approximate change of the volume of this cylinder.
Derivative of a composite function was in case of a function of one variable, a very important practical proposition. Even in the case of functions of
more variables can it be decomposed into several components of the original function, which can be derivative separately. The structure functions can
be varied. We discuss now some of their variants.
A. If z = f (x, y) and x = (t) and y = (t), then z = f ((t), (t)) is a composed function of one variable t. If functions f , and are differentiable,
then is differentiable the composed function too and we have
dz z dx z dy
= + . (1.1)
dt x dt y dt
Especially, if t = x, we get
dz z z dy
= + . (1.2)
dx x y dx
dz
Excercise 8. Lets calculate dt
of the function z = ex2y , where x = sin t, y = t3 .
Solution.
Using (1.1) we have
dz
Excercise 9. Lets calculate dx
of the function z = arctg(xy), where y = ex .
Solution.
Using (1.2) we get
dz 1 1 ex +xex
dx
= 1+x2 y 2
y + 1+x2 y 2
xex = 1+x2 e2x
.
B. If z = f (x, y) and x = (u, v) and y = (u, v), then if functions f , and are differentiable, then is differentiable the composed function too and
we have
z z x z y
= + , (1.3)
u x u y u
z z x z y
= + . (1.4)
v x v y v
Excercise 10. Lets prove, that function z = arctg xy , where x = u + v, y = u v satisfies the equation
z z uv
+ = 2 .
u v v + u2
Solution.
Using (1.3) and (1.4) we have
z 1 1 1 x x+y v
u
= 2 y
+ 2 y2
= x2 +y 2
= u2 +v 2
,
1+ x2 1+ x2
y y
z 1 1 1 x x+y u
v
= 2 y
+ 2 y2
= x2 +y 2
= u2 +v 2
,
1+ x2 1+ x2
y y
thus
z z v u uv
u
+ v
= v 2 +u2
+ v 2 +u2
= v 2 +u2
.
96. z = x y, ak x = ln t, y = 1 + et .
97. z = xy , ak x = et , y = 1 e2t .
z dz
In problems 98 - 103 calculate x and dx .
y 2
98. z = arctg x , ak y = x . 99. z = ln(ex + ey ), ak y = x3 .
2
100. z = arctg x+1 y
, ak y = e(x+1) . 101. z = xey , ak y = (x).
102. z = ln(x2 + y 2 ), ak y = (x). 103. z = xy , ak y = (x).
z z
In problems 104 - 109 calculate x and y .
2 2
104. z = u + v , u = x + sin y, v = ln(x + y).
105. z = u2 v v 2 u, u = x cos y, v = x sin y.
x
106. z = uv , u = ln(x y), v = e y .
107. z = u2 ln v, u = xy , v = 3x 2y.
u
108. z = ue v , u = x2 + y 2 , v = xy.
2
109. z = uv , u = x 2y, v = y + 2x.
In problems 110 - 112 calculate partial derivatives of the 1-st order of the following functions.
110. z = f (x2 y 2 , exy ). 111. z = f (xy + xy ). 112. z = f (x + y, x y).
As with function of one variable, for its derivation we can look back an consider it as some other function, such as in the case of functions of several
variables. The only one difference is in the fact that we have partial derivatives, which are independent of each other and hence opportunities to develop
other partial derivatives is suddenly much more. The number of combinations increases exponentially. Under certain theoretical assumptions, on the
other hand, some combinations can be the same.
fx00i xj = fx00j xi .
Problems.
In problems 113 - 127 calculate partial derivatives of the 2-nd order of the given functions.
113. z = xy + xy . 114. z=p xy .
y2
115. z = 1+5x . 116. z = 3xy + x2 .
117. z = ln(s3 + t). 118. z = x3 3x4 y + y 5 .
1
119. z = 3xy . 120. z = e2y sin x.
121. z = xy + cos(x y). 122. z = x sin(x + y) + y cos(x + y).
123. z = arctg xyx+y
. 124. z = exy .
cos2 y
y
125. z = x . 126. z=x y+ 3 x.
A. Lets consider a function f (X) = f (x1 , x2 , ..., xn ), with its continued partial derivatives of the 2-nd order. Lets denote
aij = aji = fx00i xj (A).
When searching for local extremes proceed as follows:
A. Calculate partial derivatives of the 1-st order fx0 1 , fx0 2 , ..., fx0 n .
B. Solve the system of equations fx0 1 = 0, fx0 2 = 0, ..., fx0 n = 0. Solutions are stationary points.
a11 a12 a13
a11 a12
C. If at some stationary point A are values a11 > 0, > 0, a21 a22 a23 > 0, ... (it means, all sub-determinants are positive), then at
a21 a22
a31 a32 a33
point A the function f has a local minimum.
a11 a12 a13
a11 a12
If at some stationary point A are values a11 < 0, > 0, a21 a22 a23 < 0, ... (regularly sign changes), then at point A the function
a21 a22
a31
a32 a33
f has a local maximum.
So it is clear, that at point A[1, 4] exist a local minimum of the given function and z(1, 4) = 21.
B. Lets consider function z = f (x, y) and lets find its local extreme with respect to a set g(x, y) = 0. We proceed as follows:
A. If from equation g(x, y) = 0 is possible determine some variable, we calculate it and substitute to origin function. In next step we find local
extreme of the function of one variable only.
B. If this process from previous point is impossible to do, we arrange so called Lagrange function
and we find local extreme of this new function. Stationary points with connected parameter is possible to determine from following equations:
Excercise 13. Find local extreme of the function z = 6 4x 3y with respect to a set x2 + y 2 = 1.
Solution.
Arrange Lagrange function and calculate its partial derivatives of the 1-st order
Problems.
In problems 129 - 151 determine local extremes of the following functions.
129. z = 1 + 6y y 2 xy x2 . 130. z = x2 + y 2 xy x y + 2.
131. z = x2 + y 2 + xy 6x 9y. 132. z = 4 (x 2)2 (y + 3)2 .
133. u = 5 + 6z 4z 2 3t2 . 134. z = 2x2 6xy + 5y 2 x + 3y + 2.
135. z = x2 2y 2 3x + 5y 1. 136. z = x2 y 2 + 2x 2y.
137. z = x2 + (y 1)2 . 138. z = x3 + y 3 18xy + 215.
2 2
2 3
139. z = 27x y + 14y 69y 54x. 140. z = ex y (2y 2 + x2 ).
141. z = 5xy + 25 x
+ y8 , x > 0, y > 0. 142. z = x2 (y 1)2 .
143. z = xy + x + y x2 y 2 + 2. 144. z = x2 + y 2 xy 2x + y.
3 2
145. z = x 3xy + y + y 7. 146. z = 6xy x3 y 3 .
147. z = e2x (x + y 2 + 2y). 148. z = e2x+3y (8x2 6xy + 3y 2 ).
50 20
149. z = xy + x + y . 150. z = 2x3 + xy 2 + 5x2 + y 2 .
2 3
151. z = 3x y + y 18x 30y.
In problems 152 - 159 determine local extremes of the following functions with respect to given sets.
152. z = x2 + y 2 , 2x y + 5 = 0. 153. z = xy, x + y = 1.
1 1 1 1 1
154. z = x + y , x2 + y2 = 4 . 155. z = x + 12 y, x2 + y 2 = 1.
156. z = x2 + 12xy + 2y 2 , 4x2 + y 2 = 25. 157. z = x + y, x12 + y12 = 12 .
158. z = 9 8x 6y, x2 + y 2 = 25. 159. z = 8 2x 4y, x2 + 2y 2 = 12.
There are situations where it is not possible from the equation explicitly express one variable as a function of one or more variables, although we show
that the certain set can be such function defined. Then we talk about the function given by implicit form. With such expressed functions as a result of
any procedure we often meet, for example the analytical expression of the results of solving ordinary differential equations, which will be the subject of
study in one of the next chapter.
00 0 00 0 2
Fxx + 2Fxy y + Fyy y
y 00 = (1.6)
Fy0
Excercise 14. Lets determine both derivatives, y 0 and y 00 of the function y given implicitly by equation x2 2xy y 2 16 = 0 with point A[4, 0].
Solution.
Calculate firstly both, partial derivatives of the 1-st and 2-nd order. We have:
Fx0 = 2x 2y, Fy0 = 2x 2y,
00 00 00
Fxx = 2, Fxy = 2, Fyy = 2.
Partial derivatives are continuous across the all considered area and because Fy0 (A) = 8 6= 0, using both, (1.5) and (1.6) we get:
2x2y
y 0 = 2x2y = xy
x+y
,
xy xy 2
24 2( x+y ) 2 2
y 00 = x+y 2x2y
= 2y +4xy2x
(x+y)3
.
B. Lets consider an equation F (x1 , x2 , ..., xn , y) = 0, with its point A[a1 , a2 , ..., an , an+1 ]. If function F (x1 , x2 , ..., xn , y) is in the neighbourhood of the
point A continuous and moreover exist continuous partial derivatives of the 1-nd order, where Fy(A) 6= 0, then using equation F (x1 , x2 , ..., xn , y) = 0 is
determined an implicit function y = f (x1 , x2 , ..., xn ) in the neighbourhood of the point A. For its partial derivatives holds:
f F0
= x0i . (1.7)
xi Fy
Excercise 15. Lets determine derivatives of the 1-st order of the function z given implicitly by equation 4x2 + 2y 2 3z 2 + xy yz + x 4 with point
A[1, 1, 1].
Solution.
Calculate firstly partial derivatives. We have:
zx0 = 8x+y+1
6zy
= 8x+y+1
6z+y
,
4y+xz 4y+xz
zy0 = 6zy = 6z+y .
C. Lets consider an equation of the surface in implicit form F (x, y, z) = 0, then the equation, represent the tangent plane to this surface at point
M [x0 , y0 , z0 ] is possible write in form:
Fx0 (M )(x x0 ) + Fy0 (M )(y y0 ) + Fz0 (M )(z z0 ) = 0. (1.8)
Parametric representation of normal line to considered tangent line is possible write in form:
x = x0 + Fx0 (M )t,
y = y0 + Fy0 (M )t, (1.9)
z = z0 + Fz0 (M )t.
Excercise 16. Lets determine an representation of the tangent plane and its normal line to graph of the function given implicitly x2 y 2 + z 2 6 = 0
at point A[1, 2, 3].
Solution.
We have Fx0 (A) = (2x)A = 2, Fy0 (A) = (2y)A = 4, Fz0 (A) = (2z)A = 6.
Using both, (1.8) and (1.9) we get following representation of the tangent plane
x 2y 3z 6 = 0,
In problems 186 - 193 calculate derivative y 0 of the function given implicitly by equation F (x, y) = 0.
186. xy ln(exy + exy ) + ln 2 = 0. 187. ex cos y + ey cos x 1 = 0.
188. xex y 2 xy = 0. 189. x2 2xy y 2 16 = 0.
190. x ln y y 2 = 0. 191. x y + 4 sin y = 0.
3
192. y 4xy + x = 0. 2 193. xy y x = 0.
In problems 194 - 197 calculate partial derivatives zx0 and zy0 at point A of the function given implicitly by equation F (x, y, z) = 0.
194. 3x2 4y 2 + 2z 2 xy + xz y = 0, A[1, 1, 1].
195. cos2 x + cos2 y + cos2 z 2 = 0, A[ 31 , 21 , 16 ].
196. z 4 4xyz 1 = 0, A[0, 2, 1].
197. xez yz xy 2 = 0, A[2, 1, 0].
In problems 198 - 205 calculate partial derivatives zx0 and zy0 of the function given implicitly by equation F (x, y, z) = 0.
198. 4x2 + 2y 2 3z 2 + xy yz + x 4 = 0. 199. x cos y + y cos z + z cos x 1 = 0.
z 2
200. e + x y + z + 5 = 0. 201. x3 + 2y 3 + z 3 3xyz 2y + 27 = 0.
202. sin xy + sin yz + sin zx 1 = 0. 203. z xy sin xz = 0.
204. z + ez xy 1 0. 205. arctg x + arctg y + arctg z 5 = 0.
206. Determine the equation of the tangent line and normal line at point T to the graph of the function y = f (x) given implicitly by equation
F (x, y) = 0.
a) x5 + y 5 2xy = 0, T [1, 1];
b) x2 y 2 + 2x 4y 6 = 0, T [1, 1];
c) 2x3 x2 y + 3x2 + 4xy 5x 3y + 6 = 0, T [0, 2];
d) x3 + y 3 2xy = 0, T [1, 1];
207. Determine the equation of the tangent plane and normal line to the graph of the function z = f (x, y) at point T given implicitly by equation
F (x, y, z) = 0.
a) x2 p y 2 + z 2 6 = 0, T [1, 2, 3];
b) 4 + x2 + y 2 + z 2 x y z = 0, T [2, 3, 6];
c) x2 + y 2 + z 2 49 = 0, T [2, 6, ?];
d) (z 2 x2 )xyz y 5 5 = 0, T [1, 1, 2];
The motivation for this part of the chapter is a number of physical applications, where we can find practical use of the following descriptions to describe
various physical phenomenons.
A. Scalar vector function. Lets M is a set of real numbers. Then a function f , which assigned for each number t from M a vector f (t) is called the
vector function of one real variable or scalar vector function. The set of M is called a domain of the function f and f (t) the value of the scalar vector
function f at value equals t.
Lets define in 3-D space rectangular coordinate system, then for vector function f holds:
or
f (t) : x = x(t),
y = y(t),
z = z(t),
where i, j, k are unit vectors. The function x(t) is called as 1-st component, the function y(t) as 2-nd component and the function z(t) as 3-th
component of the vector function f .
At considered rectangular coordinate system f (t) = x(t)i + y(t)j + z(t)k has a function its derivative f at value equals t0 if and only if exist derivatives
of the functions x(t), y(t) and z(t) at value equals t0 and holds:
Excercise 17. Lets determine the equation of the tangent plane and normal line to the curve f (t) : x = t4 , y = t 3t2 , z = t 1 at point T [1, 2, 0].
Solution.
First, lets determine a value t0 corresponding to point T . Since the point T lies on the curve f (t), next holds:
fx0 (A) = (y 2 yz)A = 1, fy0 (A) = (2xy xz)A = 0, fz0 (A) = (3z 2 xy)A = 11.
C. Gradient. Lets consider define a real function f (X) with its domain M , this situation is denoted as scalar field too. Lets consider define a real
function f (X) with its domain M , this situation is denoted as vector field.
Lets f (x) is a differentiable function at point A (in 3-D space). Then a gradient of the function f (X) at point A is called a vector grad f (A), which
satisfies following conditions:
grad f (A) = fx0 (A)i + fy0 (A)j + fz0 (A)k. (1.13)
Lets f is a differentiable function with its domain M . Then a gradient of the function f (X) (or gradient of the scalar field) f (X) is called a vector
function (with the same domain M ), which satisfies following conditions:
for each point X M . Lets f (X) is a differentiable function at point A In 3-D (or 2-D) space, respectively. Then for derivative of the function f (X)
at point A in direction determined by unit vector l holds:
df (A)
= grad f (A).l, (1.15)
dl
df (A)
dl
is a projection of the vector grad f (A) into vector l.
Excercise 19. Lets determine a gradient of the function f (x, y, z) = x2 + y 2 + z 2 at point A[2, 2, 1].
Solution.
First, calculate partial derivatives f at point A. We have
Problems.
In problems 208 - 219 determine the equation of the tangent and normal plane to the curve.
208. x = at, y = 21 at2 , z = 31 at3 , T [6a, 18a, 72a].
209. x = t, y = t2 , z = t3 , t0 = 1.
210. x = sin 2t, y = 1 cos 2t, z = 2 cos t, t0 = 4 .
211. x = t sin t, y = 1 cos t, z = 4 sin 2t , T [ 2 1, 1, 2 2].
212. x = 2 cos t, y = 2 sin t, z = 4t, t0 = 4 .
213. x = t2 , y = 1 t, z = t3 , T [1,0, 1].
214. x = 3 tg t, y = 2 cos t, z = 2 sin t, t0 = 4 .
215. x = t3 t2 5, y = 3t2 + 1, z = 2t3 16, t0 = 2.
216. x = z, y = z 2 , T [1, 1, 1].
217. x2 + y 2 + z 2 = 50, x2 + y 2 = z 2 , T [3, 4, 5].
218. y 2 + z 2 = 25, x2 + y 2 = 10, T [1, 3, 4].
219. x2 + y 2 + z 2 = 3, x2 + y 2 = 2, T [1, 1, 1].
220. Find a point on the curve x = t3 , y = t2 2t, z = 2t + t2 at which the tangent is parallel to the plane 2x 3y 3z 5 = 0.
221. Find a point on the curve x = 2t2 , y = 3t t3 , z = 3t + t3 at which the tangent is parallel to the plane 3x + y z + 7 = 0.
222. Find a tangent plane to graph of the ellipsoid x2 + 2y 2 + z 2 = 1, parallel to one another plane x y + 2z = 0.
223. Find a tangent plane to graph of the function x2 y 2 3z = 0 passing through point A[0, 0, 1] parallel to line x2 = y1 = z2 .
224. Find a tangent plane to graph of the ellipsoid 3x2 + 2y 2 + z 2 21 = 0 parallel to one another plane 6x + 4y + z = 0.
225. Find a tangent plane to graph of the function z = xy perpendicular to line x+2 2
= y+2
1
= z1
1
.
In problems 226 - 231 calculate derivative in the direction of vector I given function at given point, if
226. f (x, y) = 3x4 x2 y 3 + y 2 , A[1, 1] and vector I create to rectangular coordinates so the angles = 6 , = 3
227. f (x, y) = 3x2 6xy 4 + 11y 5 , A[1, 1] and vector I is determined by vector B A, where B[4, 5].
228. f (x, y) = 5x2 6xy + 10y 3 7, A[0, 1] and vector I = i.
229. f (x, y, z) = xy 2 + z 3 xyz, A[1, 1, 2] and vector I creates with the coordinate axis angles = 3 , = 4 , = 3 .
Self-assessment questions
1. Which one equivalent exist at the theory of function of one variable equivalent to the term closed or open set, respectively, which is defined in the
theory of function of several variables?
2. It is possible at the theory of function of several variables to define terms equivalent to term one-side limit (from the right and left) used in the theory
of function of one variable?
3. Which conditions much be satisfied for equality to mixed partial derivatives of higher order?
4. Under what conditions is sufficient for the calculation of global extremes functions of several variables simultaneously consider cases only local extremes
(or local extremes with respect to given sets)?
Conclusion
Since we live in three-dimensional space, all the events going on around us are physical point of view generally described functions of several variables.
Therefore, it is important to study not only the real functions of one real variable, but several variables. Knowledge acquired in this chapter are necessary
for studying other chapters of mathematical analysis, working with functions of several variables that have an irreplaceable role in describing and solving
physics problems in engineering practice.
Bibliography
Answers to self-assessment questions (if you are not able to formulate this answers), as well as many other answers can be found in the recommended
literature.
(x2 +y 2 ) 3
(x2 +y 2 )3
33. zx0 = 2x sin
y
x
, zy0 = cosx
y2
34. zx0 = sin(x + y) + x cos(x + y), zy0 = x cos(x + y) 35. zx0 = yxy1 , zy0 = xy ln x
y
36. 0 1 0
zx = x+y2 , zy = x+y2 2x 37. zx0 = x2 +y 0 x
2 , zy = x2 +y 2
z z z
38. u0x = xz ( xy ) , u0y = yz ( xy ) , u0z = ( xy ) ln xy 39. u0x = yu 0
xz , uy =
u ln x 0 yu
z , uz = z 2 ln x
40. zx0 = x+ln1 0 1
y , zy = y(x+ln y) 41. zx0 = 12x3 y 5y 2 , zy0 = 3x4 10xy + 2
2
yz
42. zx0 = 3 y 2xyx , zy0 = 3 x
3 y2 +
2y
x 43. u0x = x u, u0y = zy (z1) u ln x, u0z = y z u ln x ln y
2x2 +y 2 xy
48. zx0 = yexy , zy0 = xexy 49. zx0 = 0
, zy =
x2 +y 2 x2 +y 2
x
1ye ex
50. zx0 = xyex , zy0 = xyex
51. u0x = 2xe sin z, u0y = x2 ey sin z,
y
u0z = x2 ey cos z
cos y1 cos y
52. zx0 = cos x cos y(sin x) , zy0 = sin y ln sin x(sin x)
53. u0x = yz 2 cos(xyz) + z cos(xz), u0y = xz 2 cos(xyz) cos(yz) + yz sin(yz), u0z = sin(xyz) + xyz cos(xyz) + y 2 sin(yz) + x cos(xz)
54. zx0 = 21 2 , zy0 = 2 2 y 2 2 55. zx0 = ( x1 + y cos(xy))z, zy0 = ( y1 + x cos(xy))z
x +y x +y +x x +y
y y x4 +3x2 y 2 2xy 3 4 2 2
y 2x3 y
56. zx0 = e x (1 xy ), zy0 = e x 57. zx0 = (x2 +y 2 )2
, zy0 = y +3x
(x2 +y 2 )2
58. zx0 = y xy 0 ln x xy
2x(1+xy ) , zy = 2(1+xy )
59. zx0 = x22y 0 2x
y 2 , zy = x2 y 2
u ln(y tg z) 10 10 10
60. u0x
= x , u0y = u ln
= x
y , u0z u ln x
cos z sin z 61. u0x = 22y 2 (2xy 2 + z 3 ) , u0y = 44xy(2xy 2 + z 3 ) , u0z = 33z 2 (2xy 2 + z 3 )
x y
64. df = 2(x y)dx + 2(y x)dy 65. df = x2 +y 2 dx + x2 +y 2 dy
x3 y4 z+7
b) 17x + 11y + 5z 60 = 0, 17 = 11 = 5 ;
y2
c) 2x y + z 3 = 0, x1 2 = 1 = 1 ;
z3
y3
d) x + 6y + 4z 31 = 0, 1 = 6 = z2
x5
4 ;
y2 2
e) 2e x + e y z 3e = 0, 2e2 = e2 = ze
2 2 2 x1
1 ;
x 1 z 18
f) 80x + 17y 16z 52 = 0, 804 = y217 = 16 ;
x y1 z
g) x y + z = 0, 1 = = 1 ;
y1
h) x + y + z 3 = 0, x1 z1
1 = 1 = 1 ;
i) 2x z 2 = 0, x1 z
2 = 1 , y = 0.
92. cos 2t 93. 2tcos t
sin t
+ sin t
94. 0 t 95. 12t6 ln t1 ln t
96. 2+e2t
(2+t ln t)
1+et
97. et et
2 2
2x 2x2
107. zx0 = 2x 3x 0
y 2 ln(3x 2y) + y 2 (3x 2y), zy = y 3 ln(3x 2y) y 2 (3x2y)
x2 +y 2 2 2 x +y
x4 y 4 +2x3 y 4 4 3
108. zx0 = e xy
x2 y , zx0 = e xy y xxy+2xy 2
00 00 00
118. zxx = 6x 36x2 y, zxy = 12x3 , zyy = 20y 3
00 2 00 1 00 2
119. zxx = 3x2 y , zxy = 3x2 y2 , zyy = 3xy3
00 00 00
120. zxx = e2y sin x, zxy = 2e2y cos x, zyy = 4e2y sin x
00 00 00
121. zxx = cos(x y), zxy = 1 + cos(x y), zyy = cos(x y)
00 00 00
122. zxx = (2 y) cos(x + y) x sin(x + y), zxy = (1 y) cos(x + y) (1 + x) sin(x + y), zyy = (2 + x) sin(x + y) y cos(x + y)
x2 y 2
123. 00
zxx = 2xy
v 2 , zxy =
00 00 2xy
v 2 , zyy = v 2 , v = x + y
2 2
00 00 00
124. zxx = y 2 exy , zxy = (1 + xy)exy , zyy = x2 exy
2 cos2 y 2 cos 2y
125. 00
zxx = x3 , zyy = 00
x , zxy = sinx22y
00
126. 00
zxx = 4y7 , zyy 00
= x
, zxy 00
= 2 1
y 3x 34
1
9x 3 4 y3
2 2
x 2xy
127. 00
zxx = (x22xy
+y 2 )2
00
, zxy = (xy2 +y 00
2 )2 , zyy = (x2 +y 2 )2
4y2x 2
0 1
191. y = 14 cos y 192. y 0 = 3y 2 4x 193. 0 y 1ln x
y = x2 1ln y
194. 56 ,
2 195. 1, 0 196. 2, 0
197. 0, 4 198. zx0 = 8x+y+1
6z+y , zy
0
= x+4yz
6z+y
2
199. zx0 = zcos
sin xcos y 0
xy sin z , zy =
x sin ycos z
cos xy sin z 200. zx0 = e2xy 0 x
z +1 , zy = ez +1
2 2 y cos xy+z cos xz
201. zx0 = x yz 0 6y 3xz2
xyz 2 , zy = 3(xyz 2 )
202. zx0 = 0
x cos xz+y cos yz , zy = xx cos xy+z cos yz
cos xz+y cos yz
y
203. zx0 = y sin xz+xyz cos xz
1x2 y cos xz , zy0 = 1xx sin xz
2 y cos xz 204. zx0 = 0 x
ez +1 , zy = ez +1
206. a) x + y 2 = 0, x y = 0;
b) 2x y 3 = 0, x + 2y + 1 = 0;
c) x + y 2 = 0, x y = 0;
d) x y = 0, x + y 2 = 0.
y2
207. a) x 2y 3z 6 = 0, x1 1 = 2 = 3 ;
z+3
x2 y3 z6
b) 5x + 4y + z 28 = 0, 5 = 4 = 1 ;
y+6 y+6
c) 2x 6y + 3z 49 = 0, x2 z3
4 = 12 = 6 , 2x 6y 3z 49 = 0,
x2
4 = 12 = z+3
6 ;
y1
d) 2x + y + 11z 25 = 0, x1 2 = 1 = 11 ;
z2
x1 y1 z1
e) x + y 2z = 0, 1 = 1 = 2 ;
y2
f) 5x + 11y + z 18 = 0, x+1 5 = 11 = 1 ;
z1
x2 y1
g) x + 2y 4 = 0, 1 = 2 , z = 0;
y2
h) x + y 4z = 0, x21 = 1 = 4 .
z1
210. 2y z 1 = 0, y1 z1
2 = 1 , x 1 = 0
x
2 +1
211. x + y + 2z 2 4 = 0, 1 = y11 =
z2
2
2
y1 y
212. x y 4z + 4 = 0, x1
1 = 1 = 4
z
213. 2x y + 3z 5 = 0, x1 2 = 1 = 3
z1
x3 y1 z1 x+1 y13 z
214. 6x y + z 18 = 0, 6 = 1 = 1 215. 2x + 3y + 6z 37 = 0, 2 = 3 = 6
y1 y+4
216. x 2y + z + 4 = 0, x+1
1 = 2 = 1
z+1
217. 4x + 3y = 0, x3 4 = 3 , z+5=0
y3 y1
218. x1
12x 4y + 3z 12 = 0, 12 = 4 = z4 3 219. x1
x y = 0, 1 = 1 , z 1 = 0
220. (0, 0, 0), (8, 0,q
8) 221. (0, 0, 0), (8, 2, 14)
222. x y + 2z 11 2 =0
223. 4x 2y 3z 3 = 0
224. + 4y + z 21 = 0
6x 225. 2x + y z 2 = 0
226. 7 3 2, 5 227. 24, 8
228. 6 229. 5
230. 4 231. 52
38
232. (2x 6y 10)i + (2y 6x 2)j 233. (2x 2y + 4)i + (2y 2x 8)j
234. 21 2 (xi + yj) 235. ex+y+z [(1 + yz)i + (1 + xz)j + (1 + xy)k]
x +y
1
236. 1+(x2 +3y 2 +z 3 )2
(2xi + 6yj + 3z 2 k) 237. (2x y z)i + (4y x + z)j + (6z x + y)k
4
238. 49 (2, 3) 239. (0, 21 )
1 2
240. (0, 1, 2) 241. 3i + 3j
7i4j4k
242. 15i + 9j 3k 243. 81
244. 10i + 8j 245. 7i j + 13k
246. = 2 247. =0
248. (0, 1), (2, 1)) 249. = 2
Explain students concepts as antiderivative and indefinite integral, the fundamental formulas for the integration of real function of one real variable and
teach students various methods and techniques of integration.
Objectives
1. Understand the concepts of antiderivative and indefinite integral, learn the basic formula for integrating and be able to apply them to solve simple
problems.
2. Learning to use both, the substitution method and method by parts as two basic methods used for finding any antiderivative.
3. Being able to integrate all types of so called partial fractions and then manage the integration of rational functions of fraction decomposition method
into partial fractions.
4. Learn the methods of integrating certain types functions containing square root (or higher) and finally, trigonometric functions.
Prerequisite knowledge
differential calculus of the function of one real variable, linear algebra, algebraic equations
In this chapter we first introduce the notion of antiderivative and indefinite integral and basic formulas and rules for calculating the antiderivative or
indefinite integral, respectively. Then we will discuss next methods for finding the antiderivative for some of the more complex functions. This process is
also called as integration process. It is the reverse task to finding the derivative of the function. Integration is much more difficult to perform than the
process of differentiation and there are functions that can not be integrated naturally. Mastery learning content of this chapter is the key to all other
chapters that follow behind her. The problem of finding antiderivatives to the function is a leader for mostly of physician problems. E.g. if we fix some
coordinates of a moving point, the speed we know, among other things, we must establish a primitive function to function, which indicates the speed
at each time point. With many other problems where it is necessary to determine the antiderivative we will meet in next three chapters.
Basic rules for the process of integration is possible to get simply using the base rules for process of differentiation.
A. We say that a functionF (x) on the interval (a, b) is an antiderivative to the function f (x), if for each x (a, b) holds that
F 0 (x) = f (x).
Each function F (x) + C, where C is any real number is an antiderivative to f (x) too. R
B. The set of all antiderivatives to f (x) is called as indefinite integral of the function f (x) which is denoted as f (x) dx. Thus
Z
f (x) dx = F (x) + C,
b) x1 dx = ln |x| + C,
R
x
c) ax dx = lna a + C,
R
R
d) ex dx = ex + C,
R
e) sin x dx = cos x + C,
1 1
arctg xa + C,
R
j) a2 +x2
dx = a
1
R
k) x2 +a
dx = ln |x + x2 + a| + C,
R f 0 (x)
l) f (x)
dx = ln |f (x)| + C.
Basic properties of the indefinite integral Z Z Z
(f (x) g(x)) dx = f (x) dx g(x) dx,
Z Z
kf (x) dx = k f (x) dx, (k is a constant).
Problems
Using basic
R rules determine following indefinite integrals.
1 11x9 +12
2
R
1. 3x + 2x + 1 + 3x dx. 2. x4
dx.
R (1+x)2 R 1 1
3. dx. 4. 4 3 dx.
x x x
R x4 +4x2 +4
2x(x2 5 + x32 ) dx.
R
5. 3 dx. 6.
R x x ex x
ax 1 ax4 dx.
R
7. e 1 x2 dx. 8.
R x x R x x 2
9. 2 5 dx. 10. (2 + 3 ) dx.
R 3.2x 2.8x R (3x 4x )2
11. 6x
dx. 12. x dx.
R (4x 5x )2 R 12 3
13. dx. 14. 5 cos x 3x5 + 1+x2
dx.
R 220x R
15. R tg x dx. 16. R cotg2 x dx.
17. R coscos 2x
2 x sin2 x dx. 18. R cos2 x1sin2 x dx.
19. sin2 x dx. 20. cos2 x dx.
R cos 22x R 1+cos22 x
21. dx. 22. dx.
R cosx2xsin x R 1+cos
x2 1
2x
23. 2 dx. 24. dx.
R 1+x
4x2
R x2x+1
4
25. 2 dx. 26. 2 dx.
R 1+x
x5 16x+2
R 1+x
(1x)2
27. x2 +4
dx. 28. x2
dx.
Using rule
R No.12 determine next indefinite integrals. R x2
x
29. dx. 30. dx.
R x2 32x5 R x3 +1
31. 2 15x+22 dx. 32. (tg x + cotg x) dx.
R 3xsin 2x
R e2x
33. 2 x+3 dx. 34. dx.
R 2 cos
1
R 13e2x1
35. x ln x
dx. 36.
1x2 arcsin x
dx.
Rarely is satisfactory to use the basic formulas for integration only. Even small deviations that change sign, and the constant into the formulas of the
functions leads to the necessity of introducing substitution. This method is very important and very often used in the integration process. Accurate
application and use of substitution in indefinite integral are described by following two basic rules.
is evaluated formally using a new variable z by substitution (x) = z and 0 (x) dx = dz and replacing into origin problem. We get
Z Z
0
f ((x)) (x) dx = f (z) dz.
Finally we evaluated the indefinite integral on the right hand side and replace again z = (x).
Excercise 2. Lets evaluate following indefinite integrals
Z Z
arctg x cos x
a) dx, b) dx.
1 + x2 3 + sin x
Solution.
1
a) The problem is according to 1st rule, where (x) = arctg x. So we use the substitution arctg x = z; 1+x2
dx = dz and we get
Z 3
Z
arctg x z2 2p
dx = z dz = 3 +C = arctg3 x + C.
1 + x2 2
3
b) The nominator is a derivatives of the denominator. Using last basic rule (No.12) we have
Z
cos x
dx = ln |3 + sin x| + C.
3 + sin x
is evaluated formally using substitution x = (z) and dx = 0 (z)dz. After replacing into origin problem we have
Z Z
f (x) dx = f ((z))0 (z) dz.
We evaluate the indefinite integral on the right hand side and finally is necessary express z using x, z = g(x) and put retrospectively.
Excercise 3. Lets evaluate indefinite integral Z
1
dx.
x2 1 + x2
1
Solution. Using substitution x = t
and dx = t12 dt we get
Z
dx
Z
t12 dt
Z
dt
Z
t dt
= q = q = = t2 + 1 + C =
x 1 + x2
2 1
1 + 1 t2 +1 t2 + 1
t2 t2 t2
1 + x2
= + C.
x
Problems
Using methods
R of substitution determine following indefinite integrals.
9
R
37. R (x1 + 2) dx. 38. x + 3 dx.
5
R
39. dx. 40. dx.
R 5x2 R 6x1
2
41. dx. 42. dx.
R (x+3)2 2 11
R (2x+3)4
43. R x(x x 4) dx. 44. R sin(2x) dx.
45. R cos( 3
) dx. 46. tg(4x 1) dx.
1
1
R
47. 2 +1 dx. 48. 14x2
dx.
R 9xx R 2x
49. R e dx. 50. e dx.
R 3
51. ex dx. 52. x2 ex dx.
63. x2
dx. 64. dx.
R 2 x R x 1
65.
14x
dx. 66.
cos2 x tg x1
dx.
The method of integration by parts we obtain easily from the formula for differentiation of the product of two functions. Using this method is possible
find an antiderivatve of the some functions in a special format. Principle of the method is contained in the following theorem.
If functions u and v of the one real variable x have continuous derivatives u0 and v 0 on interval (a, b) then following formula holds on this interval:
Z Z
uv dx = uv u0 v dx.
0
(2)
The rule (2) is possible to use for finding the indefinite integral in some cases of product of two functions. One of them we R choose as u and the other
as v 0 . The choice needs to be done so that we know to calculate v by integration of v 0 and moreover the new problem u0 v dx will be simpler than
the origin one. Its dependent on own experience, which function is better choose as u and v 0 , respectively. However, in some cases, we can see some
principles. If P (x) is a polynomial, then, for example by computing P (x) arcsin x dx we put u = arcsin x, v 0 = P (x). We can make the choice of
R
the
R replacing similarly, if we replace arcsin x by any another cyclometric function or logarithmic one. On the other side, for example, by computing
0
P (x) sin x dx we choose u = P (x), v = sin x. We can make the choice of the replacing similarly, if we replace sin x by any another goniometric
function or exponential one.
Sometimes is necessary the formula (2) to reuse several times. It may be that we get back to the original integral. In this case, we have the integral
equation, from which is possible express the finding result.
Excercise 4. Lets calculate following indefinite integrals
Z Z Z Z
a) (2x 1)e dx, b) (x2 + 3x 3) cos x dx,
x
c) ln(2x + 3) dx, d) ex cos x dx.
Solution.
Z Z
(x 1)e dx = (x 1)e 2ex dx = (x 1)ex 2ex + C = (x 3)ex + C.
x x
This method we use again the second times. Now, we replace u = 2x + 3, v 0 = sin x. Then u0 = 2, v = cos x and
Z Z
2 2
(x + 3x 3) cos x dx = (x + 3x 3) sin x (2x + 3)( cos x) 2 cos x dx =
Z
x x
= e sin x + e cos x ex cos x dx.
On the right side of the last equation we have the origin problem again. From this is possible to express finding indefinite integral:
Z Z
x x x 1
2 e cos x dx = e sin x + e cos x, ex cos x dx = ex (sin x + cos x) + C.
2
Problems
Using method
R by parts determine following indefinite integrals. R x
67. x ln x dx. 68. R x e x dx.
x
R
69. R x e2x dx. 70. R x 3 2 dx.
71. R x e dx. 72. R x ln2 x dx.
73. R x arctg x dx. 74. R (9x + 4x) ln x dx.
75. R x sin x dx. 76. R x cos2 2x dx.
x
77. R cos2 x dx.x 78. R x tg x dx.
79. R (x2 +x1) e dx. 80. R (x2 3) sin x dx.
81. R x e 2dx. 82. R x 2sin 2x dx.
83. R 4x2 cos x dx. x
84. R (x2 2) cos x dx.
85. R (x3 + 2x) e dx. 86. R (x3 + 6x + 3) cos 2x dx.
87. R x sin x dx. 88. R x arctg x dx.
89. R ln x dx. 90. R arctg x dx.
91. R arcsin x dx. 92. R (arcsin x)2 dx.
2 2
93. R ln x dx. 94. R ln(x + 1) dx.
95. ln(x2 + 3) dx.
R xarcsin 96. R cos(ln x) dx.
x
97. R e2x
x
dx. 98. R ex arctg ex dx.
2
99. e
R 3x sin x dx. 100. R e2xsin x dx.
101. R e xsin 2x dx. 102. e cos 5x dx.
R x2
103.
1x2
arcsin x dx. 104. 1+x2
arctg x dx.
Integration of the so called partial fractions is the preparatory phase of the solving of a much more complex problem, such as the integration of rational
functions.
where n is a natural number, A, , M, N, p, q are any real number and the discriminant of the quadratic trinomial is negative (D < 0).
A
A. Integration of the partial fraction (x) n.
a) If n = 1, then Z Z
A 1
dx = A dx = A ln |x | + C.
x x
5
R
Excercise 5. Lets solve x7
dx.
Solution. Z Z
5 1
dx = 5 dx = 5 ln |x 7| + C.
x7 x7
A
R
b) If n > 1, then (x)n
dx we calculate by replacing x = z.
4
R
Excercise 6. Lets solve (x+5)7
dx.
z 6 2 2
Z Z Z
4 4 7
dx = dz = 4 z dz = 4 + C = + C = + C.
(x + 5)7 z7 6 3z 6 3(x + 5)6
4x9
R
Excercise 7. Lets calculate I = x2 6x+13
dx.
Solution. D = 36 52 = 16 < 0.
4x 9 4x 9
Z Z
I= 2
dx = dx.
x 6x + 13 (x 3)2 9 + 13
After substitution x 3 = z, x = z + 3, dx = dz we have
4(z + 3) 9
Z Z Z Z
4z + 3 2z 1
I= 2
dz = 2
dz = 2 2
dz + 3 2
dz.
z +4 z +4 z +4 z +4
1 z 3 x3
I = 2 ln(z 2 + 4) 3 arctg + C = 2 ln(x2 6x + 13) arctg + C.
4 4 2 2
b) If n > 1, is possible to apply a similar procedure as in case a) but in addition we need next recurrent formula
2n 3
Z
1 1 x
In = dx = 2 + In1 . (4)
(x2 + a2 )n a 2(n 1)(x2 + a2 )n1 2n 2
1
R
Excercise 8. Lets calculate I3 = (x2 +4)3
dx.
Let us now solve fully the general problem of integrating of the rational functions. In this step is sufficient when we restrict the general problem to the
problem of integrating so called simple rational functions, where the degree of the numerator is less than the degree of the denominator. Now follows
a fundamental point, which is the decomposition of simple rational functions of the sum of partial fractions. The whole procedure is described in the
following steps.
As a rational function f (x) is called the ratio of two polynomials Pm (x) and Pn (x)
Pm (x)
f (x) = , (5)
Pn (x)
Pm (x) R(x)
= Q(x) + , (6)
Pn (x) Pn (x)
a) We find all real roots of the denominator Pn (x) and decompose it on the product of the numbers an (an of the coefficient at the
highest power of the polynomial Pn (x)) and next root factors of the real roots of a quadratic expressions whose discriminant is
negative (D < 0), (e.g. these quadratic expressions do not have real roots).
Note that these different factors are the denominators of partial fractions.
A1 A2 Ak
, , . . . , .
x (x )2 (x )k
M1 x + N1 M2 x + N2 Ml x + Nl
2
, 2 2
,..., 2 .
x + px + q (x + px + q) (x + px + q)l
R(x)
c) Then the rational function Pn (x)
is necessary to decompose to the sum of all partial fractions mentioned in previous step.
d) Obtained equality is multiplied by polynomial Pn (x) and we get the equality of two polynomials.
f) In the last step is possible to integrate the decomposed rational function at the one of the two form (5) or (6).
3x+5
a) (x2 2x + 3) : (x2 + x 2) = 1 + x2 +x2
(x2 +x2)
3x+5
3x + 5
Z Z
I= 1 dx + dx.
x2 + x 2
3x+5
Function x2 +x2
is a simple rational.
1. D = 9 > 0, so the denominator has two real roots. We get x2 + x 2 = (x 1)(x + 2).
A
2. An expression x 1 corresponds to one partial fraction of the form x1
. Similarly, an expression x + 2 corresponds
B
to another partial fraction of the form x+2 .
3. we decompose the rational function to sum of two partial fractions:
3x + 5 A B
= + .
x2 + x 2 x1 x+2
Then
x3 3x + 2 = (x 1)(x 1)(x + 2) = (x 1)2 (x + 2).
A1
2. An expression (x1)2 correspond two partial fractions of the forms , A2
x1 (x1)2
and an expression x+2 correspond
B
one fraction of the form x+2 .
3. Fully decomposition is possible write in this form:
x2 8x 2 A1 A2 B
3
= + 2
+ .
x 3x + 2 x 1 (x 1) x+2
5. To calculate all coefficients A1 , A2 and B we use the combined method. First we use the method of substitute
x=1: 12 8 2 = A2 (1 + 2), A2 = 3,
of real roots of the denominator. We have 2 2
x = 2 : (2) 8(2) 2 = B(2, 1) , B = 2.
To calculate all coefficients we use the method of comparing coefficients at the same powers. The right side we
modify and next compare coefficients at these powers.
x2 : 1 = A1 + B,
1 = A1 + 2, A1 = 1.
1 3
Z Z Z
2
I= dx + 2
dx + dx.
x1 (x 1) x+2
5 4 3 2 4 3x3 + x2 + x 1
(x + x + 3x + x 2) : (x 1) = x + 1 + .
x4 1
3x3 + x2 + x 1
Z Z Z
I = x dx + dx + dx.
x4 1
1. x4 1 = (x2 1)(x2 + 1) = (x 1)(x + 1)(x2 + 1).
A B
2. Both expressions, x 1 and x + 1 correspond partial fractions x1
and x+1
. Quadratic term x2 + 1 correspond
the partial fraction Mx2x+N
+1
.
3. Final form of decomposition is:
3x3 + x2 + x 1 A B Mx + N
4
= + + 2 .
x 1 x1 x+1 x +1
5. Coefficients A, B, M and N is possible to compute using combined method. First, we replace the roots of
denominator.
x=1: 3 1 + 1 + 1 1 = A(1 + 1)(1 + 1), A = 1,
x = 1 : 3 (1)3 + (1)2 1 1 = B(1 1)((1)2 + 1), B = 1.
Compare the coefficients M a N in the powers, where are found, for exaple by x3 and x0 .
x3 : 3 = A + B + M, 3 = 1 + 1 + M, M = 1,
0
x : 1 = A B N, 1 = 1 1 N, N = 1.
6. Calculated coefficients substitute and complete calculation
x2
Z Z Z
1 1 x+1
I= +x+ dx + dx + dx.
2 x1 x+1 x2 + 1
Problems
Make a decomposition to sum of partial fractions.
2x x5
127. (x1)(x2) . 128. x(x2)(x+2) .
2x+11 2
129. (x1)2 . 130. x24x
(x3)
.
7x3 12
131. x(x2 +1) . 132. (x5)(x2 +25) .
6
133. x2 (x2 +4) . 134. (x1)(x12 +2x+5) .
135. (x2 +4)(xx2 8x+17) . 136. x(x23+1)2 .
In following
R 3x4 problems calculate integrals of rational functions. The denominator contains
R 2 only different real roots.
137. dx. 138. dx.
R x2x+13
2x R x23x5
1
139. dx. 140. dx.
R x2 +x6 2
R x2 3x+25x
141. 2 +2x dx. 142. dx.
R x3 +3x x
R 2x2 3x2 84
143. 2 dx. 144. dx.
R 2x +3x+1
6x2
R (x1)(x4)(x+3)
x+3
145. 2 +4 dx. 146. 3 dx.
R xx42 5x
5x+9
R xx2 x
+2x25
147. dx. 148. dx.
R xx23 5x+6
x2 4x+12
2 +5x
R x3x7x10
149. dx. 150. 2 2x3 dx.
R 2x3 x2 4 R x3x 4
151. x 2 1 dx. 152. x 2 +x2 dx.
R 5x3 15x2 +15x3 R x3 1
153. 3 2 dx. 154. 3 x dx.
R xx38x1
+17x10 R 4x
x5 +x4 8
155. 9x3 x
dx. 156. x3 4x
dx.
The denominator
R 2x+3 has only real roots, some are multiple. R 3x2 +2
157. x2 +2x+1
dx. 158. 2 dx.
R x2 +4 R xx322x
3x+2
159. 2 +4x dx. 160. dx.
R x3 +4xx1 R x3 +2xx22+x
161. x3 +5x2 +8x+4
dx. 162. x3 +5x2 +8x+4
dx.
In this section we describe the procedures for integrating certain functions containing roots of linear, respectively. quadratic expressions.
R
A. Integral of the type R(x, n ax + b) dx
(z 4 + 3 + z 2 )2z 3 z 6 + z 4 + 3z 2
Z Z
I= dz = 2 dz.
3z + z 3 3 + z2
Now we have known integral of rational function. It is necessary divide polynomials in this fraction. We get
z 6 + z 4 + 3z 2 27
2
= z 4 2z 2 + 9 .
3+z 3 + z2
z5 z3 1 z
I= 2 + 9z 27 arctg + C =
5 3 3 3
p
4
(2x 3)5 2 p 4
4 27 4
2x 3
= 3
(2x 3) + 9 2x 3 arctg + C.
5 3 3 3
q
R(x, n ax+b
R
B. Integral of the type cx+d
) dx
ax+b
Similarly, is possible modify this type using substitution cx+d
= z n again to integral of rational function.
Excercise 12. Lets calculate r
x2
Z
1
I= dx.
x x
x2 2 4z
Solution. In this case n = 2. So we put substitution x
= z 2 , x 2 = xz 2 , x(1 z 2 ) = 2, x = 1z 2
, dx = (1z 2 )2
dz. Then
1 z2 z2
Z 2
z 1+1
Z Z
4z
I= z 2 2
dz = 2 2
dz = 2 dz =
2 (1 z ) 1z 1 z2
Z Z
1 1
=2 1 + dz = 2z + 2 dz.
1 z2 1 z2
We get
x5 z55 z 10
Z Z Z
I= p dx = dz = dz =
(x + 5)2 25 z 2 25 z 2 25
Z Z
z 1
= dz 10 dz.
2
z 25 2
z 25
The first integral is as () and the second as (). Into first integral we put substitution z 2 25 = t2 , 2zdz = 2tdt and we have
Z
z
Z
tdt
dz = = t = z 2 25.
z 2 25 t
Then
I= z 2 25 10 ln |z + z 2 25| + C = x2 + 10x 10 ln |x + 5 + x2 + 10x| + C.
z1+5
Z Z Z
x+5 z+4
I= p dx = dz = dz =
7 (x + 1)2 7 z2 7 z2
Z Z
z 1
= dz + 4 dz.
7z 2 7 z2
The first integral is as () and the second as (). Into first integral we put substitution 7 z 2 = t2 , 2zdz = 2tdt, zdz = tdt
and we get Z
z
Z
tdt
dz = = t = 7 z 2 .
7 z2 t
Finally
z x+1
I = 7 z 2 + 4 arcsin + C = 6 2x x2 + 4 arcsin + C.
7 7
Compare coefficients:
x3 : 1 = 2A + A, A = 31
x2 : 2 = B + 4A + B + A, B = 16
x1 : 2 = 2B + 4A + C + B, C = 16
x0 : 0 = 2B + C + k, k = 12 .
Problems
R
A. R(x, nax + b) dx
R 1 x R x4
207. dx. 208. dx.
R 1+xx R x+44
3x
x
209. 3 x+1 dx. 210.
6
x+ x5
dx.
R x+
4 x+ 3x R 6 x+1
211.
6 7 dx. 212. 6 7 4 dx.
R 2(x+ x ) x + x5
1 x+1
R
213. dx. 214. 3 dx.
R x x4x 3x+1
3
x1
R
215.
x+1+ 3 x+1
dx. 216. dx.
2 x1 3 (x1)2
q
B. R x, n ax+b
R
cx+d
dx
R q 1x 1 R q 1+x 1
217. 1+x x
dx. 218. 1x (1x)(1+x)2
dx.
R q 1x R 1p x
219. 1+x
dx. 220. x x1
dx.
Dx+E
R
C. Ax2 +Bx+C dx
1 3x+1
R R
221.
2 dx. 222. x2 +5x10
dx.
R 12xx
x+3
R 1
223. dx. 224. dx.
R x2 +2x
1
R 12x9x2 2
1
225. dx. 226. dx.
R x2 +x+1
1
R 9x2 6x+2
1
227.
5x2 +8x3
dx. 228.
3x2 7x+5
dx.
R 2x10 R 8x11
229.
1+xx2
dx. 230.
5+2xx2
dx.
In the process of integration of trigonometric functions are often used substitution method, which usually prevent some modifications of the integral
functions using several well-known formulas valid for trigonometric functions and relations between them. In solving certain specific types of problems
can also be used some recurrent formulas.
A. sinn x dx, cosn x dx, n is integer
R R
analogically).
Excercise 15. Lets calculate Z Z
5
a) sin x dx, b) cos4 x dx.
Solution.
a) We use the recurrent formula (8) for n = 5 and next again for n = 3
Z
5 1 4 4 1 4 4 1 2 2
I5 = sin x dx = cos x sin x + I3 = cos x sin x + cos x sin x + I1 =
5 5 5 5 3 3
b) If n is even, we reduce the power of successively applying double angle formulas for both, sine and cosine functions
1 cos 2 1 + cos 2
sin2 = , cos2 = .
2 2
a) Z Z Z Z
5 4 2 2
sin x dx = sin x sin x dx = (sin x) sin x dx = (1 cos2 x)2 sin x dx.
z3 z5
Z Z Z
sin x dx = (1 z ) dz = (1 2z 2 + z 4 )dz = (z 2 + ) + C =
5 2 2
3 5
2 1
= cos x + cos3 x cos5 x + C.
3 5
a) both integer numbers, n and m are even. Then is possible modify the function this way, that we get only powers of functions sin x
or cos x. These integrals are calculated using recurrent formulas.
Solution. It is preferable to modify the power of the smaller exponent, it means sin4 x.
Z Z Z
I = (sin x) cos x dx = (1 cos x) cos x dx = (1 2 cos2 x + cos4 x) cos6 x dx =
2 2 6 2 2 6
Z Z Z
6 8
= cos x dx 2 cos x dx + cos10 x dx.
Each of these integrals can be calculated using the recursive formula (9).
b) At least one of the numbers n, m is odd. If n (m) is odd, after editing is possible use substitution cos x = z (sin x = z).
Solution. Now, it is possible to use similarly modification as in Problem 15a) (with the difference that now modify cos5 x).
Z Z
I = sin x cos x cos x dx = sin2 x(1 sin2 x)2 cos x dx.
2 4
Last integral include to first type and we use substitution sin x = z, cos x dx = dz. We get
Z
1
I= dx.
z (1 z 2 )2
2
We got known integral of rational function, which we know decompose to partial fractions and finalize calculation (make in-house).
b)
sin2 x 1 cos2 x
Z Z
I= sin x dx = sin x dx.
cos4 x cos4 x
Last integral include to second type and we use substitution cos x = z, sin x dx = dz and we have
1 z2
Z Z
1 1 1 1 1 1
I= 4
dz = 4
2 dz = 3 + C = 3
+ C.
z z z 3z z 3 cos x cos x
1 A B
= + .
(z 2)(2z + 1) z 2 2z + 1
Using elementary method of finding roots we get z = 2 and z = 12 . Then A = 15 , B = 25 and we have
2 tg x2 + 1
1 21 1
I= ln |z 2| ln |2z + 1| + C = ln | | + C.
5 52 5 tg x2 2
If in some integral we can found only even powers of functions sin x and cos x, then we use the substitution tg x = z. Thus
z2 1 1
sin2 x = , cos2 x = , dx = dz.
1 + z2 1 + z2 1 + z2
3+sin2 x
R
Excercise 20. Lets calculate I = 2 cos2 xcos4 x
dx.
Solution. We use substitution tg x = z and we have
z2
3+ 4z 2 + 3
Z Z
1+z 2 1
I= 1 dz = dz.
2 1+z 2 (1+z1 2 )2 1 + z2 2z 2 + 1
calculations.
E. Use trigonometric substitution to calculate integrals of irrational functions
Indefinite integrals of types: Z Z Z
2 2
R(x, a x ) dx, 2 2
R(x, a + x ) dx, R(x, x2 a2 ) dx
a) This integral include to first type and, a = 2. Therefore, we use the substitution x = 2 tg z, dx = cos22 z dz,
2
sin2 z + cos2 z
2 2 2 sin z 4
x + 4 = 4 tg z + 4 = 4(tg z + 1) = 4 2
+1 =4 2
= .
cos z cos z cos2 z
Then
2
dz
Z Z
cos2 z 1 1
I= 3 = cos zdz = sin z + C.
2 4 4
cos z
We come back to origin variable x. We dont express z, but sin z.
x
tg z = ,
2
x
tg z x
sin z = p =q 2 = .
1 + tg2 z 1+ x2 x2 + 4
4
b) The expression under the square root we will add to the full square.
Then Z p
I= 9 (x 5)2 dx.
Last integral include to first type and a = 3. Therefore, we use the substitution z = 3 sin t, dz = 3 cos tdt, 9 z 2 = 9 9 sin2 t =
9(1 sin2 t) = 9 cos2 t. Thus Z Z
2 1 + cos 2t 9 1
I = 9 cos tdt = 9 dt = t + sin 2t + C.
2 2 2
z
Because sin t = then
3 r
p z2 9 z2 z
cos t = 1 sin2 t = 1 = , t = arcsin ,
9 3 3
z 9 z2 2
sin 2t = 2 sin t cos t = 2 = z 9 z2.
3 3 9
Finally we get
z 1
9
I= arcsin + z 9 z 2 + C =
2 3 9
9 x5 1
= arcsin + (x 5) x2 + 10x 16 + C.
2 3 9
Earlier in this chapter, we had the opportunity to meet with various ways and methods of calculation of indefinite integrals. Thats when you use such a
method, we learn the only way to calculate the number of different tasks. We must learn to ably use a variety of methods and appropriate combinations
of them. Also important is the modification of functions to integrate, if so required by the procedure. It often happens that in one example we must
use more methods.
Calculate
R ex 1following indefinite integrals. ex 2
R
309. dx. 310. dx.
R e2ex3x
+1
+3ex
R e2x +4
e4x
311. dx. 312. dx.
R e12x +1 R e8x +4
e3x +ex
313. dx. 314. dx.
R ax +1 3
R e4x e2x +1
arcsin x
315. R (ln x + ln x) dx. 316. x2
dx.
ln x xarctg x
R
317. 2 dx. 318. dx.
R x(1ln 1x) p1+x2
319. dx.
R
320. 1 x dx.
1x2 arccos2 x
R q 1ex R sin x
321. 1+ex
dx. 322. 3
1+2 cos x
dx.
1
R arctg x
R
323. R x4 dx. 324. dx.
1
R sin 2x2
1
sin x
325. 4 x dx. 326.
2x dx.
R sin4 x+cos 1 R ex1+e
x
+e x
arctg e
327. x 1x2 dx. 328. dx.
R earcsin
ln arctg x
R p1+e 2x
arccos x
329. (1+x2 ) arctg x
dx. 330. 1x2
dx.
1. What is the difference between the concepts of antiderivative and indefinite integral?
2. Why is the process of integration in general, much harder than the process of derivation, which is actually the opposite procedure?
3. List three basic uses methods by parts.
4. Try to find at least three elementary functions whose indefinite integral can not be expressed by elementary functions.
5. Determine the types of elementary functions, for which we use to integrating process some recurrent formula.
Bibliography
Answers to self-assessment questions (if you are not able to formulate this answers), as well as many other answers can be found in the recommended
literature.
1. x3
+ x2 + x + 13ln |x| + C 2. 11 6
6x x
4
3 + C
3. 2 x + 2x + 23 x x + C 4. 2 x 4 4 x + C
5. ln |x| x12 + C 6. 12 x4 5x2 + 6 ln |x| + C
x
7. ex + x1 + C 8. lna a + 3x1 3 + C
10x x x x
9. ln 10 + C 10. ln4 4 + 2 ln6 6 + ln9 9 + C
( 1 )x ( 4 )x ( 34 )x ( 34 )x
11. 3 ln3 1 2 ln3 4 + C 12. ln 34
2x + ln 43
+C
3 3
( 45 )x ( 54 )x
13. 2x + +C 2 3
ln 45 ln 54 14. 5 sin x 7 x7
+ 3 arctg x + C
15. tg x x + C 16. cotg x x + C
|x1| 3
1 1 2
x +1
1 1
4 ln x2 2x+3 4(x2 2x+3) + C
205. 206. 3 3
3 ln 3(x3 +1) + C
x 8 3x
207. x + 4 x 4 ln | x + 1| + C 208. 2 x + x2 + C
6 7
6 5
6
209. 6 7x 6 5x + 2 x 6 6 x + 6 arctg 6 x + C 210. 3 x2 2 6 x + 2 ln 6 x 1 + C
12
x
211. 32 3 x + 6 12 x 6 arctg 12 x + C 212. 2 ln 1+ 12 x
1
+ 12 x
1
2
6 x + C
p p
x4 1 3 1 3
213. arctg 214. 15 (3x + 1) + 3 (3x + 1)2 + C
5
2 + C
3 6 6 6
(x+1)3 (x+1)4 (x+1)7 x+1 (x+1)5 (x+1)4
215. 6 9 8 + 7 6 + 5 4 +C 216. 18 5 4 3 2
5 t 9t 24t 72t 288t 576 ln |t 2| + C, kde t =
6
x1
1x1+x q
217. ln 1x+1+x + 2 arctg 1x 218. x +C
1+x + C 1x2
q
1 x2 arctg 1x
p
219. 1+x + C 220. ln(2x 1 + 2 x(x + 1)) + C
221. arcsin x+1
+C
2 222. 3 x2 + 5x 10 13 5
2 ln x + 2 +
x2 + 5x 10 + C
Aim
Introduce the students to the analytical solution of some types of ordinary differential equations and describe the general solution and particular solution.
Objectives
1. Determine the order of a differential equation, specify the number and type of initial conditions.
2. Classify a first order differential equation, learn to calculate some types of such equations.
3. A work of integration constants, determination of integration constants according to the initial conditions.
4. Analyze differential equation with constant coefficients of the second or higher order and understand various methods of their solution.
Prerequisities
In the chapter, special kinds of ordinary differential equations are discussed, the solution is search either in general form or in particular form given by an
initial conditions. As long as a lot of physical processes or geometrical dependencies are expressed by differential equations, the equations are frequently
used in solving civil engineering problems. They can be found in mechanical analysis of constructions or their parts, in heat transfer problems or particle
transfer problems in buildings, or in optimizing and controlling of the construction management. Many differential equations do not provide an analytical
solution in a closed form, nevertheless, in several basic problems such a solution can be found which is the topic of the present chapter.
First, we will see which characteristics are important for taking into account an appropriate method for solving particular equation. Basic methodologies
of first order differential equation solutions cover the separation of variables and variation of constants. The second tool is especially useful for solving
linear differential equations. In addition to these basic types, also another types of differential equations will be shown which are usually solved by a
substitution to transform a more complicated equation to a simpler, in fact separable or linear.
The general solution will be looked for in all cases, however a special attention will also be paid to determination of particular solution based on prescribed
initial conditions. From the physical point of view or its technical implementation, the solution of a problem with initial conditions is more important.
The next part is focused on the solution of linear differential equation of the second or higher order with constant coefficients. Two commonly used
method used for their solution will be discussed. First, a method of special-form right-hand side uses a method of indeterminate coefficients for a series
of right-hand side functions. Second, if the function fails to be considered as a special form function, the method of constants variation is used as a
general tool for obtaining linear equations. Also in this case, appropriate initial conditions are required to correctly interpret the results in physical sense.
A few words will also be spent on solving the systems of first order differential equations which can be solved by substitutions to come to one higher
order equations.
The final part presents a series of word problems which can be converted to the solution of differential equations. The problems cover geometric
implementations and also physical ones.
Before we start to solve the differential equations, we present some basic differential equations terminology.
The n-th order ordinary differential equation is called the equation of the form
F (x, y, y 0 , y 00 , . . . , y (n) ) = 0,
where y=y(x) is an unknown function of one real variable x and F is an arbitrary function of n+2 unknowns. The number n is calld the order of the
Example 1 Determine the order and the degree of the differential equation
y 2 y 00 +y sin x y 0 =x4 .
Then specify required number of initial conditions for a unique determination of integration constants in general solution and then choose them arbitrarily.
Rate of change of a physical quantity is expressed by the first derivative so that finding a relation between such a quantity and its rate leads to differential
equations of the first order. We will se the principal methods for their solving.
A. It can be proved that the general solution of a linear differential equation has the form
Z R
R
y= q(x)e p(x)dx
dx + C e p(x)dx .
The Cauchy problem prescribes besides the differential equation also the initial condition
y(x0 ) = b0 .
This condition uniquely determines the integration constant C in general integral.
Example 3 Find the particular solution of the equation y 0 cos2 x=y ln y which satisfies the initial condition y( 4 )=e.
dy dy dx
Solution. The equation can be written as dx
cos2 x=y ln y, where the variables are separated to obtain y ln y
= cos2 x
. The integral of the equation
provides the general solution
ln | ln y| = tg x + C.
The initial condition gives y=e for x= 4 , thus after substitution to the general solution, the integration constant reads C= 1. The implicit form of
the particular solution is
ln | ln y| tg x + 1 = 0.
Solution. We use the variation of variables to solve the equation. First, the equation with zero right-hand side is solved
y 0 + 2xy = 0,
dy
with subsequent modifications: y
= 2xdx and ln |y|= x2 + ln c. The general solution of the equation is
2
y=cex .
Remark 1 If an initial condition, say y(0)=1 is added to the differential equation in Example 4, the integration constant c1 can be determined
2
by the condition 1=(0+c1 )e0 . The pertinent particular solution has the form
2
y = (x2 + 1)ex .
The graphs in Fig. 4.1 show particular solutions of the differential equation for various integration constants c1 for x0. The solution corresponding
to the given initial condition is drawn by thick red line.
If the differential equation does not belong to any of the basic types, the equation is modified in order to obtain either a linear equation or an equation
with separated variables.
c1 =2
c1 = 23
c1 =1
c1 = 21
O x
A function f (x, y) is called degree n homogeneous with respect to variables x and y, if for any t holds
The differential equation y 0 =f (x, y) is called homogeneous, if f (x, y) is degreee zero homogeneous function, i.e. f (tx, ty)=f (x, y) for all t. It also
implies f (x, y)=f (1, xy ) and the homogeneous differential equation can be written in the form
y
y0 = .
x
The substitution z= xy converts the homogeneous equation to an equation with separable variables, because
dz
y = zx, y 0 = z 0 x + z, z0 = .
dx
dz
Hence dx
x+z=(z), which gives
dz dx
= .
(z) z x
Another type of an equation is the Bernoulli equation. It is an equation of the form
y 0 + p(x)y = q(x)y .
Special case cover the linear equation with non-zero right-hand side for =0, or the linear equation with zero right-hand side for =1. The other values
of can be treated by the substitution
z = y 1 , z 0 = (1 )y y 0 .
M (x, y) N (x, y)
= .
y x
The general solution of the exact differention equation has an implicit form f (x, y)=C, where the function f (x, y) satisfies the conditions
f (x, y) f (x, y)
= M (x, y), = N (x, y).
x y
Put y=xz with y 0 =z 0 x+z and substitute it to the modified equation rendering z 0 x + z = 2z
1+z 2
, or equivalently
x(1 + z 2 )z 0 + z 3 z = 0.
This is an equation with separable variables which provides after separation the integral:
1 + z2
Z Z
1
3
dz = dx.
z z x
y 2 x2 = Cy.
Remark 2 The solution of the Cauchy problem, where the initial condition is y(0)=2, the integration constant C is determined by the condition
22 + 00 =C 2. The implicit function of the particular solution is
y 2 x2 = 2y.
Realize that the solution initiates at given point (physically). Thus, talking about the solution for x<0 lose the sense as these xs do not belong
to the domain of the solution. Let us try to demonstrate it by the graph in Fig. 4.2. The general solution is a set of all functions with various
constants C, in the figure e.g. C{ 21 , 23 , 2, 3}. However, our particular solution (the thick red line) is only a part of a curve beginning at the point
[0, 1].
Solution. It is the Bernoulli differential equation with =2. As 2>0 one particular solution is y=0. Let us multiply the equation by the term y 2 . We
obtain
2
y 2 y 0 + y 1 = x4 .
x
1 0 2 0
Now, put z=y with z = y y and substitute it to the original equation rendering
2
z 0 + z = x4 .
x
2
3
2
1
1
2
O x
C=3
C= 23 C=2
C= 12
where C=3C1 .
Remark 3 The zero solution does not correspond to any value C, though it can be obtained by a limit with C. For fixed x, the limit is
always zero:
3
y(x) = lim = 0.
C Cx2 x5
Solution. First, let us show that the equation is an exact differential equation. The partial derivatives of the terms M (without y 0 ) and N (with y 0 ) with
respect to pertinent variables read
As the derivatives are equal to each other, the equation is exact and its integral f satisfies the relation
f (x, y)
= M (x, y) = 3x2 + 6xy 2 .
x
It implies Z
f (x, y)
f (x, y) = (3x2 + 6xy 2 )dx = x3 + 3x2 y 2 + (y), = 6x2 y + 0 (y).
y
Simultaneously, the other condition should be valid fy(x,y)
=N (x, y)=6x2 y + 4y 3 , thus 6x2 y+0 (y)=6x2 y+4y 3 . The last relation provides (y)=y 4 .
The general solution of the given equation is any function
x3 + 3x2 y 2 + y 4 = C
with an arbitrary integration constant C.
Differential equations Linear differential equations of the second or higher order with constant coefficients
The equations of a higher order cannot be easily integrated in general case, nevertheless a linear equation with constant coefficients can be solve by a
similar scheme as the linear equations of the first order.
A linear equation of any order n always enables to obtain the solution in two steps. In the first step, an equation with zero right-hand side is solved. In
the second step a particular solution of the equation with non-zero right-hand side is found. The method of finding this particular solution depends on
the function which appears in the right-hand side of the equation. The general solution of a linear equation is a combination of the two components.
As an additional final step, if it is required by the problem definition, the integration constants are determined satisfying the initial conditions
is called the characteristic equation of the differential equation. The general solution of the equation with zero right-hand side has a form
y = c1 y 1 + c2 y 2 + + cn y n ,
where y1 , y2 , . . . , yn are linearly independent solutions of the equation and c1 , c2 , . . . , cn are arbitrary (integration) constants.
If r1 is a multiple root of the characteristic equation with multiplicity k, then the functions er1 x , xer1 x , x2 er1 x , . . . , xk1 er1 x are linearly independent
solutions of the equation with zero right-hand side.
If + i is a k-multiple imaginary root of the characteristic equation, then the functions
A. f (x)=Pm (x)ex , where Pm (x) is an m-degree polynomial and is a real number: the particular solution can be written in the form
y = (b0 + b1 x + b2 x2 + + bm xm )ex xk ,
if is a k-multiple root of the characteristic equation (if is not a root of the characteristic equation, k=0). The real numbers b0 , b1 , . . . , bm are
the unknown parameters calculated by the method of indeterminate coefficients.
if +i is a k-multiple root of the characteristic equation. The constants M and N are again calculated by the method of indeterminate
coefficients.
Another possibility for finding the solution of the equation with non-zero right-hand side is the Lagrange method of variation of constants. This method
is usually used only in the case, if the right-hand side cannot be expressed as a special form function or a sum of such functions. Let y1 , y2 , . . . , yn are
n linearly independent solutions of the equation with zero right-hand side. The general solution of the equation with non-zero right-hand side is of the
form
y = C1 (x)y1 + C2 (x)y2 + + Cn (x)yn ,
where the functions C1 (x), C2 (x), . . . , Cn (x) are obtained as a solution of the following equation system:
The determinant of the left-hand side matrix in the system is call the Wronski determinant or Wronskian W (C1 , C2 , . . . , Cn ). It can be proved that
the functions f1 , f2 , . . . , fk are linearly dependent in the interval ha, bi, if W (f1 , f2 , . . . , fk )=0 for any xha, bi. If W (f1 , f2 , . . . , fk )6=0 at least at one
point xha, bi, the functions are linearly independent. This implies that the system can be solved by Cramer rule and the solution is written in the form
Z Z Z
W1 (x) W2 (x) Wn (x)
y = y1 dx + y2 dx + + yn dx,
W (x) W (x) W (x)
were W (x), W1 (x), W2 (x), . . . , Wn (x) are pertinent determinants necessary for solving the system by the Cramer rule.
Finally, recall that linearity of the equation enable to use the superposition principle to find the general solution. If the solution of the equation
with zero right-hand side is denoted by y0 , the right hand side is decomposed to a sum of s function (say, in special form, but not necessarily)
f (x)=f1 (x)+f2 (x)+ +fs (x) and the solutions of the equation with the right-hand side fi (x) are respectively denoted as yi , then the solution reads
y = y0 + y1 + y2 + + ys .
Solution. An equation with zero right-hand side is solved, we need to find the characteristic equation. It reads
r3 2r2 3r = 0.
The roots are r1 =0, r2 =1, r3 =3. All the roots are simple and real, thus three independent solutions of the differential equation are: e0x , ex and e3x .
The general solution then reads
y = c1 + c2 ex + c3 e3x .
Solution. An equation with zero right-hand side is solved again. The characteristic equation reads.
r3 + 2r2 + r = 0.
The roots are r1 =0 and r2 =r3 =1. As the root 1 is double, the pertinent paier of linearly independent solutions is ex and xex . The third linearly
independent solution is a constant function so that the general equation of the differential equation is
y = c1 + c2 ex + c3 xex .
The integration constants can be determined by the initial conditions which also require the derivative of the general solution:
The solution of the two equation system is a couple c1 =2, c2 =1 which provides the solution of the Cauchy problem in the form
Solution. The root of the characteristic equation r2 +r=0 are r1 =0, r2 =1, thus the general solution of the equation with zero right-hand side is
y0 = c1 + c2 ex .
As =1 is not a root of the characteristic equation, the particular solution y of the equation with non-zero right-hand side can be guessed in the form
y = (Ax2 + Bx + C)ex .
This function, for appropriately chosen parameters A, B, C is a solution of the equation, so it can be substituted into the equation together with its
derivatives
2A = 4,
6A + 2B = 0,
2A + 3B + 2C = 0,
y = (2x2 6x + 7)ex
y = c1 + c2 ex + (2x2 6x + 7)ex .
Solution. The characteristic equation r2 +10r+25=0 has a double root r1 =r2 =5, hence the general solution of the equation with zero right-hand side
is
y0 = c1 e5x + c2 xe5x .
Moreover, as =5 is a root of characteristic equation with multiplicity k=2, the particular solution of the equation with non-zero right-hand side can
be expressed as
y = Ae5x x2 .
The solution y and its derivatives
Now, the integration constants should be determined. To use the initial conditions, the solution derivative is required
whose solution is a constant couple c1 =0, c2 =1. The Cauchy problem solution then reads
y = xe5x (1 + 2x) .
Solution. Also in this case the characteristic equation r2 6r+9=0 has a double root r1 =r2 =3, the solution y0 (zero right-hand side) can be expressed
as
y0 = c1 e3x + c2 xe3x .
As to the special right-hand side ex sin x=ex sin x pertains the number +i=1+i (or i=1i), which is not the root of the characteristic equation,
the particular solution can be guessed in the form
y = ex (M cos x + N sin x).
Solution. The roots of the characteristic equation r2 +r=0 are r1 =0, r2 =1 which provides the solution y0 in the form
y0 = c1 + c2 ex .
The particular solution of the equation with non-zero right-hand side can be obtained by the superposition principle as a sum of particular solutions y1
and y2 of the equations
y 00 + y 0 = 5x,
andy 00 + y 0 = 2ex ,
respectively. The form of the particular solution y1 is y1 =(Ax+B)x, the form of the particular solution y2 is y2 =Cex . Both solutions are differentiated
and substituted into pertinent equations. The indeterminate coefficients are calculated: A= 52 , B=5, C=1. The general solutio of the original equation
is
5
y = c1 + c2 ex + x2 5x + ex .
2
y 0 = c2 ex + 5x 5 + ex ,
The solution of the system c1 =3, c2 =4 renders the solution of the Cauchy problem
5
y = x2 5x + 3 4ex + ex .
2
Remark 4 Let us draw some particular solutions for various values of integration constants. The graphs in Fig. 4.3 present five such couples,
including the solution of the Cauchy problem in Example 14. This solution is drawn by the thick red line and naturally only from the point of
c1 =0, c2 =1 y
c1 =1, c2 =0
c1 =4, c2 =1 c1 =3, c2 =4
y=3
O y=x
c1 =1, c2 =2 3x
the initial conditions: the graph begins at the point O and its tangent is the line y=x which means unit derivative at this point. Let us notice
that the scales of the coordinate axes are different due to exponential function which increases (or decreases) too fast for x just a bit greater than
one.
Solution. The roots of characteristic equation r2 +1=0 are r1 =i, r2 =i, hence the solution with zero right-hand side is
y0 = c1 cos x + c2 sin x.
We put c1 = C1 (x) and c2 = C2 (x) and use the method of variation of constants in the next calculation. We obtain the following system of equations
for unknown functions C1 , C2 :
C10 (x) cos x + C20 (x) sin x = 0,
1
C10 (x) sin x + C20 (x) cos x = ,
cos x
whose solution is C10 (x) = tg x a C20 (x) = 1. The functions C1 , C2 are rendered by integration
Remark 5 Let us notice the last form of the solution. As the solution of a linear equation, it can be expressed as a sum of the solutions with
zero right-hand side and with non-zero right-hand side. Let us rewrite it in the form
The term in the first parentheses is y0 , though the notation for integration constants is different then above. In the second parentheses, the
particular solution is written.
Relations of various physical quantities are frequently more complicated and require to solve not only one equation by a whole system of differential
equations.
Remark 6 Physically, the variable t is often interpreted as time and pertinent time-derivative distinguished by a dot instead of a dash. This is
rather useful if we tend to differentiate with respect to x which in the present case is the vector of unknown functions to be found. Moreover, the
dash can be used in more complicated situations for differentiation with respect to space variables in time-space partial differential equations.
Thus, in what follows, the dot notation will be used.
A system of two equations can be written in normal form as follows:
x1 = f1 (t, x1 , x2 ),
x2 = f2 (t, x1 , x2 ).
x1 (0) = b0 , x2 (0) = b2 .
Solution. First, we find the general solution of the system. The first equation renders
1 3
y = x x.
8 8
Let us differentiate it (with respect to t)
1 3
y = x x
8 8
and let us substitute for y and y into the second equation of the system. Small formatting provides a simple second-order differential equation
x x = 0
with the general solution x=c1 et +c2 et . The dependence of y on x provides the expression for the other component of the solution y= 41 c1 et 12 c2 et .
The initial conditions x(0)=6, y(0)= 2 are used to determine the values of integration constants
6 = c1 + c2 ,
1 1
2 = c1 c2 .
4 2
The solution of the algebraic system is c1 =4 and c2 =2. The particular solution to have been found is thus
x = 4et + 2et ,
y = et et .
Figure 4.4: The solution of the differential equations system with initial conditions.
Remark 7 The found particular solution is draw in Fig. 4.4 by the red line. It can be considered as a graph of a function given in the parametric
form, where [x; y] is a point lying on the graph of the function y=y(x) an t is the parameter. Physically, it corresponds to a motion of a mass
point in a plane with respect to time t.
Although, the graph seems almost linear, definitely, it is not a straight line but a part of a curve, a small curvature can be observed in the
neighborhood of the initial point. The reason for the shape is that the exponential function et is for larger t negligible with respect to the other
.
exponential function et and for sufficiently large x (and t, too), there holds y = 14 x (the blue line in the picture). Moreover, the motion is
evidently accelerated: the distance of time-equally-spaced points is increasing.
A differential relation is frequently sought in the physical or geometrical formulation of the problem, the solution of a differential equation is then only
one step leading to the complete solution of the problem.
Example 17 Find a curve passing through the point A[2, 3] for which the segment of any tangent bounded by the intersection points of the tangent
with the coordinate axes is halved by the tangent point.
Solution. Let us choose on a curve, considered as a graph of a function f given as y=f (x), a point B[xB , yB ] as it is shown in Fig. 4.5. The equation
of the tangent t to the curve f at the point B reads
t : y yB = f 0 (xB ) (x xB ) .
yB
B
O 2 xB Bx x
Figure 4.5: The segment of the tangent is halved by the tangent point.
The tangent intersects the coordinate axes at points Bx a By , whose coordinates are
yB
Bx t ox = xB 0 ;0 ,
f (xB )
By t oy = 0; yB f 0 (xB )xB .
As long as the point B lies on t at the midpoint between these intersection points, its coordinates are given by the following relations:
1 yB
xB = yB 0 ,
2 f (xB )
1
yB = yB f 0 (xB )xB .
2
The points Bx , By and B lie on one line (the tangent), thus the equations are after some modifications, the same. Let us consider the second equation
and ignore the subscript index B as the equation should be valid for any point of f . Writing y 0 instead of f 0 (x), a linear first-order differential equation
with an initial condition determined by the point A is obtained
y + xy 0 = 0, y(2) = 3.
The solution of this Cauchy problem is y= x6 which is the equation of the sought curve (a hyperbola).
Example 18 A mass point M of total mass m is moving rectilinearly affected by a constant force G. Simultaneously, due to resistance of the
surroundings there appears the force Fv directly proportional to the velocity of the motion and oriented against the motion direction, the coefficient of
x(t)
Fv = x
O R=k x MG H x
x(t) h
moved from the equilibrium position O to the distance h (the point H) and then released.
Solution. This classical example from mechanics can be interpreted as a motion of a mass point fixed by a spring of stiffness k which is affected by
gravity G and resistance of air Fv . The equation of motion for unknown deflexion x is written in differential form
mx = G R Fv ,
where G=m g, R=k x, Fv = x and g is the acceleration due tu gravity. The initial condition are given as follows:
x(0) = h, x(0) = 0.
A. Ak D>0, tak p p
+ 2 4mk 2 4mk
r1 = , r2 = .
2m 2m
B. Ak D<0, tak p p
+ i 4mk 2 i 4mk 2
r1 = , r2 = .
2m 2m
C. Ak D=0, tak
r1 = r2 =
2m
A. If D>0, then
+ 2 4mk
t 2 4mk
t mg
x(t) = c1 e 2m + c2 e 2m + .
k
B. If D<0, then " p p #
2m t 4mk 2 4mk 2 mg
x(t) = e c1 cos t + c2 sin t + .
2m 2m k
C. If D=0, then
mg
x(t) = e 2m t (c1 + c2 t) + .
k
The derivatives of the solutions are necessary for calculation of the integration constants. The derivatives also represent the velocity of the motion. We
obtain
A. If D>0, then p p
+ 2 4mk + 2 4mk t 2 4mk 2 4mk t
x(t) = c1 e 2m + c2 e 2m .
2m 2m
B. If D<0, then
" p p # p " p p #
t 4mk 2 4mk 2 4mk 2 t 4mk 2 4mk 2
x(t) = e 2m c1 cos t + c2 sin t + e 2m c1 sin t + c2 cos t .
2m 2m 2m 2m 2m 2m
C. If D=0, then
2m t
x(t) = e (c1 + c2 t) + c2 .
2m
The initial conditions also provide three different algebraic systems for determination of integration constants:
B. If D<0, then
mg
c1 = h ,
p k
4mk 2
c1 + c2 = 0.
2m 2m
C. If D=0, then
mg
c1 = h ,
k
c1 + c2 = 0.
2m
The substitution of the algebraic system solution into the general solution renders
A. If D>0, then 2
p
+
2 4mk
+ 2 4mk
2 4mk
mg mg
t t
x(t) = e e h + .
2m 2m
4mk k k
C. If D=0, then
2m t mg mg
x(t) = e 1+ t h + .
2m k k
1. Why the number of constants in general solution of a differential equation is equal to the order of the equation?
2. Can you prove the formulas for solving linear differential equations of the first order?
3. Find a reason, why the linear equation with zero right-hand side can be solved by the characteristic equation!
4. Can you prove the formula for solving the higher order differential equation by variation of constants?
5. Boundary conditions are prescribed in the case when the equation is solved on a bounded interval. How would you define the boundary conditions
for a differential equation of the second order? Is the solution of the differential equation with boundary conditions always unique?
6. Try to find situations in the subjects of your specialization, when the boundary conditions are prescribed instead of initial ones!
7. Referring to your knowledge from other fields, classify and try to solve differential equations used in specialized subjects!
In the problems 1. to 18. solve the differential equations by the method of variable separation.
0
0
2
1. 2y x = y .
2
2. y 1 x y 1 = 0 .
0 y 2 y
3. x + xy + y (y + xy) = 0 . 4. e (1 + x )dy 2x(1 + e )dx = 0 .
x 3 2x 0
p
0
5. e sin y + (1 + e ) cos yy = 0 .
2 2
6. x 1 + y + yy 1 + x = 0 .
0 12x 0 2
7. y = y2
. 8. xy = (1 + y ) arctg y .
1 y0 2 3 0
9. x
+
y
= 0. 10. x (y + 1) + (x 1)(y 1)y = 0 .
11. cos xdx xdy = 0 . 12. (y + 4)dx + (x 5)dy = 0 .
0 x+y 0 2
13. y = 10 . 14. xyy = 1 x .
In the problems 19. to 28. find the solution of the differential equation, which satisfies the initial condition.
x yy 0 1+y 2
19. 1+y
1+x
= 0, y(0) = 1 . 20. 1+x2
y 0 = 0, y(0) = 1 .
0 0
21. y ln y + xy = 0, y(1) = 1 . 22. y sin x = y ln y, y( 2 ) = 1 .
0
0
23. 2y x = y, y(4) = 1 . 24. sin y cos xy = cos y sin x, y(0) = 4
.
x 0 x 0
25. (1 + e )yy = e , y(0) = 1 . 26. y sin x y cos x = 0, y( 2 ) = 1 .
1
0 2
27. y 1 x = xy, y(0) = e .
1
28. 2y+1
dy cotg xdx = 0, y( 4 ) = 12 .
In the problems 29. to 46. solve the first order linear differential equations.
0 x 0 3
29. y + 2y = e . 30. y x y = x .
2
ex 0
32. xy + y = ln x + 1 .
0 2
31. y + x y = x
.
0 2 0 y
33. y x+1
y = (x + 1)3 . 34. y x
= x.
0 0
35. y cos x y sin x = sin 2x . 36. y cos x + y sin x = 1 .
0 2x 0 3
37. y + 2y = e . 38. xy + y = x .
0 3 2 0
39. xy 2y = x cos x . 40. (1 + x )y + y = arctg x .
In the problems 47. to 52. find the solution of the first order linear differential equations satisfying the initial conditions.
0 1 0 2
47. y + 3y = x, y( 3 ) = 1 . 48. xy + y = 3x , y(1) = 1 .
0 3 2 0 y x
49. y + x y = x3
, y(1) = 1 . 50. y 2(x+1) = e x + 1, y(0) = 0 .
0 0 y
51. y + y cotg x = sin x, y( 2 ) = 1 . 52. y 1x2
= x + 1, y(0) = 0 .
y
0 2 y 2 0 2 0
53. xy = y + x cos x . 54. y + y (x xy) = 0 . 55. xy y = xe x .
0 y 0 y2 2 2 0
56. xy = y ln x . 57. y = x2
2. 58. x + y = 2xyy .
In the problems 68. to 73. find the solution of the first order homogeneous differential equations satisfying the initial conditions.
In the problems 74. to 85. find the solution of the Bernoulli differential equations.
0 2 0 3
74. y + 2xy = 2xy . 75. y + xy = xy .
0 y 0
76. y + x
= y 2 ln x . 77. y + y = x y .
0 x 0 y cos x
78. 2y + y = y
. 79. 2y ln x + x
= y
.
0 2 2 sin x 0 3 2
80. y + x y = x
y. 81. y 2 sin x + y cos x = y sin x .
0 y 0
82. y + 2
= 12 (x 1)y 3 . 4
83. y 3 y =
x+1
3y 2
.
0 y 1 0 2
84. y x
= 2y
. 85. xy + y = y ln x .
In the problems 86. to 89. find the solution of the Bernoulli differential equations satisfying the initial conditions.
0 x
0 2
86. y + y = 2y , y(0) = 2 . 87. 2y + 1x2
y = xy , y(0) = 1 .
0 y 0
88. y + x
= y 2 , y(1) = 1 . 89. y + 2y tg x = y cos2 x, y( 4 ) = 0 .
In the problems 90. to 99. find the general solution of the exact differential equations.
y2 2 2 2 2
92. (1 + x2
)dx 2 xy dy = 0 . 93. x(2x + y )dx + y(x + 2y )dy = 0 .
x x
x2 +y 2 x2 +y 2 x
94. (2x + x2 y
)dx xy 2
dy = 0. 95. (1 + e y )dx + e y (1 y )dy = 0 .
x y x 2 2 x
96. x2 +y 2
dy ( x2 +y 2 1)dx = 0 . 97. e (x + y + 2x)dx + 2ye dy = 0 .
2 2 y y
98. x(x + 2y)dx + (x y )dy = 0 . 99. e dx + (xe 2y)dy = 0 .
In the problems 100. to 119. solve the differential equations with zero right-hand side.
00 0 00 00 0
100. y 5y = 0 . 101. y 9y = 0 . 102. y + 3y 4y = 0 .
00 0 00 0 00
103. y + 6y + 9y = 0 . 104. y 4y + 13y = 0 . 105. y + 16y = 0 .
00 0 00 0 00
106. y + 2y + 5y = 0 . 107. y 6y + 8y = 0 . 108. y + 25y = 0 .
5 5 00 0 00 0
110. 2y + 11y 6y = 0 . 111. 9y + 18y + 13y = 0 .
x x
109. y = c1 e 2 + c2 xe 2 0 .
00 000 0 000 00
112. y + y = 0 . 113. y y = 0 . 114. y y = 0 .
000 00 0 000 0 000 0
115. y 3y + 3y y = 0 . 116. y 3y 2y = 0 . 117. y 4y = 0 .
000 0000
118. y + 8y = 0 . 119. y + 4y = 0 .
In the problems 120. to 127. solve the linear differential equations with special right-hand side by the method of indeterminate coefficients.
In the problems 128. to 133. solve the equation y 00 7y 0 +10y=f (x) for given f (x).
2 3x
128. 40 . 129. 20x 28x + 14 . 130. 12e .
2x 2 5x 2x
131. e (6x + 7) . 132. (9x + 6x 3)e . 133. 8e sin x .
In the problems 134. to 136. solve the equation 3y 00 4y 0 =f (x) for given f (x).
3 4x
134. 32x + 84x + 50 . 135. 4e 3 . 136. 25 sin x .
In the problems 137. to 139. solve the equation 9y 00 6y 0 +y=f (x) for given f (x).
x x
2
137. 4e 3 . 138. sin 3 . 139. 9x 6x + 1 .
In the problems 140. to 142. solve the equation y 00 +4y=f (x) for given f (x).
2x
140. cos 2x . 141. cos 3x . 142. e .
2x 2x
143. e . 144. sin x . 145. e sin x .
00 0 x 00 0
146. y y 2y = 4x 2e . 147. y 3y = 18x 10 cos x .
00 0 x 00 0 x x
148. y 2y + y = 2 + e sin x . 149. y + 2y + 2y = (5x + 4)e + e .
00 0 2x 00 0 x 2x
150. y 4y + 5y = 1 + 8 cos x + e . 151. y + 5y + 6y = e + e .
In the problems 152. to 157. find the solution of differential equations satisfying the initial conditions.
154. 4y 00 + y = 0, y() = 2, y 0 () = 3 .
In the problems 158. to 165. solve the linear differential equations by the method of variation of constants.
00 1 00 1
160. y + y = sin x
. 161. y + 4y = sin 2x
.
00 2 00 1
162. y + y = cotg x . 163. y + y = cos3 x
.
00 2 00
164. y + y = sin3 x
. 165. y + y = tg x .
x = 2x + y, x = x 3y,
166. y = 3x + 4y . 167. y = 3x + y .
x = x + y, x = 4x y,
168. y = 3x + y . 169. y = x + 2y .
x = y + t, x = x + y + et ,
170. y = x t . 171. y = x y + et .
x = 2x y + sin t, x = 4x y 5t + 1,
172. y = 4x + 2y + cos t . 173. y = x + 2y + t 1 .
x = 5x + 2y + 40et , x = y cos t,
174. y = x 6y + 9et . 175. y = x + sin t .
x = 5x + 2y + et , x = y,
176. y = x 6y + e2t . 177. y = x + et + et .
178. Find a curve passing through the point A[2, 0] with the property that the length of the tangent segment between the tangent point and the axis
Oy is 2 .
180. Determine the time required by a body heated up to 100 C to be cooled to 25 C in a room with temperature 20 C, if it is cooled to 60 C during
10 minutes. According to the Newton law the rate of cooling is proportional to the temperature difference .
181. Find all curves for which the tangent segment between the tangent point and the axis ox is split to halves by the axis oy .
182. A tank is filled by 100l of water solution containing 10kg od salt. Water flows into the tank at a rate 3l per 1 minute, the uniform concentration
is maintained by stirring the solution in tank. Calculate the amount of salt in tank after 1 hour .
183. The body of mass 1kg started to move at time t=0s due to action of a force which was directly proportional to the time and indirectly proportional
to the velocity of the body. At the time t=10s, the velocity was v=0.5ms1 and the force was F =4105 N. Determine the velocity of the body after
one minute .
184. Find the curves, whose tangent distance from the origin is equal to the x coordinate of the tangent point .
185. Find the curves, whose arbitrary tangent segment on the axis oy has length equal to the x coordinate of the tangent point .
186. Find the curves, whose arbitrary tangent intersects with the axis ox at a point equally distant both from the origin and from the tangent point .
187. Find the curves, whose tangent at an arbitrary point P forms together with the axis oy an the segment OP , where O is the origin of the coordinate
system, a triangle of the area a2 .
188. Find the curves, whose tangent at an arbitrary point P0 [x0 , y0 ] makes a segment on the axis oy of the length y02 .
189. Find a curve, which passes through the point O and for which the midpoint between arbitrary tangent point and intersection point of the pertinent
normal to the curve at the same point with the axis ox lies on the parabola y 2 =ax .
190. How much time needs a boat, moving only by own inertia, to slow down to 1cms1 , if its initial velocity is 1.5ms1 . The resistance of water is
proportional to the velocity, such that during the first four seconds the boat is slowed down to 1ms1 .
192. A cylindrical wooden block with cross-sectional area S, height h and mass density floats in water. Its axis is vertical. Find the period of the
oscillation, which is invoked by pushing the cylinder to the water and subsequently releasing it. Neglect any resistance of the surroundings .
193. A body of mass m moves straightforwardly under the acting constant force F0 free fall. Simultaneously, the resistance of the surroundings is
considered which is proportional to the velocity of the motion with proportionality coefficient . Find the equation of the motion x=x(t), if x(0)=0 and
also velocity is zero at the time t=0. Find also velocity as a function of time .
Conclusion
The solution of several types of ordinary differential equations was discussed in the chapter. We learned to solve the first order differential equations,
where the variable can be separated. We also learned to solve the linear first order differential equation. Besides we demonstrated the solution of other
types of the first order equations: homogeneous, Bernoulli and exact differential equations. For all these equations, we are able to prescribe an initial
condition and to find the solution satisfying this condition. For the case of linear differential equations we discussed also higher order equations though
only with constant coefficients. Now, we also know the methods of unique determination of integration constants by the initial conditions. We also
solved systems of differential equations of the first order which we are able to transform to a sole equation of a higher order. In the final part of the
chapter, several word examples and problems were presented which lead to differential equations discussed in the previous parts. In practice, definition
of the problem by words instead of equations and transformation of the word expression to the differential equation with boundary or initial conditions
is exactly what can be applied in studying other disciplines. Of course, crucial is the ability to solve such equations.
Problem solutions
The answers to the self-assessment questions, if you are unable to formulate, and also a lot of other answers can be found in provided references.
p
1. y = ce x
2. arctg y = arcsin x + c 3. ex+y = c|(y + 1)(x + 1)| 4. 1 + ey = c(1 + x2 ) 5. arctg ex = 2 sin1 2 y + c 6. 1 + x2 + 1 + y 2 = c
1
7. y 3 = 3x 3x2 + c 8. y = tg (cx) 9. x + y = c 10. ey (x3 1) 3 = c(y + 1)2 11. y = 2 sin x + c 12. (x 5)(y + 4) =
1 2
y
c 13. 10x + 10y = c 14. x2 + y 2 = ln cx2 15. y = 1cx1
16. x2 (1 + y 2 ) = c 17. y = ce x2 18. ln | y+1 | = x2 + x + c
19. 2(x3 y 3 )+3(x2 y 2 ) = 5 20. y = 1+x1x
21. y = 1, x 6= 0 22. y = 1 23. y = e x2 24. cos x = 2 cos y 25. 2 ey2 = e(1+ex )
x2
2
26. y = sin x 27. y = e 1x 28. y = 2 sin2 x 12 29. y = ce2x + ex 30. y = cx3 x2 31. y = ce 2x2
32. y = ln x + xc 33. y =
2x 3
2 1 2 2 ccos 2x e 2x x c
(x + 1) ( 2 x + x + c 34. y = cx + x 35. y = 2 cos x 36. y = c cos x + sin x 37. y = 4 + ce 38. y = 4 + x 39. y = x sin x + cx2
2
40. y = ce arctg x + arctg x 1 41. y = c sin x 2 42. y = (x2 + 1)(c + x) 43. y = 32 tg x(3 sin2 x) + 3 cos c
44. y = (c cos x) x2 + 1
x
45. y = c+sin x+1
x
cos x 46. y = ln(c ln x 1) 47. y = e13x + x3 91 48. y = x2 49. y = x22 x13 50. y = (ex 1) x + 1
q y y
51. y = 2xsin 2x+4
4 sin x
52. y = 1
2
(x(x + 1) 1+x
1x
arcsin x) 53. tg xy = ln cx 54. y = ce x 55. e x = ln cx 56. y = xe1+cx
p x2
3 2 y 2 2 2 2 y2
57. y 2x = cx (y + x) 58. y = x(x c) 59. sin x + ln |x| = c 60. y + x + y = cx 61. y = 2x ln |x| + cx 62. x e = c
x 2
y
2
63. x 2xy + 2y = c 2 2
64. x + y = cy2
65. sin x = cx 2 2
66. y = 2x ln |cx| 67. y = ce y 2
68. 2y ln y x = 0 2
69. y = x 21
y y p 2 2
70. y = x2 x 71. e x arctg x = x2 + y 2 72. xy2 = 12 ln |y| 73. y = 1+ 1 + 2x x2 74. y = 1+ce 1
x2
, y = 0 75. y 2 (cex +1) = 1, y = 0
76. xy(ln2 x + c) = 2, y = 0 77. y = (c ex + x 2)2 , y = 0 78. y = ( cex + x 1 79. y 2 ln x = c + sin x, y = 0 80. y =
(ccos x) 2
2 2 x 3 4x x 5 2 2 1
x2
, y = 0 81. y (cx) sin x = 1, y = 0 82. y (ce +x) = 1, y = 0 83. y = ce 4 16 84. y = cx x 85. y = cx+ln x+1 , y = 0
128. y = c1 e2x + c2 e5x + 4 129. y = c1 e2x + c2 e5x + 2x2 + 1 130. y = c1 e2x + c2 e5x + 6e3x 131. y = c1 e2x + c2 e5x + (x2 + 3x)e2x
4x
132. y = c1 e2x + c2 e5x + (x3 x)e5x 133. y = c1 e2x + c2 e5x + (3 cos x sin x)e2x 134. y = c1 + c2 e 3 + 2x4 + 6x3 + 3x2 8x
4x 4x 4x x x x x x
135. y = c1 + c2 e 3 + xe 3 136. y = c1 + c2 e 3 + 4 cos x 3 sin x 137. y = c1 e 3 + c2 xe 3 + e 3 138. y = c1 e 3 + c2 xe 3 + 21 cos x3
x x
139. y = c1 e 3 + c2 xe 3 + 9x2 + 102x + 451 140. y = c1 cos 2x + c2 sin 2x + 14 x sin 2x 141. y = c1 cos 2x + c2 sin 2x 15 cos 3x 142. y =
c1 cos 2x + c2 sin 2x + 81 e2x 143. y = e2x (c1 cos x + c2 sin x) + e2x 144. y = e2x (c1 cos x + c2 sin x) + 81 (cos x + sin x) 145. y = e2x (c1 cos x +
c2 sin x) 21 e2x sin 2x 146. y = c1 ex + c2 e2x 2x + 1 + ex 147. y = c1 + c2 e3x 3x2 2x + cos x + 3 sin x 148. y = c1 ex + c2 xex sin xex + 2
x x
149. y = (c1 cos x + c2 sin x)e + xe + e x
150. y = (c1 cos x + c2 sin x)e2x + cos x sin x + e2x + 51 151. y = c1 e2x + c2 e3x + 12 ex + xe2x
152. y = x2 + e3x 153. y = cos x + x sin x 154. y = 2 sin x2 6 cos x2 155. y = 2ex + (sin x 2 cos x)ex 4 156. y = 12 ex + 23 ex + x2 2
157. y = 12 ex e2x + 21 e3x 158. y = c1 e3x + c2 xe3x + x1 159. y = (x ln |x| + c1 x + c2 )ex 160. y = (c1 + ln | sin x|) sin x + (c2 x) cos x
1 1
161. y = c1 cos 2x + c2 sin 2x + 4 cos 2x ln | cos 2x| + 2 sin 2x 162. y = c1 cos x + c2 sin x + cos x ln | tg x2 | + 2 163. y = c1 cos x + c2 sin x 2cos 2x
cos x
164. y = c1 cos x + c2 sin x + 2cossin2xx 165. y = c1 cos x + c2 sin x + 21 cos x ln sin x+1
sin x1
166. x = c1 et + c2 e5t , y = c1 et + 3c2 e5t 167. x =
t t 2t 1 2t 2t 2t
e (c1 cos 3t + c2 sin 3t), y = e (c1 sin 3t c2 cos 3t) 168. x = c1 e + 3 c2 e , y = c1 e + c2 e 169. x = c1 e + c2 te , y = c1 e + c2 (t 1)e3t
3t 3t 3t
t t t t 2t t 2t t
170. x = c1 e c2 e +t1, y = c1 e +c2 e t+1 171. x = c1 +c2 e +e , y = c1 c2 e +e 172. x = c1 +c2 t+2 sin t, y = 2c1 c2 (2t+
1) 3 sin t 2 cos t 173. x = c1 e + c2 te + t, y = c1 e + c2 (t 1)e t 174. x = c1 e + c2 e + 7et + et , y = 12 c1 e4t c2 e7t + et + 2et
3t 3t 3t 3t 4t 7t
175. x = c1 cos t + c2 sin t t cos t, y = c1 sin t + c2 cos t + t sin t 176. x = c1 e4t + c2 e7t + 10 7 t
e + 15 e2t , y = c1 e4t + c2 e7t + 401 t
e + 10 3 2t
e
t t 1 t 1 t t t 1 t t
2 4x 2 2
177. x = c1 e c2 e + 2 e (t 1) 2 e (t + 1), y = c1 e c2 e + 2 t(e + e ) 2
178. 4 x + 2 ln | x | 180. 40min 181. y =cx
1 2 2 2 2 2 2 x
182. 3.9kg 183. 2.7ms 184. x + y = cx 185. y = cx x ln |x| 186. x + y = cy 187. a + cy = xy 188. y = c+x
x k
189. y 2 = 4ax + 4a2 (1 e a ) 190. ms = k s; s = v = v0 e m k
t; s = m v (1 e m t); t = m
k 0 k
ln vv0 50s 191. mx = k( d2 x) k( d2 + x); x
- deflection of the point X from the mid point of the segment S1 S2 inqthe direction of the initial deflection x0 ; d is length of the segment S1 S2 ;
2k 2k
equation: x + m
x = 0, x(0) = 0, x(0) = 0; solution: x = x0 cos 192. Sx = Sv xg, x is the deflection of the block from the
m
t
q
v v
equilibrium downwards and v is the density of water; equation: x + gx = 0; solution: x = c1 cos t + c2 sin t, =
g; period T = 2
193. x + m
x = F0
m
, x(0) = 0, x(0) = 0; x = F0
(t m
(1 e m t)); v = F0
(1 e m t)
Aim
Introduce the students to double integral, concentrating methods of calculation and its applications.
Objectives
Prerequisities
function; graph of a function; curve; derivative; partial derivative; determinate and indeterminate integral
This chapter discusses calculation techniques for an integral of a function of two variables on a bounded domain. Many geometrical and physical
quantities which can be met solving engineering problems are defined by integrals. Therefore, the calculation techniques for integrals have to be known
to any engineer, this is also the case of multiple integrals as long as practically all bodies are three dimensional in reality. The physical quantities are
defined on such bodies: as a simple example density of an nonhomogeneous body case can be considered. Although, the case of triple integral is not
discussed directly, the method explained for the double integral, as a reasonable simplification, are directly applicable also for the spacial integral.
First, an efficient way for calculation of double integral includes an efficient way of the integration domain description. Such a description enable to
convert the double integral into two simple integrals calculated subsequently. It will be also shown that under some condition the order of the integration
can be interchanges to define a better way of integral calculation.
Second, geometric description of the integration domain is crucial. Frequently, it is advantageous to use a substitution to change such a description to
simplify the calculation. Similarly to the simple integral, the substitution can lead to a simpler integral. Unlike the simple integral, however, where the
integration domain is always an interval, here the substitution is often used to modify and simplify the domain.
Finally, several examples for double integral applications will be provided, such as area of a domain, volume of a body, centroid of a planar region etc..
The description of an integration domain has to be given in a special from, as it has to be able to provide the bounds of the integrals for each variable.
An elementary domain type [x, y], Fig. 5.1(a), is a set D of points in R2 , for which there exist continuous functions g1 and g2 in the interval ha; bi such
that for any x(a; b) holds g1 (x)<g2 (x) and which is given as: D={(x, y) R2 : a x b g1 (x) y g2 (x)}.
An elementary domain type [y, x], Fig. 5.1(b), is a set D of points in R2 , for which there exist continuous functions h1 a h2 in the hc; di such that for
any y(c; d) holds h1 (y)<h2 (y) and which is given as: D={(x, y) R2 : h1 (y) x h2 (y) c y d}.
A special case of a domain which belongs to both types [x, y] and [y, x] is also a two dimensional interval or a rectangle ha; bihc; di. A domain which
is not an elementary domain has to be divided into several parts such that they are already elementary domains.
Let there is a function f continuous in the elementary domain D of the type [x, y] (pertinent bounding functions are denoted g1 (x) and g2 (x) and
points a and b). For each xha;bi, there is a continuous function hx (y)=f (x, y) defined in the interval yhg1 (x);g2 (x)i. Its integral depending on
Z g2 (x)
the parameter x is hx (y) dy, and it is a function F (x) continuous in the interval xha;bi. The function F (x) is integrable in the interval ha;bi
g1 (x)
y d
g2 (x)
h1 (y)
h2 (y)
D
D
g1 (x) c
O a b x O x
(a) (b)
Figure 5.1: Elementary domains: (a) type [x, y], (b) type [y, x].
rendering
Zb Zb gZ2 (x) Zb gZ2 (x)
The last integral contains subsequent integration. Similarly, subsequent integration of a function f (x, y) on an elementary domain of the type [y, x] can
be introduced.
If the elementary domain D is simultaneously of both types [x, y] and [y, x] and the function f (x, y) is continuous in D, then the order of integration
can be interchanged, i.e.
Zb gZ2 (x) Zd hZ2 (y)
!
ZZ Z 2 Z 2x2
Example 1 Interchange the order of integration in the integral f (x, y) dx dy= f (x, y) dy dx considering f a continuous function in
1 1
D
the domain D.
Solution. The subsequent integration is calculated first for the variable y with fixed x (e.g. with x1 along the drawn segment) and only then for the
variable x, the domain D is thus defined as elementary, type [x, y]. It can be written as D = {(x, y) R2 : 1 x 2 1 y 2x2 } and it is draw
y y
y=2x2
r
y
x=
8 8 2
y2
D2
D
2 2
y1 D1
1 1
O 1 x1 2 x O 1 2 x
graph of Fig. 5.2 confirms that the domain D is not elementary of the type [y, x]. The point of the domain have y coordinates in the interval h1; 8i,
nevertheless for y h1; 2i the x coordinates of pertinent points lie in the interval h1; 2i (e.g. for y1 ), while for y h2; 8i x depends on y as y2 x 2.
p
The domainD is to be split pint two subdomains D1 , D2 , Fig. 5.2, right. These domain are written as D1 = {(x, y) R2 : 1 x 2 1 y 2}
2 y
and D2 = {(x, y) R : 2
x 2 2 y 8}. They both sum to whole D D = D1 D2 and do not intersect in the interior. According to the
property V2 (see page Chapter 5. (Double integral) 5) we obtain
2 2x 2 2 2 8 2
ZZ Z Z Z Z Z Z
f (x, y) dx dy = f (x, y) dy dx = f (x, y) dx dy + f (x, y) dx dy,
D 1 1 1 1 2
y
2
The character of physical and geometrical quantities is usually closely related with the domain, with no need to know about the type of the domain.
Thus the integral is refferd to as integral over a planar domain.
Calculation of the double integral is usually based on he method of subsequent integration using the following Fubini theorem: Let the function f is
continuous on the domain D, which is an elementary domain of the type [x, y] or [y, x]. Then, it holds respectively: plat
ZZ Zb gZ2 (x)
f (x, y) dx dy = f (x, y) dy dx
D a g1 (x)
or
ZZ Zd hZ2 (y)
Basic properties additivity and homogeneity of the double integrals are the same as we learned for the simple integrals. Providing that pertinent integrals
in the following formulas, the properties are:
ZZ ZZ ZZ
V1 : (c1 f1 (x, y) + c2 f2 (x, y)) dx dy = c1 f1 (x, y) dx dy + c2 f2 (x, y) dx dy,
D D D
ZZ ZZ ZZ
V2 : f (x, y) dx dy = f (x, y) dx dy + f (x, y) dx dy, D = D1 D2 ,
D D1 D2
where the domains D1 and D2 do not have common inner points. The properties can be extended to a finite number of functions or domains.
Converting the double integral to two subsequently applied simple integrals, the method of definite integrals known from the previous course can be
applied, e. g. the method of substitution, integration by parts etc..
ZZ
Example 2 Calculate the integral (2x + 3y 2 7xy) dx dy, where D = h0; 2i h1; 1i.
D
D 1 0
Z1 x=2 Z1
7 1
x + 3y x x2 y
2 2
(4 + 6y 2 14y) dy = 4y + 2y 3 7y 2 1 = 12.
= dy =
2 x=0
1 1
Remark 1 As long as the domain D is also of the type [x, y], the same theorem provide alternative calculation
ZZ Z2 Z1 Z2 y=1 Z2
7 2
(2x + 3y 2 7xy) dx dy = 2
2xy + y 3 xy 2 dx = (4x + 2) dx = 2x2 + 2x 0 = 12.
(2x + 3y 7xy) dy dx =
2 y=1
D 0 1 0 0
ZZ
Example 3 Calculate (x2 + y) dx dy, where D = {(x, y) R2 : 0 x 2x2 y x}.
D
Solution. First, let us plot the domain D. Its boundary is formed by parts
of two parabolas with the equations y = 2x2 and y = x, Fig. 5.3. The
3 3
intersection points of the curves are the points O = (0, 0) and P = ( 22 , 24 ), obtained by solving the system of equations
y = 2x2 , y = x.
The domain D shown in the picture can be seen as an elementary domain of the type [x, y] defined by the inequalities
3
2
0x , 2x2 y x.
2
y=2x2
O
3 x
2
2
Figure 5.3: The domain D = {(x, y) R2 : x 0 2x2 y x}.
As the function f is continuous on D, hence integrable, the Fibini theorem enables the following calculation:
32 32 32
ZZ 2
Z Z x Z 2
2 y= x
2
Z
2 2 2 y 5 x 4 4
27
(x + y) dx dy = (x + y) dy dx = x y+ dx = x + (2x + 2x ) dx =
2 .
2 y=2x2 2 280 3 2
D 0 2x2 0 0
Remark 2 The domain D in the last example is also of the type [y, x]. The pertinent inequalities are then
3
r
4 2 y
0y , y x ,
2 2
Sometimes the integration domain cannot be easily described as an elementary domain or as a union of elementary domains. In such a case, the domain
has to be appropriately transformed.
The method of substitution is used, as well as for the simple definite integral, to simplify the calculation. Here, however, we have two possibilities: first,
to simplify the function, second, to simplify the domain.
Let there is an injective (possibly, besides the boundary) and regular mapping g=(gx , gy ) determined by the equations x=gx (, ), y=gy (, ) defined
on the domain D R2 . Let the image of the domain D is a domain D, i. e. g : D 7 D. Then for a continuous function f (x, y) on D holds
ZZ ZZ
f (x, y) dx dy = f (gx (, ), gy (, )) |Jg (, )| d d,
D D
where Jg (, ) is determinant
gx (, ) gx (, )
Jg (, ) =
gy (, ) gy (, )
called jacobian of the mapping g.
.
=co
n st
y nst.
co
x = cos , y = sin
=
gx (, ) = cos , gy (, ) = sin =co
nst.
t .
Jg (, ) = D c ons
=
(identifying the polar axis p with the axis x)
ZZ ZZ
f (x, y) dx dy = f ( cos , sin ) d d
D D O x p
.
nst
co
x = a cos , y = b sin , a > 0, b > 0 =cons
=
t.
gx (, ) = a cos , gy (, ) = b sin
onst.
Jg (, ) = ab D =c
(identifying the polar axis p with the axis x)
=
con
ZZ ZZ
st.
f (x, y) dx dy = f (a cos , b sin ) ab d d
O x p
D D
Solution. First, we draw the domain D such that we draw the boundary curves. They are:
circles: x2 + y 2 = 4, x2 + y 2 = 9, lines: x = y, x = y,
see Fig. 5.4(left). In this case, the polar transformation x = cos , y = sin is suitable, because the D is the image of an interval. We can verify
y
=3
3 = 4
=2 4
2
D
O 2 3x O 2 3
g (, ) D
2
4
3 = 4
Figure 5.4: The domain D = {(x, y) R2 : 4 x2 + y 2 9 |y| x} and the domain D = h2; 3i h 4 ; 4 i, g : D 7 D.
this by substituting the transformation equations int the equations of the boundary curves. We obtain
x2 + y 2 = 2 cos2 + 2 sin2 = 2 ,
Remark 3 If the direct integration were used, the domain would be necessarily split int several parts in order to have been able to find the
integration bounds and to use the Fubini theorem.
ZZ
Example 5 Caculate by the method of substitution xy 2 dx dy, where
D
D = {(x, y) R2 : x 0 y 0 1 xy 2 4 x y 3 8x}.
Solution. Though, in the most of the problems we solve, the polar coordinates are used, there exist examples where other substitution is advantageous.
This is one of them.
The integration domain is drawn in Fig. 5.5(left). The domain look trivial even for direct integration and we would be able to find the integration
bounds for the subsequent integration in the Fubini theorem. Nevertheless, an appropriate transformation can simplify the calculation. Let us consider
the curves with the equations
y3 y3
xy 2 = 1, xy 2 = 4, = 1, = 8,
x x
which form the contour of the domain D. In this case a power transformation can be effectively used:
y3
D x
=1 T
xy 2 =1 1
O x O 1 4 u
Figure 5.5: The domain D = {(x, y) R2 : x 0 y 0 1 xy 2 4 x y 3 8x} and the domain T = h1; 4i h1; 8i, g : T 7 D.
because either u or v are then constant on the boundary. The coefficients of the power transformation 1 , 2 , 1 , 2 can be determined by the conditions
2 1 2 1
= 1, = 2, = 1, = 3,
which gives
2 = , 1 = 2, 2 = , 1 = 3,
1
= 1 2 2 1 = 32 + 22 = 52 = ,
5
1 2 1 3
2 = , 1 = , 2 = , 1 = .
5 5 5 5
Our power transformation is in the present case defined by the relations
3 2 1 1 1 1 6
x = u 5 v 5 , Jg (u, v) = u 5 v 5
y = u5 v 5 ,
5
and it maps the elementary domain T = h1; 4i h1; 8i onto the domain D, see Fig. 5.5 the figure also shows that replacing x by u and replacing y by
v, presents T as an interval in the coordinate system Ouv. The function f (x, y) = xy 2 is continuous on D which implies its integrability. The method
of substitution renders
Z8 Z4 " 9 #4 " 1 #8
v 5 5
8 8581
ZZ ZZ
2 1 4
6 1 u5
xy dx dy = u |Jg (u, v)| du dv = u 5 v 5 du dv = = = .
5 5 95 15 9 5
8 1
D T 1 1 1 1
Integral in general is used to calculate geometrical and physical quantities. There is a lot of such examples, only the most principal will be discussed.
The double integral can be used for various quantities which characterize a planar domain D, e.g.:
ZZ
Area of a domain D: A = dx dy.
D
s 2 2
ZZ
f f
Area of a curved surface P: A = 1+ + dx dy, where D is an orthogonal projection of the surface P, given as a graph of a
x y
D
finction z = f (x, y), to the plane Oxy.
ZZ
Volume of a cylindrical body T: V = f (x, y) dx dy, where D is an orthogonal projection of the body T to the plane Oxy. The body T occupies
D
the space between the domain D and the graph of the function f (x, y) which is defined on D and satisfying condition f (x, y) 0 on D.
ZZ
Mass of a domain D: m = dx dy, where (x, y) is the (surface) density of the body defined by the domain D.
D
Uy Ux
The centroid T of a domain D: T = , .
m m
Example 6 Calculate area of a domain D which is bounded by a curve given by the equation (x2 + y 2 )3 = a2 (x4 + y 4 ) with a parameter a > 0.
ZZ
Solution. The planar body, whose area is to be calculated, is drawn in Fig. 5.6(left). To calculate the integral dx dy, the domain is transformed by
D
y
A
A
O D x O
D
g (, )
=r()
Figure 5.6: The domain D boundaed by the curve (x2 + y 2 )3 = a2 (x4 + y 4 ) and the domain D , g : D 7 D.
polar coordinates. To this end, we substitute the relations x = cos , y = sin to the equation of the boundary curve for expressing it in a suitable
form. We obtain
(2 cos2 + 2 sin2 )3 = a2 (4 cos4 + 4 sin4 )
which makes q
2 2 4 4
= a (cos + sin ) = a cos4 + sin4 ,
since both and a are nonnegative.
to the domain D. Then Fig. 5.6 presents the domain D in a rectangular coordinate system O, where it is an elementary domain of the type [, ]
mapped by g onto D.
Using the Fubini theorem, the double integral can be calculated as follows:
Z r() Z q 2
ZZ ZZ Z 2 Z
1 a
4
cos4 + sin4 d =
A= dx dy = d d = d d = a cos4 + sin d =
2 2
D D 0
Z 2 2 Z
a2 a2
1 + cos 2 1 cos 2 1 1 1 2 1 1 1 2
= + d = + cos 2 + cos 2 + cos 2 + cos 2 d =
2 2 2 2 4 2 4 4 2 4
Z
a2 2 Z 2 Z
1 1 2 a 1 1 (1 + cos 4) a 3 1 3
= + cos 2 d = + d = + cos 4 d = a2 ,
2 2 2 2 2 2 2 2 4 4 4
Z
because cos 4 d = 0 due to appropriately oscillating character of the periodic function.
coordinates. This coordinates have to be shifted such that the origin isat the point (2, 0). The substitution relations for the composed transformation
with parameters a and b from the polar transformation given by a = 2 2 and b = 2, respectively, read
x = gx (, ) = 2 + 2 2 cos , y = gx (, ) = 2 sin , Jg = 4 2.
so that the domain D which is mapped to the domain D is an interval D = {(, ) R2 : (0; 1i h; )}. Now, the substitution method
can be used and the area is calculated
ZZ ZZ Z1 Z
1
A= 2 dx dy = 2 4 2 d d = 8 d d = 8 2 = 8.
2
D D 0
Remark 4 The area could be calculated directly in rectangular coordinates which would save us from the substitution. Nevertheless, the
integration would be more complicated. We can compare both methods:
q
2+2x x2
2
ZZ 2+2
Z 2 2+2
Z 2
Z
A= 2 dx dy = 2 2 dy dx = 2 4 + 4x x2 dx =
M 22 2 0 22 2
s
2+2
Z 2 2+2
Z 2 2 1
Z
t= x2
p x2 2
2
=2 8 (x 2)2 dx = 2 8 1 dx = 2 8 1 t2 8 d t =
2 2
22 2 22 2 1
h i1
= 8 t 1 t2 + arcsin t = 8(arcsin 1 arcsin(1)) = 8.
1
Solution. The given body T is bounded from below by the plane Oxy and from above by the given paraboloid. The rest of the boundary is formed by
three vertical planes, so that the orthogonal projection of the body T to the plane Oxy is the domain D drawn in Fig. 5.8. The volume V of the body
y
6 y=2x
4
y=6x
D y=1
1
O
1 2 56 x
2
Example 9 Find the coordinates of the centroid of a thin homogeneous plate, whose form is a circular sector of an angle and a radius R.
Solution. The domain D of the thin plate is shown in Fig. 5.9. The plate is homogeneous so its density is a constant. We need to calculate the mass
m of the domain D and its static moments Sx and Sy with respect to coordinate axes. Let us choose the coordinate system Oxy as it is shown in the
picture. We have a free choice for this coordinate system so it is worth thinking about the most advantageous position utilizing the shape of the domain.
The mass of the domain is obtained by the substitution with the polar coordinates
Z2 ZR Z2 ZR
R2
ZZ
m= dx dy = d d = d d = .
2
D
2
0
2
0
2 D
O Rx
2
R sin 2
The homogeneous domain D is symmetric with respect to the axes x so the pertinent static moment should be zero. We can verify it by calculating the
integral
ZZ Z2 ZR Z2 ZR
Sx = y dx dy = 2 sin d d = sin d 2 d = 0.
D
2
0
2
0
It means that the centroid lies on the axes of symmetry of the plate and its distance from the vertex of the sector is given by the value of Tx
1. Describe common geometrical shapes as elementary domains, e.g. a circle, a circular segment, an ellipse, a cardioid etc.. How do you proceed in the
description?
2. Cut a rectangular hole in aforementioned shapes and split the resulting domain to elementary domains. How do you proceed in this case?
3. Could you integrate a discontinuous function on a given domain?
4. Can you imagine how a three dimensional integral (a triple integral) is calculated based on your experience with the double integral?
5. Are you able to integrate on a map with the system of contour and descent lines by the method of substitution?
6. Resuming your knowledge from other fields, explain which physical quantities have integral character and thus are calculated by the double integral?
ZZ
20. x2 + y 2 2x 2y + 4 dx dy, where D = h0; 2i h0; 2i .
D
ZZ
22. x2 y sin(xy 2 ) dx dy, where D = h1; 2i h0; i .
2
D
x2 y 2
ZZ
23. dx dy, where D = h0; 1i h0; 1i .
(x2 + y 2 )2
D
ZZ
24. (2x + y) dx dy, where D = {(x, y) R2 : x 0 y 0 x + y 3} .
D
ZZ
25. xy dx dy, where D = {(x, y) R2 : x 0 y 0 x+ y 1} .
D
ZZ
26. |x| dx dy, where D = {(x, y) R2 : x2 y 4x2 + y 2 12} .
D
ZZ
2x
27. dx dy, where D = {(x, y) R2 : x 0 y 1 x y} .
x2 +y 2
D
ZZ
28. x2 y 2 dx dy, where D = {(x, y) R2 : 1 x2 + y 2 4} .
D
ZZ
x x
29. arctg dx dy, where D = {(x, y) R2 : 1 x2 + y 2 9 y x 3} .
y 3
D
x2
ZZ
31. dx dy, where D is a domain bounded by the curve xy = 1 and by the lines x = 2 and y = x .
y2
D
ZZ
x
32. e y dx dy, where D is a domain bounded by the parabola y 2 = x and by three lines, one of the being the y axis and the other two are parallel
D
to the x axis passing respectively through the points (0, 1) and (0, 2) .
In the problems 33. to 40. calculate the integrals by the substitution with polar coordinates.
ZZ
33. (1 2x 3y) dx dy, where D = {(x, y) R2 : x2 + y 2 4 y x} .
D
ZZ p
34. x2 + y 2 dx dy, where D = {(x, y) R2 : 0 y x 0 x 1} .
D
ln(x2 + y 2 )
ZZ
35. 2 2
dx dy, where D = {(x, y) R2 : 1 x2 + y 2 e 0 y} .
x +y
D
ZZ p
36. sin x2 + y 2 dx dy, where D = {(x, y) R2 : 2 x2 + y 2 4 2 } .
D
ZZ s
1 x2 y 2
37. dx dy, where D = {(x, y) R2 : x2 + y 2 1 0 x} .
1 + x2 + y 2
D
ZZ
39. (xy)2 dx dy, where D = {(x, y) R2 : (x2 + y 2 )2 p2 (x2 y 2 )} .
D
ZZ
2 y 2
40. ex cos(x2 + y 2 ) dx dy, where D = {(x, y) R2 : x2 + y 2 4 } .
D
In the problems 41. to 44. calculate the integrals by the substitution with generalized polar coordinates.
x2
ZZ
2
41. (x 2y) dx dy, where D = {(x, y) R : + y 2 1 0 x 12y} .
4
D
ZZ p
42. 1 x2 4y 2 dx dy, where D = {(x, y) R2 : x2 + 4y 2 1} .
D
ZZ
43. ln(1 + x2 + 9y 2 ) dx dy, where D = {(x, y) R2 : x2 + 9y 2 36} .
D
ZZ
44. (x2 + y 2 ) dx dy, where D = {(x, y) R2 : 3x2 + 12y 2 1} .
D
x2
ZZ
47. dx dy, where D = {(x, y) R2 : 2x2 6y 3x2 x y 2 7x} .
y
D
ZZ
x
48. dx dy, where D = {(x, y) R2 : x y 2x x2 y 2x2 } .
y
D
In the problems 49. to 57. calculate the area of a planar domain bounded by given curves.
49. 2x y = 0, 2x y = 7, x 4y + 7 = 0, x 4y + 14 = 0 .
x2 y 2 x y 2
50. + = 1, + = 1. 51. y = x, y = x + 2, y = 2, y = 2 .
a2 b2 a b
1 y 2 + b2 y 2 + a2
52. y = (x a)2 , x2 + y 2 = a2 , a > 0 . 53. x = , x= , a > b > 0.
a 2b 2a
54. xy = 6, 3x y = 7, x = 1 . 55. x + y = a, x + y = a, a > 0 .
3 3 x
56. 6x = y 16y, 24x = y 16y . 57. xy = 2, xy = 8, y = , y = 2x .
2
In the problems 58. to 63. calculate the area of a planar domain bounded by given curves using polar coordinates.
2 2 2 2 2 2 2 2 2
58. (x + y ) = 4(x y ) . 59. (x + y ) = 2a xy, a > 0 .
2 2 3 5 2 2 3 4
60. (x + y ) = 2ax , a > 0 . 61. (x + y ) = 2axy , a > 0 .
3 2 2 2 3 2
62. (x + y) = xy . 63. (x + y ) = a(x 3xy ), a > 0 .
In the problems 68. to 75. calculate the area of a curved interface given by the domain D.
68. D = {(x, y, z) R3 : 2x + 2y + z = 4 x2 + y 2 9} .
69. D = {(x, y, z) R3 : 2z = x2 + y 2 x2 + y 2 1} .
73. D = {(x, y, z) R3 : y 2 + z 2 = 4 x2 + y 2 4} .
75. D = {(x, y, z) R3 : 2z = x2 + y 2 x2 + y 2 + z 2 3} .
In the problems 76. to 85. calculate the volume of a body by the double integral.
2 2
76. 2y = x, x + 2y + z = 4, z = 0 . 77. 2y = x , x + y + z = 4, z = 0, y = 1 .
2 2 2 2 2 2 2 2
78. x + y = z, x + y = 2x, z = 0 . 79. x + y = 1, y + z = 1 .
x 2 y 2 2
80. z = e , x2 + y 2 = 1, z = 0 . 2 2 2
81. z = 2xy, (x + y ) = 2xy, z = 0 .
84. z = x2 + y 2 , y = 2x, y = 6 x, z = 0, y = 1 .
85. z = x2 + y 2 , x2 + y 2 = x, x2 + y 2 = 2x, z = 0 .
2
x2
86. Determine the mass of a planar domain bounded by an ellipse with the equation 4
+ y9 =1, if the density is in each its point directly proportional
to the distance r from the small halfaxis and for r=1 it is equal to two .
87. Determine the mass of a domain bounded by the parabolas y=2x2 and y=x2 . The density at each point is directly proportional to the distance
of the point from the x axis and it is equal to four at the point (0, 2) .
88. Calculate the mass of a thin plate whose boundary is a curve given by the equation |x|+|y|= 2 , if the density of the plate is given by the relation
(x, y)= cos x cos y .
p
89. Calculate the mass of a thin plate bounded by the circle x2 +y 2 =2ax. The density of the circle is given by the relation (x, y)= x2 +y 2 .
90. Calculate the static moments of a thin plate bounded by the curves y=|x| and y= 2x2 , if the density in each point is equal to four times the
distance of the point from the x axis .
2
91. Determine the coordinates of the centroid of a homogeneous domain bounded by the curves y=x2 and y= 1+x 2 .
92. Find the centroid coordinates of a homogeneous domain bounded by the curve y= cos x, xh; i and by a line parallel to the x axis which
passes through the point (0, 1) .
93. Calculate the coordinates of the centroid of a planar domain bounded by the curve y=4x2 and by the x axis. The density at each point is
directly proportional to the distance from the y axis .
95. The density of a equilateral rectangular triangle with the hypotenuse 2a is directly proportional to the distance from the hypotenuse. Determine
97. Calculate the coordinates of the centroid of a planar domain bounded by the parabola y=x2 and by the line y=x+2, if the density in each point
is directly proportional to the distance of the point from the x axis .
98. Determine the moment of inertia of a homogeneous circular domain with the unit density and the radius r=4 with respect to its tangent .
99. A ring domain is bounded by concentric circles with radii r1 =1 and r2 =2. The density at each point of the domain is directly proportional to the
distance from the centre of the ring. Determine the moment of inertia of the domain with respect to a line passing through the centre of the ring .
100. The density at each point of an annular domain given by the inequalities 1x2 +y 2 4 is indirectly proportional to the distance of the point from
the centre of the annular domain. Determine the moment of the inertia of the domain with respect to the x axis .
101. Determine the polar moment of inertia of an ellipse given by the inequality x2 +4y 2 4, if the density at each point is directly proportional to its
distance from the small halfaxis .
102. Calculate the polar inertial moment of the part of the circle x2 +y 2 2x+2y which lies in the first quadrant. Consider the circle to be homogeneous
with the unit density .
Conclusion
The chapter was intended to calculation of double integrals. First, we learned to describe the domain of integration such that a double integral is
converted to two subsequently integrated integrals. These simple definite integrals are then calculated by the methods which we learned in the previous
course of mathematics. We also saw that it is frequently useful to transform the domain of integration by a appropriate function so that the evaluation of
the integrals were simplified by the substitution method. The final part of the chapter was intended to application of this type of integral in calculation of
various geometrical and physical quantities. The acquired knowledge can be applied for understanding and studying other disciplines of our specialization.
Problem solutions
The answers to the self-assessment questions, if you are unable to formulate, and also a lot of other answers can be found in provided references.
Z 4 Z 2
53 1 4 56 4+ 13 1516
1. 12
2. 0 3. 12
4. 40
5. 3
6. 10
7. 2
8. 0 9. 8
ln 2 10. 150
11. f (x, y) dy dx
3 1
Z 1y2
y
Z 1 Z arcsin y Z 4 Z
2
Z 6 Z 6y Z 1
12. f (x, y) dx dy 13. f (x, y) dx dy + f (x, y) dx dy 14. f (x, y) dx dy
0 arcsin y 0 0 4 0 0 1y 2
Z 1 Z 3 y Z 1 Z 1x2 Z 0 Z 2 x+1 Z 8 Z 2x
15. f (x, y) dx dy 16. f (x, y) dy dx 17.
f (x, y) dy dx +
f (x, y) dy dx
0 y2 1 0 1 2 x+1 0 2 x+1
Z 1 Z 1 1y 2 Z 1 Z 2 Z 2 Z 2
27 32 3
18. f (x, y) dx dy + f (x, y) dx dy + f (x, y) dx dy 19. ln 16 20. 3
21. 2 ln 2 1 22. 2
1 2 1 2
0 2
y 0 1+ 1y 2 1 2
y
2
23. neexistuje 24. 27 25. 1
26. 4 3 10
27. ln 2 2 +
28. 21
29. 30. 256
31. 9
32. 1
33. 2 + 8
2
1
2 20
2
3
2
1 3
8
1 6
6
15
2
4 2
3
34. 6 ( 2 + ln(1 + 2)) 35. 4 36. 6 37. 4 ( 2) 38. 2 p 39. 90 p 40. 2 41. 3 ( 3 1) 42. 3 43. 3 (37 ln 37 36)
5 65 8 8 4 9 ab 40 a2
44. 288 45. 5(2 1)(4 5 3 5 ) 46. 3 47. 5 48. 16 49. 7 50. 2 ( 2 1) 51. 3 52. 12 (3 4) 53. 23 (a b) ab
2 2
54. 6 ln 3 + 2 55. 13 a2 56. 16 57. 6 ln 2 58. 4 59. a2 63
60. 128 a2 7
61. 128 a2 62. 601
63. 14 a2 64. a2cb2 65. 2 ab(a2 + b2 )