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Lecture Notes on Mathematics

Preprint · June 2024


DOI: 10.13140/RG.2.2.29063.20644

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Lecture Notes on

Mathematics
M a t ri c es, Di fferen t i ati on,
I n t e g r a t io n , D i f f e r e n t i a l E q u a ti on s a n d m o r e

SAIF BASHAR

M o r e a t h t t p s: / / s4i fbn.c o m

Ma rch 2021 up d a te
An Introductory book about the most important topics
of mathematics (matrices, functions, derivation,
integration and the various types of differential
equations, supported by many examples I collected
over the years of studying mathematics, I benefitted a
lot from the lectures of my professor Prof. Dr. Abdul
Mohsen Jaber Al Ma’aly, for further information and
video lectures you can visit my website at: s4ifbn.com

Contents
Chapter 1 – Matrices 00 – 13
Chapter 2 – Functions 14 – 34
Chapter 3 – Differentiation 35 – 43
Chapter 4 – Partial Derivative 44 – 57
Chapter 5 – Integration 58 – 87
Chapter 6 – Definite Integration 88 – 110
Chapter 7 – Deferential Equations 111 – 171
Chapter 8 – Periodic Functions 172 – 190
Chapter 9 – Linear Programming 191 – 200

Note: this book is under development and continuous


improvements, you can send me your thoughts and suggestions or
if you find some ambiguous topics that needs more clarification,
you can also report about typos or mistakes, you can email me at:
[email protected] with my thanks and
appreciations
To the students of today, programmers of tomorrow,

This one is about the queen of sciences


Chapter One

Matrices
Matrices
1.1 Definition
1.2 Matrices Addition & Subtraction
1.3 Matrices Multiplication
1.4 Transpose of a Matrix
1.5 Determinants
1.6 Solving a System of Linear Equations
1.7 Eigen Value and Eigen Vectors
1.8 Singular Value Decomposition
Matri c es s4ifbn.com

1.1 Definition
Matrix: is a set of numbers arranged as a rectangular array enclosed by parentheses

𝑎11 𝑎12 𝑎1𝑗


𝐴 (𝑖 ∗ 𝑗) = (𝑎21 𝑎22 𝑎2𝑗 )
𝑎𝑖1 𝑎𝑖2 𝑎𝑖𝑗

(𝐴) Is a matrix with (𝑖) rows and (𝑗) columns and it is said to be of order (𝑖 ∗ 𝑗), and (𝑎11,𝑎22 ,𝑎𝑖𝑗 ) is called the main
diagonal and (𝑎1𝑗,𝑎22 ,𝑎𝑖1 ) is called the secondary diagonal

c11
𝐵 (1 ∗ 𝑗) = (b11 b12 b1𝑗 ) , 𝐶 (𝑖 ∗ 1) = (c21 )
c𝑖1

(𝐵) Is called a Row Vector and (𝐶) is called a Column Vector

Square Matrix: it’s the matrix that has the same number of columns and rows which means(𝑖 = 𝑗), the summation
of the main diagonal elements of the square matrix is called the trace of the matrix

Triangle Matrix: it’s a square matrix that has the element(𝑎𝑖𝑗 = 0 𝑤ℎ𝑒𝑟𝑒 𝑗 > 𝑖 𝑜𝑟 𝑖 > 𝑗), in the case of (𝑗 > 𝑖) it’s
called an upper triangle matrix and in the case of (𝑖 > 𝑗) it’s called a lower triangle matrix like the following matrices:

5 6 6 1 0 0
(0 9 2) , (1 7 ) , (1 0 ) , (5 1 0)
0 91 8 1
0 0 1 8 2 9

Diagonal Matrix: is the matrix that all its elements are equal to zero except the elements of the main diagonal

Scalar Matrix: is a diagonal matrix where the diagonal elements are equal

Identity Matrix: it is a diagonal matrix where all the elements of the main diagonal are equal to one it’s also called the
Unit Matrix, like the following matrices:

1 0 0
1 0
𝐼3 = (0 1 0) , 𝐼2 = ( ) , 𝐼1 = (1)
0 1
0 0 1
𝐴 (3 ∗ 3) ∗ 𝐼3 = 𝐼3 ∗ 𝐴 (3 ∗ 3) = 𝐴 (3 ∗ 3)

Zero Matrix: it is the matrix that all of its elements are zeros it is also called the Null Matrix

Rank of a matrix it’s the number of independent rows or columns in a square matrix when no mathematical relation
can be found between them, to find a rank of a matrix we:

1- Put it to row echelon form


2- Identify the pivot column
3- Rank is equal to the number of pivot columns

Rank of 𝐴𝑚∗𝑛 ≤ min (𝑚,𝑛)

Rank of 𝐴𝑛∗𝑛 ≤ n
1

Wo rk in progress by Saif Bashar – Updated on March 2021


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Example 1.1:

1 0 −1 0 4
2 1 0 0 9)
𝐴 (4 ∗ 5) = (
−1 2 5 1 −5
1 −1 −3 −2 9

𝑅𝑜𝑤2 = 𝑅𝑜𝑤2 − 2𝑅𝑜𝑤1


𝑅𝑜𝑤3 = 𝑅𝑜𝑤3 + 𝑅𝑜𝑤1
𝑅𝑜𝑤4 = 𝑅𝑜𝑤4 − 𝑅𝑜𝑤1
1 0 −1 0 4
We get, 𝐴 (4 ∗ 5) = (0 1 2 0 1)
0 2 4 1 −1
0 −1 −2 −2 5

𝑅𝑜𝑤3 = 𝑅𝑜𝑤3 + 2𝑅𝑜𝑤2


𝑅𝑜𝑤4 = 𝑅𝑜𝑤4 + 𝑅𝑜𝑤2
1 0 −1 0 4
0 1 2 0 1)
We get, 𝐴 (4 ∗ 5) = (
0 0 0 1 3
0 0 0 −2 6

𝑅𝑜𝑤4 = 𝑅𝑜𝑤4 + 2𝑅𝑜𝑤3


1 0 −1 0 4
We get, 𝐴 (4 ∗ 5) = (0 1 2 0 1)
0 0 0 1 3
0 0 0 0 0

Now we count the columns that have only 1 which are 3, so we say the rank of the matrix is 3

Wo rk in progress by Saif Bashar – Updated on March 2021


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1.2 Matrices Addition and Subtraction


We must have matrices with the same dimensions in addition and subtraction operations

Example 1.2:

1 2 3 0 1 1
𝐴(2∗3) = ( ) , 𝐵(2∗3) = ( )
4 5 6 2 1 3
1 2 3 0 1 1 1 3 4
𝐴+𝐵 = ( )+ ( )= ( )
4 5 6 2 1 3 6 6 9
1 2 3 0 1 1 1 1 2
𝐴−𝐵 = ( )− ( )= ( )
4 5 6 2 1 3 2 4 3

Addition & Subtraction of matrices’ properties:

1) 𝐴 ±𝐵 = 𝐵 ±𝐴 (Commutative Relation)
2) 𝐴 ± (𝐵 ± 𝐶) = (𝐴 ± 𝐵) ± 𝐶 (Associative Relation)
3) 𝐴−𝐴 = 0
4) 0 − 𝐴 = −𝐴

Two matrices are said to be equal if and only if they have the same order and each element of one is equal to the
corresponding element of the other.

1.3 Matrices Multiplication


We must have the number of columns of the first matrix equal to the number of rows in the second matrix in order to
perform matrices multiplication

Example 1.3:

𝐴 ∗ 𝐵 = 𝐶

1 2 0 1 2 2 3 8
𝐴(2∗2) = ( ) ∗ B (2 ∗ 3) ( ) = C (2 * 3) ( )
3 4 1 1 3 4 7 18

Multiplication of matrices’ properties:

1) 𝐴 ∗ 𝐵 ≠ 𝐵 ∗ 𝐴 (Not Commutative Relation)


2) 𝐴 ∗ (𝐵 ∗ 𝐶) = (𝐴 ∗ 𝐵) ∗ 𝐶 (Associative Relation)
3) 𝐴 ∗ (𝐵 ± 𝐶) = (𝐴 ∗ 𝐵) ± (𝐴 ∗ 𝐶) (Distributive Relation)
4) 𝐼𝑓 (𝐴 ∗ 𝐵 = 0) (Does not necessarily imply that either (𝐴) or (𝐵) are zero matrices)
5) 𝐾 ∗ (𝐴 ± 𝐵) = 𝐾𝐴 ± 𝐾𝐵 (𝐾 is scalar)
6) 0 ∗ 𝐴 = 0
7) 𝐴𝑛 ∗ 𝐴𝑚 = 𝐴𝑛+𝑚
8) (𝐴𝑛 )𝑚 = 𝐴𝑛𝑚

Note that there is no division between matrices but we can divide the whole matrix by a number in means of dividing
3

each element in the matrix by that number.

Wo rk in progress by Saif Bashar – Updated on March 2021


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1.4 Transpose of a Matrix


It is when we convert the matrix rows into columns and denoted by (𝐴𝑇 )

Example 1.4:

1 2 3
𝐴(2∗3) = ( )
4 5 6
1 4
𝐴𝑇 (3∗2) = (2 5)
3 6

Transpose of a matrices’ properties:

1) (𝐴𝑇 )𝑇 = 𝐴
2) (𝐴 ± 𝐵)𝑇 = 𝐴𝑇 ± 𝐵 𝑇
3) (𝐴 ∗ 𝐵)𝑇 = 𝐴𝑇 ∗ 𝐵 𝑇
4) (𝐴𝐵)𝑇 = 𝐵 𝑇 ∗ 𝐴𝑇

Symmetric Matrix it is a square matrix where 𝐴 = 𝐴𝑇

4 1 2 4 1 2
𝐴(3∗3) = (1 4 3) , 𝐴𝑇 (3∗3) = (1 4 3)
2 3 4 2 3 4

Skew Symmetric Matrix: it is a square matrix where (𝐴 = −𝐴𝑇 ) which means for every (𝑎𝑖𝑗 ) in (𝐴) becomes (– 𝑎𝑗𝑖 )
in (𝐴𝑇 ) and the main diagonal is all zeros it is also called Anti-Symmetric Matrix

0 1 2 0 −1 −2
𝐴(3∗3) = (−1 0 3) , 𝐴𝑇 (3∗3) = (1 0 −3)
−2 −3 0 2 3 0
4

Wo rk in progress by Saif Bashar – Updated on March 2021


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1.5 Determinants
A matrix determinant is a number specified for a square matrix and it is computed depending on the matrix order

1- Determinant of (1 ∗ 1) matrix

𝐴(1∗1) = (a11)

|𝐴| = a11

2- Determinant of (2 ∗ 2) matrix

|𝐴| = 𝑃𝑟𝑜𝑑𝑢𝑐𝑡 𝑜𝑓 𝑡ℎ𝑒 𝑀𝑎𝑖𝑛 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙 – 𝑃𝑟𝑜𝑑𝑢𝑐𝑡 𝑜𝑓 𝑡ℎ𝑒 𝑆𝑒𝑐𝑜𝑛𝑑𝑎𝑟𝑦 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙

𝐴(2∗2) = (1 2)
3 4
|𝐴| = (1 ∗ 4) – (2 ∗ 3) = – 2

3- Determinant of (3 ∗ 3) matrix and above, there are several methods to find the determinant:

a) Repeating Columns (used only for (3 ∗ 3) matrices): first we need to repeat the first and the second
column of the square matrix as follows:

a11 a12 a13 a11 a12


𝐴(3∗3) = (a21 a22 a23 ) (a21 a22 )
a31 a32 a33 a31 a32

|𝐴| = [(a11 ∗ a22 ∗ a33 ) + (a12 ∗ a23 ∗ a31 ) + (a13 ∗ a21 ∗ a32 )] –[(a13 ∗ a22 ∗ a31 )
+ (a11 ∗ a23 ∗ a32 ) + (a12 ∗ a21 ∗ a33 )]

Example 1.5:

1 2 3
𝐴(3∗3) = (0 1 0)
2 4 6

1 2 3 1 2
|𝐴| = ( 0 1 0) (0 1) = (6 + 0 + 0 ) – (6 + 0 + 0) = 0
2 4 6 2 4
5

Wo rk in progress by Saif Bashar – Updated on March 2021


Matri c es s4ifbn.com
b) Minor & Cofactor Method (for (3 ∗ 3) matrices and above): the minor is a part of the matrix where we
pick an element and delete its column and row then compute the determinant for the rest of the elements

Example 1.6:
1 2
𝐴(2∗2) = ( )
3 4

𝑀𝑖𝑛𝑜𝑟 (1) = 4
𝑀𝑖𝑛𝑜𝑟 (2) = 3
𝑀𝑖𝑛𝑜𝑟 (3) = 2
𝑀𝑖𝑛𝑜𝑟 (4) = 1

1 2 3
𝐵(3∗3) = ( 0 1 0)
2 4 6

𝑀𝑖𝑛𝑜𝑟 (1(1,1) ) = 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡 𝑜𝑓 (1 0) = 6 − 0 = 6


4 6
𝑀𝑖𝑛𝑜𝑟 (2(1,2) ) = 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡 𝑜𝑓 (0
0) = 0 − 0 = 0
2 6

The cofactor is the minor with attention paid to the sign depending on the element’s location in the matrix

𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (𝑎𝑖𝑗 ) = (– 1) 𝑖+𝑗 ∗ 𝑀𝑖𝑛𝑜𝑟 (𝑎𝑖𝑗 )


𝐴(2∗2) = (1 2)
3 4

𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (1) = (– 1) 1+1 ∗ 4 = 4


𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (3) = (– 1) 2+1 ∗ 2 = – 2

Now to find the determinant in the Minor and Cofactor method we select a column or a row and find the
summation of the cofactors of its elements and each cofactor is multiplied by the element itself

Example 1.7:

1 0 2
𝐴(3∗3) = (3 1 1) Here we selected Column1
2 1 1
1 0 2
|𝐴| = ( 3 1 1) = [(1) ∗ 𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (1)] + [(3) ∗ 𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (3)] + [(2) ∗ 𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (2)]
2 1 1

= [(1) ∗ (– 1)2 (1 – 1)] + [(3) ∗ (– 1)3 (0 – 2)] + [(2) ∗ (– 1)4 (0 – 2)] = 0 + 6 – 4 = 2

If we take 𝑅𝑜𝑤1

1 0 2
|𝐴| = ( 3 1 1) = [(1) ∗ 𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (1)] + [(0) ∗ 𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (0)] + [(2) ∗ 𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (2)]
2 1 1
= [(1) ∗ (–1)2 (1 – 1)] + [(0) ∗ (– 1)3 (3 – 2)] + [(2) ∗ (–1)4 (3 – 2)] = 0 + 0 + 2 = 2
6

Wo rk in progress by Saif Bashar – Updated on March 2021


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c) Gauss’s Method (for (3 ∗ 3) matrices and above): In this method we try to make all the elements in the
column or the row that we select (except one element) to zero by performing mathematical operations
between the rows or the columns, then we take the cofactor of the remaining element

Example 1.8:

1 0 2
𝐴 (3 ∗ 3) = ( 3 1 1)
2 1 1

𝑁𝑒𝑤 𝑅𝑜𝑤2 = 𝑅𝑜𝑤2 – (3 ∗ 𝑅𝑜𝑤1 )


𝑁𝑒𝑤 𝑅𝑜𝑤3 = 𝑅𝑜𝑤3 – (2 ∗ 𝑅𝑜𝑤1 )

1 0 2
𝐴 (3 ∗ 3) = ( 0 1 – 5)
0 1 –3
|𝐴| = (1) 𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (1) = (– 1)2 (–3 + 5) = 2

Example 1.9:

1 2 1 1
𝐵 (4 ∗ 4) = (1
3 1 1)
2 2 2 1
1 1 2 2

𝑁𝑒𝑤 𝑅𝑜𝑤2 = 𝑅𝑜𝑤2 – 𝑅𝑜𝑤1


𝑁𝑒𝑤 𝑅𝑜𝑤3 = 𝑅𝑜𝑤3 – (2 ∗ 𝑅𝑜𝑤1 )
𝑁𝑒𝑤 𝑅𝑜𝑤4 = 𝑅𝑜𝑤4 – 𝑅𝑜𝑤1

1 2 1 1
𝐵 (4 ∗ 4) = (0 1
0 0)
0 –2 0 –1
0 –1 1 1
1 0 0
|𝐵| = (1)𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (1) = (– 1)2 ∗ 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡 𝑜𝑓 (– 2 0 – 1)
–1 1 1

= (1)𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (1) ∗ 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡 𝑜𝑓(0


– 1) = (1)(–1)2 (0 + 1) = 1
1 1

Example 1.10:

3 2 –1 5
𝐶(4∗4) = (2 – 1
4 0)
4 3 –2 1
1 2 –3 2

𝑁𝑒𝑤 𝑅𝑜𝑤1 = 𝑅𝑜𝑤1 – (5 ∗ 𝑅𝑜𝑤3 )


𝑁𝑒𝑤 𝑅𝑜𝑤4 = 𝑅𝑜𝑤4 – (2 ∗ 𝑅𝑜𝑤3 )

– 17 – 13 9 0
𝐶(4∗4) = ( 2
–1 4 0)
4 3 –2 1
–7 –4 1 0
– 17 – 13 9 17 13 −9
|𝐶 | = (1)(–1)3+4 ( 2 – 1 4) = (−2 1 −4)
7

–7 –4 1 7 4 −1

Wo rk in progress by Saif Bashar – Updated on March 2021


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17 13 −9
|𝐶| = ( −2 1 −4)
7 4 −1

𝑁𝑒𝑤 𝑅𝑜𝑤1 = 𝑅𝑜𝑤1 – (13 ∗ 𝑅𝑜𝑤2 )


𝑁𝑒𝑤 𝑅𝑜𝑤3 = 𝑅𝑜𝑤3 – (4 ∗ 𝑅𝑜𝑤2 )

43 0 43
|𝐶| = ( −2 1 −4)
15 0 15

|𝐶 | = (1) ∗ (– 1)2+2 ∗ (43 ∗ 15) – (43 ∗ 15) = 645 – 645 = 0

Determinants properties:

1) |𝐴| = |𝐴𝑇 |
2) If all row or column elements were zeros then the matrix determinant will also be zero
3) If two rows or columns have a relation then the determinant is zero
4) If we have two exactly the same rows or columns repeated, the matrix determinant will be zero
5) If we multiplied a row or a column by a number then add the result to another row or column the
determinant will not change
6) |𝐴𝐵| = |𝐴||𝐵|
7) |𝐴 ∓ 𝐵| ≠ |𝐴| ∓ |𝐵|

1.6 Solving a System of Linear Equations


Notes:

- We have no solution if we have the number of variables larger that the number of equations
- We have infinity of solutions if the number of variables is less than the number of equations
- We have a unique solution if the number of variables is equal to the number of equations

Suppose we have the following linear equations

𝑋1 𝑎11 + 𝑋2 𝑎12 + ⋯ + 𝑋𝑖 𝑎1𝑗 = 𝑏1


𝑋1 𝑎21 + 𝑋2 𝑎22 + ⋯ + 𝑋𝑖 𝑎2𝑗 = 𝑏2
𝑋1 𝑎𝑖1 + 𝑋2 𝑎𝑖2 + ⋯ + 𝑋𝑖 𝑎𝑖𝑗 = 𝑏 𝑖

The first step is to arrange the linear equations as the above format; then we create three matrices as follows:

a11 a12 a1𝑗 X1 b1


A(𝑖∗𝑗) (a21 a22 a2𝑗 ) ∗ 𝑋(𝑖∗1) ( X2 ) = 𝐵(𝑖∗1) (b2 )
a𝑖1 a𝑖2 a𝑖𝑗 X𝑖 b𝑖

Where (𝐴) is the (𝑋 𝐶𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑠) matrix and (𝑋) is the variables matrix and (𝐵) is the constants matrix

There are two methods solving the above equations


8

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1) Cramer’s Method

Assume we have the following system of equations

𝑋𝑎11 + 𝑌𝑎12 = 𝑏 1
𝑋𝑎21 + 𝑌𝑎22 = 𝑏 2

Then the matrices should be like:

a11 a12 x b
𝐴(2∗2) (a a ) ∗ 𝑋(2∗1) (y) = 𝐵(2∗1) ( 1 )
21 22 b2

If |A| ≠ 0 then the system has a unique solution according to Cramer’s rules which are:

| b1 a12 | |a11 b1 |
b2 a22 a b2
𝑋= , 𝑌 = 21
|A| |A|

Example 1.11: solve the following equations using Cramer’s method

𝑋1 –3𝑋2 = 5
– 𝑋2 + 𝑋3 = – 1
6𝑋1 + 2𝑋3 = 0

First, we arrange the equations

𝑋1 – 3𝑋2 + 0 = 5
0 – 𝑋2 + 𝑋3 = – 1
6𝑋1 + 0 + 2𝑋3 = 0

1 –3 0 X1 5
𝐴(3∗3) ( 0 – 1 1 ) ∗ 𝑋(3∗1) ( X 2 ) = 𝐵(3∗1) – 1)
(
6 0 2 X3 0

1 –3 0 1 –3
|𝐴| = ( 0 – 1 1) (0 – 1) = (– 2 – 18 + 0) – (0 + 0 + 0) = – 20
6 0 2 6 0

5 −3 0 1 5 0 1 −3 5
| −1 −1 1| |0 −1 1| |0 −1 −1|
0 0 2 4 6 0 2 −7 6 0 0 −12
𝑋1 = = , 𝑋2 = = , 𝑋3 = =
−20 5 −20 5 −20 5
9

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2) The Inverse Method

We can compute the matrix inverse which denoted as 𝐴−1 by the following law:

𝐶𝑢𝑛𝑗𝑒𝑐𝑎𝑡𝑒 (𝐴) [𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (𝐴)]T


𝐴−1 = =
|𝐴| |𝐴|

𝐴𝑑𝑗𝑜𝑖𝑛𝑡 (𝐴) = 𝑡𝑟𝑎𝑛𝑠𝑝𝑜𝑠𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥 𝑜𝑓 𝑎𝑙𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠’ 𝑐𝑜𝑓𝑎𝑐𝑡𝑜𝑟𝑠

A matrix is invertible if and only if its determinant is not zero, usually a matrix is said to be singular if its determinant
is zero and non-singular if otherwise.

1- 𝐴 ∗ 𝐴−1 = 𝐴−1 ∗ 𝐴 = 𝐼𝑖
2- (𝐴𝐵)−1 = 𝐵 −1 ∗ 𝐴−1
3- (𝐴−1 )−1 = 𝐴
4- 𝑖𝑓 𝐴𝑛 𝑖𝑠 𝑖𝑛𝑣𝑒𝑟𝑡𝑎𝑏𝑙𝑒 𝑡ℎ𝑒𝑛 (𝐴𝑛 )−1 = (𝐴−1 )𝑛 = 𝐴−𝑛
5- (𝐴𝑇 )−1 = (𝐴−1)𝑇

Now to solve the equation system using the inverse method we must arrange the equations and create the three
matrices as we did before on Cramer’s method then we apply this law:

𝑋 = 𝐴−1 ∗ 𝐵
Because:

[𝐴 ∗ 𝑋 = 𝐵] ∗ 𝐴−1

𝑋 = 𝐴−1 ∗ 𝐵

Example 1.12: solve the following equations using Inverse method

𝑋1 – 3𝑋2 + 0 = 5
0 – 𝑋2 + 𝑋3 = – 1
6𝑋1 + 0 + 2𝑋3 = 0

1 –3 0 X1 5
𝐴(3∗3) ( 0 – 1 1) ∗ 𝑋(3∗1) ( X2 ) = 𝐵(3∗1) ( – 1)
6 0 2 X3 0

1 –3 0 1 –3
|𝐴| = ( 0 – 1 1) (0 – 1) = (– 2 – 18 + 0) – (0 + 0 + 0) = – 20
6 0 2 6 0

|– 1 1| – 1 |0 1| | 0 – 1|
0 2 6 2 6 0 –2 6 6
– 3 0| |1 0| 1 – 3|
𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (𝐴) = – 1 | –1| = (6 2 −18 )
0 2 6 2 6 0
1 0 1 –3 –3 –1 –1
|– 3 0|
–1| | | |
–1 1 0 1 0 –1
–2 6 –3
[𝐶𝑜𝑓𝑎𝑐𝑡𝑜𝑟 (𝐴)]𝑇 = ( 6 2 –1 )
6 −18 – 1
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1 −3 3
−2 6 −3
(6 2 −1 ) 10 10 20
−3 −1 1
𝐴−1 = 6 −18 −1 =
−20 10 10 20
−3 9 1
(10 10 20 )

𝑋 = 𝐴−1 ∗ 𝐵

1 −3 3 4
10 10 20 5 5
−3 −1 1 −7
𝑋 = ∗ (– 1) =
10 10 20 5
−3 9 1 0 −12
(10 10 20) ( 5 )

4 −7 −12
X1 = 5 , X2 = 5
, X3 = 5

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1.7 Eigen Value and Eigen Vectors


Let 𝐴 be a square matrix and 𝑋 be a vector such that 𝑋 ≠ 0 and for the scalar 𝜆 it is true that

𝐴𝑋 = 𝜆𝑋 (1)

Then a non-zero vector 𝑋 which satisfies equation (1) is called Eigen vector or characteristic vector of 𝐴 and
associated with values 𝜆 is called Eigen values of 𝐴

Let A be a square matrix or

𝑎11 ⋯ 𝑎1𝑛
𝐴 = (𝑎𝑖𝑗 )𝑛 ∗ 𝑛 = [ ⋮ ⋱ ⋮ ]
𝑎𝑛1 ⋯ 𝑎𝑛𝑛

And let
𝑥1 𝜆
𝑥2
𝑋 = [ ⋮ ] ≠ 0 (𝑛𝑜𝑛𝑧𝑒𝑟𝑜 𝑣𝑒𝑐𝑡𝑜𝑟) and 𝜆 = [𝜆⋮ ](𝑠𝑐𝑎𝑙𝑎𝑟)
𝑥𝑛 𝜆

Then

𝐴𝑋 = 𝜆𝑋

𝐴𝑋 − 𝜆𝑋 = 0

(𝐴 − 𝜆𝐼)𝑋 = 0
𝑠𝑖𝑛𝑐𝑒 𝑋 ≠ 0
𝑑𝑒𝑡 (𝐴 − 𝜆𝐼) = 0 or we can write

𝑥1 0
𝑎11 ⋯ 𝑎1𝑛 1 ⋯ 0 𝑥2
[[ ⋮ ⋱ ⋮ ]− 𝜆[⋮ ⋱ ⋮ ]] ∗ [ ⋮ ] = [0]
𝑎 𝑛1 ⋯ 𝑎 𝑛𝑛 ⋮
0 ⋯ 1 𝑥 𝑛 0
𝑥1 0
𝑎11 ⋯ 𝑎1𝑛 𝜆 ⋯ 0 𝑥2 0
[[ ⋮ ⋱ ⋮ ] − [⋮ ⋱ ⋮ ]] ∗ [ ⋮ ] = [ ⋮ ]
𝑎 𝑛1 ⋯ 𝑎 𝑛𝑛 0 ⋯ 𝜆 𝑥𝑛 0
𝑥1 0
𝑎11 − 𝜆 ⋯ 𝑎1𝑛 𝑥
[ ⋮ ⋱ ⋮ ] ∗ [ ⋮2 ] = [0]

𝑎 𝑛1 ⋯ 𝑎 𝑛𝑛 − 𝜆 𝑥 𝑛 0

𝑎11 − 𝜆 ⋯ 𝑎1𝑛
𝑑𝑒𝑡 [ ⋮ ⋱ ⋮ ] =0
𝑎 𝑛1 ⋯ 𝑎 𝑛𝑛 − 𝜆
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The equation is called the characteristic equation of A, we find 𝜆1 , 𝜆 2 ,… 𝜆 𝑛 is called characteristic root of A. if 𝜆𝑗
is one of these roots we solve (𝐴 − 𝜆𝑗 𝐼)𝑋 = 0

The nontrivial solutions are the characteristic vectors X of A, that are associated with characteristic root 𝜆𝑗 .

Note that: the determinant of a matrix is the product of its Eigen values

Example 1.13: find the Eigen value and Eigen vector of the matrix

2 1
𝐴 = ( )
1 2

𝐴𝑋 = 𝜆𝑋
𝐴𝑋 − 𝜆𝑋 = 0
(𝐴 − 𝜆𝐼)𝑋 = 0

1 ) (𝑥 1 ) = (0 ) … … ( 1 ) 𝑥
(2 − 𝜆 𝑠𝑖𝑛𝑐𝑒 (𝑥 1 ) ≠ 0
1 2 − 𝜆 𝑥2 0 2

2− 𝜆 1
𝑑𝑒𝑡 ( )=0
1 2− 𝜆

(2 − 𝜆)2 − 1 = 0
𝜆2 − 2𝜆 + 3 = 0
(𝜆 − 3)(𝜆 − 1) = 0 𝑠𝑜 𝜆 = 3 𝑜𝑟 𝜆 = 1

𝑤𝑒 𝑝𝑢𝑡 𝑡ℎ𝑜𝑠𝑒 𝑣𝑎𝑙𝑢𝑒𝑠 𝑖𝑛 (1)𝑡𝑜 𝑔𝑒𝑡 𝑖𝑓 𝜆 = 1


𝑥
(1 1) (𝑥 1) = (0)
1 1 2 0
𝑥 1 + 𝑥 2 = 0 → 𝑥 2 = −𝑥 1
𝑥 𝑥
(𝑥 1) = (−𝑥1 ) = 𝑥 1 ( 1 )
2 1 −1
𝑖𝑓 𝜆 = 3

−1 1 𝑥 1 0
( )( ) = ( )
1 −1 𝑥 2 0
−𝑥 1 + 𝑥 2 = 0 → 𝑥 2 = 𝑥 1
𝑥1 𝑥1 1
(𝑥 ) = (𝑥 ) = 𝑥1 ( )
2 1 1

The set of Eigen vectors 𝑋 = (𝑋1 𝑋2 ) = ( 1 1)


−1 1

Example 1.14: find the Eigen value and Eigen vector of the matrix

−2 2 −3
𝐴 = (2 1 −6)
−1 −2 0
−2 − 𝜆 2 −3 𝑥1 0 𝑥1
( 2 1 − 𝜆 −6 ) (𝑥 2 ) = (0) … … (1) 𝑠𝑖𝑛𝑐𝑒 (𝑥 2 ) ≠ 0
13

−1 −2 0 − 𝜆 𝑥 3 0 𝑥3

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−2 − 𝜆 2 −3
𝑑𝑒𝑡 ( 2 1 − 𝜆 −6) = 0
−1 −2 −𝜆

𝜆3 + 𝜆2 − 21𝜆 − 45 = 0
𝑖𝑓 𝜆 = −3
−27 + 9 + 63 − 45 = 0
𝑠𝑜 𝜆 + 3 𝑖𝑠 𝑎 𝑟𝑜𝑜𝑡
𝑎𝑛𝑑 𝑖𝑓 𝑤𝑒 𝑑𝑖𝑣𝑖𝑑𝑒 (𝜆3 + 𝜆2 − 21𝜆 − 45)𝑜𝑛 (𝜆 + 3)𝑤𝑒 𝑤𝑖𝑙𝑙 𝑔𝑒𝑡
(𝜆 + 3)(𝜆2 − 2𝜆 − 15) = 0
(𝜆 + 3)(𝜆 + 3)(𝜆 − 5) = 0
𝑠𝑜 𝜆 1 = 𝜆 2 = −3 𝑜𝑟 𝜆 3 = 5

𝑖𝑓 𝜆 = 5
−7 2 −3 𝑥 1 0
( 2 −4 −6) ( 𝑥 2) = ( 0)
−1 −2 −5 𝑥 3 0

−7𝑥 1 + 2𝑥 2 − 3𝑥 3 = 0 … … (𝑖)
2𝑥1 − 4𝑥 2 − 6𝑥 3 = 0 … … (𝑖𝑖)
−𝑥 1 − 2𝑥 2 − 5𝑥 3 = 0 … … (𝑖𝑖𝑖)

𝑓𝑟𝑜𝑚 2(𝑖𝑖𝑖) + (𝑖𝑖) 𝑔𝑖𝑣𝑒𝑠 − 8𝑥 2 − 16𝑥 3 𝑠𝑜 𝑥 2 = −2𝑥 3


𝑓𝑟𝑜𝑚 (𝑖) + (𝑖𝑖𝑖) 𝑔𝑖𝑣𝑒𝑠 − 8𝑥1 − 8𝑥 3 𝑠𝑜 𝑥 1 = −𝑥 3
𝑥1 −𝑥 3 −1
𝑋 = (𝑥 2 ) = (−2𝑥3 ) = 𝑥 3 (−2)
𝑥3 𝑥3 1

𝑖𝑓 𝜆 = −3
1 2 −3 𝑥 1 0
(2 4 −6 ) ( 𝑥 2 ) = ( 0)
−1 −2 3 𝑥 3 0

𝑥 1 + 2𝑥2 − 3𝑥 3 = 0 … … (𝑎)
2𝑥1 + 4𝑥 2 − 6𝑥 3 = 0 … … (𝑏)
−𝑥 1 − 2𝑥 2 + 3𝑥 3 = 0 … … (𝑐)

𝑡ℎ𝑒 𝑡ℎ𝑟𝑒𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 𝑎𝑟𝑒 𝑠𝑖𝑚𝑖𝑙𝑎𝑟 𝑎𝑠 𝑥 1 + 2𝑥 2 − 3𝑥 3 = 0 𝑙𝑒𝑡 𝑥3 = 0 𝑠𝑜 𝑥 1 = −2𝑥2


𝑥1 −2𝑥 2 −2
𝑋 = ( 𝑥 2) = ( 𝑥 2 ) = 𝑥 2 ( 1 )
𝑥3 0 0
𝑥1
𝑙𝑒𝑡 𝑥 2 = 0 𝑠𝑜 𝑥 1 = 3𝑥 3 𝑎𝑛𝑑 𝑥 3 =
3

𝑥1 𝑥1 1
0
𝑋 = ( 𝑥 2) = ( 𝑥1 ) = 𝑥1 (01 )
𝑥3 3 3

1 −2 3
The set of Eigen vector 𝑋 = (𝑋1 𝑋2 𝑋3 ) = (01 1 0)
0 1
3
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1.8 Singular Value Decomposition (SVD)

A way to decompose or factor a matrix

𝐴𝑚∗𝑛 = 𝑈𝑚∗𝑚 Σ𝑚∗𝑛 𝑉𝑇 𝑛∗𝑛

Where 𝑈 and 𝑉 are orthogonal matrices 𝑈𝑈 𝑇 = 𝐼, 𝑉𝑉 𝑇 = 𝐼


𝑈 consist of Eigen vectors of 𝐴𝐴𝑇 and 𝑉 consist of Eigen vectors of 𝐴𝑇 𝐴
Σ𝑚∗𝑛 diagonal which have singular values of 𝐴

Example 1.15:

3 1 1
𝐴=( )
−1 3 1
3 −1
𝐴𝐴𝑇 = ( 3 1 1) ∗ (
1 3 )=(
11 1 )
−1 3 1 1 11
1 1
Eigen values of 𝐴𝐴𝑇 are 𝜆 1 = 12, 𝜆 2 = 10 and the Eigen vectors are (11 )
1 −1
1 1
√2 √2
𝑈 = (1 1
) 𝑏𝑦 𝑔𝑟𝑎𝑚 − 𝑠𝑐ℎ𝑚𝑖𝑑𝑡
− √2
√2

10 0 2 1 2 1
𝐴𝑇 𝐴 = ( 0 10 4) Eigen values are 𝜆 1 = 12, 𝜆 2 = 10,𝜆 3 = 0 the corresponding Eigen vectors are (2 −1 2 )
2 4 2 1 0 −5

1 2 1
√6 √6 √6
2 1
𝑉𝑇 = √5
− √5 0 𝑏𝑦 𝑔𝑟𝑎𝑚 − 𝑠𝑐ℎ𝑚𝑖𝑑𝑡
1 2 −5
(√80 √80 √80)
12 0 0
Σ = (√ ) 𝑓𝑜𝑟 𝑒𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒𝑠
0 √10 0

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Chapter Two

Functions
Functions
2.1 Definitions
2.2 Composition of Functions
2.3 Inverse of Functions
2.4 Even & Odd Functions
2.5 Trigonometric Functions
2.6 Functions’ Limits
2.7 Functions’ Continuity
2.8 Special Functions
FUNCTIONS s4ifbn.com

2.1 Definitions
Function: it’s a relation between the elements of two sets say (𝐴) and (𝐵) such that for every (𝑥 ∈ 𝐴) there exists
one and only one (𝑦 ∈ 𝐵) with (𝑦 = 𝑓(𝑥))

Function’s Domain: it’s the set of values that a variable (𝑥) takes to make (𝑦) real and defined.

Function’s Range: it’s the set of values that (𝑦) takes to make (𝑥) real and defined, note the range depends on the
function graph.

The domains of variables in many calculus applications are intervals; there are open intervals that do not include the
end points of the domain and closed intervals that include the two end points of the domain, also there are half open
intervals that contain one point only, either the start point or the end point of the domain.

The open interval between the points (𝑎) and (𝑏) denoted by parenthesis (𝑎,𝑏) while the closed interval is denoted
by brackets [𝑎, 𝑏] also the half open interval denoted as follows (𝑎, 𝑏] if (𝑏) is inside the interval, or [𝑎, 𝑏) if (𝑎) is
inside the interval.

Properties of functions

Let 𝑓(𝑥) and 𝑔(𝑥) be two functions

1- (𝑓 + 𝑔)(𝑥) = 𝑓(𝑥) + 𝑔(𝑥)


2- (𝑓 − 𝑔)(𝑥) = 𝑓(𝑥) – 𝑔(𝑥)
3- (𝑓 ∗ 𝑔)(𝑥) = 𝑓(𝑥) ∗ 𝑔(𝑥)
4- (𝑓 / 𝑔)(𝑥) = 𝑓(𝑥) / 𝑔(𝑥) 𝑔(𝑥) ≠ 0

For the functions (𝑓 + 𝑔)(𝑥),(𝑓 – 𝑔)(𝑥), (𝑓 ∗ 𝑔)(𝑥) the domain is the intersection of 𝑓(𝑥) domain and 𝑔(𝑥)
domain, and for the function (𝑓 / 𝑔)(𝑥) the domain is the intersection of 𝑓(𝑥) domain and 𝑔(𝑥) domain with the
points where we have 𝑔(𝑥) = 0 must be excluded.

Examples 2.1:

1) 𝑦 = 2 + √𝑥 − 1

The domain is the interval {𝑥 ∈ 𝑅 ∶ 𝑥 ≥ 1}


The range is the interval {𝑦 ≥ 2} because if 𝑥 = 1 then
𝑦 = 2, if 𝑥 = +∞ then 𝑦 = +∞
1
2) 𝑦 =
(𝑥−1)(𝑥−3)

The domain is {𝑥 ∈ 𝑅 ∶ 𝑥 ≠ 1,𝑥 ≠ 3}


The range is {𝑦 ≠ 0}

3) 𝑦 = √1 − 𝑥 2

The domain is the interval {𝑥 ∈ 𝑅 ∶ −1 ≤ 𝑥 ≤ 1}

4) 𝑦 = √|𝑥| − 3
14

The domain is the interval {𝑥 ∈ 𝑅 ∶ 3 ≤ 𝑥 ≤ −3}


1
5) 𝑦 = √ 1−𝑥2

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The domain is the interval {𝑥 ∈ 𝑅 ∶ – 1 < 𝑥 < 1}

1
6) 𝑦 = √ – 1
𝑥

1 1
≥ 1 Or ≥0
𝑥 𝑥

The domain is the interval {0 < x ≤ 1}

√𝑥−2
7) 𝑦 =
(𝑥+10)(𝑥+7)
The nominator √𝑥 − 2 should be 𝑥 ≥ 2
The dominator should exclude the points where 𝑥 = −10,𝑥 = −7

The domain is the interval {𝑥 ≥ 2} because the last two restrictions are irrelevant since 2 > −10 ,2 > −7
So {𝑥 ≥ 2} will ensure that 𝑥 ≠ −10,𝑥 ≠ −7 and the function will be defined

𝑥−1
8) 𝑦 = √ 𝑥+2

For positive (𝑥) values, the nominator {𝑥 ≥ 1} and the denominator {𝑥 ≥ 0}


For negative (𝑥) values, the nominator {𝑥 < 0} and the denominator {𝑥 < – 2}

So, we join the two intervals to get the final domain which is {𝑥 < – 2} ⊔ {𝑥 ≥ 1} = {1 ≤ 𝑥 < – 2}

9) 𝑦 = 𝑥 2 − 2

The domain is R

𝑥 = ±√𝑦 + 2

𝑦 + 2 > 0 → 𝑦 > −2

The Range 𝑦 > −2

2.2 Composition of Functions


Let 𝑓(𝑥) and 𝑔(𝑥) be two functions then we define (𝑓 ∘ 𝑔) (𝑥) = 𝑓 (𝑔(𝑥))

Example 2.2: let 𝑓(𝑥) = 𝑥 2 and 𝑔(𝑥) = 𝑥 – 7 evaluate (𝑓 ∘ 𝑔) (𝑥) and (𝑔 ∘ 𝑓) (𝑥)

(𝑓 ∘ 𝑔)(𝑥) = 𝑓 (𝑔(𝑥)) = 𝑓(𝑥– 7) = (𝑥– 7)2

(𝑔 ∘ 𝑓)(𝑥) = 𝑔 (𝑓(𝑥)) = 𝑓(𝑥 2 ) = 𝑥 2 – 7


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2.3 Inverse of Functions


Given a function 𝑓(𝑥) with domain (𝐴) and the range (𝐵) the inverse function of 𝑓(𝑥) written𝑓−1 (𝑥), is a function
with domain (𝐵) and range (𝐴) such that for every (𝑦 ∈ 𝐵) there exist only (𝑥 ∈ 𝐴) with (𝑥 = 𝑓 −1 (𝑦))

Or we can say if the functions (𝑓) and (𝑔) satisfy these two conditions

𝑓(𝑔(𝑥)) = 𝑥 For every (𝑥) in the domain of (𝑔)


𝑔(𝑓(𝑥)) = 𝑥 For every (𝑥) in the domain of (𝑓)

Then we say that (𝑓) is an inverse of (𝑔) and (𝑔) is an inverse of (𝑓)

x
Example 2.3: the functions 𝑓(𝑥) = 2𝑥 and 𝑔(𝑥) = 2 are inverses to one another

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

The inverse of (𝑓) is commonly denoted by (𝑓−1 ) thus 𝑓(𝑓−1 (𝑥)) = 𝑥 and 𝑓−1 (𝑓(𝑥)) = 𝑥

Note: if we can cut the function graph by a horizontal line twice then we can say that this function has no inverse

Definition: a function (𝑓) is one-to-one if its graph is cut at most once by a horizontal line, so the function can have
an inverse if and only if it is one-to-one function

Example 2.4: find the inverse of 𝑓(𝑥) = 4𝑥 − 5

𝑓(𝑦) = 4𝑦 – 5
𝑥 = 4𝑦 – 5
4𝑦 = 𝑥 + 5
𝑦 = (𝑥 + 5) / 4 Which is the inverse

To check 𝑓(𝑓́(𝑥)) = 𝑥

𝑓(4𝑥 – 5) = 4((𝑥 + 5) / 4) – 5 = 𝑥

2.4 Even & Odd Functions


𝒇(𝒙) Is even if 𝒇(−𝒙) = 𝒇(𝒙)

Example 2.5:

𝑓(𝑥) = 𝑥 2 , 𝑓(−𝑥) = (−𝑥)2 = 𝑥 2 = 𝑓(𝑥)

𝒇(𝒙) Is odd if 𝒇(−𝒙) = −𝒇(𝒙)

Example 2.6:

𝑓(𝑥) = 𝑥 3 , 𝑓(−𝑥) = (−𝑥)3 = −(𝑥 3 ) = −𝑓(𝑥)


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2.5 Trigonometric Functions


C
A
Ө B

𝐴 𝐵 𝐴 𝑆𝑖𝑛 (Ө)
𝑆𝑖𝑛 (Ө) = 𝐶𝑜𝑠 (Ө) = 𝑇𝑎𝑛 (Ө) = =
𝐶 𝐶 𝐵 𝐶𝑜𝑠 (Ө)

1 𝐵
1 𝐶 1 𝐶 𝐶𝑜𝑡 (Ө) = =
(
𝑇𝑎𝑛 Ө ) 𝐴
𝐶𝑠𝑐 (Ө) = = 𝑆𝑒𝑐 (Ө) = = 𝐶𝑜𝑠 (Ө)
𝑆𝑖𝑛 (Ө) 𝐴 𝐶𝑜𝑠 (Ө) 𝐵
=
𝑆𝑖𝑛 (Ө)

Degrees & Radians


In calculus we use radians to measure angles

π 180
1∘ = = 0.0175 𝑟𝑎𝑑𝑖𝑎𝑛 , 1 𝑟𝑎𝑑𝑖𝑎𝑛 = = 57.2958∘
180 π
π
So, if we want to convert from degree to radian, we multiply the degree with (180) and if we want to convert from
180
radian to degree, we multiply the radian with( π
)

Examples 2.7:

π π π π 180
360∘ ∗ = 2π 90∘ ∗ = ∗ = 30∘
180 180 2 6 π

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Trigonometric Rules
𝑆𝑖𝑛(– 𝑥) = – 𝑆𝑖𝑛(𝑥)
𝐶𝑜𝑠(– 𝑥) = 𝐶𝑜𝑠 (𝑥)
𝑆𝑖𝑛 2 (𝑥) + 𝐶𝑜𝑠 2 (𝑥) = 1
𝑇𝑎𝑛(– 𝑥) = – 𝑇𝑎𝑛(𝑥)
𝑇𝑎𝑛 2 (𝑥) + 1 = 𝑆𝑒𝑐 2 (𝑥)
𝑆𝑒𝑐(– 𝑥) = 𝑆𝑒𝑐(𝑥)
𝐶𝑜𝑡 2 (𝑥) + 1 = 𝐶𝑠𝑐 2 (𝑥)
𝐶𝑠𝑐(– 𝑥) = – 𝐶𝑠𝑐(𝑥)
𝐶𝑜𝑡(– 𝑥) = – 𝐶𝑜𝑡(𝑥)

𝑆𝑖𝑛 (𝑥 + 𝑦) = 𝑆𝑖𝑛 (𝑥) 𝐶𝑜𝑠 (𝑦) + 𝑆𝑖𝑛 (𝑦) 𝐶𝑜𝑠 (𝑥)


𝑆𝑖𝑛 (𝑥 – 𝑦) = 𝑆𝑖𝑛 (𝑥) 𝐶𝑜𝑠 (𝑦) – 𝑆𝑖𝑛 (𝑦) 𝐶𝑜𝑠 (𝑥)
𝐶𝑜𝑠 (𝑥 + 𝑦) = 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 (𝑦) – 𝑆𝑖𝑛 (𝑥) 𝑆𝑖𝑛 (𝑦)
𝐶𝑜𝑠 (𝑥 – 𝑦) = 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 (𝑦) + 𝑆𝑖𝑛 (𝑥) 𝑆𝑖𝑛 (𝑦)

𝑇𝑎𝑛 (𝑥) + 𝑇𝑎𝑛 (𝑦)


𝑇𝑎𝑛 (𝑥 + 𝑦) =
1 − 𝑇𝑎𝑛 (𝑥) 𝑇𝑎𝑛 (𝑦)

𝑇𝑎𝑛 (𝑥) – 𝑇𝑎𝑛 (𝑦)


𝑇𝑎𝑛 (𝑥 – 𝑦) =
1 + 𝑇𝑎𝑛 (𝑥) 𝑇𝑎𝑛 (𝑦)

1
𝑆𝑖𝑛 (𝑥) 𝑆𝑖𝑛 (𝑦) = [𝐶𝑜𝑠 (𝑥 − 𝑦) − 𝐶𝑜𝑠 (𝑥 + 𝑦)]
2
1
𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 (𝑦) = [𝐶𝑜𝑠 (𝑥 + 𝑦) + 𝐶𝑜𝑠 (𝑥 − 𝑦)]
2
1
𝑆𝑖𝑛 (𝑥) 𝐶𝑜𝑠 (𝑦) = [𝑆𝑖𝑛 (𝑥 − 𝑦) + 𝑆𝑖𝑛 (𝑥 + 𝑦)]
2
1
𝐶𝑜𝑠 (𝑥) 𝑆𝑖𝑛 (𝑦) = [𝑆𝑖𝑛 (𝑥 + 𝑦) − 𝑆𝑖𝑛 (𝑥 − 𝑦)]
2

𝑆𝑖𝑛 (2𝑥) = 2 𝑆𝑖𝑛 (𝑥) 𝐶𝑜𝑠 (𝑥) 𝑥 1 − 𝐶𝑜𝑠 (𝑥)


𝑆𝑖𝑛 2 ( ) =
2 2
𝐶𝑜𝑠 (2𝑥) = 𝐶𝑜𝑠 2 (𝑥) – 𝑆𝑖𝑛 2 (𝑥)
𝑥 1 + 𝐶𝑜𝑠 (𝑥)
2𝑇𝑎𝑛(𝑥) 𝐶𝑜𝑠 2 ( ) =
2 2
𝑇𝑎𝑛 (2𝑥) =
1 − 𝑇𝑎𝑛 2(𝑥)

𝑆𝑖𝑛 (𝜋 – 𝑥) = 𝑆𝑖𝑛 (𝑥)


𝑆𝑖𝑛 (𝜋 + 𝑥) = – 𝑆𝑖𝑛 (𝑥) 𝑆𝑒𝑐 (𝜋 – 𝑥) = – 𝑆𝑒𝑐 (𝑥)
𝑆𝑖𝑛 (2𝑛𝜋 + 𝑥) = 𝑆𝑖𝑛 (𝑥) 𝑆𝑒𝑐 (𝜋 + 𝑥) = – 𝑆𝑒𝑐 (𝑥)
𝐶𝑜𝑠 (𝜋 – 𝑥) = – 𝐶𝑜𝑠 (𝑥) 𝐶𝑠𝑐 (𝜋 − 𝑥) = 𝐶𝑠𝑐 (𝑥)
𝐶𝑜𝑠 (𝜋 + 𝑥) = – 𝐶𝑜𝑠 (𝑥) 𝐶𝑠𝑐 (𝜋 + 𝑥) = – 𝐶𝑠𝑐 (𝑥)
𝐶𝑜𝑠 (2𝑛𝜋 + 𝑥) = 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑡 (𝜋 – 𝑥) = – 𝐶𝑜𝑡 (𝑥)
𝑇𝑎𝑛 (𝜋 – 𝑥) = – 𝑇𝑎𝑛 (𝑥) 𝐶𝑜𝑡 (𝜋 + 𝑥) = 𝐶𝑜𝑡 (𝑥)
𝑇𝑎𝑛 (𝜋 + 𝑥) = 𝑇𝑎𝑛 (𝑥)

Note: if we add (2𝜋) to the angle we will get the same value for example 𝐶𝑜𝑡 (2𝜋 + 𝑥) = 𝐶𝑜𝑡 (𝑥), and this is
true for all the trigonometric functions above.
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𝑥+ 𝑦 𝑥 −𝑦
𝑆𝑖𝑛 (𝑥) + 𝑆𝑖𝑛 (𝑦) = 2 𝑆𝑖𝑛 ( ) 𝐶𝑜𝑠 ( )
2 2
𝑥 −𝑦 𝑥+ 𝑦
𝑆𝑖𝑛 (𝑥) – 𝑆𝑖𝑛 (𝑦) = 2 𝑆𝑖𝑛 ( ) 𝐶𝑜𝑠 ( )
2 2
𝑥 +𝑦 𝑥− 𝑦
𝐶𝑜𝑠 (𝑥) + 𝐶𝑜𝑠 (𝑦) = 2 𝐶𝑜𝑠 ( ) 𝐶𝑜𝑠 ( )
2 2

𝑥+ 𝑦 𝑥 −𝑦
𝐶𝑜𝑠 (𝑥) – 𝐶𝑜𝑠 (𝑦) = – 2 𝑆𝑖𝑛 ( ) 𝑆𝑖𝑛 ( )
2 2
𝜋 𝜋 𝜋
𝑆𝑖𝑛 ( − 𝑥) = 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 ( − 𝑥) = 𝑆𝑖𝑛 (𝑥) 𝑇𝑎𝑛 ( + 𝑥) = − 𝐶𝑜𝑡 (𝑥)
2 2 2
𝜋 𝜋 𝜋
𝑆𝑒𝑐 ( − 𝑥) = 𝐶𝑠𝑐 (𝑥) 𝐶𝑠𝑐 ( − 𝑥) = 𝑆𝑒𝑐 (𝑥) 𝐶𝑜𝑡 ( − 𝑥) = 𝑇𝑎𝑛 (𝑥)
2 2 2

Unit Circle

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A function 𝑓(𝑥) is periodic with period (𝑝 > 0) if 𝑓(𝑥 + 𝑝) = 𝑓(𝑥) for every value of (𝑥).

𝑦 = 𝑆𝑖𝑛 (𝑥) 𝑦 = 𝐶𝑜𝑠 (𝑥) 𝑦 = 𝑇𝑎𝑛 (𝑥)


𝐷𝑜𝑚𝑎𝑖𝑛: {−∞ < 𝑥 < ∞} 𝐷𝑜𝑚𝑎𝑖𝑛: {−∞ < 𝑥 < ∞} 𝐷𝑜𝑚𝑎𝑖𝑛: all real numbers except
π
𝑅𝑎𝑛𝑔𝑒: {−1 ⩽ 𝑦 ⩽ 1} 𝑅𝑎𝑛𝑔𝑒: {−1 ⩽ 𝑦 ⩽ 1} odd integers multiplies of
2
𝑅𝑎𝑛𝑔𝑒: {−∞ < 𝑦 < ∞}

𝑦 = 𝑆𝑒𝑐 (𝑥)
𝜋 3𝜋
𝐷𝑜𝑚𝑎𝑖𝑛: 𝑥 ≠ ± ,±
2 2
𝑅𝑎𝑛𝑔𝑒: 𝑦 ⩽ −1 𝑎𝑛𝑑 𝑦 ⩾ 1

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2.6 Functions’ Limits


Function’s limit can be used to describe the behavior of the function as the independent variable moves toward a
certain value.

1- The Intuitive Approach

𝑆𝑖𝑛(𝑥)
𝑙𝑖𝑚 = 1 And it is a two-sided limit
𝑥→0 𝑥

We can prove that by the intuitive approach:

Note: 𝑆𝑖𝑛(– 𝑥) = – 𝑆𝑖𝑛(𝑥)

𝑥 𝑆𝑖𝑛(𝑥) / 𝑥 𝑥 𝑆𝑖𝑛(𝑥) / 𝑥
1 0.84147 –1 0.84147
Approaching zero from

Approaching zero from


0.9 0.87036 –0.9 0.87036
the right side

the left side


0.8 0.8966 –0.8 0.8966

0.01 0.99998 – 0.01 0.99998

Example 2.8: Let 𝑓(𝑥) has the following graph

𝑙𝑖𝑚 𝑓(𝑋) = 1 𝑙𝑖𝑚 𝑓(𝑋) = 2


𝑥→2 𝑥→2
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We can see that:

𝑙𝑖𝑚 𝑓(𝑋)𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑙𝑒𝑓𝑡 𝑠𝑖𝑑𝑒 ≠ 𝑙𝑖𝑚 𝑓(𝑋)𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑟𝑖𝑔ℎ𝑡 𝑠𝑖𝑑𝑒
𝑥→2 𝑥→2

We say that 𝑙𝑖𝑚 𝑓(𝑋) does not exist


𝑥→2

Example 2.9: let f(x) has the following graph

𝑙𝑖𝑚 𝑓(𝑋) = 3
𝑥→3

𝑙𝑖𝑚 𝑓(𝑋) = 3
𝑥→3

− 𝑓 (𝑋) = 𝑙𝑖𝑚
𝑙𝑖𝑚 +
𝑓 ( 𝑋)
𝑥→3 𝑥→3

So 𝑙𝑖𝑚 𝑓(𝑋) = 3
𝑥→3

1
Example 2.10: 𝑓(𝑥) = 𝑥

− 𝑓 (𝑋) ≠ 𝑙𝑖𝑚
𝑙𝑖𝑚 +
𝑓(𝑋)
𝑥→0 𝑥 →0

We say that 𝑙𝑖𝑚 𝑓(𝑋) does not exist


𝑥→0 𝑙𝑖𝑚 𝑓(𝑋) = +∞
𝑥→0

𝑙𝑖𝑚 𝑓(𝑋) = −∞
𝑥→0
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2- The Computational Approach

1) 𝑙𝑖𝑚 [𝑓(𝑋) ± 𝑔 (𝑥)] = 𝑙𝑖𝑚 𝑓(𝑥) ± 𝑙𝑖𝑚 𝑔(𝑥)


𝑥→𝑛 𝑥→𝑛 𝑥→𝑛
2) 𝑙𝑖𝑚 [𝑓(𝑋)𝑔 (𝑥)] = 𝑙𝑖𝑚 𝑓(𝑥) ∗ 𝑙𝑖𝑚 𝑔(𝑥)
𝑥→𝑛 𝑥→𝑛 𝑥→𝑛
3) 𝑙𝑖𝑚 [𝑓(𝑋)/𝑔 (𝑥)] = 𝑙𝑖𝑚 𝑓(𝑥) / 𝑙𝑖𝑚 𝑔(𝑥) if 𝑔(𝑥) ≠ 0
𝑥→𝑛 𝑥→𝑛 𝑥→𝑛
4) 𝑙𝑖𝑚 [𝐾𝑓(𝑋)] = 𝐾 * 𝑙𝑖𝑚 𝑓(𝑥) Where K is a constant number
𝑥→𝑛 𝑥→𝑛

5) 𝑙𝑖𝑚 𝑚√𝑓(𝑥) = 𝑚√ 𝑙𝑖𝑚 𝑓(𝑥)


𝑥→𝑛 𝑥→𝑛

If 𝑓(𝑥) ⩽ 𝑔(𝑥) ⩽ ℎ(𝑥) and 𝑙𝑖𝑚 𝑓(𝑥) = 𝑙𝑖𝑚 ℎ(𝑥) = 𝐿 then L is the limit of 𝑔(𝑥)

Also, we should know:

1) 𝑙𝑖𝑚 𝐾 = 𝐾 Where K is a constant number


𝑥→𝑛
2) 𝑙𝑖𝑚 𝐶𝑜𝑠 (𝑥) = 1
𝑥→0
𝑆𝑖𝑛 (𝑥 )
3) 𝑙𝑖𝑚 = 1
𝑥→0 𝑥
1
4) 𝑙𝑖𝑚 𝑥 = ∞
𝑥→0
1
5) 𝑙𝑖𝑚 =0
𝑥→∞ 𝑥

∞ 0 ∞
To avoid the cases when we have ∞ 𝑜𝑟 𝑜𝑟 𝑜𝑟 (0 ∗ ∞) 𝑜𝑟(∞ ∗ ∞) we can use the following techniques:
0 0

1) use the various algebraic transformation methods


2) multiplying by the (Rational Factor) specially in the limits that has roots
3) use long division when the power of the nominator is higher or equal to the power of the denominator
4) using (Binomial Theorem)
5) using transformations
6) using L'Hôpital's rule (when we derive the nominator and the denominator separately)
7) dividing the nominator and the denominator on the highest power of (𝑥)
8) add or subtract a specific algebraic expression

Example 2.11: using algebraic transformation or L'Hôpital's rule

𝑥3 − 8 0 𝐴3 + 𝐵 3 = (𝐴 + 𝐵) (𝐴2 – 𝐴𝐵 + 𝐵 2)
𝑙𝑖𝑚 2 = 𝐴3 – 𝐵 3 = (𝐴 – 𝐵) (𝐴2 + 𝐴𝐵 + 𝐵 2)
𝑥→2 𝑥 − 4 0
𝑥3 − 8 (𝑥 − 2)(𝑥 2 + 2𝑥 + 4) 𝑥 2 + 2𝑥 + 4 4 + 4 + 4
𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = =3
𝑥→2 𝑥 2 − 4 𝑥→2 (𝑥 − 2)(𝑥 + 2) 𝑥→2 𝑥 +2 2+2

Or we can use L'Hôpital's rule

𝑥3 − 8 3𝑥 2 12
𝑙𝑖𝑚 2 = 𝑙𝑖𝑚 = =3
𝑥→2 𝑥 − 4 𝑥→2 2𝑥 4
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Example 2.12: using the rational factor

𝑥 0
𝑙𝑖𝑚 =
𝑥→0 √𝑥 +1−1 0

𝑥 √𝑥 + 1 + 1 𝑥(√𝑥 + 1 + 1) 𝑥(√𝑥 + 1 + 1)
𝑙𝑖𝑚 ∗ = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 √𝑥 + 1 + 1 = 2
𝑥→0 √𝑥 + 1 − 1 √𝑥 + 1 + 1 𝑥→0 𝑥 +1−1 𝑥→0 𝑥 𝑥→0

Example 2.13: checking maybe the limit does not even exists

2− 𝑥
𝑙𝑖𝑚
𝑥→4 (𝑥 − 4)(𝑥 + 2)

2− 𝑥 2 − (−3)
𝑙𝑖𝑚
− = = +
𝑥→4 (𝑥 − 4)(𝑥 + 2) (−3 − 4)(−3 + 2)

2− 𝑥 2 − (5)
𝑙𝑖𝑚 = = −
+
𝑥→4
(𝑥 − 4)(𝑥 + 2) (5 − 4)(5+ 2)
2− 𝑥 2− 𝑥
So while 𝑙𝑖𝑚
− ≠ 𝑙𝑖𝑚 then the limit does not exist
(𝑥−4)(𝑥 +2)
𝑥→4 + (𝑥−4)(𝑥+2)
𝑥→4

Example 2.14: using division on the highest power of (𝑥)

3𝑥 + 5 ∞
𝑙𝑖𝑚 =
𝑥→∞ 6𝑥 − 8 ∞
3𝑥 5 5
3𝑥+ 5 +
𝑥 𝑥
3+ 𝑥
𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 0.5 Or we can use L'Hôpital's rule
𝑥→∞ 6𝑥−8 𝑥→∞ 6𝑥−8 𝑥→∞ 6−8
𝑥 𝑥 𝑥

Example 2.15: using L'Hôpital's rule or transformations

𝐶𝑜𝑠 (𝜋𝑥) 0
𝑙𝑖𝑚 =
𝑥→2 𝑥 − 2 0

𝐶𝑜𝑠 (𝜋𝑥) − 𝑆𝑖𝑛 (𝜋𝑥) ∗ (−𝑥𝜋2) 𝜋


𝑙𝑖𝑚 = 𝑙𝑖𝑚 =
𝑥→2 𝑥 −2 𝑥→2 1 4
𝜋
Or by transformations let 𝑋 =
𝑤

𝐶𝑜𝑠 (𝑤) 𝐶𝑜𝑠 (𝑤) 𝐶𝑜𝑠 (𝑤) 𝐶𝑜𝑠 (𝑤) 𝑤 𝐶𝑜𝑠 (𝑤)
𝑙𝑖𝑚 𝜋 = 𝑙𝑖𝑚 𝜋 = 𝑙𝑖𝑚 𝜋 𝜋 = 𝑙𝑖𝑚 𝜋 𝜋−2𝑤 = 𝑙𝑖𝑚 𝜋
𝜋
→2 − 2 𝑤 1
→ − 2 𝑤→ −2 𝑤→ 𝑤→ 𝜋 − 2𝑤
𝑤 𝑤 𝜋 2 𝑤 2 𝑤 2 𝑤 2

𝜋 𝜃
Let 𝜋 − 2𝑤 = 𝜃 : 𝑤 = 2
−2

𝜋 𝜃 𝜋 𝜃 𝜋 𝜃 𝜋 𝜃 𝜋 𝜃
−2 𝐶𝑜𝑠 ( 2 − 2 ) − 𝐶𝑜𝑠 ( − ) 𝜋 𝜃 𝐶𝑜𝑠 ( 2 − 2 )
2
𝑙𝑖𝑚 𝜃
= 𝑙𝑖𝑚 2 2 𝜃 2 2 = 𝑙𝑖𝑚 2 − 2
∗ 𝑙𝑖𝑚 𝜃
=
𝜋 𝜃 𝜋 𝜃 →0 𝜃 →0 𝜃 →0
− →
2 2 2

𝜋 𝜃 𝜋 𝜃 𝜋 𝜃 𝜃 𝜃
𝜋 𝐶𝑜𝑠 ( − ) 𝜋 𝐶𝑜𝑠 ( )𝐶𝑜𝑠 ( )+ 𝑆𝑖𝑛 ( ) 𝑆𝑖𝑛 ( ) 𝜋 𝑆𝑖𝑛 ( ) 𝜋 1 𝑆𝑖𝑛 ( ) 𝜋
2 2 2 2 2 2 2 2
𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = ∗ 𝑙𝑖𝑚 𝜃 =4
2 𝜃 →0 𝜃 2 𝜃 →0 𝜃 2 𝜃 →0 𝜃 2 2 𝜃
→0 2
2
24

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1− 𝐶𝑜𝑠 (𝑥)
Example 2.16: Prove that 𝑙𝑖𝑚 𝑥
=0
𝑥 →0

1 − Cos (x) 1 − Cos (x) 1 + Cos (x) 1 − Cos 2 (x) Sin2 (x)
𝑙𝑖𝑚 = 𝑙𝑖𝑚 ∗ = 𝑙𝑖𝑚 = 𝑙𝑖𝑚
x→0 x x→0 x 1 + Cos (x) x→0 x(1 + Cos (x)) x→0 x(1 + Cos (x))

Sin (x) Sin (x) Sin (x) Sin (x) Sin (x) 0
= 𝑙𝑖𝑚 ∗ = 𝑙𝑖𝑚 ∗ 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = =0
x→0 x 1 + Cos (x) x→0 x x→0 1 + Cos (x) x→0 1 + Cos (x) 2
𝑥
Example 2.17: Find 𝑙𝑖𝑚
𝑥→0 𝑆𝑖𝑛 (𝑥)

𝑥 1 𝑙𝑖𝑚 1
𝑥→0
𝑙𝑖𝑚 = 𝑙𝑖𝑚 𝑆𝑖𝑛 (𝑥) = 𝑆𝑖𝑛 (𝑥 ) =1
𝑥→0 𝑆𝑖𝑛 (𝑥) 𝑥→0
𝑥
𝑙𝑖𝑚 𝑥
𝑥→0

𝑆𝑖𝑛 (𝑥)
Example 2.18: Prove 𝑙𝑖𝑚 =1
𝑥→𝜋 𝜋−𝑥

Let π − 𝑥 = 𝑦 : 𝑥 = π– 𝑦

𝑆𝑖𝑛 (𝑥) 𝑆𝑖𝑛 (π – 𝑦) 𝑆𝑖𝑛 (π – 𝑦) 𝑆𝑖𝑛 (π)𝐶𝑜𝑠 (y) − 𝐶𝑜𝑠 (π)𝑆𝑖𝑛 (y)
𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚
𝑥→𝜋 𝜋 − 𝑥 π – 𝑦→𝜋 𝑦 𝑦→0 𝑦 𝑦→0 𝑦

− (−1) 𝑆𝑖𝑛 (y) 𝑆𝑖𝑛 (y)


= 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =1
𝑦→0 𝑦 𝑦→0 𝑦
1
Example 2.19: find 𝑙𝑖𝑚 𝑥 𝑆𝑖𝑛(𝑥)
𝑥→∞

1
Let 𝑤 =
𝑥

1 𝑆𝑖𝑛 (𝑤)
𝑙𝑖𝑚 𝑆𝑖𝑛(𝑤) = 𝑙𝑖𝑚 =1
→∞ 𝑤 𝑤
1 𝑤→0
𝑤

2.7 Functions’ Continuity


A function is said to be continuous at a point (𝑐) if the following conditions satisfied:
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1) 𝑓(𝑐) must be defined

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2) 𝑙𝑖𝑚 𝑓(𝑥) must exist


𝑥 →c
3) 𝑙𝑖𝑚 𝑓(𝑥) = 𝑓(𝑐)
𝑥 →c

You should note that polynomials are continuous at every point of their domain; also, rational functions are continuous
at every point of their domain except the points that make the denominator equal to zero

Example 2.20: show that 𝑓(𝑥) = 2𝑥 + 3 is continuous at 𝑐 = 1

1) 𝑓(1) = 5
2) 𝑙𝑖𝑚 𝑓(𝑥) = 5
x→1
3) 𝑙𝑖𝑚 𝑓(𝑥) = 𝑓(1)
𝑥→1

Continuity at a closed interval

A function is said to be continuous at closed interval [𝑎, 𝑏] if the following conditions are satisfied:

1) 𝑓(𝑥) is continuous at point (𝑎) and (𝑏)


2) 𝑓(𝑥) is continuous from the right of (𝑎)
3) 𝑓(𝑥) is continuous from the left of (𝑏)

Example 2.21: find the domain of 𝑦 = √4 − 𝑥 2 𝑎𝑛𝑑 𝑠ℎ𝑜𝑤 𝑡ℎ𝑎𝑡 is it continuous at that domain?

4 − 𝑥2 ≥ 0
𝑥2 ≤ 4
𝑥 ≤ ±2
−2 ≤ 𝑥 ≤ 2

At (𝑥 = −2)
1) 𝑓(−2) = √4 − (−2)2 = 0 (defined)
2) 𝑙𝑖𝑚 √4 − (−2)2 =0 (exist)
𝑥→−2
3) 𝑙𝑖𝑚 √4 − (−2)2 = 𝑓(−2) (continuous at −2)
𝑥→−2

At (𝑥 = 2)
1) 𝑓(2) = √4 − 22 = 0 (defined)
2) 𝑙𝑖𝑚 √4 − 22 =0 (exist)
𝑥→2
3) 𝑙𝑖𝑚 √4 − 22 = 𝑓(2) (continuous at 2)
𝑥→2

𝑙𝑖𝑚
+
√4 − 𝑥 2 = 0 : 𝑙𝑖𝑚
− √4 − 𝑥 2 = 0
𝑥→−2 𝑥→2

So 𝑓(𝑥) is continuous at the closed interval {−2 ≤ 𝑥 ≤ 2}


Continuity of trigonometric functions

A trigonometric function is said to be continuous at (𝑥 = 𝑐) under these conditions:

1) 𝑓(𝑐) is defined
2) 𝑙𝑖𝑚 𝑓(𝑐 + ℎ) must exist
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ℎ→0
3) 𝑙𝑖𝑚 𝑓(𝑐 + ℎ) = 𝑓(𝑐)
ℎ→0

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Example 2.22: show that 𝑓(𝑥) = 𝑆𝑖𝑛 (𝑥) at (𝑥 = 𝑐) is continuous

1) 𝑓(𝑐) = 𝑆𝑖𝑛 (𝑐) (defined)


2) 𝑙𝑖𝑚 𝑆𝑖𝑛 (𝑐 + ℎ) = 𝑙𝑖𝑚 [(𝑆𝑖𝑛 (𝑐) 𝐶𝑜𝑠 (ℎ)) + (𝑆𝑖𝑛 (ℎ) 𝐶𝑜𝑠 (𝑐)) ] = 𝑆𝑖𝑛(𝑐)
ℎ→0 ℎ→0
3) 𝑙𝑖𝑚 𝑓(𝑐 + ℎ) = 𝑓(𝑐)
ℎ→0

2.8 Special Functions


1) Exponential Function

𝑦 = 𝑒 𝑥 𝑤ℎ𝑒𝑟𝑒 𝑒 = 2.718

2) Common Logarithmic Function

𝑦 = 𝑙𝑜𝑔10 𝑥 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 10𝑦

Common Logarithm Properties

1) log 𝑏 1 = 0
2) log 𝑏 𝑏 = 1
3) log 𝑏 𝑎𝑟 = r ∗ log 𝑏 𝑎
4) log 𝑏 𝑎𝑐 = log 𝑏 𝑎 + log 𝑏 𝑐
𝑎
5) log 𝑏 𝑐 = log 𝑏 𝑎 − log 𝑏 𝑐

Prove that log 𝑏 𝑎𝑐 = log 𝑏 𝑎 + log 𝑏 𝑐


Let
log 𝑏 𝑎 = 𝑥 , 𝑏𝑥 = 𝑎
log 𝑏 𝑐 = 𝑦 , 𝑏𝑦 = 𝑐

log 𝑏 𝑎𝑐 = log 𝑏 𝑏 𝑥 𝑏 𝑦 = log 𝑏 𝑏 𝑥 +𝑦 = (𝑥 + 𝑦) log 𝑏 𝑏 = 𝑥 + 𝑦 = log 𝑏 𝑎 + log 𝑏 𝑐

3) Natural Logarithmic Function


1
𝑒 = 𝑙𝑖𝑚 (1 + 𝑥) 𝑥
𝑥→0
27

1 𝑥
𝑒 = 𝑙𝑖𝑚 (1 + )
𝑥→∞ 𝑥

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To prove that 𝑒 = 2.71828

1 1
𝑥 1+ (1 + )𝑥
𝑥 𝑥
1 2 2
10 1.1 2.59374
100 1.01 2.70481
1000 1.001 2.71692
10000 1.0001 2.71815
100000 1.00001 2.71827
1000000 1.000001 2.71828

𝑦 = 𝑙𝑛(𝑥) 𝑠𝑜 𝑥 = 𝑒 𝑦

Natural logarithm properties

1) 𝑙𝑛(1) = log 𝑒 1 = 0
2) 𝑙𝑛(𝑒) = log 𝑒 𝑒 = 1
3) 𝑙𝑛(0) = log 𝑒 0 = −∞
4) 𝑙𝑛(𝑥 ∗ 𝑦) = 𝑙𝑛 (𝑥) + 𝑙𝑛(𝑦)
𝑥
5) 𝑙𝑛(𝑦 ) = 𝑙𝑛(𝑥) − 𝑙𝑛(𝑦)
6) 𝑙𝑛(𝑥 𝑦 ) = 𝑦 𝑙𝑛(𝑥)
7) 𝑒 𝑙𝑛(𝑥) = 𝑥 𝑓𝑜𝑟 𝑥 > 0
8) 𝑙𝑛(𝑒 𝑥 ) = 𝑥 𝑓𝑜𝑟 − ∞ < 𝑥 < ∞
9) 𝑙𝑖𝑚 𝑙𝑛(𝑥) = ∞
𝑥→∞
10) 𝑙𝑖𝑚 𝑒 𝑥 = 0
𝑥→–∞
11) 𝑙𝑛(𝑥 + 𝑦) ≠ 𝑙𝑛(𝑥) + 𝑙𝑛(𝑦)
12)𝑎𝑥 = 𝑒 𝑥 𝑙𝑛(𝑎)

Example 2.23: prove that 𝑒 𝑙𝑛(𝑥) = 𝑥:

Let 𝑒 𝑙𝑛(𝑥) = 𝑦

𝑙𝑛(𝑦) = 𝑙𝑛(𝑒 𝑙𝑛(𝑥) )


𝑙𝑛(𝑦) = 𝑙𝑛(𝑥) 𝑙𝑛(𝑒)
𝑙𝑛(𝑦) = 𝑙𝑛(𝑥)
𝑦 = 𝑥

Example 2.24: prove that 𝑎𝑥 = 𝑒 𝑥 𝑙𝑛(𝑎)

Let 𝑦 = 𝑎𝑥
𝑙𝑛 𝑦 = 𝑙𝑛(𝑎𝑥 )
28

𝑙𝑛 𝑦 = 𝑥 𝑙𝑛(𝑎)
𝑒 𝑙𝑛(𝑦) = 𝑒 𝑥 𝑙𝑛(𝑎)

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𝑦 = 𝑒 𝑥 𝑙𝑛(𝑎)

4) Hyperbolic Functions

It is a combination of the exponential functions 𝑒 𝑥 , 𝑒 −𝑥

a) Hyperbolic Sine (𝑆𝑖𝑛ℎ (𝑥))

𝑒 𝑥 − 𝑒 −𝑥
𝑦 = 𝑆𝑖𝑛ℎ (𝑥) =
2

b) Hyperbolic Cosine (𝐶𝑜𝑠ℎ (𝑥))

𝑒 𝑥 + 𝑒 −𝑥
𝑦 = 𝐶𝑜𝑠ℎ (𝑥) =
2

c) Hyperbolic Tangent (𝑇𝑎𝑛ℎ(𝑥))

𝑒 𝑥 − 𝑒 −𝑥
𝑦 = 𝑇𝑎𝑛ℎ(𝑥) =
𝑒 𝑥 + 𝑒 −𝑥

d) Hyperbolic Cotangent (𝐶𝑜𝑡ℎ(𝑥))

𝑒 𝑥 + 𝑒 −𝑥
𝑦 = 𝐶𝑜𝑡ℎ(𝑥) =
𝑒 𝑥 − 𝑒 −𝑥

e) Hyperbolic Secant (𝑆𝑒𝑐ℎ(𝑥))

2
𝑦 = 𝑆𝑒𝑐ℎ (𝑥) =
𝑒𝑥 + 𝑒 −𝑥

f) Hyperbolic Cosecant (𝐶𝑠𝑐ℎ(𝑥))

2
𝑦 = 𝐶𝑠𝑐ℎ (𝑥) =
𝑒𝑥 − 𝑒 −𝑥
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Hyperbolic Functions’ Rules

𝑆𝑖𝑛ℎ(– 𝑥) = – 𝑆𝑖𝑛ℎ(𝑥)
𝐶𝑜𝑠ℎ(– 𝑥) = 𝐶𝑜𝑠ℎ(𝑥) 𝐶𝑜𝑠ℎ2 (𝑥) – 𝑆𝑖𝑛ℎ2 (𝑥) = 1
𝑇𝑎𝑛ℎ(– 𝑥) = – 𝑇𝑎𝑛ℎ(𝑥) 𝑇𝑎𝑛ℎ2 (𝑥) + 𝑆𝑒𝑐ℎ2 (𝑥) = 1
𝑆𝑒𝑐ℎ(– 𝑥) = 𝑆𝑒𝑐ℎ(𝑥) 𝐶𝑜𝑡ℎ2 (𝑥) – 𝐶𝑠𝑐ℎ2 (𝑥) = 1
𝐶𝑠𝑐ℎ(– 𝑥) = – 𝐶𝑠𝑐ℎ(𝑥)
𝐶𝑜𝑡ℎ(– 𝑥) = – 𝐶𝑜𝑡ℎ(𝑥)

𝑆𝑖𝑛ℎ (𝑥 + 𝑦) = 𝑆𝑖𝑛ℎ (𝑥) 𝐶𝑜𝑠ℎ (𝑦) + 𝑆𝑖𝑛ℎ (𝑦) 𝐶𝑜𝑠ℎ (𝑥)


𝑆𝑖𝑛ℎ (𝑥 – 𝑦) = 𝑆𝑖𝑛ℎ (𝑥) 𝐶𝑜𝑠ℎ (𝑦) – 𝑆𝑖𝑛ℎ (𝑦) 𝐶𝑜𝑠ℎ (𝑥)
𝐶𝑜𝑠ℎ (𝑥 + 𝑦) = 𝐶𝑜𝑠ℎ (𝑥) 𝐶𝑜𝑠ℎ (𝑦) + 𝑆𝑖𝑛ℎ (𝑥) 𝑆𝑖𝑛ℎ (𝑦)
𝐶𝑜𝑠ℎ (𝑥 – 𝑦) = 𝐶𝑜𝑠ℎ (𝑥) 𝐶𝑜𝑠ℎ (𝑦) – 𝑆𝑖𝑛ℎ (𝑥) 𝑆𝑖𝑛ℎ (𝑦)

𝑇𝑎𝑛ℎ (𝑥) + 𝑇𝑎𝑛ℎ (𝑦)


𝑇𝑎𝑛ℎ (𝑥 + 𝑦) =
1 + 𝑇𝑎𝑛ℎ (𝑥) 𝑇𝑎𝑛ℎ (𝑦)

𝑇𝑎𝑛ℎ (𝑥)–𝑇𝑎𝑛ℎ (𝑦)


𝑇𝑎𝑛ℎ (𝑥 – 𝑦) =
1 + 𝑇𝑎𝑛ℎ (𝑥) 𝑇𝑎𝑛ℎ (𝑦)

𝑆𝑖𝑛ℎ (2𝑥) = 2 𝑆𝑖𝑛ℎ (𝑥) 𝐶𝑜𝑠ℎ (𝑥)

𝐶𝑜𝑠ℎ (2𝑥) = 𝐶𝑜𝑠ℎ2 (𝑥) + 𝑆𝑖𝑛ℎ2 (𝑥)

5) Inverse Trigonometric Functions

a) Inverse Sine (𝑆𝑖𝑛 −1 (𝑥)) also called 𝑎𝑟𝑐𝑠𝑖𝑛𝑒

𝑦 = 𝑆𝑖𝑛 −1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝑆𝑖𝑛(𝑦)

b) Inverse Cosine (𝐶𝑜𝑠 −1 (𝑥))

𝑦 = 𝐶𝑜𝑠 −1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝐶𝑜𝑠(𝑦)

c) Inverse Tangent (𝑇𝑎𝑛−1 (𝑥))

𝑦 = 𝑇𝑎𝑛 −1(𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝑇𝑎𝑛(𝑦)


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d) Inverse Cotangent (𝐶𝑜𝑡 −1 (𝑥))

𝑦 = 𝐶𝑜𝑡 −1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝐶𝑜𝑡(𝑦)

e) Inverse Secant (𝑆𝑒𝑐 −1 (𝑥))

𝑦 = 𝑆𝑒𝑐 −1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝑆𝑒𝑐(𝑦)

f) Inverse Cosecant (𝐶𝑠𝑐 −1 (𝑥))

𝑦 = 𝐶𝑠𝑐 −1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝐶𝑠𝑐(𝑦)

Rules
𝜋
𝑆𝑖𝑛 −1 (𝑥) + 𝐶𝑜𝑠 −1 (𝑥) =
2
𝜋
𝑇𝑎𝑛 −1 (𝑥) + 𝐶𝑜𝑡 −1 (𝑥) =
2
𝜋
𝑆𝑒𝑐 −1 (𝑥) + 𝐶𝑠𝑐 −1 (𝑥) =
2

𝑆𝑖𝑛 −1 (−𝑥) = −𝑆𝑖𝑛 −1 (𝑥)

𝑇𝑎𝑛 −1 (−𝑥) = −𝑇𝑎𝑛 −1 (𝑥)

𝑆𝑒𝑐 −1 (−𝑥) = 𝜋 + 𝑆𝑒𝑐 −1 (𝑥) 𝑓𝑜𝑟𝑥 ≥ 1

Examples 2.25:

1 1
45∘ = 𝑆𝑖𝑛 −1 ( ) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 = 𝑆𝑖𝑛(45∘ )
√2 √2

√3 √3
30∘ = 𝐶𝑜𝑠 −1 ( ) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 = 𝐶𝑜𝑠(30∘ )
2 2

45∘ = 𝑇𝑎𝑛 −1 (1) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 1 = 𝑇𝑎𝑛(45∘ )


31

Wo rk in progress by Saif Bashar – Updated on March 2021


FUNCTIONS s4ifbn.com

Example 2.26: Simplify the function 𝐶𝑜𝑠 (𝑆𝑖𝑛 −1 (𝑥))

We know that 𝐶𝑜𝑠 2 (𝑎) = 1 − 𝑆𝑖𝑛 2 (𝑎) so 1


𝑥
𝑎 = 𝑆𝑖𝑛 −1 (𝑥)
𝐶𝑜𝑠 (𝑎) = √1 − 𝑆𝑖𝑛 2 (𝑎)

√1 − 𝑥 2

𝐶𝑜𝑠 (𝑎) = √1 − 𝑆𝑖𝑛 2 (𝑆𝑖𝑛−1 (𝑥)) = √1 − (𝑆𝑖𝑛( 𝑆𝑖𝑛 −1 (𝑥)))2 = √1 − 𝑥 2

Example 2.27: Simplify the function 𝑆𝑒𝑐 2 (𝑇𝑎𝑛−1 (𝑥))


√1 + 𝑥 2
We know that 𝑆𝑒𝑐 2 (𝑎) = 1+ 𝑇𝑎𝑛 2(𝑎) so
𝑥
𝑆𝑒𝑐 2 (𝑎) = 1 + 𝑇𝑎𝑛 2(𝑇𝑎𝑛−1 (𝑥)) = 1 + 𝑥 2
𝑎 = 𝑇𝑎𝑛 −1(𝑥)
1

3
Example 2.28: Solve the function 𝑆𝑖𝑛 (2 𝐶𝑜𝑠 −1 (5))

3 3
𝑆𝑖𝑛 (2 𝐶𝑜𝑠 −1 ( )) = 𝑆𝑖𝑛 (2 𝐶𝑜𝑠 −1 (𝑥)) 𝑤ℎ𝑒𝑛 𝑥 =
5 5

𝑆𝑖𝑛 (2 𝜃) 𝑤ℎ𝑒𝑛 𝜃 = 𝐶𝑜𝑠 −1 (𝑥)

3 9 24
𝑆𝑖𝑛 (2 𝜃) = 2 𝑆𝑖𝑛(𝜃)𝐶𝑜𝑠 (𝜃) = 2 𝑆𝑖𝑛 (𝐶𝑜𝑠 −1 (𝑥))𝐶𝑜𝑠 (𝐶𝑜𝑠 −1 (𝑥)) = 2 𝑥 √1 − 𝑥 2 = 2 ( ) ( √1 − )=
5 25 25

𝑥+𝑦
Example 2.29: Prove that 𝑇𝑎𝑛 −1 (𝑥) + 𝑇𝑎𝑛 −1(𝑦) = 𝑇𝑎𝑛 −1 ( )
1−𝑥𝑦

𝑙𝑒𝑡 𝑎 = 𝑇𝑎𝑛 −1(𝑥) → 𝑇𝑎𝑛(𝑎) = 𝑥


𝑏 = 𝑇𝑎𝑛 −1(𝑦) → 𝑇𝑎𝑛(𝑏 ) = 𝑦
𝑇𝑎𝑛 (𝑎) +𝑇𝑎𝑛 (𝑏)
From the rule Tan(𝑎 + 𝑏 ) =
1−Tan(𝑎) 𝑇𝑎𝑛(𝑏 )

𝑥+𝑦
Tan(𝑎 + 𝑏 ) =
1 − 𝑥𝑦
𝑥+𝑦
(𝑎 + 𝑏 ) = 𝑇𝑎𝑛 −1 ( )
1− 𝑥𝑦
1 1 𝜋
Example 2.30: show that 2 𝑇𝑎𝑛 −1 (3) + 𝑇𝑎𝑛 −1 (7) =
4

1 1
1 1 1 1 1 1 3
+ 7
2 𝑇𝑎𝑛 −1 ( ) + 𝑇𝑎𝑛 −1 ( ) = 𝑇𝑎𝑛 −1 ( ) + 𝑇𝑎𝑛 −1 ( ) + 𝑇𝑎𝑛 −1 ( ) = 𝑇𝑎𝑛 −1 ( ) + 𝑇𝑎𝑛 −1 ( 1 )=
3 7 3 3 7 3 1− 21

10 1 1 5
1 1 1 +2 𝜋
𝑇𝑎𝑛 −1 ( ) + 𝑇𝑎𝑛 −1 ( 21 ) = 𝑇𝑎𝑛 −1 ( ) + 𝑇𝑎𝑛 −1 ( ) = 𝑇𝑎𝑛 −1 ( 3
1 ) = 𝑇𝑎𝑛
−1 ( 6 ) = 𝑇𝑎𝑛 −1 (1) =
32

20 5
3 3 2 1− 4
21 6 6

Wo rk in progress by Saif Bashar – Updated on March 2021


FUNCTIONS s4ifbn.com

𝐶𝑜𝑠−1(𝑥) 1+𝑥
Example 2.31: prove that 𝐶𝑜𝑡 ( ) = √
2 1−𝑥

𝐶𝑜𝑠−1 (𝑥)
𝐶𝑜𝑠( )
𝐶𝑜𝑠−1(𝑥) 2
𝐶𝑜𝑡 ( ) = −1
𝐶𝑜𝑠 (𝑥)
And we know that
2 𝑆𝑖𝑛( )
2

𝑥 1 + 𝐶𝑜𝑠 (𝑥) 𝑥 1 + 𝐶𝑜𝑠 (𝑥)


𝐶𝑜𝑠 2 ( ) = → 𝐶𝑜𝑠 ( ) = √ 𝑠𝑜
2 2 2 2

𝐶𝑜𝑠 −1 (𝑥) 1 + 𝐶𝑜𝑠 (𝐶𝑜𝑠 −1 (𝑥)) 1+𝑥


𝐶𝑜𝑠 ( )= √ = √
2 2 2

𝐶𝑜𝑠−1(𝑥) 1−𝐶𝑜𝑠( 𝐶𝑜𝑠−1(𝑥)) 1−𝑥


𝑆𝑖𝑛 ( )= √ = √ So
2 2 2

1+𝑥
√ 2
𝐶𝑜𝑠 −1 (𝑥) 1+ 𝑥
𝐶𝑜𝑡 ( )= = √
2 1−𝑥 1− 𝑥
√ 2

6) Inverse Hyperbolic Trigonometric Functions

a) Inverse Hyperbolic Sine (𝑆𝑖𝑛ℎ−1 (𝑥))

𝑦 = 𝑆𝑖𝑛ℎ−1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝑆𝑖𝑛ℎ (𝑦)

b) Inverse Hyperbolic Cosine (𝐶𝑜𝑠ℎ−1 (𝑥))

𝑦 = 𝐶𝑜𝑠ℎ −1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝐶𝑜𝑠ℎ (𝑦)

c) Inverse Hyperbolic Tangent (𝑇𝑎𝑛ℎ−1 (𝑥))

𝑦 = 𝑇𝑎𝑛ℎ−1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝑇𝑎𝑛ℎ (𝑦)

d) Inverse Hyperbolic Cotangent (𝐶𝑜𝑡ℎ−1 (𝑥))

𝑦 = 𝐶𝑜𝑡ℎ−1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝐶𝑜𝑡ℎ (𝑦)

e) Inverse Hyperbolic Secant (𝑆𝑒𝑐 −1 (𝑥))

𝑦 = 𝑆𝑒𝑐ℎ−1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝑆𝑒𝑐ℎ(𝑦)

f) Inverse Hyperbolic Cosecant (𝐶𝑠𝑐ℎ−1 (𝑥))


33

𝑦 = 𝐶𝑠𝑐ℎ −1 (𝑥) 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 𝑥 = 𝐶𝑠𝑐ℎ(𝑦)

Wo rk in progress by Saif Bashar – Updated on March 2021


FUNCTIONS s4ifbn.com

Logarithmic form of the inverse hyperbolic functions

The following relationships holds true for all (𝑥) values in the domain of the inverse hyperbolic functions

1) 𝑆𝑖𝑛ℎ−1 (𝑥) = 𝑙𝑛(𝑥 + √ 𝑥 2 + 1)


2) 𝐶𝑜𝑠ℎ −1 (𝑥) = 𝑙𝑛(𝑥 + √𝑥 2 − 1)
1 1+𝑥
3) 𝑇𝑎𝑛ℎ−1 (𝑥) = 2
𝑙𝑛(1−𝑥)
1 𝑥+1
4) 𝐶𝑜𝑡ℎ−1 (𝑥) = 𝑙𝑛( )
2 𝑥−1
1 + √ 1− 𝑥2
5) 𝑆𝑒𝑐ℎ−1 (𝑥) = 𝑙𝑛( 𝑥
)
1 √ 1+ 𝑥2
6) 𝐶𝑠𝑐ℎ −1 (𝑥) = 𝑙𝑛( + | | )
𝑥 𝑥

Prove: 𝑆𝑖𝑛ℎ −1 (𝑥) = 𝑙𝑛(𝑥 + √𝑥 2 + 1)

𝑒𝑦 − 𝑒 −𝑦
Let: 𝑦 = 𝑆𝑖𝑛ℎ−1 (𝑥) And we know that 𝑥 = 𝑆𝑖𝑛ℎ(𝑦) and 𝑆𝑖𝑛ℎ (𝑦) = 2

𝑒𝑦 − 𝑒 −𝑦
So 𝑥 =
2

2𝑥 = 𝑒 𝑦 − 𝑒 −𝑦

𝑒 𝑦 − 𝑒 −𝑦 − 2𝑥 = 0 Multiply both sides by 𝑒 𝑦

𝑒 2𝑦 − 2𝑥𝑒 𝑦 − 1 = 0

𝑒 𝑦 It is the positive root of the quadratic equation

𝑒 𝑦 = 𝑥 + √𝑥 2 + 1

𝑦 = 𝑙𝑛 (𝑥 + √𝑥 2 + 1)
1 1+𝑥
Prove: 𝑡𝑎𝑛ℎ−1 (𝑥) = 𝑙𝑛( )
2 1−𝑥

Let 𝑦 = 𝑡𝑎𝑛ℎ−1 (𝑥)

𝑒 𝑦 − 𝑒 −𝑦
𝑋 = 𝑡𝑎𝑛ℎ(𝑦) = 𝑦
𝑒 + 𝑒 −𝑦

𝑥(𝑒 𝑦 + 𝑒 −𝑦 ) = 𝑒 𝑦 − 𝑒 −𝑦 Multiply both sides by 𝑒 𝑦

𝑥𝑒 2𝑦 + 𝑥 = 𝑒 2𝑦 − 1

𝑒 2𝑦 − 𝑋𝑒 2𝑦 = 𝑥 + 1

𝑒 2𝑦 (1 − 𝑥) = 𝑥 + 1

1+𝑥
𝑒 2𝑦 =
1−𝑥
1+ 𝑥
2𝑦 = 𝑙𝑛( )
1− 𝑥
34

1 1+𝑥
𝑦 = 𝑙𝑛( )
2 1−𝑥

Wo rk in progress by Saif Bashar – Updated on March 2021


Chapter Three

Differentiation
Differentiation
3.1 Definitions
3.2 Derivative Rules
3.3 The Chain Rule
3.4 Implicit Differentiation
3.5 Selected Proofs
DIFFERENTIATION s4ifbn.com

3.1 Definitions
Differentiation can calculate
- Rate of change
- Slopes and curves
- Velocity and acceleration of moving objects
- Firing angles for cannons
- Time prediction for planets locations

The Geometrical Interpretation of the derivative of a function

Let 𝑦 = 𝑓(𝑥) and let 𝑝(𝑥, 𝑦) be a fixed point on the curve and 𝑞(𝑥 + 𝛥𝑥, 𝑦 + 𝛥𝑦) is another point on the curve

𝑦 = 𝑓(𝑥)
𝑦 + 𝛥𝑦 = 𝑓(𝑥 + 𝛥𝑥)
𝛥𝑦 = 𝑓(𝑥 + 𝛥𝑥) – 𝑦
[𝛥𝑦 = 𝑓(𝑥 + 𝛥𝑥) – 𝑦] / 𝛥𝑥

𝛥𝑦 𝑓(𝑥 + 𝛥𝑥) – 𝑓(𝑥)


=
𝛥𝑥 𝛥𝑥

𝛥𝑦 𝑓(𝑥 + 𝛥𝑥) – 𝑓(𝑥)


𝑆𝑙𝑜𝑝 𝑜𝑓 𝑡ℎ𝑒 𝑠𝑒𝑐𝑎𝑛𝑡 𝑙𝑖𝑛𝑒 = 𝑇𝑎𝑛(Ө) = =
𝛥𝑥 𝛥𝑥

We define the limit that may exist for some value of (𝑥) at each point (𝑥) where limit does exist, then 𝑓(𝑥) is said to
𝑑𝑦
have a derivative or to be differentiable, the derivative of 𝑦 = 𝑓(𝑥) is denoted by 𝑦́ or and 𝑓́(𝑥) defined by
𝑑𝑥

𝛥𝑦 𝑓(𝑥 + 𝛥𝑥) − 𝑓(𝑥)


𝑓́(𝑥) = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 𝑖𝑡 𝑖𝑠 𝑎𝑙𝑠𝑜 𝑡ℎ𝑒 𝑠𝑙𝑜𝑝𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑡𝑎𝑛𝑔𝑒𝑛𝑡 𝑙𝑖𝑛𝑒
𝛥𝑥 →0 𝛥𝑥 𝛥𝑥 →0 𝛥𝑥

Example 3.1: find derivative of 𝑦 = 𝑥

𝑓(𝑥 + 𝛥𝑥) − 𝑓(𝑥) 𝑥 + 𝛥𝑥 − 𝑥 𝛥𝑥


𝑓́(𝑥) = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 1 = 1
𝛥𝑥 →0 𝛥𝑥 𝛥𝑥 →0 𝛥𝑥 𝛥𝑥 →0 𝛥𝑥 𝛥𝑥 →0

Example 3.2: find derivative of 𝑦 = √𝑥

𝑓(𝑥 + 𝛥𝑥) − 𝑓(𝑥) √𝑥 + 𝛥𝑥 − √𝑥 √𝑥 + 𝛥𝑥 + √𝑥 1 1


𝑓́(𝑥) = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 ∗ = 𝑙𝑖𝑚 =
𝛥𝑥 →0 𝛥𝑥 𝛥𝑥 →0 𝛥𝑥 √𝑥 + 𝛥𝑥 + √𝑥 𝛥𝑥→0 √𝑥 + 𝛥𝑥 + √𝑥 2√𝑥

Example 3.3: find the slope of the secant line and the tangent line to the curve 𝑦 = 𝑥 2 at the 𝑝𝑜𝑖𝑛𝑡 (1,2)

𝑓(𝑥 + 𝛥𝑥) – 𝑓(𝑥) (𝑥 + 𝛥𝑥)2 – 𝑥2 𝑥2 +2𝑥𝛥𝑥 + 𝛥𝑥2 – 𝑥2 2𝑥𝛥𝑥+ ℎ2


Slop of the secant line = = = = = 2𝑥 + 𝛥𝑥
𝛥𝑥 𝛥𝑥 𝛥𝑥 𝛥𝑥

𝑓(𝑥+𝛥𝑥) −𝑓(𝑥) 𝑑𝑦
Slop of the tangent line = 𝑙𝑖𝑚 = = 𝑙𝑖𝑚 2𝑥 + 𝛥𝑥 = 2𝑥
𝛥𝑥→0 𝛥𝑥 𝑑𝑥 𝛥𝑥 →0
36

𝑑𝑦
At the 𝑝𝑜𝑖𝑛𝑡 (1, 2) the slope will be 𝑑𝑥 = 2𝑥 = 2 ∗ 1 = 2

Wo rk in progress by Saif Bashar – Updated on March 2021


DIFFERENTIATION s4ifbn.com

Example 3.4: find the derivative for 𝑓(𝑥) = √𝑥 + 1 − 2

𝑓(𝑥 +𝛥𝑥)−𝑓(𝑥) √𝑥+1+𝛥𝑥 −2−(√𝑥+1−2) √𝑥+1+𝛥𝑥 −√𝑥+1 √𝑥+1+𝛥𝑥 +√𝑥+1 𝑥+1+𝛥𝑥 −𝑥−1
𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 ∗ = 𝑙𝑖𝑚 (
=
𝛥𝑥→0 𝛥𝑥 𝛥𝑥 →0 𝛥𝑥 𝛥𝑥 →0 𝛥𝑥 √𝑥+1+𝛥𝑥 +√𝑥+1 𝛥𝑥→0 𝛥𝑥 √𝑥+1+𝛥𝑥+√𝑥+1)

1 1
𝑙𝑖𝑚 =
𝛥𝑥→0 (√𝑥 + 1 + 𝛥𝑥 + √𝑥 + 1) 2√𝑥 + 1

3.2 Derivative Rules


𝑑𝑦
𝑦 = 𝑓(𝑥) , 𝑓̀(𝑥) = 𝐶 𝑖𝑠 𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝑑𝑥

1) 𝑓(𝑥) = 𝐶 , 𝑓̀(𝑥) = 0 𝐶 = 𝐶𝑜𝑛𝑠𝑡𝑎𝑛𝑡

2) 𝑓(𝑥) = 𝑥 𝑛 , 𝑓̀(𝑥) = 𝑛 ∗ 𝑥 𝑛−1 𝑛 ≠ −1

3) 𝑓(𝑥) = 𝐶𝑥 𝑛 , 𝑓̀(𝑥) = 𝐶 ∗ 𝑛 ∗ 𝑥 𝑛−1 𝑛 ≠ −1

𝑑𝑦 𝑑𝑢 𝑑𝑣
4) 𝑓(𝑥) = 𝑈 ± 𝑉 , 𝑓̀(𝑥) = 𝑑𝑥
= 𝑑𝑥
± 𝑑𝑥

𝑑𝑣 𝑑𝑢
5) 𝑓(𝑥) = 𝑈 ∗ 𝑉 , 𝑓̀(𝑥) = 𝑈 +𝑉
𝑑𝑥 𝑑𝑥

𝑑𝑢 𝑑𝑣
𝑈 (𝑉 𝑑𝑥 − 𝑈 𝑑𝑥 )
6) 𝑓(𝑥) = 𝑉
, 𝑓̀(𝑥) = 𝑉2

𝑑𝑢
7) 𝑓(𝑥) = 𝑈𝑛 , 𝑓̀(𝑥) = 𝑛 𝑈𝑛−1 𝑛 ≠ −1
𝑑𝑥

𝑑𝑢 𝑑𝑢
8) 𝑓(𝑥) = 𝑒 𝑢 , 𝑓̀(𝑥) = 𝑒 𝑢 𝑙𝑛(𝑒) = 𝑒 𝑢
𝑑𝑥 𝑑𝑥

𝑑𝑢
9) 𝑓(𝑥) = 𝐶 𝑢 , 𝑓̀(𝑥) = 𝐶 𝑢 𝑙𝑛(𝐶)
𝑑𝑥

1 𝑑𝑢 1 𝑑𝑢
10)𝑓(𝑥) = 𝑙𝑛(𝑢) , 𝑓̀(𝑥) = 𝑢 𝑙𝑛(𝑒) 𝑑𝑥
= 𝑢 𝑑𝑥

1 𝑑𝑢
11)𝑓(𝑥) = 𝑙𝑜𝑔𝑏 𝑢 , 𝑓̀(𝑥) =
𝑢 𝑙𝑛(𝑏) 𝑑𝑥

12)𝑓(𝑥) = 𝑆𝑖𝑛 (𝑥) , 𝑓̀(𝑥) = 𝐶𝑜𝑠 (𝑥)

13)𝑓(𝑥) = 𝐶𝑜𝑠 (𝑥) , 𝑓̀(𝑥) = − 𝑆𝑖𝑛 (𝑥)

14)𝑓(𝑥) = 𝑇𝑎𝑛 (𝑥) , 𝑓̀(𝑥) = 𝑆𝑒𝑐 2 (𝑥)

15)𝑓(𝑥) = 𝐶𝑜𝑡 (𝑥) , 𝑓̀(𝑥) = − 𝐶𝑠𝑐 2 (𝑥)


37

16)𝑓(𝑥) = 𝑆𝑒𝑐 (𝑥) , 𝑓̀(𝑥) = 𝑆𝑒𝑐 (𝑥) 𝑇𝑎𝑛 (𝑥)

Wo rk in progress by Saif Bashar – Updated on March 2021


DIFFERENTIATION s4ifbn.com

17)𝑓(𝑥) = 𝐶𝑠𝑐 (𝑥) , 𝑓̀(𝑥) = − 𝐶𝑠𝑐 (𝑥) 𝐶𝑜𝑡 (𝑥)

1
18)𝑓(𝑥) = 𝑆𝑖𝑛 −1 (𝑥) , 𝑓̀(𝑥) = √
1−𝑥2

−1
19)𝑓(𝑥) = 𝐶𝑜𝑠 −1 (𝑥) , 𝑓̀(𝑥) = √ 1−𝑥2

1
20)𝑓(𝑥) = 𝑇𝑎𝑛 −1 (𝑥) , 𝑓̀(𝑥) =
𝑥2 +1

−1
21)𝑓(𝑥) = 𝐶𝑜𝑡 −1 (𝑥) , 𝑓̀(𝑥) = 𝑥2 +1

1
22)𝑓(𝑥) = 𝑆𝑒𝑐 −1 (𝑥) , 𝑓̀(𝑥) = 𝑥√ 𝑥2−1

−1
23)𝑓(𝑥) = 𝐶𝑠𝑐 −1 (𝑥) , 𝑓̀(𝑥) = 𝑥√ 𝑥2−1

24)𝑓(𝑥) = 𝑆𝑖𝑛ℎ (𝑥) , 𝑓̀(𝑥) = 𝐶𝑜𝑠ℎ (𝑥)

25)𝑓(𝑥) = 𝐶𝑜𝑠ℎ (𝑥) , 𝑓̀(𝑥) = 𝑆𝑖𝑛ℎ (𝑥)

26)𝑓(𝑥) = 𝑇𝑎𝑛ℎ (𝑥) , 𝑓̀(𝑥) = 𝑆𝑒𝑐ℎ2 (𝑥)

27)𝑓(𝑥) = 𝐶𝑜𝑡ℎ (𝑥) , 𝑓̀(𝑥) = −𝐶𝑠𝑐ℎ2 (𝑥)

28)𝑓(𝑥) = 𝑆𝑒𝑐ℎ (𝑥) , 𝑓̀(𝑥) = −𝑆𝑒𝑐ℎ (𝑥) 𝑇𝑎𝑛ℎ (𝑥)

29)𝑓(𝑥) = 𝐶𝑠𝑐ℎ (𝑥) , 𝑓̀(𝑥) = −𝐶𝑠𝑐ℎ (𝑥) 𝐶𝑜𝑡ℎ (𝑥)

1
30)𝑓(𝑥) = 𝑆𝑖𝑛ℎ−1 (𝑥) , 𝑓̀(𝑥) = √
𝑥2 + 1

1
31)𝑓(𝑥) = 𝐶𝑜𝑠ℎ −1 (𝑥) , 𝑓̀(𝑥) = √ 𝑥2−1 |𝑥| > 1

1
32)𝑓(𝑥) = 𝑇𝑎𝑛ℎ−1 (𝑥) , 𝑓̀(𝑥) = 1− 𝑥2 |𝑥| < 1

1
33)𝑓(𝑥) = 𝐶𝑜𝑡ℎ−1 (𝑥) , 𝑓̀(𝑥) = 1− 𝑥2 |𝑥| > 1

−1
34)𝑓(𝑥) = 𝑆𝑒𝑐ℎ−1 (𝑥) , 𝑓̀(𝑥) = 𝑥√ 1− 𝑥2

−1
35)𝑓(𝑥) = 𝐶𝑠𝑐ℎ −1 (𝑥) , 𝑓̀(𝑥) = 𝑥√ 1+ 𝑥2
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DIFFERENTIATION s4ifbn.com

Example 3.5:

𝑑 𝑥 2 𝑆𝑖𝑛 (𝑥) 𝑑 𝑑
𝑙𝑛 ( )= 𝑙𝑛 ((𝑥 2 𝑆𝑖𝑛 (𝑥)) − 𝑙𝑛 ( √1 + 𝑥)) = [𝑙𝑛(𝑥 2 ) + 𝑙𝑛 (𝑆𝑖𝑛 (𝑥)) − 𝑙𝑛 (√1 + 𝑥)] =
𝑑𝑥 √1 + 𝑥 𝑑𝑥 𝑑𝑥

𝑑 1 2 𝐶𝑜𝑠 (𝑥) 1
[2 𝑙𝑛(𝑥) + 𝑙𝑛 (𝑆𝑖𝑛 (𝑥)) − 𝑙𝑛 (1 + 𝑥) ] = + −
𝑑𝑥 2 𝑥 𝑆𝑖𝑛 (𝑥) 2(1 + 𝑥)

Example 3.6: find the derivative of


3
𝑥 3 √7𝑥 − 14
𝑦=
(1 + 𝑥 2 )4
3
x 3 √7x − 14
𝑙𝑛(𝑦) = 𝑙𝑛 ( ) = 𝑙𝑛(x 3 3√7x − 14) − 𝑙𝑛((1 + 𝑥 2 )4) = 𝑙𝑛 (x 3) + 𝑙𝑛( 3√7x − 14) − 𝑙𝑛 ((1 + 𝑥 2 )4)
(1 + x 2 )4

1
𝑙𝑛(𝑦) = 3 𝑙𝑛 (x) + 𝑙𝑛(7x − 14) − 4 𝑙𝑛(1 + 𝑥 2 )
3
1 𝑑𝑦 3 7 8𝑥
= + −
𝑦 𝑑𝑥 𝑥 3(7𝑥 − 14) 1 + 𝑥 2

𝑑𝑦 3 7 8𝑥 𝑥 3 3√7𝑥 − 14
=( + − )
𝑑𝑥 𝑥 3(7𝑥 − 14) 1 + 𝑥 2 (1 + 𝑥 2 )4

Example 3.7: find the derivative of

𝑦 = 2 𝑆𝑖𝑛(𝑥)

𝑑𝑦
= 2 𝑆𝑖𝑛(𝑥) 𝑙𝑛(2) cos (𝑥)
𝑑𝑥

Example 3.8: find the derivative of (𝑇𝑎𝑛 −1(ln (𝑥)))3

𝑑 1 1
(𝑇𝑎𝑛 −1(𝑙𝑛 (𝑥)))3 = 3(𝑇𝑎𝑛 −1(𝑙𝑛 (𝑥)))2 ∗ ∗
𝑑𝑥 1 + (𝑙𝑛(𝑥) ) 𝑥
2

Example 3.9: find the derivative of 𝑦 = 𝑇𝑎𝑛 3(𝑥 5 + 3𝑥)

𝑦 = [𝑇𝑎𝑛(𝑥 5 + 3𝑥)]3

𝑑𝑦
= 3 [𝑇𝑎𝑛(𝑥 5 + 3𝑥)]2 𝑆𝑒𝑐 2(𝑥 5 + 3𝑥)(5𝑥 4 + 3)
𝑑𝑥
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DIFFERENTIATION s4ifbn.com

3.3 The Chain Rule


𝑦 = 𝑓(𝑔(𝑥)) , 𝑢 = 𝑔(𝑥)

𝑑𝑦 𝑑𝑦 𝑑𝑢
= ∗
𝑑𝑥 𝑑𝑢 𝑑𝑥
𝑑𝑦 𝑑
Example 3.10: find 𝑑𝑥 when 𝑑𝑥 = 3 𝐶𝑜𝑠 7 (3𝑥 5 + 2𝑥), 𝑢 = 3𝑥 5 + 2𝑥

𝑑𝑢
= 15𝑥 4 + 2
𝑑𝑥
𝑑𝑦
𝑦 = 3𝐶𝑜𝑠 7 (𝑢), = 21 𝐶𝑜𝑠 6 (𝑢) ∗ −𝑆𝑖𝑛(𝑢)
𝑑𝑢
𝑑𝑦 𝑑𝑦 𝑑𝑢
= ∗ = 21𝐶𝑜𝑠 6 (𝑢) ∗ −𝑆𝑖𝑛(𝑢)(15𝑥 4 + 2) = 21 𝐶𝑜𝑠 6 (3𝑥 5 + 2𝑥) ∗ −𝑆𝑖𝑛(3𝑥 5 + 2𝑥)(15𝑥 4 + 2)
𝑑𝑥 𝑑𝑢 𝑑𝑥

3.4 Implicit Differentiation


𝑑𝑦
Example 3.11: find for 𝑥𝑦 2 + 𝑦𝑥 2 = 7𝑥
𝑑𝑥

𝑑𝑦 𝑑𝑦
𝑥 ∗ 2𝑦 + 𝑦 2 + 2𝑦𝑥 + 𝑥 2 =7
𝑑𝑥 𝑑𝑥
𝑑𝑦 𝑑𝑦
𝑥 ∗ 2𝑦 + 𝑥2 = 7 − 𝑦 2 − 2𝑦𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑦
(2𝑥𝑦 + 𝑥 2 ) = 7 − 𝑦 2 − 2𝑦𝑥
𝑑𝑥

𝑑𝑦 7 − 𝑦 2 − 2𝑥𝑦
=
𝑑𝑥 2𝑥𝑦 + 𝑥 2

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DIFFERENTIATION s4ifbn.com

3.5 Selected Proofs


𝑑
P 3.1: Prove that 𝑥 𝑛 = 𝑛 ∗ 𝑥 𝑛−1 (𝑥 + ℎ)𝑛 = (𝑥 𝑛 + 𝑛ℎ𝑥 𝑛−1 + 𝑛(𝑛 − 1)ℎ2 𝑥 𝑛−2 + ⋯ + ℎ𝑛 )
𝑑𝑥

dy 𝑓(𝑥+ℎ)−𝑓(𝑥) (𝑥+ℎ)𝑛 − 𝑥𝑛
= 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =
dx h→0 ℎ h→0 ℎ

x 𝑛 + 𝑛ℎ𝑥 𝑛−1 + 𝑛(𝑛 − 1)ℎ2 𝑥 𝑛−2 + ⋯ + ℎ2 − x n


𝑙𝑖𝑚 = 𝑙𝑖𝑚 (𝑛𝑥 𝑛−1 + 𝑛(𝑛 − 1)ℎ𝑥 𝑛−2 + ⋯ + ℎ) = 𝑛𝑥 𝑛−1
h→0 h h→0

𝑑𝑦
P 3.2: Prove that for 𝑓(𝑥) 𝑔(𝑥) = 𝑓(𝑥) 𝑔̀ (𝑥) + 𝑔(𝑥) 𝑓̀(𝑥)
𝑑𝑥

dy 𝑓(𝑥+ℎ)− 𝑓(𝑥) 𝑓(𝑥 +ℎ) 𝑔 (𝑥+ℎ) − 𝑓(𝑥) 𝑔(𝑥) 𝑓(𝑥+ℎ)𝑔 (𝑥+ℎ)− 𝑓(𝑥+ℎ) 𝑔 (𝑥) + 𝑓(𝑥 +ℎ) 𝑔 (𝑥) −𝑓(𝑥)𝑔(𝑥)
= 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =
dx h→0 h h→0 h h→0 h

𝑓(𝑥+ℎ)( 𝑔 (𝑥+ℎ) − 𝑔 (𝑥)) + 𝑔 (𝑥) (𝑓 (𝑥+ℎ) −𝑓 (𝑥)) ( 𝑔 (𝑥+ℎ) − 𝑔 (𝑥)) ( 𝑓(𝑥+ℎ) − 𝑓 (𝑥))
𝑙𝑖𝑚 = 𝑓(𝑥 + ℎ) 𝑙𝑖𝑚 + 𝑔(𝑥) 𝑙𝑖𝑚 =
h→0 h h→0 h h→0 h

𝑓(𝑥) 𝑔̀ (𝑥) + 𝑔(𝑥) 𝑓̀(𝑥)

𝑑𝑦 𝑓(𝑥) 𝑔 (𝑥) ̀𝑓(𝑥)−𝑓(𝑥) 𝑔̀ (𝑥)


P 3.3: Prove that 𝑑𝑥 for =
𝑔(𝑥) 𝑔(𝑥)2

𝑓(𝑥 +ℎ) 𝑓(𝑥) 𝑓(𝑥+ℎ)𝑔(𝑥)−𝑔(𝑥+ℎ)𝑓(𝑥)


− 𝑔(𝑥)
dy 𝑓(𝑥+ℎ)− 𝑓(𝑥) 𝑔(𝑥+ℎ) 𝑔(𝑥+ℎ) 𝑔(𝑥) 𝑓 (𝑥+ℎ) 𝑔 (𝑥)−𝑔 (𝑥 +ℎ)𝑓 (𝑥)−𝑔 (𝑥) 𝑓(𝑥)+𝑔 (𝑥)𝑓(𝑥 )
= 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =
dx h→0 h h→0 h h→0 h h→0 ℎ 𝑔 (𝑥+ℎ) 𝑔(𝑥)

𝑔 (𝑥)[ 𝑓(𝑥+ℎ) − 𝑓(𝑥)] −𝑓(𝑥)[𝑔 (𝑥+ℎ) −𝑔 (𝑥)] 𝑔 (𝑥)[ 𝑓(𝑥+ℎ) − 𝑓(𝑥)] 𝑓(𝑥)[ 𝑔 (𝑥+ℎ)−𝑔 (𝑥)]
𝑙𝑖𝑚 = 𝑙𝑖𝑚 − 𝑙𝑖𝑚 =
h→0 ℎ 𝑔 (𝑥+ℎ) 𝑔(𝑥) h→0 ℎ 𝑔 (𝑥+ℎ) 𝑔(𝑥 ) h→0 ℎ 𝑔 (𝑥+ℎ) 𝑔 (𝑥)

𝑔 (𝑥) 𝑓(𝑥 +ℎ) − 𝑓(𝑥) 𝑓(𝑥) 𝑔 (𝑥+ℎ) − 𝑔 (𝑥) 𝑔 (𝑥) 𝑓(𝑥)


[ 𝑙𝑖𝑚 ( )
∗ 𝑙𝑖𝑚 ] − [ 𝑙𝑖𝑚 ( ) ( )
∗ 𝑙𝑖𝑚 ] = [ 𝑔 (𝑥) 𝑔 (𝑥) ∗ 𝑓(̀𝑥)] − [ 𝑔 (𝑥) 𝑔 (𝑥) ∗
h→0 𝑔 𝑥+ℎ 𝑔(𝑥) h→0 ℎ h→0 𝑔 𝑥+ℎ 𝑔 𝑥 h→0 ℎ
𝑔 (𝑥) 𝑓̀(𝑥) −𝑓(𝑥) 𝑔̀ (𝑥)
𝑔̀ (𝑥)] = 𝑔(𝑥)2

𝑑𝑦
P 3.4: Prove that 𝑑𝑥 for 𝑆𝑖𝑛(𝑥) = 𝐶𝑜𝑠(𝑥)

dy 𝑓(𝑥+ℎ)−𝑓(𝑥) 𝑆𝑖𝑛(𝑥+ℎ) − 𝑆𝑖𝑛(𝑥) 𝑆𝑖𝑛 (𝑥) 𝐶𝑜𝑠 (ℎ) +𝑆𝑖𝑛 (ℎ) 𝐶𝑜𝑠 (𝑥) − 𝑆𝑖𝑛(𝑥)
= 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =
dx ℎ→0 h h→0 h h→0 h

𝑆𝑖𝑛 (𝑥) (𝐶𝑜𝑠 (ℎ) −1)+𝑆𝑖𝑛 (ℎ) 𝐶𝑜𝑠 (𝑥) (𝐶𝑜𝑠 (ℎ)−1) 𝑆𝑖𝑛 (ℎ)
𝑙𝑖𝑚 = 𝑆𝑖𝑛 (𝑥) 𝑙𝑖𝑚 + 𝐶𝑜𝑠 (𝑥) 𝑙𝑖𝑚 =
h→0 h h→0 ℎ h→0 h

( ) −1 ( ) ( ) 2( )
𝐶𝑜𝑠 ℎ 𝐶𝑜𝑠 ℎ +1 𝑆𝑖𝑛 ℎ 𝐶𝑜𝑠 ℎ −1 𝑆𝑖𝑛 (ℎ)
𝑆𝑖𝑛 (𝑥) 𝑙𝑖𝑚 ∗ 𝐶𝑜𝑠 (ℎ) +1 + 𝐶𝑜𝑠 (𝑥) 𝑙𝑖𝑚 ℎ = 𝑆𝑖𝑛 (𝑥) 𝑙𝑖𝑚 h (𝐶𝑜𝑠 (ℎ) +1) + 𝐶𝑜𝑠 (𝑥) 𝑙𝑖𝑚 h =
h→0 ℎ h→0 h→0 h→0

1−𝑆𝑖𝑛2(ℎ) −1 𝑆𝑖𝑛 (ℎ) −𝑆𝑖𝑛2(ℎ) 𝑆𝑖𝑛 (ℎ)


𝑆𝑖𝑛 (𝑥) 𝑙𝑖𝑚 ℎ (𝐶𝑜𝑠 (ℎ) +1) + 𝐶𝑜𝑠 (𝑥) 𝑙𝑖𝑚 = 𝑆𝑖𝑛 (𝑥) 𝑙𝑖𝑚 ℎ (𝐶𝑜𝑠 (ℎ) +1) + 𝐶𝑜𝑠 (𝑥) 𝑙𝑖𝑚 =
h→0 h→0 ℎ h→0 h→0 h

𝑆𝑖𝑛(ℎ) 𝑆𝑖𝑛(ℎ)
𝑆𝑖𝑛 (𝑥) [𝑙𝑖𝑚 ∗ 𝑙𝑖𝑚 ] + 𝐶𝑜𝑠 (𝑥) 𝑙𝑖𝑚 𝑆𝑖𝑛 (ℎ) =
h→0 h h→0 𝐶𝑜𝑠 (ℎ)+1 h→0 h
41

𝑆𝑖𝑛 (ℎ) 0
𝑆𝑖𝑛 (𝑥)𝑙𝑖𝑚 + 𝐶𝑜𝑠 (𝑥) = 𝑆𝑖𝑛 (𝑥) ∗ + 𝐶𝑜𝑠 (𝑥) = 𝐶𝑜𝑠(𝑥)
h→0 𝐶𝑜𝑠 (ℎ) + 1 2

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DIFFERENTIATION s4ifbn.com

𝑑𝑦
P 3.5: Prove that 𝑑𝑥 for 𝑇𝑎𝑛 (𝑥) = 𝑆𝑒𝑐 2 (𝑥)

dy dy 𝑆𝑖𝑛 (𝑥 ) 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 (𝑥) − 𝑆𝑖𝑛 (𝑥) (−𝑆𝑖𝑛 (𝑥) ) 𝐶𝑜𝑠 2(𝑥) + 𝑆𝑖𝑛 2(𝑥 ) 1
𝑇𝑎𝑛 (𝑥) = = = = = 𝑆𝑒𝑐 2 (𝑥)
dx dx 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 2(𝑥) 𝐶𝑜𝑠 2(𝑥) 𝐶𝑜𝑠 2(𝑥 )

𝑑𝑦
P 3.6: Prove that for 𝐶𝑜𝑠 (𝑥) = − 𝑆𝑖𝑛 (𝑥)
𝑑𝑥

dy 𝑓(𝑥+ℎ)−𝑓(𝑥) 𝐶𝑜𝑠 (𝑥 +ℎ) − 𝐶𝑜𝑠 (𝑥 ) 𝐶𝑜𝑠 (𝑥)𝐶𝑜𝑠 (ℎ) − 𝑆𝑖𝑛 (𝑥)𝑆𝑖𝑛 (ℎ) − 𝐶𝑜𝑠 (𝑥)
= 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =
dx h→0 h h→0 h h→0 h

𝐶𝑜𝑠 (ℎ)− 1 𝑆𝑖𝑛 (ℎ)


𝐶𝑜𝑠 (𝑥) 𝑙𝑖𝑚 − 𝑆𝑖𝑛 (𝑥) 𝑙𝑖𝑚 = 𝐶𝑜𝑠 (𝑥) ∗ (0) – 𝑆𝑖𝑛 (𝑥) ∗ (1) = − 𝑆𝑖𝑛 (𝑥)
h→0 h h→0 h

𝑑𝑦
P 3.7: Prove that 𝑑𝑥 for 𝑆𝑒𝑐 (𝑥) = 𝑇𝑎𝑛 (𝑥) 𝑆𝑒𝑐 (𝑥)

dy dy 1 𝐶𝑜𝑠 (𝑥) (0)−(1)(−𝑆𝑖𝑛 (𝑥)) 1 𝑆𝑖𝑛 (𝑥)


𝑆𝑒𝑐 (𝑥) = = = ∗ = 𝑆𝑒𝑐 (𝑥) 𝑇𝑎𝑛 (𝑥)
dx dx 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 2(𝑥) 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 (𝑥 )

𝑑𝑦
P 3.8: Prove that for 𝐶𝑠𝑐 (𝑥) = − 𝐶𝑜𝑡 (𝑥) 𝐶𝑠𝑐 (𝑥)
𝑑𝑥

dy dy 1 𝑆𝑖𝑛 (𝑥) (0)−(1)(𝐶𝑜𝑠 (𝑥)) −1 𝐶𝑜𝑠 (𝑥)


𝐶𝑠𝑐 (𝑥) = dx 𝑆𝑖𝑛 (𝑥) = = 𝑆𝑖𝑛 (𝑥) ∗ 𝑆𝑖𝑛 (𝑥) = −𝐶𝑠𝑐(𝑥) 𝐶𝑜𝑡 (𝑥)
dx 𝑆𝑖𝑛 2(𝑥)

𝑑𝑦
P 3.9: Prove that 𝑑𝑥 for 𝐶𝑜𝑡 (𝑥) = − 𝐶𝑠𝑐 2 (𝑥)

dy 𝑆𝑖𝑛 (𝑥) ( −𝑆𝑖𝑛 (𝑥)) − (𝐶𝑜𝑠 (𝑥))(𝐶𝑜𝑠 (𝑥)) − 𝑆𝑖𝑛 2(𝑥) − 𝐶𝑜𝑠 2(𝑥) − (𝑆𝑖𝑛 2 (𝑥)+ 𝐶𝑜𝑠 2(𝑥))
(𝑥) = dy 𝐶𝑜𝑠 (𝑥 ) =
−1
dx
𝐶𝑜𝑡 dx 𝑆𝑖𝑛 (𝑥) 𝑆𝑖𝑛 2(𝑥 )
= 𝑆𝑖𝑛 2(𝑥 )
= 𝑆𝑖𝑛 2(𝑥)
= 𝑆𝑖𝑛 2 (𝑥) =
− 𝐶𝑠𝑐 2 (𝑥)

𝑑𝑦
P 3.10: Prove that 𝑑𝑥 for 𝐶𝑜𝑠 (2𝑥) = −2 𝑆𝑖𝑛 (2𝑥)

dy 𝑓(𝑥+ℎ)−𝑓(𝑥) 𝐶𝑜𝑠 2(𝑥+ℎ)− 𝐶𝑜𝑠(2𝑥) 𝐶𝑜𝑠(2𝑥+2ℎ)− 𝐶𝑜𝑠(2𝑥)


= 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =
dx h→0 h h→0 h h→0 h

𝐶𝑜𝑠(2𝑥) 𝐶𝑜𝑠 (2ℎ) − 𝑆𝑖𝑛 (2𝑥) 𝑆𝑖𝑛 (2ℎ) − 𝐶𝑜𝑠(2𝑥) 𝐶𝑜𝑠(2𝑥) (𝐶𝑜𝑠 (2ℎ)−1) − 𝑆𝑖𝑛 (2𝑥) 𝑆𝑖𝑛 (2ℎ)
𝑙𝑖𝑚 = 𝑙𝑖𝑚 =
h→0 h h→0 h

𝐶𝑜𝑠 (2ℎ)−1 𝑆𝑖𝑛 (2ℎ) 𝐶𝑜𝑠 (2ℎ)−1 𝐶𝑜𝑠 (2ℎ)+1 𝑆𝑖𝑛 (2ℎ)
𝐶𝑜𝑠 (2𝑥) 𝑙𝑖𝑚 h
− 𝑆𝑖𝑛 (2𝑥)𝑙𝑖𝑚 h
= C𝑜𝑠 (2𝑥)𝑙𝑖𝑚[ h
∗ 𝐶𝑜𝑠 (2ℎ)+1
] − 𝑆𝑖𝑛 (2𝑥)𝑙𝑖𝑚 h
=
h →0 h→0 h→0 h→0

𝐶𝑜𝑠 (2ℎ)2 −1 𝑆𝑖𝑛 (2ℎ) − 𝑆𝑖𝑛 (2ℎ)2 𝑆𝑖𝑛 (2ℎ)


𝐶𝑜𝑠 (2𝑥)𝑙𝑖𝑚 ℎ(𝐶𝑜𝑠 (2ℎ)+1) − 𝑆𝑖𝑛 (2𝑥)𝑙𝑖𝑚 = 𝐶𝑜𝑠 (2𝑥)𝑙𝑖𝑚 ℎ(𝐶𝑜𝑠 (2ℎ) +1) − 𝑆𝑖𝑛 (2𝑥)𝑙𝑖𝑚 =
h→0 h→0 h h→0 h→0 h

− 𝑆𝑖𝑛 (2ℎ) 𝑆𝑖𝑛 (2ℎ) 𝑆𝑖𝑛 2ℎ ( )


𝐶𝑜𝑠 (2𝑥)[𝑙𝑖𝑚 𝐶𝑜𝑠 (2ℎ)+1 ∗ 𝑙𝑖𝑚 ]− 𝑆𝑖𝑛 (2𝑥)𝑙𝑖𝑚 h =
h→0 h→0 h h→0

0 𝑆𝑖𝑛 (2ℎ)
42

𝐶𝑜𝑠 (2𝑥) ∗ ∗ 2 ∗ (1) − 𝑆𝑖𝑛 (2𝑥)𝑙𝑖𝑚 =


2 h→0 h

Wo rk in progress by Saif Bashar – Updated on March 2021


DIFFERENTIATION s4ifbn.com

− 𝑆𝑖𝑛 (2ℎ) 𝑆𝑖𝑛 (2ℎ)


− 𝑆𝑖𝑛 (2𝑥)𝑙𝑖𝑚 = − 2 𝑆𝑖𝑛 (2𝑥)𝑙𝑖𝑚 = − 2 𝑆𝑖𝑛(2𝑥)
h→0 h h→0 2h

𝑑𝑦 1
P 3.11: Prove that for 𝑙𝑛(𝑥) =
𝑑𝑥 𝑥

dy 𝑓(𝑥 + ℎ) − 𝑓(𝑥) 𝑙𝑛 (𝑥 + ℎ) − 𝑙𝑛 (𝑥) 1 𝑥 +ℎ 1 ℎ


= 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 𝑙𝑛 ( ) = 𝑙𝑖𝑚 𝑙𝑛(1 + )
dx h→0 h h→0 h h→0 h 𝑥 h→0 h 𝑥

Let 𝑡 =
𝑥

1 1 1 1 1 1 1
= 𝑙𝑖𝑚 𝑙𝑛(1 + 𝑡 ) = 𝑙𝑖𝑚 𝑙𝑛(1 + 𝑡 ) = 𝑙𝑖𝑚 ln(1 + 𝑡 )𝑡 = 𝑙𝑛 (𝑒) =
xt→0 xt t→0 x t x t→0 x x

𝑑𝑦 1
P 3.12: Prove that 𝑑𝑥 for 𝑆𝑖𝑛 −1 (𝑥) = √ 1−𝑥2

𝑙𝑒𝑡 𝑦 = 𝑆𝑖𝑛 −1 (𝑥) → 𝑆𝑖𝑛 (𝑦) = 𝑥


𝑑𝑦 𝑑𝑦 1
𝐶𝑜𝑠 (𝑦) 𝑑𝑥 = 1 → = Cos (𝑦) Since 𝐶𝑜𝑠 2 (𝑦) + 𝑆𝑖𝑛 2 (𝑦) = 1 ∴ 𝐶𝑜𝑠 (𝑦) = ± √1 − 𝑆𝑖𝑛 2 (𝑦)
𝑑𝑥

𝜋 𝜋
𝐶𝑜𝑠 (𝑦) Is positive between − 𝑎𝑛𝑑
2 2

𝑑𝑦 1 1
= =
𝑑𝑥 √1 − 𝑆𝑖𝑛 (𝑦) √1 − 𝑥 2
2

𝑑𝑦 −1
P 3.13: Prove that 𝑑𝑥 for 𝐶𝑜𝑠 −1 (𝑥) = √ 1−𝑥2

𝑦 = 𝐶𝑜𝑠 −1 (𝑥) → 𝐶𝑜𝑠 (𝑦) = 𝑥


𝑑𝑦 𝑑𝑦 −1
− 𝑆𝑖𝑛 (𝑦) 𝑑𝑥 = 1 → = Sin(𝑦) Since 𝐶𝑜𝑠 2 (𝑦) + 𝑆𝑖𝑛 2 (𝑦) = 1 ∴ 𝑆𝑖𝑛(𝑦) = ± √1 − 𝐶𝑜𝑠 2 (𝑦)
𝑑𝑥

𝑑𝑦 −1 −1
= =
𝑑𝑥 √1 − 𝐶𝑜𝑠 2 (𝑦) √1 − 𝑥 2

𝑑𝑦 1
P 3.14: Prove that for 𝑆𝑒𝑐 −1 (𝑥) =
𝑑𝑥 𝑥√ 𝑥2−1

𝑦 = 𝑆𝑒𝑐 −1 (𝑥) → 𝑆𝑒𝑐 (𝑦) = 𝑥


𝑑𝑦 𝑑𝑦 1
𝑆𝑒𝑐 (𝑦)𝑇𝑎𝑛(𝑦) 𝑑𝑥 = 1 → = 𝑆𝑒𝑐 (𝑦) 𝑇𝑎𝑛(𝑦) Since 𝑇𝑎𝑛 2 (𝑦) + 1 = 𝑆𝑒𝑐 2 (𝑦) ∴ 𝑇𝑎𝑛(𝑦) = ± √𝑆𝑒𝑐 2 (𝑦) − 1
𝑑𝑥

𝑑𝑦 1 1
= =
𝑑𝑥 𝑆𝑒𝑐 (𝑦)√𝑆𝑒𝑐 2 (𝑦) − 1 𝑥 √𝑥 2 − 1
43

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Chapter Four

Partial Derivative
Partial Derivative
4.1 Definitions
4.2 The Chan Rule
4.3 The Total Differentiation
Partial Derivative s4ifbn.com

4.1 Definitions
If 𝑓 is a function of the variable 𝑥, and 𝑦 in the region 𝑥𝑦 plane the partial derivative of 𝑓 with respect to 𝑥 at point
(𝑥, 𝑦) is

𝜕𝑓 𝑓(𝑥 + ∆𝑥, 𝑦) − 𝑓(𝑥, 𝑦)


= 𝑙𝑖𝑚
𝜕𝑥 ∆𝑥 →0 ∆𝑥

And with respect to 𝑦 it is

𝜕𝑓 𝑓(𝑥, 𝑦 + ∆𝑦) − 𝑓(𝑥, 𝑦)


= 𝑙𝑖𝑚
𝜕𝑦 ∆𝑦 →0 ∆𝑦
𝜕𝑓
To find 𝜕𝑥 or written as F 𝑥 is simply consider 𝑦 as a constant in 𝑓(𝑥, 𝑦) and differentiate with respect to 𝑥, using the
𝜕𝑓
same way to find 𝜕𝑦 or written as F 𝑦 we consider 𝑥 as a constant in 𝑓(𝑥, 𝑦) and differentiate with respect to 𝑦

The second partial derivative could be obtained as follows

𝜕𝑓
- = F𝑥
𝜕𝑥
𝜕𝑓
- = F𝑦
𝜕𝑦
𝜕 𝜕𝑓 𝜕2𝑓
- ( )= = F 𝑥𝑥
𝜕𝑥 𝜕𝑥 𝜕𝑥2
𝜕 𝜕𝑓 𝜕2 𝑓
- ( )= = F 𝑦𝑦
𝜕𝑦 𝜕𝑦 𝜕𝑦2
𝜕 𝜕𝑓 𝜕2 𝑓
- ( ) = = F 𝑦𝑥
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦
𝜕 𝜕𝑓 𝜕2 𝑓
- ( ) = 𝜕𝑦𝜕𝑥 = F 𝑥𝑦
𝜕𝑦 𝜕𝑥
𝜕 𝜕2 𝑓 𝜕3 𝑓
- ( ) = = F 𝑥𝑦𝑥
𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦

Theorem: if 𝑓(𝑥, 𝑦) and its partial derivatives F 𝑥 ,F 𝑦 , F 𝑦𝑥 𝑎𝑛𝑑 F𝑥𝑦 are define in region containing a point (𝑎, 𝑏) and
are all continuous at (𝑎, 𝑏) then F 𝑥𝑦 = F 𝑦𝑥

Example 4.1: let 𝑓(𝑥, 𝑦) = 𝑥 2 − 𝑦 2 + 𝑥𝑦 + 7 then find F 𝑥 ,F 𝑦 , F 𝑦𝑥 𝑎𝑛𝑑 F 𝑥𝑦

F 𝑥 = 2𝑥 + 𝑦
F 𝑦 = −2𝑦 + 𝑥
F 𝑥𝑦 = 1
F 𝑦𝑥 = 1

Example 4.2: Let 𝑓(𝑥, 𝑦) = 𝑒 −𝑥 𝑆𝑖𝑛(𝑦) + 𝑒 𝑦 𝐶𝑜𝑠 (𝑥) + 8 then find F 𝑥 ,F 𝑦

F 𝑥 = − 𝑆𝑖𝑛 (𝑦)𝑒 −𝑥 − 𝑒 𝑦 𝑆𝑖𝑛(𝑥)

F 𝑦 = 𝑒 −𝑥 𝐶𝑜𝑠 (𝑦) + 𝐶𝑜𝑠 (𝑥)𝑒 𝑦


3
Example 4.3: Find F 𝑥 ,F 𝑦 at point (1, 2) if 𝑓 = √4 − 𝑥 2 + 𝑦 2

1
1 −𝑥 3 −1 −1 −2
F 𝑥 = 2 (4 − 𝑥 2 + 𝑦 2)−2 ∗ (−2𝑥) = At point (1, 2)F 𝑥 = = = √21
√4 −𝑥2 +𝑦2 √ 4−1+9 √ 21
45

4 4

Wo rk in progress by Saif Bashar – Updated on March 2021


Partial Derivative s4ifbn.com
3 3
1
1 𝑦 3 3 3
F𝑦 = (4 − 𝑥 2 + 𝑦 2 )−2 ∗ (2𝑦) = At point (1, ) F 𝑦 = 2
= 2
= =
2 √4−𝑥2 +𝑦2 2 √ 4−1+
9

21 21
2√4
√21
4 4

𝑥
Example 4.4: if 𝑓(𝑥, 𝑦) = 𝑥𝑒 𝑦 − 𝑆𝑖𝑛 (𝑦 ) + 𝑥 3 𝑦 2 Find F 𝑥 , F 𝑦 ,F 𝑥𝑥 ,F 𝑦𝑦 𝑎𝑛𝑑 F 𝑥𝑦

𝑥
𝐶𝑜𝑠 ( )
𝑦
F𝑥 = 𝑒 𝑦 − + 3𝑦 2𝑥 2
𝑦
𝑥
𝑥𝐶𝑜𝑠 ( )
𝑦
F 𝑦 = 𝑥𝑒 𝑦 + + 2𝑥 3 𝑦
𝑦2
𝑥
𝜕 𝑆𝑖𝑛(𝑦 )
F 𝑥𝑥 = ( F 𝑥) = + 6𝑦 2 𝑥
𝜕𝑥 𝑦2
𝑥 𝑥
𝜕 𝑥 2 𝑆𝑖𝑛( ) 2𝑥𝐶𝑜𝑠 ( )
𝑦 𝑦
F 𝑦𝑦 = (F ) = 𝑥𝑒 𝑦 + − + 2𝑥 3
𝜕𝑦 𝑦 𝑦4 𝑦3
𝑥 𝑥 𝑥 𝑥
𝜕 𝑥𝑆𝑖𝑛 (𝑦 ) 𝐶𝑜𝑠 (𝑦 ) 𝑥𝑆𝑖𝑛 (𝑦 ) 𝐶𝑜𝑠(𝑦 )
F 𝑥𝑦 = (F 𝑥 ) = 𝑒 𝑦 − ( − ) + 6𝑥 2
𝑦 = 𝑒 𝑦
− + + 6𝑥 2 𝑦
𝜕𝑦 𝑦3 𝑦2 𝑦3 𝑦2

Example 4.5: if 𝑈 = 𝑥 2 𝑦 + 𝑇𝑎𝑛 −1 (𝑥𝑧)Find U𝑥 , U𝑦 𝑎𝑛𝑑 U𝑧

𝑧
U𝑥 = 2𝑦𝑥 +
1 + (𝑥𝑧)2

U𝑦 = 𝑥 2

𝑥
U𝑧 =
1 + (𝑥𝑧)2

Example 4.6: if 𝑉 = 𝑥 2 + 𝑦 2 + 𝑧 2 + 𝐿𝑜𝑔 (𝑥𝑧)Find V𝑥 ,V𝑦 , V𝑧 , V𝑥𝑦 𝑎𝑛𝑑 V𝑧𝑧

𝑧 1
V𝑥 = 2𝑥 + = 2𝑥 +
𝑥𝑧 𝑙𝑛(10) 𝑥 𝑙𝑛(10)

V𝑦 = 2𝑦

𝑥 1
V𝑧 = 2𝑧 + = 2𝑧 +
𝑥𝑧 𝑙𝑛(10) 𝑧 𝑙𝑛(10)

V𝑥𝑦 = 0

1
V𝑧𝑧 = 2 −
𝑧2 𝑙𝑛(10)

Example 4.7: if 𝑓 = 𝑥 𝑦 Find F 𝑥 ,F 𝑦

F 𝑥 = 𝑦𝑥 𝑦−1
46

F 𝑦 = 𝑥 𝑦 𝑙𝑛 (𝑥)

Wo rk in progress by Saif Bashar – Updated on March 2021


Partial Derivative s4ifbn.com

Example 4.8: prove that U𝑥𝑦 = U𝑦𝑥 if 𝑈 = 𝑥 𝑆𝑖𝑛(𝑦) + 𝑦 𝐶𝑜𝑠(𝑥)

U𝑥 = 𝑆𝑖𝑛(𝑦) − 𝑦 𝑆𝑖𝑛(𝑥)

U𝑦 = 𝑥 𝐶𝑜𝑠 (𝑦) + 𝐶𝑜𝑠(𝑥)

U𝑥𝑦 = 𝐶𝑜𝑠 (𝑦) − 𝑆𝑖𝑛(𝑥)

U𝑦𝑥 = 𝐶𝑜𝑠 (𝑦) − 𝑆𝑖𝑛(𝑥)

Example 4.9: prove that U𝑥𝑦 = U𝑦𝑥 if 𝑈 = 𝑥 𝑙𝑛 (𝑦)

U𝑥 = 𝑙𝑛 (𝑦)
x
U𝑦 =
𝑦

1
U𝑥𝑦 =
𝑦

1
U𝑦𝑥 =
𝑦

4.2 The Chain Rule


For a function of two or three variables

If 𝑧 = 𝑓(𝑥, 𝑦), 𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡) then

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

If 𝑧 = 𝑓(𝑥, 𝑦, 𝑤), 𝑥 = 𝑥 (𝑡 ),𝑦 = 𝑦(𝑡 ),𝑤 = 𝑤(𝑡) then

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑤
= + +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡 𝜕𝑤 𝜕𝑡

Example 4.10: let 𝑓(𝑥, 𝑦) = 𝑒 𝑥𝑦 , 𝑥 = 𝑟 𝐶𝑜𝑠(𝑘),𝑦 = 𝑟 𝑆𝑖𝑛(𝑘) find F 𝑟 and F 𝑘 in terms 𝑟 and 𝑘

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑟 = = +
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟

𝜕𝑓 𝜕𝑓
= 𝑦𝑒 𝑥𝑦 = 𝑥𝑒 𝑥𝑦
𝜕𝑥 𝜕𝑦

𝜕𝑥 𝜕𝑦
= 𝐶𝑜𝑠(𝑘) = 𝑆𝑖𝑛(𝑘)
𝜕𝑟 𝜕𝑟
2 𝐶𝑜𝑠(𝑘)𝑆𝑖𝑛(𝑘) 2 𝐶𝑜𝑠(𝑘) 𝑆𝑖𝑛(𝑘)
F 𝑟 = 𝑦𝑒 𝑥𝑦 𝐶𝑜𝑠 (𝑘) + 𝑥𝑒 𝑥𝑦 𝑆𝑖𝑛 (𝑘) = 𝑟 𝑆𝑖𝑛 (𝑘)𝑒 𝑟 𝐶𝑜𝑠(𝑘) + 𝑟 𝐶𝑜𝑠(𝑘)𝑒 𝑟 𝑆𝑖𝑛 (𝑘)
47

2𝐶𝑜𝑠(𝑘) 𝑆𝑖𝑛(𝑘) 2 𝐶𝑜𝑠(𝑘) 𝑆𝑖𝑛(𝑘)


= 2𝑟 𝑒 𝑟 𝑆𝑖𝑛 (𝑘)𝐶𝑜𝑠(𝑘) = 𝑆𝑖𝑛(2𝑘)𝑒 𝑟

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Partial Derivative s4ifbn.com

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑘 = = +
𝜕𝑘 𝜕𝑥 𝜕𝑘 𝜕𝑦 𝜕𝑘

𝜕𝑓 𝜕𝑓
= 𝑦𝑒 𝑥𝑦 = 𝑥𝑒 𝑥𝑦
𝜕𝑥 𝜕𝑦

𝜕𝑥 𝜕𝑦
= −𝑟 𝑆𝑖𝑛(𝑘) = 𝑟 𝐶𝑜𝑠(𝑘)
𝜕𝑘 𝜕𝑘
2 𝐶𝑜𝑠(𝑘) 𝑆𝑖𝑛(𝑘) 2 𝐶𝑜𝑠(𝑘)𝑆𝑖𝑛(𝑘)
F 𝑘 = −𝑟𝑦𝑒 𝑥𝑦 𝑆𝑖𝑛(𝑘) + 𝑟𝑥𝑒 𝑥𝑦 𝐶𝑜𝑠 (𝑘) = −𝑟 2 𝑆𝑖𝑛 2(𝑘)𝑒 𝑟 + 𝑟 2 𝐶𝑜𝑠 2 (𝑘)𝑒 𝑟
2 2
𝐶𝑜𝑠(𝑘) 𝑆𝑖𝑛(𝑘) 𝐶𝑜𝑠(𝑘)𝑆𝑖𝑛(𝑘)
F 𝑘 = 𝑟 2 𝑒𝑟 (𝐶𝑜𝑠 2 (𝑘) − 𝑆𝑖𝑛 2 (𝑘)) = 𝑟 2 𝑒 𝑟 𝐶𝑜𝑠(2𝑘)

Example 4.11: let 𝑓(𝑥, 𝑦) = 𝑥 2 − 𝑦 2 ,𝑥 = 𝑒 𝑡 , 𝑦 = 2𝑡 − 6 find F 𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑡 = = +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑓 𝜕𝑓
= 2𝑥 = −2𝑦
𝜕𝑥 𝜕𝑦

𝜕𝑥 𝜕𝑦
= 𝑒𝑡 =2
𝜕𝑡 𝜕𝑡

F 𝑡 = 2𝑥𝑒 𝑡 − 4𝑦 = 2 𝑒 2𝑡 − 8𝑡 + 24 = 2(𝑒 2𝑡 − 4𝑡 + 12)

Example 4.12: let 𝑓(𝑥, 𝑦) = 𝑥 2 − 𝑥𝑦 2 ,𝑥 = 𝐶𝑜𝑠(𝑡),𝑦 = 𝑒 −𝑡 find F 𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑡 = = +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑓
= 2𝑥 − 𝑦 2 𝜕𝑓
𝜕𝑥 = −2𝑥𝑦
𝜕𝑦

𝜕𝑥 𝜕𝑦
= −𝑆𝑖𝑛(𝑡) = −𝑒 −𝑡
𝜕𝑡 𝜕𝑡

F 𝑡 = −𝑆𝑖𝑛 (𝑡 )(2𝑥 − 𝑦 2 ) + 2𝑥𝑦𝑒 −𝑡 = −2𝑥 𝑆𝑖𝑛 (𝑡 ) + 𝑆𝑖𝑛 (𝑡 )𝑦2 + 2𝑥𝑦𝑒 −𝑡

F 𝑡 = −2𝐶𝑜𝑠(𝑡) 𝑆𝑖𝑛(𝑡 ) + 𝑆𝑖𝑛 (𝑡 )𝑒 −2𝑡 + 2𝐶𝑜𝑠(𝑡)𝑒 −2𝑡

𝑦
Example 4.13: let 𝑓(𝑥, 𝑦) = 𝑥
,𝑥 = 𝑙𝑛(𝑡),𝑦 = 𝐶𝑜𝑡 (𝑡) find F 𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑡 = = +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑓 −𝑦 𝜕𝑓 1
= =
𝜕𝑥 𝑥 2 𝜕𝑦 𝑥
48

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Partial Derivative s4ifbn.com

𝜕𝑥 1 𝜕𝑦
= = −𝐶𝑠𝑐 2 (𝑡)
𝜕𝑡 𝑡 𝜕𝑡

−𝑦 𝐶𝑠𝑐 2 (𝑡) −𝐶𝑜𝑡(𝑡) 𝐶𝑠𝑐 2 (𝑡)


F𝑡 = − = −
𝑡𝑥 2 𝑥 𝑡 𝑙𝑛(𝑡 )2 𝑙𝑛(𝑡)

Example 4.14: let 𝑓(𝑥, 𝑦) = 𝑒 𝑥𝑦 𝑙𝑛 (𝑥 − 𝑦) , 𝑥 = 𝑡 3 ,𝑦 = 2𝑡 − 𝑡 3 find F 𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑡 = = +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡
𝜕𝑓
= 𝑒 𝑥𝑦
1
+ 𝑦 𝑙𝑛 (𝑥 − 𝑦) 𝑒 𝑥𝑦 𝜕𝑓 −1
𝜕𝑥 𝑥−𝑦 = 𝑒 𝑥𝑦 + 𝑥 𝑙𝑛 (𝑥 − 𝑦) 𝑒 𝑥𝑦
𝜕𝑦 𝑥 −𝑦

𝜕𝑥 𝜕𝑦
= 3𝑡 2 = 2 − 3𝑡 2
𝜕𝑡 𝜕𝑡

1 −1
F 𝑡 = 3𝑡 2 (𝑒 𝑥𝑦 + 𝑦 𝑙𝑛(𝑥 − 𝑦) 𝑒 𝑥𝑦 ) + (𝑒 𝑥𝑦 + 𝑥 𝑙𝑛(𝑥 − 𝑦) 𝑒 𝑥𝑦 ) (2 − 3𝑡 2 ) =
𝑥 −𝑦 𝑥 −𝑦
4 6
4 −𝑡6 1 2𝑡4−𝑡6
−𝑒 2𝑡 −𝑡 4 6
3𝑡 2 (𝑒 2𝑡 + (2𝑡 − 𝑡 3
)𝑙𝑛( 2𝑡 3
− 2𝑡) 𝑒 ) + ( + 𝑡 3 𝑙𝑛(2𝑡 3 − 2𝑡) 𝑒 2𝑡 −𝑡 )(2 − 3𝑡 2 )
2𝑡 3 − 2𝑡 2𝑡 3 − 2𝑡

Example 4.15: let 𝑓(𝑥, 𝑦) = √𝑥 + 𝑦, 𝑥 = 𝑆𝑖𝑛 −1 (𝑡),𝑦 = 𝑆𝑖𝑛(𝑡) find F 𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑡 = = +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑓 1 𝜕𝑓 1
= =
𝜕𝑥 2√𝑥 + 𝑦 𝜕𝑦 2√𝑥 + 𝑦

𝜕𝑥 1 𝜕𝑦
= = 𝐶𝑜𝑠 (𝑡)
𝜕𝑡 √1 − 𝑡 2 𝜕𝑡

1 1 𝐶𝑜𝑠(𝑡)
F𝑡 = ( ∗ )+
−1
2√𝑆𝑖𝑛 (𝑡) + 𝑆𝑖𝑛(𝑡) √1 − 𝑡 2 −1
2√𝑆𝑖𝑛 (𝑡) + 𝑆𝑖𝑛(𝑡)

𝑥
Example 4.16: let 𝑓(𝑥, 𝑦) = ,𝑥 = 𝐶𝑜𝑠ℎ(𝑡),𝑦 = 𝑆𝑖𝑛ℎ(𝑡) find F 𝑡
𝑥−𝑦

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑡 = = +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑓 (𝑥 − 𝑦) − 𝑥 −𝑦 𝜕𝑓 (𝑥 − 𝑦) ∗ (0) + 𝑥 𝑥
= = = =
𝜕𝑥 (𝑥 − 𝑦)2 (𝑥 − 𝑦)2 𝜕𝑦 (𝑥 − 𝑦)2 (𝑥 − 𝑦)2

𝜕𝑥 𝜕𝑦
= 𝑆𝑖𝑛ℎ(𝑡) = 𝐶𝑜𝑠ℎ(𝑡)
49

𝜕𝑡 𝜕𝑡

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−𝑦𝑆𝑖𝑛ℎ(𝑡) 𝑥𝐶𝑜𝑠ℎ(𝑡) 𝐶𝑜𝑠ℎ2 (𝑡) − 𝑆𝑖𝑛ℎ2 (𝑡) 1


F𝑡 = 2 + 2 = 2 =
(𝑥 − 𝑦) (𝑥 − 𝑦) (𝐶𝑜𝑠ℎ(𝑡) − 𝑆𝑖𝑛ℎ(𝑡)) (𝐶𝑜𝑠ℎ(𝑡) − 𝑆𝑖𝑛ℎ(𝑡))2

2
Example 4.17: let 𝑓(𝑥, 𝑦, 𝑧) = 𝑆𝑖𝑛 (𝑥 + 𝑦 − 𝑧), 𝑥 = 𝑆𝑖𝑛 (𝑡 ),𝑦 = 𝑒 𝑡 , 𝑧 = 𝑙𝑛 (𝑡) find F 𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
F𝑡 = = + +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡 𝜕𝑧 𝜕𝑡

𝜕𝑓 𝜕𝑓
= 𝐶𝑜𝑠(𝑥 + 𝑦 − 𝑧) = 𝐶𝑜𝑠(𝑥 + 𝑦 − 𝑧)
𝜕𝑥 𝜕𝑦

𝜕𝑥 𝜕𝑦 2
= 𝐶𝑜𝑠(𝑡) = 2𝑡 𝑒 𝑡
𝜕𝑡 𝜕𝑡

𝜕𝑓 𝜕𝑧 1
= −𝐶𝑜𝑠(𝑥 + 𝑦 − 𝑧) =
𝜕𝑧 𝜕𝑡 𝑡

2 𝐶𝑜𝑠(𝑥 + 𝑦 − 𝑧)
F 𝑡 = 𝐶𝑜𝑠 (𝑥 + 𝑦 − 𝑧)𝐶𝑜𝑠 (𝑡 ) + 2𝑡 𝑒 𝑡 𝐶𝑜𝑠 (𝑥 + 𝑦 − 𝑧) −
𝑡
2
2 2 2 𝐶𝑜𝑠 (𝑆𝑖𝑛 (𝑡 ) + 𝑒 𝑡 − 𝑙𝑛 (𝑡))
F 𝑡 = 𝐶𝑜𝑠 (𝑆𝑖𝑛 (𝑡 ) + 𝑒 𝑡 − 𝑙𝑛 (𝑡))𝐶𝑜𝑠 (𝑡 ) + 2𝑡𝑒𝑡 𝐶𝑜𝑠(𝑆𝑖𝑛 (𝑡 ) + 𝑒 𝑡 − 𝑙𝑛 (𝑡)) − )
𝑡

2 2 1
F 𝑡 = 𝐶𝑜𝑠 (𝑆𝑖𝑛 (𝑡 ) + 𝑒 𝑡 − ln(𝑡 ))(𝐶𝑜𝑠 (𝑡 ) + 2𝑡𝑒 𝑡 − )
𝑡

𝑥
Example 4.18: let 𝑓(𝑥, 𝑦) = 𝑇𝑎𝑛 −1 (𝑦 ),𝑥 = 𝑒 𝑡 𝐶𝑜𝑠(𝑡), 𝑦 = 𝑒 𝑡 𝑆𝑖𝑛(𝑡)find F 𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑡 = = +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑓 1 1 𝜕𝑓 −𝑥 −𝑥
= 2 = 𝑥2
= 2 =
𝜕𝑥 𝑥
𝑦(1 + 𝑦2 ) 𝑦+ 𝑦 𝜕𝑦 𝑦 2(1 + )
𝑥 𝑦 + 𝑥2
2
𝑦2

𝜕𝑥 𝜕𝑦
= −𝑒 𝑡 𝑆𝑖𝑛(𝑡 ) + 𝑒 𝑡 𝐶𝑜𝑠(𝑡) = 𝑒 𝑡 𝐶𝑜𝑠 (𝑡 ) + 𝑒 𝑡 𝑆𝑖𝑛 (𝑡 )
𝜕𝑡 𝜕𝑡

𝑒 𝑡 (𝐶𝑜𝑠(𝑡 ) − 𝑆𝑖𝑛 (𝑡 )) 𝑥𝑒 𝑡 (𝐶𝑜𝑠 (𝑡 ) + 𝑆𝑖𝑛 (𝑡 ))


F𝑡 = 𝑥2
− =
𝑦+ 𝑦 2 + 𝑥2
𝑦

𝑒 𝑡 (𝐶𝑜𝑠 (𝑡 ) − 𝑆𝑖𝑛(𝑡 )) 𝑒 2𝑡 𝐶𝑜𝑠 (𝑡 )(𝐶𝑜𝑠(𝑡 ) + 𝑆𝑖𝑛 (𝑡 )) 𝐶𝑜𝑠 (𝑡 ) − 𝑆𝑖𝑛(𝑡 ) 𝐶𝑜𝑠(𝑡)(𝐶𝑜𝑠 (𝑡 ) + 𝑆𝑖𝑛 (𝑡 ))


(𝑒𝑡 𝐶𝑜𝑠(𝑡))2
− 2 2 = 𝐶𝑜𝑠2 (𝑡)

𝑒 𝑡 𝑆𝑖𝑛(𝑡) + (𝑒 𝑡 𝑆𝑖𝑛(𝑡 )) + (𝑒 𝑡 𝐶𝑜𝑠(𝑡 )) 𝑆𝑖𝑛(𝑡) + 𝑆𝑖𝑛 2 (𝑡) + 𝐶𝑜𝑠 2 (𝑡)
𝑒𝑡 𝑆𝑖𝑛(𝑡) 𝑆𝑖𝑛(𝑡)

𝐶𝑜𝑠 (𝑡 ) − 𝑆𝑖𝑛 (𝑡 ) 𝐶𝑜𝑠(𝑡 ) − 𝑆𝑖𝑛(𝑡 )


= 𝑆𝑖𝑛2(𝑡)+𝐶𝑜𝑠2(𝑡)
− 𝐶𝑜𝑠 2 (𝑡 ) + 𝐶𝑜𝑠 (𝑡 )𝑆𝑖𝑛(𝑡 ) = 1 − 𝐶𝑜𝑠 2 (𝑡) + 𝐶𝑜𝑠 (𝑡 )𝑆𝑖𝑛(𝑡 )
50

𝑆𝑖𝑛(𝑡) 𝑆𝑖𝑛(𝑡)

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Partial Derivative s4ifbn.com

= 𝑆𝑖𝑛 (𝑡 )𝐶𝑜𝑠(𝑡 ) − 𝑆𝑖𝑛 2 (𝑡) − 𝐶𝑜𝑠 2 (𝑡) + 𝐶𝑜𝑠 (𝑡 )𝑆𝑖𝑛(𝑡 ) = 2𝑆𝑖𝑛(𝑡 )𝐶𝑜𝑠 (𝑡 ) − ( 𝑆𝑖𝑛 2 (𝑡 ) + 𝐶𝑜𝑠 2 (𝑡 )) = 𝑆𝑖𝑛 (2𝑡 ) − 1

𝑥
Example 4.19: let 𝑓(𝑥, 𝑦) = 𝑦 , 𝑥 = 𝑒 𝑡 , 𝑦 = 2𝑡 − 6 find F 𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
F𝑡 = = +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑓 1 𝜕𝑓 −𝑥
= =
𝜕𝑥 𝑦 𝜕𝑦 𝑦 2

𝜕𝑥 𝜕𝑦
= 𝑒𝑡 =2
𝜕𝑡 𝜕𝑡

𝑒 𝑡 2𝑥 𝑒𝑡 2𝑒 𝑡 𝑒 𝑡 (2𝑡 − 6) − 2𝑒 𝑡 2𝑡𝑒 𝑡 − 6𝑒 𝑡 − 2𝑒 𝑡 2𝑡𝑒𝑡 − 8𝑒 𝑡 2𝑒 𝑡 (𝑡 − 4)


F𝑡 = − 2= − = = = =
𝑦 𝑦 2𝑡 − 6 (2𝑡 − 6)2 (2𝑡 − 6)2 (2𝑡 − 6)2 (2𝑡 − 6)2 (2𝑡 − 6)2

𝑟
Example 4.20: Find U𝑥 , U𝑦 𝑎𝑛𝑑 U𝑧 𝑓𝑜𝑟 U = 𝑇𝑎𝑛ℎ−1 (𝑠 ), 𝑟 = 𝑥 𝑆𝑖𝑛 (𝑦𝑧),𝑠 = 𝑥 𝐶𝑜𝑠(𝑦𝑧)

𝜕𝑓 𝜕𝑓 𝜕𝑟 𝜕𝑓 𝜕𝑠
U𝑥 = = +
𝜕𝑥 𝜕𝑟 𝜕𝑥 𝜕𝑠 𝜕𝑥
𝜕𝑓 1 1 𝜕𝑓 −𝑟 −𝑟
= 2 = 𝑟2
= 2 =
𝜕𝑟 𝑟
𝑠(1 − 𝑠2 ) 𝑠− 𝑠 𝜕𝑠 𝑠 2 (1− 𝑟 ) 𝑠 − 𝑟 2
2
𝑠2

𝜕𝑟 𝜕𝑠
= 𝑆𝑖𝑛 (𝑦𝑧) = 𝐶𝑜𝑠(𝑦𝑧)
𝜕𝑥 𝜕𝑥

𝑆𝑖𝑛(𝑦𝑧) 𝑟𝐶𝑜𝑠(𝑦𝑧)
U𝑥 = 𝑟2

𝑠− 𝑠2 − 𝑟 2
𝑠

𝜕𝑓 𝜕𝑓 𝜕𝑟 𝜕𝑓 𝜕𝑠
U𝑦 = = +
𝜕𝑦 𝜕𝑟 𝜕𝑦 𝜕𝑠 𝜕𝑦

𝜕𝑓 1 1 𝜕𝑓 −𝑟 −𝑟
= 2 = 𝑟2
= 2 =
𝜕𝑟 𝑟
𝑠(1 − 𝑠2 ) 𝑠− 𝑠 𝜕𝑠 𝑠 2 (1− ) 𝑠 − 𝑟 2
𝑟 2
𝑠2

𝜕𝑟 𝜕𝑠
= 𝑥𝑧 𝐶𝑜𝑠 (𝑦𝑧) = −𝑥𝑧𝑆𝑖𝑛(𝑦𝑧)
𝜕𝑦 𝜕𝑦

𝑥𝑧 𝐶𝑜𝑠 (𝑦𝑧) 𝑟𝑥𝑧𝑆𝑖𝑛(𝑦𝑧)


U𝑥 = 𝑟2
+
𝑠 −𝑠 𝑠2 − 𝑟 2

𝜕𝑓 𝜕𝑓 𝜕𝑟 𝜕𝑓 𝜕𝑠
U𝑧 = = +
51

𝜕𝑧 𝜕𝑟 𝜕𝑧 𝜕𝑠 𝜕𝑧

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Partial Derivative s4ifbn.com

𝜕𝑓 1 1 𝜕𝑓 −𝑟 −𝑟
= 2 = 𝑟2
= 2 =
𝜕𝑟 𝑟
𝑠(1 − 2 ) 𝑠− 𝜕𝑠 𝑠 2 (1− ) 𝑠 − 𝑟 2
𝑟 2
𝑠 𝑠 2𝑠

𝜕𝑟 𝜕𝑠
= 𝑥𝑦 𝐶𝑜𝑠 (𝑦𝑧) = −𝑥𝑦𝑆𝑖𝑛(𝑦𝑧)
𝜕𝑧 𝜕𝑧

𝑥𝑦 𝐶𝑜𝑠 (𝑦𝑧) 𝑟𝑥𝑦𝑆𝑖𝑛(𝑦𝑧)


U𝑥 = 𝑟2
+
𝑠− 𝑠2 − 𝑟 2
𝑠

Example 4.21: Find U𝑥 , U𝑦 𝑎𝑛𝑑 U𝑧 𝑓𝑜𝑟 U = 𝑙𝑛(𝑟 + 𝑠 + 𝑡 ), 𝑟 = 𝑥𝑦, 𝑠 = 𝑥𝑧, 𝑡 = 𝑦𝑧

𝜕𝑓 𝜕𝑓 𝜕𝑟 𝜕𝑓 𝜕𝑠 𝜕𝑓 𝜕𝑡
U𝑥 = = + +
𝜕𝑥 𝜕𝑟 𝜕𝑥 𝜕𝑠 𝜕𝑥 𝜕𝑡 𝜕𝑥
𝜕𝑓 1 𝜕𝑓 1 𝜕𝑓 1
= = =
𝜕𝑟 (𝑟 + 𝑠 + 𝑡) 𝜕𝑠 (𝑟 + 𝑠 + 𝑡) 𝜕𝑡 (𝑟 + 𝑠 + 𝑡)

𝜕𝑟 𝜕𝑠 𝜕𝑡
=𝑦 =𝑧 = 0
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝑦 𝑧 𝑦+𝑧 𝑦 +𝑧
U𝑥 = + = =
(𝑟 + 𝑠 + 𝑡) (𝑟 + 𝑠 + 𝑡) (𝑟 + 𝑠 + 𝑡) (𝑥𝑦 + 𝑥𝑧 + 𝑦𝑧)

𝜕𝑓 𝜕𝑓 𝜕𝑟 𝜕𝑓 𝜕𝑠 𝜕𝑓 𝜕𝑡
U𝑦 = = + +
𝜕𝑦 𝜕𝑟 𝜕𝑦 𝜕𝑠 𝜕𝑦 𝜕𝑡 𝜕𝑦

𝜕𝑟 𝜕𝑠 𝜕𝑡
=𝑥 =0 =𝑧
𝜕𝑦 𝜕𝑦 𝜕𝑦

𝑥 𝑧 𝑥 +𝑧
U𝑦 = + =
(𝑟 + 𝑠 + 𝑡) (𝑟 + 𝑠 + 𝑡) (𝑥𝑦 + 𝑥𝑧 + 𝑦𝑧)

𝜕𝑓 𝜕𝑓 𝜕𝑟 𝜕𝑓 𝜕𝑠 𝜕𝑓 𝜕𝑡
U𝑧 = = + +
𝜕𝑧 𝜕𝑟 𝜕𝑧 𝜕𝑠 𝜕𝑧 𝜕𝑡 𝜕𝑧
𝜕𝑟 𝜕𝑠 𝜕𝑡
=0 =𝑥 =𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑧

𝑥 𝑦 𝑥 +𝑦
U𝑧 = + =
(𝑟 + 𝑠 + 𝑡) (𝑟 + 𝑠 + 𝑡) (𝑥𝑦 + 𝑥𝑧 + 𝑦𝑧)
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Partial Derivative s4ifbn.com

4.3 The Total Differential


The total differential of function W = 𝑓(𝑥, 𝑦, 𝑧) … … . . (1) is defined to be

𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑑𝑤 = 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧 Or 𝑑𝑤 = F 𝑥 𝑑𝑥 + F 𝑦 𝑑𝑦 + F 𝑧 𝑑𝑧 where 𝑥, 𝑦, 𝑎𝑛𝑑 𝑧 are independent variables
𝜕𝑥 𝜕𝑦 𝜕𝑧

But if they are not independent variables then they are 𝑥 = 𝑥(𝑡),𝑦 = 𝑦(𝑡),𝑧 = 𝑧(𝑡) then we will have

𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑑𝑥 = 𝑑𝑡, 𝑑𝑦 = 𝑑𝑡, 𝑑𝑧 = 𝑑𝑡 Or in the form of 𝑥 = 𝑥(𝑟, 𝑠),𝑦 = 𝑦(𝑟, 𝑠), 𝑧 = 𝑧(𝑟, 𝑠) then we will have
𝜕𝑡 𝜕𝑡 𝜕𝑡

𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑧 𝜕𝑧
𝑑𝑥 = 𝑑𝑟 + 𝑑𝑠, 𝑑𝑦 = 𝑑𝑟 + 𝑑𝑠, 𝑑𝑧 = 𝑑𝑟 + 𝑑𝑠 … … … (2) Then from (1) we will have
𝜕𝑟 𝜕𝑠 𝜕𝑟 𝜕𝑠 𝜕𝑟 𝜕𝑠

W = 𝑓(𝑥, 𝑦, 𝑧) = F (𝑥(𝑟, 𝑠), 𝑦(𝑟, 𝑠), 𝑧(𝑟, 𝑠)) = 𝑓(𝑟, 𝑠)

Then from (2) and we obtain

𝜕𝑤 𝜕𝑥 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑦 𝜕𝑧 𝜕𝑧 𝜕𝑧
𝑑𝑤 = [ 𝑑𝑟 + 𝑑𝑠] + [ 𝑑𝑟 + 𝑑𝑠] + [ 𝑑𝑟 + 𝑑𝑠]
𝜕𝑥 𝜕𝑟 𝜕𝑠 𝜕𝑦 𝜕𝑟 𝜕𝑠 𝜕𝑥 𝜕𝑟 𝜕𝑠

Example 4.22: Find W = 𝑥 2 + 𝑦 2 + 𝑧 2 𝑖𝑓 𝑥 = 𝑟 𝐶𝑜𝑠 (𝑠), 𝑦 = 𝑟 𝑆𝑖𝑛 (𝑠), 𝑧 = 𝑟

dw = W𝑥 𝑑𝑥 + W𝑦 𝑑𝑦 + W𝑧 𝑑𝑧 = 2𝑥 𝑑𝑥 + 2𝑦 𝑑𝑦 + 2𝑧 𝑑𝑧

∂x ∂x
𝑑𝑥 = 𝑑𝑟 + 𝑑𝑠 = X𝑟 𝑑𝑟 + X𝑠 𝑑𝑠 = 𝐶𝑜𝑠 (𝑠) 𝑑𝑟 − 𝑟𝑆𝑖𝑛(𝑠) 𝑑𝑠
∂r ∂s
∂y ∂y
𝑑𝑦 = 𝑑𝑟 + 𝑑𝑠 = Y𝑟 𝑑𝑟 + Y𝑠 𝑑𝑠 = 𝑆𝑖𝑛 (𝑠)𝑑𝑟 + 𝑟𝐶𝑜𝑠(𝑠)𝑑𝑠
∂r ∂s
∂z ∂z
𝑑𝑧 = 𝑑𝑟 + 𝑑𝑠 = Z 𝑟 𝑑𝑟 + Z 𝑠 𝑑𝑠 = 𝑑𝑟
∂r ∂s

dw = 2𝑥 (𝐶𝑜𝑠(𝑠) 𝑑𝑟 − 𝑟𝑆𝑖𝑛(𝑠) 𝑑𝑠) + 2𝑦 (𝑆𝑖𝑛(𝑠)𝑑𝑟 + 𝑟𝐶𝑜𝑠(𝑠)𝑑𝑠) + 2𝑧 𝑑𝑟

dw = 2𝑟 𝐶𝑜𝑠 (𝑠) (𝐶𝑜𝑠 (𝑠) 𝑑𝑟 − 𝑟𝑆𝑖𝑛(𝑠) 𝑑𝑠) + 2𝑟 𝑆𝑖𝑛(𝑠) (𝑆𝑖𝑛 (𝑠)𝑑𝑟 + 𝑟𝐶𝑜𝑠(𝑠)𝑑𝑠) + 2𝑟 𝑑𝑟

dw = 2𝑟𝐶𝑜𝑠 2 (𝑠) 𝑑𝑟 − 2𝑟 2𝐶𝑜𝑠(𝑠)𝑆𝑖𝑛(𝑠) 𝑑𝑠) + 2𝑟𝑆𝑖𝑛 2(𝑠)𝑑𝑟 + 2𝑟2 𝑆𝑖𝑛(𝑠)𝐶𝑜𝑠(𝑠)𝑑𝑠 + 2𝑟 𝑑𝑟

dw = 2𝑟 𝑑𝑟(𝐶𝑜𝑠 2 (𝑠) + 𝑆𝑖𝑛 2 (𝑠)) − 2𝑟 2𝐶𝑜𝑠(𝑠)𝑆𝑖𝑛(𝑠) 𝑑𝑠) + 2𝑟 2𝑆𝑖𝑛(𝑠)𝐶𝑜𝑠(𝑠)𝑑𝑠 + 2𝑟 𝑑𝑟

dw = 2𝑟 𝑑𝑟 + 2𝑟 𝑑𝑟 = 4𝑟 𝑑𝑟

Example 4.23: if U = 𝑓(𝑥, 𝑦) = 2 𝑙𝑛(𝑥) + 2 𝑙𝑛 (𝑦) 𝑖𝑓 𝑥 = 𝑒 −𝑡 , 𝑦 = 𝑒 𝑡 find 𝑑𝑈

2 2
dU = U𝑥 𝑑𝑥 + U𝑦 𝑑𝑦 = 𝑑𝑥 + 𝑑𝑦
𝑥 𝑦

∂x
𝑑𝑥 = 𝑑𝑡 = X𝑡 𝑑𝑡 = −𝑒 −𝑡 𝑑𝑡
∂t
53

∂y
𝑑𝑦 = 𝑑𝑡 = Y𝑡 𝑑𝑡 = 𝑒 𝑡 𝑑𝑡
∂t

Wo rk in progress by Saif Bashar – Updated on March 2021


Partial Derivative s4ifbn.com

−2𝑒 −𝑡 𝑑𝑡 2𝑒 𝑡 𝑑𝑡 −2𝑒 −𝑡 𝑑𝑡 2𝑒 𝑡 𝑑𝑡
dU = + = + = −2𝑑𝑡 + 2𝑑𝑡 = 0
𝑥 𝑦 𝑒 −𝑡 𝑒𝑡

Example 4.24: if U = 𝑓(𝑥, 𝑦) = 𝑇𝑎𝑛 −1 (𝑥) + √1 − 𝑦 2 𝑖𝑓 𝑥 = 𝑡 2 ,𝑦 = 𝑡 − 1 find 𝑑𝑈

1 2𝑦
dU = U𝑥 𝑑𝑥 + U𝑦 𝑑𝑦 = 2 𝑑𝑥 − 𝑑𝑦
1+ 𝑥 √1 − 𝑦 2

∂x
𝑑𝑥 = 𝑑𝑡 = X𝑡 𝑑𝑡 = 2𝑡 𝑑𝑡
∂t
∂y
𝑑𝑦 = 𝑑𝑡 = Y𝑡 𝑑𝑡 = 𝑑𝑡
∂t
2𝑡 𝑑𝑡 2(𝑡 − 1)𝑑𝑡
dU = 4 −
1+ 𝑡 √1 − (𝑡 − 1)2

Example 4.25: if U = 𝑓(𝑥, 𝑦) = 𝑆𝑖𝑛 (𝑥 + 𝑦) + 𝐶𝑜𝑠 (𝑥𝑦)𝑖𝑓 𝑥 = 𝜋 + 2𝑡, 𝑦 = 𝜋 − 4𝑡 find 𝑑𝑈

dU = U𝑥 𝑑𝑥 + U𝑦 𝑑𝑦 = [𝐶𝑜𝑠 (𝑥 + 𝑦) − 𝑦𝑆𝑖𝑛(𝑥𝑦)]𝑑𝑥 + [𝐶𝑜𝑠 (𝑥 + 𝑦) − 𝑥𝑆𝑖𝑛(𝑥𝑦)] 𝑑𝑦

∂x
𝑑𝑥 = 𝑑𝑡 = X𝑡 𝑑𝑡 = 2 𝑑𝑡
∂t
∂y
𝑑𝑦 = 𝑑𝑡 = Y𝑡 𝑑𝑡 = −4 𝑑𝑡
∂t

dU = 2𝐶𝑜𝑠 (𝑥 + 𝑦)𝑑𝑡 − 2𝑦𝑆𝑖𝑛(𝑥𝑦)𝑑𝑡 − 4𝐶𝑜𝑠(𝑥 + 𝑦)𝑑𝑡 + 4𝑥𝑆𝑖𝑛(𝑥𝑦)𝑑𝑡

dU = 2𝐶𝑜𝑠 (2𝜋 − 2𝑡 )𝑑𝑡 − 2(𝜋 − 4𝑡)𝑆𝑖𝑛(𝑥𝑦)𝑑𝑡 − 4𝐶𝑜𝑠 (𝜋 2 − 2𝜋𝑡 − 8𝑡 2 )𝑑𝑡 + 4(𝜋 + 2𝑡)𝑆𝑖𝑛(𝜋 2 − 2𝜋𝑡 − 8𝑡 2 )𝑑𝑡

Example 4.26: if U = 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 + 6𝑥𝑦 𝑖𝑓 𝑥 = 3𝑡 − 1,𝑦 = 4𝑡 − 3 find 𝑑𝑈

dU = U𝑥 𝑑𝑥 + U𝑦 𝑑𝑦 = [2𝑥 + 6𝑦]𝑑𝑥 + [2𝑦 + 6𝑥)] 𝑑𝑦

∂x
𝑑𝑥 = 𝑑𝑡 = X𝑡 𝑑𝑡 = 3 𝑑𝑡
∂t
∂y
𝑑𝑦 = 𝑑𝑡 = Y𝑡 𝑑𝑡 = 4 𝑑𝑡
∂t

dU = 6𝑥 𝑑𝑡 + 18 𝑦 𝑑𝑡 + 8𝑦 𝑑𝑡 + 24𝑥 𝑑𝑡 = 30𝑥 𝑑𝑡 + 26 𝑦 𝑑𝑡 = 30(3𝑡 − 1) 𝑑𝑡 + 26 (4𝑡 − 3) 𝑑𝑡

dU = 90𝑡 𝑑𝑡 − 30 𝑑𝑡 + 104𝑡 𝑑𝑡 − 78 𝑑𝑡 = 194𝑡 𝑑𝑡 − 108 𝑑𝑡 = (194𝑡 − 108)𝑑𝑡


54

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𝑥
Example 4.27: if U = 𝑓(𝑥, 𝑦) = 𝑦 𝑖𝑓 𝑥 = 𝑆𝑒𝑐ℎ(𝑡 ),𝑦 = 𝐶𝑜𝑡ℎ(𝑡) find 𝑑𝑈

1 𝑥
dU = U𝑥 𝑑𝑥 + U𝑦 𝑑𝑦 = 𝑑𝑥 − 2 𝑑𝑦
𝑦 𝑦

∂x
𝑑𝑥 = 𝑑𝑡 = X𝑡 𝑑𝑡 = −𝑆𝑒𝑐ℎ(𝑡 ) 𝑇𝑎𝑛ℎ(𝑡) 𝑑𝑡
∂t
∂y
𝑑𝑦 = 𝑑𝑡 = Y𝑡 𝑑𝑡 = −𝐶𝑠𝑐ℎ2 (𝑡) 𝑑𝑡
∂t

−𝑆𝑒𝑐ℎ(𝑡 ) 𝑇𝑎𝑛ℎ(𝑡) 𝑑𝑡 𝑥𝐶𝑠𝑐ℎ2 (𝑡) −𝑆𝑒𝑐ℎ (𝑡 ) 𝑇𝑎𝑛ℎ(𝑡) 𝑑𝑡 𝑆𝑒𝑐ℎ(𝑡 )𝐶𝑠𝑐ℎ2 (𝑡)𝑑𝑡


dU = + = +
𝑦 𝑦2 𝐶𝑜𝑡ℎ(𝑡) 𝐶𝑜𝑡ℎ2 (𝑡)

−𝑆𝑖𝑛ℎ2 (𝑡) 𝑑𝑡 𝑑𝑡 (1 − 𝑆𝑖𝑛ℎ2 (𝑡 )) 𝑑𝑡


= + =
𝐶𝑜𝑠ℎ3 (𝑡) 𝐶𝑜𝑠ℎ3 (𝑡) 𝐶𝑜𝑠ℎ3 (𝑡)

𝑟
Example 4.28: if U = 𝑓(𝑥, 𝑦) = 𝑇𝑎𝑛ℎ−1 (𝑠 )𝑖𝑓 𝑟 = 𝑥𝑆𝑖𝑛 (𝑦𝑧),𝑠 = 𝑥 𝐶𝑜𝑠 (𝑦𝑧) find 𝑑𝑈

1 𝑟 1 𝑟
dU = U𝑟 𝑑𝑟 + U𝑠 𝑑𝑠 = 𝑟2
𝑑𝑟 − 𝑟2
𝑑𝑠 = 𝑟2
𝑑𝑟 − 𝑑𝑠
𝑠(1 − ) 𝑠 2 (1 − ) (𝑠 − ) (𝑠 2 − 𝑟 2)
𝑠2 𝑠2 𝑠

∂r ∂r ∂r
𝑑𝑟 = 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧 = R 𝑥 𝑑𝑥 + R 𝑦 𝑑𝑦 + R 𝑧 𝑑𝑧 = 𝑆𝑖𝑛(𝑦𝑧) 𝑑𝑥 + 𝑥𝑧 𝐶𝑜𝑠 (𝑦𝑧)𝑑𝑦 + 𝑥𝑦 𝐶𝑜𝑠 (𝑦𝑧) 𝑑𝑧
∂x ∂y ∂z

∂s ∂s ∂s
𝑑𝑠 = 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧 = S𝑥 𝑑𝑥 + S𝑦 𝑑𝑦 + S𝑧 𝑑𝑧 = 𝐶𝑜𝑠 (𝑦𝑧) 𝑑𝑥 − 𝑥𝑧 𝑆𝑖𝑛 (𝑦𝑧)𝑑𝑦 − 𝑥𝑦 𝑆𝑖𝑛 (𝑦𝑧)𝑑𝑧
∂x ∂y ∂z

𝑆𝑖𝑛 (𝑦𝑧) 𝑑𝑥 + 𝑥𝑧 𝐶𝑜𝑠 (𝑦𝑧)𝑑𝑦 + 𝑥𝑦 𝐶𝑜𝑠 (𝑦𝑧) 𝑑𝑧 𝑟(𝐶𝑜𝑠(𝑦𝑧) 𝑑𝑥 − 𝑥𝑧 𝑆𝑖𝑛 (𝑦𝑧)𝑑𝑦 − 𝑥𝑦 𝑆𝑖𝑛 (𝑦𝑧)𝑑𝑧)
dU = 𝑟2

(𝑠 − ) (𝑠 2 − 𝑟 2)
𝑠

𝑆𝑖𝑛 (𝑦𝑧) 𝑑𝑥 + 𝑥𝑧 𝐶𝑜𝑠 (𝑦𝑧)𝑑𝑦 + 𝑥𝑦 𝐶𝑜𝑠 (𝑦𝑧) 𝑑𝑧 𝑟(𝐶𝑜𝑠 (𝑦𝑧) 𝑑𝑥 − 𝑥𝑧 𝑆𝑖𝑛 (𝑦𝑧)𝑑𝑦 − 𝑥𝑦 𝑆𝑖𝑛(𝑦𝑧)𝑑𝑧)
= 𝑥2 𝑆𝑖𝑛2(𝑦𝑧)

(𝑥 𝐶𝑜𝑠(𝑦𝑧) − ) ( 𝑥 2 𝐶𝑜𝑠 2 (𝑦𝑧) − 𝑥 2 𝑆𝑖𝑛 2 (𝑦𝑧))
𝑥 𝐶𝑜𝑠(𝑦𝑧)

𝑆𝑖𝑛 (𝑦𝑧) 𝑑𝑥 + 𝑥𝑧 𝐶𝑜𝑠 (𝑦𝑧)𝑑𝑦 + 𝑥𝑦 𝐶𝑜𝑠 (𝑦𝑧) 𝑑𝑧 𝑟(𝐶𝑜𝑠 (𝑦𝑧) 𝑑𝑥 − 𝑥𝑧 𝑆𝑖𝑛 (𝑦𝑧)𝑑𝑦 − 𝑥𝑦 𝑆𝑖𝑛(𝑦𝑧)𝑑𝑧)
= 𝑆𝑖𝑛2(𝑦𝑧)

𝑥(𝐶𝑜𝑠(𝑦𝑧) − ) 𝑥 2 ( 𝐶𝑜𝑠 2 (𝑦𝑧) − 𝑆𝑖𝑛 2 (𝑦𝑧))
𝐶𝑜𝑠(𝑦𝑧)

Example 4.29: if U = 𝑓(𝑥, 𝑦) = 𝑙𝑛(𝑟 + 𝑠 + 𝑡 ) 𝑖𝑓 𝑟 = 𝑥𝑦, 𝑠 = 𝑥𝑧, 𝑡 = 𝑦𝑧 find 𝑑𝑈

𝑑𝑟 + 𝑑𝑠 + 𝑑𝑡
dU = U𝑟 𝑑𝑟 + U𝑠 𝑑𝑠 + U𝑡 𝑑𝑡 =
𝑟+𝑠 +𝑡
∂r ∂r
𝑑𝑟 = 𝑑𝑥 + 𝑑𝑦 = R 𝑥 𝑑𝑥 + R 𝑦 𝑑𝑦 = 𝑦 𝑑𝑥 + 𝑥 𝑑𝑦
∂x ∂y

∂s ∂s
𝑑𝑠 = 𝑑𝑥 + 𝑑𝑧 = S𝑥 𝑑𝑥 + S𝑧 𝑑𝑧 = 𝑧 𝑑𝑥 + 𝑥 𝑑𝑧
∂x ∂z
55

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Partial Derivative s4ifbn.com

∂s ∂s
𝑑𝑡 = 𝑑𝑦 + 𝑑𝑧 = S𝑦 𝑑𝑦 + S𝑧 𝑑𝑧 = 𝑧 𝑑𝑦 + 𝑥 𝑑𝑧
∂y ∂z

𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 + 𝑧 𝑑𝑥 + 𝑥 𝑑𝑧 + 𝑧 𝑑𝑦 + 𝑥 𝑑𝑧 (𝑦 + 𝑧) 𝑑𝑥 + (𝑥 + 𝑧) 𝑑𝑦 + (𝑥 + 𝑧) 𝑑𝑧
dU = =
𝑟 + 𝑠+ 𝑡 𝑥𝑦 + 𝑥𝑧 + 𝑦𝑧

Example 4.30: if 𝑓(𝑥, 𝑦) = 𝑥 𝐶𝑜𝑠 (𝑦) + 𝑦 𝑒 𝑥 prove that F 𝑥𝑦 = F 𝑦𝑥

F 𝑥 = 𝐶𝑜𝑠 (𝑦) + 𝑦𝑒 𝑥

F 𝑦 = −𝑥𝑆𝑖𝑛 (𝑦) + 𝑒 𝑥

F 𝑥𝑦 = −𝑆𝑖𝑛(𝑦) + 𝑒 𝑥

F 𝑦𝑥 = −𝑆𝑖𝑛(𝑦) + 𝑒 𝑥

𝑥
Example 4.31: if 𝑓(𝑥, 𝑦) = 𝑇𝑎𝑛 −1 (𝑦 ) prove that F 𝑥𝑥 + F 𝑦𝑦 = 0

1 𝑦 −𝑥
F𝑥 = = F𝑦 =
𝑥2 𝑥2 + 𝑦2 𝑦2 + 𝑥2
𝑦+
𝑦

−2𝑥𝑦 2𝑥𝑦
F 𝑥𝑥 = F 𝑦𝑦 =
(𝑥 2+ 𝑦 2 )2 (𝑥 2 + 𝑦 2 )2

−2𝑥𝑦 2𝑥𝑦
So F 𝑥𝑥 + F 𝑦𝑦 = + =0
(𝑥2 +𝑦2 )2 (𝑥2+𝑦2 )2

Example 4.32: if 𝑓(𝑥, 𝑦) = 𝑒 −2𝑦 𝑥𝐶𝑜𝑠(2𝑥) prove that F 𝑥𝑥 + F 𝑦𝑦 = 0

F 𝑥 = 𝑒 −2𝑦 (−2𝑥𝑆𝑖𝑛 (2𝑥) + 𝐶𝑜𝑠 (2𝑥)) = −2𝑒 −2𝑦 𝑥𝑆𝑖𝑛 (2𝑥) + 𝑒 −2𝑦 𝐶𝑜𝑠 (2𝑥)

F 𝑦 = −2𝑥𝐶𝑜𝑠(2𝑥)𝑒 −2𝑦

F 𝑥𝑥 = −4𝑒 −2𝑦 𝑥𝐶𝑜𝑠 (2𝑥) − 2𝑒 −2𝑦 𝑆𝑖𝑛(2𝑥) − 2𝑒 −2𝑦 𝑆𝑖𝑛(2𝑥)

F 𝑦𝑦 = 4𝑥𝐶𝑜𝑠(2𝑥)𝑒 −2𝑦

F 𝑥𝑥 + F 𝑦𝑦 = −4𝑒 −2𝑦 𝑆𝑖𝑛 (2𝑥)

Example 4.33: if 𝑊 = 𝑆𝑖𝑛(𝑥 + 𝑐𝑡) prove that W𝑡𝑡 + c 2 W𝑥𝑥

W𝑥 = 𝐶𝑜𝑠(𝑥 + 𝑐𝑡)

W𝑥𝑥 = −𝑆𝑖𝑛(𝑥 + 𝑐𝑡)

W𝑡 = 𝑐 𝐶𝑜𝑠 (𝑥 + 𝑐𝑡 )
56

W𝑡𝑡 = −𝑐 2 𝑆𝑖𝑛(𝑥 + 𝑐𝑡 ) = 𝑐 2 W𝑥𝑥

Wo rk in progress by Saif Bashar – Updated on March 2021


Partial Derivative s4ifbn.com

Example 4.34: if 𝑊 = 𝐶𝑜𝑠(2𝑥 + 2𝑐𝑡) prove that W𝑡𝑡 + c 2 W𝑥𝑥

W𝑥 = −2 𝑆𝑖𝑛(2𝑥 + 2𝑐𝑡)

W𝑥𝑥 = −4 𝐶𝑜𝑠(2𝑥 + 2𝑐𝑡)

W𝑡 = −2𝑐 𝑆𝑖𝑛(2𝑥 + 2𝑐𝑡)

W𝑡𝑡 = −4𝑐 2 𝐶𝑜𝑠(2𝑥 + 2𝑐𝑡 ) = 𝑐 2 W𝑥𝑥

Example 4.35: if 𝑊 = 𝑙𝑛 (2𝑥 + 2𝑐𝑡 ) + 𝐶𝑜𝑠 (2𝑥 + 2𝑐𝑡 ) prove that W𝑡𝑡 + c 2 W𝑥𝑥

2
W𝑥 = − 2 𝑆𝑖𝑛(2𝑥 + 2𝑐𝑡)
2𝑥 + 2𝑐𝑡
−4
W𝑥𝑥 = − 4 𝐶𝑜𝑠(2𝑥 + 2𝑐𝑡)
(2𝑥 + 2𝑐𝑡)2

2𝑐
W𝑡 = − 2𝑐 𝑆𝑖𝑛(2𝑥 + 2𝑐𝑡)
2𝑥 + 2𝑐𝑡

−4𝑐 2
W𝑡𝑡 = − 4𝑐 2 𝐶𝑜𝑠(2𝑥 + 2𝑐𝑡) = 𝑐 2 W𝑥𝑥
(2𝑥 + 2𝑐𝑡)2

Example 4.36: if 𝑊 = 𝑇𝑎𝑛(𝑥 − 𝑐𝑡) prove that W𝑡𝑡 + c 2 W𝑥𝑥

W𝑥 = 𝑆𝑒𝑐 2 (𝑥 − 𝑐𝑡 )

W𝑥𝑥 = 2 𝑆𝑒𝑐 2 (𝑥 − 𝑐𝑡 )𝑇𝑎𝑛(𝑥 − 𝑐𝑡)

W𝑡 = −𝑐 𝑆𝑒𝑐 2 (𝑥 − 𝑐𝑡)

W𝑡𝑡 = 2𝑐 2 𝑆𝑒𝑐 2(𝑥 − 𝑐𝑡 )𝑇𝑎𝑛(𝑥 − 𝑐𝑡) = 𝑐 2 W𝑥𝑥

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Wo rk in progress by Saif Bashar – Updated on March 2021


Chapter Five

Integration
Integration
5.1 Definition
5.2 The indefinite Integration
5.3 U Substitution Method
5.4 Integration by Parts
5.5 Tabular Integration Method
5.6 Trigonometric Substitution Method
5.7 Integration Involving Quadratic Equation
5.8 Integration by Long Division
5.9 Integration by Partial Fractions
5.10 Exponents Substitution
5.11 Rational Functions of 𝑺𝒊𝒏(𝒙) and 𝑪𝒐𝒔(𝒙)
5.12 Integration of products of Sine and Cosine with different angles
I N TEG R A TION s4ifbn.com

5.1 Definition
The integration is the inverse of differentiation, and there are two types of integration (indefinite and definite
integration)

Benefits of Integration

- Area of irregular shapes


- Measure the length of curves
- Calculate the future position of a body from its present location
- Volumes of arbitrary solids

5.2 The Indefinite Integration

∫ 𝑓(𝑥) 𝑑𝑥 = 𝐹 (𝑥) + 𝐶

We say that 𝐹(𝑥) is an integral of 𝑓 (𝑥) with respect to 𝑥 and 𝐹(𝑥) + 𝐶 is also such an integral when 𝐶 is any
constant since
𝑑 𝑑𝐹(𝑥) 𝑑𝑐
[𝐹 (𝑥) + 𝐶 ] = + = 𝑓(𝑥) + 0 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

Basic Rules

∫ 𝑑𝑥 = 𝑥 + 𝐶

∫ 𝑘 𝑑𝑥 = 𝑘 ∫ 𝑑𝑥 𝑘 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡

∫(𝑑𝑢 ± 𝑑𝑣) = ∫ 𝑑𝑢 ± ∫ 𝑑𝑣

𝑥 𝑛+1
∫ 𝑥 𝑛 𝑑𝑥 = +𝐶 𝑤ℎ𝑒𝑟𝑒 𝑛 ≠ −1
𝑛 +1

∫ 𝑒 𝑥 𝑑𝑥 = 𝑒 𝑥 + 𝐶

𝑑𝑥
∫ = 𝑙𝑛 (𝑥) + 𝐶
𝑥

1 𝑎𝑥
∫ 𝑎𝑥 𝑑𝑥 = ∫ 𝑎𝑥 𝑙𝑛 (𝑎) 𝑑𝑥 = +𝐶
𝑙𝑛(𝑎) 𝑙𝑛(𝑎)

∫ 𝑆𝑖𝑛(𝑥) 𝑑𝑥 = −𝐶𝑜𝑠 (𝑥) + 𝐶 ∫ 𝐶𝑜𝑠 (𝑥) 𝑑𝑥 = 𝑆𝑖𝑛(𝑥) + 𝐶

∫ 𝑆𝑒𝑐 2 (𝑥) 𝑑𝑥 = 𝑇𝑎𝑛(𝑥) + 𝐶 ∫ 𝐶𝑠𝑐 2 (𝑥) 𝑑𝑥 = −𝐶𝑜𝑡(𝑥) + 𝐶


59

∫ 𝑆𝑒𝑐(𝑥)𝑇𝑎𝑛(𝑥) 𝑑𝑥 = 𝑆𝑒𝑐(𝑥) + 𝐶 ∫ 𝐶𝑠𝑐 (𝑥)𝐶𝑜𝑡(𝑥) 𝑑𝑥 = −𝐶𝑠𝑐 (𝑥) + 𝐶

Wo rk in progress by Saif Bashar – Updated March 2021


I N TEG R A TION s4ifbn.com

∫ 𝑆𝑖𝑛ℎ(𝑥) 𝑑𝑥 = 𝐶𝑜𝑠ℎ(𝑥) + 𝐶 ∫ 𝐶𝑜𝑠ℎ (𝑥) 𝑑𝑥 = 𝑆𝑖𝑛ℎ (𝑥) + 𝐶

∫ 𝑆𝑒𝑐ℎ2 (𝑥) 𝑑𝑥 = 𝑇𝑎𝑛ℎ(𝑥) + 𝐶 ∫ 𝐶𝑠𝑐ℎ2 (𝑥) 𝑑𝑥 = −𝐶𝑜𝑡ℎ(𝑥) + 𝐶

∫ 𝑆𝑒𝑐ℎ(𝑥)𝑇𝑎𝑛ℎ(𝑥) 𝑑𝑥 = −𝑆𝑒𝑐ℎ(𝑥) + 𝐶 ∫ 𝐶𝑠𝑐ℎ (𝑥)𝐶𝑜𝑡ℎ(𝑥) 𝑑𝑥 = −𝐶𝑠𝑐ℎ(𝑥) + 𝐶

1
∫ 𝑑𝑥 = 𝑆𝑖𝑛 −1 (𝑥) + 𝐶 𝑜𝑟 − 𝐶𝑜𝑠 −1 (𝑥) + 𝐶
√1 − 𝑥2
1
∫ 𝑑𝑥 = 𝑇𝑎𝑛 −1(𝑥) + 𝐶 𝑜𝑟 − 𝐶𝑜𝑡 −1 (𝑥) + 𝐶
1 + 𝑥2
1
∫ 𝑑𝑥 = 𝑆𝑒𝑐 −1 (𝑥) + 𝐶 𝑜𝑟 − 𝐶𝑠𝑐 −1 (𝑥) + 𝐶
𝑥 √𝑥 2 − 1
1
∫ 𝑑𝑥 = 𝑆𝑖𝑛ℎ−1 (𝑥) + 𝐶
√1 + 𝑥2
1
∫ 𝑑𝑥 = 𝐶𝑜𝑠ℎ−1 (𝑥) + 𝐶
√𝑥2 −1
1
∫ 𝑑𝑥 = 𝑇𝑎𝑛ℎ−1 (𝑥) + 𝐶 𝑖𝑓 |𝑥| < 1 𝑜𝑟 𝐶𝑜𝑡 −1 (𝑥) + 𝐶 𝑖𝑓 |𝑥| > 1
1 − 𝑥2

1
∫ 𝑑𝑥 = −𝑆𝑒𝑐ℎ−1 (𝑥) + 𝐶
𝑥 √1 − 𝑥 2
1
∫ 𝑑𝑥 = −𝐶𝑠𝑐ℎ−1 (𝑥) + 𝐶
𝑥 √1 + 𝑥2

∫ 𝑇𝑎𝑛(𝑥) 𝑑𝑥 = 𝑙𝑛 |𝑆𝑒𝑐 (𝑥)| + 𝐶 𝑜𝑟 − 𝑙𝑛|𝐶𝑜𝑠 (𝑥)| + 𝐶 ∫ 𝐶𝑜𝑡 (𝑥) 𝑑𝑥 = 𝑙𝑛|𝑆𝑖𝑛 (𝑥)| + 𝐶

∫ 𝑆𝑒𝑐(𝑥) 𝑑𝑥 = 𝑙𝑛 |𝑆𝑒𝑐 (𝑥) + 𝑇𝑎𝑛(𝑥)| + 𝐶 ∫ 𝐶𝑠𝑐 (𝑥) 𝑑𝑥 = 𝑙𝑛|𝐶𝑠𝑐 (𝑥) − 𝐶𝑜𝑡 (𝑥)| + 𝐶

− 𝑆𝑖𝑛 𝑛−1 (𝑥)𝐶𝑜𝑠 (𝑥) 𝑛 − 1


∫ 𝑆𝑖𝑛 𝑛 (𝑥) 𝑑𝑥 = + ∫ 𝑆𝑖𝑛 𝑛−2 (𝑥) 𝑑𝑥
𝑛 𝑛

𝐶𝑜𝑠 𝑛−1 (𝑥) 𝑆𝑖𝑛 (𝑥) 𝑛 − 1


∫ 𝐶𝑜𝑠 𝑛 (𝑥) 𝑑𝑥 = + ∫ 𝐶𝑜𝑠 𝑛−2 (𝑥) 𝑑𝑥
𝑛 𝑛

𝑇𝑎𝑛 𝑛−1 (𝑥)


∫ 𝑇𝑎𝑛 𝑛 (𝑥) 𝑑𝑥 = − ∫ 𝑇𝑎𝑛 𝑛−2 (𝑥) 𝑑𝑥
𝑛 −1

∫ 𝑆𝑒𝑐 2𝑛 (𝑥) 𝑑𝑥 = ∫(1 + 𝑇𝑎𝑛 2(𝑥))𝑛−1 𝑑𝑥

𝑑𝑢 𝑑𝑢
∫ = 𝑙𝑛 (√𝑎2 + 𝑢 2 + 𝑢) + 𝐶 ∫ = 𝑙𝑛 (√𝑢 2 − 𝑎2 + 𝑢) + 𝐶
60

√𝑎2 + 𝑢 2 √𝑢 2 − 𝑎2

Wo rk in progress by Saif Bashar – Updated March 2021


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Example 5.1:

3𝑥 2
∫ 𝑑𝑥 = 𝑙 𝑛(𝑥 3 + 5) + 𝐶
𝑥3 + 5

Example 5.2:

𝑆𝑖𝑛 (𝑥) − 𝑆𝑖𝑛(𝑥)


∫ 𝑇𝑎𝑛(𝑥) 𝑑𝑥 = ∫ 𝑑𝑥 = − ∫ 𝑑𝑥 = − 𝑙𝑛(𝐶𝑜𝑠 (𝑥)) + 𝐶 =
𝐶𝑜𝑠 (x) 𝐶𝑜𝑠 (𝑥)

𝑙𝑛(𝐶𝑜𝑠(𝑥))−1 + 𝐶 = 𝑙𝑛 (𝑆𝑒𝑐(𝑥)) + 𝐶

Example 5.3:

1 + 𝐶𝑜𝑠(2𝑥) 1 𝐶𝑜𝑠 (2𝑥) 1 2 𝐶𝑜𝑠(2𝑥)


∫ 𝐶𝑜𝑠 2 (𝑥) 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 + ∫ 𝑑𝑥 = ∫ 𝑑𝑥 + ∫ 𝑑𝑥
2 2 2 2 4
𝑥 𝑆𝑖𝑛(2𝑥)
= + +𝐶
2 4

Or we can use the rule of powers of cosine

Example 5.4:

𝑆𝑒𝑐 (𝑥) 1
∫ 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ 𝑆𝑒𝑐 2 (𝑥)𝑑𝑥 = 𝑇𝑎𝑛(𝑥) + 𝐶
𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 2 (𝑥)

Example 5.5:

2 1 2 1 2
∫ 𝑒 𝑥 𝑥 𝑑𝑥 = ∫ 𝑒 𝑥 2𝑥 𝑑𝑥 = 𝑒 𝑥 + 𝐶
2 2

Example 5.6:
3
2(1 + 𝑒 𝑥 )2
∫ 𝑒 𝑥 √1 + 𝑒 𝑥 𝑑𝑥 = +𝐶
3

Example 5.7:

𝑙𝑛 (2) 𝑥 2𝑥
∫ 2𝑥 𝑑𝑥 = ∫ 2 𝑑𝑥 = +𝐶
𝑙𝑛 (2) 𝑙𝑛(2)
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Example 5.8:

𝑒 𝑥 + 𝑒 −𝑥
∫ 𝑑𝑥 = 𝑙𝑛 (𝑒 𝑥 − 𝑒 −𝑥 ) + 𝐶
𝑒 𝑥 − 𝑒 −𝑥

Example 5.9:

∫ 𝑒 𝑥 𝑆𝑖𝑛(1 + 𝑒 𝑥 ) 𝑑𝑥 = − ∫ −𝑒 𝑥 𝑆𝑖𝑛(1 + 𝑒 𝑥 ) 𝑑𝑥 = − 𝐶𝑜𝑠(1 + 𝑒 𝑥 ) + 𝐶

Example 5.10:

1
∫ 𝑑𝑥
1 + 3𝑥 2

1 √3 𝑑𝑥 1
∫ = 𝑇𝑎𝑛 −1 (√3𝑥) + 𝐶
√3 1 + (√ 3𝑥)2 √3

Example 5.11:

1
∫ 𝑑𝑥
√𝑒 𝑥
1 −𝑥 −1 −𝑥 −𝑥 −2
=∫ 𝑥 𝑑𝑥 = ∫ 𝑒 2 𝑑𝑥 = −2 ∫ 𝑒 2 𝑑𝑥 = −2𝑒 2 + 𝐶 = +𝐶
𝑒 2
2 √𝑒 𝑥

Example 5.12:

8x − 5
∫ 3 𝑑𝑥
√𝑥
x 1 −1 −1 2 −1
= 8∫ 1 𝑑𝑥 − 5 ∫ 1 𝑑𝑥 = 8 ∫ 𝑥 ∗ 𝑥 3 𝑑𝑥 − 5 ∫ 𝑥 3 𝑑𝑥 = 8 ∫ 𝑥 3 𝑑𝑥 − 5 ∫ 𝑥 3 𝑑𝑥
𝑥 3 𝑥 3

3 3
3 5 3 2 24 √𝑥 5 15 √𝑥 2
= 8 ∗ 𝑥3 − 5 ∗ 𝑥 3 + 𝐶 = − +𝐶
5 2 5 2

Example 5.13:

cos (2𝑥)
∫ 𝑑𝑥
sin(𝑥) + cos (𝑥)

cos 2(𝑥) − sin2 (𝑥) (cos(x) − sin (x))(cos(x) + sin (x))


= ∫ 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ cos(𝑥) − sin (𝑥) 𝑑𝑥
sin(𝑥) + cos (𝑥) sin(𝑥) + cos (𝑥)
62

= sin(𝑥) + cos(𝑥) + 𝐶

Wo rk in progress by Saif Bashar – Updated March 2021


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Example 5.14:

∫ csc 3(𝑥) sec (𝑥) 𝑑𝑥

1 sin2(𝑥) + cos 2 (𝑥) sin2(𝑥) cos 2(𝑥)


=∫ 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 + ∫ 𝑑𝑥
sin3(𝑥)cos (𝑥) sin3(𝑥)cos (𝑥) sin3(𝑥)cos (𝑥) sin3(𝑥)cos (𝑥)

1 cos(𝑥) sin2(𝑥) + cos 2 (𝑥) cos(𝑥)


= ∫ 𝑑𝑥 + ∫ 3 𝑑𝑥 = ∫ 𝑑𝑥 + ∫ 3 𝑑𝑥
sin(𝑥)cos (𝑥) sin (𝑥) sin(𝑥)cos (𝑥) sin (𝑥)

sin2(𝑥) cos 2 (𝑥) cos (𝑥)


=∫ 𝑑𝑥 + ∫ 𝑑𝑥 + ∫ 3 𝑑𝑥
sin(𝑥)cos (𝑥) sin(𝑥)cos (𝑥) sin (𝑥)

sin(𝑥) cos (𝑥) cos(𝑥)


=∫ 𝑑𝑥 + ∫ 𝑑𝑥 + ∫ 3 𝑑𝑥
cos (𝑥) sin(𝑥) sin (𝑥)

− sin(𝑥) cos (𝑥)


= −∫ 𝑑𝑥 + ∫ 𝑑𝑥 + ∫ cos (𝑥) sin−3(𝑥) 𝑑𝑥
cos (𝑥) sin(𝑥)

sin−2(𝑥)
= −ln |cos (𝑥)| + ln |sin (𝑥)| − +𝐶
2

1 𝑠𝑖𝑛(𝑥) 1 1
= ln |sin (𝑥)| − ln |cos (𝑥)| − + 𝐶 = ln| |− + 𝐶 = ln|tan(𝑥)| − csc 2(𝑥) + 𝐶
2(
2 sin 𝑥 ) (
𝑐𝑜𝑠 𝑥) 2
2 sin 𝑥( ) 2

Proof 5.1:
∫ 𝑆𝑒𝑐(𝑥) 𝑑𝑥 = 𝑙𝑛 |𝑆𝑒𝑐 (𝑥) + 𝑇𝑎𝑛(𝑥)| + 𝐶

𝑆𝑒𝑐(𝑥) + 𝑇𝑎𝑛(𝑥) 𝑆𝑒𝑐 2 (𝑥) + 𝑆𝑒𝑐(𝑥)𝑇𝑎𝑛(𝑥)


∫ 𝑆𝑒𝑐(𝑥) 𝑑𝑥 = ∫ 𝑆𝑒𝑐 (𝑥) ∗ 𝑑𝑥 = ∫ 𝑑𝑥 =
𝑆𝑒𝑐(𝑥) + 𝑇𝑎𝑛(𝑥) 𝑆𝑒𝑐 (𝑥) + 𝑇𝑎𝑛(𝑥)

𝑆𝑒𝑐 (𝑥)𝑇𝑎𝑛(𝑥) + 𝑆𝑒𝑐 2 (𝑥)


∫ 𝑑𝑥 = 𝑙𝑛 |𝑆𝑒𝑐 (𝑥) + 𝑇𝑎𝑛(𝑥)| + 𝐶
𝑆𝑒𝑐 (𝑥) + 𝑇𝑎𝑛(𝑥)

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5.3 U Substitution Method


Example 5.15:

∫ 𝑥 √1 − 𝑥 𝑑𝑥 𝑙𝑒𝑡 𝑢 = 1 − 𝑥, 𝑑𝑢 = −𝑑𝑥

3 5 3 5
1 1 3
2𝑢2 2𝑢2 2(1−𝑥 )2 2(1−𝑥 )2
− ∫(1 − 𝑢)𝑢 2 𝑑𝑢 = − ∫ 𝑢 2 𝑑𝑢 + ∫ 𝑢 2 𝑑𝑢 = − + +𝐶= − + +𝐶
3 5 3 5

Example 5.16:

𝑆𝑖𝑛 (𝑥)𝑑𝑥 𝑑𝑢
∫ 𝑙𝑒𝑡 𝑢 = 3 + 4 𝐶𝑜𝑠 (𝑥) , 𝑑𝑢 = −4 𝑆𝑖𝑛(𝑥)𝑑𝑥 , 𝑑𝑥 =
3 + 4 𝐶𝑜𝑠(𝑥) −4 𝑆𝑖𝑛(𝑥)

𝑆𝑖𝑛(𝑥) 𝑑𝑢 −1 𝑑𝑢 −1 −1
∫ = ∫ = 𝑙𝑛(𝑢) + 𝐶 = 𝑙𝑛(3 + 4 𝐶𝑜𝑠(𝑥)) + 𝐶
−4 𝑆𝑖𝑛(𝑥) 𝑢 4 𝑢 4 4

Example 5.17:

𝑑𝑦 1
∫ 𝑙𝑒𝑡 𝑢 = √𝑦 , 𝑑𝑢 = 𝑑𝑦 , 𝑑𝑦 = 2√𝑦 𝑑𝑢 , 𝑦 = 𝑢2
(1 + 𝑦) √𝑦 2√𝑦

2√𝑦 𝑑𝑢 𝑑𝑢
∫ = 2∫ = 2 𝑇𝑎𝑛 −1 (𝑢) + 𝐶 = 2 𝑇𝑎𝑛 −1 (√𝑦) + 𝐶
(1 + 𝑢 2 ) √𝑦 1 + 𝑢2

Example 5.18:

𝑑𝑥 𝑒 𝑥 𝑑𝑥
∫ =∫ 𝑙𝑒𝑡 𝑢 = 𝑒 𝑥 , 𝑑𝑢 = 𝑒 𝑥 𝑑𝑥
√𝑒 2𝑥 − 1 𝑒 𝑥 √𝑒 2𝑥 − 1
𝑒 𝑥 𝑑𝑥 𝑑𝑢
∫ =∫ = 𝑆𝑒𝑐 −1 (𝑢) + 𝐶 = 𝑆𝑒𝑐 −1 (𝑒 𝑥) + 𝐶
𝑒 𝑥 √𝑒 2𝑥 − 1 𝑢√𝑢 2 − 1

Example 5.19:

𝑒 𝑥 √𝑒 𝑥 − 1 𝑥 − 1 , 𝑒 𝑥 = 𝑢 2 + 1, 𝑑𝑢 =
𝑒𝑥 2√𝑒 𝑥 − 1 𝑑𝑢
∫ 𝑑𝑥 = 𝑙𝑒𝑡 𝑢 = √𝑒 𝑑𝑥 , 𝑑𝑥 =
𝑒𝑥 + 3 2√𝑒 𝑥 − 1 𝑒𝑥

𝑢(𝑢 2 + 1) 2𝑢 2𝑢 2 𝑢2 + 4 − 4 1
=∫ 2 ∗ 2 𝑑𝑢 = ∫ 2 𝑑𝑢 = 2 (∫ 2 𝑑𝑢) = 2(∫ 𝑑𝑢 − 4 ∫ 2 𝑑𝑢)
𝑢 + 1 + 3 (𝑢 + 1) 𝑢 +4 𝑢 +4 𝑢 +4

1
1 1 2
= 2(∫ 𝑑𝑢 − 4 ∫ 𝑢2
𝑑𝑢) = 2(∫ 𝑑𝑢 − ∫ 𝑢 𝑑𝑢)) = 2(∫ 𝑑𝑢 − 2 ∫ 𝑢 𝑑𝑢)
4(4 + 1) ((2 )2 + 1) ((2)2 + 1)
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𝑢 √𝑒 𝑥 − 1
= 2𝑢 − 4𝑡𝑎𝑛−1 ( ) + 𝐶 = 2√𝑒 𝑥 − 1 − 4𝑡𝑎𝑛−1 ( )+ 𝐶
2 2

Example 5.20:
2 2 2
∫ 𝐶𝑜𝑠 3 (𝑥)𝑆𝑖𝑛 5 (𝑥) 𝑑𝑥 = ∫ 𝐶𝑜𝑠 3 (𝑥)𝑆𝑖𝑛 4(𝑥)𝑆𝑖𝑛(𝑥)𝑑𝑥 = ∫ 𝐶𝑜𝑠 3 (𝑥)(1 − 𝐶𝑜𝑠 2 (𝑥))2 𝑆𝑖𝑛(𝑥)𝑑𝑥

𝑙𝑒𝑡 𝑢 = 𝐶𝑜𝑠 (𝑥) → 𝑑𝑢 = −𝑆𝑖𝑛 (𝑥)𝑑𝑥


2 2
∫ 𝐶𝑜𝑠 3 (𝑥)(1 − 𝐶𝑜𝑠 2 (𝑥))2 𝑆𝑖𝑛(𝑥)𝑑𝑥 = − ∫ 𝑢 3(1 − 𝑢 2 )2 𝑑𝑢

5 11 17
2 2 8 3𝑢 3 6𝑢 3
14 3𝑢 3
− ∫ 𝑢 (1 − 2𝑢 2 + 𝑢 4)𝑑𝑢 = − ∫ (𝑢 − 2𝑢 + 𝑢 )𝑑𝑢 = −
3 3 3 +
3 − +𝐶=
5 11 17
5 11 17
3𝐶𝑜𝑠 3 (𝑥) 6𝐶𝑜𝑠 3 (𝑥) 3𝐶𝑜𝑠 3 (𝑥)
− + − +𝐶
5 11 17

Example 5.21:

∫ 𝑇𝑎𝑛 5 (𝑥)𝑆𝑒𝑐 3 (𝑥)𝑑𝑥 = ∫ 𝑇𝑎𝑛 4(𝑥)𝑆𝑒𝑐 2 (𝑥) 𝑇𝑎𝑛(𝑥)𝑆𝑒𝑐(𝑥) 𝑑𝑥 = ∫(𝑇𝑎𝑛 2(𝑥))2 𝑆𝑒𝑐 2(𝑥) 𝑇𝑎𝑛(𝑥)𝑆𝑒𝑐(𝑥) 𝑑𝑥 =

= ∫(𝑠𝑒𝑐 2 (𝑥) − 1)2 𝑆𝑒𝑐 2(𝑥) 𝑇𝑎𝑛(𝑥)𝑆𝑒𝑐(𝑥) 𝑑𝑥 𝑙𝑒𝑡 𝑢 = Sec(𝑥) , 𝑑𝑢 = Sec(𝑥) 𝑇𝑎𝑛(𝑥)𝑑𝑥

𝑢 7 2𝑢 5 𝑢 3
= ∫(𝑢 2 − 1)2 𝑢2𝑑𝑢 = ∫(𝑢 4 − 2𝑢 2 + 1)𝑢2 𝑑𝑢 = ∫(𝑢 6 − 2𝑢 4 + 𝑢 2)𝑑𝑢 = − + +𝐶
7 5 3

𝑆𝑒𝑐 7 (𝑥) 2𝑆𝑒𝑐 5 (𝑥) 𝑆𝑒𝑐 3 (𝑥)


= − + +𝐶
7 5 3

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5.4 Integration by Parts


Simplifying integrals of the from 𝑓(𝑥) ∗ 𝑔(𝑥)

𝑑 𝑑𝑣 𝑑𝑢
(𝑢𝑣) = 𝑢 +𝑣
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑(𝑢𝑣) = 𝑢𝑑𝑣 + 𝑣𝑑𝑢

∫ 𝑑(𝑢𝑣) = ∫ 𝑢𝑑𝑣 + ∫ 𝑣𝑑𝑢

𝑢𝑣 = ∫ 𝑢𝑑𝑣 + ∫ 𝑣𝑑𝑢

∫ 𝑢 𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣 𝑑𝑢

Example 5.22:

∫ 𝑥 𝑒 𝑥 𝑑𝑥

𝑙𝑒𝑡 𝑢 = 𝑥, 𝑑𝑢 = 𝑑𝑥

𝑙𝑒𝑡 𝑑𝑣 = 𝑒 𝑥 𝑑𝑥 → ∫ 𝑑𝑣 = ∫ 𝑒 𝑥 𝑑𝑥 → 𝑣 = 𝑒 𝑥

∫ 𝑥 𝑒 𝑥 𝑑𝑥 = 𝑥𝑒 𝑥 − ∫ 𝑒 𝑥 𝑑𝑥 = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝐶

Example 5.23:

∫ 𝑙𝑛 (𝑥) 𝑑𝑥

𝑑𝑥
𝑙𝑒𝑡 𝑢 = 𝑙𝑛 (𝑥), 𝑑𝑢 =
𝑥

𝑙𝑒𝑡 𝑑𝑣 = 𝑑𝑥 → ∫ 𝑑𝑣 = ∫ 𝑑𝑥 → 𝑣 = 𝑥

∫ ln(𝑥) 𝑑𝑥 = 𝑥 ln(𝑥) − ∫ 𝑑𝑥 = 𝑥 ln(𝑥) − 𝑥 + 𝐶

Example 5.24:

∫ 𝑥 𝑙𝑛 (𝑥) 𝑑𝑥
𝑑𝑥
𝑙𝑒𝑡 𝑢 = 𝑙𝑛 (𝑥), 𝑑𝑢 =
𝑥
𝑥2
∫ 𝑑𝑣 = ∫ 𝑥 𝑑𝑥 → 𝑣 =
66

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𝑥2 𝑥 2 𝑑𝑥 𝑥 2 𝑙 𝑛 (𝑥) 1 𝑥 2 𝑙 𝑛(𝑥) 𝑥 2
∫ 𝑥 𝑙𝑛 (𝑥)𝑑𝑥 = 𝑙𝑛 (𝑥) − ∫ = − ∫ 𝑥 𝑑𝑥 = − +𝐶
2 2 𝑥 2 2 2 4

Example 5.25:

∫ 𝑇𝑎𝑛 −1 (𝑥) 𝑑𝑥

𝑑𝑥
𝑙𝑒𝑡 𝑢 = 𝑇𝑎𝑛 −1 (𝑥) , 𝑑𝑢 =
𝑥2 + 1

∫ 𝑑𝑣 = ∫ 𝑑𝑥 → 𝑣 = 𝑥

𝑥 𝑑𝑥 1 2𝑥 𝑑𝑥 𝑙𝑛(𝑥 2 + 1)
∫ 𝑇𝑎𝑛 −1 (𝑥)𝑑𝑥 = 𝑥 𝑇𝑎𝑛−1 (𝑥) − ∫ −1 (
= 𝑥 𝑇𝑎𝑛 𝑥 − ) ∫ −1 (
= 𝑥 𝑇𝑎𝑛 𝑥 − ) +𝐶
𝑥2 + 1 2 𝑥2 + 1 2

Example 5.26:

∫ 𝑥 2 𝑙𝑛 (𝑥 + 1) 𝑑𝑥

𝑑𝑥
𝑙𝑒𝑡 𝑢 = 𝑙𝑛 (𝑥 + 1), 𝑑𝑢 =
𝑥 +1
𝑥3
∫ 𝑑𝑣 = ∫ 𝑥 2 𝑑𝑥 → 𝑣 =
3

𝑥3 𝑥 3 𝑑𝑥 𝑥3 1 𝑥3
∫ 𝑥 2 𝑙𝑛 (𝑥 + 1)𝑑𝑥 = 𝑙𝑛 (𝑥 + 1) − ∫ = 𝑙𝑛 (𝑥 + 1) − ∫ 𝑑𝑥
3 3 𝑥 +1 3 3 𝑥 +1

𝑥3 1
= (𝑥 2 − 𝑥 + 1) −
𝑥 +1 𝑥 +1

𝑥3 1 1
∫ 𝑥 2 𝑙𝑛 (𝑥 + 1)𝑑𝑥 = 𝑙𝑛 (𝑥 + 1) − ∫ ( (𝑥 2 − 𝑥 + 1) − ) 𝑑𝑥 =
3 3 𝑥+1

𝑥3 1 𝑥3 𝑥2
𝑙 𝑛(𝑥 + 1) − ( − + 𝑥 − 𝑙 𝑛(𝑥 + 1)) + 𝐶
3 3 3 2

Example 5.27:

∫ 𝑥 2 𝑇𝑎𝑛 −1(𝑥) 𝑑𝑥

𝑑𝑥
𝐿𝑒𝑡 𝑢 = 𝑇𝑎𝑛 −1 (𝑥) → 𝑑𝑢 =
1 + 𝑥2

𝑥3
∫ 𝑑𝑣 = ∫ 𝑥 2 𝑑𝑥 → 𝑣 =
3
67

𝑥 3 𝑇𝑎𝑛−1 (𝑥) 1 𝑥3 𝑥 3 𝑇𝑎𝑛−1 (𝑥) 1 1 2𝑥


∫ 𝑥 2 𝑇𝑎𝑛 −1(𝑥) 𝑑𝑥 = − ∫ 2 𝑑𝑥 = − (∫ 𝑥 𝑑𝑥 − ∫ 2 𝑑𝑥 )
3 3 1+ 𝑥 3 3 2 𝑥 +1

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𝑥 3 𝑇𝑎𝑛 −1(𝑥) 𝑥 2 𝑙𝑛 (𝑥 2 + 1)
= − + +𝐶
3 6 6

Example 5.28:

∫ 𝑆𝑖𝑛 3 (4𝑥)𝑑𝑥 = ∫ 𝑆𝑖𝑛 2 (4𝑥) 𝑆𝑖𝑛(4𝑥)𝑑𝑥

𝑙𝑒𝑡 𝑢 = 𝑆𝑖𝑛 2 (4𝑥) , 𝑑𝑢 = 8 𝑆𝑖𝑛 (4𝑥) ∗ 𝐶𝑜𝑠 (4𝑥) 𝑑𝑥


𝐶𝑜𝑠(4𝑥)
∫ 𝑑𝑣 = ∫ 𝑆𝑖𝑛 (4𝑥) 𝑑𝑥 → 𝑣 = −
4

− 𝑆𝑖𝑛 2 (4𝑥) 𝐶𝑜𝑠 (4𝑥) 8 𝐶𝑜𝑠 (4𝑥)𝑆𝑖𝑛 (4𝑥) ∗ 𝐶𝑜𝑠 (4𝑥) 𝑑𝑥


∫ 𝑆𝑖𝑛 3 (4𝑥)𝑑𝑥 = +∫
4 4

− 𝑆𝑖𝑛 2 (4𝑥) 𝐶𝑜𝑠(4𝑥)


= + ∫ 2 𝐶𝑜𝑠 2 (4𝑥)𝑆𝑖𝑛 (4𝑥) 𝑑𝑥 =
4

− 𝑆𝑖𝑛 2 (4𝑥) 𝐶𝑜𝑠(4𝑥) −4


= + ∫2 ∗ 𝐶𝑜𝑠 2 (4𝑥)𝑆𝑖𝑛 (4𝑥) 𝑑𝑥 =
4 −4

− 𝑆𝑖𝑛 2 (4𝑥) 𝐶𝑜𝑠(4𝑥) −4 − 𝑆𝑖𝑛 2 (4𝑥) 𝐶𝑜𝑠 (4𝑥) 𝐶𝑜𝑠 3 (4𝑥)


= + ∫ 𝐶𝑜𝑠 2 (4𝑥)𝑆𝑖𝑛 (4𝑥) 𝑑𝑥 = − +𝐶
4 −2 4 6

Example 5.29:

∫ 𝑒 𝑥 𝑆𝑖𝑛 (𝑥) 𝑑𝑥

𝑙𝑒𝑡 𝑢 = 𝑆𝑖𝑛 (𝑥), 𝑑𝑢 = 𝐶𝑜𝑠 (𝑥) 𝑑𝑥

𝑙𝑒𝑡 𝑑𝑣 = 𝑒 𝑥 𝑑𝑥 → ∫ 𝑑𝑣 = ∫ 𝑒 𝑥 𝑑𝑥 → 𝑣 = 𝑒 𝑥

∫ 𝑒 𝑥 𝑆𝑖𝑛 (𝑥) 𝑑𝑥 = 𝑒 𝑥 𝑆𝑖𝑛(𝑥) − ∫ 𝑒 𝑥 𝐶𝑜𝑠(𝑥) 𝑑𝑥

𝑙𝑒𝑡 𝑢 = 𝐶𝑜𝑠 (𝑥), 𝑑𝑢 = −𝑆𝑖𝑛(𝑥) 𝑑𝑥

𝑙𝑒𝑡 𝑑𝑣 = 𝑒 𝑥 𝑑𝑥 → ∫ 𝑑𝑣 = ∫ 𝑒 𝑥 𝑑𝑥 → 𝑣 = 𝑒 𝑥

∫ 𝑒 𝑥 𝐶𝑜𝑠(𝑥) 𝑑𝑥 = 𝑒 𝑥 𝐶𝑜𝑠 (𝑥) + ∫ 𝑒 𝑥 𝑆𝑖𝑛(𝑥) 𝑑𝑥

∫ 𝑒 𝑥 𝑆𝑖𝑛 (𝑥) 𝑑𝑥 = 𝑒 𝑥 𝑆𝑖𝑛(𝑥) − (𝑒 𝑥 𝐶𝑜𝑠 (𝑥) + ∫ 𝑒 𝑥 𝑆𝑖𝑛(𝑥)𝑑𝑥 ) = 𝑒 𝑥 𝑆𝑖𝑛(𝑥) − 𝑒 𝑥 𝐶𝑜𝑠 (𝑥) − ∫ 𝑒 𝑥 𝑆𝑖𝑛 (𝑥)𝑑𝑥

2 ∫ 𝑒 𝑥 𝑆𝑖𝑛 (𝑥) 𝑑𝑥 = 𝑒 𝑥 𝑆𝑖𝑛(𝑥) − 𝑒 𝑥 𝐶𝑜𝑠 (𝑥)

𝑒 𝑥 𝑆𝑖𝑛(𝑥) − 𝑒 𝑥 𝐶𝑜𝑠 (𝑥)


∫ 𝑒 𝑥 𝑆𝑖𝑛 (𝑥) 𝑑𝑥 = +𝐶
2
68

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Example 5.30:

∫ 𝑆𝑖𝑛 (𝑥)𝑆𝑖𝑛 (3𝑥) 𝑑𝑥

𝐿𝑒𝑡 𝑢 = 𝑆𝑖𝑛 (3𝑥) → 𝑑𝑢 = 3𝐶𝑜𝑠 (3𝑥)𝑑𝑥

∫ 𝑑𝑣 = ∫ 𝑆𝑖𝑛(𝑥)𝑑𝑥 → 𝑣 = −𝐶𝑜𝑠 (𝑥)

∫ 𝑆𝑖𝑛 (𝑥)𝑆𝑖𝑛 (3𝑥) 𝑑𝑥 = −𝑆𝑖𝑛 (3𝑥)𝐶𝑜𝑠(𝑥) + 3 ∫ 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 (3𝑥)𝑑𝑥

K = ∫ 𝐶𝑜𝑠 (𝑥)𝐶𝑜𝑠 (3𝑥)𝑑𝑥

𝐿𝑒𝑡 𝑢 = 𝐶𝑜𝑠 (3𝑥) → 𝑑𝑢 = −3𝑆𝑖𝑛(3𝑥)𝑑𝑥

∫ 𝑑𝑣 = ∫ 𝐶𝑜𝑠 (𝑥)𝑑𝑥 → 𝑣 = 𝑆𝑖𝑛(𝑥)

∫ 𝐶𝑜𝑠 (𝑥)𝐶𝑜𝑠 (3𝑥)𝑑𝑥 = 𝑆𝑖𝑛 (𝑥)𝐶𝑜𝑠 (3𝑥) + 3 ∫ 𝑆𝑖𝑛 (𝑥)𝑆𝑖𝑛(3𝑥)𝑑𝑥

So
∫ 𝑆𝑖𝑛 (𝑥)𝑆𝑖𝑛 (3𝑥) 𝑑𝑥 = −𝑆𝑖𝑛 (3𝑥)𝐶𝑜𝑠(𝑥) + 3 (𝑆𝑖𝑛(𝑥)𝐶𝑜𝑠 (3𝑥) + 3 ∫ 𝑆𝑖𝑛 (𝑥)𝑆𝑖𝑛 (3𝑥)𝑑𝑥)

= −𝑆𝑖𝑛 (3𝑥)𝐶𝑜𝑠 (𝑥) + 3𝑆𝑖𝑛(𝑥)𝐶𝑜𝑠 (3𝑥) + 9 ∫ 𝑆𝑖𝑛(𝑥) 𝑆𝑖𝑛(3𝑥)𝑑𝑥

𝑆𝑖𝑛(3𝑥)𝐶𝑜𝑠(𝑥) −3𝑆𝑖𝑛(𝑥)𝐶𝑜𝑠(3𝑥)
= +𝐶
8

69

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5.5 Tabular Integration Method


It saves a great deal of work as a natural method (integration by parts), but 𝑓(𝑥) must be differentiated repeatedly
to become zero and 𝑔(𝑥) can be integrated without difficulty

Example 5.31:

∫ 𝑥 2 𝑒 𝑥 𝑑𝑥

𝐷 𝐼
+ 𝑥2 𝑒𝑥
- 2𝑥 𝑒𝑥
+ 2 𝑒𝑥
0 𝑒𝑥
∫ 𝑥 2 𝑒 𝑥 𝑑𝑥 = 𝑥 2 𝑒 𝑥 − 2𝑥 𝑒 𝑥 + 2 𝑒 𝑥 + 𝐶

Example 5.32:

∫(𝑥 3 − 2𝑥 2 + 3𝑥 + 1) 𝑆𝑖𝑛(2𝑥) 𝑑𝑥

𝐷 𝐼
+ 𝑥 3 − 2𝑥 2 + 3𝑥 + 1 𝑆𝑖𝑛(2𝑥)
3𝑥 2 − 4𝑥 + 3 −1
- 𝐶𝑜𝑠(2𝑥)
2
6𝑥 − 4 −1
+ 𝑆𝑖𝑛(2𝑥)
4
6 1
- 𝐶𝑜𝑠(2𝑥)
8
0 1
𝑆𝑖𝑛(2𝑥)
16

∫(𝑥 3 − 2𝑥 2 + 3𝑥 + 1) 𝑆𝑖𝑛(2𝑥)

−(𝑥 3 − 2𝑥 2 + 3𝑥 + 1)𝐶𝑜𝑠 (2𝑥) (3𝑥 2 − 4𝑥 + 3)𝑆𝑖𝑛(2𝑥) (6𝑥 − 4)𝐶𝑜𝑠 (2𝑥) 3 𝑆𝑖𝑛(2𝑥)


= + + −
2 4 8 8
+𝐶
70

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Example 5.33:

∫(𝑥 3 − 𝑥 2 + 𝑥 + 1) 𝑒−2𝑥 𝑑𝑥

𝐷 𝐼
+ 𝑥3 𝑥2
− + 𝑥+ 1 𝑒 −2𝑥
3𝑥 2 − 2𝑥 + 1 −1 −2𝑥
- 𝑒
2
6𝑥 − 2 1 −2𝑥
+ 𝑒
4
6 1
- − 𝑒 −2𝑥
8
0 1 −2𝑥
𝑒
16

−(𝑥 3 − 𝑥 2 + 𝑥 + 1)𝑒−2𝑥 (3𝑥 2 − 2𝑥 + 1)𝑒−2𝑥 (6𝑥 − 2)𝑒 −2𝑥 6 𝑒 −2𝑥


∫(𝑥 3 − 𝑥 2 + 𝑥 + 1) 𝑒−2𝑥 𝑑𝑥 = − − − +𝐶
2 4 8 16

71

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5.6 Trigonometric Substitution Method


For equations of types
𝑎 𝑎
√𝑎 2 − 𝑏 2 𝑥 2 𝑂𝑟 𝑎 2 − 𝑏 2 𝑥 2 𝑤𝑒 𝑙𝑒𝑡 𝑥 = 𝑆𝑖𝑛 (𝑧) 𝑜𝑟 𝑥 = 𝐶𝑜𝑠(𝑧) 𝑡𝑜 𝑔𝑒𝑡 𝑎 𝐶𝑜𝑠(𝑧) 𝑂𝑟 𝑎 𝑆𝑖𝑛(𝑧)
𝑏 𝑏
𝑎
√𝑎 2 + 𝑏 2 𝑥 2 𝑂𝑟 𝑎 2 + 𝑏 2 𝑥 2 𝑤𝑒 𝑙𝑒𝑡 𝑥 = 𝑇𝑎𝑛(𝑧) 𝑡𝑜 𝑔𝑒𝑡 𝑎 𝑆𝑒𝑐 (𝑧)
𝑏
𝑎
√𝑏 2 𝑥 2 − 𝑎 2 𝑂𝑟 𝑏 2 𝑥 2 − 𝑎 2 𝑤𝑒 𝑙𝑒𝑡 𝑥 = 𝑆𝑒𝑐 (𝑧) 𝑡𝑜 𝑔𝑒𝑡 𝑎 𝑇𝑎𝑛(𝑧)
𝑏
Example 5.34:

𝑑𝑥

𝑥 2 √4 + 𝑥2

𝑙𝑒𝑡 𝑥 = 2 𝑇𝑎𝑛(𝑧) → 𝑑𝑥 = 2 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧

𝑑𝑥 2 𝑆𝑒𝑐 2 (𝑧)𝑑𝑧 𝑆𝑒𝑐 2 (𝑧)𝑑𝑧 1 𝑆𝑒𝑐 (𝑧)𝑑𝑧


∫ = ∫ =∫ = ∫ =
𝑥 2 √4 + 𝑥 2 4 𝑇𝑎𝑛2 (𝑧)√4(1 + 𝑇𝑎𝑛 2 (𝑧)) 2 𝑇𝑎𝑛 2(𝑧)2 𝑆𝑒𝑐(𝑧) 4 𝑇𝑎𝑛 2 (𝑧)

1 𝑑𝑧 𝐶𝑜𝑠 2 (𝑧) 1 𝐶𝑜𝑠 (𝑧) 𝑑𝑧 1 𝐶𝑜𝑠 (𝑧) 𝑑𝑧 1


∫ ∗ = ∫ = ∫ ∗
4 𝐶𝑜𝑠 (𝑧) 𝑆𝑖𝑛 2 (𝑧) 4 𝑆𝑖𝑛 2 (𝑧) 4 𝑆𝑖𝑛 (𝑧) 𝑆𝑖𝑛 (𝑧)
1 −1
= ∫ 𝐶𝑜𝑡 (𝑧) 𝐶𝑠𝑐 (𝑧)𝑑𝑧 = 𝐶𝑠𝑐 (𝑧) + 𝐶
4 4
𝑥
𝑤𝑒 𝑎𝑠𝑠𝑢𝑚𝑒𝑑 𝑥 = 2 𝑇𝑎𝑛 (𝑧) → 𝑇𝑎𝑛(𝑧) = 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑃𝑦𝑡ℎ𝑎𝑔𝑜𝑟𝑒𝑎𝑛 𝑇ℎ𝑒𝑜𝑟𝑒𝑚 𝑤𝑒 𝑠𝑒𝑒 𝑡ℎ𝑎𝑡
2

√𝑥 2 + 4 −1 √𝑥 2 + 4
𝐶𝑠𝑐 (𝑧) = 𝑠𝑜 𝑡ℎ𝑒 𝑎𝑠𝑛𝑤𝑒𝑟 𝑤𝑖𝑙𝑙 𝑏𝑒 +𝐶
𝑥 4 𝑥

Example 5.35:

𝑑𝑥

√9 − 𝑥 2
𝑥
𝑙𝑒𝑡 𝑥 = 3 𝑆𝑖𝑛(𝑧) → 𝑑𝑥 = 3 𝐶𝑜𝑠 (𝑧) 𝑑𝑧 → 𝑧 = 𝑆𝑖𝑛 −1 ( )
3
𝑑𝑥 3 𝐶𝑜𝑠 (𝑧) 𝑑𝑧 3 𝐶𝑜𝑠 (𝑧) 𝑑𝑧 𝐶𝑜𝑠 (𝑧) 𝑑𝑧 𝑥
∫ = ∫ =∫ =∫ = 𝑧 + 𝐶 = 𝑆𝑖𝑛 −1 ( ) + 𝐶
√9 − 𝑥 2 √9 − 9𝑆𝑖𝑛 2 (𝑧) √9(1 − 𝑆𝑖𝑛 2 (𝑧)) 𝐶𝑜𝑠 (𝑧) 3

Example 5.36:

√𝑥 2 − 7𝑑𝑥

𝑥
72

𝑥
𝑙𝑒𝑡 𝑥 = √7 𝑆𝑒𝑐(𝑧) → 𝑑𝑥 = √7 𝑆𝑒𝑐 (𝑧) 𝑇𝑎𝑛(𝑧)𝑑𝑧 ,𝑆𝑒𝑐(𝑧) = √7

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√𝑥 2 − 7𝑑𝑥 √7 𝑆𝑒𝑐 2 (𝑧) − 7 √7 𝑆𝑒𝑐(𝑧) 𝑇𝑎𝑛(𝑧) 𝑑𝑧


∫ = ∫ = √7 ∫ 𝑇𝑎𝑛 2(𝑧) 𝑑𝑧 = √7 ∫ (𝑆𝑒𝑐 2 (𝑧) − 1) 𝑑𝑧 =
𝑥 √7 𝑆𝑒𝑐(𝑧)

√ 𝑥2 − 7 𝑥
√7 ∫ 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 − √7 ∫ 𝑑𝑧 = √7 𝑇𝑎𝑛(𝑧) − √7 𝑧 + 𝐶 = √7 − √7 𝑆𝑒𝑐 −1 ( ) + 𝐶 =
√7 √7
𝑥
√𝑥 2 − 7 − √7 𝑆𝑒𝑐 −1 ( )+𝐶
√7

Example 5.37:

∫ 𝑥 3 √9 + 𝑥 2 𝑑𝑥

𝑥
𝑙𝑒𝑡 𝑥 = 3 𝑇𝑎𝑛(𝑧) → 𝑑𝑥 = 3 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 → 𝑇𝑎𝑛(𝑧) = 3

∫ 𝑥 3 √9 + 𝑥 2 𝑑𝑥 = ∫ 27 𝑇𝑎𝑛 3(𝑧)√9 + 9 𝑇𝑎𝑛2 (𝑧) 3 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 = 243 ∫ 𝑇𝑎𝑛 3(𝑧) 𝑆𝑒𝑐 3 (𝑧) 𝑑𝑧 =

243 ∫ (𝑆𝑒𝑐 2 (𝑧) − 1) 𝑇𝑎𝑛(𝑧) 𝑆𝑒𝑐 3(𝑧) 𝑑𝑧 = 243 ∫ (𝑆𝑒𝑐 4 (𝑧)𝑇𝑎𝑛(𝑧)𝑆𝑒𝑐(𝑧) − 𝑇𝑎𝑛(𝑧)𝑆𝑒𝑐 3 (𝑧)) 𝑑𝑧 =

243 Sec5 (z) 243 𝑆𝑒𝑐 3(𝑧)


243 ∫ 𝑆𝑒𝑐 4 (𝑧)𝑇𝑎𝑛(𝑧)𝑆𝑒𝑐(𝑧) 𝑑𝑧 − 243 ∫ 𝑇𝑎𝑛(𝑧) 𝑆𝑒𝑐 (𝑧) 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 = − +C=
5 3
5
243 Sec 5(𝑧) 81(𝑥 2 + 9)2 3
− 81 𝑆𝑒𝑐 3 (𝑧) + 𝐶 = − 27(𝑥 2 + 9)2 + 𝐶
5 5

Example 5.38:

√9𝑥 2 − 9 3√𝑥 2 − 1
∫ 𝑑𝑥 = ∫ 𝑑𝑥
𝑥 𝑥

𝑙𝑒𝑡 𝑥 = 𝑆𝑒𝑐(𝑧) → 𝑑𝑥 = 𝑆𝑒𝑐(𝑧) 𝑇𝑎𝑛(𝑧) 𝑑𝑧 → 𝑧 = 𝑆𝑒𝑐 −1 (𝑥)

3√𝑥 2 − 1 √ 𝑆𝑒𝑐 2 (𝑧) − 1 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧) 𝑑𝑧


∫ 𝑑𝑥 = 3 ∫ = 3 ∫ 𝑇𝑎𝑛 2 (𝑧)𝑑𝑧 = 3 ∫(𝑆𝑒𝑐 2 (𝑧) − 1)𝑑𝑧 =
𝑥 𝑆𝑒𝑐 (𝑧)

3 ∫ 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 − 3 ∫ 𝑑𝑧 = 3 𝑇𝑎𝑛(𝑧) − 3𝑧 + 𝐶 = 3√𝑥 2 − 1 − 3 𝑆𝑒𝑐 −1 (𝑥) + 𝐶

Example 5.39:

𝑆𝑖𝑛(𝑥)
∫ 𝑑𝑥
√2 − 𝐶𝑜𝑠 2 (𝑥)

𝑙𝑒𝑡 𝑢 = 𝐶𝑜𝑠 (𝑥) → 𝑑𝑢 = −𝑆𝑖𝑛 (𝑥)𝑑𝑥 → −𝑑𝑢 = 𝑆𝑖𝑛(𝑥) 𝑑𝑥 → 𝑢 = 𝐶𝑜𝑠 −1 (𝑥)


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𝑆𝑖𝑛(𝑥) − 𝑑𝑢 𝑢
∫ 𝑑𝑥 = ∫ 𝑙𝑒𝑡 𝑢 = √2 𝑆𝑖𝑛 (𝑧) → 𝑑𝑢 = √2 𝐶𝑜𝑠 (𝑧)𝑑𝑧 → 𝑧 = 𝑆𝑖𝑛 −1 ( )
√2 − 𝐶𝑜𝑠 2 (𝑥) √2 − 𝑢2 √2

− 𝑑𝑢 − √2𝐶𝑜𝑠(𝑧)𝑑𝑧 𝑢 𝐶𝑜𝑠(𝑥)
∫ = ∫ = − ∫ 𝑑𝑧 = −𝑧 + 𝐶 = −𝑆𝑖𝑛 −1 ( ) + 𝐶 = −𝑆𝑖𝑛 −1 ( )+ 𝐶
√2 − 𝑢 2 √2 − 2𝑆𝑖𝑛 2(𝑧) √2 √2

Example 5.40:

𝑑𝑥

𝑥 √9 + 4𝑥 2
3 3 2𝑥
𝑙𝑒𝑡 𝑥 = 𝑇𝑎𝑛(𝑧) → 𝑑𝑥 = 2 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 → 𝑇𝑎𝑛(𝑧) =
2 3

3
𝑑𝑥 𝑆𝑒𝑐2(𝑧) 𝑑𝑧 𝑆𝑒𝑐2(𝑧) 𝑑𝑧 1 𝑆𝑒𝑐 (𝑧) 1 1
2
∫ 𝑥 √ 9+4𝑥2 = ∫ 3 = ∫ 3 𝑇𝑎𝑛 (𝑧) 𝑆𝑒𝑐(𝑧) = 3 ∫ 𝑇𝑎𝑛 (𝑧) 𝑑𝑧 = ∫ 𝐶𝑠𝑐 (𝑧)𝑑𝑧 = 𝑙𝑛 (𝐶𝑠𝑐 (𝑧) − 𝐶𝑜𝑡 (𝑧)) +
3 3 3
𝑇𝑎𝑛(𝑧)√ 9+4( 𝑇𝑎𝑛(𝑧) )2
2 2

1 √9 + 4𝑥 2 3
= 𝑙𝑛 ( − )+𝐶
3 2𝑥 2𝑥

Example 5.41:

4𝑢 + 9
∫ 3 𝑑𝑢
(𝑢 2 + 1)2

4𝑢 + 9 4𝑢 1 −3 1
∫ 3 𝑑𝑢 = ∫ 3 𝑑𝑢 + 9 ∫ 3 𝑑𝑢 = 2 ∫ 2𝑢 (𝑢 2 + 1) 2 𝑑𝑢 + 9 ∫ 3 𝑑𝑢 =
(𝑢 2 + 1) 2 (𝑢 2 + 1) 2 (𝑢 2 + 1) 2 (𝑢 2 + 1)2
−1
(𝑢 2 + 1) 2 1 −4 1
2∗ −1 + 9∫ 3 𝑑𝑢 = + 9∫ 3 𝑑𝑢 =
(𝑢 2 + 1) 2 √𝑢 2 + 1 (𝑢2 + 1)2
2

For the second integral 𝑙𝑒𝑡 𝑢 = 𝑇𝑎𝑛(𝑧) → 𝑑𝑢 = 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧

1 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 𝑑𝑧 𝑢
9∫ 3 𝑑𝑢 = 9 ∫ 3 = 9∫ = 9 ∫ 𝐶𝑜𝑠 (𝑧)𝑑𝑧 = 9𝑆𝑖𝑛 (𝑧) = 9
(𝑢 2 + 1) 2 (𝑇𝑎𝑛 2(𝑧) + 1) 2
𝑆𝑒𝑐(𝑧) √1 + 𝑢 2

The Total integration will be:

−4 9𝑢 9𝑢 − 4
+ +𝐶 = +𝐶
√𝑢 2 + 1 √1 + 𝑢 2 √1 + 𝑢 2

Example 5.42:

𝑑𝑥

𝑥2 √4 − 𝑥 2
𝑙𝑒𝑡 𝑥 = 2𝑆𝑖𝑛(𝑢) 𝑠𝑜 𝑑𝑥 = 2 𝐶𝑜𝑠 (𝑢)𝑑𝑢
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𝑥
𝑎𝑛𝑑 𝑆𝑖𝑛 (𝑢) =
2
𝑑𝑥 2𝐶𝑜𝑠(𝑢)𝑑𝑢 2𝐶𝑜𝑠 (𝑢)𝑑𝑢 2𝐶𝑜𝑠 (𝑢)𝑑𝑢
∫ = ∫ = ∫ = ∫
𝑥 2 √4 − 𝑥 2 (2𝑆𝑖𝑛(𝑢))2√4 − (2𝑆𝑖𝑛(𝑢))2 4𝑆𝑖𝑛 2(𝑢)√4 − 4𝑆𝑖𝑛 2 (𝑢) 4𝑆𝑖𝑛 2 (𝑢)√4(1 − 𝑆𝑖𝑛 2 (𝑢))

2𝐶𝑜𝑠 (𝑢)𝑑𝑢 2𝐶𝑜𝑠 (𝑢)𝑑𝑢


∫ = ∫
4𝑆𝑖𝑛 2 (𝑢)√4(1 − 𝑆𝑖𝑛 2 (𝑢)) 8𝑆𝑖𝑛 2 (𝑢)√1 − 𝑆𝑖𝑛 2 (𝑢)
𝐶𝑜𝑠 (𝑢)𝑑𝑢 𝑑𝑢 1
= ∫ = ∫ = ∫ 𝐶𝑠𝑐 2 (𝑢) 𝑑𝑢 =
4𝑆𝑖𝑛 2(𝑢)𝐶𝑜𝑠(𝑢) 4𝑆𝑖𝑛 2 (𝑢) 4

1
− 𝐶𝑜𝑡 (𝑢) + 𝐶
4

𝑥 √4 − 𝑥 2
𝑓𝑟𝑜𝑚 𝑆𝑖𝑛(𝑢) = 𝑤𝑒 𝑐𝑎𝑛 𝑐𝑜𝑚𝑝𝑢𝑡𝑒 𝐶𝑜𝑠 (𝑢) =
2 2
√ 4−𝑥2
𝑑𝑥 1 1 𝐶𝑜𝑠 (𝑢) 1 2 √4 − 𝑥 2
∫ = − 𝐶𝑜𝑡 (𝑢) + 𝐶 = − +𝐶 = − 𝑥 +𝐶 = − +𝐶
2
𝑥 √4 − 𝑥 2 4 (
4 𝑆𝑖𝑛 𝑢 ) 4 4𝑥
2

Proof 5.2:
1 𝑥
∫ 𝑑𝑥 = 𝑆𝑖𝑛 −1 + 𝐶
2
√𝑎 − 𝑥 2 𝑎

1 1 𝑥 𝑑𝑥
∫ 𝑑𝑥 = ∫ 𝑑𝑥 𝑙𝑒𝑡 𝑢 = → 𝑑𝑢 = → 𝑑𝑥 = 𝑎 𝑑𝑢
√𝑎2 − 𝑥 2 𝑥2 𝑎 𝑎
√ 𝑎2 (1 − )
𝑎2

1 𝑎 𝑑𝑢 𝑑𝑢 𝑥
∫ 𝑑𝑥 = ∫ =∫ = 𝑆𝑖𝑛 −1 (𝑢) + 𝐶 = 𝑆𝑖𝑛 −1 ( ) + 𝐶
𝑥2 √𝑎2 (1 − 𝑢 2) √1 − 𝑢 2 𝑎
√ 𝑎2 (1− )
𝑎2

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5.7 Integration Involving Quadratic Equation


We must have the coefficient of 𝑥 2 is set to 1 so we put the equation in the form (𝑎𝑥 2 + 𝑏𝑥) + 𝑐 if 𝑎 ≠ 0 it
𝑏
become 𝑎 (𝑥 2 + 𝑥) + 𝑐
𝑎

Then add and subtract 𝒉𝒂𝒍𝒇 of the coefficient of 𝑥 squared

𝑏 𝑏 1 𝑏 1 𝑏
𝑎 (𝑥 2 + 𝑥) + 𝑐 = 𝑎 (𝑥 2 + 𝑥 + ( )2 − ( )2 ) + 𝑐
𝑎 𝑎 4 𝑎 4 𝑎

The equation will be:

𝑏 1 𝑏 1 𝑏2
𝑎 (𝑥 2 + 𝑥 + ( ) 2 ) + 𝑐 −
𝑎 4 𝑎 4 𝑎2

Then
2
1𝑏 1 𝑏2
𝑎 (𝑥 + ) +𝑐−
2𝑎 4 𝑎2

Example 5.43:

𝑑𝑥

4𝑥 2 + 4𝑥 + 2
1 1 1
4𝑥 2 + 4𝑥 + 2 = (4𝑥 2 + 4𝑥) + 2 = 4(𝑥 2 + 𝑥) + 2 = 4 (𝑥 2 + 𝑥 + − ) + 2 = 4 (𝑥 2 + 𝑥 + ) + 2 − 1
4 4 4

1 1 2
= 4 (𝑥 2 + 𝑥 + ) + 1 = 4 (𝑥 + ) + 1
4 2
1 𝑑𝑥 𝑑𝑢
𝑙𝑒𝑡 𝑢 = 𝑥 + 𝑠𝑜 ∫ 2 =∫ =
2 4𝑥 + 4𝑥 + 2 4𝑢 2 + 1
1 1
𝑙𝑒𝑡 𝑢 = 𝑇𝑎𝑛(𝑧) → 𝑑𝑢 = 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 → 𝑧 = 𝑇𝑎𝑛 −1 (2𝑢)
2 2
1 1
𝑑𝑢 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 1 𝑧 𝑇𝑎𝑛 −1(2(𝑥 + 2)) 𝑇𝑎𝑛 −1 (2𝑥 + 1)
2
∫ = ∫ 1 = ∫ 𝑑𝑧 = + 𝐶 = + 𝐶 = +𝐶
4𝑢 2 + 1 4 4 𝑇𝑎𝑛 2 (𝑧) + 1 2 2 2 2

Example 5.44:

𝑑𝑥

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

𝑙𝑒𝑡 𝑢 = 𝑥 − 1 → 𝑑𝑢 = 𝑑𝑥
76

𝑑𝑥 𝑑𝑢
∫ = ∫ 𝑛𝑜𝑤 𝑙𝑒𝑡 𝑢 = 𝑆𝑖𝑛(𝑧) → 𝑑𝑢 = 𝐶𝑜𝑠 (𝑧) 𝑑𝑧 → 𝑧 = 𝑆𝑖𝑛 −1 (𝑢)
√2𝑥 − 𝑥 2 √1 − 𝑢 2

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𝑑𝑢 𝐶𝑜𝑠 (𝑧) 𝑑𝑧
∫ = ∫ = 𝑧 + 𝐶 = 𝑆𝑖𝑛 −1 (𝑢) + 𝐶 = 𝑆𝑖𝑛 −1 (𝑥 − 1) + 𝐶
√1 − 𝑢 2 √1 − 𝑆𝑖𝑛 2 (𝑧)

Example 5.45:

𝑑𝑥

√𝑥 2 + 6𝑥 + 1
2
1𝑏 1 𝑏2
𝑓𝑟𝑜𝑚 𝑎 (𝑥 + ) +𝑐 −
2𝑎 4 𝑎

1 6 2 1 36
𝑥2 + 6𝑥 + 1 = 1 (𝑥 + ∗ ) + 1 − = (𝑥 + 3)2 − 8
2 1 4 1
𝑑𝑥 𝑑𝑥
∫ √ 𝑥2 +6𝑥+1 = ∫ 𝑠𝑜 𝑙𝑒𝑡 𝑢 = 𝑥 + 3 → 𝑑𝑥 = 𝑑𝑢
√ (𝑥+3)2−8

𝑑𝑥 𝑑𝑢
∫ = ∫
√ (𝑥 + 3 )2 − 8 √𝑢 2 − 8

𝑙𝑒𝑡 𝑢 = √8 𝑆𝑒𝑐 (𝑧) → 𝑑𝑢 = √8 𝑆𝑒𝑐 (𝑧) 𝑇𝑎𝑛(𝑧) 𝑑𝑧

𝑑𝑢 √8 𝑆𝑒𝑐(𝑧) 𝑇𝑎𝑛 (𝑧) 𝑑𝑧 𝑆𝑒𝑐 (𝑧) 𝑇𝑎𝑛 (𝑧) 𝑑𝑧


∫ √ 𝑢2 −8 = ∫ = ∫ = ∫ 𝑆𝑒𝑐 (𝑧) 𝑑𝑧 = 𝐿𝑛 ( 𝑆𝑒𝑐 (𝑧) + 𝑇𝑎𝑛(𝑧)) + 𝐶 =
√8𝑆𝑒𝑐2(𝑧) −8 𝑇𝑎𝑛 (𝑧)

𝑢 √𝑢 2 − 8 𝑥+3 √(𝑥 + 3)2 − 8


𝐿𝑛 ( + ) + 𝐶 = 𝑙𝑛 (( )+ )+ 𝐶
√8 √8 √8 √8

Example 5.46:

(𝑥 + 1)𝑑𝑥 1 (𝑥 + 1)𝑑𝑥
∫ = ∫
√2𝑥 2 − 6𝑥 + 4 √2 √𝑥 2 − 3𝑥 + 2
2
1𝑏 1 𝑏2
𝑓𝑟𝑜𝑚 𝑎 (𝑥 + ) +𝑐 −
2𝑎 4 𝑎2

1 −3 2 19 3 2 1
𝑥2 − 3𝑥 + 2 = 1 (𝑥 + ∗ ) + 2− = (𝑥 − ) −
2 1 41 2 4
1 (𝑥 +1)𝑑𝑥 1 (𝑥+1)𝑑𝑥 3 3
∫ = ∫ 𝑙𝑒𝑡 𝑢 = 𝑥 − 2 → 𝑑𝑥 = 𝑑𝑢 → 𝑥 = 𝑢 +
√2 √ 𝑥2−3𝑥+2 √2 √ 2 2
(𝑥−3) − 1
2 4

3 5
1 (𝑥 + 1)𝑑𝑥 1 (𝑢 + + 1) 𝑑𝑢 1 (𝑢 + ) 𝑑𝑢
2 2
∫ = ∫ = ∫
√2 2 √2 1 √2 1
√ (𝑥 − 3) − 1 √𝑢 2 − √𝑢 2 −
2 4 4 4

1 1
𝑙𝑒𝑡 𝑢 = 𝑆𝑒𝑐 (𝑧) → 𝑑𝑢 = 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧) 𝑑𝑧
2 2
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1 1 5 1 1 5
1 ( 𝑆𝑒𝑐 (𝑧) + 2) 𝑆𝑒𝑐(𝑧)𝑇𝑎𝑛(𝑧)𝑑𝑧
2 2 1 ( 𝑆𝑒𝑐 (𝑧)
2 2
+ 2) 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧)𝑑𝑧
∫ = ∫ 1 =
√2 1 1 √2 𝑇𝑎𝑛(𝑧)
√ 4 𝑆𝑒𝑐 2 (𝑧) − 4 2

1 1 5 1 5
∫ ( 𝑆𝑒𝑐 (𝑧) + ) 𝑆𝑒𝑐 (𝑧)𝑑𝑧 = ∫ 𝑆𝑒𝑐 2 (𝑧)𝑑𝑧 + ∫ 𝑆𝑒𝑐(𝑧) 𝑑𝑧 =
√2 2 2 2√2 2√2

1 5
𝑇𝑎𝑛(𝑧) + ln|𝑆𝑒𝑐 (𝑧) + 𝑇𝑎𝑛(𝑧)| + 𝐶 =
2√2 2√2
1 5
(√4𝑢2 − 1) + ln | 2𝑢 + √4𝑢 2 − 1| + 𝐶 =
2√2 2√2

1 3 5 3 3
( √4(𝑥 − )2 − 1) + ln |2(𝑥 − ) + √4(𝑥 − )2 − 1| + 𝐶
2√2 2 2√2 2 2

Example 5.47:
1 1 1
𝑥 2 + 1 𝑑𝑥 1 + 𝑥2 𝑑𝑥 1 + 𝑥2 𝑑𝑥 1 + 𝑥2 𝑑𝑥
∫ 4 2 =∫ 1 =∫ 1 =∫ 1
𝑥 −𝑥 +1 𝑥2 − 1 + 2 𝑥2 − 2 + 2 + 1 (𝑥 − )2 + 1
𝑥 𝑥 𝑥

1 1
𝑙𝑒𝑡 𝑢 = 𝑥 − , 𝑑𝑢 = 1 + 𝑑𝑥
𝑥 𝑥2
1
1 + 𝑥2 𝑑𝑥 𝑑𝑢 1
∫ 1 = ∫ = 𝑡𝑎𝑛 −1(𝑢) + 𝐶 = 𝑡𝑎𝑛−1 (𝑥 − ) + 𝐶
(𝑥 − 𝑥) 2 +1 𝑢2 + 1 𝑥

78

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5.8 Integration by Long Division


𝑓(𝑥)
For the polynomial equations of the form 𝑔(𝑥) 𝑤ℎ𝑒𝑛 𝑓(𝑥) 𝑑𝑒𝑔𝑟𝑒𝑒 > 𝑔(𝑥) 𝑑𝑒𝑔𝑟𝑒𝑒

Example 5.48:

𝑥3
∫ 𝑑𝑥
𝑥 +1

𝑑𝑖𝑣𝑖𝑑𝑖𝑛𝑔 𝑡ℎ𝑒 𝑛𝑢𝑚𝑒𝑟𝑎𝑡𝑜𝑟 𝑜𝑣𝑒𝑟 𝑡ℎ𝑒 𝑑𝑒𝑛𝑜𝑚𝑒𝑟𝑎𝑡𝑜𝑟

𝑥2 − 𝑥 + 1
𝑥 +1 𝑥3
𝑥3 + 𝑥2
−𝑥 2
−𝑥 2 − 𝑥
𝑥
𝑥 +1
-1 remainder

𝑥3 1 𝑥3 𝑥2
∫ 𝑑𝑥 = ∫ (𝑥 2 − 𝑥 + 1 − ) 𝑑𝑥 = − + 𝑥 − ln |𝑥 + 1| + 𝐶
𝑥 +1 𝑥 +1 3 2

Example 5.49:

𝑥 3 + 3𝑥 2 − 9𝑥 − 2
∫ 𝑑𝑥
𝑥−2

𝑑𝑖𝑣𝑖𝑑𝑖𝑛𝑔 𝑡ℎ𝑒 𝑛𝑢𝑚𝑒𝑟𝑎𝑡𝑜𝑟 𝑜𝑣𝑒𝑟 𝑡ℎ𝑒 𝑑𝑒𝑛𝑜𝑚𝑒𝑟𝑎𝑡𝑜𝑟

𝑥 2 + 5𝑥 + 1
𝑥 −2 𝑥 3 + 3𝑥 2 − 9𝑥 − 2
𝑥 3 − 2𝑥 2
5𝑥 2 − 9𝑥
5𝑥 2 − 10𝑥
𝑥 −2
𝑥 −2
0 remainder

𝑥 3 + 3𝑥 2 − 9𝑥 − 2 𝑥3 5 2
∫ 𝑑𝑥 = ∫(𝑥 2 + 5𝑥 + 1) 𝑑𝑥 = + 𝑥 +𝑥 + 𝐶
𝑥−2 3 2
79

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5.9 Integration by Partial Fractions


𝑓(𝑥)
For the polynomial equations of the form 𝑔(𝑥) 𝑤ℎ𝑒𝑛 𝑓(𝑥) 𝑑𝑒𝑔𝑟𝑒𝑒 < 𝑔(𝑥) 𝑑𝑒𝑔𝑟𝑒𝑒

Case 1: when the factors of g(x) are linear or repeated linear

Example 5.50:

𝑑𝑥

𝑥(𝑥 + 1)

1 𝐴 𝐵
[ = + ] ∗ 𝑥 (𝑥 + 1) 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑔𝑒𝑡 1 = 𝐴(𝑥 + 1) + 𝐵𝑥
𝑥 (𝑥 + 1) 𝑥 𝑥 + 1

Now we need to solve for A and B

𝑓𝑜𝑟 𝑥 = −1 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑔𝑒𝑡 𝐵 = −1 𝑎𝑛𝑑 𝑓𝑜𝑟 𝑥 = 0 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑔𝑒𝑡 𝐴 = 1 𝑡ℎ𝑒𝑛 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑝𝑙𝑢𝑔 𝑡ℎ𝑒𝑠𝑒 𝑣𝑎𝑙𝑢𝑒𝑠

1 1 𝑥
∫( − ) 𝑑𝑥 = 𝑙𝑛(𝑥) − 𝑙𝑛(𝑥 + 1) + 𝐶 = 𝑙𝑛 ( )+ 𝐶
𝑥 𝑥 +1 𝑥 +1

Example 5.51:

1
∫ 𝑑𝑥
𝑥2 +𝑥 −2
1 1 𝐴 𝐵
= [ = + ] ∗ (𝑥 − 1)(𝑥 + 2)
𝑥2 + 𝑥 − 2 (𝑥 − 1)(𝑥 + 2) 𝑥 − 1 𝑥 + 2

1 = 𝐴(𝑥 + 2) + 𝐵(𝑥 − 1)

1
𝑖𝑓 𝑥 = −2 𝑡ℎ𝑒𝑛 1 = −3𝐵 𝑠𝑜 𝐵 = −
3
1
𝑖𝑓 𝑥 = 1 𝑡ℎ𝑒𝑛 1 = 3𝐴 𝑠𝑜 𝐴 =
3
1 1
𝑑𝑥 1 1 1 1 1 1
= ∫( 3 −
3
∫ 2 )𝑑𝑥 = ∫ 𝑑𝑥 − ∫ 𝑑𝑥 = 𝑙𝑛 (𝑥 − 1) − 𝑙𝑛 (𝑥 + 2) + 𝐶
𝑥 +𝑥 −2 𝑥−1 𝑥+2 3 (𝑥 − 1) 3 (𝑥 + 2 ) 3 3

1 𝑥− 1
= 𝑙𝑛 ( )+𝐶
3 𝑥+ 2

Example 5.52:

𝑥 2 + 3𝑥 − 3
∫ 𝑑𝑥
𝑥(𝑥 2 − 1)

𝑥 2 + 3𝑥 − 3 𝐴 𝐵 𝐶
=[ + + ] ∗ 𝑥(𝑥 − 1)(𝑥 + 1)
𝑥(𝑥 − 1)(𝑥 + 1) 𝑥 𝑥 − 1 𝑥+ 1
80

𝑥 2 + 3𝑥 − 3 = 𝐴(𝑥 − 1)(𝑥 + 1) + 𝐵𝑥(𝑥 + 1) + 𝐶𝑥(𝑥 − 1)

Wo rk in progress by Saif Bashar – Updated March 2021


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𝑥 2 + 3𝑥 − 3 = 𝐴𝑥 2 − 𝐴 + 𝐵𝑥 2 + 𝐵𝑥 + 𝐶𝑥 2 − 𝐶𝑥

𝑥 2 + 3𝑥 − 3 = 𝑥 2 (𝐴 + 𝐵 + 𝐶 ) + 𝑥 (𝐵 − 𝐶 ) − 𝐴

𝑆𝑜 𝐴 + 𝐵 + 𝐶 = 1 𝑎𝑛𝑑 𝐵 − 𝐶 = 3 𝑎𝑛𝑑 𝐴 = 3

𝐵– 𝐶 = 3 →𝐶 =𝐵−3

1 −5
𝐹𝑟𝑜𝑚 𝐴 + 𝐵 + 𝐶 = 1 → 3 + 𝐵 + (𝐵 − 3) = 1 → 𝐵 = 𝑎𝑛𝑑 𝐶 =
2 2
1 5
𝑥 2 + 3𝑥 − 3 3 2 2 1 5
∫ 𝑑𝑥 = ∫ ( + − )𝑑𝑥 = 3 𝑙𝑛 ( 𝑥) + 𝑙𝑛( 𝑥 − 1 ) − 𝑙𝑛(𝑥 + 1) + 𝐶
𝑥(𝑥 2 − 1) 𝑥 𝑥 −1 𝑥+ 1 2 2

Example 5.53:

6𝑥 + 7
∫ 𝑑𝑥
(𝑥 + 2)2

6𝑥 + 7 𝐴 𝐵
2 =[ + ] ∗ (𝑥 + 2)2
(𝑥 + 2) 𝑥 + 2 (𝑥 + 2)2

6𝑥 + 7 = 𝐴(𝑥 + 2) + 𝐵

6𝑥 + 7 = 𝐴𝑥 + 2𝐴 + 𝐵

𝑆𝑜 𝐴 = 6 And 𝐵 = −5

6𝑥 + 7 6 5 5
∫ 2 𝑑𝑥 = ∫( − 2 )𝑑𝑥 = 6 𝑙𝑛(𝑥 + 2) + +𝐶
(𝑥 + 2) 𝑥 + 2 (𝑥 + 2) (𝑥 + 2)

Example 5.54:

𝑥+4 𝑥+4 𝑥 +4
∫ 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥
𝑥 3 + 3𝑥 2 − 10𝑥 𝑥(𝑥 2 + 3𝑥 − 10) 𝑥(𝑥 − 2)(𝑥 + 5)

𝑥 +4 𝐴 𝐵 𝐶
=[ + + ] ∗ 𝑥(𝑥 − 2)(𝑥 + 5)
𝑥(𝑥 − 2)(𝑥 + 5) 𝑥 (𝑥 − 2) (𝑥 + 5)

𝑥 + 4 = 𝐴(𝑥 − 2)(𝑥 + 5) + 𝐵𝑥 (𝑥 + 5) + 𝐶𝑥(𝑥 − 2)

𝑥 + 4 = 𝐴𝑥 2 + 3𝐴𝑥 − 10𝐴 + 𝐵𝑥 2 + 5𝐵𝑥 + 𝐶𝑥 2 − 2𝐶𝑥

𝑥 + 4 = 𝑥 2 (𝐴 + 𝐵 + 𝐶 ) + 𝑥(3𝐴 + 5𝐵 − 2𝐶) − 10𝐴


−4 −2
𝑆𝑜 𝐴 = 10 = 5

2 6 10 1 1
And 𝐵 = 5 − 𝐶 and 3𝐴 + 5𝐵 − 2𝐶 = 1 → − 5 + − 5𝐶 − 2𝐶 = 1 → −7𝐶 = 5 → 𝐶 = − 35
5

3
So 𝐵 = 7
81

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−2 3 1
𝑥+4 5 7 35 −2 3 1
∫ 3 𝑑𝑥 = ∫( + − )𝑑𝑥 = 𝑙𝑛 (𝑥) + 𝑙𝑛 (𝑥 − 2) − 𝑙𝑛(𝑥 + 5) + 𝐶
2
𝑥 + 3𝑥 − 10𝑥 𝑥 (𝑥 − 2) (𝑥 + 5) 5 7 35

Case 2: when some factors of g(x) are Quadratic

Example 5.55:

𝑥2 + 𝑥 − 2
∫ 𝑑𝑥
3𝑥 3 − 𝑥 2 + 3𝑥 − 1

𝑥2 + 𝑥 − 2 𝑥2 + 𝑥 − 2 𝑥2 + 𝑥 − 2 𝐴 𝐵𝑥 + 𝐶
3 2 = 2 = 2 = + 2
3𝑥 − 𝑥 + 3𝑥 − 1 𝑥 (3𝑥 − 1) + (3𝑥 − 1) (3𝑥 − 1)(𝑥 + 1) 3𝑥 − 1 𝑥 +1

𝐴(𝑥 2 + 1) + (𝐵𝑥 + 𝐶)(3𝑥 − 1)


=
(3𝑥 − 1)(𝑥 2 + 1)

𝑥 2 + 𝑥 − 2 = 𝐴(𝑥 2 + 1) + (𝐵𝑥 + 𝐶 )(3𝑥 − 1)

𝑥 2 + 𝑥 − 2 = 𝐴𝑥 2 + 𝐴 + 3𝐵𝑥 2 + 3𝐶𝑥 − 𝐵𝑥 − 𝐶

𝑥 2 + 𝑥 − 2 = (𝐴 + 3𝐵)𝑥 2 + (3𝐶 − 𝐵)𝑥 + (𝐴 − 𝐶)

Now simply we match the coefficient for both sides

𝐴 + 3𝐵 = 1

3𝐶 − 𝐵 = 1

𝐴 − 𝐶 = −2

7 4 3
𝐴= − , 𝐵= , 𝐶=
5 5 5
7 4 3
𝑥2 + 𝑥 − 2 − 5 (𝑥 2 + 1) + (5 𝑥 + 5)(3𝑥 − 1)
∫ 3 𝑑𝑥 = ∫ 𝑑𝑥 =
3𝑥 − 𝑥 2 + 3𝑥 − 1 (3𝑥 − 1)(𝑥 2 + 1)
4 3
7 1 ( 𝑥+ ) 7 1 4 𝑥 3 1
− ∫ 𝑑𝑥 + ∫ 5 2 5 𝑑𝑥 = − ∫ 𝑑𝑥 + ∫ 2 𝑑𝑥 + ∫ 2 𝑑𝑥 =
5 (3𝑥 − 1) (𝑥 + 1 ) 5 (3𝑥 − 1) 5 (𝑥 + 1) 5 (𝑥 + 1)

7 2 3
− 𝑙 𝑛(3𝑥 − 1) + 𝑙𝑛 (𝑥 2 + 1) + 𝑡𝑎𝑛−1 (𝑥) + 𝐶
15 5 5

−2𝑥+4
Example 5.56: ∫ (𝑥2+1)(𝑥−1)2 𝑑𝑥

−2𝑥 + 4 𝐴𝑥 + 𝐵 𝐶 𝐷
= + +
(𝑥 2 + 1)(𝑥 − 1)2 𝑥 2 + 1 𝑥 − 1 (𝑥 − 1)2

(𝐴𝑥 + 𝐵)(𝑥 − 1)2 + 𝐶(𝑥 2 + 1)(𝑥 − 1) + 𝐷(𝑥 2 + 1)


=
(𝑥 2 + 1)(𝑥 − 1)2
82

−2𝑥 + 4 = (𝐴𝑥 + 𝐵)(𝑥 − 1)2 + 𝐶 (𝑥 2 + 1)(𝑥 − 1) + 𝐷(𝑥 2 + 1)

Wo rk in progress by Saif Bashar – Updated March 2021


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−2𝑥 + 4 = (𝐴𝑥 + 𝐵)(𝑥 2 − 2𝑥 + 1) + (𝐶𝑥 3 − 𝐶𝑥 2 + 𝐶𝑥 − 𝐶 ) + (𝐷𝑥 2 + 𝐷)

−2𝑥 + 4 = 𝐴𝑥 3 − 2𝐴𝑥 2 + 𝐴𝑥 + 𝐵𝑥 2 − 2𝐵𝑥 + 𝐵 + 𝐶𝑥 3 − 𝐶𝑥 2 + 𝐶𝑥 − 𝐶 + 𝐷𝑥 2 + 𝐷

−2𝑥 + 4 = 𝑥 3 (𝐴 + 𝐶 ) + 𝑥 2 (𝐵 − 2𝐴 − 𝐶 + 𝐷) + 𝑥(𝐴 − 2𝐵 + 𝐶) + 𝐵 − 𝐶 + 𝐷

Now simply we match the coefficient for both sides

𝐴+𝐶 = 0

𝐵 − 2𝐴 − 𝐶 + 𝐷 = 0

𝐴 − 2𝐵 + 𝐶 = −2

𝐵− 𝐶 +𝐷 = 4

𝐴= 2 , 𝐵= 1 , 𝐶 = −2 , 𝐷=1

−2𝑥 + 4 2𝑥 + 1 2 1
∫ 𝑑𝑥 = ∫ ( 2 − + ) 𝑑𝑥 =
(𝑥 2 + 1)(𝑥 − 1) 2 𝑥 + 1 𝑥 − 1 (𝑥 − 1)2

2𝑥 + 1 1 1 2𝑥 1
∫ 2 𝑑𝑥 − 2 ∫ 𝑑𝑥 + ∫ 2 𝑑𝑥 = ∫ 2 𝑑𝑥 + ∫ 2 𝑑𝑥
𝑥 +1 𝑥− 1 (𝑥 − 1) 𝑥 +1 𝑥 +1
1 1
− 2∫ 𝑑𝑥 + ∫ 2 𝑑𝑥 =
𝑥−1 (𝑥 − 1)

1
𝑙𝑛(𝑥 2 + 1) + 𝑇𝑎𝑛−1 (𝑥) − 2 𝑙𝑛(𝑥 − 1) − +𝐶
𝑥−1

Example 5.57:

𝑥𝑆𝑖𝑛 −1 (𝑥)
∫ 𝑑𝑥
√1 − 𝑥 2

83

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5.10 Exponents Substitution


Example 5.48:
1
𝑥2
∫ 1 𝑑𝑥
1 + 𝑥3

𝑙𝑒𝑡 𝑥 = 𝑢 6 𝑠𝑜 𝑑𝑥 = 6𝑢 5 𝑑𝑢
1
𝑥2 𝑢3 ∗ 6𝑢5 𝑢8
∫ 1 𝑑𝑥 = ∫ 𝑑𝑢 = 6 ∫ 𝑑𝑢 𝑏𝑦 𝑙𝑜𝑛𝑔 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 𝑤𝑒 𝑔𝑒𝑡
1+𝑢2 1+𝑢2
1+𝑥3

1
6 ∫ 𝑢6 − 𝑢4 + 𝑢2 − 1 + 𝑑𝑢 =
1 + 𝑢2

1
6 ∫ 𝑢 6 𝑑𝑢 − 6 ∫ 𝑢 4 𝑑𝑢 + 6 ∫ 𝑢 2 𝑑𝑢 − 6 ∫ 𝑑𝑢 + 6 ∫ 𝑑𝑢 =
1 + 𝑢2
7 5
6𝑢 7 6𝑢5 6𝑥 6 6𝑥 6 1 1 1
− − 2𝑢 3 − 6𝑢 + 6 𝑇𝑎𝑛 −1(𝑢) + 𝐶 = − − 2𝑥 2 − 6𝑥 6 + 6 𝑇𝑎𝑛 −1 (𝑥 6 ) + 𝐶
7 5 7 5

Example 5.49:
1
1 + 𝑥2
𝐼=∫ 1 𝑑𝑥
𝑥2

𝑙𝑒𝑡 𝑥 = 𝑢 2 𝑠𝑜 𝑑𝑥 = 2𝑢 𝑑𝑢

1+𝑢 2𝑢 + 2𝑢 2
𝐼=∫ 2𝑢𝑑𝑢 = ∫ 𝑑𝑢 = 2 ∫ 𝑑𝑢 + 2 ∫ 𝑢 𝑑𝑢 = 2𝑢 + 𝑢 2 + 𝐶 = 2√𝑥 + 𝑥 + 𝐶
𝑢 𝑢

Example 5.50:∫ √1 + 𝑒 𝑥 𝑑𝑥

Let 𝑢 = √1 + 𝑒 𝑥 → 𝑢 2 = 1 + 𝑒 𝑥 → 2𝑢 𝑑𝑢 = 𝑒 𝑥 𝑑𝑥

2𝑢 2 1 1
∫ √1 + 𝑒 𝑥 𝑑𝑥 = ∫ 2 𝑑𝑢 = 2 ∫ (1 + 2 ) 𝑑𝑢 = 2 (𝑢 + ∫ 2 𝑑𝑢)
𝑢 −1 𝑢 −1 𝑢 −1
1 1 𝐴 𝐵
= = +
𝑢2 −1 (𝑢 − 1)(𝑢 + 1) (𝑢 − 1) (𝑢 + 1)

1 = 𝐴(𝑢 + 1) + 𝐵(𝑢 − 1)

1
𝑖𝑓 𝑥 = −1 𝑡ℎ𝑒𝑛 𝐵 = −
2
1
𝑖𝑓 𝑥 = 1 𝑡ℎ𝑒𝑛 𝐴 =
2
1 1
1 2 2 1 1 1 𝑢−1
∫ 2 𝑑𝑢 = ∫ ( − ) 𝑑𝑢 = ln(𝑢 − 1) − 𝑙𝑛(𝑢 + 1) = 𝑙𝑛 ( )
𝑢 −1 (𝑢 − 1) (𝑢 + 1) 2 2 2 𝑢+1
84

1 𝑢−1 𝑢−1 √1 + 𝑒 𝑥 − 1
∫ √1 + 𝑒 𝑥 𝑑𝑥 = 2 (𝑢 + 𝑙𝑛 ( )) = 2𝑢 + 𝑙𝑛 ( ) + 𝐶 = 2√1 + 𝑒 𝑥 + 𝑙𝑛 ( )+𝐶
2 𝑢+1 𝑢+1 √1 + 𝑒 𝑥 + 1

Wo rk in progress by Saif Bashar – Updated March 2021


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5.11 Rational Functions of 𝑺𝒊𝒏(𝒙) and 𝑪𝒐𝒔(𝒙)


𝑥
𝑙𝑒𝑡 𝑧 = 𝑇𝑎𝑛 ( ) 𝑠𝑜 𝑥 = 2 𝑇𝑎𝑛 −1(𝑧)
2
2𝑑𝑧
𝑑𝑥 = 1+𝑧2

𝑥 1 𝑥 𝑧
𝑆𝑖𝑛 ( ) = 𝐶𝑜𝑠 ( ) =
2 √1 + 𝑧 2 2 √1 + 𝑧 2

𝑥 𝑥 1 𝑧 2𝑧
𝑆𝑖𝑛 (𝑥) = 2 𝑆𝑖𝑛 ( )𝐶𝑜𝑠 ( ) = 2 =
2 2 2
√1 + 𝑧 √1 + 𝑧 2 1 + 𝑧2

𝑥 𝑥 1 𝑧2 1 − 𝑧2
𝐶𝑜𝑠 (𝑥) = 𝐶𝑜𝑠 2 ( ) − 𝑆𝑖𝑛 2 ( ) = − =
2 2 1 + 𝑧2 1 + 𝑧2 1 + 𝑧2
2𝑧
𝑇𝑎𝑛(𝑥) =
1 − 𝑧2

Example 5.51:
𝑑𝑧 𝑑𝑧
1 2 1+𝑧2 2 1+𝑧2 2𝑑𝑧
∫ 𝑑𝑥 = ∫ = ∫ 1+𝑧2 =∫ =
1 − 𝑆𝑖𝑛 (𝑥) + 𝐶𝑜𝑠(𝑥) 2𝑧 1−𝑧2 2𝑧 1−𝑧2 1 + 𝑧2 − 2𝑧 + 1 − 𝑧 2
1 − 1+𝑧2 + 1+𝑧2 1+𝑧2
− 1+𝑧2
+ 1+𝑧2

𝑑𝑧 𝑥
∫ = − 𝑙𝑛(1 − 𝑧) + 𝐶 = − 𝑙𝑛 (1 − tan( )) + 𝐶
1−𝑧 2

Example 5.52:
2𝑑𝑧
1 1+𝑧2 𝑑𝑧 𝐴 𝐵
∫ 𝑆𝑒𝑐(𝑥) 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ 1−𝑧2
= 2∫ 2 = 2 ∫( + )𝑑𝑧
𝐶𝑜𝑠 (𝑥) 1−𝑧 1−𝑧 1+𝑧
1+𝑧2

1 𝐴 𝐵
=[ + ] ∗ (1 − 𝑧)(1+ 𝑧)
(1 − 𝑧)(1 + 𝑧) 1− 𝑧 1 +𝑧

1 = 𝐴(1 + 𝑧) + 𝐵(1 − 𝑧) → 1 = 𝐴 + 𝐴𝑧 + 𝐵 − 𝐵𝑧 → 1 = 𝑧(𝐴 − 𝐵) + 𝐴 + 𝐵

𝐴+ 𝐵 = 1 → 𝐴 = 1 −𝐵
1 1
𝐴 − 𝐵 = 0 → 1 − 𝐵 − 𝐵 = 0 → 1 − 2𝐵 = 0 → 𝐵 = , 𝐴 =
2 2
1 1 𝑥
𝑑𝑧 1+𝑧 1 + 𝑇𝑎𝑛(2)
2∫ 2 = 2 ∫( 2 + 2 )𝑑𝑧 = − 𝑙𝑛(1 − 𝑧) + 𝑙𝑛(1 + 𝑧) + 𝐶 = 𝑙𝑛 ( ) + 𝐶 = 𝑙𝑛 ( 𝑥 )+ 𝐶
1−𝑧 1−𝑧 1+𝑧 1−𝑧 1 − 𝑇𝑎𝑛(2)
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I N TEG R A TION s4ifbn.com

Example 5.53:
𝑑𝑧
𝑑𝑥 2 2 𝑑𝑧 𝑑𝑧
1+𝑧
∫ = ∫ 2𝑧 = ∫ = ∫ 1 3
2 + 𝑆𝑖𝑛 (𝑥) 2+ (1 + 𝑧 2 + 𝑧) (𝑧 + )2 +
2 1+𝑧 2 4

1
𝑙𝑒𝑡 𝑢 = 𝑧 + → 𝑑𝑢 = 𝑑𝑧
2
𝑑𝑧 𝑑𝑢 √3 √3
∫ 1 3 = ∫ 3 𝑙𝑒𝑡 𝑢 = Tan(𝑤) → 𝑑𝑢 = 𝑆𝑒𝑐 2 (𝑤)𝑑𝑤
(𝑧 + )2 + 𝑢2 + 2 2
2 4 4

𝑑𝑢 𝑆𝑒𝑐 2 (𝑤)𝑑𝑤 4 4 4 2𝑢 4 2𝑧 + 1
∫ 3 = ∫3 = ∫ 𝑑𝑤 = 𝑤 + 𝐶 = 𝑇𝑎𝑛 −1 ( ) + 𝐶 = 𝑇𝑎𝑛 −1 (
3 )+ 𝐶
𝑢2 + 4 𝑇𝑎𝑛 2(𝑤) + 3 3 3 √3 3 √ 3
4 4

𝑥
4 2(𝑇𝑎𝑛( )) + 1
2
= 𝑇𝑎𝑛 −1 ( )+ 𝐶
3 √3

86

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I N TEG R A TION s4ifbn.com

5.12 Integration of products of Sine and Cosine with different angles


1
𝑆𝑖𝑛 (𝑚𝑥) 𝑆𝑖𝑛(𝑛𝑥) = (𝐶𝑜𝑠 (𝑚 − 𝑛)𝑥 − 𝐶𝑜𝑠 (𝑚 + 𝑛)𝑥)
2
1
𝐶𝑜𝑠 (𝑚𝑥) 𝐶𝑜𝑠 (𝑛𝑥) = (𝐶𝑜𝑠 (𝑚 − 𝑛)𝑥 + 𝐶𝑜𝑠 (𝑚 + 𝑛)𝑥)
2
1
𝑆𝑖𝑛 (𝑚𝑥) 𝐶𝑜𝑠 (𝑛𝑥) = (𝑆𝑖𝑛(𝑚 − 𝑛)𝑥 + 𝑆𝑖𝑛 (𝑚 + 𝑛)𝑥)
2
1
𝐶𝑜𝑠 (𝑚𝑥) 𝑆𝑖𝑛 (𝑛𝑥) = (𝑆𝑖𝑛(𝑚 + 𝑛)𝑥 − 𝑆𝑖𝑛 (𝑚 − 𝑛)𝑥)
2
Example 5.54:

2
∫ 2 𝑆𝑖𝑛 (4𝑥)𝑆𝑖𝑛(3𝑥)𝑑𝑥 = ∫(𝐶𝑜𝑠 (4 − 3)𝑥 − 𝐶𝑜𝑠 (4 + 3)𝑥) 𝑑𝑥 = ∫ 𝐶𝑜𝑠 (𝑥)𝑑𝑥 − ∫ 𝐶𝑜𝑠 (7𝑥)𝑑𝑥
2

𝑆𝑖𝑛 (7𝑥)
= 𝑆𝑖𝑛 (𝑥) − +𝐶
7

Example 5.55:

1 1 1
∫ 𝑆𝑖𝑛 (3𝑥)𝐶𝑜𝑠 (5𝑥)𝑑𝑥 = ∫(𝑆𝑖𝑛 (3 − 5)𝑥 + 𝑆𝑖𝑛 (3 + 5)𝑥) 𝑑𝑥 = ∫ 𝑆𝑖𝑛 (−2𝑥)𝑑𝑥 + ∫ 𝑆𝑖𝑛 (8𝑥)𝑑𝑥
2 2 2

1 1
= 𝐶𝑜𝑠 (−2𝑥) − 𝐶𝑜𝑠 (8𝑥) + 𝐶
4 16

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Chapter Six
Definite Integration

Definite Integration
6.1 Definition
6.2 Double Integral
6.3 Change Double Integral
6.4 Parametric Equations
6.5 Polar Coordinates
6.6 Double Integral Using Polar Coordinates
6.7 Double Integral from Cartesian to Polar
6.8 Triple Integral
DEFINITE INTEGRATION s4ifbn.com

6.1 Definition
𝑏
∫ 𝑓(𝑥)𝑑𝑥 = 𝐹 (𝑥) {𝑏 = 𝑓(𝑏 ) − 𝑓(𝑎)
𝑎 𝑎

Properties of definite integral


𝑏 𝑏
∫ 𝐾𝑓(𝑥)𝑑𝑥 = 𝐾 ∫ 𝑓(𝑥)𝑑𝑥
𝑎 𝑎

𝑏 𝑏 𝑏
∫ [𝑓(𝑥) + 𝑔(𝑥)]𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑔 (𝑥)𝑑𝑥
𝑎 𝑎 𝑎

𝑏 𝑎
∫ 𝑓(𝑥)𝑑𝑥 = − ∫ 𝑓(𝑥)𝑑𝑥
𝑎 𝑏

𝑏 𝑐 𝑏
∫ 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑥)𝑑𝑥 𝑖𝑓 𝑎 ≤ 𝑐 ≤ 𝑏
𝑎 𝑎 𝑐

𝑎
∫ 𝑓(𝑥)𝑑𝑥 = 0
𝑎

𝑎
∫ 𝑓(𝑥)𝑑𝑥 = 0 𝑖𝑓 𝑓(𝑥) 𝑖𝑠 𝑂𝑑𝑑
−𝑎

𝑎 𝑎
∫ 𝑓(𝑥)𝑑𝑥 = 2 ∫ 𝑓(𝑥) 𝑑𝑥 𝑖𝑓 𝑓(𝑥) 𝑖𝑠 𝐸𝑣𝑒𝑛
−𝑎 0

Example 6.1:

Find the area under the curve 𝑆𝑖𝑛(𝑥) when 𝑥 = 0 and 𝑥 = 2𝜋 and the x-axis
2𝜋 𝜋 2𝜋
𝐴 = ∫ 𝑆𝑖𝑛 (𝑥)𝑑𝑥 = ∫ 𝑆𝑖𝑛 (𝑥) 𝑑𝑥 + ∫ 𝑆𝑖𝑛 (𝑥) 𝑑𝑥 = ( −𝐶𝑜𝑠 (𝜋) + 𝐶𝑜𝑠 (0)) + (−𝐶𝑜𝑠 (2𝜋) + 𝐶𝑜𝑠(𝜋))
0 0 𝜋

= (1 + 1) + (−1 − 1) = 0

Example 6.3:

√3

I = ∫ 21 √1 − 𝑥 2 𝑑𝑥

2

𝑙𝑒𝑡 𝑥 = 𝑆𝑖𝑛(𝑧) → 𝑑𝑥 = 𝐶𝑜𝑠 (𝑧)𝑑𝑧 → 𝑧 = 𝑆𝑖𝑛 −1 (𝑥)


√3 𝜋 1 𝜋
𝑎𝑡 𝑥 = → 𝑧 = 𝑎𝑛𝑑 𝑎𝑡 𝑥 = − → 𝑧 = −
2 3 2 6
89

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DEFINITE INTEGRATION s4ifbn.com
√3 𝜋 𝜋
2 3 3

∫ √1 − 𝑥 2 𝑑𝑥 = ∫ √1 − 𝑆𝑖𝑛 2 (𝑧) 𝐶𝑜𝑠(𝑧)𝑑𝑧 = ∫ 𝐶𝑜𝑠 2 (𝑧)𝑑𝑧


1 𝜋 𝜋
− −6 −6
2
𝜋 𝜋 𝜋
3 3 3
1 + 𝐶𝑜𝑠(2𝑧) 1 2𝐶𝑜𝑠(2𝑧)
= ∫ 𝑑𝑧 = ∫ 𝑑𝑧 + ∫ 𝑑𝑧 =
𝜋
2 2 𝜋 𝜋
4
− − −
6 6 6

𝜋 𝜋
1 3 1 3 1 𝜋 𝜋 1 2𝜋 𝜋 𝜋 1 √3 √3 𝜋 √3
𝑧 [ 𝜋 ] + 𝑆𝑖𝑛 (2𝑧)[ 𝜋 ] = ( + ) + (𝑆𝑖𝑛( ) + 𝑆𝑖𝑛( )) = + ( + )= +
2 2 2 3 6 2 3 3 4 2 2 2 4 2
− −
6 6
𝜋 + 2√3
=
4

Example 6.4:

2 𝑥2
I = ∫0 𝑥2 +4
𝑑𝑥

𝑥
𝑙𝑒𝑡 𝑥 = 2 𝑇𝑎𝑛(𝑧) → 𝑑𝑥 = 2 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 → 𝑧 = 𝑇𝑎𝑛 −1( )
2
𝜋
𝑎𝑡 𝑥 = 0 → 𝑧 = 0 𝑎𝑛𝑑 𝑎𝑡 𝑥 = 2 → 𝑧 =
4
𝜋 𝜋 𝜋 𝜋
4 4 4 4
8 𝑇𝑎𝑛 2(𝑧)𝑆𝑒𝑐 2(𝑧) 𝑑𝑧 2 𝑇𝑎𝑛2 (𝑧)𝑆𝑒𝑐 2(𝑧) 𝑑𝑧
∫ = ∫ = 2 ∫ 𝑇𝑎𝑛 2(𝑧)𝑑𝑧 = 2 ∫(𝑆𝑒𝑐 2 (𝑧) − 1) 𝑑𝑧 =
4𝑇𝑎𝑛2 (𝑧) + 4 (𝑇𝑎𝑛 2(𝑧) + 1)
0 0 0 0

𝜋 𝜋
4 4 𝜋 𝜋
𝜋 𝜋 𝜋 2− 𝜋
2 ∫ 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 − 2 ∫ 𝑑𝑧 = 2 𝑇𝑎𝑛 (𝑧) [4] − 2𝑧 [4 ] = 2 (𝑇𝑎𝑛 ( ) − 𝑇𝑎𝑛(0)) − 2 ( ) = 2 − =
4 4 2 2
0 0 0 0

Example 6.5:

2√3 𝑥3
I = ∫0 √ 𝑥2+4
𝑑𝑥

𝑥
𝑙𝑒𝑡 𝑥 = 2 𝑇𝑎𝑛(𝑧) → 𝑑𝑥 = 2 𝑆𝑒𝑐 2 (𝑧) 𝑑𝑧 → 𝑧 = 𝑇𝑎𝑛 −1( )
2
𝜋
𝑎𝑡 𝑥 = 0 → 𝑧 = 0 𝑎𝑛𝑑 𝑎𝑡 𝑥 = 2√3 → 𝑧 =
3
𝜋 𝜋 𝜋
3 3 3
3( 2( 3( 2(
16 𝑇𝑎𝑛 𝑧) 𝑆𝑒𝑐 𝑧) 𝑑𝑧 8 𝑇𝑎𝑛 𝑧) 𝑆𝑒𝑐 𝑧) 𝑑𝑧
∫ =∫ = 8 ∫ 𝑇𝑎𝑛 3(𝑧) 𝑆𝑒𝑐(𝑧) 𝑑𝑧 =
√4𝑇𝑎𝑛 2(𝑧) + 4 𝑆𝑒𝑐(𝑧)
90

0 0 0

Wo rk in progress by Saif Bashar – Updated March 2021


DEFINITE INTEGRATION s4ifbn.com
𝜋 𝜋
3 3 𝜋
3
2( 2(
8 ∫ (𝑆𝑒𝑐 𝑧) − 1) 𝑇𝑎𝑛(𝑧) 𝑆𝑒𝑐(𝑧) 𝑑𝑧 = 8 ∫ 𝑆𝑒𝑐 𝑧)𝑇𝑎𝑛(𝑧)𝑆𝑒𝑐(𝑧) 𝑑𝑧 − 8 ∫ 𝑇𝑎𝑛(𝑧) 𝑆𝑒𝑐(𝑧) 𝑑𝑧 =
0
0 0

𝜋 𝜋
8 8 𝜋 𝜋 8
𝑆𝑒𝑐 𝑧 [ ] − 8 𝑆𝑒𝑐 (𝑧) [3] = (𝑆𝑒𝑐 3 ( ) − 𝑆𝑒𝑐 3 (0)) − 8 ( 𝑆𝑒𝑐 ( ) − 𝑆𝑒𝑐(0)) = (8 − 1) − 8(2 − 1)
3( ) 3
3 3 3 3 3
0 0
56 56 24 32
= −8= − =
3 3 3 3

Example 6.6:
2
I = ∫1 𝑥 𝑆𝑒𝑐 −1 (𝑥) 𝑑𝑥

𝑑𝑥
𝑙𝑒𝑡 𝑢 = 𝑆𝑒𝑐 −1 (𝑥) → 𝑑𝑢 =
𝑥 √𝑥 2 − 1

𝑥2
∫ 𝑑𝑣 = ∫ 𝑥 𝑑𝑥 → 𝑣 =
2
2
𝑆𝑒𝑐 −1 (𝑥)𝑥 2 2 𝑥2 𝑑𝑥
𝐼= [ ]− ∫ ∫ ∗
2 1 1 2 𝑥 √𝑥 2 − 1
2
𝑆𝑒𝑐 −1 (𝑥)𝑥 2 2 2𝑥 𝑑𝑥 𝑆𝑒𝑐 −1 (𝑥)𝑥 2 2 1
𝐼= [ ] − ∫ ∫ ∗ = [ ] − √𝑥 2 − 1 [2] =
2 1 1 4 √𝑥 2 − 1 2 1 2 1

𝑆𝑒𝑐 −1 (2)4 𝑆𝑒𝑐 −1 (1) 1 1


( − ) − ( √3 − √0) = ∞
2 2 2 2

91

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DEFINITE INTEGRATION s4ifbn.com

6.2 Double Integrals


It’s used to find the area between two curves

∬ 𝑓(𝑥, 𝑦) 𝑑𝑥 𝑑𝑦 = ∬ 𝑓(𝑥, 𝑦) 𝑑𝑦 𝑑𝑥

𝑏 𝑓1(𝑥 )

∫ ∫ 𝑓(𝑥, 𝑦) 𝑑𝑦 𝑑𝑥
𝑎 𝑓2(𝑥 )

𝑦 = 𝑓1 (𝑥)

𝑦 = 𝑓2 (𝑥)

𝑥=𝑎 𝑥=𝑏

𝑑 𝑔 1(𝑦)

∫ ∫ 𝑓(𝑥, 𝑦) 𝑑𝑥 𝑑𝑦
𝑐 𝑔 2(𝑦)
𝑥 = 𝑔1 (𝑦)

𝑦=𝑑

𝑅 𝑥 = 𝑔2 (𝑦)

𝑦 =𝑐

𝑏 𝑓 (𝑥)
To evaluate ∫𝑎 ∫𝑓21(𝑥) 𝑓(𝑥, 𝑦) 𝑑𝑦 𝑑𝑥 we integrate ∫ 𝑓(𝑥, 𝑦)𝑑𝑦 with respect to 𝑦 between 𝑦 = 𝑓1 (𝑥) and 𝑦 = 𝑓2 (𝑥)
with 𝑥 hold as a constant then we integrate the result with respect to 𝑥 between 𝑥 = 𝑎 and 𝑥 = 𝑏
92

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DEFINITE INTEGRATION s4ifbn.com

Example 6.7:

Find the volume of 𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 limited by 𝑥 = (1,3) and 𝑦 = (1,2)

2 3 2 2 2
𝑥3 3 27 1 26 26 𝑦 2 2
𝑉= ∫ ∫ 𝑥2 𝑦 𝑑𝑥 𝑑𝑦 = ∫ ( )[ ] 𝑦 𝑑𝑦 = ∫ ( − ) 𝑦 𝑑𝑦 = ∫ 𝑦 𝑑𝑦 = [ ]=
3 1 3 3 3 3 2 1
1 1 1 1 1

26 4 1 78
( − )= = 13
3 2 2 6

Example 6.8:
𝑥
1
1 1
𝑦2 𝑥 𝑥2 𝑥3 𝑥3 1 1 1 1
∫ ∫ (𝑥 + 𝑦) 𝑑𝑦 𝑑𝑥 = ∫ (𝑥𝑦 + { ) 𝑑𝑥 = ∫ (𝑥 2 + ) 𝑑𝑥 = + { = + =
0 2 0 0 2 3 6 0 3 6 2
0
0

Example 6.9:

√ 2𝑥−𝑥2
2
2 2 2
𝑥 𝑑𝑦 𝑑𝑥 = ∫ (𝑥𝑦 {√2𝑥 − 𝑥 ) 𝑑𝑥 = ∫ (𝑥√2𝑥 − 𝑥 2 ) 𝑑𝑥 = ∫ (𝑥√−(𝑥 2 − 2𝑥))𝑑𝑥 =
2
∫ ∫
0
0 0 0 0
0

2 2 2
∫ (𝑥√−(𝑥 2 − 2𝑥 + 1 − 1)) 𝑑𝑥 = ∫ (𝑥√−(𝑥 2 − 2𝑥 + 1) + 1) 𝑑𝑥 = ∫ (𝑥√1 − (𝑥 − 1)2 )𝑑𝑥
0 0 0

𝐿𝑒𝑡 𝑢 = 𝑥 − 1 → 𝑑𝑢 = 𝑑𝑥 → 𝑥 = 𝑢 + 1

𝑊ℎ𝑒𝑛 𝑥 = 0, 𝑢 = −1 𝑎𝑛𝑑 𝑤ℎ𝑒𝑛 𝑥 = 2 ,𝑢 = 1


1
∫ ((𝑢 + 1)√1 − 𝑢 2 )𝑑𝑢
−1

𝐿𝑒𝑡 𝑢 = 𝑆𝑖𝑛(𝑧) → 𝑑𝑢 = 𝐶𝑜𝑠 (𝑧)𝑑𝑧


𝜋 𝜋
𝑊ℎ𝑒𝑛 𝑢 = −1, 𝑧 = − 𝑎𝑛𝑑 𝑤ℎ𝑒𝑛 𝑢 = 1 , 𝑧 =
2 2
𝜋 𝜋
2 2
∫ ((𝑆𝑖𝑛 (𝑧) + 1)√1 − 𝑆𝑖𝑛 2 (𝑧)) 𝐶𝑜𝑠 (𝑧)𝑑𝑧 = ∫ ((𝑆𝑖𝑛 (𝑧) + 1)𝐶𝑜𝑠 2 (𝑧))𝑑𝑧 =
𝜋 𝜋
−2 −2

𝜋 𝜋 𝜋 𝜋
2 2 2 2 1 + 𝐶𝑜𝑠 (2𝑧)
∫𝜋 𝑆𝑖𝑛 (𝑧)𝐶𝑜𝑠 2 (𝑧)𝑑𝑧 + ∫𝜋 𝐶𝑜𝑠 2 (𝑧)𝑑𝑧 = ∫𝜋 𝑆𝑖𝑛 (𝑧)𝐶𝑜𝑠 2 (𝑧)𝑑𝑧 + ∫ 𝜋( )𝑑𝑧 =
− − − − 2
2 2 2 2

𝜋 𝜋 𝜋
𝜋 𝜋 𝜋
3 (𝑧) ( )
2 1 2 1 2 𝐶𝑜𝑠 𝑧 𝑆𝑖𝑛 2𝑧
∫ 𝑆𝑖𝑛 (𝑧)𝐶𝑜𝑠 2 (𝑧)𝑑𝑧 + ∫ 𝑑𝑧 + ∫ 𝐶𝑜𝑠 (2𝑧)𝑑𝑧 = − { 2𝜋 + { 2𝜋 + { 2𝜋
𝜋
−2 2 −𝜋 2 −𝜋 3 − 2 − 4 −
2 2
2 2 2
93

Wo rk in progress by Saif Bashar – Updated March 2021


DEFINITE INTEGRATION s4ifbn.com
3 3
𝜋 𝜋
(𝐶𝑜𝑠 ( )) (𝐶𝑜𝑠 (− ))
2 2 𝜋 𝜋 𝑆𝑖𝑛 (𝜋) 𝑆𝑖𝑛 (−𝜋) 𝜋
= − + + + + − =
3 3 4 4 4 4 2

Example 6.10:
3𝑦
𝑙𝑛 (2)
𝑙𝑛 (2) 𝑙𝑛 (2)
3𝑦 𝑒 4𝑦
∫ ∫ 𝑒 (𝑥+𝑦) 𝑑𝑥 𝑑𝑦 = ∫ (𝑒 (𝑥+𝑦) { ) 𝑑𝑦 = ∫ (𝑒 4𝑦 − 𝑒 𝑦 ) 𝑑𝑥 = ( − 𝑒 𝑦 ) {𝑙𝑛 (2)
0 0 0 4 0
0
0

𝑒 4𝑙𝑛 (2) 1 3 11
= ( − 2) − ( − 1) = 2 + =
4 4 4 4

Example 6.11:
𝑥
1
1 1
𝑥 1 1
∫ ∫ √𝑥 2 − 4 𝑑𝑦 𝑑𝑥 = ∫ (𝑦 √𝑥 2 − 4 { ) 𝑑𝑥 = ∫ 𝑥 √𝑥 2 − 4 𝑑𝑥 = ∫ 2𝑥 √𝑥 2 − 4 𝑑𝑥 =
0
0 0 2 0
0
0

3 3 3 3 3 3
1
(𝑥 2 − 4)2 (𝑥 2 − 4)2 1 (1 − 4)2 (0 − 4)2 (−3)2 (−4)2 √(−3)3 √(−4)3
∫ 𝑑𝑥 = { = − = − = −
0 3 3 0 3 3 3 3 3 3

√−27 √−64 𝑖5.196 𝑖8 𝑖2.804


= − = − =−
3 3 3 3 3

Example 6.12:

𝑦2
1 3𝑥3 −4𝑥2−𝑥−3 1
1 1
∫ ∫ 𝑑𝑦 𝑑𝑥 + ∫ ∫ 𝑑𝑥 𝑑𝑦 =
𝑥2 − 2𝑥 − 3 √9 − 𝑦 2
0 0 0
0

1 1
3𝑥 3 − 4𝑥 2 − 𝑥 − 3 𝑦2
∫ 𝑑𝑥 + ∫ 𝑑𝑦 =
𝑥 2 − 2𝑥 − 3 √9 − 𝑦 2
0 0

1
1 1 1
3𝑥 3 − 4𝑥 2 − 𝑥 − 3 12𝑥 + 3
∫ 2 𝑑𝑥 = 𝑓𝑟𝑜𝑚 𝑙𝑜𝑛𝑔 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 ∫ 3𝑥 𝑑𝑥 + ∫ 2 𝑑𝑥 + ∫ 2 𝑑𝑥
𝑥 − 2𝑥 − 3 0 0 0 𝑥 − 2𝑥 − 3
0

1
12𝑥 + 3
𝑏𝑦 𝑝𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛𝑠 ∫ 𝑑𝑥 =
0 𝑥2 − 2𝑥 − 3

12𝑥 + 3 12𝑥 + 3 𝐴 𝐵
= = +
𝑥2 − 2𝑥 − 3 (𝑥 − 3)(𝑥 + 1) 𝑥 − 3 𝑥 + 1
94

12𝑥 + 3 = 𝐴(𝑥 + 1) + 𝐵(𝑥 − 3)


12𝑥 + 3 = 𝐴𝑥 + 𝐴 + 𝐵𝑥 − 3𝐵

Wo rk in progress by Saif Bashar – Updated March 2021


DEFINITE INTEGRATION s4ifbn.com

12𝑥 + 3 = (𝐴 + 𝐵)𝑥 + 𝐴 − 3𝐵

𝐴 + 𝐵 = 12
[𝐴 − 3𝐵 = 3] ∗ −1

𝐴 + 𝐵 = 12 … . . (1)
−𝐴 + 3𝐵 = −3

4
4𝐵 = 9 → 𝐵 =
9
4 104
𝑓𝑟𝑜𝑚 (1) 𝐴 + = 12 → 𝐴 =
9 9

1
12𝑥 + 3 104 1 1 4 1 1
∫ 𝑑𝑥 = ∫ 𝑑𝑥 + ∫ 𝑑𝑥
0 𝑥 2 − 2𝑥 − 3 9 0 𝑥− 3 9 0 𝑥 +1

𝑦2
∫ 𝑑𝑦 𝑙𝑒𝑡 𝑦 = 3 𝑆𝑖𝑛(𝑧) → 𝑑𝑦 = 3 𝐶𝑜𝑠 (𝑧)𝑑𝑧
√9 − 𝑦 2

𝑦2 9𝑆𝑖𝑛 2 (𝑧) 1 𝐶𝑜𝑠 (2𝑧)


∫ 𝑑𝑦 = ∫ 3 𝐶𝑜𝑠 (𝑧)𝑑𝑧 = 9 ∫ 𝑆𝑖𝑛 2 (𝑧)𝑑𝑧 = 9 ∫ 𝑑𝑧 − 9 ∫ 𝑑𝑧
√9 − 𝑦 2 √9 − 9𝑆𝑖𝑛 2 (𝑧) 2 2

9 9 9 9 9 𝑦 18 𝑦 √9 − 𝑦 2 9 𝑦 𝑦√9 − 𝑦 2
𝑧 − 𝑆𝑖𝑛 (2𝑧) = 𝑧 − 2𝑆𝑖𝑛(𝑧)𝐶𝑜𝑠 (𝑧) = 𝑆𝑖𝑛 −1 ( ) − ∗ ∗ = 𝑆𝑖𝑛 −1 ( ) −
2 4 2 4 2 3 4 3 3 2 3 2

1 1
3𝑥 3 − 4𝑥 2 − 𝑥 − 3 𝑦2
∫ 𝑑𝑥 + ∫ 𝑑𝑦 =
𝑥 2 − 2𝑥 − 3 √9 − 𝑦 2
0 0

1 1
104 1 1 4 1 1 9 𝑦 𝑦√9 − 𝑦 2 1
∫ 3𝑥 𝑑𝑥 + ∫ 2 𝑑𝑥 + ∫ 𝑑𝑥 + ∫ 𝑑𝑥 + 𝑆𝑖𝑛 −1 ( ) {1 − { =
0 0 9 0 𝑥 −3 9 0 𝑥 +1 2 3 0 2 0

3𝑥 2 1 104 1 4 1 9 𝑦 1 𝑦√9 − 𝑦 2 1
{ + 2𝑥 {1 + 𝑙𝑛(|𝑥 − 3|) { + 𝑙𝑛(|𝑥 + 1|) { + 𝑆𝑖𝑛 −1 ( ) { − { =
2 0 0 9 0 9 0 2 3 0 2 0

3 104 104 4 4 9 1 √8
+2+ 𝑙𝑛 (2) − 𝑙𝑛 (3) + 𝑙𝑛(2) − 𝑙𝑛(1) + 𝑆𝑖𝑛 −1 ( ) − =
2 9 9 9 9 2 3 2

1.5 + 2 + 8.0096− 12.695 + 0.308+ 4.5 ∗ 19.46919 − 1.4142 ≈ 85.319755


95

Wo rk in progress by Saif Bashar – Updated March 2021


DEFINITE INTEGRATION s4ifbn.com

6.3 Change Double Integrals


Example 6.13:

note that we cannot integrate directly with respect to 𝒙 so we have to change the integral with respect to 𝒚 for
this example to be solved
1 3
2
∫ ∫ 𝑒 𝑥 𝑑𝑥 𝑑𝑦
0 3𝑦

We have 𝑥 = 3𝑦, 𝑥 = 3, 𝑦 = 0, 𝑦 = 1 and we are moving on the 𝑥 − 𝑎𝑥𝑖𝑠 from left to right, so if we move on
the 𝑦 − 𝑎𝑥𝑖𝑠 from bottom to top the integration parameters will be as follows
𝑥
3 3
2
∫ ∫ 𝑒 𝑥 𝑑𝑦 𝑑𝑥 =
0 0 𝑥 = 3𝑦
𝑦 = 1

𝑦 = 0

𝑥 = 3

𝑥
3 3 3 3
𝑥 𝑥 2 1 2 1
∫∫ 𝑒 𝑥2 𝑑𝑦 𝑑𝑥 = ∫ (𝑦𝑒 𝑥2 {3)𝑑𝑥 = ∫( 𝑒 𝑥 )𝑑𝑥 = 𝑒 𝑥 {3 = (𝑒 9 − 1)
3 6 0 6
0 0 0 0 0

Example 6.14: change the following integral

0 4−𝑥2

∫ ∫ 𝑑𝑦 𝑑𝑥
−2 2𝑥+4

𝑥 = −2

2𝑥 + 4

𝑅 4 − 𝑥2
96

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DEFINITE INTEGRATION s4ifbn.com

𝑦 = 4 − 𝑥 2 → 𝑥 = −√𝑦 − 4 𝑤𝑒 𝑡𝑎𝑘𝑒 𝑡ℎ𝑒 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑡ℎ𝑒 𝑔𝑟𝑎𝑝ℎ 𝑖𝑠 𝑜𝑛 𝑡ℎ𝑒 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑠𝑖𝑑𝑒

𝑦−4
𝑦 = 2𝑥 + 4 → 𝑥 =
2
This represent the movement in the region in the 𝑥 − 𝑎𝑥𝑖𝑠 and the lowest point in 𝑦 is 0 and the highest values is 4
𝑦−4
4 2

∫ ∫ 𝑑𝑥 𝑑𝑦
0 − √𝑦−4

Example 6.15: change the following integral

1 √𝑥

∫ ∫ 𝑑𝑦 𝑑𝑥 =
0 𝑥2

𝑦 = 𝑥 2 → 𝑥 = √𝑦

𝑦 = √𝑥 → 𝑥 = 𝑦 2

This represent the movement in the region in the 𝑥 − 𝑎𝑥𝑖𝑠 and the lowest point in 𝑦 is 0 and the highest values is 1

1 √𝑦

∫ ∫ 𝑑𝑥 𝑑𝑦
0 𝑦2
97

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DEFINITE INTEGRATION s4ifbn.com

Example 6.16: change the following integral


1 𝑥

∫ ∫ 𝑑𝑦 𝑑𝑥
0 0

𝑦 = 𝑥 , 𝑦 = 0,𝑥 = 0, 𝑥 = 1

1 1

∫ ∫ 𝑑𝑥 𝑑𝑦
0 𝑦

Example 6.17: change the following integral


1 1

∫ ∫ 𝑑𝑦 𝑑𝑥
0 𝑥

𝑦 = 𝑥 , 𝑦 = 1,𝑥 = 1, 𝑥 = 0

The region should be where 𝑥 ≤ 𝑦 ≤ 1

1 𝑦

∫ ∫ 𝑑𝑥 𝑑𝑦
0 0

Example 6.18: change the following integral and check your


answer by evaluating both double integrals
1 3𝑥+2

∫ ∫ 𝑑𝑦 𝑑𝑥
−2 𝑥2 +4𝑥

1 3𝑥+2 1 1
2 3
3𝑥 + 2 3𝑥 𝑥
) 𝑑𝑥 = ∫(3𝑥 + 2 − 𝑥 2 − 4𝑥) 𝑑𝑥 = ( + 2𝑥 − − 2𝑥 2 ){ 1 =
98

∫ ∫ 𝑑𝑦 𝑑𝑥 = ∫(𝑦 { 2
𝑥 + 4𝑥 2 3 −2
−2 𝑥2 +4𝑥 −2 −2

Wo rk in progress by Saif Bashar – Updated March 2021


DEFINITE INTEGRATION s4ifbn.com

3 ∗ 12 13 3 ∗ (−2)2 (−2)3 3 1 8 9
+ 2 ∗ 1 − − 2 ∗ 12 − − 2(−2) + + 2(−2)2 = + 2 − − 2 − 6 + 4 − + 8 =
2 3 2 3 2 3 3 2

𝑡𝑜 𝑐ℎ𝑎𝑛𝑔𝑒 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙 𝑤𝑒 𝑛𝑒𝑒𝑑 𝑡𝑜 𝑑𝑟𝑎𝑤 𝑡ℎ𝑒 𝑓𝑜𝑙𝑙𝑜𝑤𝑖𝑛𝑔 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠

𝑦 = 3𝑥 + 2, 𝑦 = 𝑥 2 + 4𝑥, 𝑥 = 1, 𝑥 = −2

𝑡𝑜 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡 𝑖𝑛 𝑡ℎ𝑒 𝑥 𝑑𝑖𝑟𝑒𝑐𝑡𝑖𝑜𝑛 𝑡ℎ𝑒 𝑓𝑜𝑢𝑟 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑙𝑖𝑚𝑖𝑡𝑠 𝑤𝑖𝑙𝑙 𝑏𝑒

𝑦−2
𝑥= , 𝑥 = ±√𝑦 + 4 − 2, 𝑦 = −4, 𝑦=5
3

5 √𝑦+4−2 5 5
√𝑦 + 4 − 2 𝑦−2
∫ ∫ 𝑑𝑥 𝑑𝑦 = ∫ (𝑥 { 𝑦 − 2 ) 𝑑𝑥 = ∫ (√𝑦 + 4 − 2 − ) 𝑑𝑦 =
3
𝑦−2
−4
3
−4 3 −4

5 3
𝑦 2 2(𝑦 + 4)2 𝑦 2 2𝑦
∫ (√𝑦 + 4 − 2 − + ) 𝑑𝑦 = ( − 2𝑦 − + ) { 5
3 3 3 6 3 −4
−4

3
2(32)2 25 10 16 8 54 25 10 8 8 80 25
= − 10 − + − (8 − − )= − 10 − + −8+ + = − − 18 =
3 6 3 6 3 3 6 3 3 3 3 6
160 25 108 27 9
− − = =
6 6 6 6 2
99

Wo rk in progress by Saif Bashar – Updated March 2021


DEFINITE INTEGRATION s4ifbn.com

6.4 Parametric Equations


Problems appeared in graphing complex shapes for example when their slopes turn to infinity, another system of
coordinates was proposed, using parametric equations and polar coordinates had enabled us to graph these types of
shapes.

Def: if x and y are given as functions:

𝒙 = 𝒇(𝒕) ,𝒚 = 𝒈(𝒕)

Over the interval I of t-value then the set of points (𝒙, 𝒚) = (𝒇(𝒕),𝒈(𝒕)) define these equations is called
parametric curve, the equation is called parametric equation for the curve

Example 6.19: sketch the curve defined by the parametric equation:

𝑥 = 𝑡2, 𝑦 = 𝑡 + 1 𝑓𝑜𝑟 − ∞ < 𝑡 < ∞

For 𝑥 = 𝑡 2 , note the horizontal axis will be 𝑡 and the vertical axis will be 𝑥

𝒕 𝒙 = 𝒕𝟐
0 0
1 1
2 4
-1 1
-2 4

For 𝑥 = 𝑡 + 1 , note the horizontal axis will be 𝑡 and the vertical axis will be 𝑥

𝒕 𝒙 = 𝒕+𝟏
0 1
1 2
2 3
-1 0
-2 -1
100

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DEFINITE INTEGRATION s4ifbn.com

So, the new graph for the points (𝑥, 𝑦) = (𝑓(𝑡), 𝑔(𝑡)) will be

𝒕 𝒙 = 𝒕𝟐 𝒚 = 𝒕+𝟏 𝒙, 𝒚
2 4 3 (4, 3)
1 1 2 (1, 2)
0 0 1 (0, 1)
-1 1 0 (1, 0)
-2 4 -1 (4, -1)

Example 6.20: sketch the curve defined by the parametric equation:

𝑥 = 𝑡 2 , 𝑦 = 𝑡 3 − 4𝑡 𝑓𝑜𝑟 − 3 ≤ 𝑡 ≤ 3

𝒕 𝒙 = 𝒕𝟐 𝒚 = 𝒕𝟑 − 𝟒𝒕 𝒙, 𝒚
3 9 15 (9, 15)
2 4 0 (4, 0)
1 1 -3 (1, -3)
0 0 0 (0, 0)
-1 1 3 (1, 3)
-2 4 0 (4, 0)
-3 9 -15 (9, -15)
101

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DEFINITE INTEGRATION s4ifbn.com

6.5 Polar Coordinates


The polar coordinate system written by the components (𝑟,𝜃)

Where:

𝒓 = directed distance from 𝒐 to 𝒑


𝜽 = directed angle from initial ray to 𝒐𝒑

The vertical line is the 90-axis and the horizontal line is the polar-axis,
the system is related by the equations

𝒙 = 𝒓 𝒄𝒐𝒔(𝜽)

𝒚 = 𝒓 𝒔𝒊𝒏(𝜽)
𝒚
𝒕𝒂𝒏(𝜽) =
𝒙
𝒚
𝜽 = 𝒕𝒂𝒏−𝟏 ( )
𝒙

𝒓 𝟐 = 𝒙𝟐 + 𝒚𝟐

Remarks:

1- the angle associated with the point of origin is not unique it has infinity ray pairs of polar coordinates
2- if the angle between two rays is 180 then the ray makes a straight line that we say is negative ray

Remember:

𝒔𝒊𝒏(𝜽 + 𝟐𝝅 ) = 𝒔𝒊𝒏(𝜽)

𝒄𝒐𝒔(𝜽 + 𝟐𝝅 ) = 𝐜𝐨𝐬(𝜽)

𝒄𝒐𝒔(𝜽 + 𝝅 ) = −𝐜𝐨𝐬(𝜽)

𝒔𝒊𝒏(𝜽 + 𝝅 ) = −𝒔𝒊𝒏(𝜽)

𝒔𝒊𝒏(−𝜽) = −𝒔𝒊𝒏(𝜽)

𝒄𝒐𝒔(−𝜽) = 𝒄𝒐𝒔(𝜽)
102

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DEFINITE INTEGRATION s4ifbn.com

Notes:

1- symmetric about the x-axis if the equation of 𝑟 is not change when replaced by (−θ)
2- symmetric about the y-axis if the equation of 𝑟 is not change when replaced by (π − θ)
3- symmetric about the origin if the equation of 𝑟 is not change when replaced by (π + θ)

Example 6.21: sketch the curves 𝒓 = 𝜽 and 𝒓 = −𝜽

𝒓 𝜽 −𝜽
0 0 0
10 10 -10
30 30 -30
45 45 -45
90 90 -90
… … …

103

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DEFINITE INTEGRATION s4ifbn.com

Example 6.22: sketch the curves 𝒓 = 𝟓

Or the general form 𝑟 = 𝑎 where a is a constant the graph will be a circle with a as a radius

Example 6.23: sketch the curves 𝒓 = 𝟒𝒄𝒐𝒔(𝜽)

Since:
𝒄𝒐𝒔(−𝜽) = 𝒄𝒐𝒔(𝜽) then it is symmetric about the x-axis

𝜽 0 30 45 60 90 120 150 180


𝒄𝒐𝒔(𝜽) 1 0.86 0.7 0.5 0 -0.5 -0.86 -1
𝒓 4 3.46 2.82 2 0 -2 -3.46 -4

104

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DEFINITE INTEGRATION s4ifbn.com

Example 6.24: sketch the curves 𝒓 = 𝟒𝒔𝒊𝒏(𝜽)

Since:
𝒔𝒊𝒏(−𝜽) = −𝒔𝒊𝒏(𝜽) then it is symmetric about the y-axis

𝜽 0 30 45 60 90 120 150 180


𝒔𝒊𝒏(𝜽) 0 0.5 0.7 0.86 1 0.86 0.5 0
𝒓 0 2 2.82 3.46 4 3.46 2 0

Example 6.25: sketch the curves 𝒓 = 𝟏 − 𝒄𝒐𝒔(𝜽)

𝜽 0 30 45 60 90 120 150 180


𝒄𝒐𝒔(𝜽) 1 0.86 0.7 0.5 0 -0.5 -0.86 -1
𝒓 0 0.14 0.3 0.5 1 1.5 1.86 2

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DEFINITE INTEGRATION s4ifbn.com

6.6 Double Integral Using Polar Coordinates


Theorem: The value of the double integral is given by
𝛽 𝑓2 (𝜃)
∬ 𝑓(𝑟,𝜃)𝑑𝐴 = ∫ ∫ 𝑓(𝑟,𝜃)𝑟 𝑑𝑟𝑑𝜃
𝛼 𝑓1 (𝜃)
𝑅

𝛼≤𝜃≤𝛽
𝜃=𝛽

𝜃=𝛼

𝑟 = 𝑓2 (𝜃)
𝐴
𝑟 = 𝑓1 (𝜃)

𝜃=𝜋 𝜃=0

Example 6.26: find the integral


𝜋
2
𝐼 = ∫ ∫ 𝑟 𝑆𝑖𝑛 (𝜃)𝑟 𝑑𝑟𝑑𝜃 𝑓𝑜𝑟 0 ≤ 𝑟 ≤ 2, 0≤𝜃≤𝜋
0
0

𝜋 𝜋
𝑟3 2 23 −8 𝜋 −8 −8
𝐼 = ∫ ( Sin(θ){ ) 𝑑𝜃 = ∫ ( Sin(θ) − 0) 𝑑𝜃 = (Cos(θ){0) = (𝐶𝑜𝑠 (𝜋) − 𝐶𝑜𝑠 (0)) = (−1 − 1)
3 0 3 3 3 3
0 0
16
=
3
𝜋/2 1+𝑆𝑖𝑛(𝜃)
Example 6.27: find the integral 𝐼 = ∫0 ∫0 𝐶𝑜𝑠 (𝜃) 𝑟𝑑𝑟𝑑𝜃 𝑓𝑜𝑟 0 ≤ 𝑟 ≤ 1 + 𝑆𝑖𝑛 (𝜃), 0 ≤ 𝜃 ≤ 𝜋/2
106

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DEFINITE INTEGRATION s4ifbn.com
𝜋/2 𝜋/2
1+𝑆𝑖𝑛(𝜃)
𝑟2 1 + 𝑆𝑖𝑛(𝜃)
𝐼= ∫ ∫ 𝐶𝑜𝑠 (𝜃) 𝑟𝑑𝑟𝑑𝜃 = ∫ 𝐶𝑜𝑠 (𝜃) { 𝑑𝜃 =
0 2 0
0 0

𝜋/2 𝜋/2
(1 + 𝑆𝑖𝑛(𝜃))2 1
∫ 𝐶𝑜𝑠 (𝜃) 𝑑𝜃 = ∫ (1 + 2𝑆𝑖𝑛(𝜃) + 𝑆𝑖𝑛 2 (𝜃)) 𝐶𝑜𝑠 (𝜃) 𝑑𝜃
2 2
0 0

𝜋/2
1 1 𝑆𝑖𝑛 3 (𝜃) 𝜋/2
∫ (𝐶𝑜𝑠(𝜃) + 2𝑆𝑖𝑛 (𝜃)𝐶𝑜𝑠(𝜃) + 𝑆𝑖𝑛 2 (𝜃)𝐶𝑜𝑠(𝜃)) 𝑑𝜃 = (𝑆𝑖𝑛 (𝜃) + 𝑆𝑖𝑛 2 (𝜃) + { )
2 2 3 0
0

3 𝜋
1 𝜋 𝜋 𝑆𝑖𝑛 ( ) 𝑆𝑖𝑛 3 (0)
2
= [(𝑆𝑖𝑛 ( ) + 𝑆𝑖𝑛 2 ( ) + ) − (𝑆𝑖𝑛 (0) + 𝑆𝑖𝑛 2 (0) + )]
2 2 2 3 3

1 1 1 7 7
= [(1 + 1 + )] = ∗ =
2 3 2 3 6

107

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DEFINITE INTEGRATION s4ifbn.com

6.7 Change Double Integral from Cartesian to Polar Coordinates


When changing a cartesian integral: ∬𝑅 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 𝑖𝑛𝑡𝑜 a polar coordinate by using:

1- 𝑥 = 𝑟 𝐶𝑜𝑠 (𝜃), 𝑦 = 𝑟 𝑆𝑖𝑛(𝜃)


2- 𝑅𝑒𝑝𝑙𝑎𝑐𝑒 𝑑𝑥 𝑑𝑦 𝑏𝑦 𝑟𝑑𝑟𝑑𝜃

Then:

∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∬ 𝑓(𝑟 𝐶𝑜𝑠 (𝜃),𝑟𝑆𝑖𝑛(𝜃))𝑟𝑑𝑟𝑑𝜃


𝑅 𝑅∗

Example 6.28: change the integral

𝐼 = ∫ ∫ √𝑥 2 + 𝑦 2 𝑑𝐴
𝑅

Draw the region where R is semi-circle region 𝑥 2 + 𝑦 2 ≤ 𝑎2 𝑎𝑛𝑑 𝑦 ≥ 0 of radius a.

Since 𝑥 2 + 𝑦 2 = 𝑎2

(𝑟𝐶𝑜𝑠(𝜃))2 + (𝑟𝑆𝑖𝑛(𝜃))2 = 𝑎2

𝑟=𝑎

And √𝑥 2 + 𝑦 2 = √𝑟 2 = 𝑟
𝜋 𝜋 𝜋 𝜋
𝑎
𝑟3 𝑎 𝑎3 𝑎3 𝑎3 𝜋 𝜋𝑎3
𝐼 = ∫ ∫ 𝑟 𝑟 𝑑𝑟𝑑𝜃 = ∫ { 𝑑𝜃 = ∫ 𝑑𝜃 = ∫ 𝑑𝜃 = (𝜃 { ) =
0 3 0 3 3 3 0 3
0 0 0 0

Example 6.29: change the integral

𝐼 = ∫ ∫ √𝑥 2 + 𝑦 2 𝑑𝐴
𝑅

Where 𝑥 2 + 𝑦 2 = 2𝑥

Since 𝑥 2 + 𝑦 2 = 2𝑥

(𝑟𝐶𝑜𝑠(𝜃))2 + (𝑟𝑆𝑖𝑛(𝜃))2 = 2𝑟𝐶𝑜𝑠(𝜃)

𝑟 2 = 2𝑟𝐶𝑜𝑠 (𝜃)

𝑟 = 2𝐶𝑜𝑠 (𝜃)

0 ≤ 𝑟 ≤ 2𝐶𝑜𝑠 (𝜃)

−𝜋/2 ≤ 𝜃 ≤ 𝜋/2
108

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DEFINITE INTEGRATION s4ifbn.com
𝜋/2 𝜋/2 𝜋/2 𝜋 /2
2𝐶𝑜𝑠(𝜃)
𝑟 3 2𝐶𝑜𝑠(𝜃) 1 8
𝐼= ∫ ∫ 𝑟 𝑟 𝑑𝑟𝑑𝜃 = ∫ { 𝑑𝜃 = ∫ 8𝐶𝑜𝑠 3 (𝜃)𝑑𝜃 = ∫ 𝐶𝑜𝑠 2 (𝜃)𝐶𝑜𝑠(𝜃)𝑑𝜃
0 3 0 3 3
−𝜋/2 −𝜋/2 −𝜋/2 −𝜋/2

𝜋/2 𝜋/2
8 8
= ∫ (1 − 𝑆𝑖𝑛 2 (𝜃))𝐶𝑜𝑠 (𝜃)𝑑𝜃 = ∫ (𝐶𝑜𝑠(𝜃) − 𝐶𝑜𝑠 (𝜃)𝑆𝑖𝑛 2(𝜃))𝑑𝜃
3 3
−𝜋/2 −𝜋/2

𝜋 𝜋 𝜋
8 𝑆𝑖𝑛 3 (𝜃) 8 𝜋 𝑆𝑖𝑛 3 ( ) 𝜋 𝑆𝑖𝑛 3 (− )
= (𝑆𝑖𝑛 (𝜃) − 2
){ 𝜋 = [( 𝑆𝑖𝑛 ( ) − 2
) − (𝑆𝑖𝑛 (− ) − 2
)]
3 3 − 3 2 3 2 3
2

8 1 −1 8 2 1 8 4 32
= [(1 − ) − (−1 − )] = [( ) + (1 − )] = ∗ =
3 3 3 3 3 3 3 3 3

109

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DEFINITE INTEGRATION s4ifbn.com

6.8 Triple Integrals


Used to find volumes of 3D shapes
𝑧2 𝑦2 𝑥2
𝐼= ∫ ∫ ∫ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑧1 𝑦1 𝑥1

110

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Chapter Seven
Differential Equations
Differential Equations
7.1 Definition
7.2 1st Order DE
7.3 Variable Separation Method
7.4 Variable Substitution Method
7.5 1st Order Linear DE
7.6 2nd Order Homogenous DE with Constant Coefficients
7.7 2nd Order Non-Homogenous DE with Constant Coefficients
7.8 Undetermined Coefficients Method
7.9 Variation of Parameters Method
7.10 Higher Order DE with Constant Coefficients
7.11 Homogenous System of DE with Constant Coefficients
7.12 Non-Homogenous Liner System of DE with Constant Coefficients
7.13 Partial Differential Equations
7.14 1st Order PDE LaGrange Method
7.15 PDE Separation of Variables
7.16 The Wave Equation
Differential Equations s4ifbn.com

7.1 Definition
If we have 𝑦 is a function of 𝑥, a differential equation is a relation between 𝑥 and 𝑦 which includes at least one
derivative of 𝑦 with respect to 𝑥 which have two types:

1- Ordinary Differential Equations: which involves a single independent variable


2- Partial Differential Equations: which involves two or more independent variables

The order of the differential equation is the order of the highest derivative that it contain for example

𝑦′ + 𝑦 = 0 𝑓𝑖𝑟𝑠𝑡 𝑜𝑟𝑑𝑒𝑟 𝐷.𝐸.

𝑦 ′′ + 4𝑦′ = 𝑒 𝑥 𝑠𝑒𝑐𝑜𝑛𝑑 𝑜𝑟𝑑𝑒𝑟 𝐷.𝐸.

𝑦 ′′′ + 𝑦 ′ = 𝑆𝑖𝑛(𝑥) 𝑡ℎ𝑖𝑟𝑑 𝑜𝑟𝑑𝑒𝑟 𝐷.𝐸.

𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
3 − 3 2 +3 − 𝑦 = 2𝑒 𝑥 𝑡ℎ𝑖𝑟𝑑 𝑜𝑟𝑑𝑒𝑟 𝐷.𝐸.
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝜕2 𝑦 𝜕2 𝑦
+ =0 𝑠𝑒𝑐𝑜𝑛𝑑 𝑜𝑟𝑑𝑒𝑟 𝐷.𝐸.
𝜕𝑥 2 𝜕𝑢 2

Any relation between the variables that occur in the differential equation that satisfies the equation is called a
solution or when 𝑦 and its derivatives are replaced throughout by 𝑓(𝑥) and its derivatives for example:

𝑦 = 𝑎 cos(2𝑥) + 𝑏 sin (2𝑥) of derivative a solution of the differential equation: (a, b) arbitrary constants

𝑦 ′′ + 4𝑦 = 0

d.e.

ordinary d.e. partial d.e.

1st Order 2nd Order High Order

Variabale
Homogenous Non-Homogenous
Separation

Underterminat
Linear
Coefficients

Variation of
Parameters
112

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Differential Equations s4ifbn.com

7.2 1st Order DE


If the differential equation has the form of

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0

Where 𝑀 and 𝑁 are functions of 𝑥 and 𝑦 or both 𝑥 and 𝑦 there are many methods to solve this type of differential
equations

7.3 Variable Separation Method


If we can put the differential equation as form 𝑓(𝑥)𝑑𝑥 + 𝑔(𝑦)𝑑𝑦 = 0 if 𝑥 and the derivative of 𝑥 in a term and 𝑦
and the derivative of 𝑦 in another term, the solution gives by take the integration of both sides.

Example 7.1:

𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 0
𝑑𝑦 𝑑𝑥
+ = 0
𝑦 𝑥
𝑑𝑦 𝑑𝑥
∫ +∫ =0
𝑦 𝑥
𝑙𝑛(𝑦) + 𝑙𝑛 (𝑥) = 𝐶
𝑙𝑛(𝑦𝑥) = 𝐶
𝑒 𝑙𝑛(𝑦𝑥) = 𝑒 𝐶
𝑦𝑥 = 𝑒 𝐶
𝑒𝐶
𝑦=
𝑥

Example 7.2:

𝑥 2 𝑆𝑖𝑛(𝑦)𝑑𝑥 + √9 − 𝑥 2 𝑑𝑦 = 0

1 1
[𝑥 2 𝑆𝑖𝑛(𝑦)𝑑𝑥 + √9 − 𝑥 2 𝑑𝑦 = 0] ∗ ∗
𝑆𝑖𝑛 (𝑦) √9 − 𝑥 2

𝑥2
𝑑𝑥 + 𝐶𝑠𝑐(𝑦) 𝑑𝑦 = 0
√9 − 𝑥 2
𝑥2
∫ 𝑑𝑥 = − ∫ 𝐶𝑠𝑐(𝑦) 𝑑𝑦
√9 − 𝑥 2
𝑙𝑒𝑡 𝑥 = 3𝑆𝑖𝑛(𝑧) → 𝑑𝑥 = 3 𝐶𝑜𝑠 (𝑧)𝑑𝑧

9𝑆𝑖𝑛 2 (𝑧)
∫ (3𝐶𝑜𝑠(𝑧)𝑑𝑧) = − ∫ 𝐶𝑠𝑐(𝑦) 𝑑𝑦
√9 − 9𝑆𝑖𝑛 2(𝑧)
113

9 ∫ 𝑆𝑖𝑛 2 (𝑧)𝑑𝑧 = − ∫ 𝐶𝑠𝑐 (𝑦) 𝑑𝑦

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com
1 − 𝐶𝑜𝑠(2𝑧)
9 ∫( )𝑑𝑧 = − ∫ 𝐶𝑠𝑐 (𝑦) 𝑑𝑦
2

9 9
∫ 𝑑𝑧 − ∫ 𝐶𝑜𝑠 (2𝑧)𝑑𝑧 = − ∫ 𝐶𝑠𝑐(𝑦) 𝑑𝑦
2 2
9 9
𝑧 − 𝑆𝑖𝑛(2𝑧) = −𝑙𝑛(𝐶𝑠𝑐 (𝑦) − 𝐶𝑜𝑡(𝑦))
2 4
9 9
𝑧 − 2𝑆𝑖𝑛(𝑧)𝐶𝑜𝑠(𝑧) = −𝑙𝑛(𝐶𝑠𝑐 (𝑦) − 𝐶𝑜𝑡(𝑦))
2 4

9 𝑥 18 𝑥 √9 − 𝑥 2
𝑆𝑖𝑛 −1 ( ) − ∗ ∗ = −𝑙𝑛(𝐶𝑠𝑐 (𝑦) − 𝐶𝑜𝑡(𝑦))
2 3 4 3 3

9 𝑥 𝑥 √9 − 𝑥 2
𝑆𝑖𝑛 −1 ( ) − = −𝑙𝑛(𝐶𝑠𝑐 (𝑦) − 𝐶𝑜𝑡(𝑦))
2 3 2

Example 7.3:

(𝑥 4 + 9)𝑆𝑖𝑛(𝑦)𝑑𝑥 + (𝑥 4 − 9𝑥 2 ) 𝑑𝑦 = 0

1 1
[(𝑥 4 + 9)𝑆𝑖𝑛(𝑦)𝑑𝑥 + (𝑥 4 − 9𝑥 2 ) 𝑑𝑦 = 0] ∗ ∗ 4
𝑆𝑖𝑛 (𝑦) (𝑥 − 9𝑥 2 )

(𝑥 4 + 9)
𝑑𝑥 + 𝐶𝑠𝑐(𝑦) 𝑑𝑦 = 0
(𝑥 4 − 9𝑥 2 )

(𝑥 4 + 9)
∫ 𝑑𝑥 = − ∫ 𝐶𝑠𝑐(𝑦) 𝑑𝑦
(𝑥 4 − 9𝑥 2 )

1 + 𝑥2
𝑓𝑟𝑜𝑚 𝑙𝑜𝑛𝑔 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 ∫ 𝑑𝑥 + 9 ∫ 𝑑𝑥 = − ∫ 𝐶𝑠𝑐(𝑦) 𝑑𝑦
𝑥 4 − 9𝑥 2

1 + 𝑥2 1 + 𝑥2 𝐴 𝐵 𝐶 𝐷
𝑏𝑦 𝑝𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛𝑠 ∫ 2 2 𝑑𝑥 = ∫ 2 𝑑𝑥 ∫ [ + 2 + + ]𝑑𝑥
𝑥 (𝑥 − 9) 𝑥 (𝑥 + 3)(𝑥 − 3) 𝑥 𝑥 𝑥 + 3 𝑥− 3

1 + 𝑥 2 = 𝐴𝑥 (𝑥 2 − 9) + 𝐵(𝑥 2 − 9) + 𝐶(𝑥 − 3)𝑥 2 + 𝐷(𝑥 + 3)𝑥 2

1 + 𝑥 2 = 𝐴𝑥 3 − 9𝐴𝑥 + 𝐵𝑥 2 − 9𝐵 + 𝐶𝑥 3 − 3𝐶𝑥 2 + 𝐷𝑥 3 + 3𝐷𝑥 2

1 + 𝑥 2 = 𝑥 3 (𝐴 + 𝐶 + 𝐷) + 𝑥 2 (𝐵 − 3𝐶 + 3𝐷) − 9𝐴𝑥 − 9𝐵

𝐴+𝐶 +𝐷 = 0
𝐵 − 3𝐶 + 3𝐷 = 1

1 1
−9𝐴 = 1 → 𝐴 = − → 𝐶 = −𝐷
9 9
−9𝐵 = 0 → 𝐵 = 0
114

1
3𝐶 + 3𝐷 =
3

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Differential Equations s4ifbn.com

−3𝐶 + 3𝐷 = 1
4 2
6𝐷 = → 𝐷 =
3 9
2 1
−3𝐶 + =1→𝐶 = −
3 9
1 1 2
1 + 𝑥2 − 0 −
9 9 9
∫ 2 𝑑𝑥 = ∫ [ + 2+ + ]𝑑𝑥
𝑥 (𝑥 + 3)(𝑥 − 3) 𝑥 𝑥 𝑥+ 3 𝑥−3

1 1 2
− −
9 9 9
∫ 𝑑𝑥 + 9(∫ [ + + ]𝑑𝑥) = − ∫ 𝐶𝑠𝑐 (𝑦) 𝑑𝑦
𝑥 𝑥+ 3 𝑥−3

1 1 2
𝑥 + 9(− 𝑙 𝑛(𝑥) − 𝑙 𝑛(𝑥 + 3) + 𝑙 𝑛(𝑥 − 3)) = −𝑙𝑛 (𝐶𝑠𝑐 (𝑦) − 𝐶𝑜𝑡 (𝑦) + 𝐶
9 9 9

𝑥 − 𝑙 𝑛(𝑥) − 𝑙 𝑛(𝑥 + 3) + 2𝑙𝑛 (𝑥 − 3) = −𝑙𝑛 (𝐶𝑠𝑐 (𝑦) − 𝐶𝑜𝑡 (𝑦) + 𝐶

Example 7.4:

(9𝑥 3 − 3𝑥 + 1)(√𝑦2 − 25)𝑑𝑥 + 𝑦 2 (𝑥 3 − 𝑥 2 ) 𝑑𝑦 = 0

1 1
[(9𝑥 3 − 3𝑥 + 1)(√𝑦2 − 25)𝑑𝑥 + 𝑦 2 (𝑥 3 − 𝑥 2 ) 𝑑𝑦 = 0] ∗ ∗
(𝑥 3 2
− 𝑥 ) √𝑦 2 − 25

(9𝑥3−3𝑥+1) 𝑦2
(𝑥3−𝑥2)
𝑑𝑥 + 𝑑𝑦 = 0/
√𝑦2 −25

(9𝑥 3 − 3𝑥 + 1) 𝑦2
∫ 𝑑𝑥 + ∫ 𝑑𝑦 = 0
(𝑥 3 − 𝑥 2 ) √𝑦 2 − 25

9𝑥 2 − 3𝑥 + 1 𝑦2
𝑓𝑟𝑜𝑚 𝑙𝑜𝑛𝑔 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 ∫ 9 𝑑𝑥 + ∫ 𝑑𝑥 + ∫ 𝑑𝑦 = 0
(𝑥 3 − 𝑥 2 ) √𝑦 2 − 25

9𝑥 2 − 3𝑥 + 1 9𝑥 2 − 3𝑥 + 1 𝐴 𝐵 𝐶
𝑏𝑦 𝑝𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛𝑠 ∫ 3 2 𝑑𝑥 = ∫ 2 𝑑𝑥 ∫[ + 2 + ]𝑑𝑥
(𝑥 − 𝑥 ) 𝑥 (𝑥 − 1) 𝑥 𝑥 𝑥 −1

9𝑥 2 − 3𝑥 + 1 = 𝐴𝑥(𝑥 − 1) + 𝐵(𝑥 − 1) + 𝐶𝑥 2

9𝑥 2 − 3𝑥 + 1 = 𝐴𝑥 2 − 𝐴𝑥 + 𝐵𝑥 − 𝐵 + 𝐶𝑥 2

9𝑥 2 − 3𝑥 + 1 = 𝑥 2 (𝐴 + 𝐶 ) + 𝑥(𝐵 − 𝐴) − 𝐵

𝐴 + 𝐶 = 9 … . . (1)
𝐵 − 𝐴 = −3 … . . (2)

−𝐵 = 1 → 𝐵 = −1
𝑓𝑟𝑜𝑚 (2) − 1 − 𝐴 = −3 → 𝐴 = 2

𝑓𝑟𝑜𝑚 (1) 2 + 𝐶 = 9 → 𝐶 = 7
115

9𝑥 2 − 3𝑥 + 1 2 1 7
∫ 3 2 𝑑𝑥 = ∫ [ − 2 + ] 𝑑𝑥
(𝑥 − 𝑥 ) 𝑥 𝑥 𝑥− 1

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The integration will be

1 1 1 𝑦2
∫ 9 𝑑𝑥 + 2 ∫ 𝑑𝑥 − ∫ 2 𝑑𝑥 + 7 ∫ 𝑑𝑥 + ∫ 𝑑𝑦 = 0
𝑥 𝑥 𝑥 −1 √𝑦 2 − 25

To solve

𝑦2
∫ 𝑑𝑦 𝑙𝑒𝑡 𝑦 = 5𝑆𝑒𝑐 (𝑧) → 𝑑𝑦 = 5 𝑆𝑒𝑐(𝑧)𝑇𝑎𝑛(𝑧)𝑑𝑧
√𝑦 2 − 25

𝑦2 25𝑆𝑒𝑐 2 (𝑧) 25𝑆𝑒𝑐 2(𝑧)


∫ 𝑑𝑦 = ∫ 5 𝑆𝑒𝑐(𝑧)𝑇𝑎𝑛(𝑧)𝑑𝑧 = ∫ 5 𝑆𝑒𝑐(𝑧)𝑇𝑎𝑛(𝑧)𝑑𝑧
√𝑦 2 − 25 √25𝑆𝑒𝑐 2 (𝑧) − 25 √25(𝑆𝑒𝑐 2(𝑧) − 1)

25𝑆𝑒𝑐 2 (𝑧)
=∫ 5 𝑆𝑒𝑐(𝑧)𝑇𝑎𝑛(𝑧)𝑑𝑧 = 25 ∫ 𝑆𝑒𝑐 2 (𝑧)𝑆𝑒𝑐(𝑧)𝑑𝑧
5𝑇𝑎𝑛𝑛(𝑧)

𝑛𝑜𝑤 𝑙𝑒𝑡 𝑢 = 𝑆𝑒𝑐 (𝑧) → 𝑑𝑢 = 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧)𝑑𝑧

∫ 𝑑𝑣 = ∫ 𝑆𝑒𝑐 2 (𝑧)𝑑𝑧 → 𝑣 = 𝑇𝑎𝑛(𝑧)

𝑠𝑜 ∫ 𝑆𝑒𝑐 2 (𝑧)𝑆𝑒𝑐(𝑧)𝑑𝑧 = 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧) − ∫ 𝑇𝑎𝑛2 (𝑧)𝑆𝑒𝑐(𝑧)𝑑𝑧

∫ 𝑆𝑒𝑐 2 (𝑧)𝑆𝑒𝑐(𝑧)𝑑𝑧 = 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧) − ∫(𝑆𝑒𝑐 2 (𝑧) − 1)𝑆𝑒𝑐(𝑧)𝑑𝑧

∫ 𝑆𝑒𝑐 2 (𝑧)𝑆𝑒𝑐(𝑧)𝑑𝑧 = 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧) − ∫ 𝑆𝑒𝑐 2 (𝑧)𝑆𝑒𝑐(𝑧)𝑑𝑧 + ∫ 𝑆𝑒𝑐 (𝑧)𝑑𝑧

2 ∫ 𝑆𝑒𝑐 2 (𝑧)𝑆𝑒𝑐(𝑧)𝑑𝑧 = 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧) + 𝑙𝑛 (𝑆𝑒𝑐 (𝑧) + 𝑇𝑎𝑛(𝑧)


1 1
∫ 𝑆𝑒𝑐 2 (𝑧)𝑆𝑒𝑐(𝑧)𝑑𝑧 = 𝑆𝑒𝑐 (𝑧)𝑇𝑎𝑛(𝑧) + 𝑙𝑛 (𝑆𝑒𝑐(𝑧) + 𝑇𝑎𝑛(𝑧)
2 2

𝑦2 25 25
𝑠𝑜 ∫ 𝑑𝑦 = ( 𝑆𝑒𝑐(𝑧)𝑇𝑎𝑛(𝑧) + 𝑙 𝑛(𝑆𝑒𝑐 (𝑧) + 𝑇𝑎𝑛(𝑧))
√𝑦 2 − 25 2 2
25 𝑦 √𝑦 2 − 25 25 𝑦 √𝑦 2 − 25
= ∗ + 𝑙𝑛( + )
2 5 5 2 5 5

The integration will be

1 𝑦√𝑦 2 − 25 25 𝑦 √𝑦 2 − 25
9𝑥 + 2𝑙𝑛(𝑥) + + 7 𝑙𝑛 (𝑥 − 1) + + 𝑙 𝑛( + )=𝐶
𝑥 2 2 5 5
116

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7.4 Variable Substitution Method


𝑑𝑦 𝑑𝑦 𝑥
If = 𝑓(𝑥, 𝑦)𝑖𝑓 𝑤𝑒 𝑐𝑎𝑛 𝑤𝑟𝑖𝑡𝑒 𝑎𝑠 = 𝑓 ( ) 𝑤𝑒 𝑠𝑎𝑦 𝑖𝑡 𝑖𝑠 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠
𝑑𝑥 𝑑𝑥 𝑦

Example 7.5:

𝑑𝑦 𝑥 +𝑦 𝑦 𝑦 𝑑𝑦 𝑑𝑣
= = 1+ 𝑛𝑜𝑤 𝑙𝑒𝑡 𝑣 = → 𝑦 = 𝑥𝑣 → =𝑣+ 𝑥
𝑑𝑥 𝑥 𝑥 𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑣 𝑑𝑣 𝑑𝑥 𝑦
𝑣+ 𝑥 = 1+𝑣 →𝑥 = 1 → ∫ 𝑑𝑣 = ∫ → 𝑣 = 𝑙𝑛 (𝑥) + 𝐶 → = 𝑙𝑛 (𝑥) + 𝐶
𝑑𝑥 𝑑𝑥 𝑥 𝑥

𝑦 = 𝑥𝑙𝑛 (𝑥) + 𝑥𝐶

Example 7.6:
𝑦
𝑑𝑦 𝑥 2 + 3𝑦 2 1 + 3(𝑥 )2 𝑦 𝑑𝑦 𝑑𝑣
= = 2𝑦 𝑛𝑜𝑤 𝑙𝑒𝑡 𝑣 = → 𝑦 = 𝑥𝑣 → =𝑣+ 𝑥
𝑑𝑥 2𝑥𝑦 𝑥 𝑑𝑥 𝑑𝑥
𝑥

𝑑𝑣 1 + 3𝑣 2 𝑑𝑣 𝑑𝑣 𝑑𝑣 𝑣 2 + 1
𝑣+ 𝑥 = → 2𝑣2 + 2𝑣𝑥 = 1 + 3𝑣 2 → 2𝑣𝑥 = 1 + 𝑣 2 → 2𝑥 =
𝑑𝑥 2𝑣 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑣
2𝑣 𝑑𝑣 1 𝑦
2 + 1) = 𝑙𝑛(𝑥) + 𝐶 → 𝑙𝑛 (( )2 + 1) = 𝑙𝑛(𝑥) + 𝐶
∫ = ∫ 𝑑𝑥 → 𝑙𝑛 ( 𝑣
𝑣2 + 1 𝑥 𝑥

𝑦2
+ 1 = 𝑥 + 𝑒 𝐶 → 𝑦 2 = 𝑥 3 + 𝑥 2 (𝑒 𝐶 − 1)
𝑥2

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7.5 1st Order Linear DE


If the equation of form

𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄 (𝑥)
𝑑𝑥

Where 𝑃 and 𝑄 are functions of 𝑥, to solve the equation we must find the Integration Factor 𝐼

𝐼 = 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥

Then multiply the integration factor by the equation to get

[𝑑𝑦 + 𝑃(𝑥)𝑦𝑑𝑥 = 𝑄 (𝑥)𝑑𝑥] ∗ 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥

𝑑𝑦 𝑒 ∫ 𝑃 (𝑥)𝑑𝑥 + 𝑃(𝑥)𝑦 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥 𝑑𝑥 = 𝑄(𝑥) 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥 𝑑𝑥

𝑑[𝑦 𝑒 ∫ 𝑃 (𝑥)𝑑𝑥 ] = 𝑄 (𝑥) 𝑒 ∫ 𝑃 (𝑥)𝑑𝑥 𝑑𝑥 by integrating both sides we get

𝑦 𝑒 ∫ 𝑃 (𝑥)𝑑𝑥 = ∫ 𝑄(𝑥) 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥 𝑑𝑥 + 𝐶 so, the solution will be

𝑦 𝐼 = ∫ 𝐼 𝑄(𝑥)𝑑𝑥 + 𝐶

Example 7.7: solve

𝑑𝑦 𝑦
+ =2
𝑑𝑥 𝑥
𝑦 1
𝑦′ + = 2, 𝑃(𝑥) = , 𝑄 (𝑥) = 2
𝑥 𝑥
1
∫ 𝑑𝑥
𝐼 = 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥 = 𝑒 𝑥 = 𝑒 ln𝑥 = 𝑥

𝑦 𝐼 = ∫ 𝐼 𝑄(𝑥)𝑑𝑥 + 𝐶

𝑦 𝑥 = ∫ 2𝑥 𝑑𝑥 + 𝐶 = 𝑥 2 + 𝑐

𝑐
𝑦 = 𝑥+
𝑥
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7.6 2nd Order Homogenous DE with Constant Coefficients


If the general Form of

𝑑𝑦 𝑑 2 𝑦
𝐹(𝑥, 𝑦, , )
𝑑𝑥 𝑑𝑥 2
𝑑𝑦 𝑑2 𝑦
Case1: if the dependent variable (𝑦) is missing 𝐹 (𝑥, , )=0
𝑑𝑥 𝑑𝑥2

𝑑𝑦 𝑑𝑃 𝑑2 𝑦
Let 𝑃 = , =
𝑑𝑥 𝑑𝑥 𝑑𝑥2

Example 7.8:

𝑑 2 𝑦 𝑑𝑦
𝑥 + =0
𝑑𝑥 2 𝑑𝑥
𝑑𝑦 𝑑𝑃 𝑑2 𝑦
Let 𝑃 = , =
𝑑𝑥 𝑑𝑥 𝑑𝑥2

𝑑𝑃
𝑥 +𝑃 = 0
𝑑𝑥
𝑑𝑃
𝑥 = −𝑃
𝑑𝑥
𝑑𝑃 𝑑𝑥
− =
𝑃 𝑥
1 1
∫ 𝑑𝑃 = − ∫ 𝑑𝑥
𝑃 𝑥

𝑙 𝑛(𝑃) = −𝑙𝑛(𝑥) + 𝐶
−1
𝑃 = 𝑒 𝑙𝑛(𝑥) ∗ 𝑒𝐶 𝑙𝑒𝑡 𝐶1 = 𝑒 𝐶

𝐶1
𝑃=
𝑥
𝐶1
𝑆𝑜 𝑦 = ∫ 𝑑𝑥 = 𝐶1 𝑙𝑛 (𝑥) + 𝐶2
𝑥
𝑑𝑦 𝑑2 𝑦
Case2: if the independent variable (𝑥) is missing 𝐹 (𝑦, 𝑑𝑥 , 𝑑𝑥2 ) = 0

𝑑𝑦 𝑑𝑃 𝑑𝑃 𝑑𝑦 𝑑𝑃
Let 𝑃 = 𝑑𝑥 , = ∗ 𝑑𝑥 = 𝑃 𝑑𝑦
𝑑𝑥 𝑑𝑦

Example 7.9:

𝑦 𝑦 ′′ + 2𝑦 ′ − 2(𝑦 ′ )2 = 0
𝑑𝑦 𝑑𝑃 𝑑𝑃 𝑑𝑦 𝑑𝑃
Let 𝑃 = 𝑦 ′ = , = 𝑦 ′′ = ∗ =𝑃
𝑑𝑥 𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦
119

𝑑𝑃
𝑦𝑃 + 2𝑃 − 2𝑃2 = 0
𝑑𝑦

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𝑑𝑃 𝑑𝑦
𝑃 (𝑦 + 2 − 2𝑃) = 0 𝑒𝑖𝑡ℎ𝑒𝑟 𝑃 = 0 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠 = 0 𝑡ℎ𝑒𝑛 𝑦 = 𝐶
𝑑𝑦 𝑑𝑥

𝑑𝑃 2 2𝑃
𝑜𝑟 + − =0
𝑑𝑦 𝑦 𝑦

𝑑𝑃 2𝑃 2
− =−
𝑑𝑦 𝑦 𝑦
−2
∫ 𝑦 𝑑𝑦
𝐼=𝑒 = 𝑒 −2𝑙𝑛 (𝑦) = 𝑦 −2

2
𝑃 = 𝑦 2 (∫ − ∗𝑦 −2 𝑑𝑦) = 𝑦 2 (−2 ∫ 𝑦 −3 𝑑𝑦) = 𝑦 2 (𝑦 −2 + 𝐶 ) = 1 + 𝐶𝑦 2
𝑦

𝑑𝑦
= 1 + 𝐶𝑦 2
𝑑𝑥
𝑑𝑦
∫ = ∫ 𝑑𝑥
1 + 𝐶𝑦 2

1
𝑇𝑎𝑛 −1 (√𝑐𝑦) = 𝑥 + 𝐶
√𝑐

𝑇𝑎𝑛 −1 (√𝑐𝑦) = (𝑥 + 𝐶)√𝑐

𝑇𝑎𝑛(√𝑐𝑥 + √𝑐𝐶)
𝑦=
√𝑐

If the differential equation of the form

𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0 … … … . (1)

Let 𝑦 = 𝑒 𝑚𝑥 be a solution of (1) where 𝑚 is a constant

𝑑𝑦 = 𝑚𝑒 𝑚𝑥 𝑑𝑥 𝑑𝑖𝑣𝑖𝑑𝑒 𝑏𝑦 𝑑𝑥

𝑦 ′ = 𝑚𝑒 𝑚𝑥
𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
𝑦 ′′′ = 𝑚3 𝑒𝑚𝑥

If we put these in equation (1) we get

𝑚2 𝑒 𝑚𝑥 + 𝑎𝑚𝑒 𝑚𝑥 + 𝑏𝑒 𝑚𝑥 = 0

𝑒 𝑚𝑥 (𝑚2 + 𝑎𝑚 + 𝑏) = 0

−𝑏 ± √𝑏 2 − 4𝑎𝑐
𝑒 𝑚𝑥 ≠ 0 𝑠𝑜 𝑚2 + 𝑎𝑚 + 𝑏 = 0 𝑡ℎ𝑒 𝑐ℎ𝑎𝑟𝑒𝑐ℎ𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑤𝑒 𝑐𝑎𝑛 𝑠𝑜𝑙𝑣𝑒 𝑖𝑛 𝑚 =
2𝑎

Case 1: if 𝒎𝟏 = 𝒎𝟐 𝒕𝒉𝒆 𝒓𝒐𝒐𝒕𝒔 𝒂𝒓𝒆 𝒓𝒆𝒂𝒍 𝒂𝒏𝒅 𝒆𝒒𝒖𝒂𝒍

The solution is

𝑦 = 𝐶1𝑒 𝑚1𝑥 + 𝐶2 𝑥𝑒 𝑚2𝑥


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Example 7.10:

𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 0 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 + 4𝑚 + 4) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚2 + 4𝑚 + 4 = 0

(𝑚 + 2)(𝑚 + 2) = 0 𝑠𝑜 𝑒𝑖𝑡ℎ𝑒𝑟 𝑚 = −2 𝑜𝑟 𝑚 = −2

𝑦 = 𝐶1𝑒 −2𝑥 + 𝐶2 𝑥𝑒 −2𝑥

Case 2: if 𝒎𝟏 ≠ 𝒎𝟐 𝒕𝒉𝒆 𝒓𝒐𝒐𝒕𝒔 𝒂𝒓𝒆 𝒓𝒆𝒂𝒍 𝒂𝒏𝒅 𝒅𝒊𝒔𝒕𝒊𝒏𝒄𝒕

The solution is

𝑦 = 𝐶1 𝑒𝑚1𝑥 + 𝐶2 𝑒𝑚2𝑥

Example 7.11:

𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 + 𝑚 − 6) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚2 + 𝑚 − 6 = 0

(𝑚 + 3)(𝑚 − 2) = 0 𝑠𝑜 𝑒𝑖𝑡ℎ𝑒𝑟 𝑚 = −3 𝑜𝑟 𝑚 = 2

𝑦 = 𝐶1𝑒 −3𝑥 + 𝐶2 𝑒2𝑥

Example 7.12:

𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 + 5𝑚 + 6) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚2 + 5𝑚 + 6 = 0

(𝑚 + 2)(𝑚 + 3) = 0 𝑠𝑜 𝑒𝑖𝑡ℎ𝑒𝑟 𝑚 = −2 𝑜𝑟 𝑚 = −3

𝑦 = 𝐶1𝑒 −2𝑥 + 𝐶2 𝑒−3𝑥

Case 3: if 𝒎𝟏 𝒂𝒏𝒅 𝒎𝟐 𝒕𝒉𝒆 𝒓𝒐𝒐𝒕𝒔 𝒂𝒓𝒆 𝒄𝒐𝒎𝒑𝒍𝒆𝒙 𝒏𝒖𝒎𝒃𝒆𝒓𝒔

Let the roots as 𝛼 ± 𝑖𝛽 we take the positive complex root only 𝛼 + 𝑖𝛽

The solution is

𝑦 = 𝐶1𝑒 𝛼𝑥 𝐶𝑜𝑠(𝛽𝑥) + 𝐶2 𝑒 𝛼𝑥 𝑆𝑖𝑛(𝛽𝑥)


121

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Example 7.13:

𝑦 ′′ − 4𝑦 ′ + 5𝑦 = 0 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 − 4𝑚 + 5) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚2 − 4𝑚 + 5

4 ± √16 − 20 4 ± √−4 4 ± 2𝑖
𝑚= = = = 2 + 𝑖 𝑤𝑒 𝑡𝑎𝑘𝑒 𝑜𝑛𝑙𝑦 𝑡ℎ𝑒 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑐𝑜𝑚𝑝𝑙𝑒𝑥 𝑟𝑜𝑜𝑡
2 2 2
𝛼 = 2,𝛽 = 1

𝑦 = 𝐶1𝑒 2𝑥𝐶𝑜𝑠(𝑥) + 𝐶2 𝑒2𝑥 𝑆𝑖𝑛(𝑥)

122

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7.7 2nd Order Non-Homogenous DE with Constant Coefficients


If the differential equation if the form

𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑓(𝑥) … … … . (1)

The general solution will be, the solution of the homogenous part plus another particular solution

𝑦(𝑥) = 𝑦ℎ + 𝑦𝑝

7.8 Undetermined Coefficients Method


The condition of this method that 𝑓(𝑥) maybe a polynomial or an exponential function or a sine, cosine or sum
function of any of them we can find 𝑦𝑝 by the following table

Modification (𝑦𝑝 ∗ 𝑥) and (𝑦𝑝 ∗ 𝑥 2 ) for two roots and so


𝑓(𝑥) 𝑦𝑝
on
𝑘𝑥 𝑛 𝑘0 + 𝑘1 𝑥 1 + 𝑘2𝑥 2 … . 𝑘𝑛 𝑥 𝑛 When one root of the homogenous = 0
𝑘𝑒 𝑝𝑥 𝐶𝑒 𝑝𝑥 When one root of the homogenous = 𝑃
𝑘𝑆𝑖𝑛(𝛽𝑥) 𝑜𝑟 𝑘𝐶𝑜𝑠(𝛽𝑥) 𝐴𝐶𝑜𝑠 (𝛽𝑥) + 𝐵𝑆𝑖𝑛(𝛽𝑥) When one root of the homogenous = 𝛽𝑖 (complex roots)

Example 7.14:

𝑦 ′′ − 4𝑦 = 8𝑥 2 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 − 4) = 0 𝑒 𝑚𝑥 ≠ 0

(𝑚 2 − 4) = 0 𝑚 = 2 𝑜𝑟 𝑚 = −2 𝑠𝑜 𝑦ℎ = 𝐶1𝑒 2𝑥 + 𝐶2 𝑒 −2𝑥

𝑦𝑝 = (𝑘0 + 𝑘1 𝑥 + 𝑘2 𝑥 2 ) 𝑤𝑒 𝑑𝑜𝑛 ′ 𝑡 𝑚𝑜𝑑𝑖𝑓𝑦 𝑏𝑒𝑐𝑢𝑎𝑠𝑒 𝑛𝑜𝑛𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑜𝑜𝑡𝑠 = 0

The next step is to find 𝑘0 ,𝑘1 ,𝑘2

𝑦 ′ 𝑝 = 𝑘1 + 2𝑘2 𝑥

𝑦 ′′ 𝑝 = 2𝑘2

Then we substitute in the main equation 𝑦 ′′ − 4𝑦 = 8𝑥 2

2𝑘2 − 4(𝑘0 + 𝑘1𝑥 + 𝑘2 𝑥 2 ) = 8𝑥 2

2𝑘2 − 4𝑘0 − 4𝑘1𝑥 − 4𝑘2 𝑥 2 = 8𝑥 2

So, we get three equations:

−4𝑘2 = 8 → 𝑘2 = −2
−4𝑘1 = 0 → 𝑘1 = 0
2𝑘2 − 4𝑘0 = 0 → −4 − 4𝑘0 = 0 → 𝑘0 = −1
123

𝑦𝑝 = (−1 − 2𝑥 2 )
𝑦(𝑥) = 𝐶1𝑒 2𝑥 + 𝐶2𝑒 −2𝑥 − 1 − 2𝑥 2

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Example 7.15:

𝑦 ′′ − 𝑦 ′ = 6𝑥 3 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 − 𝑚) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚(𝑚 − 1) = 0 𝑚 = 0 𝑜𝑟 𝑚 = 1 𝑠𝑜 𝑦ℎ = 𝐶1 + 𝐶2𝑒 𝑥

𝑦𝑝 = (𝑘0 + 𝑘1 𝑥 + 𝑘2 𝑥 2 + 𝑘3 𝑥 3) 𝑤𝑒 𝑛𝑒𝑒𝑑 𝑡𝑜 𝑚𝑜𝑑𝑖𝑓𝑦 𝑏𝑦 𝑥 𝑏𝑒𝑐𝑢𝑎𝑠𝑒 𝑜𝑛𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑜𝑜𝑡𝑠 = 0

𝑦𝑝 = (𝑘0 𝑥 + 𝑘1 𝑥 2 + 𝑘2 𝑥 3 + 𝑘3 𝑥 4 )

The next step is to find 𝑘0 ,𝑘1 ,𝑘2 ,𝑘3

𝑦 ′ 𝑝 = 𝑘0 + 2𝑘1𝑥 + 3𝑘2 𝑥 2 + 4𝑘3 𝑥 3

𝑦 ′′ 𝑝 = 2𝑘1 + 6𝑘2𝑥 + 12𝑘3𝑥 2

Then we substitute in the main equation 𝑦 ′′ − 𝑦 ′ = 6𝑥 3

2𝑘1 + 6𝑘2𝑥 + 12𝑘3𝑥 2 − (𝑘0 + 2𝑘1 𝑥 + 3𝑘2𝑥 2 + 4𝑘3 𝑥 3) = 6𝑥 3

2𝑘1 + 6𝑘2𝑥 + 12𝑘3𝑥 2 − 𝑘0 − 2𝑘1 𝑥 − 3𝑘2 𝑥 2 − 4𝑘3 𝑥 3 = 6𝑥 3

2𝑘1 − 𝑘0 + 6𝑘2 𝑥 + −2𝑘1𝑥 + 12𝑘3𝑥 2 − 3𝑘2 𝑥 2 − 4𝑘3𝑥 3 = 6𝑥 3

So, we get these equations:

3
−4𝑘3 = 6 → 𝑘3 = −
2
−18
12𝑘3 − 3𝑘2 = 0 → −18 − 3𝑘2 = 0 → 𝑘2 = = −6
3
6𝑘2 + −2𝑘1 = 0 → −36 − 2𝑘1 = 0 → −2𝑘1 = 36 → 𝑘1 = −18

2𝑘1 − 𝑘0 = 0 → −36 − 𝑘0 = 0 → 𝑘0 = −36

3
𝑦𝑝 = (−12𝑥 − 6𝑥 2 − 6𝑥 3 − 𝑥 4 )
2
3
𝑦(𝑥) = 𝐶1 + 𝐶2𝑒 −𝑥 − 36𝑥 − 18𝑥 2 − 6𝑥 3 − 𝑥 4
2

Example 7.16:

𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 4𝑥 2 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 − 3𝑚 − 4) = 0 𝑒 𝑚𝑥 ≠ 0

(𝑚 − 4)(𝑚 + 1) = 0 𝑚 = 4 𝑜𝑟 𝑚 = −1 𝑠𝑜 𝑦ℎ = 𝐶1 𝑒4𝑥 + 𝐶2 𝑒 −𝑥

𝑦𝑝 = (𝑘0 + 𝑘1 𝑥 + 𝑘2 𝑥 2 ) 𝑤𝑒 𝑑𝑜𝑛 ′ 𝑡 𝑚𝑜𝑑𝑖𝑓𝑦 𝑏𝑒𝑐𝑢𝑎𝑠𝑒 𝑛𝑜𝑛𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑜𝑜𝑡𝑠 = 0

The next step is to find 𝑘0 ,𝑘1 ,𝑘2


124

𝑦 ′ 𝑝 = 𝑘1 + 2𝑘2 𝑥

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𝑦 ′′ 𝑝 = 2𝑘2

Then we substitute in the main equation 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 4𝑥 2

2𝑘2 − 3(𝑘1 + 2𝑘2 𝑥) − 4(𝑘0 + 𝑘1 𝑥 + 𝑘2 𝑥 2) = 4𝑥 2

2𝑘2 − 3𝑘1 − 6𝑘2𝑥 − 4𝑘0 − 4𝑘1𝑥 − 4𝑘2𝑥 2 = 4𝑥 2


2𝑘2 − 3𝑘1 − 4𝑘0 − 6𝑘2𝑥 − 4𝑘1𝑥 − 4𝑘2𝑥 2 = 4𝑥 2

So, we get three equations:

2𝑘2 − 3𝑘1 − 4𝑘0 = 0 … (𝑖)


−6𝑘2 − 4𝑘1 = 0 . . . (𝑖𝑖)
3
−4𝑘2 = 4 → 𝑘2 = −1 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 (𝑖𝑖) 6 − 4𝑘1 = 0 → 𝑘1 =
2
9 −13
𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 (𝑖) − 2 − − 4𝑘0 = 0 → 𝑘0 =
2 8
−13 3
𝑦𝑝 = + 𝑥 − 𝑥2
8 2
13 3
𝑦(𝑥) = 𝐶1𝑒 4𝑥 + 𝐶2𝑒 −𝑥 − + 𝑥 − 𝑥2
8 2

Example 7.17:

𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 3𝑒 2𝑥 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 − 3𝑚 − 4) = 0 𝑒 𝑚𝑥 ≠ 0

(𝑚 − 4)(𝑚 + 1) = 0 𝑚 = 4 𝑜𝑟 𝑚 = −1 𝑠𝑜 𝑦ℎ = 𝐶1 𝑒4𝑥 + 𝐶2 𝑒 −𝑥

𝑦𝑝 = 𝐶𝑒 2𝑥 𝑤𝑒 𝑑𝑜 𝑛𝑜𝑡 𝑚𝑜𝑑𝑖𝑓𝑦 𝑖𝑡 𝑠𝑖𝑛𝑐𝑒 2 𝑖𝑠 𝑛𝑜𝑡 𝑟𝑜𝑜𝑡 𝑜𝑓 𝑦ℎ

The next step is to find 𝐶

𝑦 ′ 𝑝 = 2𝐶𝑒 2𝑥

𝑦 ′′ 𝑝 = 4𝐶𝑒 2𝑥

Then we substitute in the main equation 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 3𝑒 2𝑥

4𝐶𝑒 2𝑥 − 3(2𝐶𝑒 2𝑥 ) − 4𝐶𝑒 2𝑥 = 3𝑒 2𝑥

1 1
4𝐶 − 6𝐶 − 4𝐶 = 3 → 𝐶 = − 𝑠𝑜 𝑦𝑝 = − 𝑒 2𝑥
2 2
1
𝑦(𝑥) = 𝐶1 𝑒4𝑥 + 𝐶2 𝑒−𝑥 − 𝑒 2𝑥
2
125

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Example 7.18:

𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 𝑒 4𝑥 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 − 3𝑚 − 4) = 0 𝑒 𝑚𝑥 ≠ 0

(𝑚 − 4)(𝑚 + 1) = 0 𝑚 = 4 𝑜𝑟 𝑚 = −1 𝑠𝑜 𝑦ℎ = 𝐶1 𝑒4𝑥 + 𝐶2 𝑒 −𝑥

𝑦𝑝 = (𝐶𝑒 4𝑥 ) ∗ 𝑥 𝑤𝑒 𝑛𝑒𝑒𝑑 𝑡𝑜 𝑚𝑜𝑑𝑖𝑓𝑦 𝑖𝑡 𝑠𝑖𝑛𝑐𝑒 4 𝑖𝑠 𝑟𝑜𝑜𝑡 𝑜𝑓 𝑦ℎ

The next step is to find 𝐶

𝑦 ′ 𝑝 = 𝑥 ∗ 4𝐶𝑒 4𝑥 + 𝐶𝑒 4𝑥

𝑦 ′′ 𝑝 = 𝑥 ∗ 16𝐶𝑒 4𝑥 + 4𝐶𝑒 4𝑥 + 4𝐶𝑒 4𝑥 = 16𝐶𝑥𝑒 4𝑥 + 8𝐶𝑒 4𝑥

Then we substitute in the main equation 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 𝑒 4𝑥

16𝐶𝑥𝑒 4𝑥 + 8𝐶𝑒 4𝑥 − 3( 4𝐶𝑥𝑒 4𝑥 + 𝐶𝑒 4𝑥 ) − 4(𝐶𝑥𝑒 4𝑥 ) = 𝑒 4𝑥

16𝐶𝑥𝑒 4𝑥 + 8𝐶𝑒 4𝑥 − 12𝐶𝑥𝑒 4𝑥 − 3𝐶𝑒 4𝑥 − 4𝐶𝑥𝑒 4𝑥 = 𝑒 4𝑥

16𝐶𝑥 + 8𝐶 − 12𝐶𝑥 − 3𝐶 − 4𝐶𝑥 = 1

16𝐶𝑥 − 12𝐶𝑥 − 4𝐶𝑥 + 8𝐶 − 3𝐶 = 1

1
5𝐶 = 1 → 𝐶 =
5

𝑦𝑝 = 𝑥𝑒 4𝑥

1
𝑦(𝑥) = 𝐶1 𝑒4𝑥 + 𝐶2 𝑒−𝑥 + 𝑥𝑒 4𝑥
5

Example 7.19:

𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 2𝑆𝑖𝑛(𝑥) 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 − 3𝑚 − 4) = 0 𝑒 𝑚𝑥 ≠ 0

(𝑚 − 4)(𝑚 + 1) = 0 𝑚 = 4 𝑜𝑟 𝑚 = −1 𝑠𝑜 𝑦ℎ = 𝐶1 𝑒4𝑥 + 𝐶2 𝑒 −𝑥

𝑦𝑝 = 𝑚𝐶𝑜𝑠 (𝑥) + 𝑛𝑆𝑖𝑛(𝑥) 𝑤𝑒 𝑑𝑜 𝑛𝑜𝑡 𝑚𝑜𝑑𝑖𝑓𝑦 𝑖𝑡 𝑠𝑖𝑛𝑐𝑒 𝑐𝑜𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑥 𝑖𝑠 𝑛𝑜𝑡 𝑟𝑜𝑜𝑡 𝑜𝑓 𝑦ℎ

The next step is to find 𝑚, 𝑛

𝑦 ′ 𝑝 = −𝑚𝑆𝑖𝑛(𝑥) + 𝑛𝐶𝑜𝑠(𝑥)

𝑦 ′′ 𝑝 = −𝑚𝐶𝑜𝑠 (𝑥) − 𝑛𝑆𝑖𝑛(𝑥)

Then we substitute in the main equation 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 2𝑆𝑖𝑛(𝑥)


126

−𝑚𝐶𝑜𝑠 (𝑥) − 𝑛𝑆𝑖𝑛 (𝑥) − 3(−𝑚𝑆𝑖𝑛(𝑥) + 𝑛𝐶𝑜𝑠 (𝑥)) − 4(𝑚𝐶𝑜𝑠 (𝑥) + 𝑛𝑆𝑖𝑛 (𝑥)) = 2𝑆𝑖𝑛 (𝑥)

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−𝑚𝐶𝑜𝑠 (𝑥) − 𝑛𝑆𝑖𝑛 (𝑥) + 3𝑚𝑆𝑖𝑛(𝑥) − 3𝑛𝐶𝑜𝑠 (𝑥) − 4𝑚𝐶𝑜𝑠 (𝑥) − 4𝑛𝑆𝑖𝑛(𝑥) = 2𝑆𝑖𝑛 (𝑥)

−5𝑚𝐶𝑜𝑠 (𝑥) − 5𝑛𝑆𝑖𝑛(𝑥) + 3𝑚𝑆𝑖𝑛(𝑥) − 3𝑛𝐶𝑜𝑠 (𝑥) = 2𝑆𝑖𝑛(𝑥)

(−5𝑚 − 3𝑛)𝐶𝑜𝑠(𝑥) + (−5𝑛 + 3𝑚)𝑆𝑖𝑛(𝑥) = 2𝑆𝑖𝑛(𝑥)

−5𝑛 + 3𝑚 = 2 … . . (𝑖)
−3𝑛
−5𝑚 − 3𝑛 = 0 → 𝑚 =
5
5
9𝑛 −25𝑛 − 9𝑛 −10 5 3 3
17
𝑓𝑟𝑜𝑚 (𝑖) − 5𝑛 − =2 → = 2 → −34𝑛 = 10 → 𝑛 = =− 𝑎𝑛𝑑 𝑚 = =
5 5 34 17 5 17
−5 3
𝑠𝑜 𝑦𝑝 = 𝐶𝑜𝑠 (𝑥) + 𝑆𝑖𝑛 (𝑥)
12 17
5 3
𝑦(𝑥) = 𝐶1𝑒 4𝑥 + 𝐶2 𝑒 −𝑥 − 𝐶𝑜𝑠 (𝑥) + 𝑆𝑖𝑛 (𝑥)
12 17

Example 7.20:

𝑦 ′′ + 𝑦 = 3𝐶𝑜𝑠(𝑥) 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 + 1) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚 = ±𝑖 𝛼 = 0 𝑎𝑛𝑑 𝛽 = 1 𝑠𝑜 𝑦ℎ = 𝐶1𝑒 0𝑥 𝐶𝑜𝑠(𝑥) + 𝐶2 𝑒0𝑥 𝑆𝑖𝑛(𝑥) = 𝐶1𝐶𝑜𝑠(𝑥) + 𝐶2𝑆𝑖𝑛(𝑥)

𝑦𝑝 = (𝑚𝐶𝑜𝑠 (𝑥) + 𝑛𝑆𝑖𝑛(𝑥)) ∗ 𝑥 𝑤𝑒 𝑛𝑒𝑒𝑑 𝑡𝑜 𝑚𝑜𝑑𝑖𝑓𝑦 𝑖𝑡 𝑠𝑖𝑛𝑐𝑒 𝛽 = 𝑐𝑜𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑥

𝑦𝑝 = 𝑚𝑥𝐶𝑜𝑠 (𝑥) + 𝑛𝑥𝑆𝑖𝑛 (𝑥)

The next step is to find 𝑚, 𝑛

𝑦 ′ 𝑝 = −𝑚𝑥𝑆𝑖𝑛(𝑥) + 𝑚𝐶𝑜𝑠 (𝑥) + 𝑛𝑥𝐶𝑜𝑠 (𝑥) + 𝑛𝑆𝑖𝑛 (𝑥)

𝑦 ′′ 𝑝 = −𝑚𝑥𝐶𝑜𝑠 (𝑥) − 𝑚𝑆𝑖𝑛(𝑥) − 𝑚𝑆𝑖𝑛(𝑥) − 𝑛𝑥 ∗ 𝑆𝑖𝑛 (𝑥) + 𝑛𝐶𝑜𝑠 (𝑥) + 𝑛𝐶𝑜𝑠(𝑥)

𝑦 ′′ 𝑝 = −𝑚𝑥𝐶𝑜𝑠 (𝑥) − 2𝑚𝑆𝑖𝑛(𝑥) − 𝑛𝑥 ∗ 𝑆𝑖𝑛(𝑥) + 2𝑛𝐶𝑜𝑠 (𝑥)

Then we substitute in the main equation 𝑦 ′′ + 𝑦 = 3𝐶𝑜𝑠(𝑥)

−𝑚𝑥𝐶𝑜𝑠 (𝑥) − 2𝑚𝑆𝑖𝑛(𝑥) − 𝑛𝑥 ∗ 𝑆𝑖𝑛(𝑥) + 2𝑛𝐶𝑜𝑠 (𝑥) + 𝑚𝑥𝐶𝑜𝑠 (𝑥) + 𝑛𝑥𝑆𝑖𝑛 (𝑥) = 3𝐶𝑜𝑠(𝑥)

−2𝑚𝑆𝑖𝑛(𝑥) + 2𝑛𝐶𝑜𝑠(𝑥) = 3𝐶𝑜𝑠(𝑥)

3
2𝑛 = 3 → 𝑛 =
2
−2𝑚 = 0 → 𝑚 = 0

3
𝑠𝑜 𝑦𝑝 = 𝑥𝑆𝑖𝑛 (𝑥)
127

2
3
𝑦(𝑥) = 𝐶1𝐶𝑜𝑠(𝑥) + 𝐶2𝑆𝑖𝑛(𝑥) + 𝑥𝑆𝑖𝑛 (𝑥)
2

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Example 7.21:

𝑦 ′′ + 2𝑦 ′ + 𝑦 = 3𝑒 𝑥 + 2𝐶𝑜𝑠 (2𝑥) + 3𝑥 + 2

𝑒 𝑚𝑥 (𝑚2 + 2𝑚 + 1) = 0 𝑒 𝑚𝑥 ≠ 0

(𝑚 + 1)(𝑚 + 1) = 0 𝑚1 = −1, 𝑚2 = −1 𝑠𝑜 𝑦ℎ = 𝐶1 𝑒−𝑥 + 𝐶2 𝑥𝑒−𝑥

𝑦𝑝 = 𝐴𝑆𝑖𝑛 (2𝑥) + 𝐵𝐶𝑜𝑠 (2𝑥) + 𝐶𝑒 𝑥 + 𝐸𝑥 + 𝐹

𝑦 ′ 𝑝 = 2𝐴𝐶𝑜𝑠 (2𝑥) − 2𝐵𝑆𝑖𝑛(2𝑥) + 𝐶𝑒 𝑥 + 𝐸

𝑦 ′′ 𝑝 = −4𝐴𝑆𝑖𝑛(2𝑥) − 4𝐵𝐶𝑜𝑠 (2𝑥) + 𝐶𝑒 𝑥

−4𝐴𝑆𝑖𝑛(2𝑥) − 4𝐵𝐶𝑜𝑠 (2𝑥) + 𝐶𝑒 𝑥 + 2(2𝐴𝐶𝑜𝑠(2𝑥) − 2𝐵𝑆𝑖𝑛 (2𝑥) + 𝐶𝑒 𝑥 + 𝐸 ) + 𝐴𝑆𝑖𝑛(2𝑥) + 𝐵𝐶𝑜𝑠 (2𝑥) + 𝐶𝑒 𝑥


+ 𝐸𝑥 + 𝐹 = 3𝑒 𝑥 + 2𝐶𝑜𝑠(2𝑥) + 3𝑥 + 2

−4𝐴𝑆𝑖𝑛(2𝑥) − 4𝐵𝐶𝑜𝑠 (2𝑥) + 𝐶𝑒 𝑥 + 42𝐴𝐶𝑜𝑠(2𝑥) − 4𝐵𝑆𝑖𝑛 (2𝑥) + 2𝐶𝑒 𝑥 + 2𝐸 + 𝐴𝑆𝑖𝑛(2𝑥) + 𝐵𝐶𝑜𝑠 (2𝑥) + 𝐶𝑒 𝑥
+ 𝐸𝑥 + 𝐹 = 3𝑒 𝑥 + 2𝐶𝑜𝑠(2𝑥) + 3𝑥 + 2

−3𝐴𝑆𝑖𝑛(2𝑥) − 3𝐵𝐶𝑜𝑠 (2𝑥) + 4𝐶𝑒 𝑥 + 42𝐴𝐶𝑜𝑠(2𝑥) − 4𝐵𝑆𝑖𝑛 (2𝑥) + 𝐸𝑥 + 𝐹 + 2𝐸 = 3𝑒 𝑥 + 2𝐶𝑜𝑠 (2𝑥) + 3𝑥 + 2

(−3𝐴 − 4𝐵)𝑆𝑖𝑛(2𝑥) + (−3𝐵 + 4𝐴)𝐶𝑜𝑠(2𝑥) + 4𝐶𝑒 𝑥 + 𝐸𝑥 + 𝐹 + 2𝐸 = 3𝑒 𝑥 + 2𝐶𝑜𝑠 (2𝑥) + 3𝑥 + 2

3 8 −6
𝐸 = 3, 𝐶= , 𝐹 = −4, 𝐴= , 𝐵=
4 25 25
8 6 3
𝑦𝑝 = 𝑆𝑖𝑛 (2𝑥) − 𝐶𝑜𝑠 (2𝑥) + 𝑒 𝑥 + 3𝑥 − 4
25 25 4
8 6 3
𝑦 = 𝐶1𝑒 −𝑥 + 𝐶2 𝑥𝑒 −𝑥 + 𝑆𝑖𝑛 (2𝑥) − 𝐶𝑜𝑠 (2𝑥) + 𝑒 𝑥 + 3𝑥 − 4
25 25 4

128

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7.9 Variation of Parameters Method


It solves all types of function that 𝑓(𝑥) can take, first we must find the solution of the homogenous part:

𝑦ℎ = 𝐶1 𝑈1 + 𝐶2 𝑈2

From the derivation of 𝑈1we find 𝑈′ 1and from the derivation of 𝑈2we find 𝑈′ 2from the solution of the following
equations:

𝑈1 𝑉′ 1 + 𝑈2 𝑉′ 2 = 0

𝑈′ 1𝑉′ 1 + 𝑈′ 2 𝑉′ 2 = 𝑓(𝑥)

We find 𝑉′ 1 and 𝑉′ 2 then integrate them to get 𝑉1 , 𝑉2 as:

∫ 𝑉′ 1 𝑑𝑥 = 𝑉1 + 𝐶1

∫ 𝑉′ 2 𝑑𝑥 = 𝑉2 + 𝐶2

The general solution will be 𝑦(𝑥) = 𝑈1 𝑉1 + 𝑈2 𝑉2

Example 7.22:

𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑒 −𝑥 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 − 𝑚 − 2) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚2 − 𝑚 − 2 = 0 → (𝑚 − 2)(𝑚 + 1) = 0 → 𝑚 = 2,𝑚 = −1

𝑦ℎ = 𝐶1 𝑒2𝑥 + 𝐶2 𝑒−𝑥

𝑈1 = 𝑒 2𝑥 , 𝑈2 = 𝑒 −𝑥

𝑈′ 1 = 2𝑒 2𝑥 , 𝑈′ 2 = −𝑒 −𝑥

From

𝑒 2𝑥 𝑉′ 1 + 𝑒 −𝑥 𝑉′ 2 = 0 … . (𝑖)

2𝑒 2𝑥 𝑉′ 1− 𝑒 −𝑥 𝑉′ 2 = 𝑒 −𝑥 𝑏𝑦 𝑎𝑑𝑑𝑖𝑛𝑔 𝑡ℎ𝑒 𝑡𝑤𝑜 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 𝑤𝑒 𝑔𝑒𝑡

𝑒 −3𝑥 𝑒 −3𝑥 1
3𝑒 2𝑥 𝑉′ 1 = 𝑒 −𝑥 → 𝑉′ 1= ( ) −𝑥 ′
𝑎𝑛𝑑 𝑓𝑜𝑟𝑚 𝑖 𝑤𝑒 𝑔𝑒𝑡 𝑒 𝑉 2 = −𝑒 2𝑥 ( )= −
3 3 3

From

𝑒 −3𝑥 𝑒 −3𝑥
∫ 𝑉′ 1 𝑑𝑥 = ∫ 𝑑𝑥 = − + 𝐶3
3 9
1 𝑥
129

∫ 𝑉′ 2 𝑑𝑥 = − ∫ 𝑑𝑥 = − + 𝐶4
3 3

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𝑒 −3𝑥 𝑥
𝑦(𝑥) = 𝑒 2𝑥 (− + 𝐶3) + 𝑒 −𝑥 (− + 𝐶4 )
9 3

Example 7.23:

𝑦 ′′ + 𝑦 = 𝑆𝑒𝑐(𝑥) 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 + 1) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚2 + 1 = 0 → 𝑚 = 𝑖, 𝑚 = −𝑖 𝛼 = 0, 𝛽=1

𝑦ℎ = 𝐶1 𝐶𝑜𝑠(𝑥) + 𝐶2 𝑆𝑖𝑛(𝑥)

𝑈1 = 𝐶𝑜𝑠(𝑥), 𝑈2 = 𝑆𝑖𝑛(𝑥)

𝑈′ 1 = −𝑆𝑖𝑛(𝑥), 𝑈′ 2 = 𝐶𝑜𝑠(𝑥)

From

𝐶𝑜𝑠 (𝑥)𝑉′ 1 + 𝑆𝑖𝑛 (𝑥)𝑉′ 2 = 0 … . (𝑖) 𝑏𝑦 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑦𝑖𝑛𝑔 𝑏𝑦 𝑆𝑖𝑛(𝑥)

−𝑆𝑖𝑛 (𝑥)𝑉′ 1 + 𝐶𝑜𝑠 (𝑥)𝑉′ 2 = 𝑆𝑒𝑐 (𝑥) 𝑏𝑦 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑦𝑖𝑛𝑔 𝑏𝑦 𝐶𝑜𝑠(𝑥)

𝑆𝑖𝑛(𝑥)𝐶𝑜𝑠 (𝑥)𝑉′ 1 + 𝑆𝑖𝑛 2 (𝑥)𝑉′ 2 = 0

−𝑆𝑖𝑛 (𝑥)𝐶𝑜𝑠(𝑥)𝑉′ 1 + 𝐶𝑜𝑠 2 (𝑥)𝑉′ 2 = 1 𝑏𝑦 𝑎𝑑𝑑𝑖𝑛𝑔 𝑡ℎ𝑒 𝑡𝑤𝑜 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 𝑤𝑒 𝑔𝑒𝑡

𝑆𝑖𝑛 2 (𝑥)𝑉′ 2 + 𝐶𝑜𝑠 2 (𝑥)𝑉′ 2 = 1 → 𝑉′ 2 (𝑆𝑖𝑛 2(𝑥) + 𝐶𝑜𝑠 2 (𝑥)) = 1 → 𝑉′ 2 = 1

𝑆𝑖𝑛(𝑥)
𝐴𝑛𝑑 𝑓𝑜𝑟𝑚 (𝑖) 𝑤𝑒 𝑔𝑒𝑡 𝐶𝑜𝑠 (𝑥) 𝑉′ 1 + 𝑆𝑖𝑛 (𝑥) = 0 → 𝑉′ 1 = −
𝐶𝑜𝑠(𝑥)

From

𝑆𝑖𝑛(𝑥)
𝑉1 = ∫ 𝑉′ 1 𝑑𝑥 = ∫ − 𝑑𝑥 = 𝑙𝑛|𝐶𝑜𝑠 (𝑥)| + 𝐶1
𝐶𝑜𝑠(𝑥)

𝑉2 = ∫ 𝑉′ 2 𝑑𝑥 = ∫ 𝑑𝑥 = 𝑥 + 𝐶2

𝑦(𝑥) = 𝐶𝑜𝑠(𝑥)( 𝑙𝑛|𝐶𝑜𝑠 (𝑥)| + 𝐶1 ) + 𝑆𝑖𝑛(𝑥)(𝑥 + 𝐶2 )

Example 7.24:

𝑦 ′′ + 𝑦 = 𝑇𝑎𝑛(𝑥) 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 + 1) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚2 + 1 = 0 → 𝑚 = 𝑖, 𝑚 = −𝑖, 𝛼 = 0, 𝛽=1

𝑦ℎ = 𝐶1 𝐶𝑜𝑠(𝑥) + 𝐶2 𝑆𝑖𝑛(𝑥)

𝑈1 = 𝐶𝑜𝑠(𝑥), 𝑈2 = 𝑆𝑖𝑛(𝑥)
130

𝑈′ 1 = −𝑆𝑖𝑛(𝑥), 𝑈′ 2 = 𝐶𝑜𝑠(𝑥)

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From

𝐶𝑜𝑠 (𝑥)𝑉′ 1 + 𝑆𝑖𝑛 (𝑥)𝑉′ 2 = 0 … . (𝑖) ∗ 𝑆𝑖𝑛(𝑥)

−𝑆𝑖𝑛 (𝑥)𝑉′ 1 + 𝐶𝑜𝑠 (𝑥)𝑉′ 2 = 𝑇𝑎𝑛(𝑥) ∗ 𝐶𝑜𝑠 (𝑥) 𝑡ℎ𝑒𝑛 𝑠𝑢𝑏𝑡𝑟𝑎𝑐𝑡 𝑡ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 𝑤𝑒 𝑜𝑏𝑡𝑎𝑖𝑛

𝑆𝑖𝑛 2 (𝑥)𝑉′ 2 + 𝐶𝑜𝑠 2 (𝑥)𝑉′ 2 = 𝑆𝑖𝑛 (𝑥) → 𝑉′ 2 = 𝑆𝑖𝑛 (𝑥) 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 (𝑖) 𝑤𝑒 𝑔𝑒𝑡 𝐶𝑜𝑠(𝑥)𝑉′ 1 + 𝑆𝑖𝑛 2 (𝑥) = 0

𝑆𝑖𝑛 2 (𝑥)
𝑉′ 1 = −
𝐶𝑜𝑠(𝑥)

From

𝑆𝑖𝑛 2 (𝑥) (1 − 𝐶𝑜𝑠 2 (𝑥)) (𝐶𝑜𝑠 2 (𝑥) − 1)


∫ 𝑉′ 1 𝑑𝑥 = ∫ − 𝑑𝑥 = ∫ − 𝑑𝑥 = ∫ 𝑑𝑥
𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 (𝑥) 𝐶𝑜𝑠 (𝑥)

= ∫ 𝐶𝑜𝑠 (𝑥)𝑑𝑥 − ∫ 𝑆𝑒𝑐 (𝑥)𝑑𝑥 = 𝑆𝑖𝑛(𝑥) − 𝑙𝑛 | 𝑆𝑒𝑐(𝑥) + 𝑇𝑎𝑛(𝑥)| + 𝐶1

∫ 𝑉′ 2 𝑑𝑥 = ∫ 𝑆𝑖𝑛(𝑥)𝑑𝑥 = −𝐶𝑜𝑠 (𝑥) + 𝐶2

𝑦(𝑥) = 𝐶𝑜𝑠 (𝑥)(𝑆𝑖𝑛 (𝑥) − 𝑙𝑛(𝑆𝑒𝑐 (𝑥) + 𝑇𝑎𝑛(𝑥)) + 𝐶1) + 𝑆𝑖𝑛(𝑥)(−𝐶𝑜𝑠 (𝑥) + 𝐶2 )

Example 7.25:

𝑦 ′′ + 9𝑦 = 𝑇𝑎𝑛(3𝑥) 𝑓𝑜𝑟 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑙𝑒𝑡 𝑦 = 𝑒 𝑚𝑥

𝑒 𝑚𝑥 (𝑚2 + 9) = 0 𝑒 𝑚𝑥 ≠ 0

𝑚2 + 9 = 0 → 𝑚 = 3𝑖, 𝑚 = −3𝑖 𝛼 = 0, 𝛽=3

𝑦ℎ = 𝐶1 𝐶𝑜𝑠(3𝑥) + 𝐶2 𝑆𝑖𝑛(3𝑥)

𝑈1 = 𝐶𝑜𝑠(3𝑥), 𝑈2 = 𝑆𝑖𝑛(3𝑥)

𝑈′ 1 = −3𝑆𝑖𝑛(3𝑥), 𝑈′ 2 = 3𝐶𝑜𝑠(3𝑥)

From

𝐶𝑜𝑠 (3𝑥)𝑉′ 1 + 𝑆𝑖𝑛 (3𝑥)𝑉′ 2 = 0 … . (𝑖) ∗ 3𝑆𝑖𝑛(3𝑥)

−3𝑆𝑖𝑛 (3𝑥)𝑉′ 1 + 3𝐶𝑜𝑠 (3𝑥)𝑉′ 2 = 𝑇𝑎𝑛(3𝑥) ∗ 𝐶𝑜𝑠 (3𝑥)

𝑊𝑒 𝑜𝑏𝑡𝑎𝑖𝑛

3𝑆𝑖𝑛(3𝑥)𝐶𝑜𝑠 (3𝑥)𝑉′ 1 + 3𝑆𝑖𝑛 2 (3𝑥)𝑉′ 2 = 0

−3𝑆𝑖𝑛 (3𝑥)𝐶𝑜𝑠(3𝑥)𝑉′ 1 + 3𝐶𝑜𝑠 2 (3𝑥)𝑉′ 2 = 𝑆𝑖𝑛 (3𝑥)

𝑎𝑛𝑑 𝑏𝑦 𝑠𝑢𝑏𝑡𝑟𝑎𝑐𝑡𝑖𝑛𝑔 𝑡ℎ𝑒 𝑡𝑤𝑜 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 𝑤𝑒 𝑔𝑒𝑡

𝑆𝑖𝑛 (3𝑥) 𝑆𝑖𝑛 2 (3𝑥)


3𝑆𝑖𝑛 2 (3𝑥)𝑉′ 2+ 3𝐶𝑜𝑠 2 (3𝑥)𝑉′ 2 = 𝑆𝑖𝑛 (3𝑥) → 𝑉′ 2 = ( ) ( ) ′
𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑖 𝑤𝑒 𝑔𝑒𝑡 𝐶𝑜𝑠 3𝑥 𝑉 1 +
3 3
131

=0

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Differential Equations s4ifbn.com

𝑆𝑖𝑛 2 (3𝑥)
𝑉′ 1 = −
3𝐶𝑜𝑠(3𝑥)

From

−1 𝑆𝑖𝑛 2 (3𝑥) −1 (1 − 𝐶𝑜𝑠 2 (3𝑥))


∫ 𝑉′ 1 𝑑𝑥 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥
3 𝐶𝑜𝑠 (3𝑥) 3 𝐶𝑜𝑠 (3𝑥)

−1 1 1 1
= ∫ 𝑆𝑒𝑐 (3𝑥)𝑑𝑥 + ∫ 𝐶𝑜𝑠 (3𝑥)𝑑𝑥 = − 𝑙𝑛 | 𝑆𝑒𝑐 (3𝑥) + 𝑇𝑎𝑛(3𝑥)| + 𝑆𝑖𝑛(3𝑥) + 𝐶1
3 3 9 9

1 1
∫ 𝑉′ 2 𝑑𝑥 = ∫ 𝑆𝑖𝑛 (3𝑥)𝑑𝑥 = − 𝐶𝑜𝑠(3𝑥) + 𝐶2
3 9
1 1 1
𝑦(𝑥) = 𝐶𝑜𝑠 (3𝑥) ( 𝑙𝑛(𝑆𝑒𝑐 (3𝑥) + 𝑇𝑎𝑛(3𝑥)) + 𝑆𝑖𝑛 (3𝑥) + 𝐶1) + 𝑆𝑖𝑛 (3𝑥) (− 𝐶𝑜𝑠 (3𝑥) + 𝐶2)
9 9 9

132

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Differential Equations s4ifbn.com

7.10 Higher Order DE with Constant Coefficients


Example 7.26:

Solve
𝑦 𝑖𝑣 − 3𝑦 ′′′ + 3𝑦 ′′ − 𝑦 ′ = 0
𝑚4 − 3𝑚3 + 3𝑚2 − 𝑚 = 0
𝑚(𝑚3 − 3𝑚2 + 3𝑚 − 1) = 0
𝑒𝑖𝑡ℎ𝑒𝑟 𝑚 = 0 𝑜𝑟 𝑚3 − 3𝑚2 + 3𝑚 − 1 = 0 𝑤𝑒 𝑚𝑢𝑠𝑡 𝑡𝑟𝑦 𝑛𝑢𝑚𝑏𝑒𝑟𝑠 𝑡ℎ𝑎𝑡 𝑠𝑎𝑡𝑖𝑠𝑓𝑦 𝑡ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑛 𝑡ℎ𝑖𝑠 𝑐𝑎𝑠𝑒 1
𝑠𝑜 𝑤𝑒 𝑠𝑎𝑦 𝑡ℎ𝑎𝑡 𝑚 − 1 𝑖𝑠 𝑎 𝑟𝑜𝑜𝑡 𝑎𝑛𝑑 𝑏𝑦 𝑙𝑜𝑛𝑔 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 𝑤𝑒 𝑜𝑏𝑡𝑎𝑖𝑛 (𝑚2 − 2𝑚 + 1) → (𝑚 − 1)(𝑚 − 1)
So 𝑚1 = 0, 𝑚2 = 1, 𝑚3 = 1, 𝑚4 = 1

𝑦ℎ = 𝐶1 + 𝐶2 𝑒 𝑥 + 𝐶3 𝑥 𝑒 𝑥 + 𝐶4 𝑥 2 𝑒𝑥

Example 7.27:

𝑦 ′′′ − 𝑦 ′′ + 𝑦 ′ − 𝑦 = 0
𝑚3 − 𝑚2 + 𝑚 − 1 = 0
𝑚2 (𝑚 − 1) + (𝑚 − 1) = 0
(𝑚 − 1)(𝑚2 + 1) = 0

𝑒𝑖𝑡ℎ𝑒𝑟 𝑚 = 1 𝑜𝑟 𝑚2 + 1 = 0 → 𝑚 = ±𝑖
So 𝑚1 = 1, 𝑚2 = 𝑖, 𝑚3 = −𝑖

𝑦ℎ = 𝐶1 𝑒𝑥 + 𝐶2𝑆𝑖𝑛(𝑥) + 𝐶3𝐶𝑜𝑠(𝑥)

Example 7.28:

𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 𝑒 𝑥

1- Undetermined Coefficient
𝑚3 − 3𝑚 + 2 = 0 𝑙𝑒𝑡 𝑚 = 1 𝑡ℎ𝑒𝑛 𝑤𝑒 𝑐𝑎𝑛 𝑠𝑒𝑒 𝑡ℎ𝑎𝑡 𝑚 − 1 𝑖𝑠 𝑎 𝑟𝑜𝑜𝑡 𝑎𝑛𝑑 𝑏𝑦 𝑙𝑜𝑛𝑔 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 𝑤𝑒 𝑔𝑒𝑡

(𝑚 − 1)(𝑚2 + 𝑚 − 2) = 0
(𝑚 − 1)(𝑚 + 2)(𝑚 − 1) = 0
So 𝑚1 = 1, 𝑚2 = −2, 𝑚3 = 1

𝑦ℎ = 𝐶1 𝑒𝑥 + 𝐶2𝑒 −2𝑥 + 𝐶3 𝑥 𝑒 𝑥

𝑦𝑝 = 𝐴𝑒 𝑥 𝑥 2
𝑦 ′ 𝑝 = 2𝐴𝑒 𝑥 𝑥 + 𝐴𝑒 𝑥 𝑥 2
𝑦 ′′ 𝑝 = 2𝐴𝑒 𝑥 + 2𝐴𝑒 𝑥 𝑥 + 2𝐴𝑒 𝑥 𝑥 + 𝐴𝑒 𝑥 𝑥 2
𝑦 ′′′ 𝑝 = 2𝐴𝑒 𝑥 + 2𝐴𝑒 𝑥 + 2𝐴𝑒 𝑥 𝑥 + 2𝐴𝑒 𝑥 + 2𝐴𝑒 𝑥 𝑥 + 2𝐴𝑒 𝑥 𝑥 + 𝐴𝑒 𝑥 𝑥 2

2𝐴𝑒 𝑥 + 2𝐴𝑒 𝑥 + 2𝐴𝑒 𝑥 𝑥 + 2𝐴𝑒 𝑥 + 2𝐴𝑒 𝑥 𝑥 + 2𝐴𝑒 𝑥 𝑥 + 𝐴𝑒 𝑥 𝑥 2 − 6𝐴𝑒 𝑥 𝑥 − 3𝐴𝑒 𝑥 𝑥 2 + 2𝐴𝑒 𝑥 𝑥 2 = 𝑒 𝑥


2𝐴 + 2𝐴 + 2𝐴𝑥 + 2𝐴 + 2𝐴𝑥 + 2𝐴𝑥 + 𝐴𝑥 2 − 6𝐴𝑥 − 3𝐴𝑥 2 + 2𝐴𝑥 2 = 1
133

1
6𝐴 = 1 → 𝐴 =
6

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Differential Equations s4ifbn.com

1
𝑦𝑝 = 𝑒 𝑥 𝑥 2
6
1
𝑦 = 𝐶1𝑒 𝑥 + 𝐶2 𝑒 −2𝑥 + 𝐶3 𝑥 𝑒 𝑥 + 𝑒 𝑥 𝑥 2
6

2- Variation of Variables

𝑦ℎ = 𝐶1 𝑒𝑥 + 𝐶2𝑒 −2𝑥 + 𝐶3 𝑥 𝑒 𝑥

𝑈1 = 𝑒 𝑥 , 𝑈2 = 𝑒 −2𝑥 , 𝑈3 = 𝑥 𝑒 𝑥
𝑈′ 1 = 𝑒 𝑥 , 𝑈′ 2 = −2𝑒 −2𝑥 ,𝑈′ 3 = 𝑥 𝑒 𝑥 + 𝑒 𝑥
𝑈′′ 1 = 𝑒 𝑥 , 𝑈′′ 2 = 4𝑒 −2𝑥 ,𝑈′′ 3 = 𝑥 𝑒 𝑥 + 2𝑒 𝑥

𝑈1 𝑉′ 1 + 𝑈2 𝑉′ 2 + 𝑈3 𝑉′ 3 = 0
𝑈′ 1𝑉′ 1 + 𝑈′ 2 𝑉′ 2 + 𝑈′ 3𝑉′ 3 = 0
𝑈′′ 1 𝑉′ 1 + 𝑈′′ 2 𝑉′ 2 + 𝑈′′ 3𝑉′ 3 = 𝑓(𝑥)

𝑒 𝑥 𝑉′ 1 + 𝑒 −2𝑥 𝑉′ 2 + 𝑥 𝑒 𝑥 𝑉′ 3 = 0
𝑒 𝑥 𝑉′ 1 − 2 𝑒 −2𝑥 𝑉′ 2 + (𝑥 𝑒 𝑥 + 𝑒 𝑥 )𝑉′ 3 = 0
𝑒 𝑥 𝑉′ 1 + 4𝑒 −2𝑥 𝑉′ 2 + (𝑥 𝑒 𝑥 + 2𝑒 𝑥 )𝑉′ 3 = 𝑒 𝑥

𝑒𝑥 𝑒 −2𝑥 𝑥 𝑒𝑥 𝑉′ 1 0
𝐴(3∗3) ( 𝑒 𝑥 – 2𝑒 −2𝑥 (𝑥 𝑒 𝑥 + 𝑒 𝑥 ) ) ∗ 𝑉(3∗1) (𝑉′ 2 ) = 𝐵(3∗1) ( 0 )
𝑒𝑥 4𝑒 −2𝑥 (𝑥 𝑒 𝑥 + 2𝑒 𝑥 ) 𝑉′ 3 𝑒𝑥

𝑒𝑥 𝑒 −2𝑥 𝑥 𝑒𝑥 𝑒𝑥 𝑒 −2𝑥
|𝐴| = ( 𝑒 𝑥 – 2𝑒 −2𝑥 (𝑥 𝑒 𝑥 + 𝑒 𝑥 ) ) ( 𝑒 𝑥 – 2𝑒 −2𝑥 ) = – 9
𝑒𝑥 4𝑒 −2𝑥 (𝑥 𝑒 𝑥 + 2𝑒 𝑥 ) 𝑒 𝑥 4𝑒 −2𝑥

0 𝑒 −2𝑥 𝑥 𝑒𝑥 𝑒𝑥 0 𝑥 𝑒𝑥 𝑒𝑥 𝑒 −2𝑥 0
−2𝑥
|0 –2𝑒 (𝑥 𝑒𝑥 +𝑒𝑥 ) | |𝑒𝑥 0 (𝑥 𝑒𝑥 +𝑒𝑥 ) | |𝑒𝑥 –2𝑒− 2𝑥 0 |
𝑒𝑥 4𝑒 −2𝑥 (𝑥 𝑒𝑥 +2𝑒𝑥 ) 3𝑥+1 𝑒𝑥 𝑒𝑥 (𝑥 𝑒𝑥 +2𝑒𝑥 ) e 3𝑥 𝑒𝑥 4𝑒 −2𝑥 𝑒𝑥 −3 1
𝑉′ 1 = = , 𝑉′ 2 = = , 𝑉′ 3 = −9
= −9
=3
−9 −9 −9 9

3𝑥 + 1 −3𝑥 − 1 1 1 𝑥2 𝑥
𝑉1 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 = − ∫ 𝑥 − ∫ 𝑑𝑥 = − − + 𝐶1
−9 9 3 9 6 9

e3𝑥 e3𝑥
𝑉2 = ∫ 𝑑𝑥 = + 𝐶2
9 27

1 𝑥
𝑉3 = ∫ 𝑑𝑥 = + 𝐶3
3 3

𝑥
𝑥2 𝑥 −2𝑥
e3𝑥 𝑥
𝑦 = 𝑒 (− − + 𝐶1) + 𝑒 ( + 𝐶2 )+ 𝑥 𝑒 𝑥 ( + 𝐶3 )
6 9 27 3
134

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Differential Equations s4ifbn.com

Example 7.29:

𝑦 𝑖𝑣 − 3𝑦 ′′′ + 3𝑦 ′′ − 𝑦 ′ = 𝑒 𝑥

𝑚4 − 3𝑚3 + 3𝑚2 − 𝑚 = 0

𝑚(𝑚3 − 3𝑚2 + 3𝑚 − 1) = 0

𝑙𝑒𝑡 𝑚 = 1 𝑡ℎ𝑒𝑛 𝑤𝑒 𝑐𝑎𝑛 𝑠𝑒𝑒 𝑡ℎ𝑎𝑡 𝑚 − 1 𝑖𝑠 𝑎 𝑟𝑜𝑜𝑡 𝑎𝑛𝑑 𝑏𝑦 𝑙𝑜𝑛𝑔 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 𝑤𝑒 𝑔𝑒𝑡
(𝑚 − 1)(𝑚2 − 2𝑚 + 1) = 0
(𝑚 − 1)(𝑚 − 1)(𝑚 − 1) = 0

So 𝑚1 = 0, 𝑚2 = 1,𝑚3 = 1, 𝑚4 = 1

𝑦ℎ = 𝐶1 + 𝐶2 𝑒 𝑥 + 𝐶3 𝑥𝑒 𝑥 + 𝐶4 𝑥 2 𝑒 𝑥

𝑦𝑝 = 𝐴𝑒 𝑥 𝑥 3
𝑦 ′ 𝑝 = 3𝐴𝑒 𝑥 𝑥 2 + 𝐴𝑒 𝑥 𝑥 3
𝑦 ′′ 𝑝 = 6𝐴𝑥𝑒 𝑥 + 3𝐴𝑥 2 𝑒 𝑥 + 3𝐴𝑒 𝑥 𝑥 2 + 𝐴𝑥 3 𝑒 𝑥 = 6𝐴𝑥𝑒 𝑥 + 6𝐴𝑥 2 𝑒𝑥 + 𝐴𝑥 3 𝑒 𝑥
𝑦 ′′′ 𝑝 = 6𝐴𝑥𝑒 𝑥 + 6𝐴𝑒 𝑥 + 6𝐴𝑥 2 𝑒 𝑥 + 12𝐴𝑥𝑒 𝑥 + 𝐴𝑥 3 𝑒 𝑥 + 3𝐴𝑥 2 𝑒 𝑥 = 6𝐴𝑒 𝑥 + 18𝐴𝑥𝑒 𝑥 + 9𝐴𝑥 2𝑒 𝑥 + 𝐴𝑥 3 𝑒 𝑥
𝑦 𝑖𝑣𝑝 = 6𝐴𝑒 𝑥 + 18𝐴𝑥𝑒 𝑥 + 18𝐴𝑒 𝑥 + 9𝐴𝑥 2 𝑒 𝑥 + 18𝐴𝑥𝑒 𝑥 + 𝐴𝑥 3 𝑒 𝑥 + 3𝐴𝑥 2 𝑒 𝑥
= 24𝐴𝑒 𝑥 + 36𝐴𝑥𝑒 𝑥 + 12𝐴𝑥 2𝑒 𝑥 + 𝐴𝑥 3 𝑒 𝑥

Put in original equation


24𝐴𝑒 𝑥 + 36𝐴𝑥𝑒 𝑥 + 12𝐴𝑥 2𝑒 𝑥 + 𝐴𝑥 3 𝑒 𝑥 − 3(6𝐴𝑒 𝑥 + 18𝐴𝑥𝑒 𝑥 + 9𝐴𝑥 2 𝑒 𝑥 + 𝐴𝑥 3 𝑒 𝑥 )
+ 3(6𝐴𝑥𝑒 𝑥 + 6𝐴𝑥 2 𝑒𝑥 + 𝐴𝑥 3 𝑒 𝑥 ) − (3𝐴𝑒 𝑥𝑥 2 + 𝐴𝑒 𝑥 𝑥 3 ) = 𝑒 𝑥

24𝐴 + 36𝐴𝑥 + 12𝐴𝑥 2 + 𝐴𝑥 3 − 3(6𝐴 + 18𝐴𝑥 + 9𝐴𝑥 2 + 𝐴𝑥 3 ) + 3(6𝐴𝑥 + 6𝐴𝑥 2 + 𝐴𝑥 3 ) − (3𝐴𝑥 2 + 𝐴𝑥 3 ) = 1


24𝐴 + 36𝐴𝑥 + 12𝐴𝑥 2 + 𝐴𝑥 3 − 18𝐴 − 54𝐴𝑥 − 27𝐴𝑥 2 − 3𝐴𝑥 3 + 18𝐴𝑥 + 18𝐴𝑥 2 + 3𝐴𝑥 3 − 3𝐴𝑥 2 − 𝐴𝑥 3 = 1
6𝐴 = 1

1
6𝐴 = 1 → 𝐴 =
6
1
𝑦𝑝 = 𝑒 𝑥 𝑥 3
6

1
𝑦 = 𝐶1 + 𝐶2𝑒 𝑥 + 𝐶3 𝑥𝑒 𝑥 + 𝐶4 𝑥 2 𝑒 𝑥 + 𝑒 𝑥 𝑥 3
6

Example 7.30:

𝑦 ′′′ + 𝑦 ′′ − 𝑦 ′ − 𝑦 = 𝑒 −𝑥 + 𝜋

𝑚3 + 𝑚2 − 𝑚 − 1 = 0

𝑙𝑒𝑡 𝑚 = 1 𝑡ℎ𝑒𝑛 𝑤𝑒 𝑐𝑎𝑛 𝑠𝑒𝑒 𝑡ℎ𝑎𝑡 (𝑚 − 1) 𝑖𝑠 𝑎 𝑟𝑜𝑜𝑡 𝑎𝑛𝑑 𝑏𝑦 𝑙𝑜𝑛𝑔 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 𝑤𝑒 𝑔𝑒𝑡
135

(𝑚 − 1)(𝑚2 + 2𝑚 + 1) = 0

(𝑚 − 1)(𝑚 + 1)(𝑚 + 1) = 0

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Differential Equations s4ifbn.com

So 𝑚1 = 1, 𝑚2 = −1, 𝑚3 = −1

𝑦ℎ = 𝐶1 𝑒𝑥 + 𝐶2𝑒 −𝑥 + 𝐶3 𝑥𝑒 −𝑥

𝑦𝑝 = 𝐴𝑒 −𝑥 𝑥 2 + 𝐵
𝑦 ′ 𝑝 = 2𝐴𝑥𝑒 −𝑥 − 𝐴𝑒 −𝑥 𝑥 2
𝑦 ′′ 𝑝 = −2𝐴𝑥𝑒 −𝑥 + 2𝐴𝑒 −𝑥 − (2𝐴𝑒−𝑥 𝑥 − 𝐴𝑒 −𝑥 𝑥 2 ) = −4𝐴𝑥𝑒 −𝑥 + 2𝐴𝑒 −𝑥 + 𝐴𝑒 −𝑥 𝑥 2
𝑦 ′′′ 𝑝 = 4𝐴𝑥𝑒 −𝑥 − 4𝐴𝑒 −𝑥 − 2𝐴𝑒 −𝑥 + 2𝐴𝑥𝑒 −𝑥 − 𝐴𝑒 −𝑥 𝑥 2 = 6𝐴𝑥𝑒 −𝑥 − 6𝐴𝑒 −𝑥 − 𝐴𝑒 −𝑥 𝑥 2

6𝐴𝑥𝑒 −𝑥 − 6𝐴𝑒 −𝑥 − 𝐴𝑒 −𝑥 𝑥 2 − 4𝐴𝑥𝑒 −𝑥 + 2𝐴𝑒 −𝑥 + 𝐴𝑒 −𝑥 𝑥 2 − (2𝐴𝑥𝑒 −𝑥 − 𝐴𝑒 −𝑥 𝑥 2 ) − (𝐴𝑒 −𝑥 𝑥 2 + 𝐵) = 𝑒 −𝑥 + 𝜋


6𝐴𝑥𝑒 −𝑥 − 6𝐴𝑒 −𝑥 − 𝐴𝑒 −𝑥 𝑥 2 − 4𝐴𝑥𝑒 −𝑥 + 2𝐴𝑒 −𝑥 + 𝐴𝑒 −𝑥 𝑥 2 − 2𝐴𝑥𝑒 −𝑥 + 𝐴𝑒 −𝑥 𝑥 2 − 𝐴𝑒 −𝑥 𝑥 2 − 𝐵 = 𝑒 −𝑥 + 𝜋

−4𝐴𝑒 −𝑥 − 𝐵 = 𝑒 −𝑥 + 𝜋
−1
−4𝐴 = 1 → 𝐴 =
8
−𝐵 = 𝜋 → 𝐵 = −𝜋

−1 −𝑥 2
𝑦𝑝 = 𝑒 𝑥 −𝜋
4

1
𝑦 = 𝐶1𝑒 𝑥 + 𝐶2 𝑒 −𝑥 + 𝐶3 𝑥𝑒 −𝑥 − 𝑒 −𝑥 𝑥 2 − 𝜋
4

Example 7.31:

𝑦 ′′′ + 9𝑦 ′ = 𝑆𝑖𝑛(3𝑥) + 𝑒 5

𝑚3 + 9𝑚 = 0

𝑚(𝑚2 + 9) = 0

𝑚2 + 9 = 0 → 𝑚2 = −9 → 𝑚 = ±3𝑖

So 𝑚1 = 0, 𝑚2 = 3𝑖, 𝑚3 = −3𝑖

𝑦ℎ = 𝐶1 + 𝐶2 𝐶𝑜𝑠(3𝑥) + 𝐶3 𝑆𝑖𝑛(3𝑥)

𝑦𝑝 = 𝐴𝑥𝑆𝑖𝑛 (3𝑥) + 𝐵𝑥𝐶𝑜𝑠 (3𝑥) + 𝐶𝑥


𝑦 ′ 𝑝 = 3𝐴𝑥𝐶𝑜𝑠 (3𝑥) + 𝐴𝑆𝑖𝑛 (3𝑥) − 3𝐵𝑥𝑆𝑖𝑛 (3𝑥) + 𝐵𝐶𝑜𝑠(3𝑥) + 𝐶
𝑦 ′′ 𝑝 = −9𝐴𝑥𝑆𝑖𝑛 (3𝑥) + 3𝐴𝐶𝑜𝑠(3𝑥) + 3𝐴𝐶𝑜𝑠 (3𝑥) − (9𝐵𝑥𝐶𝑜𝑠 (3𝑥) + 3𝐵𝑆𝑖𝑛 (3𝑥)) − 3𝐵𝑆𝑖𝑛(3𝑥)
𝑦 ′′ 𝑝 = −9𝐴𝑥𝑆𝑖𝑛 (3𝑥) + 6𝐴𝐶𝑜𝑠(3𝑥) − 9𝐵𝑥𝐶𝑜𝑠 (3𝑥) − 6𝐵𝑆𝑖𝑛(3𝑥)

𝑦 ′′′ 𝑝 = −27𝐴𝑥𝐶𝑜𝑠(3𝑥) − 9𝐴𝑆𝑖𝑛(3𝑥) − 18𝐴𝑆𝑖𝑛(3𝑥) − ( −27𝐵𝑥𝑆𝑖𝑛(3𝑥) + 9𝐵𝐶𝑜𝑠 (3𝑥)) − 18𝐵𝐶𝑜𝑠(3𝑥)


𝑦 ′′′ 𝑝 = −27𝐴𝑥𝐶𝑜𝑠(3𝑥) − 27𝐴𝑆𝑖𝑛(3𝑥) + 27𝐵𝑥𝑆𝑖𝑛 (3𝑥) − 27𝐵𝐶𝑜𝑠(3𝑥)

−27𝐴𝑥𝐶𝑜𝑠 (3𝑥) − 27𝐴𝑆𝑖𝑛(3𝑥) + 27𝐵𝑥𝑆𝑖𝑛(3𝑥) − 27𝐵𝐶𝑜𝑠 (3𝑥)


+ 9(3𝐴𝑥𝐶𝑜𝑠(3𝑥) + 𝐴𝑆𝑖𝑛(3𝑥) − 3𝐵𝑥𝑆𝑖𝑛 (3𝑥) + 𝐵𝐶𝑜𝑠 (3𝑥) + 𝐶 ) = 𝑆𝑖𝑛(3𝑥) + 𝑒 5
136

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

−27𝐴𝑥𝐶𝑜𝑠 (3𝑥) − 27𝐴𝑆𝑖𝑛(3𝑥) + 27𝐵𝑥𝑆𝑖𝑛(3𝑥) − 27𝐵𝐶𝑜𝑠 (3𝑥) + 27𝐴𝑥𝐶𝑜𝑠(3𝑥) + 9𝐴𝑆𝑖𝑛(3𝑥) − 27𝐵𝑥𝑆𝑖𝑛 (3𝑥)
+ 9𝐵𝐶𝑜𝑠 (3𝑥) + 9𝐶 = 𝑆𝑖𝑛(3𝑥) + 𝑒 5

−18𝐴𝑆𝑖𝑛(3𝑥) − 18𝐵𝐶𝑜𝑠 (3𝑥) + 9𝐶 = 𝑆𝑖𝑛(3𝑥) + 𝑒 5

−1
−18𝐴 = 1 → 𝐴 =
18
−18𝐵 = 0 → 𝐵 = 0
5
𝑒5
9𝐶 = 𝑒 → 𝐶 =
9

−1 𝑥𝑒 5
𝑦𝑝 = 𝑥𝑆𝑖𝑛 (3𝑥) +
18 9

1 𝑥𝑒 5
( )
𝑦 = 𝐶1 + 𝐶2𝐶𝑜𝑠(3𝑥) + 𝐶3𝑆𝑖𝑛(3𝑥) − 𝑥𝑆𝑖𝑛 3𝑥 +
18 9

Example 7.32:

𝑦 ′′′ − 𝑦 ′′ − 6𝑦 ′ = 4 + 𝑒 3𝑥

𝑚3 − 𝑚2 − 6𝑚 = 0

𝑚(𝑚2 − 𝑚 − 6) = 0

𝑚1 = 0

(𝑚2 − 𝑚 − 6) = 0

(𝑚 − 3)(𝑚 + 2) = 0

So 𝑚1 = 0, 𝑚2 = 3,𝑚3 = −2

𝑦ℎ = 𝐶1 + 𝐶2 𝑒3𝑥 + 𝐶3 𝑒 −2

𝑦𝑝 = 𝐴𝑒 3𝑥 𝑥 + 𝑥𝐵
𝑦 ′ 𝑝 = 𝐴𝑒 3𝑥 + 3𝐴𝑒 3𝑥𝑥 + 𝐵
𝑦 ′′ 𝑝 = 3𝐴𝑒 3𝑥 + 3𝐴𝑒 3𝑥 + 9𝑥𝐴𝑒 3𝑥
𝑦 ′′′ 𝑝 = 9𝐴𝑒 3𝑥 + 9𝐴𝑒 3𝑥 + 27𝑥𝐴𝑒 3𝑥 + 9𝐴𝑒 3𝑥 = 27𝐴𝑒3𝑥 + 27𝑥𝐴𝑒 3𝑥

27𝐴𝑒 3𝑥 + 27𝑥𝐴𝑒3𝑥 − 3𝐴𝑒 3𝑥 − 3𝐴𝑒 3𝑥 − 9𝑥𝐴𝑒 3𝑥 − 6(𝐴𝑒3𝑥 + 3𝐴𝑒 3𝑥 𝑥 + 𝐵) = 4 + 𝑒 3𝑥


27𝐴𝑒 3𝑥 + 27𝑥𝐴𝑒3𝑥 − 3𝐴𝑒 3𝑥 − 3𝐴𝑒 3𝑥 − 9𝑥𝐴𝑒 3𝑥 − 6𝐴𝑒 3𝑥 − 18𝐴𝑒 3𝑥 𝑥 − 6𝐵 = 4 + 𝑒 3𝑥
15𝐴𝑒 3𝑥 − 6𝐵 = 4 + 𝑒 3𝑥

1
15𝐴 = 1 → 𝐴 =
15
−2
−6𝐵 = 4 → 𝐵 =
137

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

1 3𝑥 2
𝑦𝑝 = 𝑒 𝑥− 𝑥
15 3
1 3𝑥 2
𝑦 = 𝐶1 + 𝐶2𝑒 3𝑥 + 𝐶3 𝑥𝑒 −2𝑥 + 𝑒 𝑥− 𝑥
15 3

Example 7.33:

𝑦 ′′′ + 2𝑦 ′′ + 5𝑦 ′ = 4𝑥 + 5 𝐶𝑜𝑠(𝑥)

𝑚3 + 2𝑚2 + 5𝑚 = 0

𝑚(𝑚2 + 2𝑚 + 5) = 0

𝑚 =0

𝑜𝑟 𝑚2 + 2𝑚 + 5 = 0 → 𝑚 = −1 ± 2𝑖

So 𝑚1 = 0, 𝑚2 = −1 + 2𝑖, 𝑚3 = −1 − 2𝑖

𝑦ℎ = 𝐶1 + 𝐶2 𝑒−𝑥 𝐶𝑜𝑠(2𝑥) + 𝐶3𝑒 −𝑥 𝑆𝑖𝑛(2𝑥)

𝑦𝑝 = (𝐴 + 𝐵𝑥) 𝑥 + 𝐶 𝑆𝑖𝑛(𝑥) + 𝐷 𝐶𝑜𝑠 (𝑥)


𝑦𝑝 = 𝐴𝑥 + 𝐵𝑥 2 + 𝐶 𝑆𝑖𝑛 (𝑥) + 𝐷 𝐶𝑜𝑠 (𝑥)
𝑦 ′ 𝑝 = 𝐴 + 2𝐵𝑥 + 𝐶 𝐶𝑜𝑠 (𝑥) − 𝐷 𝑆𝑖𝑛(𝑥)
𝑦 ′′ 𝑝 = 2𝐵 − 𝐶 𝑆𝑖𝑛 (𝑥) − 𝐷 𝐶𝑜𝑠 (𝑥)
𝑦 ′′′ 𝑝 = −𝐶 𝐶𝑜𝑠 (𝑥) + 𝐷 𝑆𝑖𝑛(𝑥)

−𝐶 𝐶𝑜𝑠 (𝑥) + 𝐷 𝑆𝑖𝑛 (𝑥) + 2(2𝐵 − 𝐶 𝑆𝑖𝑛(𝑥) − 𝐷 𝐶𝑜𝑠(𝑥)) + 5(𝐴 + 2𝐵𝑥 + 𝐶 𝐶𝑜𝑠 (𝑥) − 𝐷 𝑆𝑖𝑛(𝑥)) = 4𝑥 + 5 𝐶𝑜𝑠(𝑥)

−𝐶 𝐶𝑜𝑠 (𝑥) + 𝐷 𝑆𝑖𝑛 (𝑥) + 4𝐵 − 2𝐶 𝑆𝑖𝑛 (𝑥) − 2𝐷 𝐶𝑜𝑠 (𝑥) + 5𝐴 + 10𝐵𝑥 + 5𝐶 𝐶𝑜𝑠 (𝑥) − 5 𝐷𝑆𝑖𝑛(𝑥)
= 4𝑥 + 5 𝐶𝑜𝑠(𝑥)

4𝐵 − 2𝐶 𝑆𝑖𝑛 (𝑥) − 2𝐷 𝐶𝑜𝑠 (𝑥) + 5𝐴 + 10𝐵𝑥 + 4𝐶 𝐶𝑜𝑠 (𝑥) − 4 𝐷𝑆𝑖𝑛(𝑥) = 4𝑥 + 5 𝐶𝑜𝑠(𝑥)

𝐶𝑜𝑠 (𝑥)(4𝐶 − 2𝐷) + 𝑆𝑖𝑛 (𝑥)(−2𝐶 − 4𝐷) + 4𝐵 + 5𝐴 + 10𝐵𝑥 = 4𝑥 + 5 𝐶𝑜𝑠(𝑥)

4 2
10𝐵 = 4 → 𝐵 = →𝐵=
10 5
8 8
4𝐵 + 5𝐴 = 0 → + 5𝐴 = 0 → 𝐴 = −
5 25

4𝐶 − 2𝐷 = 5
[−2𝐶 − 4𝐷 = 0] ∗ 2

4𝐶 − 2𝐷 = 5 … . . (1)
−4𝐶 − 8𝐷 = 0
138

−1
−10𝐷 = 5 → D =
2

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

𝑓𝑟𝑜𝑚 (1) 4𝐶 + 1 = 5 → 𝐶 = 1

−8 2 1
𝑦𝑝 = 𝑥 + 𝑥 2 + 𝑆𝑖𝑛 (𝑥) − 𝐶𝑜𝑠 (𝑥)
25 5 2

8 2 1
𝑦 = 𝐶1 + 𝐶2 𝑒 −𝑥 𝐶𝑜𝑠(2𝑥) + 𝐶3 𝑒 −𝑥 𝑆𝑖𝑛(2𝑥) − 𝑥 + 𝑥 2 + 𝑆𝑖𝑛 (𝑥) − 𝐶𝑜𝑠 (𝑥)
25 5 2

Example 7.34:

𝑦 ′′′ + 2𝑦 ′′ + 5𝑦 ′ = 2𝑥 + 5 𝑆𝑖𝑛(𝑥)

𝑚3 + 2𝑚2 + 5𝑚 = 0

𝑚(𝑚2 + 2𝑚 + 5) = 0

𝑚 =0

𝑜𝑟 𝑚2 + 2𝑚 + 5 = 0 → 𝑚 = −1 ± 2𝑖

So 𝑚1 = 0, 𝑚2 = −1 + 2𝑖, 𝑚3 = −1 − 2𝑖

𝑦ℎ = 𝐶1 + 𝐶2 𝑒−𝑥 𝐶𝑜𝑠(2𝑥) + 𝐶3𝑒 −𝑥 𝑆𝑖𝑛(2𝑥)

𝑦𝑝 = (𝐴 + 𝐵𝑥) 𝑥 + 𝐶 𝑆𝑖𝑛(𝑥) + 𝐷 𝐶𝑜𝑠 (𝑥)


𝑦𝑝 = 𝐴𝑥 + 𝐵𝑥 2 + 𝐶 𝑆𝑖𝑛 (𝑥) + 𝐷 𝐶𝑜𝑠 (𝑥)
𝑦 ′ 𝑝 = 𝐴 + 2𝐵𝑥 + 𝐶 𝐶𝑜𝑠 (𝑥) − 𝐷 𝑆𝑖𝑛(𝑥)
𝑦 ′′ 𝑝 = 2𝐵 − 𝐶 𝑆𝑖𝑛 (𝑥) − 𝐷 𝐶𝑜𝑠 (𝑥)
𝑦 ′′′ 𝑝 = −𝐶 𝐶𝑜𝑠 (𝑥) + 𝐷 𝑆𝑖𝑛(𝑥)

−𝐶 𝐶𝑜𝑠 (𝑥) + 𝐷 𝑆𝑖𝑛 (𝑥) + 2(2𝐵 − 𝐶 𝑆𝑖𝑛(𝑥) − 𝐷 𝐶𝑜𝑠(𝑥)) + 5(𝐴 + 2𝐵𝑥 + 𝐶 𝐶𝑜𝑠 (𝑥) − 𝐷 𝑆𝑖𝑛(𝑥)) = 2𝑥 + 5 𝑆𝑖𝑛(𝑥)

−𝐶 𝐶𝑜𝑠 (𝑥) + 𝐷 𝑆𝑖𝑛 (𝑥) + 4𝐵 − 2𝐶 𝑆𝑖𝑛 (𝑥) − 2𝐷 𝐶𝑜𝑠 (𝑥) + 5𝐴 + 10𝐵𝑥 + 5𝐶 𝐶𝑜𝑠 (𝑥) − 5 𝐷𝑆𝑖𝑛(𝑥) = 2𝑥 + 5 𝑆𝑖𝑛(𝑥)

4𝐵 − 2𝐶 𝑆𝑖𝑛 (𝑥) − 2𝐷 𝐶𝑜𝑠 (𝑥) + 5𝐴 + 10𝐵𝑥 + 4𝐶 𝐶𝑜𝑠 (𝑥) − 4 𝐷𝑆𝑖𝑛(𝑥) = 2𝑥 + 5 𝑆𝑖𝑛(𝑥)

𝐶𝑜𝑠 (𝑥)(4𝐶 − 2𝐷) + 𝑆𝑖𝑛 (𝑥)(−2𝐶 − 4𝐷) + 4𝐵 + 5𝐴 + 10𝐵𝑥 = 2𝑥 + 5 𝑆𝑖𝑛(𝑥)

2 1
10𝐵 = 2 → 𝐵 = →𝐵=
10 5
4 4
4𝐵 + 5𝐴 = 0 → + 5𝐴 = 0 → 𝐴 = −
5 25

4𝐶 − 2𝐷 = 0
[−2𝐶 − 4𝐷 = 5] ∗ 2

4𝐶 − 2𝐷 = 0
−4𝐶 − 8𝐷 = 10
139

−10𝐷 = 10 → D = −1

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com
−1
𝑓𝑟𝑜𝑚 (1) 4𝐶 + 2 = 0 → 𝐶 =
2

−4 1 1
𝑦𝑝 = 𝑥 + 𝑥 2 − 𝑆𝑖𝑛 (𝑥) − 𝐶𝑜𝑠 (𝑥)
25 5 2

4 1 1
𝑦 = 𝐶1 + 𝐶2 𝑒 −𝑥 𝐶𝑜𝑠(2𝑥) + 𝐶3 𝑒 −𝑥 𝑆𝑖𝑛(2𝑥) − 𝑥 + 𝑥 2 − 𝑆𝑖𝑛 (𝑥) − 𝐶𝑜𝑠 (𝑥)
25 5 2

140

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

7.11 Homogenous System of DE with Constant Coefficients


Example 7.35: (distinct Eigen values)

𝑦 ′ 1 = 2𝑦1 − 4𝑦2
𝑦 ′ 2 = 𝑦1 − 3𝑦2

𝑝𝑢𝑡 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝑓𝑜𝑟𝑚 𝑌 ′ = 𝐴𝑌

𝑦′ −4 𝑦1
( ′ 1 ) = (2 )( )
𝑦2 1 – 3 𝑦2

𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (𝐴 − 𝜆𝐼)𝑋 = 0, det(𝐴 − 𝜆𝐼) = 0

𝑑𝑒𝑡 (2 − 𝜆
−4 ) = 0
1 –3 −λ
(2 − 𝜆)(−3 − 𝜆) + 4 = 0

𝜆2 + 𝜆 − 2 = 0
(𝜆 + 2)(𝜆 − 1) = 0
𝜆 = −2, 𝜆 = 1 𝐸𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒𝑠

𝐸𝑖𝑔𝑒𝑛 𝑉𝑒𝑐𝑡𝑜𝑟 𝑓𝑜𝑟 𝜆 = −2

4 −4 (𝑋1 ) 0
( ) =( )
1 – 1 𝑋2 0

𝑋1 − 𝑋2 = 0 → 𝑋1 = 𝑋2

𝑋 𝑋 1
𝑋1 = (𝑋1 ) = (𝑋1 ) = 𝑋1 ( )
2 1 1

𝐸𝑖𝑔𝑒𝑛 𝑉𝑒𝑐𝑡𝑜𝑟 𝑓𝑜𝑟 𝜆 = 1

𝑋
(1 −4) ( 1 ) = (0)
1 −4 𝑋2 0

𝑋1 − 4𝑋2 = 0 → 𝑋1 = 4𝑋2

𝑋 4𝑋
𝑋2 = ( 1 ) = ( 2 ) = 𝑋2 (4)
𝑋2 𝑋2 1
1 4
𝑌 = 𝐶1 ( ) 𝑒 −2𝑡 + 𝐶2 ( )𝑒 𝑡
1 1

Example 7.36: (repeated Eigen values)

𝑦 ′ 1 = 3𝑦1 + 𝑦2
𝑦 ′ 2 = −𝑦1 + 𝑦2

𝑝𝑢𝑡 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝑓𝑜𝑟𝑚 𝑌 ′ = 𝐴𝑌


141

𝑦′ 𝑦
( ′ 1 ) = ( 3 1) (𝑦1 )
𝑦2 −1 1 2

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (𝐴 − 𝜆𝐼)𝑋 = 0, det(𝐴 − 𝜆𝐼) = 0

3− 𝜆 1
𝑑𝑒𝑡 ( )=0
−1 1 − λ
(3 − 𝜆)(1 − 𝜆) + 1 = 0

𝜆2 − 4𝜆 + 4 = 0
(𝜆 − 2)(𝜆 − 2) = 0
𝜆 = 2, 𝜆 = 2 𝐸𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒𝑠

𝐸𝑖𝑔𝑒𝑛 𝑉𝑒𝑐𝑡𝑜𝑟 𝑜𝑏𝑡𝑎𝑖𝑛𝑒𝑑 𝑏𝑦

1 1 (𝑋1 ) 0
( ) =( )
−1 – 1 𝑋2 0

𝑋1 + 𝑋2 = 0 → −𝑋1 = 𝑋2

𝑋1 𝑋
𝑋1 = ( ) = ( 1 ) = 𝑋1 ( 1 )
𝑋2 −𝑋1 −1
1
𝑌1 = 𝐶1 ( )𝑒 2𝑡
−1
𝑡𝑜 𝑓𝑖𝑛𝑑 𝑌2 𝑤𝑒 ℎ𝑎𝑣𝑒 𝑡𝑜 𝑎𝑑𝑑 𝑎𝑛𝑜𝑡ℎ𝑒𝑟 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟

𝑘
𝑌2 = ( 1 ) 𝑡𝑒 2𝑡 + ( 1) 𝑒 2𝑡
−1 𝑘2

3𝑘 + 𝑘2 2𝑡
( 1 ) 𝑒 2𝑡 + ( 1 ) 𝑒 = (0 ) 𝑑𝑖𝑣𝑖𝑑𝑒 𝑏𝑦 𝑒 2𝑡
−1 −𝑘1 + 𝑘2 0

1 + 3𝑘1 + 𝑘2 = 0
−1 − 𝑘1 + 𝑘2 = 0
1 1
2 + 4𝑘1 = 0 → 𝑘1 = − , 𝑘2 =
2 2

1

𝑌2 = 𝐶2 ( 1 ) 𝑡𝑒 2𝑡 + ( 2 ) 𝑒 2𝑡
−1 1
2
1

𝑌 = 𝐶1 ( 1 ) 𝑒 2𝑡 + 𝐶2 ( 1 ) 𝑡𝑒 2𝑡 + ( 12 ) 𝑒 2𝑡
−1 −1
2

Example 7.37: (complex Eigen values)

𝑦 ′ 1 = 𝑦1 + 5𝑦2
𝑦 ′ 2 = −𝑦1 + 5𝑦2

𝑝𝑢𝑡 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝑓𝑜𝑟𝑚 𝑌 ′ = 𝐴𝑌


142

𝑦′ 𝑦
( ′ 1 ) = ( 1 5) (𝑦1 )
𝑦2 −1 5 2

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (𝐴 − 𝜆𝐼)𝑋 = 0, det(𝐴 − 𝜆𝐼) = 0

1− 𝜆 5 (𝑋1 ) 0
( ) =( )
−1 5 − 𝜆 𝑋2 0

1− 𝜆 5
𝑑𝑒𝑡 ( )=0
−1 5 − λ
(1 − 𝜆)(5 − 𝜆) + 5 = 0

𝜆2 − 6𝜆 + 10 = 0
𝜆 = 3 + 𝑖, 𝜆 = 3 − 𝑖 𝐸𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒𝑠

𝑓𝑜𝑟 𝜆 = 3 + 𝑖

1− 3− 𝑖 5 ) (𝑋1 ) = (0)
(
−1 5 – 3 − i 𝑋2 0

(−2 − 𝑖 5 ) (𝑋1 ) = (0)


−1 2 –i 𝑋2 0

−𝑋1 + (2 − 𝑖)𝑋2 = 0 → 𝑋1 = (2 − 𝑖)𝑋2

𝑖𝑓 𝑋2 = 1, 𝑋1 = (2 − 𝑖)

𝑋1
𝑋1 = ( ) = (2 − 𝑖 )
𝑋2 1

𝑌1 = (2 − 𝑖 ) 𝑒 (3+𝑖)𝑡
1
𝑓𝑜𝑟 𝜆 = 3 − 𝑖

(1 − 3 + 𝑖 5 ) (𝑋1 ) = (0)
−1 5 – 3 + i 𝑋2 0

(−2 + 𝑖 5 ) (𝑋1 ) = (0)


−1 2 + 𝑖 𝑋2 0

−𝑋1 + (2 + 𝑖)𝑋2 = 0 → 𝑋1 = (2 + 𝑖)𝑋2

𝑖𝑓 𝑋2 = 1, 𝑋1 = (2 + 𝑖)

𝑋 2+𝑖
𝑋2 = (𝑋1 ) = ( )
2 1

𝑌2 = (2 + 𝑖 ) 𝑒 (3−𝑖)𝑡
1
𝑡𝑜 𝑐𝑜𝑛𝑣𝑒𝑟𝑡 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑡𝑜 𝑟𝑒𝑎𝑙 𝑣𝑎𝑙𝑢𝑒𝑠 𝑡ℎ𝑎𝑡 𝑤𝑒 𝑐𝑎𝑛 𝑔𝑒𝑡 𝑓𝑟𝑜𝑚 𝑌1 𝑜𝑟 𝑌2

𝑌1 = (2 − 𝑖 ) 𝑒 (3+𝑖)𝑡 = [(2) − 𝑖 (1)] 𝑒 3𝑡 𝑒 𝑖𝑡 = [(2) − 𝑖 (1)] 𝑒 3𝑡 [𝐶𝑜𝑠 (𝑡 ) + 𝑖 𝑆𝑖𝑛 (𝑡 )] =


1 1 0 1 0

[(2)𝑒 3𝑡 𝐶𝑜𝑠 (𝑡 ) − 𝑖 (1)𝑒 3𝑡 𝐶𝑜𝑠 (𝑡 ) + 𝑖 (2) 𝑆𝑖𝑛 (𝑡 )𝑒3𝑡 + (1)𝑆𝑖𝑛 (𝑡 )𝑒 3𝑡 ] =


1 0 1 0

[(2)𝐶𝑜𝑠 (𝑡 ) + (1) 𝑆𝑖𝑛(𝑡 )] 𝑒 3𝑡 + 𝑖 [(2) 𝑆𝑖𝑛 (𝑡 ) − (1) 𝐶𝑜𝑠 (𝑡 )] 𝑒 3𝑡


143

1 0 1 0

𝑤ℎ𝑖𝑐ℎ 𝑔𝑖𝑣𝑒𝑠

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

[(2)𝐶𝑜𝑠 (𝑡 ) + (1) 𝑆𝑖𝑛(𝑡 )] 𝑒 3𝑡 , [(2) 𝑆𝑖𝑛 (𝑡 ) − (1) 𝐶𝑜𝑠 (𝑡 )] 𝑒 3𝑡


1 0 1 0
2 1 2 1
𝑌1 = 𝐶1 [( ) 𝐶𝑜𝑠 (𝑡 ) + ( )𝑆𝑖𝑛 (𝑡 )] 𝑒 3𝑡 + 𝐶2 [ ( ) 𝑆𝑖𝑛 (𝑡 ) − ( ) 𝐶𝑜𝑠 (𝑡 )] 𝑒 3𝑡
1 0 1 0

144

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

7.12 Non-Homogenous Liner System of DE with Constant Coefficients


𝑌 ′ = 𝐴𝑌 + 𝐻(𝑡)

The general solution gives as the summation of:

- The solution of the homogenous part 𝑌 ′ = 𝐴𝑌


- The solution of then non-homogenous part (particular solution)

Example 7.38:

𝑦 ′ 1 = 2𝑦1 − 4𝑦2 + 2𝑡 2 + 10𝑡


𝑦 ′ 2 = 𝑦1 − 3𝑦2 + 𝑡 2 + 9𝑡 + 3

𝑝𝑢𝑡 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝑓𝑜𝑟𝑚 𝑌 ′ = 𝐴𝑌 + 𝐻(𝑡)

𝑦′ −4) (𝑦1 ) + ( 2𝑡 2 + 10𝑡 )


( ′ 1 ) = (2
𝑦2 1 – 3 𝑦2 𝑡 2 + 9𝑡 + 3

𝑓𝑖𝑛𝑑 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑌 ′ = 𝐴𝑌 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (𝐴 − 𝜆𝐼)𝑋 = 0, det(𝐴 − 𝜆𝐼) = 0

2− 𝜆 −4
𝑑𝑒𝑡 ( )=0
1 –3 −λ
(2 − 𝜆)(−3 − 𝜆) + 4 = 0

𝜆2 + 𝜆 − 2 = 0
(𝜆 + 2)(𝜆 − 1) = 0
𝜆 = −2, 𝜆 = 1 𝐸𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒𝑠

𝐸𝑖𝑔𝑒𝑛 𝑉𝑒𝑐𝑡𝑜𝑟 𝑓𝑜𝑟 𝜆 = −2

𝑋
(4 −4) (𝑋1 ) = (0)
1 –1 2 0

𝑋1 − 𝑋2 = 0 → 𝑋1 = 𝑋2

𝑋1 𝑋
𝑋1 = ( ) = ( 1 ) = 𝑋1 (1)
𝑋2 𝑋1 1

𝐸𝑖𝑔𝑒𝑛 𝑉𝑒𝑐𝑡𝑜𝑟 𝑓𝑜𝑟 𝜆 = 1

1 −4 (𝑋1 ) 0
( ) =( )
1 −4 𝑋2 0

𝑋1 − 4𝑋2 = 0 → 𝑋1 = 4𝑋2

𝑋 4𝑋
𝑋2 = (𝑋1 ) = ( 𝑋 2 ) = 𝑋2 (4)
2 2 1

𝑌ℎ = 𝐶1 (1) 𝑒 −2𝑡 + 𝐶2 (4) 𝑒 𝑡


1 1
145

𝑙𝑒𝑡 𝑌𝑝 = 𝑊𝑡 2 + 𝑉𝑡 + 𝑈

𝑌 ′ 𝑝 = 2𝑊𝑡 + 𝑉

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

𝑝𝑢𝑡 𝑖𝑛 𝑌 ′ = 𝐴𝑌 + 𝐻(𝑡)

2𝑊𝑡 + 𝑉 = 𝐴(𝑊𝑡 2 + 𝑉𝑡 + 𝑈) + 𝐻(𝑡)

2𝑤1 𝑣 2𝑤 −4𝑤2 2 2𝑣 −4𝑣2 2𝑢 −4𝑢 2 2


( ) 𝑡 + ( 1) = ( 1 )𝑡 + ( 1 )𝑡 + ( 1 ) + ( 2𝑡 + 10𝑡 )
2𝑤2 𝑣2 𝑤1 – 3𝑤2 𝑣1 – 3𝑣2 𝑢1 – 3𝑢2 2
𝑡 + 9𝑡 + 3

𝐸𝑞𝑢𝑎𝑡𝑖𝑛𝑔 𝑡 2 𝑡𝑒𝑟𝑚𝑠

2𝑤1 − 4𝑤2 + 2 = 0 2𝑤1 − 4𝑤2 + 2 = 0


𝑤1 − 3𝑤2 + 1 = 0 2𝑤1 − 6𝑤2 + 2 = 0

−2𝑤2 = 0 → 𝑤2 = 0

2𝑤1 − 4𝑤2 + 2 = 0 → 2𝑤1 = −2 → 𝑤1 = −1

𝐸𝑞𝑢𝑎𝑡𝑖𝑛𝑔 𝑡 𝑡𝑒𝑟𝑚𝑠

2𝑣1 − 4𝑣2 + 10 = 2𝑤1 2𝑣1 − 4𝑣2 + 10 = −2


𝑣1 − 3𝑣2 + 9 = 2𝑤2 2𝑣1 − 6𝑣2 + 18 = 0

2𝑣2 − 8 = −2 → 𝑣2 = 3

𝑣1 − 9 + 9 = 0 → 𝑣1 = 0

𝐸𝑞𝑢𝑎𝑡𝑖𝑛𝑔 𝐶𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝑡𝑒𝑟𝑚𝑠

2𝑢1 − 4𝑢2 = 𝑣1 2𝑢1 − 4𝑢2 = 0


𝑢 1 − 3𝑢 2 + 3 = 𝑣2 2𝑢1 − 6𝑢2 + 6 = 6

2𝑢 2 − 6 = −6 → 𝑢 2 = 0

2𝑢1 − 4𝑢2 = 0 → 2𝑢1 = 0 → 𝑢1 = 0

𝑌𝑝 = 𝑊𝑡 2 + 𝑉𝑡 + 𝑈

2
𝑌𝑝 = (−1) 𝑡 2 + (0) 𝑡 + (0) = (−t )
0 3 0 3𝑡
2
𝑌 = 𝐶1 (1) 𝑒 −2𝑡 + 𝐶2 (4)𝑒 𝑡 + (−t )
1 1 3𝑡

Example 7.39:

𝑦 ′ 1 = 2𝑦1 − 4𝑦2 + 2𝑡 2 + 10𝑡


𝑦 ′ 2 = 𝑦1 − 3𝑦2 + 𝑡 2 − 9𝑡 + 3

𝑝𝑢𝑡 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝑓𝑜𝑟𝑚 𝑌 ′ = 𝐴𝑌 + 𝐻(𝑡)

𝑦′ −4) (𝑦1 ) + ( 2𝑡 2 + 10𝑡 )


( ′ 1 ) = (2
𝑦2 1 – 3 𝑦2 𝑡 2 − 9𝑡 + 3
146

𝑓𝑖𝑛𝑑 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑝𝑎𝑟𝑡 𝑌 ′ = 𝐴𝑌 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (𝐴 − 𝜆𝐼)𝑋 = 0, det(𝐴 − 𝜆𝐼) = 0

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

2− 𝜆 −4
𝑑𝑒𝑡 ( )=0
1 –3 −λ
(2 − 𝜆)(−3 − 𝜆) + 4 = 0

𝜆2 + 𝜆 − 2 = 0
(𝜆 + 2)(𝜆 − 1) = 0
𝜆 = −2, 𝜆 = 1 𝐸𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒𝑠

𝐸𝑖𝑔𝑒𝑛 𝑉𝑒𝑐𝑡𝑜𝑟 𝑓𝑜𝑟 𝜆 = −2

4 −4 (𝑋1 ) 0
( ) =( )
1 –1 𝑋2 0

𝑋1 − 𝑋2 = 0 → 𝑋1 = 𝑋2

𝑋1 𝑋
𝑋1 = ( ) = ( 1 ) = 𝑋1 (1)
𝑋2 𝑋1 1

𝐸𝑖𝑔𝑒𝑛 𝑉𝑒𝑐𝑡𝑜𝑟 𝑓𝑜𝑟 𝜆 = 1

1 −4 (𝑋1 ) 0
( ) =( )
1 −4 𝑋2 0

𝑋1 − 4𝑋2 = 0 → 𝑋1 = 4𝑋2

𝑋 4𝑋
𝑋2 = (𝑋1 ) = ( 𝑋 2 ) = 𝑋2 (4)
2 2 1

𝑌ℎ = 𝐶1 (1) 𝑒 −2𝑡 + 𝐶2 (4) 𝑒 𝑡


1 1
𝑙𝑒𝑡 𝑌𝑝 = 𝑊𝑡 2 + 𝑉𝑡 + 𝑈

𝑌 ′ 𝑝 = 2𝑊𝑡 + 𝑉

𝑝𝑢𝑡 𝑖𝑛 𝑌 ′ = 𝐴𝑌 + 𝐻(𝑡)

2𝑊𝑡 + 𝑉 = 𝐴(𝑊𝑡 2 + 𝑉𝑡 + 𝑈) + 𝐻(𝑡)

2𝑤1 𝑣 2𝑤 −4𝑤2 2 2𝑣 −4𝑣2 2𝑢 −4𝑢 2 2


( ) 𝑡 + ( 1) = ( 1 )𝑡 + ( 1 )𝑡 + ( 1 ) + ( 2𝑡 + 10𝑡 )
2𝑤2 𝑣2 𝑤1 – 3𝑤2 𝑣1 – 3𝑣2 𝑢1 – 3𝑢2 2
𝑡 − 9𝑡 + 3

𝐸𝑞𝑢𝑎𝑡𝑖𝑛𝑔 𝑡 2 𝑡𝑒𝑟𝑚𝑠

2𝑤1 − 4𝑤2 + 2 = 0 2𝑤1 − 4𝑤2 + 2 = 0


𝑤1 − 3𝑤2 + 1 = 0 2𝑤1 − 6𝑤2 + 2 = 0

2𝑤2 = 0 → 𝑤2 = 0

2𝑤1 − 4𝑤2 + 2 = 0 → 2𝑤1 = −2 → 𝑤1 = −1


𝐸𝑞𝑢𝑎𝑡𝑖𝑛𝑔 𝑡 𝑡𝑒𝑟𝑚𝑠

2𝑣1 − 4𝑣2 + 10 = 2𝑤1 2𝑣1 − 4𝑣2 + 10 = −2


𝑣1 − 3𝑣2 − 9 = 2𝑤2 2𝑣1 − 6𝑣2 − 18 = 0
147

2𝑣2 + 28 = −2 → 𝑣2 = −15

𝑣1 + 45 − 9 = 0 → 𝑣1 = −36

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

𝐸𝑞𝑢𝑎𝑡𝑖𝑛𝑔 𝐶𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝑡𝑒𝑟𝑚𝑠

2𝑢1 − 4𝑢2 = 𝑣1 2𝑢1 − 4𝑢2 = −36


𝑢 1 − 3𝑢 2 + 3 = 𝑣2 2𝑢1 − 6𝑢2 + 6 = −30

2𝑢 2 − 6 = −6 → 𝑢 2 = 0

𝑢 1 − 3𝑢 2 + 3 = −15 → 𝑢1 = −18

𝑌𝑝 = 𝑊𝑡 2 + 𝑉𝑡 + 𝑈

−1 2 −36 −18 2
𝑌𝑝 = ( )𝑡 + ( )𝑡 + ( ) = (−t − 36𝑡 − 18)
0 −15 0 −15𝑡
2
𝑌 = 𝐶1 (1) 𝑒 −2𝑡 + 𝐶2 (4)𝑒 𝑡 + (−t − 36𝑡 − 18)
1 1 −15𝑡

148

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7.13 Partial Differential Equations


Partial differential equations P.D.E are differential equations in which the unknown function of more than one
independent variable

Order of P.D.E

The order of P.D.E is the highest derivative of equation for example:

𝑈𝑥 = 𝑈𝑦 First-order P.D.E

𝜕2 𝑢 𝜕2 𝑢
𝜕𝑡2
= 4 𝜕𝑥2 Second-order P.D.E

Linearity of PDE

The P.D.E is linear if 𝑢 and whose derivative appear in linear form (non- linear if product two dependent variables or
power of this variable greater than one). For example, the general LPDE in two variables

𝐴𝑈𝑥𝑥 + 𝐵𝑈𝑥𝑦 + 𝐶𝑈𝑦𝑦 + 𝐷𝑈𝑥 + 𝐸𝑈𝑦 + 𝐹𝑈 + 𝐺 = 0

Where A, B, C, D, E, F and G are constant or function of 𝑥 and 𝑦 for example:

𝑈𝑡𝑡 + 𝑒 −𝑡 𝑈𝑥𝑥 = 𝑆𝑖𝑛(𝑡) Linear


𝑈𝑥𝑥 = 𝑦𝑈𝑦𝑦 Linear
𝑈 𝑈𝑥 + 𝑈𝑦 = 0 Non-Linear
𝑥 𝑈𝑥 + 𝑦 𝑈𝑦 + 𝑢 2 = 0 Non-Linear

Homogeneity

If each term of PDE contain the unknown function and which derivative is called HPDE otherwise is called Non-HPDE

𝐴𝑈𝑥𝑥 + 𝐵𝑈𝑥𝑦 + 𝐶𝑈𝑦𝑦 + 𝐷𝑈𝑥 + 𝐸𝑈𝑦 + 𝐹𝑈 = 0 HPDE

Where A, B, C, D, E and F are constant or function of 𝑥 and 𝑦

Example 7.36:

Determine which LPDE is, order and dependent or independent variable in following:

𝜕𝑢 𝜕2 𝑢
=4 2
𝜕𝑡 𝜕𝑥

Linear second degree (𝑢 dependent variable), (𝑥, 𝑡) are independent variables

𝜕3 𝑟 𝜕2 𝑟
𝑥2 = 𝑦 3
𝜕𝑦 3 𝜕𝑥 2

Linear third degree (𝑟 dependent variable), (𝑥, 𝑦) are independent variables

𝜕3 𝑤
149

𝑤 = 𝑟𝑠𝑡
𝜕𝑦 3

Non-Linear third degree (𝑤 dependent variable), (𝑟, 𝑠, 𝑡, 𝑦) are independent variables

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𝜕2 𝑄 𝜕2 𝑄 𝜕2 𝑄
+ + =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2

Linear second degree (𝑄 dependent variable), (𝑥, 𝑦, 𝑧) are independent variables, homogeneous

𝜕𝑄 2 𝜕𝑄
( ) + ( )2 = 0
𝜕𝑡 𝜕𝑥

Non-Linear first degree (𝑢 dependent variable), (𝑡, 𝑥) are independent variables, homogeneous

Solution of PDE

A solution of PDE mean that the value of dependent variable which satisfied the PDE at all points in given region R, for
physical problem, we must be given other conditions at boundary, these are called boundary if these condition are
given at 𝑡 = 0 we called them as initial conditions its order for a linear homogeneous equation if

𝑈1 ,𝑈2 … 𝑈𝑛 are 𝑛 solution then the general solution can be written as nth order PDE

𝑈 = 𝑐1 𝑈1 + 𝑐2 𝑈2 + ⋯ + 𝑐𝑛 𝑈𝑛

Note that we can find the solution of PDE by a sequence of integrals:

Example 7.37:

𝜕2𝑧
Solve 𝜕𝑥𝜕𝑦 = 0

𝜕2 𝑧 𝜕 𝜕𝑧
= ( )=0 𝑏𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑤.𝑟. 𝑡𝑜 𝑥
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦

𝜕𝑧
= 𝑐 (𝑦) 𝑤ℎ𝑒𝑟𝑒 𝑐(𝑦) 𝑖𝑠 𝑎𝑟𝑏𝑖𝑡𝑟𝑎𝑟𝑦 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑟𝑖𝑐 𝑜𝑓 𝑦, 𝑏𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑤. 𝑟. 𝑡𝑜 𝑦
𝜕𝑦

𝑧 = ∫ 𝑐 (𝑦)𝑑𝑦 + 𝑐(𝑥) 𝑤ℎ𝑒𝑟𝑒 𝑐(𝑥) 𝑖𝑠 𝑎𝑟𝑏𝑖𝑡𝑟𝑎𝑟𝑦 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑟𝑖𝑐 𝑜𝑓 𝑥

Example 7.38:

𝜕2𝑧
Solve = 𝑥2 𝑦
𝜕𝑥𝜕𝑦

𝜕2 𝑧 𝜕 𝜕𝑧
= ( ) = 𝑥2 𝑦 𝑏𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑤. 𝑟. 𝑡𝑜 𝑥
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦

𝜕𝑧 𝑥3
= 𝑦 + 𝑐(𝑦) 𝑏𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑤. 𝑟. 𝑡𝑜 𝑦
𝜕𝑦 3

𝑦 2 𝑥3
𝑧= + ∫ 𝑐(𝑦)𝑑𝑦 + 𝑐(𝑥)
6
150

𝑦 2 𝑥3
𝑧= + 𝐹 (𝑦) + 𝑐(𝑥)
6

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Example 7.39:

𝜕2 𝑢
Solve 𝜕𝑥𝜕𝑦 = 6𝑥 + 12𝑦 2

With boundary conditions 𝑢(1,𝑦) = 𝑦 2 − 2𝑦, 𝑢(𝑥, 2) = 5𝑥 − 5

𝜕2 𝑢 𝜕 𝜕𝑢
= ( ) = 6𝑥 + 12𝑦 2 𝑏𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑤. 𝑟. 𝑡𝑜 𝑥
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦

𝜕𝑢
= 3𝑥 2 + 12𝑦 2𝑥 + 𝑐(𝑦) 𝑏𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑤. 𝑟. 𝑡𝑜 𝑦
𝜕𝑦

𝑢 = 3𝑥 2 𝑦 + 4𝑦3 𝑥 + ∫ 𝑐 (𝑦)𝑑𝑦 + 𝑔(𝑥)

𝑢(𝑥, 𝑦) = 3𝑥 2 𝑦 + 4𝑦 3𝑥 + ℎ(𝑦) + 𝑔(𝑥)

𝑢(1, 𝑦) = 3𝑦 + 4𝑦 3 + ℎ(𝑦) + 𝑔 (1) = 𝑦 2 − 2𝑦

ℎ(𝑦) = −3𝑦 − 4𝑦 3 − 𝑔 (1) + 𝑦 2 − 2𝑦 = 𝑦 2 − 4𝑦 3 − 5𝑦 − 𝑔 (1)

𝑢(𝑥, 𝑦) = 3𝑥 2 𝑦 + 4𝑦 3𝑥 + 𝑦 2 − 4𝑦 3 − 5𝑦 − 𝑔 (1) + 𝑔(𝑥)

𝑢(𝑥, 2) = 6𝑥 2 + 32𝑥 + 4 − 32 − 10 − 𝑔 (1) + 𝑔 (𝑥) = 5𝑥 − 5

𝑔 (𝑥) = 33 − 27𝑥 − 6𝑥 2 + 𝑔(1)

𝑢(𝑥, 𝑦) = 3𝑥 2 𝑦 + 4𝑦 3𝑥 + 𝑦 2 − 4𝑦 3 − 5𝑦 + 33 − 27𝑥 − 6𝑥 2

PDE may formed by eliminating arbitrary constants or arbitrary function from a given relation and other relation
obtained by differentiating partially the given relation, suppose the following:

𝜕𝑧 𝜕𝑧
= 𝑍𝑥 = 𝑝 = 𝑍𝑦 = 𝑞
𝜕𝑥 𝜕𝑦

𝜕2 𝑧 𝜕2 𝑧
= 𝑍𝑥𝑥 = 𝑟 = 𝑍𝑦𝑦 = 𝑡
𝜕𝑥 2 𝜕𝑦 2

𝜕2 𝑧
= 𝑍𝑦𝑥 = 𝑠
𝜕𝑥𝜕𝑦

Example 7.40:

Form a PDE from 𝑍 = (𝑥 − 𝑎)2 + (𝑦 − 𝑏)2

𝜕𝑧
= 𝑍𝑥 = 2(𝑥 − 𝑎)
𝜕𝑥
𝜕𝑧
= 𝑍𝑦 = 2(𝑦 − 𝑏)
𝜕𝑦
151

Then the original equation becomes

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𝑍𝑥 2 𝑍𝑦
𝑍=( ) + ( )2
2 2

4𝑍 = (𝑍𝑥 )2 + (𝑍𝑦 )2 = 𝑝 2 + 𝑞 2

Example 7.41:

Form a PDE from 𝑍 = 𝑓(𝑥 2 + 𝑦 2)

𝜕𝑧
= 𝑍𝑥 = 2𝑥𝑓́(𝑥 2 + 𝑦 2)
𝜕𝑥
𝜕𝑧
= 𝑍𝑦 = 2𝑦𝑓́(𝑥 2 + 𝑦 2 )
𝜕𝑦

Then

𝑍𝑥 𝑥
=
𝑍𝑦 𝑦

−𝑥𝑍𝑦 + 𝑦𝑍𝑥 = 0

−𝑥𝑞 + 𝑦𝑝 = 0

Example 7.42:

Form a PDE from 𝑍 = 𝑎𝑥 + 𝑏𝑦 + 𝑎2 + 𝑏 2

𝜕𝑧
= 𝑍𝑥 = 𝑎
𝜕𝑥
𝜕𝑧
= 𝑍𝑦 = 𝑏
𝜕𝑦

Then the original equation becomes

𝑍 = 𝑥𝑍𝑥 + 𝑦𝑍𝑦 + (𝑍𝑥 )2 + (𝑍𝑦 )2

𝑍 = 𝑥𝑝 + 𝑦𝑞 + 𝑝 2 + 𝑞 2

Example 7.43:

Form a PDE from 𝑉 = 𝑓(𝑥 − 𝑐𝑡 ) + 𝑔(𝑥 + 𝑐𝑡)

𝜕𝑣
= 𝑉𝑥 = 𝑓′ (𝑥 − 𝑐𝑡 ) + 𝑔 ′ (𝑥 + 𝑐𝑡)
𝜕𝑥
𝜕𝑣
= 𝑉𝑡 = −𝑐𝑓′ (𝑥 − 𝑐𝑡 ) + 𝑐𝑔 ′ (𝑥 + 𝑐𝑡)
𝜕𝑡
152

𝜕2 𝑣
= 𝑉𝑥𝑥 = 𝑓′′ (𝑥 − 𝑐𝑡 ) + 𝑔 ′′ (𝑥 + 𝑐𝑡)
𝜕𝑥 2

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𝜕2 𝑣
= 𝑉𝑡𝑡 = 𝑐 2 𝑓′′ (𝑥 − 𝑐𝑡 ) + 𝑐 2 𝑔 ′′ (𝑥 + 𝑐𝑡)
𝜕𝑡 2

𝑉𝑡𝑡 = 𝑐 2 [𝑓′′ (𝑥 − 𝑐𝑡 ) + 𝑔 ′′ (𝑥 + 𝑐𝑡 )]

𝑉𝑡𝑡 = 𝑐 2 𝑉𝑥𝑥 𝑤ℎ𝑖𝑐ℎ 𝑖𝑠 𝑡ℎ𝑒 𝑓𝑎𝑚𝑜𝑢𝑠𝑒 𝑜𝑛𝑒 𝑑𝑖𝑚𝑒𝑛𝑠𝑖𝑜𝑛𝑎𝑙 𝑤𝑎𝑣𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛

7.14 1st Order PDE LaGrange Method


Let PDE of form

𝑃𝑝 + 𝑄𝑞 = 𝑅 𝑤ℎ𝑒𝑟𝑒 𝑃,𝑄, 𝑅 𝑎𝑟𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠 𝑜𝑓 𝑥, 𝑦, 𝑧

The solution to this equation is the same for the following simultaneous equation

𝑑𝑥 𝑑𝑦 𝑑𝑧
= = … … (1) 𝐿𝑎𝐺𝑟𝑎𝑛𝑔𝑒 𝐴𝑢𝑥𝑖𝑙𝑖𝑎𝑟𝑦 𝐸𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 (𝑡ℎ𝑒 𝑐ℎ𝑎𝑟𝑒𝑠𝑡𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛)
𝑃 𝑄 𝑅

A solution can be written as

𝑢(𝑥, 𝑦, 𝑧) = 𝑐1

𝑣(𝑥, 𝑦, 𝑧) = 𝑐2

The general solution can be written as

𝐹 (𝑢, 𝑣) = 0 𝑜𝑟 𝐹 (𝑐1 ,𝑐2 ) = 0

Note that: if either of 𝑃 or 𝑄 or 𝑅 are equal to zero then we have equation (1) with two variables and we can solve
using variable separation method

For example, if 𝑅 = 0 then 𝑑𝑧 = 0 and the equation will be 𝑃𝑑𝑦 = 𝑄𝑑𝑥 which can be solved easily

Now if we want to solve by separating the variables in equation (1) we will multiply both the numerator and the
denominator by three different constants so we can write (1) as:

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝜆𝑑𝑥 + 𝜇𝑑𝑦 + 𝛽𝑑𝑧


= = =
𝑃 𝑄 𝑅 𝜆𝑃 + 𝜇𝑄 + 𝛽𝑅

Then we select values for 𝜆, 𝜇, 𝛽 that gives:

𝜆𝑃 + 𝜇𝑄 + 𝛽𝑅 = 0 → 𝜆𝑑𝑥 + 𝜇𝑑𝑦 + 𝛽𝑑𝑧 = 0

Then we can deal with the denominator summation (by changing the coefficients) to equal zero, and this will lead to
the summation of the numerators to equal zero and this will help in finding the solution

Example 7.44:

Solve 𝑥𝑧𝑝 + 𝑦𝑧𝑞 = 𝑥𝑦


153

Suppose the following relation 𝑝 = 𝑍𝑥 ,𝑞 = 𝑍𝑦

𝑃 = 𝑥𝑧, 𝑄 = 𝑦𝑧,𝑅 = 𝑥𝑦

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𝑑𝑥 𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get = =
𝑥𝑧 𝑦𝑧 𝑥𝑦

𝑑𝑥 𝑑𝑦
If we take = because we can eliminate 𝑧
𝑥𝑧 𝑦𝑧

𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑥
= → = 𝑡ℎ𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑔𝑖𝑣𝑒 → 𝑙𝑛 (𝑥) − 𝑙𝑛 (𝑦) = 𝑐 → = 𝑐1 … . (1) 𝑤ℎ𝑒𝑛 𝑐1 = 𝑒 𝑐
𝑥𝑧 𝑦𝑧 𝑥 𝑦 𝑦
𝑑𝑦 𝑑𝑧
Now we need to consider 𝑧 if we take = we can eliminate 𝑦
𝑦𝑧 𝑥𝑦

𝑑𝑦 𝑑𝑧 𝑑𝑦 𝑑𝑧 𝑐1 𝑦 2 𝑧 2 𝑥
= → = → 𝑥𝑑𝑦 = 𝑧𝑑𝑧 → 𝑐1 𝑦𝑑𝑦 = 𝑧𝑑𝑧 → − = 𝑐 𝑎𝑛𝑑 𝑤𝑒 𝑘𝑛𝑜𝑤 𝑡ℎ𝑎𝑡 = 𝑐1
𝑦𝑧 𝑥𝑦 𝑧 𝑥 2 2 𝑦

𝑥𝑦 𝑧 2
𝑐= − → 2𝑐 = 𝑥𝑦 − 𝑧 2 → 𝑐2 = 𝑥𝑦 − 𝑧 2 … . (2) 𝑤ℎ𝑒𝑛 𝑐2 = 2𝑐
2 2
𝑥
The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (𝑦 , 𝑥𝑦 − 𝑧 2 ) = 0

Example 7.45:

Solve 2𝑝 + 3𝑞 = 1
𝑑𝑥 𝑑𝑦
Then from LaGrange equation we get = = 𝑑𝑧
2 3

𝑑𝑥 𝑑𝑦
= → 3𝑑𝑥 = 2𝑑𝑦 𝑡ℎ𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑔𝑖𝑣𝑒 → 3𝑥 − 2𝑦 = 𝑐1 … . (1)
2 3
𝑑𝑦
= 𝑑𝑧 → 𝑑𝑦 = 3𝑑𝑧 → 𝑦 − 3𝑧 = 𝑐2
3

The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (3𝑥 − 2𝑦,𝑦 − 3𝑧) = 0

Example 7.46:

Solve 𝑝 − 𝑥𝑞 = 𝑧

𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get 𝑑𝑥 = −𝑥 = 𝑧

𝑑𝑦 −𝑥 2
𝑑𝑥 = → −𝑥𝑑𝑥 = 𝑑𝑦 → − 𝑦 = 𝑐 → 𝑥 2 + 2𝑦 = −2𝑐 → 𝑥 2 + 2𝑦 = 𝑐1 … . (1) 𝑤ℎ𝑒𝑛 𝑐1 = −2𝑐
−𝑥 2
𝑑𝑧
𝑑𝑥 = → 𝑥 − 𝑙𝑛 (𝑧) = 𝑐2
𝑧

The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (𝑥 2 + 2𝑦, 𝑥 − 𝑙𝑛 (𝑧)) = 0

Example 7.47:

Solve 𝑥 2 𝑝 + 𝑦 2𝑞 = 𝑧 2

𝑑𝑥 𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get 𝑥2 = = 𝑧2
154

𝑦2

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𝑑𝑥 𝑑𝑦 −1 1
= → 𝑡ℎ𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑔𝑖𝑣𝑒 → + = 𝑐1 … . (1)
𝑥2 𝑦 2 𝑥 𝑦

𝑑𝑦 𝑑𝑧 −1 1
2
= 2 → + = 𝑐2
𝑦 𝑧 𝑦 𝑧
−1 1 −1 1
The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 ( + , + )=0
𝑥 𝑦 𝑦 𝑧

Example 7.48:

Solve 𝑦 2 𝑧𝑝 − 𝑥 2 𝑧𝑞 = 𝑥 2 𝑦

𝑑𝑥 𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get 𝑦2𝑧 = −𝑥2 𝑧 = 𝑥2 𝑦

𝑑𝑥 𝑑𝑦 2 𝑑𝑥 = 𝑦 2𝑑𝑦 →
−𝑥 3 𝑦 3
= → −𝑥 − = 𝑐 → 𝑥 3 + 𝑦 3 = −3𝑐 → 𝑥 3 + 𝑦 3 = 𝑐1 … . (1) 𝑤ℎ𝑒𝑛 𝑐1 = −3𝑐
𝑦 2 𝑧 −𝑥 2 𝑧 3 3

𝑑𝑦 𝑑𝑧 𝑦2 𝑧2
= → 𝑦𝑑𝑦 − 𝑧𝑑𝑧 → + = 𝑐2
−𝑥 2 𝑧 𝑥 2 𝑦 2 2

𝑦2 𝑧2
The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (𝑥 3 + 𝑦 3 , 2 + ) =0
2

Example 7.49:

Solve 𝑥𝑧𝑝 + 𝑦𝑧𝑞 = −(𝑥 2 + 𝑦 2 )

Suppose the following relation 𝑝 = 𝑍𝑥 ,𝑞 = 𝑍𝑦

𝑃 = 𝑥𝑧, 𝑄 = 𝑦𝑧,𝑅 = −(𝑥 2 + 𝑦 2 )


𝑑𝑥 𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get 𝑥𝑧
= 𝑦𝑧 = −(𝑥2 +𝑦2 )

𝑑𝑥 𝑑𝑦
If we take = because we can eliminate 𝑧
𝑥𝑧 𝑦𝑧

𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑥
= → = 𝑡ℎ𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑔𝑖𝑣𝑒 → 𝑙𝑛 (𝑥) − 𝑙𝑛 (𝑦) = 𝑐 → = 𝑐1 … . (1) 𝑤ℎ𝑒𝑛 𝑐1 = 𝑒 𝑐
𝑥𝑧 𝑦𝑧 𝑥 𝑦 𝑦
𝑑𝑥 𝑑𝑧
Now we need to consider 𝑧 if we take =
𝑥𝑧 −(𝑥2 +𝑦2 )

𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑧 1
= 2 → = 1 → = 1 → −𝑥 (1 + 2) 𝑑𝑥 = 𝑧𝑑𝑧
𝑥𝑧 − (𝑥 2 + )
𝑥 𝑥𝑧 −𝑥 2 (1 + ) 𝑧 −𝑥 (1 + 𝑐 2) 𝑐1
𝑐 2 1 𝑐 2 1 1
1 𝑥2 𝑧 2 𝑦2
𝑡ℎ𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑔𝑖𝑣𝑒 − (1 + 2) = + 𝑐 → 2𝑐 = (1 + 2 ) 𝑥 2 − 𝑧 2 → 𝑐2 = 𝑥 2 + 𝑦 2 − 𝑧 2 𝑤ℎ𝑒𝑛 𝑐2
𝑐1 2 2 𝑥
= 2𝑐
𝑥
155

The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (𝑦 , 𝑥 2 + 𝑦 2 − 𝑧 2 ) = 0

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

Example 7.50:

Solve (𝑦 + 𝑧)𝑝 − (𝑥 + 𝑧)𝑞 = 𝑥 − 𝑦

Suppose the following relation 𝑝 = 𝑍𝑥 ,𝑞 = 𝑍𝑦

𝑃 = 𝑦 + 𝑧, 𝑄 = −(𝑥 + 𝑧), 𝑅 = 𝑥 − 𝑦
𝑑𝑥 𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get = = here we have to multiply by the variables 𝜆, 𝜇, 𝛽 the
(𝑦+𝑧) −(𝑥+𝑧) 𝑥−𝑦
equation will be

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝜆𝑑𝑥 + 𝜇𝑑𝑦 + 𝛽𝑑𝑧


= = →
(𝑦 + 𝑧) −(𝑥 + 𝑧) 𝑥 − 𝑦 𝜆 (𝑦 + 𝑧) − (𝑥 + 𝑧)𝜇 + (𝑥 − 𝑦)𝛽

When 𝜆 = 1, 𝜇 = 1, 𝛽 = 1 the denominator will be zero 𝑦 + 𝑧 − 𝑥 − 𝑧 + 𝑥 − 𝑦 = 0

So 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧 = 0 also when 𝜆 = 1, 𝜇 = 1, 𝛽 = 1

𝑡ℎ𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑔𝑖𝑣𝑒 → 𝑥 + 𝑦 + 𝑧 = 𝑐1 … . (1)

Now for 𝜆 = 𝑥, 𝜇 = 𝑦, 𝛽 = −𝑧 the denominator will be zero 𝑥𝑦 + 𝑥𝑧 − 𝑦𝑥 − 𝑦𝑧 − 𝑧𝑥 + 𝑧𝑦 = 0

So 𝑥𝑑𝑥 + 𝑦𝑑𝑦 − 𝑧𝑑𝑧 = 0 also when 𝜆 = 𝑥, 𝜇 = 𝑦, 𝛽 = −𝑧

𝑥2 𝑦 2 𝑧 2
𝑡ℎ𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑔𝑖𝑣𝑒 → + − = 𝑐 → 2𝑐 = 𝑥 2 + 𝑦 2 − 𝑧 2 → 𝑐2 = 𝑥 2 + 𝑦 2 − 𝑧 2 … . (2) 𝑤ℎ𝑒𝑛 𝑐2
2 2 2
= 2𝑐

The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (𝑥 + 𝑦 + 𝑧, 𝑥 2 + 𝑦 2 − 𝑧 2 ) = 0

Example 7.51:

Solve (𝑦 + 𝑥𝑧)𝑝 − (𝑥 + 𝑦𝑧)𝑞 = −𝑦 2 + 𝑥 2

Suppose the following relation 𝑝 = 𝑍𝑥 ,𝑞 = 𝑍𝑦

𝑃 = (𝑦 + 𝑥𝑧), 𝑄 = − (𝑥 + 𝑦𝑧),𝑅 = −𝑦 2 + 𝑥 2

𝑑𝑥 𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get ( = =
𝑦+𝑥𝑧) −(𝑥 +𝑦𝑧) −𝑦2 +𝑥2

Now we have to multiply by the variables 𝜆, 𝜇, 𝛽 the equation will be

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝜆𝑑𝑥 + 𝜇𝑑𝑦 + 𝛽𝑑𝑧


= = →
(𝑦 + 𝑥𝑧) −(𝑥 + 𝑦𝑧) −𝑦 2 + 𝑥 2 ( )
𝜆 𝑦 + 𝑥𝑧 − 𝜇(𝑥 + 𝑦𝑧) − 𝛽(𝑦 2 − 𝑥 2 )

When 𝜆 = 𝑥, 𝜇 = 𝑦, 𝛽 = −𝑧

𝜆(𝑦 + 𝑥𝑧) − 𝜇(𝑥 + 𝑦𝑧) − 𝛽 (𝑦 2 − 𝑥 2 ) = 𝑥𝑦 + 𝑥 2 𝑧 − 𝑥𝑦 − 𝑦 2𝑧 + 𝑧𝑦 2 − 𝑧𝑥 2 = 0

𝑥2 𝑦2 𝑧2
Also will 𝑥𝑑𝑥 + 𝑦𝑑𝑦 − 𝑧𝑑𝑧 = 0 → + − = 𝑐 → 𝑥 2 + 𝑦 2 − 𝑧 2 = 2𝑐 → 𝑐1 = 𝑥 2 + 𝑦 2 − 𝑧 2 𝑤ℎ𝑒𝑛 𝑐1 = 2𝑐
2 2 2
156

Now when 𝜆 = −𝑥, 𝜇 = −𝑦, 𝛽 = 𝑧

𝜆(𝑦 + 𝑥𝑧) − 𝜇(𝑥 + 𝑦𝑧) − 𝛽 (𝑦 2 − 𝑥 2 ) = −𝑥𝑦 − 𝑥 2 𝑧 + 𝑥𝑦 + 𝑦 2 𝑧 − 𝑧𝑦 2 + 𝑧𝑥 2 = 0

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com
𝑥2 𝑦2 𝑧2
Also will −𝑥𝑑𝑥 − 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0 → − − + = 𝑐 → −𝑥 2 − 𝑦 2 + 𝑧 2 = 2𝑐 → 𝑐2 = 𝑧 2 − 𝑥 2 − 𝑦 2 𝑤ℎ𝑒𝑛 𝑐2 =
2 2 2
2𝑐

The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (𝑥 2 + 𝑦 2 − 𝑧 2 , 𝑧 2 − 𝑥 2 − 𝑦 2 ) = 0

Example 7.52:

Solve 𝑥 (𝑧 2 − 𝑦 2 )𝑝 + 𝑦(𝑥 2 − 𝑧 2 )𝑞 = 𝑧(𝑦 2 − 𝑥 2 )

Suppose the following relation 𝑝 = 𝑍𝑥 ,𝑞 = 𝑍𝑦

𝑃 = 𝑥 (𝑧 2 − 𝑦 2 ),𝑄 = 𝑦(𝑥 2 − 𝑧 2 ),𝑅 = 𝑧(𝑦 2 − 𝑥 2 )


𝑑𝑥 𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get = =
𝑥(𝑧2 −𝑦2 ) 𝑦 (𝑥2 −𝑧2 ) 𝑧(𝑦2 −𝑥2 )

Now we have to multiply by the variables 𝜆, 𝜇, 𝛽 the equation will be

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝜆𝑑𝑥 + 𝜇𝑑𝑦 + 𝛽𝑑𝑧


= = →
𝑥 (𝑧 2 − 𝑦 2 ) 𝑦(𝑥 − 𝑧 ) 𝑧(𝑦 − 𝑥 )
2 2 2 2 𝜆𝑥(𝑧 − 𝑦 ) + 𝜇𝑦(𝑥 2 − 𝑧 2 ) + 𝛽𝑧(𝑦 2 − 𝑥 2 )
2 2

When 𝜆 = 1, 𝜇 = 1, 𝛽 = 1

𝜆𝑥 (𝑧 2 − 𝑦 2) + 𝜇𝑦(𝑥 2 − 𝑧 2 ) + 𝛽𝑧(𝑦 2 − 𝑥 2 ) = 𝑥𝑧 2 − 𝑥𝑦 2 + 𝑥 2 𝑦 − 𝑧 2 𝑦 + 𝑧𝑦 2 − 𝑧𝑥 2 = 0

Also, will 𝑑𝑥 + 𝑑𝑦 + 𝑧𝑑𝑧 = 0 → 𝑥 + 𝑦 + 𝑧 = 𝑐1

Now when 𝜆 = 𝑥, 𝜇 = 𝑦, 𝛽 = 𝑧

𝜆𝑥 (𝑧 2 − 𝑦 2) + 𝜇𝑦(𝑥 2 − 𝑧 2 ) + 𝛽𝑧(𝑦 2 − 𝑥 2 ) = 𝑥 2 𝑧 2 − 𝑥 2 𝑦 2 + 𝑥 2 𝑦 2 − 𝑧 2𝑦 2 + 𝑧 2𝑦 2 − 𝑧 2 𝑥 2 = 0

𝑥2 𝑦2 𝑧2
Also will 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0 → 2
+ 2
+ 2
= 𝑐 → 𝑥 2 + 𝑦 2 + 𝑧 2 = 2𝑐 → 𝑐2 = 𝑥 2 + 𝑦 2 + 𝑧 2 𝑤ℎ𝑒𝑛 𝑐2 = 2𝑐

The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (𝑥 + 𝑦 + 𝑧, 𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0

Example 7.53:

Solve (𝑦 2 + 𝑧 2 − 𝑥 2 )𝑝 − 2𝑥𝑦𝑞 = −2𝑥𝑧

Suppose the following relation 𝑝 = 𝑍𝑥 ,𝑞 = 𝑍𝑦

𝑃 = (𝑦 2 + 𝑧 2 − 𝑥 2 ),𝑄 = −2𝑥𝑦, 𝑅 = −2𝑥𝑧

𝑑𝑥 𝑑𝑦 𝑑𝑧
Then from LaGrange equation we get (𝑦2 +𝑧2 −𝑥2 ) = −2𝑥𝑦 = −2𝑥𝑧

𝑑𝑦 𝑑𝑧 𝑑𝑦 𝑑𝑧
= → = → 𝑙𝑛 (𝑦) = 𝑙𝑛(𝑧) + 𝑐 → 𝑦 − 𝑧 = 𝑐1 𝑤ℎ𝑒𝑛 𝑐1 = 𝑒 𝑐
−2𝑥𝑦 −2𝑥𝑧 𝑦 𝑧

Now we have to multiply by the variables 𝜆, 𝜇, 𝛽 the equation will be


157

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝜆𝑑𝑥 + 𝜇𝑑𝑦 + 𝛽𝑑𝑧


= = →
(𝑦 2 + 𝑧 2 − 𝑥 2 ) −2𝑥𝑦 −2𝑥𝑧 𝜆 (𝑦 2 + 𝑧 2 − 𝑥 2 ) − 2𝑥𝑦𝜇 − 2𝑥𝑧𝛽

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

When 𝜆 = 𝑥, 𝜇 = 𝑦, 𝛽 = 𝑧

𝜆𝑑𝑥 + 𝜇𝑑𝑦 + 𝛽𝑑𝑧 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧


= = 2 =
𝜆(𝑦 2 + 𝑧 − 𝑥 ) − 2𝑥𝑦𝜇 − 2𝑥𝑧𝛽 𝑥 (𝑦 + 𝑧 − 𝑥 ) − 2𝑥𝑦 − 2𝑥𝑧
2 2 2 2 2 2 2 𝑥𝑦 + 𝑥𝑧 2 − 𝑥 3 − 2𝑥𝑦 2 − 2𝑥𝑧 2

𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧


=
3 2
−𝑥 − 𝑥𝑦 − 𝑥𝑧 2 −𝑥(𝑥 2 + 𝑦 2 + 𝑧 2 )

Now we take

𝑑𝑦 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 𝑑𝑦 2𝑥𝑑𝑥 + 2𝑦𝑑𝑦 + 2𝑧𝑑𝑧


= → = → 𝑙𝑛(𝑦) = 𝑙𝑛(𝑥 2 + 𝑦 2 + 𝑧 2 ) + 𝑐
−2𝑥𝑦 −𝑥 (𝑥 + 𝑦 + 𝑧 )
2 2 2 𝑦 (𝑥 2 + 𝑦 2 + 𝑧 2 )

𝑦 = 𝑥 2 + 𝑦 2 + 𝑧 2 + 𝑒 𝑐 → 𝑐2 = 𝑦 − 𝑥 2 − 𝑦 2 − 𝑧 2 𝑤ℎ𝑒𝑛 𝑐2 = 𝑒 𝑐

The general solution will be 𝐹 (𝑐1 ,𝑐2 ) = 0 𝑜𝑟 𝐹 (𝑦 − 𝑧, 𝑦 − 𝑥 2 − 𝑦 2 − 𝑧 2 ) = 0

7.15 PDE Separation of Variables


We suppose the solution of PDE be 𝑢(𝑥, 𝑡 ) = 𝑋𝑇 𝑤ℎ𝑒𝑟𝑒 𝑋 𝑖𝑠 𝑎 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑥 𝑜𝑛𝑙𝑦 𝑎𝑛𝑑 𝑇 𝑖𝑠 𝑎 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑡 𝑜𝑛𝑙𝑦

𝑑𝑋 𝑑𝑇
So 𝑈𝑥 = 𝑋′ 𝑇 𝑎𝑛𝑑 𝑈𝑥𝑥 = 𝑋′′ 𝑇 𝑎𝑛𝑑 𝑈𝑡𝑡 = 𝑋𝑇 ′′ 𝑤ℎ𝑒𝑟𝑒 𝑋′ = 𝑑𝑥
𝑎𝑛𝑑 𝑇 ′ = 𝑑𝑡

Theorem: if 𝑢1 ,𝑢 2,𝑢 3 are solutions to the PDE so, there summation will also be a solution to the PDE

Example 7.52:

Solve 𝑈𝑥 + 3 𝑈𝑦 = 0 … (1) with the boundary condition 𝑢(0, 𝑦) = 4𝑒 −2𝑦 − 3𝑒 −6𝑦

Let 𝑢 (𝑥, 𝑦) = 𝑋𝑌 be a solution 𝑈𝑥 = 𝑋′ 𝑌 𝑎𝑛𝑑 𝑈𝑦 = 𝑋𝑌 ′ 𝑝𝑢𝑡 𝑖𝑛 (1)

′ ′
𝑋′ −𝑌 ′
𝑋 𝑌 + 3 𝑋𝑌 = 0 → = … (∗) 𝑛𝑜𝑤 𝑤𝑒 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑒𝑑 𝑡ℎ𝑒 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠
3𝑋 𝑌

Now we can say that if the two sides are equal then both sides are equal to a constant so:

𝑋′ −𝑌 ′
= 𝐶, =𝐶
3𝑋 𝑌
Recall
𝑋′ − 3𝐶𝑋 = 0, 𝑌 ′ + 𝐶𝑌 = 0 𝑎𝑛𝑑 𝑡ℎ𝑖𝑠 𝑖𝑠 𝑎 𝑙𝑖𝑛𝑒𝑎𝑟 𝑓𝑜𝑟𝑚 𝑜𝑓 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 1
𝑦 = ∫ 𝐼 ∗ 𝑄 (𝑥)𝑑𝑥
𝐼
𝑋′ − 3𝐶𝑋 = 0, 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑓𝑎𝑐𝑡𝑜𝑟 𝐼 = 𝑒 −3𝐶 ∫ 𝑑𝑥 = 𝑒 −3𝐶𝑥

𝑋 = 𝑎1 𝑒3𝐶𝑥 𝑎𝑛𝑑 𝑌 = 𝑎2 𝑒−𝐶𝑦

𝑢(𝑥, 𝑦) = 𝑎1 𝑒 3𝐶𝑥 𝑎2𝑒 −𝐶𝑦 = 𝑎1 𝑎2𝑒𝐶(3𝑥−𝑦)

Let 𝑢 (𝑥, 𝑦) = 𝐵𝑒 𝐶(3𝑥−𝑦) 𝑤ℎ𝑒𝑛 𝐵 = 𝑎1 𝑎2

Now let 𝑢1 = 𝑏1 𝑒𝐶1(3𝑥−𝑦) 𝑎𝑛𝑑 𝑢 2 = 𝑏 2𝑒 𝐶2(3𝑥−𝑦) 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑡ℎ𝑒 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 ℎ𝑎𝑠 𝑡𝑤𝑜 𝑡𝑒𝑟𝑚𝑠

So 𝑢 = 𝑏1 𝑒𝐶1(3𝑥−𝑦) + 𝑏 2 𝑒𝐶2(3𝑥−𝑦) 𝑡𝑜 𝑓𝑖𝑛𝑑 𝑡ℎ𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝑤𝑒 𝑢𝑠𝑒 𝑢(0,𝑦) = 4𝑒 −2𝑦 − 3𝑒 −6𝑦


158

𝑢(0, 𝑦) = 𝑏 1𝑒 −𝐶1𝑦 + 𝑏 2 𝑒−𝐶2𝑦 = 4𝑒 −2𝑦 − 3𝑒 −6𝑦

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

So 𝑏1 = 4, 𝑏 2 = −3 , 𝑐1 = 2, 𝑐2 = 6

The solution will be 𝑢(𝑥, 𝑦) = 4𝑒 2(3𝑥−𝑦) − 3𝑒 6(3𝑥−𝑦)

7.16 The Wave Equation

Consider a perfectly flexible elastic string stretched between two


points at 𝑥 = 0 and 𝑥 = 𝐿 with uniform tension 𝑇, if the string is
displaced slightly from its initial position of rest and released with the
end points remaining fixed, then the string will vibrate, the position of any point 𝑃 in the string will then depend on
its distance from one end and on the instant of time, its displacement 𝑢 at any time 𝑡 can be expressed as 𝑢 = 𝑓(𝑥, 𝑡)
where 𝑥 is its distance from the left hand end.

𝜕2 𝑢 1 𝜕2𝑢 𝑇
The equation of motion is gives by: 𝜕𝑥2 = where 𝑐 2 = 𝑃 where 𝑇 is the tension and 𝑃 is the mass per unit
𝑐2 𝜕𝑡2
length of the string, the displacement of the string is so small so that 𝑇 and 𝑃 remain constant

𝜕2 𝑢 1 𝜕2 𝑢
𝜕𝑥2
= 𝑐2 𝜕 𝑡2 has a solution 𝑢(𝑥, 𝑡) with boundary conditions:

a) The string is fixed at both ends 𝑥 = 0 and 𝑥 = 𝐿 for all values of time thus 𝑢(0,𝑡) = 0, 𝑢(𝐿, 𝑡) = 0 𝑓𝑜𝑟 𝑡 ≥
0
b) The initial deflection of 𝑃 at 𝑡 = 0 is denoted by 𝑓(𝑥) then 𝑢(𝑥, 0) = 𝑓(𝑥) 𝑎𝑡 𝑥 = 0 𝑎𝑛𝑑 𝑥 = 𝐿 𝑓𝑜𝑟 0 ≤ 𝑥 ≤
𝐿
𝜕𝑢
c) The initial velocity of 𝑃 be 𝑔(𝑥) then 𝜕𝑡 = 𝑔 (𝑥) = 0 𝑎𝑡 𝑡 = 0

The Solution

Let 𝑢(𝑥, 𝑡) = 𝑋𝑇 be a solution where 𝑋 is a function of 𝑥 only and 𝑇 is a function of 𝑡 only so:

𝜕2 𝑢 𝜕2 𝑢
= 𝑋𝑇 𝑎𝑛𝑑 2 = 𝑇𝑋′′ 𝑝𝑢𝑡 𝑖𝑛 𝑡ℎ𝑒 𝑚𝑜𝑡𝑖𝑜𝑛 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑡𝑜 𝑜𝑏𝑡𝑎𝑖𝑛
′′
𝜕𝑡 2 𝜕𝑥
1 𝑋′′ 1 𝑇 ′′
𝑋′′ 𝑇 = 𝑋𝑇 ′′ 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑟𝑒𝑤𝑟𝑖𝑡𝑒 𝑎𝑠 = 2 𝑡𝑜 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑒 𝑡ℎ𝑒 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠
𝑐2 𝑋 𝑐 𝑇

Now if these two expressions to be equal for all values of the separable variables then both expressions must be
equal to a constant so:

𝑋′′ 1 𝑇 ′′
= 2 = 𝑝 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑤𝑟𝑖𝑡𝑒 𝑎𝑠
𝑋 𝑐 𝑇

𝑋′′ − 𝑝𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ − 𝑐 2 𝑝𝑇 = 0 𝑎𝑛𝑑 𝑛𝑜𝑤 𝑤𝑒 ℎ𝑎𝑣𝑒 𝑡ℎ𝑟𝑒𝑒 𝑐𝑎𝑠𝑒𝑠

Case 1: if p=0

When 𝑝 = 0
159

𝑡ℎ𝑒𝑛 𝑇 ′′ = 0 → 𝑇 = 𝑎𝑡 + 𝑏
𝑎𝑛𝑑 𝑋′′ = 0 → 𝑋 = 𝑐𝑥 + 𝑑

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

𝑈 = 𝑇𝑋 = (𝑎𝑡 + 𝑏 )(𝑐𝑥 + 𝑑)𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0, 𝑡 ) = (𝑎𝑡 + 𝑏 )(𝑑) = 0

So, if 𝑎𝑡 + 𝑏 = 0 → 𝑇 = 0 → 𝑈 = 0

Then 𝑑 = 0 𝑠𝑜 𝑈(𝑥, 𝑡 ) = (𝑎𝑡 + 𝑏 )𝑐𝑥 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(𝐿, 𝑡 ) = (𝑎𝑡 + 𝑏 )𝑐𝐿 = 0

So, if 𝑎𝑡 + 𝑏 ≠ 0 𝑤𝑒 𝑑𝑖𝑠𝑐𝑢𝑠𝑠𝑒𝑑 𝑖𝑡 𝑏𝑒𝑓𝑜𝑟𝑒

Then 𝑐𝐿 = 0 𝑎𝑛𝑑 𝐿 ≠ 0 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑖𝑡𝑠 𝑎 𝑙𝑒𝑛𝑔𝑡ℎ 𝑡ℎ𝑒𝑛 𝑐 = 0 𝑤ℎ𝑖𝑐ℎ 𝑔𝑖𝑣𝑒𝑠 𝑈(𝑥, 𝑡 ) = 0

This means there is no solution at p=0

Case 2: if p>0 let p = 𝒌 𝟐

𝑋′′ − 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ − 𝑐 2 𝑘 2𝑇 = 0

𝑋 = 𝐶𝑒 𝑘𝑥 + 𝐷𝑒 −𝑘𝑥 𝑎𝑛𝑑 𝑇 = 𝐴𝑒 𝑘𝑐𝑡 + 𝐵𝑒 −𝑘𝑐𝑡

𝑈(𝑥, 𝑡 ) = (𝐴𝑒 𝑘𝑐𝑡 + 𝐵𝑒 −𝑘𝑐𝑡 )(𝐶𝑒 𝑘𝑥 + 𝐷𝑒 −𝑘𝑥 ) 𝑎𝑛𝑑 𝑎𝑡 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0,𝑡 ) = 0

𝑈(0,𝑡 ) = (𝐴𝑒 𝑘𝑐𝑡 + 𝐵𝑒 −𝑘𝑐𝑡 )(𝐶 + 𝐷) = 0


So, if 𝐴𝑒 𝑘𝑐𝑡 + 𝐵𝑒 −𝑘𝑐𝑡 = 0 → 𝑇 = 0 → 𝑈 = 0

Then 𝐶 + 𝐷 = 0 → 𝐷 = −𝐶 𝑠𝑜

𝑈(𝑥, 𝑡 ) = 𝐶(𝐴𝑒 𝑘𝑐𝑡 + 𝐵𝑒 −𝑘𝑐𝑡 )(𝑒 𝑘𝑥 − 𝑒 −𝑘𝑥 ) 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(𝐿, 𝑡 )

𝑈(𝐿, 𝑡 ) = 𝐶(𝐴𝑒 𝑘𝑐𝑡 + 𝐵𝑒 −𝑘𝑐𝑡 )( 𝑒 𝑘𝐿 − 𝑒 −𝑘𝐿 ) = 0

So, if 𝐶 = 0 → 𝑈 = 0

If 𝑒 𝑘𝐿 − 𝑒 −𝑘𝐿 = 0 → 𝑒 𝑘𝐿 = 𝑒 −𝑘𝐿 → 𝑒 2𝑘𝐿 = 1 𝑤ℎ𝑖𝑐ℎ 𝑖𝑠 𝑖𝑚𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒

This means there is no solution at p>0

Case 3: if p<0 let p = −𝒌 𝟐

𝑋′′ + 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ + 𝑐 2 𝑘 2𝑇 = 0

𝑋 = 𝐶𝐶𝑜𝑠(𝑘𝑥) + 𝐷𝑆𝑖𝑛(𝑘𝑥) 𝑎𝑛𝑑 𝑇 = 𝐴𝐶𝑜𝑠(𝑐𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑐𝑘𝑡)

𝑈(𝑥, 𝑡 ) = (𝐴𝐶𝑜𝑠(𝑐𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑐𝑘𝑡))(𝐶𝐶𝑜𝑠(𝑘𝑥) + 𝐷𝑆𝑖𝑛(𝑘𝑥)) 𝑎𝑛𝑑 𝑎𝑡 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0,𝑡 ) = 0

𝑈(0,𝑡 ) = (𝐴𝐶𝑜𝑠(𝑐𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑐𝑘𝑡))(𝐶 ) = 0


So, if 𝐴𝐶𝑜𝑠(𝑐𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑐𝑘𝑡) = 0 → 𝑇 = 0 → 𝑈 = 0

Then 𝐶 = 0 → 𝑠𝑜

𝑈(𝑥, 𝑡 ) = (𝐴𝐶𝑜𝑠(𝑐𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑐𝑘𝑡))(𝐷𝑆𝑖𝑛(𝑘𝑥)) 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(𝐿, 𝑡 )

𝑈(𝐿, 𝑡 ) = (𝐴𝐶𝑜𝑠(𝑐𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑐𝑘𝑡))(𝐷𝑆𝑖𝑛(𝑘𝐿)) = 0

𝐴𝐶𝑜𝑠 (𝑐𝑘𝑡 ) + 𝐵𝑆𝑖𝑛 (𝑐𝑘𝑡 ) ≠ 0 𝑤𝑒 𝑑𝑖𝑠𝑠𝑐𝑢𝑠𝑒𝑑 𝑡ℎ𝑎𝑡


160

So 𝐷𝑆𝑖𝑛(𝑘𝐿 ) = 0 → 𝑖𝑓𝐷 = 0 → 𝑈 = 0 𝑡ℎ𝑒𝑛 𝑆𝑖𝑛(𝑘𝐿 ) = 0 → 𝑘𝐿 = 𝑛𝜋 𝑤ℎ𝑒𝑟𝑒 𝑛 = 1 ± 2 ± 3 ± ⋯


𝑛𝜋
𝑘= 𝑠𝑜 𝑤𝑒 𝑐𝑎𝑛 𝑝𝑢𝑡 𝑢(𝑥, 𝑡 ) 𝑎𝑠
𝐿

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com
𝑛𝑐𝜋 𝑛𝑐𝜋 𝑛𝜋
𝑈(𝑥, 𝑡 ) = (𝐵𝑛 𝐶𝑜𝑠( 𝑡) + 𝐶𝑛 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥)) 𝑤ℎ𝑒𝑟𝑒 𝐵𝑛 = 𝐴𝐷 𝑎𝑛𝑑 𝐶𝑛 = 𝐵𝐷
𝐿 𝐿 𝐿

There is an infinite set value of 𝑘 and each give a solution to 𝑢(𝑥, 𝑡)

For 𝑛 = 1
𝜋 𝑐𝜋 𝑐𝜋 𝜋
𝑘= 𝑎𝑛𝑑 𝑢1 = (𝐵1 𝐶𝑜𝑠( 𝑡) + 𝐶1𝑆𝑖𝑛( )𝑡) (𝑆𝑖𝑛( 𝑥))
𝐿 𝐿 𝐿 𝐿

For 𝑛 = 2

2𝜋 2𝑐𝜋 2𝑐𝜋 2𝜋
𝑘= 𝑎𝑛𝑑 𝑢 2 = (𝐵2 𝐶𝑜𝑠( 𝑡) + 𝐶2 𝑆𝑖𝑛( )𝑡 ) (𝑆𝑖𝑛( 𝑥))
𝐿 𝐿 𝐿 𝐿

For 𝑛 = 3

3𝜋 3𝑐𝜋 3𝑐𝜋 3𝜋
𝑘= 𝑎𝑛𝑑 𝑢 3 = (𝐵3 𝐶𝑜𝑠( 𝑡) + 𝐶3 𝑆𝑖𝑛( )𝑡 ) (𝑆𝑖𝑛( 𝑥))
𝐿 𝐿 𝐿 𝐿

For 𝑛 = 𝑚
𝑚𝜋 𝑚𝑐𝜋 𝑚𝑐𝜋 𝑚𝜋
𝑘= 𝑎𝑛𝑑 𝑢 𝑚 = (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡) (𝑆𝑖𝑛( 𝑥))
𝐿 𝐿 𝐿 𝐿

𝑈 = 𝑈1 + 𝑈2 + 𝑈3 … . 𝑡ℎ𝑒 𝑚𝑜𝑟𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑏𝑒 𝑈(𝑥, 𝑡 ) = ∑∞


𝑚=1 𝑈𝑚 (𝑥, 𝑡)

∞ ∞
𝑚𝑐𝜋 𝑚𝑐𝜋 𝑚𝜋
∑ 𝑈𝑚 (𝑥, 𝑡) = ∑ (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡) (𝑆𝑖𝑛( 𝑥))
𝐿 𝐿 𝐿
𝑚=1 𝑚=1

Now we must find 𝐵𝑚 and 𝐶𝑚 be using the initial condition 𝑢 (𝑥, 0) = 𝑓(𝑥)𝑎𝑡 𝑡 = 0 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 𝐿

𝑚𝜋
𝑢(𝑥, 0) = 𝑓(𝑥) = ∑ 𝐵𝑚 (𝑆𝑖𝑛( 𝑥)) 𝑠𝑖𝑛𝑐𝑒 𝑓(𝑥) 𝑖𝑠 𝑎𝑛 𝒐𝒅𝒅 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑖𝑡 𝑑𝑒𝑝𝑒𝑛𝑑 𝑜𝑛 𝑆𝑖𝑛𝑒 𝑜𝑛𝑙𝑦
𝐿
𝑚=1

𝐿 𝑚𝜋
We multiply both sides by ∫0 𝑆𝑖𝑛 ( 𝐿
𝑥) 𝑑𝑥

𝐿 ∞ 𝐿
𝑚𝜋 𝑚𝜋 𝑚𝜋
∫ 𝑓(𝑥) 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = ∑ 𝐵𝑚 (𝑆𝑖𝑛( 𝑥)) ∗ ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥
0 𝐿 𝐿 0 𝐿
𝑚=1

𝐿 𝐿
𝑚𝜋 𝑚𝜋
∫ 𝑓(𝑥) 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = 𝐵𝑚 ∫ 𝑆𝑖𝑛 2 ( 𝑥) 𝑑𝑥
0 𝐿 0 𝐿
2𝑚𝜋
𝐿 𝐿 1 − 𝐶𝑜𝑠( 𝑥)
𝑚𝜋 𝐿
∫ 𝑓(𝑥) 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = 𝐵𝑚 ∫ 𝑑𝑥
0 𝐿 0 2
𝐿
𝑚𝜋 𝐵𝑚 𝐿 2𝑚𝜋
∫ 𝑓(𝑥) 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = [𝑥 − 𝑆𝑖𝑛( 𝑥) {𝐿 ]
0 𝐿 2 2𝑚𝜋 𝐿 0
𝐿
𝑚𝜋 𝐵𝑚 2𝑚𝜋
∫ 𝑓(𝑥) 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = [𝐿 ] 𝑠𝑖𝑛𝑐𝑒 𝑆𝑖𝑛 ( 𝐿) = 0
0 𝐿 2 𝐿
161

2 𝐿 𝑚𝜋
𝐵𝑚 = ∫ 𝑓(𝑥) 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥
𝐿 0 𝐿

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com
𝑚𝑐𝜋 𝑚𝑐𝜋 𝑚𝜋
Now to find 𝐶𝑚 from ∑∞
𝑚=1 (𝐵𝑚 𝐶𝑜𝑠( 𝐿
𝑡) + 𝐶𝑚 𝑆𝑖𝑛( 𝐿
)𝑡)(𝑆𝑖𝑛( 𝐿 𝑥)) we take the derivative


𝑚𝑐𝜋 𝑚𝑐𝜋 𝑚𝑐𝜋 𝑚𝑐𝜋 𝑚𝜋
𝑈𝑡 (𝑥, 𝑡 ) = ∑ (−𝐵𝑚 ∗ 𝑆𝑖𝑛 ( 𝑡) + 𝐶𝑚 ∗ 𝐶𝑜𝑠( )𝑡) (𝑆𝑖𝑛( 𝑥))
𝐿 𝐿 𝐿 𝐿 𝐿
𝑚=1

𝑚𝑐𝜋 𝑚𝜋 𝑚𝑐𝜋 𝑚𝜋
𝑈𝑡 (𝑥, 0) = 𝐶𝑚 ∗ 𝑆𝑖𝑛 ( 𝑥) = 0 𝑤𝑒 𝑘𝑛𝑜𝑤 ≠ 0 𝑎𝑛𝑑 𝑎𝑙𝑠𝑜 𝑆𝑖𝑛 ( 𝑥) ≠ 0 𝑠𝑜 𝐶𝑚 = 0
𝐿 𝐿 𝐿 𝐿

The general solution will be



𝑚𝑐𝜋 𝑚𝜋 2 𝐿 𝑚𝜋
𝑈(𝑥, 𝑡 ) = ∑ (𝐵𝑚 𝐶𝑜𝑠( 𝑡))(𝑆𝑖𝑛( 𝑥)) 𝑤ℎ𝑒𝑟𝑒 𝐵𝑚 = ∫ 𝑓(𝑥) 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥
𝐿 𝐿 𝐿 0 𝐿
𝑚=1

Example 7.53:

A stretched string of length 20 cm is set to oscillating by displacing its


mid-point a distance 1 cm from its rest position and releasing it with zero
𝜕2 𝑢 1 𝜕2 𝑢
initial velocity, solve the wave equation 𝜕 𝑡2 = 𝑐2 𝜕𝑥2 𝑤ℎ𝑒𝑟𝑒 𝑐 2 = 1

The boundary conditions given are 𝑢(𝑥, 0) = 0, 𝑢(20,𝑡) = 0, 𝑢(𝑥, 0) = 𝑓(𝑥) = 10 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 20

𝜕𝑢
The initial velocity 𝜕𝑡 = 0

Let 𝑢(𝑥, 𝑡) = 𝑋𝑇 be a solution where 𝑋 is a function of 𝑥 only and 𝑇 is a function of 𝑡 only so:

𝜕2 𝑢 ′′ 𝑎𝑛𝑑
𝜕2 𝑢
= 𝑋𝑇 = 𝑇𝑋′′ 𝑝𝑢𝑡 𝑖𝑛 𝑡ℎ𝑒 𝑚𝑜𝑡𝑖𝑜𝑛 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑡𝑜 𝑜𝑏𝑡𝑎𝑖𝑛
𝜕𝑡 2 𝜕𝑥 2
𝑋′′ 𝑇 ′′
𝑋′′ 𝑇 = 𝑋𝑇 ′′ 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑟𝑒𝑤𝑟𝑖𝑡𝑒 𝑎𝑠 = 𝑡𝑜 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑒 𝑡ℎ𝑒 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠
𝑋 𝑇

Now if these two expressions to be equal for all values of the separable variables then both expressions must be
equal to a constant so:

𝑋′′ 𝑇 ′′
= = 𝑘 2 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑤𝑟𝑖𝑡𝑒 𝑎𝑠
𝑋 𝑇

𝑋′′ − 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ − 𝑘 2 𝑇 = 0 𝑎𝑛𝑑 𝑛𝑜𝑤 𝑤𝑒 ℎ𝑎𝑣𝑒 𝑡ℎ𝑟𝑒𝑒 𝑐𝑎𝑠𝑒𝑠

Case 1: if 𝒌 𝟐=0

When 𝑘 2 = 0

𝑡ℎ𝑒𝑛 𝑇 ′′ = 0 → 𝑇 = 𝑎𝑡 + 𝑏
𝑎𝑛𝑑 𝑋′′ = 0 → 𝑋 = 𝑐𝑥 + 𝑑

𝑈 = 𝑇𝑋 = (𝑎𝑡 + 𝑏 )(𝑐𝑥 + 𝑑)𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0, 𝑡 ) = (𝑎𝑡 + 𝑏 )(𝑑) = 0
162

So if 𝑎𝑡 + 𝑏 = 0 → 𝑇 = 0 → 𝑈 = 0 𝑠𝑜 𝑎𝑡 + 𝑏 ≠ 0

Then 𝑑 = 0 𝑠𝑜 𝑈(𝑥, 𝑡 ) = (𝑎𝑡 + 𝑏 )𝑐𝑥 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(20,𝑡 ) = (𝑎𝑡 + 𝑏 )20𝑐 = 0

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

So if 𝑎𝑡 + 𝑏 ≠ 0 𝑤𝑒 𝑑𝑖𝑠𝑐𝑢𝑠𝑠𝑒𝑑 𝑖𝑡 𝑏𝑒𝑓𝑜𝑟𝑒

Then 20𝑐 = 0 𝑎𝑛𝑑 𝑐 = 0 𝑤ℎ𝑖𝑐ℎ 𝑔𝑖𝑣𝑒𝑠 𝑈(𝑥, 𝑡 ) = 0

This means there is no solution at 𝑘 2=0

Case 2: if 𝒌 𝟐>0

𝑋′′ − 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ − 𝑘 2 𝑇 = 0

𝑋 = 𝐶𝑒 𝑘𝑥 + 𝐷𝑒 −𝑘𝑥 𝑎𝑛𝑑 𝑇 = 𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡

𝑈(𝑥, 𝑡 ) = (𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡 )(𝐶𝑒 𝑘𝑥 + 𝐷𝑒 −𝑘𝑥 ) 𝑎𝑛𝑑 𝑎𝑡 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0,𝑡 ) = 0

𝑈(0,𝑡 ) = (𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡 )(𝐶 + 𝐷) = 0


So, if 𝐴𝑒 𝑘𝑐𝑡 + 𝐵𝑒 −𝑘𝑡 = 0 → 𝑇 = 0 → 𝑈 = 0

Then 𝐶 + 𝐷 = 0 → 𝐷 = −𝐶 𝑠𝑜

𝑈(𝑥, 𝑡 ) = 𝐶(𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡 )( 𝑒 𝑘𝑥 − 𝑒 −𝑘𝑥 ) 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(20,𝑡 )

𝑈(20,𝑡 ) = 𝐶 (𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡 )(𝑒 20𝑘 − 𝑒 −20𝑘 ) = 0

So, if 𝐶 = 0 → 𝑈 = 0

If 𝑒 20𝑘 − 𝑒 −20𝑘 = 0 → 𝑒 20𝑘 = 𝑒 −20𝑘 → 𝑒 40𝑘 = 1 𝑤ℎ𝑖𝑐ℎ 𝑖𝑠 𝑖𝑚𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒

This means there is no solution at 𝑘 2>0

Case 3: if 𝒌 𝟐<0 which gives −𝒌 𝟐

𝑋′′ + 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ + 𝑘 2 𝑇 = 0

𝑋 = 𝐶𝐶𝑜𝑠(𝑘𝑥) + 𝐷𝑆𝑖𝑛(𝑘𝑥) 𝑎𝑛𝑑 𝑇 = 𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡)

𝑈(𝑥, 𝑡 ) = (𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡))(𝐶𝐶𝑜𝑠(𝑘𝑥) + 𝐷𝑆𝑖𝑛(𝑘𝑥)) 𝑎𝑛𝑑 𝑎𝑡 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0,𝑡 ) = 0

𝑈(0,𝑡 ) = (𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡))(𝐶 ) = 0


So, if 𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡) = 0 → 𝑇 = 0 → 𝑈 = 0

Then 𝐶 = 0 → 𝑠𝑜

𝑈(𝑥, 𝑡 ) = (𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡))(𝐷𝑆𝑖𝑛(𝑘𝑥)) 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(20,𝑡 )

𝑈(20,𝑡 ) = (𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡))(𝐷𝑆𝑖𝑛(20𝑘)) = 0

𝐴𝐶𝑜𝑠 (𝑘𝑡 ) + 𝐵𝑆𝑖𝑛 (𝑘𝑡 ) ≠ 0 𝑤𝑒 𝑑𝑖𝑠𝑠𝑐𝑢𝑠𝑒𝑑 𝑡ℎ𝑎𝑡

So 𝐷𝑆𝑖𝑛(20𝑘) = 0 → 𝑖𝑓𝐷 = 0 → 𝑈 = 0 𝑡ℎ𝑒𝑛 𝑆𝑖𝑛(20𝑘) = 0 → 20𝑘 = 𝑛𝜋 𝑤ℎ𝑒𝑟𝑒 𝑛 = 1 ± 2 ± 3 ± ⋯


𝑛𝜋
𝑘= 𝑠𝑜 𝑤𝑒 𝑐𝑎𝑛 𝑝𝑢𝑡 𝑢(𝑥, 𝑡 ) 𝑎𝑠
20
𝑛𝜋 𝑛𝜋 𝑛𝜋
𝑈(𝑥, 𝑡 ) = (𝐵𝑛 𝐶𝑜𝑠( 𝑡) + 𝐶𝑛 𝑆𝑖𝑛( )𝑡) (𝑆𝑖𝑛( 𝑥)) 𝑤ℎ𝑒𝑟𝑒 𝐵𝑛 = 𝐴𝐷 𝑎𝑛𝑑 𝐶𝑛 = 𝐵𝐷
20 20 20
163

There is an infinite set value of 𝑘 and each give a solution to 𝑢(𝑥, 𝑡)

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

For 𝑛 = 1
𝜋 𝜋 𝜋 𝜋
𝑘= 𝑎𝑛𝑑 𝑢1 = (𝐵1 𝐶𝑜𝑠( 𝑡) + 𝐶1𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
20 20 20 20

For 𝑛 = 2

2𝜋 2𝜋 2𝜋 2𝜋
𝑘= 𝑎𝑛𝑑 𝑢 2 = (𝐵2 𝐶𝑜𝑠( 𝑡) + 𝐶2 𝑆𝑖𝑛( )𝑡 )(𝑆𝑖𝑛( 𝑥))
20 20 20 20

For 𝑛 = 3

3𝜋 3𝜋 3𝜋 3𝜋
𝑘= 𝑎𝑛𝑑 𝑢 3 = (𝐵3 𝐶𝑜𝑠( 𝑡) + 𝐶3 𝑆𝑖𝑛( )𝑡 )(𝑆𝑖𝑛( 𝑥))
20 20 20 20

For 𝑛 = 𝑚
𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑘= 𝑎𝑛𝑑 𝑢 𝑚 = (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
20 20 20 20

𝑈 = 𝑈1 + 𝑈2 + 𝑈3 … . 𝑡ℎ𝑒 𝑚𝑜𝑟𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑏𝑒 𝑈(𝑥, 𝑡 ) = ∑∞


𝑚=1 𝑈𝑚 (𝑥, 𝑡)

∞ ∞
𝑚𝜋 𝑚𝜋 𝑚𝜋
∑ 𝑈𝑚 (𝑥, 𝑡) = ∑ (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
20 20 20
𝑚=1 𝑚=1

Now we must find 𝐵𝑚 and 𝐶𝑚 be using the initial condition 𝑢 (𝑥, 0) = 𝑓(𝑥) = 10 𝑎𝑡 𝑡 = 0 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 20

𝑚𝜋
𝑢(𝑥, 0) = 10 = ∑ 𝐵𝑚 (𝑆𝑖𝑛 ( 𝑥))
20
𝑚=1

20 𝑚𝜋
We multiply both sides by ∫0 𝑆𝑖𝑛 ( 20 𝑥) 𝑑𝑥

20 ∞ 20
𝑚𝜋 𝑚𝜋 𝑚𝜋
10 ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = ∑ 𝐵𝑚 (𝑆𝑖𝑛( 𝑥)) ∗ ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥
0 20 20 0 20
𝑚=1

20 20
𝑚𝜋 𝑚𝜋
10 ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = 𝐵𝑚 ∫ 𝑆𝑖𝑛 2 ( 𝑥) 𝑑𝑥
0 20 0 20
2𝑚𝜋
20 20 1 − 𝐶𝑜𝑠( 𝑥)
𝑚𝜋 20
10 ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = 𝐵𝑚 ∫ 𝑑𝑥
0 20 0 2

20 𝑚𝜋 𝐵𝑚 20 2𝑚𝜋
10[− 𝐶𝑜𝑠 ( 𝑥) {20] = [𝑥 − 𝑆𝑖𝑛( 𝑥) {20]
𝑚𝜋 20 0 2 2𝑚𝜋 20 0
20 20 𝐵𝑚 20
10 [− 𝐶𝑜𝑠 (𝑚𝜋) + 𝐶𝑜𝑠 (0)] = [20 − 𝑆𝑖𝑛 (2𝑚𝜋)]
𝑚𝜋 𝑚𝜋 2 2𝑚𝜋
20 40
[−(−1)𝑚 + 1] = 𝐵𝑚 𝑛𝑜𝑤 𝑖𝑓 𝑚 𝑖𝑠 𝑜𝑑𝑑 𝐵𝑚 = 𝑎𝑛𝑑 𝑖𝑓 𝑚 𝑖𝑠 𝑒𝑣𝑒𝑛 𝐵𝑚 = 0
𝑚𝜋 𝑚𝜋
𝑚𝜋 𝑚𝜋 𝑚𝜋
Now to find 𝐶𝑚 from ∑∞
𝑚=1 (𝐵𝑚 𝐶𝑜𝑠( 20 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( 20 )𝑡)(𝑆𝑖𝑛( 20 𝑥)) we take the derivative
164


𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑈𝑡 (𝑥, 𝑡 ) = ∑ (−𝐵𝑚 ∗ 𝑆𝑖𝑛 ( 𝑡) + 𝐶𝑚 ∗ 𝐶𝑜𝑠( )𝑡)(𝑆𝑖𝑛( 𝑥))
20 20 20 20 20
𝑚=1

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com
𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑈𝑡 (𝑥, 0) = 𝐶𝑚 ∗ 𝑆𝑖𝑛 ( 𝑥) = 0 𝑤𝑒 𝑘𝑛𝑜𝑤 ≠ 0 𝑎𝑛𝑑 𝑎𝑙𝑠𝑜 𝑆𝑖𝑛 ( 𝑥) ≠ 0 𝑠𝑜 𝐶𝑚 = 0
20 20 20 20

The general solution will be



40 𝑚𝜋 𝑚𝜋
𝑈(𝑥, 𝑡 ) = ∑ ( 𝐶𝑜𝑠( 𝑡)) (𝑆𝑖𝑛( 𝑥))
𝑚𝜋 20 20
𝑚=1

Example 7.54:

A stretched string of length 20 cm is set to oscillating by displacing its mid-point a distance 1 cm from its rest position
𝜕2 𝑢 1 𝜕2𝑢
and releasing it with zero initial velocity, solve the wave equation = 𝑤ℎ𝑒𝑟𝑒 𝑐 2 = 1
𝜕 𝑡2 𝑐2 𝜕𝑥2

The boundary conditions given are 𝑢 (0,𝑡 ) = 0, 𝑢(20,𝑡 ) = 0


𝑥
𝑓𝑜𝑟 0 < 𝑥 < 10
10
𝑢(𝑥, 0) = 𝑓(𝑥) = {20 − 𝑥
𝑓𝑜𝑟 10 < 𝑥 < 20
10
𝜕𝑢
The initial velocity 𝜕𝑡 = 0

Let 𝑢(𝑥, 𝑡) = 𝑋𝑇 be a solution where 𝑋 is a function of 𝑥 only and 𝑇 is a function of 𝑡 only so:

𝜕2 𝑢 𝜕2 𝑢
= 𝑋𝑇 𝑎𝑛𝑑 2 = 𝑇𝑋′′ 𝑝𝑢𝑡 𝑖𝑛 𝑡ℎ𝑒 𝑚𝑜𝑡𝑖𝑜𝑛 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑡𝑜 𝑜𝑏𝑡𝑎𝑖𝑛
′′
𝜕𝑡 2 𝜕𝑥
𝑋′′ 𝑇 ′′
𝑋′′ 𝑇 = 𝑋𝑇 ′′ 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑟𝑒𝑤𝑟𝑖𝑡𝑒 𝑎𝑠 = 𝑡𝑜 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑒 𝑡ℎ𝑒 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠
𝑋 𝑇

Now if these two expressions to be equal for all values of the separable variables then both expressions must be
equal to a constant so:

𝑋′′ 𝑇 ′′
= = 𝑘 2 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑤𝑟𝑖𝑡𝑒 𝑎𝑠
𝑋 𝑇
𝑋′′ − 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ − 𝑘 2 𝑇 = 0 𝑎𝑛𝑑 𝑛𝑜𝑤 𝑤𝑒 ℎ𝑎𝑣𝑒 𝑡ℎ𝑟𝑒𝑒 𝑐𝑎𝑠𝑒𝑠

Case 1: if 𝒌 𝟐=0

When 𝑘 2 = 0

𝑡ℎ𝑒𝑛 𝑇 ′′ = 0 → 𝑇 = 𝑎𝑡 + 𝑏
𝑎𝑛𝑑 𝑋′′ = 0 → 𝑋 = 𝑐𝑥 + 𝑑

𝑈 = 𝑇𝑋 = (𝑎𝑡 + 𝑏 )(𝑐𝑥 + 𝑑)𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0, 𝑡 ) = (𝑎𝑡 + 𝑏 )(𝑑) = 0

So, if 𝑎𝑡 + 𝑏 = 0 → 𝑇 = 0 → 𝑈 = 0 𝑠𝑜 𝑎𝑡 + 𝑏 ≠ 0

Then 𝑑 = 0 𝑠𝑜 𝑈(𝑥, 𝑡 ) = (𝑎𝑡 + 𝑏 )𝑐𝑥 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(20,𝑡 ) = (𝑎𝑡 + 𝑏 )20𝑐 = 0
165

So, if 𝑎𝑡 + 𝑏 ≠ 0 𝑤𝑒 𝑑𝑖𝑠𝑐𝑢𝑠𝑠𝑒𝑑 𝑖𝑡 𝑏𝑒𝑓𝑜𝑟𝑒

Then 20𝑐 = 0 𝑎𝑛𝑑 𝑐 = 0 𝑤ℎ𝑖𝑐ℎ 𝑔𝑖𝑣𝑒𝑠 𝑈(𝑥, 𝑡 ) = 0

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

This means there is no solution at 𝑘 2 = 0

Case 2: if 𝒌 𝟐>0

𝑋′′ − 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ − 𝑘 2 𝑇 = 0

𝑋 = 𝐶𝑒 𝑘𝑥 + 𝐷𝑒 −𝑘𝑥 𝑎𝑛𝑑 𝑇 = 𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡

𝑈(𝑥, 𝑡 ) = (𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡 )(𝐶𝑒 𝑘𝑥 + 𝐷𝑒 −𝑘𝑥 ) 𝑎𝑛𝑑 𝑎𝑡 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0,𝑡 ) = 0

𝑈(0,𝑡 ) = (𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡 )(𝐶 + 𝐷) = 0


So, if 𝐴𝑒 𝑘𝑐𝑡 + 𝐵𝑒 −𝑘𝑡 = 0 → 𝑇 = 0 → 𝑈 = 0

Then 𝐶 + 𝐷 = 0 → 𝐷 = −𝐶 𝑠𝑜

𝑈(𝑥, 𝑡 ) = 𝐶(𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡 )( 𝑒 𝑘𝑥 − 𝑒 −𝑘𝑥 ) 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(20,𝑡 )

𝑈(20,𝑡 ) = 𝐶 (𝐴𝑒 𝑘𝑡 + 𝐵𝑒 −𝑘𝑡 )(𝑒 20𝑘 − 𝑒 −20𝑘 ) = 0

So, if 𝐶 = 0 → 𝑈 = 0

If 𝑒 20𝑘 − 𝑒 −20𝑘 = 0 → 𝑒 20𝑘 = 𝑒 −20𝑘 → 𝑒 40𝐿 = 1 𝑤ℎ𝑖𝑐ℎ 𝑖𝑠 𝑖𝑚𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒

This means there is no solution at 𝑘 2>0

Case 3: if 𝒌 𝟐<0 which gives −𝒌 𝟐

𝑋′′ + 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ + 𝑘 2 𝑇 = 0

𝑋 = 𝐶𝐶𝑜𝑠(𝑘𝑥) + 𝐷𝑆𝑖𝑛(𝑘𝑥) 𝑎𝑛𝑑 𝑇 = 𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡)

𝑈(𝑥, 𝑡 ) = (𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡))(𝐶𝐶𝑜𝑠(𝑘𝑥) + 𝐷𝑆𝑖𝑛(𝑘𝑥)) 𝑎𝑛𝑑 𝑎𝑡 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0,𝑡 ) = 0

𝑈(0,𝑡 ) = (𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡))(𝐶 ) = 0

So, if 𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡) = 0 → 𝑇 = 0 → 𝑈 = 0

Then 𝐶 = 0 → 𝑠𝑜

𝑈(𝑥, 𝑡 ) = (𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡))(𝐷𝑆𝑖𝑛(𝑘𝑥)) 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(20,𝑡 )

𝑈(20,𝑡 ) = (𝐴𝐶𝑜𝑠(𝑘𝑡) + 𝐵𝑆𝑖𝑛(𝑘𝑡))(𝐷𝑆𝑖𝑛(20𝑘)) = 0

𝐴𝐶𝑜𝑠 (𝑘𝑡 ) + 𝐵𝑆𝑖𝑛 (𝑘𝑡 ) ≠ 0 𝑤𝑒 𝑑𝑖𝑠𝑠𝑐𝑢𝑠𝑒𝑑 𝑡ℎ𝑎𝑡

So 𝐷𝑆𝑖𝑛(20𝑘) = 0 → 𝑖𝑓𝐷 = 0 → 𝑈 = 0 𝑡ℎ𝑒𝑛 𝑆𝑖𝑛(20𝑘) = 0 → 20𝑘 = 𝑛𝜋 𝑤ℎ𝑒𝑟𝑒 𝑛 = 1 ± 2 ± 3 ± ⋯


𝑛𝜋
𝑘= 𝑠𝑜 𝑤𝑒 𝑐𝑎𝑛 𝑝𝑢𝑡 𝑢(𝑥, 𝑡 ) 𝑎𝑠
20
𝑛𝜋 𝑛𝜋 𝑛𝜋
𝑈(𝑥, 𝑡 ) = (𝐵𝑛 𝐶𝑜𝑠( 𝑡) + 𝐶𝑛 𝑆𝑖𝑛( )𝑡) (𝑆𝑖𝑛( 𝑥)) 𝑤ℎ𝑒𝑟𝑒 𝐵𝑛 = 𝐴𝐷 𝑎𝑛𝑑 𝐶𝑛 = 𝐵𝐷
20 20 20
166

There is an infinite set value of 𝑘 and each give a solution to 𝑢(𝑥, 𝑡)

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

For 𝑛 = 1
𝜋 𝜋 𝜋 𝜋
𝑘= 𝑎𝑛𝑑 𝑢1 = (𝐵1 𝐶𝑜𝑠( 𝑡) + 𝐶1𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
20 20 20 20

For 𝑛 = 2

2𝜋 2𝜋 2𝜋 2𝜋
𝑘= 𝑎𝑛𝑑 𝑢 2 = (𝐵2 𝐶𝑜𝑠( 𝑡) + 𝐶2 𝑆𝑖𝑛( )𝑡 )(𝑆𝑖𝑛( 𝑥))
20 20 20 20

For 𝑛 = 3

3𝜋 3𝜋 3𝜋 3𝜋
𝑘= 𝑎𝑛𝑑 𝑢 3 = (𝐵3 𝐶𝑜𝑠( 𝑡) + 𝐶3 𝑆𝑖𝑛( )𝑡 )(𝑆𝑖𝑛( 𝑥))
20 20 20 20

For 𝑛 = 𝑚
𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑘= 𝑎𝑛𝑑 𝑢 𝑚 = (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
20 20 20 20

𝑈 = 𝑈1 + 𝑈2 + 𝑈3 … . 𝑡ℎ𝑒 𝑚𝑜𝑟𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑏𝑒 𝑈(𝑥, 𝑡 ) = ∑∞


𝑚=1 𝑈𝑚 (𝑥, 𝑡)

∞ ∞
𝑚𝜋 𝑚𝜋 𝑚𝜋
∑ 𝑈𝑚 (𝑥, 𝑡) = ∑ (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
20 20 20
𝑚=1 𝑚=1

Now we must find 𝐵𝑚 and 𝐶𝑚 be using the initial condition


𝑥
𝑓𝑜𝑟 0 < 𝑥 < 10
10
𝑢(𝑥, 0) = 𝑓(𝑥) = {20 − 𝑥
𝑓𝑜𝑟 10 < 𝑥 < 20
10

𝑚𝜋
𝑢(𝑥, 0) = 𝑓(𝑥) = ∑ 𝐵𝑚 (𝑆𝑖𝑛 ( 𝑥) )
20
𝑚=1

2 20 𝑚𝜋
𝐵𝑚 = ∫ 𝑓(𝑥) 𝑆𝑖𝑛( 𝑥)𝑑𝑥
20 0 20
10 20
𝑥 𝑚𝜋 20 − 𝑥 𝑚𝜋
10𝐵𝑚 = ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 + ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥
0 10 20 10 10 20

10 𝑥 𝑚𝜋 20 20−𝑥 𝑚𝜋
Let 𝐼1 = ∫0 𝑆𝑖𝑛 ( 20 𝑥) 𝑎𝑛𝑑 𝐼2 = ∫10 𝑆𝑖𝑛 ( 20 𝑥) 𝑑𝑥
10 10

1 10 𝑚𝜋 1 −200 𝑚𝜋 400 𝑚𝜋 −20 𝑚𝜋 40 𝑚𝜋


𝐼1 = ∫ 𝑥 𝑆𝑖𝑛 ( 𝑥) = [ 𝐶𝑜𝑠 ( ) + 2 2 𝑆𝑖𝑛 ( )] = 𝐶𝑜𝑠 ( ) + 2 2 𝑆𝑖𝑛 ( )
10 0 20 10 𝑚𝜋 2 𝑚 𝜋 2 𝑚𝜋 2 𝑚 𝜋 2
20
20 − 𝑥 𝑚𝜋 20 𝑚𝜋 40 𝑚𝜋
𝐼2 = ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = 𝐶𝑜𝑠 ( ) + 2 2 𝑆𝑖𝑛( )
10 10 20 𝑚𝜋 2 𝑚 𝜋 2

−20 𝑚𝜋 40 𝑚𝜋 20 𝑚𝜋 40 𝑚𝜋
10𝐵𝑚 = 𝐶𝑜𝑠 ( ) + 2 2 𝑆𝑖𝑛 ( ) + 𝐶𝑜𝑠 ( ) + 2 2 𝑆𝑖𝑛( )
𝑚𝜋 2 𝑚 𝜋 2 𝑚𝜋 2 𝑚 𝜋 2
80 𝑚𝜋
167

10𝐵𝑚 = 2 2 𝑆𝑖𝑛 ( )
𝑚 𝜋 2

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com
8 𝑚𝜋
𝐵𝑚 = 𝑆𝑖𝑛 ( )
𝑚2 𝜋 2 2
𝑚𝜋 𝑚𝜋 𝑚𝜋
Now to find 𝐶𝑚 from ∑∞
𝑚=1 (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥)) we take the derivative
20 20 20


𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑈𝑡 (𝑥, 𝑡 ) = ∑ (−𝐵𝑚 ∗ 𝑆𝑖𝑛 ( 𝑡) + 𝐶𝑚 ∗ 𝐶𝑜𝑠( )𝑡)(𝑆𝑖𝑛( 𝑥))
20 20 20 20 20
𝑚=1

𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑈𝑡 (𝑥, 0) = 𝐶𝑚 ∗ 𝑆𝑖𝑛 ( 𝑥) = 0 𝑤𝑒 𝑘𝑛𝑜𝑤 ≠ 0 𝑎𝑛𝑑 𝑎𝑙𝑠𝑜 𝑆𝑖𝑛 ( 𝑥) ≠ 0 𝑠𝑜 𝐶𝑚 = 0
20 20 20 20

The general solution will be



8 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑈(𝑥, 𝑡 ) = ∑ ( 2 2 𝑆𝑖𝑛 ( ) 𝐶𝑜𝑠( 𝑡)) (𝑆𝑖𝑛( 𝑥))
𝑚 𝜋 2 20 20
𝑚=1

Example 7.55:

A string is stretched between two fixed points at distance 4 apart, motion is started by displacing the string in the
𝜕2 𝑢 1 𝜕2𝑢
form 𝑓(𝑥) from which it is released at time 𝑡 = 0 find the displacement 𝑢(𝑥, 𝑡) from wave equation 𝜕𝑥2 = 4 𝜕𝑡2 at
any point at a distance 𝑥 from one end at time

The boundary conditions given are 𝑢 (0,𝑡 ) = 0, 𝑢(4,𝑡 ) = 0

𝑥 𝑓𝑜𝑟 0 < 𝑥 < 2


𝑢(𝑥, 0) = 𝑓(𝑥) = {
4 − 𝑥 𝑓𝑜𝑟 2 < 𝑥 < 4
𝜕𝑢
The initial velocity 𝜕𝑡 = 0 𝑎𝑡 𝑡 = 0

Let 𝑢(𝑥, 𝑡) = 𝑋𝑇 be a solution where 𝑋 is a function of 𝑥 only and 𝑇 is a function of 𝑡 only so:

𝜕2 𝑢 𝜕2 𝑢
= 𝑋𝑇 𝑎𝑛𝑑 2 = 𝑇𝑋′′ 𝑝𝑢𝑡 𝑖𝑛 𝑡ℎ𝑒 𝑚𝑜𝑡𝑖𝑜𝑛 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑡𝑜 𝑜𝑏𝑡𝑎𝑖𝑛
′′
𝜕𝑡 2 𝜕𝑥
1 𝑋′′ 1 𝑇 ′′
𝑋′′ 𝑇 = 𝑋𝑇 ′′ 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑟𝑒𝑤𝑟𝑖𝑡𝑒 𝑎𝑠 = 𝑡𝑜 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑒 𝑡ℎ𝑒 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠
4 𝑋 4 𝑇
Now if these two expressions to be equal for all values of the separable variables then both expressions must be
equal to a constant so:

𝑋′′ 1 𝑇 ′′
= = 𝑘 2 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑤𝑟𝑖𝑡𝑒 𝑎𝑠
𝑋 4 𝑇
𝑋′′ − 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ − 4 𝑘 2𝑇 = 0 𝑎𝑛𝑑 𝑛𝑜𝑤 𝑤𝑒 𝑡𝑎𝑘𝑒 𝑡ℎ𝑒 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑐𝑎𝑠𝑒

Case 3: if 𝒌 𝟐<0 which gives −𝒌 𝟐

𝑋′′ + 𝑘 2𝑋 = 0 𝑎𝑛𝑑 𝑇 ′′ + 4 𝑘 2𝑇 = 0

𝑋 = 𝐶𝐶𝑜𝑠(𝑘𝑥) + 𝐷𝑆𝑖𝑛(𝑘𝑥) 𝑎𝑛𝑑 𝑇 = 𝐴𝐶𝑜𝑠(2𝑘𝑡) + 𝐵𝑆𝑖𝑛(2𝑘𝑡)


168

𝑈(𝑥, 𝑡 ) = (𝐴𝐶𝑜𝑠(2𝑘𝑡) + 𝐵𝑆𝑖𝑛(2𝑘𝑡))(𝐶𝐶𝑜𝑠(𝑘𝑥) + 𝐷𝑆𝑖𝑛(𝑘𝑥)) 𝑎𝑛𝑑 𝑎𝑡 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈(0,𝑡 ) = 0

Wo rk in progress by Saif Bashar – Updated on March 2021


Differential Equations s4ifbn.com

𝑈(0,𝑡 ) = (𝐴𝐶𝑜𝑠(2𝑘𝑡) + 𝐵𝑆𝑖𝑛(2𝑘𝑡))(𝐶 ) = 0


So, if 𝐴𝐶𝑜𝑠(2𝑘𝑡) + 𝐵𝑆𝑖𝑛(2𝑘𝑡) = 0 → 𝑇 = 0 → 𝑈 = 0

Then 𝐶 = 0 → 𝑠𝑜

𝑈(𝑥, 𝑡 ) = (𝐴𝐶𝑜𝑠(2𝑘𝑡) + 𝐵𝑆𝑖𝑛(2𝑘𝑡))(𝐷𝑆𝑖𝑛(𝑘𝑥)) 𝑎𝑛𝑑 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑜𝑛 𝑈(4,𝑡 )

𝑈(4,𝑡 ) = (𝐴𝐶𝑜𝑠(2𝑘𝑡) + 𝐵𝑆𝑖𝑛(2𝑘𝑡))(𝐷𝑆𝑖𝑛(4𝑘)) = 0

𝐴𝐶𝑜𝑠 (2𝑘𝑡) + 𝐵𝑆𝑖𝑛(2𝑘𝑡 ) ≠ 0 𝑤𝑒 𝑑𝑖𝑠𝑠𝑐𝑢𝑠𝑒𝑑 𝑡ℎ𝑎𝑡

So 𝐷𝑆𝑖𝑛(4𝑘) = 0 → 𝑖𝑓𝐷 = 0 → 𝑈 = 0 𝑡ℎ𝑒𝑛 𝑆𝑖𝑛(4𝑘) = 0 → 4𝑘 = 𝑛𝜋 𝑤ℎ𝑒𝑟𝑒 𝑛 = 1 ± 2 ± 3 ± ⋯


𝑛𝜋
𝑘= 𝑠𝑜 𝑤𝑒 𝑐𝑎𝑛 𝑝𝑢𝑡 𝑢(𝑥, 𝑡 ) 𝑎𝑠
4
𝑛𝜋 𝑛𝜋 𝑛𝜋
𝑈(𝑥, 𝑡 ) = (𝐵𝑛 𝐶𝑜𝑠( 𝑡) + 𝐶𝑛 𝑆𝑖𝑛( )𝑡) (𝑆𝑖𝑛( 𝑥)) 𝑤ℎ𝑒𝑟𝑒 𝐵𝑛 = 𝐴𝐷 𝑎𝑛𝑑 𝐶𝑛 = 𝐵𝐷
2 2 4
There is an infinite set value of 𝑘 and each give a solution to 𝑢(𝑥, 𝑡)

For 𝑛 = 1
𝜋 𝜋 𝜋 𝜋
𝑘= 𝑎𝑛𝑑 𝑢1 = (𝐵1 𝐶𝑜𝑠( 𝑡) + 𝐶1 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
4 2 2 4

For 𝑛 = 2

2𝜋 2𝜋 2𝜋 2𝜋
𝑘= 𝑎𝑛𝑑 𝑢 2 = (𝐵2 𝐶𝑜𝑠( 𝑡) + 𝐶2 𝑆𝑖𝑛( )𝑡 )(𝑆𝑖𝑛( 𝑥))
4 2 2 4

For 𝑛 = 3

3𝜋 3𝜋 3𝜋 3𝜋
𝑘= 𝑎𝑛𝑑 𝑢 3 = (𝐵3 𝐶𝑜𝑠( 𝑡) + 𝐶3 𝑆𝑖𝑛( )𝑡 )(𝑆𝑖𝑛( 𝑥))
4 2 2 4
For 𝑛 = 𝑚
𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑘= 𝑎𝑛𝑑 𝑢 𝑚 = (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
4 2 2 4

𝑈 = 𝑈1 + 𝑈2 + 𝑈3 … . 𝑡ℎ𝑒 𝑚𝑜𝑟𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑏𝑒 𝑈(𝑥, 𝑡 ) = ∑∞


𝑚=1 𝑈𝑚 (𝑥, 𝑡)

∞ ∞
𝑚𝜋 𝑚𝜋 𝑚𝜋
∑ 𝑈𝑚 (𝑥, 𝑡) = ∑ (𝐵𝑚 𝐶𝑜𝑠( 𝑡) + 𝐶𝑚 𝑆𝑖𝑛( )𝑡)(𝑆𝑖𝑛( 𝑥))
2 2 4
𝑚=1 𝑚=1

Now we must find 𝐵𝑚 and 𝐶𝑚 be using the initial condition

𝑥 𝑓𝑜𝑟 0 < 𝑥 < 2


𝑢(𝑥, 0) = 𝑓(𝑥) = {
4 − 𝑥 𝑓𝑜𝑟 2 < 𝑥 < 4

𝑚𝜋
𝑢(𝑥, 0) = 𝑓(𝑥) = ∑ 𝐵𝑚 (𝑆𝑖𝑛 ( 𝑥) )
4
𝑚=1

2 4 𝑚𝜋
169

𝐵𝑚 = ∫ 𝑓(𝑥) 𝑆𝑖𝑛( 𝑥)𝑑𝑥


4 0 4

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Differential Equations s4ifbn.com
2 4
𝑚𝜋 𝑚𝜋
2𝐵𝑚 = ∫ 𝑥 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 + ∫ (4 − 𝑥) 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥
0 4 2 4
2 4 4
𝑚𝜋 𝑚𝜋 𝑚𝜋
2𝐵𝑚 = ∫ 𝑥 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 + 4 ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 − ∫ 𝑥 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥
0 4 2 4 2 4

2 𝑚𝜋 4 𝑚𝜋 4 𝑚𝜋
Let 𝐼1 = ∫0 𝑥 𝑆𝑖𝑛 ( 𝑥) 𝑎𝑛𝑑 𝐼2 = 4 ∫2 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 𝑎𝑛𝑑 𝐼3 = ∫2 𝑥 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥
4 4 4

2𝐵𝑚 = 𝐼1 + 𝐼2 − 𝐼3

2
𝑚𝜋 −4𝑥 𝑚𝜋 2 16 𝑚𝜋 2 −8 𝑚𝜋 16 𝑚𝜋
𝐼1 = ∫ 𝑥 𝑆𝑖𝑛 ( 𝑥) = [ 𝐶𝑜𝑠 ( 𝑥) { + 2 2 𝑆𝑖𝑛 ( 𝑥) { ] = 𝐶𝑜𝑠 ( ) + 2 2 𝑆𝑖𝑛( )
0 4 𝑚𝜋 4 0 𝑚 𝜋 4 0 𝑚𝜋 2 𝑚 𝜋 2
4
𝑚𝜋 −16 16 𝑚𝜋
𝐼2 = 4 ∫ 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = 𝐶𝑜𝑠 (𝑚𝜋) + 𝐶𝑜𝑠 ( )
2 4 𝑚𝜋 𝑚𝜋 2
4
𝑚𝜋 −16 8 𝑚𝜋 16 16 𝑚𝜋
𝐼3 = ∫ 𝑥 𝑆𝑖𝑛 ( 𝑥) 𝑑𝑥 = 𝐶𝑜𝑠 (𝑚𝜋) + 𝐶𝑜𝑠 ( ) + 2 2 𝑆𝑖𝑛 (𝑚𝜋) − 2 2 𝑆𝑖𝑛 ( )
2 4 𝑚𝜋 𝑚𝜋 2 𝑚 𝜋 𝑚 𝜋 2

−16 8 𝑚𝜋 16 𝑚𝜋
= 𝐶𝑜𝑠 (𝑚𝜋) + 𝐶𝑜𝑠 ( ) − 2 2 𝑆𝑖𝑛 ( )
𝑚𝜋 𝑚𝜋 2 𝑚 𝜋 2

So

2𝐵𝑚 = 𝐼1 + 𝐼2 − 𝐼3

−8 𝑚𝜋 16 𝑚𝜋 16 16 𝑚𝜋 16 8 𝑚𝜋
2𝐵𝑚 = 𝐶𝑜𝑠 ( ) + 2 2 𝑆𝑖𝑛 ( ) − 𝐶𝑜𝑠 (𝑚𝜋) + 𝐶𝑜𝑠 ( ) + 𝐶𝑜𝑠 (𝑚𝜋) − 𝐶𝑜𝑠 ( )
𝑚𝜋 2 𝑚 𝜋 2 𝑚𝜋 𝑚𝜋 2 𝑚𝜋 𝑚𝜋 2
16 𝑚𝜋
+ 2 2 𝑆𝑖𝑛 ( )
𝑚 𝜋 2
32 𝑚𝜋
2𝐵𝑚 = 𝑆𝑖𝑛 ( )
𝑚2 𝜋 2 2
16 𝑚𝜋
𝐵𝑚 = 2 2 𝑆𝑖𝑛 ( )
𝑚 𝜋 2
𝑚𝜋 𝑚𝜋 𝑚𝜋
Now to find 𝐶𝑚 from ∑∞
𝑚=1 (𝐵𝑚 𝐶𝑜𝑠( 2
𝑡) + 𝐶𝑚 𝑆𝑖𝑛( 2
)𝑡)(𝑆𝑖𝑛( 4 𝑥)) we take the derivative


𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑈𝑡 (𝑥, 𝑡 ) = ∑ (−𝐵𝑚 ∗ 𝑆𝑖𝑛 ( 𝑡) + 𝐶𝑚 ∗ 𝐶𝑜𝑠( )𝑡)(𝑆𝑖𝑛( 𝑥))
2 2 2 2 4
𝑚=1

𝑚𝜋 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑈𝑡 (𝑥, 0) = 𝐶𝑚 ∗ 𝑆𝑖𝑛 ( 𝑥) = 0 𝑤𝑒 𝑘𝑛𝑜𝑤 ≠ 0 𝑎𝑛𝑑 𝑎𝑙𝑠𝑜 𝑆𝑖𝑛 ( 𝑥) ≠ 0 𝑠𝑜 𝐶𝑚 = 0
2 4 2 4

The general solution will be



16 𝑚𝜋 𝑚𝜋 𝑚𝜋
𝑈(𝑥, 𝑡 ) = ∑ ( 2 2 𝑆𝑖𝑛 ( )𝐶𝑜𝑠( 𝑡)) (𝑆𝑖𝑛( 𝑥))
𝑚 𝜋 2 2 4
𝑚=1
170

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Chapter Eight
Periodic Functions
Periodic Functions
8.1 Definition
8.2 Tylor’s Series
8.3 McLaurin’s Series
8.4 Fourier’s Series
8.5 Fourier Series for Even and Odd functions
8.6 Fourier Series Half Range
8.7 Euler’s Formula
8.8 Complex Fourier Series
8.9 Discrete Fourier Series
PERIODIC FUNCTIONS s4ifbn.com

8.1 Definition
A function 𝑓(𝑥) is said to have a period 𝑇 if for all 𝑥, 𝑓(𝑥 + 𝑇) = 𝑓(𝑥) where 𝑇 is a positive constant, the least value
of 𝑇 > 0 is called the least period or simply the period of 𝑓(𝑥)

𝑓(𝑥) = 𝑓(𝑥 + 𝑇) = 𝑓(𝑥 + 2𝑇) = 𝑓(𝑥 + 3𝑇) = ⋯ = 𝑓(𝑥 + 𝑛𝑇)

𝑓(𝑥) = 𝑓(𝑥 − 𝑇) = 𝑓(𝑥 − 2𝑇) = 𝑓(𝑥 − 3𝑇) = ⋯ = 𝑓(𝑥 − 𝑛𝑇)

𝑓(𝑥) = 𝑓(𝑥 ± 𝑛𝑇)

For example the function 𝑆𝑖𝑛(𝑥) has periods 2𝜋, 4𝜋, 6𝜋, … since 𝑆𝑖𝑛 (𝑥 + 2𝜋), 𝑆𝑖𝑛 (𝑥 + 4𝜋), 𝑆𝑖𝑛 (𝑥 + 6𝜋) = 𝑆𝑖𝑛(𝑥)
however 2𝜋 is the least period of 𝑆𝑖𝑛(𝑥)
2𝜋
The period of 𝑆𝑖𝑛 (𝑛𝑥), 𝐶𝑜𝑠(𝑛𝑥) is and the period of 𝑇𝑎𝑛(𝑥) is 𝜋
𝑛

If 𝑎𝑛 is a sequence of constants then the expression


𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥2 + 𝑎3 𝑥3 + ⋯ + 𝑎𝑛 𝑥𝑛 + ⋯ = ∑ 𝑎𝑛 𝑥 𝑛
𝑛=0

Is called a power series in 𝑥

8.2 Tylor’s Series


It a function that can be represented by a power series in (𝑥 − 𝑏) with the following form

𝑓′′ (𝑥)(𝑥 − 𝑏)2 𝑓𝑛 (𝑥)(𝑥 − 𝑏 )𝑛


𝑓(𝑥) = 𝑓(𝑏 ) + 𝑓′ (𝑏)(𝑥 − 𝑏 ) + +⋯+ +⋯
2! 𝑛!

Example 8.1:

find Tylor’s series expansion of 𝐶𝑜𝑠(𝑥) about the point 𝑎 = 2𝜋

𝑓(2𝜋) = 𝐶𝑜𝑠 (2𝜋) = 1 , 𝑓′ (2𝜋) = −𝑆𝑖𝑛 (2𝜋) = 0


𝑓′′ (2𝜋) = −𝐶𝑜𝑠 (2𝜋) = −1 , 𝑓′′′ (2𝜋) = 𝑆𝑖𝑛 (2𝜋) = 0
𝑓′′′′ (2𝜋) = −𝐶𝑜𝑠 (2𝜋) = 1

(𝑥 − 2𝜋)2 (𝑥 − 2𝜋)4
𝐶𝑜𝑠 (𝑥) = 1 − + +⋯
2! 4!

𝑥2 𝑥3
𝑒𝑥 = 1 + 𝑥 + + +⋯
2! 3!
173

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PERIODIC FUNCTIONS s4ifbn.com

8.3 McLaurin’s Series


When 𝑏 = 0 in Tylor series it is called McLaurin series

Example 8.2:

find McLaurin series for 𝑓(𝑥) = 𝑒 𝑥

𝑓 (0) = 𝑓 (𝑒 0) = 1 , 𝑓 ′ (0 ) = 𝑓 (𝑒 0 ) = 1
𝑓′′ (0) = 𝑓(𝑒 0 ) = 1 , 𝑓′′′ (0) = 𝑓(𝑒 0) = 1
𝑥2 𝑥3
𝑒𝑥 = 1 + 𝑥 + + +⋯
2! 3!

8.4 Fourier’s Series


Some properties:

𝑆𝑖𝑛 (−𝑥) = −𝑆𝑖𝑛 (𝑥)

𝐶𝑜𝑠 (−𝑥) = 𝐶𝑜𝑠 (𝑥)

𝑆𝑖𝑛 (𝑛𝜋) = 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑛 𝑖𝑛𝑡𝑒𝑔𝑒𝑟 𝑣𝑎𝑙𝑢𝑒𝑠

𝐶𝑜𝑠 (𝑛𝜋) = (−1)𝑛

Recall:

𝟏
𝑺𝒊𝒏 (𝒎𝒙) 𝑺𝒊𝒏 (𝒏𝒙) = [𝑪𝒐𝒔 (𝒎 − 𝒏)𝒙 − 𝑪𝒐𝒔 (𝒎 + 𝒏)𝒙]
𝟐
𝟏
𝑪𝒐𝒔 (𝒎𝒙) 𝑪𝒐𝒔 (𝒏𝒙) = [𝑪𝒐𝒔 (𝒎+ 𝒏)𝒙 + 𝑪𝒐𝒔 (𝒎 − 𝒏)𝒙]
𝟐
𝟏
𝑺𝒊𝒏 (𝒎𝒙) 𝑪𝒐𝒔 (𝒏𝒙) = [𝑺𝒊𝒏 (𝒎 − 𝒏)𝒙 + 𝑺𝒊𝒏 (𝒎 + 𝒏)𝒙]
𝟐
𝟏
𝑪𝒐𝒔 (𝒎𝒙) 𝑺𝒊𝒏 (𝒏𝒙) = [𝑺𝒊𝒏 (𝒎 + 𝒏)𝒙 − 𝑺𝒊𝒏 (𝒎 − 𝒏)𝒙]
𝟐

𝜋 𝛼+2𝜋
Standard integration results: 𝑚, 𝑛 are positive integers, and we can change ∫−𝜋 𝑏𝑦 ∫𝛼 :
𝜋 𝜋
∫ 𝑆𝑖𝑛 (𝑛𝑥) 𝑑𝑥 = 0 ∫ 𝐶𝑜𝑠(𝑛𝑥) 𝑑𝑥 = 0
−𝜋 −𝜋

𝜋 𝜋
∫ 𝑆𝑖𝑛(𝑚𝑥)𝑆𝑖𝑛(𝑛𝑥) 𝑑𝑥 = 0 𝑤ℎ𝑒𝑟𝑒 𝑚 ≠ 𝑛 ∫ 𝐶𝑜𝑠(𝑚𝑥)𝐶𝑜𝑠(𝑛𝑥) 𝑑𝑥 = 0 𝑤ℎ𝑒𝑟𝑒 𝑚 ≠ 𝑛
−𝜋 −𝜋

𝜋 𝜋
∫ 𝑆𝑖𝑛 2 (𝑛𝑥) 𝑑𝑥 = 𝜋 ∫ 𝐶𝑜𝑠 2 (𝑛𝑥) 𝑑𝑥 = 𝜋
−𝜋 −𝜋

𝜋 𝜋
174

∫ 𝑆𝑖𝑛(𝑚𝑥)𝐶𝑜𝑠(𝑛𝑥) 𝑑𝑥 = 0 𝑤ℎ𝑒𝑟𝑒 𝑚 ≠ 𝑛 ∫ 𝐶𝑜𝑠(𝑚𝑥)𝑆𝑖𝑛(𝑛𝑥) 𝑑𝑥 = 0 𝑤ℎ𝑒𝑟𝑒 𝑚 ≠ 𝑛


−𝜋 −𝜋

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PERIODIC FUNCTIONS s4ifbn.com

If 𝑓(𝑥) is a periodic function of period 2𝜋 and 𝑓(𝑥) can be expand in the interval (𝛼, 𝛼 + 2𝜋) as:

𝑎0
𝑓(𝑥) = + 𝑎1 𝐶𝑜𝑠(𝑥) + 𝑎2 𝐶𝑜𝑠 (2𝑥) + 𝑎3 𝐶𝑜𝑠(3𝑥) + ⋯ + 𝑎𝑛 𝐶𝑜𝑠 (𝑛𝑥) + 𝑏 1𝑆𝑖𝑛(𝑥) + 𝑏 2 𝑆𝑖𝑛(2𝑥) + 𝑏3 𝑆𝑖𝑛(3𝑥) + ⋯
2
+ 𝑏 𝑛 𝑆𝑖𝑛(𝑛𝑥)

𝑎0
𝑓(𝑥) = + ∑ [𝑎𝑛 𝐶𝑜𝑠(𝑛𝑥) + 𝑏 𝑛 𝑆𝑖𝑛(𝑛𝑥)]
2
𝑛=1

This equation is called the Fourier series of 𝑓(𝑥) in the interval (𝛼, 𝛼 + 2𝜋) where: (will be provided soon)

1 𝛼+2𝜋
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝜋 𝛼

1 𝛼+2𝜋
𝑎𝑛 = ∫ 𝑓(𝑥) 𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥
𝜋 𝛼

1 𝛼+2𝜋
𝑏𝑛 = ∫ 𝑓(𝑥)𝑆𝑖𝑛(𝑛𝑥)𝑑𝑥
𝜋 𝛼

Example 8.3:

find Fourier series for 𝑓(𝑥) = 𝑥 in the interval (0, 2𝜋)



𝑎0
𝑥 = + ∑ [𝑎𝑛 𝐶𝑜𝑠 (𝑛𝑥) + 𝑏 𝑛 𝑆𝑖𝑛(𝑛𝑥)]
2
𝑛=1

1 2𝜋 1 𝑥 2 2𝜋 1 4𝜋 2
𝑎0 = ∫ 𝑥 𝑑𝑥 = { = = 2𝜋
𝜋 0 𝜋 2 0 𝜋 2

1 2𝜋
𝑎𝑛 = ∫ 𝑥 𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥 =
𝜋 0

𝑆𝑖𝑛 (𝑛𝑥)
𝑙𝑒𝑡 𝑢 = 𝑥 → 𝑑𝑢 = 𝑑𝑥 → ∫ 𝑑𝑣 = ∫ 𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥 → 𝑣 =
𝑛

𝑥𝑆𝑖𝑛 (𝑛𝑥) 𝑆𝑖𝑛 (𝑛𝑥) 𝑥𝑆𝑖𝑛 (𝑛𝑥) 𝐶𝑜𝑠(𝑛𝑥)


∫ 𝑥𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥 = − ∫ 𝑑𝑥 = +
𝑛 𝑛 𝑛 𝑛2

1 2𝜋 1 𝑥 𝑆𝑖𝑛(𝑛𝑥) 2𝜋 𝐶𝑜𝑠 (𝑛𝑥) 2𝜋


𝑎𝑛 = ∫ 𝑥 𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥 = ∗ ( { + { )=
𝜋 0 𝜋 𝑛 0 𝑛2 0

1 2𝜋𝑆𝑖𝑛 (2𝑛𝜋) 𝐶𝑜𝑠 (2𝑛𝜋) 𝐶𝑜𝑠 (0) 1 1 1


∗ [( − 0) + ( 2 − 2
)] = ( 2 − 2 ) = 0
𝜋 𝑛 𝑛 𝑛 𝜋 𝑛 𝑛

1 2𝜋
𝑏 𝑛 = ∫ 𝑥 𝑆𝑖𝑛(𝑛𝑥)𝑑𝑥
𝜋 0

−𝐶𝑜𝑠 (𝑛𝑥)
175

𝑙𝑒𝑡 𝑢 = 𝑥 → 𝑑𝑢 = 𝑑𝑥 → ∫ 𝑑𝑣 = ∫ 𝑆𝑖𝑛(𝑛𝑥)𝑑𝑥 → 𝑣 =
𝑛

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PERIODIC FUNCTIONS s4ifbn.com

−𝑥𝐶𝑜𝑠 (𝑛𝑥) 𝐶𝑜𝑠 (𝑛𝑥) −𝑥 𝐶𝑜𝑠 (𝑛𝑥) 𝑆𝑖𝑛(𝑛𝑥)


∫ 𝑥 𝑆𝑖𝑛 (𝑛𝑥)𝑑𝑥 = +∫ 𝑑𝑥 = +
𝑛 𝑛 𝑛 𝑛2

1 2𝜋 1 −𝑥 𝐶𝑜𝑠 (𝑛𝑥) 2𝜋 𝑆𝑖𝑛(𝑛𝑥) 2𝜋


𝑏𝑛 = ∫ 𝑥 𝑆𝑖𝑛(𝑛𝑥)𝑑𝑥 = [ { + { ]=
𝜋 0 𝜋 𝑛 0 𝑛2 0

1 −2𝜋𝐶𝑜𝑠 (𝑛2𝜋) 𝑆𝑖𝑛 (𝑛2𝜋) 1 −2𝜋 −2


[ −0+ 2 − 0] = ( )=
𝜋 𝑛 𝑛 𝜋 𝑛 𝑛

1 𝑆𝑖𝑛 (2𝑥) 𝑆𝑖𝑛 (3𝑥)
𝑥 = 𝜋−2∑ 𝑆𝑖𝑛 (𝑛𝑥) = 𝜋 − 2 (𝑆𝑖𝑛(𝑥) + + + ⋯)
𝑛 2 3
𝑛=1

The General Formula of Fourier series when 𝛼 < 𝑥 < 𝛼 + 2𝐿



𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓(𝑥) = + ∑ [𝑎𝑛 𝐶𝑜𝑠 ( ) + 𝑏 𝑛 𝑆𝑖𝑛( )]
2 𝐿 𝐿
𝑛=1

1 𝛼+2𝐿
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝐿 𝛼

1 𝛼+2𝐿 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑓(𝑥)𝐶𝑜𝑠 ( ) 𝑑𝑥
𝐿 𝛼 𝐿

1 𝛼+2𝐿 𝑛𝜋𝑥
𝑏𝑛 = ∫ 𝑓(𝑥)𝑆𝑖𝑛( )𝑑𝑥
𝐿 𝛼 𝐿

Example 8.4: expand 𝑓(𝑥) in a Fourier series when

−𝜋 −𝜋 < 𝑥 < 0
𝑓(𝑥) = {
𝑥 0<𝑥<𝜋

𝐿=𝜋

1 𝜋 1 0 𝜋
1 𝑥2 𝜋 1 𝜋2 𝜋 𝜋 2𝜋
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥 = [∫ −𝜋 𝑑𝑥 + ∫ 𝑥 𝑑𝑥 ] = [−𝜋𝑥 { 0 + { ] = [−𝜋 2 + ] = − 𝜋 = −
𝜋 −𝜋 𝜋 −𝜋 0 𝜋 −𝜋 2 0 𝜋 2 2 2 2
𝜋
= −
2

1 𝜋 1 0 𝜋
𝑎𝑛 = ∫ 𝑓 𝑥 𝐶𝑜𝑠 𝑛𝑥 𝑑𝑥 = [ −𝜋𝐶𝑜𝑠 𝑛𝑥 𝑑𝑥 + 𝑥𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥 ] =
( ) ( ) ∫ ( ) ∫
𝜋 −𝜋 𝜋 −𝜋 0

1 −𝜋𝑆𝑖𝑛 (𝑛𝑥) 0 𝑥𝑆𝑖𝑛 (𝑛𝑥) 𝐶𝑜𝑠 (𝑛𝑥) 𝜋 1 𝐶𝑜𝑠 (𝑛𝜋) 𝐶𝑜𝑠 (0)
[ { +( + ) { ] = [0 − 0 + 0 + − ( 0 + )]
𝜋 𝑛 −𝜋 𝑛 𝑛2 0 𝜋 𝑛2 𝑛2
1 𝐶𝑜𝑠 (𝑛𝜋) 𝐶𝑜𝑠 (0) 1
= ( − ) = (𝐶𝑜𝑠 (𝑛𝜋) − 1)
𝜋 𝑛2 𝑛2 𝜋𝑛 2
176

1 −2
𝑎𝑛 = 2
[(−1)𝑛 − 1] = 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑 𝑤ℎ𝑒𝑟𝑒 𝐶𝑜𝑠(𝑛𝜋) = (−1)𝑛 𝑤ℎ𝑒𝑛 𝑛 = 0 ± 1 ± 2 ± 3 …
𝜋𝑛 𝜋𝑛 2

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PERIODIC FUNCTIONS s4ifbn.com

1 𝜋 1 0 𝜋
𝑏𝑛 = ∫ 𝑓(𝑥)𝑆𝑖𝑛(𝑛𝑥)𝑑𝑥 = [ ∫ −𝜋𝑆𝑖𝑛 (𝑛𝑥)𝑑𝑥 + ∫ 𝑥𝑆𝑖𝑛 (𝑛𝑥)𝑑𝑥 ] =
𝜋 −𝜋 𝜋 −𝜋 0

1 𝜋𝐶𝑜𝑠 (𝑛𝑥) 0 −𝑥𝐶𝑜𝑠 (𝑛𝑥) 𝑆𝑖𝑛(𝑛𝑥) 𝜋 1 𝜋 − 𝜋𝐶𝑜𝑠 (𝑛𝜋) −𝜋𝐶𝑜𝑠 (𝑛𝜋) 1 𝜋 − 2𝜋𝐶𝑜𝑠 (𝑛𝜋)
[ { +( + ) { ] = [ + ] = [ ]
𝜋 𝑛 −𝜋 𝑛 𝑛2 0 𝜋 𝑛 𝑛 𝜋 𝑛
1 𝜋(1 − 2𝐶𝑜𝑠 (𝑛𝜋)) 1 − 2𝐶𝑜𝑠(𝑛𝜋) 1 − 2(−1)𝑛 3
= [ ]= = = 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝜋 𝑛 𝑛 𝑛 𝑛

𝜋 −2 3
𝑓(𝑥) = − + ∑ ( 2 𝐶𝑜𝑠 (𝑛𝑥) + 𝑆𝑖𝑛(𝑛𝑥)) 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
4 𝜋𝑛 𝑛
𝑛=1
𝜋 2 𝐶𝑜𝑠 (3𝑥) 𝐶𝑜𝑠 (5𝑥) 𝑆𝑖𝑛 (3𝑥) 𝑆𝑖𝑛 (5𝑥)
= − − (𝐶𝑜𝑠 (𝑥) + + + ⋯ ) + 3(𝑆𝑖𝑛(𝑥) + + +⋯)
4 𝜋 9 25 3 5

At 𝑥 = 𝑐 there is a discontinuity, then the Fourier series for 𝑓(𝑥) still holds the value of 𝑓(𝑥) at 𝑥 = 𝑐 is calculated
𝑓 ( 𝑐− )+𝑓(𝑐 + )
by the function: 𝐹 (𝑥)𝑎𝑡 (𝑥 = 𝑐) = 2

−𝜋 + 0 −𝜋
𝐴𝑡 𝑥 = 0 𝑓(0) = =
2 2
−𝜋 −𝜋 2 1 1 1
= − (1 + 2 + 2 + 2 + ⋯ ) 𝑎𝑛𝑑 𝑡ℎ𝑒 𝑆𝑖𝑛𝑒 𝑝𝑎𝑟𝑡 𝑤𝑖𝑙𝑙 𝑏𝑒 𝑧𝑒𝑟𝑜
2 4 𝜋 3 5 7

𝜋2 1 1 1
= (1 + 2 + 2 + 2 + ⋯ )
8 3 5 7

8.5 Fourier Series for Even and Odd functions


Proof will be provided soon

1- If 𝑓(−𝑥) = 𝑓(𝑥) then the function is called even like (𝑥 2 ,𝑥 4 , 𝐶𝑜𝑠 (𝑥), 𝑆𝑖𝑛 2 (𝑥),|𝑥|) the function is
symmetric about the 𝑦 − 𝑎𝑥𝑖𝑠, the Fourier series of even function is:

𝑎0 𝑛𝜋𝑥
𝑓(𝑥) = + ∑ 𝑎𝑛 𝐶𝑜𝑠 ( )
2 𝐿
𝑛=1

1 𝛼+2𝐿
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝐿 𝛼

1 𝛼+2𝐿 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑓(𝑥)𝐶𝑜𝑠 ( ) 𝑑𝑥
𝐿 𝛼 𝐿

𝑏𝑛 = 0

2- If 𝑓(−𝑥) = −𝑓(𝑥) then the function is called odd like (𝑥, 𝑥 3 , 𝑆𝑖𝑛(𝑥), 𝑇𝑎𝑛(𝑥)) the function is symmetric
about the origin, the Fourier series of even function is:

𝑛𝜋𝑥
177

𝑓(𝑥) = ∑ 𝑏 𝑛 𝑆𝑖𝑛 ( )
𝐿
𝑛=1

Wo rk in progress by Saif Bashar – Updated on March 2021


PERIODIC FUNCTIONS s4ifbn.com

1 𝛼+2𝐿 𝑛𝜋𝑥
𝑏𝑛 = ∫ 𝑓(𝑥)𝑆𝑖𝑛 ( ) 𝑑𝑥
𝐿 𝛼 𝐿

Note: for functions

Odd * Odd = Even


Even * Even = Even
Odd * Even = Odd

Proof:
1- Even function when 𝑓(−𝑥) = 𝑓(𝑥)

𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓(𝑥) = + ∑ [𝑎𝑛 𝐶𝑜𝑠 ( ) + 𝑏 𝑛 𝑆𝑖𝑛( )]… … … . (𝑖)
2 𝐿 𝐿
𝑛=1

Replace 𝑥 𝑏𝑦 − 𝑥

𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓(−𝑥) = 𝑓(𝑥) = + ∑ [𝑎𝑛 𝐶𝑜𝑠 ( ) − 𝑏 𝑛 𝑆𝑖𝑛( )] … … … . (𝑖𝑖)
2 𝐿 𝐿
𝑛=1

𝑓𝑟𝑜𝑚 (𝑖)𝑎𝑛𝑑 (𝑖𝑖)


∞ ∞
𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥 𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
+ ∑ [𝑎𝑛 𝐶𝑜𝑠 ( ) + 𝑏 𝑛 𝑆𝑖𝑛( )] = + ∑ [𝑎𝑛 𝐶𝑜𝑠 ( ) − 𝑏 𝑛 𝑆𝑖𝑛( )]
2 𝐿 𝐿 2 𝐿 𝐿
𝑛=1 𝑛=1


𝑛𝜋𝑥
2 ∑ 𝑏 𝑛 𝑆𝑖𝑛( )=0
𝐿
𝑛=1


𝑛𝜋𝑥
∑ 𝑏 𝑛 𝑆𝑖𝑛( )=0
𝐿
𝑛=1


𝑎0 𝑛𝜋𝑥
𝑓(𝑥) = + ∑ 𝑎𝑛 𝐶𝑜𝑠 ( )
2 𝐿
𝑛=1

2- Odd function when 𝑓(−𝑥) = −𝑓(𝑥)



𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓(−𝑥) = 𝑓(𝑥) = + ∑ [𝑎𝑛 𝐶𝑜𝑠 ( ) − 𝑏 𝑛 𝑆𝑖𝑛( )] … … … . (𝑖𝑖𝑖)
2 𝐿 𝐿
𝑛=1

𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
−𝑓(𝑥) = 𝑓(𝑥) = − + ∑ [−𝑎𝑛 𝐶𝑜𝑠 ( ) − 𝑏 𝑛 𝑆𝑖𝑛( )]… … … . (𝑖𝑣)
2 𝐿 𝐿
𝑛=1

𝑓𝑟𝑜𝑚 (𝑖𝑖𝑖)𝑎𝑛𝑑 (𝑖𝑣)



𝑎0 𝑛𝜋𝑥
2 [ + ∑ 𝑎𝑛 𝐶𝑜𝑠 ( )] = 0
2 𝐿
𝑛=1

𝑎0 𝑛𝜋𝑥
+ ∑ 𝑎𝑛 𝐶𝑜𝑠 ( )=0
2 𝐿
𝑛=1
178


𝑛𝜋𝑥
𝑓(𝑥) = ∑ 𝑏 𝑛 𝑆𝑖𝑛( )
𝐿
𝑛=1

Wo rk in progress by Saif Bashar – Updated on March 2021


PERIODIC FUNCTIONS s4ifbn.com

Example 8.5: find Fourier series of the function

𝑓(𝑥) = |𝑥| 𝑓𝑜𝑟 (−𝜋 < 𝑥 < 𝜋)

−𝑥 𝑖𝑓 − 𝜋 < 𝑥 < 0
𝑓(𝑥) = {
𝑥 𝑖𝑓 0 < 𝑥 < 𝜋

2𝐿 = 𝜋 − (−𝜋) = 2𝜋 → 𝐿 = 𝜋

𝑆𝑖𝑛𝑐𝑒 𝑓(−𝑥) = 𝑓(𝑥) 𝑡ℎ𝑒𝑛 𝑓(𝑥)𝑖𝑠 𝑒𝑣𝑒𝑛 𝑡ℎ𝑒𝑛 𝑏𝑛 = 0

1 𝜋 1 0 𝜋
1 −𝑥 2 0 𝑥2 𝜋 1 𝜋2 𝜋2
𝑎0 = ∫ ∫ ∫
|𝑥| 𝑑𝑥 = ( −𝑥 𝑑𝑥 + 𝑥 𝑑𝑥) = ( { + { ) = ( + )= 𝜋
𝜋 −𝜋 𝜋 −𝜋 0 𝜋 2 −𝜋 2 0 𝜋 2 2

1 −𝜋 1 0 𝜋
1 −𝑥𝑆𝑖𝑛 (𝑛𝑥) 0 𝐶𝑜𝑠 (𝑛𝑥) 0
𝑎𝑛 = ∫ |𝑥| 𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥 = [∫ −𝑥 𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥 + ∫ 𝑥 𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥] = ( { − { )
𝜋 𝜋 𝜋 −𝜋 0 𝜋 𝑛 −𝜋 𝑛2 −𝜋
( ) (
𝑥𝑆𝑖𝑛 𝑛𝑥 𝜋 𝐶𝑜𝑠 𝑛𝑥 𝜋 ) 1 (
1 𝐶𝑜𝑠 𝑛𝜋 ) (
𝐶𝑜𝑠 𝑛𝜋) 1 −2 + 2𝐶𝑜𝑠 𝑛𝜋)
(
+( { + { ) = ( − + ) + − =
𝑛 0 𝑛2 0 𝜋 𝑛2 𝑛2 𝑛2 𝑛2 𝜋𝑛 2
2(𝐶𝑜𝑠 (𝑛𝜋) − 1) 2((−1)𝑛 − 1) −4
= = = 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝜋𝑛 2 𝜋𝑛 2 𝜋𝑛 2

𝜋 4 𝐶𝑜𝑠 (𝑛𝑥) 𝜋 4 𝐶𝑜𝑠 (3𝑥) 𝐶𝑜𝑠 (5𝑥)
|𝑥| = − ∑ 2 = − (𝐶𝑜𝑠 (𝑥) + + …)
2 𝜋 𝑛 2 𝜋 9 25
𝑛=1

Example 8.6: find Fourier series of the function

𝑓(𝑥) = |𝑆𝑖𝑛(𝑥)| 𝑓𝑜𝑟 (−𝜋 < 𝑥 < 𝜋)

−𝑆𝑖𝑛(𝑥) 𝑖𝑓 − 𝜋 < 𝑥 < 0


𝑓(𝑥) = {
𝑆𝑖𝑛(𝑥) 𝑖𝑓 0 < 𝑥 < 𝜋

2𝐿 = 𝜋 − (−𝜋) = 2𝜋 → 𝐿 = 𝜋

𝑆𝑖𝑛𝑐𝑒 𝑓(−𝑥) = 𝑓(𝑥) 𝑡ℎ𝑒𝑛 𝑓(𝑥)𝑖𝑠 𝑒𝑣𝑒𝑛 𝑡ℎ𝑒𝑛 𝑏𝑛 = 0

1 𝜋 1 0 𝜋
1 𝜋
𝑎0 = ∫ |𝑆𝑖𝑛(𝑥)| 𝑑𝑥 = (∫ −𝑆𝑖𝑛(𝑥) 𝑑𝑥 + ∫ 𝑆𝑖𝑛(𝑥) 𝑑𝑥) = (𝐶𝑜𝑠 (𝑥) { 0 − 𝐶𝑜𝑠(𝑥) { ) =
𝜋 −𝜋 𝜋 −𝜋 0 𝜋 −𝜋 0

1 1 4
(𝐶𝑜𝑠 (0) − 𝐶𝑜𝑠 (−𝜋) − (𝐶𝑜𝑠 (𝜋) − 𝐶𝑜𝑠(0)) = (1 + 1 − (−1 − 1) =
𝜋 𝜋 𝜋
1 −𝜋 1 0 𝜋
𝑎𝑛 = ∫ |𝑆𝑖𝑛(𝑥) 𝐶𝑜𝑠 𝑛𝑥 𝑑𝑥 = [ −𝑆𝑖𝑛(𝑥) 𝐶𝑜𝑠 𝑛𝑥 𝑑𝑥 + 𝑆𝑖𝑛(𝑥) 𝐶𝑜𝑠 (𝑛𝑥)𝑑𝑥] =
| ( ) ∫ ( ) ∫
𝜋 𝜋 𝜋 −𝜋 0

1 0 1 𝜋
1
[∫ − (𝑆𝑖𝑛 (1 + 𝑛)𝑥 + 𝑆𝑖𝑛(1 − 𝑛)𝑥)𝑑𝑥 + ∫ (𝑆𝑖𝑛(1 + 𝑛)𝑥 + 𝑆𝑖𝑛 (1 − 𝑛)𝑥)𝑑𝑥] =
𝜋 −𝜋 2 0 2

0 0 𝜋 𝜋
1
[∫ −𝑆𝑖𝑛 (1 + 𝑛)𝑥 𝑑𝑥 − ∫ 𝑆𝑖𝑛 (1 − 𝑛)𝑥 𝑑𝑥 + ∫ 𝑆𝑖𝑛 (1 + 𝑛)𝑥 𝑑𝑥 + ∫ 𝑆𝑖𝑛 (1 − 𝑛)𝑥 𝑑𝑥] =
2𝜋 −𝜋 −𝜋 0 0
179

1 𝐶𝑜𝑠 (1 + 𝑛)𝑥 0 𝐶𝑜𝑠 (1 − 𝑛)𝑥 0 𝐶𝑜𝑠 (1 + 𝑛)𝑥 𝜋 𝐶𝑜𝑠(1 − 𝑛) 𝜋


[ { + { − { − { ]
2𝜋 1+𝑛 −𝜋 1−𝑛 −𝜋 1 +𝑛 0 1− 𝑛 0

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1 𝐶𝑜𝑠 (0) 𝐶𝑜𝑠 (1 + 𝑛)𝜋 𝐶𝑜𝑠 (0) 𝐶𝑜𝑠 (1 − 𝑛)𝜋 𝐶𝑜𝑠 (1 + 𝑛)𝜋 𝐶𝑜𝑠 (0) 𝐶𝑜𝑠 (1 − 𝑛)𝜋 𝐶𝑜𝑠 (0)
[ − + − −( − )−( − )]
2𝜋 1 + 𝑛 1+ 𝑛 1−𝑛 1−𝑛 1+𝑛 1+𝑛 1− 𝑛 1−𝑛
1 1 𝐶𝑜𝑠 (1 + 𝑛)𝜋 1 𝐶𝑜𝑠 (1 − 𝑛)𝜋 𝐶𝑜𝑠 (1 + 𝑛)𝜋 1 𝐶𝑜𝑠 (1 − 𝑛)𝜋 1
[ − + − − + − + ]
2𝜋 1 + 𝑛 1+ 𝑛 1−𝑛 1− 𝑛 1+𝑛 1+ 𝑛 1−𝑛 1− 𝑛

1 2 2𝐶𝑜𝑠(1 + 𝑛)𝜋 2 2𝐶𝑜𝑠 (1 − 𝑛)𝜋


[ − + − ]
2𝜋 1 + 𝑛 1+𝑛 1− 𝑛 1−𝑛

1 1 𝐶𝑜𝑠 (1 + 𝑛)𝜋 1 𝐶𝑜𝑠 (1 − 𝑛)𝜋


[ − + − ]
𝜋 1+𝑛 1+ 𝑛 1−𝑛 1− 𝑛
1 1 − 𝑛 − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)𝜋 + 1 + 𝑛 − (1 + 𝑛)𝐶𝑜𝑠(1 − 𝑛)𝜋
= [ ]
𝜋 1 − 𝑛2
1 2 − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)𝜋 − (1 + 𝑛)𝐶𝑜𝑠(1 − 𝑛)𝜋
= [ ]
𝜋 1 − 𝑛2

Now if 𝑛 is even then 1 + 𝑛 and 1 − 𝑛 are odd and the equation 2 − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)𝜋 − (1 + 𝑛)𝐶𝑜𝑠 (1 − 𝑛)𝜋
becomes 2 − (1 − 𝑛)(−1) − (1 + 𝑛)(−1) = 4

1 4 4 1
𝑎𝑛 = 𝜋 [(1−𝑛2 )] = 𝜋 [(1−𝑛2 )]

And if 𝑛 is odd then 1 + 𝑛 and 1 − 𝑛 are even and the equation 2 − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)(𝜋) − (1 + 𝑛)𝐶𝑜𝑠 (1 −
𝑛)(𝜋) becomes 2 − (1 − 𝑛)(1) − (1 + 𝑛)(1) = 0

𝑎𝑛 = 0

𝑎0
𝑓(𝑥) = + ∑ 𝑎𝑛 𝐶𝑜𝑠 (𝑛𝑥) 𝑓𝑜𝑟 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
2
𝑛=1


2 4 1 2 4 1 1 1
|𝑆𝑖𝑛 (𝑥)| = + ∑ 𝐶𝑜𝑠 ( 𝑛𝑥) = + [− 𝐶𝑜𝑠 ( 2𝑥) − 𝐶𝑜𝑠 ( 4𝑥) − 𝐶𝑜𝑠 (6𝑥) … ]
𝜋 𝜋 (1 − 𝑛 2) 𝜋 𝜋 3 15 35
𝑛=2

Example 8.7: find Fourier series of the function

𝑓(𝑥) = 𝑒 𝑥 𝑓𝑜𝑟 (−𝜋 < 𝑥 < 𝜋)

2𝐿 = 𝜋 − (−𝜋) = 2𝜋 → 𝐿 = 𝜋

1 𝜋 𝑥 1 𝜋 1
𝑎0 = ∫ 𝑒 𝑑𝑥 = (𝑒 𝑥 { ) = (𝑒 𝜋 − 𝑒 −𝜋 )
𝜋 −𝜋 𝜋 −𝜋 𝜋

1 𝜋 𝑥
𝑎𝑛 = ∫ 𝑒 𝐶𝑜𝑠(𝑛𝑥)𝑑𝑥 𝑓𝑟𝑜𝑚 𝑝𝑒𝑟𝑓𝑜𝑟𝑚𝑖𝑛𝑔 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑏𝑦 𝑝𝑎𝑟𝑡𝑠 𝑡𝑤𝑖𝑐𝑒 𝑤𝑒 𝑔𝑒𝑡
𝜋 −𝜋

1 𝑒 𝑥 𝐶𝑜𝑠 (𝑛𝑥) + 𝑛 𝑒 𝑥 𝑆𝑖𝑛 (𝑛𝑥) 𝜋


𝑎𝑛 = [ { ]=
𝜋 𝑛2 + 1 −𝜋

1 𝑒 𝜋 𝐶𝑜𝑠(𝑛𝜋) + 𝑛 𝑒 𝜋 𝑆𝑖𝑛(𝑛𝜋) 𝑒 −𝜋 𝐶𝑜𝑠(−𝑛𝜋) + 𝑛 𝑒 −𝜋 𝑆𝑖𝑛(−𝑛𝜋)


180

𝑎𝑛 = [ − ]
𝜋 𝑛2 + 1 𝑛2 + 1

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1 𝑒 𝜋 𝐶𝑜𝑠(𝑛𝜋) + 𝑛 𝑒 𝜋 𝑆𝑖𝑛(𝑛𝜋) 𝑒 −𝜋 𝐶𝑜𝑠(𝑛𝜋) − 𝑛 𝑒 −𝜋 𝑆𝑖𝑛(𝑛𝜋)


𝑎𝑛 = [ − ]
𝜋 𝑛2 + 1 𝑛2 + 1

1 𝑒 𝜋 𝐶𝑜𝑠(𝑛𝜋) + 𝑛 𝑒 𝜋 𝑆𝑖𝑛(𝑛𝜋) − 𝑒 −𝜋 𝐶𝑜𝑠(𝑛𝜋) + 𝑛 𝑒 −𝜋 𝑆𝑖𝑛(𝑛𝜋)


𝑎𝑛 = [ ]
𝜋 𝑛2 + 1

1 𝑒 𝜋 𝐶𝑜𝑠(𝑛𝜋) − 𝑒 −𝜋 𝐶𝑜𝑠(𝑛𝜋) (−1)𝑛 𝑒 𝜋 − 𝑒 −𝜋


𝑎𝑛 = [ ] = [ 2 ]
𝜋 𝑛2 + 1 𝜋 𝑛 +1

1 𝜋 𝑥
𝑏𝑛 = ∫ 𝑒 𝑆𝑖𝑛(𝑛𝑥)𝑑𝑥 𝑓𝑟𝑜𝑚 𝑝𝑒𝑟𝑓𝑜𝑟𝑚𝑖𝑛𝑔 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑏𝑦 𝑝𝑎𝑟𝑡𝑠 𝑡𝑤𝑖𝑐𝑒 𝑤𝑒 𝑔𝑒𝑡
𝜋 −𝜋

1 −𝑛𝑒 𝑥 𝐶𝑜𝑠 (𝑛𝑥) + 𝑒 𝑥 𝑆𝑖𝑛(𝑛𝑥) 𝜋


𝑏𝑛 = [ { ]
𝜋 𝑛2 + 1 −𝜋
1 −𝑛𝑒 𝐶𝑜𝑠(𝑛𝜋) + 𝑒 𝜋 𝑆𝑖𝑛(𝑛𝜋) 𝑛𝑒 −𝜋 𝐶𝑜𝑠(−𝑛𝜋) + 𝑒 −𝜋 𝑆𝑖𝑛(−𝑛𝜋)
𝜋
= [ + ]
𝜋 𝑛2 + 1 𝑛2 + 1

1 −𝑛𝑒 𝜋 𝐶𝑜𝑠(𝑛𝜋) 𝑛𝑒 −𝜋 𝐶𝑜𝑠(𝑛𝜋) 𝑛(−1)𝑛 −𝑒 𝜋 𝑒 −𝜋 𝑛(−1)𝑛 𝑒 −𝜋 − 𝑒 𝜋


𝑏𝑛 = [ + ]= [ + ] = [ 2 ]
𝜋 𝑛2 + 1 𝑛2 + 1 𝜋 𝑛2 + 1 𝑛2 + 1 𝜋 𝑛 +1

1 𝜋 (−1)2 𝑒 𝜋 − 𝑒 −𝜋 𝑛(−1)𝑛 𝑒 −𝜋 − 𝑒 𝜋
𝑒𝑥 = (𝑒 − 𝑒 −𝜋 ) + ∑ [ [ 2 ] 𝐶𝑜𝑠 (𝑛𝑥) + [ 2 ] 𝑆𝑖𝑛(𝑛𝑥)]
2𝜋 𝜋 𝑛 +1 𝜋 𝑛 +1
𝑛=1


𝑆𝑖𝑛ℎ(𝜋) 2(𝑒 𝜋 − 𝑒 −𝜋 ) (−1)2 𝑛(−1)𝑛
𝑒𝑥 = + ∑[ [ 2 ]𝐶𝑜𝑠 (𝑛𝑥) + [ 2 ] 𝑆𝑖𝑛(𝑛𝑥)]
2 2𝜋 𝑛 +1 𝑛 +1
𝑛=1


𝑆𝑖𝑛ℎ(𝜋) 2𝑆𝑖𝑛ℎ(𝜋) (−1)2 𝑛(−1)𝑛
𝑥 ∑[ [ 2
𝑒 = + ]𝐶𝑜𝑠 (𝑛𝑥) + [ 2 ] 𝑆𝑖𝑛(𝑛𝑥)]
2 𝜋 𝑛 +1 𝑛 +1
𝑛=1


1 2 (−1)2 𝑛(−1)𝑛
𝑒𝑥 = 𝑆𝑖𝑛ℎ(𝜋)( + ∑ [ [ 2 ]𝐶𝑜𝑠 (𝑛𝑥) + [ 2 ] 𝑆𝑖𝑛(𝑛𝑥)])
2 𝜋 𝑛 +1 𝑛 +1
𝑛=1

181

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8.6 Fourier Series Half Range


If the function 𝑓(𝑥) is defined in the interval (0 < 𝑥 < 𝐿) instead of (−𝐿 < 𝑥 < 𝐿) then we can find:

1- Fourier Half Range Cosine Series


𝑎0 𝑛𝜋𝑥
𝑓(𝑥) = + ∑ 𝑎𝑛 𝐶𝑜𝑠 ( )
2 𝐿
𝑛=1

2 𝐿
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝐿 0

2 𝐿 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑓(𝑥)𝐶𝑜𝑠 ( ) 𝑑𝑥
𝐿 0 𝐿

𝑏𝑛 = 0

2- Fourier Half Range Sine Series


𝑛𝜋𝑥
𝑓(𝑥) = ∑ 𝑏 𝑛 𝑆𝑖𝑛 ( )
𝐿
𝑛=1

2 𝐿 𝑛𝜋𝑥
𝑏 𝑛 = ∫ 𝑓(𝑥)𝑆𝑖𝑛 ( ) 𝑑𝑥
𝐿 0 𝐿

𝑎0 = 𝑎𝑛 = 0

Example 8.8: expand 𝑓(𝑥) = 𝑥 in a half range Cosine and half range Sine Fourier series for 0 < 𝑥 < 2 with period 4

2𝐿 = 4 → 𝐿 = 2

1- Cosine Half Range



𝑎0 𝑛𝜋𝑥
𝑓(𝑥) = + ∑ 𝑎𝑛 𝐶𝑜𝑠 ( )
2 𝐿
𝑛=1
2 2 𝑥2
𝑎0 = ∫ 𝑥𝑑𝑥 = {2 = 2
2 0 2 0
𝑛𝜋𝑥 2
) {2
2 2 𝑛𝜋𝑥 2𝑥 4 𝑛𝜋𝑥 4 4
𝑎𝑛 = ∫0 𝑥𝐶𝑜𝑠 ( ) 𝑑𝑥 = 𝑆𝑖𝑛 ( ){ + 𝐶𝑜𝑠 ( = 𝐶𝑜𝑠 (𝑛𝜋) − 𝐶𝑜𝑠 (0) =
2 2 𝑛𝜋 2 0 𝑛2 𝜋 2 2 0 𝑛2 𝜋 2 𝑛2 𝜋 2
4 −8
((−1)𝑛 − 1) 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑 𝑎𝑛 =
𝑛 2𝜋 2 𝑛 2 𝜋2
∞ 𝑛𝜋𝑥
8 𝐶𝑜𝑠 ( 2 )
𝑓(𝑥) = 1 − 2 ∑
𝜋 𝑛2
𝑛=1
3𝜋𝑥 5𝜋𝑥
8 𝜋𝑥 𝐶𝑜𝑠 ( ) 𝐶𝑜𝑠 ( )
2 2
182

𝑓(𝑥) = 1 − 2 ( 𝐶𝑜𝑠 ( ) + + + ⋯ ) 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑


𝜋 2 9 25

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2- Sine Half Range


𝑛𝜋𝑥
𝑓(𝑥) = ∑ 𝑏 𝑛 𝑆𝑖𝑛 ( )
2
𝑛=1

2 2 𝑛𝜋𝑥 −2𝑥 𝑛𝜋𝑥 2 4 𝑛𝜋𝑥 2 −4 −4(−1)𝑛


𝑏 𝑛 = ∫0 𝑥 𝑆𝑖𝑛 ( ) 𝑑𝑥 = 𝐶𝑜𝑠 ( ) { + 2 2 𝑆𝑖𝑛 ( ) { = 𝐶𝑜𝑠 (𝑛𝜋) =
2 2 𝑛𝜋 2 0 𝑛 𝜋 2 0 𝑛𝜋 𝑛𝜋

(−1) 𝑛
−4 𝑛𝜋𝑥
𝑓(𝑥) = ∑ 𝑆𝑖𝑛 ( )
𝜋 𝑛 2
𝑛=1
−4 𝜋𝑥 1 1 3𝜋𝑥
𝑓(𝑥) = (−𝑆𝑖𝑛 ( ) + 𝑆𝑖𝑛(𝜋𝑥) − 𝑆𝑖𝑛 ( ) + ⋯)
𝜋 2 2 3 2

Example 8.9: Find Sine Half Range series for the function 𝑓(𝑥) = |𝐶𝑜𝑠(𝑥)| 𝑓𝑜𝑟 (−𝜋 < 𝑥 < 𝜋)

−𝐶𝑜𝑠(𝑥) 𝑖𝑓 − 𝜋 < 𝑥 < 0


𝑓(𝑥) = {
𝐶𝑜𝑠 (𝑥) 𝑖𝑓 0 < 𝑥 < 𝜋

2𝐿 = 𝜋 − (−𝜋) = 2𝜋 → 𝐿 = 𝜋

𝑓(𝑥) = ∑ 𝑏 𝑛 𝑆𝑖𝑛(𝑛𝑥) , 𝑎0 = 𝑎𝑛 = 0
𝑛=1

1 𝜋 1 0 𝜋
𝑏 𝑛 = ∫ |𝐶𝑜𝑠(𝑥)|𝑆𝑖𝑛 (𝑛𝑥)𝑑𝑥 = (∫ −𝐶𝑜𝑠 (𝑥)𝑆𝑖𝑛 (𝑛𝑥)𝑑𝑥 + ∫ 𝐶𝑜𝑠 (𝑥)𝑆𝑖𝑛 (𝑥𝑛)𝑑𝑥) =
𝜋 −𝜋 𝜋 −𝜋 0

0 𝜋
1 1 1
(∫ − [𝑆𝑖𝑛(1 + 𝑛)𝑥 − 𝑆𝑖𝑛(1 − 𝑛)𝑥]𝑑𝑥 + ∫ [𝑆𝑖𝑛(1 + 𝑛)𝑥 − 𝑆𝑖𝑛 (1 − 𝑛)𝑥]𝑑𝑥 ) =
𝜋 −𝜋 2 0 2

1 1 0 1 0 1 𝜋 1 𝜋
( ∫ −𝑆𝑖𝑛 (1 + 𝑛)𝑥 𝑑𝑥 + ∫ 𝑆𝑖𝑛(1 − 𝑛)𝑥 𝑑𝑥 + ∫ 𝑆𝑖𝑛 (1 + 𝑛)𝑥 𝑑𝑥 − ∫ 𝑆𝑖𝑛(1 − 𝑛)𝑥 𝑑𝑥 ) =
𝜋 2 −𝜋 2 −𝜋 2 0 2 0

1 𝐶𝑜𝑠 (1 + 𝑛)𝑥 0 𝐶𝑜𝑠 (1 − 𝑛)𝑥 0 𝐶𝑜𝑠 (1 + 𝑛)𝑥 𝜋 𝐶𝑜𝑠 (1 − 𝑛)𝑥 𝜋


[ { − { − { + { ]=
2𝜋 1+𝑛 −𝜋 1−𝑛 −𝜋 1+𝑛 0 1−𝑛 0

1 𝐶𝑜𝑠 (0) 𝐶𝑜𝑠 (1 + 𝑛)(−𝜋) 𝐶𝑜𝑠 (0) 𝐶𝑜𝑠 (1 − 𝑛)(−𝜋) 𝐶𝑜𝑠 (1 + 𝑛)(𝜋) 𝐶𝑜𝑠 (0)
[ − −( − )−( − )
2𝜋 1 + 𝑛 1+𝑛 1 −𝑛 1− 𝑛 1+ 𝑛 1+𝑛
𝐶𝑜𝑠 (1 − 𝑛)(𝜋) 𝐶𝑜𝑠 (0)
+( − )] =
1−𝑛 1−𝑛

1 𝐶𝑜𝑠 (0) 𝐶𝑜𝑠 (1 + 𝑛)(−𝜋) 𝐶𝑜𝑠 (0) 𝐶𝑜𝑠 (1 − 𝑛)(−𝜋) 𝐶𝑜𝑠 (1 + 𝑛)(𝜋) 𝐶𝑜𝑠 (0) 𝐶𝑜𝑠 (1 − 𝑛)(𝜋)
[ − − + − + +
2𝜋 1 + 𝑛 1+𝑛 1 −𝑛 1−𝑛 1+𝑛 1+𝑛 1−𝑛
(
𝐶𝑜𝑠 0 )
− ]
1 −𝑛

1 1 𝐶𝑜𝑠 (1 + 𝑛)(𝜋) 1 𝐶𝑜𝑠 (1 − 𝑛)(𝜋) 𝐶𝑜𝑠 (1 + 𝑛)(𝜋) 1 𝐶𝑜𝑠 (1 − 𝑛)(𝜋) 1


= [ − − + − + + − ]=
2𝜋 1 + 𝑛 1+𝑛 1−𝑛 1−𝑛 1+𝑛 1+ 𝑛 1− 𝑛 1−𝑛
183

1 2 2 2𝐶𝑜𝑠(1 + 𝑛)(𝜋) 2𝐶𝑜𝑠 (1 − 𝑛)(𝜋)


[ − − + ]=
2𝜋 1 + 𝑛 1 − 𝑛 1+𝑛 1−𝑛

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2 1 1 𝐶𝑜𝑠 (1 + 𝑛)(𝜋) 𝐶𝑜𝑠 (1 − 𝑛)(𝜋)


[ − − + ]=
2𝜋 1 + 𝑛 1 − 𝑛 1+𝑛 1−𝑛

1 (1 − 𝑛) − (1 + 𝑛) − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)(𝜋) + (1 + 𝑛)𝐶𝑜𝑠 (1 − 𝑛)(𝜋)


[ ]=
𝜋 (1 + 𝑛)(1 − 𝑛)

1 −2𝑛 − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)(𝜋) + (1 + 𝑛)𝐶𝑜𝑠 (1 − 𝑛)(𝜋)


[ ]=
𝜋 (1 − 𝑛 2 )

1 (1 + 𝑛)𝐶𝑜𝑠 (1 − 𝑛)(𝜋) − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)(𝜋) 2𝑛


[ 2 − ]=
𝜋 (1 − 𝑛 ) (1 − 𝑛 2)

Now if 𝑛 is even then 1 + 𝑛 and 1 − 𝑛 are odd and the equation(1 + 𝑛)𝐶𝑜𝑠 (1 − 𝑛)(𝜋) − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)(𝜋)
becomes (1 + 𝑛)(−1) − (1 − 𝑛)(−1) = −2𝑛

1 −2𝑛 2𝑛 1 −4𝑛
𝑏𝑛 = [ − ] = [ ] = −4 [ 𝑛 2 ]
𝜋 (1−𝑛2) (1−𝑛2 ) 𝜋 (1−𝑛2) 𝜋 (1−𝑛 )

And if 𝑛 is odd then 1 + 𝑛 and 1 − 𝑛 are even and the equation(1 + 𝑛)𝐶𝑜𝑠 (1 − 𝑛)(𝜋) − (1 − 𝑛)𝐶𝑜𝑠 (1 + 𝑛)(𝜋)
becomes (1 + 𝑛)(1) − (1 − 𝑛)(1) = 2𝑛
1 2𝑛 2𝑛
𝑏 𝑛 = 𝜋 [(1−𝑛2) − (1−𝑛2 )] = 0

𝑓(𝑥) = ∑ 𝑏 𝑛 𝑆𝑖𝑛(𝑛𝑥)
𝑛=1


−4 𝑛 −4 −2 4 6
|𝐶𝑜𝑠(𝑥)| = ∑ 𝑆𝑖𝑛(𝑛𝑥) = [ 𝑆𝑖𝑛(2𝑥) − 𝑆𝑖𝑛 (4𝑥) − 𝑆𝑖𝑛 (6𝑥) … ]
𝜋 (1 − 𝑛 )
2 𝜋 3 15 35
𝑛=1

8.7 Euler’s Formula


𝑥2 𝑥3 𝑥4 𝑥5
Since 𝑒 𝑥 = 1 + 𝑥 + + + + +⋯ −∞<𝑥 <∞
2! 3! 4! 5!

If 𝑥 = 𝑖𝜃 then

𝑖 2 𝜃 2 𝑖 3 𝜃3 𝑖 4 𝜃 4 𝑖 5 𝜃 5
𝑒 𝑖𝜃 = 1 + 𝑖𝜃 + + + + +⋯
2! 3! 4! 5!

𝑖𝜃
𝜃 2 𝑖𝜃 3 𝜃 4 𝑖𝜃 5
𝑒 = 1 + 𝑖𝜃 − − + + +⋯
2! 3! 4! 5!

𝜃2 𝜃4 𝜃3 𝜃5
𝑒 𝑖𝜃 = (1 − + + ⋯ ) + 𝑖(𝜃 − + + ⋯ )
2! 4! 3! 5!

𝑒 𝑖𝜃 = 𝐶𝑜𝑠(𝜃) + 𝑖𝑆𝑖𝑛(𝜃)
184

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8.8 Complex Fourier Series


From Euler formula if we replace 𝜃 with 𝑛𝑥 we get

𝑒 𝑖𝑛𝑥 = 𝐶𝑜𝑠(𝑛𝑥) + 𝑖𝑆𝑖𝑛(𝑛𝑥)

𝑒 −𝑖𝑛𝑥 = 𝐶𝑜𝑠 (𝑛𝑥) − 𝑖𝑆𝑖𝑛(𝑛𝑥)

From adding the two equations we get

𝑒 𝑖𝑛𝑥 + 𝑒 −𝑖𝑛𝑥 = 2𝐶𝑜𝑠(𝑛𝑥)

𝑒 𝑖𝑛𝑥 + 𝑒 −𝑖𝑛𝑥
𝐶𝑜𝑠 (𝑛𝑥) =
2

And from subtracting the two equations we get

𝑒 𝑖𝑛𝑥 − 𝑒 −𝑖𝑛𝑥 = 2𝑖𝑆𝑖𝑛(𝑛𝑥)

𝑒 𝑖𝑛𝑥 − 𝑒 −𝑖𝑛𝑥 𝑒 𝑖𝑛𝑥 − 𝑒 −𝑖𝑛𝑥 𝑖 −𝑖(𝑒 𝑖𝑛𝑥 − 𝑒 −𝑖𝑛𝑥 )


𝑆𝑖𝑛 (𝑛𝑥) = = ∗ =
2𝑖 2𝑖 𝑖 2

From

𝑒 𝑖𝑛𝑥 + 𝑒 −𝑖𝑛𝑥 𝑖(𝑒 𝑖𝑛𝑥 − 𝑒 −𝑖𝑛𝑥 )


𝑎𝑛 𝐶𝑜𝑠 (𝑛𝑥) + 𝑏 𝑛 𝑆𝑖𝑛(𝑛𝑥) = 𝑎𝑛 ( ) − 𝑏𝑛
2 2

𝑎𝑛 𝑒 𝑖𝑛𝑥 𝑎𝑛 𝑒 −𝑖𝑛𝑥 𝑖𝑏 𝑛 𝑒𝑖𝑛𝑥 𝑖𝑏 𝑛 𝑒 −𝑖𝑛𝑥 𝑒 𝑖𝑛𝑥 𝑒 −𝑖𝑛𝑥


𝑎𝑛 𝐶𝑜𝑠 (𝑛𝑥) + 𝑏 𝑛 𝑆𝑖𝑛(𝑛𝑥) = + − + = (𝑎𝑛 − 𝑖𝑏 𝑛 ) + (𝑎𝑛 + 𝑖𝑏 𝑛 )
2 2 2 2 2 2

To compare with Fourier series



𝑎0
𝑓(𝑥) = + ∑ (𝑎𝑛 𝐶𝑜𝑠(𝑛𝑥) + 𝑏 𝑛 𝑆𝑖𝑛(𝑛𝑥))
2
𝑛=1

1 1
Let 𝑎0 = 𝑐0 , 𝑐𝑛 = 2 (𝑎𝑛 − 𝑖𝑏 𝑛 ), 𝑑𝑛 = 2 (𝑎𝑛 + 𝑖𝑏 𝑛 )

Then the complex Fourier series becomes



𝑐0
𝑓(𝑥) = + ∑ (𝑐𝑛 𝑒 𝑖𝑛𝑥 + 𝑑𝑛 𝑒 −𝑖𝑛𝑥 )
2
𝑛=1

1 1 𝜋 1 𝜋
( )
𝑐𝑛 = 𝑎𝑛 − 𝑖𝑏 𝑛 = ∫ ( ) ( ( ) ( ))
𝑓 𝑥 𝐶𝑜𝑠 𝑛𝑥 − 𝑖𝑆𝑖𝑛 𝑛𝑥 𝑑𝑥 = ∫ 𝑓(𝑥) 𝑒 −𝑖𝑛𝑥 𝑑𝑥
2 2𝜋 −𝜋 2𝜋 −𝜋

1 1 𝜋 1 𝜋
𝑑𝑛 = (𝑎𝑛 + 𝑖𝑏 𝑛 ) = ∫ 𝑓(𝑥) (𝐶𝑜𝑠 (𝑛𝑥) + 𝑖𝑆𝑖𝑛 (𝑛𝑥)) 𝑑𝑥 = ∫ 𝑓(𝑥) 𝑒 𝑖𝑛𝑥 𝑑𝑥
2 2𝜋 −𝜋 2𝜋 −𝜋

Finally, we can use one formula 𝑐𝑛 = 𝑑𝑛 which means we take only one value

𝑐0
185

𝑓(𝑥) = + ∑ 𝑐𝑛 𝑒 𝑖𝑛𝑥
2
𝑛=−∞

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1 𝜋
𝑐𝑛 = ∫ 𝑓(𝑥) 𝑒 −𝑖𝑛𝑥 𝑑𝑥
2𝜋 −𝜋

For a period 2𝐿 our reasoning gives the complex Fourier series



𝑐0 𝑖𝑛𝜋𝑥
𝑓(𝑥) = + ∑ 𝑐𝑛 𝑒 𝐿
2
𝑛=−∞

1 𝐿
𝑐0 = ∫ 𝑓(𝑥) 𝑑𝑥
2𝐿 −𝐿

1 𝐿 −𝑖𝑛𝜋𝑥
𝑐𝑛 = ∫ 𝑓(𝑥) 𝑒 𝐿 𝑑𝑥
2𝐿 −𝐿

Example 8.10: find the complex Fourier series of 𝑓(𝑥) = 𝑒 𝑥 if −𝜋 < 𝑥 < 𝜋 and 𝑓(𝑥 + 2𝜋) = 𝑓(𝑥)

2𝜋 = 2𝐿 → 𝐿 = 𝜋

Since

𝑒 ±𝑖𝑛𝜋 = 𝐶𝑜𝑠 (𝑛𝜋) ± 𝑖𝑆𝑖𝑛 (𝑛𝜋) = 𝐶𝑜𝑠 (𝑛𝜋) = (−1)𝑛 𝑠𝑖𝑛𝑐𝑒 𝑆𝑖𝑛 (𝑛𝜋) = 0 𝑓𝑜𝑟 𝑛 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

𝑐0
𝑓(𝑥) = + ∑ 𝑐𝑛 𝑒 𝑖𝑛𝑥
2
𝑛=−∞

1 𝜋 𝑥 𝑆𝑖𝑛ℎ(𝜋)
𝑐0 = ∫ 𝑒 𝑑𝑥 =
2𝜋 −𝜋 𝜋

1 𝜋 1 𝜋 𝑥 −𝑖𝑛𝑥 1 𝜋 𝑥(1−𝑖𝑛) 1 𝑒 𝑥(1−𝑖𝑛) 𝜋


𝑐𝑛 = ∫ 𝑓(𝑥) 𝑒 −𝑖𝑛𝑥 𝑑𝑥 = ∫ 𝑒 𝑒 𝑑𝑥 = ∫ 𝑒 𝑑𝑥 = [ { ]
2𝜋 −𝜋 2𝜋 −𝜋 2𝜋 −𝜋 2𝜋 1 − 𝑖𝑛 −𝜋
1 1
= [𝑒 𝜋(1−𝑖𝑛) − 𝑒 −𝜋(1−𝑖𝑛) ] = [𝑒 𝜋 𝑒−𝜋𝑖𝑛 − 𝑒 −𝜋 𝑒 𝜋𝑖𝑛 ]
2𝜋(1 − 𝑖𝑛) 2𝜋(1 − 𝑖𝑛)

1 1
= [𝑒 𝜋 (𝐶𝑜𝑠 (𝑛𝜋) − 𝑖𝑆𝑖𝑛 (𝑛𝜋)) − 𝑒 −𝜋 (𝐶𝑜𝑠 (𝑛𝜋) + 𝑖𝑆𝑖𝑛 (𝑛𝜋))] = [𝑒 𝜋 (−1)𝑛 − 𝑒 −𝜋 (−1)𝑛 ]
2𝜋(1 − 𝑖𝑛) 2𝜋(1 − 𝑖𝑛)
(−1)𝑛
= [𝑒 𝜋 − 𝑒 −𝜋 ]
2𝜋(1 − 𝑖𝑛)

1 (1 + 𝑖𝑛) 1 + 𝑖𝑛 1 + 𝑖𝑛 𝑒 𝜋 − 𝑒 −𝜋
∗ = 2 2 = , 𝑆𝑖𝑛ℎ(𝜋) =
(1 − 𝑖𝑛) (1 + 𝑖𝑛) 1 + 𝑖𝑛 − 𝑖𝑛 − 𝑖 𝑛 1 + 𝑛2 2

(−1)𝑛 (1 + 𝑖𝑛)
𝑐𝑛 = 𝑆𝑖𝑛ℎ(𝜋)
𝜋(1 + 𝑛 2 )
∞ ∞
𝑐0 𝑆𝑖𝑛ℎ(𝜋) 𝑆𝑖𝑛ℎ(𝜋) (−1)𝑛 (1 + 𝑖𝑛)𝑒 𝑖𝑛𝑥
𝑓(𝑥) = + ∑ 𝑐𝑛 𝑒 𝑖𝑛𝑥 = + ∑
2 2𝜋 𝜋 (1 + 𝑛 2)
𝑛=−∞ 𝑛=−∞
186

For 𝑛 > 0

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(1 + 𝑖𝑛)𝑒 𝑖𝑛𝑥 = (1 + 𝑖𝑛)(𝐶𝑜𝑠 (𝑛𝑥) + 𝑖𝑆𝑖𝑛 (𝑛𝑥)) = 𝐶𝑜𝑠 (𝑛𝑥) + 𝑖𝑛𝐶𝑜𝑠 (𝑛𝑥) + 𝑖𝑆𝑖𝑛 (𝑛𝑥) − 𝑛𝑆𝑖𝑛 (𝑛𝑥)

(1 + 𝑖𝑛)𝑒 𝑖𝑛𝑥 = (𝐶𝑜𝑠 (𝑛𝑥) − 𝑛𝑆𝑖𝑛 (𝑛𝑥)) + 𝑖 (𝑛𝐶𝑜𝑠 (𝑛𝑥) + 𝑆𝑖𝑛(𝑛𝑥)) … (1)

For 𝑛 < 0

(1 − 𝑖𝑛)𝑒 −𝑖𝑛𝑥 = (1 − 𝑖𝑛)(𝐶𝑜𝑠(𝑛𝑥) − 𝑖𝑆𝑖𝑛 (𝑛𝑥)) = 𝐶𝑜𝑠 (𝑛𝑥) − 𝑖𝑛𝐶𝑜𝑠 (𝑛𝑥) − 𝑖𝑆𝑖𝑛 (𝑛𝑥) − 𝑛𝑆𝑖𝑛 (𝑛𝑥)

(1 − 𝑖𝑛)𝑒 −𝑖𝑛𝑥 = (𝐶𝑜𝑠 (𝑛𝑥) − 𝑛𝑆𝑖𝑛 (𝑛𝑥)) − 𝑖 (𝑛𝐶𝑜𝑠 (𝑛𝑥) + 𝑆𝑖𝑛 (𝑛𝑥)) … (2)

(1) + (2) = 2(𝐶𝑜𝑠 (𝑛𝑥) − 𝑛𝑆𝑖𝑛(𝑛𝑥))

𝐹𝑜𝑟 𝑛 = 0 𝑤𝑒 𝑔𝑒𝑡 1

𝑆𝑖𝑛ℎ(𝜋) 2𝑆𝑖𝑛ℎ(𝜋) (−1)𝑛
𝑒𝑥 = + ∑ (𝐶𝑜𝑠(𝑛𝑥) − 𝑛𝑆𝑖𝑛(𝑛𝑥))
4𝜋 𝜋 (1 + 𝑛 2 )
𝑛=1

𝑆𝑖𝑛ℎ(𝜋) 1 (−1)𝑛
= ( +2∗∑ ∗ (𝐶𝑜𝑠 (𝑛𝑥) − 𝑛𝑆𝑖𝑛 (𝑛𝑥)))
𝜋 4 (1 + 𝑛 2 )
𝑛=1

𝑆𝑖𝑛ℎ(𝜋) 1 −1 1
𝑒𝑥 = ( + 2 ∗ ([ (𝐶𝑜𝑠 (𝑥) − 𝑆𝑖𝑛 (𝑥)) + (𝐶𝑜𝑠 (2𝑥) − 2𝑆𝑖𝑛(2𝑥)) − ⋯ ])
𝜋 4 2 5

Example 8.11: find the complex Fourier series of 𝑓(𝑥) = 𝑒 −𝑡 for −1 < 𝑥 < 1 → 𝐿 = 1

𝑐0
𝑓 (𝑡 ) = + ∑ 𝑐𝑛 𝑒 𝑖𝑛𝜋𝑡
2
𝑛=−∞

1 1 1 1 1 1 (𝑒 − 𝑒 −1 )
𝑐0 = ∫ 𝑒 −𝑡 𝑑𝑡 = [−𝑒 −𝑡 { ] = [−𝑒 −1 + 𝑒] = [𝑒 − 𝑒 −1 ] = = 𝑆𝑖𝑛ℎ(1)
2 −1 2 −1 2 2 2

1 1 1 1 1 𝑒 𝑡(−1−𝑖𝑛𝜋) 1 1
𝑐𝑛 = ∫ 𝑒 −𝑡 𝑒 −𝑖𝑛𝜋𝑡 𝑑𝑡 = ∫ 𝑒 𝑡(−1−𝑖𝑛𝜋) 𝑑𝑡 = [ { ]= [𝑒 (−1−𝑖𝑛𝜋 ) − 𝑒 −(−1−𝑖𝑛𝜋 ) ] =
2 −1 2 −1 2 (−1 − 𝑖𝑛𝜋) −1 2(−1 − 𝑖𝑛𝜋)

1 1
= [𝑒 (−1−𝑖𝑛𝜋 ) − 𝑒 (1+𝑖𝑛𝜋 ) ] = [𝑒 −1 𝑒−𝑖𝑛𝜋 − 𝑒 1 𝑒 𝑖𝑛𝜋 ]
−2(1 + 𝑖𝑛𝜋) −2(1 + 𝑖𝑛𝜋)

1
= [𝑒 −1 (𝐶𝑜𝑠 (𝑛𝜋) − 𝑖𝑆𝑖𝑛 (𝑛𝜋)) − 𝑒 1 (𝐶𝑜𝑠(𝑛𝜋) + 𝑖𝑆𝑖𝑛 (𝑛𝜋))] =
−2(1 + 𝑖𝑛𝜋)

1 (−1)𝑛 (−1)𝑛
[𝑒 −1 (−1)𝑛 − 𝑒 1 (−1)𝑛 ] = [𝑒 1 − 𝑒 −1 ] = 𝑆𝑖𝑛ℎ(1)
−2(1 + 𝑖𝑛𝜋) 2(1 + 𝑖𝑛𝜋) (1 + 𝑖𝑛𝜋)

(−1)𝑛 (1 − 𝑖𝑛𝜋) (−1)𝑛 (1 − 𝑖𝑛𝜋)


∗ =
(1 + 𝑖𝑛𝜋) (1 − 𝑖𝑛𝜋) 1 + 𝑛 2 𝜋2

(−1)𝑛 (1 − 𝑖𝑛𝜋)
𝑐𝑛 = 𝑆𝑖𝑛ℎ(1)
1 + 𝑛 2𝜋 2
∞ ∞
𝑐0 (−1)𝑛 (1 − 𝑖𝑛𝜋) 𝑖𝑛𝜋𝑡
187

𝑓(𝑡 ) = + ∑ 𝑐𝑛 𝑒 𝑖𝑛𝑡 = 𝑆𝑖𝑛ℎ(1) + 𝑆𝑖𝑛ℎ(1) ∑ 𝑒


2 1 + 𝑛 2 𝜋2
𝑛=−∞ 𝑛=−∞

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PERIODIC FUNCTIONS s4ifbn.com

For 𝑛 > 0

(1 − 𝑖𝑛𝜋)𝑒 𝑖𝑛𝜋𝑡 = (1 − 𝑖𝑛𝜋) (𝐶𝑜𝑠(𝑛𝜋𝑡 ) + 𝑖𝑆𝑖𝑛 (𝑛𝜋𝑡 ) = 𝐶𝑜𝑠 (𝑛𝜋𝑡 ) − 𝑖𝑛𝜋𝐶𝑜𝑠 (𝑛𝜋𝑡 ) + 𝑖𝑆𝑖𝑛 (𝑛𝜋𝑡 ) − 𝑖 2 𝑛𝜋𝑆𝑖𝑛(𝑛𝜋𝑡 )

(1 − 𝑖𝑛𝜋)𝑒 𝑖𝑛𝜋𝑡 = 𝐶𝑜𝑠 (𝑛𝜋𝑡 ) − 𝑖𝑛𝜋𝐶𝑜𝑠 (𝑛𝜋𝑡 ) + 𝑖𝑆𝑖𝑛 (𝑛𝜋𝑡 ) + 𝑛𝜋𝑆𝑖𝑛 (𝑛𝜋𝑡 )

(1 − 𝑖𝑛𝜋)𝑒 𝑖𝑛𝜋𝑡 = 𝐶𝑜𝑠 (𝑛𝜋𝑡 ) + 𝑛𝜋𝑆𝑖𝑛 (𝑛𝜋𝑡 ) + 𝑖(𝑆𝑖𝑛 (𝑛𝜋𝑡 ) − 𝑛𝜋𝐶𝑜𝑠 (𝑛𝜋𝑡 ))… (1)

For 𝑛 < 0

(1 + 𝑖𝑛𝜋)𝑒 −𝑖𝑛𝜋𝑡 = (1 + 𝑖𝑛𝜋) (𝐶𝑜𝑠 (𝑛𝜋𝑡 ) − 𝑖𝑆𝑖𝑛 (𝑛𝜋𝑡 ) = 𝐶𝑜𝑠 (𝑛𝜋𝑡 ) + 𝑖𝑛𝜋𝐶𝑜𝑠 (𝑛𝜋𝑡 ) − 𝑖𝑆𝑖𝑛 (𝑛𝜋𝑡 ) − 𝑖 2 𝑛𝜋𝑆𝑖𝑛(𝑛𝜋𝑡 )

(1 + 𝑖𝑛𝜋)𝑒 −𝑖𝑛𝜋𝑡 = 𝐶𝑜𝑠 (𝑛𝜋𝑡 ) + 𝑖𝑛𝜋𝐶𝑜𝑠 (𝑛𝜋𝑡 ) − 𝑖𝑆𝑖𝑛 (𝑛𝜋𝑡 ) + 𝑛𝜋𝑆𝑖𝑛 (𝑛𝜋𝑡 )

(1 + 𝑖𝑛𝜋)𝑒 −𝑖𝑛𝜋𝑡 = 𝐶𝑜𝑠 (𝑛𝜋𝑡 ) + 𝑛𝜋𝑆𝑖𝑛 (𝑛𝜋𝑡 ) − 𝑖(𝑆𝑖𝑛(𝑛𝜋𝑡 ) − 𝑛𝜋𝐶𝑜𝑠 (𝑛𝜋𝑡 ))… (2)

(1) + (2) = 2(𝐶𝑜𝑠 (𝑛𝜋𝑡 ) + 𝑛𝜋𝑆𝑖𝑛 (𝑛𝜋𝑡 )) = 2𝐶𝑜𝑠 (𝑛𝜋𝑡 ) = 2(−1)𝑛



𝑆𝑖𝑛ℎ(1) (−1)2𝑛
𝑒 −𝑡 = + 2𝑆𝑖𝑛ℎ(1) ∑
2 1 + 𝑛 2𝜋 2
𝑛=−∞

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8.9 Discrete Fourier Series


When 𝑓(𝑥) not gives in this formula but gives by a table of observed values, this problem arises in many contexts, an
important one being in analyzing the motion of the sea by taking sample readings over a period of time, consider the
pattern of fitting a finite trigonometric series to a function 𝑓(𝑥) specified by (2𝑛 + 1) values
𝑓(𝑥 0),𝑓(𝑥 1),… , 𝑓(𝑥 2𝑛 )

If the (2𝑛 + 1) points we determine Fourier series as:


𝑛
𝑎0 2𝑘𝜋𝑥 2𝑘𝜋𝑥
𝑓(𝑥) = + ∑ (𝑎𝑘 𝐶𝑜𝑠 ( ) + 𝑏 𝑘 𝑆𝑖𝑛 ( ))
2 2𝑛 + 1 2𝑛 + 1
𝑘=1
2𝑛
2 2𝑘𝜋𝑥 𝑖
𝑎𝑘 = ∑ (𝑓(𝑥𝑖 )𝐶𝑜𝑠 ( )) 𝑘 = 0,1,2,3… 𝑛
2𝑛 + 1 2𝑛 + 1
𝑖=0
2𝑛
2 2𝑘𝜋𝑥 𝑖
𝑏𝑘 = ∑(𝑓(𝑥 𝑖 )𝑆𝑖𝑛 ( )) 𝑘 = 1,2,3… 𝑛
2𝑛 + 1 2𝑛 + 1
𝑖=0

Example 8.12: fit the trigonometric approximation and estimate f (2.5) use n=2

X 0 1 2 3 4
F(x) 0 2 4 2 0

For 𝑘 = 0,1,2
4
2 2 16
𝐼𝑓 𝑘 = 0 → 𝑎0 = ∑(𝑓(𝑥 𝑖 )𝐶𝑜𝑠(0)) = [(0 ∗ 1) + (2 ∗ 1) + (4 ∗ 1) + (2 ∗ 1) + (0 ∗ 1)] = = 3.2
5 5 5
𝑖=0
4
2 2𝜋𝑥 𝑖
𝐼𝑓 𝑘 = 1 → 𝑎1 = ∑ (𝑓(𝑥 𝑖 )𝐶𝑜𝑠 ( ))
5 5
𝑖=0
2 2𝜋 4𝜋 6𝜋
= [(0 ∗ 𝐶𝑜𝑠 (0)) + (2 ∗ 𝐶𝑜𝑠 ( )) + (4 ∗ 𝐶𝑜𝑠 ( )) + (2 ∗ 𝐶𝑜𝑠 ( ))
5 5 5 5
8𝜋 2 2
+ (0 ∗ 𝐶𝑜𝑠 ( ))] = (0.61 − 3.23 − 1.61) = (−4.23) = −1.692
5 5 5
4
2 4𝜋𝑥 𝑖
𝐼𝑓 𝑘 = 2 → 𝑎2 = ∑ (𝑓(𝑥 𝑖 )𝐶𝑜𝑠 ( ))
5 5
𝑖=0
2 4𝜋 8𝜋 12𝜋
= [(0 ∗ 𝐶𝑜𝑠 (0)) + (2 ∗ 𝐶𝑜𝑠 ( )) + (4 ∗ 𝐶𝑜𝑠 ( )) + (2 ∗ 𝐶𝑜𝑠 ( ))
5 5 5 5
16𝜋 2
+ (0 ∗ 𝐶𝑜𝑠 ( ))] = (−1.61 + 1.23 + 0.61) = 0.092
5 5
189

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For 𝑘 = 1,2
4
2 2𝜋𝑥 𝑖
𝐼𝑓 𝑘 = 1 → 𝑏 1 = ∑ (𝑓(𝑥 𝑖 )𝑆𝑖𝑛 ( ))
5 5
𝑖=0
2 2𝜋 4𝜋 6𝜋
= [(0 ∗ 𝑆𝑖𝑛(0)) + (2 ∗ 𝑆𝑖𝑛 ( )) + (4 ∗ 𝑆𝑖𝑛 ( )) + (2 ∗ 𝑆𝑖𝑛 ( ))
5 5 5 5
8𝜋 2
+ (0 ∗ 𝑆𝑖𝑛 ( ))] = (1.9 + 2.35 − 1.175) = 1.23
5 5
4
2 4𝜋𝑥 𝑖
𝐼𝑓 𝑘 = 2 → 𝑏 2 = ∑ (𝑓(𝑥𝑖 )𝑆𝑖𝑛 ( ))
5 5
𝑖=0
2 4𝜋 8𝜋 12𝜋
= [(0 ∗ 𝑆𝑖𝑛(0)) + (2 ∗ 𝑆𝑖𝑛 ( )) + (4 ∗ 𝑆𝑖𝑛 ( )) + (2 ∗ 𝑆𝑖𝑛 ( ))
5 5 5 5
16𝜋 2
+ (0 ∗ 𝑆𝑖𝑛 ( ))] = (1.175 − 3.8 + 1.9) = −0.29
5 5

2
3.2 2𝜋𝑥 2𝜋𝑥 4𝜋𝑥 4𝜋𝑥
𝑓(𝑥) = + ∑ (𝑎1𝐶𝑜𝑠 ( ) + 𝑏 1𝑆𝑖𝑛 ( ) + 𝑎2 𝐶𝑜𝑠 ( ) + 𝑏 2𝑆𝑖𝑛 ( ))
2 5 5 5 5
𝑘=1
2𝜋𝑥 2𝜋𝑥 4𝜋𝑥 4𝜋𝑥
𝑓(𝑥) = 1.6 − 1.692 ∗ 𝐶𝑜𝑠 ( ) + 1.23 ∗ 𝑆𝑖𝑛 ( ) + 0.092 ∗ 𝐶𝑜𝑠 ( ) − 0.29 ∗ 𝑆𝑖𝑛 ( )
5 5 5 5
2𝜋(2.5) 2𝜋(2.5) 4𝜋(2.5)
𝑓(2.5) = 1.6 − 1.692 ∗ 𝐶𝑜𝑠 ( ) + 1.23 ∗ 𝑆𝑖𝑛 ( ) + 0.092∗ 𝐶𝑜𝑠 ( ) − 0.29
5 5 5
4𝜋(2.5)
∗ 𝑆𝑖𝑛 ( )
5

𝑓(2.5) = 1.6 + 1.692 + 0 + 0.092 − 0 ≈ 3.384

190

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Chapter Nine
Linear Programming

Linear Programming
9.1 Definition
9.2 Graphical Method
9.3 McLaurin’s Series
9.4 Fourier’s Series
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9.1 Definition
1- Optimization Problems

Problem which seek to maximize or minimize a numerical function of a number of variables (functions) subject to
certain constraints form a general class which may be called optimization problems

2- Linear Programming

It is concerned with solving a very special type of problem one in which all relations among variables are linear both
in the constraints and the function to be optimized

Linear Programming Components

- Objective Function (O.F)

Max or Min 𝑧 = 𝑐1 𝑥1 ± 𝑐2 𝑥 2 ± ⋯ ± 𝑐𝑛 𝑥 𝑛

- Subject to constraints (s.t)


𝑎11𝑥1 ± 𝑎12 𝑥2 ± ⋯ ± 𝑎1𝑛 𝑥 𝑛 ( =) 𝑏1


𝑎21 𝑥1 ± 𝑎22 𝑥2 ± ⋯ ± 𝑎2𝑛 𝑥𝑛 ( =) 𝑏2


𝑎𝑚1 𝑥1 ± 𝑎𝑚2 𝑥 2 ± ⋯ ± 𝑎𝑚𝑛 𝑥 𝑛 (=) 𝑏 𝑚

Where 𝑥 1,𝑥 2 ,𝑥 3 ,… 𝑥 𝑛 ≥ 0 non-negativity constraints, 𝑐1 ,𝑐2 , 𝑐3 ,… 𝑐𝑛 are constants 𝑎11,𝑎12 ,𝑎13,… 𝑎𝑚𝑛 are constants
𝑥 1,𝑥 2 ,𝑥 3 ,… 𝑥 𝑛 decision variables, 𝑏 1,𝑏 2 ,𝑏 3,… 𝑏 𝑛 are resources

There are several methods for linear programming:

a- Graphical Method
b- Algebraic Method
c- Simplex Method
d- Transportation Method
e- Networks Method
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9.2 Graphical Method


To solve by this method:

a- Plot the constraints


b- Plot the objective function
c- Feasible solution space
d- Find the point or points that satisfied the objective function

Example 9.1: a computer manufacturer produces two types of products A + B in two departments I and II and the
production times table

Department Timer (hr) per unit of A Time (hr) per unit of B Available time (hr)
I 2 3 18
II 4 2 16

The manufacturer has committed himself to produce at least one unit of B and at most two units of A, the profit in
selling A is 6$/unit and that of B is 2$/unit find the optimal number of units of A and B that should be produced to
maximize the profit

Decision variables

𝑥 1 𝑡ℎ𝑒 𝑜𝑝𝑡𝑖𝑚𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑢𝑛𝑖𝑡𝑠 𝑜𝑓 𝐴


𝑥 2 𝑡ℎ𝑒 𝑜𝑝𝑡𝑖𝑚𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑢𝑛𝑖𝑡𝑠 𝑜𝑓 𝐵

Objective function

𝑍max 𝑝𝑟𝑜𝑓𝑖𝑡 = 6𝑥1 + 2𝑥 2

Subject to Constraints

1- 2𝑥1 + 3𝑥 2 ≤ 18
2- 4𝑥1 + 2𝑥 2 ≤ 16
3- 𝑥2 ≥ 1
4- 𝑥1 ≤ 2
5- 𝑥 1 ,𝑥 1 ≥ 0 because we cannot produce in negative
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𝑥1 ≤ 2

2𝑥 1 + 3𝑥2 ≤ 18

𝑥2 ≥ 1 4𝑥 1 + 2𝑥2 ≤ 16

We can observe that how we graphed this example:

a- 𝑥 1 ≥ 0 at two cases
Case I 𝑥 1 = 0 all point of 𝑥 1 = 0 on 𝑥 2
Case II 𝑥 1 > 0 all value of 𝑥 1 positive real number there is infinite number of lines which parallel to 𝑥 2
b- 𝑥 2 ≥ 0 at two cases
Case I 𝑥 2 = 0 all point of 𝑥 2 = 0 on 𝑥 1
Case II 𝑥 2 > 0 all value of 𝑥 2 positive real number there is infinite number of lines which parallel to 𝑥 1
c- 2𝑥1 + 3𝑥 2 ≤ 18
2𝑥1 + 3𝑥 2 = 18
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 6 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0,6)
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 9 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (9,0)

d- 4𝑥1 + 2𝑥 2 ≤ 16
4𝑥1 + 2𝑥 2 = 16
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 8 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0,8)
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 4 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (4,0)
e- 𝑥 2 ≥ 1
f- 𝑥 1 ≤ 2

Then we find the extreme points from the intersection of the constraint lines

The line 𝑥 1 = 2 intersect the line 4𝑥1 + 2𝑥 2 = 16 at the point (2, 4)


The line 2𝑥 1 + 3𝑥2 = 18 intersect the line 4𝑥1 + 2𝑥 2 = 16 at the point (1.5, 5)
194

Extreme points 𝑥1 𝑥 2 𝑧 = 6𝑥1 + 2𝑥 2


(0, 1) 0 1 2
(2, 1) 2 1 14

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(2, 4) 2 4 20
(1.5, 5) 1.5 5 14
(0, 4) 0 4 8

So, the optimal solution 𝑥 1 = 2, 𝑥 2 = 4 𝑎𝑛𝑑 𝑧 = 20

Example 9.2:

Find the optimal solution and basic variable, minimize: 𝑧 = 40𝑥1 + 36𝑥2 subject to

𝑥1 ≤ 8
𝑥 2 ≤ 10
5𝑥1 + 3𝑥 2 ≥ 45
𝑥 1,𝑥 2 ≥ 0

a- 𝑥 1 ≤ 8
i) 𝑥1 = 8
ii) 𝑥1 < 8
b- 𝑥 2 ≤ 10
i) 𝑥 2 = 10
ii) 𝑥 2 < 10

c- 5𝑥1 + 3𝑥 2 ≤ 45
i) 5𝑥1 + 3𝑥 2 = 45
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 15 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0,15)
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 9 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (9,0)
ii) 5𝑥1 + 3𝑥 2 < 45

Then we find the extreme points from the intersection of the constraint lines

5
The line 𝑥 1 = 8 intersect the line 5𝑥1 + 3𝑥 2 = 45 at the point (8, 3)

The line 𝑥 2 = 10 intersect the line 5𝑥1 + 3𝑥 2 = 45 at the point (3,10)

The line 𝑥 2 = 10 intersect the line 𝑥 1 = 8 at the point (8, 10)

Extreme points 𝑥1 𝑥2 𝑧 = 40𝑥1 + 36𝑥2


5 8 5 380
(8, )
3 3
(8, 10) 8 10 680
(3, 10) 3 10 480

5
So, the optimal solution 𝑥 1 = 8, 𝑥 2 = 3 𝑎𝑛𝑑 𝑧 = 380
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5𝑥1 + 3𝑥 2 = 45 𝑥1 = 8

𝑥 2 = 10

Example 9.3: a company markets two mixes of concrete X and Y the company is capable of producing up to truckloads
per hour of X or up to 5 truckloads per hour of Y the trucks available can carry up to 6 loads per hour of X and up to 10
loads per hour of Y because of the different distances that have to be covered, however no more than 7 loads per hour
can be handled at the loading phase of the operation, the profit on a truckload of max X is 4$ and on a truckload of
max Y is 6$ now can put the problem as:

Replace X, Y by 𝑥 1,𝑥 2
Find the optimal solution and basic variable, maximize: 𝑧 = 4𝑥 1 + 6𝑥2 subject to

𝑥 1,𝑥 2 ≥ 0
𝑥 1 + 2𝑥2 ≤ 10
5𝑥1 + 3𝑥 2 ≤ 30
𝑥1 + 𝑥2 ≤ 7

a- 𝑥 1 ≥ 0 at two cases
Case I 𝑥 1 = 0 all point of 𝑥 1 = 0 on 𝑥 2
Case II 𝑥 1 > 0 all value of 𝑥 1 positive real number there is infinite number of lines which parallel to 𝑥 2
b- 𝑥 2 ≥ 0 at two cases
Case I 𝑥 2 = 0 all point of 𝑥 2 = 0 on 𝑥 1
Case II 𝑥 2 > 0 all value of 𝑥 2 positive real number there is infinite number of lines which parallel to 𝑥 1

c- 𝑥 1 + 2𝑥2 ≤ 10
𝑥 1 + 2𝑥2 = 10 Line 1
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 5 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0,5)
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 10 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (10,0)

d- 5𝑥1 + 3𝑥 2 ≤ 30
196

5𝑥1 + 3𝑥 2 = 30 Line 2
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 10 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0,10)
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 6 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (6,0)

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e- 𝑥 1 + 𝑥 2 ≤ 7
𝑥1 + 𝑥2 = 7 Line 3
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 7 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0,7)
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 7 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (7,0)

Then we find the extreme points from the intersection of the constraint lines

Line 1 intersects Line 2

𝑥 1 + 2𝑥2 − 10 = 5𝑥1 + 3𝑥 2 − 30

At the point (4.2,2.8)

Line 1 intersects Line 3

𝑥 1 + 2𝑥2 − 10 = 𝑥 1 + 𝑥 2 − 7

At the point (4, 3)

Line 2 intersects Line 3

5𝑥1 + 3𝑥 2 − 30 = 𝑥 1 + 𝑥 2 − 7

At the point (4.5,2.5)

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Extreme points 𝑥1 𝑥2 𝑧𝑚𝑎𝑥 = 4𝑥1 + 6𝑥 2


(0,5) 0 5 30
(4, 3) 4 3 34
(4.5, 2.5) 4.5 2.5 33
(6,0) 6 0 24

So, the optimal solution 𝑥 1 = 4, 𝑥 2 = 3 𝑎𝑛𝑑 𝑧 = 34

Example 9.4:

Find the optimal solution and basic variable, Min 𝑧 = 2𝑥1 + 3𝑥 2 subject to

𝑥 1,𝑥 2 ≥ 0
𝑥 1,𝑥 2 ≤ 3
𝑥1 + 𝑥2 ≤ 4
6𝑥1 + 2𝑥 2 ≥ 8
𝑥 1 + 5𝑥2 ≥ 4

𝑥2 = 3 Line 1
𝑥1 = 3 Line 2

a- 𝑥1 + 𝑥 2 ≤ 4
𝑥 1 + 𝑥 2 = 4 Line 3
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 4 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0,4)
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 4 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (4,0)

b- 6𝑥1 + 2𝑥 2 ≥ 8
6𝑥1 + 2𝑥 2 = 8 Line 4
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 4 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0,4)
4 4
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 ( , 0)
3 3

c- 𝑥1 + 5𝑥 2 ≥ 4
𝑥 1 + 5𝑥2 = 4 Line 5
4 4
𝑖𝑓 𝑥 1 = 0 → 𝑥 2 = 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (0, )
5 5
𝑖𝑓 𝑥 2 = 0 → 𝑥1 = 4 𝑤𝑒 𝑔𝑜𝑡 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (4,0)

Then we find the extreme points from the intersection of the constraint lines

Line 4 intersects Line 1

6𝑥1 + 2𝑥 2 − 8 = 3
1
At the point (3 , 3)
198

Line 1 intersects Line 3

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3 = 𝑥1 + 𝑥2 − 4

At the point (1, 3)

Line 3 intersects Line 2

𝑥1 + 𝑥2 − 4 = 0

At the point (3, 1)

Line 2 intersects Line 5

0 = 𝑥1 + 5𝑥 2 − 4
1
At the point (3, 5)

Line 4 intersects Line 5

6𝑥1 + 2𝑥 2 − 8 = 𝑥 1 + 5𝑥 2 − 4
8 4
At the point (7 , 7)

199

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Extreme points 𝑥1 𝑥 2 𝑧𝑚𝑖𝑛 = 2𝑥 1 + 3𝑥2


1 1 3
( , 3) 9.666
3 3
(1,3) 1 3 11
(3,1) 3 1 9
1 3 1
(3, ) 6.6
5 5
8 4 8 4
( , ) 4
7 7 7 7

8 4
So, the optimal solution 𝑥 1 = 7 , 𝑥 2 = 7 𝑎𝑛𝑑 𝑧 = 4

200

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