Analysis 2 CC12024 Final 12 AC
Analysis 2 CC12024 Final 12 AC
Exercise 1
Z Z
2
Given the following two integrals I1 = x cos x dx and I2 = x sin2 x dx
Exercise 2
Z π/4
The aim of this exercise is to evaluate the following definite integrale I = ln(1 + tan(x)) dx.
0
Z b Z b/2
1. Prove by substitution that if f (x) is integrable on[0, b] f (x) dx = f (x) + f (b − x) dx.
0 0
tan(α) + tan(β)
2. Using the property proved in(1) and the identity tan(α + β) = , evaluate I.
1 − tan(α) tan(β)
Exercise 3
3x2 + 7x − 2
1. Find the partial fraction decomposition for f (x) = 3 .
x − x2 − 2x
Z
2. Evaluate the integral f (x) dx.
Exercise 4
Z b
The aim in this exercise is to try to evaluate J = cos x dx, using the Riemann sum with a partition
a
of [a, b] and using the right or the left point approximation.
n (2n+1)θ
X 1 sin( 2 )
1. Give a proof of the Lagrange Trigonometric Identity (LTI) : cos kθ = + θ
.
k=0
2 2 sin( 2
)
a 2a 3a
2. Derive the Riemann partial sum of J using the partition {0, , , ...., a} and the LTI.
n n n
Z a Z b
3. By letting n → ∞ in the Riemann sum, evaluate cos x dx and then deduce cos x dx.
0 a
1
T ypi cal Soluti on Wit h D etails
Solution of Exercise 1
(0.25+0.25) pt/5
Integrating the first easily and the second by parts, we obtain two new equations,
1
I1 + I2 = x2 + C1 ,
Z2 Z
x 1 x 1
I1 − I2 = x cos 2x dx = sin 2x −
sin 2x dx = sin 2x + cos 2x + C2 ,
2 2 2 4
(0.5+0.5) pt/5
and finally,
2
I1 = x +
x 1
sin 2x + cos 2x + C3 ,
42 4 8
x x 1
I2 = − sin 2x − cos 2x + C4 .
4 4 8
(0.5+0.5) pt/5
Z Z
2. If we try to calculate the two integrals I1 = x cos2 x dx and I2 = x sin2 x dx directly, we can
first linearise the cos2 x, sin2 x terms using the trigonometric relations :
cos2 x = 1 + cos 2x ,
2
2
sin x = 1 − cos 2x
,
2
Z Z Z Z
2 1 + cos 2x 1 1
I1 = x cos x dx = x dx = x dx + x cos 2x dx,
Z 2 2Z 2Z
−
Z
2 1 cos 2x 1 1
I2 = x sin x dx = x dx = x dx − x cos 2x dx.
2 2 2
(0.25+0.25) pt/5
So the final expressions of I1,2 , after simply integrating the first term and integrating by parts of
which are the same as the ones obtained in the first question above.
Solution of Exercise 2
π/4
The aim of this exercise is to evaluate the following definite integral I = int0 ln(1 + tan(x)) dx, using
f (x) + f (b − x) dx. We will start by rewriting the first member of the equation using the
0
CHASLES relation,
Z b Z b/2 Z b
f (x) dx = f (x) dx + f (x) dx. (1)
0 0 b/2
(0.5) pt/5
dy = −dx.
(0.5) pt/5
(2)
(1.) pt/5
tan(α) + tan(β)
2. Using the property proved in(1) and the identity tan(α+β) = , we will evaluate
1 − tan(α) tan(β)
I.
Z π/4 Z π/8
π
I= ln(1 + tan x) dx = ln(1 + tan x) + ln(1 + tan( − x)) dx =
0 0 4
Z π/8 Z π/8
1 − tan x 2
ln(1 + tan x) + ln(1 + ) dx = ln(1 + tan x) + ln( ) dx =
0 1 + tan x 0 1 + tan x
Z π/8
π ln 2
ln(1 + tan x) + ln 2 − ln(1 + tan x) dx = . (4)
0 8
(1.+1.+1.) pt/5
The numerical value of the definite integral defined in this way is given by :
Z π/4
π ln 2
I= ln(1 + tan(x)) dx = . (5)
0 8
Solution of Exercise 3
3x2 + 7x − 2
1. The partial fraction decomposition for f (x) = , is done in four steps.
x3 − x2 − 2x
(a) Step 1 : Factoring the denominator, we find that x3 − x2 − 2x = x(x + 1)(x − 2) in which a
(0.5) pt/5
3x2 + 7x − 2 3x2 + 7x − 2 A B C
f (x) = 3 2
= = + + . (6)
x − x − 2x x(x + 1)(x − 2) x x+1 x−2
(0.25) pt/5
(c) Step 3 : A reduction to the same denominator is made on the second member of the equation
(0.5) pt/5
(d) Step 4 : We now equate coefficients of the same order on both sides of the equation in Step 3.
A + B + C = 3,
−A − 2B + C = 7,
−2A = −2.
(0.25+0.25+0.25) pt/5
(0.25+0.25+0.25) pt/5
Substituting the values of A, B, and C into equation (3), the partial fraction decomposition is
1 2 4
f (x) = − + . (8)
x x+1 x−2
(0.25) pt/5
Simple integration of the three terms will only generate logarithmic functions,
|x|(x − 2)4
Z
f (x) dx = ln|x| − 2ln|x + 1| + 4ln|x − 2| + C = ln + C. (10)
(x + 1)2
(0.5+0.5+0.5) pt/5
Solution of Exercise 4
Z b
The aim of this exercise is to try to evaluate cos x dx, using the Riemann sum with a partition of [a, b]
a
and the right or left point approximation. The calculation is simpler than it looks. Since the function
cos x is continuous, it is integrable in the Riemann sense. The definite integral of cos x from a to b is
(0.5) pt/5
b−a
where ∆x = and xk = a + k∆x.
n
(0.5) pt/5
n (2n+1)θ
1 sin( 2 )
X
1. First, we will prove Lagrange’s Trigonometric Identity (LTI) : + cos kθ =
θ
. This
k=0
2 2 sin( 2
)
identity will be very useful later. We start with the complex form of cos kθ. This is given by the
well-known relation,
ejkθ + e−jkθ
cos kθ = , (12)
2
(0.5) pt/5
n n n n
ejkθ + e−jkθ
X X 1 X jkθ X −jkθ
cos kθ = = e + e
k=0 k=0
2 2 k=0 k=0
1 ej(n+1)θ − 1 e−j(n+1)θ − 1
= + . (13)
2 ejθ − 1 e−jθ − 1
where a is the coefficient of each term and r the common ratio between adjacent terms. After a
(0.5) pt/5
Z a
a 2a 3a
2. Writing the J(0, a) = cos x dx as a Riemann sum using a partition {0, , , ...., a} is
0 n n n
obvious. For the Left Point Approximation (LPA), we have,
Z a n−1
X
J(0, a) = cos x dx = lim (cos xk ) ∆x, (17)
0 n→∞
k=0
(0.5) pt/5
a
With the particular case of xk = kαn and ∆x = = αn . Using LTI (with θ = αn ) the partial
n
sum of the Riemann series becomes
n−1 n−1
αn sin(2n − 1) α2n
X X αn
(cos xk ) ∆x = αn (cos kαn ) = αn + . (19)
k=0 k=0
2 sin( 2
) 2
(0.5) pt/5
n−1 n−1
( )
a
αn sin(2n − 1) α2n
Z
X X αn
J(0, a) = cos x dx = lim (cos xk ) ∆x = lim (cos kαn ) = lim + .
0 n→∞
k=0
n→∞
k=0
n→∞ 2 sin( α2n ) 2
(20)
(0.5+0.5) pt/5
and, after the calculation, we get the long awaited final result
( )
αn sin(2n − 1) α2n
Z a
αn
J(0, a) = cos x dx = lim + = sin(a), (21)
0 n→∞ 2 sin( α2n ) 2
(0.5) pt/5
Z b
Finally, we can evaluate the most general definite integral, J(a, b) = cos x dx using the CHASLES
a
relation :
Z b Z 0 Z b
cos x dx = cos x dx + cos x dx = 0 = J(0, b) − J(0, a) = sin(b) − sin(a). (22)
a a 0
(0.5) pt/5
N.B.
The difference between the two approximations (LPA and RPA) is illustrated on the last page by the
plots (FIGURE 1,2,3,4), which are the real graphs produced by the MATHEMATICA software. The
first two (FIGURE 1 and FIGURE 2) correspond to the case of n = 10, however, the case of n = 50 is
illustrated in the figures (FIGURE 3 and FIGURE 4). They show a tendency to be identical, especially
when the infinite limit is reached, which is reminiscent of the property of integrability in the Riemann
0.8
0.6
0.4
0.2
0.0
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
Figure 1 – LPA in Riemann Sum of cos x in Figure 2 – RPA in Riemann Sum of cos x in
1.0
0.8
0.6
0.4
0.2
0.0
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
Figure 3 – LPA in Riemann Sum of cos x in Figure 4 – RPA in Riemann Sum of cos x in