1 Review of Key Concepts From Previous Lectures: Lecture Notes - Amber Habib - December 1
1 Review of Key Concepts From Previous Lectures: Lecture Notes - Amber Habib - December 1
2 Improper Integrals
In the last lecture we discussed integrals over unbounded intervals theseZare called Type
Z a
I improper integrals and have one of the following forms: f (x) dx, f (x) dx, or
Z a
f (x) dx.
The other kind is when the integrand f (x) is unbounded. Such integrals are called Type
II improper integrals and occur when f (x) has a vertical asymptote at some point.
Theorem 3.1 Let f, g : [a, b] R be continuous functions such that g does not change
sign. Then c [a, b] such that
Z b Z b
f (x) g(x) dx = f (c) g(x) dx
a a
By the Extreme Value Theorem, f achieves its minimum and maximum values m, M at
points u, v respectively. Then
m g(x) dx and H(v) = M g(x) dx. So IVT, applied to the continuous function H,
a a Z
b
gives c [a, b] such that H(c) = f (x)g(x) dx. 2
a
A problem of indefinite integration asks us to figure out a function y = F (x) from its
derivative f (x). In other words, we have to solve the equation y = f for y.
This is the simplest case of what are called Ordinary Differential Equations or ODEs.
An ODE is an equation involving various derivatives of y, and the task is to solve for y.
1. y = cos x 3. y = 3y + 1
One measure of how difficult it may be to solve an ODE is the order of the ODE. This
is the order of the highest derivative of y that occurs in the ODE. In the list above, the
first two are first-order, the next is second-order, and the last is third-order.
In this section, we consider the following first-order ODE:
It is easy to check that every function of the form y = Aekx is a solution of this ODE.
Further, we proved earlier (as a consequence of the Lagrange MVT) that every function
that satisfies y = ky has to be of the form y = Aekx . Thus we know all the solutions of
this ODE.
We can solve for the constant A if we know even one value of y(x). Such knowledge, of
the form y(a) = b, is called an initial value condition. We can substitute it in the
general form of the solution to get b = Aeka , or A = beka .
Example 4.1 (Population Model) Consider the population P (t) of some species at
time t. The species could be an animal or plant in the wild, bacteria in a petri dish, a
chemical in a reaction. It is often reasonable to model the rate of change of the population
as being proportional to the population itself (100 rabbits should have twice as many
offspring as 50, and twice as many deaths, assuming that food and predators are not an
issue). In such a case we get
dP
= kP
dt
with the general solution
P (t) = Aekt
Suppose we know the starting population P0 at time t = 0. Then we get P0 = Ae0 or
A = P0 , so that the particular solution is
P (t) = P0 ekt
To find k we just need one more measurement of the population at another time. For
example, suppose we know the population P2 at time t = 2. Then we get
1 P2
P2 = P0 e2k = k = ln
2 P0
Note that k could be any real number. If k = 0 we have a constant population. If k > 0
we have exponential growth, with the population expanding without bound. If k < 0 we
have exponential decay, with the population dying down towards zero. 2
Example 4.2 (Radioactive Decay) Consider a mass M (t) of some radioactive mate-
rial at time t. The amount of material decreases as it emits radioactivity and changes to
different elements. A natural model is that the emission is proportional to the amount of
material, and so we have:
dM
= kM
dt
with the general solution
M (t) = M0 ekt
where M0 is the amount of material at time t = 0. In radioactive decay we must have
k < 0 with the mass decaying exponentially towards zero.
25
20
15
10
10 20 30 40
The dashed lines represent counts of emissions from an amount of radioactive material
over 40 days, from a paper published in 1905. The solid curve is an exponential fit to the
data using the model just discussed. 2
References
Exercises