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Calculus

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15 views29 pages

Calculus

Uploaded by

mz zhen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Unit 8 Maths for Construction

Calculus

3.1 Limit and Differentiation

3.1.1 Revision on Limits and Derivatives for single variable functions

Limit and Continuity

Definition 1: lim f (x)  L means that as x get closer to x0 , but the function does not
xx0

need to be defined at x0 , the value of the function f (x) approaches a value L.

NB. f (x) should approach a value L when x approaches x0 from both sides of the point,
i.e. left and right hand limit are the same.

Example:
1. lim(x 2 1)  02 1 1. lim (x 2 1)  lim (x 2 1) 1
x0 x0 x0

2. lim (1 1 ) 1  0 1.


x x
3. lim x  2x  x(x  2)
2
 x  1 .
x2 x
2
4 (x  2)(x  2) x  2 2

Properties of Limits
1. Limit of constant
If c is a constant, we have lim c  c .
xx0

2. Limits of sums, products and quotient


If lim f (x)  L and lim g(x)  K , we have:
xx0 xx0

lim [ f (x)  g(x)]  L  K ;


xx0

lim [ f (x)  g(x)]  L  K ;


xx0

If lim g(x)  K  0 , then lim [ f (x) / g(x)]  L


xx0 xx0 K

Page 1
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Definition 2: If lim f (x)  L  f (x0 ) , we say that the function is continuous at
xx0

x  x0

Derivatives

Let A(x0 , y0 ) be a fixed point and P(x, y) be a variable point on the curve
y  y0
y  f (x) as shown on about figure. Then the slope of the line AP is given by
x  x0
or f (x)  f (x0 ) . When the variable point P moves closer and closer to A along the
x  x0
curve y  f (x) , i.e. x  x0 . the line AP becomes the tangent line of the curve at the
point A. Hence, the slope of the tangent line at the point A is equal to
lim f (x)  f (x0 ) . This term is defined to be the derivative of f (x) at x  x and
xx0 x  x0 0

is usually denoted by f ' (x0 ) . The definition of derivative at any point x may be
defined as follows.

Definition Let y  f (x) be a function defined on the interval a, b and
x0 a,b.
f (x) is said to be differentiable at x0 ( or have a derivative at x0 ) if
the limit lim f (x)  f (x0 ) exists. This lime value is denoted by
xx0 x  x0

f ' (x 0 ) or dy and is called the derivative of f (x) at x 0 .


dx xx0

If f (x) has a derivative at every point x in a, b, then f (x) is said
to be differentiable on a, b.

Page 2
Lecturer: Isaac Hui
Unit 8 Maths for Construction

Remark As x  x0 , the difference between x and x0 is very small, i.e. x  x0


tends to zero. Usually, this difference is denoted by h or x . Then the

derivative at x may be rewritten as lim f (x0  h)  f (x0 ) . (First


0
h0 h
Principle )

Rules of Differentiation

1. Composite functions

d du
dx ku  k dx d (u  v)  du dv d uv  u dv  v du
dx dx dx dx dx dx

v du  u dv
d  u 
 

dx dx dy  dy  du dy  1
dx  v  v 2
dx du dx dx dx
dy

2. Algebraic functions

d
x k  kxk 1 where k must be independent of x (usually a constant)
dx

3. Inverse functions (esp.: inverse of trigo func)

dy 1
If y  f 1 (x) then dx  df ( y)
dy

4. Trigonometric functions

d d d
sin x  cos x cos x sin x tan x  sec2 x
dx dx dx

d d d cot x csc2 x
sec x  sec x tan x csc x csc x cot x
dx dx dx

Page 3
Lecturer: Isaac Hui
Unit 8 Maths for Construction
d 1 d -1
Remark (sin 1 x) = , cos 1 x =
dx 1x 2
dx 1x2
d 1 d -1
tan1 x = , cot 1 x =
dx 1x2 dx 1x2

d sec1 x = 1 , d csc1 x = -1
dx x x 12
dx x x 2 1

5. Logarithmic functions

d d 1
e x e x ln x 
dx dx x

d a x  a x ln a d log x  1
a
dx dx x ln a

6. Parametric functions (commonly use in Rate of change)


dy
dy
 dt
dx dx
dt

7. Chain Rule

If h  g f , i.e. h(x)  g( f (x)) and f, g are differentiable, then h' (x)  g' ( f (x)) f ' (x) .

8. Higher Derivative

If y  f (x) is a function of x , then the nth derivatives of y w.r.t. x is defined as

dny d  d n1 y  d n1 y


   if is differentiable. Symbolically, the nth derivatives of y
n  n1  n1

dx dx  dx  dx
(n) (n) dny
w.r.t. x is denoted by y ,f (x) or .
dx n

Page 4
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Worked Examples for Differentiation of Single Variables Function

d
1. dx [x ln(1  x)]

d d d
dx [x ln(1  x)]  dx (x)  ln(1  x)  x  dx (ln(1  x))
1
 ln(1  x)  x  1  x (1)

x
 ln(1  x)  1  x


2. y  (3x 100)60

d d d
[(3x  100) 60 ]  [(3x  100) 60 ]  (3x  100)
dx d (3x  100) dx
 60(3x  100)59  3

 180(3x  100)59

x
3. y 
1x2

d
d ( x )  1  x  x dx ( 1  x )
2 2

dx 1  x 2 1x2
1  x 2  x  d ( 1  x 2 )  d (1  x 2 )
d (1  x )
2
dx

1x 2

1x x2  1 (2x)


2 1x2

1x2
x2
1  x 2 
1x2

1x2
1
 3
(1  x 2 ) 2

Page 5
Lecturer: Isaac Hui
Unit 8 Maths for Construction
3.1.2 Partial Differentiation

From the previous section, we have learnt the basic rules and operation to find the
derivative of a single variable function. It is very common to set up a function
containing two variables in engineering problem. The following section would
introduce the basic principle of partial differentiation and its properties.

Definition

Let f be a function of two variables. The partial derivative of f with respect to x at


(a,b) is defined as:

The partial derivatives of f with respect to y at (a,b) is:

The mathematical notations for partial derivative of a function z  f (x, y) to be:

Basically, when you are asked to find the partial derivative f x (x, y) , it means you
can simply regard y as a constant in the function. On the other hand, you can

regard x as a constant in the function when you evaluate f y (x, y) . Therefore, the

basic skills in finding derivatives for single variable function still applies here.

Page 6
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Example:

1. Let f (x, y)  xy 3  2x 4 y 2  4x ,

f x (x, y)  y 3  8x3 y 2  4 ; f y (x, y)  3xy 2  4x 4 y . Therefore,

f x (1,1) 13  8(1)3 (1) 2  4 13; f y (0,1)  0

x 2 y  yx 2
2. Let f (x, y) 
1  xy 2

(1  xy 2 )(2xy  2xy)  (x 2 y  yx 2 )(y 2 )


f x (x, y) 
(1  xy 2 ) 2
4xy  4x 2 y 3  x 2 y 3  x 2 y 4

(1  xy 2 ) 2
4xy  3x 2 y 3  x 2 y 4

(1  xy 2 ) 2

f y (x, y)  (1  xy )(x 2  x 2 )  (x 2 y  yx 2 )(2xy)


2

(1  xy 2 ) 2
2x 2  2x 3 y 2  4x 3 y 2

(1  xy 2 )2
2x 2
 2x 3 y 2

(1  xy 2 ) 2

Page 7
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Class Exercise 1:

Find all first order partial derivatives of the following function:

(a) f (x, y)  x cos y  y sin x

(b) f (x, y, z)  x 2 yz  xy 2 z  xyz 2

Higher order partial derivatives

Similar to the higher order derivatives of single variable function, we can also define
higher order derivatives of multivariable function z  f (x, y) :

Class Exercise 2:

Suppose z  f (x, y)  2x3 y 2  x 2  y 3  xy 3 , find f xx , f xy , f yx , f yy .

Engineering Meaning of Differentiation

From the above analysis, we note that the derivatives or differentiation has two
meanings:

Page 8
Lecturer: Isaac Hui
Unit 8 Maths for Construction
1. Geometric Meaning:

For the derivatives of a single variable function at any point, it means the slope of the
tangent line to that point. Because, by definition, derivative means:

dy f (x)  f (x0 )
 lim which is the ratio of the change of function over its relative
dx xx0 x  x0

difference. When the distance tends to zero, the change actually resembles the slope
of the tangent line to that point graphically.

For function with multiple variables (2 unknowns) z  f (x, y) , the derivatives with
respect to each variables means the slope of the tangent line of the plane in that
particular direction.

2. Physical Meaning:

For any function y=f(x), rate of change of a function within the interval [x,a] equals to
y  f (x)  f (a) . When x tends to a, the limit of the ratio
x xa
becomes lim y  lim f (x)  f (a)  dy . Therefore, the derivative at point x=a,
xa a xa xa dx xa
y=f(a) can also mean the rate of change of the function at x=a. This meaning is
particular useful in using differentiation to describe rate of change/velocity problem.

Technically, for a moving object, we can record the distance it has travelled against
the time lapsed and construct a displacement function X(t). The velocity of the object
dX (T )
could be represented by ; the acceleration of the object could be represented by
dT
dV (T )  d 2 X (t) .
dT dT 2

Page 9
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Class Exercise 3:

An oil tank is in the shape of a rectangular prism with a squared shape base plan, and
the height of the oil tank is 10m more than twice of its breadth. You are requested to
pump out the oil and you have ordered a pump truck with a constant pump rate of
0.5m3/min. Suppose your inspector discovered that the top oil level drops at a rate of
0.1m/min, please find out the dimension and volume of the oil tank.

3.2 Indefinite Integration

3.2.1 Indefinite Integrals

Definition f (x) is said to be primitive function or anti-derivative of g(x) if


f '(x)  g(x) .

Example d (x2 )  2x  x2 is the primitive function of 2x .


dx

Note Primitive function is not UNIQUE.

Definition For any function f (x) if F(x) is the primitive function of f (x) , i.e.
F '(x)  f (x) , then we define the indefinite integral of f (x) w.r.t.x as

 f (x) dx F(x)  c , where c is called the constant of integration.

Theorem Two function f (x) and h(x) differ by a constant if and only if they
have the same primitive function.

Standard Results

1. 1 dx  lnx  c 2. exdx  ex  c


x

3. cos xdx  sinx  c 4. sinxdx cos x  c

5. sec2 xdx  tan x  c 6. csc2 xdx  cot x  c

7. secxtan xdx  secx  c 8. csc xcot xdx csc x  c


Page 10
Lecturer: Isaac Hui
Unit 8 Maths for Construction

ax x  x2  a2
9. a dx 
x
c 10.  2
1
2 dx  ln c
lna x a a

11*.   c 12*. 
1 x 1 1 x
2 2 dx  sin1 2 dx  tan1  c
2
a x a x a a a
1 x2  a2  x
13.  x a
2 2 dx  ln
a
c

Theorem (a) kf(x)dx  kf (x)dx

(b) [f (x)  g(x)]dx  f (x)dx  g(x)dx .

Example:

2
1. (2x 2  8x)dx (2x 2 )dx  (8x)dx  3 x3  4x 2  C

2. Evaluate:

 (cos x  sin x) 2 dx


  (1  2 sin x cos x)dx

  dx  2sin x cos xdx


 x  2sin xd (sin x)

 x  sin 2 x  C

3.2.2 Method of substitution

Theorem ( CHANGE OF VARIABLE )


If x  g(t) is a differentiable function,

f (x)dx  f (g(t)) g '(t) dt .

Page 11
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Example:

1 x2  a2  x
1. Prove  dx  ln c
x a2
2
a

sub x  a tan θ
 dx  asec2 θ dθ
proof
1

 x2  a2 dx
=
asec1θasec2θdθ

= sec θdθ
= lnsec θ  tan θ  c

( secθ dθ  lnsecθ  tan θ  c )


= ln x2  a2  x  c
a

2. tan θdθ
=  cossin θθ dθ

cos θ 
= 1 d( cos θ )

=  lncos θ  c

Class Exercise 4:

Evaluate the following integrals:

1.  lnxx dx
2. cot θ dθ
cos x
3. 3  2sinx dx

4. x 1  x dx
2

Page 12
Lecturer: Isaac Hui
Unit 8 Maths for Construction
3.2.3 Integration by Parts

*Theorem ( INTEGRATION BY PARTS )

If u, v are two functions of x , then udv  uv   vdu .

proof d uv = u dv  v du
dx dx dx
u dv = d uv  v du
dx dx dx
We integrate both sides with respect to x to obtain
udv = u dv dx = uv   vdu
dx

Examples:

1. lnx dx

  x ln x   xd (ln x)
1
 x ln x   x  x dx

  x ln x  dx
 x ln x  x  C

2. x2 lnx dx
1
 3 ln xd (x3 )

1

 3 [x3 ln x   x3 d (ln x) ]
1 1
 3 [x3 ln x   x3  x dx]

1
 3 [x3 ln x   x 2 dx]

1 1
 3 [x3 ln x  3 x3 ]  C

Page 13
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Class Exercise 5:

Evaluate the following integrals:

1. tan1 x dx
2. (lnx)2 dx
3.  x 2 cos xdx

3.2.4 Integration by partial fractions

P(x)
We resolve the rational function Q(x) by simple partial fraction for P(x),Q(x)

being poly. The integration of rational function is easily done by terms by terms
integration.

Examples:
dx
1.
x a 2 2

1
1 
 A  B , where A and B is constant. We need
Since x 2  a 2 (x  a)(x  a) x  a x  a
to determine A and B in order to decompose the quotient of function into partial
fraction form.

RHS  A  B  Ax  Aa  Bx  Ba  1 LHS
xa xa (x  a)(x  a) (x  a)(x  a)
 A  B  0 (1)
and ( A  B)a  1  (2)

M ultiply(1) by a : ( A  B)a  0  (3)


 1
(3)  (2) : 2Ba 1  B  2a
1
 A B  2 a
Thus,
xa
 2
dx
2 
1
 dx
 
1 dx 1 1
 [ln(x  a)  ln( x  a)]  C  ln( )C
x a 2a x  a 2a x  a 2a 2ax  a
Page 14
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Class Exercise 6:

Evaluate the following integrals:

1.  x  1 dx
x2  1
x 3  2x2  1

2. 
(x  1)(x  2)(x  3)2
dx
3.3 Definite Integration

Definition Let f (x) be a continuous function defined on [a,b] divide the

interval by the points

a  x0  x1  x2  xn1bfromatobintonsubintervals.(not

necessarily equal width) such that when n  , the length of each subinterval will

tend to zero.

In the ith subinterval choose  [x , x ] for i 1,2, , n . If lim(x  x ) f ()


i i 1 i n ii 1 i

exists and is independent of the particular choice of xi and i , then we have


n

 a
b
f (x) dx  nlim(xi  xi 1 ) f (i )
i 1

Page 15
Lecturer: Isaac Hui
Unit 8 Maths for Construction

Remark For equal width, i.e. divide [a, b] into n equal subintervals of length,

i.e. h  b  a ,
n
n n
ba
we have a b
f (x) dx  nlim  f (i )h  lim
n   f (i ) .
i 1 i 1 n
Choose i  xi and xi  a  ih
n n1
ba ba
 ab f (x) dx  nlim  f (a  i) h OR ab f (x) dx  nlim  f (a  i) h
i 1 n i 0 n

Properties of Definite Integration:

P1 The value of the definite integral of a given function is a real number,

depending on its lower and upper limits only, and is independent of the

choice of the variable of integration, i.e.

ab f (x)dx  ab f ( y)dy  ab f (t)dt .

P2 ab f (x)dx ba f (x)dx

P3 aa f (x)dx  bb f (x)dx  ab 0 dx  0

P4 Let a  c  b , then ab f (x)dx  ac f (x)dx  cb f (x)dx

Meaning of Definite Integral

Geometrically, the absolute value of integral means the area bounded by the
function f(x), x=a, x=b and the x-axis (i.e. y=0).

Mathematically, the value of the definite integral on [a,b] equals to the


difference in the value of primitive function F(x) at x=a and x=b, i.e.

ab f (x) dx  F (a)  F (b)

Page 16
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Examples:

1. 21 x 1dx

21 x 1dx
 01 (1  x)dx  02 (x 1)dx

(1  x) 2 (x 1) 2
 0
 2

2 1
2 0

  [ 1  (1 1) 2 ]  [ 1  (1) 2 ]
2222
3
 2

Rules of Definite Integration:

1. If f (x), g(x) are continuous function on [a, b] then

(a) abkf (x)dx  k ab f (x)dx for some constant k.

(b) abf (x)  g(x)dx  ab f (x)dx  abg(x)dx .

2. (a) 0af(x)dx0af(ax)dx. a : any real constant.

(b) aa f (x) dx  0a f (x)  f (x) dx .

(c) 02a f (x)dx  0a f (x)  f (2a  x) dx

(d) ab f (x)dx  ab f (a  b  x)dx

Class Exercise 7:

b x4  d
Evaluate (a) 0 x  (x  b) dx and (b)
4 4  4
 1  sin
4

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Lecturer: Isaac Hui
Unit 8 Maths for Construction
3.4 Application of Differentiation - Stationary Point of functions

For a single variable function:

Definition: A stationary point is a point on a continuous curve where the tangent

line to that point is parallel to x-axis, i.e. df (x)  0


dx

Theorem: If df (x)  0 , the function is increasing; if df (x)  0 , the function is


dx dx
decreasing.

maximum

point of
inflection
There are 3 types of stationary points:
maximum points, minimum points
and points of inflection.

minimum

Page 18
Lecturer: Isaac Hui
Unit 8 Maths for Construction

Points of Inflection
gradient
2
At some points dy = 0 and d y = 0. positive
dx dx2

gradient
Two such points are shown in the sketches. gradient zero
They are called points of inflection. positive
gradient gradient zero

d2 y negative
Note that is also zero at some
dx2 gradient
maximum and minimum points.
negative
To find the type of stationary point,
consider the gradient at each side of it.

Maximum Points

Consider what happens to the gradient at a


maximum point. It is positive just before gradient zero
the maximum point, zero at the maximum
point, then negative just after the maximum gradient
gradient
point. positive negative

The value of dy is decreasing so the rate


dx

of change of dy with respect to x is


dx
negative
d2 y
i.e. is negative.
dx2

Page 19
Lecturer: Isaac Hui
Unit 8 Maths for Construction

Minimum Points

Just before a minimum point the gradient


is negative, at the minimum the gradient is
zero and just after the minimum point it is gradient
gradient
positive.
negative
positive

The value of dy is increasing so the rate gradient zero


dx

of change of dy with respect to x is


dx
positive
d2 y
i.e. is positive.
dx2

Example:

x3 7
1. Find all the stationary points for the function : y  f (x)  3  2 x 2 12x
1 and specify which points are maxima and minima.

Solution:

dy
 x 2  7x 12  0  (x  4)(x  3)  0  x  4 or x3
dx

The stationary points would be (3,f(3)) and (4, f(4)), i.e. (3,14.5) and (4,14.33).

2 2 2
As d y2  2x  7 , d y2  2  3  7 1 and d y2 2471
dx dx x3 dx x4

Thus, point (3,14.5) is a local maximum point and (4,14.33) is a local minimum point.

Page 20
Lecturer: Isaac Hui
Unit 8 Maths for Construction
For a function with two variables:

Similar to single variable function, we have the following theorem:

Theorem: If a function z  f (x, y) has a local maxima or local minima at point

(a,b), and both f x (a, b) and f y (a, b) exists, we have f x (a,b)  f y (a,b)  0

Theorem: If all second partial derivatives f xx , f yy , f xy and f yx are continuous

and on a disk with centre (a,b) and f x (a, b)  f y (a, b)  0 . Let:

D  f xx (a, b) f yy (a, b) [ f xy (a, b)]2

(1) If D  0 & f xx (a, b)  0 , then z=f(x,y) has a local minimum at (a,b).


(2) If D  0 & f xx (a, b)  0 , then z=f(x,y) has a local maxima at (a,b).
(3) If D  0 , then z=f(x,y) has a saddle point at (a,b).

Page 21
Lecturer: Isaac Hui
Unit 8 Maths for Construction

Class Exercise 8:
Question 1:

Page 22
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Question 2:

3.5 Application of Definite Integral

3.5.1 Areas between graphs

From Section 3.3, we have learnt that the definite integral


n

a b
f (x) dx  nlim (xi  xi 1 ) f (i ) represent the area bounded by the function y=f(x),
i 1

x=a, x=b and the x-axis.


NB If f(x) is negative, the integral is negative.

Page 23
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Example:

1. Find the area of the region bounded by the parabola y 2  4x and the line
y  2x .

Solution:

Step1: Find out the intersection point between these two curves:

C1: y 2  4x ; C2 : y  2x

Put C2 into C1: (2x) 2  4x  x 2  x  x(x 1)  0  x  0 or x 1

Therefore, the intersection points to be (0,0) and (1,2)

Step2: Compute the Area by integrals:

By definition, area between C1 and C2 to be: 01[g(x)f(x)] dx01[2 x  2x] dx

Area  01[2 x  2x] dx

 201 xdx - 201xdx


3 1 1
x2
 2[ 2 x 2 ]  2[ ]
3 0
2 0

 2[ 2  0]  2[ 1 ]
3 2
4
 1
3

Class Exercise 9:

Find the area of the region bounded by the parabola y  x(2  x) and the line x  2 y .

Page 24
Lecturer: Isaac Hui
Unit 8 Maths for Construction
3.5.2 Volume of Solids

Method of Slice:

Page 25
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Example:

1. Obtain the volume of a square pyramid (base width=height=1) by method


of slice.

Solution:

Let x be the height of the slice as shown on the below figure:

At each slice, the height of the slice is x and the width of the slice is 1-x by
proportionality. Therefore, the area of slice is: A(x)  (1  x) 2 .

Thus, the volume (V) of the pyramid to be 01A(x) dx

V  01 A(x) dx

 01 (1  x) 2 dx
1

 -0 (1  x) 2 d(1 - x)

3
0

1
 3

Page 26
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Solid of Revolution:

Page 27
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Example:

2. A cup of height 16cm is formed by revolving a parabola y  x 2 about the y-axis.


Evaluate its volume.

Solution:

Area of each slice equals to  ( y ) 2  y

V  01 6 y dy
2
 y 16

20
 128cm 3

Volume by cylindrical shell:

Page 28
Lecturer: Isaac Hui
Unit 8 Maths for Construction
Example:

3. Calculate the volume of the cup in Example 2 by using shell method

Solution:

By definition, the volume formed by revolving lower region of the curve to be:

V  2 0 xf (x) dx

 2[ x 4 ] 4
4 0
 2  64

 128 cm 3
Volume of cup = 16x16 128 128 cm3

Class Exercise 10:

1. Evaluate the volume of a sphere with a radius R.


2.

Page 29
Lecturer: Isaac Hui

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