EM2 Course Notes AY2425 S1
EM2 Course Notes AY2425 S1
Engineering
Mathematics II
MS2216 / MS4216 / MS6216
Name: _______________________________________
Class: _______________________________________
SINGAPORE POLYTECHNIC
SCHOOL OF MATHEMATICS & SCIENCE
Course Information
Synopsis
The module is designed to provide students with further knowledge in mathematics and analytical skills to
solve engineering problems encountered in their studies. Among the topics covered are Calculus, Ordinary
Differential Equations, Laplace Transforms and Fourier Series.
Means of Assessment
Important Dates
References
Lecturers’ Information
Tutorial 4
11 Chapter 4: Integration by Parts & Simpson’s Rule In-class
LearningANTS
Objectives:
1. Review differentiation techniques and rate of change of a function with one independent variable.
2. Describe functions of several variables.
3. Define partial derivatives.
4. Use partial derivatives to find rate of change of a function with more than one independent
variable.
Differentiation allows us to find the gradient or rate of change of a function. Let us first review
standard formulae and rules for basic differentiation.
Example 1:
1
d 2 − d 3
( )
10
(a) (b) x +7
5 x + 3x 2
dx dx
d d 1
(c) ( 2 ln x ) (d)
dx dx e x
d 4 3− 4 x
(e) − 6 + 5e
dx x
Example 2:
d d
(a) 7 sin ( 5 x ) (b) 12sec ( 3 x )
dx dx
d
(c) 5ln ( cos x )
dx
Example 3:
d d ex
(a) ( x sin x ) (b)
dx dx 1 + x
Let’s apply the differentiation rules to find the rate of change of a function with one independent
varible, using the following example.
Example 4: Find the rate of change of the current after 4 milliseconds (i.e. 0.004 seconds) if the
current is given by i = 20 cos 500t Amperes.
So far, in your previous study of calculus, you have been introduced to the notion of a derivative
which measures the rate of change of f ( x) with respect to one independent variable x .
Henceforth, we will extend it to finding the derivatives of function of two or more independent
variables. The following are a few more examples of functions with two or more independent
variables:
• Volume of a cylinder, V = π r 2 h
• Ohms law, V = IR
• Cobb-Douglas production function, Q = ALα K β
Notations:
∂f
The partial derivative of f ( x, y ) with respect to x is written as , or simply, f x .
∂x
∂f
is the derivative of f ( x, y ) , where y is treated as the constant and f ( x, y ) is treated as a
∂x
function of x alone.
∂f
The partial derivative of f ( x, y ) with respect to y is written as , or simply, f y .
∂y
∂f
is the derivative of f ( x, y ) , where x is treated as the constant and f ( x, y ) is treated as a
∂y
function of y alone.
Note that ∂ ≠ d .
For a function f ( x, y, z ) with three independent variables, there are three partial derivatives:
∂f
• is found by treating y and z as constants and differentiating with respect to x.
∂x
∂f
• is found by treating x and z as constants and differentiating with respect to y.
∂y
∂f
• is found by treating x and y as constants and differentiating with respect to z.
∂z
∂f ∂f
Example 5: Compute and of the following functions:
∂x ∂y
(a) f ( x, y ) = (5 x3 ) y 2
(b) f ( x, y ) = (4 x + 3 y − 5)8
x
(c) f ( x, y ) = sin
1+ y
More notations:
∂f ∂f
The value of at a point (x, y) = (a, b) is denoted by or f x (a, b) .
∂x ∂x x=a
y =b
∂f ∂f
The value of at point (x, y) = (a, b) is denoted by or f y (a, b) .
∂y ∂y x=a
y =b
a −b ∂f ∂f
Example 6: Given that f (a, b) = , evaluate and when a = 1 and b = 1.
a+b ∂a ∂b
1.4 Rate of Change of a Function with More Than One Independent Variable
dz
Sometimes, to find the derivative , which is the rate of change of z = f ( x, y ) with respect to t ,
dt
where x = g (t ) and y = h(t ) , this could generate functions whose formulae are too complicated
for convenient substitution or for which formulae are not readily available.
To find derivative under circumstances like this, we will use Chain Rule. The Chain Rule for a
function z = f ( x, y ) , expressed in terms of two variables, is given by:
dz ∂f dx ∂f dy
= ⋅ + ⋅
dt ∂x dt ∂y dt
An easy way to remember this rule is to use a diagram showing the relationships between variables:
Dependent variable
x y Intermediate variables
t Independent variable
The Chain Rule for a function w = f ( x, y, z ) , expressed in terms of three variables, is given by:
dw ∂f dx ∂f dy ∂f dz
= ⋅ + ⋅ + ⋅
dt ∂x dt ∂y dt ∂z dt
dz
Example 7: If=z x 2 y + 3 xy 4 , where x = sin 2t and y = cos 2t , find when t = 0.
dt
Example 8: In the right-angle triangle shown below, x is increasing at a rate of 3 cm/s , while
y is decreasing at a rate of 4 cm/s. Calculate the rate at which z is changing when
x = 3 cm and y = 5 cm .
z
x
Example 9: The pressure P (in kilo-Pascals), volume V (in litres) and temperature T (in kelvins)
of a mole of ideal gas are related by the equation PV = 8.31T .
Find the rate at which the pressure is changing when the temperature is 300 K and
increasing at a rate of 0.1 K/s , given that the volume is 100 L and increasing at a rate
of 0.2 L/s.
Tutorial 1
1. Differentiate the following with respect to x and simplify your answer wherever possible:
1
(a) 5 x 4 + 2 (b) x + 8 (c) 7 sin 5x
2x
(d) 2 cos 3x (e) ln(7 x3 + 5) (f) 2 ln(e x + 1)
(j) 5x − 7
2. Differentiate the following with respect to x and simplify your answer wherever possible:
(a) x 4 sin 2 x (b) e x ln x (c) x3 ln x
2x + 1 2x
(d) e x sin 2 x (e) (f)
x−3 x+3
ex 3x
(g) (h)
x (1 + sin x)
1. The volume V of a right circular cylinder is given by the formula V = π r 2 h , where r is the
radius and h is the height.
(a) Find the formula for the instantaneous rate of change of V with respect to r if r changes
and h remains constant.
(b) Find the formula for the instantaneous rate of change of V with respect to h if h
changes and r remains constant.
(c) Suppose that h has a constant value of 4 cm. but r varies. Find the rate of change of V
with respect to r at the point where r = 6 cm.
(d) Suppose that r has a constant value of 8 cm but h varies. Find the instantaneous rate of
change of V with respect to h at the point where h = 10cm.
(c) z ( x=
, y ) sin x + cos y (d) , y) x2 1 − y 2
z ( x=
(e) z = ln ( xy ) (f)=u ln x 2 − y 2
f ( x, y ) x 2 sin( xy ) − 3 y 3
(i) = (j) r ⋅ ln ( r
f (r , s) = 2
+ s2 )
School of Mathematics & Science, Singapore Polytechnic Page 1 - 8
Engineering Mathematics II: Partial Derivatives Chapter 1
4. Determine the slope of the tangent line in the x − and y − directions to the surface z ( x, y ) at
∂z
the stated point P . [Hint: slope of the tangent line in the x − direction is ]
∂x
(a) z ( x, y ) =x 3 + 2 xy + 2 y 2 , P (1, 2) (b) z ( x, y ) x sin( xy ) + 3 , P (1, π2 )
=
(a) , z ) 2 x3 y + z 2
f ( x, y= (b) f ( x, y, z ) = xyz + xy + z
6. The voltage V in a circuit that satisfy the law V = IR is slowly dropping as battery wears out.
At the same time, the resistance R is increasing as the resistor heats up. Find how the current
dR
is changing at the instant when R = 600 Ohm, I = 0.04 Amperes, = 0.5 Ohm/s , and
dt
dV
= −0.01 Volt/s .
dt
7. The total surface area S of a closed cylinder is given by= S 2π r 2 + 2π rh , where r is its radius
and h is its height. The radius r of a closed cylindrical can decreased at a rate of 0.02 cm/s ,
when r = 5 cm and h = 15 cm. Find the rate of change of h such that the surface area of the
can remains unchanged.
8. The total surface area S of a cone with base radius r and perpendicular height h is given by:
π r 2 + π r r 2 + h2
S=
If r and h are each increasing at the rate of 0.25 cm/s, find the rate at which S is
increasing at the instant when r = 3 cm and h = 4 cm.
E2
9. The power P dissipated in a resistor is given by P = , where E is voltage and R is
R
resistance. If E = 200 Volts and is decreasing at a rate of 0.025 Volts/s , and R = 8 Ω and is
increasing at a rate of 0.05 Ω/s, find the rate at which the power is changing.
1
10. The volume V of a right circular cylinder is given by V = π D 2 h , where D is its diameter
4
and h is its height. The diameter and height of a right circular cylinder are found by
measurement to be 8 cm and 12.5 cm respectively. If the diameter decreases at a rate of 0.1
cm/s and the height increases at a rate of 0.2 cm/s, use partial differentiation to find the rate at
which the volume changes.
Miscellaneous Exercises
1. Two straight roads intersect at right angle. Car A, moving on one of the roads, approaches the
intersection at 55 km/h, whereas car B, moving on the other road, approaches the intersection
at 70km/h. At what rate is the distance between the cars decreasing when A is 3 km from the
intersection and B is 4 km from the intersection?
π 3 2
2. The total volume of a cone is given by V = h tan (θ ) , where V (in m3 ) is the volume of a
3
dh
cone, θ (in radians) is the semi-vertical angle, and h (in m) is height. If = 0.001 m/s and
dt
dθ π
= 0.002 rad/s , find the rate of change of V when θ = and h = 0.20 m.
dt 4
3. The time rate Q of flow of fluid through a cylindrical tube (such as a windpipe) with radius
π pr 4
r and length l is given by Q = , where η is the viscosity of the fluid and p is the
8lη
difference in the pressure at the two ends of the tube. Suppose the length of the tube remains
1
constant, while the radius increases at the rate of m/s , and the pressure decreases at the
10
1
rate of N/m3/s , find the rate of change of Q with respect to time t .
5
4. A container with molten metal has a mass of m (kg). A force F (N) acting on an angle θ
2.5m
(rad) measured from the vertical is required to tilt the container. Given that F = ,
1 + 0.8 tan θ
∂F ∂F
(a) find and .
∂m ∂θ
π
(b) If θ is increasing at rad/s and m is decreasing at 1.2 kg/s , find the rate of change
90
π
of F when θ = rad and m = 100 kg.
4
6. The magnitude of the resultant force R of two forces P and Q acting on an object and inclined
at an angle θ is given by:
P 2 2 PQ cos θ + Q 2
R =+
∂R P + Q cos θ
(a) Show that = .
∂P R
∂R
(b) Find .
∂θ
(c) Suppose the force Q remains constant at 15 N, find the rate at which the resultant force R
is changing if the force P is increasing at a rate of 0.2 N/s and θ is decreasing at a rate
π
of 0.2 rad/s at the instant when P = 25 N and θ = .
3
dy
1. Given that f ( x, y ) = 0 , then equals to .
dx
fx fy
(a) (b)
fy fx
fx fy
(c) − (d) −
fy fx
xe x
Example 3: (a) x cos x + sin x (b)
(1 + x) 2
1 x x x
(c) cos , − 2
cos
1+ y 1+ y (1 + y ) 1+ y
1 1 dz
Example 6: , − Example 7: =6
2 2 dt t =0
Answers to Tutorial 1
Section A
1 1
1. (a) 20x3 − (b) (c) 35cos5x (d) −6sin 3x
x3 2 x
21x 2 2e x
(e) (f) (g) 3e3 x (h) −4ecos 2 x sin 2 x
7 x3 + 5 ex + 1
5
(i) 30 x 2 ( x3 + 7)9 (j)
2 5x − 7
1
2. (a) 2 x3 ( x cos 2 x + 2sin 2 x) (b) e x + ln x (c) x 2 (1 + 3ln x)
x
7 6
(d) e x (sin 2 x + 2 cos 2 x) (e) − (f)
( x − 3) 2 ( x + 3) 2
Section B
, y ) 12 x 2 − 10 xy ;
(b) f x ( x= y) 3 y 2 − 5x2
f y ( x,=
− x2 y
, y ) 2 x 1 − y 2 ; z y ( x, y ) =
(d) z x ( x=
1− y2
∂z 1 ∂z 1
(e) = ; =
∂x x ∂y y
∂u x ∂u −y y
(f) = 2 2
; = 2 or
∂x x − y ∂y x − y 2 y − x2
2
∂z ∂z
(h)
∂x ∂y
(
= 2 xye3 y ; = e3 y 3 + x 2 + 3 x 2 y )
f x ( x, y ) 2 x sin( xy ) + x 2 y cos( xy ) ; =
(i) = f y ( x, y ) x3 cos( xy ) − 9 y 2
2r 2 2rs
( )
(j) f r (r , s )= ln r 2 + s 2 +
r 2 + s2
; f s (r , s) =
r + s2
2
3 1
3. (a) (b) −
5 3
4. (a) z x (1, 2) = 7 ; z y (1, 2) = 10 (b) z x (1, π2 ) = 1 ; z y (1, π2 ) = 0
5. (a) f x ( x, y, z ) = 6 x 2 y ; f y ( x, y , z ) = 2 x 3 ; f z ( x, y , z ) = 2 z
(b) f x ( x, y, z=
) yz + y ; ) xz + x ;
f y ( x, y, z= f z ( x, y, z=
) xy + 1
Miscellaneous
3 π r3
1. 89 km/h 2. 0.00019 m /s 3. (2 p − r ) m3/s
40lη
2.5 2m sec 2 θ
4. (a) ; − (b) −5.98 N/s
1 + 0.8 tan θ (1 + 0.8 tan θ ) 2
nRT 2n 2 a 1
5. − 2
+ 3
N/m5 ; (V − nb) Kelvin m2/N
(V − nb) V nR
PQ sin θ PQ sin θ
6. (b) − or − (c) 2.05 N/s
P + 2 PQ cos θ + Q
2 2 R
MCQ
1. (c) 2. (c)
Objectives:
1. Integrate functions of a linear function.
2. Integrate trigonometric functions using trigonometric identities.
3. Derive root-mean-square value of a given function.
4. Integrate rational functions by resolving into partial fractions.
5. Integrate by using an appropriate substitution.
2.1.1 Integration
d
If ( F ( x) ) = f ( x) ,
dx
then ∫ f ( x=
) dx F ( x) + C , where C is an arbitrary constant.
• ∫ k ⋅ f ( x) dx =
k ∫ f ( x) dx , where k is a constant.
• ∫ [ f ( x) ± g ( x)] dx = ∫ f ( x) dx ± ∫ g ( x) dx
Example 1:
⌠ 1 ⌠5 2x
(a) x − 2 − 3 dx (b) + x − 5e dx
⌡ x ⌡ x
b
If ∫ f ( x)dx =
F ( x) + C , then ∫ f ( x) dx =
a
F (b) − F (a)
Note that in definite integral, whenever trigonometric functions, such as sin x or cos x is involved,
the limits for x are measured in radians. Therefore, when evaluating a definite integral involving
trigonometric function, your calculator has to be in radian mode.
Example 2:
Evaluate the following:
2
(a)
∫ 0
( x + 2 ) dx
A function f ( x=
) ax + b , where a and b are constants and a ≠ 0, is known as a linear
x
function of x. For examples, 2x + 1 , −5x + 1 , − 3 are all linear functions of x .
2
Functions of a linear function are functions that are expressed in terms of (ax + b). For examples:
• (5 x + 2)3 is a cubic function of the linear function 5x + 2
x π x π 1 π
• cos − is a cosine function of the linear function − , also written as x −
2 4 2 4 2 4
By reversing the process of differentiation of functions of a linear function, the following results
can be obtained:
(ax + b) n +1
∫ (ax=
+ b) n dx
a (n + 1)
+ C , n ≠ −1
1 1
∫ ax + b=
dx
a
ln ax + b + C
1 ax +b
∫e =
ax + b
dx e +C
a
= a (n + 1) ⋅ (ax + b) n
a (n + 1) ∫ (ax + b) n dx =(ax + b) n +1 + C 1
(ax + b) n +1
∴ ∫ (ax=
+ b) n dx + C , n ≠ −1
a (n + 1)
Example 3:
⌠ 1
∫ (3x + 1) dx
9
(a) (b) 2
dx
⌡ (3 x + 4)
⌠ 2
(c) du
⌡ 1 − 3u
Example 4:
⌠ 2 dx
1
⌠ 1
(a) dx (b)
⌡0 3 x + 4 ⌡ 1− 4x
(c) ⌠ x + 2 dx
⌡ x +1
Example 5:
⌠ dx
∫e
7 x+2
(a) dx (b) 3+ x
⌡e
(c) ∫ e x +3 dx
2.2.4 Summary
Generally,
If ∫ f ( x ) dx= F ( x ) + C ← {Standard Integral}
1
Then ∫ f ( ax + b ) dx = a ⋅ F ( ax + b ) + C
That is, the steps to integrate function of a linear function are outlined as follow:
1. Apply the standard integral, replacing “ x ” with “ ax + b ”
1
2. Include the extra factor “ ” in the result
a
Example 6: Find ∫3
2 x+7
dx .
Standard Integral (given in formulae card)
kx
∫k =
x
dx + C , where k is a constant
ln k
Example 7:
Find the following integrals:
(a) ∫ cos(2 x + π ) dx Standard Integral
(given in formulae card)
∫ cos (=
x ) dx sin ( x ) + C
1
∫ sin ( x ) dx =
− cos ( x ) + C
(b) ∫0 sin ( 3x + 1) dx ∫ sec
2
x) dx tan ( x ) + C
(=
(c) ∫ 2 sec
2
(π t − 1) dt
Apply the following Product to Sum Identities so that linearity property can be used in
integration:
1
sin x cos
= y [sin( x + y) + sin( x − y)]
2
1
cos x sin
= y sin ( x + y ) − sin ( x − y )
2
1
cos x cos
= y [co s( x + y) + cos( x − y)]
2
1
sin x sin
= y [cos( x − y ) − cos( x + y )]
2
1 − cos 2 x
sin 2 x =
2
1 + cos 2 x
cos 2 x =
2
f ( x)
A proper fraction can be expressed as a sum of simpler fractions if the denominator g ( x)
g ( x)
can be factorised. These simpler fractions are called partial fractions. Each partial fraction
corresponds to a factor of g ( x) .
Example 13:
Find the following integrals using partial fractions:
3 5x + 3
(a) ∫ ( x + 1)( x − 2 ) dx (b) ∫x 2
− 3x
dx
∫ x e dx
x
•
These integrals might look complicated, but they can be integrated using the technique of
“Integration by Substitution”.
Integration by substitution enables us to reduce a given integral to one with which we are familiar.
The technique is very powerful and covers a great range of problems. Unfortunately, it is not
possible to give a general rule for choosing the required substitution, but this will come with
experience gained through practice.
dy
dy
= ⋅ dx or dy f ′( x) ⋅ dx
=
dx
Solution:
dy
(a) =
dx
du
(b) =
dt
n
2.6.2 Integration by Substitution of the form ∫ [ f ( x)] ⋅ f '( x) dx
We notice that one function of the product is the differential coefficient of the other function. We
can solve the problem by using a substitution so that the integral becomes a standard integral.
du
Let u = f ( x) , then = f '( x) .
dx
Expressing in differential form, we get : du = f '( x) dx
n
∫ f ( x ) ⋅ f ' ( x ) dx =
∫ u du (this is a standard integral)
n
Substitute x by u completely:
u n +1
= + C , where n ≠ −1
n +1
Finally, we substitute back u = f ( x) to get the following result:
n +1
n f ( x )
∫ f ( x ) ⋅ f ' ( x ) dx = n + 1 + C , where n ≠ −1
∫(x )
2 5
Example 15: Find + 3 2 x dx .
Solution:
Choose substitution Let u =
Find differential du =
∫(x )
2 5
Substitute x by u completely + 3 2 x dx =
(a) ∫ 3x 1 − 2 x 2 dx (b) ∫ (e
x
+ 1)3 e x dx
⌠ f '( x)
2.6.3 Integration by Substitution of the form dx
⌡ f ( x)
Let us look at an integral in which the numerator is the differential of the denominator.
Let u = f ( x) , then du = f '( x) dx .
⌠ f '( x) ⌠ 1
Substitute x by u completely, =dx
du ln u + C
= (standard integral)
⌡ f ( x) ⌡ u
f ( x)
2.6.4 Integration by Substitution of the form ∫e ⋅ f '( x) dx
Substitute x by u completely, ∫e
f ( x)
= ∫ eu du
f '( x) dx = eu + C (standard integral)
That is: ∫e
f ( x)
e f ( x) + C
⋅ f '( x) dx =
∫
3
Example 18: Find 3 x 2e x dx .
Procedure
2 3
− 3 dx ⌠ 6 x dx 2 2 x −3
dx
3
⌡ 2x − 3
Step 1 Choose u as some
expression that appears
in the integrand.
Let=
u 2 x3 − 3 Let=
u 2 x3 − 3 Let=
u 2 x3 − 3
(This may require some
trial and error to find the
correct expression for u.)
Step 2 du du du du
Find and obtain the = 6x2 = 6x2 = 6x2
dx dx dx dx
differential of u. 6 x dx
⇒ du = 2
6 x dx
⇒ du = 2
6 x 2 dx
⇒ du =
Step 3 Substitute the values of ⌠ 6 x dx
2
∫ 6x 6 x 2e2 x
2 3 −3
− 3 dx ⌡ 2x − 3 dx
integral.
1
∫ ( 2x ) ⌠
∫ e ⋅ 6 x dx
3
7 2 x −3 2
= 3
x 2 dx
− 3 ⋅ 6= =
⋅ 6 x 2 dx
⌡ 2x − 33
= ∫ u du
7
1 = ∫ e du u
=⌠
du
⌡u
Step 4 Integrate with respect to
u8
u (using standard = +C = ln u + C = eu + C
formulae). 8
terms of x. = ln 2 x 3 − 3 + C = e 2 x −3 + C
3
= +C
8
The steps summarised above can also be applied to integration of trigonometric functions.
When evaluating a definite integral involving substitution (i.e. change of variable from x to u), it is
necessary to change the limits for x to the corresponding values of u.
ln 2
Example 20: Evaluate ∫0 e x − 1 dx
Tutorial 2.1
2 −1
(g) ⌠ 2 1 (h) ⌠ −2 x 3 (i)
1
x + − 3 dx
⌡1 x
4e + dx
⌡−2 x
∫0 (5 x − sin 3x) dx
4
2
(k) ⌠
π 3
(j) ∫π 6 ( sin 3x − cos 4 x ) dx 5sin 3x + dx
⌡2 x
⌠ 1 ⌠ π
(d) 5
dx (e) ∫ sin ( 2 x + 1) dx (f) cos 3 x − dx
⌡ (2 x − 3) ⌡ 6
x
+5 1
(g) ∫ e2 dx (h) ∫ 5e
3 x−2
dx (i) ⌠
dx
⌡ 8x + 3
3 1 4
(j) ⌠
dx (k) ⌠
dx (l) ⌠
dx
⌡ 2 x − 25 ⌡ 2− x ⌡ 25 − 4 x
3. In an electrical circuit, the voltage across a capacitor at time t seconds (s) is given by
V = 1 − e −2t volts.
Find the root-mean-square (RMS) value of V from t = 1 s to t = 2 s.
*4. Using integration, derive the root-mean-square (RMS) value of the following sine form:
*5. If a and b are integers, find the integrals for each of the following 3 cases:
(i) a ≠ b , (ii) a= b ≠ 0 , (iii) a= b= 0
(a) ∫ cos ax cos bx dx
(b) ∫ sin ax sin bx dx
(c) ∫ sin ax cos bx dx
*6. If m and n are integers, use the results of question 5 to show that:
0 if m ≠ n
2π
(a) ∫0 cos mx cos nx dx= π if m= n ≠ 0
2π if m= n= 0
0 if m ≠ n
2π 2π
(b) ∫0 sin mx sin nx dx= π if m= n ≠ 0 (c) ∫0 cos mx sin nx dx = 0
0 if m= n= 0
Miscellaneous Exercises
( )
2
(a) dx (b) ⌠ 2e − x + e x dx (c) 2x
dx
⌡ x ⌡ ⌡ e
x
∫ (1 − e ) (e) ⌠
2
(d) −x
dx dx (f) ∫ cot
2
π x dx
⌡ x −1
*2. If the current in an electric circuit is given by i = I p sin ωt Amperes, where I p is the
2π Ip
peak current, show that the rms value of the current from t = 0 to t = is
ω 2
Amperes.
d
1. Given that
dx
3
sin= ( )
x tan x sin x tan 2 x + 3sin 3 x , which of the following is equivalent to
∫ 3sin x dx ?
3
(a) ∫ sin
3
x tan x dx (b) sin 3 x tan x − ∫ sin x tan 2 x dx
∫ ( sin )
3
(c) x tan x − sin x tan 2 x dx (d) sin 3 x tan x − sin x tan 2 x + C
1 1
(c) f (=
x) x +1 (d) f ( x)= x +
2 2
Tutorial 2.2
sin 2 x ⌠ sec
2
( )x
(c) ∫e cos 2 x dx , let u = sin 2 x (d)
x
dx , let u = x
⌡
4. A 1.25 F capacitor, that has an initial voltage of 25.0 V, is charged with a current i that
varies with time t according to the equation=i t t 2 + 6.83 Amperes. The formula for the
1
voltage across a capacitor is Vc = ∫ i dt Volts .
C
(a) Show that the general equation of the voltage across the capacitor is given by
3
Vc= 0.267 t 2 + 6.83 ( ) 2 + k , where k is a constant .
5. If a circular disk of radius r carries a uniform electrical charge, then the electric potential on
the axis of the disk at a point a from its centre is given by the equation:
r
⌠ x
dx V = k
x + a2 ⌡0 2
1 2
6. Find the root-mean-square (rms) value of i = t 2 e −t Amperes from t = 1 s to t = 2 s.
Miscellaneous Exercises
∫ sin
3
(a) x dx [Hint: use sin 2 x = 1 − cos 2 x and let u = cos x .]
3
∫ ( 27e ) (c) ⌠
1/3
∫x
9x
(b) + e12 x dx dx (d) 4 − x dx
⌡ x ln x
∫e ∫ tan ∫ sec
2x 3 6
(e) 1 + 4e x dx (f) x dx (g) t dt
(h) ∫ tan
3
x sec x dx (i) ∫ sin
2
x cos 4 x dx (j) ∫ cos
4
2 x sin 3 2 x dx
(k) ∫ sin
3
θ cos3θ dθ
1 ⌠ x3
(a) ⌠
3
⌡ x+x
dx (b)
⌡ 1 − x2
dx (c) ∫ x ( 2 x − 5) dx
dx ⌠ 2x +1
(d) ∫t
3
1 − t 2 dt (e) ⌠
(f) 6
dx
⌡ 3+ x + 2 ⌡ ( x − 3)
⌠ x3 − 4
(g) dx
⌡ x
π
cos 2 x
*3. Evaluate ⌠
4
dx .
⌡0 1 + sin 2 2 x
⌠ 1
*4. By using the substitution x = tan θ , or otherwise, find dx .
( )
2 2
⌡ 1+ x
2
*5. By using the substitution t − 1 =sin θ , or otherwise, find ∫ 1 − ( t − 1) dt .
⌠ x−2
1. To find the integral dx by substitution method, we should let
⌡ x2 − 4 x + 1
(a) u= x − 2 (b) u = x 2 − 4 x + 1
u 2x − 4
(c) = (d) u = x
2. Which of the following integrals cannot be found using the substitution method?
⌠ 1 dx
(a)
⌠ x dx
(b)
⌡ 1 + x2 ⌡ 1 + x2
∫ ∫ 4cos x sin x dx
3
(c) x 2e x dx (d) 2
3. To find ∫x x 2 + 1 dx ,
(c) let u= x + 1 u x2 + 1
(d) let =
Section A
5
x2 1 1 1 2 3 2 2
1. (a) + +C (b) e5 x − 3 x + C (c) x + x +C
2 x 5 e 9 15
1 2
(d) x 4 − x3 + 4x 2 − 6x + C (e) e 2 x − e −2 x + C (f) − ln cos 3 x + C
2 3
1 2 −1 x
(g) ln sin 6 x + C (h) tan +C
6 3 3
2. (a) 20 (b) 3 (c) 1.15 (d) 3.195
3
(e) − (f) 43.5 (g) 0.026 (h) 92.34
4
(i) 1.84 (j) 0.766 (k) 1.58
Section B
1 1 2 3
1. (a) (3 x + 2)5 + C (b) − (1 − 2 x)3 + C (c) − (4 − 3 x) 2 + C
15 6 9
1 1 1 π
(d) − +C (e) − cos(2 x + 1) + C (f) sin 3 x − + C
8(2 x − 3) 4 2 3 6
x
+5 5 3 x−2 1
(g) 2e 2 +C (h) e +C (i) ln 8 x + 3 + C
3 8
3
(j) ln 2 x − 25 + C (k) − ln 2 − x + C (l) − ln 25 − 4 x + C
2
Section C
1 1
1. (a) − cos 2 x + C (b) tan 2 x + C (c) tan 2 x − 2 x + C
2 2
cos 2 x cos8 x 3 1 sin 3θ sin 5θ sin θ
(d) − +C (e) sin t − sin 4t + C (f) − − +C
2 8 2 4 6 20 4
1 1 3π
(g) 3 x + 2sin 2 x + sin 4 x + C (h)
8 4 16
3
2. (a) 2.41 (b) 2 3. 0.942 volts 4. f (t ) = 3sin ( 2π t ) ,
2
1 sin[(a − b) x] sin[(a + b) x] 1 sin 2ax
5. (a) (i) + +C (ii) x+ +C (iii) x + C
2 a −b a+b 2 2a
1 sin[(a − b) x] sin[(a + b) x] 1 sin 2ax
(b) (i) − + C (ii) x− +C (iii) C
2 a −b a+b 2 2a
1 cos[(a − b) x] cos[(a + b) x] cos 2ax
(c) (i) − + + C (ii) − +C (iii) C
2 a −b a+b 4a
Miscellaneous Exercises
x2 e2 x
1. (a) − 4x + 4 ln|x| + C (b) −2e −2 x
+ 4x + +C (c) x − 2e − x + C
2 2
1
(d) x + 2e − x − e −2 x + C (e) x + ln x − 1 + C
2
1
(f) − cot π x − x + C
π
MCQ
1. (b) 2. (c)
Section A
2 2 1
1. (a) − ln x + 3 + ln 3 x − 1 + C (b) ln x − 2 + ln x + 1 + C (c) 0.0849
3 3 3
Section B
( x 2 + 1)6 1 sin 2 x
1. (a) +C (b) ln ln x + C (c) e +C (d) 2 tan x + C
6 2
1 2 1
( )
5
(b) ln x3 − x + C
2
2. (a) x −3 +C (c) − e3− 2 t + C
10 4
1 1 1 3
(d) − ln 1 − 2 x 2 + C (e) +C (f) sin θ + C
4 2 ( 4 − x2 ) 3
1 2
( ) ( x + 2) 2 − 2 ( x + 2) 2 + C
3 1
(g) − 5 1 − e 2 x + C (h) − cos t 4 + C (i)
4 3
3. (a) 26.80 (b) 1/24 (c) 1.07 (d) 13.33
4. (b) 20.2 (c) 26.0 V
5. V k
= ( r 2 + a 2 − a Volts) 6. 0.18 A
Miscellaneous Exercises
4
cos3 x 1
1. (a) − cos x +
3
+C (b)
4
(
27 + e3 x ) 3 +C
2 5 8 3
(c) 3ln ln x + C (d) (4 − x) 2 − (4 − x) 2 + C
5 3
1 5 1 3 1
(e) (1 + 4e x ) 2 − (1 + 4e x ) 2 + C (f) tan 2 x + ln cos x + C
40 24 2
1 5 2 1 3
(g) tan t + tan 3 t + tan t + C (h) sec x − sec x + C
5 3 3
x sin 4 x sin 3 2 x 1 1
(i) − + +C (j) − cos5 2 x + cos 7 2 x + C
16 64 48 10 14
1 1 1 4 1
(k) cos 6 θ − cos 4 θ + C or sin θ − sin 6 θ + C
6 4 4 6
3 1
2. (
(a) 2 ln 1 + x + C ) (b)
1
3
(
1 − x2 ) (
2 − 1 − x2 ) 2 +C
1 5 1
(c) ( 2 x − 5)5 + ( 2 x − 5)4 + C or ( 2 x − 5)4 (8 x + 5) + C1
20 16 80
5 3
1 1
(d)
5
(
1− t2 ) 2
3
(
− 1− t2 ) 2 +C
( ) ( ) (
(e) 2 3 + x + 2 − 6 ln 3 + x + 2 + C or 2 x + 2 − 6 ln 3 + x + 2 + C1 )
−1 7 1 − 5x
(f) ( x − 3)−4 − ( x − 3)−5 + C or 5
+ C1
2 5 10 ( x − 3)
1
2 3 4 −1 x3 − 4
(g)
3
x −4( ) 2 − tan
3 2
+C
π 1 −1 x
3. 4. tan x + +C
8 2 1 + x 2
1 −1
sin ( t − 1) + ( t − 1) 1 − ( t − 1) + C
2
5.
2
MCQ
1. (b) 2. (a) 3. (d)
Objectives :
1. Define differential equation (DE) and state the order of a differential equation.
2. Understand the solutions to differential equations.
3. Solve first order differential equations by:
• direct integration,
• separation of variables, or
• using the method of integrating factor.
4. Apply Newton’s Law of Cooling.
5. Apply first order DE to other engineeering applications.
Content
Lecture Notes p. 2
o Application: The Hidden Health Risk of Drinking Hot Coffee p. 2
o Definitions p. 4
o Solutions of a Differential Equation p. 5
o Method 1: Solve by Direct Integration p. 5
o Method 2: Solve by Separation of Variables p. 6
o Method 3: Solve by Using an Integrating Factor p. 8
o Back to The Hidden Health Risk of Drinking Hot Coffee p. 11
o Extended Learning: Application on RLC Circuits p. 13
o Extended Learning: Application on Resisted Motion p. 16
o Extended Learning: Application on Mixture Problem p. 17
Tutorial 3.1 p. 19
o Sections A, B and C p. 19
o Miscellaneous Exercises p. 20
o Multiple Choice Questions p. 21
Tutorial 3.2 p. 22
o Sections A and B p. 22
o Miscellaneous Exercises p. 24
Answers p. 25
o Answers to Selected Lecture Examples p. 25
o Answers to Tutorial 3.1 p. 25
o Answers to Tutorial 3.2 p. 26
According to the international agency for research on cancer, drinking any beverage above 65 ℃
may increase the risk of oesophageal cancer.
(Retrieved from: https://www.youtube.com/watch?v=XmjrCKjgVkg).
The oesophagus is the long, hollow tube that runs from your throat to your stomach, which
transports food to the stomach to be digested.
From the moment the hot beverage in SP food court 3 (FC3) is served, how long do you need to
wait for the beverage to cool down to 65 °C before drinking it?
To find out the answer, we can conduct an experiment by measuring the temperature of the coffee.
Another way to solve this problem is to model the temperature of the hot beverage by using
Newton’s law of Cooling.
dT
−k (T − Ts ) (1)
=
dt
where k is a positive constant determined by other factors, e.g., shape of the glass, the material
it is made from, whether it is open or closed and so on.
The negative sign in front of k indicates that the temperature T decreases with time t.
In the subsequent sections, we will learn how to solve differential equations. After that, we will
revisit this problem again.
3.2 Definitions
The order of a differential equation is the order of the highest derivative in the differential equation.
Any relation between the dependent and independent variables of a differential equation, not
containing any derivatives, which satisfies the differential equation is called a solution of the
equation.
2x d 2 y dy
Example 2: Show that y = 5e is a solution of the differential equation − = 2y .
dx 2 dx
dy
A first order differential equation of the form = f ( x) can be solved by direct integration.
dx
dy
Thus, if = f ( x) , then y = ∫ f ( x) dx .
dx
dy 1
Example 3: Find the general solution of the differential equation x 2 = 2 x 4 + .
dx 2
Find also the particular solution for which y = 2 when x = 1.
Variable separable technique is commonly used to solve first order differential equations.
All the terms in x can be collected on one side of the equation and all the terms in y on the other
side.
The general solution is then obtained by integrating each side of the equation separately:
⌠ 1
⌡ g ( y)
dy = ∫ f ( x ) dx or ∫ g ( y ) dy = ∫ f ( x ) dx
dy
Example 4: Solve the differential equation = 2 y for y in terms of x.
dx
dy =
dy
=
y
⌠1
dy =
⌡y
2 dy
Example 5: Solve y e x + y =1 .
dx
dy
Example 6: Solve 2 xy + 3( y 2 + 1) =
0 , given that y (1) = 2 .
dx
An ordinary differential equation may not always be given in standard linear form, we then need to
re-arrange the terms to put it into the desired linear form.
dy dy
For example, = − xy + x 2 is not linear, but it can be rewritten as x 2 , which is a linear
+ xy =
dx dx
form, where P ( x ) = x and Q ( x ) = x 2 .
Integrating Factor
Due to product rule, the two terms on the left-hand side can be written as
d
dx (
y e∫ )
P ( x ) dx
. Hence,
d
dx (
y e∫
P ( x ) dx
) = e∫ P ( x ) dx
Q( x)
dy
Notice that, now, this differential equation is of the type = f ( x) which can be solved by direct
dx
integration:
y e∫ = ∫ e∫
P ( x ) dx P ( x ) dx
Q( x) dx
In summary, we can solve a linear DE with the help of an integrating factor as follow:
Step 1: Rewrite the first order linear differential equation in the standard form,
dy
+ P( x) y =
Q( x)
dx
dy
Example 7: Find the general solution of the differential equation ex .
+ 2y =
dx
dy
Solution: Comparing the equation ex
+ 2y =
dx
dy
with the standard form + P( x) y =
Q( x)
dx
= e∫
2 dx
= e2 x
That is: e2 x
y= 2x
∫ e ⋅ e dx
x
= ∫ e3x dx
e3 x
= +C
3
e3 x
Hence the general solution is: y e2 x = +C
3
dy
Example 8: Solve x .
+ 2 xy =
dx
dy
Example 9: Solve x x 6 cos 2 x for y in terms of x , given that y ( π ) =0 .
− 5y =
dx
He found out that temperature of the coffee is 81.3 °C when it is delivered to him. The cup of
hot coffee is allowed to cool with the surrounding at 29 °C . After 3 minutes, the temperature of
the coffee has dropped to 76.7 °C .
(a) Set up the differential equation that depicts the cooling process of the coffee.
(b) Find the particular solution of the differential equation in part (a).
(c) How long should Thomas wait for the coffee to cool down to 65 °C ?
Experimental values
Formula obtained from
Newton’s law of cooling:
𝑇𝑇(𝑡𝑡) = 29 +52.3𝑒𝑒 −0.0307𝑡𝑡
− kt
Note: Since k is positive, as t → ∞ , e → 0 and hence T → Ts . The limiting value of T
is called the ultimate temperature of the body. The body will cool down to its
surrounding temperature Ts after a very long time. Ultimate temperature is also known
as Final temperature, Limiting temperature or Terminal temperature. Condition for
dT
ultimate temperature is = 0.
dt
Below are some electrical formulae we will be using to form DE in electrical circuits.
The current i (in amperes) is the rate of change of the charge q (in coulombs) flowing through a
dq
circuit at any time t (in seconds), that is, i = .
dt
The potential difference vR (in volts) across a resistor of resistance R (in ohms) is given by
vR = R i .
The voltage vC (in volts) across the plates of a capacitor with capacitance C (in farads), is given
q
by vC = .
C
di
A voltage vL (in volts) across the inductor with inductance L (in henries) is given by vL = L .
dt
R L
C
E(t)
For a RLC series circuit, when the switch is closed at time t = 0, by Kirchhoff ’s voltage law,
E (t )
vR + vL + vC =
di q
that is, Ri + L + =E (t )
dt C
Solution:
(a) vR + vC =
V
When a force F acts on an object, it will accelerate. The acceleration a is directly proportional to
the force, that is, F ∝ a or F = ma .
The constant of proportionality, m , is commonly known as the mass of the object which is a
measure of its inertia.
F = ma is commonly known as Newton’s second law. It is often useful to rewrite it as
F − ma = 0 , and consider ma as a force known as the inertia force, which is acting in a direction
opposite to the motion (this is known as the D’Alembert Principle). Then, the equation says that, at
all time, the sum of the force and the inertia force equal to zero.
The free body diagram is as shown below:
Example 12:
An object of mass 1 kg is projected upward from the level ground with an initial velocity of 45m/s.
The air resistance is 2v , where v is the instantaneous velocity of the object. Model the upward
motion of the mass by setting up the differential equation that describe it. [Approximate
g = 10 m / s 2 .]
(a) When the object is moving upward, there are two external forces acting on it due to:
• (i) gravity,
• (ii) air resistance, and
• (iii) the inertia force.
Indicate the magnitude and direction of each of these forces in the free body diagram:
(b) Set up the differential equation of motion by adding up all the three forces in the free body
diagram and equate to zero. Also, state the initial condition.
A problem that is modelled by a 1st order differential equation involves the process of mixing
liquids that contain dissolved substances such as salt or dye.
A typical situation involves chemical in a liquid solution flowing
into a container which contains the liquid with a specified amount
of the dissolved chemical. The mixture is kept uniform by stirring
and flows out of the container at a known rate.
m
=
in Qin × Concin m
=
out Qout × Concout
IN OUT
TANK
Suppose we are mixing salt in the liquid. Let x be the mass of salt in the tank at any time t.
Similarly, we can find the mass flow rate out of the tank m out .
Assuming the tank is well-stirred, Concout will be the same as the concentration of salt in the tank.
Mass of salt in tank x
=Concout =
Volume of liquid in tank Volume of liquid in tank
dx x
Differential equation: =(Qin × Concin ) − Qout ×
dt Volume of liquid in tank
Example 13:
Fifty litres of sodium chloride (NaCl) solution originally containing 3 kg of NaCl is in a tank. 2 l of
water containing no NaCl is pumped into the tank per minute, with the same amount of mixture
flowing out of the tank each minute. How much NaCl salt is in the tank after 10 min?
Solution:
Volume in tank = 50 l
m
=
in Qin × Concin m
=
out Qout × Concout
IN OUT
Qin = 2 l / min Qout = 2 l / min
Concin = 0 kg / l TANK
dx x
=(Qin × Concin ) − Qout ×
dt Volume of liquid in tank
dx x
=( × )− ×
dt
x is non-negative,
so x is x.
2.5
Mass of NaCI (kg)
1.5
0.5
0
0 20 40 60 80 100 120 140 160
Time (mins)
Tutorial 3.1
2
2. y x + x is a solution of the differential equation:
Verify (not solve) that the function =
d2y dy
+ x − 2 = 2y − x
dx 2 dx
(You may refer to Example 2 on page 3-5.)
1. By separation of variables, find the general solution for each differential equation below:
dy dy
(a) = 2 xy (b) = et − y + 2
dx dt
(c) (1 + x ) dy
2
dx
xy
= (d)
dy
dx
− x2 + 1 =0
2. By separation of variables, find the general solution for each differential equation below:
dy 2x y + 1 dy
(a) − 2 = 0 (b) − cos x =
0
dx 3 y + 1 sin ( 2 x ) dx
3. By separation of variables, find the particular solution for each differential equation below:
dy
(a) 2 x2 y =−( y + 1) , given that y = 0 when x = 1 .
dx
dy π
(b) cos y + (1 + e − x ) sin y 0 , given that y (0) = .
=
dx 4
1. For each linear D.E. below, find an integrating factor µ ( x) and its general solution.
dy 3 y dy y sin 2 x
(a) + 6x2
= (b) 3 x 2 e −3 x
+ 3y = (c) y′ + − 0
=
dx x dx x x
dy
2. Find the particular solution of + 5 x =x − xy using an integrating factor, given y(0) = 1 .
dx
Miscellaneous Exercises
2
d2y dy dy
2. Solve the differential equation 2
= x if y (0) = 2 , y′(0) = 1 . [Hint: Let z = .]
dx dx dx
2
3. Solve the differential equation dy = ( 9 x + 4 y + 1) dx . [Hint: Let z = 9 x + 4 y + 1 .]
1 dy
4. By using the substitution y = , show that the differential equation − xy 2 = y 2 + y 3
v dx
1 dv
can be reduced to the form 3 = 1 + x . Hence, find the particular solution that passes
v dx
through the origin.
y
5. The gradient of a curve at the point ( x, y ) is given by . Given that the curve passes
ln y
through the point ( 0, e ) , find the equation of the curve.
dy y 2 1 − y 2
(c) = [Hint: Let y = sin θ .]
dx 25 − 4 x 2
dy y4 +1 x
(d) y = [Hint: Let y 2 = tan θ and u = tan .]
dx 2 + sin x 2
dy
7. Solve the differential equation 2 xy = 4 x 2 + 3 y 2 . [Hint: Let u = y 2 .]
dx
8. Show that the following equations are linear. Hence, solve them.
dy
(a) xy′ = e x (1 − xy ) − y (b) (1 + y ) 2 2
( )
= 2 y 1 + x 1 + y 2
dx
2x cos 2 y dy π
(c) cos 2 y + − 0 , given that y ( 0 ) =
=
tan y tan y − y dx 4
1. Which of the following differential equations cannot be solved by separating the variables?
dy y dy x
(a) = (b) =
dx x dx y
dy dy
(c) = xy (d) = x+ y
dx dx
2. Which of the following differential equations can be solved by separating the variables?
x2 + x −1
2
dy xe x sin y dy
(a) = (b) = y
dx cos y dx xe − sin y
2
dy ex dy x + y
(c) = (d) =
dx tan y dx x − y
dy
3. Which of the following is NOT a solution to the differential equation = ky , where k is a
dx
constant?
(a) ln =
y kx + c y ce x + k
(b) =
(c) ln ( cy ) = kx (d) y = ce kx
1
ln (1+ x )
4. The expression e2 can be simplified as
1
1 1
(a) (1 + x ) (b) 1+ x (c) e 2 (1 + x ) (d)
2 1+ x
dy y
5. Reduce x − =ln x to linear form and identify P(x) and Q(x).
dx x 2
1 1
(a) P ( x ) = − 2 , Q ( x ) = ln x (b) P ( x ) = − 3 , Q ( x ) = ln x
x x
1 ln x 1 ln x
(c) P ( x) = − 2
, Q ( x) = (d) P ( x) = − 3
, Q ( x) =
x x x x
Tutorial 3.2
1. A cup of coffee of temperature 100 °C is allowed to cool in a room where the temperature of
the room is maintained constant at 25 °C . The cooling process follows Newton’s law of
cooling. After 2 minutes, the coffee temperature dropped to 80 °C .
(a) Set up the differential equation that depicts the cooling process of the coffee.
(b) Find the particular solution of the differential equation in part (a).
(c) Find the coffee temperature after 8 minutes.
2. A cup of boiling water is allowed to cool in a room where the temperature is maintained
constant at 30 °C . The cooling process follows Newton’s law of cooling whereby the rate of
change of temperature of the water is proportional to the difference between the water and its
surrounding temperature. After 3 minutes, the water temperature dropped to 78 °C .
(a) Set up the differential equation that depicts the cooling process of the water.
(b) Find the particular solution of the differential equation in part (a).
(c) Find the water temperature after 10 minutes.
*4. A cup of hot coffee is served at 84 °C . The room temperature is modelled by Ts = 30e −0.1t ,
where t is the time elapsed in minutes after the coffee is served. The cooling process follows
Newton’s law of cooling and it can be modelled by
dT
−0.4 (T − T s ) ,
=
dt
where T is the temperature of the coffee.
(a) Solve the differential equation.
(b) Find the temperature of the coffee after 10 minutes.
2. Consider the circuit in the figure below with inductance 1 H, resistance 5000 Ω and a
voltage source of 12 V. Assume that no current flows in the circuit when the switch is closed
at t = 0.
(a) Find the current in the circuit at any time t.
(b) Find the steady-state current (i.e. when t tends to infinity.).
i L
E R
3. The current i (amperes) flowing through an RL series circuit at time t (seconds) satisfies
the differential equation:
di
L + Ri = V
dt
where R, L and V are constants. Given that i = 0 at t = 0 , find:
(a) the current i , at any time t , in terms of R, L and V ;
(b) an expression for the steady-state current.
*4. A RL series circuit has a 35 volt supply connected to an inductor with inductance L (henry)
and a resistor with resistance R (ohms). The current i (amperes) flowing through the circuit
at time t (seconds) satisfies the differential equation:
di
L + Ri = V
dt
where V is the voltage supply.
(a) Find the current i, at any time t, in terms of R and L given that i = 0 A when t = 0.
(b) If the circuit is to have an instantaneous current of 5 mA at a time of 22 ms from
switch-on and the resistance R = 4.7 kΩ, determine the required value of the
inductance L.
*5. For the circuit on the right, the capacitor is initially fully
discharged. How long after the switch is closed will the 250 Ω 2 uF
dq
resistor at that time, using i = .
dt
Miscellaneous Exercises
1. A parachutist is falling with speed 50 m/s when the parachute opens. The air resistance is
mgv 2
, where m is the total mass of the man and the parachute. Model the downward motion
81
of the parachutist after the parachute has opened by setting up the differential equation that
describes it.
(a) Indicate all the external forces and the inertia force (both magnitude and direction) in a
free body diagram.
(b) Set up the differential equation of motion by adding up all the forces in the free body
diagram and equate to zero. Also, state the initial condition.
(c) Show if the variables in the differential equation are separable.
2. A tank contains 20 kg of salt dissolved in 4000 litres of water. Brine containing 0.02 kg of salt
per litre of water enters the tank at a rate of 15 l/min. The solution is kept thoroughly mixed
and drained from the tank at the same rate.
Find an expression for the amount of salt in the tank at any time, t. Hence, calculate how
much salt is in the tank after 1 hour.
1 y2
Example 5: e =− e− x + C Example 6: ln y 2 + 1 =−3ln x + ln 5
2
1 2 x5
Example 8: y= + C e− x Example 9: =y 2 x + sin ( 2 x ) − 2π
2 4
1 1 − 20t
Example 10: i (t )= − e A ; 0.5 A
2 2
1 1 −10t
Example 11: (a) q (t )= − e C ; i (t ) = 2e −10t A (b) 0.2 C
5 5
dv
Example 12: (b) m + 2v + = (0) 45 m/s
mg 0 ; v= (c) Yes
dt
Example 13: 2.01 kg
Section A
1. (a) 2 (b) 1
Section B
1. (a) ln y= x 2 + C or y ( x) = Ae x
2
e y et + 2 + C or =
(b) = y (t ) ln et + 2 + C( )
1 x3
(c) ln y= ln 1 + x 2 + C or ( x) A 1 + x
y= 2
(d) y ( x) = − x+C
2 3
y2 1 cos ( 3 x )
2. (a) y 3 + y = x 2 + C (b) +y=− + cos x + C
2 2 3
1
3. (a) 2 ( y − ln y + 1 ) = − 1 2 2 or (1 + e x ) =
(b) (1 + e x ) sec y = 2 2 cos y
x
Section C
1. ) x3 ; =
(a) µ ( x= y x3 + Cx −3 x ) e3 x ; =
(b) µ (= y ( x3 + C )e −3 x
1 sin ( 2 x )
(c) µ ( x) =
x ; xy = x − +C
2 2
x2
−
2. =y 5e 2 −4
Miscellaneous Exercises
1 x+ 2
1. x 2 + y 2 + 2 x − 2 y + 2 ln x − 1 + 2 ln y + 1 =0 2. y ( x)= 2 + ln
2 x− 2
2
3. 3 tan ( 6 x + c=
) 2 ( 9 x + 4 y + 1) 4. x2 + 2 x + y 2 =
0 5. ( ln y )= 2x +1
6. (a) y 2 + sec 2 x =
C (b) tan −1 ( sin x ) + ln csc y + cot y =
C
1 −1 2 x
(c) sin
2 5
+
1− y2
y
C
= (d)
2
3
2
3
x 1 1
tan −1 tan =
+
2 2 2
ln ( y4 +1 + y2 + C )
7. y2 =
−4 x 2 + Cx3
1 tan y − y
( ) (c) x tan 2 y = ln
x
8. (a) xy = 1 + Ce − e (b) x( y ) =
− + C 1+ y2
2 1+ y(2
) 1−
π
4
MCQ
1. (d) 2. (a) 3. (b) 4. (b) 5. (d)
Section A
Section B
1. q (t ) = 1 − e −2t coulombs
3 3
2. (a)
= i (t )
1250
(
1 − e −5000t ) amperes (b)
1250
amperes
R
V − t V
3. i (t )
(a) = 1 − e L amperes (b) amperes
R R
35 − t
R
4. i (t )
(a) = 1 − e amperes
L
(b) 92.91 henries
R
5. 1.50 ms , 16 mA
Miscellaneous Exercises
dv mg 2 dv g
1. (b) m + v − mg = 0 , v(0) = 50 m/s (c) 2
= dt
dt 81 81 − v 81
2. x 80 − 60e −0.00375t ; 32.1kg
=
Objectives:
1. Derive the formula for integration by parts.
2. State the guideline (LIATE) and apply the integration by parts formula.
3. Use Simpson’s rule to obtain approximate values of definite integrals.
uv
i.e.= ∫ u dv + ∫ v du
Thus, ∫ u dv = u ⋅ v − ∫ v du (1)
In this method, we make use of formula (1) to change the original integral ∫ u dv to a different
One important step in carrying out the above formula is to select the appropriate u and dv .
To select u , we use the acronym L I A T E to guide us.
This acronym spells out the priority of u according to the following order:
Logarithm expression
Inverse Trigonometric expression
Algebraic expression
Trigonometric expression
Exponential expression
∫x ∫x ∫x
n ax n n
4.1.1 Integrals of the Type: e dx , sin ax dx , cos ax dx ,
where n is a positive integer and a is a constant
∫ xe
2x
Example 1: Find dx .
∫ xe
2x
Solution 1: dx u= dv =
du = v=
∫ xe
2x
Solution 2: dx u dv
∫ x sin 2 x dx ∫ x e dx
2 x
Example 2: Find: (a) (b)
∫x ∫x tan −1 (ax + b ) dx ,
n n
4.1.2 Integrals of the Type: ln(ax + b ) dx or
where n is a non-negative integer and a , b are constants
e
Example 4: Evaluate ∫1 x ln x dx .
∫ tan
−1
Example 5: Find x dx .
We have learnt how to deal with various types of integrals. But there are still some integrals, that
seem simple enough, yet they cannot be integrated by any of the standard method we have studied.
1 2 2
For examples, ∫0 e − x dx , ∫1 ln 1 + x3 dx .
b
When a definite integral ∫ a f ( x) dx does not fit into the ‘normal patterns’ of the standard integral,
a numerical approximation of the integral is often sought after. One such approximation method is
called Simpson’s rule.
b
Numerical methods of integration are used to approximate definite integrals ∫ a f ( x) dx when:
(i) The integrand f ( x ) cannot be integrated by any standard integrals or integration
methods that we have encountered so far.
4
Here f ( x= 1 + x3
For example: Evaluate ∫2 1 + x3 dx )
(ii) The integrand f ( x ) is not known explicitly but only as a set of points.
For example: Given the corresponding data in x and y in the table below:
x 1 2 3 4 5 6 7
y = f ( x) 0.25 0.78 1.28 1.43 0.96 0.32 0.18
7
Since y = f ( x) is not defined, ∫ 1 y dx cannot be integrated. Hence, the value
7
of the integral ∫ 1 y dx can only be approximated by numerical method.
The two most popular numerical methods of integration are Trapezoid rule and Simpson’s rule.
However, we will learn only Simpson’s rule in our module.
b
The definite integral ∫a f ( x) dx represents the area between the curve y = f ( x) and the x-axis
In Simpson’s rule, this area is considered to be made up of areas of n vertical strips of equal width
h, where n is an even integer.
b 1
∫a f ( x) dx ≈ h y0 + yn + 4 ( y1 + y3 + y5 + ... + yn −1 ) + 2 ( y2 + y4 + ... + yn − 2 ) ,
3
b−a
where h = and n is an even integer.
n
y
y = f (x)
A1 A2 A3 An-1 An
x
0 a b
h
Example 6: By using Simpson’s rule with 6 strips, determine the approximate value of the
π 1
definite integral ∫ dx , correct to 2 decimal places.
0 1 + sin x
1 b−a
Solution: Let f ( x) = and
= h = [Note: x must be in radians]
1 + sin x n
π π π
x 0 1⋅ 2⋅ 3⋅ 4⋅ 5⋅ π
6 6 6
1
1 0.6667 0.5359
1 + sin x
By Simpson’s rule,
π
⌠ 1 h
dx ≈ y0 + y6 + 4 ( y1 + y3 + y5 ) + 2 ( y2 + y4 )
⌡0 1 + sin x 3
1 π
= ⋅ [2 + 4 ( + + ) + 2( + )]
3 6
π ( )
= =
18
2
⌠ sin x
Example 7: Evaluate
dx using Simpson’s rule with 4 strips, correct to 3 decimal
⌡1 x
places.
Solution:
Example 8: The voltage (in mV) of a supply at regular intervals of 0.01 s over a half cycle is
found to be:
0, 19.5, 35, 45, 40.5, 25, 20.5, 29, 27, 12.5 and 0
By Simpson's rule, find the r.m.s. value of the voltage over the half cycle, correct to
2 decimal places.
1 b 2
Solution: The r.m.s. value of the voltage is, Vr m s = ∫
b−a a
V dt .
V 0 19.5 35 45 40.5 25
V 20.5 29 27 12.5 0
Tutorial 4
∫ x cos x dx ∫ (x
2
1. 2. + x) e 2 x dx
1
∫x ∫0 x e −5 x dx
2
3. sin 3 x dx 4.
e
∫1 x
2
∫ θ sin θ dθ
2
5. ln x dx 6.
7. ∫ ln (1 − 4x ) dx
1. Approximate the following integrals by Simpson’s rule, using the number of intervals
indicated:
1 π /2
(a) ∫0 1 + x3 dx (n = 8) (b) ∫0 sin θ dθ (n = 6)
3π /2
⌠ sin x 2 x2
(c)
⌡π /2 x
dx (n = 6) (d) ∫0 e dx (n = 4)
b
2. Given that V = 2π ∫ rh dr , where the values of r and h are given in the table below:
a
r 0 1 2 3 4 5 6
h 0.599 1.072 1.415 1.588 1.579 1.428 1.003
3. When a battery is applied to the sending end of a long telegraph line, the growth of received
current i (mA) at 5 ms intervals is given by:
Time t 0 5 10 15 20 25 30 35 40
Current i 0 1.5 7 13 16 18 19 19.5 20
Use Simpson’s rule to evaluate the root-mean-square (RMS) value of the current in the
complete 40 ms interval.
16.5 cm
14.7 cm 2.5 cm
4.2 cm
* 5.
*6. A very large number of random variables observed in nature follow a frequency distribution
that is approximately bell-shaped. Statistician called this a normal probability distribution.
z2
1 −2
The function that describes the standardized normal curve is f ( z ) = e .
2π
The probability of z taking on values from a to b , denoted by P (a < z < b) , is given by the
area under the curve between z = a and z = b . Hence,
b 2
⌠ 1 − z2
P ( a < z < b) = e dz
⌡a 2π
Unfortunately, f ( z ) does not have an antiderivative in terms of elementary functions.
Hence, we have to use numerical integration method like the Simpson’s Rule to evaluate
this integral.
1.2 z2
⌠ 1 −
Use Simpson’s Rule to evaluate P(0 < z < 1.2) = e 2 dz , using n = 6 .
⌡0 2π
Miscellaneous Exercises
d2y 1
*1. Given that = , find y in terms of x .
dx 2 x
https://youtu.be/c_PGa3DAFno
∫e
5x
*5. cos 2 x dx . Learn from this video:
n n −1
*6. By writing sin x = sin x sin x , derive the reduction formula for
1 n −1
∫ sin − sin n −1 x cosx + ∫ sin n − 2 x dx
n
x dx =
n n
∫ sin
5
Hence, determine x dx .
1. To find ∫ x sec
2
(5 x) dx using integration by parts, we choose
3
4. A definite integral ∫0 1 − x 2 dx is evaluated using the Simpson’s rule with 8 strips.
Which of the following could be used to increase the accuracy of the final answer?
(a) Evaluate the definite integral by integrating the function 1 − x 2 and substituting the
limits of integration.
(b) Use the trapezoid method instead of Simpson’s rule using the same number of strips.
(c) Reduce the number of strips from 8 to 4.
(d) Increase the number of strips from 8 to 16.
Answers to Tutorial 4
Section A
1 2 2x
1. x sin x + cos x + C 2. x e +C
2
x2 2 2
3. − cos3 x + x sin 3 x + cos3 x + C 4. 0.0384
3 9 27
θ2 θ 1
5. 4.575 6. − sin 2θ − cos 2θ + C
4 4 8
1
7. x n (1 − 4 x) − x − n (1 − 4 x ) + C
4
Section B
1. (a) 1.11 (b) 1.19 (c) 0.24 (d) 17.35 2. 159.62
3. 14.77 mA 4. 156.63 cm2 6. 0.3849 or 38.49%
Miscellaneous Exercises
1. y ( x)= x ln x + Ax + B
1 1 ln x 1
2. (a) ln x − ln 2 x + 1 + − + C (b) − sin −1 ( 2 x ) 1 − 4 x 2 + 2 x + C
4 2 x + 1 4 ( 2 x + 1)2 4
1 π
3. 2 3 π − − 2 + ln 2 or 2.668 4. x3e x − 3x 2e x + 6 xe x − 6e x + C
3 2
1 5x
5. e (2sin 2 x + 5cos 2 x) + C
29
1 4 8
6. − sin 4 x cos x − sin 2 x cos x − cos x + C
5 15 15
MCQ
1. (a) 2. (b) 3. (b) 4. (d)
Objectives:
1. Application: Signal Recovery Using Fourier Series
2. Define periodic functions.
3. Obtain the Fourier Series of a periodic function.
4. Distinguish odd and even functions.
5. Obtain the Fourier series of an odd or even periodic function by using the properties of odd and
even functions.
Content
Lecture Notes p. 2
o Application: Signal Recovery Using Fourier Series p. 2
o Periodic Function p. 3
o Fourier Series p. 3
o Some Special Integrals p. 4
o Determination of the Fourier Coefficients p. 5
o Odd and Even Functions p. 8
o Fourier Series for Odd and Even Functions p. 11
Tutorial 5.1 p. 15
o Questions p. 15
Tutorial 5.2 p. 16
o Questions p. 16
o Miscellaneous Exercises p. 17
o Multiple Choice Questions p. 18
Answers p. 19
o Answers to Selected Lecture Examples p. 19
o Answers to Tutorial 5.1 p. 19
o Answers to Tutorial 5.2 p. 19
A music producer is listening to a piece of music and comments that the background noise is too
loud, he asks if we can reduce the background noise. To do that, we need an algorithm to separate
the noise and the music, the below picture illustrated the process.
Fill in this
from video
In the subsequent sections, we will learn how to find the Fourier series of periodic functions.
Let’s start by learning how to sketch a periodic function.
2 , −1 < t < 0
(a) f (t ) = f (t + 2) =f (t )
4 , 0 < t < 1
t + 3 , 0 < t < 2
(b) f (t ) = f (t + 4) =f (t )
t − 7 , 2 < t < 4
Solution:
(a)
(b)
Any periodic function of period T can be expressed by an infinite series of the form:
∞
a0 + ∑ (an cos n ω 0t + bn sin n ω 0t )
f (t ) =
n =1
2π
where a0 , an , and bn are constants for n = 1, 2, 3, … and ω 0 = .
T
This series is called the trigonometric form of a Fourier series.
The Fourier series exists if the following conditions (called the Dirichlet conditions) are satisfied:
1. it is a single-valued function,
2. if it is discontinuous, then there is a finite number of discontinuous in the period of T,
3. it has a finite number of positive and negative maxima and minima in any one period,
4. it has a finite average value for the period T.
The following integrals are used throughout the theory of Fourier series:
K +T
(i) ∫K cos n ω 0t dt = 0
K +T
(ii) ∫K sin n ω 0t dt = 0
0 , if m ≠ n
K +T T
(iii) ∫K cos m ω 0t ⋅ cos n ω 0t dt =
2 , if m = n≠0
T , if m= n= 0
K +T 0
, if m ≠ n
(iv) ∫K sin m ω 0t ⋅ sin n ω 0t dt =
T
, if m = n
2
K +T
(v) ∫K cos m ω 0t ⋅ sin n ω 0t dt =
0
2π
where m, n are positive integers, K is a constant, and ω 0 = .
T
1 K +T
2 ∫K
= cos (m + n)ω 0t + cos (m − n)ω 0t dt (applied Product to Sum Identities)
K +T
1 sin (m + n)ω 0t sin (m − n)ω 0t 2π
= + (where T = )
2 (m + n)ω 0 (m − n)ω 0 ω0
K
= 0 , if m ≠ n
Note: sin 2π (m + n) + ω 0 K (m + n=
) sin (m + n)ω 0 K
f (t=
) a0 + a1 cos ω 0t + a2 cos 2ω 0t + a3 cos 3ω 0t + ⋅⋅⋅
+ b1 sin ω 0t + b2 sin 2ω 0t + b3 sin 3ω 0t + ⋅⋅⋅
To find a0 , integrate both sides of the above equation over one period:
K +T K +T K +T K +T
∫K =
f (t ) dt ∫K a0 dt + a1 ∫
K
cos ω0t dt + a2 ∫
K
cos 2ω0t dt + ⋅⋅⋅
K +T K +T
+ b1 ∫ sin ω0t dt + b2 ∫ sin 2ω0t dt + ⋅⋅⋅
K K
K +T
= a0 [ t ]K
= a0T
1 K +T
Hence, a0 =
T ∫K f (t ) dt
To find an , multiply both sides by cos n ω0t and integrate over one period:
K +T K +T
∫K f (t ) cos n ω0t dt = a0 ∫
K
cos n ω0t dt
K +T K +T
+ a1 ∫ cos ω0t cos n ω0t dt + ⋅⋅⋅ + an ∫ cos 2 n ω0t dt
K K
K +T K +T
+ b1 ∫ sin ω0t cos nω0t dt + ⋅⋅⋅ + bn ∫K sin n ω0t cos n ω0t dt
K
T
= an
2
2 K +T
Hence, an =
T ∫K f (t ) cos n ω0t dt
2 K +T
Similarly, bn =
T ∫K f (t ) sin n ω0t dt
T T
A function f (t ) , defined in the interval − < t < , is said to be even if f (−t ) =f (t ) for every
2 2
value of t in the interval.
The graph of an even function is symmetrical about the vertical axis.
For example, f (t ) = cos t is an even function.
Solution:
T T
A function f (t ) , defined in the interval − < t < , is said to be odd if f (−t ) =− f (t ) for every
2 2
value of t in the interval. Note that for this definition to be consistent, f (0) = 0 .
Solution:
There are some special properties of odd and even functions when we take sum or product of them:
1. The product of two odd functions is an even function.
2. The product of two even functions is an even function.
3. The sum of two odd functions is an odd function.
4. The sum of two even functions is an even function.
5. The product of an odd function and an even function is an odd function.
6. The sum of an odd function and an even function is neither even nor odd.
Two useful facts emerge from odd and even functions, in terms of area under their graphs.
a a
• Area under the graph of an even function: ∫−a f (t ) dt = 2 ∫ 0 f (t ) dt
Since the graph of an even function is symmetrical about the y-axis, then the area under the graph
from −a to a will be symmetrical too. Thus, we only need to integrate half the interval from
0 to a , but multiply the integral by a factor of two.
a
• Area under the graph of an odd function: ∫ − a f (t ) dt = 0
Due to its special symmetry, the area under the graph from −a to 0 will be equal to the area
under the graph from 0 to a , but opposite in signs. Thus, the areas will cancel out.
2π
where ω0 =
T
1 K +T
a0 =
T ∫K f (t ) dt
2 K +T
T ∫K
=an f (t ) ⋅ cos nω0t dt
2 K +T
=bn
T ∫K f (t ) ⋅ sin nω0t dt
By making use of the properties of odd and even functions, the formulae for finding the Fourier
series coefficients can be simplified.
4 T /2
T ∫0
=an f (t ) ⋅ cos nω0t dt
bn = 0
Note: The Fourier coefficients formulae for odd and even periodic functions will not be provided
during examination. Students are required to derive these formulae from the standard ones
in the formulae card.
t + 3 0<t <2
Example 6: The graph of the function f (t ) = and f (t + 4) =f (t )
t − 7 2<t <4
for −4 < t < 4 is shown below. f(t)
(a) Indicate whether f (t ) is 5
even or odd or neither. 3
(b) Determine the Fourier series
of f (t ) up to the fourth
t
harmonics. -4 -2 0 2 4
-3
-5
Example 7:
Mars + Earth
Noise
Suppose that a spacecraft from Mars has measured Signal received, h(t)
a quantity B and sent it to earth in the form of a
periodic signal A + B cos t of amplitude B . On its
way to earth, the signal picks up periodic noise,
containing only second and higher harmonics.
Suppose that the signal
Tutorial 5.1
[Hint: For any integer n, sin ( nπ ) = 0 and cos ( 2nπ ) = 1 ]
t , 0 < t < 2
(b) f (t ) = and f (t + 4) =f (t )
0 , 2 < t < 4
3 , 0<t <π
f (t ) = and f (t + 2π ) =
f (t )
−1 , π < t < 2π
Obtain the Fourier series of f (t ) up to and including the third harmonics.
t , 0 < t < 1
f (t ) = and f (t + 2) =f (t )
0 , 1 < t < 2
Obtain the Fourier series of f (t ) up to and including the third harmonics.
Tutorial 5.2
1. Sketch the following periodic functions and state whether the functions are even, odd or
“neither even nor odd”.
t + 1 , −1 < t < 0
(a) f (t ) = and f (t + 2) =f (t )
−t + 1 , 0 < t < 1
f (t ) t 2
(c) = , 0<t <2 and f (t + 2) =f (t )
Miscellaneous Exercises
0 , −1 < t < 0
f (t ) = and f (t + 2) =f (t )
t + 1 , 0 < t < 1
3 2 ∞ cos ( 2n − 1) π t 3 ∞ sin ( 2n − 1) π t 1 ∞ sin 2nπ t
is f (t ) =− ∑ 2n − 1 2 + π ∑ 2n − 1 − π ∑ 2n .
4 π2 n 1=
= ( ) n 1= n 1
*4. Sketch the graphs of the following periodic functions for two periods and classify them as
even, odd or “neither even nor odd”. Find their Fourier series.
(a) f (t )
= t , − 1 < t < 1 and f (t=
+ 2) f (t )
1. f (t)
10
0 t
-6 -4 -2 2 4 6
2. The d.c. component a0 of the Fourier series of f (t ) (as shown in the figure in MCQ 1) is
(a) 0 (b) 2
(c) 5 (d) 10
4 4
(a) (b)
3π 3
2
(c) (d) none of the above
3
1 2 2
Example 2: f (t ) =+ sin t + sin 3t +
2 π 3π
16 π 2 16 3π 1
Example 6: f (t ) = sin t− sin π t + sin t − sin 2π t + ......
π 2 π 3π 2 π
1. (a) (b)
2. (a) a0 =
1
2
(
[t ]−1 + [ 2t ]0.5 =
0.5 1 5
4
)
0.5 1
1 2 1 1
π sin (π t ) + π sin (π t ) =
(b) a1 = − ; 1st cosine harmonic = − cos (π t )
−1 0.5 π π
0.5 1
1 2 1 1
(c) b2 = − cos ( 2π t ) + − cos ( 2π t ) =− ; 2nd sine harmonic = − sin ( 2π t )
2π −1 2π 0.5 π π
π 2π
1 3
3.=a0
1
2π
( [3t ]0 + =
π
[ −=
t ]π
2π
1 , an)
π n
sin nt
1
( ) + −
0 n
sin
= ( ) 0 ,
nt
π
π 2π
1 3 1 1
bn = − cos ( nt ) + cos ( nt )
π n
= ( 4 − 4 cos ( nπ ) ) ;
0 n π nπ
8 8
f (t ) =
1 + sin t + sin 3t +
π 3π
π 3π /2
1 2
4.=
=a0
1
2π
(
[ 2t ]0 + [ −=
π
t ]π
3π /2 3
4
, an
π n
) 1
0 n
sin ( nt ) + − sin ( nt )
π
=−
1
nπ
3nπ
si n
2
,
π 3π /2
1 2 1 1 3 2 1 3nπ
bn − cos ( nt ) + cos ( nt ) = − cos ( nπ ) + + cos ;
π n 0 n
π π n n n 2
3 1 1 5 1 5
f (t ) = + cos t − cos 3t + + sin t − sin 2t + sin 3t +
4 π 3π π π 3π
1
1 t2 1
1
1 1 1
5. a0 = = , an =
t sin ( nπ t ) + 2
cos ( nπ t ) = 2 cos ( nπ ) − 1 ,
2 2 0 4
nπ (nπ ) 0 (nπ )
1
1 1 1
bn =
− t cos ( nπ t ) + 2
sin ( nπ t ) =− cos ( nπ ) ;
nπ (nπ ) 0 nπ
1 2 2 1 1 1
f (t ) = − 2 cos π t − 2 cos 3π t + + sin π t − sin 2π t + sin 3π t +
4 π 9π π 2π 3π
a0
=
2
4
(
[0.5t ]0 + [ −0.5=
1
t ]1
2
)0
1 2
1 nπ 1 nπ
an = sin t + − sin t
nπ 2 0 nπ 2 1
2 nπ
= sin
nπ 2
bn = 0
2 πt 2 3π t
f (t ) = cos − cos +
π 2 3π 2
2 nπ t
2
−2 cos ( nπ ) − 1 4 πt 4 3π t
3. a=
0 a=
n 0 , bn = − cos = ; f (t ) = sin + sin +
nπ 2 0 nπ π 2 3π 2
4. (a) (b)
1
t3 1
a0 =
=
3 0 3
1
t 2 sin ( nπ t ) 2t cos ( nπ t ) 2sin ( nπ t )
an = 2 + −
nπ ( nπ )2 ( nπ )3 0
4
= cos ( nπ )
(nπ ) 2
bn = 0
1 4 1 4
f (t ) =− 2 cos π t + 2 cos 2π t − 2 cos 3π t +
3 π π 9π
5. (a) (b)
a0 = 0
an = 0
π
4 −2t cos ( nt ) 2sin ( nt )
bn = +
2π n n2 0
4
= − cos ( nπ )
n
4
f (t ) =4sin t − 2sin 2t + sin 3t +
3
Miscellaneous Exercises
3. (c) t = 0
1 4 ∞
cos(2n − 1)π t 12 ∞
1
∑ ∑ ( −1)
n +1
4. (a) even , f (t )= − f (t )
(b) odd ,= sin(nπ t )
2 π2 n =1 (2n − 1) 2 π 3
n =1 n3
MCQ
1. (b) 2. (c) 3. (d) 4. (a) 5. (c)
Objectives:
1. Application: Optimizing Design of Bungee Jumping Systems
2. Understand the definition of Laplace transform.
3. Know the Laplace transforms of common functions.
4. Use standard results and apply basic theorems.
Content
Lecture Notes p. 2
o Application: Optimizing Design of Bungee Jumping Systems p. 2
o Introduction to Laplace Transform p. 3
o Definition and Notation of the Laplace Transform p. 4
o Laplace Transforms of Simple Functions p. 4
o Linearity Property p. 7
o First Shift Theorem p. 8
o Laplace Transforms of Derivatives p. 10
o Partial Fractions p. 11
Tutorial 6 p. 13
o Questions p. 13
o Multiple Choice Questions p. 13
Answers p. 14
o Answers to Tutorial 6 p. 14
As shown in Figure 1, a person is doing bungee jump. A bungee jump consists of three phases: free-
fall of jumper when the rope is still slack, the stretch phase until the rope reaches its maximum length
and the rebound phase. It is an example of damped oscillatory motion where the amplitude of
oscillation reduces with time due to external forces like friction, air resistance and other resistive
forces.
To design and optimize bungee jumping systems, we may want to know the maximum displacement
of a jumper i.e. how far from ground level the jumper will be at the lowest point as shown in above
Figure 2.
The displacement of the jumper is the distance between the initial position and the position at a given
time. This information can be used to study the stretching of the bungee cord during the jump and to
assess the safety of the system. The maximum displacement can be obtained by finding the maximum
value of the position function. This information is important as it tells us how much the bungee cord
stretches during the jump, which can have safety implications.
Figure 3: Modeling Bungee Jump using 2nd order ordinary differential equations
The bungee jump can be described by a 2nd order ordinary differential equation, where x is the
vertical displacement of the jumper at time t, as shown in Figure 3. The solution to the differential
equation gives the position and velocity of the jumper as a function of time, allowing us to model the
motion of the bungee jumper during a jump, which can then be used to make informed decisions about
safety and design.
There are many methods to solve this differential equation. These include the auxillary equation
method and the Laplace transform method. This week, we will define Laplace transform, and we
will revisit the bungee jump problem in Chapter 9.
6.2 Introduction
The Laplace transform has a key role to play in the modern approach to the analysis and design of
engineering systems. It is an example of a class called integral transforms, in which Fourier
transform is another widely used example.
In Laplace transform, a function f (t ) of one variable t (time) is changed into a function F ( s ) of
another variable s . In doing so, it transforms a differential equation in the t (time) domain into an
algebraic equation in the s (frequency) domain, denoted as F ( s ) , which makes solving easier.
After obtaining the solution of the algebraic equation in s , the solution of the original differential
equation in t can be obtained by using the inverse Laplace transform. See diagram below.
Another advantage of using the Laplace transform to solve differential equations is that initial
conditions play an important role in the transformation process, so they are automatically
incorporated into the solution. Hence, it is an ideal tool for solving initial-value problems such as
those occurring in the investigation of electrical circuits and mechanical vibrations.
A further important advantage is that the method of Laplace transform enables us to deal with
situations where the function is discontinuous or periodic, or even impulsive.
The Laplace transform of f (t ) is said to exist if the above integral converges for some value of s ,
otherwise it does not exist.
It is usual to represent the Laplace transform of a function by the corresponding capital letter. That
is, L{ f (t ) } = F(s). We may similarly write L{q(t)} = Q(s), L{i(t)} = I(s), L{v(t)} = V(s), etc.
L{.}
The symbol L denotes the Laplace transform operator.
The relationship between f (t ) and F(s) is depicted
graphically on the right: F(s)
Let us use the definition stated in section 6.2 to derive the results of Laplace transform of some
common functions.
1
Result 1: L {1} =
s
∞ − st
Proof: L {1} = ∫0 e (1) dt [ taking f (t ) as the value 1 ]
1 ∞
Let [ ] ∞ denote lim [ ] b
= − e − st
s 0 0 b →∞ 0
1 1
( )
b
= − lim e − st = − lim e − sb − 1
s b →∞ 0 s b→∞
1 1
= − ( 0 − 1) = since e − sb → 0 as b → ∞ if s > 0.
s s
1
Result 2: L={ }
e at
s−a
,s > a
{ }
∞
Proof: L e at = ∫ e − st e at dt
0
∞ 1 ∞
= ∫ e − ( s − a )t dt = − e − ( s − a )t
0 s−a 0
Since e − ( s − a )b → 0 as b → ∞ if (s − a ) > 0 or s > a ,
1 1
{ }
L e at =−
s−a
(0 − 1) =
s−a
.
n!
Result 3: { }
L tn =
s n +1
for positive integer n.
{ }
∞
Proof: L t n = ∫ t n e − st dt
0
1 ∞ n ∞
− t n e − st + ∫ t n −1e − st dt , using integration by parts.
=
s 0 s 0
bn
As b → ∞, b e = sb → 0 since e sb for s > 0 grow at a greater rate than b n , so
n − sb
e
n ∞ n −1 − st n
=L tn { } =∫
s 0
t e dt
s
{ }
L t n −1 .
{ }
This is a recurrence relation that can be used to find an explicit formula for L t n .
1 1 11 1 2 2 1 2!
L {=
t}
s
0
L t={ }
s
L {=
1} = 2
ss s
{ }
t2
L=
s
{t} =
L=
s s 2 s3
3 3 2! 3! n!
L={}
t3
s
t2
L= { }
=
s s3 s 4
∴L tn ={ }
s n +1
In addition to the above functions, the Laplace transforms of other functions can be determined in
much the same way. The final results have been collated and presented into a formulae table
which can be found at the end of this book as well as in the Maths Formulae Card. We shall make
references to these standard results from this point onwards.
tn n!
Formula 2
(n is a positive integer) s n +1
Example 1: (a) { }
L t2 (b) { }
L t5
1
Formula 3 eat ( s > a)
s−a
t
Example 2: (a) { }
L e 3t
(b) L e { } −2t
(c) L e 2
a
Formula 4 sin at
s + a2
2
s
Formula 5 cos at
s + a2
2
2as
Formula 6 t sin at
(s )
2 2
+ a2
s2 − a2
Formula 7 t cos at
(s )
2 2
+ a2
(b) {
L e3t + cos t }
Example 6:
(a) {
L π − 2t 3 + e 4t }
(b) {
L 6e −t − 3 + 7 t sin π t }
Example 7:
(a) L {3t ( t − 2 )}
(b) { }
L et + 2
π
(c) L sin 3t +
4
(d) {
L sin 2 3t }
{ }
∞
L e at f (t ) = ∫ e − st e at f (t ) dt
0
∞
∫ e
− ( s − a )t
= f (t ) dt =F ( s − a ), s > a
0
{ }
The transform L e at f (t ) is the same as L { f (t )} but with ‘s’ everywhere in the result replaced
by (s − a).
Hence, we can also write: {
L e at f (=
t)} F ( s ) s →=
s −a
F ( s − a)
3! 6
For example: Since L ={}
t3
s
=3+1
s4
, then to obtain L {e 2t t 3 } ,
6
Alternatively, we can write: L= { }
e 2t t 3 =
s 4 s→s −2
(b) {
L t et sin 3t }
(c) {
L 2t e5t }
(d) {
L 5e −2t cos 3t }
(e) {( )
L e 2t − e −2t cos 2t }
If we are to use Laplace transform methods to solve differential equations, we need to find the
dy d2y dy d2y
Laplace transforms of derivatives such as and . Note that and can also be written
dt dt 2 dt dt 2
as y′(t ) and y′′(t ) respectively.
∞
By definition, L { y′(t )} = ∫ e − st y′(t ) dt
0
∞ ∞
= e − st y (t ) + s ∫ e − st y (t ) dt (using integration by parts)
0 0
y (b)
As b → ∞ , e − sb y=
(b) → 0 . This is because e sb for s > 0 grow at a faster rate than y (b) in
e sb
most of case. So,
∞
L { y′(t )} =0 − y (0) + s ∫ e − st y (t ) dt =sL { y (t )} − y (0)
0
We can further use this result to find the Laplace transform of y′′(t ) :
=
L { y′′(t )} L = { }
( y′(t ) )′ sL { y′(t )} − y′(0)
= s ( sL { y (t )} − y (0) ) − y′=
(0) s 2 L { y (t )} − sy (0) − y′(0)
2
(b) Given y (0) = 3 and y′(0) = 7 , express L d 2y + 6 dy + 13 y in s and L { y} .
dt dt
Example 10: Write down the form of partial fractions, without evaluating the constants.
Original Fraction Form of the Partial Fractions Unknown coefficients that can be
solved by cover-up method
s
( s + 1)( s + 3)
s
( s + 1)( s + 3)2
s
( s + 1) ( s 2 + 3)
Tutorial 6
1. {
(a) L 4 − 9e
−4t
} (b) L {7 + π } (c) L {cos π t}
{
3
(d) L 5t + 3sin 2t } (e) L {2sin 4t − 9 cos 6t}
π
2. (a) L {(t + 1)(t + 2)} (b) L e { }
2t +3
(c) L sin t +
6
π
(d) L cos 2 t −
4
2
(e) L 2sin t{ } {
(f) L ( sin t − cos t )
2
}
4. {
3t
(a) L e sin t } −2t
{ 2 −2t
(b) L e cos 3 t − t e }
{ 2t
(c) L t e cos5t } 3t
{
(d) L t e sin 2t } {
4t
(e) L e sin 3t cos 2t }
dv
(b) Express L + 3v − 13sin 2t in terms of s and L {v} , if v(0) = 6 .
dt
di
(c) Given i (0) = 0 , express L + 5i + 6e −2t in terms of s and L {i} .
dt
d2 y dy
(d) If y (0) = 1 and y′(0) = −2 , express L 2
+2 + 5 y − e−2t cos 3t in s and L { y} .
dt dt
∞
*6. Use L {t cos 3t} to evaluate ∫0 te
−2t
cos 3t dt .
1. { }
L e −3t −5 is equal to
1 e3 1 e5
(a) 3 (b) (c) 5 (d)
e ( s + 5) s+5 e ( s + 3) s+3
2. {( )
L 1 − e −t cos 2t is equal to }
1 1 s s s
(a) − 2 (b) −
s s +1 s + 4 (
s + 4 ( s + 1) s 2 + 4
2
)
s s s s +1
(c) − (d) −
s + 4 ( s + 1)2 + 4
2
s + 4 ( s + 1)2 + 4
2
9 3 3 ( s + 1)
Example 11: = − 2
(
( s − 1) s 2 + 2 ) (
( s − 1) s + 2 )
Answers to Tutorial 6
4 9 7 +π s
1. (a) − (b) (c)
s s+4 s s +π 2 2
30 6 8 9s Aω
(d) 4 + 2 (e) 2 − 2 (f) 2
s s +4 s + 16 s + 36 s + ω2
1 s+2 2 ( s − 2) 2 − 25
4. (a) (b) − (c)
( s − 3) 2 + 1 ( s + 2) 2 + 3 ( s + 2)3 ( s − 2) 2 + 25
2
4( s − 3)
(d) 2
(e) 1 5
2
+
1
2
( s − 3) 2 + 4 2 ( s − 4) + 25 ( s − 4) + 1
2 1 26
5. (a) L { y=
} + (b) ( s + 3)L {v} − 6 −
s4 s 2
s +4
6 s+2
(d) ( s + 2 s + 5)L { y} − s −
2
(c) ( s + 5)L {i} +
s+2 ( s + 2) 2 + 9
5
6. −
169
MCQ
1. (c) 2. (d)
Objectives:
1. Find inverse Laplace transforms using standard results.
2. Use techniques like linearity property, completing the square and partial fractions to evaluate
inverse Laplace transforms.
7.1 Definition
F(s)
L−1{.}
When finding the inverse Laplace transform of F ( s ) , the following strategies are normally used,
sometimes in combinations, before referring to the Laplace transforms formulae table:
• Linearity rule
• Completing the square
• Partial fractions
These methods will be gradually introduced and demonstrated in the latter sections of this chapter.
1 −1 1
{ }
Since L e3t =
s −3
, then inversely, L
s − 3
3t
=e .
2 −1 2
{ }
Similarly, since L t 2 =
s 3
s
2
, then inversely, L 3 = t .
The linearity property works for the inverse Laplace transform operator as well.
1
Formula 1 1
s
−1 3 −1 π
Example 1: (a) L (b) L
s s
tn n!
Formula 2
(n is a positive integer) s n +1
−1 24 −1 1 3
−1
Example 2: (a) L 5 (b) L 5 (c) L 4
s s s
1
Formula 3 e at
s−a
−1 1 −1 4 −1 1
Example 3: (a) L (b) L (c) L
s + 2 s − 2 3s + 2
a
Formula 4 sin at
s + a2
2
s
Formula 5 cos at
s + a2
2
−1 1 −1 s
Example 4: (a) L 2 (b) L 2
s + 4 s + 4
2as
Formula 6 t sin at
(s )
2 2
+ a2
s2 − a2
Formula 7 t cos at
(s )
2 2
+ a2
2
−1 3s s − 16
−1
Example 5: (a) L 2
(b) L 2
(
s 2 + 16 )
s 2 + 16
( )
Example 6:
3 7 1
(a) L −1 − + 4
s s −5 s
s + 2
(b) L −1 4
s
1 4
− s+
−1
(c) L 52 5
s +4
−1 6 3
For example: Since we know that L 4
=t ,
s
6 6
and that 4 is just with ‘s’ replaced by (s − 2),
( s − 2) s4
6 2t −1 6
hence L −=
1
4
e= L 4
( s − 2) s
6 −1 6
Alternatively, we can write: =
L −1 4
=
L 4
( s − 2) s s→s −2
3 s +1
(c) L −1 2 (d) L −1 2
( s − 5) + 4 ( s + 1) + 25
Example 8:
(a) L −1 s
2 (b) L −1 2 s + 13
( s + 1) + 25 ( s + 2)
In rational expressions (i.e. fractions) where the denominator is a quadratic function of the form
as 2 + bs + c which cannot be factorised, we will perform “completing the square” method for the
denominator. Briefly, to complete the square:
2 2
k k
s 2 + ks = s + −
2 2
−1 2( s + 1)
For example: To find L 2 , we would want to “complete the square” for
s + 2s + 10
the quadratic denominator s 2 + 2s + 10 which cannot be factorised.
2 2
Let k = , then s 2 + 2 s + 10 = s + − + 10 =
2 2
Hence, L −1 2 2( s + 1) = L −1 2( s + 1)
s + 2 s + 10
= L −1
s → s +1
Example 9:
1 2
1 s−
−1
(a) L 2 (b) L −1 25 5
s + 4s + 8 s + 2s + 2
Original Fraction Form of the Partial Fractions Unknown coefficients that can
be solved by cover-up method
s A B A and B
+
( s + 1)( s + 3) ( s + 1) ( s + 3) (both are unknown coefficients of
linear factors)
s A B C A (linear factor) and
+ +
( s + 1)( s + 3) 2
( s + 1) ( s + 3) ( s + 3)2 C (highest power of the repeated
factor)
s A Bs + C A (linear factor) only
+ 2
( s + 1) ( s 2
+3 ) ( s + 1) ( s + 3)
Summary:
(a) Unknown coefficients of linear factors and highest power of the repeated factor can be
solved by cover-up method.
(b) Unknown coefficients of quadratic factors cannot be solved by cover-up method.
(c) If unknown coefficients cannot be solved by cover-up method, then use compare
coefficients method to solve it.
By finding the inverse Laplace transform for each of the partial fractions, we can then evaluate
p( s)
L −1 .
q( s)
9 s + 14
−1
Example 11: Find L .
( s − 2 ) s + 4
2
( )
7 s − 6
Example 12: Find L −1 .
( s + 2 )( s − 3)
2
Example 13: Find L −1 .
2
( s − 1)( s + 1)
−1 6s − 4
−1 1
(a) L 2 (b) L 2
s − 8s + 15 4s − 4s + 5
Tutorial 7
2 8 16 1 3s 1
(a) L −1 − 3 + 5 (b) L −1 − 2 + 2
s s s s + 6 s + 25 s + 49
2
s − 100 4s 1
(c)
−1
L − 2 (d) L −1
( ) ( s 2 + 81) 2s − 3
2 2
s + 100
3(1 + s ) 3s + 2
(e) L −1 5 (f) L −1 2
s s + 36
6 3
(a) L −1 3
(b) L −1 2
( s − 1) ( s − 2) + 9
s+2 2( s − 5)
(c) L −1 2 (d) L −1 2
( s + 2) + 25 ( s − 5) + 49
4. Use the methods of completing the square or partial fractions to find the following:
2 s −1
(a) L −1 2 (b) L −1 2
s + 6s + 13 s − 4s + 20
s+2 2s + 3
(c) L −1 2 (d) L −1 2
s + 6s + 9 s − 2s + 5
3
s−
2 s 2 − 2s + 3
(e) L −1 (f) L −1
2 s 2 − 6 s + 13 s ( s − 1)( s − 2)
2
s2 + 1 s +1
(g) L −1 (h) L −1 2 2
s ( s + 9)
2
( s − 1)( s + 2)
4e −3 s −1
(a) L −1 (b) L −1 2
2s − 1 4s + 60
7s − 7
(c) L −1 2
3s + 5s − 2
s −3 1
(a) L −1 (b) L −1 2
s + s + 1
2
( s − 2) + 2( s − 2) + 1
s
(c) L −1 2
5s − 10s + 9
*7.
2t
{ }
Find L e cos3t . Hence, given that L −1 { F ( s + 3)} =
e3(1−t ) cos 3t , find F ( s − 2) .
2. If L−1 { F ( s + 2)} =
e 2(1−t )t 3 , then L−1 { F ( s )} is equal to
(a) t3 (b) e 2t 3
3. When performing the following transformations, which one does NOT involve First Shift
Theorem?
(a)
L −1 2
s
2
( s + 9)
(b) {( )
L e −t − e3t sin 2t }
(c)
s −1
L −1
3
(d) { }
L tet
( s − 3)
Answers to Tutorial 7
1 1 2 1 s
1. (a) − + + (b) − + 2
9( s + 2) 9( s − 1) 3( s − 1) 2 s + 2 s +1
3 2 4 1 3 1
(c) − + (d) − + −
s − 4 s + 1 2s − 3 s 2( s − 3) 2( s + 1)
2 1 2
2. (a) 2 − 4t 2 + t 4 (b) e −6t − 3cos 5t + sin 7t (c) t cos10t − t sin 9t
3 7 9
3
1 t 1 4 1 3 1
(d) e 2 (e) t + t (f) 3cos 6t + sin 6t
2 8 2 3
3. (a) 3t 2 et (b) e 2t sin 3t (c) e −2t cos 5t (d) 2e5t cos 7t
2t 1 −3t
4. (a) e −3t sin 2t (b) e cos 4t + sin 4t (c) e (1 − t )
4
3
t 5 1 t 3 3
(d) e 2 cos 2t + sin 2t (e) e 2 cos t (f) − 2e t + e 2 t
2 2 2 2
2 t 1 1 1 1 1 1
(g) e + cos 2 t + sin 2 t (h) + t − cos 3t − sin 3t
3 3 2 9 9 9 27
t
−3 1 1 2 t
5. (a) 2e 2 (b) cos 15 t − sin 15 t (c) − e 3 + 3e −2t
4 15 3
t 2 −2
t
3 1 t 2 5 2
6. (a) e (1 − 2t ) (b) e sin t (c) e cos t + sin t
3 2 5 5 2 5
s−2
7. e3 2
( s − 2) + 9
MCQ
1. (c) 2. (b) 3. (a)
Objectives :
1. Define homogeneous and non-homogeneous second order ordinary differential equation with
constant coefficients.
2. Solve differential equations using auxiliary equation.
3. Solve differential equations using Laplace transform method.
8.1 Introduction
A 2nd order linear differential equation with constant coefficients is an equation of the form:
d2y dy
a 2
+b f ( x) , where a ( ≠ 0 ) , b and c are constants.
+ cy =
dx dx
8.2 Solving 2nd order Linear Homogeneous D.E. using Auxiliary Equation
λx
To solve this equation, we observe that the function y = e satisfies equation (1), that is, it is a
λx
solution of the differential equation. Substitute y = e into equation (1) , we have:
eλ x (aλ 2 + bλ + c) =
0 .................. (2)
Since eλ x cannot be zero, equation (2) is satisfied only if λ satisfies the quadratic equation:
aλ 2 + bλ + c =0 ...................... (3)
Equation (3) is called the auxiliary equation or characteristic equation. Solving this, we have:
−b ± b 2 − 4ac
λ =
2a
If λ1 and λ2 are the roots of auxiliary equation (3), then we get two solutions y1 = eλ1 x and
y2 = eλ2 x .
It can be shown that if y1 and y2 are the solutions to the differential equation (1), then
y Ay1 + By2 (where A and B are constants) is also a solution.
=
The different forms of general solution of differential equation (1) depending on the nature of the
roots of equation (3) are summarised below:
Complex roots λ= α ± β j
Case 3 =y eα x A cos ( β x ) + B sin ( β x )
( b − 4ac < 0 )
2
d2y dy d2y dy
(a) 9 − 6 + y =0 (b) 2 + 5 + 6y =
0
dx 2 dx dx 2 dx
Example 2: Find the particular solution to the differential equation y "− 2 y '+ 5 y =
0 , given that
y (0) = 1 and y '(0) = −1 .
The Laplace transform is useful in solving ordinary linear differential equations with constant
coefficients. The general second-order linear differential equation is as shown, subjected to initial
conditions:
d2y dy
a + b =+ cy f (t ) , t≥0
dt 2 dt
Notice that f (t ) ≠ 0 , thus this equation is a nonhomogeneous differential equation. To solve this
differential equation by the method of Laplace transforms, four distinct steps are required:
1. Take Laplace transform of each term in the differential equation.
2. Insert the given initial conditions.
3. Re-arrange the algebraic equation to obtain the transform of the solution, i.e. Y ( s ) .
4. Determine the inverse Laplace transform to obtain the solution, i.e. y (t ) .
d2y dy
Example 3: Solve the differential equation 2
2e −t , given that y (0) = 1 and
+ 5 + 6y =
dt dt
y '(0) = 0 .
Solution:
d2 y dy
Use linearity property. L 2 + 5L + 6L { y} =
dt dt
2L e − t { }
Recall the Laplace
transforms of differentials
mentioned in Chapter 6.7.
Step 3: Re-arrange the algebraic equation to obtain the transform of the solution, i.e. Y(s).
Step 4: Determine the inverse Laplace transform to obtain the solution, i.e. y(t).
y (t ) = L −1 {Y ( s )}
Inverse Laplace transform
s 2 + 6s + 7
Y(s) to get y(t). = L −1
( s + 1)( s + 2)( s + 3)
s 2 + 6s + 7 A B C
Before performing Let = + +
inversion, we need to first ( s + 1)( s + 2)( s + 3) s + 1 s + 2 s + 3
resolve into partial Use cover-up rule to find A, B and C: (do your own working)
fractions. A = 1, B = 1, C = −1
d 2i di
Example 4: Given the differential equation 2
+ 6 6t 2e−3t with initial conditions
+ 9i =
dt dt
i (0) = 0 and i '(0) = 0 , find i (t ) .
Tutorial 8
For each of these differential equations, state the auxiliary equation and find the general solution.
d 2 y dy d2y dy d2y dy
1. − − 6y =
0 2. − 4 + 4y =
0 3. + 4 + 13 y =
0
dx 2 dx dx 2 dx dx 2 dx
For each of these differential equations, state the auxiliary equation and find the particular solution.
d2y dy
4. 4 − 9 0
= , when y (0) = −1 and y '(0) = 1 .
dx 2 dx
d2y dy
5. 2
+ 6 + 9y =
0 , when y (0) = 0 and y′(0) = 3 .
dx dx
d2y dy
6. 2
−2 + y =0 , when y (0) = 5 and y′(0) = −9 .
dx dx
d2y dy 2 2
7. 2
−2 0
= , when y (1) = 1 + e and y′(1) = 2e .
dx dx
d2y
8. − 4y =
0 , when y (0) = 1 and y′(0) = −1 .
dx 2
d2y dy
9. 2
+ 2 + 2y =
0 , when y (0) = 0 and y′(0) = 1 .
dx dx
d2y dy
10. 2 2
+ 2 + 5y =
0 , when y (0) = 1 and y′(0) = 1 .
dx dx
d2y dy
1. Solve the initial-value problem: 2
−2 4, y (0) =
= 2.
−1, y′(0) =
dt dt
(b) Given the differential equation v ′′ + 4v ′ + 4v = 4 sin 2t , where v(0) = 1 and v′(0) = 0 ,
(i) Show that L {v} = 8 s+4 .
+
( s + 2)
2
( 2
s +4 ) ( s + 2)
2
(ii) Hence, using part (a), find the particular solution of the differential equation.
−1 s −t 1
(b) Show that L 2
= e cos 2t − sin 2t .
s + 2s + 5 2
d2y
(c) Given the differential equation 2
e−t sin 2t , where y ( 0 ) = 0 and y ' ( 0 ) = 1 ,
+y=
dt
(i) use the result from part (a) to show that:
−0.2 s + 1.4 0.2 s
L { y=
(t )} Y=
(s) 2
+ 2
s +1 s + 2s + 5
(ii) Hence, use the result from (b) to solve for y (t ) .
*5. Use Laplace transform method to solve the following differential equation for y (t ) :
d2y π
+ 9 y cos
= 2t , where y (0) = 1 and y = −1 .
dt 2 2
d2y dy
1. If the differential equation 4 2
+ 8 + ky = 0 has a general solution of the form
dx dx
=y ( x) e α x A cos ( β x ) + B sin ( β x ) , where α , β , A and B are constants, then the
value of the constant k is ________.
1 −3t 4
Example 4: i (t ) = e t
2
Answers to Tutorial 8
Section A
1. λ2 − λ − 6 = ( x) Ae3 x + Be −2 x
0 ; y= 2. λ 2 − 4λ + 4 = ) ( A + Bx)e 2 x
0 ; y ( x=
3. λ 2 + 4λ + 13
= 0 ; y ( x) e − 2 x ( A cos 3 x + B sin 3 x )
=
9
4 x 13 −3 x
4. 0 ; y ( x) = e 4 −
4λ − 9λ =
2
5. λ 2 + 6λ + 9 =0 ; y ( x) = 3 xe
9 9
2x
6. ) (5 − 14 x)e x
λ 2 − 2λ + 1 =0 ; y ( x= 7. 0 ; y ( x) = 1 + e
λ 2 − 2λ =
1
8. λ2 − 4 = ; y ( x)
0=
4
( 3e −2 x + e 2 x ) 9. λ 2 + 2λ + 2 =
−x
0 ; y ( x) = e sin x
1
− x 3 3
10. 2λ + 2λ + 5=
2
=0 ; y ( x) e 2
cos x + sin x
2 2
Section B
− s 2 + 4s + 4
1.
= y (t ) −1 2 = −3 − 2t + 2e
2t
s ( s − 2)
2 2
2. q(t ) = −1 2 = sin 3t
s +9 3
3 −2t 1
3. (a)=A 1=
,B 0 (b)(ii) v(t ) = e + 3te −2t − cos 2t
2 2
7 1 1 1
4. (a) A =
−0.2 , B =
0 (c) y (t ) = sin t − cos t + e −t cos 2t − sin 2t
5 5 5 2
4 4 1
5. y (t ) = cos 3t + sin 3t + cos 2t
5 5 5
9 9 13
6. x ( t ) = e −7 t − cos t + sin t
50 50 50
MCQ
1. (c)
Objectives :
1. Solve application problems using auxiliary equation and Laplace transform method.
Since
• Fg = mg , where g is the acceleration due to gravity,
d 2x dx
F (t )
∴ m 2 + c + kx =
dt dt
Hence, the mechanical vibration of a spring-mass-damper system is described by the 2nd order
ODE:
d 2x dx
m 2
+c F (t )
+ kx =
dt dt
where:
x (m) is the displacement of the mass m (kg) at any time t (s) from equilibrium position,
c is the damping coefficient,
k is stiffness of spring (N/m),
F (t ) is the external force.
L0 Equilibrium Position
mass
m x
9.1.1 Mass Spring Damper System: Without External Force, i.e. Free Oscillations
(A) No Damping ( c = 0 )
In un-damped free vibration (which is known as Simple Harmonic Motion), there is no damping
force, i.e. c = 0.
The differential equation becomes:
d 2x
m 0.
+ kx =
dt 2
Example 1: A 1 kg mass is suspended from a spring of stiffness 25 N/m. The mass is pulled
below the equilibrium position and released. Assuming no frictional force and air
resistance,
(a) set up the differential equation that describes the motion of the mass.
(b) Find the position of the mass at any time t .
2 equal roots:
c 2 − 4km =
0 x(t ) eλt ( At + B )
Critically damped =
λ=
1 λ=
2 λ
2 complex roots:
c 2 − 4km < 0 =
Underdamped x(t ) eα t ( A cos β t + B sin β t )
λ= α ± j β
Overdamped
Amplitude
Critically damped
Underdamped
Time
Example 2: A 2 kg mass is suspended from a spring of stiffness 20 N/m. The mass is being
pulled 1 m below the equilibrium position with no initial velocity and released.
If the air resistance is numerically equal to 4V, where V is the instantaneous velocity
in m/s, find the position of the mass at time t and determine whether the motion is
one of over damping, critical damping or under damping.
Recall that the mechanical spring vibration is described by the 2nd order ODE:
d 2x dx
m 2
+c F (t )
+ kx =
dt dt
where:
x (m) is the displacement of the mass m (kg) at any time t (s) from equilibrium position,
c is the damping coefficient,
k is stiffness of spring (N/m),
F (t ) is the external force.
L0 Equilibrium Position
mass
m x
The damped motion in the solution is called the transient solution which diminishes with time.
The undamped motion in the solution is called the steady-state solution which remains throughout.
In Chapter 6: Laplace transform, we introduced the Bungee Jump example. In view of the safety
implications on design of the system, we may want to determine the lowest position of the jumper
from ground level. As mentioned earlier (in Chapter 6), the Bungee Jump scenario comprises 3
phases. Hence, the actual analysis of the displacement of the jumper can be complex. The following
example provides a simplified model of the system to simulate the rebound phase of the jumper.
Example 3: A mass of 1 kg is suspended from a spring of stiffness 50 N/m. Initially, the mass
was at its equilibrium position at a velocity of 9 m/s. A downward external force
F (t ) = 100 N is constantly applied to the mass. If the air resistance is numerically
equal to 2v, where v (m/s) is the velocity of the mass at time t (s),
(a) set up the differential equation to model the displacement x(t), and indicate
clearly the initial conditions.
(b) Find the displacement and the velocity of the mass at any time t.
A graph of displacement against time for the motion is plotted. The vertical axis is
inverted to help you visualise displacement as position below the equilibrium.
(c) Using the graph, comment on the damped motion (underdamped, critically
damped or overdamped), and state the maximum displacement of the mass.
(d) If the mass was 4 meters above the ground from its equilibrium position, what
would be the lowest point of the mass from the ground?
(c)
In chapter 3, we were able to use first order differential equation to analyze RL and RC series
circuits that contain resistor, inductor and capacitor. Now that we know how to solve second order
differential equations, we are able to extend the analysis to RLC series electrical circuits.
In the RLC circuit below, it contains an electromotive force E (supplied by a battery or generator),
a resistor R, an inductor L, and a capacitor C, in series.
If the charge on the capacitor at time t is q = q (t ) , then the current i is the rate of change of q
dq
with respect to t , that is, i = .
dt
RLC circuit
It is known from physics that the voltage drops across the resistor, inductor, and capacitor are
respectively,
di q
= vR iR= , vL L = , vC
dt C
Kirchhoff’s voltage law says that the sum of these voltage drops is equal to the supplied voltage:
di q
L + Ri + =E (t ) (1)
dt C
dq
Since i = , then equation (1) becomes:
dt
d 2q dq 1
L 2
+R E (t )
+ q= (2)
dt dt C
If the charge q0 and the current i0 are known at time t = 0, then we have the initial conditions:
( 0 ) q0
q= ( 0) i =
q '= ( 0 ) i0
and the initial-value problem can be solved by the Laplace Transform method.
A differential equation for the current can be obtained by differentiating equation (1) with respect
dq
to t and remembering that i = :
dt
d 2i di 1
L 2
+R + i=E ′(t ) (3)
dt dt C
Example 4: Find the charge on the capacitor at time t in the RLC series circuit (given on pg. 7),
if L = 0.1 H , R = 2 Ω , C = 0.1 F and E(t) = 0V , with initial conditions q(0) = 0
and q '(0) = 1 .
Example 5:
Note that:
2 4
• The first term of the solution,
= is (t ) sin(2t ) + cos(2t ) , is called the steady state solution.
5 5
4
• The second term of the solution, it (t ) = − e −t [ cos(t ) + 2sin(t ) ] , is called the transient state
5
solution.
Remark:
The transient state of the current decays to zero as t → ∞ . Damping is caused by the resistance in
the circuit. It is the damping force which caused the free vibration to disappear after some time
while the steady state vibration remained, which is constantly maintained by the action of the
applied external force 2cos(2t).
The graph of the solution is shown here:
solution
transient
steady-state
Tutorial 9
2π b
[Hint: For a sin ( bt ) or a cos ( bt ) , amplitude = a , period = and frequency = .]
b 2π
1. A mass of 2 kg is attached to the lower end of a vertical spring of stiffness 200 N/m. The mass
is raised 30 cm above the equilibrium position, i.e. x(0) = −0.3 m, and released from rest, i.e.
'(0) 0 m/s. Assuming no air resistance or external force,
(0) x=
v=
(a) describe the motion of the mass,
(b) set up the differential equation to model the displacement x(t), and indicate clearly the
initial conditions,
(c) find the position of the mass 4 seconds after it is released, and
(d) determine the frequency of the motion.
2. A mass of 10 kg is suspended from a spring of spring constant 300 N/m. The mass is pushed
up 0.15 m above its equilibrium position and released from rest. Assuming there is no
damping force or external force,
(a) set up the differential equation to model the displacement x(t), and indicate clearly the
initial conditions ;
(b) find the position of the mass after 1 second ;
(c) determine the amplitude, period and frequency of the vibration.
5 −0.025s + A Bs + 0.2
3. (a) Given that = + 2 , find A and B.
( 2
)(2
s + 25 s + 8s + 25 ) 2
s + 25 s + 8s + 25
(b) A 1 kg mass is attached to the lower end of a vertical spring of stiffness 25 N/m. The
mass is set into motion from rest at the equilibrium position by a downward external
force F(t) = sin (5t) (N). The resistance to the motion is numerically equal to 8v (N) ,
where v (m/s) is the velocity of the mass at time t (s).
(i) Set up the differential equation to model the displacement x(t) , and indicate
clearly the initial conditions.
(ii) Find the displacement x (m) of the mass at any time t (s) .
(iii) Hence, state the amplitude of the steady-state vibration of the mass.
-1
4. A spring has a spring constant of 125 Nm . A mass of 5 kg is suspended from the spring and,
after it has come to equilibrium, is pulled down 0.2 m and released from rest. Assuming that
there is a damping force numerically equal to 30v , where v (m/s) is the instantaneous
velocity at time t (s),
(a) set up the differential equation to model the displacement x(t) , and indicate clearly the
initial conditions.
(b) Hence, find the displacement x(t) and the velocity x’(t) of the mass at any time.
5. A 10 kg mass is attached to a spring of stiffness 120 N/m. The mass is set into motion from
the equilibrium position with an initial velocity of 1 m/s in the upward direction. If the air
resistance is numerically equal to 70v N where v is the velocity at time t, and no downward
external force,
(a) set up the differential equation to model the displacement x(t), and indicate clearly the
initial conditions.
(b) Hence, find the position of the mass at any time t .
6. Determine the differential equation of motion for the damped vibratory system shown.
Indicate the initial conditions clearly as well.
c = 100Ns/m
Given that the mass is pushed down 0.01 m and released from rest, determine the position of
the mass at time t = 1 s.
7. Find the charge on the capacitor in the RLC series circuit when L = 0.25 H, R = 20 Ω,
1
C= F, E(t) = 0 V, q(0) = 4 C and q’(0) = 0 A.
300
8. In a RLC circuit, it is known that R = 10 ohms, L = 5/3 henry, C = 1/30 farad, and the
electromotive force E(t) = 300 volts. If initially, there is no current flowing through the
circuit, and the rate of change of the current is 180 amperes/s,
(a) set up the differential equation to model the current in the circuit, and indicate clearly
the initial conditions.
(b) Hence, find the current i(t).
s 2 + 20 s + 300 A Bs + C
9. (a) Given that = + 2 , find the values of A, B and C.
s ( s 2 + 20 s + 200 ) s s + 20 s + 200
(b) In a RLC circuit, it is known that R = 10 ohms, L = 0.5 henry, C = 0.01 farad, and the
electromotive force E(t) = 150 volts. If initially, the charge on the capacitor is 1
coulomb and there is no current,
(i) set up the differential equation to model the charge on the capacitor, and indicate
clearly the initial conditions.
(ii) Hence, find the charge q(t) .
*10. In a RLC circuit, it is known that R = 2 ohms, L = 1 henry, C = 0.25 farad, and the
electromotive force E(t) = 50cos(t) volts.
(a) Set up the differential equation to model the current in the circuit;
(b) Hence, find the steady-state current.
[Hint: treat i(0) and i’(0) as constants]
*11. Use Laplace transform method to find the current i given the differential equation:
1 t
C ∫0
Ri + 0
i dt − vC =
Example 1: (b)=
x(t ) A cos 5t + B sin 5t
1
Example=
2: x(t ) e −t cos(3t ) + sin(3t ) , underdamped
3
Example 3: (b) 2 + e − t sin ( 7t ) − 2 cos ( 7t ) (c) underdamped; 3.54m (d) 0.46 m
1 4
= is (t ) ( 2sin 2t + 4 cos 2t ) amperes, it (t ) = − e −t ( cos t + 2sin t ) amperes
5 5
Answers to Tutorial 9
d 2x
1. (a) Simple harmonic motion (b) 2 2 + 200 x = −0.3 , x′(0) =
0 , x(0) = 0
dt
(c) 0.20 m below equilibrium position (d) 1.59 Hz
2. (a) 0.10 m above equilibrium position (b) 0.15 m; 1.15 s; 0.87 Hz
1 1 4
3. (a) =A 0,=
B 0.025 (b)(ii) − cos 5t + e −4t cos 3t + sin 3t (b)(iii) 0.025 m
40 40 3
4.
= (a) x e –3t 0.2 cos ( 4t ) + 0.15sin ( 4t ) (b) x ' ( t ) = −1.25e –3t sin ( 4t )
5. x (=
t ) m
e –4t − e –3t
6. 0.0041 m
100 150
10.=
is (t ) cos t − sin t amperes
13 13
vC − RCt
11. i (t ) = e amperes
R
MCQ
1. (b)