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EM2 Course Notes AY2425 S1

The document outlines the course details for Engineering Mathematics II at Singapore Polytechnic, including the module synopsis, assessment methods, important dates, and references. It covers topics such as calculus, differential equations, Laplace transforms, and Fourier series, with a structured teaching schedule and tutorial exercises. The document also includes examples and exercises related to partial derivatives and rates of change for functions with multiple variables.

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0% found this document useful (0 votes)
7 views144 pages

EM2 Course Notes AY2425 S1

The document outlines the course details for Engineering Mathematics II at Singapore Polytechnic, including the module synopsis, assessment methods, important dates, and references. It covers topics such as calculus, differential equations, Laplace transforms, and Fourier series, with a structured teaching schedule and tutorial exercises. The document also includes examples and exercises related to partial derivatives and rates of change for functions with multiple variables.

Uploaded by

Aung Latt
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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School of Maths and Science

Engineering
Mathematics II
MS2216 / MS4216 / MS6216

Name: _______________________________________

Class: _______________________________________
SINGAPORE POLYTECHNIC
SCHOOL OF MATHEMATICS & SCIENCE

Course Information

Module : Engineering Mathematics II


Course : DAPC/DCHE/DPCS/DASE/DCPE/DEB/DEEE/DARE/DME/DMRO/2FT
Session : 2024/2025 Semester 1
L:T : 1 (online) : 3

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

CA1 : 10 % (weekly quizzes)


CA2 : 15 % (in-class participation, tutorial solving, notes annotation, assignment, etc.)
TST : 25 % (Mid-Semester Test)
EXM : 50 % (Examination)

Important Dates

Mid-Semester Test 7th week


Examination 19th – 20th week

References

1. Paul A. Calter (2007), Technical Mathematics (5th edition), Wiley.


2. John C. Peterson (2004), Technical Mathematics with Calculus, Thomson.

Lecturers’ Information

Please refer to Brightspace for detailed information.


SINGAPORE POLYTECHNIC
SCHOOL OF MATHEMATICS & SCIENCE

Teaching Schedule for Semester 1

Week # Topics Practice Online Quiz


Tutorial 1 Take-home
1 Chapter 1: Partial Derivatives
LearningANTS (Best of 3 attempts)

2 Tutorial 2.1 In-class


Chapter 2: Further Integration Techniques
Tutorial 2.2
3 In-class
LearningANTS

4 Tutorial 3.1 In-class


Chapter 3: First Order Differential Equations and Its
Applications
5 Tutorial 3.2 -

6 Revision for MST

7 Mid-Semester Test (25%)  Chapters 1 to 3

8 – 10 Term Break (3 weeks)

Tutorial 4
11 Chapter 4: Integration by Parts & Simpson’s Rule In-class
LearningANTS

12 Tutorial 5.1 In-class


Chapter 5: Fourier Series
13 Tutorial 5.2 In-class

14 Chapter 6: Laplace Transform Tutorial 6 In-class

15 Chapter 7: Inverse Laplace Transform Tutorial 7 In-class

Chapter 8: Solving Second Order Differential


16 Tutorial 8 In-class
Equations

Chapter 9: Applications of Second Order Differential


17 Tutorial 9 -
Equations

18 Revision for Exam

19-20 Exam (50%)  Chapters 1 to 9


Engineering Mathematics II: Partial Derivatives Chapter 1

Chapter 1: Partial Derivatives

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.

1.1 Revision on Differentiation

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 

School of Mathematics & Science, Singapore Polytechnic Page 1 - 1


Engineering Mathematics II: Partial Derivatives Chapter 1

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 

1.2 Rate of Change of a Function with One Independent Variable

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.

School of Mathematics & Science, Singapore Polytechnic Page 1 - 2


Engineering Mathematics II: Partial Derivatives Chapter 1

1.3 Partial Derivatives

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

Let f ( x, y ) be a function of the two variables x and y .


To find the rate of change of f ( x, y ) w.r.t. both x and y , the technique called partial
differentiation will be involved.
Since f ( x, y ) is dependent on two variables, we have to, first of all, determine how f ( x, y )
changes with x , keeping y constant; and how f ( x, y ) changes with y , keeping x constant.
Summing up the effects, the rate of change of f ( x, y ) w.r.t. both x and y can be evaluated.

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

School of Mathematics & Science, Singapore Polytechnic Page 1 - 3


Engineering Mathematics II: Partial Derivatives Chapter 1

∂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

School of Mathematics & Science, Singapore Polytechnic Page 1 - 4


Engineering Mathematics II: Partial Derivatives Chapter 1

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

(Sketch a similar diagram to depict this chain rule.)

School of Mathematics & Science, Singapore Polytechnic Page 1 - 5


Engineering Mathematics II: Partial Derivatives Chapter 1

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

School of Mathematics & Science, Singapore Polytechnic Page 1 - 6


Engineering Mathematics II: Partial Derivatives Chapter 1

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.

School of Mathematics & Science, Singapore Polytechnic Page 1 - 7


Engineering Mathematics II: Partial Derivatives Chapter 1

Tutorial 1

Section A: Revision on Differentiation

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)

(g) e3x (h) 2ecos 2 x (i) ( x3 + 7)10

(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)

Section B: Partial Derivatives

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.

2. Find partial derivatives of the following functions:


(a) f ( x, y ) = 5 x 2 − 3 y 2 + 10 (b) f ( x, y ) = 4 x 3 + y 3 − 5 x 2 y

(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

(g) z ( x, y ) = x 2 sin y (h) z= (1 + x y ) e


2 3y

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

3. Evaluate the indicated partial derivatives:


x
(a) f ( x,=
y) x 2 + y 2 , f x (3, 4) (b) f ( x, y ) = , f y (3, 2)
y +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 )
=

5. Find partial derivatives of the following functions:

(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.

School of Mathematics & Science, Singapore Polytechnic Page 1 - 9


Engineering Mathematics II: Partial Derivatives Chapter 1

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

5. For a real gas, van der Waal’s equation states that:


 n2a 
 P +  (V − nb ) =
nRT
 V2 
where P is the pressure of the gas (in Nm2), V is the volume of the gas (in m3), T is the
temperature of the gas (in Kelvin), n is the number of moles of gas, R is the universal gas
∂P ∂T
constant, and a and b are constants. Determine and .
∂V ∂P

School of Mathematics & Science, Singapore Polytechnic Page 1 - 10


Engineering Mathematics II: Partial Derivatives Chapter 1

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

Multiple Choice Questions

dy
1. Given that f ( x, y ) = 0 , then equals to .
dx
fx fy
(a) (b)
fy fx
fx fy
(c) − (d) −
fy fx

2. If partial differentiation is performed on a function, then this function must have


(a) only one independent variable.
(b) more than one dependent variable.
(c) two or more independent variables.
(d) equal number of dependent and independent variables.

School of Mathematics & Science, Singapore Polytechnic Page 1 - 11


Engineering Mathematics II: Partial Derivatives Chapter 1

Answers to Selected Lecture Examples


3 − 32 2
Example 1: (a) 10 x − x (b) 30 x 2 ( x3 + 7)9 (c) (d) − e − x (e) −4 x −2 − 20e3− 4 x
2 x
Example 2: (a) 35cos 5x (b) 36sec3 x tan 3 x (c) −5 tan x

xe x
Example 3: (a) x cos x + sin x (b)
(1 + x) 2

Example 4: −9092.97 Amperes/s


Example 5: (a) 15x 2 y 2 , 10x3 y (b) 32(4 x + 3 y − 5)7 , 24(4 x + 3 y − 5)7

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

Example 8: −1.89 cm/s Example 9: - 0.042 kPa/s


(decreasing at 0.042 kPa/s)

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

e x ( x − 1) 3(1 + sin x − x cos x)


(g) (h)
x2 (1 + sin x) 2

Section B

1. (a) 2πrh (b) π r 2 (c) 48π (d) 64π


2. (a) f x ( x, y ) = 10 x ; f y ( x, y ) = −6 y

, y ) 12 x 2 − 10 xy ;
(b) f x ( x= y) 3 y 2 − 5x2
f y ( x,=

School of Mathematics & Science, Singapore Polytechnic Page 1 - 12


Engineering Mathematics II: Partial Derivatives Chapter 1

(c) z x ( x, y ) = cos x ; z y ( x, y ) = − sin y

− 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

(g) z x ( x, y ) = 2 x sin y ; z y ( x, y ) = x 2 cos y

∂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

6. −0.00005 Amperes/s 7. 0.1 cm/s 8. 11.94 cm²/s


9. −32.5 W/s 10. −5.65 cm3/s

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)

School of Mathematics & Science, Singapore Polytechnic Page 1 - 13


Engineering Mathematics II: Further Integration Techniques Chapter 2

Chapter 2: Further Integration Techniques

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 Revision on Integration

2.1.1 Integration

Integration is the process of finding anti-derivatives:

d
If ( F ( x) ) = f ( x) ,
dx
then ∫ f ( x=
) dx F ( x) + C , where C is an arbitrary constant.

2.1.2 Standard Integrals

School of Mathematics & Science, Singapore Polytechnic Page 2 - 1


Engineering Mathematics II: Further Integration Techniques Chapter 2

2.1.3 Properties of Indefinite integral

• ∫ 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 

∫ ( sin x − cos x + 3sec x ) dx ∫ tan x (1 + sec x ) dx


2
(c) (d)

2.1.4 Definite Integrals

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

0.5 This is a wrong


⌠  −2t 1  Note
(b)  3e − cos π t  dt move!
⌡0  2 

School of Mathematics & Science, Singapore Polytechnic Page 2 - 2


Engineering Mathematics II: Further Integration Techniques Chapter 2

2.2 Integration of Functions of a Linear Function

2.2.1 Linear Function

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

2.2.2 Functions of a Linear Function

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

2.2.3 Integration of Functions of a Linear Function

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

Let’s demonstrate with the first result.


Consider the differentiation of the function (ax + b) n +1 :
d d
(ax + b) n +1 = (n + 1) ⋅ (ax + b) n ⋅ (ax + b)
dx dx
= (n + 1) ⋅ (ax + b) n ⋅ a

= a (n + 1) ⋅ (ax + b) n

The reverse process (i.e. integration) gives:

∫ a(n + 1) ⋅ (ax + b) dx = (ax + b) n +1 + C 1


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)

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Engineering Mathematics II: Further Integration Techniques Chapter 2

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

School of Mathematics & Science, Singapore Polytechnic Page 2 - 4


Engineering Mathematics II: Further Integration Techniques Chapter 2

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

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Engineering Mathematics II: Further Integration Techniques Chapter 2

2.3 Integration using Trigonometric Identities

2.3.1 Integrals of Product of Sine and Cosine Functions

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

Remember also that:


sin(− A) =
− sin A and cos(− A) =cos A

Example 8: Find ∫ sin 2 x cos 3x dx .

2.3.2 Integrals of Even Powers of Sine and Cosine Functions

If the integral is of the form ∫ sin


m
x cos n x dx such that both m and n are even numbers, we use
the Formulae for Reducing Power so that linearity property can be used in integration:

1 − cos 2 x
sin 2 x =
2
1 + cos 2 x
cos 2 x =
2

Note that one of the exponents, m or n , may be zero.

Example 9: Find ∫ 5sin


2
3x dx .

School of Mathematics & Science, Singapore Polytechnic Page 2 - 6


Engineering Mathematics II: Further Integration Techniques Chapter 2

Example 10: Find ∫ sin


2
x cos 2 x dx .

2.4 Application: Root-Mean-Square (RMS) Value

The root-mean-square (rms) value of a function y = f ( x) over an interval x = a to x = b is


defined as:
1 b
∫a [ f ( x)]
2
yrms = dx
b−a
Note that yrms is non-negative.

Example 11: Find the rms value of the function =


y 2 x + 1 over the interval x = 1 to x = 4.

Example 12: Find the rms value of the voltage v = 3sin 2t .

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Engineering Mathematics II: Further Integration Techniques Chapter 2

2.5 Integration of Rational Functions

2.5.1 Proper and Improper Fractions

A function of the form f ( x) = a0 + a1 x + a2 x 2 +  + an x n is a polynomial in x of degree n.


Given the polynomial f ( x) of degree n , and another polynomial g ( x) of degree m , then the
f ( x)
rational expression is a proper fraction if n < m, and an improper fraction if n ≥ m.
g ( x)

2.5.2 Partial Fractions

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) .

The rules of partial fractions are as follows:


f ( x)
Rule 1 The fraction must be a proper fraction. (If it is not, then first divide out by long
g ( x)
division.)
Rule 2 Factorise the denominator g ( x) into its prime factors. This is important since the
factors obtained determine the form of the partial fractions.

Rule 3 Corresponding to each linear factor ax + b in the denominator, there is a partial


A
fraction of the form .
ax + b
3x − 2 A B
For example, = + . The constants A and B can then be
( x + 1)(2 x − 1) x + 1 2 x − 1
determined by “Cover-up” method or substitution method.

Example 13:
Find the following integrals using partial fractions:
3 5x + 3
(a) ∫ ( x + 1)( x − 2 ) dx (b) ∫x 2
− 3x
dx

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Engineering Mathematics II: Further Integration Techniques Chapter 2

2.6 Integration by Substitution

Look at the following integrals:


• ∫ 3x
2
( x 3 + 1)8 dx
2
⌠ 3x − 1
•  3 dx
⌡ x −x
2

∫ 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.

2.6.1 Differential of a Function

The differential of y = f (x) is defined as:

dy
dy
= ⋅ dx or dy f ′( x) ⋅ dx
=
dx

Example 14: Find the differential of the following functions:


(a) y = 4 x 2 + 3x − 7 (b) u = 3sin 4t

Solution:
dy
(a) =
dx

Hence, the differential of y is

du
(b) =
dt

Hence, the differential of u is

School of Mathematics & Science, Singapore Polytechnic Page 2 - 9


Engineering Mathematics II: Further Integration Techniques Chapter 2

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 =

(Integrate, then substitute x back)

Example 16: Find the following integrals by choosing appropriate substitutions:

(a) ∫ 3x 1 − 2 x 2 dx (b) ∫ (e
x
+ 1)3 e x dx

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Engineering Mathematics II: Further Integration Techniques Chapter 2

⌠ 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

That is: ⌠ f '( x)


 = dx ln f ( x) + C

⌡ f ( x)

Example 17: Find the following integrals by choosing appropriate substitutions:


2 2x
⌠ 2x ⌠ e
(a)  3 dx (b)  2 x dx
⌡ x −4 ⌡ e +1

f ( x)
2.6.4 Integration by Substitution of the form ∫e ⋅ f '( x) dx

Let u = f ( x) , then du = 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 .

School of Mathematics & Science, Singapore Polytechnic Page 2 - 11


Engineering Mathematics II: Further Integration Techniques Chapter 2

2.6.5 Summary of Steps

Integration by substitution can be summarised in the following steps:


Example: Example: Example:
Recommended
∫ 6x ( 2x ) ∫ 6x e
7 2 3

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

u and du into the original


( 2x )  3
7

3

∫ 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

Step 5 Write the answer in


( 2 x − 3)
3 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.

Example 19: Find ∫x


2
( )
cos 2 x3 − 3 dx .

School of Mathematics & Science, Singapore Polytechnic Page 2 - 12


Engineering Mathematics II: Further Integration Techniques Chapter 2

2.6.6 Integration by Substitution & the Definite Integral

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

School of Mathematics & Science, Singapore Polytechnic Page 2 - 13


Engineering Mathematics II: Further Integration Techniques Chapter 2

Tutorial 2.1

Section A: Basic Integration

1. Find the following integrals:


⌠ 1  ⌠ 3  x
(c) ⌠
5x
(a)   x −  dx (b)   e +  dx  (2x + x ) dx
⌡ x2  ⌡ e3 x  ⌡3
⌠  1 
∫(x )
+ 2 ( 4 x − 3) dx
2 x x
(d) (e)  e  2e +  dx (f) ∫ 2 tan3x dx
⌡  e3 x 
2
(g) ∫ cot 6x dx (h) ⌠
 dx
⌡ 9 + x2

2. Evaluate the following definite integrals:


10
3 5 ⌠ 1 dx
∫1 x ∫2
3
(a) dx (b) dx (c) 
⌡1 2 x
1
∫1 ( x )
π 4
∫0 e
2x
(d) dx (e) ∫π 3 cos 2x dx (f) 2
+ 3 x dx

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 

Section B: Integration of Functions of a Linear Function

1. Find the following integrals:


4 2
(a) ∫ ( 3x + 2 ) dx (b) ∫ (1 − 2x ) dx (c) ∫ 4 − 3x dx

⌠ 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

2. Evaluate the following definite integrals:


10.5 0
2 1
(b) ⌠ (c) ⌠
1 2
(a) ∫−1 ( 4 x − 3) dx  dx  3x+2
dx
⌡4.5 2x − 5 ⌡−2/3 e

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Engineering Mathematics II: Further Integration Techniques Chapter 2

Section C: Integration using Trigonometric Identities, Application: RMS Value

1. Find the following integrals:


⌠ 1
(a) ∫ 2 sin x cos x dx (b)  2
dx (c) ∫ 2 tan
2
2x dx
⌡ cos (2 x)
⌠ 3t 5t
(d) ∫ 2 sin 3x cos 5 x dx (e)  3sin

sin dt (f) ∫ sin
2
θ cos 3θ dθ
⌡ 2 2
π /2
*(g) ∫ cos 4 x dx *(h) ∫ sin 4 x dx
0

2. Find the root-mean-square (rms) value of:

(a) f (t ) = 1 + 3e−t from t = 0 to t = 2

(b)=y 2(sin x + cos x) from x = 0 to x = π

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

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Engineering Mathematics II: Further Integration Techniques Chapter 2

*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

*1. Find the results of the following integrals:


2
⌠ ( x − 2) 2x
⌠ e + 2e
x

( )
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.

Multiple Choice Questions

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

( x)dx [ f ( x)] + C , where C is an arbitrary constant, which of the


2
2. Given the expression ∫ f=
following could be f ( x) ?

(a) f ( x)= x + 1 (b) f ( x=


) 2x +1

1 1
(c) f (=
x) x +1 (d) f ( x)= x +
2 2

School of Mathematics & Science, Singapore Polytechnic Page 2 - 16


Engineering Mathematics II: Further Integration Techniques Chapter 2

Tutorial 2.2

Section A: Integration of Rational Functions

1. Find the following integrals:


−x + 7 x 3 1
(a) ∫ ( x + 3)( 3x − 1) dx (b) ∫ x 2 − x − 2 dx (c) ∫2 ( x 2 + x ) ( x − 1) dx

Section B: Integration by Substitution

1. Find the following integrals, by using the given substitutions:


dx
( ) (b) ⌠
5
(a) ∫ 2 x x + 1 dx , let =u x + 1
2 2
 , let u = ln x
⌡ x ln x

sin 2 x ⌠ sec
2
( )x
(c) ∫e cos 2 x dx , let u = sin 2 x (d) 
x
dx , let u = x

2. Find the following integrals, by using the suitable substitutions.


2
⌠ 3x − 1
( )
4 3− 2t 2
(a) ⌠ x x 2 − 3 dx (b)  3 dx (c) ∫ t e dt
⌡ ⌡ x −x
⌠ x dx ⌠ x
∫ sin
2
(d)  (e)  dx (f) θ cos θ dθ
⌡ 1 − 2x2 2 2
⌡ (4 − x )
⌠ 5e 2 x
(g) 
⌡ 1 − e2 x
dx (h) ∫t
3
( )
sin t 4 dt *(i) ⌠

x +1
⌡ x+2
dx

3. Evaluate the following definite integrals.


1 2 1
2 x2 ⌠ 2 1 ⌠ e t
(a) ∫0 x e dx (b)  y
⌡0 4
− y 2 dy (c)  2 dt
⌡1 t
4
4x
(d) ⌠
 dx
⌡0 2x +1

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 .

(b) Find the value of k .


(c) Hence, find the voltage across the capacitor at 1.00 s.

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Engineering Mathematics II: Further Integration Techniques Chapter 2

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

where k is a constant depending on the charge density. Integrate to find V as a function of


r and a.

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

*1. Find the results of the following integrals:

∫ 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

*2. Integrate the following:

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 .

School of Mathematics & Science, Singapore Polytechnic Page 2 - 18


Engineering Mathematics II: Further Integration Techniques Chapter 2

Multiple Choice Questions

⌠ 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 ,

(a) let u = x (b) let u = x

(c) let u= x + 1 u x2 + 1
(d) let =

School of Mathematics & Science, Singapore Polytechnic Page 2 - 19


Engineering Mathematics II: Further Integration Techniques Chapter 2

Answers to Selected Lecture Examples


cos 5 x cos x 5 sin 6 x 
Example 8: − + +C Example 9: x− +C
10 2 2 6 
1 1 3
Example 10: x − sin 4 x + C Example 12:
8 32 2
Example 13: (a) ln x − 2 − ln x + 1 + C (b) 6 ln x − 3 − ln x + C
1 2
( )
6
Example 15: x +3 +C
6
1 1 x
( ) ( )
3/2 4
Example 16: (a) − 1 − 2x2 +C (b) e +1 + C
2 4
2 1
Example 17: (a) ln | x3 − 4 | +C (b) ln | e 2 x + 1| +C
3 2
3  π
Example 18: e x + C Example 20: 2 1 −  or 0.43
 4

Answers to Tutorial 2.1

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

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Engineering Mathematics II: Further Integration Techniques Chapter 2

2. (a) 86/3 (b) 4 (c) 0.2882

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)

School of Mathematics & Science, Singapore Polytechnic Page 2 - 21


Engineering Mathematics II: Further Integration Techniques Chapter 2

Answers to Tutorial 2.2

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

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Engineering Mathematics II: Further Integration Techniques Chapter 2

( ) ( ) (
(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)

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Chapter 3: First Order Differential Equations and Its Applications

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

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.1 Application: The Hidden Health Risk of Drinking Hot Coffee

Could your hot drink be putting you at risk of oesophageal


cancer?

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.

School of Mathematics & Science, Singapore Polytechnic Page 3 - 2


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Another way to solve this problem is to model the temperature of the hot beverage by using
Newton’s law of Cooling.

Newton’s Law of Cooling states that:


The rate of cooling (how fast is the decrease in temperature) is proportional to the
temperature difference between the object and the object's surroundings.

Let T (t ) = temperature of beverage at time t, Ts = temperature of the surrounding, then,

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.

Equation (1) is known as a Differential Equation since it contains derivative.


Here we need to find a formula for T (t ) , which is the temperature of beverage at time t.
Once the formula of T (t ) is obtained, we can make use of the formula to find the time t, at any
temperature, depicted below:

In the subsequent sections, we will learn how to solve differential equations. After that, we will
revisit this problem again.

School of Mathematics & Science, Singapore Polytechnic Page 3 - 3


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.2 Definitions

3.2.1 Differential Equations

A differential equation is an equation that contains derivative(s). It is used to model various


activities/happenings around us. It is used to examine the motion of a particle in Physics, to
calculate compound interest in Economics, to model electrical circuit in engineering and so on.

3.2.2 Ordinary Differential Equation

An ordinary differential equation is a differential equation involving only one independent


variable. Examples of ordinary differential equations are:
dy
• 2 + 6 y =x + 1
dx
d2y dy
• 3 2
+ 5 − 8y =
sin x
dx dx

3.2.3 Order of a Differential Equation

The order of a differential equation is the order of the highest derivative in the differential equation.

Example 1: Identify the order of each of the following differential equations:


3 2
dy d 2 y  dy   d3y  dy
(a) + 3y =
x (b) +  = 0 (c)  3  + 6 0
=
dx dx 2  dx   dx  dx

3.2.4 Methods to Solve Differential Equation

There are 3 methods to solve a differential equation:


• by direct integration
• by separating variables
• by using an integrating factor
We will go through each method in the ensuing sections.

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.3 Solutions of a 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

3.3.1 General Solution


The general solution of a differential equation of order n is the solution containing n arbitrary
constants.

3.3.2 Particular Solution


A particular solution of a differential equation is one in which the arbitrary constants in the
general solution have assigned values.

3.4 Method 1: Solve DE by Direct Integration

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.

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.5 Method 2: Solve DE by Separation of Variables

Variable separable technique is commonly used to solve first order differential equations.

Equations of the form:


dy dy f ( x)
= f ( x) g ( y ) or =
dx dx g ( y )
can be re-written as:
1
dy = f ( x ) dx or g ( y ) dy = f ( x ) dx
g ( y)

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

Solution: First rewrite the differential equation in differential form:

dy =

Then separating the variables, we have:

dy
=
y

Integrate each side of the equation:

⌠1
 dy =
⌡y

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

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

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.6 Method 3: Solve DE by using an Integrating Factor

A standard linear first order differential equation is in the form:


dy
+ P ( x) ⋅ y =Q ( x) ----- (2)
dx
where P ( x ) and Q ( x ) are functions of x , and P ( x ) is not zero.

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

Equation (2) can be solved by using an integrating factor (I.F.) : µ ( x ) = e ∫


P ( x ) dx

Multiplying both sides of equation (2) by this integrating factor, we have:


dy
e∫ + e∫ e∫
P ( x ) dx P ( x ) dx P ( x ) dx
⋅ ⋅ P ( x)=
y ⋅ Q ( x)
dx

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

The general solution will be: ∫ µ ( x) Q( x) dx


y ⋅ µ ( x) =

School of Mathematics & Science, Singapore Polytechnic Page 3 - 8


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

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

Step 2: Find the integrating factor, µ ( x) = e ∫


P ( x ) dx
.

Step 3: Obtain the general solution, y ⋅ µ ( x) =


∫ µ ( x)Q( x) dx .

In dealing with linear equations, it is important to remember that eln f ( x ) = f ( x)


which is useful for simplifying certain integrating factors.

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

we see that: P(x) = 2 , Q( x) = e x

The integrating factor is: µ ( x) = e ∫


P ( x ) dx

= e∫
2 dx
= e2 x

The general solution is given by: ∫ µ ( x) Q( x) dx


y ⋅ µ ( 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

School of Mathematics & Science, Singapore Polytechnic Page 3 - 9


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 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

School of Mathematics & Science, Singapore Polytechnic Page 3 - 10


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.7 Application of Differential Equations: Newton’s Law of Cooling

Back to The Hidden Health Risk of Drinking Hot Coffee


To reduce the risk of getting oesophageal cancer, a hot drink should be allowed to cool down to
65 °C before drinking it. Thomas wants to find out when is the appropriate time to drink the hot
coffee from Food Court 3 after it is served. He models the temperature of the coffee using
Newton’s law of cooling.

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 ?

School of Mathematics & Science, Singapore Polytechnic Page 3 - 11


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

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

School of Mathematics & Science, Singapore Polytechnic Page 3 - 12


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.8 Extended Learning: Application on RLC Circuits

Below are some electrical formulae we will be using to form DE in electrical circuits.

3.8.1 Current and Charge in a Circuit

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 charge q can be expressed as q = i dt . ∫

3.8.2 Voltage across a Resistor

The potential difference vR (in volts) across a resistor of resistance R (in ohms) is given by
vR = R i .

3.8.3 Voltage across a Capacitor

The voltage vC (in volts) across the plates of a capacitor with capacitance C (in farads), is given
q
by vC = .
C

3.8.4 Voltage across an Inductor

di
A voltage vL (in volts) across the inductor with inductance L (in henries) is given by vL = L .
dt

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.8.5 RLC Series Circuit

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

Example 10: A circuit has, in series, a voltage source of 30 V, a resistor of 60 Ω , and an


inductor of 3 H. If the initial current is 0 A, find the current at time t > 0.
Hence, find the steady-state current.

School of Mathematics & Science, Singapore Polytechnic Page 3 - 14


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Example 11: Assuming that the charge on the capacitor is


zero at t = 0 , find:
R = 25 Ω C= 4 mF
(a) the charge and current at any time t ;
(b) the steady-state charge. 50 V

Solution:
(a) vR + vC =
V

School of Mathematics & Science, Singapore Polytechnic Page 3 - 15


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.9 Extended Learning: Application on Resisted Motion

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.

(c) Determine if the variables in the differential equation are separable.

You can try Tutorial 3.2 Miscellaneous Exercises Q1.

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

3.10 Extended Learning: Application on Mixture Problem

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.

Consider the following schematic diagram:

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.

Rate of change of mass of salt in tank,


dx
Mass Flow ratein − Mass Flow rateout =
= m in − m out
dt
where mass flow rate m
 is the mass of the salt which passes per unit of time.

Mass flow rate into the tank m in is given by


m
=
in Qin × Concin
where volumetric flow rate Q is the volume of liquid which passes per unit of time and Conc is the
concentration of salt in the liquid.

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:

School of Mathematics & Science, Singapore Polytechnic Page 3 - 17


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

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

Let x be the mass of salt in the tank at any time t.


Initial conditions: Initial mass of salt in tank, x(0) = _____________ kg

dx  x 
=(Qin × Concin ) −  Qout × 
dt  Volume of liquid in tank 

dx  x 
=( × )− × 
dt  

x is non-negative,
so x is x.

Graph of mass of NaCI (kg) vs time(min)


3.5

2.5
Mass of NaCI (kg)

1.5

0.5

0
0 20 40 60 80 100 120 140 160
Time (mins)

When t = 10 min, x = _____________ kg


You can try Tutorial 3.2 Miscellaneous Exercises Q2.

School of Mathematics & Science, Singapore Polytechnic Page 3 - 18


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Tutorial 3.1

Section A: Introduction to Differential Equations (DE)

1. What is the order of each of the following differential equations?


2 3
d 2 y  dy   dy 
(a) y 2 +  = 0 (b)  dx  − y =x
dx  dx 

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.)

Section B: Solve First Order DE by Separation of Variables Method

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

Section C: Solve First Order DE by using an Integrating Factor

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

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Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Miscellaneous Exercises

1. Find the particular solution for the following differential equation:


dy
x 2 ( y + 1) + y 2 ( x − 1) 0 , given that y = 0 when x = 0 .
=
dx

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.

6. Obtain the general solution of each of the given differential equations:


dy dy
(a) tan x = − y cos 2 x
dx
(b)
dx
(
1 + sin 2 x = )
sin y cos x

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

School of Mathematics & Science, Singapore Polytechnic Page 3 - 20


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Multiple Choice Questions

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

School of Mathematics & Science, Singapore Polytechnic Page 3 - 21


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Tutorial 3.2

Section A: Application of First Order DE – Newton’s Law of cooling

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.

3. A body cools from 100 °C to 80 °C in 10 minutes in air, which is maintained at 20 °C .


The cooling process follows Newton’s law of cooling.
(a) Set up the differential equation that depicts the cooling process of the body.
(b) Solve the equation in part (a) using given conditions.
(c) How long will it takes the body to cool down from 80 °C to 60 °C ?

*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.

School of Mathematics & Science, Singapore Polytechnic Page 3 - 22


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Section B: Application of First Order DE – RLC Series Circuit

1. For the circuit shown in the figure on the right, 1Ω 0.5 F


find the charge q (t ) on the capacitor, given that
q (0) = 0 coulomb. 2V

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

capacitor voltage be 76 volts? Determine the current in the 80 V

dq
resistor at that time, using i = .
dt

School of Mathematics & Science, Singapore Polytechnic Page 3 - 23


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

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.

School of Mathematics & Science, Singapore Polytechnic Page 3 - 24


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

Answers to Selected Lecture Examples

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

Answers to Tutorial 3.1

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

School of Mathematics & Science, Singapore Polytechnic Page 3 - 25


Engineering Mathematics II: First Order Differential Equations and Its Applications Chapter 3

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)

Answers to Tutorial 3.2

Section A

1. 25 + 75e −0.155t (°C ) or ln T − 25 =


(b) T (t ) = −0.155t + ln 75 (c) 46.7°C

2. 30 + 70e −0.125t (°C ) or ln T − 30 =


(b) T (t ) = −0.125t + ln 70 (c) 50°C

3. 20 + 80e −0.029t (°C ) or ln T − 20 =


(b) T (t ) = −0.029t + ln 80 (c) 14.1 min

4. (a) T (t ) =40e −0.1t + 44e −0.4t (°C ) (b) 15.52°C

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
=

School of Mathematics & Science, Singapore Polytechnic Page 3 - 26


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

Chapter 4: Integration by Parts & Simpson’s Rule

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.

4.1 Integration by Parts

If u and v are both functions of x ,


d dv du
(=
uv) u + v
dx dx dx
⌠ d ⌠ dv ⌠ du


=(uv ) dx u

dx + v

dx
⌡ dx ⌡ dx ⌡ dx

uv
i.e.= ∫ u dv + ∫ v du
Thus, ∫ u dv = u ⋅ v − ∫ v du  (1)

The method of “integration by parts” is used to integrate:


• product of two different types of functions,
such as x 2 sin x, x e x , x ln x, e x sin x, x tan −1 x , etc.
• single functions that cannot be directly integrated with standard formulae,
such as ln x, sin −1 x, tan −1 x, cos −1 x,  etc.

In this method, we make use of formula (1) to change the original integral ∫ u dv to a different

integral ∫ v du , which can be integrated easily.

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

School of Mathematics & Science, Singapore Polytechnic Page 4 - 1


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

∫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

For such integrals, we let u = x n and dv = e ax dx or dv = sin ax dx or dv = cos ax dx .

∫ 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)

School of Mathematics & Science, Singapore Polytechnic Page 4 - 2


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

∫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

For such integrals, we let


= ) or u tan −1 (ax + b) and dv = x n dx .
u ln(ax + b=

Example 3: Find ∫ ln(2 x + 1) dx .


Solution: ∫ ln(2 x + 1) dx u dv

Integration by parts formula for definite integrals:


b b
u dv = [u ⋅ v ]a −
b
∫a ∫a v du

e
Example 4: Evaluate ∫1 x ln x dx .

∫ tan
−1
Example 5: Find x dx .

School of Mathematics & Science, Singapore Polytechnic Page 4 - 3


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

4.2 Numerical Integration

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.

4.3 Simpson’s Rule

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

from x = a to x = b. So, even if ∫ f ( x) dx cannot be found in terms of elementary functions, an


b
approximate value for ∫a f ( x) dx can be obtained by evaluating the appropriate area.

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.

School of Mathematics & Science, Singapore Polytechnic Page 4 - 4


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

To find the area under the curve y = f ( x) between x = a and x = b :


b−a
1. Divide the area into an even number (n) of strips each of width h = .
n
2. Number and evaluate each ordinate: y0 , y1 , y2 ,  , yn .
3. The area is then given by:

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

School of Mathematics & Science, Singapore Polytechnic Page 4 - 5


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

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

School of Mathematics & Science, Singapore Polytechnic Page 4 - 6


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

Tutorial 4

Section A: Integration by Parts

Find the following integrals:

∫ 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

Section B: Simpson’s Rule


(Give all your final answers correct to 2 decimal places.)

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

Use Simpson’s rule to find the approximate value of V.

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.

School of Mathematics & Science, Singapore Polytechnic Page 4 - 7


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

4. The widths of a bell crank are measured at 2.5 cm 0.0 cm


intervals as shown in the diagram on the right.
4.0 cm
Find the approximate area, accurate to two decimal
7.3 cm
places, of the bell crank if the two connector holes
are each 1.5 cm in diameter. 16.4 cm

16.5 cm

14.7 cm 2.5 cm

4.2 cm

* 5.

Show that the area under a quadratic curve y = ax 2 + bx + c in the interval −h ≤ x ≤ h


h
is (r + 4 s + t ) , where r , s and t are the y-coordinates of the three points shown in the
3
graph above. Hence or otherwise, prove the Simpson’s rule formula.

*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 .

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

School of Mathematics & Science, Singapore Polytechnic Page 4 - 8


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

Miscellaneous Exercises
d2y 1
*1. Given that = , find y in terms of x .
dx 2 x

*2. Find the following:


⌠ ln( x) ⌠ x sin −1 ( 2 x )
(a)  3
dx (b)  dx
⌡ (2 x + 1) ⌡ 1 − 4x2
3
*3. Evaluate ∫1 x tan −1 x dx .

∫ x e= x n e x − n ∫ x n −1e x dx . Hence, find ∫x e


n x 3 x
*4. Show that dx dx .

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 .

Multiple Choice Questions

1. To find ∫ x sec
2
(5 x) dx using integration by parts, we choose

(a) u = x and dv = sec 2 ( 5 x ) dx (b) u = sec 2 ( 5 x ) and dv = x dx

(c) u = x dx and dv = sec 2 ( 5 x ) (d) u = sec 2 ( 5 x ) dx and dv = x

2. The number of panels or strips to be considered in Simpson's rule must be ________.


(a) Odd (b) Even
3. The exact solution of a definite integral can be obtained using the Simpson’s rule.
(a) True (b) False

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.

School of Mathematics & Science, Singapore Polytechnic Page 4 - 9


Engineering Mathematics II: Integration by Parts & Simpson’s Rule Chapter 4

Answers to Selected Lecture Examples


x e2 x e2 x
Example 1: − +C
2 4
1 1
Example 2: (a) − x cos 2 x + sin 2 x + C (b) x 2e x − 2 xe x + 2e x + C
2 4
1
Example 3: x [ ln(2 x + 1) ] − x + ln 2 x + 1 + C Example 4: 2.097
2
1
Example 5: x tan −1 x − ln 1 + x 2 + C
2
Example 6: 2.00 Example 7: 0.659 Example 8: 28.37 mV

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)

School of Mathematics & Science, Singapore Polytechnic Page 4 - 10


Engineering Mathematics II: Fourier Series Chapter 5

Chapter 5: Fourier Series

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

School of Mathematics & Science, Singapore Polytechnic Page 5 - 1


Engineering Mathematics II: Fourier Series Chapter 5

5.1 Application: Signal Recovery using Fourier Series

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

Signal recovery process


With reference to the picture above, the steps below outline the algorithm for signal recovery:
1. The desired signal (aka "music" without noise) and noise can usually be distinguished by
certain properties.
2. To separate them, we decompose the resulting waveform (aka “music with noise”) into
the sum of sine and cosine terms using the Fourier series.
3. With the terms from the Fourier series, we can recover the desired signal by extracting the
terms that make up that signal. In the above picture, in our example, that is the sum of the
cosine terms.

The video in Brightspace explains the above algorithm in detail.

Complete the following sentence from the video:

In conclusion, a Fourier series

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.

School of Mathematics & Science, Singapore Polytechnic Page 5 - 2


Engineering Mathematics II: Fourier Series Chapter 5

5.2 Periodic Function

A periodic function is a function which repeats itself at regular intervals.


A function f (t ) is said to be periodic with period T if f (t + T ) =f (t ) .

Example 1: Sketch two cycles of the following periodic functions:

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)

5.3 Fourier Series

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

= 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 + ⋅⋅⋅

School of Mathematics & Science, Singapore Polytechnic Page 5 - 3


Engineering Mathematics II: Fourier Series Chapter 5


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.

Terminology: a0 is referred to as the d-c component.


a1 is referred to as the amplitude of the fundamental cosine component.
b1 is referred to as the amplitude of the fundamental sine component.
an is referred to as the amplitude of the nth cosine component.
bn is referred to as the amplitude of the nth sine component.

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 series will converge to the value f (a ) if f (t ) is continuous at t = a , and converges to


1
2 [ f (a +) + f (a −)] if f (t ) is not continuous at t = a . Note the use of a + to denote approaching a
from the right and a − to denote approaching a from the left.

5.4 Some Special Integrals

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


where m, n are positive integers, K is a constant, and ω 0 = .
T

School of Mathematics & Science, Singapore Polytechnic Page 5 - 4


Engineering Mathematics II: Fourier Series Chapter 5

Proof of (iii), when m ≠ n:


K +T
∫K cos m ω 0t ⋅ cos n ω 0t dt

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

1  sin (m + n)(ω 0 K + 2π ) sin (m − n)(ω 0 K + 2π )  1  sin (m + n)ω 0 K sin (m − n)ω 0 K 


=  + −  + 
2  (m + n)ω 0 (m − n)ω 0  2  (m + n)ω 0 (m − n)ω 0 

= 0 , if m ≠ n

Note: sin  2π (m + n) + ω 0 K (m + n=
)  sin (m + n)ω 0 K

5.5 Determination of the Fourier Coefficients

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

School of Mathematics & Science, Singapore Polytechnic Page 5 - 5


Engineering Mathematics II: Fourier Series Chapter 5

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

Example 2: A periodic function f (t ) is defined by:


1 , 0 < t < π
f (t ) =  and f (t + 2π ) =
f (t ) .
0 , π < t < 2π
Obtain the Fourier series of f (t ) up to and including the third harmonics.

School of Mathematics & Science, Singapore Polytechnic Page 5 - 6


Engineering Mathematics II: Fourier Series Chapter 5

Example 3: A periodic function f (t ) is defined by:


t , 0 < t < 1
f (t ) =  and f (t + 2) =f (t ) .
1 , 1 < t < 2
Obtain the Fourier series of f (t ) up to and including the third harmonics.

School of Mathematics & Science, Singapore Polytechnic Page 5 - 7


Engineering Mathematics II: Fourier Series Chapter 5

5.6 Odd and Even Functions

5.6.1 Even Function

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.

Example 4 Sketch one cycle of the function:


0 , −2 < t < −1

f (t ) 1 , −1 < t < 1
= and f (t + 4) =f (t ) .

0 , 1 < t < 2
Is f (t ) an even function?

Solution:

School of Mathematics & Science, Singapore Polytechnic Page 5 - 8


Engineering Mathematics II: Fourier Series Chapter 5

5.6.2 Odd Function

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 .

The graph of an odd function is symmetrical about the origin.


For example, f (t ) = sin t is an odd function.

Example 5 Sketch one cycle of the function:


−t − 1 , −1 < t < 0

=f (t ) =0 , t 0 and f (t + 2) =f (t ) .
−t + 1 , 0 < t < 1

Is f (t ) an odd function?

Solution:

School of Mathematics & Science, Singapore Polytechnic Page 5 - 9


Engineering Mathematics II: Fourier Series Chapter 5

5.6.3 Properties of Odd and Even Functions

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.

School of Mathematics & Science, Singapore Polytechnic Page 5 - 10


Engineering Mathematics II: Fourier Series Chapter 5

5.7 Fourier Series for Odd and Even Functions

Let f (t ) be a periodic function of period T . The Fourier series of f (t ) is given by:



a0 + ∑ (an cos n ω 0t + bn sin n ω 0t )
f (t ) =
n =1

= 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 + ⋅⋅⋅


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.

• If f (t ) is an even periodic function, then


2 T /2
T ∫0
a0 = f (t ) dt

4 T /2
T ∫0
=an f (t ) ⋅ cos nω0t dt

bn = 0

• If f (t ) is an odd periodic function, then


a0 = 0
an = 0
4 T /2
=bn
T ∫0 f (t ) ⋅ sin nω0t dt

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.

School of Mathematics & Science, Singapore Polytechnic Page 5 - 11


Engineering Mathematics II: Fourier Series Chapter 5

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

School of Mathematics & Science, Singapore Polytechnic Page 5 - 12


Engineering Mathematics II: Fourier Series Chapter 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

−t −π < t < 0


h(t ) = 
t 0<t <π

of period 2π actually received on earth is graphed


as on the right.

(i) State whether the function h(t ) is even or odd.


π
(ii) Find the Fourier series of h(t ) as far as the second harmonic. Given that a0 = .
2
(iii) Determine the signal that the spacecraft originally sent and hence the value B of the
measurement.

School of Mathematics & Science, Singapore Polytechnic Page 5 - 13


Engineering Mathematics II: Fourier Series Chapter 5

School of Mathematics & Science, Singapore Polytechnic Page 5 - 14


Engineering Mathematics II: Fourier Series Chapter 5

Tutorial 5.1
[Hint: For any integer n, sin ( nπ ) = 0 and cos ( 2nπ ) = 1 ]

1. Sketch the waveforms of the following periodic functions.


0 , 0 < x < 2

(a) =
f ( x ) 1 , 2 < x < 6 and f ( x + 10) =
f ( x)
2 , 6 < x < 10

t , 0 < t < 2
(b) f (t ) =  and f (t + 4) =f (t )
0 , 2 < t < 4

2. A periodic function f ( t ) of period 2 is defined as:

1 , −1 < t < 0.5


f (t ) =  and f (t + 2) =f (t )
2 , 0.5 < t < 1

(a) Calculate the Fourier coefficient a0 , which is its d.c. component.


(b) Calculate the Fourier coefficient a1 and state the first cosine harmonic, a1 cos (ωt ) .
(c) Calculate the Fourier coefficient b2 and state the second sine harmonic, b2 sin ( 2ωt ) .
[Hint: You do not need to find the general Fourier coefficients an or bn for this question.]

3. A periodic function f (t ) is defined by:

 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.

4. f (t) is a periodic function defined over one period as follows:


2 , 0 < t < π

f (t ) = −1 , π < t < 1.5π and f (t + 2π ) =
f (t )
0 , 1.5π < t < 2π

Find the Fourier series of f ( t ) as far as the third harmonics.

5. A function f (t ) is defined by:

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.

School of Mathematics & Science, Singapore Polytechnic Page 5 - 15


Engineering Mathematics II: Fourier Series Chapter 5

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

(b) (t ) t , −π < t < π


f= and f (t + 2π ) =
f (t )

f (t ) t 2
(c) = , 0<t <2 and f (t + 2) =f (t )

2. A function f (t ) is defined by:

−0.5 , −2 < t < −1



f (t ) 0.5 , −1 < t < 1
= and f (t + 4) =f (t )
−0.5 , 1 < t < 2

(a) Sketch the graph and indicate whether f (t ) is even or odd.
(b) Find the Fourier series of f (t ) as far as the third harmonics.

3. A periodic function f (t ) is defined as:

−1 , −2 < t < 0



=f (t ) =0 , t 0 and f (t + 4) =f (t )
1 , 0<t <2

Find the Fourier series of f (t ) as far as the third harmonics.
[Hint: First find out whether the function is odd or even, then make full use of the advantages
of this classification.]

*4. A periodic function f (t ) of period 2 is defined over half a period as follows:


f (t ) t 2
= , 0 < t <1
If f (t ) is an even function,
(i) sketch the graph of f (t ) for −1 < t < 1 .
(ii) Find the Fourier Series of f (t ) as far as the third harmonics.

School of Mathematics & Science, Singapore Polytechnic Page 5 - 16


Engineering Mathematics II: Fourier Series Chapter 5

*5. A periodic function f (t ) of period 2π is defined over half a period as follows:


f (t ) 2t , 0 < t < π
=
If f (t ) is an odd function,
(i) sketch the graph of f (t ) for −π < t < π .
(ii) Find the Fourier Series of f (t ) as far as the third harmonics.

Miscellaneous Exercises

*1. Show that the Fourier series of f (t ) = t , −π < t < π , and f (t + 2π ) =


f (t ) is

sin(nt )
f (t ) 2∑ ( −1)
n +1
= .
n =1 n
1 1 1 π
Hence, deduce that 1 − + − +  = .
3 5 7 4

*2. Show that the Fourier series of

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

*3. A periodic function f (t ) of period 4 is defined as:


f (t ) = 4 − t 2 , − 2 ≤ t ≤ 2 and f (t + 4) = f (t )
(a) Sketch the graph of f (t ) for the interval −2 ≤ t ≤ 2 .
(b) Show that the Fourier series of f (t ) is
8 16  πt 1 1 3π t 
f (t ) =+ 2  cos − cos π t + cos +  .
3 π  2 4 9 2 
(c) Choose a suitable value of t in the Fourier series of f (t ) above to show that

1 π2
∑ ( −1)
n +1
= .
n =1 n 2 12

*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 )

(b) f (t ) = t − t 3 , − 1 < t < 1 and f (t + 2) = f (t )

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Engineering Mathematics II: Fourier Series Chapter 5

Multiple Choice Questions

1. f (t)

10

0 t
-6 -4 -2 2 4 6

In the figure above, f (t ) is a periodic function. The period of f (t ) is


(a) 2 (b) 4
(c) 6 (d) 10

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

3. The trigonometric Fourier series representation of the periodic function f (t ) of period 2π is


4  1 1  1
f (t )
given by = 2 
cos t + cos 3t + cos 5t +   + ( sin t − 2sin 3t + 3sin 5t + ) +  .
π  9 25  π
Then f (t ) is
(a) an even function (b) an odd function
(c) an odd function plus constant (d) a function with no symmetry

4. The d.c. component a0 of the Fourier series of f (t ) (as given in MCQ 3) is


(a) 0 (b) 1
4
(c) 2 (d)
π2

*5. If the Fourier series of a periodic function f (t ) of period π is given by


2 4 4 4
f (t ) =+ cos 2t − cos 4t + cos 6t + ,
π 3π 15π 35π
π
then the value of ∫0 f (t ) cos 2t dt is given by

4 4
(a) (b)
3π 3
2
(c) (d) none of the above
3

School of Mathematics & Science, Singapore Polytechnic Page 5 - 18


Engineering Mathematics II: Fourier Series Chapter 5

Answers to Selected Lecture Examples

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

Answers to Tutorial 5.1

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

( [3t ]0 + =
π
[ −=
t ]π

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

(
[ 2t ]0 + [ −=
π
t ]π
3π /2 3
4
, an
π   n
)   1
0  n

  sin ( nt )  +  − sin ( nt ) 
π 
 =−
1

 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

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Engineering Mathematics II: Fourier Series Chapter 5

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

Answers to Tutorial 5.2

1. (a) even (b) odd (c) neither odd nor even

2. (a) even (b)

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

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Engineering Mathematics II: Fourier Series Chapter 5

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)

School of Mathematics & Science, Singapore Polytechnic Page 5 - 21


Engineering Mathematics II: Laplace Transform Chapter 6

Chapter 6: Laplace Transform

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

School of Mathematics & Science, Singapore Polytechnic Page 6 - 1


Engineering Mathematics II: Laplace Transform Chapter 6

6.1 Application: Optimizing Design of Bungee Jumping Systems

Figure 1: Bungee Jump

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.

Figure 2: Maximum Displacement of Jumper

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.

Ackowledgement: Above screenshots taken from YouTube video. https://www.youtube.com/watch?v=dwv3jos4Ipc


Creative Commons Attribution license (reuse allowed). Author is Namit_007.

School of Mathematics & Science, Singapore Polytechnic Page 6 - 2


Engineering Mathematics II: Laplace Transform Chapter 6

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.

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Engineering Mathematics II: Laplace Transform Chapter 6

6.3 Definition and Notation of the Laplace Transform

Let f (t ) be a function defined for t > 0.


The Laplace transform of f (t ) , denoted by L{ f (t ) }, is defined by:

L { f (t )} = ∫ e − st f (t ) dt , where s > 0
0

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)

t (time) domain s (frequency) domain

6.4 Laplace Transforms of Simple Functions

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
.

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Engineering Mathematics II: Laplace Transform Chapter 6

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

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Engineering Mathematics II: Laplace Transform Chapter 6

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

Example 3: (a) L {sin 3t} (b) L {cos t}

2as
Formula 6 t sin at
(s )
2 2
+ a2

s2 − a2
Formula 7 t cos at
(s )
2 2
+ a2

Example 4: (a) L {t sin 3t} (b) L {t cos 4t}

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Engineering Mathematics II: Laplace Transform Chapter 6

6.5 Linearity Property

Theorem: Linearity Property


If f1 (t ) and f 2 (t ) are functions of t and, a and b are constants, then
L {a f1 (t ) + b f 2 (t )} =a F1 ( s ) + b F2 ( s )
where F1 ( s ) and F2 ( s ) are Laplace transforms of f1 (t ) and f 2 (t ) respectively.

Example 5: (a) L {5sin 3t}

(b) {
L e3t + cos t }

Example 6:

(a) {
L π − 2t 3 + e 4t }

(b) {
L 6e −t − 3 + 7 t sin π t }

Sometimes, we may need to apply algebraic manipulations, law of indices or trigonometric


identities/formulae before Laplace transform can be done.

Example 7:
(a) L {3t ( t − 2 )}

(b) { }
L et + 2

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Engineering Mathematics II: Laplace Transform Chapter 6

  π 
(c) L sin  3t +  
  4 

(d) {
L sin 2 3t }

(e) L {t sin 2t cos 2t}

6.6 First Shift Theorem

First Shift Theorem (Formula 8)


If L { f (t )} = F ( s ) , then

{ }

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)

School of Mathematics & Science, Singapore Polytechnic Page 6 - 8


Engineering Mathematics II: Laplace Transform Chapter 6

3! 6
For example: Since L ={}
t3
s
=3+1
s4
, then to obtain L {e 2t t 3 } ,

we replace ‘s’ with (s − 2) and get L {e 2t t 3 } =

6
Alternatively, we can write: L= { }
e 2t t 3 =
s 4 s→s −2

Example 8: Find, by first shift theorem:


(a) {
L et sin 3t }

(b) {
L t et sin 3t }

(c) {
L 2t e5t }

(d) {
L 5e −2t cos 3t }

(e) {( )
L e 2t − e −2t cos 2t }

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Engineering Mathematics II: Laplace Transform Chapter 6

6.7 Laplace Transforms of Derivatives

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)

These results are summarized in the formulae table:

Theorems: Derivatives (Formulae 9 & 10)


 dy  d2 y 
{ } and  2 = s L { y} − s y (0) − y′(0)
2
L=
  s L y − y (0) L
dt
   dt 
where y(0) and y′(0) are values of y and y ′ respectively when t = 0.

Example 9: (a) Given y′ = 6t and y (0) = 5 , find L { y} .

 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 

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Engineering Mathematics II: Laplace Transform Chapter 6

6.8 Partial Fractions

Partial fraction expansion is performed whenever we want to represent a complicated fraction as a


sum of simpler fractions. This occurs when working with the inverse Laplace Transform in which
we have methods of efficiently processing simpler fractions.
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) .

The rules of partial fractions are as follows:


f ( x)
Rule 1 The fraction must be a proper fraction. (If it is not, then first divide out by long
g ( x)
division.)
Rule 2 Factorise the denominator g ( x) into its prime factors. This is important since the
factors obtained determine the form of the partial fractions.

Rule 3 Corresponding to each linear factor ax + b in the denominator, there is a partial


A
fraction of the form .
ax + b
3x − 2 A B
For example, = + .
( x + 1)(2 x − 1) x + 1 2 x − 1
n
Rule 4 Corresponding to a repeated linear factor (ax + b) in the denominator, there will be
A1 A2 An
n partial fractions of the form + 2
+ + .
(ax + b) (ax + b) (ax + b) n
3x − 2 A B
For example, = 2
+ .
( x + 3) x + 3 ( x + 3) 2

Rule 5 Corresponding to an irreducible quadratic factor ax 2 + bx + c in the denominator,


Ax + B
there will be a partial fraction of the form 2
.
ax + bx + c
3x − 2 A Bx + C
For example, 2
= + 2 .
( x + 1)( x + x + 1) x + 1 x + x + 1
Note: All the constants A’s and B’s can then be determined by “Cover-up” method, substitution
method, and/or equating coefficients of like terms.

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Engineering Mathematics II: Laplace Transform Chapter 6

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)

Example 11: Resolve 9 into partial fractions.


( s − 1) ( s 2 + 2 )

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Engineering Mathematics II: Laplace Transform Chapter 6

Tutorial 6

For Q1 to Q4, express them in terms of s.

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}

(f) L { A sin ωt} , where A and ω are constants.

  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
}

3. (a) L {t sin 2t}


2
{
(b) L t cos 3t } (c) L {t sin 2t sin 5t}

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 }

5. (a) Given y′ = t 2 and y (0) = 1 , express L { y} in terms of s.

 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 .

Multiple Choice Questions

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

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Engineering Mathematics II: Laplace Transform Chapter 6

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

Answers to Selected Lecture Examples


6 5
Example 9: (a) Y ( s=
) +
s3 s
(b) (s 2
+ 6 s + 13) Y ( s ) − 3s − 25

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

2 3 2 e3 3+s 0.866 + 0.5s


2. (a) 3 + 2 + (b) (c) or
s s s s−2 ( 2
2 s +1 ) s2 + 1
2 1 s 1 2
(d) 2
(e) − 2 (f) − 2
s +4 s s +4 s s +4
4s  2
  2 2

3. (a) (b) 1  12 + s2 − 36 2  (c) 1  s2 − 9 2 − s2 − 49 2 
( s + 4) 2
2
2 s ( s + 36)  2  ( s + 9) ( s + 49) 

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)

School of Mathematics & Science, Singapore Polytechnic Page 6 - 14


Engineering Mathematics II: Inverse Laplace Transform Chapter 7

Chapter 7: Inverse Laplace Transform

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

If the Laplace transform of a function f (t ) is F ( s ) , then f (t ) is called an inverse Laplace


transform of F ( s ) . That is:
if L { f (t )} = F ( s ) , then f (t ) = L −1 { F ( s )}

where L −1 is called the inverse Laplace transformation operator.

The relationship between f (t ) and F ( s ) is depicted graphically here:


L{.}

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.

7.2 Inversion using Standard Results and Linearity Property

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.

School of Mathematics & Science, Singapore Polytechnic Page 7 - 1


Engineering Mathematics II: Inverse Laplace Transform Chapter 7

Theorem: Linearity Property


If f1 (t ) and f 2 (t ) are functions of t , a and b are constants,
F1 ( s ) and F2 ( s ) are Laplace transforms of f1 (t ) and f 2 (t ) respectively, then
L −1 {a F1 ( s ) + b F2 ( s )} =a f1 (t ) + b f 2 (t )

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 

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Engineering Mathematics II: Inverse Laplace Transform Chapter 7

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 
 

School of Mathematics & Science, Singapore Polytechnic Page 7 - 3


Engineering Mathematics II: Inverse Laplace Transform Chapter 7

7.3 Inversion using First Shift Theorem

7.3.1 First Shift Theorem

This is first shift theorem expressed in the inverse form:

First Shift Theorem (Formula 8)


L −1 { F ( s − a )} =
e at f (t )

We can also write: L −=


1
{ F ( s − a)} {
L −1 =
F ( s) s→s −a } e at f (t )

−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 

Example 7: Find the following by first shift theorem:


 2   3 
(a) L −1  5
(b) L −1  2
 ( s − 3)   ( s + 2) 

 3   s +1 
(c) L −1  2  (d) L −1  2 
 ( s − 5) + 4   ( s + 1) + 25 

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Engineering Mathematics II: Inverse Laplace Transform Chapter 7

Example 8:
   
(a) L −1  s
2  (b) L −1  2 s + 13 
 ( s + 1) + 25   ( s + 2) 

7.3.2 Complete the Squares Method

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 
 

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Engineering Mathematics II: Inverse Laplace Transform Chapter 7

7.4 Inversion by Resolving into Partial Fractions


p( s)
In inverse Laplace Transform, a proper rational expression of the form can be written as the
q( s)
sum of partial fractions having the forms:

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
( ) 

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Engineering Mathematics II: Inverse Laplace Transform Chapter 7

 7 s − 6 
Example 12: Find L −1  .
 ( s + 2 )( s − 3) 

 2 
Example 13: Find L −1  .
2
 ( s − 1)( s + 1) 
 

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Engineering Mathematics II: Inverse Laplace Transform Chapter 7

Example 14: Which method should we use to find the following?

−1  6s − 4  
−1 1 
(a) L  2  (b) L  2 
 s − 8s + 15   4s − 4s + 5 

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Engineering Mathematics II: Inverse Laplace Transform Chapter 7

Tutorial 7

1. Express the following into partial fractions:


s +1 2s − 1
(a) (b)
( s + 2)( s − 1) 2 ( s + 2 ) ( s 2 + 1)
6s 2 + 7 s − 49 5s + 3
(c) (d)
( s − 4)( s + 1)(2s − 3) s − 2 s 2 − 3s
3

[Hint: factorize the denominator first]

2. Find the following:

 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 

3. Use First Shift Theorem to find the following:

 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) 

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Engineering Mathematics II: Inverse Laplace Transform Chapter 7

*5. Find the following:

 4e −3   s −1 
(a) L −1   (b) L −1  2 
 2s − 1  4s + 60 

 7s − 7 
(c) L −1  2 
 3s + 5s − 2 

*6. Find the following:

 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) .

Multiple Choice Questions

1. If L −1 { F ( s )} = sin 2t , then L −1 { F ( s + π )} is equal to

(a) sin 2t (b) − sin 2t


(c) e −π t sin 2 t (d) e π t sin 2 t

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

(c) e 2(1+t )t 3 (d) e 2(1− 2t )t 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) 
 

School of Mathematics & Science, Singapore Polytechnic Page 7 - 10


Engineering Mathematics II: Inverse Laplace Transform Chapter 7

Answers to Selected Lecture Examples


−t  1  −2t 2 3 
Example 8: (a) e  cos 5t − sin 5t  (b) e  2t − t 
 5   2 
1 −2t 1 −t
Example 9: (a) e sin 2t (b) e ( cos t − 3sin t )
2 5
1 t 1 −t
Example 12: 4e −2t + 3e3t Example 13: e − e − te −t
2 2
1 t2
Example 14: (a) −7e3t + 13e5t (b) e sin t
4

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)

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Engineering Mathematics II: Solving Second Order Differential Equations Chapter 8

Chapter 8: Solving Second Order Differential Equations

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

If f ( x) = 0 , the equation is said to be homogeneous.


If f ( x) ≠ 0 , the equation is said to be nonhomogeneous or inhomogeneous.

8.2 Solving 2nd order Linear Homogeneous D.E. using Auxiliary Equation

The general form of the differential equation is:


d2y dy
a 2
+b 0 ..................
+ cy = (1)
dx dx
where a, b and c are constants. Notice that f ( x) = 0 , thus equation (1) is a homogeneous
differential 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

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Engineering Mathematics II: Solving Second Order Differential Equations Chapter 8

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:

Case Nature of Root(s) General Solution

Two distinct real roots λ1 and λ2


Case 1 y = Aeλ1 x + Beλ2 x
( b − 4ac > 0 )
2

One repeated real root λ


Case 2 y = eλ x ( Ax + B )
( b 2 − 4ac =0 )

Complex roots λ= α ± β j
Case 3 =y eα x  A cos ( β x ) + B sin ( β x ) 
( b − 4ac < 0 )
2

Example 1: Find the general solution to each differential equation:

d2y dy d2y dy
(a) 9 − 6 + y =0 (b) 2 + 5 + 6y =
0
dx 2 dx dx 2 dx

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Engineering Mathematics II: Solving Second Order Differential Equations Chapter 8

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 .

8.3 Solving 2nd Order Linear Non-Homogeneous D.E. using Laplace


Transform Method

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 ) .

The concept is summarized here:

Differential Algebraic Solution


Laplace transform Inv. Laplace transform
Equation Equation
t domain
t domain s domain

The actual detailed process will be illustrated in Example 3.

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Engineering Mathematics II: Solving Second Order Differential Equations Chapter 8

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:

Step 1: Take Laplace transform of each term in the differential equation.

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 2: Insert the given initial conditions.

Given y(0) = 1 and 2


y′(0) = 0, and recall the s 2Y ( s ) − s + 5 [ sY ( s ) − 1] + 6 Y ( s ) =
s +1
convention L { y} = Y(s).

Step 3: Re-arrange the algebraic equation to obtain the transform of the solution, i.e. Y(s).

Make Y(s) the subject of 2


the formula. (s 2
)
+ 5s + 6 Y ( s=
)
s +1
+s+5

Some useful tips:


• Factorise the quadratic
expressions?
• Combine common
denominator?

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

Perform inversion to get  1 1 1 


∴ y (t ) = L −1  + − −t −2t
 = e +e −e
−3t
solution  s + 1 s + 2 s + 3 

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Engineering Mathematics II: Solving Second Order Differential Equations Chapter 8

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 ) .

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Engineering Mathematics II: Solving Second Order Differential Equations Chapter 8

Tutorial 8

Section A: Auxiliary Equation Method

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

Section B: Laplace Transform Method

d2y dy
1. Solve the initial-value problem: 2
−2 4, y (0) =
= 2.
−1, y′(0) =
dt dt

2. Solve the following differential equation using Laplace Transform method:


q" + 9q = 0 , where q(0) = 0 and q'(0) = 2.

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Engineering Mathematics II: Solving Second Order Differential Equations Chapter 8

3. (a) Given that 8 0.5 A −0.5s + B , find the values of A and B.


= + +
( s + 2)
2
( s2 + 4 )s + 2 ( s + 2) 2
s2 + 4

(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.

4. (a) Given that 2 As + 0.4 0.2 s + B , find the values of A and B.


= + 2
( 2
)( 2
s + 1 s + 2s + 5 ) 2
s +1 s + 2s + 5

−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

*6. Find the particular solution of the following differential equation.


d 2x dx
2
+9 5sin t , where x ( 0 ) = 0, x ' ( 0 ) = −1
+ 14 x =
dt dt

Multiple Choice Question

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 ________.

(a) <4 (b) ≤ 4

(c) >4 (d) ≥ 4

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Engineering Mathematics II: Solving Second Order Differential Equations Chapter 8

Answers to Selected Lecture Examples


1
x
Example 1: (a) y ( x) = e 3
( Ax + B=
) (b) y ( x) e −1.25 x  A cos (1.20 x ) + B sin (1.20 x ) 

Example 2: y ( x) = e x ( cos 2 x − sin 2 x )

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)

School of Mathematics & Science, Singapore Polytechnic Page 8 - 8


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

Chapter 9: Applications of Second Order Differential Equations

Objectives :
1. Solve application problems using auxiliary equation and Laplace transform method.

9.1 Modelling a Mass Spring Damper System

The differential equation is given by Newton’s second law of motion:


mass × acceleration = sum of forces acting on the mass
d 2x
m = Fg + Fs + Fd + F (t )
dt 2
where:
m is the mass
d 2x dv
2 is the acceleration (i.e. rate of change of velocity, )
dt dt
Fg is the force due to the earth’s gravity
Fs is the tension in the spring
Fd is the damping force due to air resistance, etc.
F ( t ) is the external applied force

Since
• Fg = mg , where g is the acceleration due to gravity,

−k ( L0 + x ) , where k is the spring constant and L0 is the extension of the spring at


• Fs =
equilibrium position. [Hooke’s law states that the tension in the spring is proportional to
the extension of the spring],
dx
• Fd = −c , where c is the damping constant, in which the minus sign indicates that the
dt
damping force is always opposite to the direction of motion, and
• mg = kL0 in equilibrium,

the equation becomes:


d 2x dx
m 2 = mg − k ( L0 + x ) − c + F (t )
dt dt
dx
= mg − kL0 − kx − c + F (t )
dt
dx
=−kx − c + F (t )
dt

d 2x dx
F (t )
∴ m 2 + c + kx =
dt dt

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Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

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

 positive, if it is below the equilibrium position.



The value of x is measured as 
 negative, if it is above the equilibrium position.

9.1.1 Mass Spring Damper System: Without External Force, i.e. Free Oscillations

There is no driving force F (t ) , i.e. F (t ) = 0 .


Differential equation of motion becomes:
d 2x dx
m 2 + c + kx =0
dt dt
Notice that this is a homogeneous differential equation.

School of Mathematics & Science, Singapore Polytechnic Page 9-2


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

(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 .

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Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

(B) With Damping ( c ≠ 0 )

With a damping force, that is, c ≠ 0 , the differential equation becomes:


d 2 x dx
m 0
+ c + kx =
dt 2 dt
−c ± c 2 − 4km
The characteristic equation is mλ 2 + cλ + k =0 , with roots λ = .
2m
There are 3 possible cases:
Roots Discriminant Condition Solution
2 real roots:
λ1 and λ2 c 2 − 4km > 0 Overdamped x(t ) Aeλ1t + Beλ2t
=

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.

School of Mathematics & Science, Singapore Polytechnic Page 9-4


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

9.1.2 Mass Spring Damper System: With External Force

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

 positive, if it is below the equilibrium position.



The value of x is measured as 
 negative, if it is above the equilibrium position.

The solution is: Solution of Solution of motion


x =
motion due to + due to damped
applied force oscillation

steady state solution transient state solution

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.

School of Mathematics & Science, Singapore Polytechnic Page 9-5


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

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?

School of Mathematics & Science, Singapore Polytechnic Page 9-6


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

(c)

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Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

9.2 Electrical Circuits

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

which is a second-order linear differential equation with constant coefficients.

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

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Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

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 .

School of Mathematics & Science, Singapore Polytechnic Page 9-9


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

Example 5:

(a) Given − 8 As + B Cs + D . If A = 4 and B = 4 , find the


= +
( )( )
s 2 + 4 s 2 + 2s + 2
2 2
s + 4 s + 2s + 2 5 5
constants C and D.
(b) In the RLC series circuit (shown on page 7), it is known that R = 2 Ω , L = 1 H , C = 0.5 F,
and E (t ) = 2 cos 2t V. Initially, there is no current flowing through the circuit, and the rate
of change of the current is zero.
i. Set up the differential equation to model the current i(t) flowing through the circuit.
Indicate clearly the initial conditions.
ii. Find the current at time t in the circuit. Hence, find the transient and steady-state
current.

School of Mathematics & Science, Singapore Polytechnic Page 9-10


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

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

School of Mathematics & Science, Singapore Polytechnic Page 9-11


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

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.

School of Mathematics & Science, Singapore Polytechnic Page 9-12


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

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.

k = 100N/m Equilibrium Position


x
m = 25kg

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).

School of Mathematics & Science, Singapore Polytechnic Page 9-13


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

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 =

where vC , R and C are constants.

Multiple Choice Question

1. If the motion of an engineering system is described by


1 −2t
y (t )= [e cos ( t ) + 3e −2t sin ( t ) − e −t ] ,
2
then the motion is considered ___________.
(a) un-damped (b) under-damped
(c) critically-damped (d) over-damped

School of Mathematics & Science, Singapore Polytechnic Page 9-14


Engineering Mathematics II: Applications of Second Order Differential Equations Chapter 9

Answers to Selected Lecture Examples

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

Example 4: q(t ) = t e −10t


4 12
Example 5: (a) C = − and D = −
5 5
1
(b)(ii) i (t )=
5
{ }
2sin 2t + 4 cos 2t − 4e −t ( cos t + 2sin t ) amperes,

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

7. q(t ) 6e −20t − 2e −60t C


=

8. i (t ) = 60e−3t sin 3t amperes


−10t
9. (a) A =
1.5, B =
−0.5, C =
−10 (b)(ii) q (t ) = 1.5 − 0.5e (cos10t + sin10t )

100 150
10.=
is (t ) cos t − sin t amperes
13 13

vC − RCt
11. i (t ) = e amperes
R

MCQ

1. (b)

School of Mathematics & Science, Singapore Polytechnic Page 9-15

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