Calculus and Differential Equations
Problem Solving Task
MAB126 Mathematics for Engineering
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Calculus and Differential Equations
Problem Solving Task: Written Component
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MAB126 Mathematics for Engineering 1 SM1 – 2011
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Nayil Enver Built Environment and Engineering
Calculus and Differential Equations
Problem Solving Task
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MAB126 Mathematics for Engineering 1 SM1 – 2011
i
Nayil Enver
Calculus and Differential Equations
Problem Solving Task
Contents
QUESTION 1................................................................................................................1
Theory applicable..............................................................................................1
Determine Continuity.........................................................................................1
Does f(a) exist?.......................................................................................1
Does limx → afx exist?.............................................................................2
Differentiation.....................................................................................................3
Summary............................................................................................................3
QUESTION 2................................................................................................................4
Reduction Formula............................................................................................4
Using reduction formula.....................................................................................4
QUESTION 3................................................................................................................6
Finding values for (s) for which F(s) is defined..................................................6
Prove the propertyLf '=sL {f }; with f (0)=0........................................................7
Applying Laplace Transform..............................................................................8
Inverse Laplace.................................................................................................9
MAB126 Mathematics for Engineering 1 SM1 – 2011
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QUESTION 1
Determine if the function
f ( x )= sin ( x ) ,if x <0
{ 3
x −x , if x ≥ 0
is continuous and differentiable at x = 0. Justify your answer by referring to
appropriate definitions.
Theory applicable
To differentiate a piecewise function, the function must be continuous.
For a function to be continuous:
f (a) must exist,
lim f ( x ) must exist,
x→ a
and
f (a) must equallim
x→ a
f ( x ).
Determine Continuity
Does f(a) exist?
The function
f ( x )= sin ( x ) ,if x <0
{ 3
x −x , if x ≥ 0
Calculus and Differential Equations
Problem Solving Task
is a piecewise function where
f (x)=sin( x)when x is less than 0
and
f (x)= x3 −xwhen xis greater than 0
For all x values less than 0, f (x)=sin(x). Therefore any value of x <0 will provide
a solution for f (x) (Figure 1) 1.
0
-10 -8 -6 -4 -2 0 2 4
-2
Figure 1
When x is greater than, or equal to 0, f (x)= x3 −x. Therefore there is a solution for
f (x) for all values greater or equal to 0 (figure 2).
1
Note that the condition to use sin(x) requires the x value to be less than 0. Therefore the graph for
sin(x) is left open at x = 0
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Calculus and Differential Equations
Problem Solving Task
0
-10 -8 -6 -4 -2 0 2 4
-2
Figure 2
Therefore, f (a)exists for all values of x (figure 3).
0
-10 -8 -6 -4 -2 0 2 4
-2
Figure 3
Does lim
x→ a
f ( x ) exist?
To determine if a limit exists for f(a.) it is necessary to determine the limit by
approaching 0 from above and below. That is finding the limit at f(0).
When approaching from below, x <0 so f (0)=sin (0). Therefore the limit when
approaching 0 from below is:
lim ¿
−¿
x→ 0 sin ( 0) =sin ( 0)¿
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Calculus and Differential Equations
Problem Solving Task
¿0
When approaching 0 from above, x >0 so f ( 0 )=03 −0 is used. Therefore the limit
when approaching 0 from below is:
lim ¿
+¿ 3 3
x→ 0 x − x=0 −0 ¿
¿0
Therefore the limit for f (0)=0.
As f (a)=0 and the limit for f (a)=0 the function is continuous. Therefore, if possible,
the function can be differentiated.
Differentiation
Each piece of the function needs to be differentiated. So
f (x) f '( x )
sin (x) cos ( x)
x 3−x 3 x 2−1
Hence
f ' ( x )= cos2 ( x ) , if x< 0
{
3 x −1 ,if x ≥ 0
The differentiated function is graphed in figure 4
Substituting x=0 :
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Calculus and Differential Equations
Problem Solving Task
f ' ( 0 )= cos2( 0 ) ,if x <0
{3∗0 −1 ,if x ≥ 0
So
f ' ( 0 )= 0 , if x <0
{−1 ,if x ≥ 0
0
-10 -8 -6 -4 -2 0 2 4
-2
Figure 4
Summary
Although the function
f (a) exists,
lim f ( x ) exists,
x→ a
and
f (a) equals lim
x→ a
f ( x ).
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Calculus and Differential Equations
Problem Solving Task
when x=0, the function is not differentiable because the left and right side of the
piecewise function do not equal the same when x=0.
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Calculus and Differential Equations
Problem Solving Task
QUESTION 2
Define the integral
∫ x n e x dx
Using integration by parts, or otherwise, derive the formula
I n=x n e x −n I n
Hence obtain
∫ x 3 e x dx
Reduction Formula
The rules for integration by parts state that
∫ udv=uv−∫ vdu
Let u=x n and dv =e x dx, so du=n x n−1 and v=e x .
Therefore
∫ x n e x dx=x n e x −n∫ xn−1 e x dx
If
I n=∫ x n e x dx
Then
I n=x n e x −n∫ x n−1 e x dx
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Calculus and Differential Equations
Problem Solving Task
The integrand on the RHS nearly repeats the original integrand and can be modeled
as ¿n −1
Using reduction formula
n x 3 x
Applying∫ x e dx=∫ x e dx , then n=3.
Using the reduction formula derived in a) then
I n=x n e x −n I n
I 3=x 3 e x −3 I 2
I 2=x 2 e x −2 I 1
I 1=x e x −I 0
I 0=e x
Therefore:
∫ x 3 e x dx=x3 e x −3 I 2
¿ x 3 e x −3(x 2 e x −2 I ¿ ¿ 1) ¿
¿ x 3 e x −3 ¿ ¿
¿ x 3 e x −3 ¿
¿ x 3 e x −3 x 2 e x +6 x e x −6 e x
¿ e x ( x 3−3 x 2+ 6 x−6)
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Calculus and Differential Equations
Problem Solving Task
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Calculus and Differential Equations
Problem Solving Task
QUESTION 3
Finding values for (s) for which F(s) is defined
The Laplace transform of a function f is defined by the improper integral
∞
L { f } ( s )=F ( s )=∫ f ( t ) e−st dt
0
Using this definition, calculate the Laplace transform of f (t)=e � �−at and give the
values of s for which F (s) is defined (i.e. for which the improper integral converges).
Given
f (t)=e � �−at
then
∞
L { e−at } =F ( s )=∫ e−at e−st dt
0
∞
¿ ∫ e(−a −s)t dt
0
1 ∞
¿ [ e (−a −s) t ]0
(−a−s)
If ( – a−s )> 0,
1 [ (−a−s) t ]∞
e
−a−s 0
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Calculus and Differential Equations
Problem Solving Task
e(−a−s ) ∞ e(−a−s )0
¿ −
−a−s −a−s
∞ 1
¿ −
−a−s −a−s
¿∞
As the improper integral approaches ∞ it is not defined when( – a−s )> 0.
If ( – a−s )< 0,
1 [ (−a−s) t ]∞
e
−a−s 0
e(−a−s ) ∞ e(−a−s )0
¿ −
−a−s −a−s
0 1
¿ −
−a−s −a−s
1
¿
a+ s
1
So when(−a−s)<0, the improper integral converges at . Therefore F (s)is
(a+ s)
defined whenℜ s>−a.
Prove the property L { f ' } =sL {f }; with f (0)=0
A key property of the Laplace transform is that it turns differential equations
into algebraic equations. Using integration by parts and the definition of the
Laplace transform, prove the property
L { f ' } =sL {f }; for functions with f (0)=0 :
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Calculus and Differential Equations
Problem Solving Task
If
∞
L { f } =∫ e−st f ( t ) dt
0
then
∞
L { f ' }=∫ e−st f ' ( t ) dt
0
Integration by parts rule
∫ u v ' dx=uv −∫ v u' dx
Let
u=e−st ∴u ' =−se−st
and
v=f ( t ) ∴ v '=f ' (t )
So
∫ e−st f ' (t ) dt
0
∞
−st
¿e f ( t ) + s∫ e−st f ( t ) dt
0
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Calculus and Differential Equations
Problem Solving Task
∞
¿ [ e−st f (t)]0 + sL(f )
¿ f ( 0 )+ sL( f )
As f ( 0 )=0
L { f ' }=sL( f )
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Calculus and Differential Equations
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Applying Laplace Transform
The following differential is for the voltage v( t) in an electric circuit, with a
capacitor and a resistor, subject to an applied voltage which is switched
on at t=0 and decays with time. The differential equation
v ’ ( t ) +3 v ( t ) =4 e−5t ; v (0)=0 :
Use the results of (b) to find V (s) the Laplace transform of the voltage in
the circuit. You may also assume that the Laplace transform of a sum of
terms is the sum Laplace transform of each term and that the Laplace
transform of a constant multiplied by a function is the constant multiplied
by the Laplace transform of a function, i.e.
L {f + g }=L {f (t) }+ L{g (t) }; L {cf (t )}=cL{f (t)}.
Let g ( t ) =4 e−5 t so
v ’ ( t ) +3 v ( t ) =4 e−5t
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Calculus and Differential Equations
Problem Solving Task
¿ L { v ' } +3 L { v }=L {g ( t ) }
∞ ∞ ∞
¿ ∫ v ' (t)e−st +∫ 3 v (t) e−st =∫ g (t)e−st
0 0 0
∞ ∞ ∞
¿ ∫ v ' (t)e−st +∫ 3 v (t)e−st =∫ 4 e−5 t e−st
0 0 0
4
¿ sL { v } +3 L {v }=
5+ s
4
¿ s V (s )+ 3V (s)=
5+ s
∴ V ( s ) [ 3+s ] = ( 5+4 s )
∴ V ( s) = ( 5+4 s )( 3+1 s )
4
¿
( 3+s ) (5+ s)
Inverse Laplace
(d) Using the result of (a) hence find the functionv( t), which has the
Laplace transform ). (Hint: use partial fractions)
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Calculus and Differential Equations
Problem Solving Task
L−1 { F ( s ) }=f (t )
From the Table of Laplace transforms when
1
F ( s) =
s−a
then
f (t)=eat
1
Applying partial fraction expansion to get form
s−a
4
( 3+s ) (5+ s)
Let
4 A B
= +
( 3+s ) (5+ s ) (s +5) ( s+3)
Multiplying both sides by ( s+3)( s+5) gives
4= A (s +3)=B( s+5)
To solve for A and B, let s=−3 and s=−5 successively.
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Calculus and Differential Equations
Problem Solving Task
4= A ( 0 )=B (−3+5 )=2 B
4= A (−5+ 3 )=B ( 0 )=−2 A
To solve for A=−2 and B=2 giving
4 −2 2
= +
( 3+s ) (5+ s ) (s +5) ( s+3)
¿−2
( ( s+15) )+2( ( s +31 ) )
When
L {cf (t )}=cL{f ( t)}
then
L−1 { cF ( s) }=cf ( t )
Let cF ( s )=2
−1
( ( s+5 )) and cG ( s)=2( ( s+31 ) ) then
f ( t ) + g ( t ) =L−1 { cF( s)+cG (s) }
1 1
¿L
−1
{ ( s+5) ( s+3 ) )}
−2( )+ 2(
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Problem Solving Task
Given that
L { f + g }=L { f ( t ) } + L { g ( t ) }
and
L−1 { F ( s ) }=f (t )
then
L−1 { F ( s ) +G ( s ) }
¿ f (t )+ g (t)
¿ e at +e bt
So
1 1
v(t)=L
−1
{ ( ) ( )}
−2
( s+5 )
+2
( s +3 )
¿−2 e−5 t +2 e−3 t
¿ 2(e ¿ ¿ 5 t−e3 t ) ¿
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