Problem Set 7
Mathematics I
August 13, 2019
1 Questions
1. What is wrong in the following examples?
(a) Let’s find −1 dx:
R1
Substitute
3
t = x2/3 , so x = t3/2 , dx = t1/2 dt, t(1) = t(−1) = 1.
2
Thus, Z 1 Z 1
3 1/2
dx = t dt = 0
−1 1 2
(b) Let’s find :
R1 dx
−1 1+x2
Substitute
1 dt
x= , so dx = − .
t t2
Thus,
Z 1 1 1 1
−dt
Z Z Z
dx 1 dt dx
= =− =− .
−1 1 + x2 −1 1 + 1/t t2
2
−1 1 + t2 −1 1 + x2
We can conclude that
Z 1
dx
= 0.
−1 1 + x2
1
2. Find the indefinite integrals:
Z
dx
(a)
x · ln x · ln(ln x)
Z
(b) cos5 x sin5 xdx
Z
(c) arcsin x dx. Hint: Try integration by parts.
Z
(d)
2
x7 e−x dx
Z
(e) eax cos2 xdx
x−1
Z
(f) 2
dx
x + 3x + 2
x3
Z
(g) dx
(x + 1)3
Z
x
(h) 2
dx
x + 4x + 13
Z
dx
(i) , a > 0.
(x + a2 )3/2
2
2
3. Recall (from last tutorial) that for a function f : [0, ∞) → R, its
Laplace transform is the function
Z +∞
L[f ](s) = e−st f (t) dt.
0
(a) For ω > 0, use the fact that the improper integral
Z +∞
e−st sin(ωt) dt,
0
converges if and only if s > 0 (this can be proved separately but
you don’t have to do it), to calculate its value, i.e. to find the
Laplace transform of
f (t) = sin(ωt).
(b) Show that for a, b ∈ R,
L[af + bg] = aL[f ] + bLg,
whenever the right hand side makes sense.
(c) Suppose there exist a, M > 0 such that |f (t)| ≤ M eat . Show that
if F = L(f ), then for s > a we have:
L[f 0 ](s) = sF (s) − f (0).
(d) For ω > 0, what is the Laplace transform of
f (t) = cos(ωt) ?
(e) Show that if F = L(f ), then
L[f 00 ](s) = s2 F (s) − sf (0) − f 0 (0).
3
2 Hints
1. For both parts, consider where each suggested substitution is valid and
compare with the interval of integration.
2. (a) First substitute u = ln x. In the new integral you get, make
another similar substitution.
(b) Rewrite cos5 x sin5 x as (1 − sin2 x)2 sin5 x cos x and then make the
obvious substitution. (Note: This trick usually works when you
have an odd power of sin or cos).
(c) Think of arcsin x as 1 · arcsin x and do integration by parts (inte-
grate 1 and differentiate arcsin x).
(d) You can first substitute u = x2 . The resulting integral can be
evaluated using integration by parts three times.
(e) Treat the cases a = 0 and a 6= 0 separately. You can rewrite cos2 x
as (1 + cos 2x)/2 which allows you to write the integral as the sum
of two integrals. On of the integrals can be evaluated directly, and
the other can be evaluated with a trick from the lectures involving
integration by parts.
(f) Factorize the denominator and perform a partial fraction decom-
position of the integrand.
(g) First perform polynomial division to rewrite the integrand as a
constant plus a rational function with lower degree numerator.
Proceed with a partial fraction decomposition.
(h) The denominator has no real roots so it can’t be factorized. On
the other hand, you can rewrite
x
2
x + 4x + 13
as
x+2 2
− ,
(x + 2) + 9 (x + 2)2 + 9
2
and deal with the two resulting integrals using suitable substitu-
tions.
(i) The substitution
π π
x = a tan t, t∈ − , ,
2 2
4
should work here. After performing the integration you’ll have to
rewrite sin u into a function of x. Use some trigonometry for this.
3. (a) Do integration by parts twice. Then solve the equation you get.
(b) Use the definition of Laplace transform, express the improper in-
tegral as a limit, and use properties of integrals together with
limit laws.
(c) Show, using the given estimate (the squeeze theorem might be
handy) that for s > a we have
lim e−sR f (R) = 0.
R→+∞
You can then deduce the desired result using integration by parts.
(d) Note that f = ω1 g where g(t) = sin t. Then apply parts (a)–(c).
(e) Use part (c) (the result, no need to replicate the proof) twice.
5
3 Answers
1.
2. (a) ln | ln(ln x)| + C.
(b) sin6 x sin8 x 10
6
+ sin10 x + C.
− 4
√
(c) x arcsin x + 1 − x2 + C.
(d) −e−x (x6 + 3x4 + 6x2 + 6) + C
2
(e) For a = 0 the answer is
x sin 2x
+ + C.
2 4
For a 6= 0 we get
ax 1 a cos 2x + 2 sin 2x
e + +C
2a 2(a2 + 4)
(f) −2 ln |x + 1| + 3 ln |x + 2| + C
(g) x − 3 ln |x + 1| − x+1
3 1
+ 2(x+1)2 + C.
√
(h) ln x2 + 4x + 13 − 23 arctan x+2 3
+ C.
(i) 1
a2
· √ x
x2 +a2
+ C.
3. (a)
ω
L[f ](s) = , s > 0.
s2 + ω2
(b)
(c)
(d)
s
L[f ](s) = , s > 0.
s2 + ω2