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[1]

Integrals Vol. 2
The Definite Integral

1) An excellent supplementary text for all Mathematics, Engineering and


Technology students, ideal for independent study

2) 130 fully worked illustrative examples and 260 graded problems

3) Evaluation techniques and methods and various applications

4) Odd numbered problems are provided with answers

5) Hints or detailed outlines are given for the more involved problems

Demetrios P. Kanoussis, Ph.D


[2]

About the Author


Demetrios P. Kanoussis, Ph.D

Kalamos Attikis, Greece

dkanoussis@gmail.com

Dr. Kanoussis is a professional Electrical Engineer and Mathematician. He


received his Ph.D degree in Engineering and his Master degree in Mathematics
from Tennessee Technological University, U.S.A, and his Bachelor degree in
Electrical Engineering from the National Technical University of Athens
(N.T.U.A), Greece.

As a professional Electrical Engineer, Dr. Kanoussis has been actively involved


in the design and in the implementation of various projects, mainly in the area
of the Integrated Control Systems.

Regarding his teaching experience, Dr. Kanoussis has long teaching experience
in the field of Applied Mathematics and Electrical Engineering.

His original scientific research and contribution, in Mathematics and Electrical


Engineering, is published in various, high impact international journals.

Additionally to his professional activities, teaching and research, Demetrios P.


Kanoussis is the author of several textbooks in Electrical Engineering and
Applied Mathematics.

A complete list of Dr. Kanoussis textbooks in Mathematics and


Engineering can be found in the Author’s page at Amazon Author
Central (https://www.amazon.com/Demetrios-P.-
Kanoussis/e/B071GZ215Z)
[3]

Integrals Vol. 2
The Definite Integral
Copyright 2018, Author: Demetrios P. Kanoussis.

All rights reserved. No part of this publication may be reproduced, distributed


or transmitted in any form or by any means, electronic or mechanical, without
the prior written permission of the author, except in the case of brief
quotations and certain other noncommercial uses permitted by copyright law.

Inquires should be addressed directly to the author,

Demetrios P. Kanoussis

dkanoussis@gmail.com

This e book is licensed for your personal use only. This e book may not be
resold or given away to other people. If you would like to share this book with
another person, please purchase an additional copy for each recipient.

Thank you for respecting the work of this author.

First edition: May 2018.


[4]

PREFACE
In solving various problems in Engineering, Physics and Geometry we have to
sum up an infinite number of infinitesimal quantities (summands). This leads
to the notion of the Definite Integral which is one of the most important
concepts in Mathematics.

Archimedes (287-211 BC) the great Greek Mathematician and Engineer of


antiquity, using his famous “method of exhaustion” was able to evaluate areas
of curvilinear plane figures. This method is considered to be the precursor of
the contemporary Integral Calculus, discovered independently by Newton
(1642-1726) and Leibniz (1646-1716) in the mid-17th century.

Indefinite Integrals are studied in considerable depth and extent in my e book


“Integrals, Vol. 1, The Indefinite Integral”. In this volume we study the
“Definite Integral” which is connected to the Indefinite Integral by the so
called “The fundamental Theorem of Integral Calculus, (The Newton-Leibniz
Theorem)”.

This book is applications oriented and has been designed to be an excellent


supplementary book for University and College students in all areas of
Mathematics, Physics and Engineering.

The content of the book is divided into 20 chapters as shown analytically in the
Table of Contents.

In the first five chapters we consider some examples leading directly to the
“heart” of the notion of the Definite Integral and study some fundamental
properties of the integrals, i.e. integrating finite sums of functions, integrating
inequalities, The Mean Value Theorem of Integral Calculus, etc.

In chapter 6 we state and prove the two Fundamental Theorems of Integral


Calculus.

In chapter 7 we develop methods of evaluating Definite Integrals with the aid


of the corresponding Indefinite Integrals or by the powerful method of
substitution.

In chapter 8 we study the integration of complex functions of real arguments.


[5]

In chapter 9 we define the mean or average value of a function over some


finite interval and derive the fundamental formula for the mean value in terms
of a definite integral.

Chapters 10 and 11 are devoted to the estimation of sums by definite


integrals and the definite integrals of even, odd and periodic functions.

In chapter 12 we consider the problem of evaluating areas bounded by plane


figures (defined in Cartesian or Polar coordinates or in parametric form) with
the aid of Definite Integrals.

In chapter 13 we evaluate the length of arcs of curves expressed either in


Cartesian or Polar coordinates.

In chapter 14 we study the computation of volumes of solids.

In chapter 15 we evaluate the area of a surface of revolution.

In chapter 16 we study the center of gravity of various plane or solid figures


for either a discrete or a continuous mass distribution.

In chapter 17 we state and prove the two Theorems of Pappus of Alexandria


and consider various applications.

In chapter 18 we consider the numerical (approximate) integration, i.e. the


Trapezoidal formula, the Simpson’s rule, integration by expanding the
integrant into a power series, the Gauss’s quadrature, etc.

In chapter 19 we study the so called “Improper Integrals” which appear quite


naturally in various applications. The “Cauchy Principal Value of an improper
integral” is defined and various applications are considered.

In chapter 20 we consider applications of the Definite Integral in Physics and


Engineering, (work of a variable force, distance and displacement, pressure
force, power and energy in electric circuits, etc).

The text includes 130 illustrative worked out examples and 260 graded
problems to be solved. The examples and the problems are designed to help
the students to develop a solid background in the evaluation of Integrals, to
broaden their knowledge and sharpen their analytical skills and finally to
[6]

prepare them to pursue successful studies in more advanced courses in


Mathematics.

A brief hint or a detailed outline in solving more involved problems is often


given.
[7]

Table of Contents
CHAPTER 1 Some simple examples leading to the concept of the 9
Definite Integrals

CHAPTER 2 The definition of the Definite Integral 20

CHAPTER 3 Fundamental properties of Definite Integrals 28

CHAPTER 4 Integrating inequalities 35

CHAPTER 5 The mean value theorem of Integral Calculus 41

CHAPTER 6 The two fundamental theorems of Integral Calculus 46

CHAPTER 7 Methods of evaluating Definite Integrals 57

CHAPTER 8 Integrating complex functions of real arguments 68

CHAPTER 9 The mean value of a function 71

CHAPTER 10 Estimates of sums by Definite Integrals 75

CHAPTER 11 Definite Integrals of even and odd functions 77

CHAPTER 12 Areas of plane figures 84

CHAPTER 13 The arc length of a curve 102

CHAPTER 14 Volumes of solids 113

CHAPTER 15 The area of a surface of revolution 123

CHAPTER 16 Centers of gravity 132

CHAPTER 17 The two theorems of Pappus of Alexandria 146

CHAPTER 18 Numerical integration 149


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CHAPTER 19 Improper Integrals (a brief introduction) 159

CHAPTER 20 Applications of Definite Integrals in Engineering and 176


Physics
[9]

CHAPTER 1: Some Simple Examples leading to the concept of


the Definite Integral

In solving various problems in Engineering and Physics, we have to sum up


“an infinite number of infinitesimal summands”. This leads to the notion of
the “Definite Integral” which is one of the most important concepts in
Mathematics.

With the aid of Definite Integrals we may compute areas of curvilinear


trapezoids, volumes, lengths of curves, surfaces of revolution, work of a
variable force, distance travelled by a body and many other problems of great
practical and theoretical interest. Before we give the rigorous definition of the
Definite Integral, we will consider some simple examples that lead directly to
the “heart” of the notion of the Definite Integrals.

As we will shortly show, the definite integrals actually constitute an


alternative method for the evaluation of areas, volumes, etc. However, areas
and volumes can be evaluated by means of the indefinite integrals (see my
book “INTEGRALS, Vol.1, The Indefinite Integral). We may therefore wonder
whether there is a connection between indefinite and definite integrals. The
answer is positive, yes there is a very close connection between indefinite and
definite integrals and this connection is of great importance and is known as
The Fundamental Theorem of Integral Calculus. By means of this Theorem,
definite integrals can be evaluated from a corresponding indefinite integral
and vice versa, indefinite integrals (antiderivatives) can be expressed in terms
of definite integrals.

Example 1-1

Evaluate the area of the triangle OAB shown in Fig. 1-1.

Solution

a) Obviously, the area of the triangle OAB is , as known from elementary


Geometry. However, our aim is to introduce a new method, which gradually
leads to the notion of the definite integral, and this method works equally well
[10]

in cases where the classical Geometry fails to provide a solution, for example
in cases of curvilinear trapezoids.

B (1, 1)

A (1, 0)

Fig. 1-1: Area of a triangle.

b) Let us divide the interval into subintervals, by points of division


and let us further call and . We say that the
set of points defines a partition of the
interval . A different choice of the points of division would define a
different partition of the same interval . In our case, let us consider the
simplest partitioning corresponding to the points

and let us further define .

Let us now consider Fig. 1-2 and let us form the sum

or equivalently, in notation,
[11]

It is obvious that this sum corresponds to the shaded area shown in Fig.
1-2. This area is obviously less than the sought for area of the triangle (OAB).
However if we now think of a limiting procedure, where the number of the
points of the division increases indefinitely ( ), then the
resulting sequence of the shaded areas in Fig. 1-2 will tend to coincide with the
area of the triangle OAB.

Fig. 1-2: Approximation of area by inscribed rectangles.

We may therefore evaluate the area of the triangle if we evaluate the sum
firstly, and then pass to the limit as . From equation (1-1) we have,

and taking the limit of as , we find


[12]

c) As an alternative approach, we could have considered the shaded areas in


Fig. 1-3, and form the sum

or equivalently,

This sum corresponds to the shaded area shown in Fig. 1-3.

Fig. 1-3: Approximation of area by prescribed rectangles.

In this case,

and taking the limit as , we find


[13]

d) If instead of the sums and we had chosen another sum defined as

and then passed to the limit as , the result still would be . (For a
proof see Problem 1-6).

e) This example is quite simple, and actually there was no need to apply the
limiting procedure just described, in order to find the area of the triangle OAB.
However the approach developed (i.e. find the area by means of an
appropriate limiting procedure) is quite general and applies successfully in
cases where the classical Geometry fails to provide a solution. This limiting
procedure leads directly to the “heart” of the notion of the Definite Integrals.

Note: The sums and where evaluated (see equations (1-1) and (1-2))
for the given partition

Another partition would determine another expressions for the sums and
. However the limits of and would be the same and equal to each,
provided that when evaluating the limits the number of the points of division
increases indefinitely and at the same time the .

In other words, the points of division can be


chosen quite arbitrarily, then form the sums or and finally pass to the
limit provided that the maximum subinterval tends to zero ( )
while the number of the points of division increases indefinitely, (note that in
this case all smaller subintervals will tend to zero as well). Under these
assumptions and in this case, each one
of the equal limits represents the area of the triangle OAB.
[14]

Example 1-2

Evaluate the area enclosed by the parabola , the axis and the line
.

Solution

Note that in this case classical Geometry fails to provide a solution. We will
try the approach outlined in Example 1-1, and as we will see, this method
yields rather easily the sought for area.

Fig. 1-4: Approximation of area by inscribed rectangles.

We partition the interval with the points of division

and form the sum,


[15]

or since , (see Pr. 1-2 ),

Note: The sought for area of the curvilinear trapezoid OABCO can also be
evaluated with the aid of the indefinite integrals (see my e book, INTEGRALS,
Vol.1, THE INDEFINITE INTEGRAL). Indeed since

the sought for area is , same answer, of course, with the


one found with the limiting procedure just described.

Example 1-3

Evaluate the area enclosed by the curvilinear trapezoid bounded by ,


the axis and the two vertical lines and ,( ).

Solution

Fig. 1-5: Approximation of area by inscribed rectangles.


[16]

We set , partition the interval with the points of division

and consider the sum

or equivalently,

or since and

The sum in equation (*) represents the shaded area in Fig. 1-5. This area is
an approximation to the real, sought for area of the curvilinear trapezoid. The
smaller the (or equivalently the bigger the ) the better the
approximation will be. If we now imagine that , (or equivalently
, since ), then the sought for area of the curvilinear trapezoid will
be,

and finally,

since , by
virtue of the De’ Hospital’s Rule.

Note: With the aid of the Indefinite Integrals, an indefinite integral of


the function is , and therefore
[17]

which is identical to the expression for in formula (**).

Some General Remarks:

1) In Examples (1-1), (1-2) and (1-3) we have developed a new method to


evaluate the areas of curvilinear trapezoids. The main steps in this approach
are the following:

a) We form a partition of the interval , within which the function


is defined, by means of the points of division
.

b) We form the sum and then evaluate the limit


. If the points of
division are equally spaced, i.e., ,
then it suffices to take the limit of as , but if the points of division
are not equally spaced, then we must take the limit of assuming that the
. In this case all the smaller , while at the same time the
number of the points of division , (see Problem 1-5).

2) From all the previous examples, it seems that in order to evaluate the
area of a curvilinear trapezoid by means of the limiting procedure just
described, one should be able to find the sum in
closed form, and then pass to the limit as . However this is not
always possible, (i.e.to find the sum in closed
form). Fortunately, as we shall show shortly, in many cases it is not necessary
to find in closed form. There are other alternative methods of evaluating
areas, by means of the Indefinite Integrals, as developed in my e book
“INTEGRALS, Vol.1, The Indefinite Integral”.

3) At this point a reasonable question arises:

Are the two methods developed for the evaluation of areas, i.e.

a) The method of indefinite integrals, and

b) The method of evaluating limits of the form


[18]

completely independent or there is some (deeper) connection between


them? The answer is positive; the indefinite integrals are indeed connected
with the definite integrals, i.e. limits of sums of the form
, and the relation that connects these
two (indefinite and definite integrals) is one of the most important relations in
Mathematics and is known as the Fundamental Theorem of Integral Calculus,
(see Chapter 6).

PROBLEMS

1-1) Show that , ( is a positive integer)

1-2) Assuming that is a positive integer, show that

Hint: One possible method to evaluate is to use Mathematical Induction.


Another method would be to consider the identity,

apply for and then add term wise the resulting


equations.

1-3) Assuming that is a positive integer, show that

Hint: One possible method is Mathematical Induction. Another method


would be to consider the identity,

apply for and then add term wise the resulting equations.

1-4) Using the method developed in the previous Examples, show that the
area of the curvilinear trapezoid bounded by , the x- axis and the
vertical line , is .
[19]

Hint: Consider the points of division (equally spaced)

and make use of Problem 1-3.

1-5) Consider the function , where is a positive integer, and


evaluate the area of the curvilinear trapezoid bounded by , the x- axis
and the two vertical lines and ,( ).

(Answer: ).

Hint: Consider the partition where the

points of division form a geometric progression with ratio , i.e.

In this case the points of division are not equally spaced. We then form the
sum

we evaluate it in closed form and finally we pass to the limit of as .

1-6) In Example 1-1, show that if , then ,and


since , the in between quantity tends to the
same limit as .

1-7) Consider the function . Using the method


developed in the previous Examples, show that the area bounded by the
function, is equal to .

Hint: Take , .
[20]

CHAPTER 2: The Definition of the Definite Integral

Let be a function defined and continuous on the closed interval


. Let us divide the interval into subintervals with the points of
division and let us further set and .

The points define a partition of the interval


. A different choice of dividing points would define a different partition
over the same interval .

Within each subinterval , let us choose


arbitrarily a point and let us form the Riemann’s Sum
corresponding to the given partition and the given choice of

or equivalently,

If we now assume that the maximum of the subintervals tends to zero


(and this in turn implies that all smaller subintervals tend to zero and at the
same time the number of the points of division increases indefinitely,
( )), then the sum as defined in equation (2-1) tends to a limit, which
is completely independent of the points of division and the choice of the
points .

This limit is called the Riemann’s Definite Integral of the function


on the interval and is denoted as , i.e.

The left endpoint is called the lower limit of the integral, while the right
endpoint is called the upper limit of the integral.
[21]

If the function is positive over then according to the


equation (2-2) and the Examples 1-1, 1-2 and 1-3, the integral is a
positive number and represents the Geometric area of the curvilinear
trapezoid bounded by , the x- axis and the two vertical lines
and ,( ).

If is negative over then the integral will be a


negative number, since all , while all .

Some General Remarks:

1) An integral sum i.e. a sum of the form shown in equation (2-1) for a
chosen number of subintervals can be formed in a variety of ways. For we
not only break up the interval in an arbitrary number of subintervals, but
in addition we choose an arbitrary point within each subinterval. To put it
differently, the integral sum in equation (2-1) is not an ordinary function of .
For a specific value of there exist infinitely many integral sums. However,
all these integral sums tend to the same limit, as the .

2) The common limit of all the integral sums when , is by


definition the Definite Integral of the function over the interval
. In more rigorous terms, a number is the limit of the integral sum over
, if given an arbitrary positive number , arbitrarily small, there
exists a number , such that for any division of the interval into
subintervals whose lengths are less than , i.e. , and for any
arbitrary choice of the intermediate points , there holds the inequality,

The number is the definite integral of the function


over the interval .

3) The integration symbol resembles an elongated letter , the first


letter of the word “sum”. Following similar definitions with the Indefinite
Integrals, the function is called the integrand, the expression is
the element of integration and the variable is the variable of integration.
[22]

The number is the lower limit while the number is the upper limit of the
integration.

4) In the definite integral the variable is “a dummy variable” in


the sense that

since each integral represents the area under the function , from up
to . The situation is similar to the summation of numbers, using the
notation, i.e.

The index of summation is likewise “a dummy variable”.

5) In loose terms, we may say that a definite integral is “ a sum of infinitely


many infinitesimal summands, i.e. an infinite number of infinitesimal strips”
as shown in equation (2-2).

So far we have dealt with the definition of the definite integrals, but we
have not answered the question as to what functions are integrable. The
following Theorem guarantees the existence of the definite integral for all
functions that are continuous or even piecewise continuous on a closed
interval .

Theorem 2-1

a) If a function is continuous on the closed interval then is


integrable over .

b) If is bounded on the closed interval and contains a finite


number of points of discontinuities within , then is integrable
over .

Functions belonging in (b) are known as “piecewise or sectionally


continuous functions”, see Fig. 2-1.
[23]

Many important functions in Mathematics and Engineering are either


continuous or piecewise continuous functions, and as such, are therefore
integrable.

Fig. 2-1: A function “piecewise continuous” on .

The concept of the definite integral may be extended, to cover the cases
where

a) At least one of the limits of integration tends to infinity, or

b) The function (the integrand) becomes unbounded in one or


more points within the interval of integration.

Such types of integrals are known as Improper or Generalized Integrals and


are studied in Chapter 19.

For example, the integrals or are improper integrals,


(case a), since the interval of integration is infinite.

The integrals or are improper integrals; in the first


integral the integrand becomes unbounded at , (which belongs in the
integration interval , and similarly the second integral is also improper
since the integrand becomes unbounded at and at , (which both
belong in the integration interval . On the other hand, the integral
is not improper, since within this interval the integrand is a
continuous function.
[24]

Example 2-1

If , what is the integral equal to?

Solution

Since the integration variable is “a dummy variable”

Example 2-2

a) Is the function continuous on the interval ?

b) Is the function “smooth” over the same interval ?

c) Is the function integrable over ?

Solution

Let . The graphs of the curves and


are shown in Fig. 2-2.

Fig. 2-2: Graphs of and .


[25]

The graph of in general, is obtained from that of if the negative


parts of the curve of are replaced by their mirror images with respect to
the x-axis, (the red curve in Fig. 2-2). The graph of always lies
above the x-axis.

a) The function is continuous on the closed interval .

b) The function is not smooth over the same interval. Recall


that a function is smooth over some interval if the derivative of the
function is continuous over the interval. In our case, as we see from the graph
of , the derivative of the function at the points and are not
continuous. For example at the derivative from the left (slope of the
blue curve to the left of the point ) is different from the derivative from the
right (slope of the red curve to the right of the point ). For the exact
evaluation of the left and right derivatives, see Problem 2-4.

c) The function is “piecewise continuous” over and therefore,


by virtue of Theorem 2-1, is integrable over the same interval.

Example 2-3

Which of the following integrals are improper?

Solution

a) The integral is improper since the integrand (the function ) becomes


unbounded at the point which belongs to the interval of integration.

b) Improper integral since the integrand becomes unbounded at the


point .

c) The integral is NOT improper since the two roots of the denominator
( ) do NOT lie in the interval of integration.
[26]

d) Improper integral since the upper limit of the integral is , (unbounded


interval of integration).

e) Improper integral since both, lower and upper limits of integration, are
and , respectively.

Note: An improper integral may exist (converges to a finite number), or it


may not exist (diverges to or ). For example, it can be shown that the
improper integral , while the improper integral
, (this integral is known as the Poisson’s Integral and appears often in
Probabilities and other areas of Applied Mathematics). On the other hand the
improper integral , (the integral diverges). For an introduction to
fundamental definitions, concepts and techniques on improper integrals, see
Chapter 19.

PROBLEMS

2-1) If , what is equal to?

(Answer: ).

2-2) Which of the following integrals are improper?

2-3) Consider the function .

a) Is the function continuous on the closed interval ?

b) Is the function “smooth” over the same interval ?

c) Is the function integrable over ?

(Answer: a) Yes, b) No, c) Yes).

2-4) In Example 2-2, the function fails to be smooth at the points and
. Show that . (Note
that the symbol means the derivative from the left of at the
point , etc).
[27]

Hint: Note that

2-5) Show the trigonometric identity

Hint: If then,

which actually can be converted to a telescoping series if we make use of


the trigonometric identity .

2-6) Evaluate the integral , where .

Hint: Consider the points of division ,


and within each subinterval choose to be the midpoint of the
subinterval. Then form the corresponding Riemann’s sum (see eq. (2-1)) and
pass to the limit as . Make use of Problem 2-5 and the fact that
. The correct answer should be .

2-7) Using a method similar to the one developed in Problem 2-6, show that
[28]

CHAPTER 3: Fundamental Properties of Definite Integrals

Theorem 3-1 (On Integrating a Finite Sum of Functions)

The integral of a finite sum of integrable functions is equal to the sum of


the integrals of the functions, i.e.

Proof: See Example 3-1.

Theorem 3-2 (On Taking a Constant outside the Integral)

A constant factor in the integrand can be taken outside the integral, i.e. if
is a constant factor, then

Proof: See Example 3-2.

As an immediate consequence of Theorems 3-1 and 3-2, we have that

where are constant factors (independent of ).

Theorem 3-3 (On Interchanging the limits of Integration)

Interchanging the limits of integration changes the sign of the integral, i.e.

Proof: See Example 3-3.


[29]

Theorem 3-4 (On Splitting the Interval of Integration)

If is any real number (either inside or outside the interval ), then

Proof: See Example 3-4.

Theorem 3-5

If the limits of integration coincide, then the integral is equal to zero, i.e.

Proof: See Example 3-5.

Example 3-1

Prove Theorem 3-1.

Solution

Let us call the integral on the left-hand side, in equation (3-1). According
to the definition of the Riemann’s Integral, (see equation (2-2)), we have
[30]

and this completes the proof.

Example 3-2

Prove Theorem 3-2.

Solution

Let us call the integral on the left-hand side in equation (3-2). Then

and the proof is completed.

Example 3-3

Prove Theorem 3-3.

Solution

In our so far analysis we have tacictly assumed that which in turn


means that the interval of integration is extended to the right. In this case all
the subintervals appearing in the Riemann’s sum are positive, since

However in the general case, we may assume that and this in turn
means that the integral of integration (from to ) is extended to the left. In
this case all the corresponding subintervals in the Riemann’s sum are negative,
since

So if the integral is positive, then the integral obtain by


interchanging the limits, i.e. the integral will be negative, since in
the latter case each subinterval picks up a negative sign which
eventually changes the sign of the Riemann’s sum and finally the sign of the
integral.
[31]

Example 3-4

Prove Theorem 3-4.

Solution

a) Let us assume first that the point lies in the interior of the interval
, i.e. . We can now divide the interval into subintervals in
such a way that the point is a point of division. The corresponding Riemann’s
sum is

where the first sum in the right-hand side corresponds to the points of
division of the interval while the second term corresponds to the points
of division of the interval . Following now the usual procedure, i.e.
assuming that the numbers of points of division increases indefinitely while the
length of all the subintervals tend to zero, the left-hand side tends to the
integral while the two terms on the right-hand side tend to the
integrals and respectively and finally

b) Let us assume now that the point is exterior to , and let for
definiteness assume that . In this case is an interior point of the
interval and according to part (a),

c) In a similar way we prove the Theorem in the case where .


[32]

Example 3-5

Prove Theorem 3-5.

Solution

The proof becomes trivial if we consider the geometrical meaning of the


definite integral as the area under the function, between
and . If the figure degenerates into the line segment
, whose area is obviously zero.

Example 3-6

If and , find the integral


.

Solution

Making use of equation (3-3) we have:

Example 3-7

If and , find the integral .

Solution

Making use of Theorem 3-4, we have:

Example 3-8

If and , find the integral .

Solution
[33]

PROBLEMS

3-1) If and , find .

(Answer: ).

3-2) If what is equal to ?

3-3) Assuming that and ,


find the integral .

(Answer: ).

3-4) If and what is equal to ?

3-5) Assuming that and show that the


integral .

Hint: Add term wise the given two integrals and use the fundamental
trigonometric identity.

3-6) If , , what is
equal to?

3-7) If and what is the value of the


integral ?

(Answer: ).
[34]

3-8) Assuming that and what is the value of


the integral equal to?

3-9) If find .

(Answer: ).

3-10) If find .

Hint: Note that the variable of integration is a dummy variable.


[35]

CHAPTER 4: Integrating Inequalities

Theorem 4-1

Assuming that and , then .

Proof: All and in the corresponding Riemann’s sum are positive


terms, and therefore the integral will be positive as well.

Theorem 4-2

Assuming that and then

Proof: It suffices to apply Theorem 4-1, to the function

Note 1: Theorem 4-2 asserts that we can integrate an inequality in the


positive direction (i.e. lower limit is less than the upper limit).

Note 2: Theorem 4-2 may be used in order to find an approximate


estimation of a definite integral. Indeed, let us assume that is a function
continuous on the closed interval . Then attains a minimum value
and a maximum value , within , i.e.

Integrating inequality (*), by virtue of Theorem 4-2, we obtain

Equation (4-1) provides a crude estimate of the integral , useful in


cases where the exact value of the integral cannot be evaluated.

Theorem 4-3

Assuming that the function is continuous on the interval , then


[36]

Proof: We start with the obvious inequality and


integrate from to (by virtue of Theorem 4-2) to obtain,

(since ) and this completes the proof.

Theorem 4-4 (Schwarz’s Inequality for Integrals)

Proof: Let us consider the function , which for real and


real valued functions and , is a non-negative quantity, i.e.

Equation (*) may be consider as a quadratic equation for , and since it


must be non-negative for all values of , its discriminate must be , (since
), i.e.

from which (4-3) follows readily.

Note 3: Equation (4-3) holds as an equality if and only if ,


i.e. when . In all other cases (4-3) holds as a strict
inequality.
[37]

Example 4-1

Show that .

Solution

The function . The minimum value


of is obtained at . For all other values of . On
the other hand, the maximum value of within the integration interval
is . According to equation (4-1), we have,

and this completes the proof.

Example 4-2

Show that

Solution

Within the interval , , and hence .


By virtue of Theorem 4-2, we may integrate this inequality to obtain,

Example 4-3

Show that .

Solution

The function , i.e.


[38]

and the proof is completed.

Example 4-4

Show that .

Solution

The function is decreasing on , and hence

Example 4-5

Making use of Schwarz’s inequality (equation (4-3)), show that

Solution

Application of Schwarz’s inequality (equation (4-3)), in the first term of the


right-hand side, yields
[39]

and similarly from the second term,

Adding equations (*) and (**) together, we get

and this completes the proof.

PROBLEMS

4-1) Show that .

4-2) Show that .

Hint: The integrand is decreasing on .

4-3) Show that

Hint: Apply the inequality of Example 4-5, with and


.

4-4) Show that .

4-5) Suppose that is a continuous function such that


. Show that everywhere on .
[40]

Hint: If for some then (due to the continuity of )


there will be a neighborhood of , say such that , and
therefore everywhere within this neighborhood, (strict
inequality). Then and this contradicts our hypothesis. Think
about this.

4-6) Consider the function . Show that

a)

b) The function is positive and decreasing on , and

c) Find an estimate (i.e. lower and upper bound) of the integral

4-7) If is a real number , show that

4-8) Show that

Hint: Apply equation (4-2).


[41]

CHAPTER 5: The Mean Value Theorems of Integral Calculus

Theorem 5-1 (The Mean Value Theorem, MVT)

Assuming that the function is continuous in the closed interval


, then there exists at least one point inside this interval, such
that

Proof: a) If is constant in , equation (5-1) is obviously true, being


any number of the interval .

b) Let us assume now that is not constant in . According to


equation (4-1), we have,

However, since the function is continuous in the closed interval ,


according to the Intermediate Value Theorem, there exists at least one point
between and , such

and this completes the proof.

Next Theorem is actually a generalization of Theorem 5-1.

Theorem 5-2 (The generalized Mean Value Theorem, GMVT)

1) Let us assume that is continuous in the closed interval ,


and 2) Another function is also continuous in and
furthermore, does not change sign in , (i.e. remains either positive
or negative in ). Then there exists some number inside the interval,
such that
[42]

Proof: To prove the Theorem, let us assume that in . If


and , , then

and since, by assumption, in , we have,

and since is continuous in , equation (**) implies that

and this completes the proof.

A similar proof applies in case where in .

Note: If in , then the GMVT reduces to the MVT.

Example 5-1

For the function , determine the value appearing in


the MVT (equation (5-1)).

Solution

From Example 1-2 and equation (2-2) we have, ( ),


[43]

Example 5-2

For the function , determine the value appearing in the


MVT (equation (5-1)).

Solution

From Example 1-3 and equation (2-2) we have, ( ),

Example 5-3

Let be a function continuous on the closed interval and


differentiable on . We further assume that
where is a positive constant, and that . Show that

Solution

Let be the midpoint of the interval . We have:

Fig. 5-1: Arrangement of numbers on the real axis.


[44]

Since application of the Mean Value Theorem of Differential


Calculus, (see note in Chapter 6), shows that if then

and similarly, since , if then

From equations (*), (**) and (***) we get,

and this completes the proof.

Example 5-4

Apply the GMVT to show that , where .

Solution

Application of the GMVT with and , ,


yields,
[45]

since , (see Problem 1-7).

PROBLEMS

5-1) For the function , determine the value appearing


in the MVT (equation (5-1)).

(Answer: ).

5-2) For the function , determine the value appearing


in the MVT (equation (5-1)).

5-3) Consider the function , and verify the result


obtained in Example 5-3.

5-4) Apply the GMVT to show that where .

Hint: Consider and .

5-5) For the function , determine the value(s) of


appearing in the MVT.

(Answer: ).

Hint: The sought for values of are the roots of the equation .

5-6) For the function , determine the value of


appearing in the MVT.

5-7) Apply the GMVT to show that , where


.

Hint: Consider and .

5-8) In Problem 5-7 determine the value(s) of , if it is given that


.
[46]

CHAPTER 6: The two Fundamental Theorems of Integral


Calculus

The following two Theorems are of utmost significance in Mathematics.


They relate Indefinite Integrals (Functions) with Definite Integrals (Numbers).
With the aid of these two Theorems, one may evaluate Definite Integrals
without having to evaluate the corresponding Riemann’s sums, (something
that in the general case would be extremely difficult if not impossible).

Theorem 6-1 ( The Fundamental Theorem, Newton-Leibniz Theorem)

1) Let be a function continuous in , and

2) be an Indefinite Integral of , i.e. . Then

Proof: Let us divide the interval into subintervals, with the points of
division and let us further set and . As
usual, the subinterval .

Assuming that , (or equivalently ), we have:

and if we apply the Mean Value Theorem of Differential Calculus (See


Note), we obtain,
[47]

We note that the right-hand side of this equation is the Riemann’s sum
corresponding to the function over the interval . If we now
imagine that the number of the points of division increases indefinitely while
the , then the Riemann’s sum tends to the definite integral
, (according to the definition), while the left-hand side remains
unaffected (does not depend of ), i.e.

and the proof is completed.

Note: According to the Mean Value Theorem of Differential Calculus, if a


function is differentiable in , then

Theorem 6-2 (The Fundamental Theorem)

Let us assume that is continuous in , and let us further


define a new function , where . Then
, i.e.

Proof: By definition,

The difference
[48]

by virtue of the MVT of Integral Calculus (equation (5-1)). As , the


number (which lies between and ) approaches i.e. as
, and from equations (*) and (**) we get,

and this completes the proof.

For a generalization of the Fundamental Theorem, (The Leibniz Rule),


see Example 6-3.

Some General Remarks and Conclusions

1) By means of the Fundamental Theorem of Integral Calculus, we may


evaluate Definite Integrals in terms of the corresponding Indefinite Integrals.
This way we avoid evaluation of complicated Riemann’s sums, which for
complicated functions are very difficult (if not impossible) to evaluate.

2) The Fundamental Theorem of Integral Calculus is often used to define


some “Special Functions” appearing quite often in Higher Mathematics. For
example,

a) The logarithmic function is defined as

In other words, the function, is an antiderivative if the function


which vanishes at , ( by virtue of equation (3-6), , while
).

b) The Error function (which appears quite often in probabilities) is


defined as
[49]

c) The Sine integral is defined as

d) The Fresnel integrals (used in Optics) are defined as

All these special functions are defined in terms of an integral where the
independent variable appears as the upper limit.

Example 6-1

Find the limit .

Solution

As , both terms of the fraction tend to zero, i.e. the fraction tends to a
indeterminate form, the real value of which may be determined with the
aid of the De L’ Hospital’s Rule, i.e.

Note: If a variable , then . In our case .

Example 6-2

Find the limit .

Solution

a) One possible method to work the problem, would be to evaluate the


definite integral first (as a function of and ), and then find the sought for
limit as .
[50]

b) A simpler approach though, is the following:

Let us call and , i.e. is an


antiderivative of . Then equation (6-1) implies that

We want to evaluate the limit

The exact value of the limit can be determined with the aid of the De L’
Hospital’s Rule, i.e.

If we call then from the chain rule for the derivatives we have,

and finally from equation (***),

Example 6-3 (The Leibniz Rule)

If then

In a sense, Leibniz rule is a generalization of the Fundamental Theorem


of Integral Calculus. If we assume (constant) and , then
Leibniz’s formula reduces to equation (6-3).
[51]

Solution

Let be an antiderivative of the function . Then

Making use of the chain rule for the derivatives, we have,

By virtue of equations (**) and (***), equation (*) implies

and this completes the proof.

Example 6-4

If , find the derivative .

Solution

We could have worked this problem using a different approach.

Alternative solution using Leibniz’s Rule:


[52]

Example 6-5

Solve the “Integral Equation” for : .

Solution

The given equation is a simple form of an “Integral Equation” since the


sought for (unknown) function appears under an integral sign. In order to
solve this equation for , we will differentiate both sides of the equation
taking into consideration the Fundamental Theorem of Integral Calculus.

Example 6-6

Show that the function , satisfies


the “Differential Equation” and the two “Initial
Conditions” and .

Solution

and taking the derivatives of both sides with respect to , we have:


[53]

Taking again the derivative of both sides of equation (*) with respect to ,
we get:

For a detailed calculation of the second derivative (equation (***)), see


Problem 6-10.

Regarding the initial conditions we note that,

and this completes the proof.


[54]

Example 6-7

Assuming that the function is decreasing in the interval


, show that the function is also decreasing
over the same interval.

Solution

It suffices to show that the derivative in . Let be


an antiderivative of . Then,

by virtue of the Mean Value Theorem of Differential Calculus, and since


, (since the function is decreasing in ), the
derivative and this shows that is decreasing over .

Example 6-8

Use the Fundamental Theorem of Integral Calculus to show that


, (equation (3-5)).

Solution

Let be an antiderivative of , i.e. . Then,

PROBLEMS

6-1) Solve for the equation .

(Answer: ).

Hint: , etc.
[55]

6-2) If find the derivative .

6-3) Evaluate the limit .

(Answer: ).

Hint: See Example 6-2.

6-4) If show that the number .

Hint: Differentiate both sides of the given equation, with respect to , taking
into account Leibniz’s rule, etc.

6-5) For which value of the integral assumes its maximum


value possible? What is this maximum value?

(Answer: ).

Hint: Let . Find by direct integration and then


find , or alternatively determine with the aid of Leibniz’s rule, set
, etc.

6-6) If find and .

6-7) If find and .

(Answer: ).

6-8) Apply Leibniz’s rule to find if .

6-9) Find the limits and .

(Answer: ).

Hint: Make use of the fundamental limit . Note that


[56]

6-10) In Example 6-6, start with equation (**) and derive the expression for
the second derivative .

6-11) If , find and , and further more show that the


second derivative is proportional to .

(Answer: ).

Hint: , etc.

6-12) In Problem 6-11, show that any function of the form


, with arbitrary constants and , satisfies the “differential equation”
. In addition we note that since when , (from the initial
integral relation connecting and ), and finally,
where is another arbitrary constant.

6-13) Find the limit .

(Answer: ).

6-14) Making use of the Leibniz’s rule determine the derivative if

6-15) Find the limit .

(Answer: ).

6-16) Show that .

Hint: as

6-17) Find the critical points (i.e. the points where the derivative is zero) of
the function .

(Answer: ).
[57]

CHAPTER 7: Methods of Evaluating Definite Integrals

In this section we will develop some systematic methods for the evaluation
of Definite Integrals.

1) The Fundamental Theorem of Integral Calculus (The Newton- Leibniz


formula), which reveals the deep connection between Indefinite and Definite
integrals, is used quite often. According to this Theorem

where is any indefinite integral (antiderivative) of the function .


Therefore the problem of evaluating a definite integral reduces to the
evaluation of the corresponding indefinite integral. Methods and Techniques
for the evaluation of indefinite integrals are treated in considerable depth and
details in my e-book “Integrals, Vol. 1, The Indefinite Integral”. In particular,
we mention the Integration by parts method, which when applied to find the
integral of the product of two functions, leads to the following important
formula,

where as usual, the differential of a function is defined as


and similarly . Equation (7-2) is useful when the integral
appearing in the right-hand side is evaluated easier than the integral in the
left-hand side.

2) The general method of substitution.

The method of substitution is very important for the evaluation of Definite


Integrals. Suppose that we want to evaluate the integral .
Sometimes the evaluation of the integral is achieved by means of a proper
substitution , and in this case of course . At the
same time we have to change the limits of integration. More precisely, we
may state the following rule:
[58]

Let us assume that the function is continuous in the interval


and let be a function such that:

a) In every there corresponds one and only one value of , (i.e.


is solved for in terms of unilaterally, ), and

b) The derivative does not vanish at any point of the interval


, (i.e. should retain its sign over ),

c) and .

Then

3) For integrals of the form , see Problem 7-24.

The following examples illustrate the methods of evaluation just described.

Example 7-1

Evaluate the integral .

Solution

We find the indefinite integral

The definite integral is (from equation (7-1))

Note: The arbitrary constant of integration plays no role at all, when


evaluating definite integrals, since it is cancelled in the difference. For this
reason it is not necessary to write down the arbitrary constant of integration
when evaluating definite integrals by means of the corresponding indefinite
integrals.
[59]

Example 7-2

Evaluate the integral .

Solution

We shall make the substitution . The differential


i.e. . At the same time we have to change the limits
of integration (see equation (7-3)). When , while when
. The integral (in terms of the variable) becomes,

Example 7-3

Evaluate the integral .

Solution

Let . We have,

We now make the substitution, . Then from (*),


[60]

Example 7-4

Evaluate the integral .

Solution

In order to get rid of the radical we set, .

At , while at . In terms of the new variable,

Example 7-5

Evaluate the integral .

Solution

Let . If we set , then


. In terms of the new variable ,

Example 7-6

Evaluate the integral , where are given constants.


[61]

Solution

If we set , then

Example 7-7

Evaluate the integral where is a positive number.

Solution

Example 7-8

Evaluate the integral .

Solution

and if we make the substitution ,


[62]

Example 7-9

Evaluate the integral

Solution

Let us make the substitution . We have,

In equation (*) the first integral was evaluated in Example 7-8, and was
found to be , while the second integral is equal to the sought for integral
(since is a dummy variable and can be replaced by ), so equation (*) implies

Example 7-10

Evaluate the integral where is any real number.

Solution

If we make the substitution , we have

(since is a dummy variable and can therefore be replaced by ). Adding (*)


and (**) we get,
[63]

PROBLEMS

Evaluate the following integrals:

7-1)

(Answer: ).

7-2)

7-3)

(Answer: ).

7-4)

7-5)

(Answer: ).

7-6)
[64]

7-7)

(Answer: ).

7-8)

7-9)

(Answer: ).

7-10)

7-11)

(Answer: ).

7-12)
[65]

7-13)

(Answer: ).

7-14)

7-15)

(Answer: ).

7-16)

7-17)

(Answer: ).

7-18)
[66]

7-19)

(Answer: ).

7-20)

7-21) If is a positive integer, show the reduction formula

7-22) Use the reduction formula of Problem 7-21 to show that

where if is odd, while if is even.

7-23) If is any positive real number, show that

Hint: Make the substitution .

7-24) Evaluate the integral

Hint: First we have to get rid of the absolute value. If then


, if then . In summary

The integral
[67]

7-25) Find all the values of within the interval that satisfy the
equation .

(Answer: ).

7-26) Solve for the equation .

7-27) Assuming that is a function continuous in the interval ,


show that .

Hint: Let and


. Show first that . This means that
the two functions and differ by a constant, i.e. .
Then show that , i.e. , etc.

7-28) Evaluate the integral .

Hint: Consider two cases, a) and b) .

7-29) Assuming that is continuous on , and that


for all , find for .

(Answer: )

Hint: Note that . Differentiate both sides of the given equation to


obtain, , etc.

7-30) Evaluate the integrals and .


[68]

CHAPTER 8: Integrating Complex Functions of Real


Arguments

Let be a complex function of the real


variable , where . If and are the
antiderivatives of and respectively, then the antiderivative
(Indefinite Integral) of is defined to be,

The definite integral of the function over the interval , is


defined as

and by virtue of the Newton-Leibniz formula,

Equation (8-3) expresses the Newton-Leibniz rule for Complex Functions of


Real Arguments. (Complex Numbers and Various Applications are treated in
considerable depth and extent in my e-book, “Complex Numbers, an
Approach of Understanding”).

Example 8-1

Evaluate the integral .

Solution

Making use of the famous Euler’s Formulas, we have:


[69]

Alternatively, we could have evaluated the antiderivative first and then find
the definite integral, i.e.

Example 8-2

Assuming that is an integer number, show that

Solution

a) If , the integral becomes .

b) If , then

(since ).

PROBLEMS

8-1) Evaluate the integral , ( and are real numbers).

(Answer: , the constant of integration is not shown).

8-2) Separating the real and imaginary parts of , in the previous Example,
show that

8-3) Make use of the formulas derived in Problem 8-2 to evaluate the
integrals,
[70]

(Answer: a) , b) ).

8-4) Derive the formulas in Problem 8-2 applying integration by parts


(twice).

8-5) Making use of the famous Euler’s formulas, evaluate .

(Answer: ).

Hint: Euler’s formulas:

8-6) Making use of Euler’s formulas show that .

8-7) Evaluate the integral using two different methods:

a) Making use of the Euler’s formulas, and

b) Express as the sum of cosines of multiple arguments of , (use


the De Moivre’s formula .

(Answer: ).

8-8) From Problems 8-5 and 8-7 we see that .


Show in general that if is any positive integer then

Hint: Make the substitution .


[71]

CHAPTER 9: The Mean Value of a Function

a) We know from Algebra courses that if are


numbers, then their Average or Mean Value is defined as

b) Let be a function well defined and continuous in the closed


interval , and let also

where . The corresponding values of the function at the


points of division, will be

The Mean Value (MV) of the numbers according to


the equation (9-1) will be,

If we now assume that , (or equivalently ), then formula (9-2)


defines the Average or Mean Value of the function over the
interval , i.e.

since by definition (Riemann’s Integral),


.

c) Equivalent expression for the Mean Value of a function over


a closed interval .
[72]

If we set , then , and formula (9-3) is


written equivalently as,

Formula (9-4) furnishes a convenient method to evaluate the limits of sums


of the form

in terms of the corresponding definite integral .

d) Quite similarly we may show that

Example 9-1

Find the limit

Solution
[73]

Application of formula (9-4) with , shows that the


sought for limit is the Mean Value of over the interval and is
therefore equal to , i.e.

Example 9-2

Find the limit

Solution

Application of equation (9-5) with shows that


the sought for limit is the Mean Value of the function over the
interval and is therefore equal to , i.e.

PROBLEMS

9-1) Find the limit


[74]

(Answer: ).

Hint: Consider the function and


apply formula (9-5). The sought for limit is equal to

9-2) Show that

9-3) If is a constant ( ) show that

9-4) Show that

9-5) Show that


[75]

CHAPTER 10: Estimates of Sums by Definite Integrals

In some cases we are confronted with the problem of computing finite


(difficult) sums by relating them to definite integrals. As an example, suppose
that we want to evaluate the sum

where the function is given, and is a sufficiently large positive


integer. Under these assumptions, formula (9-5) yields

and if the integral can be evaluated, then we get an estimate of the left-
hand side finite sum (for large values of ).

Quite similarly, from equation (9-4), we get

The following examples illustrate the method.

Example 10-1

Find an estimate for the following sum , for large values of :

Solution

If we consider , application of equation (10-2)


yields, (for large values of ),
[76]

Example 10-2

Find an estimate for the following sum , for large values of :

Solution

If we consider the function , application of


equation (10-2) for large values of , yields,

PROBLEMS

10-1) Estimate the sum for large values of .


For what is the relative error, given that the exact expression for the
sum is .

(Answer: ).

10-2) Estimate the sum for large .


[77]

CHAPTER 11: Definite Integrals of Even and Odd Functions

a) A function is called even, if . The graph of an


even function is symmetric with respect to the vertical y-axis. For example the
functions etc, are all even functions.
If is an even function, then

This formula is easily justified if we consider Fig. 11-1, and recall that the
definite integral relates to the area under the curve of .

Fig. 11-1: Even Function: Area = Area .

The total area under the curve between and , equals two
times the area under the curve from up to , and this justifies
equation (11-1). We can also show this equation analytically, based on various
properties already proved. Indeed,
[78]

In the first integral in the right-hand side, we make the substitution ,


or . At , while at , and so we have,

since by assumption , and therefore equation (*) yields easily


equation (11-1).

b) A function is called odd, if . The graph of an


odd function is symmetric with respect to the origin. For example the
functions are all odd functions.

If is an odd function, then

This result becomes obvious if we consider Fig. 11-2.

Fig. 11-2: Odd Function: Left Area cancels Right Area.

We can also prove this property analytically. Indeed if is an odd


function, then
[79]

In the first integral in the right-hand side we make the substitution,


or , and therefore

and this completes the proof.

According to the definitions given, in order a function to be “even” or “odd”


it should be defined over intervals symmetric with respect to the origin, i.e.
intervals of the form – , (or in general).

Example 11-1

Show that the derivative of an even function is odd, while the derivative of
an odd function is even.

Solution

a) Let be an even function. According to the definition, for every

, and taking the derivatives with respect to we have,

and this shows that the derivative is an odd function.

b) Similarly we can show that the derivative of an odd function is even.

Example 11-2

If is an odd function, show that .


[80]

Solution

Since by assumption is odd, for all values of , and


applying for we have that , i.e. .

Example 11-3

Show that every function defined over some interval – can


always be expressed as a sum of an even and an odd function.

Solution

Let be a function defined over an interval – . Then

We note that is even, since , while the


function is odd, since , and this completes
the proof.

Example 11-4

a) The product of two even or two odd functions is even

b) The product of an even by an odd function is odd.

Solution

a) Let and be odd functions. Then

and this means that the product is an even function. Similarly if


both functions are even.

b) If is odd and is even, then

and this means that the product is odd.


[81]

Example 11-5

Evaluate the integral .

Solution

This integral is evaluated easily if we notice that the integrand is an odd


function of , (is the product of an even by an odd function), and according to
equation (11-2), the integral is zero, i.e. .

Example 11-6

Evaluate the integral .

Solution

Since is an even function of , ( ), application of


equation (11-1) implies

Note: The integral , since the function is odd.

Example 11-7

If and are integers show that .

Solution

Making use of the Trigonometric Identity

we have,
[82]

In equation (**) we have assumed that and .

However if , the original integral becomes

and similarly we show that in the case where

So in any case .

Note: We say that the functions and , where and are


arbitrary integers form a system of orthogonal functions over the interval
– . Orthogonal functions over a given interval play an extremely
important role in Mathematics and lead to the “heart” of the FOURIER
ANALYSIS which is one of the most important topics in mathematics with a
wide range of applications in various branches of Engineering and Physics.

PROBLEMS

11-1) Evaluate the integral .

(Answer: ).

Hint: The integrand is an odd function of , (product of an even by an odd


function).

11-2) Show that .

11-3) Show that .

11-4) If and are positive integers show that

Hint: See Example 11-7.


[83]

11-5) If and are positive integers show that

11-6) If is periodic with period , and is any real number, show that

Hint: A function is periodic with period , if .

Consider and use the Leibniz’s rule and the fact that
is periodic, to show that is independent of , which implies that
, etc.

11-7) If and are any two real numbers and is periodic with period
, show that

11-8) If is continuous on , show that


[84]

CHAPTER 12: Areas of Plane Figures

As we have already shown the concept of the definite integral (the limit of
the Riemann’s sums) was introduced as a convenient method to evaluate areas
of plane curvilinear trapezoids (in loose terms, an infinite number of
infinitesimal strips). The main idea is that the definite integrals provide a
systematic method “to add up an infinite number of extremely small
summands (infinitesimals)”, and as such can be used to solve a variety of
other problems, requiring addition of a huge number of extremely tiny
quantities, for example to evaluate volumes, lengths of arcs, work done by
variable forces, surfaces of revolution, distances travelled by moving particles,
etc.

a) Area in Cartesian Coordinates: As we know the area of the curvilinear


trapezoid, shown in Fig. 12-1, is given by the definite integral

Fig. 12-1: Area of a curvilinear trapezoid above the x-axis.

If the graph of the function is above the x- axis, i.e. if the integrand is
positive, the definite integral is positive, and by definition is the Geometric
Area of the plane figure (trapezoid). If the graph of the function is below the x-
axis, i.e. if the integrand is negative, then the definite integral is negative and
[85]

this negative area is considered to be the area of the curvilinear trapezoid,


which is below the x-axis, (see Fig. 12-2)).

Fig. 12-2: Negative area of a curvilinear trapezoid.

In that sense we may say that the integral , represents


the Algebraic Area of the corresponding trapezoid, which could be either
positive or negative.

In the general case, a function may change sign several times within the
interval , as for example shown in Fig. 12-3.

Fig. 12-3: Algebraic area .

In this case the integral


[86]

i.e. the integral is equal to the algebraic sum of the corresponding Algebraic
Areas, (areas above the x-axis are added, areas below the x-axis are
subtracted).

b) In case the function is given in parametric form

then the area of the corresponding curvilinear trapezoid, is

c) Area in Polar Coordinates: If the curve bounding the plane figure is


expressed in polar coordinates (the angle is
expressed in radians), as shown in Fig. 12-4, then the area of the “curvilinear
sector” is given by the formula

Fig. 12-4: Area in Polar coordinates.

To show formula (12-3) we break the area of the curvilinear sector OAB into
subsectors, as shown in Fig. 12-4. The total area , in Fig. 12-4, is
[87]

approximated by the sum of infinitesimal triangles, (like the shaded triangle in


Fig. 12-4), i.e. , and then passing to the limit as the
, the corresponding Riemann’s sum tends to the integral
, which gives the exact value of the sought for area.

In practice, most of the times we overlook the physical procedure of


breaking up (partitioning) the interval of the independent variable, (the
variable in our case), the formation of the corresponding Riemann’s sums
and then the passage to the limit (as ). Instead, familiarization
with this procedure allows us to work “briefly” as follows:

The differential area (of the shaded infinitesimal triangle in Fig. 12-4) is
and therefore the total area of the plane figure will
be .

This procedure is applied frequently in solving various problems in


Engineering, Geometry, Physics, etc.

d) In the particular case where the equation of a closed curve in polar


coordinates is , and the pole is inside the curve (see Fig. 12-5), then
the area bounded by the closed curve is

Fig. 12-5: Area of a closed curve expressed in polar coordinates, enclosing


the pole.
[88]

Example 12-1

Compute the area of the region bounded by the functions and


shown in Fig. 12-6.

Solution

Fig. 12-6: Area bounded by two curves and .

The area bounded by the two curves (shaded area in Fig. 12-6) is

Example 12-2

Compute the area of the region bounded by

Solution

Within the interval , the function is positive, therefore


the sought for area is
[89]

A General Remark:

If and are the two unit vectors ( ) along and


respectively, then the area of the square formed by these two unit vectors is
taken to be the unit area. Thus saying for example that the area enclosed by
the sine arc, is equal to 2, we mean that this area is two times the
unit area.

Example 12-3

Compute the area between the curve and the x-axis, .

Solution

In order to evaluate the integral, we set


. Also, regarding the limits of integration, when the
corresponding , while when the corresponding .
Equation (*) now implies,

Example 12-4 (The Archimedes’ quadrature of the parabola)

Let and be two points of the parabola . Find


the area bounded by the parabola and the line segment . Show that this
area is equal to , (see Fig. 12-7). This
result was found by the great Greek Mathematician and Engineer Archimedes,
and is known as Archimedes’ quadrature of the parabola.

Note that the term quadrature is the old name for integration.

Solution

The sought for area is (see Example 12-1, area between two curves)
[90]

Fig. 12-7: The Archimedes’ quadrature of the parabola.

From equation (*) we have:

The area of the rectangle is

and this completes the proof.

Example 12-5

Find the area of the ellipse .


[91]

Solution

The graph of the ellipse is shown in Fig. 12-8. The and are
known as the major and the minor semi axes of the ellipse respectively.

Fig. 12-8: Area of an ellipse.

Due to the symmetry involved it suffices to find the area (shaded area in
Fig. 12-8), and then multiply by in order to find the total area of the ellipse.

a) One possible method to find the area is to solve for , i.e.

For the analytic calculation of the integral, see Problem 12-1.

b) An easier approach to the problem is to consider the parametric


equations of the ellipse, and then apply formula (12-2). The parametric
equations of the ellipse are (for the part )

(since elimination of the parameter leads to the equation of the ellipse),


and therefore equation (12-2) implies,
[92]

and the total (Geometrical Area) of the ellipse is

Note: Regarding the limits of integration, the lower limit is since


corresponds to while the upper limit is , since corresponds to
.

If , the ellipse becomes a circle of radius . The area of the circle


is therefore

Example 12-6

Compute the total geometrical area bounded by the curve

Solution

The curve is known as the Bernoulli’s


Lemniscates and its graph is shown in Fig. 12-9. This curve passes through the
origin since it is satisfied by the coordinates of the origin . We also notice
that if a point belongs to the curve then the points and
– also belong to the curve (since all these points satisfy the equation of
the curve as well), and this in turn means that the curve is symmetric with
respect to the and axes. Finally we notice that curve intercepts the x-
axis at the points – and .
[93]

Obviously the total Algebraic Area enclosed by the Bernoulli’s Lemniscates


is zero, (due to the symmetry involved the total positive area above the x- axis
is equal in magnitude with the total negative area below the x-axis). However
the total Geometrical Area (Absolute Value of the area) is 4 times the shaded
area shown in Fig. 12-9.

Fig. 12-9: Area enclosed by the Bernoulli’s Lemniscates.

The calculations for computing the area of the Bernoulli’s Lemniscates is


facilitated if we pass from the rectangular to “polar coordinates” by
means of the well known transformations . The
equation of the curve in polar coordinates is

For a proof, see Problem 12-2.

The shaded area shown in Fig. 12-9, which corresponds to of the total
area, according to formula (12-3) is,

and the total area enclosed is .


[94]

Example 12-7

Find the area bounded by the “cardioids curve” .

Solution

Since the cardioids is symmetric with respect to the x-axis


( ). Also for , for , and for .

A rough sketch of the cardioids is shown in Fig. 12-10.

Fig. 12-10: Area enclosed by the cardioids curve .

The area of the shaded region is (according to formula (12-3)),

and the total Geometric Area enclosed by the cardioids is .


[95]

Example 12-8

Compute the area bounded by the following lines, “the catenary curve
“, and , where is a positive constant.

Solution

Fig. 12-11: The Catenary curve .

The sought for area is

To evaluate the integral in (*) we set, , and therefore

Example 12-9

Consider the sine function and let and


be three points on the sinusoidal curve, where . Show that the
[96]

vertical segment from to the axis, divides the area enclosed by the sine
arc into two parts having ratio .

Solution

Fig. 12-12: The sine curve .

From equations (*) and (**) and known Trigonometric identities, we get

Example 12-10

Compute the area bounded by the curve , (this curve


is known as the three-leafed rose).

Solution

A rough sketch of the curve is shown in Fig. 12-13, (verify it). It helps to
notice that occurs when , i.e. in general,
[97]

where is an integer, and since , the appropriate integer values


of are easily determined, (for a detailed calculation see Problem 12-3).

Fig. 12-13: The three-leafed rose.

The area of the loop, shown in the Figure, is

and the total area is We note that this is equal to the area
of a circle of radius .

PROBLEMS

12-1) Show that , (equation (*) in Example 12-5).

12-2) Show that the equation of the Bernoulli’s Lemniscates in polar


coordinates is .

12-3) In Example 12-10 show that at .


[98]

In the Problems below compute the area bounded by the corresponding


lines:

12-4) .

12-5) .

(Answer: ).

12-6) .

12-7) ,

(Answer: ).

12-8) .

12-9) .

(Answer: ).

12-10) .

12-11) .

(Answer: ).

12-12) .

12-13) and .

(Answer: ).

12-14) .

12-15) The loop of the curve .

(Answer: ).

12-16) .

12-17) .
[99]

(Answer: ).

12-18) .

12-19) .

(Answer: ).

12-20) The loop of the “strophoid” .

Hint: Make the substitution .

12-21) .

(Answer: ).

12-22) .

12-23) Make a rough sketch of the curve , where


and determine the area of the loop.

(Answer: ).

Hint: This curve is known as the folium of Descrates. The problem is


simplified if we pass from the Cartesian to Polar Coordinates, (see Ex. 12-6).

12-24) Show that the area of the common part of the ellipses

and is .

12-25) Compute the area bounded by the curve defined in parametric form
as .

(Answer: ).

12-26) The equation of a curve in polar coordinates is . Make


a rough sketch of the curve and show that the area bounded by the first loop is
.
[100]

Hint: vanishes at and right after at . This means that when


increases from to we have a loop of the curve. The sought for
area is,

and if we set , the integral becomes the integral of a rational


function of , etc.

12-27) The equation of a curve in polar coordinates is .


Compute the area bounded by the loop of the curve.

(Answer: ).

Hint:

then set , etc.

12-28) Show that the area bounded by the loop of the curve
is .

Hint: Pass from Cartesian to Polar coordinates.

12-29) Consider the function on the interval , where


and positive integers. Let be a given point on the graph of
the function, and let also and be the projections of on the Ox- axis and
the Oy- axis respectively. If is the area enclosed by the arc and the
segments and , and is the area of the corresponding
rectangle, show that

12-30) Show that the area enclosed by the “astroid” where


is a positive constant is .

Hint: Consider the parametric equation of the astroid,


[101]

and apply equation (12-2).

12-31) Consider the function for .

a) Find the algebraic area between the curve and the x-axis, from to

b) Find the geometric area between the curve and the x-axis, from to

Hint: Note that the function is negative on the intervals and


positive on all the others.

12-32) Let be the algebraic area enclosed between the function


, the x- axis and the two vertical lines and
. Show that

12-33) Show that the same formula is still valid in the case where the
function is .
[102]

CHAPTER 13: The Arc Length of a Curve

Let be the graph of a function . We assume that


the function is continuous and has continuous derivative within its interval of
definition. Such a function (having continuous derivative) is called “a smooth
function”.

The main problem in this chapter is to compute the Arc Length of a given
curve.

a) The function is expressed in Cartesian Coordinates

Let us call the length of the curve, between and . Then

We note that the differential of the arc is

i.e. expresses the hypotenuse of an infinitesimal right triangle with


vertical sides and .

The proof of formula (13-1) is given at the end of the chapter.

b) The function is expressed in parametric form,

This formula follows immediately from equation (13-1), since

c) The function is expressed in polar coordinates .


[103]

From (13-4) it follows that the differential length in polar coordinates is

To prove formula (13-4) we start with the relation between Cartesian and
Polar coordinates, i.e.

from which

The differential arc length is

and integrating between the two limits and , formula (13-4) is readily
obtained.

d) The length of a closed curve expressed in polar coordinates, with


the pole inside the closed curve, is

A curve possessing arc length (finite) is called “a rectifiable curve”.

For a not rectifiable curve, see Problem 13-15.

Proof of the fundamental formula (13-1) (all other formulas result from this
fundamental formula).

Let us consider a smooth curve as shown in Fig. 13-1. We define


the arc length of this curve to be the limit of the length of a polygonal line
[104]

inscribed into the curve, provided that the number of the segments increases
indefinitely while at the same time the maximum segment tends to zero.

Let us therefore call the length of the polygonal line


inscribed into the curve, i.e.

Fig. 13-1: Approximation of the arc length by an inscribed polygonal line.

The length of the segment in Fig 13-1, is

However, the ratio

according to the Mean Value Theorem of Differential Calculus (see equation


(6-2)), and therefore equation (**) yields,
[105]

The sum appearing in equation (****) is nothing else but the Riemann’s

sum of the function over the interval . Passing to the


limit, as , we obtain

and this completes the proof.

Example 13-1

Determine the arc length of the curve , where


the notation stands for the principal value of the inverse sine
function ( ), between two points with abscissas and .

Solution

Application of the fundamental formula (13-1) implies,

The derivative , as it can be easily verified, and therefore,

To evaluate the integral in equation (**), we set ,


and in terms of the new variable (and the simultaneous change of the limits),
we get,
[106]

Example 13-2

Find the total length of the cardioid , (see Fig.


12-10, Example 12-7).

Solution

The differential length in polar coordinates is (see formula (13-4))

Since the cardioid is symmetric with respect to the x-axis, it suffices to


determine the length of the upper half, (where )
and then multiply by . Within the interval the sine is a positive
number, and therefore , and the differential length is
[107]

and the total length of the cardioids is .

Example 13-3

Find the total length of the curve described parametrically by the equations

This curve is known as “cycloid”. A “cycloid” is the curve described by a


fixed point of a circle rolling, without sliding, upon a straight line.

Solution

Since the curve is expressed in parametric form, we use formula (13-3), i.e.

If we make the substitution , equation (*) becomes

In the last equation the was replaced by , since within the


interval of interest, ( ) the .

Example 13-4 (Elliptic Integrals)

Determine the length of the ellipse .

Solution
[108]

While the computation of the area of an ellipse ( ) is a rather easy


problem, the computation of the length of the ellipse is much more difficult
and leads to the so called “Elliptic Integrals”.

Due to symmetry involved, the total length of the ellipse is four times the
length of the arc lying in the quadrant, (see Fig. 12-8). The parametric
equations of the ellipse are (see also Example 12-5),

and the length is (according to formula (13-3)),

At this point we define the “eccentricity of the ellipse” , as

The “eccentricity” is a measure of the deviation of the ellipse from the circle.
For the ellipse becomes a circle, while for the
ellipse degenerates to the line segment . In terms of the
eccentricity , formula (*) becomes

or making the substitution ,

and the total length of the ellipse is


[109]

The integral on the right-hand side cannot be evaluated in closed form,


since its antiderivative cannot be expressed in terms of other elementary
functions. This integral has been tabulated, i.e. its values (for various values of
) are obtained from appropriate Integral Tables.

Note: Since the integral appearing in equation (****) relates to the length of
an ellipse, it is called “a complete elliptic integral”. Actually there are two
kinds of complete elliptic integrals,

There are various tables giving the values of these two integrals for various
values of the parameter . For a practical
application, see next Example.

Example 13-5

Determine the length of an ellipse with major semi axis and


minor semi axis .

Solution

The eccentricity of the given ellipse is


From Integral Tables we find that , and according to the
formula (****) in Example 13-4, the length of the ellipse is

Example 13-6

Determine the length of the “Archimedes spiral” ,when


varies from to .

Solution
[110]

The curve is expressed in polar coordinates and from equation (13-4) we


have,

The antiderivative of the function is (see Problem 13-1)

and finally, from equation (*),

Making use of this formula, we can show that as the quantity


(see Problem 13-2), and this implies that for large values of , the

length of the curve is approximately equal to , i.e.

Example 13-7

Compute the length of the curve .

Solution
[111]

since within the interval of integration . Finding an indefinite


integral of the function (see Problem 13-3) and evaluating between the
two limits we obtain,

PROBLEMS

13-1) Show that (see


Example 13-6). In order to get rid of the square root, you may make the
substitution .

13-2) In Example 13-6 show that as and thus obtain


the approximate value of for large values of .

13-3) Make analytic calculations to verify the answer obtained in Example


13-7.

Hint: where , etc.

13-4) Compute the length of the curve from to

13-5) Compute the length of the “Logarithmic Spiral”

(Answer: ).

13-6) Show that the total length of the “astroid” is .

Hint: See Problem 12-30.

13-7) Compute the length of the curve given in parametric form,

(Answer: ).

13-8) Compute the length of the curve .


[112]

13-9) Compute the total length of the curve .

(Answer: ).

Hint: The curve is symmetric with respect to the Ox and Oy axes. The
variable should satisfy the inequality, , etc.

13-10) Show that the length of the parabola from to is


equal to .

13-11) Compute the length of the curve .

(Answer: ).

13-12) Determine the length of between the points and


.

Hint: To evaluate the integral you may use the substitution


.

13-13) Show that the length of the curve between the straight
lines is .

13-14) Show that the length of the curve is .

13-15) Consider the function

a) Show that is continuous at .

b) Show that does not exist, which in turn means that the curve
is not rectifiable.
[113]

CHAPTER 14: Volumes of Solids

1) Let us consider a Solid bounded by a closed surface and contained


between the two parallel planes at and at , as shown in Fig.
14-1.

Fig. 14-1: Solid contained between two parallel planes and .

Let us further assume that the area of any cross section of the solid by
a plane perpendicular to the x-axis, is a known function of . To
evaluate the volume of such a solid, we divide the solid into layers, by means
of planes perpendicular to the x-axis, at the points
, and replace each small volume (layer) by a
right cylinder with base and altitude . The volume of the step
body is equal to the sum
[114]

We notice that (14-1) is the Riemann’s Integral Sum of the function


over the interval . Assuming that and
, the integral sum tends to the Riemann’s Integral ,
and this is actually the sought for volume of the solid, i.e.

2) In the particular case where the solid is generated when the function
is revolved about the x-axis (see fig. 14-2), the volume of
revolution of the solid thus generated is

Fig. 14-2: Volume of a solid of revolution.

3) If the curve arc AB is revolved about the y-axis (a complete revolution),


then the volume of the solid thus generated is
[115]

where is the inverse function of , and and


, (see Fig. 14-2).

4) If the arc curve AB in Fig. 14-2 is expressed in parametric form,


and , where , then the volume is expressed by the
formula,

Formula (14-5) is implied directly from equation (14-3).

5) Two plane closed Figures are said to be equivalent when they bound
same areas. For example, a triangle with base 12m and height 2m and a right
parallelogram with dimensions 3m and 4 m are equivalent, since they both
enclose the same area . Formula (14-2) implies
that if all the cross sections of two solids by a family of parallel planes are
equivalent, then the two solids enclose the same volume, (consider planes
perpendicular to the x-axis, and therefore parallel to each other). This
proposition is known as the “Cavalieri Principle”.

6) For an alternative method of evaluating volumes of revolution (The


Cylindrical Shells Method), see Example 14-4.

Example 14-1

Determine the volume of the solid generated when the sine arc ,
is revolved about the x-axis.

Solution

Application of formula (14-3) implies


[116]

A General Remark:

Let and be the unit vectors along the , and axes


respectively. The lengths of these unit vectors are equal to , i.e.
These three unit vectors form a cube, (the unit cube). The volume of
this cube is taken to be the unit volume. Thus saying for example that the
volume generated by the revolution about the x- axis of the sine arc,
is equal to , we mean that this volume is times the unit

volume, i.e. times the volume of the unit cube.

Example 14-2

Find the volume of the ellipsoid .

Solution

Fig. 14-3: Computing the Volume of an Ellipsoid.

The given ellipsoid is contained between two planes perpendicular to the x-


axis, at the points and . The cut of the ellipsoid by a plane
perpendicular to the x-axis at the point is an ellipse with
equation
[117]

i.e. an ellipse with semi axes and , and having


therefore area (see Example 12-5)

The volume of the ellipsoid will be (see formula (14-2))

We have thus obtained the important formula,

If , the ellipsoid becomes a sphere of radius , i.e.

Example 14-3

Find the volume generated when the curve is


revolved about the x-axis.

Solution
[118]

Example 14-4 (The Cylindrical Shells Method)

The Cylindrical Shells Method is an alternative method for computing


volumes, which facilitates the calculations when the function is
revolved about the y-axis. Let us for example assume that the ,
is revolved about the y-axis, as shown in Fig. 14-4.

Fig.14-4: The Cylindrical Shells Method.

The arbitrary point of the curve, when revolved about the y-axis,
describes a circle with center and radius . The lateral surface of the
cylinder thus generated (when the line segment is revolved about the y-
axis), is and the volume of the “infinitesimal cylindrical shell” when is
increased by , will be

The total volume of the solid is found by summing up all the infinitesimal
volumes, i.e. by integrating equation (*), i.e.
[119]

Note: Of course the same volume can be evaluated with the aid of the
formula (14-4).

Example 14-5

Compute the volume of the solid generated when the region bounded by
the curves and is revolved about the y-axis.

Solution

Fig. 14-5: Plane figure revolved about the y-axis.

The two given curves intercept at and , and a rough sketch of


the region bounded by these two curves is shown in Fig. 14-5, (shaded area).
The volume generated when this region is revolved about the y-axis is
(according to formula (**) in Example 14-4),
[120]

For an alternative solution, see Example 14-6.

Example 14-6

Work the problem of Example 14-5 using the formula (14-4)

Solution

In order to apply formula (14-4) we have to express in terms of . For the


straight line, . For the parabola , solving for (in terms of
the ) we find , (the other root is rejected
as being greater than , see Fig. 14-5). According to formula (14-4) we have:

PROBLEMS

14-1) Determine the volume of the solid generated when the area bounded
by the curves is revolved a) about the x-axis and b) about
the y-axis.

(Answer: a) , b) ).

Determine the volume generated by revolving the figures bounded by the


following curves:

14-2) about the y-axis.

14-3) about the x-axis.

(Answer: ).

14-4) about the x-axis.


[121]

14-5) about the x-axis.

(Answer: ).

14-6) about the x-axis.

14-7) about the y-axis.

(Answer: ).

14-8) a)about the x-axis, and b) about the y-axis.

14-9) about the x-axis.

(Answer: ).

14-10) Show that the volume of the solid generated when the area bounded
by the curve revolves about the x-axis is .

14-11) Compute the volume generated when the function , with


makes a complete revolution about the x- axis.

(Answer: ).

Hint:
, etc.

14-12) The curvilinear trapezoid bounded by makes a


complete revolution about the x- axis. What is the volume of the solid
generated? What is the volume when the same trapezoid revolves about the y-
axis?

14-13) The curve makes a complete revolution about


the x- axis. Find the volume of the solid generated.

(Answer: ).
[122]

14-14) Let be the graph of the function ,


with .

a) Make a rough graph of the curve .

b) Find the area of the curvilinear trapezoid bounded by the x- axis, the line
and the arc of below the x- axis.

c) When this trapezoid revolves about the x- axis a solid of revolution is


generated. What is the volume of this solid?

(Answer:

where .

14-15) Consider the function .

a) Show that the area bounded by the graph of


is .

b) The curvilinear trapezoid of part (a) makes a complete revolution about


the x- axis. Show that the volume of the solid generated is .

14-16) Compute the volume generated when the function with


, makes a complete revolution about the x- axis. What is this
volume equal to when ?

(Answer: ).
[123]

CHAPTER 15: The Area of a Surface of Revolution

In this chapter we shall derive a formula for the area of a surface of


revolution.

a) The lateral area of a frustum of slant height .

Fig. 15-1: Lateral area of a frustum of slant height .

A frustum may be formed from a right circular cone (KAB in Fig. 15-1) by
cutting off the tip of the cone with a cut perpendicular to the height. The
lateral area of the frustum of slant height is given by the formula,

where is the slant height of the cone. (In Fig. 15-1, is the midpoint of
the line segment ).

Proof: The lateral surface of the frustum of the cone is obtained if from
the lateral surface of the cone KAB we subtract the lateral surface of the cone
KCD. We have,

However from the similarity of the triangles KAQ and KCR we have,
[124]

From equations (*) and (**) we get,

b) The Area of a Surface of Revolution.

Fig. 15-2: Surface area of revolution.

Let the arc AB of the curve , be rotated about the


x-axis (a complete revolution). Let us call the area of the surface of
revolution thus generated. This area is obtained by the formula

Proof: To evaluate the area of the surface of revolution we divide (mentally)


the solid (generated by the revolution) into layers with the aid of a family of
cutting plates, perpendicular to the x-axis, and consider each layer as an
infinitesimal frustum whose slant height is . If we call the
area of surface of revolution , then according to formula (15-1),
[125]

and therefore the total area of the surface of revolution is obtained by


integration of from and .

c) In case where the curve is expressed in parametric form

then formula (15-2) is easily transformed to the following,

Example 15-1

Determine the area of the surface formed by rotating


about the x-axis.

Solution

Application of formula (15-2) yields,

To evaluate the integral in equation (*) we notice that

and formula (*) implies


[126]

Example 15-2

Determine the area of the surface formed by rotating


about the x-axis.

Solution

To determine the integral in (*) we set , then ,


and in terms of the new variable we have,

The integral appearing in equation (**) has been evaluated in Example 13-6,
and finally

Example 15-3

Determine the area of the surface of revolution generated when the curve
expressed in parametric form
revolves about the x-axis.

Solution

In this case (curve expressed in parametric form),

In terms of the parameter , formula (15-2) yields,


[127]

In order to get rid of the absolute value, we notice that within the interval
the function . Formula (*) becomes:

The indefinite integral in (**) is evaluated easily, (see Problem 8-2),

and equation (**) in view of equation (***) implies

Example 15-4

Determine the surface of revolution generated when the ellipse


with , is revolved about the x-axis.

Solution

The ellipse admits the following parametric representation (see Exam. 13-4)
, and equation (15-2) implies
[128]

or if we recall that the “eccentricity” of the ellipse is


(equation (**) in Example 13-4),

Setting , equation (*) yields,

We now set , and from equation (**) we obtain,

To evaluate the integral appearing in equation (***), we have to get rid of


the square root, we may for example set , and

where , and therefore,


[129]

Example 15-5 (The surface of a sphere of radius )

Use the result obtained in Example 15-4, to determine the surface of a


sphere of radius .

Solution

When , the ellipse becomes a circle, and therefore the surface of


a sphere is generated when the circle is revolved about the x-axis. In this case
( ) the “eccentricity” , and the surface of the sphere is obtained
by taking the limit of equation (****) in Example 15-4, as , i.e.

The limit of the first term within the braces is a indeterminate form and
can be evaluated with application of the De L’Hospital’s Rule, i.e.

and equation (*) finally yields,

Example 15-6

Determine the surface of revolution generate when the cardioid curve


,(shown in Fig. 12-10, Example 12-7) is revolved about the x-axis.
[130]

Solution

The differential surface element , where the differential length

in polar coordinates is , (see formula (13-4)), i.e

since within the interval , and therefore


. The sought for area is equal to

PROBLEMS

15-1) Find the area of the surface generated by rotating the parabola
, about the x-axis.

(Answer: ).

15-2) Find the area of the surface generated by rotating the arc of the curve
about the y-axis.
[131]

15-3) Find the area of the surface generated by rotating the right loop of the
Bernoulli Lemniscates about the y-axis, (see Fig.12-9).

(Answer: ).

Hint: The differential surface area is where the differential

length .

15-4) Show that the surface area generated by rotating the Bernoulli
Lemniscates about the x-axis is .

15-5) Find the area of the surface generated when the catenary curve (see
Example 12-8) , , is rotated about the x-axis.

(Answer: ).

15-6) Show that the surface area generated by rotating the loop of the curve
about the x-axis is .

15-7) Find the area of the surface generated when the catenary curve (see
Example 12-8) , , is rotated about the y-axis.

(Answer: ).

15-8) Show that the surface area generated when the curve defined in
parametric form by is rotated
about the x-axis, is .

15-9) Find the surface area generated when the following curve is rotated
about the y-axis, .

(Answer: ).
[132]

CHAPTER 16: Centers of Gravity

a) Coplanar Points.

Fig. 16-1: Static moment of coplanar points.

Let us consider coplanar points with masses and


vertical distances (algebraic i.e. positive or negative) from
a given axis , as shown in Fig. 16-1. The quantity

is called the static moment of the system of the masses with respect to
the x-axis. If the total mass of the system is
, then the distance of the Center of Gravity of the system of masses
from the x-axis (as known from Mechanics), is given by the expression

(In equation (16-2) the indices of the summation are not shown, for
convenience reasons).

Let us now consider the points with


masses respectively, and let be the coordinates of the
[133]

Center of Gravity of the system of points. According to the fundamental


formula (16-2) we have

Equations (16-3) are fundamental for our subsequent analysis.

b) Center of Gravity of a Homogeneous Plane Curve.

Fig. 16-2: Center of gravity of a homogeneous plane line.

Let us consider the curve . The curve is assumed to


have a total mass , uniformly distributed over its length, and let us call the
line mass density of the curve, i.e. the mass per unit length which is assumed
to be constant (Homogeneous Curve),

According to the formulas (16-3), the coordinates of the center of


gravity of the curve AB will be (summations are replaced by integrations),
[134]

since is constant and can therefore be pulled out of the integral. Similarly
we can determine the coordinate of the center of gravity of the curve. In
summary,

c) Center of Gravity of a Homogeneous Plane Surface.

Let us now consider a homogeneous plane surface with constant surface


mass density .

Fig. 16-3: Center of gravity of a homogeneous plane surface.

In Fig. 16-3, let be the equation of the curve ADB and be the
equation of the curve ACB. Let us now consider an infinitesimal strip of width
as shown in Fig. 16-3. The total mass of the surface is

Application of the fundamental formulas (16-3) show that the coordinates


of the center of gravity of the homogeneous plane surface are given by
[135]

In particular, regarding the coordinate , we note that the static moment of


the plane surface with respect to the x-axis is (see formula (16-1)),

and passing to the limit as , summations are replaced by


integrations and we finally obtain the expression for , as shown in equation
(16-5).

If we now consider a curvilinear trapezoid, bounded by the x-axis


and the two vertical lines and as shown in Fig. 16-4, then formulas
(16-5) simplify to the following,

Fig. 16-4: Center of gravity of a homogeneous trapezoid.

d) Center of Gravity of point masses in space.

Let us consider points in space (not coplanar) with masses .


Then the static moment of the system of points with respect to the xOy plane
( plane), is defined to be
[136]

where are the algebraic distances of the points


respectively, from the xOy plane. The distance of the center of gravity from
the xOy plane is given by a formula analogous to (16-2), i.e. , and
similarly the coordinates of the center of gravity with respect to the xOz and
yOz planes, i.e.

e) Center of Gravity of a Homogeneous Solid.

Let us consider a homogeneous solid with constant volume mass density


, contained between the two parallel planes and ,

as shown in Fig. 16-5.

Fig. 16-5: Center of gravity of a homogeneous solid.

If we (mentally) slice the solid into thin layers, with the aid of a family of
cutting planes perpendicular to the z- axis, and call the area of a cross
section of the solid with the plane perpendicular to the z-axis at the point , as
shown in Fig. 16-5, then the total mass of the solid , while
[137]

the static moment of the solid with respect to the z- axis will be
, and in the limit as the summations are replaced by
integrations and from equations (16-8) we obtain, (recall is constant),

Analogous formulas apply for the and coordinates of the center of


gravity. For example to determine , we have to divide the solid into thin
layers with the aid a family of cutting planes perpendicular to the x-axis,
express the area of a cross section of the solid with a plane perpendicular to
the x-axis at the point , as a function of , (i.e. ), etc.

f) Center of Gravity of a Homogeneous Surface of Revolution.

Let us consider the surface of revolution generated when the arc AB of the
curve , is revolved about the x-axis, as shown in Fig.15-2.

We further assume that the mass density of the surface is

constant, (homogeneous surface). Then working similarly as we did in part (e)


we can show that the center of gravity (due to the symmetry involved) lies in
the axis of revolution (x-axis), while the abscissa of the center of gravity is
given by the formula,

(for a proof see Problem 16-1).

Some General Remarks about the Centers of Gravity:

1) The Center of Gravity (CG) of a system of either a discrete or a


continuous mass distribution can be defined as a point such that if the total
mass of the system were concentrated at this point, the static moment of the
total mass about any axis (or plane) would be equal to the static moment of
the original system about the same axis (or plane).
[138]

2) In general the CG depends on the geometry of the system and the mass
distribution. In particular, for homogeneous systems, the CG depends only on
the geometry of the system.

3) In Mechanics, the following simple but important properties of the CG are


derived:

a) If a homogeneous body has a center of symmetry, then its CG coincides


with the center of symmetry. For example the CG of a very thin homogeneous
parallelogram is the point of intersection of its two diagonals. Also the CG of a
homogeneous thin circular plate is its center.

b) If a homogeneous thin plate (lamina) has the midpoints of chords,


parallel to a fixed line (direction), all lying on a straight line, then the CG of
the lamina lies on this same line.

Fig. 16-6: Center of gravity and symmetry.

For example, in the first figure (triangle), the CG lies in the median AM. With
similar reasoning, the CG will lie on the median BN, i.e. the CG of the triangle
coincides with its “centroid” . i.e. the intersection of the medians. In the
second figure the CG lies on the line KL.

c) If all the cross sections of a homogeneous solid by a family of parallel


planes, have their CG all lying on a straight line , then the CG of the solid
lies on this same line, (see Fig. 16-7). For example the CG of a homogeneous
pyramid or a cone, lies on the straight line connecting the vertex with the CG
of the base, and at a distance from the vertex equal to of .
[139]

d) In general, if the solid is not homogeneous, i.e. if the mass density is not
constant but on the contrary depends on the position, then the distribution of
the density should be known, in order to determine the CG.

Fig. 16-7: Center of gravity of solids and symmetry.

Example 16-1

Find the center of gravity of a (homogeneous) wire bent to form a semicircle


of radius , as shown in Fig. 16-8.

Solution

Fig. 16-8: Center of gravity of a semicircle.

Application of formulas (16-4) implies,


[140]

where . In order to evaluate the


integrals involved, we pass from rectangular to polar coordinates, by means
of the well known transformations, .
Also the differential length , and from equations we get,

This shows that the center of gravity lies on the vertical axis, and at a
distance from the origin.

Example 16-2

Find the center of gravity of the parabolic domain bounded by the parabolic
arc and the lines and .

Solution

Application of formula (16-6) yields:

Example 16-3

Find the center of gravity of a solid hemisphere of radius .

Solution
[141]

Fig. 16-9: Center of gravity of a solid hemisphere.

Due to the symmetry involved the center of gravity lies on the vertical axis,
and its z- coordinate is given by equation (16-9), i.e.

Example 16-4

Find the center of gravity of the hemispherical surface shown in Fig. 16-9.

Solution

Again due to the symmetry the center of gravity will lie on the vertical axis.
We may imagine that the hemispherical surface is generated when the part of
the circle defined parametrically by , i.e.
in the first quadrant of the yOz plane, is revolved about the z-axis. Application
of equation (16-10) yields, (recall that )

The numerator in formula (*) is


[142]

while the denominator is , and from equation (*) we finally find


.

Example 16-5

Find the center of gravity of the homogeneous cone, shown in Fig. 16-10.

Solution

Fig. 16-10: Center of gravity of a cone.

Let and be the base area and the altitude respectively, of the cone
shown in Fig. 16-10. Let also be the area of a cross section, parallel to the
base at altitude from the base, which is situated at the xOy plane. Due to the
similarity between the cross section and the base,

The volume of the cone is (equation (14-2))

The z- coordinate of the center of gravity is (see equation (16-9)),


[143]

Taking into consideration the remark 3-c, we conclude that the center of
gravity of the homogeneous cone lies on the line OK and at a distance
from the base, or equivalently, if is the center of gravity, .

PROBLEMS

16-1) Show equation (16-10)

16-2) Consider a plane figure bounded by the arc of a curve, expressed in


polar coordinates ( ) and by the two rays and as shown in
Fig. 16-11. The figure OAB is known as a sector in polar coordinates.

Fig. 16-11: A sector OAB in polar coordinates.

If are the coordinates of the Center of Gravity of the sector, show that

16-3) For a closed curve, expressed in polar coordinates, and having the pole
inside, show that the coordinates of the center of gravity are determined
by the equations,
[144]

16-4) Show that the coordinates of the center of gravity of the arc of the
catenary curve , extended between the points
and are

Determine the coordinates of the center of gravity of the following


plane figures:

16-5) The first quadrant of the ellipse ( ).

(Answer: ).

16-6) The first quadrant of the “astroid” ( ).

(Answer: ).

16-7) One loop of the Bernoulli’s Lemniscates .

(Answer: ).

Hint: Use the formulas derived in Problem 16-2. For the right side loop of
the lemniscates , (see Fig. 12-9).

16-8) The region bounded by .

(Answer: ).

16-9) The area of the cardioids .

(Answer: ).

Hint: Use the formulas derived in Problem 16-2.


[145]

16-10) The loop of the curve , where is a positive constant.

(Answer: ).

Hint: Try to make a rough sketch of the curve. Notice that .

16-11) Determine the coordinates of the center of gravity of the upper half
of the ellipsoid .

(Answer: ).

16-12) Find the static moment about the x-axis of the arc of the parabola
.

16-13) Find the center of gravity of the arc length of a circle of radius , in
the first quadrant.

(Answer: ).

16-14) Find the center of gravity of the solid generated by rotating about the
y-axis the area bounded by the curve and the straight line ,
where are positive constants.

16-15) Find the center of gravity of the arc length of the “astroid”
, in the first quadrant, ( ).

(Answer: ).
[146]

CHAPTER 17: The Two Theorems of Pappus of Alexandria

Taking advantage of the theory developed so far, we may prove the


following two important Theorems, known as the Theorems of Pappus of
Alexandria.

Theorem 17-1

If a plane area is revolved about a straight line, lying on its plane and not
intersecting the area, then the volume of the solid thus generated is equal to
the product of the area and the distance travelled by the center of gravity of
the area.

Proof: Let us for definiteness assume that the line coincides with the x-axis,
i.e. the area is revolved about the x-axis, as shown in Fig. 16-6. Making use of
the “cylindrical shells method”, (see Example 14-4) the volume of the solid
generated is

Fig. 17-1: Proof of the Theorem of Pappus.

The ordinate of the center of gravity of the area (assume is

constant) can be expressed as ( is the infinitesimal mass of the area ),


[147]

From equations (*) and (**) we have,

and since is the distance travelled by the center of the gravity of the
area , the Theorem is established.

Theorem 17-2

If an arc of a plane curve is revolved about a straight line, lying on its plane
and not intersecting the arc, then the area of the surface of revolution thus
generated is equal to the product of the length of the arc and the distance
travelled by its center of gravity.

Proof: The proof is similar to the proof of Theorem 16-1 (see Problem 17-1 ).

Note: Theorems 17-1 and 17-2 are useful in determining volumes or


surfaces of revolution when the corresponding centers of gravity are known.

Example 17-1

Find the volume of a “torus” generated when a circle of radius is rotated


about a line in its plane, at a distance from its center ( ).

Solution

Fig. 17-2: Volume of a “torus”.


[148]

The center of gravity of the circle is its center, which travels a distance
when the circle is rotated about the line . The area of the circle is
, and according to the Pappus Theorem the volume of the “torus” is

Example 17-2

Find the surface area of the “torus” in Example 17-1

Solution

According to Theorem 17-2, the sought for surface area is

PROBLEMS

17-1) Prove Theorem 17-2.

17-2) The semicircular arc is rotated


about the straight line . Show that the surface area generated is equal to
.

Hint: Apply Pappus Theorem. For the center of gravity of the


semicircular arc see Example 16-1.

17-3) Show that the center of gravity of the area of the semicircle
is .

17-4) The area of the semicircle in Example 17-3 is rotated about the line
. Show that the volume generated is equal to .

17-5) If the area in Problem 17-4 is rotated about the line , show
that the volume generated is equal to .
[149]

CHAPTER 18: Numerical Integration

Many important integrals which arise in the investigation of various


problems in Physics and Engineering cannot be expressed in closed form in
terms of other elementary functions. For example, the length of the curve
is given by the formula

The corresponding indefinite integral cannot be expressed in terms of other


elementary functions, and therefore the length of the arc cannot be
determined in closed form. Nevertheless, we can evaluate the integral, and
therefore the length of the arc, by numerical methods (approximate methods)
to any required degree of accuracy. In the sequel of this chapter we will
develop three, widely applied in practice, numerical integration techniques.

The main problem in this chapter is to find an approximate value of the


integral .

1) The Trapezoidal Rule.

Let us consider the function , as shown in Fig. 18-1.

Fig. 18-1: Trapezoidal rule.


[150]

The integral represents the area under the graph of the function,
between and . Let us divide the interval into equal
subintervals of width each, with the aid of the points of division
and let us further call
. Then the area under the curve can be
approximated by the sum of the area of the corresponding trapezoids, i.e.

Formula (18-1) is known as the Trapezoidal Formula.

2) The Simpson’s Rule.

Let us divide the interval into an even number of equal subintervals


and let us further set , where
of course . Then

Formula (18-2) is known as the Simpson’s Formula.

In order to prove Simpson’s Formula, we shall make use of the following


auxiliary proposition:

The area of the parabolic trapezoid shown in Fig. 18-2, is

where is the midpoint of the interval , i.e. and


.
[151]

Fig.18-2: Area under a parabola.

The area of the parabolic trapezoid (shaded area) is,

since

Let us now suppose that we want to determine the (approximate) area


of the function shown in Fig. 18-3.

The area under between and , is approximated by the


area under the parabola which is uniquely determined by the three
[152]

points (why?), and which area, according to formula


(18-3) is

Fig. 18-3: Simpson’s rule.

Similarly the area under the parabola uniquely determined by the three
points is equal to , etc. Adding all
the resulting equations we obtain,

which eventually simplifies to formula (18-2).

Generally speaking, Simpson’s formula gives better approximations as


compared to the Trapezoidal formula.

3) Expansion of the integrand in a suitable power series.

Expansion of the function into a power series is sometimes useful in


integration. The reader is supposed to be familiar with the power series
expansion of some elementary functions, for example , etc. The
situation is best described by means of some illustrative examples.
[153]

Example 18-1

Find the approximate value of the integral , using

a) The trapezoidal Rule,

b) The Simpson’s Rule, and

c) The power series expansion of the .

For (a) and (b) take , i.e. while for (c) consider the first five
terms of the series, and compare the results with the exact value ( ) of the
integral.

Solution

The calculations involved are facilitated if we set up the following Table:

a) The trapezoidal Rule, (formula (18-1)):

b) The Simpson’s Rule, (formula (18-2)):


[154]

We notice that Simpson’s Formula is more accurate as compared to the


Trapezoidal rule.

c) If we expand the in a series and keep the first five terms, we have

Example 18-2

In Example 15-1, we determined the area of the surface formed when the
arc of the curve is revolved about the x-axis, and we
found that . Find the area using the Simpson’s
Rule, with .

Solution

The sought for area is given by formula (*) in Example 15-1, i.e.

To find the (approximate) value of the integral with the aid of Simpson’s
Rule with , we call and apply formula (18-2):

where . The
calculations according to formula (*) yield a value very close to the
exact value of the integral.
[155]

Example 18-3

Show that , and then find the approximate value of the


integral .

Solution

The function is well defined and continuous for all . At


its value is of the indeterminate form and this value must be determined
by means of an appropriate limiting procedure, as shown below:

The function is continuous on and therefore integrable over


the same interval. To evaluate the integral we expand the integrand in a
power series and integrate term by term, (recall that )

and taking into account that (see Problem 18-1),


equation (*) yields,
[156]

This series converges rather fast. If we consider the first four terms, we find
the approximate value of the integral .

Example 18-4 (Gaussian Quadrature)

In advanced courses in Numerical Analysis, it can be shown that if is


continuous on the closed interval then

This formula is known as the Gaussian Quadrature, and is exact if is a

cubic polynomial. Evaluate using the Gaussian Quadrature

and compare the answer with the exact value, ( ).

Solution

We want to evaluate using the Gaussian Quadrature. We

have first of all to convert the interval of integration to . If we make the


change of variable, , then we have,

close enough to the exact value .

Example 18-5

Compute the approximate value of the integral using Gaussian


Quadrature and compare with the exact value of the integral, (
).
[157]

Solution

a value very close to the exact value .

PROBLEMS

18-1) Show that .

Hint: You may use Mathematical induction, or set .

18-2) Compute the approximate value of the integral using the


Simpsons rule with , and compare with the exact value .

18-3) Compute the approximate value of the integral using the


Gauss Quadrature formula and compare with the exact value .

(Answer: , the Gaussian quadrature yields the exact value).

18-4) Compute the approximate value of the integral


using a) Trapezoidal formula with and b) Simpson’s rule with .

18-5) a) Determine the area of the surface generated when the parabola
is rotated about the x-axis.

b) Estimate the area of the surface in (a) using Simpson’s rule with .

(Answer: a)

b) .
[158]

Hint: . In order to eliminate the square root we


may set , then
, etc.

18-6) In Example 7-4 we exact value of the integral was


found to be . Compute the approximate value of the integral using a) the
Trapezoidal formula with and b) Simpson’s rule with .

18-7) a) Compute the length of the curve .

b) Estimate the length of the curve in (a) using Simpson’s rule with .

(Answer: a)

b) .

18-8) a) Compute the length of the curve .

b) Estimate the length of the curve in (a) using Simpson’s rule with .

18-9) In Problem 15-8 the area of the surface of revolution was found to be
. Estimate using Simpsons rule with .

(Answer: ).

18-10) Estimate using a) Trapezoidal formula with and


b) Simpsons rule with and compare with the exact value ( Show
this).
[159]

CHAPTER 19: Improper Integrals (A brief Introduction)

Up to this point we have considered definite integrals with finite intervals of


integration and with integrands which do not approach infinity within the
intervals of integration. Such types of integrals are called “Proper” Integrals. If
at least one of the above conditions is violated, then the corresponding
integrals are called “Improper” Integrals.

1) Infinite Domain of Integration.

Let us consider a function defined on the infinite interval .


If is any number , we may take the integral of over the finite
interval , which in this case will be a function of , i.e.

Now let us assume that grows indefinitely . There are two


possibilities, namely, either tends to a finite limit or has no limit.
We define the “Improper” Integral as the , i.e.

If the limit exists (is a finite number) we say that the integral converges. If
the limit is or if it does not exist, the integral is divergent.

Quite similarly we may define “Improper” Integrals of the form


or even , i.e.
[160]

Note: For brevity reasons, when a variable tends to , we suppress


the sign and just write . When a variable tends to the –
sign should appear before the symbol.

If an antiderivative of the function can be found, then by the


Newton-Leibniz formula,

Example 19-1

Evaluate the following Improper Integrals,

Solution

The Integral (c) does not converge to a fixed finite number, does not diverge
to infinity, but it does diverge in an oscillating way, its values oscillating
always between and .

Example 19-2

Evaluate the Improper Integral .

Solution
[161]

Example 19-3

Evaluate the Improper Integral .

Solution

Since is an antiderivative of , we have

2) Functions Unbounded within the Domain of Integration.

Let us now consider another type of Improper Integral of the form


. In this integral the limits of integration are finite, but the
integrand becomes unbounded at one (or both) end- points of the interval of
integration. For example the integrals are
all improper integrals of this type, since in each one of them the integrand
becomes unbounded at one (or both) end-points. The main idea to evaluate
such types of integrals is outlined below.

Fig. 19-1: Function unbounded within the interval of integration.


[162]

Let us consider the integral , where , as shown


in Fig. 19-1. To evaluate this integral we evaluate first the integral
(as a function of ) and then pass to the limit as , i.e.

If the limit exists and is finite, we say that the integral is convergent,
otherwise is divergent. A similar approach applies if the integrand becomes
unbounded at both end-points of the interval of integration as shown in Fig.
19-2.

Fig. 19-2: Function unbounded at the lower and upper limit.

In this case the integral is defined as

Example 19-4

Evaluate the integral .

Solution

The integral is improper since the integrand becomes unbounded at


the lower limit . We consider the integral defined as
[163]

The integral is convergent (to the number 2).

Example 19-5

Evaluate the integral .

Solution

The integral is improper since the integrand becomes unbounded at


the upper limit . We consider the integral defined as

3) The Cauchy Principal Value of an Improper Integral.

An improper integral will be either convergent or divergent. However there


are cases where a divergent integral, under certain additional conditions,
may become convergent.

Let us, for definiteness, consider the two improper integrals,

where is supposed to have no any singularities over the entire real


axis ( ). In both cases, the integrals can be written, formally, as
. However, there is a important difference between the integrals
and . In the first one, the upper limit and the lower limit tend both to
and respectively, independently from each other, while in the
second integral the upper limit and the lower limit tend to and
[164]

respectively with the “same pace”. Due to this fact, there are cases where the
first integral diverges but the second integral converges. In this case we
say that the integral exists (converges) in the Cauchy Principal Value, and we
write

If the first integral in (*) converges, then the integral (i.e. the Cauchy
principal value of the integral) converges as well, but the reverse is not
necessarily true, (see Example 19-6).

A similar approach may be followed when the function has only one
singularity within the interval of integration, say at the point , as shown
in Fig. 19-3.

Fig. 19-3: The Cauchy principal value of an integral.


[165]

Due to the fact that approaches infinity at , i.e. is a


singularity of , the integral of the function over the interval can be
evaluated if we temporarily isolate the singularity, by two vertical strips of
widths and respectively, as shown in the first Figure 19-3, evaluate the
integral from to and from to , and then pass to the limit
as and , independently from each other, i.e.

If , i.e. if we isolate the singularity by two strips of equal width


, as shown in the second figure, then we obtain the Cauchy Principal Value of
the integral, which by definition is

If the integral in equation (19-8) converges, so it does the integral in (19-9),


but the reverse is not in general true, (see Example 19-7).

Example 19-6

Find the Cauchy principal value of the integral .

Solution

We note that in the general case the integral

does not exist, while its Cauchy Principal Value does exist and is zero.

Example 19-7

Evaluate the integral .


[166]

Solution

The integrand has a singularity at , so according to


equation (19-6),

Without any additional information as how and approach zero, the


limit in equation (*) does not exist, i.e. the integral diverges. However its
Cauchy Principal Value does exist, since in this case , and

Example 19-8

Find the .

Solution

Example 19-9

Evaluate the integral .

Solution

The interval of integration is infinite ( ) and at the same time the


integrand becomes unbounded at , (the other root lies outside
the interval of integration). The Cauchy principal value of the integral is
[167]

Using partial fractions decomposition, (verify


it). The first integral in (*) becomes,

while the second integral in (*) becomes

By virtue of equations (**) and (***), equation (*) yields,

Example 19-10

If is a real constant, evaluate the integral .

Solution

Since the integrand becomes unbounded at the lower limit ,

a) If – , then , and

b) If – , the original integral becomes

c) If – , then , and .
[168]

In summary: The given improper integral converges for and diverges


for . Similarly we may show that the integral converges for
and diverges for .

Example 19-11

Consider the curve , where is a positive constant .

a) Determine the area under the curve,

b) Determine the volume generated when the arc of the curve is revolved
about the x-axis,

c) Determine the area of the surface of revolution, and

d) Determine (a), (b) and (c) in the limit as .

Solution

(For the valuation of the antiderivative, see Problem 19-26 ).


[169]

This implies that even though the solid generated by the revolution of the
curve , has an infinite surface area of revolution, still its
volume is finite, and equal to .

4) Some Important Improper Integrals.

In this section we quote some important Improper integrals which appear


quite often in various applications in Applied Mathematics. These integrals,
unfortunately, cannot be evaluated by the traditional methods (for example
finding an antiderivative, etc). Usually the evaluation involves advanced
methods and techniques developed in Complex Analysis, (the method of
Residues developed by Cauchy).

The curve is known as the curve of Gauss, and plays


an extremely important role in the theory of Probabilities.

In particular, for , we get

The integrals of Fresnel appear in Optics, and were evaluated for the first
time by the great L. Euler.
[170]

Example 19-12

Making use of equation (19-10) evaluate the integral ,


where is a positive constant.

Solution

If we make the change of variable , then

Example 19-13

Consider the function of , , (see equation (19-11). Is


continuous at ?

Solution

Since and , the function is discontinuous at


.

Example 19-14

Evaluate the integral .

Solution

If we define , then .

Since the Hyperbolic Cosine , the integral is


[171]

As , and given that , both exponentials go to


zero, and therefore,

Note: For the integral diverges to , (why?).

Example 19-15

Solve for the equation .

Solution

PROBLEMS

19-1) Compute the improper integrals a) , b) , c)

(Answer: a) b) c) ).

19-2) Show that the integral .

19-3) Show that the integral .

Hint:

To evaluate the second integral within the braces, use partial fractions
decomposition, etc.

19-4) Show that .


[172]

19-5) Show that the .

Hint: The integral is improper since is a singularity of the integrand.

19-6) Show that .

19-7) Show that .

Hint: The integrand is an odd function, and therefore .


Then pass to the limit as , etc.

19-8) Show that .

19-9) Show that , (The Cauchy principal value).

Hint: The integrand becomes unbounded at , (the other root


lies outside of the interval of integration). See also Example 19-9.

19-10) Show that the following integrals are divergent:

Hint: In the second integral, set .

19-11) Consider the function where is a positive


number . Find the area enclosed by the graph of the function, the x- axis
and the two vertical lines and . This area is a function of , and
let us call it . What is the .

(Answer: ).

19-12) Repeat Problem 19-11, assuming that . Does this


function bounds a finite area as ?

19-13) Compute the volume generated when the function with


, makes a complete revolution about the x- axis. What is this
volume equal to when ?
[173]

(Answer: ).

19-14) Show that .

Hint: The point is a singularity of the integrand.

19-15) Show that .

Hint: For the corresponding indefinite integral see Problem 8-2.

19-16) If , show that:

Hint: For the corresponding indefinite integral see Problem 8-2.

Note: The Laplace Transform: If is a function defined in the interval


, then the Laplace transform of is defined by means of the
improper integral

The values of for which the integral converges, constitute the domain of
definition of . Laplace transform is an extremely important transform with
a wide range of applications in various areas of applied mathematics and
Engineering in general. In the light of this definition we may write,

19-17) Show that and .

Hint: . Note that the domain of


definition, in both cases, is , (why?).

19-18) Another important function in Mathematics, expressed by means of


an improper integral is the so called “The Beta Function ”, which is
defined as
[174]

We note that this is an improper integral since at both endpoints the


integrand becomes unbounded. However it is easily shown that the integral is
convergent. Show that

Hint: For (a) make the substitution , while for (b) make the
substitution , since .

19-19) Make use of expression (b) in the preceding problem to show that

19-20) Show that can be expressed equivalently as

Hint: Make the substitution .

19-21) The Gamma Function another extremely important function


introduced in Mathematics by the great L. Euler,is defined as

Show the fundamental property of the Gamma function .

Hint:

16-22) If is a positive integer, show that , where the


symbol (read as factorial).

Hint: Use the property derived in Problem 19-21.

16-23) Evaluate the integrals a) and b)


[175]

(Answer: a) , b) ).

16-24) Show that

Hint: Consider equation (19-10) and make the substitution .

16-25) If is a positive integer, show that

Hint: Make the substitution , .

19-26) To evaluate the indefinite integral make

the substitution . The integral reduces to , and then (in order


to get rid of the square root) we set ,
, , etc.
[176]

CHAPTER 20: Applications of Definite Integrals in


Engineering and Physics

The definite integral which was actually introduced as a convenient and


powerful tool in computing areas and volumes, turns out to be an equally
powerful tool in solving a great variety of problems arising in Physics and
Engineering, such as the computation of the work performed by a force, the
distance travelled by a moving particle, the moment of inertia of a body, the
electric energy absorbed by an electric circuit, etc.

The basic reason which explains the great number of its applications is that
the definite integral provides actually a consistent and systematic method to
add up a large number of extremely small (tiny) quantities (an “infinite”
number of “infinitesimal” quantities). In the sequel of this chapter we present
some fundamental applications of the definite integral.

1) The work of a variable force.

Let a particle move on a straight line under the action of a force, the
direction of which coinciding with the direction of the motion. If the force
remains constant along the whole path, then the work performed by the
force is

Fig. 20-1: Work of a force.

Now let us assume that the force varies along the path from A to B, i.e.
the force is a function of . Then we may (mentally) divide the path
AB into a very large number of subintervals and consider that within
each such small subinterval the force remains practically constant and equal to
[177]

the value of at a point within . In this case the work performed by the
force, when the point is moved from A to B is approximately equal to

and the exact value of the work is obtained if we assume that the number of
the points of division increases indefinitely and the maximum subinterval tends
to zero. In this case (passage to the limit) the Integral Sum in equation (20-1)
yields (according to the definition of the Definite Integral)

2) Distance and Displacement.

Let us consider a particle moving on a straight line ( - axis), as shown in


Fig. 20-2.

Fig. 20-2: Distance and displacement.

Let us assume that at the time instant the particle is at the position and
is moving to the right. At the time instant the particle arrives at position ,
where temporarily comes to a stop and then reverses its direction of motion
and returns back. At time the particle is at the point , as shown in the
Figure.

The net displacement of the particle between the time instants and is
, while the distance travelled by the particle between and is the
[178]

geometric distance travelled by the particle and is equal to . We note


that the geometric distance traveled is always a positive number, while the
displacement can be positive, zero or even negative, (for example if the point
returns back to the point the net displacement would be zero, if the point
is to the left of the net displacement would be negative, etc). Since in
general the velocity of the particle is the first derivative of the distance with
respect to the time, i.e. , we can easily obtain expressions for the
net displacement and the total distance travelled by the particle between the
two instants of time and as follows:

3) Moments of Inertia.

Let us consider a particle with mass positioned at the point of a


coordinate system, as shown in Fig. 20-3.

Fig. 20-3: Moments of inertia.

The moments of inertia and of the particle with respect to the x and y
axes respectively, are defined as

For a discrete distribution of masses formulas (20-5) become,


[179]

For a continuous mass distribution (either plane or solid figures)


summations are replaced by integrations (see Examples 20-9, 20-10, 20-11).

4) Fluid Pressure.

Fluid pressure is by definition the force per unit area exerted vertically on
any piece of surface immersed in a fluid. The fundamental formula for the
pressure of a fluid having density (i.e. mass per unit volume), at a
depth from the surface of the fluid is

where is the gravitational acceleration ( on the


surface of the earth). The force on a differential surface immersed at a
depth in a fluid is therefore

and the total force exerted on a finite surface area immersed in a fluid
can be computed with the aid of integrals, (integrate over the whole
surface, i.e. add all the pressures exerted on the differential surface elements
). The method is illustrated in Examples 20-12, 20-13, 20-14.

5) Power and Energy in Electric circuits.

Let us consider the electric circuit shown in Fig. 20-4.


[180]

Fig.20-4: Electric power and energy.

In the most general case the terminal voltage in Volts and the circuit
current in Amperes can be arbitrary functions of time. In the particular
case where both the voltage and the current are sinusoidal functions of time,
the circuit is known as an AC circuit. AC circuits are of great practical
importance since the electric power generation and distribution, worldwide,
takes place in AC form.

In Electric circuits we always follow the passive sigh convention which


simply means that the current enters the circuit from the positive terminal and
exits from the negative terminal. Under this convention the power in
Watts absorbed by the circuit is

The total energy absorbed between two time instants and is therefore

If the circuit does indeed absorb energy during the time


interval , (from the rest of the circuit connected to the given one
at the terminals A and B). If the given circuit supplies energy to
the rest of the circuit, while if then the net balance of energy
during is zero, i.e. the circuit during this time interval supplies as much
energy as it has absorbed. For problems on electric circuits see Examples 20-15
up to 20-20.

Example 20-1

A variable force is pulling an object from


to . Compute the work done by the force.

Solution

Application of equation (20-2) yields,


[181]

Note: In the SI system of units the work or energy is measured in Joules.


(The 1 Joule =(1 Newton) (1 meter)).

Example 20-2 (The Hooke’s Law)

When a spring with “spring constant ” is stretched a small amount from its
equilibrium position, there is a restoring force proportional to the distance of
the moving end from its equilibrium point. This fact is known is Physics as the
“Hooke’s Law”. Compute the work needed to stretch a spring of constant
(known) by a distance from its equilibrium position.

Solution

Fig. 20-5: The Hooke’s Law.

From the Hooke’s Law, , and the work needed to stretch from
to , is

Example 20-3 (Gravitational attraction)

According to Newton’s Law of universal gravitation, the force between two


point masses and spaced a distance apart is , where is
the “Gravitational Constant” ( ). Assuming
[182]

that the point is fixed at the origin, how much work is needed to move the
other point from to ,( are given constant numbers). What
happens if ?

Solution

When the work is negative since moves towards , opposite to


the direction of pull. If the work is positive since in this case we do work
against the gravitational force.

The work needed to move from to is . The work


needed per unit mass, i.e. is known as the gravitational potential of
the gravitational field produced by the mass . So in general the
gravitational potential of a mass at a distance , is

Example 20-4

Compute the work needed to lift an object of mass from the surface of
the earth to a height .

Solution

From Physics courses we know that if is the gravitational acceleration on


the surface of the earth, (considered as a sphere of radius ), then the
acceleration of gravity at a height above the surface of the earth is

The work needed to overcome gravity in lifting a mass from


(surface of earth) to a height is
[183]

Example 20-5

Compute the work needed to pump all the water from a full hemispherical
bowl of radius to a height above the top of the bowl.

Solution

Fig. 20-6: Computation of work.

Let ) be the density of the water and be the


gravitational acceleration. If we mentally divide the volume of the
hemispherical bowl into thin layers of height each, then the work needed to
lift the water within the differential volume to
height is

The total work to lift all the water in height above the top of the bowl is
computed if we add all the differential works, as expressed in equation (*), i.e.
[184]

For the detailed calculations see Problem 20-8.

Example 20-6 (The Work Kinetic Energy Theorem)

In this example we will prove an interesting Theorem of Mechanics, known


as the Work Kinetic Energy Theorem.

The work done on a particle by a net force (i.e. the resultant of all forces
acting on the particle) equals the change in Kinetic Energy of the particle.

Solution

Even though this Theorem is valid in the most general case, here we will
assume that the direction of the force remains constant (see Fig. 20-7) but
its magnitude may vary in an arbitrary manner. We remind that the Kinetic
Energy of a particle with mass moving at a speed , is .

Fig. 20-7: The Work Kinetic energy Theorem.

The work done on the particle by the force when the particle moves from
point to point is
[185]

Example 20-7

The velocity of a particle moving on the x-axis is .


Find the net displacement and the distance travelled between the time
instants and .

Solution

Let be the net displacement and be the total distance traveled between
the two time instants and .

Example 20-8

The velocity of a particle moving on the x-axis is .


Find the net displacement and the total distance travelled between
and .

Solution

Since (why ?) the net displacement coincides


with the total distance travelled, i.e.

Example 20-9

Find the moment of inertia of a circular loop of mass and radius with
respect to the x-axis.

Solution

Let us assume that the mass is uniformly distributed over the


circumference of the loop and let be the constant mass density.
[186]

Fig. 20-8: Computation of the moment of inertia.

The moment of inertia of the differential length with respect to the x-axis
is

since the total mass is .

Similarly we may show that .

Example 20-10

Find the moment of inertia of a rod of length and mass with respect to
the y-axis.

Solution

Let us assume that the mass of the rod is uniformly distributed over the
length of the rod, and let be the constant mass density. The moment of
inertia of the differential length , having mass is
and the total mass of inertia is (see Fig. 20-9),
[187]

since the total mass of the rod is .

Fig. 20-9: Computation of the moment of inertia.

Example 20-11

Find the moment of inertia with respect to the y-axis of the figure bounded
by the lines and .

Solution

Fig. 20-10: Computation of the moment of inertia.

Let us for simplicity assume that the “surface mass density” .


If we consider the infinitesimal mass of the shaded strip shown in the
Figure, then the moment of inertia with respect to the y-axis is
[188]

Example 20-12 (Fluid pressure on the walls of a tank)

Let a fluid with specific weight fill a tank of the form of a cube
with side . We will determine the force of pressure of the fluid acting upon
one side of the tank.

Solution

Fig. 20-11: Pressure force on the wall of a tank.

Let us consider one side of the tank, as shown in Fig. 20-11.The pressure of
the fluid at depth from the surface is , (according to the
fundamental equation 20-7), where the specific weight . The force of
pressure on the differential strip is

and the total force is obtained by integrating (*) from up to , i.e.

since the volume of the cube is .

Example 20-13

A circle of radius is the end of a tank filled with a fluid of specific weight
. Determine the total pressure force on the circle.
[189]

Solution

Fig. 20-12: Computation of the pressure force.

The force of the pressure on the differential strip is

If we make the substitution , equation (*) yields,

In Problem 20-20 we show that the integral appearing in (**) equals , and
finally the total pressure force is .

Example 20-14

One end of a tank is the parabola . The tank is filled


with a fluid of specific weight . Find the total pressure force on the
parabolic end of the tank.

Solution

The parabolic end of the tank is shown in Fig. 20-13.


[190]

Fig. 20-13: Computation of the pressure force.

The points and are obtained from the equation , which


implies that , and . The pressure at depth
from the free surface is and the force of pressure on the
differential strip is

The total force is obtained by integrating equation (*), i.e.

To evaluate the definite integral, we make the substitution , and


equation (**) implies,

Example 20-15 (RMS values of periodic signals)

In Engineering “signal” is any function of time, which represents a physical


quantity. If is a periodic signal with period , then the Effective or RMS

value of the signal is defined to be . Show that the

RMS value of a periodic current is .


[191]

Solution

According to the definition,

The second term inside the braces is zero, since the angular frequency
and finally , and from equation (*)

Example 20-16

A periodic current flows through a resistance . Find the total


energy dissipated on over one time period.

Solution

The power dissipated on is and the total energy


(according to equation (2-10) dissipated over one time period is

or taking into consideration the definition of the value, (Example 20-15)

Equation (**) reveals the physical meaning of the RMS value, i.e. the R.M.S
value of will be the amount of a DC current which delivers the
same amount of energy to the same resistor , over one time period .
[192]

Example 20-17

If and , determine the


average power delivered in the circuit over one period , ( ).

Solution

Fig. 20-14: Electric power and energy.

The power delivered in the circuit is

and making use of the trigonometric identity

equation (*) is written equivalently as

The average power over one period is

(it is easily shown that the integral of the second term within the braces in
equation (**) is zero). If we call and
, equation (***) takes the following form,
[193]

Equation (****) is of fundamental importance in the analysis of Alternating


Currents circuits. The term is known as the power
factor of the circuit. If , then and the average power
delivered over one period is .

Example 20-18

In the circuit of Fig. 20-14 the voltage is


while the current is . Find the average power and
the total energy absorbed within time period.

Solution

The average power absorbed is

The energy absorbed in is

Example 20-19

A current flows through a resistor from time


on, (i.e. ). Find the total energy dissipated on .

Solution

The instantaneous power dissipated on is .


The total energy dissipated on , within the infinite time interval is

Example 20-20

Find the average and the RMS value of ,( ).


[194]

Solution

The average value of is .

The RMS value of is (see equation (*) in Example 2-15)

Evaluating the integral using known Trigonometric identities we easily


obtain .

PROBLEMS

20-1) A variable force is pulling an object on the x-axis


from to . Compute the work done by the force.

(Answer: ).

20-2) There is air of volume and pressure under a piston of a cylinder.


Show that the work done by an isothermal compression of the air to a volume
is . Apply for
.

Hint: Under isothermal compression conditions .

20-3) The force required to stretch a wire of initial length and cross
sectional area by , is given by the formula , where is the
Young’s constant of the material of the wire. Slow that the work required to
stretch the wire from its initial length to a new length is given by the
formula .

20-4) The force in required to stretch a certain spring by from its


equilibrium position is . How much work is required to stretch the
spring ?

20-5) How long would it take the water in a full cylindrical tank of base
and height to flow through an orifice of area
at the bottom of the tank?
[195]

Hint: The velocity of discharge of the water at level , is .

(Answer: )

20-6) If the velocity of a particle moving along the x-axis is


, determine the net displacement and the total distance
travelled between the time instants and .

Hint: See Example 20-7.It will help to make a rough sketch of .

20-7) A particle which at time is at the origin moves to the right along
the x-axis with speed . Find its position at .

(Answer: )

20-8) In Example 20-5 perform analytic calculations to evaluate the integral


involved.

20-9) The triangle shown in Fig. 20-15 is one end of a tank filled with a fluid
of special weight . Find the total pressure force on the triangle.

Fig. 20-15: Computation of pressure force.

(Answer: )

20-10) A tank full with a fluid of special weight has the shape of
an inverted right circular cone with base radius and height . Compute the
work required to pump all the fluid at a height above the base of the cone.
[196]

Hint: See Example 20-5.

20-11) A projectile of mass is launched vertically upwards with an initial


speed . Determine the minimum speed required so that the projectile will
not return back to the surface of the Earth, i.e. the projectile will escape from
the gravitational attraction of the Earth. This speed is therefore known as the
escape velocity. Assume mass of Earth radius of Earth
and gravitational constant ,
(see Example 20-3).

Fig. 20-16: Computation of the escape velocity.

(Answer: ).

Hint: Application of the Work Kinetic Energy Theorem (Example 20-6)


implies . The quantity
approaches as , etc.

20-12) Show that the moment of inertia of the quadrant


about the x-axis is .
[197]

20-13) Show that the Kinetic Energy of a body rotating about a given axis
with angular frequency is given by the formula , where
is the moment of inertia of the body with respect to the axis.

Hint: . For a
continuous mass distribution, summations are replaced by integrations.

20-14) Find the kinetic energy of the rod of length and mass ,
assuming that the rod rotates about the y-axis with angular frequency
.

Hint: See Example 20-10, Fig. 20-9.

20-15) What is the average power absorbed by a resistor that has a


current flowing through?

(Answer: ).

20-16) The instantaneous power absorbed by a circuit element is


. Find the maximum, minimum and average
power absorbed.

20-17) If a voltage applies at to a resistor , find


the energy dissipated on the resistor from up to the time instant
.

(Answer: ).

20-18) If a voltage applies to a resistor , find


the energy dissipated on .

Hint: .

20-19) In the circuit of Fig. 20-14 and the power


factor is . Determine the average power absorbed.

(Answer: ).

20-20) In Example 20-13, show that .

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