TREBLA

UNIVERSITY OF MINES AND TECHNOLOGY

TARKWA

FACULTY OF ENGINEERING

DEPARTMENT OF MATHEMATICAL SCIENCES

LECTURE NOTE ON

CALCULUS (GM/GL/MN/MR/PE/ES 150)

COMPILED BY

KOFI AGYARKO

JANUARY 2020

TREBLA
COURSE OBJECTIVES

This course aims to provide students with the fundamental concepts of calculus and a range of skills
that will allow them to work effectively with the concepts to solve engineering problems.

COURSE GOALS

After completing this course, students should be able to:

1. Find the derivatives of functions from first principle and also using the rules of differentiation
2. Apply differentiation to solve maxima and minima problems
3. Apply differentiation to solve rates of change problems
4. Find the derivatives of logarithmic functions
5. Evaluate integrals using the fundamental theorem of calculus
6. Evaluate integrals using advance techniques of integration such as substitutions, partial fractions
and integration by parts
7. Find the partial derivatives of functions of several variables
8. Solve basic problems in ordinary differential equations
9. Obtain the Laplace transform of simple standard expressions
10. Use the first shift theorem to find the Laplace transform of simple expressions multiplied by an
exponent
11. Identify and solve problems involving Gamma and Beta functions

MODE OF ASSESSMENT

Assessment of students

The students’ assessment will be in two forms:

1. Continuous Assessment [40%] and

2. End of semester examination [60%]

The continuous assessment will comprise of the following

1. Attendance: Random attendance will be taken and it will constitute 10% of the total
continuous assessment
2. Assignments: There will be group assignments and individual assignments. All assignments
will constitute 10% of the total continuous assessment.
3. Quizzes/Class test: There will be quizzes (announced and unannounced) which will
constitute 20% of the total continuous assessment.

Note: The course instructor will determine the number of assignments, quizzes /class tests.

Assessment of Lecturer

At the end of the course each student will be required to evaluate the course and the lecturer’s
performance by answering a questionnaire specifically prepared to obtain the views and opinions of
the students about the course and the lecturer. Please be sincere and frank.

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Contents
CHAPTER ONE ......................................................................................................................................... 5
DIFFERENTIATION ................................................................................................................................... 5
1.1 Introduction ............................................................................................................................. 5
1.2 Application of the first principle ............................................................................................. 6
1.3 The rules of differentiation ..................................................................................................... 8
1.4 Implicit differentiation .......................................................................................................... 13
1.5 Differentiation of logarithmic functions ............................................................................... 14
1.6 Parametric differentiation ..................................................................................................... 15
1.7 Differentiation of trigonometric functions ............................................................................ 17
1.8 Differentiation of inverse trigonometric functions ............................................................... 17
1.9 Leibnitz’s formula for nth (repeated) differentiation of a product ......................................... 18
1.10 Applications of differentiation .............................................................................................. 20
CHAPTER TWO .................................................................................................................................. 27
INTEGRATION ................................................................................................................................... 27
2.1 The process of integration ..................................................................................................... 27
2.2 Integration of products .......................................................................................................... 33
2.3 Integration of trigonometrical functions: .............................................................................. 42
3.5 Product of sines and cosines: ................................................................................................ 44
CHAPTER THREE .............................................................................................................................. 51
PARTIAL DIFFERENTIATION ......................................................................................................... 51
3.1 Functions of several variables ............................................................................................... 51
3.2 Partial Derivative................................................................................................................... 51
3.3 Higher Order Partial Derivative ............................................................................................ 53
CHAPTER FOUR ................................................................................................................................. 55
ORDINARY DIFFERENTIAL EQUATIONS .................................................................................... 55
4.1 Introduction ........................................................................................................................... 55
4.2 First Order Differential Equations ........................................................................................ 57
4.3 Linear differential equations (method of integrating factors) .............................................. 58
4.3 Separable differential equations ............................................................................................ 61
4.4 Exact Differential Equation .................................................................................................. 63
CHAPTER FIVE .................................................................................................................................. 67
LAPLACE TRANSFORMS ................................................................................................................. 67
5.1 Introduction ........................................................................................................................... 67

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 5.2 Properties of Laplace Transform........................................................................................... 68
CHAPTER SIX ..................................................................................................................................... 71
GAMMA AND BETA FUNCTIONS .................................................................................................. 71
6.1 The Gamma Function ........................................................................................................... 71
6.2 The Beta Function ................................................................................................................. 72
Reference .............................................................................................................................................. 74

TREBLA

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 CHAPTER ONE
DIFFERENTIATION
1.1 Introduction
Differentiation is the process of determining the derivative of a function. The concept of
derivative is very important in Calculus and modern Mathematics. The definition can be
approached in two different ways. One is geometrical (as a slope of a tangent to a curve) and
the other one is physical (as a rate of change).

The Physical Concept of the Derivative

The main idea is the concept of velocity and speed. Suppose you are travelling from point A
to B, then the average velocity is given by

𝑑𝑖𝑠𝑡𝑎𝑛𝑐𝑒 𝑓𝑟𝑜𝑚 𝐴 𝑡𝑜 𝐵
𝐴𝑣𝑒𝑟𝑎𝑔𝑒 𝑉𝑒𝑙𝑜𝑐𝑖𝑡𝑦 =
𝑡𝑖𝑚𝑒 𝑡𝑜 𝑔𝑒𝑡 𝑓𝑟𝑜𝑚 𝐴 𝑡𝑜 𝐵

If A and B are very close, then the time it takes to travel from A to B will also be very small.
If at time 𝑡 = 𝑎 we are at A and if the time elapsed to get to B is ∆𝑡, then we will be at B at
time 𝑡 = 𝑎 + ∆𝑡. If the distance from A to B is ∆𝑠, then the instantaneous velocity (velocity)
is given by

∆𝑠
𝐼𝑛𝑠𝑡𝑎𝑛𝑡𝑎𝑛𝑒𝑜𝑢𝑠 𝑉𝑒𝑙𝑜𝑐𝑖𝑡𝑦 = lim (1.0)
∆𝑡→0 ∆𝑡

Equation (1.0) is also called the derivative of the displacement function. In other words,
velocity is the rate of change of displacement with respect to time. This concept of velocity
may be extended to find the rate of change of any variable with respect to any other variable

The Geometrical Concept of Derivatives

Definition: The derivative of a function 𝑓(𝑥) can be said to be the slope of the line tangent to
the graph of 𝑓(𝑥) as shown in figure 1.1.

Figure 1.1: A function with secant and tangent lines

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Assuming 𝑃 is fixed then the tangent line in figure 1.1 is the limit of the secant line as the
distance between 𝑄 and 𝑃 goes to zero. That is

∆𝑓 𝑓(𝑥0 +∆𝑥)−𝑓(𝑥0 )
lim = lim = 𝑓 ′ (𝑥0 )…………………………(1.1)
∆𝑥→0 ∆𝑥 ∆𝑥→0 ∆𝑥

Provided the limit exist. The use of this process in determining the derivative of 𝑓(𝑥) is
called the first principle.

1.2 Application of the first principle

The derivative of a function 𝑓(𝑥) = 𝑥 𝑛 where 𝑛 ∈ ℝ can be obtained from the first principle
as follows:

∆𝑓 (𝑥 + ∆𝑥)𝑛 − 𝑥 𝑛
=[ ]
∆𝑥 ∆𝑥

𝒏(𝒏−𝟏) 𝒏−𝟐 𝒏(𝒏−𝟏)(𝒏−𝟐)𝒙𝒏−𝟑(∆𝒙)𝟑 𝒏(𝒏−𝟏)(𝒏−𝟐)…𝟏

∆𝒇 (𝒙𝒏 +𝒏𝒙𝒏−𝟏 ∆𝒙+ 𝒙 (∆𝒙)𝟐 + +⋯+ (∆𝒙)𝒏 )−𝒙𝒏
𝟐! 𝟑! 𝒏!
=[ ]
∆𝒙 ∆𝒙

𝒏(𝒏−𝟏) 𝒏−𝟐 𝒏(𝒏−𝟏)(𝒏−𝟐)𝒙𝒏−𝟑 (∆𝒙)𝟑 𝒏(𝒏−𝟏)(𝒏−𝟐)…𝟏

∆𝒇 𝒏𝒙𝒏−𝟏 ∆𝒙+ 𝒙 (∆𝒙)𝟐 + +⋯+ (∆𝒙)𝒏
𝟐! 𝟑! 𝒏!
=[ ]
∆𝒙 ∆𝒙

∆𝒇 𝒏(𝒏−𝟏) 𝒏(𝒏−𝟏)(𝒏−𝟐)𝒙𝒏−𝟑 (∆𝒙)𝟐

= 𝒏𝒙𝒏−𝟏 + 𝒙𝒏−𝟐 ∆𝒙 + +⋯+
∆𝒙 𝟐! 𝟑!
𝒏(𝒏−𝟏)(𝒏−𝟐)…𝟏
(∆𝒙)𝒏−𝟏
𝒏!

Taking the limits, we obtain

∆𝒇 𝒏(𝒏−𝟏) 𝒏(𝒏−𝟏)(𝒏−𝟐)𝒙𝒏−𝟑 (∆𝒙)𝟐 𝒏(𝒏−𝟏)(𝒏−𝟐)…𝟏

lim = lim 𝒏𝒙𝒏−𝟏 + 𝒙𝒏−𝟐 ∆𝒙 + +⋯ + (∆𝒙)𝒏−𝟏
∆𝑥→0 ∆𝒙 ∆x→0 𝟐! 𝟑! 𝒏!

∆𝒇 𝑑𝑓
lim = 𝑑𝑥 = 𝑓 ′ (𝑥) = 𝑛𝑥 𝑛−1
∆𝑥→0 ∆𝒙

In general it could be deduced that for a function 𝑓(𝑥) = 𝑥 𝑛

𝑑
(𝑥 𝑛 ) = 𝑛𝑥 𝑛−1
𝑑𝑥

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For a negative index, that is if 𝑛 = −𝑚, then the derivative of the function 𝑓(𝑥) = 𝑥 −𝑚 can
be deduced as

𝑑 𝑑 −𝑚 −𝑚
[𝑓(𝑥)] = (𝑥 ) = −𝑚𝑥 −𝑚−1 = 𝑚+1
𝑑𝑥 𝑑𝑥 𝑥

Example:

Differentiate from first principle to obtain the gradient of the tangent to the curve

𝑓(𝑥) = 2𝑥 2 − 5𝑥 + 3 at the point where 𝑥 = 2.

Solution;

𝑓(𝑥) = 2𝑥 2 − 5𝑥 + 3

By definition

𝑑𝑓(𝑥) 𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)

= lim [ ]
𝑑𝑥 ∆𝑥→0 ∆𝑥

𝑓(𝑥 + ∆𝑥) = 2(𝑥 + ∆𝑥)2 − 5(𝑥 + ∆𝑥) + 3

𝑑𝑓(𝑥) (2(𝑥 + ∆𝑥)2 − 5(𝑥 + ∆𝑥) + 3) − (2𝑥 2 − 5𝑥 + 3)

= lim [ ]
𝑑𝑥 ∆𝑥→0 ∆𝑥

𝑑𝑓(𝑥) 2(∆𝑥)2 + 4𝑥∆𝑥 − 5∆𝑥

= lim [ ]
𝑑𝑥 ∆𝑥→0 ∆𝑥

= lim [2∆𝑥 + 4𝑥 − 5] = 4𝑥 − 5
∆𝑥→0

The gradient of 𝑥 = 2.

𝑑𝑓(2)
= 4(2) − 5 = 3
𝑑𝑥

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1.3 The rules of differentiation
The Power Rule

If 𝑓(𝑥) = 𝑥 𝑛 , for any real number 𝑛 ≠ 0 then

𝑑
𝑓(𝑥) = 𝑛𝑥 𝑛−1
𝑑𝑥

For example, if 𝑓(𝑥) = 2𝑥 5 then

𝑑
𝑓(𝑥) = 5(2)𝑥 5−1 = 10𝑥 4
𝑑𝑥

Derivative of Polynomials

For any polynomial function:

𝑓(𝑥) = 𝑎𝑥 𝑛 + 𝑏𝑥 𝑛−1 + 𝑐𝑥 𝑛−2 + ⋯ + 𝐾 , where 𝑎, 𝑏, 𝑐 𝑎𝑛𝑑 𝐾 are constants, then the

derivative

𝑑 𝑑 𝑑 𝑑 𝑑
𝑓(𝑥) = 𝑓 ′ (𝑥) = (𝑎𝑥 𝑛 ) + (𝑏𝑥 𝑛−1 ) + (𝑐𝑥 𝑛−2 ) + ⋯ + (𝐾)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

= 𝑛𝑎𝑥 𝑛−1 + 𝑏(𝑛 − 1)𝑥 𝑛−2 + 𝑐(𝑛 − 2)𝑥 𝑛−3 + ⋯ + 0

For example the derivative of the function 𝑓(𝑥) = 3𝑥 3 − 4𝑥 2 + 5𝑥 is

𝑑 𝑑
𝑓(𝑥) = [3𝑥 3 − 4𝑥 2 + 5𝑥 ]
𝑑𝑥 𝑑𝑥

𝑑 𝑑 𝑑
= (3𝑥 3 ) − (4𝑥 2 ) + (5𝑥) = 9𝑥 2 − 8𝑥 + 5
𝑑𝑥 𝑑𝑥 𝑑𝑥

The Product Rule

The derivative of the product of two differentiable functions 𝑓 and 𝑔 is itself differentiable.
Thus if 𝑦 = 𝑓𝑔, where 𝑓 and 𝑔 are functions of 𝑥 then the derivative of 𝑦 is given by

𝑑𝑦 𝑑 𝑑 𝑑
= [𝑓(𝑥)𝑔(𝑥)] = 𝑓(𝑥) 𝑔(𝑥) + 𝑔(𝑥) 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

Proof: Let 𝑦(𝑥) = 𝑓(𝑥)𝑔(𝑥) then 𝑦(𝑥 + ∆𝑥) = 𝑓(𝑥 + ∆𝑥)𝑔(𝑥 + ∆𝑥)

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By definition

𝑑𝑦 𝑦(𝑥 + ∆𝑥) − 𝑦(𝑥)

= lim [ ]
𝑑𝑥 ∆𝑥→0 ∆𝑥

𝑓(𝑥 + ∆𝑥)𝑔(𝑥 + ∆𝑥) − 𝑓(𝑥)𝑔(𝑥)

= lim [ ]
∆𝑥→0 ∆𝑥

𝑓(𝑥 + ∆𝑥)𝑔(𝑥 + ∆𝑥) − 𝑓(𝑥 + ∆𝑥)𝑔(𝑥) + 𝑓(𝑥 + ∆𝑥)𝑔(𝑥) − 𝑓(𝑥)𝑔(𝑥)

= lim [ ]
∆𝑥→0 ∆𝑥

𝑓(𝑥 + ∆𝑥)𝑔(𝑥 + ∆𝑥) − 𝑓(𝑥 + ∆𝑥)𝑔(𝑥) 𝑓(𝑥 + ∆𝑥)𝑔(𝑥) − 𝑓(𝑥)𝑔(𝑥)

= lim [ ] + lim [ ]
∆𝑥→0 ∆𝑥 ∆𝑥→0 ∆𝑥

𝑔(𝑥 + ∆𝑥) − 𝑔(𝑥) 𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)

= lim [𝑓(𝑥 + ∆𝑥) [ ]] + lim [𝑔(𝑥) [ ]]
∆𝑥→0 ∆𝑥 ∆𝑥→0 ∆𝑥

𝑔(𝑥 + ∆𝑥) − 𝑔(𝑥) 𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)

= lim 𝑓(𝑥 + ∆𝑥) lim [ ] + lim 𝑔(𝑥) lim [ ] … . . (1.2)
∆𝑥→0 ∆𝑥→0 ∆𝑥 ∆𝑥→0 ∆𝑥→0 ∆𝑥

The individual limits in here are

𝑔(𝑥 + ∆𝑥) − 𝑔(𝑥) 𝑑

lim [ ]= 𝑔(𝑥)
∆𝑥→0 ∆𝑥 𝑑𝑥

𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥) 𝑑

lim [ ]= 𝑓(𝑥)
∆𝑥→0 ∆𝑥 𝑑𝑥

lim 𝑓(𝑥 + ∆𝑥) = 𝑓(𝑥)

∆𝑥→0

lim 𝑔(𝑥) = 𝑔(𝑥)

∆𝑥→0

Substituting all these in equation (1.2) gives us

𝑑𝑦 𝑑 𝑑 𝑑
= 𝑑𝑥 [𝑓(𝑥)𝑔(𝑥)] = 𝑓(𝑥) 𝑑𝑥 𝑔(𝑥) + 𝑔(𝑥) 𝑑𝑥 𝑓(𝑥) ……………………(1.3)
𝑑𝑥

The product rule may be extended to the product of three or more functions.
Considering the function 𝑓(𝑥) = 𝑢(𝑥)𝑣(𝑥)𝑤(𝑥). Then by equation (1.3) we obtain:
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𝑑 𝑑 𝑑
𝑓(𝑥) = 𝑢(𝑥) [𝑣(𝑥)𝑤(𝑥)] + [𝑣(𝑥)𝑤(𝑥)] 𝑢(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

Using equation (3) to expand the first term of the right hand side, we get:

𝑑 𝑑 𝑑 𝑑
𝑓(𝑥) = 𝑢(𝑥) [𝑣(𝑥) 𝑤(𝑥) + 𝑤(𝑥) 𝑣(𝑥)] + [𝑣(𝑥)𝑤(𝑥)] 𝑢(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑 𝑑 𝑑
= 𝑢(𝑥)𝑣(𝑥) 𝑤(𝑥) + 𝑢(𝑥)𝑤(𝑥) 𝑣(𝑥) + [𝑣(𝑥)𝑤(𝑥)] 𝑢(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

This method can be extended to products containing any number of factors 𝒏 and that
the expression for the derivative will consist of 𝒏 terms.

Example: Find from first principles the derivative with respect to 𝑥 of the function
𝑓(𝑥) = (𝑥 2 + 1)(2𝑥 − 1)

Solution: If 𝑓(𝑥) = (𝑥 2 + 1)(2𝑥 − 1),then 𝑓(𝑥 + ∆𝑥) = [(𝑥 + ∆𝑥)2 + 1][2(𝑥 + ∆𝑥) − 1]

By definition

𝑑 𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)

𝑓(𝑥) = lim [ ]
𝑑𝑥 ∆𝑥→0 ∆𝑥

[(𝑥 + ∆𝑥)2 + 1][2(𝑥 + ∆𝑥) − 1] − (𝑥 2 + 1)(2𝑥 − 1)

= lim [ ]
∆𝑥→0 ∆𝑥

{[𝑥 2 + 2𝑥∆𝑥 + (∆𝑥)2 + 1][2𝑥 + 2∆𝑥 − 1]} − {(2𝑥 3 − 𝑥 2 + 2𝑥 − 1)}

= lim [ ] … … … … . (1.4)
∆𝑥→0 ∆𝑥

Simplifying equation (4) and taking limit as ∆𝑥 → 0 we obtain:

𝑑
𝑓(𝑥) = 6𝑥 2 − 2𝑥 + 2
𝑑𝑥

The Quotients Rule

Let 𝑓 and 𝑔 be differentiable at 𝑥 with 𝑔(𝑥) ≠ 0. Then 𝑓⁄𝑔 is differentiable at 𝑥 and

𝑑 𝑑
𝑑 𝑓(𝑥) 𝑔(𝑥) 𝑓(𝑥) − 𝑓(𝑥) 𝑔(𝑥)
[ ]= 𝑑𝑥 𝑑𝑥
𝑑𝑥 𝑔(𝑥) [𝑔(𝑥)]2

10
 𝑓(𝑥) 𝑓(𝑥+∆𝑥)
Proof: Let ℎ(𝑥) = 𝑔(𝑥) then ℎ(𝑥 + ∆𝑥) = 𝑔(𝑥+∆𝑥)

By definition

𝑑 ℎ(𝑥 + ∆𝑥) − ℎ(𝑥)

ℎ(𝑥) = lim [ ]
𝑑𝑥 ∆𝑥→0 ∆𝑥

𝑓(𝑥 + ∆𝑥) 𝑓(𝑥)

−
𝑔(𝑥 + ∆𝑥) 𝑔(𝑥)
= lim [ ]
∆𝑥→0 ∆𝑥

𝑔(𝑥)𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)𝑔(𝑥 + ∆𝑥)

𝑔(𝑥 + ∆𝑥)𝑔(𝑥)
= lim [ ]
∆𝑥→0 ∆𝑥

𝑔(𝑥)𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)𝑔(𝑥 + ∆𝑥)

= lim
∆𝑥→0 𝑔(𝑥 + ∆𝑥)𝑔(𝑥)

𝑔(𝑥)𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)𝑔(𝑥) + 𝑓(𝑥)𝑔(𝑥) − 𝑓(𝑥)𝑔(𝑥 + ∆𝑥)

= lim
∆𝑥→0 𝑔(𝑥 + ∆𝑥)𝑔(𝑥)∆𝑥

𝑔(𝑥)𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)𝑔(𝑥) 𝑓(𝑥)𝑔(𝑥) − 𝑓(𝑥)𝑔(𝑥 + ∆𝑥)

= lim + lim
∆𝑥→0 𝑔(𝑥 + ∆𝑥)𝑔(𝑥)∆𝑥 ∆𝑥→0 𝑔(𝑥 + ∆𝑥)𝑔(𝑥)∆𝑥

𝑔(𝑥) 𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)

= lim [ ] lim [ ]
∆𝑥→0 𝑔(𝑥 + ∆𝑥)𝑔(𝑥) ∆𝑥→0 ∆𝑥
𝑓(𝑥) 𝑔(𝑥 + ∆𝑥) − 𝑔(𝑥)
− lim lim [ ]
∆𝑥→0 𝑔(𝑥 + ∆𝑥)𝑔(𝑥) ∆𝑥→0 ∆𝑥

𝑑 𝑑
𝑔(𝑥) ( 𝑓(𝑥)) 𝑓(𝑥) ( 𝑔(𝑥))
= 𝑑𝑥 − 𝑑𝑥
[𝑔(𝑥)]2 [𝑔(𝑥)]2

Hence

𝑑 𝑑
𝑑 𝑔(𝑥) ( 𝑓(𝑥)) − 𝑓(𝑥) ( 𝑔(𝑥))
ℎ(𝑥) = 𝑑𝑥 𝑑𝑥
𝑑𝑥 [𝑔(𝑥)]2

11
In the special case where 𝑓(𝑥) = 1 we have

𝑑
𝑑 𝑑 1 𝑔(𝑥)
ℎ(𝑥) = [ ] = − 𝑑𝑥
𝑑𝑥 𝑑𝑥 𝑔(𝑥) [𝑔(𝑥)]2

Example:

Find from first principle the derivative with respect to 𝑥 of the function

5𝑥 2 −𝑥+7
ℎ(𝑥) = 𝑥 2 +𝑥+1

Solution:

𝑓(𝑥) 𝑓(𝑥+∆𝑥)
If ℎ(𝑥) = 𝑔(𝑥), then ℎ(𝑥 + ∆𝑥) = 𝑔(𝑥+∆𝑥)

By definition

𝑑 ℎ(𝑥 + ∆𝑥) − ℎ(𝑥)

ℎ(𝑥) = lim [ ]
𝑑𝑥 ∆𝑥→0 ∆𝑥

𝑓(𝑥 + ∆𝑥) 𝑓(𝑥)

−
𝑔(𝑥 + ∆𝑥) 𝑔(𝑥)
= lim [ ]
∆𝑥→0 ∆𝑥

5(𝑥 + ∆𝑥)2 − (𝑥 + ∆𝑥) + 7 5𝑥 2 − 𝑥 + 7

− 2
(𝑥 + ∆𝑥)2 + 𝑥 + 1 𝑥 +𝑥+1
= lim [ ]
∆𝑥→0 ∆𝑥

Simplifying and taking the limit as ∆𝑥 → 0 we obtain

𝑑 6𝑥 2 − 4𝑥 − 8
ℎ(𝑥) = 2
𝑑𝑥 (𝑥 + 𝑥 + 1)2

12
Chain Rule

Suppose 𝑓(𝑥) and g(𝑥) are both differentiable. If 𝑦 = 𝑓(𝑢) and 𝑢 = 𝑔(𝑥) then the derivative
of 𝑦 with respect to 𝑥 is given by

𝑑𝑦 𝑑𝑦 𝑑𝑢
= ∙
𝑑𝑥 𝑑𝑢 𝑑𝑥

Example: TRY!

Given that 𝑦 = 3𝑢2 + 1 and 𝑢 = 4𝑥 2 + 1. Find the following:

𝑑𝑦 𝑑𝑢 𝑑𝑦
(𝑖) (𝑖𝑖) (𝑖𝑖𝑖)
𝑑𝑢 𝑑𝑥 𝑑𝑥

1.4 Implicit differentiation

A function defined by an equation of the form 𝐹(𝑥, 𝑦) = 0, where one of the variables x or y
is not explicitly solved for in terms of the other variable, then one says that y is defined as an
implicit function of x. For example, the equation of the circle given by
𝐹(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 − 𝑐 2 = 0, 𝑐 is a constant
is an example of an implicit function, where a dependent variable has not been defined
explicitly in terms of an independent variable. In general, when given an
implicit function F(x, y) = 0, there are times where it is possible to solve for one variable in
terms of another and thereby convert the implicit form into an explicit form for representing
the function. Note also that there are times where the implicit functions F(x, y) = 0 cannot be
converted into an explicit form. Given an implicit function F(x, y) = 0, where it is not
possible to solve for y in terms of x, it is still possible to calculate the derivative term by
treating the function F(x, y) = 0 as a function F(x, y(x)) = 0, where it is to be
understood, that theoretically the implicit function defines y as a function of x. One can
then differentiate every part of the implicit function with respect to x and then solve the
𝑑𝑦
resulting equation for the derivative term 𝑑𝑥

Example: Obtain the derivative of the function 𝑦 2 − 𝑥 2 + 𝑥𝑦 = 3

Solution:

𝑑 𝑑
(𝑦 2 − 𝑥 2 + 𝑥𝑦) = (3)
𝑑𝑥 𝑑𝑥

13
 𝑑𝑦 𝑑𝑦
2𝑦 − 2𝑥 + 𝑦 + 𝑥 =0
𝑑𝑥 𝑑𝑥

𝑑𝑦 𝑑𝑦
2𝑦 +𝑥 = 2𝑥 + 𝑦
𝑑𝑥 𝑑𝑥

𝑑𝑦
(2𝑦 + 𝑥) = 2𝑥 + 𝑦
𝑑𝑥

𝑑𝑦 2𝑥 + 𝑦
=
𝑑𝑥 2𝑦 + 𝑥

1.5 Differentiation of logarithmic functions

The natural logarithm function is denoted by ln or loge. The expression ln x is called the
natural logarithm of x. Consider an exponential function 𝑦 = 𝑎 𝑥 .

ln 𝑦 = 𝑥 ln 𝑎

𝑑 𝑑
(ln 𝑦) = (𝑥 ln 𝑎)
𝑑𝑥 𝑑𝑥

1 𝑑𝑦
∙ = ln 𝑎
𝑦 𝑑𝑥

𝑑𝑦
= 𝑦 ln 𝑎
𝑑𝑥

𝑑𝑦
= 𝑎 𝑥 ln 𝑎
𝑑𝑥

𝑑𝑦 𝑓 ′ (𝑥)
In general if 𝑦 = ln 𝑓(𝑥) then 𝑑𝑥 = 𝑓(𝑥)

The derivative of 𝒆𝒙

The derivative of 𝒆𝒙 with respect to x is:

𝑑 𝑥
𝑒 = 𝑒𝑥
𝑑𝑥

Since 𝑦 = 𝑒 𝑥 is the inverse of 𝑦 = ln 𝑥, the derivative can be obtained as follows:

𝑦 = 𝑒𝑥

14
ln 𝑦 = ln 𝑒 𝑥 = 𝑥

Therefore on taking the derivative of both sides with respect to x and applying the chain rule
to ln y:

1 𝑑𝑦
∙ = ln 𝑒
𝑦 𝑑𝑥

1 𝑑𝑦
∙ =1
𝑦 𝑑𝑥

𝑑𝑦
=𝑦
𝑑𝑥

That is

𝑑𝑒 𝑥
= 𝑒𝑥
𝑑𝑥

1.6 Parametric differentiation

Introduction to parametric equations

Some relationships between two quantities or variables are so complicated that we sometimes
introduce a third quantity or variable in order to make things easier to handle. In mathematics
this third quantity is called a parameter. Instead of one equation relating say, x and y, we
have two equations, one relating x with the parameter, and one relating y with the
parameter. For example, 𝑦 = 𝑟 sin 𝜃 , 𝑥 = 𝑟 cos 𝜃. Then any value given to 𝜃 will produce a
pair of values for x and y, which may be plotted to provide a curve of 𝑦 = 𝑓(𝑥). In this case
𝜽 is the parameter and the two expressions for y and x are called parametric equations. The
two expressions 𝑦 = 𝑟 sin 𝜃 and 𝑥 = 𝑟 cos 𝜃 are the parametric equations for a circle.

When x and y are given in terms of a parameter say t then by the chain rule of differentiation
𝑑𝑦 𝑑𝑦 𝑑𝑡
= ∙
𝑑𝑥 𝑑𝑡 𝑑𝑥
For the second differential,
𝑑2 𝑦 𝑑 𝑑𝑦 𝑑 𝑑𝑦 𝑑𝑡
= ( ) = ( )∙
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑡 𝑑𝑥 𝑑𝑥
15
 3𝑡 𝑡2
Example: The parametric equations of a curve are 𝑥 = 1+𝑡 , 𝑦 = 1+𝑡 . Find the value of
𝑑𝑦
at the part for which 𝑡 = 2.
𝑑𝑥

Solution:

𝑑 𝑑
𝑑𝑥 (1 + 𝑡) 𝑑𝑡 (3𝑡) − (3𝑡) 𝑑𝑡 (1 + 𝑡) 3
= =
𝑑𝑡 (1 + 𝑡)2 (1 + 𝑡)2
𝑑 2 2 𝑑
𝑑𝑥 (1 + 𝑡) 𝑑𝑡 (𝑡 ) − (𝑡 ) 𝑑𝑡 (1 + 𝑡) 2𝑡 + 𝑡 2
= =
𝑑𝑡 (1 + 𝑡)2 (1 + 𝑡)2
𝑑𝑦 𝑑𝑦 𝑑𝑡 2𝑡 + 𝑡 2 2𝑡 + 𝑡 2
= ∙ = ∙
𝑑𝑥 𝑑𝑡 𝑑𝑥 (1 + 𝑡)2 3
At 𝑡 = 2, we have
𝑑𝑦 2(2) + 22 8
| = =
𝑑𝑥 𝑡=2 3 3

Example 2. The parametric equations of a function are given by 𝑦 = 3 cos 2𝑡, 𝑥 = 2 sin 𝑡.
𝑑𝑦 𝑑2 𝑦
Determine expressions for (a) (b)
𝑑𝑥 𝑑𝑥 2

Solution: (a)
𝑦 = 3 cos 2𝑡
Hence
𝑑𝑦
= −6 sin 2𝑡
𝑑𝑡
𝑥 = 2 sin 𝑡
Hence
𝑑𝑥 𝑑𝑡 1
= 2 cos 𝑡 ⟹ =
𝑑𝑡 𝑑𝑥 2 cos 𝑡
Now
𝑑𝑦 𝑑𝑦 𝑑𝑡 −6 sin 2𝑡 −6(2 sin 𝑡 cos 𝑡)
= ∙ = = = −6 sin 𝑡
𝑑𝑥 𝑑𝑡 𝑑𝑥 2 cos 𝑡 2 cos 𝑡

(b)
𝑑2𝑦 𝑑 𝑑𝑦 𝑑 𝑑𝑦 𝑑𝑡
2
= ( )= ( )∙
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑡 𝑑𝑥 𝑑𝑥

16
Therefore
𝑑2𝑦 𝑑 1 −6 cos 𝑡
2
= (−6 sin 𝑡) ∙ = = −3
𝑑𝑥 𝑑𝑡 2 cos 𝑡 2 cos 𝑡

1.7 Differentiation of trigonometric functions

The differentiation of trigonometric functions is the mathematical process of finding the

derivative of a trigonometric function or its rate of change with respect to a variable.
Common trigonometric functions include 𝑠𝑖𝑛(𝑥), cos(x) and tan(x). For example, the
derivative of f(x) = sin(x) is represented as 𝑓 ′(𝑎) = 𝑐𝑜𝑠(𝑎). f ′(a) is the rate of change of
sin(x) at a particular point a.

All derivatives of circular trigonometric functions can be found using those of sin(x) and
cos(x). The quotient rule is then implemented to differentiate the resulting expression.
Finding the derivatives of the inverse trigonometric functions involves using implicit
differentiation and the derivatives of regular trigonometric functions.

These are some trig functions and their derivatives

Table 1.1
Function Derivative
sin 𝑥 cos 𝑥
sin 𝑎𝑥 acos 𝑎𝑥
cos 𝑥 −sin 𝑥
cos 𝑎𝑥 −asin 𝑎𝑥
tan 𝑥 sec 2 𝑥
cot 𝑥 −csc 2 𝑥
sec 𝑥 sec(𝑥) tan (𝑥)
csc 𝑥 −csc(𝑥) cot(𝑥)

1.8 Differentiation of inverse trigonometric functions

1
The function 𝑦 = 𝑠𝑖𝑛−1 𝑥 = arcsin 𝑥 where 𝑠𝑖𝑛−1 𝑥 ≠ sin 𝑥 is the value of the argument y

when the variable x is given. This implies that 𝑥 = sin 𝑦. The function is multiple-value

17
since there are infinite values of y for each value of x between −1 and 1. The principal
𝜋 𝜋
values of this is chosen as those between − 2 𝑎𝑛𝑑 2 .

Now let

𝑦 = 𝑠𝑖𝑛−1 𝑥

implies

𝑥 = sin 𝑦

𝑑 𝑑
(𝑥) = (sin 𝑦)
𝑑𝑥 𝑑𝑥

𝑑𝑦
1 = cos 𝑦
𝑑𝑥

𝑑𝑦 1
=
𝑑𝑥 cos 𝑦

From trigonometric identities

𝑠𝑖𝑛2 𝑦 + 𝑐𝑜𝑠 2 𝑦 = 1

cos 𝑦 = √1 − 𝑠𝑖𝑛2 𝑥

Implies

𝑑𝑦 1
=
𝑑𝑥 √1 − 𝑥 2

1.9 Leibnitz’s formula for nth (repeated) differentiation of a product

If u and v are any two functions of x such that all their desired derivatives exists, then the 𝑛𝑡ℎ
derivative of their product can be obtained using the Leibnitz theorem for successive
differentiation.

Consider the function 𝑓(𝑥) = 𝑢(𝑥)𝑣(𝑥): from the product rule of differentiation,

𝑑𝑓 𝑑 𝑑
= 𝑢(𝑥) 𝑣(𝑥) + 𝑣(𝑥) 𝑢(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

18
Differentiating 𝑓(𝑥) for the second time we obtain

𝑑 𝑑𝑓 𝑑 𝑑 𝑑
( )= (𝑢(𝑥) 𝑣(𝑥) + 𝑣(𝑥) 𝑢(𝑥))
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑2 𝑓 𝑑2 𝑑 𝑑 𝑑2 𝑑 𝑑
= [𝑢(𝑥) 𝑣(𝑥) + ( 𝑣(𝑥) ∙ 𝑢(𝑥))] + [𝑣(𝑥) 𝑢(𝑥) + ( 𝑣(𝑥) ∙ 𝑢(𝑥))]
𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑑𝑥

𝑑2 𝑑 𝑑 𝑑2
= 𝑢(𝑥) 𝑣(𝑥) + 2 ( 𝑣(𝑥) ∙ 𝑢(𝑥)) + 𝑣(𝑥) 𝑢(𝑥)
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑥 2

Similarly, differentiating for the third time we obtain

𝑑3 𝑓 𝑑3 𝑑 2 𝑣(𝑥) 𝑑𝑢(𝑥) 𝑑 2 𝑢(𝑥) 𝑑𝑣(𝑥) 𝑑 2 𝑢(𝑥)

= 𝑢(𝑥) 3 𝑣(𝑥) + 3 ( ∙ )+ 3( ∙ ) + 𝑣(𝑥)
𝑑𝑥 3 𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2

From the pattern observed, the results can be generalized to:

𝑛
𝑛 (𝑥)
𝑛! 𝑑 𝑟 𝑢(𝑥) 𝑑 𝑛−𝑟 𝑣(𝑥)
𝑓 =∑ [ ∙ ]
𝑟! (𝑛 − 𝑟)! 𝑑𝑥 𝑟 𝑑𝑥 𝑛−𝑟
𝑟=0

This leads to the Leibnitz’s theorem.

Leibniz theorem: If u(x) and v(x) are n-times differentiable and both have all derivatives of
orders up to (n-1), then

𝑛
𝑛 (𝑥)
𝑛! 𝑑 𝑟 𝑢(𝑥) 𝑑 𝑛−𝑟 𝑣(𝑥)
𝑓 =∑ [ ∙ ]
𝑟! (𝑛 − 𝑟)! 𝑑𝑥 𝑟 𝑑𝑥 𝑛−𝑟
𝑟=0

𝑛! 𝑛
Where 𝑟!(𝑛−𝑟)! = ( ) is the binomial coefficient.
𝑟

Example: Given that 𝑓(𝑥) = 𝑥 4 sin 𝑥, use Leibnitz’s theorem to find

𝑑2 𝑓 𝑑3 𝑓 𝑑4 𝑓
i) ii) iii)
𝑑𝑥 2 𝑑𝑥 3 𝑑𝑥 4

19
Solution:

𝑛! 𝑑𝑟 𝑢(𝑥) 𝑑𝑛−𝑟 𝑣(𝑥)

By Leibnitz’s theorem, 𝑓 𝑛 (𝑥) = ∑𝑛𝑟=0 𝑟!(𝑛−𝑟)! [ ∙ ]
𝑑𝑥 𝑟 𝑑𝑥 𝑛−𝑟

Let 𝑢(𝑥) = 𝑥 4 and 𝑣(𝑥) = sin 𝑥

i)
𝑑2𝑓 2 𝑑 2 𝑣(𝑥) 2 𝑑𝑢(𝑥) 𝑑𝑣(𝑥) 𝑑 2 𝑢(𝑥)
= ( ) [𝑢(𝑥) ] + ( ) [( ) ∙ ( )] + 𝑣(𝑥)
𝑑𝑥 2 0 𝑑𝑥 2 1 𝑑𝑥 𝑑𝑥 𝑑𝑥 2
𝑑2 (sin 𝑥)
4
𝑑(𝑥 4 ) 𝑑(sin 𝑥) 𝑑 2 (𝑥 4 )
=𝑥 + 2 [( )∙( )] + sin 𝑥 ∙
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑥 2
= −𝑥 4 sin 𝑥 + 8𝑥 3 cos 𝑥 + 12𝑥 2 sin 𝑥

TRY ii) and iii)

1.10 Applications of differentiation

Rates of Change

If a quantity y depends on and varies with a quantity x then the rate of change of y with
𝑑𝑦 𝑑𝑝
respect to x is 𝑑𝑥 . Thus, for example, the rate of change of pressure p with height h is 𝑑ℎ.

A rate of change with respect to time is usually just called ‘the rate of change’, the ‘with
𝑑𝑖
respect to time’ being assumed. Thus, for example, a rate of change of current, i, is and a
𝑑𝑡
𝑑𝜃
rate of temperature, 𝜃, is and so on.
𝑑𝑡

Examples

1) The length l meters of a certain metal rod at temperature 𝜃℃ is give:n by:

𝑙 = 1 + 0.00005𝜃 + 0.0000004𝜃 2 . Determine the rate of change of length, in
𝑚𝑚/℃, when the temperature is (𝑎)100℃ and (𝑏)400℃.

Solution
𝑑𝑙
The rate of change of l with respect to 𝜃 is 𝑑𝜃. Since length

𝑙 = 1 + 0.00005𝜃 + 0.0000004𝜃 2 . Then

20
 𝑑𝑙
= 0.00005 + 0000008𝜃
𝑑𝜃

(a) When 𝜃 = 100℃

𝑑𝑙
= 0.00005 + 0000008(100)
𝑑𝜃
= 0.00013𝑚/℃ = 0.13𝑚𝑚/℃

(b) When 𝜃 = 400℃

𝑑𝑙
= 0.00005 + 0000008(400)
𝑑𝜃
= 0.00037𝑚/℃ = 0.37𝑚𝑚/℃

Velocity and Acceleration

Velocity
When a car moves a distance x meters in a time t seconds along a straight road, if the velocity
𝑥
v is constant then 𝑣 = 𝑡 𝑚/𝑠, that is, the gradient of the distance/time graph shown in Figure

2 is constant

Figure 2: Distance time graph

Thus the velocity of the car at any instant is given by the gradient of the distance/time graph.
If an expression for the distance x is known in terms of time t then the velocity is obtained by
differentiating the expression.

21
Acceleration
The acceleration a of a car is defined as the rate of change of velocity. A velocity time graph
is shown in figure 3.

Figure 3: Velocity time graph

𝛿𝑣
If 𝛿𝑣 is the change in v and 𝛿𝑡 the corresponding change in time, then 𝑎 = As 𝛿𝑡 → 0 the
𝛿𝑡
𝑑𝑣
chord CD becomes a tangent, such that at point C, the acceleration is given by: 𝑎 = .
𝑑𝑡

Therefore the acceleration of the car at any instant is given by the gradient of the
velocity/time graph. If an expression for velocity is known in terms of time t then the
acceleration is obtained by differentiating the expression.

𝑑𝑣
𝐴𝑐𝑐𝑒𝑙𝑒𝑟𝑎𝑡𝑖𝑜𝑛 𝑎 =
𝑑𝑡

𝑑𝑥
𝐻𝑜𝑤𝑒𝑣𝑒𝑟 𝑣=
𝑑𝑡

𝑑 𝑑𝑥 𝑑2𝑥
𝐻𝑒𝑛𝑐𝑒 𝑎= ( )= 2
𝑑𝑡 𝑑𝑡 𝑑𝑡

Example: The distance x metres moved by a car in a time t seconds is given by:

𝑥 = 3𝑡 3 − 2𝑡 2 + 4𝑡 − 1. Determine the velocity and acceleration when (𝑎)𝑡 = 0, and

(𝑏)𝑡 = 1.5𝑠

Solution

22
Distance 𝑥 = 3𝑡 3 − 2𝑡 2 + 4𝑡 − 1

𝑑𝑥
Velocity 𝑣= = 9𝑡 2 − 4𝑡 + 4
𝑑𝑡

𝑑2 𝑥
Acceleration 𝑎 = 2 = 18𝑡 − 4
𝑑𝑡

(a) When time 𝑡 = 0;

velocity 𝑣 = 9(0)2 − 4(0)𝑡 + 4 = 4𝑚/𝑠

and acceleration 𝑎 = 18(0) − 4 = −4𝑚/𝑠 2

(b) When time 𝑡 = 1.5𝑠;

velocity 𝑣 = 9(1.5)2 − 4(1.5)𝑡 + 4 = 18.25𝑚/𝑠

and acceleration 𝑎 = 18(1.5) − 4 = 23𝑚/𝑠 2

Stationary Points

In figure 4, the gradient (or rate of change) of the curve changes from positive between O and
P to negative between P and Q, and then positive again between Q and R. At point P, the
gradient is zero and as x increases, the gradient of the curve changes from positive just before
P to negative just after. Such a point is called a maximum point and appears as the ‘crest of
a wave’. At point Q, the gradient is also zero and, as x increases, the gradient of the curve
changes from negative just before Q to positive just after. Such a point is called a minimum
point, and appears as the ‘bottom of a valley’. Points such as P and Q are given the general
name of turning points.

23
 Figure 4: Turning Point

It is possible to have a turning point, the gradient on either side of which is the same. Such a
point is given the special name of a point of inflexion, and examples are shown in figure 5.

Figure 5: Point of inflexion

Maximum and minimum points and points of inflexion are given the general term of
stationary points.

Procedure for finding and distinguishing between stationary points

𝑑𝑦
(i) Given 𝑦 = 𝑓(𝑥), determine 𝑑𝑥
𝑑𝑦
(ii) Let = 0 and solve for the values of x
𝑑𝑥

(iii) Substitute the values of x into the original equation 𝑦 = 𝑓(𝑥), to find the
corresponding y-ordinate values. This establishes the coordinate of the stationary
points.

To determine the nature of the stationary points:

𝑑2 𝑦
(iv) Find 𝑑𝑥 2 and substitute into it the values of x found in (ii)

If the result is:

(a) Positive – the point is a minimum one,
(b) Negative – the point is a maximum one

24
 (c) Zero – the point is a point of inflexion

Example: 1. Locate the turning point on the curve 𝑦 = 3𝑥 2 − 6𝑥 and determine its nature
(maximum, minimum or point of inflexion).

Solution: Following the above procedure:

𝑑𝑦
(i) Since 𝑦 = 3𝑥 2 − 6𝑥, 𝑑𝑥 = 6𝑥 − 6

𝑑𝑦
(ii) At a turning point, 𝑑𝑥 = 0, hence 6𝑥 − 6 = 0 for which 𝑥 = 1

(iii) When 𝑥 = 1, y= 3(1)2 − 6(1) = −3

Hence the coordinate of the turning point is (1,-3)

𝑑𝑦 𝑑2 𝑦
(iv) Since 𝑑𝑥 = 6𝑥 − 6, =6
𝑑𝑥 2

𝑑2 𝑦
is positive at 𝑥 = 1, hence (1,-3) is a minimum point
𝑑𝑥 2

Example: 2. Locate the turning point on the following curve and determine whether it is a
maximum or minimum point: 𝑦 = 4𝜃 + 𝑒 −𝜃

𝑑𝑦
Solution: = 4 − 𝑒 −𝜃
𝑑𝜃

𝑑𝑦
At the turning point, 𝑑𝜃 = 0

4 − 𝑒 −𝜃 = 0

1
𝑒 −𝜃 = 4 and 𝑒 𝜃 = 4

1
𝜃 = ln ( ) = −1.3863
4

When 𝜃 = −1.3863,

𝑦 = 4(−1.3863) + 𝑒 −(−1.3863)

= −5.5452 + 4 = −1.5452

Thus (-1.3863,-1.5452) are the co-ordinates of the turning point.

25
 𝑑2𝑦
= 𝑒 −𝜃
𝑑𝜃 2

𝑑2 𝑦
When 𝜃 = −1.3863, 𝑑𝜃2 = 𝑒 −(−1.3863) = 4 which is positive, hence

(-1.3863,-1.5452) is a minimum point.

Practical Problems involving maximum and minimum values

There are many practical problems involving maximum and minimum values which occur in
science and engineering. Usually an equation has to be determined from a given data, and
rearranged where necessary, so that it contains only one variable.

Example: A rectangular area is formed having a perimeter of 40cm. Determine the length
and breadth of the rectangle if it is to enclose the maximum possible area.

Solution: Let the dimensions of the rectangle be x and y. Then the perimeter of the
rectangle is (2𝑥 + 2𝑦). Hence

2𝑥 + 2𝑦 = 40 ⇒ 𝑥 + 𝑦 = 20 (1)

Since the rectangle is to enclose the maximum possible area, a formula for area
A must be obtained in terms of one variable only.

𝐴 = 𝑥𝑦 . From equation (1), 𝑦 = 20 − 𝑥

Hence, area 𝐴 = 𝑥(20 − 𝑥) = 20𝑥 − 𝑥 2

𝑑𝐴
= 20 − 2𝑥 = 0 for a turning point, from which 𝑥 = 10
𝑑𝑥

𝑑2 𝐴
= −2, which is negative, giving a maximum point.
𝑑𝑥 2

From equation (1), when 𝑥 = 10, 𝑦 = 10

Hence the length and breadth of the rectangle are each 10cm for it to enclose the
maximum area. When the perimeter of a rectangle is 40cm, the maximum
possible area is 10 × 10 = 100𝑐𝑚2 .

26
 CHAPTER TWO
INTEGRATION

2.1 The process of integration

Integration is the reverse process of differentiation. When we differentiate, we start with an
expression and proceed to find its derivative. When we integrate, we start with the derivative
and find the expression form which it has been derived. For example, if 𝑓(𝑥) = 2𝑥 2 , then
𝑑𝑦
𝑓 ′ (𝑥) = 4𝑥. Hence ∫ 4𝑥𝑑𝑥 = 2𝑥 2 . In differentiation, the derivative indicates that a
𝑑𝑥

function of x is being differentiated with respect to x, the dx indicating that it is ’with respect
to x’. In integration the variable of integration is shown by adding “d(variable)” after the
function to be integrated.

Thus

∫ 4𝑥𝑑𝑥

Means “the integral of 4x with respect to x”.

As stated above, the derivative of 2𝑥 2 is 4𝑥, hence ∫ 4𝑥𝑑𝑥 = 2𝑥 2 . However, the derivative
of 2𝑥 2 + 7 is also 4x. Hence ∫ 4𝑥𝑑𝑥 is also equivalent to 2𝑥 2 + 7. To allow for the possible
presence of a constant, whenever the process of integration is performed, a constant ‘c’ is
added to the result. Thus

∫ 4𝑥𝑑𝑥 = 2𝑥 2 + 𝑐

𝑐 is called the arbitrary constant of integration.

The general solution of integrals of the form 𝒂𝒙𝒏

The general solution of integrals of the form ∫ 𝑎𝑥 𝑛 𝑑𝑥 where a and n are constants is given
by:

𝑛
𝑎𝑥 𝑛+1
∫ 𝑎𝑥 𝑑𝑥 = +𝑐
𝑛+1

27
This rule is true when n is fractional, zero, or a positive or negative integer, with the
exception of 𝑛 = −1.

Example:
3𝑥 4+1 3𝑥 5
i. ∫ 3𝑥 4 𝑑𝑥 = +𝑐 = +𝑐
4+1 5

2 2𝑥 −2+1 2𝑥 −1 −2
ii. ∫ 𝑥 2 𝑑𝑥 = ∫ 2𝑥 −2 𝑑𝑥 = +𝑐 = +𝑐 = +𝑐
−2+1 −1 𝑥

1 3
+1
1 𝑥2 𝑥2 2
iii. ∫(√𝑥) 𝑑𝑥 = ∫ 𝑥 ⁄2 𝑑𝑥 = 1 +𝑐 = 3 + 𝑐 = 3 √𝑥 3
+1
2 2

Note

a. The integral of a constant k is 𝑘𝑥 + 𝑐. For example

∫ 5𝑑𝑥 = 5𝑥 + 𝑐

b. When the sum of several terms is integrated the result is the sum of the integrals of
the separate terms. For example

∫(6𝑥 2 + 4𝑥 − 5)𝑑𝑥

= ∫ 6𝑥 2 𝑑𝑥 + ∫ 4𝑥 𝑑𝑥 − ∫ 5𝑑𝑥

= 2𝑥 3 + 2𝑥 2 − 5𝑥 + 𝑐
Table 2.1 gives a list of standard integrals

28
 Table 2.1 Standard integrals
𝑎𝑥 𝑛+1
i. ∫ 𝑎𝑥 𝑛 𝑑𝑥 = 𝑛+1
+ 𝑐 except 𝑛 = −1
1
ii. ∫ cos 𝑎𝑥 𝑑𝑥 = 𝑎 sin 𝑎𝑥 + 𝑐
1
iii. ∫ sin 𝑎𝑥 𝑑𝑥 = − 𝑎 cos 𝑎𝑥 + 𝑐
1
iv. ∫ 𝑠𝑒𝑐 2 𝑎𝑥𝑑𝑥 = 𝑎 tan 𝑎𝑥 + 𝑐
1
v. ∫ 𝑐𝑜𝑠𝑒𝑐 2 𝑎𝑥𝑑𝑥 = − 𝑎 cot 𝑎𝑥 + 𝑐
1
vi. ∫ 𝑒 𝑎𝑥 𝑑𝑥 = 𝑎 𝑒 𝑎𝑥 + 𝑐
1
vii. ∫ 𝑥 𝑑𝑥 = ln 𝑥 + 𝑐

Example : Determine ∫ 4 cos 3𝑥 𝑑𝑥

Solution:

1
∫ 4 cos 3𝑥 𝑑𝑥 = 4 ( ) sin 3𝑥 + 𝑐
3

Definite Integrals

Integrals containing an arbitrary constant c in their results are called indefinite integrals since
their precise value cannot be determined without further information. Definite integrals are
those in which limits are applied. The increase in the value of the integral 𝑥 2 as 𝑥 increases
3
from 1 to 3 is written as ∫1 𝑥 2 𝑑𝑥

Applying the limits gives:

3 3
𝑥3
2
33 13 26
∫ 𝑥 𝑑𝑥 = [ ] = − =
1 3 1 3 3 3

3
Example: Evaluate ∫−2(4 − 𝑥 2 )𝑑𝑥

Solution:

3 3
2 )𝑑𝑥
𝑥3
∫ (4 − 𝑥 = [4𝑥 − ]
−2 3 −2

29
 (3)3 (−2)3
= {4(3) − } − {4(−2) − }
3 3

−8
= {12 − 9} — {−8 − }
3

16 25
= {3} − { }=
3 3

Integration using substitution

Functions that require integrating are not always in the ‘standard form’. However, it is often
possible to change a function into a form which can be integrated by using substitution.

Example: Determine ∫ cos(3𝑥 + 7)𝑑𝑥

𝑑𝑢 𝑑𝑢
Solution: Let 𝑢 = 3𝑥 + 7 then = 3 this implies that 𝑑𝑥 =
𝑑𝑥 3

Hence

𝑑𝑢
∫ cos(3𝑥 + 7)𝑑𝑥 = ∫ cos(𝑢)
3

1
= ∫ cos 𝑢 𝑑𝑢
3

Which is a standard integral

1
= sin 𝑢 + 𝑐
3

Rewriting u as (3𝑥 + 7) gives:

1
∫ cos(3𝑥 + 7)𝑑𝑥 = sin(3𝑥 + 7) + 𝑐
3

Example 2: Find ∫(2𝑥 − 5)7 𝑑𝑥

𝑑𝑢 𝑑𝑢
Solution: Let 𝑢 = 2𝑥 − 5 then 𝑑𝑥 = 2 and 𝑑𝑥 = 2

Hence

𝑑𝑢 1
∫(2𝑥 − 5)7 𝑑𝑥 = ∫ 𝑢7 = ∫ 𝑢7 𝑑𝑢
2 2

30
 1 𝑢8 1 8
( )+𝑐 = 𝑢 +𝑐
2 8 16

1
∫(2𝑥 − 5)7 = (2𝑥 − 5)8 + 𝑐
16

𝒇′ (𝒙)
Integrals of the form ∫ 𝒅𝒙
𝒇(𝒙)

2𝑥+3
Consider the integral ∫ 𝑥 2 +3𝑥−5 𝑑𝑥 . It could be noticed that if the denominator is

differentiated, the expression in the numerator is obtained. Now let u be the denominator, that
is

𝑑𝑢
𝑢 = 𝑥 2 + 3𝑥 − 5, then 𝑑𝑥 = 2𝑥 + 3 ⟹ 𝑑𝑢 = (2𝑥 + 3)𝑑𝑥

This means that

2𝑥 + 3 1
∫ 𝑑𝑥 = ∫ 𝑑𝑢
𝑥 2 + 3𝑥 − 5 𝑢

= ln 𝑢 + 𝑐 = ln(𝑥 2 + 3𝑥 − 5) + 𝑐

Integrals of the form ∫ 𝒇(𝒙) ∙ 𝒇′ (𝒙)𝒅𝒙

Under this we shall consider situations in which the function to be integrated is a product of
the function in which one function is the derivative of the other function. Let us consider the
example ∫ 𝑡𝑎𝑛𝑥 𝑠𝑒𝑐 2 𝑥 𝑑𝑥. the function to be integrated is a function of product of two
functions of which the function (𝑠𝑒𝑐 2 𝑥) of the product is the derivative of the other function
(tanx).

Let u = 𝑡𝑎𝑛𝑥 , then du = 𝑠𝑒𝑐 2 𝑥 𝑑𝑥. Thus

∫ 𝑡𝑎𝑛𝑥 𝑠𝑒𝑐 2 𝑥 𝑑𝑥 = ∫ 𝑢 . 𝑑𝑢

𝑢2
= + 𝑐
2

1
= (𝑡𝑎𝑛𝑥)2 + 𝑐
2
31
 1
= 𝑡𝑎𝑛2 𝑥 + 𝑐
2

Similarly, this can be represented as below:

𝑑
∫ 𝑡𝑎𝑛𝑥 𝑠𝑒𝑐 2 𝑥 𝑑𝑥 = ∫ tan 𝑥 𝑑𝑥 [tan 𝑥] 𝑑𝑥

1
= 𝑡𝑎𝑛2 𝑥 + 𝑐
2

Example: find ∫ sin 𝑥 𝑐𝑜𝑠 𝑥 𝑑𝑥

Solution :

𝑑
∫ sin 𝑥 𝑐𝑜𝑠 𝑥 𝑑𝑥 = ∫ sin 𝑥 ∙ [sin 𝑥] 𝑑𝑥
𝑑𝑥

1
= 𝑆𝑖𝑛2 𝑥 + 𝑐
2

Example: find the following:

ln 𝑥 sin−1 𝑥
(i) ∫ 𝑑𝑥 (ii) ∫ √1−𝑥 2 𝑑𝑥
𝑥

Solution :

ln 𝑥 1
(i) ∫ 𝑑𝑥 = ∫ 𝑙𝑛𝑥 ∙ 𝑥 𝑑𝑥
𝑥

𝑑
= ∫ 𝑙𝑛𝑥 ∙ 𝑑𝑥 [ln 𝑥] 𝑑𝑥

1
= [ln 𝑥]2 + 𝑐 .
2

1
Alternatively: let 𝑢 = ln 𝑥 ⟹ 𝑑𝑢 = 𝑑𝑥
𝑥

1
⟹ ∫ ln 𝑥 ∙ 𝑑𝑥 = ∫ 𝑢 ∙ 𝑑𝑢
𝑥

𝑢2
= +𝑐
2

1
= [ln 𝑥]2 + 𝑐
2

32
 sin−1 𝑥 1
(ii) ∫ √1−𝑥 2 𝑑𝑥 = ∫ sin−1 𝑥 ∙ √1−𝑥 2
𝑑𝑥
𝑑
= ∫ sin−1 𝑥 ∙ [sin−1 𝑥]𝑑𝑥
𝑑𝑥

1
= (sin−1 𝑥)2 + 𝑐
2

1
Alternatively: let 𝑢 = sin−1 𝑥 ⟹ 𝑑𝑢 = √1−𝑥 2
𝑑𝑥

1
= ∫ sin−1 𝑥 ∙ 𝑑𝑥 = ∫ 𝑢 ∙ 𝑑𝑢
√1 − 𝑥 2

1 2
= 𝑢 + 𝑐
2

1
= (sin−1 𝑥)2 + 𝑐
2

2.2 Integration of products

Integration by parts.
There are instances where we need to integrate a function which is a product of two functions
where either function is not the derivative of the other. For example, in ∫ 𝑥 2 ln 𝑥 𝑑𝑥 , ln 𝑥 is
not the derivative of 𝑥 2 and 𝑥 2 is also not the derivative of ln 𝑥. There is therefore the need
to find some other method of dealing with the integral.
Assuming u and v are functions of x, then from our knowledge in derivatives we obtain the
equation below:

𝑑 𝑑𝑣 𝑑𝑢
[𝑢𝑣] = 𝑢 + 𝑣
𝑑𝑥 𝑑𝑥 𝑑𝑥

Integrating both sides of the above with respect to x, we obtain:

33
 𝑑 𝑑𝑣 𝑑𝑢
∫ [𝑢𝑣]𝑑𝑥 = ∫ 𝑢 ∙ 𝑑𝑥 + ∫ 𝑣 ∙ 𝑑𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑣 𝑑𝑢
⟹ 𝑢𝑣 = ∫ 𝑢 𝑑𝑥 ∙ 𝑑𝑥 + ∫ 𝑣 𝑑𝑥 ∙ 𝑑𝑥

𝑑𝑣 𝑑𝑢
∫ 𝑢 𝑑𝑥 ∙ 𝑑𝑥 = 𝑢𝑣 − ∫ 𝑣 𝑑𝑥 ∙ 𝑑𝑥 ……………… (i)

It would be noted that on the left hand side, there are two factors to integrate in which one
factor is chosen as a function 𝑢 and the other as the derivative of the function v. To find the
𝑑𝑣
function v from its derivative one must integrate the factor separately for v. the function u
𝑑𝑥

and v obtained can be substituted in the right hand side of the equation to complete the
routine for convenience the equation (1) is written in the form:

∫ 𝑢𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣 𝑑𝑢

(a)Example: find ∫ 𝑥 2 ln 𝑥 𝑑𝑥.

1 𝑑𝑣 𝑥3
Solution: let 𝑢 = 𝑙𝑛 𝑥 𝑑𝑢 = 𝑑𝑥. = 𝑥2 ⟹ 𝑣 =
𝑥 𝑑𝑥 3

1 1 1
⟹ ∫ 𝑥 2 ln 𝑥 𝑑𝑥 = 𝑙𝑛 𝑥 (3 𝑥 3 ) − ∫ 3 𝑥 3 ∙ 𝑥 𝑑𝑥

1 1
= 𝑥 3 𝑙𝑛 𝑥 − ∫ 𝑥 2 𝑑𝑥
3 3

1 1 1
= 3 𝑥 3 ln 𝑥 − 3 [3 𝑥 3 ] + 𝑐

1 1
= 3 𝑥 3 ln 𝑥 − 9 𝑥 3 + 𝑐

34
Example: Evaluate the following integrals:

(𝑖) ∫ 𝑥 𝑠𝑖𝑛 3𝑥 𝑑𝑥 (𝑖𝑖) ∫ 𝑥 2 𝑒 2𝑥 𝑑𝑥 (𝑖𝑖𝑖) ∫ 𝑥 3 cos 2𝑥 𝑑𝑥 (𝑖𝑣) ∫ 𝑥 2 cos 𝑎𝑥 𝑑𝑥

Solution:

𝑑𝑣 1
(i) Let 𝑢 = 𝑥 ⟹ 𝑑𝑢 = 𝑑𝑥 ; = sin 3𝑥 ⟹ 𝑣 = − 3 cos 3𝑥
𝑑𝑥
1 1
∫ 𝑥 𝑠𝑖𝑛 3𝑥 𝑑𝑥 = − 3
𝑥 cos 𝑥 3𝑥 − ∫ − 3 cos 3𝑥 ∙ 𝑑𝑥

1 1
= − 𝑥 cos 𝑥 3𝑥 + ∫ cos 3𝑥 𝑑𝑥
3 3

1 1 1
= − 𝑥 cos 𝑥 3𝑥 + [ 𝑆𝑖𝑛 3𝑥] + 𝑐
3 3 3

1 1
= − 𝑥 cos 𝑥 3𝑥 + 𝑆𝑖𝑛 3𝑥 + 𝑐
3 9

𝑑𝑣 1 2𝑥
(ii) Let 𝑢 = 𝑥 2 ⟹ 𝑑𝑢 = 2𝑥𝑑𝑥 ; = 𝑒 2𝑥 ⟹ 𝑣 = 𝑒
𝑑𝑥 2
1 2 2𝑥 1
⟹ ∫ 𝑥 2 𝑒 2𝑥 𝑑𝑥 = 𝑥 𝑒 − ∫ 𝑒 2𝑥 . 2𝑥𝑑𝑥
2 2

1 2 2𝑥
= 𝑥 𝑒 − ∫ 𝑥𝑒 2𝑥 𝑑𝑥
2

𝑑𝑣 1 2𝑥
Let 𝑢 = 𝑥 ⟹ 𝑑𝑢 = 𝑑𝑥 ; = 𝑒 2𝑥 ⟹ 𝑣 = 𝑒
𝑑𝑥 2

1 2 2𝑥 1 1
⟹ ∫ 𝑥 2 𝑒 2𝑥 𝑑𝑥 = 𝑥 𝑒 − [∫ 𝑥𝑒 2𝑥 − ∫ 𝑒 2𝑥 . 𝑑𝑥]
2 2 2

1 2 2𝑥 1 2𝑥 1
= 𝑥 𝑒 − 𝑥𝑒 + ∫ 𝑒 2𝑥 𝑑𝑥
2 2 2

1 2 2𝑥 1 2𝑥 1 1 2𝑥
= 𝑥 𝑒 − 𝑥𝑒 + ∙ 𝑒 + 𝑐
2 2 2 2

1 2 2𝑥 1 2𝑥 1 2𝑥
= 𝑥 𝑒 − 𝑥𝑒 + 𝑒 + 𝑐
2 2 4

35
 1 1 1
= ( 𝑥 2 − 𝑥 + ) 𝑒 2𝑥 + 𝑐
2 2 4

𝑑𝑣 1
(iii) Let 𝑢 = 𝑥 3 ⟹ 𝑑𝑢 = 3𝑥 2 𝑑𝑥 ; = 𝐶𝑜𝑠 2𝑥 ⟹ 𝑣 = 𝑆𝑖𝑛 2𝑥
𝑑𝑥 2

1 1
⟹ ∫ 𝑥 3 𝐶𝑜𝑠2𝑥𝑑𝑥 = 𝑥 3 𝑆𝑖𝑛2𝑥 − ∫ ∙ 3𝑥 2 𝑆𝑖𝑛2𝑥𝑑𝑥
2 2

1 3 3
= 𝑥 𝑆𝑖𝑛2𝑥 − ∫ 𝑥 2 𝑆𝑖𝑛2𝑥𝑑𝑥
2 2

𝑑𝑣
Let 𝑢 = 𝑥 2 ⟹ 𝑑𝑢 = 2𝑥𝑑𝑥 ; = 𝑆𝑖𝑛 2𝑥 ⟹
𝑑𝑥

1
𝑣= − 𝐶𝑜𝑠 2𝑥
2

1 3 3 1 1
⟹ ∫ 𝑥 3 𝐶𝑜𝑠2𝑥 𝑑𝑥 = 𝑥 𝑆𝑖𝑛2𝑥 − [− 𝑥 2 𝐶𝑜𝑠 2𝑥 − ∫ − ∙ 2𝑥 𝐶𝑜𝑠2𝑥𝑑𝑥 ]
2 2 2 2

1 3 3 3 3
= 𝑥 𝑆𝑖𝑛 2𝑥 + 𝑥 2 𝐶𝑜𝑠 2𝑥 − ∫ 𝑥 𝐶𝑜𝑠 2𝑥 − ∫ 𝑥 𝐶𝑜𝑠 2𝑥 𝑑𝑥
2 2 2 2

𝑑𝑣 1
Let 𝑢 = 𝑥 ⟹ 𝑑𝑢 = 𝑑𝑥 ; = 𝐶𝑜𝑠 2𝑥 ⟹ 𝑣 = 𝑆𝑖𝑛 2𝑥.
𝑑𝑥 2

1 3 3 3 1 1
⟹ ∫ 𝑥 3 𝐶𝑜𝑠2𝑥𝑑𝑥 = 𝑥 𝑆𝑖𝑛2𝑥 + 𝑥 2 𝐶𝑜𝑠 2𝑥 − [ 𝑥 𝑆𝑖𝑛 2𝑥 − ∫ 𝑆𝑖𝑛2𝑥𝑑𝑥 ]
2 4 2 2 2

1 3 3 3 3 1
= 𝑥 𝑆𝑖𝑛2𝑥 + 𝑥 2 𝐶𝑜𝑠 2𝑥 − 𝑥 𝑆𝑖𝑛 2𝑥 + [− 𝐶𝑜𝑠2𝑥]
2 4 4 4 2

1 3 3 3 3
= 𝑥 𝑆𝑖𝑛2𝑥 + 𝑥 2 𝐶𝑜𝑠 2𝑥 − 𝑥 𝑆𝑖𝑛 2𝑥 − 𝑐𝑜𝑠2𝑥 + 𝑐
2 4 4 8

𝑑𝑣 1
(iv) Let u = 𝑥 2 ⟹ 𝑑𝑢 = 2𝑥𝑑𝑥; = 𝐶𝑜𝑠 𝑎𝑥 ⟹ 𝑣 = 𝑆𝑖𝑛𝑎𝑥
𝑑𝑥 𝑎
1 2 1 1
∫ 𝑥 2 𝐶𝑜𝑠 𝑎𝑥 𝑑𝑥 = 𝑎
𝑥 2 𝑆𝑖𝑛 𝑎𝑥 − 𝑎 [− 𝑎 ∙ 𝑥 𝐶𝑜𝑠𝑎𝑥 − ∫ − 𝑎 𝐶𝑜𝑠 𝑎𝑥 𝑑𝑥]

36
 1 2 2
= 𝑥 2 𝑆𝑖𝑛 𝑎𝑥 + 𝑎2 𝑥 𝐶𝑜𝑠 𝑎𝑥 − 𝑎2 ∫ 𝐶𝑜𝑠 𝑎𝑥 𝑑𝑥
𝑎

1 2 2 2 1
= 𝑥 𝑆𝑖𝑛 𝑎𝑥 + 2 𝑥 𝐶𝑜𝑠 𝑎𝑥 − 2 [ 𝑆𝑖𝑛 𝑎𝑥] + 𝐶
𝑎 𝑎 𝑎 𝑎

1 2 2 2
= 𝑥 𝑆𝑖𝑛 𝑎𝑥 + 2 𝑥 𝐶𝑜𝑠 𝑎𝑥 − 3 𝑆𝑖𝑛 𝑎𝑥 + 𝐶
𝑎 𝑎 𝑎

(b) There are other instances where the two functions are neither a log factor nor a power
of x. But of the form 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 or 𝑒 𝑎𝑥 𝐶𝑜𝑠 𝑏𝑥 . Part of the results in course of the
evaluation appears as though we are back where we started.

Example: Evaluate ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥.

𝑑𝑣 1
Solution : let u = 𝑆𝑖𝑛 𝑏𝑥 du = 𝑏 𝐶𝑜𝑠𝑏𝑥 𝑑𝑥; = 𝑒 𝑎𝑥 ⟹ 𝑣 = 𝑒 𝑎𝑥
𝑑𝑥 𝑎

1 𝑏
⟹ ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥𝑑𝑥 = 𝑎 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 − ∫ 𝑎 𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥 𝑑𝑥

1 𝑏
𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 − 𝑎 ∫ 𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥 𝑑𝑥
𝑎

𝑑𝑣 1
Let u = ⟹ 𝑑𝑢 = −𝑏 𝑆𝑖𝑛 𝑏𝑥𝑑𝑥 ; 𝑑𝑥 = 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥
𝑎

1 𝑏 1 𝑏
⟹ ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥𝑑𝑥 = 𝑎 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 − 𝑎 [𝑎 𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥— ∫ − 𝑎 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥]

1 𝑏 𝑏2
∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥𝑑𝑥 = 𝑎 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 − 𝑎2 𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥 − 𝑎2 ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 𝑑𝑥

𝑏2 1 𝑏
⟹ ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥𝑑𝑥 + 𝑎2 ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 𝑑𝑥 = 𝑎 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 − 𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥
𝑎2

𝑏2 1 𝑏
⟹ (1 + 2
) ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 = 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 − 2 𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥
𝑎 𝑎 𝑎

𝑎2 + 𝑏2 𝑎𝑥
1
⟹ ( ) ∫ 𝑒 𝑆𝑖𝑛 𝑏𝑥 = [𝑎𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 − 𝑏𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥]
𝑎2 𝑎2

𝑎2 1
⟹ ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 𝑑𝑥 = 𝑎2+𝑏2 ∙ 𝑎2 ∙ [𝑎𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 − 𝑏𝑒 𝑎𝑥 𝐶𝑜𝑠 𝑏𝑥]

37
 1
⟹ ∫ 𝑒 𝑎𝑥 𝑆𝑖𝑛 𝑏𝑥 = [𝑎𝑆𝑖𝑛𝑏𝑥 − 𝑏𝐶𝑜𝑠𝑏𝑥] 𝑒 𝑎𝑥
𝑎2 + 𝑏2

Example: Evaluate ∫ 𝑒 3𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥

Solution:

𝑑𝑣
Let 𝑢 = 𝑒 𝑎𝑥 ⟹ 𝑑𝑢 = 3𝑒 𝑎𝑥 𝑑𝑥 ; ; 𝑑𝑥 = 𝑆𝑖𝑛 𝑥 𝑣 = − cos 𝑥

⟹ 𝑒 3𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥 = −𝑒 3𝑥 𝐶𝑜𝑠 𝑥 − ∫ −3𝑒 3𝑥 𝐶𝑜𝑠 𝑥 𝑑𝑥.

⟹ − 𝑒 3𝑥 𝐶𝑜𝑠 𝑥 + 3 ∫ 𝑒 3𝑥 𝐶𝑜𝑠𝑥 𝑑𝑥

𝑑𝑣
Let u = 𝑒 3𝑥 ⟹ 𝑑𝑢 = 3𝑒 𝑎𝑥 𝑑𝑥 ; = 𝐶𝑜𝑠 𝑥 ⟹ 𝑣 = 𝑆𝑖𝑛𝑥.
𝑑𝑥

⟹ ∫ 𝑒 3𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥 = −𝑒 3𝑥 𝐶𝑜𝑠𝑥 + 3 [𝑒 3𝑥 𝑆𝑖𝑛𝑥 − ∫ 3 ∙ 𝑒 3𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥]

⟹ ∫ 𝑒 3𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥 = −𝑒 3𝑥 𝐶𝑜𝑠 𝑥 + 3𝑒 3𝑥 𝑆𝑖𝑛𝑥 − 9 ∫ 𝑒 3𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥

⟹ ∫ 𝑒 3𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥 + 9 ∫ 𝑒 3𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥 = −𝑒 3𝑥 𝐶𝑜𝑠 𝑥 + 3𝑒 3𝑥 𝑆𝑖𝑛𝑥.

⟹ 10∫ 𝑒 3𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥 = (3𝑆𝑖𝑛𝑥 − 𝐶𝑜𝑠𝑥) 𝑒 3𝑥 + 𝑐

1
⟹ ∫ 𝑒 3𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥 = (3𝑆𝑖𝑛𝑥 − 𝐶𝑜𝑠𝑥) 𝑒 3𝑥 + 𝑐
10

The examples considered provides us with priority order for u in functions involving
𝑙𝑛𝑥, 𝑥 𝑛 𝑎𝑛𝑑 𝑒 𝑘𝑥 . Thus if

(i) One factor is a log function, that must be taken as “u”

(ii) There is no log function but a power of x, and then the power of x must be
taken as “u”.
(iii) There is neither a log function nor a power of x, then the exponential function
is taken as “u”.
Remembering these priority orders will save a lot of false starts.

38
Integration by partial fractions.

x +1
Suppose one has x 2
− 3x + 2
dx to evaluate, it would be noted that, this does not fall under

the standard types that exist and at the same time, the numerator is not the derivative of the
denominator.

In a case of this nature, one must first of all express the algebraic fraction in terms of its
partial fractions which in most cases provide a number of simpler algebraic fractions which
one would most likely be able to integrate separately without difficulty. The rules for
consideration are as follows:

a) The numerator of the given function must be of lower degree than that of the
denominator. If it is not, then first of all divide out by long division.

b) Factorize the denominator into its prime factors since the factors obtained determine
the shape of the partial fractions.

𝐴
c) A linear factor (𝑎𝑥 + 𝑏) gives a partial fraction of the form 𝑎𝑥+𝑏

𝐴 𝐵 𝑧
d) Factors (𝑎𝑥 + 𝑏)𝑛 give a partial fraction of the form + (𝑎𝑥+𝑏)2 + ⋯ + (𝑎𝑥+𝑏)𝑛
𝑎𝑥+𝑏

𝐴𝑥+𝐵
e) A quadratic factor (𝑎𝑥 2 + 𝑏𝑥 + 𝑐) gives a partial fraction of the form: 𝑎𝑥 2 +𝑏𝑥+𝑐

𝑥+1
(I) Example: Evaluate ∫ 𝑥 2 −3𝑥+2 𝑑𝑥

Solution:
𝑥+1 𝑥+1 𝐴 𝐵
= = +
𝑥2 − 3𝑥 + 2 (𝑥 − 1)(𝑥 − 2) (𝑥 − 1) (𝑥 − 2)
⟹ 𝑥 + 1 = 𝐴(𝑥 − 2) + 𝐵(𝑥 − 1)
𝑃𝑢𝑡 𝑥 = 1: 2 = 𝐴(−1) + 𝐵(0) ∴ 𝐴 = −2
𝑃𝑢𝑡 𝑥 = 2: 3 = 𝐴(0) + 𝐵(1) ∴𝐵= 3

𝑥+1 −2 3
⟹ ∫ 𝑑𝑥 = ∫ 𝑑𝑥 + ∫ 𝑑𝑥
𝑥2 − 3𝑥 + 2 𝑥−1 𝑥−2

39
 1 1
= −2 ∫ 𝑑𝑥 + 3 ∫ 𝑑𝑥
𝑥−1 𝑥−2
= −2 ln(𝑥 − 1) + 3 ln(𝑥 − 2) + 𝑐
4𝑥 2 +26𝑥+5
(II) Example: Evaluate ∫ 𝑑𝑥
2𝑥 2 +9𝑥+4

Solution:
2𝑥 2 + 9𝑥 + 4√4𝑥 2 + 26𝑥 + 5
4𝑥 2 + 18𝑥 + 8
8𝑥 − 3

4𝑥 2 +26𝑥+5 8𝑥−3
=2+
2𝑥 2 +9𝑥+4 2𝑥 2 +9𝑥+4
8𝑥−3 8𝑥−3 𝐴 𝐴
≡ (𝑥+4)(2𝑥+1) ≡ (𝑥+4) + (2𝑥+1)
2𝑥 2 +9𝑥+4

⟹ 8𝑥 − 3 = 𝐴(2𝑥 + 1) + 𝐵(𝑥 + 4)
Put 𝑥 = −4 : -35 = 𝐴(−7) + 𝐵(0) ∴ 𝐴 = 5

1 7
Put 𝑥 = − 2 : − 7 = 𝐴(0) + 𝐵 (2) ∴ 𝐵 = −2

4𝑥 2 + 26𝑥 + 5 5 2
⟹ ∫ 2
𝑑𝑥 = ∫ [2 + − ] 𝑑𝑥
2𝑥 + 9𝑥 + 4 (𝑥 + 4) (2𝑥 + 1)
1 1
⟹ ∫ 2𝑑𝑥 + 5 ∫ 𝑥+1 𝑑𝑥 − 2 ∫ 2𝑥+1 𝑑𝑥

= 2𝑥 + 5 ln(𝑥 + 4) − ln(2𝑥 + 1) + 𝑐
𝑥2
(III) Evaluate ∫ (𝑥+1)(𝑥−1)2 𝑑𝑥

Solution:
𝑥2 𝐴 𝐵 𝐶
(𝑥+1)(𝑥−1)2
≡ + 𝑥−1 + (𝑥−1)2
𝑥+1

⟹ 𝑥 2 = 𝐴(𝑥 − 1)(𝑥 − 1) + 𝐵(𝑥 − 1)(𝑥 + 1) + 𝑐(𝑥 + 1)

1
Put 𝑥 = 1 : 1 = 𝐶(2) ∴ 𝐶=2

1
Put 𝑥 = −1: 1 = 𝐴(−2)(−2) + 𝐵(−2)(0) + 𝐶(0) : ∴𝐴= 4
1 3
1=𝐴+𝐵 ⟹1= +𝐵 ∴𝐵=
4 4
2
𝑥 1 1 3 1 1 1
∴ = ∙ + ∙ + ∙
(𝑥 + 1)(𝑥 − 1)2 4 𝑥 + 1 4 𝑥 − 1 2 (𝑥 − 1)2

40
 𝑥2 1 1 3 1 1 1
⟹ ∫ (𝑥+1)(𝑥−1)2 𝑑𝑥 = 4 ∫ 𝑥+1 𝑑𝑥 + 4 ∫ 𝑥−1 𝑑𝑥 + 2 ∫ (𝑥−1)2 𝑑𝑥

1 𝑑𝑥 3 𝑑𝑥 1
= ∫ + ∫ + ∫(𝑥 − 1)−2 𝑑𝑥
4 𝑥+1 4 𝑥−1 2

1 3 1
= 𝑙𝑛 (𝑥 + 1) + 𝑙𝑛(𝑥 − 1) − +𝑐
4 4 2(𝑥 − 1)

𝑥2
(IV) Example: Evaluate ∫ (𝑥−2)(𝑥 2+1) 𝑑𝑥

Solution: In this example, we have a quadratic factor which will not factorize any further.
Thus we have:

𝑥2 𝐴 𝐵𝑥+ 𝐶
(𝑥−2)(𝑥 2 +1)
= 𝑥−2 + 𝑥 2 +1

⟹ 𝑥 2 = 𝐴(𝑥 2 + 1) + (𝑥 − 2) (𝐵𝑥 + 𝐶)

4
Put 𝑥 = 2 : 4 = 𝐴(5) + 0 ∴ 𝐴=5

4 1
1=𝐴+𝐵 ⟹1= +𝐵 ∴𝐵=
5 5
4 2
0 = 𝐴 − 2𝐶 ⟹ 0 = − 2𝐶 ∴ 𝐶 =
5 5

𝑥2 4 1 1⁄ 𝑥 + 2⁄
∴ = ∙ + 5 5
(𝑥 − 2)(𝑥 2 + 1) 5 𝑥 − 2 𝑥2 + 1
𝑥2 4 1 1 𝑥 2 1
= ∙ + ∙ + ∙
(𝑥 − 2)(𝑥 2 + 1) 5 𝑥 − 2 5 𝑥2 + 1 5 𝑥2 + 1

𝑥2 4 1 1 𝑥 2 1
⟹ ∫ (𝑥−2)(𝑥 2+1) 𝑑𝑥 = 5 ∫ 𝑥−2 𝑑𝑥 + 5 ∫ 𝑥 2 +1 𝑑𝑥 + 5 ∫ 𝑥 2 +1 𝑑𝑥

4 1 1 2𝑥 2 1
⟹ 𝑙𝑛 (𝑥 − 2) + ∙ ∫ 2 𝑑𝑥 + ∫ 2 𝑑𝑥
5 5 2 𝑥 +1 5 𝑥 +1

4 1 2
= ln(𝑥 − 2) + ln(𝑥 2 + 1) + tan−1 𝑥 + 𝑐
5 10 5

41
2.3 Integration of trigonometrical functions:

Powers of sin x and cos x:

𝑑
(i) From (𝑆𝑖𝑛𝑥) = 𝐶𝑜𝑠𝑥 ∴ ∫ 𝐶𝑜𝑠𝑥𝑑𝑥 = 𝑆𝑖𝑛𝑥 + 𝑐
𝑑𝑥
𝑑
From (𝐶𝑜𝑠𝑥) = −𝑆𝑖𝑛𝑥 ∴ ∫ 𝑆𝑖𝑛𝑥𝑑𝑥 = − 𝐶𝑜𝑠𝑥 + 𝑐
𝑑𝑥

(ii) To integrate 𝒔𝒊𝒏𝟐 𝒙 and 𝒄𝒐𝒔𝟐 𝒙 ∶ To integrate 𝑠𝑖𝑛2 𝑥 and 𝑐𝑜𝑠 2 𝑥 , one must
express the function in terms of the cosine of the double angle:

𝐶𝑜𝑠 2𝑥 = 1 − 2𝑠𝑖𝑛2 𝑥 and 𝐶𝑜𝑠 2𝑥 = 2𝐶𝑜𝑠 2 𝑥 − 1

1 1
⟹ 𝑆𝑖𝑛2 𝑥 = (1 − 𝐶𝑜𝑠2𝑥) ⟹ 𝐶𝑜𝑠 2 𝑥 = (1 + 𝐶𝑜𝑠2𝑥)
2 2
1
⟹ ∫ 𝑆𝑖𝑛2 𝑥𝑑𝑥 = ∫(1 − 𝐶𝑜𝑠 2𝑥)𝑑𝑥
2
1 1
= 𝑥 − 𝑆𝑖𝑛2𝑥 + 𝑐
2 4
Similarly:
1
∫ 𝐶𝑜𝑠 2 𝑥𝑑𝑥 = ∫(1 + 𝐶𝑜𝑠2𝑥) 𝑑𝑥
2

1 1
= 𝑥 + 𝑆𝑖𝑛2𝑥 + 𝑐
2 4

(iii) To integrate 𝒔𝒊𝒏𝟑 𝒙 and 𝒄𝒐𝒔𝟑 𝒙 ∶ To integrate 𝑆𝑖𝑛3 𝑥 𝑜𝑟 𝐶𝑜𝑠 3 𝑥, one of the factors
must be released from the power and convert the remaining using the identity 𝐶𝑜𝑠 3 𝑥 +
𝑆𝑖𝑛3 𝑥 = 1

Example: Evaluate ∫ 𝑺𝒊𝒏𝟑 𝒙 𝒅𝒙

Solution:

∫ 𝑆𝑖𝑛3 𝑥 𝑑𝑥 = ∫ 𝑆𝑖𝑛2 𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥

= ∫(1 − 𝐶𝑜𝑠 2 𝑥) 𝑆𝑖𝑛𝑥 𝑑𝑥

42
 = ∫ 𝑆𝑖𝑛𝑥𝑑𝑥 − ∫ 𝐶𝑜𝑠 2 𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥

1
= −𝐶𝑜𝑠𝑥 + 𝐶𝑜𝑠 3 𝑥 + 𝑐
3

Similarly,
∫ 𝐶𝑜𝑠 3 𝑥 𝑑𝑥 = ∫ 𝐶𝑜𝑠 2 𝑥 𝐶𝑜𝑠𝑥 𝑑𝑥

= ∫(1 − 𝑠𝑖𝑛2 𝑥)𝑐𝑜𝑠𝑥𝑑𝑥

= ∫ 𝐶𝑜𝑠𝑥𝑑𝑥 − ∫ 𝑠𝑖𝑛2 𝑥 𝑐𝑜𝑠𝑥 𝑑𝑥

1
= 𝑠𝑖𝑛𝑥 − 𝑠𝑖𝑛3 𝑥 + 𝑐
3

(iv) To integrate 𝒔𝒊𝒏𝟒 𝒙 𝒂𝒏𝒅 𝒄𝒐𝒔 𝟒 𝒙 ∶

Example: Evaluate ∫ 𝑆𝑖𝑛4 𝑥 𝑑𝑥

Solution:
2
4 2
∫ 𝑆𝑖𝑛 𝑥 𝑑𝑥 = ∫(𝑆𝑖𝑛 𝑥) 𝑑𝑥
2
1
= ∫ [ (1 − 𝑐𝑜𝑠2𝑥)] 𝑑𝑥
2

= ∫(1 − 2𝑐𝑜𝑠2𝑥 + 𝑐𝑜𝑠 2 2𝑥)𝑑𝑥

1 1
⟹ ∫ 𝑆𝑖𝑛4 𝑥 𝑑𝑥 = ∫ [1 − 2𝑐𝑜𝑠2𝑥 + (1 + 𝑐𝑜𝑠4𝑥)] 𝑑𝑥
4 2

1 1 1
= ∫ [1 − 2𝑐𝑜𝑠2𝑥 + + 𝑐𝑜𝑠4𝑥] 𝑑𝑥
4 2 2

1 3 2 1 1
= [ 𝑥 − 𝑆𝑖𝑛2𝑥 + ∙ 𝑆𝑖𝑛4𝑥] + 𝑐
4 2 2 2 4

3 1 1
= 𝑥 − 𝑆𝑖𝑛2𝑥 + 𝑆𝑖𝑛 4𝑥 + 𝑐
8 4 32

43
Example: (Try) Evaluate ∫ 𝒄𝒐𝒔𝟒 𝒙𝒅𝒙

(v) To integrate 𝑺𝒊𝒏𝟓 𝒙 and 𝑪𝒐𝒔𝟓 𝒙:

Example: Evaluate ∫ 𝑆𝑖𝑛5 𝑥 𝑑𝑥

Solution : ∫ 𝑆𝑖𝑛5 𝑥 𝑑𝑥 = ∫ 𝑆𝑖𝑛4 𝑥 𝑆𝑖𝑛𝑥 𝑑𝑥

= ∫(1 − 𝑐𝑜𝑠 2 𝑥)2 𝑠𝑖𝑛 𝑥 𝑑𝑥

= ∫(1 − 2𝑐𝑜𝑠 2 𝑥 + 𝑐𝑜𝑠 4 𝑥) sin 𝑥 𝑑𝑥

= ∫ 𝑆𝑖𝑛 𝑥 𝑑𝑥 − 2 ∫ 𝐶𝑜𝑠 2 𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥 + ∫ 𝐶𝑜𝑠 4 𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥

2 1
= −𝐶𝑜𝑠 𝑥 + 𝑐𝑜𝑠 3 𝑥 − 𝑐𝑜𝑠 5 𝑥 + 𝑐
3 5

Example : (Try) Evaluate ∫ 𝑐𝑜𝑠 5 𝑥 𝑑𝑥

3.5 Product of sines and cosines:

(I) The integral of trig. functions of the form 𝑆𝑖𝑛𝑛 𝑎𝑥 𝐶𝑜𝑠 𝑎𝑥 or 𝑐𝑜𝑠 𝑛 𝑎𝑥 𝑠𝑖𝑛 𝑎𝑥 can be
dealt with using substitution. For instance in the dealing with
∫ 𝑆𝑖𝑛𝑛 𝑎𝑥 𝐶𝑜𝑠 𝑎𝑥 𝑑𝑥 the following substitution could be made:

1
Let 𝑢 = sin 𝑎𝑥 ⟹ 𝑑𝑢 = 𝑎 cos 𝑎𝑥 𝑑𝑥. ⟹ cos 𝑎𝑥 𝑑𝑥 = 𝑑𝑢
𝑎

1 1
⟹ ∫ 𝑠𝑖𝑛𝑛 𝑎𝑥 cos 𝑎𝑥 𝑑𝑥 = ∫ 𝑢𝑛 ∙ 𝑑𝑢 = ∫ 𝑢𝑛 𝑑𝑢
𝑎 𝑎

1 1
= [ ∙ 𝑢𝑛+1 ] + 𝑐
𝑎 𝑛+1

44
 1 1
= ∙ ∙ (sin 𝑎𝑥)𝑛+1 + 𝑐
𝑎 𝑛+1
1
= 𝑆𝑖𝑛𝑛+1 𝑎𝑥 + 𝑐 𝑛 ≠ −1
𝑎(𝑛 + 1)

cos 𝑎𝑥
When n = -1 : ∫(𝑆𝑖𝑛 𝑎𝑥)−1 cos 𝑎𝑥 𝑑𝑥 = ∫ sin 𝑎𝑥 𝑑𝑥
1
= 𝑙𝑛|sin 𝑎𝑥| + 𝑐
𝑎

1
Therefore ∫ 𝑠𝑖𝑛𝑛 𝑎𝑥 cos 𝑎𝑥 𝑑𝑥 = 𝑆𝑖𝑛𝑛+1 𝑎𝑥 + 𝑐 𝑓𝑜𝑟 𝑛 ≠ 1
𝑎(𝑛+1)

1
or ∫ 𝑠𝑖𝑛𝑛 𝑎𝑥 cos 𝑎𝑥 𝑑𝑥 = = 𝑙𝑛|sin 𝑎𝑥| + 𝑐 𝑓𝑜𝑟 𝑛 = 1̅
𝑎

Example: Evaluate the following:

(i) ∫ 𝑆𝑖𝑛2 3𝑥 cos 3𝑥 𝑑𝑥 (ii) ∫ 𝑆𝑖𝑛 2𝑥 Cos3 2𝑥 𝑑𝑥

Solution:
1
(i) Let 𝑢 = 𝑆𝑖𝑛3𝑥 ⟹ 𝑑𝑢 = 3𝐶𝑜𝑠3𝑥𝑑𝑥 ∴ 𝑑𝑢 = 𝐶𝑜𝑠3𝑥𝑑𝑥
3
1
⟹ ∫ 𝑆𝑖𝑛2 3𝑥 cos 3𝑥 𝑑𝑥 = ∫ 𝑢2 ∙ 𝑑𝑢
3

1
= ∫ 𝑢2
3
1 1 3
= ∙ 𝑢 +𝑐
3 3

1
= 9 𝑆𝑖𝑛3 3𝑥 + 𝑐

1
(ii) Let 𝑢 = 𝐶𝑜𝑠 2𝑥 ⟹ 𝑑𝑢 = −2 𝑆𝑖𝑛 2𝑥 𝑑𝑥 ∴ − 2 𝑑𝑢 = 𝑆𝑖𝑛2𝑥𝑑𝑥

45
 1
⟹ ∫ 𝑆𝑖𝑛2𝑥𝐶𝑜𝑠 3 2𝑥𝑑𝑥 = ∫ 𝑢3 ∙ − 𝑑𝑢
2
1
= − ∫ 𝑢3 𝑑𝑢
2

1 1
= − ∙ 𝑢4 + 𝑐
2 4

1 1
= − ∙ ∙ 𝐶𝑜𝑠 4 2𝑥 + 𝑐
2 4

1
=− 𝐶𝑜𝑠 4 2𝑥 + 𝑐
8

𝑚
(II) (𝛼) The integral of a trig function of the form ∫ 𝑆𝑖𝑛 𝑎𝑥 𝐶𝑜𝑠 𝑛 𝑎𝑥 𝑑𝑥 is easily
performed if one or both of m, n is odd. If m for example is odd,
𝑆𝑖𝑛𝑚−1 𝑎𝑥 𝑖𝑠 𝑒𝑣𝑒𝑛 𝑝𝑜𝑤𝑒𝑟 𝑜𝑓 𝑆𝑖𝑛 𝑎𝑥 and by the relationship 𝑆𝑖𝑛2 𝑎𝑥 = 1 − 𝐶𝑜𝑠 2 𝑎𝑥
the integrand can be expressed ads a polynomial in 𝐶𝑜𝑠 𝑎𝑥.

The other is 𝑆𝑖𝑛 𝑎𝑥 taken with 𝑑𝑥 to make the derivative of 𝐶𝑜𝑠 𝑎𝑥 and the integral is
expressed as the sum powers of 𝐶𝑜𝑠 𝑎𝑥

Example: Evaluate the following:

2 3
(i) ∫ 𝑆𝑖𝑛 𝑥 𝐶𝑜𝑠 3 𝑥 𝑑𝑥 (ii) ∫ 𝑆𝑖𝑛 𝑥 𝐶𝑜𝑠 4 𝑥 𝑑𝑥

Solution:

2 2
(i) ∫ 𝑆𝑖𝑛 𝑥 𝐶𝑜𝑠 3 𝑥 𝑑𝑥 = ∫ 𝑆𝑖𝑛 𝑥 𝐶𝑜𝑠 2 𝑥 𝐶𝑜𝑠 𝑥 𝑑𝑥
2
= ∫ 𝑆𝑖𝑛 𝑥 (1 − 𝑠𝑖𝑛2 𝑥) 𝑐𝑜𝑠 𝑥𝑑𝑥

= ∫ 𝑆𝑖𝑛2 𝑥 𝐶𝑜𝑠 𝑥 𝑑𝑥 − ∫ 𝑆𝑖𝑛4 𝑥 𝐶𝑜𝑠 𝑥 𝑑𝑥

1 1
= 𝑆𝑖𝑛3 𝑥 − 𝑆𝑖𝑛5 𝑥 + 𝑐
3 5

46
 2
(ii) ∫ 𝑆𝑖𝑛 𝑥 𝐶𝑜𝑠 3 𝑥 𝑑𝑥 = ∫ 𝑆𝑖𝑛2 𝑥 𝐶𝑜𝑠 4 𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥

= ∫(1 − 𝑐𝑜𝑠 2 𝑥) 𝐶𝑜𝑠 4 𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥

= ∫ 𝐶𝑜𝑠 4 𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥 − ∫ 𝐶𝑜𝑠 6 𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥

1 1
= − 5 𝑐𝑜𝑠 5 𝑥 + 7 𝑐𝑜𝑠 7 𝑥 + 𝑐

(𝛽) If the trig functions under consideration is such that both m and n are even, then the
integration is performed by expressing the integrand in terms of multiple angles.

Example: Evaluate the following integrals

(i) ∫ 𝐶𝑜𝑠 2 𝑥 𝑆𝑖𝑛4 𝑥 𝑑𝑥 (ii) ∫ 𝑆𝑖𝑛2 𝑥 𝐶𝑜𝑠 4 𝑥 𝑑𝑥

Solution:

(i) ∫ 𝐶𝑜𝑠 2 𝑥 𝑆𝑖𝑛4 𝑥 𝑑𝑥 = ∫ 𝐶𝑜𝑠 2 𝑥 𝑆𝑖𝑛2 𝑥 𝑆𝑖𝑛2 𝑥 𝑑𝑥

1
= 4
∫ 𝑆𝑖𝑛2 2𝑥 𝑆𝑖𝑛2 𝑥 𝑑𝑥

1
= 8
∫ 𝑆𝑖𝑛2 2𝑥 (1 − cos 2𝑥)𝑑𝑥

1 1 1
= 8
∫ 2 (1 − cos 4𝑥)𝑑𝑥 − 8
∫ 𝑆𝑖𝑛2 2𝑥 Cos 2𝑥 𝑑𝑥

1 1
= 16
∫(1 − 𝐶𝑜𝑠4𝑥)𝑑𝑥 − 8
∫ 𝑆𝑖𝑛2 2𝑥 Cos 2𝑥 𝑑𝑥

47
 1 1 1 1 1 1
= 𝑥− ∙ 𝑆𝑖𝑛4𝑥 − ∙ ∙ 𝑆𝑖𝑛3 2𝑥 + 𝑐
16 16 4 8 3 2

1 1 1
= 𝑥 − 𝑆𝑖𝑛3 2𝑥 − 𝑆𝑖𝑛4𝑥 + 𝑐
16 48 64

1 4
= [4𝑥 − 𝑆𝑖𝑛4𝑥 − 𝑆𝑖𝑛3 2𝑥 + 𝑐]
64 3

(ii) ∫ 𝑆𝑖𝑛2 𝑥 𝐶𝑜𝑠 4 𝑥 𝑑𝑥 = ∫ 𝑆𝑖𝑛2 𝑥 𝐶𝑜𝑠 2 𝑥 𝐶𝑜𝑠 2 𝑥 𝑑𝑥

1
= 4
∫ 𝑆𝑖𝑛2 2 𝑥 𝐶𝑜𝑠 2 𝑥 𝑑𝑥

1 1
⟹ ∫ 𝑆𝑖𝑛2 𝑥 𝐶𝑜𝑠 4 𝑥 𝑑𝑥 = ∫ 𝑆𝑖𝑛2 2 𝑥 [ (1 + 𝐶𝑜𝑠2𝑥)] 𝑑𝑥
4 2

1
= ∫ 𝑆𝑖𝑛2 2 𝑥 (1 + 𝐶𝑜𝑠2𝑥) 𝑑𝑥
8

1 1
= ∫ 𝑆𝑖𝑛2 2 𝑥 𝑑𝑥 + ∫ 𝑆𝑖𝑛2 2𝑥 𝐶𝑜𝑠 2𝑥 𝑑𝑥
8 8

1 1 1
= ∫ (1 − 𝐶𝑜𝑠4𝑥)𝑑𝑥 + ∫ 𝑆𝑖𝑛2 2𝑥 𝐶𝑜𝑠 2𝑥 𝑑𝑥
8 2 8

1 1
=
16
∫(1 − 𝐶𝑜𝑠4𝑥)𝑑𝑥 + 8
∫ 𝑆𝑖𝑛2 2𝑥 Cos 2𝑥 𝑑𝑥

1 1 1 1 1 1
= 𝑥− ∙ 𝑆𝑖𝑛4𝑥 + ∙ ∙ 𝑆𝑖𝑛3 2𝑥 + 𝑐
16 16 4 8 3 2

1 1 1
= 𝑥 − 𝑆𝑖𝑛4𝑥 + 𝑆𝑖𝑛3 2𝑥 + 𝑐
16 64 48

1 4
= [4𝑥 − 𝑆𝑖𝑛4𝑥 + 𝑆𝑖𝑛3 2𝑥] + 𝑐
64 3

48
(III) The integral of trigonometric functions of the form 𝑆𝑖𝑛 𝑎𝑥 𝐶𝑜𝑠 𝑏𝑥 are easily
performed by the use of the factor formulae to transform the integrand into a sum or
difference of sine or cosine. The factor formulae are as follows:

(i) 2 𝑆𝑖𝑛 𝐴 𝐶𝑜𝑠 𝐵 = 𝑆𝑖𝑛 (𝐴 + 𝐵) + 𝑆𝑖𝑛 (𝐴 − 𝐵)

(ii) 2𝐶𝑜𝑠 𝐴 𝑆𝑖𝑛 𝐵 = 𝑆𝑖𝑛 (𝐴 + 𝐵) − 𝑆𝑖𝑛 (𝐴 − 𝐵)
(iii) 2𝐶𝑜𝑠 𝐴 𝐶𝑜𝑠 𝐵 = 𝐶𝑜𝑠 (𝐴 + 𝐵) + 𝐶𝑜𝑠(𝐴 − 𝐵)
(iv) 2 𝑆𝑖𝑛 𝐴 𝑆𝑖𝑛 𝐵 = 𝐶𝑜𝑠 (𝐴 − 𝐵) − 𝐶𝑜𝑠 (𝐴 + 𝐵)

Example: Evaluate the following integrals:

( i)∫ 𝑆𝑖𝑛3𝑥𝐶𝑜𝑠5𝑥 𝑑𝑥 (ii) ∫ 2𝑆𝑖𝑛6𝑥𝐶𝑜𝑠2𝑥𝑑𝑥

Solution:

1
( i)∫ 𝑆𝑖𝑛3𝑥𝐶𝑜𝑠5𝑥 𝑑𝑥 = ∫ 2 𝐶𝑜𝑠 5𝑥 𝑆𝑖𝑛 3𝑥 𝑑𝑥
2
1
= 2
∫[𝑆𝑖𝑛(5𝑥 + 3𝑥) − 𝑆𝑖𝑛(5𝑥 − 3𝑥)] 𝑑𝑥

1
= ∫[𝑆𝑖𝑛 8𝑥 − 𝑆𝑖𝑛 2𝑥] 𝑑𝑥
2

1 1 1 1
= −2 ∙ ∙ cos 8𝑥 + 2 ∙ 2 ∙ cos 2𝑥 + 𝑐
8

1 1
= − cos 8𝑥 + 𝑐𝑜𝑠2𝑥 + 𝑐
16 4

1
= (4𝑐𝑜𝑠2𝑥 − 𝑐𝑜𝑠8𝑥) + 𝑐
16

i) ∫ 2𝑆𝑖𝑛 6𝑥 𝐶𝑜𝑠 2𝑥 𝑑𝑥 = ∫[𝑆𝑖𝑛 (6𝑥 + 2𝑥) + 𝑆𝑖𝑛 (6𝑥 − 2𝑥)] 𝑑𝑥

= ∫[𝑆𝑖𝑛 8𝑥 + 𝑆𝑖𝑛 4𝑥] 𝑑𝑥

1 1
= − cos 8𝑥 − 𝑐𝑜𝑠4𝑥 + 𝑐
8 4

1
= − (cos 8𝑥 + 2 𝑐𝑜𝑠4𝑥) + 𝑐
8

49
Example: Evaluate the following integrals:

∫ Cos 6𝑥 Cos 4𝑥 𝑑𝑥 (𝑖𝑖) ∫ 𝑆𝑖𝑛 5𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥

Solution:

1
∫ 𝐶𝑜𝑠 6𝑥 𝐶𝑜𝑠4𝑥 𝑑𝑥 = ∫ 2 𝐶𝑜𝑠 6𝑥 𝐶𝑜𝑠4𝑥 𝑑𝑥
2
1
= ∫[𝐶𝑜𝑠 (6𝑥 + 4𝑥) + 𝐶𝑜𝑠 (6𝑥 − 4𝑥)]𝑑𝑥
2

1 1
= ∫ 𝐶𝑜𝑠 10𝑥 𝑑𝑥 + ∫ 𝐶𝑜𝑠 2𝑥 𝑑𝑥
2 2

1 1 1 1
= ∙ ∙ 𝑆𝑖𝑛 10𝑥 + ∙ ∙ 𝑆𝑖𝑛 2𝑥 + 𝑐
2 10 2 2

1 1
= 𝑆𝑖𝑛10𝑥 + 𝑆𝑖𝑛 2𝑥 + 𝑐
20 4

1
= (𝑆𝑖𝑛 10𝑥 + 5 𝑆𝑖𝑛2𝑥) + 𝑐
20

1
∫ 𝑆𝑖𝑛 5𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥 = ∫ 2 𝑆𝑖𝑛 5𝑥 𝑆𝑖𝑛 𝑥 𝑑𝑥
2
1
= 2
∫[𝐶𝑜𝑠 (5𝑥 − 𝑥) − 𝐶𝑜𝑠 (5𝑥 + 𝑥)]𝑑𝑥

1
= ∫[𝐶𝑜𝑠 4𝑥 − 𝐶𝑜𝑠 6𝑥]𝑑𝑥
2

1 1
= ∫ 𝐶𝑜𝑠 4𝑥 𝑑𝑥 − ∫ 𝐶𝑜𝑠 6𝑥 𝑑𝑥
2 2

1 1 1 1
= ∙ ∙ 𝑆𝑖𝑛4𝑥 − ∙ ∙ 𝑆𝑖𝑛6𝑥 + 𝑐
2 4 2 6

1 1
= 𝑆𝑖𝑛 4𝑥 − 𝑆𝑖𝑛 6𝑥 +
8 12

50
 CHAPTER THREE
PARTIAL DIFFERENTIATION

3.1 Functions of several variables

Functions of the explicit form 𝑦 = 𝑓(𝑥) or the implicit form 𝑓(𝑥, 𝑦) = 0 are functions of one
variable. Such functions express relationship between two variables x and y and assume that
the process being studied can be represented adequately in terms of only two variables. There
are many cases in which such a representation is so inadequate and it becomes necessary to
express a relationship in terms of several variables or to express one variable as a function of
more than one variable. Such representations give functions of several variables. The
functions 𝑤 = 𝑓(𝑥, 𝑦, 𝑧); 𝑧 = 𝑓(𝑥, 𝑦); 𝑝2 = 𝑥 2 + 𝑦 2 + 𝑧 2 ; are all examples of functions of
several variables.

3.1.1 Domain of a function of Several Variables

The first step in understanding any function is being able to recognize its domain and range. The
domain, D of a function of several variables, like f(x, y) is the set of values f takes in. The Range, R is
the set of values f gives out. Some points to keep in mind when dealing with functions of several
variables.

• The range will always be one-dimensional

• The domain will have the same number of dimensions as there are input variables.
• The domain needs to include “all” possible inputs.

Example: Find the domain and range of the function given below

𝑓(𝑥, 𝑦) = √𝑥 + 𝑦

Anh value under the square root must be greater or equal to zero since we are dealing with a set of
real numbers. Therefore, the domain is

𝐷 = {(𝑥, 𝑦)|𝑥 + 𝑦 ≥ 0}

The range are all the values √𝑥 + 𝑦 can produce. These are all positive whole numbers. Therefore
the range is

𝑅 = {𝑧|𝑧 ≥ 0}

3.2 Partial Derivative

Consider the function 𝑧 = 𝑓(𝑥, 𝑦). If y is held constant, then z is a function of only x and
the derivative of z with respect to x can be found. The derivative obtained in this way is the

51
partial derivative of z with respect to x. Partial derivatives of the function 𝑧 = 𝑓(𝑥, 𝑦) with
𝜕𝑧 𝜕𝑓 𝜕
respect to x can be denoted by 𝜕𝑥, 𝜕𝑥, 𝜕𝑥 𝑓(𝑥, 𝑦),𝑓𝑥 (𝑥, 𝑦), 𝑓𝑥 and 𝑧𝑥 .

Similarly, if x is held constant, the partial derivative of z with respect to y can be computed
𝜕𝑧 𝜕𝑓 𝜕
and can be denoted by 𝜕𝑦, 𝜕𝑦, 𝜕𝑦 𝑓(𝑥, 𝑦),𝑓𝑦 (𝑥, 𝑦), 𝑓𝑦 and 𝑧𝑦 .

By definition;

𝜕𝑓 𝑓(𝑥 + ℎ, 𝑦) − 𝑓(𝑥, 𝑦)
= lim [ ]
𝜕𝑥 ℎ→0 ℎ

Similarly;

𝜕𝑓 𝑓(𝑥, 𝑦 + ℎ) − 𝑓(𝑥, 𝑦)
= lim [ ]
𝜕𝑦 ℎ→0 ℎ

The derivatives evaluated at a particular point (𝑥0 , 𝑦0 ) are often indicated by

𝜕𝑓 𝜕𝑓
| = 𝑓𝑥 (𝑥0 , 𝑦0 ) and | = 𝑓𝑦 (𝑥0 , 𝑦0 ).
𝜕𝑥 (𝑥0 ,𝑦0 ) 𝜕𝑦 (𝑥 ,𝑦 )
0 0

Example:

Using the definition of partial derivative, determine the partial derivative with respect to y
and x given that 𝑓(𝑥, 𝑦) = 3𝑥𝑦 2 − 2𝑦 + 5𝑥 2 𝑦 2 and evaluate your answer when 𝑥 = −1 and
𝑦 = 2.

Solution: 𝑓(𝑥 + ℎ, 𝑦) = 3(𝑥 + ℎ)𝑦 2 − 2𝑦 + 5(𝑥 + ℎ)2 𝑦 2

By definition
𝜕𝑓 𝑓(𝑥 + ℎ, 𝑦) − 𝑓(𝑥, 𝑦)
= lim [ ]
𝜕𝑥 ℎ→0 ℎ

𝜕𝑓 {3(𝑥 + ℎ)𝑦 2 − 2𝑦 + 5(𝑥 + ℎ)2 𝑦 2 } − {3𝑥𝑦 2 − 2𝑦 + 5𝑥 2 𝑦 2 }

= lim [ ]
𝜕𝑥 ℎ→0 ℎ

{3𝑥𝑦 2 + 3ℎ𝑦 2 − 2𝑦 + 5(𝑥 2 + 2𝑥ℎ + ℎ2 )𝑦 2 } − {3𝑥𝑦 2 − 2𝑦 + 5𝑥 2 𝑦 2 }

= lim [ ]
ℎ→0 ℎ

3𝑥𝑦 2 + 3ℎ𝑦 2 − 2𝑦 + 5𝑥 2 𝑦 2 + 10𝑥ℎ𝑦 2 + 5ℎ2 𝑦 2 − 3𝑥𝑦 2 + 2𝑦 − 5𝑥 2 𝑦 2

= lim [ ]
ℎ→0 ℎ

52
 3ℎ𝑦 2 + 10𝑥ℎ𝑦 2 + 5ℎ2 𝑦 2
= lim [ ]
ℎ→0 ℎ

(3𝑦 2 + 10𝑥𝑦 2 + 5ℎ𝑦 2 )ℎ

= lim [ ]
ℎ→0 ℎ

= lim [3𝑦 2 + 10𝑥𝑦 2 + 5ℎ𝑦 2 ]

ℎ→0

𝜕𝑓
∴ = 3𝑦 2 + 10𝑥𝑦 2
𝜕𝑥

𝜕𝑓
Now | = 3(2)2 + 10(−1)(2)2 = 12 − 40 = −28
𝜕𝑥 (−1,2)

𝝏𝒇
Try: |
𝝏𝒚 (−𝟏,𝟐)

𝜕𝑧 𝜕𝑧
Example: Find 𝜕𝑥 and 𝜕𝑦 given that 𝑧 = 2𝑥 2 + 3𝑥𝑦 − 6𝑦 2

Solution:

𝜕𝑧
= 4𝑥 + 3𝑦
𝜕𝑥

𝜕𝑧
= 3𝑥 − 12𝑦
𝜕𝑦

𝜕𝑧 𝜕𝑧
Example: Find 𝜕𝑥 and 𝜕𝑦 given that 𝑧 = 𝑥𝑦 + ln 𝑥.

Solution:

𝜕𝑧 1 𝑥𝑦 + 1 𝜕𝑧
=𝑦+ = , =𝑥
𝜕𝑥 𝑥 𝑥 𝜕𝑦

3.3 Higher Order Partial Derivative

𝜕𝑓 𝜕𝑓
If 𝑓(𝑥, 𝑦) has partial derivatives at each point (x,y) in a region, then 𝜕𝑥 and 𝜕𝑦 are themselves
functions of x and y which may also have partial derivatives. These second derivatives are
denoted by
𝜕 𝜕𝑓 𝜕2 𝑓 𝜕 𝜕𝑓 𝜕2 𝑓
( )
𝑑𝑥 𝜕𝑥
= 𝜕𝑥 2 = 𝑓𝑥𝑥 , ( )
𝑑𝑦 𝜕𝑦
= 𝜕𝑦2 = 𝑓𝑦𝑦

53
𝜕 𝜕𝑓 𝜕2 𝑓 𝜕 𝜕𝑓 𝜕2 𝑓
( )
𝑑𝑥 𝜕𝑦
= 𝜕𝑥𝜕𝑦 = 𝑓𝑦𝑥 , ( )
𝑑𝑦 𝜕𝑥
= 𝜕𝑦𝜕𝑥 = 𝑓𝑦𝑥

𝑥
Example: Find the four partial derivatives of the function 𝑓(𝑥, 𝑦) = 𝑥𝑒 𝑦 − sin (𝑦)+𝑥 3 𝑦 2

Solution:
1 𝑥
𝑓𝑥 (𝑥, 𝑦) = 𝑒 𝑦 − cos ( ) + 3𝑥 2 𝑦 2
𝑦 𝑦
𝑥 𝑥
𝑓𝑦 (𝑥, 𝑦) = 𝑥𝑒 𝑦 + 2
cos ( ) + 2𝑥 3 𝑦
𝑦 𝑦

𝜕 𝑦 1 𝑥 1 𝑥
𝑓𝑥𝑥 (𝑥, 𝑦) = [𝑒 − cos ( ) + 3𝑥 2 𝑦 2 ] = 2 sin ( ) + 6𝑥𝑦 2
𝑑𝑥 𝑦 𝑦 𝑦 𝑦

𝜕 1 𝑥 𝑥2 𝑥 2𝑥 𝑥
𝑓𝑦𝑦 (𝑥, 𝑦) = [𝑥𝑒 𝑦 + 2 cos ( ) + 2𝑥 3 𝑦] = 𝑥𝑒 𝑦 + 4 sin ( ) − 3 cos ( ) + 2𝑥 3
𝑑𝑦 𝑦 𝑦 𝑦 𝑦 𝑦 𝑦

𝜕 𝑦 1 𝑥 𝑥 𝑥 1 𝑥
𝑓𝑥𝑦 = [𝑒 − cos ( ) + 3𝑥 2 𝑦 2 ] = 𝑒 𝑦 − 3 sin ( ) + 2 cos ( ) + 6𝑥 2 𝑦
𝑑𝑦 𝑦 𝑦 𝑦 𝑦 𝑦 𝑦

𝜕 1 𝑥 𝑥 𝑥 1 𝑥
𝑓𝑦𝑥 = [𝑥𝑒 𝑦 + 2 cos ( ) + 2𝑥 3 𝑦] = 𝑒 𝑦 − 3 sin ( ) + 2 cos ( ) + 6𝑥 2 𝑦
𝑑𝑥 𝑦 𝑦 𝑦 𝑦 𝑦 𝑦

54
 CHAPTER FOUR
ORDINARY DIFFERENTIAL EQUATIONS

4.1 Introduction
A differential equation is any equation which contains derivatives, either ordinary derivatives
or partial derivatives. Considering Newton’s second law of motion which states that if an
object of mass m is moving with acceleration a and being acted on with force F then

𝐹 = 𝑚𝑎 (4.1)

Remember that the acceleration a can be rewritten in one of two ways. That is

𝑑𝑣 𝑑2 𝑢
𝑎= or 𝑎 = (4.2)
𝑑𝑡 𝑑𝑡 2

Where v is the velocity of the object and u is the position function of the object at any time t.
The force F may also be a function of time, velocity and /or position. With all these in mind,
Newton’s second law can be written as

𝑑𝑣
𝐹(𝑡, 𝑣) = 𝑚 (4.3)
𝑑𝑡

Or

𝑑𝑢 𝑑2𝑢
𝐹 (𝑡, 𝑢, )=𝑚 2 (4.4)
𝑑𝑡 𝑑𝑡

Equations (4.3) and (4.4) are examples of differential equations. Some other examples of
differential equations are

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔(𝑡) (4.5)

𝑑4 𝑦 𝑑𝑦
sin 𝑦 4
= (1 − 𝑦) + 𝑦 2 𝑒 −5𝑦 (4.6)
𝑑𝑥 𝑑𝑥

Definition of terms

The “Order” of a differential equation

The order of a differential equation is the largest derivative present in the differential
equation. In the differential equations listed above (4.3) is a first order differential equation ,
(4.4) and (4.5) are second order differential equation and (4.6) is a fourth order differential
equation.

55
Note:

A differential equation is called an ordinary differential equation, abbreviated ode, if it has

ordinary derivatives in it.

Linear Differential Equations

A linear differential equation is any differential equation that can be written in the following
form

𝑎𝑛 (𝑡)𝑦 𝑛 (𝑡) + 𝑎𝑛−1 (𝑡)𝑦 𝑛−1 (𝑡) + ⋯ + 𝑎1 (𝑡)𝑦 ′ (𝑡) + 𝑎0 (𝑡)𝑦(𝑡) = 𝑔(𝑡) (4.7)

The important thing to note about linear differential equations is that there are no products of
the function, y(t) and its derivatives and neither the function or its derivatives occur to any
power other than the first power.

The coefficients 𝑎𝑛 (𝑡), … 𝑎0 (𝑡) and g(t) can be zero or non-zero functions, constant or non-
constant functions, linear or non-linear functions. Only the function, y(t), and its derivatives
are used in determining if a differential equation is linear.

If a differential equation cannot be written in the form, (4.7) then it is called a non-linear
differential equation.

“Solution” to a differential equation

A solution to a differential equation on an interval 𝑎 < 𝑡 < 𝑏 is any function y(t) which
satisfies the differential equation in question on the interval 𝑎 < 𝑡 < 𝑏.

3⁄
Example: Show that 𝑦(𝑥) = 𝑥 − 2 is a solution to 4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 = 0 for x>0.

Solution: First we find the first and second derivatives of the function

3 5
𝑦 ′ (𝑥) = − 𝑥 −2
2

15 7
𝑦 ′′ (𝑥) = 𝑥2
4

Putting these and the function in the differential equation gives

15 7 3 5 3
4𝑥 2 ( 𝑥 −2 ) + 12𝑥 (− 𝑥 −2 ) + 3 (𝑥 −2 ) = 0
4 2

56
 3 3 3
15𝑥 −2 − 18𝑥 −2 + 3 (𝑥 −2 ) = 0

0=0

3⁄
Therefore 𝑦(𝑥) = 𝑥 − 2 does satisfy the differential equation and hence is a solution.

Initial Condition(s)

Initial Condition(s) are a condition or set of conditions on the solution that will allow us to
determine which solution that we prefer. Initial conditions are of the form

𝑦(𝑡0 ) = 𝑦0 and/or 𝑦 𝑘 (𝑡0 ) = 𝑦𝑘

In other words, initial conditions are values of the solution and/or its derivative(s) at specific
points.

Note:

The number of initial conditions that are required for a given differential equation will
depend on the order of the differential equation.

Initial Value Problem

An Initial Value Problem is a differential equation along with an appropriate number of

initial conditions.

1 3
Example 4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 = 0 𝑦(4) = 8 , 𝑦 ′ (4) = − 64 is an initial value

problem.

Actual Solution

The actual solution to a differential equation is the specific solution that not only satisfies the
differential equation, but also satisfies the given initial condition(s).

4.2 First Order Differential Equations

The most general first order differential equation can be written as

𝑑𝑦
= 𝑓(𝑦, 𝑡) (4.8)
𝑑𝑡

57
There is no general formula for the solution to (4.8). Instead there are several special cases to
solving such an equation.

4.3 Linear differential equations (method of integrating factors)

The first special case of first order differential equations that we will look at is the linear first
order differential equation.

In order to solve a first order differential equation we must start with the differential equation
in the form

𝑑𝑦
+ 𝑝(𝑡)𝑦 = 𝑔(𝑡) (4.9)
𝑑𝑡

In order to solve equation (4.9) we multiply the equation through by a function 𝜇(𝑡). The
function 𝜇(𝑡) is called the integrating factor.

𝑑𝑦
𝜇(𝑡) + 𝜇(𝑡)𝑝(𝑡)𝑦(𝑡) = 𝜇(𝑡)𝑔(𝑡) (4.10)
𝑑𝑡

The function 𝜇(𝑡) is chosen such that the equation is integrable. In particular we require:

𝑑𝜇(𝑡)
𝜇(𝑡)𝑝(𝑡) = = 𝜇 ′ (𝑡) (4.11)
𝑑𝑡

So that equation (4.10) can be given as

𝑑𝑦 𝑑𝜇(𝑡)
𝜇(𝑡) + 𝑦(𝑡) = 𝜇(𝑡)𝑔(𝑡) (4.12)
𝑑𝑡 𝑑𝑡

It can be seen that the left hand side of equation (4.12) is just the product rule and (4.12) can
be written as

𝑑
[𝜇(𝑡)𝑦(𝑡)] = 𝜇(𝑡)𝑔(𝑡) (4.13)
𝑑𝑡

Remember that our interest is in y(t) so we integrate both sides of equation (4.13) to get

𝜇(𝑡)𝑦(𝑡) − 𝑐 = ∫ 𝜇(𝑡)𝑔(𝑡)𝑑𝑡 (4.14)

Note:

If the constant of integration c is left out we will always arrive at the wrong solution.

58
 1
𝑦(𝑡) = [∫ 𝜇(𝑡)𝑔(𝑡)𝑑𝑡 + 𝑐 ] (4.15)
𝜇(𝑡)

Equation (4.15) becomes the general solution.

Now we have to look for 𝜇(𝑡) that will satisfy (4.15)

From equation (4.11)

𝜇 ′ (𝑡)
𝜇(𝑡)𝑝(𝑡) = 𝜇 ′ (𝑡) ⟹ 𝑝(𝑡) =
𝜇(𝑡)

𝑝(𝑡) = (ln[𝜇(𝑡)])′ (4.16)

Integrating both sides

∫ 𝑝(𝑡)𝑑𝑡 + 𝑘 = ln[𝜇(𝑡)]

⇒ 𝜇(𝑡) = 𝑒 ∫ 𝑝(𝑡)𝑑𝑡+𝑘

𝜇(𝑡) = 𝑒 𝑘 𝑒 ∫ 𝑝(𝑡)𝑑𝑡 (4.17)

Remember k is an unknown constant and thus 𝑒 𝑘 . Therefore instead of 𝑒 𝑘 we can still use k.

So equation (4.17) can be written as

𝜇(𝑡) = 𝑘𝑒 ∫ 𝑝(𝑡)𝑑𝑡 (4.18)

When we substitute equation (4.18) into (4.15) we get the general solution.

Example 1: Find the solution to the following differential equation

𝑑𝑣
= 9.8 − 0.196𝑣
𝑑𝑡

Solution: First we need to get the differential equation in the correct form.

𝑑𝑣
+ 0.196𝑣 = 9.8
𝑑𝑡

From this it can be seen that 𝑝(𝑡) = 0.196 and so 𝜇(𝑡) is then

59
 𝜇(𝑡) = 𝑒 ∫ 0.196𝑑𝑡 = 𝑒 0.196𝑡

Note that the constant of integration has been dropped here. It will be introduced at the end
simplicity.

Now multiply all the terms in the differential equation by the integrating factor and simplify.

𝑑𝑣
𝑒 0.196𝑡 + 0.196𝑣𝑒 0.196𝑡 = 9.8𝑒 0.196𝑡
𝑑𝑡

(𝑒 0.196𝑡 𝑣)′ = 9.8𝑒 0.196𝑡

∫(𝑒 0.196𝑡 𝑣)′ 𝑑𝑡 = ∫ 9.8𝑒 0.196𝑡 𝑑𝑡

𝑒 0.196𝑡 𝑣 + 𝑘 = 50𝑒 0.196𝑡 + 𝑐

𝑒 0.196𝑡 𝑣 = 50𝑒 0.196𝑡 + 𝑐 − 𝑘

Let 𝑐 − 𝑘 = 𝑑

𝑒 0.196𝑡 𝑣 = 50𝑒 0.196𝑡 + 𝑑

𝑣(𝑡) = 50 + 𝑑𝑒 −0.196𝑡

This gives the general solution to the differential equation.

Example 2: Solve the following initial value problem (IVP)

𝑑𝑣
= 9.8 − 0.196𝑣 𝑣(0) = 48
𝑑𝑡

Solution:

To find the solution to an IVP, the general solution must first be solved and then use the
initial condition to identify the exact solution. For this example the general solution has been
solved in example 1 as

𝑣(𝑡) = 50 + 𝑑𝑒 −0.196𝑡

60
Given the initial value of 𝑣(𝑡) as 𝑣(0) = 48 we can find the constant d. Thus we have

48 = 50 + 𝑑𝑒 −0.196(0)

48 = 50 + 𝑑

𝑑 = −2

Therefore the actual solution to the IVP is

𝑣 = 50 − 2𝑒 −0.196𝑡

TRY! Find the solution to the following IVP

𝑡𝑦 ′ + 2𝑦 = 𝑡 2 − 𝑡 + 1

4.3 Separable differential equations

Now we will be looking at nonlinear first order differential equations. The first type of
nonlinear first order differential equations that we will look at is separable differential
equation.

A separable differential equation is any differential equation that can be written in the form

𝑑𝑦
𝑁(𝑦) = 𝑀(𝑥) (4.19)
𝑑𝑥

Note that in order for a differential equation to be separable all the y’s in the differential
equation must be multiplied by the derivative and all the x’s in the differential equation must
be on the other side of the equal sign.

In solving separable differential equation we first rewrite the differential equation as the
following

𝑁(𝑦)𝑑𝑦 = 𝑀(𝑥)𝑑𝑥

Then integrate both sides

∫ 𝑁(𝑦)𝑑𝑦 = ∫ 𝑀(𝑥)𝑑𝑥 (4.20)

After doing the integration in (4.20) we will get an implicit solution for y(x)

Example 1 Solve the IVP

61
 𝑑𝑦 sin 𝑥
= 𝑦(𝜋) = 2
𝑑𝑥 1 − 𝑦 2

The variables can be separated and integrated as

∫(1 − 𝑦 2 )𝑑𝑦 = ∫ sin 𝑥 𝑑𝑥

1
⇒ 𝑦 − 𝑦 3 = − cos 𝑥 + 𝑐
3

Since 𝑦(𝜋) = 2 we have

1
2 − (2)3 = − cos 𝜋 + 𝑐
3

5
𝑐=−
3

So the solution y(x) is implicitly given as

1 5
𝑦 − 𝑦 3 + cos 𝑥 + = 0
3 3

𝑑𝑦 1
Example 2: Solve 𝑑𝑥 = 6𝑦 2 𝑥 𝑦(1) = 25

Solution: The variables can be separated and integrated as

∫ 𝑦 −2 𝑑𝑦 = ∫ 6𝑥𝑑𝑥

1
− = 3𝑥 2 + 𝑐
𝑦

1
Since (1) = 25 , we have

1
− = 3(1)2 + 𝑐 ⇒ 𝑐 = −28
1
25

Therefore the general solution becomes

1
− = 3𝑥 2 − 28
𝑦

62
We can express this solution in an explicit form. Thus we have

1
𝑦(𝑥) =
28 − 3𝑥 2

TRY! Solve 𝑦 ′ = 3𝑥 2 + 3𝑥 2 𝑦 2 , 𝑦(0) = 0 and find the interval where the solution is
defined

4.4 Exact Differential Equation

A differential equation of the type

𝑃(𝑥, 𝑦)𝑑𝑥 + 𝑄(𝑥, 𝑦)𝑑𝑦 = 0

Is called an exact differential equation if there exists a function of two variables 𝒖(𝒙, 𝒚) with
continuous partial derivatives such that

𝑑𝑢(𝑥, 𝑦) = 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝑄(𝑥, 𝑦)𝑑𝑦

The general solution of an exact equation is given by

𝑢(𝑥, 𝑦) = 𝐶

Where C is an arbitrary constant

Test for Exactness

Let functions 𝑃(𝑥, 𝑦) and 𝑄(𝑥, 𝑦) have continuous partial derivatives in a certain domain D.
The differential equation 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝑄(𝑥, 𝑦)𝑑𝑦 = 0 is an exact equation if and only if

𝜕𝑄 𝜕𝑃
=
𝜕𝑥 𝜕𝑦

Steps to follow when solving for an exact differential equation

1. First it is necessary to make sure that the differential equation is exact using the test
for exactness:
𝜕𝑄 𝜕𝑃
=
𝜕𝑥 𝜕𝑦
2. Then we write the system of two differential equations that define the function u(x,y):

63
 𝜕𝑢
= 𝑃(𝑥, 𝑦)
𝜕𝑥
𝜕𝑢
= 𝑄(𝑥, 𝑦)
{𝜕𝑦
3. Integrate the first equation over the variable x. Instead of the constant C, we write an
unknown function of y:

𝑢(𝑥, 𝑦) = ∫ 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝜑(𝑦)

4. Differentiating with respect to y, we substitute the function 𝑢(𝑥, 𝑦) into the second
equation:
𝜕𝑢 𝜕
= [∫ 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝜑(𝑦)] = 𝑄(𝑥, 𝑦)
𝜕𝑦 𝜕𝑦
From here we get expression for the derivative of the unknown function 𝜑(𝑦):
𝜕
𝜑 ′ (𝑦) = 𝑄(𝑥, 𝑦) − [∫ 𝑃(𝑥, 𝑦)𝑑𝑥]
𝜕𝑦
5. By integrating the last expression, we find the function 𝜑(𝑦) and hence the function
𝑢(𝑥, 𝑦):

𝑢(𝑥, 𝑦) = ∫ 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝜑(𝑦)

6. The general solution of the exact differential equation is given by

𝑢(𝑥, 𝑦) = 𝐶

Example 1: Solve the differential equation 2𝑥𝑦𝑑𝑥 + (𝑥 2 + 3𝑦 2 )𝑑𝑦 = 0

Solution: The given equation is exact because the partial derivatives are the same:

𝜕𝑄 𝜕 2
= (𝑥 + 3𝑦 2 ) = 2𝑥
𝜕𝑥 𝜕𝑥

𝜕𝑃
(2𝑥𝑦) = 2𝑥
𝜕𝑦

We have the following system of differential equations to find the function 𝑢(𝑥, 𝑦):

64
 𝜕𝑢
= 2𝑥𝑦
𝜕𝑥
𝜕𝑢
= 𝑥 2 + 3𝑦 2
{𝜕𝑦

By integrating the first equation with respect to x, we obtain

𝑢(𝑥, 𝑦) = ∫ 2𝑥𝑦𝑑𝑥 = 𝑥 2 𝑦 + 𝜑(𝑦)

Substituting this expression for u(x,y) into the second equation gives us:

𝜕𝑢 𝜕 2
= [𝑥 𝑦 + 𝜑(𝑦)] = 𝑥 2 + 3𝑦 2
𝜕𝑦 𝜕𝑦

⇒ 𝑥 2 + 𝜑 ′ (𝑦) = 𝑥 2 + 3𝑦 2

⇒ 𝜑 ′ (𝑦) = 3𝑦 2 (4.21)

By integrating equation (4.21) we find the unknown function 𝜑(𝑦):

𝜑(𝑦) = ∫ 3𝑦 2 𝑑𝑦 = 𝑦 3

So that the general solution of the exact differential equation is given by

𝑥2𝑦 + 𝑦3 = 𝐶

Where C is an arbitrary constant.

Example 2: Find the solution of the differential equation

(6𝑥 2 − 𝑦 + 3)𝑑𝑥 + (3𝑦 2 − 𝑥 − 2)𝑑𝑦 = 0

Solution: Checking for exactness

𝜕𝑄 𝜕
= (3𝑦 2 − 𝑥 − 2) = −1
𝜕𝑥 𝜕𝑥

𝜕𝑃 𝜕
= (6𝑥 2 − 𝑦 + 3) = −1
𝜕𝑦 𝜕𝑦

65
Hence, the given differential equation is exact. Write the system of equations to determine the
function u(x,y):

𝜕𝑢
= 𝑃(𝑥, 𝑦) = 6𝑥 2 − 𝑦 + 3
𝜕𝑥
𝜕𝑢
= 𝑄(𝑥, 𝑦) = 3𝑦 2 − 𝑥 − 2
{𝜕𝑦

Integrate the first equation with respect to the variable x assuming that y is a constant. This
produces:

𝑢(𝑥, 𝑦) = ∫(6𝑥 2 − 𝑦 + 3)𝑑𝑥 = 2𝑥 3 − 𝑥𝑦 + 3𝑥 + 𝜑(𝑦)

Put in the function 𝑢(𝑥, 𝑦) into the second equation:

𝜕𝑢 𝜕
= [2𝑥 3 − 𝑥𝑦 + 3𝑥 + 𝜑(𝑦)] = 3𝑦 2 − 𝑥 − 2
𝜕𝑦 𝜕𝑦

−𝑥 + 𝜑 ′ (𝑦) = 3𝑦 2 − 𝑥 − 2

⇒ 𝜑 ′ (𝑦) = 3𝑦 2 − 2

Integrating the last equation gives:

𝜑(𝑦) = ∫(3𝑦 2 − 2)𝑑𝑦 = 𝑦 3 − 2𝑦

So the function u(x,y) is given by

2𝑥 3 − 𝑥𝑦 + 3𝑥 + 𝑦 3 − 2𝑦

Hence the general solution of the equation is defined by

2𝑥 3 − 𝑥𝑦 + 3𝑥 + 𝑦 3 − 2𝑦 = 𝐶

Where C is an arbitrary real number.

TRY! Solve the differential equation 𝑒 𝑦 𝑑𝑥 + (2𝑦 + 𝑥𝑒 𝑦 )𝑑𝑦 = 0

66
 CHAPTER FIVE
LAPLACE TRANSFORMS

5.1 Introduction
The Laplace transform of an expression f(t) is denoted by 𝐿{𝑓(𝑡)} and is defined as the semi-
infinite integral

∞
𝐿{𝑓(𝑡)} = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 (5.1)
𝑡=0

The parameter s is assumed to be positive and large enough to ensure that the integral
converges. In determining the transform of an expression, you will appreciate that the limits
of the integral are substituted for t, so that the result will be an expression in s. Therefore

∞
𝐿{𝑓(𝑡)} = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝐹(𝑠)
𝑡=0

Example 1: To find the Laplace transform of 𝑓(𝑡) = 𝑎 (𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡),

∞ ∞
𝑒 −𝑠𝑡 𝑎
𝐿{𝑎} = ∫ 𝑎𝑒 −𝑠𝑡
𝑑𝑡 = 𝑎 [ ] = [𝑒 −𝑠𝑡 ]∞
0
𝑡=0 −𝑠 0 𝑠

𝑎 𝑎
= − (0 − 1) =
𝑠 𝑠

𝑎
∴ 𝐿{𝑎} = (𝑠 > 0) (5.2)
𝑠

Example 2: To find the Laplace transform of 𝑓(𝑡) = 𝑒 𝑎𝑡 (a constant). We multiply f(t) by

𝑒 −𝑠𝑡 and integrate between 𝑡 = 0 and 𝑡 = ∞.

∞ ∞
𝑎𝑡 } 𝑎𝑡 −𝑠𝑡
∴ 𝐿{𝑒 =∫ 𝑒 𝑒 𝑑𝑡 = ∫ 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
𝑡=0 𝑡=0

∞
𝑒 −(𝑠−𝑎)𝑡 1 1
[ ] =− (0 − 1) =
−(𝑠 − 𝑎) 0 𝑠−𝑎 𝑠−𝑎

1
∴ 𝐿{𝑒 𝑎𝑡 } =
𝑠−𝑎

TRY! Find the Laplace transform of the following

i. 𝐿{4}

67
 ii. 𝐿{−5}
iii. 𝐿{𝑒 4𝑡 }
iv. 𝐿{𝑒 −2𝑡 }

Note: The Laplace transform is always an expression in s

5.2 Properties of Laplace Transform

The Laplace transform is a linear transform, by which is meant that:

1. The transform of a sum (or difference) of expressions is the sum (or difference) of the
individual transforms. That is
𝐿{𝑓(𝑡) ± 𝑔(𝑡)} = 𝐿{𝑓(𝑡)} ± 𝐿{𝑔(𝑡)}
2. The transform of an expression that is multiplied by a constant is the constant
multiplied by the transform of the expression. That is
𝐿{𝑘𝑓(𝑡)} = 𝑘𝐿{𝑓(𝑡)}

Note: Two transforms must not multiplied together to form the transform of a product of
expressions.

Example 3:

𝐿{2𝑒 −𝑡 + 𝑡} = 𝐿{2𝑒 −𝑡 } + 𝐿{𝑡}

= 2𝐿{𝑒 −𝑡 } + 𝐿{𝑡}

2 1
= + 2
𝑠+1 𝑠

Theorem 1: The First Shift Theorem

The first shift theorem states that if 𝐿{𝑓(𝑡)} = 𝐹(𝑠) then

𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 + 𝑎)

Proof

∞ ∞
𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} = ∫ 𝑓(𝑡)𝑒 −𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡 = 𝐹(𝑠 + 𝑎)
𝑡=0 𝑡=0

The transform 𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} is thus the same as 𝐿{𝑓(𝑡)} with s everywhere in the result
replaced by (s + a).

68
For example

2
𝐿{2} =
𝑠

Then

2
𝐿{2𝑒 −3𝑡 } =
𝑠+3

Verify!

Theorem 2: Multiplying by t and tn

If 𝐿{𝑓(𝑡)} = 𝐹(𝑠) then 𝐿{𝑡𝑓(𝑡)} = −𝐹 ′ (𝑠)

Proof

∞ ∞
−𝑠𝑡
𝑑𝑒 −𝑠𝑡 𝑑 ∞
𝐿{𝑡𝑓(𝑡)} = ∫ 𝑡𝑓(𝑡)𝑒 𝑑𝑡 = ∫ 𝑓(𝑡) (− ) 𝑑𝑡 = − ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
𝑡=0 𝑡=0 𝑑𝑠 𝑑𝑠 𝑡=0

= 𝐹 ′ (𝑠)

Example

1
𝐿{𝑡𝑒 4𝑡 } =
(𝑠 − 4)2

Verify!

Table 5.1 gives a list of standard forms

69
Table 5.1: Standard Transforms
𝑓(𝑡) 𝐿{𝑓(𝑡)} = 𝐹(𝑠)
𝑎 𝑎
𝑠
𝑒 𝑎𝑡 1
𝑠−𝑎
sin 𝑎𝑡 𝑎
𝑠 + 𝑎2
2

cos 𝑎𝑡 𝑠
𝑠 + 𝑎2
2

𝑡𝑛 𝑛!
𝑠 𝑛+1

70
 CHAPTER SIX
GAMMA AND BETA FUNCTIONS

6.1 The Gamma Function

If 𝑛 > 0 , the gamma function Γ is defined by the improper integral

Γ(𝑛) = ∫ 𝑡 𝑛−1 𝑒 −𝑡 𝑑𝑡 (5.1)

0

This integral converges for all 𝑥 > 0. It is sometimes called the second Euclerian integral.

The gamma function may be regarded as a generalization of n! (n-factorial) where n is any

positive integer.

The most useful factorial property of gamma function are as follows

Theorem: if 𝑛 > 0 then Γ(𝑛 + 1) = 𝑛Γ(𝑛)

Proof:

Using integration by part,

Γ(𝑛 + 1) = ∫ 𝑡 𝑛 𝑒 −𝑡 𝑑𝑡
0

∞
= −𝑒 −𝑡 𝑡 𝑛 |∞
0 + 𝑛 ∫ 𝑡 𝑛−1 𝑒 −𝑡 𝑑𝑡
0

= 𝑛Γ(𝑛)

By repeating this result, we get

Γ(𝑛 + 1) = 𝑛Γ(𝑛)

= 𝑛(𝑛 − 1)Γ(𝑛 − 1)

= 𝑛(𝑛 − 1)(𝑛 − 2)Γ(𝑛 − 2)

= 𝑛(𝑛 − 1)(𝑛 − 2) … Γ(1)

= 𝑛! Γ(1)

But

71
 ∞
Γ(1) = ∫0 𝑒 −𝑡 𝑑𝑡 = 1

Therefore

Γ(𝑛 + 1) = 𝑛!

Example: Evaluate each of the following

Γ(6)
a. 2Γ(3)
5
Γ( )
2
b. 1
Γ( )
2

Γ(3)Γ(2.5)
c. Γ(5.5)

Solution:

Γ(6) 5! 5(4)(3)(2)
a. = 2(2!) = = 30
2Γ(3) 2(2)
5 3 3 3 1 1
Γ( ) Γ( ) ( )Γ( ) 3
2 2 2 2 2 2
b. 1 = 1 = 1 =4
Γ( ) Γ( ) Γ( )
2 2 2

Γ(3)Γ(2.5) 2!(1.5)(0.5)Γ(0.5) 16
c. = 4.5(3.5)(2.5)(1.5)(0.5)Γ(0.5) = 315
Γ(5.5)

TRY

Evaluate each integral

∞
a. ∫0 𝑡 3 𝑒 −𝑡 𝑑𝑡
∞
b. ∫0 𝑥 𝑛 𝑒 −2𝑥 𝑑𝑥

6.2 The Beta Function

The beta function is a two-parameter composition of gamma functions that has been useful
enough to gain its own name. Its definition is

1
𝐵(𝑥, 𝑦) = ∫ 𝑡 𝑥−1 (1 − 𝑡)𝑦−1 𝑑𝑡
0

If 𝑥 ≥ 1 and 𝑦 ≥ 1, This is a proper integral. If 𝑥 > 0, 𝑦 > 0 and either or both 𝑥 < 1 or 𝑦 <
1. The integral is improper but convergent.

The beta function can be expressed through gamma function in the following way

72
 Γ(𝑥)Γ(y)
𝐵(𝑥, 𝑦) =
Γ(𝑥 + 𝑦)

Example: Evaluate each of the following integrals

1
a. ∫0 𝑥 4 (1 − 𝑥)3 𝑑𝑥
2 𝑥2
b. ∫0 𝑑𝑥
√2−𝑥

Solution:

1 Γ(5)Γ(4) 4!3! 1
a. ∫0 𝑥 4 (1 − 𝑥)3 𝑑𝑥 = 𝐵(5,4) = = = 280
Γ(9) 8!

b. Letting 𝑥 = 2𝑣, the integral becomes

1 1
𝑣2 1⁄
4√2 ∫ 𝑑𝑣 = 4√2 ∫ 𝑣 2 (1 − 𝑣)− 2 𝑑𝑣
0 √1 − 𝑣 0

1 4√2Γ(3)Γ(1⁄2) 64√2
= 4√2𝐵 (3, ) = =
2 Γ(7⁄2) 15

73
Reference
Bird, J. (2007), Engineering Mathematics, 5th edition, Elsevier Ltd, pp. 591

Kreyszig, E. (2011), Advanced Engineering Mathematics, 10th edition, John Wiley and Sons
Inc. pp. 1283

Stroud, K. A. (1995), Engineering Mathematics, 6th Edition, Palgrave Macmillan LTD,

United Kingdom, pp. 1057.

74