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7.2 Workshop Exercises 2

For more worked examples, see Gilbert and Jordan Guide to Mathematical Methods, pages 153–164.

True or False? Let f(x,y)f(x,y) be a function of two variables.

i) If f(x)0f(x)\rightarrow 0 as xx\rightarrow\infty then 1f(x)dx\int_{1}^{\infty}f(x)\,dx converges.

ii) If f(x)f(x) is well-defined and continuous for 0<x<10<x<1 then 01f(x)dx\int_{0}^{1}f(x)\,dx converges.

iii) 1e-xx2dx\int_{1}^{\infty}\frac{e^{-x}}{x^{2}}\,dx converges.

iv) If fx=0\frac{\partial f}{\partial x}=0 then ff is constant.

The two main themes this week are improper integrals (including Laplace transforms) and partial differentiation. For improper integrals, see questions W2.1-7, especially W2.2-2.5. For partial differentiation, see W2.8-13.

W2.1. Determine whether the following functions converge as RR\rightarrow\infty, and find the limit where appropriate:

i)12log(R2+2)-log(3R+1);ii)log(R3-3)-2log(R-1);iii) 2log(4R3-1)-log(7R5-2)-log(3R-2);iv)R+1R2-1log(R-1).\begin{array}[]{ll}\mbox{i)}\;{{1}\over{2}}\log(R^{2}+2)-\log(3R+1);&\mbox{ii)% }\;\log(R^{3}-3)-2\log(R-1);\\ \mbox{iii)}\;2\log(4R^{3}-1)-\log(7R^{5}-2)-\log(3R-2);&\mbox{iv)}\;\frac{R+1}% {R^{2}-1}\log(R-1).\end{array}

W2.2. Evaluate the improper integrals

(i)0dx(x+3)(5x+1); (ii)2dxx2(4+x2).(i)\quad\int_{0}^{\infty}{{dx}\over{(x+3)(5x+1)}};\quad(ii)\quad\int_{2}^{% \infty}{{dx}\over{x^{2}(4+x^{2})}}.

In each case, use partial fractions to find R\int^{R} and then let RR\rightarrow\infty.

W2.3. Evaluate 226f(x)dx\int_{2}^{\infty}\frac{26}{f(x)}\,dx, where f(x)f(x) is as in W1.5.

W2.4. Show that each of the following integrals is improper, and evaluate:

i)01dxx; ii)02dx4-x2; iii)24dxx2-4; iv)0πdx1+cosx; v)02πdx1+cosx.\mbox{i)}\;\int_{0}^{1}\frac{dx}{\sqrt{x}};\;\;\;\;\mbox{ii)}\;\int_{0}^{2}% \frac{dx}{\sqrt{4-x^{2}}};\;\;\;\;\mbox{iii)}\;\int_{2}^{4}\frac{dx}{\sqrt{x^{% 2}-4}};\;\;\;\;\mbox{iv)}\;\int_{0}^{\pi}\frac{dx}{1+\cos x};\;\;\;\;\mbox{v)}% \int_{0}^{2\pi}\frac{dx}{1+\cos x}.

W2.5. Find the Laplace transform F(s)F(s) of coshax\cosh ax where a>0a>0 is a constant, and s>as>a. Recall that coshax=(eax+e-ax)/2\cosh ax=(e^{ax}+e^{-ax})/2.

W2.6. Let 0<a<10<a<1. Find the improper integral 0axdx.\int_{0}^{\infty}a^{x}\,dx.

W2.7. (i) Show that

axe-x2/2dx=e-a2/2  (a>0).\int_{a}^{\infty}xe^{-x^{2}/2}\,dx=e^{-a^{2}/2}\qquad(a>0).

(ii) By integrating by parts, show that

ae-x2/2dx=a1x(xe-x2/2)dx=1ae-a2/2-a1x2e-x2/2dx.\int_{a}^{\infty}e^{-x^{2}/2}\,dx=\int_{a}^{\infty}{{1}\over{x}}\Bigl(xe^{-x^{% 2}/2}\Bigr)dx={{1}\over{a}}e^{-a^{2}/2}-\int_{a}^{\infty}{{1}\over{x^{2}}}e^{-% x^{2}/2}\,dx.

W2.8. Find the first-order partial derivatives with respect to xx and yy (namely fx,fy,gx{{\partial f}\over{\partial x}},{{\partial f}\over{\partial y}},{{\partial g}% \over{\partial x}} and gy{{\partial g}\over{\partial y}}) of the functions

(i) f(x,y)=sinxcoshyf(x,y)=\sin x\cosh y and    (ii) g(x,y)=cosxsinhyg(x,y)=\cos x\sinh y.

W2.9. Find the first-order partial derivatives with respect to xx, yy and zz of the functions given by:

(i) f(x,y,z)=zsinh(yz3+x2)f(x,y,z)=z\sinh(yz^{3}+x^{2}), and    (ii) g(x,y,z)=ex+2y+3zg(x,y,z)=e^{x+2y+3z}.

W2.10. Let u(x,t)=sin(x2-t).u(x,t)=\sin(x^{2}-t). Show that uu satisfies the partial differential equation

ux+2xut=0.{{\partial u}\over{\partial x}}+2x{{\partial u}\over{\partial t}}=0.

W2.11. Find the third-order partial derivative wxyzw_{xyz}, when w=(x+y5+z7)6w=(x+y^{5}+z^{7})^{6}.

W2.12. (i) Two variables x,yx,y are related by the equation x3y+y2=2x^{3}y+y^{2}=2. Find dydx\frac{dy}{dx} in terms of xx and yy.

(ii) Three variables aa, rr and SS are related by the equation erS=a2S2+r2e^{rS}=a^{2}S^{2}+r^{2}. Find aS\frac{\partial a}{\partial S}, the rate of change of aa with respect to SS, while keeping rr fixed.

(iii) Three variables pp, qq and mm are related by the equation (pm+pq+qm)=cos(pqm)(pm+pq+qm)=\cos(pqm). Find pq\frac{\partial p}{\partial q}, the rate of change of pp with respect to qq while keeping mm constant.

W2.13. (i) Find the partial derivatives fx,fy,fxx,fyyf_{x},f_{y},f_{xx},f_{yy} and fxyf_{xy} for f(x,y)=y/x;f(x,y)=y/x;

(ii) Likewise , find gx,gy,gxx,gyyg_{x},g_{y},g_{xx},g_{yy} and gxyg_{xy} for g(x,y)=tan-1(y/x),g(x,y)=\tan^{-1}(y/x), (where tanθ=y/x\tan\theta=y/x, and (d/du)tan-1u=1/(1+u2)(d/du)\tan^{-1}u=1/(1+u^{2}).

(iii) Deduce that

2gx2+2gy2=0.{{\partial^{2}g}\over{\partial x^{2}}}+{{\partial^{2}g}\over{\partial y^{2}}}=0.

W2.14. (i) Find the derivative of sechs{\hbox{sech}}\,s.

(ii) Let f(s)=-2-1sech2(s/2).f(s)=-2^{-1}{\hbox{sech}}^{2}(s/2). Verify that (dfds)2=f2(2f+1).\left(\frac{df}{ds}\right)^{2}=f^{2}(2f+1).