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Intro. to Differential Equation

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    Chapter 8

    Further Applications of

    Integration

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    A differential equation is an equation that contains

    an unknown function and some of its derivatives.

    edx

    d

    dx

    d xydx

    dyyx

    y =++ 22

    2

    3

    3

    Below are some

    examples:

    The orderof a differential equation is the order ofthe highest derivative that occurs in the equation.

    Thus the above 3 equations are of the order 1, 2, and

    3, respectively.

    xyy =' 0'2" =++ yyy

    In each of these differential equationsy is an unknown

    function ofx.

    8.1 Differential Equations

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    To solve a differential equation means to find all

    possible solutions of the equation. For example,

    any solution of the equation y"+ y=0 is of theform y =Asinx+Bcos x, where both A and B are

    constants. So it is called the general solution of

    the differential equation.

    A functionfis called asolution of a differential

    equation if the equation is satisfied wheny =f(x)

    and its derivatives are substituted into the equation.For example,fis a solution of equationy'=xy if

    f '(x) =xf(x).

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    Any particular solutions are obtained by

    substituting values for the arbitrary constantsA andB. For instance,y = sinx is a particular

    solution of the above differential equation by

    choosingA = 1,B = 0 in the general solution.

    In general, solving a differential equation is

    not an easy matter.

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    Separable equation

    )(

    )(

    yh

    xg

    dx

    dy=

    Aseparable equation is a first-order differential

    equation that can be written in the form dy/dx =

    g(x)f(y). The nameseparable comes from the fact

    that the expression on the right side can be

    separated into a function ofx and a function ofy.

    Equivalently, we could write

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    so that allys are on one side of the equation

    and all xs are on the other side. Then weintegrate both sides of the equation:

    = dxxgdyyh )()(

    To solve this equation we rewrite it in thedifferential form

    h(y)dy =g(x)dx

    It definesy implicitly as a function ofx.

    In some cases we may be able to solve fory in

    terms ofx

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    The justification of the above last step comes form

    the Substitution Rule:

    = dxdx

    dyxyhdyyh ))(()(

    =

    =

    dxxg

    dxxyhxgxyh

    )(

    ))(()())((

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    Solve the differential equationyy

    x

    dx

    dy

    cos2

    6 2

    +=

    Cxyy

    dxxdyyy

    dxxdyyy

    +=+ =+

    =+

    32

    2

    2

    2sin

    6)cos2(

    6)cos2(

    Solution

    Writing the equation in differential form and

    integrating both sides, we have

    Example 1

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    where Cis an arbitrary constant. (We could have used

    a constant C1on the left side and another constant C

    2

    on the right side, but then we could combine these

    constants by writing C= C2- C

    1

    The above general solution is in implicit form. In this

    case it is impossible to expressy explicitly as a

    function ofx.

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    Solve the differential equation yxy 2'=

    SolutionRewrite the equation using Leibniz notation:

    Ify 0, we can rewrite it in differential notation andintegrate:

    dy/dx =x2y.

    Example 2

    dy/y = x2dx, y 0, ln|y| =x3/3 + C

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    Note that the functiony = 0 is also a solution

    of the given differential equation. So thegeneral solution is in the form 33x

    Aey =

    In this case, we can solve explicitly fory:

    333ln333

    ,x

    Cx

    CCx

    y

    eeyeeeey ====+

    whereA is an arbitrary constant (A = eCor 0).

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    Initial-value problem

    The problem of finding a solution of the differential

    equation that satisfies the initial condition is called

    an initial-value problem.

    In many physical problems we need to find theparticular solution that satisfies a condition of the

    formy(x0) =y0. This is called an initial condition.

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    Example 1

    Solve the differential equation

    .2)4(,0,' =>= yxyxySolution

    Write the differential equation as:

    Integrate both sides:

    xdy/dx = -y or dy/y = -dx/x.

    ln|y| = -ln|x| + C, |y| = 1/|x| eC

    = xdxydy //

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    To determineKwe putx = 4 andy = 2 in thisequation:

    2 =K/4 K= 8

    So the solution of the initial-value problem is

    y = 8/x , x > 0

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    Example 2

    Find the solution of dy/dx = 6x2/(2y + cosy) that

    satisfiesy(1) = .

    Solution

    From Example 1 in the last part, we know that the

    general solution isy2 + siny = 2x3 + C

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    Therefore, the solution is given implicitly by

    y2 + siny = 2x3+ 2 2

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    Example 3 Solve y'= 1 + y2 - 2x - 2xy2 , y(0) = 0,

    and graph the solution.

    Substitutingx = 0 andy = 0 in this equation, we

    get C = 0. So

    Solution

    Factor the right side as the product of a function ofx

    and a function ofy:

    tan-1y =x -x2

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    To graph this equation, notice that it is equivalent

    to y = tan(x -x2)

    provided that - /2

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    Example 4

    A tank contains 20kg of salt dissolved in 5000L of

    water. Brine that contains 0.03kg of salt per liter ofwater enters the tank at the rate of 25L/min. The

    solution is kept thoroughly mixed and drains from

    the tank at the same rate. How much salt remains in

    the tank after half an hour?

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    Solution

    Let y(t) be the amount of salt (in kilograms)

    aftertminutes. We are given thaty(0) = 20and we want to find y(30). We do this byfinding a differential equation satisfied byy(t).Note that dy/dtis the rate of change in

    the amount of salt, sody/dt= (rate in) (rate out)

    where (rate in) is the rate at which salt entersthe tank and (rate out) is the rate at whichsalt leaves the tank.

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    We have

    rate in = (0.03kg/L)(25L/min) = 0.75 kg/min

    The tank always contains 5000L of liquid, so theconcentration at time tisy(t)/5000 (kg/L). Since the

    brine flows out at a rate of 25L/min, we have

    rate out = (y

    (t)/5000 kg/L)(25L/min) =[y(t)/200 ]kg/min

    Thus dy/dt= 0.75 [y(t)/200] = [150 -y(t)]/200

    Solve the separable differential equation byintegrating

    dy/(150 -y) = dt/200

    -ln|150 y | = t/200 + C.

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    Sincey(0) = 20, we have ln130 = C, so

    -ln|150 y | = t/200 ln130.

    Therefore

    Since y(t) is continuous andy(0) = 20 and the right

    side is never 0, we deduce that 150 y(t) is always

    positive. Thus |150 y | = 150 y and

    The amount of salt after 30 min is

    .130150 200t

    ey

    =

    .130150)( 200t

    ety

    =

    .kg1.38130150)30( 20030

    =

    ey

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    Logistic growth

    Under the conditions of unlimited environment and

    food supply, the rate of population growth isproportional to the size of the population. This can

    be described by the differential equation

    dy/dt= ky

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    Solve the separable equation:

    Where or 0 is an arbitrary constant.

    kt

    ktCCkt

    Aey

    eeey

    Ckty

    ykdtdyy

    =

    ==+=

    =

    +

    ln

    0,1

    CeA =

    I i d i d i h li i d f d

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    In a restricted environment and with limited food

    supply, the population cannot exceed a maximal

    size Mat which it consumes its entire food supply.

    If we make the assumption that the rate of growthof population is jointly proportional to the size of

    the population y and the amount by which y falls

    short of the maximal size (M-y), then we have theequation

    dy/dt= ky (M-y)

    where k is a constant. This equation is called thelogistic differential equation.

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    The logistic equation is separable, so we write it in

    the form

    Using the partial fraction, we have 1/[y(M-y)] =1/M[1/y +1/(M-y)]

    and so

    1/M[ dy/ y + dy/(M-y)] = kdt = kt + C

    1/M(ln|y| - ln|M-y|) = kt + C

    =

    kdtdyyMy )(

    1

    Si 0 < < M | | d |M | M h

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    Since 0 < y < M, |y| = y and |M-y| = M-y, so we have

    ln(y/M-y) = M(kt + C)

    y/(M-y) =AekMt (A = eMC)

    If the population at time t= 0 isy(0) = y0, thenA =y0/(M-

    y0), so

    y/(M-y) =y0/(M-y0)ekMt

    Solve this equation for y, we get

    y=y0MekMt

    /(M-y0 +y0ekMt

    )=y0M/[y0+(M-y0)e-kMt

    ]We can see that

    which is to be expected.

    Mtyt

    =

    )(lim

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    The graph of the logistic growth function is shown

    here. At first the graph is concave upward and the

    growth curve appears to be almost exponential,

    but then it becomes concave downward and

    approaches the limiting population M.

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    Direction fields

    ),(' yxFy =

    whereF(x,y) is some expression inx andy. Evenif it is impossible to find a formula for the solution,

    we can still visualize the solution curves by means

    of a direction field.

    Suppose we are given a first-order differential

    equation of the form

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    If a solution curve passes through a point (x,y),

    then its slope at that point isy', which is equal to

    F(x,y). If we draw short line segments with slope

    F(x,y) at several points (x,y), the result is called a

    direction field(orslope field). These line segments

    indicate the direction in which a solution curve isheading, so the direction field helps us visualize

    the general shape of these curves.

    E l

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    (a) We start by computing the slope at several

    points as in the chart

    Example

    (a) Sketch the direction field for the differential

    equationy'= x2

    +y2

    1.(b) Use part (a) to sketch the solution curve that passes

    through the origin.

    Solution

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    (b) Now we draw short line segments with these slopes

    at these points. The result is the direction fieldshown in the figure (on the next slide).

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    (b) We start at the origin and move to the right in the direction

    of the line segment (which has slope 1). We continue to draw

    the solution curve so that it moves parallel to the nearby line

    segments. The resulting solution curve is shown in the figure.Returning to the origin, we draw the solution curve to the left as

    well.

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    The more line segments we draw in a direction

    field, the clearer the picture becomes. Of course, it

    is tedious to compute slopes and draw linesegments for a huge number of points by hand, but

    computers are well suited for this task. This

    enables us to draw the solution curves with

    reasonable accuracy.

    The idea of direction fields is adapted to find

    numerical approximations to the values of solutionsof differential equations. This technique is called

    Eulers method.

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    we take a partitionPof [a, b] determined by pointsxiwith a= x0< x1

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    Therefore, we define the length L of the curve C

    with equationy = f(x), , as the limit of the

    lengths of these inscribed polygons (if the limitexists):

    Notice that the procedure for defining arc length is

    very similar to the procedure we used for defining

    area and volume. We divided the curve into a largenumber of small parts. We then found the

    approximate lengths of the small parts and added

    them. Finally we took the limit as ||P|| 0.

    .||lim10||||

    1=

    =n

    iPPP iiL

    bxa

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    The definition of arc length given above is not

    very convenient for computational purposes,but we can derive an integral formula forL in

    the case wheref has a continuous derivative.

    [Such a functionfis calledsmooth because asmall change inx produces a small change in

    f '(x).]

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    If we let yi =yi -yi-1 , then

    By the Mean Value Theorem tofon the interval

    [xi-1, xi], there is a numberxi* betweenxi-1 and xi suchthat

    f(xi) -f(xi-1 ) =f '(xi*) (xi -xi-1 ),

    i.e. yi =f '(xi*) xi .

    Thus we have

    .|| )()(22

    1 yxPP iiii +=

    )()(|| 221 yxPP iiii +=

    .1 )]('[

    ])('[)(

    *

    *

    2

    22

    xxf

    xxfx

    ii

    iii

    +=

    +=

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    By the definition of a definite integral, we

    recognize the above expression as being equal to

    This integral exists because the function

    is continuous.

    Thus we have proved

    .1 )]('[2

    +b

    a dxxf

    )]('[1)(2

    xfxg +=

    The arc length formula

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    Iff 'is continuous on [a,b], then the length of the

    curvey = f(x), , isbxa

    .1 )]('[2

    +=b

    adxL xf

    .1 )(2

    += ba dxLdx

    dy

    The arc length formula

    Use the Leibniz notation for derivatives,

    Example 1:

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    Example 1:

    Find the length of the arc of the semicubical parabolay2 =x3 between the

    point (1,1) and (4,8).

    Solution:

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    ,2

    32/1

    xdx

    dy=

    and so the arc length formula gives

    .4

    911

    4

    1

    4

    1

    2

    )( +=+= dxxdxLdx

    dy

    Substitute u = 1+9x/4, then du = 9dx/4. Whenx = 1, u = 13/4;whenx = 4, u = 10.

    Therefore += +=

    4

    1

    4

    1

    2

    4

    91)(1 dxxdx

    dx

    dyL

    .

    27

    13131080

    ][278 )

    413(10

    2

    3

    23

    =

    =

    For the top half of the curve we havey =x3/2,

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    If a curve has the equation x = g(y), , then

    by the interchanging the roles ofx and y in theformula, we obtain

    .11 )()]('[

    2

    2

    +=+=d

    c

    d

    c dydyLdydxyg

    dyc

    Example 2:

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    Example 2:

    Find the length of the arc of the parabolay2 =x from (0,0) to (1,1).

    S l i

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    Solution:

    Sincex =y2, we have dx/dy = 2y, and so

    .111

    0

    21

    0

    2

    4)( +=+= dydyL ydydx

    Make the trigonometric substitution tan21=y

    ddy 221 sec= sectan141 22 =+=+ yand

    Wheny = 0, = 0, so ; when , sotan 0= 2ta

    nsay.,2arctan ==

    Thus

    , which gives

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    = =aa

    ddL0

    32

    0 sec2

    1sec

    2

    1sec

    [ ]

    ( ).|tansec|lntansec41

    2

    1

    2

    1|tansec|lntansec

    0

    ++=

    = ++ a

    .4

    )25ln(

    2

    5 ++=L

    Since , we have2tan =

    and5secso,5tan1sec22

    ==+=

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    Because of the presence of the square root sign in

    the arc length formula, the calculation of an arc

    length often leads to an integral that is very difficultor even impossible to evaluate explicitly.

    Thus we sometimes have to be content with finding

    an approximation to the length of a curve as in thefollowing example.

    Example 3

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    Example 3

    (a) Set up an integral for the length of the arc of the

    hyperbolaxy = 1 from the point (1,1) to (2,1/2).

    (b) Use Simpsons Rule with n = 10 to estimate the

    arc length.

    Solution

    (a)We have y = 1/x, dy/dx = -1/x2.

    and so the arc length is

    .11

    112

    1 2

    4

    2

    1 4

    2

    1

    2

    )( +

    =+=+= dxdxdxLx

    x

    xdx

    dy

    (b) Using Simpsons Rule with a=1, b=2, n=10, x=0.1, ./11)(4

    xxf +=

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    We have

    +=2

    1

    4/11 dxxL

    [ ]

    .1321.1

    ]1

    11

    141

    12

    114

    112

    114

    11[

    3

    1.0

    )2()9.1(4)8.1(2)3.1(4)2.1(2)1.1(4)1(3

    2)9.1()8.1(

    )3.1()2.1()1.1(1

    444

    4444

    +++++++

    +++++++=

    +++++++

    fffffffx

    Th l h f i

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    The arc length function

    If a smooth curve Chas the equationy = f(x),

    , lets(x) be the distance along Cfrom the initialpointP

    0(a

    ,f(a)) to the point Q(x

    ,f(x)). Thens is a

    function, called the arc length function, and

    Use Part 1 of the Fundamental Theorem of

    Calculus to differentiate the above equation (since

    the integrand is continuous):

    .1)( )]('[2

    +=x

    adtxs tf

    .11 )()]('[2

    2

    dx

    dyxf

    dx

    ds +=+=

    bxa

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    The above equation shows that the rate of change

    ofs with respect tox is always at least 1 and isequal to 1 whenf '(x), the slope of the curve, is 0.

    Th diff ti l f l th i2

    dy

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    The differential of arc length is

    This equation is sometimes written in the symmetric

    form

    .1 )( dxdsdx

    dy+=

    .)()()(222

    dydxds +=The geometric interpretation of it is shown in the figure

    The symmetric form can be used as a mnemonic

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    The symmetric form can be used as a mnemonic

    device for remembering the arc length formula. If

    we write , then from the symmetric

    form, we either solve to get

    which gives

    = dsL

    dxdx

    dyds )(1

    2

    +=

    .1 )(

    2

    +=b

    a dxL dxdy

    Or we can solve to get

    which givesdydy

    dx

    ds )(1

    2

    +=

    .1 )(

    2

    +=

    d

    c dyL dy

    dx

    E l

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    Example

    Find the arc length function for the curve y = x2

    (lnx)/8 takingP0 (1,1) as the starting point.Solution

    Thus the arc length function is given by

    .8

    1

    211 8

    1

    28

    1

    2)]('[

    22

    2

    xxxxxxxf +==+=+

    +

    xxxf

    8

    12)(' =

    += +=xx

    dtttdttfxs 112

    )8

    1

    2()]('[1)(

    1ln8

    1ln

    8

    1 2

    1

    2 +=

    += xxtt

    x

    8 3 A f S f f R l i

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    8.3 Area of a Surface of Revolution

    A surface of revolution is formed when a curve isrotated about a line. Such a surface is the lateral

    boundary of a solid of revolution.

    We want to define the area of a surface of

    revolution. We can think of peeling away a very thin

    outer layer of the solid of revolution and laying it out

    flat so that we can measure its area.

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    Some simple surfaces

    (a) The lateral surface area of a circularcylinder with radius rand height h is taken to

    be A = 2 rh because we can imagine cuttingthe cylinder and unrolling it to obtain a

    rectangle with dimensions 2 rand h.

    (b) F i l ith b di d l t

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    (b) For a circular cone with base radius r and slant

    height l, cut it along the broken line (see the figure) ,

    and flatten it to form a sector of a circle with radius land central angle = 2 r/l.

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    In general, the area of a sector of a circle with

    radius land angle is

    l2

    21

    Therefore, we define the lateral surface area of a

    cone to beA = rl

    rllrllA =

    == 2

    21

    21 22

    In this case, it is

    (c) The area of the band (or frustum of a cone) with

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    ( ) ( )

    slant height l and upper and lower radii r1 and r2 is

    found by subtracting the areas of two cones:

    From similar triangles we have

    which gives or Putting them together, we get

    or

    where r = ()(r1 + r2) is the

    average radius of the band.

    ( )[ ]lrlrrlrllrA 21121112 )( +=+=

    r

    ll

    r

    l

    2

    1

    1

    1 +=

    lrlrlr 11112 += lrrr 112 )( =

    )( 21 lr

    lr

    A +=

    rl

    A2

    The definition of surface area

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    Consider the surface obtained by rotating the curve y = f(x), ,

    about thex-axis, wherefis positive and has a continuous derivative.

    Take a partitionPof [a,b] determined by pointsxi with a = x0< x1

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    When xi is small, we have yi f(xi) f(xi ) andyi-1 f(xi-1 ) f(xi ),

    sincefis continuous. Therefore

    and so an approximation to what we think of as the area of the

    complete surface of revolution is

    This approximation appears to become better as ||P|| 0 and

    ( ) ( )[ ] xxfxPPyy

    iiii

    ii

    if ++

    *'2

    *

    1

    1 12

    2

    2

    ( ) ( )[ ] xxfxf in

    i

    i i +

    +1

    2* *'12

    ( ) ( )[ ] [ ] dxxfxfxxfxfb

    aii

    n

    in

    i )(1)(212lim'*'

    22*

    1

    +=+=

    Therefore in the case where f is positive and has a continuous

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    Therefore, in the case where f is positive and has a continuous

    derivative, we define the surface area of the surface obtained by

    rotating the curvey = f(x), , about thex-axis as

    With the Leibniz notation for derivatives,

    If the curve is described byx = g(y), , then

    [ ] dxxfxfSb

    a )(1)(2' 2+=

    dxdx

    dy

    ySb

    a

    +=

    2

    12

    dyxSd

    c

    dy

    dx

    +=

    2

    12

    bxa

    dyc

    Using the notation for arc length given in Section 8 2

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    Using the notation for arc length given in Section 8.2,

    where

    For rotation about they-axis, the surface area formula is

    where

    ydsS = 2

    xdsS = 2

    dx

    dx

    dyds

    +=2

    1

    dydydxds +=

    2

    1

    Example 1:

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    The curve is an arc of the circle .

    Find the area of the surface obtained by rotating this arcabout the

    x-axis. (The surface is a portion of a sphere of radius 2.)

    Solution

    so

    ===

    =

    +=

    +=

    1

    1

    2

    1

    1

    2

    1

    1 2

    2

    2

    2

    1

    1

    8)2(414

    4

    242

    4142

    12

    dx

    dx

    dx

    dxyS

    xx

    x

    x

    x

    dx

    dy

    x

    xxx

    dx

    dy2

    2/1

    4)2()4(

    2

    12

    ==

    11,4 2 = xxy 422 =+ yx

    Example 2

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    The arc of the parabolay = x2 from (1,1) to (2,4) is rotated about the y-

    axis. Find the area of the resulting surface.

    Solution1

    Using y = x2 and dy/dx = 2x, we have

    Substituting u = 1+4x2, we have du = 8xdx.

    Remembering to change the limits of

    integration, we have

    dxx

    dxxxdsS

    x

    dx

    dy

    22

    1

    2

    2

    1

    412

    122

    +=

    +==

    ( )5517176

    3

    2

    442/3

    17

    5

    17

    5

    =

    ==

    uduuS

    Solution 2dx 1

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    Using and

    we have

    ( )5517176

    4

    144

    112

    122

    17

    5

    4

    1

    4

    1

    2

    4

    1

    =

    =

    +=+=

    +==

    duu

    dyydyy

    y

    dyxxdsSdy

    dx

    yx =ydy

    dx

    2

    1=

    Example 3

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    Find the area of the surface generated by rotating the curve

    y =ex, , about thex-axis.

    Solution y = ex

    so dy/dx = ex

    , we have

    Since tan = e, sec2 = 1+ tan2 = 1 + e2 so

    [ ]

    [ ])12ln(2)tanln(sectansec2

    1

    2

    2

    12

    12

    12

    |tansec|lntansec

    sec

    4/

    4/

    3

    1

    2

    21

    0

    1

    0

    2

    +++==

    =

    +=

    +=

    +=

    ++

    d

    du

    dx

    dxyS

    e

    xx

    u

    ee

    dx

    dy

    ) l 2 ) 1 l 122

    e e e e S

    10 x

    8.4 Application to Economics

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    pp

    (1) Consumer surplus

    The demand functionp(x) is the price that a company has to

    charge in order to sellx units of a commodity.

    The demand function and demand curve

    Usually, selling larger quantities

    requires lowering prices, so thedemand function is a decreasing

    function.The graph of a typical demand

    function, called a demandcurve is shown in the figure. If

    X is the amount of the

    commodity that is currently

    available, thenP= X is the current sellin rice.

    The consumer surplus

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    The consumer surplus

    Partition the interval [0, X] into n subintervals, each of length x =

    X/n, withxibe the right endpoint of the ith subinterval.

    For the consumers between xi-1 and xi, the price they are willing to

    pay is aboutp(xi), the price they actually pay isP. Therefore, we can

    consider they have saved an amount of

    (savings per unit)(number of units) = [p(xi) P] x

    C id i i il f illi f th

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    Considering similar groups of willing consumers for the

    other subintervals, adding the savings, we get the total

    savings:

    Let , this Riemann sum approaches the integral

    which is called the consumer surplus of the commodity.

    xPxpn

    ii

    =])([

    0

    n

    dxPxpX ])([0

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    The consumer surplus represents the amount of money

    saved by consumers by purchasing the commodity at price

    P, corresponding to an amount demanded ofX.

    The figure below shows the interpretation of the consumer

    surplus as the area under the demand curve and above the

    linep =P.

    Example

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    Example

    The demand for a product, in dollars, isp = 1200 0.2x

    0.0001x2. Find the consumer surplus when the sales level is

    500.

    Solution

    The corresponding price forX= 500 is

    P= 1200 0.2(500) 0.0001(500)2= 7500

    Therefore, the consumer surplus is

    33.333,33$30001.01.0)500(125

    )0001.02.0125(

    )10750001.02.01200(])([

    )500(

    )500(

    30001.01.0125

    3

    2

    500

    0

    500

    0

    2

    500

    0

    2500

    0

    32

    ==

    ==

    =

    xxxx

    x

    dxx

    dxxdxPxp

    (2) Present value of an income stream

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    (2) Present value of an income stream

    Continuously compounded interest rate

    With continuously compounded interest rate r, the valueof a savings account y(t) increases at a rate proportional

    to that value, i.e.

    Then at time t, the value ofy is

    (see Example of section 8.1).

    Present value of a future amountIfA0 is the amount that will grow toA in tyears, thenA0ert = A and soA0 = Ae

    -rt .A0 is called thepresent value of

    A.

    eytyrt

    )0()( =

    .ry

    dt

    dy=

    Present value of an income stream

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    ese v ue o co e s e

    Suppose that income will be received over a period of

    time from t = a to t = b at a rate off(t) dollars per year

    at time t. This is referred to as an income stream.

    To find the total present value of this income stream, we

    partition the interval [a,b] into n subintervals of equal

    length . From time t = ti-1 to time t = ti the incomereceived will be approximately dollars, with a

    present value of . So an approximation to the

    present value of the total income is

    If we let , the Riemann sum approaches the integral

    which is thepresent value of the income streamf(t).

    t ttf i )(

    ttfe itir )(

    =

    n

    i

    tir ttfe i1

    )(

    n

    b

    art dttfe )(

    Example:

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    A trust fund pays $8000 a year for 10 years, starting 5

    years from now, at a rate of 10% per year compounded

    continuously.(a) Find the present value of the trust fund.

    (b) Find the value 3 years from now.

    Solution

    (a) Here the income stream isf(t) = 8000. Using the

    formula with a = 5, b = 15 and r= 0.1, the present value

    of the trust fund is

    = 80,000( e-0.5 e-1.5 ) = $30,672.04

    (b) The value 3 years from now is

    30,672.04 e(0.1)3 = $41,402.92

    155

    )1.0(15

    5 )1.0( ]1.08000[)8000( =

    eet

    t dt

    8 5 Curves Defined by Parametric

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    8.5 Curves Defined by Parametric

    Equations

    Suppose that x and y are both given as continuous functions of a

    third variable t(called aparameter) by theparametric equations

    x =f(t) y =g(t) .Each value of tdetermines a point (x, y), which we can plot in a

    coordinate plane. As tvaries, the point (x, y) = (f(t), g(t) ) varies

    and traces out a curve C.

    If we interpret tas time and (x,y) = (f(t),g(t) ) as the position of a

    particle at time t, then we can imagine the particle moving along

    the curve C.

    Example 1:

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    Identify the curve defined by theparametric equationsx = t22tand

    y = t +1.

    equations moves along the curve in the

    direction of the arrows as tincreases.

    Eliminate theparametertas follows:

    Fromy = t +1we obtain t = y 1. Substitute

    it intox = t22t, it gives

    x = (y-1)22(y-1) = y24y +3

    and so the curve represented by the given

    parametric equations is aparabola.

    Look at the figure: A particle whose position is given by theparametricSolution:

    Example 2:

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    What curve is represented by theparametric equationsx = cos tandy =

    sin t , 0 t 2 ?

    Solution:

    Eliminate tby noting that x2 +y2 = cos2t+ sin2t = 1Thus the point (x, y) moves on the unit

    circlex2 +y2 = 1. Notice that theparametert

    can be interpreted as the angle shown in thefigure.

    As tincreases from 0 to 2 , the point (x,y) = (cos t, sin t) moves once around the

    circle in the counterclockwise directionstarting from the point (1,0) .

    Example 3:

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    What curve is represented by theparametric equationsx = sin2t and

    y = cos2t , 0 t 2 ?

    Thus again the point (x, y) moves on the

    unit circlex2 +y2 = 1.

    But as tincreases from 0 to 2 , the point(x, y) = (sin2t, cos2t) moves twice around

    the circle in the clockwise direction starting

    from the point (0,1) .

    Solution:

    Again, eliminate tby noting that x2 +y2 = sin22t + cos22t= 1

    Example 4

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    Observe that y =x2 and so the point (x,y) moves on the parabola y =x2.

    But note that since -1 sint 1, we have-1x 1, so the parametric equation

    represent only the part of the parabola forwhich -1 x 1.

    Since sin tis periodic, the point (x,y)=(sin t,

    sin2t) moves back and forth infinitely often

    along the parabola from (-1,1) to (1,1).

    Sketch the curve represented by theparametric equationsx = sint

    and y = sin2t.

    Solution

    Example 5:The curve traced out by a pointPon the circumference of acircle as the circle rolls along a straight line is called a cycloid If the

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    circle as the circle rolls along a straight line is called a cycloid. If the

    circle has radius rand rolls along thex axis and if one of the positions of

    Pis the origin, findparametric equations for the cycloid.

    has rolled from the origin is |OT| = arcPT =

    r .

    Let the coordinates ofPbe (x,y), thenx = |OT| - |PQ| = r - rsin = r( - sin )

    y = |TC| - |QC| = r- rcos = r(1 - cos )

    This is also valid for other values of ( try it

    Solution: Choose the angle for which the circle has rotated as the

    parameter( =0 whenPis at the origin). For0< < /2, the distance

    So theparametric equations of the cycloid are

    ( i ) (1 )

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    x = r( - sin ) y = r(1 - cos ) R

    One arch of the cycloid comes from one rotation of the circle and so is

    described by 0 2 .Some properties ofcycloid:

    (1) A particle slides along the curve from point

    A to a lower point B not directly beneath A.Among all possible curves joining A to B, the

    particle will take the least time if the curve is

    an inverted arch of a cycloid.

    (2) No matter where a particle P is placed on

    an inverted cycloid, it takes the same time to

    slide to the bottom.

    8.6 Tangents and Areas

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    By eliminating the parameter, some curves defined by parametricequationsx =f(t) and y =g(t) can be expressed in the form y =F(x). If

    we substitutex =f(t)and y =g(t) in the equationy =F(x), we get

    g(t) =F(f(t))

    Ifg,Fandfare differentiable, the Chain Rule gives

    g'(t) =F'(f(t))f '(t) =F '(x)f '(t)

    Iff '(t) 0, we can solve forF '(x):

    F '(x) =g '(t)/f '(t)

    Since the slope of the tangent to the curvey =F(x) at (x,F(x)) isF '(x),

    the above equation enables us to find tangent to parametric curves

    without having to eliminate theparameter.

    (1) Tangents

    Using Leibniz notation, we can rewrite the above equation asd

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    if

    It can be seen from the above equation that the curve has a

    horizontal tangent when dy/dx = 0 (provided that dx/dt 0) and it

    has a vertical tangent when dx/dy = 0 (provided that dy/dt 0). Thisinformation is useful when sketching parametric curves.

    To obtain d2y/dx2, replacey by dy/dx in the above equation:

    dt

    dxdt

    dy

    dx

    dy= 0

    dt

    dx

    dt

    dx

    dx

    dy

    dt

    d

    dx

    dy

    dx

    d

    xd

    yd

    =

    =

    2

    2

    Example 1

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    (a) Find dy/dx and d2y/dx2 for the cycloidx = r( -sin ),y = r(1-cos ).

    (b) Find the tangent to the cycloid at the point where = / 3.

    (c) At what points is the tangent horizontal? When is it vertical?

    (d) Discuss the concavity.

    cos1

    sin

    )cos1(

    sin

    === rr

    d

    dxd

    dy

    dx

    dy

    cos1

    11cossinsin)cos1(cos

    cos1

    sin

    )cos1()cos1(22

    =

    =

    =

    =

    d

    d

    dx

    dy

    d

    d

    Solution

    (a)

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    )cos1(

    1

    )cos1(cos1

    1

    22

    2

    =

    =

    =rr

    d

    dx

    dx

    dy

    d

    d

    xd

    yd

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    (b) When = / 3, we have

    and

    Therefore, the slope of the tangent is and the equation is

    or

    =

    = 23

    33sin3

    rrx 23cos1

    r

    ry =

    =

    3=211

    23=

    31

    3=

    /

    /

    )/cos(

    )/sin(

    dx

    dy

    += 2

    3

    332

    rrx

    ry

    = 233

    ryx

    3

    (c) The tangent is horizontal when dy/dx = 0, which occurs when sin =

    0 d 1 0 h i (2 1) h i i Th

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    0 and 1-cos 0, that is, = (2n-1) , where n is an integer. Thecorresponding point on the cycloid is ((2n-1) r, 2r).

    When = 2n , both dy/d and dx/d are 0. There are verticaltangents at these points. We can verify this by using lHospitals Rule:

    ==

    =+++

    sin

    coslim

    cos1

    sinlimlim

    222 nnn dx

    dy

    From part(a) we have d2y/dx2 = -1 / [r(1-cos )2]. Since r>0, this

    s that d2y/dx2 < 0 except when cos =1. Thus the cycloid is concave

    nward on the intervals (2n , 2(n+1) ).

    similar computation shows that dy/dx- as 2n -, so indeed there

    are vertical tangents when = 2n , that is, when x = 2n r.

    Example 2 A curve Cis defined byx = t2 andy = t3-3t.

    (a) Show that C has two tangents at (3 0) and find their equations

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    (a) Show that Chas two tangents at (3, 0) and find their equations.

    (b) Find the points on Cwhere the tangent is horizontal or vertical.

    (c) Determine where the curve rises or falls and where it is concaveupward ordownward.

    (d) Sketch the curve.

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    =b

    dxxFA )(

    (2) AreasThe area under a curve y = F(x) from a to b is

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    If the curve is given byparametric equationsx =f(t)and y =g(t), t , then we can adapt the earlier formula by

    using the Substitution Rule forDefinite Integrals as follows:

    = a dxxFA )(

    ==b

    adttftgydxA

    )(')( dttftgor )(')(

    ))()((or

    )()()())(()()(

    =

    =

    ==

    dttftg

    dttftgdttftfFdxxFAtfx

    b

    a

    The area under a curvey F(x) from a to b is

    whereF(x) 0.

    Example 1

    Find the area under one arch of the cycloidx = r( -sin ),y = r(1-cos ).

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    .20

    Using the Substitution Rule withy = r(1-cos ) and dx =r(1-cos )d , we have

    Solution

    One arch of the cycloid is given by

    =r

    ydxA2

    0

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    ( ) rr 22 3223

    ==

    y0 =

    2

    0)cos1()cos1( drr

    =

    2

    0

    22 )cos1( dr

    +=

    2

    0

    2 )2coscos21( dr

    ++=

    2

    0

    2

    )]2cos1(21cos21[ dr

    +=

    4sinsin241

    2

    32

    0

    2

    r

    Example 2

    Find the area of the region enclosed by the loop of the curve

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    Find the area of the region enclosed by the loop of the curve

    defined byx = t2 andy = t3-3t.(the same as that in Example 2

    of the first part of this section ).

    The point on the loop where the curve crosses itself is

    Solution

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    The point on the loop where the curve crosses itself is

    (3, 0), the corresponding parameter values are .

    The area of the loop is obtained by subtracting the areaunder the bottom part of the loop from the area under the top

    part of the loop.

    3=t

    tdtttdttA tt 2)3(2)3(3

    0

    33

    0

    3 =

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    35

    24

    5

    44 33

    2/52/3 ==

    tt )()( 00

    tdttt 2)3(3

    3

    3

    =

    dttt23

    3

    4 62 =

    [ ]tt 3552 23

    3

    =

    8.7 Polar Coordinates

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    A coordinate system represents a point in the plane by an

    ordered pair of numbers called coordinates. So far wehave been using Cartesian coordinates, which are directed

    distances from two perpendicular axes. Now we describe

    a coordinate system called the polar coordinate system,

    which is more convenient for many purposes.

    We choose a point in the plane that is called the pole (or

    origin) and labeled O. Then we draw a ray (half-line)

    starting at O called the polar axis. This axis is usually

    drawn horizontally to the right and corresponds to the

    positivex-axis in Cartesian coordinates.

    IfP is any other point in the plane, let r be the distance

    f O P d l b h l ( ll d i

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    from O to Pand let be the angle (usually measured inradians) between the polar axis and the line OPas in the

    figure. Then the pointPis represented by the ordered pair(r, ) and r, are calledpolar coordinates ofP.

    We use the convention that an angle is positive if measured

    i h l k i di i f h l i d

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    in the counterclockwise direction from the polar axis and

    negative in the clockwise direction.

    IfP= O, then r= 0 and we agree that (0, ) represents thepole for any value of .

    O

    x

    We extend the meaning of polar coordinates (r, ) to thei hi h i ti b i th t th i t (

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    case in which ris negative by agreeing that the points (-r,

    ) and (r, ) lies on the same line through O and at the

    same distance |r| from O, but on the opposite sides ofO.Ifr> 0, the point (r, ) lies in the same quadrant as ; ifr< 0, the point (r, ) lies in the quadrant on the oppositeside of the pole.

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    Notice that (-r, ) represents the same point as (r,

    + ).In fact, since a complete counterclockwise rotation is

    given by an angle 2 ,the point represented by polar

    coordinates (r, ) is also represented by (r, +2n )and (-r, +(2n+1) )

    Example 1

    Plot the points whose polar coordinates are given

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    p p g

    (a) (1, 5 /4) (b) (2, 3 ) (c) (2, -2 /3) (d) (-3, 3 /4)

    Solution

    The points are plotted in the figure. In part (d) the point (-3,

    3 /4)is located three units from the pole in the fourthquadrant because the angle 3 /4 is in the second

    quadrant and r = -3 is negative.

    The connection between polar and Cartesian coordinates

    can be seen from the figure in which the pole corresponds

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    can be seen from the figure, in which the pole corresponds

    to the origin and the polar axis coincides with the positive

    x-axis. If the point P has Cartesian coordinates (x, y) andpolar coordinates (r, ), then

    cos =x/r, sin =y/r

    and so

    x = rcos , y = rsin

    Although the above equations

    were deduced from the figure,

    which illustrates the case

    where r> 0 and 0 < < /2, these equations are valid for

    all values of r and .

    We can use the above formula to find the Cartesian

    coordinates of a point hen the polar coordinates are

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    coordinates of a point when the polar coordinates are

    known. We can also use the below equations to find rand

    if the Cartesian coordinates of a point are known:r2 = x2 + y2 tan = y/x

    Notice that the above equations do not uniquely determine whenx andy are given, because as increasesthrough the interval 0

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    2o

    x

    y

    Example 2

    Convert the point (2, /3) from polar to Cartesian

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    Convert the point (2, /3) from polar to Cartesiancoordinates.

    3

    2

    32

    3

    sin2sin

    12

    1

    23cos2cos

    ====

    ====

    ry

    rx

    Solution

    ince r= 2 and = /3,

    s.coordinateCartesianin)3(1,ispointtheTherefore,

    Example 3

    Represent the point with Cartesian coordinates (1 1) in terms

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    Since the point (1,-1) lies in the fourth quadrant, we canchoose =- /4 or =7 /4. Thus one possible answer is(2, - /4). Another is (2,7 /4).

    ( )

    1tan

    2112222

    ==

    =+=+=

    x

    y

    yxr

    Represent the point with Cartesian coordinates (1,-1) in terms

    of polar coordinates.

    Solution If we choose rto be positive, then

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    The Graph of a Polar Equation

    The graph of a polar equation r = f( ), or moregenerallyF(r, )=0, consists of all pointsPthat have atleast one polar representation (r, ) whose coordinatessatisfy the equation.

    Example 1

    Wh t i t d b th l ti 2

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    What curve is represented by the polar equation r= 2.

    Solution

    The curve consists of all points (r, ) with r= 2. Since rrepresents the distance from the point to the pole, the curve r

    = 2 represents the circle with centerO and radius 2. In

    general, the equation r= a represents a circle with centerOradius |a|.

    Solution This curve consists of all points (r ) such

    Example 2 Sketch the polar curve = 1.

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    Solution This curve consists of all points (r, ) suchthat the polar angle is 1 radian. It is the straight line that

    passes through O and makes an angle of 1 radian with thepolar axis.

    Notice that the points (r, 1) on the line with r> 0 are in the

    first quadrant, whereas those with r< 0 are in the third

    quadrant.

    ( , +1)2

    Example 3(a) Sketch the curve with polar equationr= 2cos . (b) Find a Cartesian equation for this curve.

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    Solution

    (a) We find the values ofrfor

    some convenient values of and plot the corresponding

    points (r, ). Then we jointhese points to sketch the

    curve, which appears to be a

    circle. We have used only

    values of between 0 and , since if we let increases beyond , weobtain the same points again.

    (b) Multiply rto both sides of the equation r= 2cos :2 2 2 + 2 2 2 + 2 2 0

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    r2 = 2 rcos , x2 +y2 = 2x, x2 +y2 - 2x = 0

    Completing the square, we obtain

    (x-1)2 +y2 = 1

    which is the equation of a circle with center (1,0) and

    radius 1.

    The figure below shows a geometrical illustration that thecircle has the equation r=2cos . The angle OPQ is a rightangle and so

    r/2 = cos .

    Example 4 Sketch the curve r= 1 + sin .Solution

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    First sketch the graph of r= 1 + sin in Cartesian coordinates by shifting thesine curve up one unit. This enables us to read at a glance the values ofrthat

    correspond to increasing values of . We see that as increases from 0 to /2, rincrease from 1 to 2; as increases from /2 to , rdecrease from 2to 1; as increases from to 3 /2, rdecrease from 1 to 0; as increasesfrom 3 /2 to 2 , rincrease from 0 to 1. If we let increases beyond 2 ordecrease beyond 0, we would simply retrace our path. Then we sketch out the

    complete curve as in the figure. It is called a cardioidbecause it is shaped likea heart.

    .

    Example 5Sketch the curve with polar equation r= cos2 .Solution

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    We first sketch r= cos2 , 0 < 2 , in Cartesian coordinates. As increases from 0 to /4, rdecrease from 1 to 0, and so we draw thecorresponding portion of the polar curve. As increases from /4 to /2, rdecrease from 0 to 1. This means that the distance from Oincreases from 0 to 1, but instead of being in the first quadrant, this

    portion of the polar curve lies on the opposite side of the pole in the

    third quadrant. The remainder of the curve is drawn in a similar fashion.The resulting curve has four loops and is called afour-leaved rose.

    When sketching polar curves it is sometimes helpful to take

    advantage of symmetry The following are three rules

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    advantage of symmetry. The following are three rules.

    (a) If a polar equation is

    unchanged when is replaced by - . The curve issymmetric about the polar

    axis.

    (b)If a polar equation is

    unchanged when r is replaced

    by -r. The curve is symmetric

    about thepole.(c) If a polar equation is

    unchanged when is replacedby - . The curve iss mmetric about the vertical

    The curve sketched in Examples 3 and 5 are symmetric

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    The curve sketched in Examples 3 and 5 are symmetric

    about the polar axis. The curves in Example 4 and 5 are

    symmetric about = /2. The four-leaved rose is alsosymmetric about the pole.

    These symmetry properties could be used in sketchingcurves. We only need to plot a part of the curve and then

    apply the symmetry.

    Tangents to polar curves

    To find a tangent line to a polar curve r = f( ) we regard

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    To find a tangent line to a polar curve r f( ) we regard as a parameter and write its parametric equations

    x=f( )cos ,y =f( )sin .

    Then using the method for finding slopes ofparametric

    curves we have

    We locate horizontal tangents by finding the points whendy/d =0 (provided that dx/d 0).

    We locate vertical tangents at the points when dx/d = 0(provided that dy/d 0).

    sincos

    cossin

    rd

    drrd

    dr

    d

    dxd

    dy

    dx

    dy

    +==

    Notice that if we are looking for tangent lines at the pole,

    then r = 0 and the above equation simplifies to

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    then r 0 and the above equation simplifies to

    if

    For instance, in Example 5, we found that r= cos2 = 0when = /4 or 3 /4. This means that the lines = /4 and = 3 /4 or (y =x andy = -x are tangent linesto r= cos2 at the origin.

    tan=dxdy 0d

    dx

    Example(a) For the cardioidr= 1 + sin , find the slope of the tangent line when

    = /3

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    = /3.

    (b) Find the points on the cardioid where the tangent line is horizontal or

    vertical.

    )sin21)(sin1(

    )sin21(cos

    sin1

    )sin21(cos

    sin)sin1(coscos

    cos)sin1(sincos

    sincos

    cossin

    sin22

    ++

    =

    +=

    +++

    =

    +=

    r

    d

    dr

    rd

    dr

    dx

    dy

    or

    Solution

    Using the derived formula with r= 1 + sin , we have

    Instead of memorizing the formula, we could employ the

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    Instead of memorizing the formula, we could employ the

    method used to derive the formula:

    2cossin

    2sincos

    2cossin

    cossin2cos

    sinsinsin)sin1(sin

    2sin2

    1coscos)sin1(cos

    2

    ++=

    ++==

    +=+==

    +=+==

    ddx

    ddy

    dx

    dy

    ry

    rx

    (a) The slope of the tangent at the point where = /3 is

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    (a) The slope of the tangent at the point where = /3 is

    131

    31

    )31)(32(

    31

    )31)(231(

    )31(21

    ))3

    sin(21))(3

    sin(1(

    ))3sin(21)(3cos(

    3

    =

    +=

    ++

    =+

    +=

    ++=

    =

    dx

    dy

    (b) Observe that

    6

    11,

    6

    7,

    2

    3,

    2,0)sin21(cos

    ==+= when

    d

    dy

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    Therefore, there are horizontal tangents at the points (2, /2), (1/2, 7 /6), (1/2, 11 /6) and vertical tangents at (3/2, /6). (3/2, 5 /6).When =3 /2, both and are 0, so we must be careful. Using

    lHospitals Rule, we have

    By symmetry,

    Thus there is a vertical tangent line at the pole.

    6

    5,

    6,

    2

    3,0)sin21)(sin1(

    ==+= when

    d

    dx

    =

    =

    +=

    cos

    sin

    lim3

    1

    sin1

    coslim

    3

    1lim

    )23(

    )23()23( dx

    dy

    =+ dx

    dylim

    )23(

    d

    dy

    d

    dx

    r= 1 + sin

    Page558 17233 tt

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    g

    33 1

    3,

    1

    3

    t

    ty

    t

    tx

    +=

    +=

    Solution

    ).,22(attangentverticalaand),,22(and(0,0)

    attangenthorizontalhascurvethetherefore,

    ,21

    )2(,

    )1(

    63,

    )1(

    )2(3

    31

    32

    32

    31

    3

    3

    23

    3

    23

    3

    t

    tt

    dx

    dy

    t

    t

    dt

    dx

    t

    tt

    dt

    dy

    =+

    =+

    =

    >