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    MIT OpenCourseWarehttp://ocw.mit.edu

    18.01 Single Variable Calculus

    Fall 2006

    For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

    http://ocw.mit.edu/http://ocw.mit.edu/http://ocw.mit.edu/termshttp://ocw.mit.edu/termshttp://ocw.mit.edu/
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    Lecture18 18.01Fall2006

    Lecture18: Definite IntegralsIntegralsareusedtocalculatecumulativetotals,averages,areas.

    Areaunderacurve: (SeeFigure 1.)1. Divideregionintorectangles2. Addupareaofrectangles3. Take limitasrectanglesbecomethin

    a b a b(i) (ii)

    Figure1: (i)Areaunderacurve;(ii)sumofareasunderrectanglesExample1. f(x) =x2,a=0,b arbitrary

    1. Divide intonintervalsLengthb/n= baseofrectangle

    2. Heights: 2

    b b1st: x= , height =

    n n 22b 2b

    2nd: x= , height =n n

    Sumofareasofrectangles: 2 2 2 2

    b b b 2b b 3b b nb b3+ + + + = (12 + 22 + 32 + +n2)

    n n n n n n n n n3

    1

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    Lecture18 18.01Fall2006

    a=0 b

    2Figure2: Areaunderf(x) = x above [0, b].Wewillnowestimatethesumusingsome3-dimensionalgeometry.

    ConsiderthestaircasepyramidaspicturedinFigure 3.

    n = 4

    n

    Figure3: Staircasepyramid: left(topview)andright(sideview)1st

    level: nnbottom,representsvolumen2.2nd level: (n1)(n1),representsvolumne(n1)2),etc.Hence,thetotalvolumeofthestaircasepyramid isn2 + (n1)2 + + 1.

    Next,thevolumeofthepyramidisgreaterthanthevolumeofthe innerprism:1 1 1

    12 + 22 + +n2 > (base)(height)= n2 n= n3 3 3 3

    andlessthanthevolumeoftheouterprism:1 1

    12 + 22 + +n2

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    Lecture18 18.01Fall2006

    Inall,1 1n3 12 + 22 + +n2 1 (n+1)3

    = 3

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    Lecture18 18.01Fall2006

    GeneralPicture

    a bci

    y=f(x)

    Figure5: Onerectangle fromaRiemannSum

    Divide intonequalpiecesoflength=x= ban

    Pickanyci inthe interval;usef(ci)astheheightoftherectangle

    Sumof

    areas:

    f(c

    1

    )x+

    f(c

    2

    )x+

    +

    f(c

    n

    )x

    n

    Insummationnotation: f(ci)x calledaRiemannsum.i=1

    Definition:n b

    lim f(ci)x= f(x)dx calledadefinite integralan

    i=1

    Thisdefiniteintegralrepresentstheareaunderthecurvey=f(x)above[a, b].

    Example3.

    (Integrals

    applied

    to

    quantity

    besides

    area.)

    Student

    borrows

    from

    parents.

    P =principalindollars,t=timeinyears,r= interestrate(e.g.,6% isr= 0.06/year).Aftertimet,youoweP(1+rt) =P +P rt

    Theintegralcanbeusedtorepresentthetotalamountborrowedasfollows. Considerafunctionf(t),theborrowingfunctionindollarsperyear. Forinstance,ifyouborrow$1000/month,thenf(t)=12,000/year. Allowf tovaryovertime.

    Sayt= 1/12 year=1 month.ti =i/12 i= 1, ,12.

    4

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    Lecture19 18.01Fall2006

    Lecture 19: First Fundamental Theorem ofCalculus

    Fundamental Theorem of Calculus (FTC 1)Iff(x)iscontinuousandF(x) =f(x),then b

    f(x)dx=F(b)F(a)a

    Notation: F(x) b =F(x) x=b =F(b)F(a)a x=a

    b b3 3 b3 a3x x2; x2dx=Example1. F(x) = F(x) =x =

    3 33 , 3a aExample2. Areaunderonehumpofsinx(SeeFigure 1.)

    0 sinx dx=cosx

    =cos(cos0)=(1)(1)=2

    0

    1

    Figure1: Graphoff(x)=sinxfor0x.

    1 16= 1 1

    60 = 65dx=x

    Example3. x60 0

    1

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    Lecture19 18.01Fall2006

    Intuitive Interpretation of FTC:dx

    x(t) isaposition; v(t) =x(t)= isthespeedorrateofchangeofx.dt bv(t)dt=x(b)x(a) (FTC1)

    aR.H.S.ishowfarx(t)wentfromtimet=atotimet=b(differencebetweentwoodometerreadings).L.H.S.representsspeedometerreadings.

    n

    i=1

    x(b)x(a) = v(t) cancel each other, whereas an

    ( ) approximates the sum of distances traveled over times t t tv i

    thThe approximation above is accurate if ( ) is close to ( ) on the interval. The interpretationit tv v iof ( ) as an odometer reading is no longer valid if changes sign. Imagine a round trip so thattx v

    0. Then the positive and negative velocitiesodometer would measure the total distance not the net distance traveled.Example4.

    2

    0 sinx dx=cosx2

    =cos2(cos0)=0.0

    The integral represents the sum of areas under the curve, above the x-axis minus the areas belowthex-axis. (SeeFigure 2.)

    +

    -

    1

    2

    Figure2: Graphoff(x)=sinx for0x2.

    2

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    Lecture19 18.01Fall2006

    Integralshaveanimportantadditiveproperty(SeeFigure 3.) b c c

    f(x)dx+ f(x)dx= f(x)dxa b a

    a b c

    Figure3: Illustrationoftheadditivepropertyof integralsNewDefinition:

    a bf(x)dx= f(x)dx

    b aThisdefinitionisusedsothatthefundamentaltheoremisvalidnomatterifa < borb < a. Italsomakes it so that the additive property works for a,b,c in any order, notjust the one pictured inFigure 3.

    3

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    Lecture19 18.01Fall2006

    Estimation: b b

    Iff(x)g(x),then f(x)dx g(x)dx(onlyifa < b)a a

    xExample5. EstimationofexSince1e forx0,

    1 11dx exdx

    0 0 1 exdx=ex1 =e1e0 =e1

    0 0Thus1e1, or e2.

    xExample6. Weshowedearlierthat1+xe . Itfollowsthat 1 1

    (1+x)dx exdx=e10 0

    1 21x 3

    (1+x)dx= x+ =2 20 03 5

    Hence,2e1,or,e 2 .

    Change of Variable:Iff(x) =g(u(x)),thenwewritedu=u(x)dxand

    g(u)du= g(u(x))u(x)dx= f(x)u(x)dx (indefiniteintegrals)Fordefinite integrals:

    x2 u2f(x)u(x)dx= g(u)du whereu1 =u(x1), u2 =u(x2)

    x1 u1

    2 4

    Example7. x3 + 2 x2dx1

    Letu=x3 + 2. Thendu= 3x2dx = x2dx= du; 3x1 = 1, x2 = 2 = u1 = 13 + 2 = 3, u2 = 23 + 2=10, and

    2 10 4 10 4du u5 10535x3 + 2 x2dx= u = =1 3 3 153 15

    4

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    Lecture20 18.01Fall2006

    Lecture20: SecondFundamentalTheoremRecall: FirstFundamentalTheoremofCalculus(FTC1)

    Iff iscontinuousandF =f,then bf(x)dx=F(b)F(a)

    aWecanalsowritethatas b x=b

    f(x)dx= f(x)dxx=aa

    Doallcontinuousfunctionshaveantiderivatives? Yes. However...Whataboutafunction likethis?

    2ex dx=??

    Yes,thisantiderivativeexists. No,itsnotafunctionwevemetbefore: itsanewfunction.Thenewfunctionisdefinedasan integral:

    x2

    F(x) = et dt0

    2

    ItwillhavethepropertythatF(x) =ex .sinx1/2Othernewfunctionsincludeantiderivativesofex2, x ex2, ,sin(x2),cos(x2), . . .

    xSecondFundamentalTheoremofCalculus(FTC2)

    xIfF(x) = f(t)dtandf iscontinuous,then

    aF(x) =f(x)

    GeometricProofofFTC2: Usethearea interpretation: F(x)equalstheareaunderthecurvebetweenaandx.

    F = F(x+ x)F(x)F (base)(height) (x)f(x) (SeeFigure 1.)Fx f(x)F

    Hence lim = f(x)x 0 x

    But,bythedefinitionofthederivative:F

    lim =F(x)x 0 x

    1

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    Lecture20 18.01Fall2006

    x+xxa

    F(x)

    F

    y

    Figure1: GeometricProofofFTC2.Therefore,

    F(x) =f(x)AnotherwaytoproveFTC2 isasfollows:F 1 x+x xx = x f(t)dt f(t)dta a

    1 x+x=

    xf(t)dt (which istheaveragevalueoff onthe intervalxtx+ x.)

    xAsthe lengthxofthe intervaltendsto0,thisaveragetendstof(x).ProofofFTC1(usingFTC2)

    xStart with F = f (we assume that f is continuous). Next, define G(x) = f(t)dt. By FTC2,

    aG(x) =f(x). Therefore, (FG) =FG =ff =0. Thus, FG= constant. (Recall weusedtheMeanValueTheoremtoshowthis).Hence,F(x) =G(x) +c. FinallysinceG(a)=0, b

    f(t)dt=G(b) =G(b)G(a) = [F(b)c][F(a)c] =F(b)F(a)a

    which isFTC1.Remark. IntheprecedingproofGwasadefinite integralandF couldbeanyantiderivative. Letusillustratewiththeexamplef(x)=sinx. Takinga=0 intheproofofFTC1, x x

    G(x)= cost dt=sint =sinx andG(0)=0.0 0

    2

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    Lecture20 18.01Fall2006

    If,forexample,F(x)=sinx+21. ThenF(x)=cosxand b

    sinx dx=F(b)F(a)=(sinb+21)(sina+21)=sinbsinaaEveryfunctionoftheformF(x) =G(x) +cworks inFTC1.Examplesofnew functionsTheerrorfunction,which isoftenusedinstatisticsandprobability,isdefinedas

    22 xerf(x) = et dt

    0and lim erf(x) = 1 (SeeFigure 2)

    x

    Figure2: Graphoftheerror function.Anothernewfunctionofthistype,calledthelogarithmic integral,isdefinedas

    x dtLi(x) =

    lnt2This functiongivestheapproximatenumberofprimenumbers lessthanx. Acommon encryptiontechnique involvesencodingsensitive information likeyourbankaccountnumbersothat itcanbesent over an insecure communication channel. The message can only be decoded using a secretprimenumber. Toknowhowsafethe secret is, a cryptographer needs to knowroughly how many200-digitprimesthereare. Youcanfindoutbyestimatingthefollowing integral:

    10201 dt10200 lnt

    Weknowthatln10200 =200ln(10)200(2.3)=460 and ln10201 =201ln(10)462

    3

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    Lecture20 18.01Fall2006

    Wewillapproximatetoonesignificantfigure: lnt500for200t10201.Withallofthatinmind,thenumberof200-digitprimesisroughly1

    10201 10201 10200dt dt 1 910200 lnt 10200 500 = 500 1020110200 500 10198

    ThereareLOTSof200-digitprimes. Theoddsofsomehackerfindingthe200-digitprimerequiredtobreak intoyourbankaccountnumberareveryveryslim.

    AnothersetofnewfunctionsaretheFresnelfunctions,whichariseinoptics:x

    C(x) = cos(t2)dt0xS(x) = sin(t2)dt

    0Besselfunctionsoftenarise inproblemswithcircularsymmetry: 1

    J0(x)= cos(xsin)d2 0

    Onthehomework,youareaskedtofindC(x). Thatseasy!C(x)=cos(x2)

    x dtWewilluseFTC2todiscussthefunctionL(x)= fromfirstprinciplesnext lecture.

    t1

    1 Themiddleequality inthisapproximation isaverybasicanduseful fact

    bc dx=c(ba)

    aThink of this as finding the area of a rectangle with base (ba) and height c. In the computation above, a =

    110200, b=10201, c=500

    4

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    Lecture21 18.01Fall2006

    Lecture21: ApplicationstoLogarithmsandGeometry

    ApplicationofFTC2toLogarithmsThe integral definition of functions like C(x), S(x)of Fresnelmakesthemnearlyaseasytouse aselementary functions. It is possible to draw their graphs and tabulate values. You are asked tocarry out an example or two of this on your problem set. To get used to using definite integralsandFTC2,wewilldiscussindetailthesimplestintegralthatgivesrisetoarelativelynewfunction,namelythelogarithm.

    Recallthat n+1xxndx= +cn+ 1

    except when n=1. It follows that the antiderivative of 1/x is not a power, but something else.So letusdefineafunctionL(x)by x dt

    L(x) =t1

    (Thisfunctionturnsouttobethelogarithm. Butrecallthatourapproachtothelogarithmwasfairlyinvolved. Wefirstanalyzedax,andthendefinedthenumbere,andfinallydefinedthelogarithmas

    xtheinversefunctiontoe . Thedirectapproachusingthis integralformulawillbeeasier.)AllthebasicpropertiesofL(x)followdirectlyfrom itsdefinition. NotethatL(x) isdefinedfor

    0< x

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    Lecture21 18.01Fall2006 ab dt

    Tohandle ,makethesubstitutiont=au. Thenta

    dt=adu; a

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    Lecture21 18.01Fall2006

    First,graphthesefunctionsandfindthecrossingpoints(seeFigure 3).y+ 2 = x=y2

    y2y2 = 0(y2)(y+ 1) = 0

    Crossingpointsaty=1,2. Plug theseback intofindtheassociatedxvalues,x=1 andx=4.Thusthecurvesmeetat(1,1)and(4,2)(seeFigure 3).Therearetwowaysoffindingtheareabetweenthesetwocurves,ahardwayandaneasyway.HardWay: VerticalSlicesIf we slicetheregion betweenthe twocurvesvertically, weneed toconsider twodifferentregions.

    x = y2

    y = x 2

    (1,1)

    (4, 2)

    (0, 0)

    (0, -2)

    dx

    2Figure4: The intersectionofx=y andy=x2.Where x >1, the regions lowerbound is the straight line. For x

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    Lecture21 18.01Fall2006

    x = y2

    (1,1)

    (4, 2)

    y = x 2 ; (x = y +2)(0, 0)

    (0, -2)

    dy

    2Figure5: The intersectionofx=y andy=x2.2. VolumesofsolidsofrevolutionRotatef(x)aboutthex-axis,comingoutofthepage,toget:

    f(x)

    yrotate an x-y plane section

    by 2 radians

    x

    z

    dx

    Figure6: Asolidofrevolution: thepurpleslice isrotatedby/4and/2.Wewanttofigureoutthevolumeofasliceofthatsolid. Wecanapproximateeachsliceasa

    disk withwidthdx,radiusy,andacross-sectionalareaofy2. Thevolumeofoneslice isthen:dV =y2dx (forasolidofrevolutionaroundthex-axis)

    Integratewithrespecttoxtofindthetotalvolumeofthesolidofrevolution.5

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    Lecture22 18.01Fall2006

    Lecture22: VolumesbyDisksandShellsDisksandShells

    Wewill illustratethe2methodsoffindingvolumethroughanexample.Example1. Awitchscauldron

    y

    x

    2Figure1: y=x rotatedaroundthey-axis.

    Method1: Disksy

    x

    thickness of dy

    a

    Figure2: VolumebyDisks fortheWitchsCauldronproblem.The area of the disk in Figure 2 is x2. The disk has thickness dy and volume dV = x2dy.

    ThevolumeV ofthecauldronisa

    V = x2dy (substitute y=x2)0 a 2ay a2

    V = ydy= =2 0 20

    1

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    Lecture22 18.01Fall2006

    Thethinshell/cylinderhasheightax2,circumference2x,andthicknessdx.dV = (ax2)(2x)dx x=a a

    V = (ax2)(2x)dx= 2 (axx3)dxx=0 0

    2 4 2 2 2x x a a a a a2= 2 a

    2 4 0 = 2 2 4 = 2 4 = 2 (sameasbefore)Example2. TheboilingcauldronNow,letsfillthiscauldronwithwater,andlightafireunderittogetthewatertoboil(at100oC).Letssay itsacoldday: thetemperatureoftheairoutsidethecauldronis0oC.Howmuchenergydoesittaketoboilthiswater,i.e. toraisethewaterstemperaturefrom0oCto100oC?Assumethe

    y

    x

    70oC

    100oC

    Figure5: Theboilingcauldron(y=a=1meter.)temperaturedecreaseslinearlybetweenthetopandthebottom(y=0)ofthecauldron:

    T =10030y (degreesCelsius)Usethemethodofdisks,becausethewaterstemperatureisconstantovereachhorizontaldisk. Thetotalheatrequiredis

    1H = T(x2)dy (unitsare(degree)(cubicmeters))

    01

    = (10030y)(y)dy0

    1 1= (100y30y2)dy=(50y210y3)

    =40(deg.)m30 0

    Howmanycaloriesisthat? 3

    1cal 100cm#ofcalories =

    cm3 deg(40) 1 m =(40)(106)cal=125103kcalThereareabout250kcalsinacandybar,sothereareabout

    1#ofcalories = candybar 103500candybars

    2So,ittakesabout500candybarsworthofenergytoboilthewater.

    3

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    Lecture22 18.01Fall2006

    R

    velocity

    Figure6: Flowisfasterinthecenterofthepipe. Itslowssticksattheedges(i.e. theinnersurfaceofthepipe.)Example3. PipeflowPoiseuillewasthefirstpersontostudyfluidflowinpipes(arteries,capillaries). Hefiguredoutthe

    velocityprofileforfluidflowinginpipes is:v = c(R2r2)

    distancev = speed =time

    r

    v

    cR2

    R

    v=c(R2-r2)

    Figure7: Thevelocityoffluidflowvs. distance fromthecenterofapipeofradiusR.Theflowthroughtheannulus(a.k.aring)is(areaofring)(flowrate)

    areaofring=2rdr (SeeFig. 8: circumference2r,thicknessdr)v isanalogoustotheheightoftheshell.

    4

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    Lecture22 18.01Fall2006

    dr

    r

    Figure8: Cross-sectionofthepipe.

    R

    R

    totalflowthroughpipe = v(2rdr) =c (R2r2)2rdr0 0 R

    (R2R2r2 r4R

    = 2c rr3)dr= 2c2 4 00

    flowthroughpipe = cR42

    NoticethattheflowisproportionaltoR4. Thismeanstheresabigadvantagetohavingthickpipes.Example4. DartboardYouaimforthecenteroftheboard,butyouraimsnotalwaysperfect. Yournumberofhits,N,at

    2

    radiusr isproportionaltoer .2

    N =cerThislookslike:

    1

    2r

    y = ce-r2

    Figure9:

    This

    graph

    shows

    how

    likely

    you

    are

    to

    hit

    the

    dart

    board

    at

    some

    distance

    rfrom

    its

    center.

    Thenumberofhitswithinagivenringwithr1 < r < r2 isr2

    2c er (2rdr)

    r1

    Wewillexaminethisproblemmoreinthenextlecture.

    5

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    Lecture23 18.01Fall2006

    Lecture23: Work,AverageValue,ProbabilityApplicationof IntegrationtoAverageValue

    Youalreadyknowhowtotaketheaverageofasetofdiscretenumbers:a1 +a2 a1 +a2 +a3

    or2 3

    Now,wewanttofindtheaverageofacontinuum.

    y=f(x)

    a b.

    x4

    y4.

    Figure1: Discreteapproximationtoy=f(x)onaxb.

    Average y1 +y2 +...+ynn

    wherea=x0 < x1 < xn =b

    y0 =f(x0), y1 =f(x1), . . . yn =f(xn)and

    n(x) =ba x= bn

    a

    andThe limitoftheRiemannSumsis

    blim(y1 + +yn)b

    n

    a= f(x)dx

    anDividebybatogetthecontinuousaverage

    y1 + +yn 1 blim = f(x)dxn n ba a

    1

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    Lecture23 18.01Fall2006

    area = /2

    y=1-x2

    Figure2:

    Average

    height

    of

    the

    semicircle.

    Example1. Findtheaverageofy=1x2 ontheinterval1x1. (SeeFigure 2)

    1 1 1 Averageheight=

    2 1x2dx= 2 2 = 41

    Example2. Theaverageofaconstant isthesameconstant b1

    53dx=53ba a

    Example3. Findtheaverageheighty onasemicircle,withrespecttoarclength. (Used notdx.SeeFigure 3)

    equal weighting in

    different weighting in x

    Figure3: Differentweightedaverages.

    2

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    Lecture23 18.01Fall2006

    y = sin

    1 1(

    cos) 1 2Average = sind= (

    cos

    (

    cos0))==0 0

    Example4. Findtheaveragetemperatureofwaterinthewitchescauldronfromlastlecture. (SeeFigure 4).

    2m

    1m

    Figure4: y=x2,rotatedaboutthey-axis.First,recallhowtofindthevolumeofthesolidofrevolutionbydisks.

    1 1 y2 1 =

    0 2V = (x2)dy= ydy= 20 0Recall that T(y)=10030y and (T(0)=100o;T(1)=70o). The average temperature per unitvolume iscomputedbygivinganimportanceorweightingw(y) =y tothediskatheighty.

    1T(y)w(y)dy

    01w(y)dy0

    Thenumeratoris 1 1 1(10030y)ydy=(500y210y3) =40Tydy=

    0 0Thustheaveragetemperatureis:

    0

    40=80oC

    /2Comparethiswiththeaveragetakenwithrespecttoheighty:

    1 11Tdy=

    1 (10030y)dy=(100y15y2)1

    =85oC00 0

    Tislinear. LargestT =100oC,smallestT =70oC,andtheaverageofthetwois70+100

    =852

    3

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    Lecture23 18.01Fall2006

    dr

    width dr,

    circumference 2r

    weighting ce-rr

    Figure6: Integratingoverrings.

    3r1

    2Theringhasweight cer (2r)(dr)(seeFigure 6). Theprobabilityofadarthittingyourbrotheris:

    12r1 ce

    r22rdr6cer22rdr0

    Recall that 1 = 5312 is our approximation to the portion of the circumference where the little6

    brotherstands. (Note: er2 =e(r2 ) not(er)2 ) b

    2 1er2 b 1 1 deb2 2 er2 2=2rerrer ea+dr=

    a =2 2 2 draDenominator:

    2

    2 1 R 1eR2 1e02 1=er er +rdr= =2 2 2 200

    (NotethateR2 0asR.)

    Figure7: NormalDistribution.

    2 213r1 cer 2rdr 13r1 er rdr 1 3r1 226 2r1 = 6 2r1 = er rdr=er 3r1Probability=

    cer22rdr 2rdr 3 6er 2r12r10 05

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    Lecture23 18.01Fall2006

    VolumebySlices: AnImportantExample

    2ComputeQ= ex dx

    Figure8: Q=Areaundercurvee(x2).Thisisoneofthemostimportantintegralsinallofcalculus. Itisespeciallyimportantinprobabilityandstatistics. Itsan improperintegral,butdontletthosesscareyou. Inthis integral,theyreactuallyeasiertoworkwiththanfinitenumberswouldbe.

    TofindQ,wewillfirstfindavolumeofrevolution,namely,2

    V =volumeunderer (r= x2 +y2)Wefindthisvolumebythemethodofshells,whichleadstothesameintegralasinthelastproblem.

    2

    The shell or cylinder under er at radius r has circumference 2r, thickness dr; (see Figure 9).2ThereforedV =er 2rdr. Intherange0rR,

    R2 2 R

    =eR2 +er 2rdr=er0

    WhenR, eR2 0,0

    2

    er 2rdr= (sameasinthedartsproblem)V =0

    7

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    Lecture24 18.01Fall2006

    Lecture24:Numerical IntegrationNumerical Integration

    Weusenumerical integrationtofindthedefiniteintegralsofexpressionsthat look like: b(abigmess)

    aWe also resort to numerical integration when an integral has no elementary antiderivative. Forinstance,there isnoformulafor x 3

    cos(t2)dt or ex2dx0 0

    Numerical integrationyieldsnumbersratherthananalyticalexpressions.Welltalkaboutthreetechniquesfornumericalintegration: Riemannsums,thetrapezoidalrule,

    andSimpsonsrule.1.RiemannSum

    a b

    Figure1: Riemannsumwith leftendpoints: (y0+y1+. . .+yn1)xHere,

    xi xi1 = x(or,xi =xi1 + x)

    a=x0 < x1 < x2

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    Lecture24 18.01Fall2006

    2. TrapezoidalRuleThe

    trapezoidal

    rule

    divides

    up

    the

    area

    under

    the

    function

    into

    trapezoids,

    rather

    than

    rectangles.

    Theareaofatrapezoidistheheighttimestheaverageoftheparallelbases:

    base1 + base2 y3 +y4Area=height = x (SeeFigure 2)

    2 2

    y3

    y4

    x

    Figure2: Area= y3+y4 x2

    a b

    Figure3: Trapezoidalrule=sumofareasoftrapezoids.

    TotalTrapezoidalArea = x y0 +y1 +y1 +y2 +y2 +y3 +...+yn1 +yn2 2 2 2

    = xy

    20 +y1 +y2 +...+yn1 +y

    2n

    2

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    Lecture24 18.01Fall2006

    Note: The trapezoidal rule gives a more symmetric treatment of the two ends (a and b) than aRiemannsumdoestheaverageof leftandrightRiemannsums.

    3. SimpsonsRuleThis approach often yields much more accurate results than the trapezoidal rule does. Here, wematchquadratics(i.e. parabolas), insteadofstraightorslanted lines,tothegraph. Thisapproachrequiresanevennumberofintervals.

    x x x

    y0

    y1

    y2

    x x

    Figure4: Areaunderaparabola.

    y0 + 4y1 +y2Areaunderparabola=(base)(weightedaverageheight)=(2x)

    6Simpsonsrulefornintervals(nmustbeeven!)

    1Area=(2x) 6 [(y0 + 4y1 +y2) + (y2 + 4y3 +y4) + (y4 + 4y5 +y6) + + (yn2 + 4yn1 +yn)]Noticethefollowingpattern inthecoefficients:

    1 4 11 4 1

    1 4 11 4 2 4 2 4 1

    3

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    Lecture24 18.01Fall2006

    0 1 2 3 4

    1st chunk 2nd chunk

    Figure5: AreagivenbySimpsonsrulefor four intervalsSimpsonsrule:

    b xf(x)dx

    3(y0 + 4y1 + 2y2 + 4y3 + 2y4 +. . .+ 4yn3 + 2yn2 + 4yn1 +yn)

    aThepatternofcoefficientsinparenthesesis:

    1 4 1 = sum 61 4 2 4 1 = sum 12

    1 4 2 4 2 4 1 = sum 18Todoublecheckplug inf(x) = 1 (neven!).

    x x n n 3 (1 + 4 + 2 + 4 + 2 + + 2 + 4 + 1) = 3 1 + 1 + 4 2 + 2 2 1 =nx (neven)

    4

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    Lecture24 18.01Fall2006

    1 1Example1. Evaluate dx using two methods(trapezoidal and Simpsons) of numerical

    1 +x20integration.

    0 1x x

    Figure6: Areaunder(1+

    1x2) above [0,1].

    x y0 +y1BySimpsonsrule:

    2 2 2 2 5 2 2 2 2 5 4

    x 1/2 4 1(y0 + 4y1 +y2) = 1 + 4 + = 0.78333...3

    Exactanswer:3 5 2

    1 1 1 dx=tan1x =tan11tan10 =

    4 0 = 4 0.7851 +x2 0Roughlyspeaking,theerror,|SimpsonsExact|, hasorderofmagnitude(x)4.

    0

    x0 1

    1 452

    1Bythetrapezoidalrule:

    1/(1+x2)

    12

    + y2 = (1) + + = + + = 0.7751 1 1 1 4 1 1 1 1 4 1

    5

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    Exam3Review 18.01Fall2006

    Lecture25: Exam3ReviewIntegration

    1. Evaluatedefiniteintegrals. Substitution,firstfundamentaltheoremofcalculus(FTC1),(andhints?)

    2. FTC2: d x

    f(t)dt=f(t)dx a

    xIfF(x) = f(t)dt,findthegraphofF,estimateF,andchangevariables.

    a3. Riemannsums;trapezoidalandSimpsonsrules.4. Areas,volumes.5. Othercumulativesums: averagevalue,probability,work,etc.Therearetwotypesofvolumeproblems:

    1. solidsofrevolution2. other(dobyslices)

    Intheseproblems,therewillbesomethingyoucandrawin2D,tobeabletoseewhatsgoingoninthatoneplane.

    Insolidofrevolutionproblems,thesolidisformedbyrevolutionaroundthex-axisorthey-axis.You willhavetodecidehowtochopupthe solid: into shellsordisks. Putanother way, youmustdecide whether to integrate withdx ordy. After making that choice, the rest of the procedure issystematicallydetermined. Forexample,considerashaperotatedaround they-axis.

    Shells: heighty2y1,circumference2x,thicknessdx Disks(washers): areax2 (orx2

    2x2),thicknessdy; integratedy.1Work

    Work=Force DistanceWeneedtouseanintegraliftheforce isvariable.

    1

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    Exam3Review 18.01Fall2006

    Example1: Pendulum. SeeFigure 1Considerapendulumof lengthL,withmassmatangle. Theverticalforceofgravityismg (g=gravitational

    coefficient

    on

    Earths

    surface)

    L

    mass m

    mg

    Figure1: Pendulum.In Figure 2, we find the component of gravitational force acting along the pendulums path

    F =mgsin.

    mg

    Figure2: F=mgsin(forcetangenttopathofmotion).

    2

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    Exam3Review 18.01Fall2006

    Is it possible to build a perpetual motion machine? Lets think abouta simple pendulum, andhowmuchworkgravityperformsinpullingthependulumfrom0 tothebottomofthependulumsarc.

    NoticethatF varies. Thatswhywehavetouseanintegralforthisproblem.

    0 0

    W = (Force) (Distance)= (mgsin)(Ld)0 0

    W =Lmgcos0 =Lmg(cos01)=mg[L(1cos0)]0

    InFigure 3,weseethattheworkperformedbygravitymovingthependulumdownadistanceL(1cos) isthesameasifitwentstraightdown.

    L

    L(1-cos)

    Figure3: Effectofgravityonapendulum.Inotherwords,theamountofworkrequireddependsonlyonhowfardownthependulumgoes.

    Itdoesnt

    matter

    what

    path

    it

    takes

    to

    get

    there.

    So,

    theres

    no

    free

    (energy)

    lunch,

    no

    perpetual

    motionmachine.