16 problems found
You need not consider the convergence of the improper integrals in this question. For \(p, q > 0\), define $$b(p,q) = \int_0^1 x^{p-1}(1-x)^{q-1} \, dx$$
Solution:
Let \[ \displaystyle I_n= \int_{-\infty}^\infty \frac 1 {(x^2+2ax+b)^n} \, \d x \] where \(a\) and \(b\) are constants with \(b > a^2\), and \(n\) is a positive integer.
Solution:
For \(n\ge 0\), let \[ I_n = \int_0^1 x^n(1-x)^n\d x\,. \]
Solution:
Show that, for any function f (for which the integrals exist), \[ \int_0^\infty \f\big(x+\sqrt{1+x^2}\big) \,\d x = \frac12 \int_1^\infty \left(1+\frac 1 {t^2}\right) \f(t)\, \d t \,. \] Hence evaluate \[ \int_0^\infty \frac1 {2x^2 +1 + 2 x\sqrt{x^2+1} \ } \, \, \d x \,, \] and, using the substitution \(x=\tan\theta\), \[ \int_0^{\frac12\pi} \frac{1}{(1+\sin\theta)^3}\,\d \theta \,. \]
Solution: \begin{align*} && t &= x + \sqrt{1+x^2} \\ &&\frac1t &= \frac{1}{x+\sqrt{1+x^2}} \\ &&&= \frac{\sqrt{1+x^2}-x}{1+x^2-1} \\ &&&= \sqrt{1+x^2}-x \\ \Rightarrow && x &=\frac12 \left ( t - \frac1t\right) \\ \Rightarrow && \d x &=\frac12 \left (1 + \frac1{t^2} \right)\d t \\ \\ \Rightarrow && \int_0^\infty \f\big(x+\sqrt{1+x^2}\big) \,\d x &= \int_{t=1}^{t = \infty}f(t) \frac12\left (1 + \frac1{t^2} \right)\d t \\ &&&= \frac12 \int_1^\infty \left (1 + \frac1{t^2} \right)f(t) \d t \end{align*} \begin{align*} && I &= \int_0^\infty \frac1 {2x^2 +1 + 2 x\sqrt{x^2+1} \ } \d x \\ &&&= \int_0^\infty \frac1 {(x+\sqrt{x^2+1})^2} \d x \\ &&&= \frac12 \int_1^\infty \left (1 + \frac1{t^2} \right) \frac{1}{t^2} \d t \\ &&&= \frac12 \left [-\frac1t-\frac13\frac1{t^3} \right]_1^{\infty} \\ &&&= \frac12 \cdot \frac43 = \frac23 \end{align*} \begin{align*} && J &= \int_0^{\frac12 \pi} \frac{1}{(1+\sin \theta)^3} \d \theta \\ &&x &= \tan \theta\\ && \d x &= \sec^2 \theta = (1+x^2) \d \theta\\ && \tan\theta &= \frac{s}{\sqrt{1-s^2}}\\ \Rightarrow && \tan^2 \theta &= \frac{s^2}{1-s^2} \\ \Rightarrow && \sin \theta &= \frac{\tan\theta}{\sqrt{1+\tan^2\theta}} \\ && J &= \int_0^{\frac12 \pi} \frac{1}{(1+\sin \theta)^3} \d \theta \\ &&&= \int_0^{\frac12 \pi} \frac{1}{\left (1+ \frac{\tan\theta}{\sqrt{1+\tan^2\theta}} \right )^3} \d \theta \\ &&&= \int_{x=0}^{x=\infty} \frac{1}{\left(1 + \frac{x}{\sqrt{1+x^2}} \right)^3} \frac{1}{1+x^2} \d x \\ &&&= \int_0^{\infty} \frac{\sqrt{1+x^2}}{(\sqrt{1+x^2}+x)^3} \d x \\ &&J_a &= \int_0^{\infty} \frac{\sqrt{1+x^2}+x}{(\sqrt{1+x^2}+x)^3} \d x \\ &&&= \frac23 \\ &&J_b &= \int_0^{\infty} \frac{\sqrt{1+x^2}-x}{(\sqrt{1+x^2}+x)^3} \d x \\ &&&= \int_0^{\infty} \frac{1}{(\sqrt{1+x^2}+x)^4} \d x\\ &&&= \frac12\int_1^{\infty} \left (1 +\frac1{t^2} \right)\frac{1}{t^4} \d t \\ &&&= \frac12 \left [-\frac13 t^{-3}-\frac15t^{-5} \right]_1^{\infty} \\ &&&= \frac12 \cdot \frac8{15} = \frac4{15} \\ \Rightarrow && J &= \frac12(J_a+J_b) = \frac7{15} \end{align*}
By writing \(x=a\tan\theta\), show that, for \(a\ne0\), $\displaystyle \int \frac 1 {a^2+x^2}\, \d x =\frac 1 a \arctan \frac x a + \text{constant}\,$.
Solution: \begin{align*} && I &= \int \frac{1}{a^2+x^2} \d x\\ x = a \tan \theta, \d x =a \sec^2 \theta \d \theta &&&= \int \frac{1}{a^2+a^2\tan^2 x} a \sec^2 \theta \d \theta \\ &&&=\int \frac{\sec^2 \theta}{a \sec^2 \theta} \d \theta \\ &&&= \frac1a \theta + C \\ &&&= \frac1a \arctan \frac{x}{a} + C \end{align*}
Differentiate \(\sec {t}\) with respect to \(t\).
Solution: \[\frac{\d}{\d t} \left ( \sec t \right) = \frac{\sin t }{\cos^2 t} = \sec t \tan t \]
Use the substitution \(x = 2-\cos \theta \) to evaluate the integral $$ \int_{3/2}^2 \left(x - 1 \over 3 - x\right)^{\!\frac12}\! \d x. $$ Show that, for \(a < b\), $$ \int_p^q \left( x - a \over b - x\right)^{\!\frac12} \!\d x = \frac{(b-a)(\pi +3{\surd3} -6)}{12}, $$ where \(p= {(3a+b)/4}\) and \(q={(a+b)/2}\).
Consider a simple pendulum of length \(l\) and angular displacement \(\theta\), which is {\bf not} assumed to be small. Show that $$ {1\over 2}l \left({\d\theta\over \d t}\right)^2 = g(\cos\theta -\cos\gamma)\,, $$ where \(\gamma\) is the maximum value of \(\theta\). Show also that the period \(P\) is given by $$ P= 2 \sqrt{l\over g} \int_0^\gamma \left( \sin^2(\gamma/2)-\sin^2(\theta/2) \right)^{-{1\over 2}} \,\d\theta \,. $$ By using the substitution \(\sin(\theta/2)=\sin(\gamma/2) \sin\phi\), and then finding an approximate expression for the integrand using the binomial expansion, show that for small values of \(\gamma\) the period is approximately $$ 2\pi \sqrt{l\over g} \left(1+{\gamma^2\over 16}\right) \,. $$
If \[ \mathrm{I}_{n}=\int_{0}^{a}x^{n+\frac{1}{2}}(a-x)^{\frac{1}{2}}\,\mathrm{d}x, \] show that \(\mathrm{I}_{0}=\pi a^{2}/8.\) Show that \((2n+4)\mathrm{I}_{n}=(2n+1)a\mathrm{I}_{n-1}\) and hence evaluate \(\mathrm{I}_{n}\).
Solution: \begin{align*} && I_n &= \int_{0}^{a}x^{n+\frac{1}{2}}(a-x)^{\frac{1}{2}}\,\mathrm{d}x\\ && I_0 &= \int_0^a x^{\frac12}(a-x)^{\frac12} \d x \\ x = a \sin^2 \theta, \d x = 2a \sin \theta \cos \theta \d \theta &&&= \int_{\theta =0}^{\theta = \pi/2} \sqrt{a}\sin \theta\sqrt{a} \cos \theta 2a \sin \theta \cos \theta \d \theta \\ &&&= \frac{a^2}{2} \int_0^{\pi/2} \sin^2 2 \theta \d \theta \\ &&&= \frac{a^2}{4} \int_0^{\pi/2}(1- \underbrace{\cos 4\theta}_{\text{runs round the whole unit circle}}) \d \theta \\ &&&= \frac{\pi a^2}{8} \\ \\ && I_n &= \int_0^a x^{n+\frac12}(a-x)^{\frac12} \d x \\ &&&=\underbrace{\left [-\frac23x^{n+\frac12}(a-x)^\frac32 \right]_0^a}_{=0} + \frac23 \left(n+\frac12\right) \int_0^ax^{n-1+\frac12}(a-x)^\frac32 \d x \\ &&&= \frac23 \left(n+\frac12\right) \int_0^ax^{n-1+\frac12}(a-x)(a-x)^\frac12 \d x \\ &&&= \frac23 \left(n+\frac12\right)aI_{n-1}-\frac23 \left(n+\frac12\right)I_{n} \\ \Rightarrow && \left(n+\frac12+\frac32\right)I_{n} &= \left(n+\frac12\right)aI_{n-1}\\ \Rightarrow && (2n+4)I_n &= (2n+1)aI_{n-1} \\ \\ \Rightarrow && I_n &= \frac{2n+1}{2n+4}a I_{n-1} \\ &&&=\frac{2n+1}{2n+4}\frac{2n-1}{2n+2}a^2 I_{n-2} \\ &&&= \frac{(2n+1)!!}{(2n+4)!!} \pi a^{n+2} \end{align*}
By considering the area of the region defined in terms of Cartesian coordinates \((x,y)\) by \[ \{(x,y):\ x^{2}+y^{2}=1,\ 0\leqslant y,\ 0\leqslant x\leqslant c\}, \] show that \[ \int_{0}^{c}(1-x^{2})^{\frac{1}{2}}\,\mathrm{d}x=\tfrac{1}{2}[c(1-c^{2})^{\frac{1}{2}}+\sin^{-1}c], \] if \(0 < c\leqslant1.\) Show that the area of the region defined by \[ \left\{ (x,y):\ \frac{x^{2}}{a^{2}}+\frac{y^{2}}{b^{2}}=1,\ 0\leqslant y,\ 0\leqslant x\leqslant c\right\} , \] is \[ \frac{ab}{2}\left[\frac{c}{a}\left(1-\frac{c^{2}}{a^{2}}\right)^{\frac{1}{2}}+\sin^{-1}\left(\frac{c}{a}\right)\right], \] if \(0 < c\leqslant a\) and \(0 < b.\) Suppose that \(0 < b\leqslant a.\) Show that the area of intersection \(E\cap F\) of the two regions defined by \[ E=\left\{ (x,y):\ \frac{x^{2}}{a^{2}}+\frac{y^{2}}{b^{2}}\leqslant1\right\} \qquad\mbox{ and }\qquad F=\left\{ (x,y):\ \frac{x^{2}}{b^{2}}+\frac{y^{2}}{a^{2}}\leqslant1\right\} \] is \[ 4ab\sin^{-1}\left(\frac{b}{\sqrt{a^{2}+b^{2}}}\right). \]
Wondergoo is applied to all new cars. It protects them completely against rust for three years, but thereafter the probability density of the time of onset of rust is proportional to \(t^{2}/(1+t^{2})^{2}\) for a car of age \(3+t\) years \((t\geqslant0)\). Find the probability that a car becomes rusty before it is \(3+t\) years old. Every car is tested for rust annually on the anniversary of its manufacture. If a car is not rusty, it will certainly pass; if it is rusty, it will pass with probability \(\frac{1}{2}.\) Cars which do not pass are immediately taken off the road and destroyed. What is the probability that a randomly selected new car subsequently fails a test taken on the fifth anniversary of its manufacture? Find also the probability that a car which was destroyed immediately after its fifth anniversary test was rusty when it passed its fourth anniversary test.
Solution: Given the probability density after \(3\) years is proportional to \(\frac{t^2}{(1+t^2)^2}\) then we must have that: \begin{align*} && 1 &= A \int_0^{\infty} \frac{t^2}{(1+t^2)^2} \, \d t \\ &&&= A \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{\infty} + \frac{A}2 \int_0^{\infty} \frac{1}{1+t^2} \d t \\ &&&= \frac{A}{2} \frac{\pi}{2} \\ \Rightarrow && A &= \frac{4}{\pi} \end{align*} In order to fail a test on the fifth anniversary, there are two possibilities for when we went faulty. We could have gone faulty before \(4\) years, got lucky once and then failed the second test, or gone faulty in the next year and then failed the first test. \begin{align*} \P(\text{rusty before } 4 \text{ years}) &=\frac{4}{\pi} \int_0^1 \frac{t^2}{(1+t^2)^2} \d t \\ &= \frac{4}{\pi} \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{1} + \frac{2}{\pi} \int_0^{1} \frac{1}{1+t^2} \d t \\ &= -\frac{1}{\pi} + \frac{2}{\pi} \frac{\pi}{4} \\ &= \frac12 - \frac{1}{\pi} \\ &\approx 0.181690\cdots \\ \\ \P(\text{rusty before } 5 \text{ years}) &=\frac{4}{\pi} \int_0^1 \frac{t^2}{(1+t^2)^2} \d t \\ &= \frac{4}{\pi} \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{2} + \frac{2}{\pi} \int_0^{2} \frac{1}{1+t^2} \d t \\ &= -\frac{4}{5\pi} + \frac{2}{\pi} \tan^{-1} 2 \\ &\approx 0.450184\cdots \\ \end{align*} Therefore: \begin{align*} \P(\text{fails 5th anniversary}) &= \P(\text{rusty before } 4 \text{ years}) \P(\text{pass one, fail other}) + \\ & \quad \quad + \P(\text{rusty between 4 and 5 years}) \P(\text{fail}) \\ &= 0.181690\cdots \cdot \frac{1}{4} + \frac{1}{2} ( 0.450184\cdots- 0.181690\cdots) \\ &= \frac{1}{2} 0.450184\cdots - \frac{1}{4} 0.181690\cdots \\ &= 0.1796688\cdots \\ &= 18.0\%\,\, (3\text{ s.f.}) \end{align*} We also must have that: \begin{align*} \P(\text{rusty at 4 years}|\text{destroyed at 5}) &= \frac{\P(\text{rusty at 4 years and destroyed at 5})}{\P(\text{destroyed at 5})} \\ &= \frac{0.181690\cdots \cdot \frac{1}{4}}{\frac{1}{2} 0.450184\cdots - \frac{1}{4} 0.181690\cdots} \\ &= 0.252811\cdots \\ &= 25.3\%\,\,(3\text{ s.f.}) \end{align*}
The integral \(I\) is defined by \[ I=\int_{1}^{2}\frac{(2-2x+x^{2})^{k}}{x^{k+1}}\,\mathrm{d}x \] where \(k\) is a constant. Show that \[ I=\int_{0}^{1}\frac{(1+x^{2})^{k}}{(1+x)^{k+1}}\,\mathrm{d}x=\int_{0}^{\frac{1}{4}\pi}\frac{\mathrm{d}\theta}{\left[\sqrt{2}\cos\theta\cos\left(\frac{1}{4}\pi-\theta\right)\right]^{k+1}}=2\int_{0}^{\frac{1}{8}\pi}\frac{\mathrm{d}\theta}{\left[\sqrt{2}\cos\theta\cos\left(\frac{1}{4}\pi-\theta\right)\right]^{k+1}}. \] Hence show that \[ I=2\int_{0}^{\sqrt{2}-1}\frac{(1+x^{2})^{k}}{(1+x)^{k+1}}\,\mathrm{d}x \] Deduce that \[ \int_{1}^{\sqrt{2}}\left(\frac{2-2x^{2}+x^{4}}{x^{2}}\right)^{k}\frac{1}{x}\,\mathrm{d}x=\int_{1}^{\sqrt{2}}\left(\frac{2-2x+x^{2}}{x}\right)^{k}\frac{1}{x}\,\mathrm{d}x \]
Solution: \begin{align*} I &=\int_{1}^{2}\frac{(2-2x+x^{2})^{k}}{x^{k+1}}\,\mathrm{d}x \\ u = x-1 &, \quad \d u = \d x \\ &= \int_{u = 0}^{u=1} \frac{(u^2+1)^k}{(u+1)^{k+1}} \d u \\ &= \boxed{\int_0^1 \frac{(1+x^2)^k}{(1+x)^{k+1}} \d x} \\ x = \tan \theta &, \quad \d x = \sec^2 \theta \d \theta \\ &= \int_{\theta = 0}^{\theta = \pi/4} \frac{\sec^{2k+2} \theta }{(1 + \tan \theta)^{k+1}} \d \theta \\ &= \int_0^{\pi/4} \frac{\d \theta}{\cos^{2k+2} \theta (\frac{\sin \theta + \cos \theta}{\cos \theta})^{k+1}} \\ &= \int_0^{\pi/4} \frac{\d \theta}{\cos^{k+1} \theta ({\sin \theta + \cos \theta})^{k+1}} \\ &= \int_0^{\pi/4} \frac{\d \theta}{\cos^{k+1} \theta (\sqrt{2} \cos (\frac{\pi}{4} - \theta))^{k+1}} \\ I &= \boxed{ \int_0^{\pi/4} \frac{\d \theta}{(\sqrt{2}\cos \theta \cos (\frac{\pi}{4} - \theta))^{k+1}}} \\ \end{align*} Since \(f(\theta) = \cos \theta \cos (\frac{\pi}{4} - \theta)\) is symmetric about \(\frac{\pi}{8}\) this integral is twice the integral to \(\frac{\pi}{8}\). \(\tan 2 \theta = \frac{2\tan \theta}{1 - \tan^2 \theta} \Rightarrow 1 = \frac{2 \tan \frac{\pi}{8}}{1 - \tan^2 \frac{\pi}{8}} \Rightarrow \tan \frac{\pi}{8} = \sqrt{2}-1\). Therefore, using the same substitution we must have: \[ I=2\int_{0}^{\sqrt{2}-1}\frac{(1+x^{2})^{k}}{(1+x)^{k+1}}\,\mathrm{d}x \] Let \(u = x^2\), then \(\d u = 2 x\d x\) \begin{align*} \int_{1}^{\sqrt{2}}\left(\frac{2-2x^{2}+x^{4}}{x^{2}}\right)^{k}\frac{1}{x}\,\mathrm{d}x &= \int_{u = 1}^{u = 2} \l \frac{2-2u+u^2}{u}\r^k \frac{1}{2u} \d u \\ &= \frac12 I \\ &= \int_{0}^{\sqrt{2}-1}\frac{(1+x^{2})^{k}}{(1+x)^{k+1}}\,\mathrm{d}x \\ u = 1+x & \quad \d u = \d x \\ &= \int_1^{\sqrt{2}} \frac{(1+(u-1)^2)^k}{u^{k+1}} \d u \\ &= \int_{1}^{\sqrt{2}}\left(\frac{2-2u+u^{2}}{u}\right)^{k}\frac{1}{u}\,\mathrm{d}x \\ &= \int_{1}^{\sqrt{2}}\left(\frac{2-2x+x^{2}}{x}\right)^{k}\frac{1}{x}\,\mathrm{d}x \end{align*}
Using the substitution \(x=\alpha\cos^{2}\theta+\beta\sin^{2}\theta,\) show that, if \(\alpha<\beta\), \[ \int_{\alpha}^{\beta}\frac{1}{\sqrt{(x-\alpha)(\beta-x)}}\,\mathrm{d}x=\pi. \] What is the value of the above integral if \(\alpha>\beta\)? Show also that, if \(0<\alpha<\beta\), \[ \int_{\alpha}^{\beta}\frac{1}{x\sqrt{(x-\alpha)(\beta-x)}}\,\mathrm{d}x=\frac{\pi}{\sqrt{\alpha\beta}}. \]
Solution: Using the suggested substitution, we can find. \begin{align*} && x &=\alpha\cos^{2}\theta+\beta\sin^{2}\theta \\ && x-\alpha &=\alpha(\cos^{2}\theta-1)+\beta\sin^{2}\theta \\ &&& = (\beta - \alpha) \sin^2 \theta \\ && \beta - x &= -\alpha\cos^{2}\theta+\beta(1-\sin^{2}\theta) \\ &&&= (\beta-\alpha)\cos^2 \theta \\ && x &=\alpha\cos^{2}\theta+\beta\sin^{2}\theta \\ \Rightarrow && \frac{dx}{d\theta} &= (\beta - \alpha) 2 \cos \theta \sin\theta \\ \\ &&\int_{\alpha}^{\beta}\frac{1}{\sqrt{(x-\alpha)(\beta-x)}}\,\mathrm{d}x &= \int_0^{\pi/2} \frac{1}{(\beta - \alpha)\sin\theta \cos \theta} (\beta - \alpha) 2 \cos \theta \sin \theta \, d \theta \\ &&&= \int_0^{\pi/2} \frac{1}{\bcancel{(\beta - \alpha)}\bcancel{\sin\theta \cos \theta}} \bcancel{(\beta - \alpha)} 2 \bcancel{\cos \theta \sin \theta} \, d \theta \\ &&&= \int_0^{\pi/2} 2 d \theta \\ && &= 2 \frac{\pi}{2} = \boxed{\pi} \end{align*} If \(\alpha > \beta\) we can rewrite the integral as: \begin{align*} \int_{\alpha}^{\beta}\frac{1}{\sqrt{(x-\alpha)(\beta-x)}}\,\mathrm{d}x &= \int_{\alpha}^{\beta}\frac{1}{\sqrt{(x-\beta)(\alpha-x)}}\,\mathrm{d}x \\ &= -\int_{\beta}^{\alpha}\frac{1}{\sqrt{(x-\beta)(\alpha-x)}}\,\mathrm{d}x \\ &= -\pi \end{align*} Where the last step we are directly using the first integral with the use of \(\alpha\) and \(\beta\) reversed. Finally, using the substitution \(xt = 1\), we fortunately lose the \(\frac1{x}\) term: \begin{align*} && x &= \frac{1}{t} \\ && \frac{dx}{dt} &= -\frac1{t^2} \\ \\ && \int_{\alpha}^{\beta}\frac{1}{x\sqrt{(x-\alpha)(\beta-x)}}\,\mathrm{d}x &= \int_{\alpha}^{\beta}\frac{t}{\sqrt{(\frac{1}{t}-\alpha)(\beta-\frac{1}{t})}} \frac{-1}{t^2}\,\mathrm{d}t \\ && &= \int_{\frac1{\alpha}}^{\frac1\beta}\frac{-1}{\sqrt{(1-t\alpha)(t\beta-1)}}\,\mathrm{d}t \\ && &= \int_{\frac1{\alpha}}^{\frac1\beta}\frac{-1}{\sqrt{\alpha\beta}\sqrt{(\frac1{\alpha}-t)(t-\frac1{\beta})}}\,\mathrm{d}t \\ && &= \frac1{\sqrt{\alpha\beta}}\int_{\frac1{\alpha}}^{\frac1\beta}\frac{-1}{\sqrt{(\frac1{\alpha}-t)(t-\frac1{\beta})}}\,\mathrm{d}t \\ &&&= \boxed{\frac{\pi}{\sqrt{\alpha\beta}}} \end{align*} Where again the last step we are using the intermediate integral, with the roles of \(\alpha\) and \(\beta\) replaced with \(\frac{1}{\beta}\) and \(\frac1{\alpha}\)