Problems

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Solution:

1. First, not that the point must be ony the curve:
   

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   Since otherwise it's pretty clear we could make the area of the rectangle larger by moving the point onto the curve. Therefore \(A = x(f(x)-f(t))\). To maximise this we need \(xf'(x) + f(x)-f(t) = 0\), ie \(x_0f'(x_0) + f(x_0) = f(t)\)
2. Suppose \(\displaystyle \g(t) =\frac 1t \int_0^t \f(x) \d x\) then \begin{align*} && \g(t) &=\frac 1t \int_0^t \f(x) \d x\\ \Rightarrow && tg(t) &= \int_0^t \f(x) \d x \\ \Rightarrow && tg'(t) +g(t) &= f(t) \\ \Rightarrow && tg'(t) &= f(t) - g(t) \end{align*}
   

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   Clearly the blue area + green area is larger than the green area. So \(\displaystyle \int_0^t (f(x) - f(t))\d x > A_0(t)\). Notice that \(f(t) = \frac1{t} \int_0^t f(t) \d x \) so \(-t^2g'(t) = \int_0^t f(x) \d x > A_0(t)\)
3. Not that if \(f(x) = \dfrac{1}{1+x}\), the \(f'(x) = -\frac{1}{(1+x)^2}\) and so \begin{align*} && -\frac{x_0}{(1+x_0)^2} + \frac{1}{1+x_0} &= \frac{1}{1+t} \\ && \frac{1}{(1+x_0)^2} &= \frac{1}{1+t} \\ \Rightarrow && x_0 &= \sqrt{1+t} - 1 \\ && A_0(t) &= (\sqrt{1+t} - 1) \left ( \frac{1}{\sqrt{1+t}} - \frac{1}{t+1} \right) \\ &&&= 1 - \frac{1}{\sqrt{1+t}} - \frac{1}{\sqrt{1+t}} + \frac{1}{1+t} \\ &&&= \frac{2+t}{1+t} - \frac{2}{\sqrt{1+t}} \\ && g(t) &= \frac{1}{t} \int_0^t \frac{1}{1+x} \d x \\ &&&= \frac{\ln(1+t)}{t} \\ \Rightarrow && g'(t) &= \frac{\frac{t}{1+t} - \ln(1+t)}{t^2} \\ \Rightarrow && -t^2g(t) &= \ln(1+t) - \frac{t}{1+t} \\ \Rightarrow && \ln(1+t) - \frac{t}{1+t} &> \frac{2+t}{1+t} - \frac{2}{\sqrt{1+t}} \\ \Rightarrow && \ln \sqrt{1+t} & > 1 - \frac{1}{\sqrt{1+t}} \end{align*}

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Solution: Let \(t = \tan \frac12 x\), then \begin{align*} \frac{\d t}{\d x} &= \tfrac12 \sec^2 \tfrac12 t \\ &= \tfrac12 (1 + \tan^2 \tfrac12 ) \\ &= \tfrac12 (1 + t^2) \\ \\ \sin x &= 2 \sin \tfrac12 x \cos \tfrac12 \\ &= \frac{2 \frac{\sin \tfrac12 x}{ \cos \tfrac12x}}{\frac{1}{\cos^2 \tfrac12 x}} \\ &= \frac{2 \tan \tfrac12 x}{\sec^2 \tfrac12 } \\ &= \frac{2t }{1+t^2} \end{align*} Now consider \begin{align*} t = \tan \tfrac12 x: && \int_0^{\frac12\pi} \frac 1{1+a \sin x}\, \d x &= \int_{t=0}^{t = 1} \frac{1}{1 + a \frac{2t}{1+t^2}} \frac{2}{1+t^2} \d t \\ &&&= \int_0^1 \frac{2}{1+2at+t^2} \d t \\ &&&= \int_0^1 \frac{2}{(t+a)^2 + 1-a^2} \d t \\ (1-a^2) > 0: &&&= \left [ \frac{2}{\sqrt{1-a^2}} \arctan \frac{t+a}{\sqrt{1-a^2}} \right]_0^1 \\ &&&= \frac{2}{\sqrt{1-a^2}} \left ( \arctan \frac{1+a}{\sqrt{1-a^2}} - \arctan \frac{a}{\sqrt{1-a^2}} \right) \\ &&&= \frac{2}{\sqrt{1-a^2}} \arctan \left ( \frac{\frac{1+a}{\sqrt{1-a^2}}-\frac{a}{\sqrt{1-a^2}}}{1+\frac{1+a}{\sqrt{1-a^2}}\frac{a}{\sqrt{1-a^2}}} \right) \\ &&&= \frac{2}{\sqrt{1-a^2}} \arctan \left ( \frac{\frac{1}{\sqrt{1-a^2}}}{\frac{1+a}{1-a^2}} \right) \\ &&&= \frac{2}{\sqrt{1-a^2}} \arctan \left ( \frac{\sqrt{1-a}}{\sqrt{1+a}} \right) \end{align*} as required. Let \[ I_n = \int_0^{\frac12\pi} \frac{ \sin ^nx}{2+\sin x} \, \d x \qquad \quad (n\ge0). \] and consider \begin{align*} I_{n+1} + 2I_n &= \int_0^{\frac12\pi} \frac{ \sin ^{n+1}x+2\sin^{n} x}{2+\sin x} \, \d x \\ &= \int_0^{\frac12\pi} \frac{ \sin^n x (2 + \sin x)}{2+\sin x} \, \d x \\ &= \int_0^{\frac12\pi} \sin^n x \d x \end{align*} Therefore we can compute \begin{align*} I_0 &= \int_0^{\pi/2} \frac{1}{2 + \sin x} \d x \\ &= \frac12 \int_0^{\pi/2} \frac{1}{1 + \frac12 \sin x} \d x \\ &= \frac{1}{\sqrt{3/4}} \arctan \frac{\sqrt{1/2}}{\sqrt{3/2}} \\ &= \frac{2}{\sqrt{3}} \arctan \frac{1}{\sqrt{3}} \\ &= \frac{\pi}{3\sqrt{3}} \\ \\ I_1 &= \int_0^{\pi/2} 1 \d x - 2 I_0 \\ &= \frac{\pi}{2} - \frac{2\pi}{3\sqrt{3}} \\ I_2 &= \int_0^{\pi/2} \sin x \d x - 2I_1 \\ &= 1 - \pi + \frac{4\pi}{3\sqrt{3}} \\ I_3 &= \int_0^{\pi/2} \sin^2 x \d x - 2I_2 \\ &= \frac12 \int_0^{\pi/2} \sin^2 + \cos^2 x \d x - 2I_2 \\ &= \frac{\pi}{4} - 2 + 2\pi - \frac{8\pi}{3\sqrt{3}} \\ &= -2 + \frac{9\pi}{4} - \frac{8\pi}{3\sqrt{3}} \end{align*}

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Solution:

1. \(\,\)
   

   + - ↺
   The area under the blue curve is \(1-\cos b\). The area under the green line is \(\frac12 b \sin b\) The area under the red line is \(\frac12 b^2\) Therefore \(\frac12 b \sin b < 1- \cos b < \frac12 b^2 \Rightarrow 1- \frac12 b^2 < \cos b < 1 - \frac12 b \sin b\)
2. \(\,\)
   

   + - ↺
   \begin{align*} &&\text{Area under blue curve}: &= \int_0^1 a^x \d x\\ &&&= \left [ \frac{1}{\ln a}e^{x \ln a} \right]_0^1 \\ &&&= \frac{a-1}{\ln a} \\ \\ &&\text{Area under green line}: &=\frac12 \cdot 1 \cdot (a + 1)\\ &&&= \frac{a+1}{2} \\ \\ &&\text{Area under tangent}: &=\frac12 \cdot 1 \cdot (1+\ln a + 1)\\ &&&= \frac{\ln a+2}{2} \\ \\ \Rightarrow && \frac{a+1}{2} & > \frac{a-1}{\ln a} \\ \Rightarrow && \ln a& > \frac{2(a-1)}{a+1} \\ \\ \Rightarrow && \frac{a-1}{\ln a} &> \frac{\ln a +2}{2} \\ \Rightarrow && 2(a-1) -2\ln a - (\ln a)^2 &> 0 \\ \Rightarrow && \ln a & < -1 + \sqrt{2a-1} \end{align*}

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Solution: \begin{align*} &&\int_0^{\frac14\pi} \sin (2x) \ln(\cos x)\, \d x &= \int_0^{\frac14 \pi} 2 \sin x \cos x \ln (\cos x) \d x \\ u = \cos \theta :&&&= \int_{u=1}^{u=\frac1{\sqrt2}} -2u \ln u \d u \\ &&&= \int_{\frac1{\sqrt{2}}}^1 2u \ln u \d u \\ &&&= \left [u^2 \ln u \right]_{\frac1{\sqrt{2}}}^1-\int_{\frac1{\sqrt{2}}}^1 u \d u \\ &&&= -\frac12 \ln \frac{1}{\sqrt{2}} - \l\frac12 - \frac14 \r \\ &&&= \frac14 (\ln 2 - 1) \end{align*} \begin{align*} && \int_0^{\frac14\pi} \cos (2x) \ln(\cos x)\, \d x &= \left [ \frac12 \sin 2x \ln (\cos x) \right]_0^{\frac14\pi}- \int_0^{\frac14\pi} \frac12 \sin 2x \frac{-\sin x}{\cos x} \d x \\ &&&=\frac12 \ln \frac{1}{\sqrt{2}}+\int_0^{\frac14\pi} \sin^2 x \d x \\ &&&= -\frac14 \ln 2 + \int_0^{\frac14\pi} \frac{1-\cos 2x }{2} \d x \\ &&&= -\frac14 \ln 2 +\frac{\pi}{8} -\frac{1}{4} \\ &&&= \frac18 (\pi - 2\ln 2 - 2) \\ &&&= \frac18 (\pi - \ln 4 - 2) \\ \end{align*} Notice that \(\cos x + \sin x = \sqrt{2} \cos (x -\frac{\pi}{4})\), so: \begin{align*} &&\int_{\frac14\pi}^{\frac12\pi} \big ( \cos(2x) + \sin (2x)\big) \ln \big( \cos x + \sin x\big)\d x &= \int_{\frac14\pi}^{\frac12\pi} \big ( \cos(2x) + \sin (2x)\big) \ln (\sqrt{2} \cos ( x - \frac{\pi}{4}) ) \d x \\ &&&= \int_{u=0}^{u=\frac{\pi}{4}} \l \cos(2u+\frac{\pi}{2})+\sin(2u+\frac{\pi}{2}) \r \cdot \l \frac12 \ln 2 +\ln (\cos u) \r \d x \\ &&&= \int_{0}^{\frac{\pi}{4}} \l -\sin 2u+\cos 2u \r \cdot \l \frac12 \ln 2 +\ln (\cos u) \r \d x \\ &&&= \frac14 \ln 2\left [ \cos 2u + \sin 2u \ \right]_{0}^{\frac{\pi}{4}} - \frac14(\ln2 - 1) + \frac18\pi - \frac14(\ln 2 +1) \\ &&&= \frac{\pi}{8}-\frac12 \ln 2 \end{align*}

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Solution: The probability it becomes faulty in each year is: \begin{align*} \mathbb{P}(\text{faulty in Y}1) &= \int_0^1 \frac{2t}{(1+t^2)^2} \, dt \\ &= \left [ -\frac{1}{(1+t^2)} \right]_0^1 \\ &= 1 - \frac{1}{2} = \frac{1}{2} \\ \mathbb{P}(\text{faulty in Y}2) &= \frac{1}{2} - \frac{1}{5} = \frac{3}{10} \\ \mathbb{P}(\text{faulty in Y}3) &= \frac{1}{5} - \frac{1}{10} = \frac{1}{10} \end{align*} The probability of failing for the first time after exactly \(3\) years is: \begin{align*} \mathbb{P}(\text{faulty in Y1, }PPF) &+ \mathbb{P}(\text{faulty in Y2, }PF) + + \mathbb{P}(\text{faulty in Y3, }F) \\ &= \frac12 (1-p)^2p + \frac3{10}(1-p)p + \frac1{10}p \\ &= \frac{p}{10} \l 5(1-p)^2 + 3(1-p) + 1 \r \\ &= \frac{p}{10} \l 5 - 10p + 5p^2 + 3 -3p +1 \r \\ &= \frac{p}{10} \l 9 - 13p + 5p^2 \r \end{align*} as required. The probability that a randomly chosen fire extinguisher that was destroyed exactly three years after its manufacture was faulty 18 months after its manufacture is: \begin{align*} \mathbb{P}(\text{faulty 18 months after} | \text{fails after 3 tries}) &= \frac{\mathbb{P}(\text{faulty 18 months after and fails after 3 tries})}{\mathbb{P}(\text{fails after exactly 3 tries})} \end{align*} We can compute \(\mathbb{P}(\text{faulty 18 months after and fails after 3 tries})\) by looking at \(2\) cases, fails between \(12\) months and \(18\) years, and between \(0\) years and \(1\) year. \begin{align*} \mathbb{P}(\text{faulty between 1y and 18m}) &= \int_{1}^{\frac32} \frac{2t}{(1+t^2)^2} \, dt \\ &= \left [ -\frac{1}{(1+t^2)} \right]_{1}^{\frac32} \\ &= \frac12 - \frac{4}{13} = \frac{5}{26} \\ \end{align*} So the probability is: \begin{align*} \mathbb{P} &= \frac{\frac{5}{26}(1-p)p + \frac12(1-p)^2p}{\frac{p}{10} \l 9 - 13p + 5p^2 \r} \\ &= \frac{\frac{25}{13}(1-p) + 5(1-p)^2}{9 - 13p + 5p^2} \\ &= \frac{5}{13} \frac{(1-p)\l 5 + 13(1-p) \r}{9 - 13p + 5p^2} \\ &= \frac{5}{13} \frac{(1-p)\l 18 - 13p \r}{9 - 13p + 5p^2} \\ \end{align*}

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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*}

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Solution:

1. \(\,\) \begin{align*} && \mathbb{E}(Z| a < Z < b) &= \mathbb{E}(Z\mathbb{1}_{(a,b)}) /\mathbb{E}(\mathbb{1}_{(a,b)}) \\ &&&= \int_a^b z \phi(z) \d z \Big / (\Phi(b) - \Phi(a)) \\ &&&= \frac{\int_a^b \frac{1}{\sqrt{2 \pi}}z e^{-\frac12 z^2} \d z}{\Phi(b) - \Phi(a)} \\ &&&= \frac{\frac1{\sqrt{2\pi}} \left [-e^{-\frac12 z^2} \right]_a^b}{\Phi(b) - \Phi(a)} \\ &&&= \frac{\frac1{\sqrt{2\pi}} \left (e^{-\frac12 a^2}-e^{-\frac12 b^2} \right)}{\Phi(b) - \Phi(a)} \\ \end{align*}
2. \(\,\) \begin{align*} && \mathbb{E}(X |X > 0) &= \mathbb{E}(\mu + \sigma Z | \mu + \sigma Z > 0) \\ &&&= \mathbb{E}(\mu + \sigma Z | Z > -\tfrac{\mu}{\sigma}) \\ &&&= \mathbb{E}(\mu| Z > -\tfrac{\mu}{\sigma})+ \sigma \mathbb{E}(Z | Z > -\tfrac{\mu}{\sigma})\\ &&&= \mu+ \sigma \mathbb{E}(Z | Z > -\tfrac{\mu}{\sigma})\\ \end{align*} Hence \begin{align*} &&\mathbb{E}(|X|) &= \mathbb{E}(X | X > 0)\mathbb{P}(X > 0) - \mathbb{E}(X | X < 0)\mathbb{P}(X < 0) \\ &&&=\left ( \mu+ \sigma \mathbb{E}(Z | Z > -\mu /\sigma)\right)(1-\Phi(-\mu/\sigma)) - \left ( \mu+ \sigma \mathbb{E}(Z | Z < -\mu /\sigma)\right)\Phi(-\mu/\sigma) \\ &&&= \mu(1 - 2\Phi(-\mu/\sigma)) + \sigma \frac{e^{-\frac12\mu^2/\sigma^2}}{\sqrt{2\pi}(1-\Phi(-\mu/\sigma))}(1-\Phi(-\mu/\sigma)) + \sigma \frac{e^{-\frac12\mu^2/\sigma^2}}{\sqrt{2 \pi} \Phi(-\mu/\sigma)} \Phi(-\mu/\sigma) \\ &&&= \mu(1 - 2\Phi(-\mu/\sigma)) + \sigma \sqrt{\frac{2}{\pi}} \exp(-\tfrac12 \mu^2/\sigma^2) \end{align*} Finally, \begin{align*} && \textrm{Var}(|X|) &= \mathbb{E}(|X|^2) - [\mathbb{E}(|X|)]^2 \\ &&&= \mu^2 + \sigma^2 - m^2 \end{align*}

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Solution: \begin{align*} \int_0^1 \frac{x \e^x}{1+x} \, \d x &= \int_0^1 \frac{(x+1-1) \e^x}{1+x} \, \d x \\ &= \int_0^1 \left ( e^x -\frac{\e^x}{1+x} \right )\, \d x \\ &= \e-1-E \end{align*} \begin{align*} \int_0^1 \frac{x^2 \e^x}{1+x} \, \d x &= \int_0^1 \frac{(x^2+x-x) \e^x}{1+x} \, \d x \\ &= \int_0^1 \left ( xe^x -\frac{x\e^x}{1+x} \right )\, \d x \\ &= \left [xe^{x} \right]_0^1 - \int_0^1 e^x \, \d x -(\e-1-E) \\ &= \e-(\e-1)-(\e -1 -E) \\ &= 2-\e + E \end{align*}

1. Since \(\displaystyle u = \frac{1-x}{1+x},\frac{\d u}{\d x} = \frac{-(1+x)-(1-x)}{(1+x)^2}\), \begin{align*} && \int_0^1 \frac{\e^{\frac{1-x}{1+x}}}{1+x}\, \d x &= \int_{u=1}^{u=0} \frac{e^u}{1+x} \cdot \frac{(1+x)^2}{-2} \d u \\ &&&= \int_0^1 \frac{(1+x) e^u}{2} \d u \\ &&&= \int_0^1 \frac{\left ( 1 + \frac{1-u}{1+u} \right) e^u}{2}\, \d u \\ &&&= \frac12 \int_0^1 \left (e^u + \frac{e^{u}}{1+u} - \frac{ue^u}{1+u} \right) \, \d u \\ &&&= \frac12 \left( \e-1 + E - (\e - 1 - E) \right) \\ &&&= E \end{align*}
2. Since \(\displaystyle u = x^2-1, \d u = 2x \d x\)\begin{align*} \int_1^{\sqrt2} \frac {\e^{x^2}}x \, \d x &= \int_{u=0}^{u=1} \frac{e^{u+1}}{x} \frac{1}{2x} \d u \\ &= \int_0^1 \frac{e^{u+1}}{2(u+1)} \d u \\ &= \frac{\e}{2} E \\ &= \frac{E\e}{2} \end{align*}

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Solution:

Note that the line \(y = x\) is the tangent \((0,0)\) and \(y = \sin x \) is always below it. For any other line through the origin with gradient \(0 < k < 1\) it must start below \(y = \sin x\), but finish above it at \(x = \pi\). It also can only cross once due the the convexity of \(\sin\) in this interval. \begin{align*} && I &= \int_0^\pi | \sin x -kx | \d x \\ &&&= \int_0^\alpha (\sin x -k x) \d x + \int_{\alpha}^\pi (kx - \sin x) \d x \\ &&&= \left [ -\cos x - \frac{kx^2}{2} \right]_0^{\alpha} + \left [ \cos x +\frac{kx^2}{2} \right]_{\alpha}^\pi \\ &&&= -\cos \alpha - \frac{k \alpha^2}{2} +1+(-1)+\frac{k\pi^2}{2} - \cos \alpha - \frac{k\alpha^2}{2} \\ &&&= -2\cos \alpha - k\left (\alpha^2 - \frac{\pi^2}{2} \right) \\ &&&= -2\cos \alpha - \frac{\sin \alpha}{\alpha}\left (\alpha^2 - \frac{\pi^2}{2} \right) \\ &&&= \frac{\pi^2 \sin \alpha}{\alpha} - \alpha \sin \alpha - 2\cos \alpha \end{align*} \begin{align*} && \frac{\d I}{\d \alpha} &= \frac{\pi^2(\alpha \cos \alpha - \sin \alpha)}{2\alpha^2} + 2 \sin \alpha - \sin \alpha - \alpha \cos \alpha \\ &&&= \frac{-2\alpha^3 \cos \alpha + 2\alpha \sin\alpha + \pi^2 \alpha \cos \alpha - \pi^2 \sin \alpha}{2\alpha^2} \\ \\ &&&= \left ( \alpha \cos \alpha - \sin \alpha\right) \left ( \frac{\pi^2}{2\alpha^2}-1 \right)\ \end{align*} Therefore \(I' = 0\) if \(\tan \alpha = \alpha\) or \(\alpha = \frac{\pi}{\sqrt{2}}\). Since \(\tan \alpha = \alpha\) only at \(\alpha = 0\) (between \(0 \leq \alpha < \pi\) (by considering the tangent), we must have a unique turning point when \(\alpha = \frac{\pi}{\sqrt{2}}\). Note that \(I(\frac{\pi}{\sqrt{2}}) = \frac{\pi^2 \sqrt{2} \sin \alpha}{2\pi} - \frac{\pi}{\sqrt{2}} \sin \alpha - 2\cos \frac{\pi}{\sqrt{2}}=- 2\cos \frac{\pi}{\sqrt{2}}\). Notice that \(I(0) = \frac{\pi^2}2 - 2 > 2\) and \(I(\pi) = 2\), but \(-2\cos \frac{\pi}{\sqrt{2}} < 2\) so we must be a at a minimum

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Solution:

1. \begin{align*} \frac{\d h}{\d t} &= \underbrace{c}_{\text{flow in}} - \underbrace{kh}_{\text{flow out}} \end{align*}. We also know that when \(h = \alpha^2 H\), \(\frac{\d h}{\d t} = 0\), ie \(c - k \alpha^2 H = 0\) therefore: \[ \frac{\d h}{\d t} = k(\alpha^2 H - h) \] \begin{align*} && \frac{\d h}{\d t} &= k(\alpha^2 H - h) \\ && \int \frac{1}{\alpha^2 H - h} \d h &= \int k \d t \\ && - \ln |\alpha^2H -h| &= kt + C \\ t = 0, h = H: && -\ln |(1-\alpha^2 )H| &= C \\ \Rightarrow && kt &= \ln \left | \frac{(\alpha^2-1)H}{h-\alpha^2 H }\right | \\ && kT &= \ln \frac{(\alpha^2-1)H}{\alpha H - \alpha^2 H} \\ &&&= \ln \frac{1+\alpha}{\alpha} \\ &&&= \ln \left (1 + \frac1{\alpha} \right) \\ &&&\approx \frac1{\alpha} - \frac12 \frac1{\alpha^2}\\ &&&\approx \alpha^{-1} \end{align*}
2. \begin{align*} && \frac{\d h}{\d t} &=c(\alpha \sqrt{H} - \sqrt{h}) \\ \Leftrightarrow && c \int_0^{T'} \d t&= \int_{H}^{\alpha H} \frac{1}{\alpha \sqrt{H}-\sqrt{h}} \d h \\ u = \sqrt{h/H}: && cT' &= \int_1^{\sqrt{\alpha}} \frac{1}{\alpha \sqrt{H} - \sqrt{H}u} 2\sqrt{H}u \d u \\ &&&= 2\sqrt{H}\int_1^{\sqrt{\alpha}} \frac{u}{\alpha - u} \d u \\ &&&= 2\sqrt{H}\int_1^{\sqrt{\alpha}} \frac{u - \alpha + \alpha}{\alpha - u} \d u \\ &&&= 2\sqrt{H}\left [-u - \alpha \ln |\alpha - u| \right]_1^{\sqrt{\alpha}} \\ &&&= 2\sqrt{H}\left ( -\sqrt{\alpha} + 1- \alpha \ln (\alpha - \sqrt{\alpha}) + \alpha \ln |\alpha - 1| \right) \\ &&&= 2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \ln \left ( \frac{\alpha-1}{\alpha - \sqrt{\alpha}} \right)\right)\\ &&&= 2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \ln \left ( \frac{\sqrt{\alpha}^2-1}{\sqrt{\alpha}(\sqrt{\alpha}-1)} \right)\right)\\ &&&= 2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \ln \left ( \frac{\sqrt{\alpha}+1}{\sqrt{\alpha}} \right)\right)\\ &&&= \boxed{2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \ln \left ( 1+\frac{1}{\sqrt{\alpha}} \right)\right)}\\ &&&\approx2\sqrt{H}\left (1-\sqrt{\alpha} + \alpha \left ( \frac{1}{\sqrt{\alpha}}-\frac12 \frac{1}{\alpha} \right)\right) \\ &&&=2\sqrt{H} \left ( 1 - \frac12 \right) \\ &&&= \sqrt{H} \end{align*} as required.

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Solution: First notice that \begin{align*} && 1 &= \int_{-a}^2 f(x) \d x \\ &&&= 2ka + k\pi \\ \Rightarrow && k &= (\pi + 2a)^{-1} \end{align*}

1. \(\,\) \begin{align*} && \E[X] &= \int_{-a}^2 x f(x) \d x\\ &&&= \int_{-a}^0 2kx \d x + k\int_0^{2} x\sqrt{4-x^2} \d x\\ &&&= \left [kx^2 \right]_{-a}^0 +k \left [-\frac13(4-x^2)^{\frac32} \right]_0^2 \\ &&&= -ka^2 + \frac83k \\ &&&= \frac{\frac83-a^2}{\pi + 2a} \end{align*}
2. Consider \(\mathbb{P}(X < 0)\) then \(d < 0 \Leftrightarrow \mathbb{P}(X < 0) > \frac{9}{10}\) \begin{align*} && \frac{9}{10} &< \mathbb{P}(X < 0) \\ &&&= \int_{-a}^0 2k \d x \\ &&&= \frac{2a}{\pi+2a} \\ \Leftrightarrow && 9\pi &< 2a \\ \\ && \frac{9}{10} &= \int_{-a}^d 2k \d x \\ &&&= \frac{2(d+a)}{\pi + 2a} \\ \Rightarrow && 9\pi &= 2a + 20d \\ \Rightarrow && d &= \frac{2a-9\pi}{20} \end{align*}
3. Suppose \(d=\sqrt 2\) then \begin{align*} && \frac1{10} &= \int_{\sqrt{2}}^2 f(x) \d x \\ &&&= \int_{\sqrt{2}}^2 k\sqrt{4-x^2} \d x \\ &&&= k\left [ 2 \sin^{-1} \tfrac12 x + \tfrac12 x \sqrt{4-x^2}\right]_{\sqrt{2}}^2 \\ &&&= k\left (\pi -\frac{\pi}{2} - 1 \right) \\ \Rightarrow && \pi + 2a &= 5\pi - 10 \\ \Rightarrow && a &= 2\pi-5 \end{align*}

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Solution: If \(f''(x) = kf(x)f'(x)\) then we can see \begin{align*} && I &= \int [\f'(x)]^2 \,[\f(x)]^n \d x \\ &&&= \int f'(x) \cdot f'(x) [f(x)]^n \d x \\ &&&= \left[ f'(x) \cdot \frac{[f(x)]^{n+1}}{n+1} \right] - \int f''(x) \frac{[f(x)]^{n+1}}{n+1} \d x \\ &&&= \frac{1}{n+1} \left (f'(x) [f(x)]^{n+1} - \int kf'(x) [f(x)]^{n+2} \d x \right) \\ &&&= \frac{1}{n+1} \left (f'(x) [f(x)]^{n+1} - k \frac{[f(x)]^{n+3}}{n+3} \right) +C\\ &&&= \frac{[f(x)]^{n+1}}{n+1} \left ( f'(x) - \frac{k[f(x)]^2}{n+3} \right) + C \end{align*}

1. If \(f(x) = \tan x, f'(x) = \sec^2 x, f''(x) = 2 \sec^2 x \tan x = 2 \cdot f(x) \cdot f'(x)\), so \(\tan\) satisfies the conditions for the theorem. \begin{align*} && I &= \int \sec^4 x \tan^n x \d x \\ &&&= \left [\sec^2x \cdot \frac{\tan^{n+1} x}{n+1} \right] - \int 2 \sec^2 x \tan x \cdot \frac{\tan^{n+1} x}{n+1} \d x \\ &&&= \left [\sec^2x \cdot \frac{\tan^{n+1} x}{n+1} \right] - 2 \cdot \frac{\tan^{n+3} x}{(n+1)(n+3)} \\ \end{align*} So \begin{align*} && I &= \int \frac{\sin^4 x}{\cos^8 x} \d x \\ &&&= \int \tan^4 x \sec^4 x \d x \\ &&&= \int [\sec^2 x]^2 [\tan x]^4 \d x \\ &&&= \frac{\tan^{5}x}{5} \left ( \sec^2 x - \frac{2 \tan^2 x}{7} \right) + C \end{align*}
2. \begin{align*} && I &= \int \sec^2x\, (\sec x + \tan x)^6\,\d x \\ &&&= \int (\sec x (\sec x + \tan x))^2 \cdot (\sec x + \tan x )^4 \d x \\ &&&= \frac{(\sec x + \tan x)^5}{5} \left ( \sec x (\sec x + \tan x) - \frac{(\sec x + \tan x)^2}{7} \right) + C \end{align*}

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Solution: \begin{align*} && \tan \theta &= y/x \\ \Rightarrow && \sec^2 \theta \frac{\d \theta}{\d t} &= \frac{x \frac{\d y}{\d t} - y \frac{\d x}{\d t}}{x^2} \\ \Rightarrow && \frac{\d \theta}{\d t} &=\left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} \right) \frac{\cos^2 \theta}{x^2} \\ &&&=\left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} \right) \frac{\cos^2 \theta}{r^2 \cos^2 \theta } \\ &&&=\left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} \right) \frac{1}{r^2 } \\ && \tfrac12 \int r^2 \, \d \theta &= \tfrac12 \int \left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} \right) \d t \end{align*} \(A = (x - a \cos t, y - a \sin t), B = (x + b \cos t , y + b \sin t)\) \begin{align*} && [A] &= \tfrac12 \int_0^{2\pi} \left ((x-a \cos t) \frac{\d (y-a \sin t)}{\d t} - (y-a \sin t) \frac{\d (x-a \cos t)}{\d t} \right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left ((x - a \cos t) \left ( \frac{\d y}{\d t} - a \cos t \right) - (y - a \sin t) \left ( \frac{\d x}{\d t} + a \sin t \right)\right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left ( x \frac{\d y}{\d t} - y \frac{\d x}{\d t} - a \cos t \frac{\d y}{\d t}-ax \cos t +a^2 \cos^2 t + a \sin t \frac{\d x}{\d t}-y a \sin t + a^2 \sin^2 t \right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left ( \underbrace{x \frac{\d y}{\d t} - y \frac{\d x}{\d t}}_{[P]}-a\left ((x + \frac{\d y}{\d x}) \cos t + (y - \frac{\d x}{\d t}) \sin t \right) + \underbrace{a^2}_{\pi a^2} \right) \d t \\ &&&= [P] + \pi a^2 - af \end{align*} \begin{align*} && [B] &= \tfrac12 \int_0^{2\pi} \left ((x+b \cos t) \frac{\d (y+b \sin t)}{\d t} - (y+b \sin t) \frac{\d (x+b \cos t)}{\d t} \right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left ((x+b \cos t) (\frac{\d y}{\d t} + b \cos t) - (y+b \sin t)(\frac{\d x}{\d t} - b \sin t) \right) \d t \\ &&&= \tfrac12 \int_0^{2\pi} \left (x \frac{\d y}{\d t} - y \frac{\d x}{\d t} + b^2 + b(\cos t (x + \frac{\d y}{\d t}) +(y - \frac{\d x}{\d t})\sin t\right) \d t \\ &&&= [P] + \pi b^2 + b f \end{align*} Since \(A\) and \(B\) trace out the same area, we must have \(\pi a^2 - af = \pi b^2 + bf \Rightarrow \pi (a^2-b^2) = f(b+a) \Rightarrow f = \pi (a-b)\). In particular the area inbetween is \([A] - [P] = \pi a^2 - a \pi (a-b)\)

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Solution: \begin{align*} && T &= \int_{\frac13}^{\frac12} \frac{{\rm artanh}\, t}t \,\d t \\ && &=\int_{\frac13}^{\frac12} \frac{1}{2t}\ln \left ( \frac{1+t}{1-t} \right) \,\d t \\ u = \tfrac{1+t}{1-t}, t= \tfrac{u-1}{u+1}, \d t = \tfrac{2}{(u+1)^2} \d t &&&= \int_{u=2}^{u=3} \frac{1}{2t} \ln u \frac{2}{(u+1)^2} \d u \\ &&&= \int_2^3 \frac{u+1}{u-1} \ln u \frac{1}{(u+1)^2} \d u \\ &&&= \int_2^3 \frac{1}{u^2-1} \ln u \d u \end{align*} \begin{align*} && U&= \int _{\ln 2 }^{\ln 3 } \frac{u}{2\sinh u}\, \d u \\ v = e^u, \d v = e^u \d u &&&= \int_{v=2}^{v=3} \frac{\ln v}{v - \frac{1}{v}} \frac{1}{v} \d v \\ &&&= \int_2^3 \frac{1}{v^2-1} \ln v \d v \end{align*} \begin{align*} &&V &= - \int_{\frac13}^{\frac12} \frac{\ln v}{1-v^2} \,\d v \\ u = \tfrac1v, \d u = -\tfrac1{v^2} \d v &&&= -\int_{u=3}^{u=2} \frac{-\ln u}{1 - \frac{1}{u^2}} \frac{-1}{u^2} \d u \\ &&&= -\int_3^2 \frac{\ln u}{u^2-1} \d u \\ &&&= \int_2^3 \frac{1}{u^2-1} \ln u \d u \end{align*} \begin{align*} &&X&= \int _{\frac12\ln2}^{\frac12\ln3} \ln ({\coth x})\, \d x \\ u = \coth x, \d u =(1-u^2) \d x &&&= \int_{u = 3}^{u=2} \ln u \frac{1}{1-u^2} \d u \\ &&&= \int_2^3 \frac{\ln u}{u^2-1} \d u \end{align*} Therefore all integrals are equal to the same integral, namely \(\displaystyle \int_2^3 \frac{\ln u}{u^2-1} \d u\)