Calculus I
WI1421LR
Delft University of Technology
1
, WI1421LR Calculus I
Table of Contents
Second-order differential equations……………………………………………………………………………………………………3
- Homogeneous equations……………………………………………………………………………………………………….3
- Nonhomogeneous equations…………………………………………………………………………………………………3
Series………………………………………………………………………...……………………………………………………………………….4
The integral test…………………….……………………………………………………….…………………………………………………..5
A p-series……………………………………………………………………………………………………………………………………………5
The comparison tests………………………………………………………………………………………………………………………….5
- The limit comparison test……………………………………………………………………………………………………….5
Alternating series………………………………………………………………………………………………………………………………..5
Absolute convergence………………………………………………………………………………………………………………………..6
The ratio test………………………………………………………………………………………………………………………………………6
Power series and radius of convergence………………………………………………………………………………………………6
Differentiation and integration of power series…………………………………………………………………………………..6
Taylor and Maclaurin series………………………………………………………………………………………………………………..7
The Binomial series……………………………………………………………………………………………………..………………………7
Series solutions………………………………………………………………………………………………………………………….……….8
Taylor series in limits…………………………………………………………………………………………………………………..………8
Arc lengths………………………………………………………………………………………………………………………………………….9
Partial derivatives……………………………………………………………………………………………………………….………………9
Tangent planes…………………………………………………………………………………………………………………….…………..10
Linear approximations…………………………………………………………………………………………………………….………..10
Limits………………………………………………………………………………………………………………………………………………..10
2
, WI1421LR Calculus I
Second-order differential equations
A second-order differential equation has the form
𝑃(𝑥)𝑦 ′′ (𝑥) + 𝑄(𝑥)𝑦 ′ (𝑥) + 𝑅(𝑥)𝑦(𝑥) = 𝐺(𝑥)
If 𝐺(𝑥) = 0 it is homogeneous, otherwise it is non-homogeneous.
Homogeneous equations
Second-order homogeneous equations have the form
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
We use the general solution
𝑦 = 𝑒 𝑟𝑥
This gives:
𝑦 ′ = 𝑟𝑒 𝑟𝑥 ; 𝑦 ′′ (𝑥)𝑟 2 𝑒 𝑟𝑥
We can find 𝑟 by substituting these into the formula:
𝑎𝑟 2 𝑒 𝑟𝑥 + 𝑏𝑟𝑒 𝑟𝑥 + 𝑐𝑒 𝑟𝑥 = 0 → 𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0
Solving this equation gives a value for 𝑟 (or two). The solutions are thus:
𝑦 = 𝑒 𝑟1 𝑥 ; 𝑦 = 𝑒 𝑟2 𝑥
However, multiples of these are also solutions, giving:
𝑦 = 𝑐1 𝑒 𝑟1 𝑥 ; 𝑦 = 𝑐2 𝑒 𝑟2 𝑥
This is the case for 𝑟1 ≠ 𝑟2 . We distinguish between 3 cases:
- 𝑟1 and 𝑟2 are real and 𝑟1 ≠ 𝑟2 → 𝑦(𝑥) = 𝑐1 𝑒 𝑟1 𝑥 + 𝑐2 𝑒 𝑟2 𝑥
- 𝑟1 and 𝑟2 are real and 𝑟1 = 𝑟2 → 𝑦(𝑥) = 𝑐1 𝑒 𝑟𝑥 + 𝑐2 𝑥𝑒 𝑟𝑥
- 𝑟1 and 𝑟2 are nonreal and 𝑟1,2 = 𝛼 ∓ 𝑖𝛽 → 𝑦(𝑥) = 𝑐1 𝑒 𝛼𝑥 cos(𝛽𝑥) + 𝑐2 𝑒 𝛼𝑥 sin(𝛽𝑥)
This gives a general solution: 𝑦(𝑥) = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑥𝑒 −2𝑥
The condition 𝑦(0) = 2 → 𝑐1 = 2
Then the condition 𝑦(1) = 0 → 𝑐2 = −𝑐1 = −2
Thus the (unique) solution of the boundary-value problem is 𝑦(𝑥) = 2𝑒 −2𝑥 − 2𝑥𝑒 −2𝑥
Nonhomogeneous equations
A nonhomogeneous differential equation has the form
𝑃(𝑥)𝑦 ′′ (𝑥) + 𝑄(𝑥)𝑦 ′ (𝑥) + 𝑅(𝑥)𝑦(𝑥) = 𝐺(𝑥)
The general solution can be written as
𝑦(𝑥) = 𝑦𝑝 (𝑥) + 𝑦𝑐 (𝑥)
- 𝑦𝑝 : particular solution
- 𝑦𝑐 : solution of the complementary problem:
𝑃(𝑥)𝑦 ′′ (𝑥) + 𝑄(𝑥)𝑦 ′ (𝑥) + 𝑅(𝑥)𝑦(𝑥) = 0
We use the method of undetermined coefficients to find the particular solution:
- 𝐺(𝑥) = polynomial, use 𝑦𝑝 (𝑥) = a polynomial of the same degree as 𝐺
- 𝐺(𝑥) = the form of 𝑐𝑒 𝑘𝑥 , use 𝑦𝑝 (𝑥) = 𝐴𝑒 𝑘𝑥
- 𝐺(𝑥) = 𝐶 cos(𝑘𝑥) or 𝐶 sin(𝑘𝑥), use 𝑦𝑝 (𝑥) = 𝐴 cos(𝑘𝑥) + 𝐵 sin(𝑘𝑥)
Example:
Find the general solution of the differential equation
This gives 𝐴 = 3 and 𝐵 = −1:
𝑦𝑝 (𝑥) = 3𝑥𝑒 𝑥 − 𝑒 2𝑥
Therefore the general solution is:
𝑦(𝑥) = 3𝑥𝑒 𝑥 − 𝑒 2𝑥 + 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 𝑥
Series
A sequence is an ordered list of numbers:
𝑎1 , 𝑎2 , 𝑎3 , … = {𝑎𝑛 }∞
𝑛=1
The series is then defined as:
∞
𝑎1 + 𝑎2 + 𝑎3 + … = ∑ 𝑎𝑛
𝑛=1
The partial sum is given by:
𝑛
𝑆𝑛 = ∑ 𝑎𝑘 = 𝑎1 + 𝑎2 + 𝑎3 +. . . +𝑎𝑛
𝑘=1
If:
- lim 𝑆𝑛 = 𝑆 exists as a real number and sequence {𝑆𝑛 }∞
𝑛=1 is convergent, then the series ∑ 𝑎𝑛
𝑛→∞
is convergent: ∑∞
𝑛=1 𝑎𝑛 = 𝑆
- Sequence {𝑆𝑛 }∞𝑛=1 is divergent the series is divergent
The geometric series ∑∞
𝑛=1 𝑎𝑟
𝑛−1
= 𝑎 + 𝑎𝑟 + 𝑎𝑟 2 +. ..:
∞ 𝑎
- For |𝑟| < 1 → ∑𝑛=1 𝑎𝑟 𝑛−1 = 1−𝑟
- For |𝑟| ≥ 1 the series is divergent
A telescopic series has the form:
∞
1
∑
𝑛(𝑛 + 1)
𝑛=1
The nth partial sum is then given by:
𝑛 𝑛
1 1 1 1 1 1 1 1 1 1 1
𝑆𝑛 = ∑ = ∑( − ) = − + − + − +⋯+ −
𝑘(𝑘 + 1) 𝑘 𝑘+1 1 2 2 3 3 4 𝑛 𝑛+1
𝑘=1 𝑘=1
This simplifies to:
1
𝑆𝑛 = 1 −
𝑛+1
This gives:
lim 𝑆𝑛 = 1
𝑛→∞
1
Thus the series is convergent and ∑∞
𝑛=1 𝑛(𝑛+1) = 1
4
Voordelen van het kopen van samenvattingen bij Stuvia op een rij:
Verzekerd van kwaliteit door reviews
Stuvia-klanten hebben meer dan 700.000 samenvattingen beoordeeld. Zo weet je zeker dat je de beste documenten koopt!
Snel en makkelijk kopen
Je betaalt supersnel en eenmalig met iDeal, creditcard of Stuvia-tegoed voor de samenvatting. Zonder lidmaatschap.
Focus op de essentie
Samenvattingen worden geschreven voor en door anderen. Daarom zijn de samenvattingen altijd betrouwbaar en actueel. Zo kom je snel tot de kern!
Veelgestelde vragen
Wat krijg ik als ik dit document koop?
Je krijgt een PDF, die direct beschikbaar is na je aankoop. Het gekochte document is altijd, overal en oneindig toegankelijk via je profiel.
Tevredenheidsgarantie: hoe werkt dat?
Onze tevredenheidsgarantie zorgt ervoor dat je altijd een studiedocument vindt dat goed bij je past. Je vult een formulier in en onze klantenservice regelt de rest.
Van wie koop ik deze samenvatting?
Stuvia is een marktplaats, je koop dit document dus niet van ons, maar van verkoper RikKroon. Stuvia faciliteert de betaling aan de verkoper.
Zit ik meteen vast aan een abonnement?
Nee, je koopt alleen deze samenvatting voor €3,49. Je zit daarna nergens aan vast.