Integral Calculus 201-SN3-RE (201-NYB) • CEGEP, Montreal

Corrected practice final exam in integral calculus, 201-SN3-RE (201-NYB)

This is a practice final exam for 201-SN3-RE (formerly 201-NYB), Integral Calculus, calibrated to the real level of end-of-term finals at CEGEP. Integral Calculus is the longest course of the program, from antiderivatives to differential equations. The chapter-by-chapter series train you on one technique at a time; this exam puts you in front of a bare integral, without telling you whether you need a substitution, integration by parts, partial fractions or a comparison.

Twelve exercises in four parts of 25 marks cover the whole course. Part A is on integration techniques, the Fundamental Theorem of Calculus and indeterminate forms with L'Hôpital's rule. Part B is on improper integrals and their comparison tests, volumes of revolution about three axes, arc length, surface area, work and average value. Part C is on sequences, the convergence of numerical series, and a power series from which the sum of the alternating harmonic series is derived. Part D ends with Taylor polynomials and the Lagrange remainder bound, three differential equations, one of which has a solution that blows up in finite time, and a synthesis problem that computes π\pi with an integral, with Leibniz's series and with Simpson's rule.

Write it under real conditions: 3 hours, timed, calculator allowed, no formula sheet. In integral calculus, half the work is a diagnosis: recognizing the form before starting. So every solution explains why a given technique is required and why the others fail, and exercise 3 reminds you that a failure of L'Hôpital's rule never proves that a limit does not exist.

12 corrected exercises • 100 points • 180 minutes

This chapter is part of 201-SN3-RE, every chapter with its set and sheet

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Course recap

  • • Techniques: substitution, integration by parts ∫u dv=uv−∫v du\int u\,dv=uv-\int v\,du, partial fractions after long division, completing the square to reach arctan⁡\arctan, trigonometric powers (odd power: split one factor off; even power: use the power-reducing identities), trigonometric substitutions.
  • • Fundamental Theorem: ddx∫au(x)f(t) dt=f(u(x)) u′(x)\frac{d}{dx}\int_{a}^{u(x)}f(t)\,dt=f(u(x))\,u'(x); and ∫abf=F(b)−F(a)\int_{a}^{b}f=F(b)-F(a).
  • • Improper integrals: ∫1∞dxxp\int_{1}^{\infty}\frac{dx}{x^{p}} converges if p>1p>1; ∫01dxxp\int_{0}^{1}\frac{dx}{x^{p}} converges if p<1p<1. Direct comparison and limit comparison.
  • • Applications: disks π∫R2\pi\int R^{2}, washers π∫(R2−r2)\pi\int(R^{2}-r^{2}), shells 2π∫(radius)(height)2\pi\int(\text{radius})(\text{height}), arc length ∫1+(y′)2\int\sqrt{1+(y')^{2}}, average value 1b−a∫abf\frac{1}{b-a}\int_{a}^{b}f.
  • • Series: divergence test, p-series ∑1/np\sum 1/n^{p}, limit comparison, ratio test, root test, integral test, alternating series with ∣RN∣≤aN+1|R_{N}|\leq a_{N+1}.
  • • Taylor: f(x)=∑f(n)(a)n!(x−a)nf(x)=\sum\frac{f^{(n)}(a)}{n!}(x-a)^{n}; Lagrange remainder ∣Rn∣≤M(n+1)!∣x−a∣n+1|R_{n}|\leq\frac{M}{(n+1)!}|x-a|^{n+1}.
  • • Differential equations: separable dyg(y)=h(x) dx\frac{dy}{g(y)}=h(x)\,dx; linear y′+P(x)y=Q(x)y'+P(x)y=Q(x) with the integrating factor μ=e∫P\mu=e^{\int P}.

Part A: Antiderivatives, the definite integral and indeterminate forms (/25)

Exercise 1: Four integrals, four techniques

None of these four integrals announces its technique. Start with a one-line written diagnosis (“product of a polynomial and a logarithm, so integration by parts”, and so on), then compute. A forgotten constant of integration costs marks.

  • a) ∫x2ln⁡x dx\int x^{2}\ln x\,dx
  • b) ∫dxx2+4x+13\int\dfrac{dx}{x^{2}+4x+13}
  • c) ∫3x+5(x−1)(x2+4) dx\int\dfrac{3x+5}{(x-1)(x^{2}+4)}\,dx
  • d) ∫ex dx\int e^{\sqrt{x}}\,dx

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  • a) x33ln⁡x−x39+C\frac{x^{3}}{3}\ln x-\frac{x^{3}}{9}+C
  • b) 13arctan⁡x+23+C\frac{1}{3}\arctan\frac{x+2}{3}+C
  • c) 85ln⁡∣x−1∣−45ln⁡(x2+4)+710arctan⁡x2+K\frac{8}{5}\ln|x-1|-\frac{4}{5}\ln(x^{2}+4)+\frac{7}{10}\arctan\frac{x}{2}+K
  • d) 2(x−1)ex+C2\left(\sqrt{x}-1\right)e^{\sqrt{x}}+C
a)

Product of a polynomial and a logarithm: integration by parts, with u=ln⁡xu=\ln x (which we cannot integrate directly) and dv=x2dxdv=x^{2}dx. Then du=dxxdu=\frac{dx}{x} and v=x33v=\frac{x^{3}}{3}: ∫x2ln⁡x dx=x33ln⁡x−∫x33⋅dxx=x33ln⁡x−x39+C\int x^{2}\ln x\,dx=\frac{x^{3}}{3}\ln x-\int\frac{x^{3}}{3}\cdot\frac{dx}{x}=\frac{x^{3}}{3}\ln x-\frac{x^{3}}{9}+C.

b)

Irreducible quadratic denominator (discriminant 16−52<016-52<0): complete the square. x2+4x+13=(x+2)2+9x^{2}+4x+13=(x+2)^{2}+9. With u=x+2u=x+2: ∫duu2+9=13arctan⁡u3+C=13arctan⁡x+23+C\int\frac{du}{u^{2}+9}=\frac{1}{3}\arctan\frac{u}{3}+C=\frac{1}{3}\arctan\dfrac{x+2}{3}+C.

c)

A proper rational function with a linear factor and an irreducible quadratic factor: partial fractions. Write 3x+5(x−1)(x2+4)=Ax−1+Bx+Cx2+4\dfrac{3x+5}{(x-1)(x^{2}+4)}=\dfrac{A}{x-1}+\dfrac{Bx+C}{x^{2}+4}, hence A(x2+4)+(Bx+C)(x−1)=3x+5A(x^{2}+4)+(Bx+C)(x-1)=3x+5. At x=1x=1: 5A=85A=8, so A=85A=\frac{8}{5}. Coefficient of x2x^{2}: A+B=0A+B=0, so B=−85B=-\frac{8}{5}. Constant term: 4A−C=54A-C=5, so C=75C=\frac{7}{5}. (Check with the coefficient of xx: −B+C=85+75=3-B+C=\frac{8}{5}+\frac{7}{5}=3.) The integral is 85ln⁡∣x−1∣−45ln⁡(x2+4)+710arctan⁡x2+K\frac{8}{5}\ln|x-1|-\frac{4}{5}\ln(x^{2}+4)+\frac{7}{10}\arctan\frac{x}{2}+K, where the constant of integration is called KK because CC already names a coefficient.

d)

A square root inside an exponent: substitution first, then parts. With u=xu=\sqrt{x}, we have x=u2x=u^{2} and dx=2u dudx=2u\,du: ∫exdx=2∫u eudu\int e^{\sqrt{x}}dx=2\int u\,e^{u}du. Integration by parts (uu against eue^{u}) gives 2(u−1)eu+C2(u-1)e^{u}+C, so ∫exdx=2(x−1)ex+C\int e^{\sqrt{x}}dx=2\left(\sqrt{x}-1\right)e^{\sqrt{x}}+C.

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Exercise 2: The Fundamental Theorem, read both ways

The Fundamental Theorem of Calculus is used as much to evaluate an integral with an antiderivative as to differentiate a function defined by an integral. The four questions alternate between the two ways of reading it.

  • a) Compute ddx∫x2x3sin⁡(t2) dt\dfrac{d}{dx}\int_{x^{2}}^{x^{3}}\sin(t^{2})\,dt. Careful: both limits of integration depend on xx.
  • b) Compute ∫−22(x3cos⁡x+x2)dx\int_{-2}^{2}\left(x^{3}\cos x+x^{2}\right)dx by using symmetry (odd and even functions) before looking for an antiderivative.
  • c) Compute ∫0π/2sin⁡2x dx\int_{0}^{\pi/2}\sin^{2}x\,dx in two ways: with a power-reducing identity, then with a symmetry argument between sin⁡2\sin^{2} and cos⁡2\cos^{2}.
  • d) Let F(x)=∫1xt2−4t2+1 dtF(x)=\int_{1}^{x}\dfrac{t^{2}-4}{t^{2}+1}\,dt. Without computing FF, give the intervals on which it increases, its relative extrema and the value F(1)F(1).

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  • a) 3x2sin⁡(x6)−2xsin⁡(x4)3x^{2}\sin(x^{6})-2x\sin(x^{4})
  • b) Symmetry: 163\frac{16}{3}
  • c) π4\frac{\pi}{4} both ways
  • d) Maximum at −2-2, minimum at 22; F(1)=0F(1)=0
a)

Write ∫x2x3=∫0x3−∫0x2\int_{x^{2}}^{x^{3}}=\int_{0}^{x^{3}}-\int_{0}^{x^{2}}, then apply the Fundamental Theorem with the chain rule at each limit: ddx∫x2x3sin⁡(t2) dt=3x2sin⁡(x6)−2xsin⁡(x4)\frac{d}{dx}\int_{x^{2}}^{x^{3}}\sin(t^{2})\,dt=3x^{2}\sin\left(x^{6}\right)-2x\sin\left(x^{4}\right). The classic error is to forget the factor coming from the lower limit, or its minus sign.

b)

x3cos⁡xx^{3}\cos x is odd (odd times even) and the interval is symmetric, so its integral is zero. What remains is ∫−22x2dx=2∫02x2dx=2⋅83=163\int_{-2}^{2}x^{2}dx=2\int_{0}^{2}x^{2}dx=2\cdot\frac{8}{3}=\dfrac{16}{3}. Recognizing the symmetry saves a needless integration by parts.

c)

Power reduction: sin⁡2x=1−cos⁡2x2\sin^{2}x=\dfrac{1-\cos 2x}{2}, so ∫0π/2sin⁡2x dx=[x2−sin⁡2x4]0π/2=π4\int_{0}^{\pi/2}\sin^{2}x\,dx=\left[\dfrac{x}{2}-\dfrac{\sin 2x}{4}\right]_{0}^{\pi/2}=\dfrac{\pi}{4}. Symmetry: the substitution x↦π2−xx\mapsto\frac{\pi}{2}-x swaps sin⁡2\sin^{2} and cos⁡2\cos^{2}, so the two integrals are equal; and their sum is ∫0π/21 dx=π2\int_{0}^{\pi/2}1\,dx=\frac{\pi}{2}. Each one is therefore π4\dfrac{\pi}{4}.

d)

By the Fundamental Theorem, F′(x)=x2−4x2+1F'(x)=\dfrac{x^{2}-4}{x^{2}+1}. The denominator is always positive, so the sign is that of x2−4=(x−2)(x+2)x^{2}-4=(x-2)(x+2): FF increases on (−∞,−2)(-\infty,-2), decreases on (−2,2)(-2,2) and increases on (2,+∞)(2,+\infty). It therefore has a relative maximum at x=−2x=-2 and a relative minimum at x=2x=2. Finally F(1)=∫11=0F(1)=\int_{1}^{1}=0: an integral whose two limits coincide is zero, whatever the function.

Exercise 3: Indeterminate forms, growth rates and a limit that L'Hôpital cannot see

The first three limits are handled by L'Hôpital's rule or by the hierarchy of growth rates. The fourth is there to remind you that a failure of the rule never proves that the limit does not exist.

  • a) lim⁡x→0ex−1−xx2\lim_{x\to 0}\dfrac{e^{x}-1-x}{x^{2}}
  • b) lim⁡x→+∞(x+1x−2)3x\lim_{x\to+\infty}\left(\dfrac{x+1}{x-2}\right)^{3x}
  • c) lim⁡x→+∞(ln⁡x)4x\lim_{x\to+\infty}\dfrac{(\ln x)^{4}}{\sqrt{x}}: give the answer from the hierarchy of growth rates, then say how many times L'Hôpital's rule would have to be applied to obtain it.
  • d) lim⁡x→+∞2x+sin⁡xx+3\lim_{x\to+\infty}\dfrac{2x+\sin x}{x+3}: compute it, then show that L'Hôpital's rule does not allow you to conclude. What does this tell you about the scope of the rule?

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  • a) 12\frac{1}{2}
  • b) e9e^{9}
  • c) 00; four applications of L'Hôpital's rule
  • d) 22; L'Hôpital's rule is inconclusive
a)

Form 00\frac{0}{0}. A first application gives ex−12x\dfrac{e^{x}-1}{2x}, again 00\frac{0}{0}; a second gives ex2→12\dfrac{e^{x}}{2}\to\dfrac{1}{2}. (The Maclaurin expansion ex=1+x+x22+⋯e^{x}=1+x+\frac{x^{2}}{2}+\cdots gives the result in one line.)

b)

Form 1∞1^{\infty}: take the logarithm. ln⁡y=3xln⁡(x+1x−2)=3xln⁡(1+3x−2)\ln y=3x\ln\left(\dfrac{x+1}{x-2}\right)=3x\ln\left(1+\dfrac{3}{x-2}\right). Since ln⁡(1+u)∼u\ln(1+u)\sim u as u→0u\to 0, we get ln⁡y∼3x⋅3x−2→9\ln y\sim 3x\cdot\dfrac{3}{x-2}\to 9. So the limit is e9≈8103e^{9}\approx 8103.

c)

Hierarchy: any power of the logarithm is negligible compared with any positive power of xx, so the limit is 00. With L'Hôpital's rule, four successive applications would be needed: each one lowers the exponent of the logarithm by one, and after four rounds the numerator has no logarithm left at all. The hierarchy gives the result in one line, which is exactly the point of the exercise.

d)

Divide the numerator and the denominator by xx: 2+sin⁡xx1+3x\dfrac{2+\frac{\sin x}{x}}{1+\frac{3}{x}}. Since ∣sin⁡xx∣≤1x→0\left|\frac{\sin x}{x}\right|\leq\frac{1}{x}\to 0 (squeeze theorem), the limit is 21=2\dfrac{2}{1}=2. L'Hôpital's rule, on the other hand, turns the quotient into 2+cos⁡x1\dfrac{2+\cos x}{1}, which oscillates between 1 and 3 and has no limit. Conclusion: L'Hôpital's rule is a one-way implication. If the quotient of the derivatives has a limit, then so does the original quotient; but if the quotient of the derivatives has none, nothing can be concluded and you must change methods.

Part B: Improper integrals and applications (/25)

Exercise 4: Convergence, divergence and the two comparison tests

For each integral, first say where it is improper (infinite limit of integration, singularity inside the interval, or both), then determine whether it converges. When the integral converges, give its exact value; otherwise, prove that it diverges.

  • a) ∫1∞ln⁡xx2 dx\int_{1}^{\infty}\dfrac{\ln x}{x^{2}}\,dx
  • b) ∫01ln⁡x dx\int_{0}^{1}\ln x\,dx
  • c) ∫3∞dxx2−4\int_{3}^{\infty}\dfrac{dx}{x^{2}-4}
  • d) Without computing, determine whether ∫1∞dxx+ex\int_{1}^{\infty}\dfrac{dx}{x+e^{x}} and ∫1∞2+sin⁡xx dx\int_{1}^{\infty}\dfrac{2+\sin x}{x}\,dx converge or diverge. Name the test used each time.

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  • a) 11
  • b) −1-1
  • c) 14ln⁡5\frac{1}{4}\ln 5
  • d) Converges; diverges (direct comparison)
a)

Improper because of the infinite limit. Parts with u=ln⁡xu=\ln x, dv=x−2dxdv=x^{-2}dx: an antiderivative is −ln⁡x+1x-\dfrac{\ln x+1}{x}. As x→∞x\to\infty, it tends to 0 (the logarithm loses against xx); at x=1x=1 it equals −1-1. The integral converges and equals 0−(−1)=10-(-1)=1.

b)

Improper because of the singularity at 00, where ln⁡x→−∞\ln x\to-\infty. An antiderivative is xln⁡x−xx\ln x-x, and xln⁡x→0x\ln x\to 0 as x→0+x\to 0^{+} (growth rates). The integral converges and equals (1⋅0−1)−(0−0)=−1(1\cdot 0-1)-(0-0)=-1. An integral can perfectly well converge to a negative value while the function heads to −∞-\infty.

c)

Improper because of the infinite limit only: the pole x=2x=2 lies outside the interval. Partial fractions: 1x2−4=14(1x−2−1x+2)\dfrac{1}{x^{2}-4}=\dfrac{1}{4}\left(\dfrac{1}{x-2}-\dfrac{1}{x+2}\right), with antiderivative 14ln⁡∣x−2x+2∣\dfrac{1}{4}\ln\left|\dfrac{x-2}{x+2}\right|. As x→∞x\to\infty, the ratio tends to 1 and the logarithm to 0; at x=3x=3 the antiderivative equals 14ln⁡15\frac{1}{4}\ln\frac{1}{5}. The integral converges and equals 14ln⁡5≈0.402\dfrac{1}{4}\ln 5\approx 0.402. Note that each piece taken separately diverges: it is their difference that converges, so you must find the antiderivative before taking the limit.

d)

First: for x≥1x\geq 1, x+ex>exx+e^{x}>e^{x}, so 0<1x+ex<e−x0<\dfrac{1}{x+e^{x}}<e^{-x}. Since ∫1∞e−xdx=e−1\int_{1}^{\infty}e^{-x}dx=e^{-1} converges, the direct comparison test gives convergence. Second: 2+sin⁡x≥12+\sin x\geq 1 for all xx, so 2+sin⁡xx≥1x\dfrac{2+\sin x}{x}\geq\dfrac{1}{x}. Since ∫1∞dxx\int_{1}^{\infty}\dfrac{dx}{x} diverges, direct comparison gives divergence. The oscillation of the sine changes nothing: the numerator stays bounded away from zero.

Exercise 5: Volumes of revolution: three axes, one region

Let RR be the region in the first quadrant bounded by the curves y=xy=\sqrt{x} and y=x2y=x^{2}. They intersect at (0,0)(0,0) and (1,1)(1,1). For each rotation, choose the method that avoids rewriting the curves in terms of the other variable.

-0.250.250.50.7511.25-0.250.250.50.7511.25Ry = √xy = x²
  • a) Compute the area of the region RR.
  • b) Compute the volume generated by rotating RR about the xx-axis.
  • c) Compute the volume generated by rotating RR about the yy-axis. Compare with b) and explain the result by a symmetry of the region.
  • d) Compute the volume generated by rotating RR about the vertical line x=2x=2.

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  • a) 13\frac{1}{3}
  • b) 3π10\frac{3\pi}{10}
  • c) 3π10\frac{3\pi}{10} by symmetry
  • d) 31π30\frac{31\pi}{30}
a)

On [0,1][0,1], x≥x2\sqrt{x}\geq x^{2}. The area is ∫01(x−x2)dx=[23x3/2−x33]01=23−13=13\int_{0}^{1}\left(\sqrt{x}-x^{2}\right)dx=\left[\frac{2}{3}x^{3/2}-\frac{x^{3}}{3}\right]_{0}^{1}=\frac{2}{3}-\frac{1}{3}=\frac{1}{3}.

b)

Rotation about the xx-axis: washers, with outer radius x\sqrt{x} and inner radius x2x^{2}. Vx=π∫01(x−x4)dx=π(12−15)=3π10V_{x}=\pi\int_{0}^{1}\left(x-x^{4}\right)dx=\pi\left(\frac{1}{2}-\frac{1}{5}\right)=\frac{3\pi}{10}. The fatal error would be to write π∫(x−x2)2\pi\int(\sqrt{x}-x^{2})^{2}: what you need is the difference of the squares, never the square of the difference.

c)

About the yy-axis, cylindrical shells avoid rewriting the curves in terms of yy: radius xx, height x−x2\sqrt{x}-x^{2}. Vy=2π∫01x(x−x2)dx=2π∫01(x3/2−x3)dx=2π(25−14)=3π10V_{y}=2\pi\int_{0}^{1}x\left(\sqrt{x}-x^{2}\right)dx=2\pi\int_{0}^{1}\left(x^{3/2}-x^{3}\right)dx=2\pi\left(\frac{2}{5}-\frac{1}{4}\right)=\frac{3\pi}{10}. The two volumes are equal, and this is no coincidence: y=xy=\sqrt{x} and y=x2y=x^{2} are inverse functions of each other, so the region RR is symmetric with respect to the line y=xy=x. This reflection swaps the two axes, so it swaps the two solids of revolution, which therefore have the same volume.

d)

About x=2x=2, shells again, but the radius becomes the distance to the axis, namely 2−x2-x (positive on [0,1][0,1]): V=2π∫01(2−x)(x−x2)dx=2π[2(23−13)−(25−14)]=2π(23−320)=31π30≈3.246V=2\pi\int_{0}^{1}(2-x)\left(\sqrt{x}-x^{2}\right)dx=2\pi\left[2\left(\frac{2}{3}-\frac{1}{3}\right)-\left(\frac{2}{5}-\frac{1}{4}\right)\right]=2\pi\left(\frac{2}{3}-\frac{3}{20}\right)=\frac{31\pi}{30}\approx 3.246.

y = √xouter: √xinner: x²x-axis
b) About the xx-axis, the slice is a washer with outer radius x\sqrt{x} and inner radius x2x^{2}.
x = 2radius 2 − x
d) About x=2x=2, the vertical strip generates a cylindrical shell of radius 2−x2-x and height x−x2\sqrt{x}-x^{2}.

Exercise 6: Arc length, surface area, work and average value

Four applications of the integral, four formulas not to be confused. In each case, set up the integral before computing: the setup is what is graded, not only the result.

  • a) Compute the length of the arc of the curve y=23x3/2y=\frac{2}{3}x^{3/2} between x=0x=0 and x=3x=3.
  • b) The arc of the circle y=4−x2y=\sqrt{4-x^{2}}, for 0≤x≤10\leq x\leq 1, is rotated about the xx-axis. Compute the area of the surface generated, and comment on the form of the result.
  • c) A 20 m cable with a linear density of 5 kg/m hangs down the side of a building. Compute the work needed to haul all of it up to the top (take g=9.8g=9.8 m/s²).
  • d) Compute the average value of f(x)=1+xf(x)=\sqrt{1+x} on [0,3][0,3], and give the point of [0,3][0,3] where ff takes this average value.

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  • a) 143\frac{14}{3}
  • b) 4π4\pi
  • c) 98009800 J
  • d) 149\frac{14}{9} at c=11581c=\frac{115}{81}
a)

y′=x1/2y'=x^{1/2}, so 1+(y′)2=1+x1+(y')^{2}=1+x and L=∫031+x dx=[23(1+x)3/2]03=23(8−1)=143≈4.67L=\int_{0}^{3}\sqrt{1+x}\,dx=\left[\frac{2}{3}(1+x)^{3/2}\right]_{0}^{3}=\frac{2}{3}(8-1)=\frac{14}{3}\approx 4.67.

b)

y=4−x2y=\sqrt{4-x^{2}} gives y′=−x4−x2y'=\dfrac{-x}{\sqrt{4-x^{2}}}, so 1+(y′)2=44−x21+(y')^{2}=\dfrac{4}{4-x^{2}} and 1+(y′)2=24−x2\sqrt{1+(y')^{2}}=\dfrac{2}{\sqrt{4-x^{2}}}. The surface area formula gives S=2π∫01y1+(y′)2 dx=2π∫014−x2⋅24−x2 dx=4π∫01dx=4πS=2\pi\int_{0}^{1}y\sqrt{1+(y')^{2}}\,dx=2\pi\int_{0}^{1}\sqrt{4-x^{2}}\cdot\frac{2}{\sqrt{4-x^{2}}}\,dx=4\pi\int_{0}^{1}dx=4\pi. The radical disappears completely, and the area equals 2πrh2\pi r h with r=2r=2 and h=1h=1: this is Archimedes' theorem, the area of a spherical zone depends only on its height, not on its position on the sphere.

c)

One could let yy be the length already hauled up, with 20−y20-y metres still hanging, but it is simpler to add up the work slice by slice of cable. So let yy be the depth of a slice below the top instead: that slice must rise yy metres, and its mass is 5 dy5\,dy kilograms. Hence W=∫020(5 dy)(9.8)(y)=49∫020y dy=49⋅4002=9800 JW=\int_{0}^{20}(5\,dy)(9.8)(y)=49\int_{0}^{20}y\,dy=49\cdot\frac{400}{2}=9800\ \text{J}. In other words, it is as if the total mass of 100 kg rose 10 m, the depth of the centre of mass of the cable.

d)

fˉ=13−0∫031+x dx=13⋅143=149≈1.556\bar{f}=\dfrac{1}{3-0}\int_{0}^{3}\sqrt{1+x}\,dx=\dfrac{1}{3}\cdot\dfrac{14}{3}=\dfrac{14}{9}\approx 1.556. The Mean Value Theorem for integrals guarantees a c∈[0,3]c\in[0,3] with f(c)=149f(c)=\frac{14}{9}: solve 1+c=149\sqrt{1+c}=\frac{14}{9}, which gives c=19681−1=11581≈1.42c=\frac{196}{81}-1=\frac{115}{81}\approx 1.42.

123456123456dxdydsyy = f(x)length: ∫ dssurface area: ∫ 2π y dsvolume: ∫ π y² dx

Part C: Sequences and series (/25)

Exercise 7: Five limits of sequences

Each limit calls for a different tool: a Riemann sum read backwards, the conjugate, the exponential form, the squeeze theorem, or the fixed-point argument. Name the tool before computing.

  • a) un=1n∑k=1n11+knu_{n}=\dfrac{1}{n}\sum_{k=1}^{n}\dfrac{1}{1+\frac{k}{n}}
  • b) vn=n(n2+1−n)v_{n}=n\left(\sqrt{n^{2}+1}-n\right)
  • c) wn=(1+2n)3nw_{n}=\left(1+\dfrac{2}{n}\right)^{3n}
  • d) tn=n!nnt_{n}=\dfrac{n!}{n^{n}}
  • e) The sequence defined by x0=0x_{0}=0 and xn+1=2+xnx_{n+1}=\sqrt{2+x_{n}}: show that it converges and give its limit.

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  • a) ln⁡2\ln 2
  • b) 12\frac{1}{2}
  • c) e6e^{6}
  • d) 00 by the squeeze theorem
  • e) Increasing and bounded above: L=2L=2
a)

This is a Riemann sum of f(x)=11+xf(x)=\dfrac{1}{1+x} on [0,1][0,1], with a regular partition and right endpoints. So un→∫01dx1+x=ln⁡2≈0.693u_{n}\to\int_{0}^{1}\dfrac{dx}{1+x}=\ln 2\approx 0.693.

b)

Form ∞⋅0\infty\cdot 0. Multiply by the conjugate: vn=n(n2+1−n2)n2+1+n=nn2+1+nv_{n}=\dfrac{n\left(n^{2}+1-n^{2}\right)}{\sqrt{n^{2}+1}+n}=\dfrac{n}{\sqrt{n^{2}+1}+n}. Dividing by nn: 11+1/n2+1→12\dfrac{1}{\sqrt{1+1/n^{2}}+1}\to\dfrac{1}{2}.

c)

Form 1∞1^{\infty}: ln⁡wn=3nln⁡(1+2n)∼3n⋅2n=6\ln w_{n}=3n\ln\left(1+\frac{2}{n}\right)\sim 3n\cdot\frac{2}{n}=6, so wn→e6≈403.4w_{n}\to e^{6}\approx 403.4.

d)

Squeeze. Write tn=1n⋅2n⋅3n⋯nnt_{n}=\dfrac{1}{n}\cdot\dfrac{2}{n}\cdot\dfrac{3}{n}\cdots\dfrac{n}{n}. All the factors after the first are at most 1, so 0<tn≤1n0<t_{n}\leq\dfrac{1}{n}. By the squeeze theorem, tn→0t_{n}\to 0. (The ratio test gives the same result: the ratio of consecutive terms tends to 1/e<11/e<1.)

e)

A recursion xn+1=g(xn)x_{n+1}=g(x_{n}) with g(x)=2+xg(x)=\sqrt{2+x}. By induction, 0≤xn≤20\leq x_{n}\leq 2: it holds for x0=0x_{0}=0, and if 0≤xn≤20\leq x_{n}\leq 2 then 2≤xn+1≤2\sqrt{2}\leq x_{n+1}\leq 2. The sequence is increasing because xn+12−xn2=2+xn−xn2=(2−xn)(1+xn)≥0x_{n+1}^{2}-x_{n}^{2}=2+x_{n}-x_{n}^{2}=(2-x_{n})(1+x_{n})\geq 0. Increasing and bounded above, it converges (Monotone Convergence Theorem). Its limit LL satisfies L=2+LL=\sqrt{2+L}, so L2−L−2=0L^{2}-L-2=0 and L=2L=2 (the root −1-1 is rejected because L≥0L\geq 0). The fixed point is attracting: ∣g′(2)∣=124=14<1|g'(2)|=\frac{1}{2\sqrt{4}}=\frac{1}{4}<1.

Exercise 8: Classifying five series

For each series, name the test used, check its hypotheses and conclude. A series can be absolutely convergent, conditionally convergent or divergent: question d) asks you to decide among the three.

  • a) ∑n≥1n22n2+3\sum_{n\geq 1}\dfrac{n^{2}}{2n^{2}+3}
  • b) ∑n≥1n!nn\sum_{n\geq 1}\dfrac{n!}{n^{n}}
  • c) ∑n≥21nln⁡2n\sum_{n\geq 2}\dfrac{1}{n\ln^{2}n} (also give the value of the corresponding integral)
  • d) ∑n≥1(−1)nln⁡(n+1)\sum_{n\geq 1}\dfrac{(-1)^{n}}{\ln(n+1)}: convergent? absolutely convergent?
  • e) ∑n≥1sin⁡1n\sum_{n\geq 1}\sin\dfrac{1}{n}

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  • a) Term tends to 12\frac{1}{2}: divergent
  • b) L=1eL=\frac{1}{e}: convergent
  • c) Integral 1ln⁡2\frac{1}{\ln 2}: convergent
  • d) Conditionally convergent
  • e) Like 1n\frac{1}{n}: divergent
a)

The general term tends to 12≠0\dfrac{1}{2}\neq 0. The divergence test concludes at once: the series diverges. It is the first reflex, before any other test.

b)

Factorials and powers: the ratio test. an+1an=(n+1)!(n+1)n+1⋅nnn!=nn(n+1)n=1(1+1n)n→1e≈0.368<1\dfrac{a_{n+1}}{a_{n}}=\dfrac{(n+1)!}{(n+1)^{n+1}}\cdot\dfrac{n^{n}}{n!}=\dfrac{n^{n}}{(n+1)^{n}}=\dfrac{1}{\left(1+\frac{1}{n}\right)^{n}}\to\dfrac{1}{e}\approx 0.368<1. The series converges (absolutely).

c)

Integral test: f(x)=1xln⁡2xf(x)=\dfrac{1}{x\ln^{2}x} is positive, continuous and decreasing on [2,∞)[2,\infty). With u=ln⁡xu=\ln x, ∫2∞dxxln⁡2x=∫ln⁡2∞duu2=1ln⁡2≈1.443\int_{2}^{\infty}\dfrac{dx}{x\ln^{2}x}=\int_{\ln 2}^{\infty}\dfrac{du}{u^{2}}=\dfrac{1}{\ln 2}\approx 1.443, which is finite. The series converges. (Compare with ∑1nln⁡n\sum\frac{1}{n\ln n}, which diverges: the square in the denominator makes all the difference.)

d)

An alternating series. The sequence 1ln⁡(n+1)\dfrac{1}{\ln(n+1)} is positive, decreasing and tends to 0: the alternating series test gives convergence. But the series of absolute values, ∑1ln⁡(n+1)\sum\dfrac{1}{\ln(n+1)}, diverges, because ln⁡(n+1)<n\ln(n+1)<n implies 1ln⁡(n+1)>1n\dfrac{1}{\ln(n+1)}>\dfrac{1}{n} and the harmonic series diverges. The series is therefore conditionally convergent: it converges, but not absolutely.

e)

Limit comparison with the harmonic series: sin⁡(1/n)1/n→1\dfrac{\sin(1/n)}{1/n}\to 1, a finite nonzero limit. The two series therefore behave the same way, and since ∑1n\sum\frac{1}{n} diverges, ∑sin⁡1n\sum\sin\frac{1}{n} diverges too. The fact that sin⁡1n→0\sin\frac{1}{n}\to 0 proves nothing: it is how fast the terms decrease that decides.

Exercise 9: One power series, three uses

We study the power series f(x)=∑n≥1xnnf(x)=\sum_{n\geq 1}\dfrac{x^{n}}{n}. The same series is used in turn to define a function, to sum a numerical series and to compute an approximate value.

  • a) Find the radius of convergence, then study the two endpoints separately. Give the exact interval of convergence.
  • b) By differentiating term by term, identify ff as a familiar function. Justify why you may differentiate term by term.
  • c) Deduce the sum of the alternating harmonic series ∑n≥1(−1)n+1n\sum_{n\geq 1}\dfrac{(-1)^{n+1}}{n}.
  • d) Deduce also the exact value of ∑n≥11n 2n\sum_{n\geq 1}\dfrac{1}{n\,2^{n}}.

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  • a) R=1R=1, [−1,1)[-1,1)
  • b) f(x)=−ln⁡(1−x)f(x)=-\ln(1-x)
  • c) ln⁡2\ln 2
  • d) ln⁡2\ln 2
a)

Ratio test on ∣xnn∣\left|\dfrac{x^{n}}{n}\right|: ∣x∣n+1n+1⋅n∣x∣n=∣x∣nn+1→∣x∣\dfrac{|x|^{n+1}}{n+1}\cdot\dfrac{n}{|x|^{n}}=|x|\dfrac{n}{n+1}\to|x|. The series converges absolutely for ∣x∣<1|x|<1: the radius is R=1R=1. At x=1x=1 we get the harmonic series ∑1n\sum\frac{1}{n}, which diverges. At x=−1x=-1 we get the alternating harmonic series, which converges by the alternating series test. The interval of convergence is therefore [−1,1)[-1,1).

b)

Inside its interval of convergence, a power series can be differentiated term by term, and the differentiated series has the same radius. Here f′(x)=∑n≥1xn−1=11−xf'(x)=\sum_{n\geq 1}x^{n-1}=\dfrac{1}{1-x} for ∣x∣<1|x|<1 (geometric series). So f(x)=−ln⁡(1−x)+Kf(x)=-\ln(1-x)+K, and f(0)=0f(0)=0 forces K=0K=0: f(x)=−ln⁡(1−x),−1≤x<1f(x)=-\ln(1-x),\qquad -1\leq x<1.

c)

Evaluate at x=−1x=-1, which is legitimate because the series converges there and its sum is continuous there (Abel's theorem): ∑n≥1(−1)nn=f(−1)=−ln⁡2,so∑n≥1(−1)n+1n=ln⁡2≈0.693\sum_{n\geq 1}\frac{(-1)^{n}}{n}=f(-1)=-\ln 2,\quad\text{so}\quad\sum_{n\geq 1}\frac{(-1)^{n+1}}{n}=\ln 2\approx 0.693.

d)

Evaluate at x=12x=\frac{1}{2}, well inside the interval: ∑n≥11n 2n=f ⁣(12)=−ln⁡ ⁣(1−12)=ln⁡2\sum_{n\geq 1}\frac{1}{n\,2^{n}}=f\!\left(\tfrac{1}{2}\right)=-\ln\!\left(1-\tfrac{1}{2}\right)=\ln 2. Both sums equal ln⁡2\ln 2, but the second converges geometrically fast (10 terms already give 4 decimal places) while the first needs hundreds of thousands of terms. Same sum, two speeds beyond comparison.

Part D: Taylor and differential equations (/25)

Exercise 10: Taylor: approximate, bound the error, then compute

A Taylor expansion is worth something only if you can say how far you are from the true value. The four questions follow that order: the expansion, the bound, the limit, then the impossible integral.

  • a) Write the Maclaurin polynomial of degree 3 of f(x)=ln⁡(1+x)f(x)=\ln(1+x), together with the Lagrange remainder R3R_{3}.
  • b) Approximate ln⁡(1.2)\ln(1.2) with this polynomial, then bound the error with the Lagrange remainder. Compare the bound with the actual error.
  • c) Use the expansion to compute lim⁡x→0ln⁡(1+x)−x+x22x3\lim_{x\to 0}\dfrac{\ln(1+x)-x+\frac{x^{2}}{2}}{x^{3}}.
  • d) The function e−x2e^{-x^{2}} has no elementary antiderivative. Compute ∫00.5e−x2dx\int_{0}^{0.5}e^{-x^{2}}dx with 5 terms of the Maclaurin series, and bound the error.

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  • a) x−x22+x33x-\frac{x^{2}}{2}+\frac{x^{3}}{3}
  • b) 0.182670.18267; bound 4×10−44\times 10^{-4}
  • c) 13\frac{1}{3}
  • d) 0.4612810.461281
a)

The derivatives at 0: f(0)=0f(0)=0, f′(x)=11+xf'(x)=\frac{1}{1+x} gives f′(0)=1f'(0)=1, f′′(x)=−1(1+x)2f''(x)=\frac{-1}{(1+x)^{2}} gives f′′(0)=−1f''(0)=-1, f′′′(x)=2(1+x)3f'''(x)=\frac{2}{(1+x)^{3}} gives f′′′(0)=2f'''(0)=2. So P3(x)=x−x22+x33,R3(x)=f(4)(c)4!x4=−6(1+c)4⋅x424P_{3}(x)=x-\frac{x^{2}}{2}+\frac{x^{3}}{3},\qquad R_{3}(x)=\frac{f^{(4)}(c)}{4!}x^{4}=\frac{-6}{(1+c)^{4}}\cdot\frac{x^{4}}{24} for some cc between 0 and xx.

b)

P3(0.2)=0.2−0.02+0.0083=0.1826667P_{3}(0.2)=0.2-0.02+\dfrac{0.008}{3}=0.1826667. For the bound: on [0,0.2][0,0.2], ∣f(4)(c)∣=6(1+c)4\left|f^{(4)}(c)\right|=\dfrac{6}{(1+c)^{4}} is largest at c=0c=0, where it equals 6. So ∣R3∣≤624(0.2)4=0.00164=4.0×10−4|R_{3}|\leq\frac{6}{24}(0.2)^{4}=\frac{0.0016}{4}=4.0\times 10^{-4}. The exact value is ln⁡(1.2)=0.1823216\ln(1.2)=0.1823216, so the actual error is 3.45×10−43.45\times 10^{-4}: it is indeed below the bound, and of the same order of magnitude, which shows that the bound is tight.

c)

Replace ln⁡(1+x)\ln(1+x) by its expansion: ln⁡(1+x)−x+x22=(x−x22+x33−⋯ )−x+x22=x33−x44+⋯\ln(1+x)-x+\frac{x^{2}}{2}=\left(x-\frac{x^{2}}{2}+\frac{x^{3}}{3}-\cdots\right)-x+\frac{x^{2}}{2}=\frac{x^{3}}{3}-\frac{x^{4}}{4}+\cdots Dividing by x3x^{3}: 13−x4+⋯→13\dfrac{1}{3}-\dfrac{x}{4}+\cdots\to\dfrac{1}{3}. L'Hôpital's rule would give the same result, but only after three successive differentiations of an increasingly heavy quotient.

d)

Start from eu=∑unn!e^{u}=\sum\frac{u^{n}}{n!} with u=−x2u=-x^{2}, then integrate term by term (legitimate, the radius is infinite): ∫0ae−x2dx=∑n≥0(−1)na2n+1n! (2n+1)\int_{0}^{a}e^{-x^{2}}dx=\sum_{n\geq 0}\frac{(-1)^{n}a^{2n+1}}{n!\,(2n+1)}. For a=0.5a=0.5, the first five terms are 0.5−0.0416667+0.0031250−0.0001860+0.00000900.5-0.0416667+0.0031250-0.0001860+0.0000090, whose sum is 0.46128140.4612814. The series is alternating with decreasing terms, so the error is bounded by the first neglected term: 0.5115!⋅11=3.7×10−7\dfrac{0.5^{11}}{5!\cdot 11}=3.7\times 10^{-7}. We can therefore state 0.4612810.461281 with six reliable decimal places (the exact value is 0.46128100.4612810).

Exercise 11: Three differential equations and a solution that blows up

Three equations, three methods. The last question shows that a perfectly harmless differential equation can have a solution that ceases to exist after a finite time.

  • a) Solve y′+2xy=cos⁡xx2y'+\dfrac{2}{x}y=\dfrac{\cos x}{x^{2}} on (0,∞)(0,\infty) with y(π)=0y(\pi)=0.
  • b) Solve dydx=x e−y\dfrac{dy}{dx}=x\,e^{-y} with y(0)=0y(0)=0, and state the domain of the solution.
  • c) Check your two solutions by substituting them into their equation. Explain why this check is not optional.
  • d) Solve y′=y2y'=y^{2} with y(0)=1y(0)=1. Show that the solution does not exist beyond a certain xx, and give that instant. What happens to the solution as xx approaches it?

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  • a) y=sin⁡xx2y=\frac{\sin x}{x^{2}}
  • b) y=ln⁡(1+x22)y=\ln\left(1+\frac{x^{2}}{2}\right) on R\mathbb{R}
  • c) The check is essential
  • d) y=11−xy=\frac{1}{1-x}, blows up at x=1x=1
a)

A first-order linear equation, with P(x)=2xP(x)=\frac{2}{x}. Integrating factor: μ=e∫2 dx/x=e2ln⁡x=x2\mu=e^{\int 2\,dx/x}=e^{2\ln x}=x^{2}. Multiplying through: x2y′+2xy=cos⁡xx^{2}y'+2xy=\cos x, that is, (x2y)′=cos⁡x\left(x^{2}y\right)'=\cos x. So x2y=sin⁡x+Cx^{2}y=\sin x+C. The condition y(π)=0y(\pi)=0 gives 0=sin⁡π+C=C0=\sin\pi+C=C, hence y=sin⁡xx2y=\frac{\sin x}{x^{2}}.

b)

A separable equation: eydy=x dxe^{y}dy=x\,dx, so ey=x22+Ce^{y}=\dfrac{x^{2}}{2}+C. The condition y(0)=0y(0)=0 gives e0=1=Ce^{0}=1=C, hence ey=1+x22e^{y}=1+\dfrac{x^{2}}{2} and y=ln⁡(1+x22)y=\ln\left(1+\frac{x^{2}}{2}\right). The argument of the logarithm is at least 1, so the solution is defined on all of R\mathbb{R}.

c)

For a): y′=x2cos⁡x−2xsin⁡xx4=cos⁡xx2−2sin⁡xx3y'=\dfrac{x^{2}\cos x-2x\sin x}{x^{4}}=\dfrac{\cos x}{x^{2}}-\dfrac{2\sin x}{x^{3}}, and 2xy=2sin⁡xx3\dfrac{2}{x}y=\dfrac{2\sin x}{x^{3}}: the sum is indeed cos⁡xx2\dfrac{\cos x}{x^{2}}. For b): y′=x1+x2/2y'=\dfrac{x}{1+x^{2}/2} and x e−y=x1+x2/2x\,e^{-y}=\dfrac{x}{1+x^{2}/2}: identical. The check is not optional because solving goes through operations that can introduce or lose solutions (dividing by an expression that can vanish, exponentiating a constant of integration, choosing a branch of the logarithm). Substituting back into the equation is the only control that does not depend on these manipulations.

d)

Separable: dyy2=dx\dfrac{dy}{y^{2}}=dx, so −1y=x+C-\dfrac{1}{y}=x+C. With y(0)=1y(0)=1: −1=C-1=C, hence −1y=x−1-\frac{1}{y}=x-1 and y=11−xy=\frac{1}{1-x}. The solution is defined on (−∞,1)(-\infty,1) and y→+∞y\to+\infty as x→1−x\to 1^{-}: it blows up in finite time, at x=1x=1. Nothing in the equation announced it, since y′=y2y'=y^{2} is defined and smooth everywhere. The moral: the existence of a solution of a differential equation is in general local, and the interval of validity is part of the answer. The figure compares it with y=exy=e^{x}, the solution of y′=yy'=y with the same initial condition, which is defined for every xx.

-2-1123-1123456x = 1y = 1/(1 − x)y = eˣ

Exercise 12: Synthesis problem: three ways to compute pi, and only one is reasonable

This problem links four chapters of the course on a single object: a very simple definite integral, from which we derive a power series, then a numerical series, then a numerical method. The final question compares their costs honestly.

  • a) Compute ∫01dx1+x2\int_{0}^{1}\dfrac{dx}{1+x^{2}} exactly.
  • b) Write the power series expansion of 11+x2\dfrac{1}{1+x^{2}} and give its radius of convergence. Integrate term by term to obtain the series for arctan⁡x\arctan x.
  • c) Deduce Leibniz's formula π4=∑n≥0(−1)n2n+1\dfrac{\pi}{4}=\sum_{n\geq 0}\dfrac{(-1)^{n}}{2n+1}, then use the alternating series bound to find how many terms are needed to get π\pi to 4 correct decimal places.
  • d) Apply Simpson's rule with n=4n=4 to the integral of a), multiply by 4, and compare the error obtained with the number of terms found in c). What do you conclude?

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  • a) π4\frac{\pi}{4}
  • b) arctan⁡x=∑(−1)nx2n+12n+1\arctan x=\sum\frac{(-1)^{n}x^{2n+1}}{2n+1}
  • c) 40 00040\,000 terms
  • d) Simpson: error 2.4×10−52.4\times 10^{-5} with 55 points
a)

An antiderivative is arctan⁡x\arctan x, so ∫01dx1+x2=arctan⁡1−arctan⁡0=π4≈0.7853982\int_{0}^{1}\frac{dx}{1+x^{2}}=\arctan 1-\arctan 0=\frac{\pi}{4}\approx 0.7853982.

b)

This is a geometric series with ratio −x2-x^{2}: 11+x2=∑n≥0(−1)nx2n,∣x∣<1\frac{1}{1+x^{2}}=\sum_{n\geq 0}(-1)^{n}x^{2n},\qquad|x|<1, with radius R=1R=1. Integrating term by term from 0 to xx (legitimate inside the interval of convergence): arctan⁡x=∑n≥0(−1)nx2n+12n+1\arctan x=\sum_{n\geq 0}\dfrac{(-1)^{n}x^{2n+1}}{2n+1}.

c)

At x=1x=1, the series ∑(−1)n2n+1\sum\frac{(-1)^{n}}{2n+1} converges by the alternating series test, and Abel's theorem allows passing to the limit: π4=∑n≥0(−1)n2n+1\dfrac{\pi}{4}=\sum_{n\geq 0}\dfrac{(-1)^{n}}{2n+1}. For the accuracy: after NN terms, the error on π4\frac{\pi}{4} is bounded by the first neglected term, 12N+1\dfrac{1}{2N+1}, so the error on π\pi is bounded by 42N+1\dfrac{4}{2N+1}. Four correct decimal places require 42N+1<5×10−5\dfrac{4}{2N+1}<5\times 10^{-5}, that is, 2N+1>80 0002N+1>80\,000 and N≥40 000N\geq 40\,000 terms.

d)

Simpson's rule with n=4n=4 and h=0.25h=0.25 on f(x)=11+x2f(x)=\dfrac{1}{1+x^{2}}: f(0)=1f(0)=1, f(0.25)=0.9411765f(0.25)=0.9411765, f(0.5)=0.8f(0.5)=0.8, f(0.75)=0.64f(0.75)=0.64, f(1)=0.5f(1)=0.5. S=h3[f0+4f1+2f2+4f3+f4]=0.253(9.4247059)=0.7853922S=\frac{h}{3}\left[f_{0}+4f_{1}+2f_{2}+4f_{3}+f_{4}\right]=\frac{0.25}{3}(9.4247059)=0.7853922. So 4S=3.14156864S=3.1415686, to be compared with π=3.1415927\pi=3.1415927: the error is 2.4×10−52.4\times 10^{-5}, already better than 4 decimal places, with five evaluations of the function. Conclusion: Leibniz's series is beautiful and decisive for teaching, but catastrophic in practice, because it converges like 1N\frac{1}{N}; Simpson's rule converges like 1n4\frac{1}{n^{4}} and beats 40,000 terms with 5 points. An exact identity and an efficient algorithm are two different things.

246810121422.533.544.55πLeibniz (x = N terms): ±0.08 at N = 12Simpson (x = n + 1 points):error 2.4 × 10⁻⁵ at 5 points
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