OM 2045 - Applied Mathematics for Engineers

Instructor
Dr Nasir Khan
Assistant Professor
(Well Engineering Department)
International College of Engineering & Management
Muscat, Oman
 Module Learning Outcomes
Upon successful completion of this OM 2045 module student will be able to:

1. Solve problems using differential equations

2. Analyse problems using numerical integration

3. Calculate partial differential equations to solve engineering problems

4. Apply boundary value methods in solving engineering problems.

Basic Rules of Differentiation
 Differentiation Rules

𝑑
1. ( 𝑐 ) =0 ( 𝑐 is a constant )
𝑑𝑥
Ex.
𝑓 (𝑥)=5
𝑑 𝑛
2. ( 𝑥 ) =𝑛 𝑥𝑛 −1 ( 𝑛 is a real number )
𝑑𝑥

Ex. 7
𝑓 (𝑥)=𝑥
 Differentiation Rules

𝑑 𝑑
3. ( 𝑐𝑓 (𝑥)) =𝑐 ( 𝑓 (𝑥)) ( 𝑐 is a constant )
𝑑𝑥 𝑑𝑥
8
Ex. 𝑓 (𝑥)=3 𝑥
𝑓 (𝑥)=3 ( 8 𝑥 ) =24 𝑥
′ 7 7

𝑑 𝑑 𝑑
4. 𝑑𝑥 [ 𝑓 ( 𝑥 ) ± 𝑔 ( 𝑥 ) ] = 𝑑𝑥 [ 𝑓 (𝑥) ] ± 𝑑𝑥 [ 𝑔(𝑥) ]
12
Ex. 𝑓 (𝑥)=7+𝑥
′ 11 11
𝑓 (𝑥)=0+12 𝑥 =12 𝑥
 Differentiation Rules
5. Product Rule
𝑑 𝑑 𝑑
𝑑𝑥
[ 𝑓 ( 𝑥 ) ⋅𝑔 ( 𝑥 ) ] = [ 𝑓 (𝑥) ] 𝑔(𝑥)+ [ 𝑔 (𝑥 ) ] 𝑓 (𝑥)
𝑑𝑥 𝑑𝑥

Ex. 𝑓 (𝑥)=( 𝑥 +2 𝑥+5 )( 3 𝑥 −8 𝑥 +1 )

3 7 2

𝑓 (𝑥)=( 3 𝑥 +2 )( 3 𝑥 −8 𝑥 +1 ) +( 𝑥 +2𝑥+5 )( 21𝑥 −16 𝑥 )

′ 2 7 2 3 6
 Differentiation Rules
6. Quotient Rule
𝑑 𝑑
𝑔(𝑥 ) [ 𝑓 (𝑥) ] − 𝑓 (𝑥) [ 𝑔(𝑥) ]
[ ]
𝑑 𝑓 (𝑥 )
𝑑𝑥 𝑔(𝑥)
=
𝑑𝑥
[ 𝑔(𝑥 )]
𝑑𝑥
2
 Differentiation Rules

6. Quotient Rule (cont.)

3 𝑥 +5
Ex. 𝑓 (𝑥)= 2
𝑥 −2 Derivative of the
denominator
Derivative of the
numerator

′ 3 ( 𝑥 −2 ) − 2𝑥 ( 3 𝑥+5 )
2
𝑓 (𝑥)= 2
( 𝑥 −2 )
2

2
−3 𝑥 −10 𝑥− 6
¿ 2
( 𝑥 −2 )
2
 Differentiation Rules

7. The Chain Rule

If 𝑦=h(𝑥)=𝑔 ( 𝑢 ) , where 𝑢= 𝑓 (𝑥), then

𝑑𝑦 𝑑𝑦 𝑑𝑢
= ⋅
𝑑𝑥 𝑑𝑢 𝑑𝑥
 Differentiation Rules

8. The General Power Rule:

𝑛
If h(𝑥)= [ 𝑓 (𝑥)] ( 𝑛, real ) then
𝑛−1
h (𝑥)=𝑛 [ 𝑓 (𝑥) ]
′ ′
⋅ 𝑓 (𝑥)
1
Ex.
𝑓 (𝑥)=√ 3 𝑥 + 4 𝑥=( 3 𝑥 + 4 𝑥 )
2 2 2
1
1 −
𝑓 ( 𝑥)= ( 3 𝑥 + 4 𝑥 )
′ 2 2
( 6 𝑥 +4 )
2
3 𝑥+2
¿
√ 3 𝑥 +4 𝑥
2
 Differentiation Rules

( )
7
2 𝑥 −1
Ex. 𝐺 (𝑥)=
3 𝑥+5

( )( )
( 3 𝑥 +5 ) 2 − ( 2 𝑥 −1 ) 3
6
′ 2𝑥−1
𝐺 (𝑥 )=7
3 𝑥+5 ( 3 𝑥+5 ) 2

𝐺 (𝑥 )=7 (
3 𝑥+5 ) ( 3 𝑥 +5 )
6 6
′ 2𝑥−1 13 91 ( 2 𝑥 −1 )
= 2 8
( 3 𝑥 +5 )
 Higher Derivatives
• The second derivative of a function f is the derivative of the derivative of f at a
point x in the domain of the first derivative.

Derivative Notations

Second ″ 𝑑2 𝑦
𝑓 𝑑 𝑥2
‴ 𝑑3 𝑦
Third
𝑓 𝑑 𝑥3
(4) 𝑑4 𝑦
Fourth 𝑓 𝑑 𝑥4
( 𝑛) 𝑑𝑛 𝑦
nth
𝑓 𝑑 𝑥𝑛
 Higher Derivatives
‴
Given 𝑓 (𝑥)=3 𝑥5 −2 𝑥 3 +14 find 𝑓 ( 𝑥 ).

′ 4 2
𝑓 (𝑥)=15 𝑥 − 6 𝑥
″ 3
𝑓 (𝑥)=60 𝑥 −12 𝑥
‴ 2
𝑓 (𝑥 )=180 𝑥 −12
 Higher Derivatives

2 𝑥+1 ″
Given 𝑓 (𝑥)= 𝑓
find (2) .
3 𝑥 −2

′ 2 ( 3 𝑥 − 2 ) − 3 ( 2 𝑥 +1 ) −7 −2
𝑓 (𝑥)= 2
= 2
=−7 ( 3 𝑥 − 2 )
( 3 𝑥 − 2) ( 3 𝑥 −2 )
″ −3 42
𝑓 (𝑥)=14 ( 3 𝑥 −2 ) ( 3 ) =
( 3 𝑥 − 2 )3
″ 42 42 21
𝑓 (2)= = 3=
( 3 (2)− 2 ) 4 32
3
 Implicit Differentiation

3
𝑦=3 𝑥 − 4 𝑥+17
y is expressed explicitly as a function of x.
3
𝑦 +𝑥𝑦=3 𝑥+1
y is expressed implicitly as a function of x.
To differentiate the implicit equation, we write f (x) in
place of y to get:
3
[ 𝑓 (𝑥 )] +𝑥 [ 𝑓 (𝑥 )]=3 𝑥 +1
 Implicit Differentiation
3
Now differentiate [ 𝑓 (𝑥 ) ] +𝑥 [ 𝑓 (𝑥 )]=3 𝑥 +1
using the chain rule:
2 ′
3 [ 𝑓 (𝑥)] 𝑓 (𝑥)+ 𝑓 (𝑥)+𝑥 𝑓 (𝑥)=3
′

which can be written in the form

2 ′ ′
3 𝑦 𝑦 + 𝑦+𝑥 𝑦 =3
𝑦 ( 3 𝑦 +𝑥 ) =3− 𝑦
′ 2 Solve for y’

3−𝑦
′
𝑦= 2
3 𝑦 +𝑥
 Logarithmic Function
In mathematics, the logarithmic function is an inverse function to exponentiation.
That means that the logarithm of a number x to the base a is
the exponent to which a must be raised to produce x. The logarithmic function
is defined as
For x > 0 , a > 0, and a ≠1,

y= loga x if and only if x = ay

Then the function is given by

f(x) = loga x

The base of the logarithm is a. This can be read it as log base a of x. The most 2
common bases used in logarithmic functions are base 10 and base e.
 Logarithmic Differentiation

• The calculation of derivatives of complicated

functions involving products, quotients, or powers
can often be simplified by taking logarithms.
• The method used in the next example is called
logarithmic differentiation.

• In this section, we use implicit differentiation to find the derivatives of the

logarithmic functions y = logax and, in particular, the natural logarithmic
function y = ln x.
 Logarithmic Differentiation

• In general, if we combine Formula 2 with the Chain Rule, we get

or
 Logarithmic Differentiation

• Find ln(sin x).

• Solution:
• Using we have
Week# 2
 Logarithmic Differentiation

• Differentiate
 Logarithmic Differentiation

• Differentiate

• Solution:
• We take logarithms of both sides of the equation and use the properties of
logarithms to simplify:

• ln y = ln x + ln (x2 + 1) – 5 ln(3x + 2)
• Differentiating implicitly with respect to x gives
 Logarithmic Differentiation (Cont.)

• Solving for dy/dx, we get

• Because we have an explicit expression for y, we can substitute and write

 Differentiation of Trigonometric Functions

• The derivative of the sine function:

 Differentiation of Trigonometric Functions

• Differentiate y = x2 sin x.

• Solution:
• Using the Product Rule, we have
 Differentiation of Trigonometric Functions

• Using the same methods as in the proof of Formula 4, one can prove that
 Differentiation of Trigonometric Functions

The tangent function can also be differentiated by using the definition of a

derivative, but it is easier to use the Quotient Rule
 Differentiation of Trigonometric Functions

• The derivatives of the remaining trigonometric functions, csc, sec, and cot, can
also be found easily using the Quotient Rule.
 Differentiation of Trigonometric Functions

• We collect all the differentiation formulas for trigonometric functions in the

following table. Remember that they are valid only when x is measured in
radians.
 Implicit Differentiation
The inverse trigonometric formulae are listed below;
 Introduction to Integration
• The process of The
The process integration
ofprocess
integration reverses
of integration
reverses the
thereverses
process process
thedifferentiation.
of process of differentiation.
of differentiation. In
In differentiation,
In differentiation, if f(x) =
′ 2 ′ 2
2
= 4x.𝑓2Thus 2
differentiation, if f(x)
2x , then 2x
as follows:
𝑓 (x)
= 2x , then f’(x)=4x. Thus, the integral of 4x is 2x . We can
, then
as follows:
(x) =the
4x.integral
Thus the integral
of 4x is 2x .of
We 4xcan
is 2x . We can
represent this represent this
2 process pic
process pictorially

represent this process pictorially as follows:

• The situation
Thegets a bit
situation getsmore
The situation
we can differentiate
complicated,
a bit more
gets4x.
to give a bit more
Here
because
complicated, because there
there are
are complicated,
are
an infinite
some of those because
functions:
an infinite
number number
of functions
there are an infinite number of fu
of functions.f(x)We can differentiate
we can
2
togive
differentiate to
2
give
4x.4x.
= 2x + 7 ; g(x) = 2x – 8 ; h(x) = 2x + .
HereHere,
2
areofsome
are some
1 of those functions:
those functions:
2
2 1
f(x) = 2x + 7 ; g(x) = 2x – 8 ; h(x) = 2x2 + 2.
2
 Introduction to Integration
• You would have noticed that all the functions have the same derivative of 4x,
because when we differentiate the constant term we obtain zero.

• Hence, when we reverse the process, we have no idea what the original constant
term might have been.
• So we include in our response an unknown constant, c, called the arbitrary
constant of integration.
• The integral of 4x then is 2x2 + c.
 Introduction to Integration

• In differentiation, the differential coefficient indicates that a function of y is being

differentiated with respect to x, the dx indicating that it is “with respect to x”.

• In integration, the variable of integration is shown by adding d (the variable) after

the function to be integrated. When we want to integrate a function, we use a
special notation: .

• Thus, to integrate 4x, we will write it as follows:

 Introduction to Integration

There must always be

a term of the form dx

‫ ׬‬4𝑥 𝒅𝒙 = 2x + c , 2
c ∈ ℝ.
Integral
sign
Constant of
This term is called integration
the integrand
 Introduction to Integration

• Note that along with the integral sign (, there is a term of the form dx, which must always
be written, and which indicates the variable involved, in our example x.

• We say that 4x is integrated with respect x, i.e:

• The function being integrated is called the integrand.

• Technically, integrals of this type are called indefinite integrals, to distinguish them from
definite integrals, which we will deal with later.

• When you are required to evaluate an indefinite integral, your answer must always include
a constant of integration.; i.e:

= 2 + c; where c
 Introduction to Integration

• Formally, we define the anti-derivative as: F(x) is the function whose

derivative is f(x), i.e.: (x) = f(x) , then:

= F(x) + c; where c is any arbitrary constant.

 General solution of Integral
• The general solution of integrals of the form dx , where k and n are constants is
given by:

dx = + c ; where and c
 Solution of Integration

Function, f (x) Indefinite integral

f (x)= k , where k is a constant = kx + c ; where c
f (x)= x = + c; where c

f (x) = x2 = + c; where c

f(x) = axn = + c; where c

f (x) = = dx = ln + c; where c
 Indefinite Integral

a)
dx Compare dx with = + c,
Then: a = 1; n = 7 ; n + 1 = 8
= + c ; where c

= + c ; where c
 Indefinite Integral
c) du
Note: in this example, we
= du
are integrating with
= 2 du respect to u.
= 2 () + c ; where c

= + c ; where c Explain the method used

 Definite Integral

E
F

D G

H
B
A
I J

C x
O

In the figure above, OABC is bounded by a base OC , two vertical ordinates OA

and BC and a curve AB.
 Definite Integral

• To determine the area below the curve, divide the base OC into any number of equal
parts, each with length k units.

• Each of the strips resemble trapezia (the plural of trapezium).

• Halfway, between each of the ordinates we draw mid-ordinates, i.e the average of
any two consecutive ordinates, as denoted by the dotted lines.

• We can thus calculate the area of each trapezium using the formula developed
above,

• Area of each strip = k length of mid-ordinate, where k is the length of the base of
each trapezium
 Definite Integral
• In the previous section, we developed a method (a long method!) of finding the
area between the curve and the x-axis.
• The general notation for the area under the curve is . This is known as the definite
integral of f(x).
• We define the definite integral of a function f(x) as :
= F(b) – F(a); where (x) = f(x).
• We call this a definite integral because the result of integrating and evaluating is a
number. (The indefinite integral has an arbitrary constant in the result).
• The numbers a and b are called the lower limit and upper limit, respectively.
• We can see that the value of a definite integral is found by evaluating the function
(found by integration) at the upper limit and subtracting the value of this function at
the lower limit.
 Definite Integral
• The definite integral, can be interpreted as the area under the curve of y = f(x)
from x = a to x = b, and in general as a summation.

• NB: If we asked to evaluate the definite integral, without mention of calculating

area, one would proceed as follows:

• Evaluate: = ] = 0
 Integration
• If f(x) is continuous on the interval and if F(x) is any indefinite integral of f(x),
then:
=
= F(b) – F(a)

• This theorem is showing us how to evaluate an integral once the integration

process has taken place.

• NB: When evaluating the definite integral there is no need to consider the
arbitrary constant.
 Integration

Evaluate the following definite integrals

1
Let I =
= using definition
= 4[ – ] using fundamental theorem
of calculus
= 4[ 25 - 4]
= 4[21]
I = 84
 Properties of Integrals
Here are some simple properties of the integral that are often used in
computations. Throughout take f and g as continuous functions.
1. =–
2. + =
3 Constants may be factored through the integral sign:
= k.

4. The integral of a sum (and /or difference) is the sum (and /or difference) of the integrals:
=

5. The integral of a linear combination is the linear combination of the integrals:

= k. + m.
Integration of Common Function
 Partial Differentiation

In engineering, it sometimes happens that the variation of one quantity depends

on changes taking place in two, or more, other quantities. For example, the volume
V of a cylinder is given by V = πr2h. The volume will change if either radius r or
height h is changed. The formula for volume may be stated mathematically as V = f
(r,h) which means V is some function of r and h. Some other practical examples
include:
𝑙
√
𝑡𝑖𝑚𝑒𝑜𝑓 𝑜𝑠𝑐𝑖𝑙𝑙𝑎𝑡𝑖𝑜𝑛,𝑡=2 𝜋 i.e.t=f (l , g)
𝑇𝑜𝑟𝑞𝑢𝑒 𝑇 =𝐼 𝛼
𝑔
𝑚𝑅𝑇
𝑃𝑟𝑒𝑠𝑠𝑢𝑟𝑒 𝑜𝑓 𝑎𝑛 𝐼𝑑𝑒𝑎𝑙 𝑔𝑎𝑠 𝑝=
𝑉
 Partial Differentiation

When differentiating a function having two variables, one variable is kept constant
and the differential coefficient of the other variable is found with respect to that
variable. The differential coefficient obtained is called partial derivative of the
function. 𝜕𝑉 (𝑟 ¿¿ 2)
= ( 𝜋 h) 𝑑 = ( 𝜋 h ) ( 2 𝑟 )=2 𝜋 𝑟h ¿
A “curly dee”,,is used to denote a differential 𝜕𝑟 𝑑𝑟

coefficient in an expression containing more

𝜕𝑉 𝑑 ( h)
than one variable. 𝜕h
=( 𝜋 𝑟 )
𝑑h
2
= ( 𝜋 𝑟 ) (1 ) =𝜋 𝑟
2 2

Hence if , then means “the partial derivative of

V with respect to r, with h remaining constant”.
Thus,
 Partial Differentiation
Problem 1.
If
4 3 2
𝑧 =5 𝑥 +2 𝑥 𝑦 − 3 𝑦 To find
Find
Since
and
Then,

3 𝑑 (𝑦 )
To find 4
𝜕 𝑧 5 𝑥 𝑑 (1)
2
𝑑( 𝑦 )
= +(2 𝑥 ) −3
𝜕𝑥 𝑑𝑦 𝑑𝑦 𝑑𝑦
Since
Then, 4
𝜕 𝑧 5 𝑥 𝑑 (1) 3 𝑑 ( 𝑦 2
) 𝑑( 𝑦 )
= +(2 𝑥 ) −3
𝜕𝑥 𝑑𝑦 𝑑𝑦 𝑑𝑦
2 𝑑(𝑥 )
4 3
𝜕 𝑧 𝑑 (5 𝑥 ) 𝑑 (1) 𝜕𝑧 𝑑(𝑦)
= +(2 𝑦 ) −( 3 𝑦 ) =0 +( 2 𝑥
3
)(2 𝑦 )− 3
𝜕𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝜕𝑥 𝑑𝑦
𝑥 +( 2 𝑦 ) ( 3 𝑥 ) − 0 𝜕𝑧
3 2 2
3 𝜕𝑧 3
𝜕𝑧 =0 + 4 𝑥 𝑦 − ⟹
3 =4 𝑥 𝑦 −3
3
=20 𝑥 +6 𝑥 𝑦
2 2 𝜕𝑥 𝜕𝑥
𝜕𝑥