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Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo UCF EXCEL Applications of Calculus II Tuesday, July 7, 2009

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Page 1: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Integration by PartsApplications in Engineering

Part I

byEduardo Divo

UCF EXCEL Applications of Calculus II

Tuesday, July 7, 2009

Page 2: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Tuesday, July 7, 2009

Page 3: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Integration by parts is a technique employed to solve integration problems of the product of two independent functions.

Tuesday, July 7, 2009

Page 4: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

There are instances when the integral of the product of two functions can be solved directly by employing other techniques such as the general power formula:

Where the functions u’(x) and [u(x)]n appear as a product but clearly the two functions are not independent of each other as one is the derivative of the base of the other.

Tuesday, July 7, 2009

Page 5: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Another instance in which the product of two functions appears in an integral that can be solved directly is in the general logarithmic formula:

Where again the functions u’(x) and 1/u(x) appear as a product but the two functions are not independent of each other.

Tuesday, July 7, 2009

Page 6: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

The general formula for integration by parts can be easily derived from the formula for differentiation of a product of two functions as:

Tuesday, July 7, 2009

Page 7: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

By integrating the left and right-hand sides of the formula above with respect to x, we find:

Recall that the integral operation is an anti-derivative therefore, the integral on the left-hand side cancels out with the derivative to yield:

Tuesday, July 7, 2009

Page 8: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Rearranging the expression above we find:

This expression can be written in its most common and easier to remember form as:

Tuesday, July 7, 2009

Page 9: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Some mnemonics can by used to remember this formula:

Which spells out in Spanish as: “Un Dia Vi Una Vaca Vestida De Uniforme”

Which translates in English as: “One Day I Saw a Cow Dressed in Uniform” (not so useful)

Tuesday, July 7, 2009

Page 10: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

So, in simple terms, integration by parts equates to:

Tuesday, July 7, 2009

Page 11: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

This expression is the general formula of integration by parts. Notice that the integral on the left-hand side contains a product of two independent functions u(x) and v’(x) and the integration by parts formula simply ‘shifts’ the operation so that the integral on the right-hand side is performed over the product of v(x) and u’(x) with the ‘hope’ that the resulting integral on the right-hand side is ‘simpler’ or directly solvable by any of the general formulae.

Tuesday, July 7, 2009

Page 12: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

When confronted with an integral that seems suited for integration by parts, it is crucial to decide which of the two functions that appear as a product should be selected as u(x) and which should be selected as v’(x). For this purpose there are several rules and criteria that can be employed to achieve the goal of yielding a ‘simpler’ integral on the right-hand side. A general guide for function selecting when integrating by parts is known as the ILATE rule which can be used to decide which of the two functions in the product is the function u(x).

Tuesday, July 7, 2009

Page 13: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

ILATE - identify the function that comes first on the following list and select it as u(x):

I: inverse trigonometric functions L: logarithmic functions A: algebraic functions (polynomials) T: trigonometric functions E: exponential functions

Tuesday, July 7, 2009

Page 15: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

It should be noted that integration by parts does not guarantee a solution to the integral and the use of the ILATE rule just constitutes a general guide to achieve the goal of yielding a ‘simpler’ integral on the right-hand side.

Tuesday, July 7, 2009

Page 16: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

As a first example let us consider the following integral (Section 8.1. Example 1):

Note that none of the general formulae (power, logarithm, etc.) can be directly implemented to solve this integral that clearly shows the power of two independent functions (x and sin x), therefore, integration by parts seems like the viable option.

Tuesday, July 7, 2009

Page 17: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Therefore:

The function v’(x) is then selected as the other part of the product as:

Tuesday, July 7, 2009

Page 18: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

With the explicit forms for u’(x) and v(x) solved for, the integration by parts formula can be implemented directly as:

Tuesday, July 7, 2009

Page 19: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Rearranging:

Notice that the goal of yielding a ‘simpler’ integral on the right-hand side was achieved by the proper implementation of the ILATE rule. Had the opposite choice been made in the function selection, the integral on the right-hand side would have ended up with a higher level of complexity than the original one on the left-hand side.

Tuesday, July 7, 2009

Page 20: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

The integral on the right-hand side can now be solved directly leading to:

Tuesday, July 7, 2009

Page 21: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

There are cases for which it is necessary to apply the integration by parts formula more than once to yield an integral on the right-hand side that can be solved. Let us consider one of such examples (Section 8.1. Example 3):

Tuesday, July 7, 2009

Page 22: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Therefore:

And:

Tuesday, July 7, 2009

Page 23: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Then, substitution of these expressions into the general formula of integration by parts yields:

Notice that the integral on the right-hand side is ‘simpler’ than the original one, however, it is not yet in a form that can be solved directly.

Tuesday, July 7, 2009

Page 24: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

A second integration by parts is necessary to simplify it even more. In this case:

And:

Tuesday, July 7, 2009

Page 25: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Notice that the ILATE rule was employed once again to select the functions. If the opposite selection of functions on the second integration by parts had been made, the right-hand side would have been restored as the original integral on the left-hand side.

Tuesday, July 7, 2009

Page 26: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Substitution of these new expressions on the right-hand side leads to:

Tuesday, July 7, 2009

Page 27: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Solving:

Rearranging:

Tuesday, July 7, 2009

Page 28: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

The integration by parts formula can also be implemented for definite integrals by simply transferring the limits of integration to the right-hand side as:

Tuesday, July 7, 2009

Page 29: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Let us consider the following example:

Tuesday, July 7, 2009

Page 30: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Therefore:

And:

Tuesday, July 7, 2009

Page 31: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Then, substitution of these expressions into the general formula of integration by parts yields:

Solving and applying the limits of integration:

Tuesday, July 7, 2009

Page 32: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

As a technique or methodology for integrating function products, integration by parts plays a major role in all fields of engineering as its applications are commonly found in problems ranging from electric circuits, heat transfer, vibrations, structures, fluid mechanics, transport modeling, air pollution, electromagnetics, digital signal processing, and many more. To illustrate this, some representative engineering applications are detailed next.

Tuesday, July 7, 2009

Page 33: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Heat Transfer Problem (EGN3358 and EML4142): The time-dependent temperature of an object changes at a rate proportional to the difference between the temperature of its surroundings and the temperature of the object. This relation is expressed as the Newton's Law of cooling and is written as:

Tuesday, July 7, 2009

Page 34: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Where ρ is the density of the object, c is its specific heat, h is the heat transfer coefficient between the object and its surroundings, As is the surface area of the object, V is the volume of the object, and Ts(t) is the temperature of the surroundings. For simplicity, the equation can be expressed as:

Tuesday, July 7, 2009

Page 35: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

The solution of this equation can be found through the use of an integrating factor as:

Tuesday, July 7, 2009

Page 36: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Assume that the object is a thermometer that is being used in an experiment to read the temperature of a surrounding medium that is linearly changing in time as:

Where To is the initial temperature of the surroundings and β is the rate at which the temperature of the surroundings is changing.

Tuesday, July 7, 2009

Page 37: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

That is:

T(t)

V, c, ρ

As

h

Tuesday, July 7, 2009

Page 38: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Therefore, the expression for the thermometer temperature is given by:

Tuesday, July 7, 2009

Page 39: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Therefore:

And:

Tuesday, July 7, 2009

Page 40: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Substitution of these terms in the integral expression leads to:

Solving the integral on the right-hand side and simplifying yields:

Tuesday, July 7, 2009

Page 41: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Substitution of this result into the expression for the temperature leads to:

Tuesday, July 7, 2009

Page 42: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

The constant of integration can be fixed by imposing an initial condition:

Leading to:

Tuesday, July 7, 2009

Page 43: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Assume, for example, that a thermometer with a spherical test section of radius r=0.3cm is initially at a temperature Ti=50°C, the density of the thermometer medium ρ=1000kg/m3, its specific heat is c=3000J/kg°C, the heat transfer coefficient h=1500W/m2°C, the initial temperature of the surroundings To=100°C, and the rate of change of the surroundings temperature β=5°C/s.

Tuesday, July 7, 2009

Page 44: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

The time-dependent temperature of the thermometer given by the solution previously described along with the surrounding temperature are provided in the plot on the next slide for the first 20 seconds.

Tuesday, July 7, 2009

Page 45: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Tuesday, July 7, 2009

Page 46: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

It can be clearly seen that the thermometer reading follows and lags behind the linearly increasing surrounding temperature at any instant in time. For instance, at t=10s, the surrounding temperature is about 150°C while the thermometer is just reading about 140°C.

Tuesday, July 7, 2009

Page 47: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

Tuesday, July 7, 2009

Page 48: Integration by Parts Applications in Engineering Part I · Integration by Parts - Applications in Engineering Integration by Parts Applications in Engineering Part I by Eduardo Divo

Integration by Parts - Applications in Engineering

This bias in the reading is due to the transient behavior of the surrounding temperature and can only be predicted by the analytical solution.

Tuesday, July 7, 2009