Math 105/206 - Practice problems for Quiz 4 Problem 1 Compute Simpson’s approximation for the integral Z π/2 sin(2x) dx 0 with n = 4 subintervals, and estimate the absolute error. How big do you need to take n to have an error of at 1 most 1000 ? Solution The endpoints of the intervals of the subdivision are x0 = 0, x1 = π/8, x2 = π/4, x3 = 3π/8, x4 = π/2, and ∆x = π/8. Applying Simpson’s rule’s formula we get ∆x S(4) = (f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + f (x4 )) 3 and f (x0 ) = f (0) = sin(0) = 0 √ f (x1 ) = f (π/8) = sin(π/4) = 2 2 f (x2 ) = f (π/4) = sin(π/2) = 1 f (x3 ) = f (3π/8) = sin(3π/4) = √ 2 2 f (x4 ) = f (π/2) = sin(π) = 0 so √ √ √ π π(2 2 + 1) = ≈ 1.0022 S(4) = 2 2 + 2 + 2 2 24 12 To estimate the error we use K(b − a) (∆x )4 180 with b − a = π/2, ∆x = π/8, and K is the maximum of |f (4) (x)| over [0, π/2]. Now f 0 (x) = 2 cos(2x), f 00 (x) = −4 sin(2x), f (3) (x) = −8 cos(2x), and f (4) (x) = 16 sin(2x). Since −1 ≤ sin(2x) ≤ 1 we have −16 ≤ 16 sin(2x) ≤ 16 in [0, π/2]. Moreover 16 sin(2(π/4)) = 16, so K = 16. In conclusion K(b − a) 16π 5 ES ≤ (∆x )4 = ≈ 0.0033 180 180 · 2 · 84 and in fact the exact value of the integral is 1, so the absolute error for S(4) is about 1.0022 − 1 = 0.0022, which is less than our estimate 0.0033. 1 To have an error of at most 1000 , using ∆x = π/2n, we set ES ≤ ES ≤ K(b − a) 16π 5 1 (∆x )4 = ≤ 180 180 · 2 · 24 · n4 1000 and solving for n r n≥ so we can take n ≥ 6. 4 1000 · 16π 5 ≈ 5.399 180 · 2 · 24 Problem 2 Find the general solution of the following separable first-order differential equations. dy dx = y(x2 + 1) where y > 0 √ • x2 dw = w(3x + 1). dx • Solution The first one by separating the variables can be rewritten as dy = (x2 + 1)dx y so integrating both sides yields x3 + x + C. 3 Since y > 0 we can get rid of the absolute value, and exponentiating we get ln |y| = x3 y(x) = e 3 +x+C which is the general solution. Separating the variables of the second one we find (3x + 1) dw √ = dx x2 w and let’s integrate both members √ 2 w= Z 3 dx + x Z 1 1 dx = 3 ln |x| − + C 2 x x so w(x) = 3 ln |x| 1 C − + 2 2x 2 2 . Note that w is not √ defined for x = 0, and it actually is a solution only if 3 ln |x| − to be equal to 2 w, which is certainly ≥ 0). Problem 3 Find the solution to the following first-order initial value problem. dz z2 = 2 dx x +1 z(0) = 16 Solution Separating the variables we find dz dx = 2 2 z x +1 and integrating 1 − = arctan(x) + C z so z(x) = − 1 . arctan(x) + C 1 x + C ≥ 0 (because this has To determine C we have to impose the initial condition, that gives z(0) = − 1 1 1 =− = arctan(0) + C C 6 so C = −6, and the solution to the initial value problem is z(x) = − 1 1 = . arctan(x) − 6 6 − arctan(x) Problem 4 You have a colony of bacteria that, if left undisturbed, grows proportionally to the population, with a factor 0.008 (and they never die......). Let’s say we use years as unit of time, and you harvest a quantity h of the bacteria every year, and say the initial population is P0 . • if P0 = 2000, what’s the value of h that gives you a constant population? • if h = 200, what’s the value of P0 that gives you a constant population? • if P0 = 100 and h = 50, find an expression for the population at a generic time t. Solution The differential equation that models the population P (t) is dP = 0.008P − h dt with initial value y(0) = y0 . To answer the first two questions, it is sufficient to note that to have a constant population means that the function P (t) will be constant, so its derivative has to be zero. So 0= dP = 0.008P − h dt and this gives h = 0.008P . So if P0 = 2000, we get h = 0.008 · 2000 = 16, and if h = 200 we get P0 = 25000. For the last point, we have to solve dP = 0.008P − 50 dt with initial condition P (0) = 100. Separating the variables gives dP = dt 0.008P − 50 and integrating we find 1 ln |0.008P − 50| = t + C 0.008 and exponentiating |0.008P − 50| = e0.008t+0.008C 200 0.008 Now the absolute value could give you a minus sign in front of the function. We get two kinds of solutions 0.008P − 50 = e0.008t+0.008C so e0.008t+0.008C + 50 P (t) = 0.008 and 0.008P − 50 = −e0.008t+0.008C = so −e0.008t+0.008C + 50 0.008 50 = 6250, but this does not satisfy our (there’s also a constant solution where 0.008P − 50 = 0, so P (t) = 0.008 initial condition P (0) = 100). Imposing the initial condition will tell us which of the two solutions above is correct. Using the first formula we get e0.008C + 50 P (0) = = 100 0.008 so e0.008C = 0.8 − 50 = −49.2 P (t) = but this has no solutions for C, because ez is positive for every real number z. Using the second formula instead, we find P (0) = −e0.008C + 50 = 100 0.008 so e0.008C = 50 − 0.8 = 49.2 and now this has precisely one solution for C. There’s no need to compute it, because C appears in P (t) only through e0.008C , since e0.008t+0.008C = e0.008t · e0.008C . Plugging this in the formula for P (the second one) we get P (t) = −49.2e0.008t + 50 . 0.008 Note that as t grows, P (t) will reach the value 0 (and in very short time, like t ≈ 2). You are harvesting 50 bacteria from an initial population of 100, and they are growing very slowly...... Problem 5 Are the following functions CDFs for a continuous random variable? 1. F (x) = π1 (arctan(x) + π2 ) 2. F (x) = 1 + e−x 3. F (x) = 1 1+log(x2 +1) if x < 1 0 2x − 2 if 1 ≤ x < 32 4. F (x) = 1 if x ≥ 32 if x < 1 0 x − 1 if 1 ≤ x < 32 5. F (x) = 1 if x ≥ 23 Solution A function F (x) is a CDF for a continuous random variable if • it is continuous • it is non-decreasing (that is F 0 (x) ≥ 0 for all x) • limx→−∞ F (x) = 0 and limx→+∞ F (x) = 1, and • we have 0 ≤ F (x) ≤ 1 for all x (this last condition is actually automatic if all the other ones are satisfied). Number 1 is a CDF: limx→−∞ arctan(x) = − π2 and limx→+∞ arctan(x) = π2 , so the limits check out. Moreover < arctan(x) < π2 for all x, and arctan(x) is continuous and non-decreasing. Number 2 is not a CDF because it is not non-decreasing: its derivative is −e−x which is always negative. 1 Number 3 is not a CDF because limx→+∞ 1+log(x 2 +1) = 0. Number 4 is a CDF: the limits check out because of how the function is defined, it is continuous since 2 · 1 − 2 = 0 and 2 · 32 − 2 = 3 − 2 = 1, it is non-decreasing (its derivative where it is not constant is 2 so it’s positive), and it’s always between 0 and 1. Number 5 is not a CDF: everything is ok except for continuity: the function is not continuous at x = 23 , since 32 − 1 = 21 6= 1. − π2