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Calculus - I

(MA 101)
M.Thamban Nair
Department of Mathematics
Indian Institute of Technology
December 2001
Contents
Preface 6
1 Sequence and Series of Real Numbers 1
1.1 Sequence of Real Numbers . . . . . . . . . . . . . . . . 1
1.1.1 Convergence and Divergence . . . . . . . . . . 1
1.1.2 Monotonic Sequences . . . . . . . . . . . . . . 6
1.1.3 Subsequence . . . . . . . . . . . . . . . . . . . 7
1.1.4 Further Examples . . . . . . . . . . . . . . . . 8
1.1.5 Cauchy sequence . . . . . . . . . . . . . . . . . 12
1.1.6 Additional Exercises . . . . . . . . . . . . . . . 14
1.2 Series of Real Numbers . . . . . . . . . . . . . . . . . . 15
1.2.1 Convergence and Divergence of Series . . . . . 15
1.2.2 Some Tests for Convergence . . . . . . . . . . . 18
1.2.3 Alternating series . . . . . . . . . . . . . . . . . 22
1.2.4 Absolute convergence . . . . . . . . . . . . . . 23
2 Denite Integral 26
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . 26
2.2 Upper and Lower Sums . . . . . . . . . . . . . . . . . 28
2.3 Integrability and integral . . . . . . . . . . . . . . . . 30
2
Contents 3
2.3.1 Riemann sum . . . . . . . . . . . . . . . . . . . 34
2.4 Integral of Continuous Functions . . . . . . . . . . . . 35
2.5 Some properties . . . . . . . . . . . . . . . . . . . . . . 39
2.6 Some results . . . . . . . . . . . . . . . . . . . . . . . . 41
2.6.1 Indenite Integral . . . . . . . . . . . . . . . . 41
2.6.2 Fundamental Theorem of Integral Calculus . . 43
2.6.3 Applications of Fundamental Theorem . . . . . 44
3 Improper Integrals 47
3.1 Denitions . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 54
4 Geometric and Mechanical Applications of Integrals 56
4.1 Computing Area . . . . . . . . . . . . . . . . . . . . . 56
4.1.1 Using Cartesian Coordinates . . . . . . . . . . 56
4.1.2 Using Polar Coordinates . . . . . . . . . . . . . 57
4.1.3 Examples . . . . . . . . . . . . . . . . . . . . . 57
4.2 Computing Arc Length . . . . . . . . . . . . . . . . . 58
4.2.1 Using Cartesian Coordinates . . . . . . . . . . 58
4.2.2 Using Polar Coordinates . . . . . . . . . . . . . 59
4.2.3 Examples . . . . . . . . . . . . . . . . . . . . . 60
4.3 Computing Volume of a Solid . . . . . . . . . . . . . . 62
4.4 Computing Volume of a Solid of Revolution . . . . . . 63
4.5 Computing Area of Surface of Revolution . . . . . . . 64
4.6 Centre of Gravity . . . . . . . . . . . . . . . . . . . . . 64
4.6.1 Centre of gravity of a material line in the plane 65
4 Contents
4.6.2 Centre of gravity of a material planar region . 66
4.7 Moment of Inertia . . . . . . . . . . . . . . . . . . . . 68
4.7.1 Moment of inertia of a material line in the plane 68
4.7.2 Moment of inertia of a circular arc with respect
to the centre . . . . . . . . . . . . . . . . . . . 69
4.7.3 Moment of inertia of a material sector in the
plane . . . . . . . . . . . . . . . . . . . . . . . 70
4.8 Additional Exercises . . . . . . . . . . . . . . . . . . . 71
5 Sequence and Series of Functions 74
5.1 Sequence of Functions . . . . . . . . . . . . . . . . . . 74
5.1.1 Pointwise Convergence and Uniform Conver-
gence . . . . . . . . . . . . . . . . . . . . . . . 74
5.2 Series of Functions . . . . . . . . . . . . . . . . . . . . 80
5.2.1 Examples . . . . . . . . . . . . . . . . . . . . . 82
6 Power Series 85
6.1 Convergence and Absolute convergence . . . . . . . . . 85
6.2 Integration and Dierentiation . . . . . . . . . . . . . 88
6.3 Series that can be converted into a power series . . . . 90
7 Fourier Series 91
7.1 Fourier Series of 2-Periodic functions . . . . . . . . . 91
7.1.1 Fourier Series and Fourier Coecients . . . . . 91
7.1.2 Even and Odd Expansions . . . . . . . . . . . . 94
7.1.3 Examples . . . . . . . . . . . . . . . . . . . . . 95
7.2 Fourier Series of 2-Periodic functions . . . . . . . . . 97
7.2.1 Fourier series of Functions on Arbitrary intervals 98
7.2.2 Exercises . . . . . . . . . . . . . . . . . . . . . 99
Contents 5
8 Functions of Several Variables 101
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . 101
8.2 Limit and Continuity . . . . . . . . . . . . . . . . . . . 102
8.2.1 Some Topological Notions . . . . . . . . . . . . 105
8.2.2 Two Theorems . . . . . . . . . . . . . . . . . . 106
8.3 Partial Derivatives . . . . . . . . . . . . . . . . . . . . 107
8.3.1 Partial Increments and Total Increment . . . . 108
8.3.2 Total Dierential, Gradient, Dierentiability . 110
8.3.3 Derivatives of Composition of Functions . . . . 111
8.4 Derivatives of Implicitly Dened Functions . . . . . . 113
8.4.1 Level Curve and Level Surface . . . . . . . . . 114
8.5 Directional Derivatives . . . . . . . . . . . . . . . . . . 114
8.6 Taylors Formula . . . . . . . . . . . . . . . . . . . . . 116
8.7 Maxima and Minima . . . . . . . . . . . . . . . . . . . 117
8.7.1 Method of Lagrange Multipliers . . . . . . . . . 119
9 Appendix 121
Index 125
Preface
This is based on a course that the author gave to B.Tech. students
of IIT Madras many times since 1996.
December 2001 M. T. Nair
6
1
Sequence and Series of Real
Numbers
1.1 Sequence of Real Numbers
Denition 1.1 A real sequence is a function from the set N of
natural numbers to the set R of real numbers. If f : N R is a
sequence, and if a
n
= f(n) for n N, then we write the sequence f
as (a
n
).
EXAMPLE 1.1 (i) (a
n
) with a
n
= 1 for all n N a constant
sequence with value 1 throughout.
(ii) (a
n
) with a
n
= n for all n N.
(iii) (a
n
) with a
n
= (1)
n
for all n N the sequence takes
values 1 and 1 alternately.
(iv) (a
n
) with a
n
= 1/n for all n N.
1.1.1 Convergence and Divergence
A fundamental concept in mathematics is that of convergence. We
consider convergence of sequences.
Denition 1.2 A real sequence (a
n
) is said to converge to a real
number a if for every > 0, there exists a natural number N (in
general depending on ) such that
[a
n
a[ < n N.
1
2 Sequence and Series of Real Numbers
The number a is called the limit of the sequence (a
n
). If (a
n
)
converges to a, then we write
lim
n
a
n
= a
or
a
n
a as n .
Note that
[a
n
a[ < n N
if and only if
a < a
n
< a + n N.
Thus, lim
n
a
n
= a if and only if for every > 0, there exists
N N such that
a
n
(a , a + ) n N.
Thus convergence of (a
n
) to x implies that for every > 0, a
n
belongs
to the open interval (a , a + ) for all n after some nite stage,
and this nite stage may vary according as varies.
Exercise 1.1 Show that a sequence (a
n
) converges to a if and only
if for every open interval I containing x, there exits N N such that
a
n
I for all n N.
EXAMPLE 1.2 (i) The sequences (1/n), ((1)
n
/n), (1
1
n
) are
convergent with limit 0, 0, 1 respectively.
(ii) Every constant sequence is convergent.
Theorem 1.1 Limit of a convergent sequence is unique. That, is if
a
n
a and a
n
a

as n , then a = a

.
Proof. Suppose a
n
a and a
n
a

as n , and suppose
that a

,= a. Now, for > 0, suppose N


1
, N
2
N be such that
a
n
(a , a + ) n N
1
, a
n
(a

, a

+ ) n N
2
.
In particular,
a
n
(a, a+), a
n
(a

, a

+) n N := maxN
1
, N
2
.
If we take < [a a

[/2, then we see that (a , a + ) and (a


, a

+ ) are disjoint intervals. Thus the above observation leads to


a contradiction.
Sequence of Real Numbers 3
Another way of showing a

= a. : Note that
[a a

[ = [(a a
n
) + (a
n
a

)[ [a a
n
[ +[a
n
a

[.
Now, for > 0, let N
1
, N
2
N be such that
[a a
n
[ < /2 for all n N
1
, [a

a
n
[ < /2 n N
2
.
Then it follows that
[a a

[ [a a
n
[ +[a
n
a

[ < n N := maxN
1
, N
2
.
Since this is true for all > 0, it follows that a

= a.
Exercise 1.2 Show that a sequence (a
n
) converges to x if and only
if for any k N, (a
n+k
) converges to x.
The following theorem can be easily proved.
Theorem 1.2 Suppose a
n
a, b
n
b as n . Then we have
the following :
(a) a
n
+ b
n
a + b as n ,
(b) For every real number c, ca
n
c a as n
(c) If a
n
b
n
for all n N, then a b.
(d) If a
n
c
n
b
n
for all n N, and if a = b, then c
n
a as
n .
Exercise 1.3 Prove Theorem 1.2.
EXAMPLE 1.3 Consider the sequence (a
n
) with a
n
=
_
1 +
1
n
_
1/n
,
n N. Then lim
n
a
n
= 1. This is seen as follows: Observe that
1 a
n
(1 + 1/n), and use part (d) of the above theorem.
Denition 1.3 A sequence which does not converge is called a di-
vergent sequence.
Denition 1.4 If (a
n
) is such that for every M > 0, there exists
N N such that a
n
> M for all n N, then we say that (a
n
)
diverges to +.
4 Sequence and Series of Real Numbers
If (a
n
) is such that for every M > 0, there exists N N such
that a
n
< M for all n N, then we say that (a
n
) diverges to .
Denition 1.5 If (a
n
) is such that for every a
n
a
n+1
< 0 for every
n N, that is a
n
changes sign alternately, then we say that (a
n
) is
an alternating sequence .
An alternating sequence converge or diverge. For example, (Ver-
ify that) the sequence ((1)
n
) diverges, whereas ((1)
n
/n) converges
to 0.
Denition 1.6 A sequence (a
n
) is said to be bounded above if there
exits a real number M such that a
n
M for all n N; and the
sequence (a
n
) is said to be bounded below if there exits a real number
M

such that a
n
M

for all n N. A sequence which is bound


above and bounded below is said to be a bounded sequence .
Exercise 1.4 Show that a sequence (a
n
) is bounded if and only if
there exists M > 0 such that [a
n
[ M for all n N.
Theorem 1.3 Every convergent sequence is bounded. The converse
in not true.
Proof. Suppose (a
n
) converges to x. Then there exists N N
such that [a
n
x[ 1 for all n N. Hence
[a
n
[ = [(a
n
a) + a[ [a
n
a[ +[x[ 1 +[a[ n N,
so that
[a
n
[ max1 +[a[, [a
1
[, [a
2
[, . . . , [a
N1
[ n N.
To see that the converse of the theorem is not true, consider the
sequence ((1)
n
). It is a bounded sequence, but not convergent.
The above theorem can be used to show that certain sequence is
not convergent, as in the following example.
EXAMPLE 1.4 For n N, let
a
n
= 1 +
1
2
+
1
3
+ . . . +
1
n
.
Sequence of Real Numbers 5
Then (a
n
) diverges: To see this, observe that
a
2
n = 1 +
1
2
+
1
3
+ . . . +
1
2
n
= 1 +
1
2
+
_
1
3
+
1
4
_
+
_
1
5
+
1
6
+
1
7
+
1
8
_
+
. . . +
_
1
2
n
1
+ . . . +
1
2
n
_
1 +
n
2
.
Hence, (a
n
) is not a bounded sequence, so that it diverges.
Exercise 1.5 If (a
n
) converges to a and a ,= 0, then show that there
exists N N such that [a
n
[ [a[/2 for all n N.
Using the Theorem 1.3, the following result can be deduced
Theorem 1.4 Suppose a
n
a and b
n
b as n . Then we
have the following.
(i) a
n
b
n
ab as n .
(ii) If b
n
,= 0 for all n N and b ,= 0, then a
n
/b
n
a/b as
n .
Exercise 1.6 Prove Theorem 1.4.
Exercise 1.7 Suppose a
n
a and b
n
b as n . If b ,= 0, then
show that there exists k N such that b
n
,= 0 for all n k, and
a
n+k
/b
n+k
a/b as n .
The following theorem is useful for asserting convergence of se-
quences.
Theorem 1.5 Suppose that f is a continuous function dened on
an interval J and a J. If (a
n
) is a sequence in J such that a
n
a,
then f(a
n
) f(a).
Proof. Suppose (a
n
) is a sequence in J such that a
n
a. Let
> 0 be given. Since f is continuous at a, there exists > 0 such
that
x J, [x a[ < [f(x) f(a)[ < . ()
6 Sequence and Series of Real Numbers
Now, since (a
n
) converges to a, there exists N N such that
n N [a
n
a[ < .
Hence, from () above, [f(a
n
) f(a)[ < for all n N.
Remark 1.1 The converse of Theorem 1.5 also holds, i.e., if for every
sequence (a
n
) in J which converges to a J, we have lim
n
f(a
n
) =
f(a), then f is continuous at a.
1.1.2 Monotonic Sequences
We can infer the convergence or divergence of a sequence in certain
cases by observing the way the terms of the sequence varies.
Denition 1.7 A sequence (a
n
) is said to be monotonically in-
creasing if a
n
a
n+1
for all n N; and is said to be monotonically
decreasing if a
n
a
n+1
for all n N. In the above denition, if strict
inequality occur, then we say that the sequence is strictly increasing
and strictly decreasing, respectively.
In the proof of the next theorem we shall make use of an impor-
tant property of the set R of real numbers:
Denition 1.8 A subset S of R is said to be bounded above if there
exists c R such that x c for all x S, and in that case c is called
an upper bound of S.
Similarly we can dene lower bound for a subset of R.
Denition 1.9 A number b
0
R is called a least upper bound or
supremum of S R if for every a < b
0
, there exists x S such that
x > a.
A number a
0
R is called a greatest lower bound or inmum of
S R if for every b > a
0
, there exists x S such that x < b.
It can be seen that supremum (respectively, inmum) if exists is
unique.
Least upper bound property: If S R is bounded above, then
S has a least upper bound. We may write this least upper bound as
lub(S) or sup(S).
Sequence of Real Numbers 7
Greatest lower bound property: If S R is bounded below,
then S has a greatest lower bound.
Theorem 1.6 Every sequence which is monotonically increasing and
bounded above is convergent. Also, every sequence which is mono-
tonically decreasing and bounded below is convergent.
Proof. Suppose (a
n
) is a monotonically increasing sequence of
real numbers which is bounded above. Then the set S := a
n
: n N
is bounded above. Hence, by the least upper bound property of R,
S has a least upper bound, say b. Now, let > 0 be give. Then, by
the denition of the least upper bound, there exists N N such that
a
N
> b . Since a
n
a
N
for every n N, we get
b < a
N
a
n
b < b + n N.
Thus we have proved that a
n
b as n .
To see the last part, suppose that (b
n
) is a monotonically de-
creasing sequence which is bounded below. Then, it is seen that the
sequence (a
n
) dened by a
n
= b
n
for all n N is monotonically in-
creasing and bounded above. Hence, by the rst part of the theorem,
a
n
a for some a R. Then, b
n
b := a.
Note that a convergent sequence need not be monotonically in-
creasing or monotonically decreasing. For example, look at the se-
quence ((1)
n
/n).
1.1.3 Subsequence
Denition 1.10 A sequence (b
n
) is called a subsequence of a se-
quence (a
n
) if there is a strictly increasing sequence (k
n
) of natural
numbers such that b
n
= a
k
n
for all n N.
Thus, subsequences of a real sequence (a
n
) are of the form (a
k
n
),
where (k
n
) is a strictly increasing sequence natural numbers.
For example, given a sequence (a
n
), the sequences (a
2n
), (a
2n+1
),
(a
n
2), (a
2
n) are some of its subsequences. As concrete examples,
(1/2n), and (1/(2n + 1)), (1/2
n
) are subsequences of (1/n).
8 Sequence and Series of Real Numbers
A sequence may not converge, but it can have convergent subse-
quences. For example, we know that the sequence ((1)
n
) diverges,
but the subsequences (a
n
) and (b
n
) dened by a
n
= 1, b
n
= 1 for
all n N are convergent subsequences of ((1)
n
).
However, we have the following result.
Theorem 1.7 If a sequence (a
n
) converges to x, then all its subse-
quences converge to the same limit x.
Exercise 1.8 Prove Theorem 1.7.
What about the converse of the above theorem? Obviously, if all
subsequences of a sequence (a
n
) converge to the same limit x, then
(a
n
) also has to converge to x, as (a
n
) is a subsequence of itself.
Suppose every subsequence of (a
n
) has at least one subsequence
which converges to x. Does the sequence (a
n
) converges to x? The
answer is armative, as the following theorem shows. Its proof is
left as an exercise.
Theorem 1.8 If every subsequence of (a
n
) has at least one subse-
quence which converges to x, then (a
n
) also converges to x.
1.1.4 Further Examples
EXAMPLE 1.5 Let a sequence (a
n
) be dened as follows :
a
1
= 1, a
n+1
=
2a
n
+ 3
4
, n = 1, 2, . . . .
We show that (a
n
) is monotonically increasing and bounded above.
Note that
a
n+1
=
2a
n
+ 3
4
=
a
n
2
+
3
4
a
n
a
n

3
2
.
Thus it is enough to show that a
n
3/2 for all n N.
Clearly, a
1
3/2. If a
n
3/2, then a
n+1
= a
n
/2 + 3/4 <
3/4 + 3/4 = 3/2. Thus, we have proved that a
n
3/2 for all n N.
Hence, by Theorem 1.6, (a
n
) converges. Let its limit be a. Then
taking limit on both sides of a
n+1
=
2a
n
+3
4
we have
a =
2a + 3
4
i.e., 4a = 2a + 3 so that a =
3
2
.
Sequence of Real Numbers 9
EXAMPLE 1.6 Let a sequence (a
n
) be dened as follows :
a
1
= 2, a
n+1
=
1
2
_
a
n
+
2
a
n
_
, n = 1, 2, . . . .
It is seen that, if the sequence converges, then its limit would be

2.
Since a
1
= 2, one may try to show that (a
n
) is monotonically
decreasing and bounded below.
Note that
a
n+1
:=
1
2
_
a
n
+
2
a
n
_
a
n
a
2
n
2, i.e., a
n

2.
Clearly a
1

2. Now,
a
n+1
:=
1
2
_
a
n
+
2
a
n
_

2 a
2
n
2

2a
n
+ 2 0,
which is always true. Thus, (a
n
) is monotonically decreasing and
bounded below, so that by Theorem 1.6, (a
n
) converges.
EXAMPLE 1.7 Consider the sequence (a
n
) with a
n
= (1 + 1/n)
n
for all n N. We show that (a
n
) is monotonically increasing and
bounded above. Hence, by Theorem 1.6, (a
n
) converges.
Note that
a
n
=
_
1 +
1
n
_
n
= 1 + n.
1
n
+
n(n 1)
2!
1
n
2
+ +
n(n 1) . . . 2.1
n!
1
n
n
= 1 + 1 +
1
2!
_
1
1
n
_
+
1
3!
_
1
1
n
__
1
2
n
_
+
+
1
n!
_
1
1
n
_

_
1
n 1
n
_
a
n+1
.
Also
a
n
= 1 + 1 +
1
2!
n(n 1)
n
2
+ +
1
n!
n(n 1) . . . 2.1
n
n
1 + 1 +
1
2!
+
1
3!
+ +
1
n!
1 + 1 +
1
2
+
1
2
2
+ +
1
2
n1
< 3.
10 Sequence and Series of Real Numbers
In the four examples that follow, we shall be making use of The-
orem 1.2 without mentioning it explicitly.
EXAMPLE 1.8 Consider the sequence (b
n
) with
b
n
= 1 +
1
1!
+
1
2!
+
1
3!
+ +
1
n!
n N.
Clearly, (b
n
) is monotonically increasing, and we have noticed in the
last example that it is bounded above by 3. Hence, by Theorem 1.6,
it converges.
Let (a
n
) and (b
n
) be as in Examples 1.7 and 1.8 respectively, and
let a and b their limits. We show that a = b.
We have observed in last example that 2 a
n
b
n
3. Hence,
taking limits, it follows that a b. Notice that
a
n
= 1 + 1 +
1
2!
_
1
1
n
_
+
1
3!
_
1
1
n
__
1
2
n
_
+
. . . +
1
n!
_
1
1
n
_
. . .
_
1
n 1
n
_
.
Hence, for m, n with m n, we have
a
n
1 + 1 +
1
2!
_
1
1
n
_
+
1
3!
_
1
1
n
__
1
2
n
_
+
+
1
m!
_
1
1
n
_
. . .
_
1
m1
n
_
.
Taking limit as n , we get (cf. Theorem 1.2 (c))
x 1 +
1
1!
+
1
2!
+
1
3!
+ +
1
m!
= b
m
.
Now, taking limit as m , we get a b. Thus we have proved
a = b.
The common limit in the above two examples is denoted by the
letter e.
EXAMPLE 1.9 Let a > 0. We show that, if 0 < a < 1, then the
sequence (a
n
) converges to 0, and if a > 1, then (a
n
) diverges to
innity.
Sequence of Real Numbers 11
Suppose 0 < a < 1. Then we can write a = 1/(1 +r), r > 0, and
we have
a
n
= 1/(1+r)
n
= 1/ (1 + nr + + r
n
) < 1/(1+nr) 0 as n .
Hence, a
n
0 as n .
An alternate way: Let x
n
= a
n
. Then (x
n
) is monotonically decreas-
ing and bounded below by 0. Hence (x
n
) converges, to say x. Then
x
n+1
= a
n+1
= ax
n
ax. Hence, x = ax. This shows that x = 0.
Next suppose a > 1. Then, since 0 < 1/a < 1, the sequence
(1/a
n
) converges to 0, so that (a
n
) diverges to innity. (Why ?)
EXAMPLE 1.10 The sequence (n
1/n
) converges to 1.
Note that n
1/n
= 1 +r
n
for some sequence (r
n
) of positive reals.
Then we have
n = (1 +r
n
)
n

n(n 1)
2
r
2
n
,
so that r
2
n
2/(n1) for all n 2. From this it follows, by Theorem
1.2(c), that r
n
0, and hence n
1/n
= 1 +r
n
1.
EXAMPLE 1.11 For any a > 0, (a
1/n
) converges to 1.
If a > 1, then we can write a
1/n
= 1 +r
n
for some sequence (r
n
)
of positive reals. Then we have
a = (1 +r
n
)
n
nr
n
so that r
n
a/n 0,
and hence a
1/n
= 1 +r
n
1.
In case 0 < a < 1, then 1/a > 1, so that 1/a
1/n
= (1/a)
1/n
1.
Hence, a
n
1.
EXAMPLE 1.12 Let (a
n
) be a bounded sequence of non-negative
real numbers. Then (1 + a
n
)
1/n
1 as n :
This is seen as follows: Let M > 0 be such that 0 a
n
M for
all n N. Then, 1 (1 + a
n
)
1/n
(1 + M)
1/n
for all n N. By
Example 1.11, (1 + M)
1/n
0. Hence the result follows by making
use of part (d) of Theorem 1.2.
EXAMPLE 1.13 As an application some of the results discussed
above, consider the sequence (a
n
) with a
n
= (1+1/n)
1/n
, n N. We
already know that lim
n
a
n
= 1. Now, two more proofs for the same.
12 Sequence and Series of Real Numbers
(i) Note that 1 a
n
2
1/n
, and 2
1/n
1 as n .
(ii) Also, note that a
n
= e
ln(1+1/n)
1/n
= e
1
n
ln(1+1/n)
. Since 1/n
0 and ln(1 + 1/n) log 1 = 0, it follows that a
n
= e
ln(1+1/n)
1/n

e
0
= 1. Here, we used the fact that the function f(x) := e
xln(1+x)
is
continuous at 0 and used Theorem 1.5.
EXAMPLE 1.14 Consider the sequence (a
n
) with a
n
= (1+n)
1/n
.
Then a
n
1 as n . We give two proofs for this result.
(i) Observe that a
n
= n
1/n
(1 + 1/n)
1/n
. We already know that
n
1/n
1, and (1 + 1/n)
1/n
1 as n .
(ii) Observe that n
1/n
(1 + n)
1/n
(2n)
1/n
= 2
1/n
n
1/n
, where
n
1/n
1 and 2
1/n
1 as n .
1.1.5 Cauchy sequence
Theorem 1.9 If a real sequence (a
n
) converges, then for every > 0,
there exists N N such that
[a
n
a
m
[ < n, m N.
Proof. Suppose a
n
a as n , and let > 0 be given. Then
we know that there exists N N such that [a
n
a[ < /2 for all
n N. Hence, we have
[a
n
a
m
[ [a
n
a[ +[a a
m
< n, m N.
This completes the proof.
If a sequence satises the conclusion of the above theorem then
we say that it is a Cauchy sequence.
Thus what we have shown is that every convergent sequence is a
Cauchy sequence. In fact, the converse of this statement is also true:
Theorem 1.10 Every Cauchy sequence of real numbers converges.
The proof of the above theorem requires more ideas from math-
ematical analysis, which are beyond the scope of this course.
Here is an example of a general nature.
Sequence of Real Numbers 13
EXAMPLE 1.15 Let (a
n
) be a sequence of real numbers. Suppose
there exists a positive real number < 1 such that
[a
n+1
a
n
[ [a
n
a
n1
[ n N, n 2.
Then (a
n
) is a cauchy sequence. To see this rst we observe that
[a
n+1
a
n
[
n1
[a
2
a
1
[ n N, n 2.
Hence, for n > m,
[a
n
a
m
[ [a
n
a
n1
[ + . . . +[a
m+1
a
m
[
(
n2
+ . . . +
m1
)[a
2
a
1
[

m1
(1 + + . . . +
nm3
)[a
2
a
1
[


m1
1
[a
2
a
1
[.
Since
m1
0 as m , given > 0, there exists N N such
that [a
n
a
m
[ < for all n, m N.
Exercise 1.9 Given a, b R and 0 < < 1, let (a
n
) be a sequence
of real numbers dened by a
1
= a, a
2
= b and
a
n+1
= (1 +)a
n
a
n1
n N, n 2.
Show that (a
n
) is a Cauchy sequence. Also, show that (a
n
) converges
to (b + a)/(1 ).
Exercise 1.10 Suppose f is a continuous function dened on an
interval J. If there exists 0 < < 1 such that
[f(x) f(y)[ [x y[ x, y J,
then the for any a J, the sequence (a
n
) dened by
a
1
= f(a), a
n+1
:= f(a
n
) n N,
is a Cauchy sequence. Show also that the limit of the sequence (a
n
)
is independent of the choice of a.
Exercise 1.11 Let s
n
= 1 +
1
2
+. . . +
1
n
for n N. Then show that
(s
n
) is not a Cauchy sequence.
Hint: For any n N, note that s
2n
s
n

1
2
.
14 Sequence and Series of Real Numbers
1.1.6 Additional Exercises
1. Establish convergence or divergence of the following sequences:
(i)
_
n
n + 1
_
(ii)
_
(1)
n
n
n + 1
_
(iii)
_
2n
3n
2
+ 1
_
,
(iv)
_
2n
2
+ 3
3n
2
+ 1
_
.
2. Suppose (a
n
) is a real sequence such that a
n
0 as n .
Show the following:
(i) The sequence (a
2
n
) converges to 0.
(ii) If a
n
> 0 for all n, then the sequence (1/a
n
) diverges to
innity.
3. If (a
n
) converges and a
n
x for all n N, then show that
x 0 and (

a
n
) converges to

x.
4. Suppose (a
n
) is a sequence of positive real numbers. Show the
following:
(i) If lim
n
(a
n+1
/a
n
) < 1, then (a
n
) converges to 0.
(ii) If lim
n
(a
n+1
/a
n
) > 1, then (a
n
) diverges.
5. Let a
1
= 1, a
n+1
=

2 + a
n
for all n N. Show that (a
n
)
converges. Also, nd its limit.
6. Prove that if (a
n
) is a Cauchy sequence having a subsequence
which converges to a, then (a
n
) itself converges to a.
7. Suppose (a
n
) is a sequence such that the subsequences (a
2n1
)
and (a
2n
) converge to the same limit, say a. Show that (a
n
)
also converges to a.
8. Show that, if a sequence (a
n
) has the property that a
n+1
a
n

0 as n , then (a
n
) need not converge.
9. If 0 < a < 1, then show that the sequence (na
n
) converges to
0.
Series of Real Numbers 15
10. If 0 < a < b and a
n
= (a
n
+ b
n
)
1/n
for all n N, then show
that (a
n
) converges to b.
Hint: Note that (a
n
+ b
n
)
1/n
= b(1 +
_
a
b
_
n
)
1/n
.
11. Let a
1
= 1 and a
n+1
=
1
4
(2a
n
+ 3) for all n N. Show that
(a
n
) is monotonically increasing and bounded above. Find its
limit.
12. Let a
1
= 1 and a
n+1
=
a
n
1+a
n
for all n N. Show that (a
n
)
converges. Find its limit.
13. If a
n
=

n + 1

n for all n N,,then show that (a


n
) and
(na
n
) converge. Find their limits.
14. If 0 < a < b and a
n+1
= (a
n
n
b
n
)
1/2
and b
n+1
=
a
n
+b
n
2
for all
n N with a
1
= a, b
1
= b, then show that (a
n
) and (b
n
)
converge to the same limit.
1.2 Series of Real Numbers
Denition 1.11 A series of real numbers is an expression of the
form

n=1
a
n
where (a
n
) is a sequence of real numbers. We may write
a series

n=1
a
n
also as a
1
+ a
2
+ a
3
+ . . ..
The number a
n
is called the n-th term of the series

n=1
a
n
, and
the sequence (s
n
) dened by s
n
:=
n

i=1
a
i
is called the n-th partial
sum of the series

n=1
a
n
.
1.2.1 Convergence and Divergence of Series
Denition 1.12 A series

n=1
a
n
is said to converge (to s R) if
the sequence s
n
of partial sums of the series converge (to s R).
If

n=1
a
n
converges to s, then we write

n=1
a
n
= s.
A series which does not converge is called a divergent series.
16 Sequence and Series of Real Numbers
A necessary condition
Theorem 1.11 If

n=1
a
n
converges, then a
n
0 as n .
Converse does not hold.
Proof. Clearly, if s
n
is the n-th partial sum of the convergent
series

n=1
a
n
, then
a
n
= s
n
s
n1
0 as n .
To see that the converse does not hold it is enough to observe
that the series

n=1
a
n
with a
n
=
1
n
for all n N diverges whereas
a
n
0.
The proof of the following corollary is immediate from the above
theorem.
Corollary 1.12 Suppose (a
n
) is a sequence of positive terms such
that a
n+1
> a
n
for all n N. Then the series

n=1
a
n
diverges.
The above theorem and corollary shows, for example, that the
series

n=1
n
n+1
diverges.
EXAMPLE 1.16 We have seen that the sequence (s
n
) with s
n
=
n

k=1
1
k!
converges. Thus, the series

n=1
1
n!
converges. Also, we have seen that
the sequence (
n
) with
n
=
n

k=1
1
k
diverges. Hence,

n=1
1
n
diverges.
EXAMPLE 1.17 Consider the geometric series series

n=1
aq
n1
,
where a, q R. Note that s
n
= a + aq + . . . + aq
n1
for n N.
Clearly, if a = 0, then s
n
= 0 for all n N. Hence, assume that
a ,= 0. Then we have
s
n
=
_
na if q = 1,
a(1q
n
)
1q
if q ,= 1.
Series of Real Numbers 17
Thus, if q = 1, then (s
n
) is not bounded; hence not convergent. If
q = 1, then we have
s
n
=
_
a if n odd,
0 if n even.
Thus, (s
n
) diverges for q = 1 as well. Now, assume that [q[ , = 1. In
this case, we have

s
n

a
1 q

=
[a[
[1 q[
[q[
n
.
This shows that, if [q[ < 1, then (s
n
) converges to
a
1q
, and if [q[ > 1,
then (s
n
) is not bounded, hence diverges.
Theorem 1.13 Suppose (a
n
) and (b
n
) are sequences such that for
some k N, a
n
= b
n
for all n k. Then

n=1
a
n
converges if and
only if

n=1
b
n
converges.
Proof. Suppose s
n
and
n
be the n-th partial sums of the se-
ries

n=1
a
n
and

n=1
b
n
respectively. Let =

k
i=1
a
i
and =

k
i=1
b
i
. Then we have
s
n
=
n

i=k+1
a
i
=
n

i=k+1
b
i
=
n
n k.
From this it follows that the sequence (s
n
) converges if and only if
(
n
) converges.
From the above theorem it follows if

n=1
b
n
is obtained from

n=1
a
n
by omitting or adding a nite number of terms, then

n=1
b
n
converges if and only if

n=1
a
n
converges.
The proof of the following theorem is left as an exercise.
Theorem 1.14 Suppose

n=1
a
n
converges to s and

n=1
b
n
con-
verges to . Then for every , R,

n=1
(a
n
+ b
n
) converges
to s + .
18 Sequence and Series of Real Numbers
1.2.2 Some Tests for Convergence
Theorem 1.15 (Comparison test) Suppose (a
n
) and (b
n
) are se-
quences of non-negative terms, and a
n
b
n
for all n N. Then,
(i)

n=1
b
n
converges =

n=1
a
n
converges,
(ii)

n=1
a
n
diverges =

n=1
b
n
diverges.
Proof. Suppose s
n
and
n
be the n-th partial sums of the series

n=1
a
n
and

n=1
b
n
respectively. By the assumption, we get 0
s
n

n
for all n N, and both (s
n
) and (
n
) are monotonically
increasing.
(i) Since (
n
) converges, it is bounded. Let M > 0 be such that

n
M for all n N. Then we have s
n
M for all n N. Since
(s
n
) are monotonically increasing, it follows that (s
n
) converges.
(ii) Proof of this part follows from (i) (How?).
Corollary 1.16 Suppose (a
n
) and (b
n
) are sequences of positive
terms.
(a) Suppose := lim
n
a
n
b
n
exists. Then we have the following:
(i) If > 0, then

n=1
b
n
converges

n=1
a
n
converges.
(ii) If = 0, then

n=1
b
n
converges

n=1
a
n
converges.
(b) Suppose lim
n
a
n
b
n
= . Then

n=1
a
n
converges

n=1
b
n
con-
verges.
Proof. (a) Suppose lim
n
a
n
b
n
= = .
(i) Let > 0. Then for any > 0 there exists n N such that
Series of Real Numbers 19
<
a
n
b
n
< + for all n N. Equivalently, ( )b
n
< a
n
< ( + )b
n
for all n N. Had we taken = /2, we would get

2
b
n
< a
n
<
3
2
b
n
for all n N. Hence, the result follows by comparison test.
(ii) Suppose = 0. Then for > 0, there exists n N such that
<
a
n
b
n
< for all n N. In particular, a
n
< b
n
for all n N.
Hence, we get the result by using comparison test.
(b) By assumption, there exists N N such that
a
n
b
n
1 for all
n N. Hence the result follows by comparison test.
EXAMPLE 1.18 We have already seen that the sequence (s
n
) with
s
n
=
n

k=1
1
k!
converges. Here is another proof for the same fact: Note
that
1
n!

1
2
n1
for all n N. Since

n=1
1
2
n1
converges, it follows
from the above theorem that

n=1
1
n!
converges.
EXAMPLE 1.19 Since
1

n

1
n
for all n N, and since the series

n=1
1
n
diverges, it follows from the above theorem that the series

n=1
1

n
also diverges.
Theorem 1.17 (deAlemberts test) Suppose (a
n
) is a sequence
of positive terms such that lim
n
a
n+1
a
n
= exists. Then we have the
following:
(i) If < 1, then the series

n=1
a
n
converges.
(ii) If > 1, then the series

n=1
a
n
diverges.
20 Sequence and Series of Real Numbers
Proof. (i) Suppose < q < 1. Then there exists N N such that
a
n+1
a
n
< q n N.
In particular,
a
n+1
< q a
n
< q
2
a
n1
< . . . < q
n
a
1
, n N.
Since

n=1
q
n
converges, by comparison test,

n=1
a
n
also con-
verges.
(ii) Since 1 < p < . Then there exists N N such that
a
n+1
a
n
> p > 1 n N.
From this it follows that (a
n
) does not converge to 0. Hence

n=1
a
n
diverges.
Theorem 1.18 (Cauchys test) Suppose (a
n
) is a sequence of pos-
itive terms such that lim
n
a
n
1/n
= exists. Then we have the
following:
(i) If < 1, then the series

n=1
a
n
converges.
(ii) If > 1, then the series

n=1
a
n
diverges.
Proof. (i) Suppose < q < 1. Then there exists N N such that
a
n
1/n
< q n N.
Hence, a
n
< q
n
for all n N. Since the

n=1
q
n
converges, by
comparison test,

n=1
a
n
also converges.
(ii) Since 1 < p < . Then there exists N N such that
a
n
1/n
> p > 1 n N.
Hence, a
n
1 for all n N. Thus, (a
n
) does not converge to 0.
Hence,

n=1
a
n
also diverges.
We remark that both dAlemberts test and Cauchy test are silent
for the case lim
n
a
n+1
a
n
= 1. But, for such case, we may be able infer
the convergence or divergence by some other means.
Series of Real Numbers 21
EXAMPLE 1.20 For every x R, the series

n=1
x
n
n!
converges:
Here, a
n
=
x
n
n!
. Hence
a
n+1
a
n
=
x
n + 1
n N.
Hence, it follows that lim
n
a
n+1
a
n
= 0, so that by dAlemberts test,
the series converges.
EXAMPLE 1.21 The series

n=1
_
n
2n + 1
_
n
converges: Here
a
n
1/n
=
n
2n + 1

1
2
< 1.
Hence, by Cauchys test, the series converges.
EXAMPLE 1.22 Consider the series

n=1
1
n(n + 1)
. In this series,
we see that lim
n
a
n+1
a
n
= 1 = lim
n
a
n
1/n
. However, the n-th partial
sum s
n
is given by
s
n
=
n

k=1
1
k(k + 1)
=
n

k=1
_
1
k

1
k + 1
_
= 1
1
n + 1
.
Hence s
n
converges to 1.
EXAMPLE 1.23 Consider the series

n=1
1
n
2
. In this case, we see
that
1
(n + 1)
2
=
1
n(n + 1)
n N.
Since

n=1
1
n(n + 1)
converges, by comparison test, the given series
also converges.
EXAMPLE 1.24 Consider the series

n=1
1
n
p
for p ,= 1. It is easily
22 Sequence and Series of Real Numbers
seen from the graph of the function f(x) := 1/x
p
, x R, that
n

k=2
1
n
p

_
n
1
1
x
p
dx =
n
1p
1
1 p
=
n
, say,
and
n

k=1
1
n
p

_
n+1
1
1
x
p
dx =
n
1p
1
1 p
=
n+1
.
Note that, for p > 1,
n
converges to 1/(p 1), and for p < 1,

n
is unbounded. Hence, we can conclude that the given series
converges if p > 1, and diverges if p 1.
1.2.3 Alternating series
Denition 1.13 A series of the form

n=1
(1)
n+1
u
n
where u
n

is a sequence of positive terms is called an alternating series.


Theorem 1.19 (Leibnizs theorem) Suppose u
n
is a sequence of
positive terms such that u
n
u
n+1
for all n N, and u
n
0 as
n . Then the alternating series

n=1
(1)
n+1
u
n
converges.
Proof. Let s
n
be the n-th partial sum of the alternating series

n=1
(1)
n+1
u
n
. We observe that
s
2n+1
= s
2n
+ u
2n+1
n N.
Since u
n
0 as n , from the above relation it follows that
s
2
n converges if and only if s
2n+1
converges, and in that case,
s
n
converges. We show that s
2
n converges. Note that
s
2n
= (u
1
u
2
) + (u
3
u
4
) + . . . + (u
2n1
u
2n
),
s
2n
= u
1
(u
2
u
3
) . . . (u
2n2
u
2n1
) u
2n
for all n N. Hence, it follows that s
2n
is monotonically increasing
and bounded above. Therefore s
2n
converges.
By the above theorem, it follows that the series

n=1
(1)
n+1
n
con-
verges.
Series of Real Numbers 23
Consider an alternating series

n=1
(1)
n+1
u
n
, where u
n
u
n+1
for all n N, and u
n
0 as n . Let s
n
be the n-th partial sum
of the alternating series

n=1
(1)
n+1
u
n
. By the above theorem,
s := limn s
n
exists.
We have shown that s
2n
is an increasing sequence. Similarly,
it can be shown that s
2n1
is a decreasing sequence. Note that
s
2n
= s
2n1
u
2n
, s
2n+1
= s
2n
+ u
2n+1
n N.
From the above observations, it follows that for m n,
s
2n1
= s
2n
+ u
2n
s
2m
+ u
2n
, s
2m+1
s
2n+1
= s
2n
+ u
2n+1
.
Hence, taking limit as m , we have
s
2n1
s + u
2n
, s s
2n
+ u
2n+1
for all n N, i.e.,
s
2n1
s u
2n
, s s
2n
u
2n+1
n N.
Since s
2n1
s, s s
2n
for all n N, we get
[s s
n
[ u
n+1
n N.
1.2.4 Absolute convergence
Denition 1.14 A series

n=1
a
n
is said to converge absolutely, if

n=1
[a
n
[ converges.
Theorem 1.20 Every absolutely convergent series converges.
Proof. Suppose

n=1
a
n
is an absolutely convergent series. Let
s
n
and
n
be the n-th partial sums of the series

n=1
a
n
and

n=1
[a
n
[
respectively. Then, for n > m, we have
[s
n
s
m
[ =

j=m+1
a
n

j=m+1
[a
n
[ = [
n

m
[.
Since,
n
converges, it is a Cauchy sequence. Hence, form the
above relation it follows that s
n
is also a Cauchy sequence. There-
fore, by the Cauchy criterion, it converges.
24 Sequence and Series of Real Numbers
Another proof without using Cauchy criterion. Suppose

n=1
a
n
is an absolutely convergent series. Let s
n
and
n
be the n-th par-
tial sums of the series

n=1
a
n
and

n=1
[a
n
[ respectively. Then it
follows that
s
n
+
n
= 2p
n
,
where p
n
is the sum of all positive terms from a
1
, . . . , a
n
. Since

n
converges, it is bounded, and since p
n

n
for all n N,
the sequence p
n
is also bounded. Moreover, p
n
is monotonically
increasing. Hence p
n
converge as well. Thus, both s
n
, p
n

converges. Now, since s


n
= 2p
n

n
for all n N, the sequence s
n

also converges.
Denition 1.15 A series

n=1
a
n
is said to converge conditionally
if

n=1
a
n
converges, but

n=1
[a
n
[diverges.
EXAMPLE 1.25 The series

n=1
(1)
n+1
n
is conditionally conver-
gent.
EXAMPLE 1.26 The series

n=1
(1)
n+1
n
2
is absolutely convergent.
EXAMPLE 1.27 The series

n=1
(1)
n+1
n!
is absolutely convergent.
EXAMPLE 1.28 For any R, the series

n=1
sin(n)
n
2
is abso-
lutely convergent: Note that

sin(n)
n
2

1
n
2
n N.
Since

n=1
1
n
2
converges, by comparison test,

n=1

sin(n)
n
2

also
converges.
Here are two more results whose proofs are based on some ad-
vanced topics in analysis
Theorem 1.21 Suppose

n=1
a
n
is an absolutely convergent se-
ries and (b
n
) is a sequence obtained by rearranging the terms of
(a
n
). Then

n=1
b
n
is also absolutely convergent, and

n=1
a
n
=

n=1
b
n
.
Theorem 1.22 Suppose

n=1
a
n
is a conditionally convergent se-
ries. The for every R, there exists a sequence (b
n
) whose terms
are obtained by rearranging the terms of (a
n
) such that

n=1
b
n
= .
Series of Real Numbers 25
To illustrate the last theorem consider the conditionally conver-
gent series

n=1
(1)
n+1
n
. Consider the following rearrangement of
this series:
1
1
2

1
4
+
1
3

1
6

1
8
+ +
1
2k 1

1
4k 2

1
4k
+ .
Thus, if a
n
=
(1)
n+1
n
for all n N, the rearranged series is

n=1
b
n
,
where
b
3k2
=
1
2k 1
, b
3k1
=
1
4k 2
, b
3k
=
1
4k
for k = 1, 2, . . .. Let s
n
and
n
be the n-th partial sums of the series

n=1
a
n
and

n=1
b
n
respectively. Then we see that

3k
= 1
1
2

1
4
+
1
3

1
6

1
8
+ +
1
2k 1

1
4k 2

1
4k
=
_
1
1
2

1
4
_
+
_
1
3

1
6

1
8
_
+ +
_
1
2k 1

1
4k 2

1
4k
_
=
_
1
2

1
4
_
+
_
1
6

1
8
_
+ +
_
1
4k 2

1
4k
_
=
1
2
__
1
1
2
_
+
_
1
3

1
4
_
+ +
_
1
2k 1

1
2k
__
=
1
2
s
2k
.
Also, we have

3k+1
=
3k
+
1
2k + 1
,
3k+2
=
3k
+
1
2k + 1

1
4k + 2
.
We know that s
n
converge. Let lim
n
s
n
= s. Since, a
n
0 as
n , it then follows that
lim
k

3k
=
s
2
, lim
k

3k+1
=
s
2
, lim
k

3k+2
=
s
2
.
Hence, we can infer that
n
s/2 as n .
2
Denite Integral
2.1 Introduction
In calculus we dene integral of a function f : [a, b] R between the
limits a and b, i.e.,
_
b
a
f(x)dx,
to be the number g(b) g(a), where g : [a, b] R is such that its
derivative of f. One immediate question one raises would be:
(i) Given any function f : [a, b] R, does there exist a dieren-
tiable function g : [a, b] R such that g

(x) = f(x)?
Obviously, it is not necessary to have such a function g.
Another point one recalls is that if g : [a, b] R is a dierentiable
function, then g

(x) has a geometric meaning, namely, it represents


the slope of the tangent to the graph of g at the point x.
(ii) Do we have a geometric meaning to the integral
_
b
a
f(t)dt?
We answer both the above questions armatively for a certain
class of functions f by giving a geometric denition of the concept
of integral.
Suppose f is a bounded (real valued) function dened on a closed
interval [a, b], i.e., f : [a, b] R, and there exist m > 0, M > 0 such
that m f(x) M for all x [a, b]. Our attempt is to associate a
number to such a function such that, in case f(x) 0 for x [a, b],
then is the area of the region R
f
bounded by the graph of f, x-axis,
and the ordinates at a and b. We may not succeed to do this for all
bounded functions f.
26
Introduction 27
Suppose, for a moment, f(x) 0 for all x [a, b]. Let us agree
that we have some idea about what the area under the graph of f.
Then it is clear that
m(b a) area(R
f
) M(b a). (2.1.1)
Thus, we get estimates for area(R
f
). To get better estimates, let us
consider a point c such that a < c < b, and let m
1
, m
2
, M
1
, M
2
be
such that
m
1
f(x) M
1
x [a, c]; m
2
f(x) M
2
x [c, b].
Then it is obvious that
m
1
(c a) +m
2
(b c) area(R
f
) M
1
(c a) +M
2
(b c). (2.1.2)
Since
m(b a) = m(c a) + m(b c) m
1
(c a) + m
2
(b c),
M(b a) = M(c a) + M(b c) M
1
(c a) + M
2
(b c),
we can infer that the estimates in (2.1.2) are better than those in
(2.1.1). We would have got still better estimates if we had taken
m
1
, m
2
, M
1
, M
2
as
m
1
= inff(x) : a x c, m
2
= inff(x) : c x b,
M
1
= supf(x) : a x c, M
2
= supf(x) : c x b,
We can improve these bounds by taking more and more points in
[a, b]. This is the basic idea of Riemann integration.
In the above, for S R, the expressions inf S and supS denote
respectively the greatest lower bound and least upper bound of S. Let
us recall the denitions of these concepts.
Let S be a set of real numbers.
A number is called an upper bound of S if s for all s S,
and a number is called a lower bound of S if s for all s S.
By a least upper bound (lub) or supremum of S we mean
a number
0
which is an upper bound of S, and every other upper
bound of S is strictly bigger than
0
. Similarly, a greatest lower
28 Denite Integral
bound (glb) or inmum of S we mean a number
0
which is a
lower bound of S, and every other lower bound of S is strictly less
than
0
.
Alternatively,
0
R is the supremum of S i for every > 0,
there exists s S such that
0
s, and
0
R is the inmum
of S i for every > 0, there exists t S such that t
0
+ .
2.2 Upper and Lower Sums
Let f : [a, b] R be a bounded function, and let P be a partition of
[a, b], i.e., a nite set P = x
0
, x
1
, x
2
, . . . , x
k
of points in [a, b] such
that
P : a = x
0
< x
1
< x
2
< . . . < x
k
= b.
Corresponding to this partition and the function f, we associate two
numbers:
L(P, f) :=
k

i=1
m
i
x
i
, U(P, f) :=
k

i=1
M
i
x
i
,
where, for i = 1, . . . , k, x
i
= x
i
x
i1
, and
m
i
= inff(x) : x
i1
x x
i
, M
i
= supf(x) : x
i1
x x
i
.
Denition 2.1 The quantities U(P, f) and L(P, f) are called upper
sum and lower sum, respectively, of the function f associated with
the partition P.
Note that if f(x) 0 for all x [a, b], then L(P, f) and is the
total area of the rectangles with lengths m
i
and widths x
i
x
i1
,
and U(P, f) is the total area of the rectangle with lengths M
i
and
widths x
i
x
i1
, for i = 1, . . . , k. Thus, it is intuitively clear that the
required area, say , under the graph of f must satisfy the relation:
L(P, f) U(P, f)
for all partitions P of [a, b].
Now, let T be the set of all partitions of [a, b]. Then we have
L(P, f) U(P, f) P T.
Upper and Lower Sums 29
Now, let
m = inff(x) : a x b, M = supf(x) : a x b.
Since
m m
i
M
i
M i = 1, . . . , k,
and since
k

i=1
mx
i
= m(b a),
k

i=1
Mx
i
= M(b a),
it follows that
m(b a) L(P, f) U(P, f) M(b a) P, Q T.
Hence, the set L(P, f) : P T is bounded above by M(b a), and
the set U(Q, f) : Q T is bounded below by m(b a). Thus
(f) := supL(P, f) : P T M(b a),
(f) := infU(P, f) : P T m(b a)
exist. The quantities (f) and (f) are known as lower integral and
upper integral respectively.
In dening the quantities (f) and (f), we have assume an
important property of the set R of real numbers. That reads as
follows:
Least Upper Bound Property: If S is a subset of R which is
bounded above, then supS exists.
Using the above property the following property can be proved:
Geast Lower Bound Property: If S is a subset of R which is
bounded below, then inf S exists.
Although we know that L(P, f) U(P, f) for all P T, it is
not obvious whether (f) (f). In fact, it is true. To see this, we
make use of the following easily veriable result.
Lemma 2.1 For P, Q T, let

P = PQ, i.e., the partition obtained
by taking all the points in P Q. Then
L(P, f) L(

P, f), U(

P, f) U(Q, f).
30 Denite Integral
By the above Lemma 2.1, we have
L(P, f) U(Q, f) P, Q T.
Therefore, it follows that,
(f) (f).
As a consequence, we also have
(f) (f) U(P, f) L(P, f),
m(b a) L(P, f) (f) (f) U(Q, f) M(b a)
for all P, Q T.
2.3 Integrability and integral
Denition 2.2 If (f) = (f), then we say that f is integrable on
[a, b], and the common value is called the integral of f. The integral
of f, if exists, is denoted by
_
b
a
f(x) dx.
Note that if
_
b
a
f(x) dx exists, then
L(P, f)
_
b
a
f(x) dx U(Q, f) P, Q T.
Theorem 2.2 Suppose f is integrable on [a, b], and m, M are such
that m f(x) M for all x [a, b]. Then
m(b a)
_
b
a
f(x) dx M(b a).
In particular, if M
0
> 0 is such that [f(x)[ M
0
for all x [a, b],
then

_
b
a
f(x) dx

M
0
(b a).
Integrability and integral 31
Proof. We know that for any partition P on [a, b],
m(b a) L(P, f)
_
b
a
f(x) dx U(P, f) M(b a).
Hence the result.
Remark 2.1 Suppose f : [a, b] R is integrable. Then we dene
_
a
b
f(x) dx :=
_
b
a
f(x) dx.
Also, for any function function f : [a, b] R, we dene
_

f(x) dx := 0 [a, b].


EXAMPLE 2.1 Let f(x) = c for all x [a, b], for some c R.
Then we have
L(P, f) = c(b a), U(P, f) = c(b a)
Hence
c(b a) = L(P, f) (f) (f) U(P, f) = c(b a),
showing the integrability of f, and
_
b
a
f(x)dx = c(b b).
EXAMPLE 2.2 Let f(x) = x for all x [a, b] for some c R.
Let x
i
= a + i
(ba)
n
, for i = 1, . . . , n. Then with P
n
= x
i

n
i=1
is a
partition of [a, b]. We note that m
i
= x
i1
, M
i
= x
i
for i = 1, . . . , n,
and hence
L(P
n
, f) =
n

i=1
x
i1
x
i
=
n

i=1
_
a + (i 1)
(b a)
n
_
(b a)
n
,
U(P
n
, f) =
n

i=1
x
i
x
i
=
n

i=1
_
a + i
(b a)
n
_
(b a)
n
.
It is see that
L(P
n
, f) = a(b a)
(b a)
2
n
+ (b a)
2
n(n + 1)
2n
2

b
2
a
2
2
,
32 Denite Integral
U(P
n
, f) = a(b a) +
(b a)
2
n
2
n(n + 1)
2

b
2
a
2
2
as n . Now, since
L(P
n
, f) (f) (f) U(P
n
, f) n N,
it follows by taking limit as n that
(f) = (f) =
b
2
a
2
2
.
In the above example what we have showed is that for a sequence
(P
n
) of partitions, the sequences U(P
n
, f) and L(P
n
, f) converge
to the same point. This is true in general as well as well as the
following theorem shows,
Theorem 2.3 If there is a sequence (P
n
) of partitions such that both
the sequences U(P
n
, f) and L(P
n
, f) converge to the same point,
say , then f is Riemann integrable, and =
_
b
a
f(x)dx.
Proof. Suppose (P
n
) is a sequence of partitions of [a, b] such that
both the sequences U(P
n
, f) and L(P
n
, f) converge to the same
point, say . We know that
L(P
n
, f) (f) (f) U(P
n
, f) n N.
By hypothesis, it then follows that (f) = (f) = .
In fact, we have the following.
Theorem 2.4 Let f : [a, b] R be a bounded function. If for every
> 0, there exists a partition P such that U(P, f) L(P, f) < ,
then f is integrable. Conversely, if f is integrable, then for every
> 0, there exists a partition P such that U(P, f) L(P, f) < .
Proof. Suppose that for every > 0, there exists a partition P
such that U(P, f) L(P, f) < . So, let > 0, and P be a partition
such that U(P, f) L(P, f) < . Since
(f) (f) U(P, f) L(P, f),
Integrability and integral 33
it follows that < for all > 0. Consequently, = , and
hence f is integrable.
Conversely, suppose f is integrable on [a, b], i.e., :=
_
b
a
f(x) dx
exists. Then we know that
supL(P, f) : P T = = infU(P, f) : P T.
Now, let > 0. Then there exist partitions P
1
and P
2
such that
U(P
1
, f) < +

2
,

2
< L(P
2
, f).
Thus
U(P
1
, f)

2
< < L(P
2
, f) +

2
.
Now, let P = P
1
P
2
. Then, by Lemma 2.1, we have
U(P, f) U(P
1
, f), L(P
2
, f) L(P, f).
Hence,
U(P, f)

2
< < L(P, f) +

2
.
Thus,
U(P, f) L(P, f) < .
This completes the proof.
For computation of
_
b
a
f(x) dx, the following result is sometimes
useful.
Theorem 2.5 Suppose f : [a, b] R is a bounded function. Suppose
there exits a sequence P
n
of partitions of [a, b] such that
U(P
n
, f) L(P
n
, f) 0 as n .
Then f is integrable. Conversely, suppose f is integrable. Then there
exits a sequence P
n
of partitions of [a, b] such that
U(P
n
, f) L(P
n
, f) 0 as n .
In such case,
U(P
n
, f)
_
b
a
f(x) dx, L(P
n
, f)
_
b
a
f(x) dx as n .
34 Denite Integral
Proof. Suppose there exits a sequence P
n
of partitions of [a, b]
such that
U(P
n
, f) L(P
n
, f) 0 as n .
Then,
0 (f) (f) U(P
n
, f) L(P
n
, f) 0 as n .
Hence, (f) = (f), and hence f is integrable.
Conversely, suppose f is is integrable. Then, by Theorem 2.4, for
each n N, there exists a partition P
n
on [a, b] such that
U(P
n
, f) L(P
n
, f) <
1
n
.
Hence, U(P
n
, f) L(P
n
, f) 0 as n .
Since
L(P
n
, f) (f) (f) U(P
n
, f) n N
it also follows that
U(P
n
, f)
_
b
a
f(x) dx, L(P
n
, f)
_
b
a
f(x) dx as n .
This completes the proof.
Can we impose some conditions on (P
n
) which guarantees the
convergence U(P
n
, f) L(P
n
, f) 0 as n ? We shall take
up this issue in the next section. Before doing that let us introduce
another concept, the Riemann sums of f.
2.3.1 Riemann sum
Denition 2.3 Let f : [a, b] R be a function, P = x
i
: i =
1, . . . , k be a partition of [a, b], and T = t
i
: i = 1, . . . , k be such
that x
i1
t
i
x
i
for all i = 1, . . . , k. Such a set T is called a set
of tags on P. The quantity
S(P, f, T) :=
k

i=1
f(t
i
)x
i
is called the Riemann sum for f associated with the partition P and
the set T of tags on P.
Integral of Continuous Functions 35
We may observe that for any partition P and for any set T of
tags on P,
L(P, f) S(P, f, T) U(P, f).
This observation together with Theorem 2.5 gives the following re-
sult.
Theorem 2.6 Suppose f : [a, b] R is a bounded function. If P
n

is a sequence of partitions of [a, b] such that


U(P
n
, f) L(P
n
, f) 0 as n ,
then f is integrable, and
S(P
n
, f, T
n
))
_
b
a
f(x) dx,
where T
n
is any set of tags on P
n
, n N.
Remark 2.2 in the Appendix, we have given a characterization of
integrability using Riemann sums (see Theorem 9.1).
2.4 Integral of Continuous Functions
Next we prove that every continuous function dened on a closed
interval [a, b] is integrable. First we recall some denitions.
Denition 2.4 Let J be an interval (open or closed or semi-open).
A function f : J R is said to be continuous at a point x
0
J
if for every > 0, there exists > 0 (depends in general on and on
the point x
0
) such that
[f(x) f(x
0
)[ < whenever [x x
0
[ < .
Denition 2.5 Let J be an interval (open or closed or semi-open).
A function f : J R is said to be continuous on J if it is contin-
uous at every point in J.
Denition 2.6 denition1 Let J be an interval (open or closed
or semi-open). A function f : J R is said to be uniformly
continuous on J if for every > 0, there exists > 0 (depends in
general on ) such that
[f(x) f(y)[ < whenever [x y[ < .
36 Denite Integral
Now we list a few important properties of continuous functions.
Suppose f : [a, b] R is continuous. The we have the following:
f is bounded and uniformly continuous.
Intermediate-value property: Suppose , R such that
< . Suppose x
1
, x
2
[a, b] are such that f(x
1
) = , f(x
2
) = . If
c
1
< < c
2
, then then there exists x
0
in the interval with end-points
x
1
, x
2
such that f(x
0
) = .
For every , [a, b] with < , there exist , [, ] such
that
f() = inf
x
f(x), f() = sup
x
f(x).
Denition 2.7 Let J be an interval. A function f : J R is said
to be piece-wise continuous if f is not continuous only at a nite
number of points in J.
Note: A piece-wise continuous function need not be bounded. For
example, the function f : [1, 1] R dened by f(x) = 1/x for
x ,= 0 and f(0) = 0 is piece-wise continuous, but not bounded.
In the following we shall make use of the following notation:
For a partition P := x
i
: i = 1, . . . , k of [a, b], we denote
(P) := maxx
i
x
i1
: i = 1, . . . , k
n
,
and it is called the mesh of the partition P.
Theorem 2.7 Suppose f : [a, b] R is a continuous function. Then
f is integrable. In fact, we have the following:
(i) For every > 0 there exists a > 0 such that for every
partition P of [a, b] with (P) < , we have
U(P, f) L(P, f) < .
(ii) Suppose P
n
is a sequence of partitions of [a, b] such that
(P
n
) 0 as n . Then the sequences U(P
n
, f), L(P
n
, f)
S(P
n
, f, T
n
) converge to the same limit
_
b
a
f(x) dx.
Integral of Continuous Functions 37
Proof. Let f : [a, b] R be a continuous function, and let > 0
be given. Let P : a = x
0
< x
1
< x
2
. . . < x
k
= b be a partition of
[a, b]. Then
U(P, f) L(P, f) =
k

i=1
(M
i
m
i
)(x
i
x
i1
).
Since f is continuous on the closed interval [a, b], there exists
i
,
i
in
[x
i1
, x
i
] such that M
i
= f(
i
), m
i
= f(
i
) for i = 1, . . . , k. Hence,
U(P, f) L(P, f) =
k

i=1
[f(
i
) f(
i
)](x
i
x
i1
).
Again, since f is uniformly continuous on [a, b], there exists > 0
such that [f(t) f(s)[ < /(b a) whenever [t s[ < . Hence, if we
take P such that (P) < , then we have
U(P, f) L(P, f) =
k

i=1
[f(
i
) f(
i
)](x
i
x
i1
) < .
Therefore, by Theorem 2.4, f is integrable.
Next, suppose P
n
is a sequence of partitions such that (P
n
)
0 as n . Let N N be such that (P
n
) < for all n N. Then,
it follows by (i) above that U(P
n
, f) L(P
n
, f) < for all n N,
showing that U(P
n
, f) L(P
n
, f) 0 as n . From this, the last
observation also follows, since
L(P
n
, f)
_
b
a
f(x)dx U(P
n
, f),
L(P
n
, f) S(P
n
, f, T
n
) U(P
n
, f)
for all n N.
EXAMPLE 2.3 Let f(x) = e
x
for all x [a, b]. Then, f is contin-
uous. Let
h
n
=
(b a)
n
, x
i
= a + ih
n
, t
i
= x
i1
, i = 1, . . . , n.
38 Denite Integral
Then with P
n
= x
i

n
i=1
and T = t
i

n
i=1
, we have (P
n
) 0, and
S(P
n
, f, T
n
) = h
n
n

i=1
e
a+(i1)h
n
= h
n
e
a
n

i=1

(i1)
n
= h
n
e
a

n
n
1

n
1
,
where
n
= e
h
n
. Since
n
n
= e
ba
, we have
S(P
n
, f, T
n
) = h
n
e
a

n
n
1

n
1
= e
a
[e
ba
1]
h
n
e
h
n
1
.
Since lim
n
h
n
e
h
n
1
= 1, it follows that
S(P
n
, f, T
n
) = e
a
[e
ba
1]
h
n
e
h
n
1
e
a
[e
ba
1] = e
b
e
a
.
Note: In the above we used the result that, if g is a continuous
function, then x
n
x implies g(x
n
) g(x), and also applied the
lHospital rule: lim
xx
e
z
e
z
1
= lim
xx
1
e
z
= 1.
Theorem 2.8 Suppose f : [a, b] R is bounded and piecewise con-
tinuous,i.e., there are at most a nite number of points in [a, b] at
which f is discontinuous. Then f is integrable.
Proof. Let > 0 be given. We have to show that there exists a
partition P such that U(P, f) L(P, f) < .
Suppose that c (a, b) such that f is continuous on [a, c) and
(c, b]. Let > 0 be such that c + < b and c > a. Let f
1
, f
2
, f
3
be restrictions of f to the intervals [a, c], [c+, b] and [c, c+],
respectively. Since f is continuous on [a, c ] and [c + , b], f is
integrable on these intervals, so that there exist partitions P
1
on
[a, c ] and P
2
on [c + , b] such that
U(P
1
, f
1
) L(P
1
, f
1
) <

3
, U(P
2
, f
2
) L(P
2
, f
2
) <

3
.
Assume that > 0 is so small that (M m) < /6. Then for any
partition P
3
on [c , c + ], we have
U(P
3
, f
3
) L(P
3
, f
3
) <

3
.
Now, for the partition P = P
1
P
2
P
3
on [a, b], we have
U(P, f) = U(P
1
, f
1
) + U(P
2
, f
2
) + U(P
3
, f
3
),
Some properties 39
L(P, f) = L(P
1
, f
1
) + L(P
2
, f
2
) + L(P
3
, f
3
).
Hence,
U(P, f) L(P, f) < .
Thus, f is integrable. The case of more than one (but nite number
of) points of discontinuity can be handled analogously.
2.5 Some properties
Theorem 2.9 Suppose f is integrable on [a, c] and [c, b]. Then f is
integrable on [a, b], and
_
b
a
f(x) dx =
_
c
a
f(x) dx +
_
b
c
f(x) dx.
Proof. Let f
1
= f[
[a,c]
, f
2
= f[
[c,b]
. Let > 0 be given. Since f
1
and f
2
are integrable, there exist partitions P
1
and P
2
of [a, c] and
[c, b] respectively such that
U(P
1
, f
1
) L(P
1
, f
1
) <

2
, U(P
2
, f
2
) L(P
2
, f
2
) <

2
.
Suppose P = P
1
P
2
. Then, it can be seen that
L(P, f) = L(P
1
, f
1
) +L(P
2
, f
2
), U(P, f) = U(P
1
, f
1
) +U(P
2
, f
2
).
Hence,
U(P, f)L(P, f) = [U(P
1
, f
1
)L(P
1
, f
1
)]+[U(P
2
, f
2
)L(P
2
, f
2
)] < .
Thus f is integrable. Since
L(P, f)
_
b
a
f(x)dx U(P, f),
L(P
1
, f
1
)+L(P
2
, f
2
)
_
c
a
f(x)dx+
_
b
c
f(x)dx U(P
1
, f
1
)+U(P
2
, f
2
),
it follows that

_
c
a
f(x) dx +
_
b
c
f(x) dx
_
b
a
f(x) dx

< .
This is true for all > 0. Hence the nal result.
40 Denite Integral
Theorem 2.10 (Mean-value theorem) Suppose f is continuous
on [a, b]. Then there exists x
0
[a, b] such that
1
b a
_
b
a
f(x) dx = f(x
0
).
Proof. By Theorem 2.2,
m
1
b a
_
b
a
f(x) dx M.
Since there exist , [a, b] such that f() = m, f() = M, it
follows from intermediate value property that there exists x
0
[a, b]
such that
1
b a
_
b
a
f(x) dx = f(x
0
).
Hence the result.
Theorem 2.11 Suppose f and g are continuous functions on [a, b].
Then
_
b
a
[f(x) + g(x)] dx =
_
b
a
f(x) dx +
_
b
a
g(x) dx
_
b
a
c f(x) dx = c
_
b
a
f(x) dx c R.
Proof. Suppose P
n
is a sequence of partitions on [a, b] such that
(P
n
) 0 as n . For each n N, let T
n
be a set of tags on
P
n
. Since f, g are continuous, the functions f + g and c f are also
continuous for every c R, and
S(P
n
, f, T
n
)
_
b
a
f(x) dx, S(P
n
, g, T
n
)
_
b
a
g(x) dx,
S(P
n
, f + g, T
n
)
_
b
a
[f(x) + g(x)] dx.
Now, since
S(P
n
, f + g, T
n
) = S(P
n
, f, T
n
) + S(P
n
, g, T
n
),
S(P
n
, c f, T
n
) = c S(P
n
, f, T
n
) c R,
Some results 41
it follows that
_
b
a
[f(x) + g(x)] dx =
_
b
a
f(x) dx +
_
b
a
g(x) dx,
_
b
a
c f(x) dx = c
_
b
a
f(x) dx c R.
This completes the proof.
Remark 2.3 In the appendix, we have proved the conclusion of
the above theorem assuming only the integrablility of f and g (see
Theorem 9.2).
Theorem 2.12 Suppose f and g are continuous functions on [a, b]
such that f(x) g(x) for all x [a, b]. Then
_
b
a
f(x) dx
_
b
a
g(x) dx.
Proof. By assumption, g(x) f(x) for all x [a, b], so that
S(P
n
, g, T
n
) S(P
n
, f, T
n
) = S(P
n
, g f, T
n
) 0 n N,
so that
_
b
a
g(x) dx
_
b
a
f(x) dx 0.
This completes the proof.
2.6 Some results
2.6.1 Indenite Integral
Theorem 2.13 Suppose f is continuous on [a, b], and for x [a, b],
let
(x) =
_
x
a
f(t)dt.
Then is dierentiable and

(x) = f(x) x [a, b].


42 Denite Integral
Proof. Let x [a, b] and 0 ,= h R be such that x + h [a, b].
Then we have
(x + h) (x) =
_
x+h
a
f(t)dt
_
x
a
f(t)dt =
_
x+h
x
f(t)dt.
Hence,
(x + h) (x)
h
f(x) =
1
h
_
x+h
x
[f(t) f(x)]dt.
We know by Theorem 2.2 (applied to the continuous function g(t) :=
f(t) f(x), t [x, x + h]) that

_
x+h
x
[f(t) f(x)]dt

h max
t[x,x+h]
[f(t) f(x)[.
Now, let > 0 be given and let h be small enough such that
[f(t) f(x)[ < whenever t [x, x + h].
Hence, it follows that

(x + h) (x)
h
f(x)

< .
Thus lim
h0
_
(x+h)(x)
h
f(x)
_
exists and is equal to f(x). In
other words,

(x) exists and

(x) = f(x).
An alternate argument: By mean-value theorem, there exists
h
in the interval with endpoints x, x + h such that
_
x+h
x
f(t)dt = hf(
h
).
Hence,
(x + h) (x)
h
= f(
h
).
Since f is continuous at x, it follows that f(
h
) x as h 0. Hence

(x) exists and

(x) = f(x).
Some results 43
2.6.2 Fundamental Theorem of Integral Calculus
A consequence of Theorem 2.13 is that every continuous function has
an anti-derivative or primitive.
Denition 2.8 A function g is called an anti-derivative of f if g is
dierentiable and g

(x) = f(x) for all x [a, b].


By the Theorem 2.13, if f is a continuous function, then the
indenite integral (x) =
_
x
a
f(t)dt is an anti-derivative of f.
We may observe that if g
1
and g
2
are anti-derivatives of f, then
g

1
(x) = f(x) = g

2
(x) for all x [a, b], i.e., g

1
(x) g

2
(x) = 0 for all
x [a, b]. Hence, it follows that g
1
g
2
is a constant. Thus, in view
of the above theorem it follows that if g is an anti-derivative of f,
and if is the indenite integral of f, then g(x) = (x) + c for all
x [a, b] and for some constant c R. Hence, in view of the above
theorem, we have
g(b) g(a) = (b) (a) =
_
b
a
f(t)dt.
Thus we have proved the following theorem.
Theorem 2.14 (Fundamental theorem of integral calculus)
Suppose f is continuous on [a, b] and suppose that g is an anti-
derivative of f. Then
_
b
a
f(t)dt = g(b) g(a).
The conclusion of the above theorem is also known as Newton-
Leibniz formula. The dierence g(b) g(a) is usually written as
[g(x)]
b
a
.
Here is another p[roof for the above theorem.
Another Proof. Let g be an antiderivative of f, i.e., g is dier-
entiable and g

= f. Let P : a = x
0
< x
1
< . . . < x
n
= b be any
partition of [a, b]. Then by Lagranges mean value theorem, there
exists
i
[x
i1
, x
i
] such that
g(x
i
) g(x
i1
) = g

(
i
)(x
i
x
i1
) = f(
i
)(x
i
x
i1
).
44 Denite Integral
Hence,
g(b) g(a) =
n

j=1
[g(x
i
) g(x
i1
)] =
n

j=1
f(
i
)(x
i
x
i1
).
Since the Riemann sum

n
j=1
f(
i
)(x
i
x
i1
) is constant for any
partition P, it follows that

n
j=1
f(
i
)(x
i
x
i1
) =
_
b
a
f(x)dx. Thus,
_
b
a
f(x)dx = g(b) g(a).
This completes the proof.
The following result is worth mentioning:
Theorem 2.15 Suppose f is a continuous function.Then for every
partition P of [a, b], there exists a set T of tags on P such that
S(P, f, T) =
_
b
a
f(x) dx.
Proof. Let P = x
i
: i = 1, . . . , k be a partition of [a, b]. Since f
is continuous, by mean value theorem (Theorem 2.10), there exists

i
[x
i1
, x
i
] such that
_
x
i
x
i1
f(x) dx = f(
i
)(x
i
x
i1
), i = 1, . . . , k.
Hence, taking T =
i
: i = 1, . . . , k,
S(P, f, T) =
k

i=1
f(
i
)(x
i
x
i1
) =
k

i=1
_
x
i
x
i1
f(x) dx =
_
b
a
f(x) dx.
This completes the proof.
2.6.3 Applications of Fundamental Theorem
Theorem 2.16 (Product formula) Suppose f and g are continu-
ous functions on [a, b], and let G be an anti-derivative of g. If f is
dierentiable on [a, b], then
_
b
a
f(x)g(x) dx = [f(x)G(x)]
b
a

_
b
a
f

(x)G(x) dx.
Some results 45
Proof. Recall that if u and v are dierentiable, then
(uv)

= u

v + uv

.
Hence,
_
b
a
[u(x)v(x)]

dx =
_
b
a
u

(x)v(x) dx +
_
b
a
u(x)v

(x) dx.
Using fundamental theorem,
[u(x)v(x)]
b
a
=
_
b
a
u

(x)v(x) dx +
_
b
a
u(x)v

(x) dx.
Thus,
_
b
a
u(x)v

(x) dx = [u(x)v(x)]
b
a

_
b
a
u

(x)v(x) dx.
Now, taking f(x) = u(x) and v(x) = G(x), we obtain the required
formula.
Theorem 2.17 (Change of variable formula) Suppose : [, ]
R is a dierentiable function such that () = a and () = b.
Then, for any continuous function f : [a, b] R,
_
b
a
f(x) dx =
_

f((t))

(t)dt.
Proof. Let F be an anti-derivative of f, i.e., such that F

(x)f(x).
Then taking G(t) = F((t)) for t [, ], we have
G

(t) = F

((t))

(t) = f((t))

(t), t [, ].
Hence, by fundamental theorem,
_

f((t))

(t)dt =
_

(t)dt = G()G() = F(())F(()).


Hence,
_

f((t))

(t)dt = F(b) F(a) =


_
b
a
f(x) dx.
This completes the proof.
46 Denite Integral
The following examples have been worked out by knowing the
antiderivatives of certain functions.
EXAMPLE 2.4 For k 0,
_
b
a
x
k
dx =
_
x
k+1
k + 1
_
b
a
=
b
k+1
a
k+1
k + 1
.
EXAMPLE 2.5 For ,= 0,
_
b
a
e
x
dx =
_
e
x

_
b
a
=
e
b
e
a
k + 1
.
3
Improper Integrals
Recall that we dened denite integral of a function f for the case
when f is a bounded function dened on a closed interval [a, b]. In
case the assumptions on f are not satised, then can we still have a
notion of integral? We discuss a few such cases.
3.1 Denitions
Denition 4.1 Suppose f is dened on [a, ). If (t) :=
_
t
a
f(x) dx
exists for every t > a, and if lim
t
(t) exists, then we dene the
improper integral of f over [a, ) as
_

a
f(x) dx = lim
t
_
t
a
f(x) dx.
Denition 4.2. Suppose f is dened on (, b]. If (t) :=
_
b
t
f(x) dx exists for every t < b, and if lim
t
(t) exists, then
we dene the improper integral of f over (, b] as
_
b

f(x) dx = lim
t
_
b
t
f(x) dx.
Denition 4.3. Suppose f is dened on R := (, ). If
_
c

f(x) dx
and
_

c
f(x) dx exists for some c R, then we dene the improper
integral of f over (, ) as
_

f(x) dx =
_
c

f(x) dx +
_

c
f(x) dx.
47
48 Improper Integrals
We may observe that existence of lim
t
_
t
t
f(x) dx does not,
in general, imply existence of
_

f(x) dx. To see this, consider the


following example:
Let f(x) = x for every x R. Then we have
_
t
t
f(x) dx = 0 for
every t R, but the integrals
_
c

f(x) dx and
_

c
f(x) dx do not
exist.
Next we consider the case when f is dened on an interval J of
nite length, but lim
xx
0
[f(x)[ = , where x
0
either belongs to J
or it is an end point of J.
Denition 4.4. Suppose f is dened on (a, b]. If
_
b
t
f(x) dx exists
for every t (a, b), and if lim
0
_
b
a+
f(x) dx exists, then we dene
the improper integral of f over (a, b] as
_
b
a
f(x) dx = lim
0
_
b
a+
f(x) dx.
Denition 4.5. Suppose f is dened on [a, b). If
_
t
a
f(x) dx exists
for every t (a, b), and if lim
0
_
b
a
f(x) dx exists, then we dene
the improper integral of f over [a, b) as
_
b
a
f(x) dx = lim
0
_
b
a
f(x) dx.
Denition 4.6. Suppose f is dened on [a, c) and (c, b]. If
_
c
a
f(x) dx
and
_
b
c
f(x) dx exist, then we dene the improper integral of f
over [a, b] as
_
b
a
f(x) dx =
_
c
a
f(x) dx +
_
b
c
f(x) dx.
Now we combine the situations in Denitions 4.1, 4.2 with Def-
initions 4.4, 4.5, to consider improper integrals over intervals of the
form (a, ) and (, b).
Examples 49
Denition 4.7. Suppose f is dened on (a, ). If the integrals
_
t
a
f(x) dx and
_

t
f(x) dx exist as improper integrals for every t > a,
then we dene the improper integral of f over (a, ) as
_

a
f(x) dx =
_
t
a
f(x) dx +
_

t
f(x) dx.
Denition. Suppose f is dened on (, b). If the integrals
_
t

f(x) dx and
_
b
t
f(x) dx exist as improper integrals for every
t < b, then we dene the improper integral of f over (, b) as
_
b

f(x) dx =
_
t

f(x) dx +
_
b
t
f(x) dx.
In case an improper integral exists (resp. does not exists), then
we also say that the improper integral converges (resp. diverges).
3.2 Examples
EXAMPLE 3.1 Consider the improper integral
_

1
1
x
dx. Note
that
_
t
1
1
x
dx = [lnx]
t
1
= lnt as t .
Hence,
_

1
1
x
dx diverges.
EXAMPLE 3.2 Consider the improper integral
_

1
1
x
2
dx Note
that
_
t
1
1
x
2
dx =
_

1
x
_
t
1
= 1
1
t
1 as t .
Hence,
_

1
1
x
2
dx converges.
EXAMPLE 3.3 For p ,= 1, consider the improper integral
_

1
1
x
p
dx.
In this case, we have
_
t
1
1
x
p
dx =
_
x
p+1
p + 1
_
t
1
=
t
p+1
1
p + 1
.
50 Improper Integrals
Note that,
p > 1 =
t
p+1
1
p + 1

1
p 1
as t ,
and
p < 1 =
t
p+1
1
p + 1
as t ,
Hence,
_

1
1
x
p
dx
_
converges for p > 1,
diverges for p 1.
EXAMPLE 3.4 For p ,= 1, consider the improper integral
_
1
0
1
x
p
dx.
In this case, we have
_
1

1
x
p
dx =
_
x
p+1
p + 1
_
1

=
1
p+1
p + 1
.
Note that,
p > 1 =

p+1
1
p + 1
as t ,
and
p < 1 =

p+1
1
p + 1

1
1 p
as t ,
Hence,
_
1
0
1
x
p
dx
_
converges for p < 1,
diverges for p 1.
Before giving further examples, let us state a result which will
be useful in asserting the existence of certain improper integral by
comparing it with certain other improper integral.
Suppose J is either an interval (of nite or innite length) or it
is union of two intervals such that J together with some point in R
is an interval. Suppose f dened on J. We denote the improper
integral of f over J by
_
J
f(x) dx,
and say the the improper integral over J converges whenever it exists,
and otherwise, we say that the improper integral
_
J
f(x) dx diverges.
Examples 51
Theorem 3.1 Suppose J is above, and f and g are dened on J.
(i) If 0 f(x) g(x) for all x J, and
_
J
g(x) dx exists, then
_
J
f(x) dx exists.
(ii) If
_
J
[f(x)[ dx exists, then
_
J
f(x) dx exists.
EXAMPLE 3.5 Since

sinx
x
p

1
x
p
,

cos x
x
p


1
x
p
it follows from Example 3.3 and Theorem 3.1(ii) that the improper
integrals
_

1
sinx
x
p
dx,
_

1
cos x
x
p
dx, converge for all p > 1.
EXAMPLE 3.6 Since

sinx
x
p

sinx
x

1
x
p1

1
x
p1
,

cos x
x
p


1
x
p
it follows from Example 3.4 above and Theorem ??(ii)that
_
1
0
sinx
x
p
dx converges for all p < 2,
_
1
0
cos x
x
p
dx converges for all p < 1.
EXAMPLE 3.7 Observe that
sinx
x
p
=
sinx
x
1
x
p1

sin1
x
p1
x (0, 1].
Since
_
1
0
1
x
p1
dx diverges for p 1 1, i.e., for p 2, it follows that
_
1
0
sinx
x
p
dx diverges for all p 2,
52 Improper Integrals
EXAMPLE 3.8 Note that for p > 0, and for > 1,
_

1
sinx
x
p
dx =
_
1
x
p
(cos x)
_

1
p
_

1
1
x
p+1
cos x dx
=
_
cos 1
cos

p
_
p
_

1
cos x
x
p+1
dx.
By the result in Example 3.5,
_

1
cos x
x
p+1
dx converges for all p > 0.
Also,
cos

p
0 as . Hence,
_

1
sinx
x
p
dx converges for all p > 0.
EXAMPLE 3.9 From Examples 3.6, 3.7, 3.8,
_

0
sinx
x
p
dx converges for 0 < p < 2.
Now some more results which facilitate the assertion of conver-
gence/divergence of improper integrals, whose proofs follow from the
denition of limits.
Theorem 3.2 Suppose f(x) 0, g(x) 0 for all x [a, ),
_
b
a
f(x)dx and
_
b
a
g(x)dx exists for every b > a. Suppose further
that
f(x)
g(x)
as x .
(i) If ,= 0, then
_

a
f(x)dx converges
_

a
g(x)dx con-
verges.
(ii) If = 0, then
_

a
g(x)dx converges
_

a
f(x)dx converges.
Proof. (i) Suppose ,= 0. Then > 0, and for > 0 with
> 0, there exists x
0
a such that
<
f(x)
g(x)
< + x x
0
.
Examples 53
Hence
( )g(x) < f(x) < ( + )g(x) x x
0
.
Consequently,
_

x
0
f(x)dx converges i
_

x
0
g(x)dx converges. As
_
x
0
a
f(x)dx and
_
x
0
a
g(x)dx exist, the result in (i) follows.
(ii) Suppose = 0. Then for > 0, there exists x
0
a such that
f(x)
g(x)
< x x
0
.
Thus, f(x) < g(x) for all x x
0
. Hence, convergence of
_

x
0
g(x)dx
implies the convergence of
_

x
0
f(x)dx. From this the result in (ii)
follows.
Gamma and Beta Functions
Gamma and Beta Functions are certain improper integrals which
appear in many applications.
EXAMPLE 3.10 We show that for x > 0, the improper integral
(x) :=
_

0
t
x1
e
t
dt
converges. The function (x), x > 0, is called the gamma function.
Note that for t
x1
e
t
t
x1
for all t > 0, and
_
1
0
t
x1
dt con-
verges for x > 0. Hence, by Theorem 3.1,
_
1
0
t
x1
e
t
dt converges for x > 0.
Also, we observe that
t
x1
e
t
t
2
0 as t , and
_

1
t
2
dt con-
verges. Hence, by Theorem 3.2,
_

1
t
x1
e
t
dt converges. Thus,
(x) :=
_

0
t
x1
e
t
dt =
_
1
0
t
x1
e
t
dt +
_

1
t
x1
e
t
dt
converges for every x > 0.
EXAMPLE 3.11 We show that for x > 0, y > 0, the improper
integral
(x, y) :=
_
1
0
t
x1
(1 t)
y1
dt
54 Improper Integrals
converges. The function (x, y) for x > 0, y > 0 is called the beta
function.
Clearly, the above integral is proper for x 1, y 1. Hence it
is enough to consider the case of 0 < x < 1, 0 < y < 1. In this case
both the points t = 0 and t = 1 are problematic. hence, we consider
the integrals
_
1/2
0
t
x1
(1 t)
y1
dt,
_
1
1/2
t
x1
(1 t)
y1
dt.
We note that if 0 < t 1/2, then (1 t)
y1
2
1y
so that
t
x1
(1 t)
y1
2
1y
t
x1
. Since
_
1/2
0
t
x1
dt converges it follows
that
_
1/2
0
t
x1
(1 t)
y1
dt converges. To deal with the second inte-
gral, consider the change of variable u = 1 t. Then
_
1
1/2
t
x1
(1 t)
y1
dt =
_
1/2
0
u
y1
(1 u)
x1
du
which converges by the above argument. Hence,
(x, y) :=
_
1
0
t
x1
(1 t)
1y
dt, x > 0, y > 0
converges for every x > 0, y > 0.
3.3 Exercises
Exercise 3.1 Does
_

1
sin
_
1
x
2
_
dx converge?
Hint: Note that

sin
_
1
x
2
_

1
x
2
.
Exercise 3.2 Does
_

2
cos x
x(log x)
2
dx converge?
Hint: Observe

cos x
x(log x)
2

1
x(log x)
2
and use the change of vari-
able t = log x.
Exercise 3.3 Does
_

0
e
x
2
dx converge?
Exercises 55
Hint: Note that e
x
2
is continuous on [0, 1], and e
x
2

1
x
2
for
1 x .
Exercise 3.4 Does
_

2
sin(log x)
x
dx converge?
Hint: Use the change of variable t = log x, and the fact that
_

log 2
sint dt diverges.
Exercise 3.5 Does
_
1
0
lnxdx converge?
Hint: Use the change of variable t = log x.
4
Geometric and Mechanical
Applications of Integrals
4.1 Computing Area
4.1.1 Using Cartesian Coordinates
Suppose a curve is given by an equation
y = f(x), a x b,
where f : [a, b] R is a continuous function such that f(x) 0 for
all x [a, b]. Then
lim
(P)0
k

j=1
f(
i
)x
i
=
_
b
a
y dx
is the area of the region bounded by the graph of f, the x-axis, and
the ordinates at x = a and x = b.
Suppose the curve is given in parametric form:
x = (t), y = (t), , t ,
such that a = 9), b = (). Then the length of the curve tales
the form
_

(t)

(t)dt.
If f takes both positive and negative values, but changes sign
only at a nite number of points, then the area is given by
_
b
a
[f(x)[ dx.
56
Computing Area 57
Suppose f : [a, b] R and g : [a, b] R are continuous functions
such that f(x) g(x) for all x [a, b]. Then the area of the region
bounded by the graphs of f and g, and the ordinates at x = a and
x = b is given by
lim
(P)0
k

j=1
[g(
i
) f(
i
)]x
i
=
_
b
a
[g(x) f(x)] dx.
4.1.2 Using Polar Coordinates
Suppose a curve is given in polar coordinates as
= (), ,
where : [, ] R is a continuous function. Then the the area of
the region bounded by the graph of and the rays = and =
is is given by
lim
(P)0
k

j=1
1
2
[(
i
)
i
](
i
) = lim
(P)0
k

j=1
1
2
[(
i
)]
2

i
=
1
2
_

2
d.
4.1.3 Examples
Using cartesian coordinates and parametrization
EXAMPLE 4.1 We nd the area bounded by the cures dened by
y =

x, y = x
2
, x 0 :
Note that the points of intersection of the curves are at x = 0 and
x = 1. Also,

x x
2
for 0 x 1. Hence, the required area is
_
1
0
_
x x
2
_
dx =
_
x
3/2
3/2

x
3
3
_
1
0
=
1
3
.
EXAMPLE 4.2 We nd the area bounded by the ellipse
x = a cos t, y = b sint, 0 t 2 :
The required area is
4
_
a
0
y dx = 4
_
0
/2
(b sint)(asint) dt = 2ab
_
/2
0
(1cos 2t dt = ab.
58 Geometric and Mechanical Applications of Integrals
EXAMPLE 4.3 We nd the area bounded by one arch of the cy-
cloid
x = a(t sint), y = a(1 cos t).
One arch of the cycloid is obtained by varying t over the interval
[0, 2]. Thus, the required area is
_
2a
0
y dx =
_
2
0
y(t)x

(t) dt =
_
2
0
a
2
(1 cos t)
2
dt = 3a
2
.
Using polar coordinates
EXAMPLE 4.4 We nd the area bounded by a circle of radius a.
Without loss of generality assume that the centre of the circle is the
origin. Then, the circle can be represented in polar coordinates as
= a.
Hence the required area is
1
2
_
2
0

2
d = a
2
.
EXAMPLE 4.5 We nd the area bounded by the lemniscate
= a

cos 2.
The required area is
2
_
1
2
_
/4
/4

2
d
_
= a
2
_
/4
/4
cos 2d = a
2
.
4.2 Computing Arc Length
4.2.1 Using Cartesian Coordinates
Suppose a curve is given by and equation
y = f(x), a x b,
Computing Arc Length 59
where f : [a, b] R is a continuous function. Then the length of the
curve is given by
A := lim
(P)0
k

j=1
_
(x
i
x
i1
)
2
+ (y
i
y
i1
)
2
,
where
y
i
y
i1
= f(x
i
) f(x
i1
) = f

(
i
)x
i
,
for some
i
[x
i1
, x
i
], i = 1, . . . , k. Hence,
A := lim
(P)0
k

j=1
_
(x
i
x
i1
)
2
+ (y
i
y
i1
)
2
= lim
(P)0
k

j=1
_
(x
i
)
2
+ [f

(
i
)x
i
]
2
= lim
(P)0
k

j=1
_
1 + [f

(
i
)]
2
x
i
=
_
b
a

1 +
_
dy
dx
_
2
dx.
If the curve y = f(x), a x b, is given in parametric form:
x = (t), y = (t), c t d,
then
A =
_
b
a

1 +
_
dy
dx
_
2
dx =
_
d
c

_
d
dt
_
2
+
_
d
dt
_
2
dt.
4.2.2 Using Polar Coordinates
Suppose a curve is given in polar coordinates as
= (), ,
where : [, ] R is a continuous function. Since
x = cos , y = sin, ,
60 Geometric and Mechanical Applications of Integrals
we have
A =
_

_
dx
d
_
2
+
_
dy
d
_
2
d.
Note that
dx
d
=

cos + (sin),
dy
d
=

sin + cos .
Hence, it follows that
A =
_

_
dx
d
_
2
+
_
dy
d
_
2
d
=
_

2
+
2
d.
4.2.3 Examples
Using cartesian coordinates
EXAMPLE 4.6 We nd the length of the circumference of a circle
of radius a.
Without loss of generality assume that the centre of the circle is
the origin,i.e., the circle is given by x
2
+y
2
= a
2
. The required length
is
L := 4
_
a
0

1 +
_
dy
dx
_
2
dx, y =
_
a
2
x
2
.
Thus,
L := 4a
_
a
0
dx

a
2
x
2
= 2a.
Using parametric form
EXAMPLE 4.7 Now we nd the length of the circle when it is
represented by the equations
x = a cos , y = a sin, 0 2.
Computing Arc Length 61
The required length is
L := 4
_
/2
0

_
dx
d
_
2
+
_
dy
d
_
2
d
= 4
_
/2
0
_
a
2
sin
2
+ a
2
cos
2
d = 2a.
EXAMPLE 4.8 Let us nd the length of the ellipse
x = a cos , y = b sin, 0 2.
The required length is
L := 4
_
/2
0

_
dx
d
_
2
+
_
dy
d
_
2
d
= 4
_
/2
0
_
a
2
sin
2
+ b
2
cos
2
d
= 4
_
/2
0
_
a
2
(1 cos
2
) + b
2
cos
2
d
= 4
_
/2
0
_
a
2
(a
2
b
2
) cos
2
d
= 4a
_
/2
0
_
1
2
cos
2
d,
where =

a
2
b
2
a
. The above integral is not expressible in standard
form unless = 1, i.e., unles b = a in which case the ellipse is the
circle. But, the integral can be approximately computed numerically.
EXAMPLE 4.9 We nd the length of the astroid: x = a cos
3
t,
y = a sin
3
t.
The required length is
L := 4
_
/2
0

_
dx
d
_
2
+
_
dy
d
_
2
d
= 4
_
/2
0
_
9a
2
cos
4
t sin
2
t + 9a
2
sin
4
t cos
3
t d
= 12a
_
/2
0
_
cos
2
t sin
2
dt = 6a.
62 Geometric and Mechanical Applications of Integrals
Using polar coordinates
EXAMPLE 4.10 We nd the length of the cardioid = a(1+cos ).
The required length is L :=
_
2
0
_

2
+
2
d. Since

2
= a
2
(1 + cos )
2
,
2
= a
2
sin
2
,
we have
L =

2a
_
2
0

1 + cos d = 4a
_
2
0

cos

2

d = 8a.
4.3 Computing Volume of a Solid
Suppose that a three dimensional object, a solid, lies between two
parallel planes x = a and x = b. Let (x) be the area of the cross
section of the solid at the point x, with cross section being parallel
to the yz-plane. We assume that the function (x), x [a, b] is
continuous. Now, consider a partition P : a = x
0
< x
1
< . . . < x
k
=
b of the interval [a, b]. Then the volume of the solid is given by
lim
(P)0
k

j=1
(
i
)x
i
=
_
b
a
(x) dx.
EXAMPLE 4.11 Let us compute the volume of the solid enclosed
by the ellipsoid
x
2
a
2
+
y
2
b
2
+
z
2
c
2
= 1.
For a xed x [a, a], the boundary of the cross section at x is given
by the equation
y
2
b
2
+
z
2
c
2
= 1
x
2
a
2
,
i.e.,
y
2
(x)
2
+
z
2
(x)
2
= 1, where (x) = b
_
1
x
2
a
2
, (x) = c
_
1
x
2
a
2
.
Hence,
(x) = (x)(x) = bc
_
1
x
2
a
2
_
,
Computing Volume of a Solid of Revolution 63
and the required volume is
V :=
_
a
a
(x) dx = bc
_
a
a
_
1
x
2
a
2
_
dx =
4
3
abc.
In particular, volume of the solid bounded by the sphere x
2
+y
2
+z
2
=
a
2
is
4
3
a
3
.
4.4 Computing Volume of a Solid of Revolu-
tion
Suppose a solid is obtained by revolving a curve y = f(x), a x b,
with x-axis as axis of revolution. We would like to nd the volume
of the solid.
In this case the area of cross section at x is given by
(x) = y
2
= [f(x)]
2
, a x b.
Hence, the volume of the solid of revolution is
V :=
_
b
a
(x) dx =
_
b
a
y
2
dx.
EXAMPLE 4.12 Let us compute the volume of the solid of revolu-
tion of the curve y = x
2
about x-axis for a x a. The required
volume is
V :=
_
a
a
y
2
dx =
_
a
a
x
4
dx =
2
5
a
5
.
EXAMPLE 4.13 We compute the volume of the solid of revolution
of the catenary
y =
a
2
_
e
x/a
+ e
x/a
_
about x-axis for 0 x b. The required volume is
V :=
_
b
0
y
2
dx =
_
b
0
a
2
4
_
e
x/a
+ e
x/a
_
2
dx =
a
2
4
_
b
0
_
e
2x/a
+ e
2x/a
+ 2
_
.
We see that
V :=
a
3
8
_
e
2b/a
e
2b/a
_
+
b
3
8
.
64 Geometric and Mechanical Applications of Integrals
4.5 Computing Area of Surface of Revolution
Suppose a solid is obtained by revolving a curve y = f(x), a x b,
with x-axis as axis of revolution. We would like to nd the area of
the surface of the solid.
The required area is
A := lim
(P)0
k

j=1
2f(
i
)s
i
,
where P : a = x
0
< x
1
< . . . < x
k
= b is a partition of the interval
[a, b], and
s
i
:=
_
1 + [f

(
i
)]
2
x
i
, i = 1, . . . , k.
Thus
A = lim
(P)0
k

j=1
2f(
i
)
_
1 + [f

(
i
)]
2
x
i
= 2
_
b
a
y

1 +
_
dy
dx
_
2
dx.
EXAMPLE 4.14 We nd the surface of revolution of the parabola
y
2
= 2px, 0 x a for p > 0. The required area is
A = 2
_
a
0
y

1 +
_
dy
dx
_
2
dx
= 2
_
a
0
_
2px
_
1 +
p
2x
dx = 2

p
_
a
0
_
p + 2x dx
= 2

p
2
3
_
(2x + p)
3/2
1
2
_
a
0
=
2

p
3
_
(2a + p)
3/2
p
3/2
_
.
4.6 Centre of Gravity
Suppose A
1
, A
2
, . . . , A
n
are material particles on the plane at coordi-
nates (x
1
, y
1
), (x
2
, y
2
), . . . , (x
n
, y
n
) and masses m
1
, m
2
, . . . m
n
respec-
tively. Then the centre of gravity of the system of these particles
is at the point A = (x
C
, y
C
), where
x
C
:=

n
i=1
x
i
m
i

n
i=1
m
i
, y
C
:=

n
i=1
y
i
m
i

n
i=1
m
i
.
Centre of Gravity 65
Now we attempt to dene the centre of gravity of a material line
and material planar region enclosed by certain curves.
4.6.1 Centre of gravity of a material line in the plane
Suppose a curve L is given by the equation y = f(x), a x b. We
assume that this curve is a material line. Suppose the density of the
material at the point X = (x, y) is (X). This density is dened as
follows: Suppose M(X, r) is the mass of an arc of the line containing
the point X with length r. Then the density of the material at the
point x is dened by
(X) := lim
r0
M(X, r)
r
.
Now, in order to nd the centre of gravity of L, we rst consider a
partition P : a = x
0
< x
1
< . . . < x
k
, and take points
i
= [x
i1
, x
i
],
i = 1, . . . , n. Then we take the the centre of gravity of the system of
material points at (
1
, f(
1
), (
2
, f(
2
), . . . , (
k
, f(
k
) as
x
C
(P) =

n
i=1

i
s
i

n
i=1

i
s
i
, y
C
(P) :=

n
i=1
f(
i
)
i
s
i

n
i=1

i
s
i
.
Here, s
i
is the length of the arcs joining (x
i1
, y
i1
) to (x
i
, y
i
),
and
i
is the density at the point (
i
, f(
i
). Here y
i
= f(x
i
). Note
that
i
s
i
is the approximate mass of the arc joining (x
i1
, y
i1
) to
(x
i
, yx
i
). Now, the centre of gravity of L is at (x
C
, y
C
), where
x
C
= lim
(P)0

n
i=1

i
s
i

n
i=1

i
s
i
, y
C
:= lim
(P)0

n
i=1
f(
i
)
i
s
i

n
i=1

i
s
i
.
Assuming that the function (X) := (x, f(x)) is continuous on [a, b],
we see that
x
C
=
_
b
a
x(x, y)
_
1 +
_
dy
dx
_
2
dx
_
b
a
(x, y)
_
1 +
_
dy
dx
_
2
dx
, y
C
=
_
b
a
y(x, y)
_
1 +
_
dy
dx
_
2
dx
_
b
a
(x, y)
_
1 +
_
dy
dx
_
2
dx
.
Example. We nd the centre of gravity of the semi-circlular arc
x
2
+ y
2
= a
2
, y 0, assuming that the density of the material is
66 Geometric and Mechanical Applications of Integrals
constant. In this case, y = f(x) :=

a
2
x
2
, so that it follows that

1 +
_
dy
dx
_
2
=
a

a
2
x
2
.
Hence, since (x, y) is constant,
x
C
= 0 y
C
=
_
a
a
y
_
1 +
_
dy
dx
_
2
dx
_
a
a
_
1 +
_
dy
dx
_
2
dx
=
2a

.
4.6.2 Centre of gravity of a material planar region
Next we consider the centre of gravity of a material planar region
bounded by two curves
y = f(x), y = g(x), with f(x) g(x) a x b.
Suppose that the density of the material at the point X is (X).
This density is dened as follows: Suppose M(X, r) is the mass of
the circular region S(X, r) with centre at x and radius r > 0,
and (X, r) is the area of the same circular region. Then the density
of the material at the point x is dened by
(X) := lim
r0
M(X, r)
(X, r)
.
Now, in order to nd the centre of gravity of , we rst look at the
following special case: Suppose is a rectangle given by a
1
x b
1
,
a
2
y b
2
. Then we can infer that the centre of gravity of such
rectangle is located at the point
_
a
1
+ b
1
2
,
a
2
+ b
2
2
_
.
Taking the above obervation into account, we consider a partition
P : x
0
< x
1
< . . . < x
k
of the interval [a, b], and consider the
rectangular strips:
R
i
: x
i1
x x
i
, f(
i
) y g(
i
), i = 1, . . . , k,
Centre of Gravity 67
where
i
=
x
i1
+x
i
2
, i = 1, . . . , k. If is the (constant) density of the
material, then the mass of the rectangular strip R
i
is
m
i
= [g(
i
) f(
i
)]x
i
, i = 1, . . . , k.
Assuming that the mass of the rectangular strip R
i
is concentrated
at its mid-point:
X
i
:
_

i
,
f(
i
) + g(
i
)
2
_
,
we consider the centre of gravity of the system of material points at
X
i
as
x
C,P
:=

n
i=1

i
m
i

n
i=1
m
i
, y
C,P
:=

n
i=1
f(
i
)+g(
i
)
2
m
i

n
i=1
m
i
.
Now the centre of gravity of is dened as
x
C
= lim
(P)0
x
C,P
, y
C
= lim
(P)0
y
C,P
,
i.e.,
x
C
= lim
(P)0

n
i=1

i
[g(
i
) f(
i
)]x
i

n
i=1
[g(
i
) f(
i
)]x
i
=
_
b
a
x[g(x) f(x)] dx
_
b
a
[g(x) f(x)] dx
y
C
= lim
(P)0

n
i=1
1
2
[f(
i
+ g(
i
)][g(
i
) f(
i
)]x
i

n
i=1
[g(
i
) f(
i
)]x
i
=
1
2
_
b
a
[f(x + g(x)][g(x) f(x)] dx
_
b
a
[g(x) f(x)] dx
EXAMPLE 4.15 We nd the coordinates of the centre of gravity
of a segment of a parabola y
2
= a x cut o by the straight line x = a.
In this case
f(x) =

a x, g(x) =

a x, 0 x a.
Hence the coordinates of the centre of gravity are
68 Geometric and Mechanical Applications of Integrals
x
C
=
_
b
a
x[g(x) f(x)] dx
_
b
a
[g(x) f(x)] dx
=
2
_
b
a
x

a xdx
_
b
a
2

a xdx
=
3
5
a.
y
C
=
1
2
_
b
a
[f(x + g(x)][g(x) f(x)] dx
_
b
a
[g(x) f(x)] dx
= 0.
4.7 Moment of Inertia
Suppose there are n material points in the plane with masses m
1
, m
2
, . . . m
n
respectively. Suppose that these points are at distances d
1
, . . . , d
n
from a xed point O. Then the moment of inertia of the system
of these points with respect to the point O is dened by the quantity:
I
O
:=
n

i=1
d
2
i
m
i
.
If O is the origin, and (x
1
, y
1
), (x
2
, y
2
), . . . , (x
n
, y
n
) are the points,
then
I
O
:=
n

i=1
(x
2
i
+ y
2
i
)m
i
.
4.7.1 Moment of inertia of a material line in the plane
Suppose a curve L is given by the equation y = f(x), a x b. We
assume that this curve is a material line. Suppose the density of the
material at the point X = (x, y) is (X).
Now, in order to nd the moment of inertia of L, we rst consider
a partition P : a = x
0
< x
1
< . . . < x
k
, and take points
i
=
[x
i1
, x
i
], i = 1, . . . , n. Then we consider the moment of inertia of the
system of material points at (
1
,
i
), i = 1, . . . , n. Here,
i
= f(
i
),
i = 1, . . . , n.
I
O,P
:=
n

i=1
(
2
i
+
2
i
)m
i
.
Thus,
I
O,P
:=
n

i=1
(
2
i
+
2
i
)
i
s
i
.
Moment of Inertia 69
Here, s
i
is the length of the arcs joining (x
i1
, y
i1
) to (
i
, y
i
), and

i
is the density at the point (
i
,
i
). Note that
i
s
i
is the ap-
proximate mass of the arc joining (x
i1
, f(x
i1
) to (x
i
, f(x
i
). Now,
assuming that the functions f(x) and (x) := (x, f(x)) are contin-
uous on [a, b], the moment of inertial of L with respect to O is
I
O
= lim
(P)0
I
O,P
= lim
(P)0
n

i=1
(
2
i
+
2
i
)
i
s
i
=
_
b
a
(x
2
+ y
2
)(x, y)

1 +
_
dy
dx
_
2
dx.
4.7.2 Moment of inertia of a circular arc with respect
to the centre
Suppose the given curve is a circular arc: = a, . Follow-
ing the arguments in the above paragraph, we compute the moment
of inertia using polar coordinates:
The moment of inertia, in this, case is given by
I
O
:= lim
(P)0
n

i=1
d
2
i
m
i
,
where d
i
= a, m
i
=
i
a
i
, for i = 1, . . . , n, so that
I
O
= lim
(P)0
n

i=1
a
2

i
[a
i
] = a
3
_

()d.
Here, () is the point density. If () = , a constant, then
I
O
= a
3
_

()d = ( )a
3
.
In particular, M.I of the circle = a, 0 2, is
I
O
= 2a
3
.
70 Geometric and Mechanical Applications of Integrals
4.7.3 Moment of inertia of a material sector in the
plane
The region is R : 0 a, with constant density . To
nd the M.I. of R, we partition it by rays and circular arcs:
P : =
0
<
1
<
2
< . . . <
n
= ,
Q : 0 =
0
<
1
<
2
< . . . <
m
= a.
Consider the elementary region obtained by the above partition:
R
ij
:
j1

j
a,
i1

i

i
.
Assume that the the mass of this region R
ij
is concentrated at the
point (
j
,

i
), where
j
[
j1
,
j
],

i
[
i1
,
i
]. Then the MI of the
material point at (
j
,

i
) is m
ij
d
2
ij
where m
ij
is the mass of the region
R
ij
which is approximately equal to [
j

j
], and d
ij
=
j
. Thus
the MI of the sub-sector
i1

i
is dened by
lim
(Q)0
n

j=1
m
ij
d
2
ij
= lim
(Q)0
n

j=1
[
j

j
]
2
j
= lim
(Q)0
n

j=1
_

3
j

j
_

i
=
__
a
0

3
d
_

i
=
a
4
4

i
.
From this, it follows that, the moment of inertia of the sector
is
lim
(P)0
m

i=1
a
4
4

i
=
( )a
4
4
.
In particular, moment of inertia of a circular disc is
a
4
2
=
Ma
2
2
,
where M = a
2
is the mass of the disc.
Exercise 4.1 If M is the mass of a right circular homogeneous cylin-
der with base radius a, then show that its moment of inertia is
Ma
2
2
.
Additional Exercises 71
4.8 Additional Exercises
1. Find the area of the portion of the circle x
2
+y
2
= 1 which lies
inside the parabola y
2
= 1 x.
[Hind: Area enclosed by the circle in the second and third
quadrant and the area enclosed by the parabola in the rst and
fourth quadrant. The the required area is

2
+ 2
_
1
0

1 xdx.
Ans:

2
+
4
3
. ]
2. Find the area common to the cardioid = a(1 +cos ) and the
circle =
3a
2
.
[Hind: The points of intersections of the given curves are given
by 1 + cos =
3
2
, i.e., for =

3
. Hence the required area is
2
_
1
2
_
/3
0
_
3a
2
_
2
d +
1
2
_

/3
a
2
(1 + cos )
2
d
_
. Ans:
7
4

3
8
. ]
3. For a, b > 0, nd the area included betwee the parabolas y
2
=
4a(x + a) and y
2
= 4b(b x).
[Hind: Points of intersection of the curves is given by a(x+a) =
b(bx), i.e., x =
b
2
a
2
a+b
= ba; y = 2

ab. The required area is


2
_
_
ba
a
_
4a(x + a) +
_
b
ba
_
4b(b x) dx
_
. Ans:
8
3

ab(a+b).]
4. Find the area of the loop of the curve r
2
cos = a
2
sin3
[Hint:r = 0 for = 0 and = /3, and r is maximum for
= /6. The area is
_
/3
0
r
2
2
d. ]
5. Find the area of the region bounded by the curves x y
3
= 0
and x y = 0.
[Hint: Points of intersections of the curves are at x = 0, 1, 1.
The area is 2
_
1
0
(x
1/3
x)dx. Ans: 1/2 ]
6. nd the area of the region that lies inside the circle r = a cos
and outside the cardioid r = a(1 cos ).
[Hint: Note that the circle is the one with centre at (0, a/2) and
radius a/2. The curves intersect at = /3. The required
area is
_
/3
/3
(r
2
1
r
2
2
)d, where r
1
= a cos , r
2
= a(1 cos ).
Ans:
a
3
3
(3

3 ) ]
72 Geometric and Mechanical Applications of Integrals
7. Find the area of the loop of the curve x = a(1 t
2
), y =
at(1 t
2
) for 1 t 1.
[Hint: y = 0 for t 1, 0, 1, and y negative for 1 t 0
and positive for 0 t 1. Also, y
2
= x
2
(a x)/a so that
the curve is symmetric w.r.t. the x-axis. Area is 2
_
a
0
ydx =
2
_
0
1
y(t)x

(t)dt. Ans: 8a
2
/15 ]
8. Find the length of an arch of the cycloid x = a(t sint),
y = a(1 cos t).
[Hint: The curve cuts the x-axis at x = a and x = 2a for t = 0
and t = 2 respectively. Thus the length is
_
2
0
_
[x

(t)]
2
+ [y

(t)]
2
dt.
Ans: 8a. ]
9. For a > 0, nd the length of the loop of the curve 3a y
2
=
x(x a)
2
.
[Hint: The curve cuts the x-axis at x = a, and the curve
is symmetric w.r.t. the x-axis. Thus the required area is
2
_
a
0
_
1 +
_
dy
dx
_
2
dx. Note that 6ayy

= (x a)(3x a), so
that 1 +y
2
=
(3x+a)
2
12ax
. Ans:
4a

3
. ]
10. Find the length of the curve r =
2
1+cos
, 0 /2.
[Hind: :=
_
/2
0
_
r
2
+ [r

]
2
d = 2
_
/4
0
sec
3
d. Ans:

2 +
ln(

2 + 1). ]
11. Find the volume of the solid obtained by revolving the curve
y = 4 sin2x, 0 x /2, about y-axis.
[Hint: writing y = 4 sin2x, 0 x /4 and y = 4 sin2u,
/4 u /2, the required volume is
_
4
0
(u
2
x
2
)dy =

_
/2
/4
u
2
(8 cos 2u)du
_
/4
0
x
2
(8 cos 2x)dx.
Also, note that the curve is symmetric w.r.t. the line x = /4.
Hence, the required volume is given by
_
/4
0
[(

4
x)
2
x
2
]dy.
Ans: 2
2
.]
12. Find the area of the surface obtained by revolving a loop of the
curve 9ax
2
= y(3a y)
2
about y-axis.
Additional Exercises 73
[Hind: x = 0 i y = 0 or y = 3a. The required area is
2
_
3a
0
x
_
1 +
_
dx
dy
_
2
dx. Ans: 3a
2
. ]
13. Find the area of the surface obtained by revolving about x-axis,
an arc of the catenary y = c cosh(x/c) between x = a and
x = a for a > 0.
[Hind: The area is 2
_
a
a
y
_
1 + y
2
dx = 2 c
_
a
a
cosh
2 x
c
dx.
Ans: c [2a + c sinh
2a
c
]. ]
14. The lemniscate
2
= a
2
cos 2 revolves about the line =

4
.
Find the area of the surface of the solid generated.
[Hind: The required surface is 22
_
/4
/4
h
_

2
+
2
d, where
h := sin
_

4

_
,
= a

cos 3 so that
2
+
2
=
a
2
cos 2
. Ans: 4a
2
. ]
15. Find the volume of the solid generated by the cardioid =
a(1 + cos ) about the initial line. [Ans:
8
3
. ]
5
Sequence and Series of
Functions
5.1 Sequence of Functions
5.1.1 Pointwise Convergence and Uniform Convergence
Let J be an interval in R, and for each x J, let f
n
: J R be a
function.
Denition 5.1 (a) We say that the sequence the sequence (f
n
)
converges pointwise on J if for each x J, the sequence (f
n
(x))
of real numbers converges.
(b) Suppose (f
n
) converges pointwise on J. Let f : J R be
dened by f(x) = lim
n
f
n
(x), x J. Then we say that (f
n
)
converges to f pointwise on J.
Thus, (f
n
) converges to f pointwise on J if and only if if for every
> 0 and for each x J, there exists N N (depending, in general
on both and x) such that [f
n
(x) f(x)[ < for all n N.
Remark 5.1 As in the case of sequence of real numbers, a sequence
(f
n
) of functions dened on an interval J can b e thought of as a
function : N T(J), where T(J) is the set of all real valued
functions dened on J.
EXAMPLE 5.1 Consider f
n
: R R dened by f
n
(x) =
sin(nx)
n
,
x R and for n N. Then we see that for each x R, [f
n
(x)[ 1/n
for all n N. Thus, (f
n
) converges pointwise to f on R, where f is
the zero function on R, i.e., f(x) = 0 foe very x R.
74
Sequence of Functions 75
Suppose (f
n
) is a sequence of functions dened on an interval
J converges pontwise on J. As we have mentioned, it can happen
that for > 0, and for each x J, the number N N satisfying
[f
n
(x) f(x)[ < n N depends not only on but also on the
point x. For instance, consider the following example.
EXAMPLE 5.2 Let f
n
(x) = x
n
for x [0, 1] and for n N. Then
we see that for 0 x < 1, f
n
(x) 0, and f
n
(1) 1 as n .
Thus, (f
n
) converges pointwise to a function f such that f(x) = 0
for x [0, 1) and f(1) = 1. Suppose > 0, there exists N N such
that [x
n
f(x)[ < for all n N and for all x [0, 1]. In particular,
[x
N
[ < for all for all x [0, 1), i.e., (1/[x[)
N
[ > 1/ for all x [0, 1),
i.e.,
N >
ln(1/)
ln(1/[x[)
x [0, 1).
This is impossible, since
ln(1/)
ln(1/|x|)
as x 1.
In case, we are able to nd an N N which does not vary as x
varies over J and satisfying [f
n
(x) f(x)[ < n N, then we say
that (f
n
) converges uniformly to f on J.
Denition 5.2 Suppose (f
n
) is a sequence of functions dened on an
interval J. We say that (f
n
) converges to a function f uniformly
on J if for every > 0 there exists N N (depending only on )
such that [f
n
(x) f(x)[ < for all n N and for all x J.
Clearly, uniform convergence implies pointwise convergence. But
the converse need not be true, as Example 5.2 shows.
Another way of seeing the nonuniform convergence of the se-
quence (f
n
) in Example 5.2 is as follows: If we have uniform conver-
gence, then for any > 0, there exists N N such that [x
n
[ < for all
n N and for all x [0, 1). In particular, taking x
n
=
_
n
n + 1
_
1/n
we must have [x
n
n
[ < for all n N. This is not possible if we had
chosen < 1, as [x
n
n
[ =
n
n + 1
.
Here is another example to the same eect.
EXAMPLE 5.3 Let f
n
(x) =
nx
1 + n
2
x
2
for x J, where J is an
76 Sequence and Series of Functions
interval containing 0. Note that f
n
(0) = 0, and for x ,= 0, f
n
(x) 0
as n . Hence, we have pointwise convergence. We do not have
uniform convergence, as f
n
(1/n)) = 1/2 for all n.
EXAMPLE 5.4 Consider the sequence (f
n
) dened by f
n
(x) =
tan
1
(nx). Note that f
n
(0) = 0, and for x ,= 0, f
n
(x) /2 as
n . Hence, the given sequence does not converge uniformly on
any interval containing 0.
Examples 5.3 and 5.4 suggest the following:
Theorem 5.1 Suppose f
n
and f are functions dened on an interval
J. If there exists a sequence (x
n
) in J and c ,= 0 such that a
n
:=
f
n
(x
n
)f(x
n
) c as n , then (f
n
) does not converge uniformly
to f on J.
Proof. Suppose (f
n
) converges uniformly to f on J. Then taking
= [c[/2, there exists N N such that
|f
n
(x) f(x)[ <
[c[
2
n N, x J.
In particular,
|f
n
(x
n
) f(x
n
)[ <
[c[
2
n N.
Now, taking limit as n , it follows that
[c[ = lim
n
|f
n
(x
n
) f(x
n
)[ <
[c[
2
which is a contradiction. Hence our assumption that (f
n
) converges
uniformly to f on J is wrong.
In the case of Example 5.3, x
n
= 1/n, and in the case of Example
5.4, we may take x
n
= /n, so that the assumptions in the above
theorem are satised.
We may observe that in Examples 5.2 and 5.2, the limit function
f is not continuous, although every f
n
is continuous. This makes us
to ask the following:
Sequence of Functions 77
Suppose each (f
n
) is a sequence of continuous function on J
which converges to f pointwise. Under what condition can we assert
that f is continuous?
Also, we may want to know the answers to the following questions:
Suppose each (f
n
) is a sequence of continuous function on J
which converges pointwise to a continuous function f. Do we have
_
b
a
f(x)dx = lim
n
_
b
a
f
n
(x)dx
for every [a, b] J?
Suppose each (f
n
) is a sequence of continuously dierentiable
functions on J which converges to a function f. Then, is the function
f dierentiable on J? If f is dierentiable on J, then do we have the
relation
d
dx
f(x) = lim
n
d
dx
f
n
(x)dx?
The answers to the above two questions need not be armative
as the following two examples show.
EXAMPLE 5.5 Let f
n
(x) = nx(1 x
2
)
n
for 0 x 1 and for
n N. Then we see that
lim
n
f
n
(x) = 0 x [0, 1].
But,
_
1
0
f
n
(x)dx =
n
2n + 2

1
2
as n .
EXAMPLE 5.6 Let f
n
(x) =
sin(nx)

n
for x R and for n N. Then
we see that
lim
n
f
n
(x) = 0 x [0, 1].
But,f

n
(x) =

ncos(nx) for all n N, so that


f

n
(0) =

n as n .
78 Sequence and Series of Functions
Continuity of the Limit Function
Theorem 5.2 Suppose (f
n
) is a sequence of continuous functions
dened on an interval J which converges uniformly to a function f.
Then f is continuous on J.
Proof. Suppose x
0
J. Then for any x J and for any n N,
[f(x) f(x
0
)[ [f(x) f
n
(x)[ +[f
n
(x) f
n
(x
0
)[ +[f
n
(x
0
) f(x
0
)[.
()
Let > 0 be given. Since (f
n
) converges to f uniformly, there exists
N N such that
[f
n
(x) f
n
(x)[ < n N, x J.
Hence from (), we have
[f(x) f(x
0
)[ +[f
N
(x) f
n
(x
0
)[ + .
Now, since f
N
is continuous, there exists > 0 such that
[f
N
(x) f
n
(x
0
)[ < whenever [x x
0
[ < .
Hence, it follows that
[f(x) f(x
0
)[ < 3 whenever [x x
0
[ < .
Thus, f is continuous at x
0
. This is true for all x
0
J, show is that
f is a continuous function.
Integration and Uniform Convergence
Theorem 5.3 Suppose (f
n
) is a sequence of continuous functions
dened on an interval J which converges uniformly to a function f.
Then f is continuous and for any [a, b] J, and
lim
n
_
b
a
f
n
(x)dx =
_
b
a
f(x)dx.
Proof. We already know by Theorem 5.2 that f is a continuous
function. Next we note that

_
b
a
f
n
(x)dx
_
b
a
f(x)dx

_
b
a
[f
n
(x) f(x)[dx.
Sequence of Functions 79
let > 0 be given. By uniform convergence of (f
n
) to f, there exists
N N such that
[f
n
(x) f(x)[ < n N, x [a, b].
Hence, for all n N,

_
b
a
f
n
(x)dx
_
b
a
f(x)dx

_
b
a
[f
n
(x) f(x)[dx < (b a).
This completes the proof.
Dierentiation and Uniform Convergence
Theorem 5.4 Suppose (f
n
) is a sequence of continuously dieren-
tiable functions dened on an interval J such that
(i) (f

n
) converges uniformly to a function, and
(ii) (f
n
(a)) converges for some a J.
Then (f
n
) converges to a continuously dierentiable function f and
lim
n
f

n
(x) = f

(x) x J.
Proof. Let g(x) := lim
n
f

n
(x) for xinJ, and := lim
n
f
n
(a). Since
the convergence of (f

n
) to g is uniform, by Theorem 5.3, the function
g is continuous and
lim
n
_
x
a
f

n
(t)dt =
_
x
a
g(t)dt.
Let (x) :=
_
x
a
g(t)dt, x J. Then is dierentiable and

(x) =
g(x) for x J. But,
_
x
a
f

n
(t)dt = f
n
(x) f
n
(a). Hence, we have
lim
n
[f
n
(x) f
n
(a)] = (x).
Thus, (f
n
) converges pointwise to a dierentiable function f dened
by f(x) = (x) + , x J, and (f

n
) converges to f

.
The following obvious from the above theorem.
80 Sequence and Series of Functions
Corollary 5.5 Suppose (f
n
) is a sequence of continuously dier-
entiable functions dened on an interval J such that (f
n
) converges
poitwise to a function f, and (f

n
) converges uniformly on J. Then
d
dx
_
lim
n
f
n
(x)
_
= lim
n
d
dx
f
n
(x) x J.
5.2 Series of Functions
Denition 5.3 By a series of functions we mean an expression
of the form

n=1
f
n
or

n=1
f
n
(x), where (f
n
) is a sequence of functions
dened on some interval J.
Denition 5.4 Given a series

n=1
f
n
(x) of functions, let
s
n
(x) :=
n

i=1
f
i
(x), x J.
Then s
n
is called the n-th partial sum of the series

n=1
f
n
.
Denition 5.5 (a) We say that a series

n=1
f
n
(x) converges at
a point x
0
J if the sequence (s
n
(x
0
)) converges,
(b) the series

n=1
f
n
(x) converges pointwise on J if the
sequence (s
n
) converges pointwise on J, and
(c) the series

n=1
f
n
(x) converges uniformly on J if the
sequence (s
n
) converges uniformly on J.
The proof of the following two theorems are obvious from the
statements of Theorems 5.3 and 5.4 respectively.
Theorem 5.6 Suppose (f
n
) is a sequence of continuous functions
on J. If

n=1
f
n
(x) converges uniformly on J, say to f(x), then f
is continuous on J, and for [a, b] J,
_
b
a
f(x)dx =

n=1
_
b
a
f
n
(x)dx.
Theorem 5.7 Suppose (f
n
) is a sequence of continuously dieren-
tiable functions on J. If

n=1
f

n
(x) converges uniformly on J, and
Series of Functions 81
if

n=1
f
n
(x) converges at some point x
0
J, then

n=1
f
n
(x)
converges to a dierentiable function on J, and
d
dx
_

n=1
f
n
(x)
_
=

n=1
f

n
(x).
Next we consider a useful sucient condition to check uniform
convergence. First a denition.
Denition 5.6 We say that

n=1
f
n
is a dominated series if there
exists a sequence
n
of positive real numbers such that [f
n
(x)[

n
for all n N and for all x J, and the series

n=1

n
converges.
Theorem 5.8 A dominated series converges uniformly.
Proof. Let

n=1

n
be a dominated series dened on an interval
J, and let (
n
) be a sequence of positive reals such that
(i) [f
n
(x)[
n
for all n N and for all x J, and
(ii)

n=1

n
converges.
Let s
n
(x) =

n
i=1
f
i
(x), n N. Then for n > m,
[s
n
(x)s
m
(x)[ =

i=m+1
f
i
(x)

i=m+1
[f
i
(x)[
n

i=m+1

i
=
n

m
,
where
n
=

n
k=1

k
Since

n=1

n
converges, the sequence
n
is
a Cauchy sequence. Now, let > 0 be given, and let N N be such
that
[
n

m
[ < n, m N.
Hence, from the relation: [s
n
(x) s
m
(x)[
n

m
, it follows that
[s
n
(x) s
m
(x)[ < n, m N, x J.
This, in particular implies that s
n
(x) is also a Cauchy sequence
at each x J. Hence, s
n
(x) converges for each x J. Let
f(x) = lim
n
s
n
(x), x J. Then, we have
[f(x) s
m
(x)[ = lim
n
[s
n
(x) s
m
(x)[ < m N, x J.
Thus, the series

n=1
f
n
converges uniformly f on J.
82 Sequence and Series of Functions
5.2.1 Examples
EXAMPLE 5.7 The series

n=1
cos nx
n
2
and

n=1
sinnx
n
2
are domi-
nated series, since

cos nx
n
2


1
n
2
,

sinnx
n
2

1
n
2
n N
and

n=1
1
n
2
is convergent.
EXAMPLE 5.8 The series

n=0
x
n
is a dominated series on [, ]
for 0 < < 1, since [x
n
[
n
for all n N and

n=0

n
is conver-
gent.
EXAMPLE 5.9 The series

n=1
x
n1
is not uniformly convergent
on (0, 1); in particular, not dominated on (0, 1). This is seen as
follows: Note that
s
n
(x) :=
n

k=1
x
k1
=
1 x
n
1 x
f(x) :=
1
1 x
as n .
Hence, for > 0,
[f(x) s
n
(x)[ <

x
n
1 x

< .
Hence, if there exists N N such that [f(x) s
n
(x)[ < for all
n N for all x (0, 1), then we would get
[x[
N
[1 x[
< x (0, 1).
This is not possible, as [x[
N
/[1 x[ as x 1.
EXAMPLE 5.10 The series

n=1
(1 x)x
n1
is not uniformly
convergent on [0, 1]; in particular, not dominated on [0, 1]. This is
seen as follows: Note that
s
n
(x) :=
n

k=1
(1x)x
k1
= (1x)
1 x
n
1 x
=
_
1 x
n
if x ,= 1
0 if x = 1.
Series of Functions 83
Note that
s
n
(x) f(x) :=
_
1 if x ,= 1
0 if x = 1.
Thus, [s
n
(x) f(x)[ =
_
x
n
if x ,= 1
0 if x = 1.
Hence, for 0 < < 1
and x ,= 1,
[f(x) s
n
(x)[ < [x
n
[ < .
Hence, if there exists N N such that [f(x) s
n
(x)[ < for all
n N for all x [0, 1], then we would get [x[
N
< for all x [0, 1).
This is not possible, as [x[
N
1 as x 1.
Remark 5.2 Note that if a series

n=1
f
n
converges uniformly to
a function f on an interval J, then we must have
sup
xJ
[s
n
(x) f(x)[ 0 as n .
Here, s
n
is the n-th partial sum of the series. Thus, if

n=1
f
n
converges to a function f on J, and if sup
xJ
[s
n
(x) f(x)[ , 0 as
n , then we can infer that the convergence is not uniform. As
an illustration, consider the Example 5.10. There we have
[s
n
(x) f(x)[ =
_
x
n
if x ,= 1
0 if x = 1.
Hence, sup
|x|1
[s
n
(x) f(x)[ = 1
EXAMPLE 5.11 Consider the series

n=1
x
n(1 + nx
2
)
on R. Note
that
x
n(1 + nx
2
)

1
n
_
1
2

n
_
,
and

n=1
1
n
3/2
converges. Thus, the given series is dominated series,
and hence it converges uniformly on R.
EXAMPLE 5.12 Consider the series

n=1
x
1 + n
2
x
2
for x [c, ),
c > 0. Note that
x
1 + n
2
x
2

x
n
2
x
2
=
1
n
2
x

1
n
2
c
84 Sequence and Series of Functions
and

n=1
1
n
2
converges. Thus, the given series is dominated series, and
hence it converges uniformly on [c, ).
Next examples shows that in Theorem 5.7, the condition that the
derived series converges uniformly is not a necessary condition for
the the conclusion.
EXAMPLE 5.13 Consider the series

n=0
x
n
. We know that it
converges to 1/(1 x) for [x[ < 1. It can be seen that the derived
series

n=1
nx
n1
converges uniformly for [x[ for any (0, 1).
This follows since

n=1
n
n1
converges. Hence,
1
(1 x)
2
=
d
dx
1
1 x
=

n=1
nx
n1
for [x[ .
The above realtion is true for x in any open interval J (1, 1);
because we can choose succieltly close to 1 such that J [, ].
Hence, we have
1
(1 x)
2
=

n=1
nx
n1
for [x[ < 1.
Exercises.
1. Let f
n
(x) =
x
2
(1+x
2
)
n
for x 0. Show that the series

n=1
f
n
(x)
does not converge uniformly.
2. Let f
n
(x) =
x
1+nx2
, x R. Show that (f
n
) converge uni-
formly, whereas (f

n
) does not converge uniformly. Is the re-
lation lim
n
f

n
(x) = (lim
n
f
n
(x))

true for all x R?


3. Let f
n
(x) =
log(1+n
3
x
2
)
n
2
, and g
n
(x) =
2nx
1+n
3
x
2
for x [0, 1].
Show that the sequence (g
n
) converges uniformly to g where
g(x) = 0 for all x [0, 1]. Using this fact, show that (f
n
) also
converges uniformly to the zero function on [0, 1].
4. Let f
n
(x) =
_
_
_
n
2
x, 0 x 1/n,
n
2
x + 2n, 1/n x 2/n,
0, 2/n x 1.
Show that (f
n
) does not converge uniformly of [0, 1].
Hint: Use termwise integration.
6
Power Series
6.1 Convergence and Absolute convergence
Power series is a particular case of series of functions.
Denition 6.1 A series of the form

n=0
a
n
x
n
is called a power
series. Here, a
n
is a sequence of real numbers.
Note that a power series

n=0
a
n
x
n
converges at the point x = 0.
What can we say about its domain of convergence?
Theorem 6.1 (Abels Theorem) If

n=0
a
n
x
n
converges at a point
x
0
, then it converges absolutely for every x with [x[ < [x
0
[.
Proof. (i) Suppose

n=0
a
n
x
n
converges at a point x
0
,= 0. Let
x be such that [x[ < [x
0
[. Then, since we have
[a
n
x
n
[ = [a
n
x
n
0
[

x
x
0

n
n.
Since [a
n
x
n
0
[ 0 as n , there exists M > 0 such that [a
n
x
n
0
[
M for all n, so that we have
[a
n
x
n
[ M

x
x
0

n
n.
Now, since

x
x
0

< 1, it follows, by comparison test that


n=0
[a
n
x
n
[
converges.
The following corollary is an immediate consequence of Abels
Theorem 6.1.
85
86 Power Series
Corollary 6.2 If

n=0
[a
n
x
n
[ diverges at a point u
0
, then the series

n=0
a
n
x
n
diverges for every x with [x[ > [u
0
[.
Theorem 6.1 shows that if

n=0
a
n
x
n
converges at a non-zero
point, if it diverges at some point, then there exists R > 0 such that
it converges for all x such that [x[ < R, and it diverges at all x with
[x[ > R. In particular, the set of all x such that

n=0
a
n
x
n
converges
is either the singleton set 0 or an an interval. In fact, the above
number R is
R = sup[x[ :

n=0
a
n
x
n
convergesat x.
Denition 6.2 The domain (or interval) of convergence of a
power series

n=0
a
n
x
n
is the set
D := x R :

n=0
a
n
x
n
convergesat x.
and
R := sup[x[ : x D
is called the radius of convergence of

n=0
a
n
x
n
.
Thus, a number R with 0 < R < is called the radius of con-
vergence of

n=0
a
n
x
n
if and only if

n=0
a
n
x
n
converges for all x
with [x[ < R, and diverges at all x with [x[ > R. If the power series

n=0
a
n
x
n
converges only at the point 0, then the radius of conver-
gence is 0, and if it converges at all points in R, then sup[x[ : x D
does not exists, and in that case we say that the radius of convergence
is , i.e., we write R = .
EXAMPLE 6.1 Consider the power series

n=0
x
n
. In this case,
we know that the series converges for x with [x[ < 1, and diverges
for for x with [x[ > 1. Also, the series diverges for x 1, 1.
Hence, its radius of convergence is 1, and its domain (interval) of
convergence is D = x : 1 < x < 1 = (1, 1).
EXAMPLE 6.2 Consider the power series

n=0
x
n
n
. In this case,
we know that the series converges at x = 1 and diverges at x = 1.
Hence, its radius of convergence is 1, and its domain (interval) of
convergence is [1, 1).
Convergence and Absolute convergence 87
EXAMPLE 6.3 Consider the power series

n=0
x
n
n
2
. We know that
this series converges at x = 1 and x = 1. Since
[x
n+1
/(n + 1)
2
[
[x
n
/n
2
[
= [x[
n
n + 1
[x[ as n ,
by ratio test the series

n=0

x
n
n
2

diverges for x with [x[ > 1. Hence,


it cannot converge at any x with [x[ > 1. Therefore, the radius of
convergence is 1, and the domain (interval) of convergence is [1, 1].
EXAMPLE 6.4 Consider the power series

n=0
x
n
n!
. Since
[x
n+1
/(n + 1)![
[x
n
/n![
= [x[
1
n + 1
0 as n ,
by ratio test the series converges at every x R. Hence, the radius
of convergence is , and the domain (interval) of convergence is R.
For nding the radius of convergence and domain of convergence,
the following theorem will be useful.
CONVENTION: In the following, we use the following convention:
(i) If a
n
0 for all n N and a
n
as n , then we write
lim
n
a
n
= .
(ii) If c = 0, then we write 1/c = , and if c = , then we write
1/c = 0.
Theorem 6.3 Consider the power series

n=0
a
n
x
n
, and let R be
its radius of convergence.
(a) If lim
n

a
n+1
a
n

= L [0, ], then R = 1/L.


(b) If lim
n
[a
n
[
1/n
= [0, ], then R = 1/.
Proof. Let u
n
(x) = a
n
x
n
.
(a) In this case, we have lim
n

u
n+1
(x)
u
n
(x)

= L[x[. Now, suppose


that 0 < L < . Then, by dAlemberts ratio test, the series

n=0
[a
n
x
n
[ converges absolutely for [x[ < 1/L, and

n=0
[a
n
x
n
[
diverges for [x[ > 1/L. Since absolute convergence implies conver-
gence, we have convergence of

n=0
a
n
x
n
for [x[ < 1/L.
88 Power Series
We claim that

n=0
a
n
x
n
diverges for [x[ > 1/L. Suppose this is
not true. Then there exists x
0
such that [x
0
[ > 1/L and

n=0
a
n
x
n
converges at x = x
0
. Then, taking a point u
0
such that 1/L < [u
0
[ <
[x
0
[, it follows by Abels Theorem 6.1, that the series

n=0
[a
n
u
n
0
[
converges. This contradicts the fact that

n=0
[a
n
x
n
[ diverges for
[x[ > 1/L. Thus, we justied our claim.
b) In this case, lim
n
[u
n+1
(x)[
1/n
= [x[. Hence, the result follows
by making use of Cauchys root test, and following the arguments as
in (a) above.
Exercise 6.1 Find the interval of convergence of the following power
series.
(i)

n=1
x
n
2n1
. Ans: [1, 1) (ii)

n=1
x
n
n4
n
. Ans: [4, 4]
(iii)

n=0
x
n
n!
. Ans: R (iv)

n=0
n!x
n
Ans: 0.
6.2 Integration and Dierentiation
Theorem 6.4 Suppose R > 0 is the radius of convergence of a power
series

n=0
a
n
x
n
. Then for any with 0 < < R, the series

n=0
a
n
x
n
and

n=1
na
n
x
n1
converge uniformly on [, ]. Moreover, the function f dened by
f(x) :=

n=0
a
n
x
n
, x (R, R), is continuous and the radius of
convergence of

n=1
na
n
x
n1
is R.
Proof. Let 0 < < R, and r such that < r < R. Then for
every x with [x[ , we have
[a
n
x
n
[ [a
n
r
n
[
_
x
r
_
n
[ [a
n
r
n
[
_

r
_
n
.
Since the series

n=0
[a
n

n
is convergent, the sequence (a
n
r
n
) is
bounded, say [a
n
r
n
[ M for all n N, for some M > 0. Also,
since

r
< 1,

n=0
a
n
x
n
is a dominated on [, ]. Hence the series

n=0
a
n
x
n
is uniformly convergent on [, ].
Integration and Dierentiation 89
By Theorem 6.4, the function f dened by f(x) :=

n=0
a
n
x
n
,
x (R, R), is continuous on [, ]. Since this is true for any
with 0 < < R, it follows that f is continuous on (R, R).
Next, we note that
[na
n
x
n1
[ n[a
n

n1
[ n[a
n
r
n1
[
_

r
_
n1
n N.
Since [a
n
r
n1
[ converges to 0, there exists M > 0 such that [a
n
r
n1
[
M for all n N. Thus, [na
n
x
n1
[ Mn
_

r
_
n1
for all n N. Since

r
< 1, it follows that the series

n=1
na
n
x
n1
is dominated on
[, ]. In particular, it converges uniformly on [, ].
It remains to show that R is the radius of convergence of

n=1
na
n
x
n1
.
Suppose x
0
R such that [x
0
[ < R, and let be such that [x
0
[ <
< R. Then we know that

n=1
na
n
x
n1
converges uniformly on
[, ], in particular,

n=1
na
n
x
n1
0
converges. Hence, the radius of
convergence of

n=1
na
n
x
n1
is at least R.
Suppose

n=1
na
n
x
n1
converges at some point u with [u[ >
R. Then taking r with [u[ > r > R, we see that

n=1
na
n
r
n1
converges. But, [na
n
r
n1
[ [a
n
r
n
[/r so that by comparison test

n=1
a
n
r
n
converges. This is not possible since r > R. Thus, the
radius of convergence of

n=1
na
n
x
n1
is R.
Theorem 6.5 Suppose R > 0 is the radius of convergence of a power
series

n=0
a
n
x
n
, and let f(x) :=

n=0
a
n
x
n
for [x[ < R. Then we
have the following:
(a) f(x) is a continuous function for [x[ < R, and for [a, b]
(R, R),
_
b
a
f(x)dx =

n=0
_
b
a
a
n
n + 1
[b
n+1
a
n+1
].
(b) f(x) is dierentiable for every x (R, R), and
d
dx
f(x) =

n=1
na
n
x
n1
.
Proof. (a) This part follows from Theorems 6.4 and 5.6.
90 Power Series
(b) By Theorems 6.4 and 5.7 it follows that
d
dx
f(x) =

n=1
na
n
x
n1
for every x [, ] for any with 0 < < R. Now, if x (R, R),
then we may take such that x [, ], and the result is valid for
such x as well.
6.3 Series that can be converted into a power
series
Some of the series may not be in the standard form

n=0
a
n
x
n
, but
can be converted into this form after some change of variable. For
example, consider the series
(i)

n=0
a
n
(xx
0
)
n
, (ii)

n=0
a
n
x
3
n, (iii)

n=0
a
n
1
x
n
, (iv)

n=0
a
n
sin
n
x.
In each of these cases, we may take a new variable as follows: In (i)
y = x x
0
, in (ii) y = x
3
, in (iii) y =
1
x
, and in (iv) y = sinx.
Exercises.
1. Find the interval convergence of the following power series.
(i)

n=1
(1)
n
nx
n
. Ans: (, 1) [1, )
(ii)

n=1
(1)
n
3
n
(4n1)x
n
. Ans: (, 3) [3, ),
(iii)

n=1
n(x+5)
n
(2n+1)
3
. Ans: [6, 4]
(iv)

n=1
2
n
sin
n
x
n
2
. Ans: [

6
+ k,

6
+ k], k Z.
2. Find the radius of convergence of

n=0
(n1)!
n
n
x
n
. Ans: e
3. Show that
(i) log(1 + x) =

n=1
(1)
n+1 x
n
n
for 1 < x 1,
(ii) tan
1
x =

n=0
(1)
n x
2n+1
2n+1
for 1 < x 1,
(iii)

4
=

n=0
(1)
n 1
2n+1
- the Gregory-Nilaka ntha series.
7
Fourier Series
While studying the heat conduction problem in the year 1804, Fourier
found it necessary to use a special type of function series associated
with certain functions f, later known as Fourier series of f. In this
chapter we study such series of functions.
7.1 Fourier Series of 2-Periodic functions
7.1.1 Fourier Series and Fourier Coecients
Denition 7.1 A series of the form
c
0
+

n=1
(a
n
cos nx + b
n
sinnx)
is called a trigonometric series. Here (a
n
) and (b
n
) are sequences
of real numbers.
We observe that the functions cos nx and sinnx are 2-periodic.
Hence, if c
0
+

n=1
(a
n
cos nx + b
n
sinnx) converges to a function
f(x), the f(x) also has to be 2-periodic. Thus, only a 2-periodic
function is expected to have a trigonometric series expansion.
Denition 7.2 A function f : R R is said to be T-periodic for
some T > 0 if f(x + T) = f(x for all x R.
Now, suppose that f is a 2-periodic function. We would like to
know whether f can be represented as a Fourier series. Suppose, for
91
92 Fourier Series
a moment, that we can write
f(x) = c
0
+

n=1
(a
n
cos nx + b
n
sinnx) x R.
Then what should be a
n
, b
n
? To answer this question, let us further
assume that the series can be termwise integrated. For instance if the
above series is uniformly convergent to f, then termwise integration is
possible; in particular, if (a
n
) and (b
n
) are such that

n=0
([a
n
[ +[b
n
[)
converges. Observe that
_

cos nxcos mxdx =


_
0, if n = m
, if n ,= m,
_

sinnxsinmxdx =
_
0, if n = m
, if n ,= m,
_

cos nxsinmxdx = 0.
Therefore, under the assumption that the series can be integrated
termwise, we get
_

f(x)dx = 2c
0
,
_

f(x) cos nxdx = a


n
n N,
_

f(x) sinnxdx = b
n
n N.
Thus,
c
0
=
1
2
_

f(x)dx
a
n
=
1

f(x) cos nxdx, n N,


b
n
=
1

f(x) sinnxdx, n N.
Fourier Series of 2-Periodic functions 93
Denition 7.3 The Fourier series of a 2-periodic function f is
the trigonometric series
a
0
2
+

n=1
(a
n
cos nx + b
n
sinnx) ,
where
a
n
=
1

f(x) cos nxdx, b


n
=
1

f(x) sinnxdx.
We may write this fact as
f(x)
a
0
2
+

n=1
(a
n
cos nx + b
n
sinnx) .
The numbers a
n
and b
n
are called the Fourier coecients of f.
The following two theorems give sucient conditions for the con-
vergence of the Fourier series of a function f to the function f at
certain points x R.
Theorem 7.1 Suppose f is a bounded monotonic function on [, ).
Then the Fourier series of f converges to a function s(x), where
s(x) =
_
f(x) if f continuous at x,
1
2
[f(x) + f(x+)] if f not continuous at x.
Theorem 7.2 (Dirichlets Theorem) Suppose f : R R is a 2-
periodic function which is piecewise dierentiable on (, ). Then
the Fourier series of f converges to a function s(x), where
s(x) =
_
f(x) if f continuous at x,
1
2
[f(x) + f(x+)] if f not continuous at x.
Remark 7.1 It is known that there are continuous functions f de-
ned on [, ] whose Fourier series does not converge point wise
to f. Its proof relies on concepts from advanced mathematics (cf.
M.T.Nair, Functional Analysis: A First Course, Prentice-Hall of In-
dia, new delhi, 2002).
We may observe the following:
94 Fourier Series
Suppose f is an even function. Then f(x) cos nx is an even
function and f(x) sinnx is an odd function. Hence b
n
= 0 for all
n N, so that in this case the Fourier series of f is
s(x) =
a
0
2
+

n=1
a
n
cos nx
with
a
n
=
2

_

0
f(x) cos nxdx.
In particular,
s(0) =

n=0
a
n
, s() = a
0
+

n=1
(1)
n
a
n
.
Suppose f is an odd function. Then f(x) cos nx is an odd
function and f(x) sinnx is an even function. Hence a
n
= 0 for all
n N 0, so that in this case the Fourier series of f is

n=1
b
n
sinnx with b
n
=
2

_

0
f(x) sinnxdx. ()
In particular,
s(/2) =

n=0
(1)
n
b
2n+1
.
7.1.2 Even and Odd Expansions
Suppose a function is dened on [0, ). Then we may extend it to
[, ) in any manner, and then extend to all of R periodically, that
is by dening f(x 2) = f(x). In this fashion we can get many
series expansions of f all of which coincide on [0, ].
For example, by dening
f
odd
(x) =
_
f(x) if 0 x < ,
f(x) if x < 0,
,
f
even
(x) =
_
f(x) if 0 x < ,
f(x) if x < 0,
Fourier Series of 2-Periodic functions 95
then we may observe that
f
odd
(x) = f
odd
(x), f
even
(x) = f
even
(x) x [, ],
so that f
odd
and f
even
are the odd extension and even extension of f
respectively. Therefore,
f(x)
a
0
2
+

n=1
a
n
cos nx, x [0, ), ()
and
f(x)

n=1
b
n
sinnx, x [0, ), ()
with
a
n
=
2

_

0
f(x) cos nxdx, b
n
=
2

_

0
f(x) sinnxdx.
The expansions () and () are called, respectively, the even and
odd expansions of f on [0, ).
7.1.3 Examples
EXAMPLE 7.1 Consider the 2-periodic function f with f(x) = x
for x [, ]. Note that the f is an odd function. Hence, a
n
= 0
for n = 0, 1, 2, . . ., and the Fourier series is

n=1
b
n
sinnx, x [0, ]
with
b
n
=
2

_

0
xsinnxdx =
2

_
_
x
cos nx
n
_

0
+
_

0
cos nx
n
dx
_
=
2

cos n
n
_
=
(1)
n+1
2
n
.
Thus the Fourier series is
2

n=1
(1)
n+1
n
sinnx.
In particular (using Dirichlets theorem), with x = /2 we have

4
=

n=1
(1)
n+1
n
sin
n
2
=

n=0
(1)
n+1
2n + 1
.
96 Fourier Series
EXAMPLE 7.2 Consider the 2-periodic function f with f(x) =
[x[ for x [, ]. Note that the f is an even function. Hence,
b
n
= 0 for n = 1, 2, . . ., and the Fourier series is
a
0
2
+

n=1
a
n
cos nx, x [0, ], a
n
=
2

_

0
xcos nxdx.
It can be see that a
0
= , and
a
2n
= 0, a
2n+1
=
4
(2n + 1)
2
, n = 0, 1, 2, . . . .
Thus,
[x[

2

4

n=0
cos(2n + 1)x
(2n + 1)
2
, x [0, ].
Taking x = 0 (Using Dirichlets theorem), we have

2
8
=

n=0
1
(2n + 1)
2
.
EXAMPLE 7.3 Consider the 2-periodic function f with
f(x) =
_
1, x < 0,
1, 0 x .
Note that the f is an odd function. Hence, a
n
= 0 for n = 0, 1, 2, . . .,
and the Fourier series is

n=1
b
n
sinnx, x [0, ]
with
b
n
=
2

_

0
f(x) sinnxdx =
2

_

0
sinnxdx =
2

(1 cos n).
Thus
f(x)
4

n=0
sin(2n + 1)x
2n + 1
.
Taking x = /2, we have

4
=

n=0
(1)
n
2n + 1
.
Fourier Series of 2-Periodic functions 97
EXAMPLE 7.4 Consider the 2-periodic function f with f(x) =
x
2
for x [, ]. Note that the f is an even function. Hence,
b
n
= 0 for n = 1, 2, . . ., and the Fourier series is
a
0
2
+

n=1
a
n
cos nx, x [0, ], a
n
=
2

_

0
xcos nxdx.
It can be see that a
0
= 2
2
/3, and a
n
= (1)
n
4/n
2
. Thus
x
2


2
3
+ 4

n=1
(1)
n
cos nx
n
2
, x .
Taking x = 0 and x = (Using Dirichlets theorem), we have

2
12
=

n=1
(1)
n+1
n
2
,

2
6
=

n=1
1
n
2
respectively.
7.2 Fourier Series of 2-Periodic functions
Suppose f is a T-periodic function. We may write T = 2. Then we
may consider the change of variable t = x/ so that the function
f(x) = f(t/), as a function of t is 2-periodic. Hence, its Fourier
series is
a
0
2
+

n=1
(a
n
cos nt + b
n
sinnt)
where
a
n
=
1

f
_
t

_
cos ntdt =
1

f(x) cos
nx

dx,
b
n
=
1

f
_
t

_
sinntdt =
1

f(x) sin
nx

dx.
In particular,
if f is even, then b
n
= 0 for all n and
a
n
=
2

_

0
f(x) cos
nx

dx,
98 Fourier Series
if f is odd, then a
n
= 0 for all n and
b
n
=
2

_

0
f(x) sin
nx

dx,
7.2.1 Fourier series of Functions on Arbitrary intervals
Suppose a function f is dened in an interval [a, b). We can obtain
Fourier expansion of it on [a, b) as follows:
Method 1: Let us consider a change of variable as y = x
a+b
2
. Let
(y) := f(x) = f(y +
a+b
2
) where y with = (b a)/2. We
can extend as a 2-periodic function and obtain its Fourier series
as
(y)
a
0
2
+

n=1
_
a
n
cos
n

y + b
n
sin
n

y
_
where
a
n
=
1

(y) cos
nx

ydy,
b
n
=
1

(y) sin
nx

ydy.
Method 2: Considering the change of variable as y = x a and
:= b a, we dene (y) := f(x) = f(y + a) where 0 y < . We
can extend as a 2-periodic function in any manner and obtain its
Fourier series. Here are two specic cases:
(a) For y [, 0], dene

f
e
(y) =

f(y). Thus

f
e
on [, ] is
an even function. In this case,
(y)
a
0
2
+

n=1
a
n
cos
n

y
where = (b a)/2 and
a
n
=
1

(y) cos
nx

ydy.
Fourier Series of 2-Periodic functions 99
(b) For y [, 0], dene

f
o
(y) =

f(y). Thus

f
o
on [, ] is
an odd function. In this case,
(y)

n=1
b
n
sin
n

y
where
b
n
=
1

(y) sin
nx

ydy.
From the series of

f we can recover the corresponding series of f
on [a, b] by writing y = x a.
7.2.2 Exercises
Exercise 7.1 Find the Fourier series of the 2- period function f
such that:
(a) f(x) =
_
1,

2
x <

2
0,

2
< x <
3
2
.
(b) f(x) =
_
x,

2
x <

2
x,

2
< x <
3
2
.
(c) f(x) =
_
1 +
2x

, x 0
1
2x

, 0 x .
(d) f(x) =
x
2
4
, x .
Exercise 7.2 Using the Fourier series in Exercise 7.1, nd the sum
of the following series:
(a) 1
1
3
+
1
5

1
7
+ . . ., (b) 1 +
1
4
+
1
9
+
1
16
+ . . ..
(c) 1
1
4
+
1
9

1
16
+ . . ., (d) 1 +
1
3
2
+
1
5
2
+
1
7
2
+ . . ..
Exercise 7.3 If f(x) =
_
sinx, 0 x

4
cos x,

4
x <

2
, then show that
f(x)
8

cos

4
_
sinx
1.3
+
sin3x
5.7
+
sin10x
9.11
+ . . .
_
.
100 Fourier Series
Exercise 7.4 Show that for 0 < x < 1,
x x
2
=
8

2
_
sinx
1
3
+
sin3x
3
3
+
sin5x
5
3
+ . . .
_
.
Exercise 7.5 Show that for 0 < x < ,
sinx +
sin3x
3
+
sin5x
5
+ . . . =

4
.
Exercise 7.6 Show that for < x < ,
xsinx = 1
1
2
cos x
2
1.3
cos 2x +
2
2.4
cos 3x
2
3.5
cos 4x + . . . ,
and nd the sum of the series
1
1.3

1
3.5
cos 4x +
1
5.7

1
7.9
+ . . . .
Exercise 7.7 Show that for 0 x ,
x( x) =

2
6

_
cos 2x
1
2
+
cos 4x
2
2
+
cos 6x
3
2
+ . . .
_
,
x( x) =
8

_
sinx
1
3
+
sin3x
3
3
+
sin5x
5
3
+ . . .
_
.
Exercise 7.8 Assuming that the Fourier series of f converges uni-
formly on [, ), show that
1

[f(x)]
2
dx =
a
2
0
2
+

n=1
(a
2
n
+ b
2
n
).
Exercise 7.9 Using Exercises 7.7 and 7.8 show that
(a)

n=1
1
n
4
=

4
90
, (b)

n=1
(1)
n1
n
2
=

2
12
(c)

n=1
1
n
6
=

6
945
(d)

n=1
(1)
n1
(2n 1)
3
=

3
32
Exercise 7.10 Write down the Fourier series of f(x) = x for x
[1, 2) so that it converges to 1/2 at x = 1.
8
Functions of Several Variables
8.1 Introduction
Functions of more than one variables come naturally in applications.
For example, in physics one come across the relation
PV
T
= c, constant,
where P, V, T represents the pressure, volume and temperature of an
ideal gas. Since
P =
cT
V
= c, V =
cT
P
= c, T =
PV
c
each of P, V, T can be thought of as a function of the remaining two
variables.
In the following we shall use some standard notations:
For k N, we denote by R
k
the set of all k-tuples (x
1
, . . . , x
k
)
with x
i
R for i 1, . . . , k. Also, for u = (x
1
, . . . , x
k
) R
k
, we
denote by |u| the positive square root of x
2
1
+ x
2
2
+ . . . , x
2
k
, i.e.,
|u| =
_
x
2
1
+ x
2
2
+ . . . , x
2
k
.
Denition 8.1 A subset D of R
2
is said to be a bounded set if
there exits M > 0 such that |u| M for every u D.
If u
n
= (x
n
, y
n
) for n N, for sequences (x
n
) and (y
n
) in R, then
we say that (u
n
) is a sequence in R
2
.
101
102 Functions of Several Variables
Denition 8.2 A sequence (u
n
) in R
2
is said to converge to a point
u R
2
, and we write u
n
u, if |u
n
u| 0 as n .
Denition 8.3 By a function of several variables we mean a func-
tion f : D R, where D is a subset of R
k
for some k 2, 3, . . ..
We write this fact by
z = f(x
1
, . . . , x
k
), (x
1
, . . . , x
k
) D,
and say that z is a function of (x
1
, . . . , x
k
).
The set D is called the domain of the function f, or we say
that f is dened on D.
In this course, for the sake of simplicity of presentation, we shall
consider functions of two variables, i.e., D R
2
and f : D R, and
we write this by
z = f(x, y), (x, y) D.
Whatever we do with two variables can also be extended to more than
two variables. Geometrically a function of two variables represent a
surface o in the 3-dimensional space, i.e., the surface is the set of all
points (x, y, z) R
3
such that z = f(x, y) with (x, y) D, i.e.,
o = (x, y, z) R
3
: z = f(x, y), (x, y) D.
EXAMPLE 8.1 Here are two examples functions of of two vari-
ables:
(a) z = f(x, y) :=
_
1 x
2
y
2
, D := (x, y) : x
2
+ y
2
1.
(b) z = f(x, y) :=
xy
x
2
+ y
2
, D := (x, y) : x
2
+ y
2
,= 0.
8.2 Limit and Continuity
We shall discuss limit, continuity and dierentiability of functions of
several variables. One of the primary concept required to do these is
that of a neighbourhood of a point in R
2
.
Denition 8.4 By a neighbourhood of a point u
0
= (x
0
, y
0
) R
2
we mean the set of all points u = (x, y) R
2
such that |u u
0
| <
for some > 0. Such a set, u R
2
: |u u
0
| < is called a
Limit and Continuity 103
-neighbourhood of u
0
= (x
0
, y
0
), or an open disc with centre u
0
and radius .
A set of the form u R
2
: 0 < |u u
0
| < is called a a
deleted -neighbourhood of u
0
= (x
0
, y
0
).
Denition 8.5 Suppose f is dened on a set D R
2
, and u
0
=
(x
0
, y
0
) R
2
. We say that f has the limit as u = (x, y) D
approaches u
0
if for every e > 0 there exists a > 0 such that
[f(u) [ <
whenever u D and 0 < |u u
0
| < . We write the above fact by
lim
uu
0
f(u) = or lim
x0,x
0
yy
0
f(x, y) = .
The following results can be observed (Exercise)
(a) Suppose limit exists for a function f : D R
2
at a point
u
0
R
2
, then the limit is unique.
(b) If lim
uu
0
f(u) = exists, then for every sequence (u
n
) in
D, if u
n
u
0
then f(u
n
) .
By (b) above it follows that if (u
n
) and v
n
) are sequences in D
with u
n
u
0
and v
n
u
0
but sequences (f(u
n
)) and (f(v
n
) have
dierent limits, then lim
uu
0
f(u) does not exist.
Denition 8.6 A function f is dened on a set D R
2
is said to
be continuous at a point u
0
D if lim
uu
0
f(u) exists and is equal
to f(u
0
).
Thus, if f : D R is continuous at u
0
D, then fore very
sequence (u
n
) which converges to u
0
, we have f(u
n
) f(u
0
).
Remark 8.1 We note that in order to dene limit of a function f
at a point u
0
(x
0
, y
0
), it is not necessary that the function is dened
at u
0
, whereas to dene continuity of f at u
0
it is necessary that u
0
belongs to the domain of f.
EXAMPLE 8.2 Let f(x, y) =
_
1 x
2
y
2
, D := (x, y) : x
2
+
y
2
1. Then lim
(x,y)(0,0)
f(x, y) = 1. In fact, f is continuous at all
points in D.
104 Functions of Several Variables
EXAMPLE 8.3 Let f(x, y) := xy
x
2
y
2
x
2
+ y
2
, D := (x, y) : x
2
+y
2
,=
0. Then taking x = r cos and y = r sin we have r
2
= x
2
+ y
2
,
and
[f(x, y)[ =

r
2
4
sin4

r
2
4
0 as r
2
0.
Hence lim
(x,y)(0,0)
f(x, y) = 0. Note that f is not dened at (0, 0).
EXAMPLE 8.4 Let f(x, y) :=
xy
x
2
+ y
2
, D := (x, y) : x
2
+y
2
,= 0.
Then lim
(x,y)(0,0)
f(x, y) does not exist. To see this, for each m R,
consider the straight line L
m
:= (x, y) : y = mx, i.e., the straight
line passing through the origin with slope m. Then we see that for
(x, y) L
m
, f(x, y) =
m
1 + m
2
. Thus, for > 0 it is not possible to
nd a -neighbour hood of (0, 0) such that [f(x, y) [ < for all
points in that neighbourhood.
For instance, we can identify sequences (u
n
) and (v
n
) in D having
the same limit (0, 0), but (f(u
n
)) and (f(v
n
) have dierent limits.
EXAMPLE 8.5 Let z = f(x, y) :=
x
2
y
x
4
+ y
2
, D := (x, y) : x
2
+
y
2
,= 0. Then lim
(x,y)(0,0)
f(x, y) does not exist. To see this, for each
m R, consider the set A
m
:= (x, y) : y = mx
2
. Then we see that
for (x, y) A
m
, f(x, y) =
m
1 + m
2
. Again, by the same argument as
in last example, the function does not have limit at (0, 0).
Remark 8.2 Suppose a function f does not have a limit at a point
(x
0
, y
0
), and suppose that (x
0
, y
0
) is not in the domain of denition
of f. Then, no matter whatever value we assign to f at (x
0
, y
0
), the
extended function cannot be continuous.
It is possible that
lim
(x,y)(x
0
,y
0
)
f(x, y) does not exist but one or both of the limits
lim
xx
0
lim
yy
0
f(x, y), lim
yy
0
lim
xx
0
f(x, y)
exist.
Any one or both of lim
xx
0
lim
yy
0
f(x, y) and lim
yy
0
lim
xx
0
f(x, y) may
Limit and Continuity 105
not exist, but lim
(x,y)(x
0
,y
0
)
f(x, y) exists.
To illustrate the above we consider a few examples.
EXAMPLE 8.6 (a) Let
f(x, y) :=
(y x)(1 + x)
(y + x)(1 +y)
, D := (x, y) : x + y ,= 0.
Then we see that
lim
y0
lim
x0
f(x, y) = lim
y0
y
y
= 1, lim
x0
lim
y0
f(x, y) = lim
x0
(1 + x) = 1,
and
lim
y=mx,x0
f(x, y) =
m1
m + 1
.
Thus, separate limit exit, but the limit does not exists at (0, 0).
EXAMPLE 8.7 Let
f(x, y) := xsin
1
y
+ y sin
1
x
D := (x, y) : xy ,= 0.
Then we see that separate limit do not exist at (0, 0), but
[f(x, y)[ [x[ +[y[ so that lim
(x,y)(0,0)
f(x, y) = 0.
8.2.1 Some Topological Notions
For stating two important theorems concerning continuous functions,
we need to use a few more denitions.
Denition 8.7 A point (x
0
, y
0
) R
2
is said to be an interior
point of a set D R
2
if D contains a neighbourhood of (x
0
, y
0
).
Denition 8.8 A point (x
0
, y
0
) is said to be a boundary point of
a set D R
2
if every neighbourhood of (x
0
, y
0
) contains some point
of D and some point of D
c
.
Denition 8.9 A subset G of R
2
is said to be an open set if every
point in G is an interior point of G.
Denition 8.10 A subset F f R
2
is said to be a closed set if F
contains all its boundary points.
106 Functions of Several Variables
It can be shown that a set D is closed i it contains all its bound-
ary points, i its compliment D
c
is open in R
2
.
Denition 8.11 Let D R
2
and : [a, b] D be a function.
For t [a, b], let (t) = (
1
(t),
2
(t)), where
1
and
2
are real
valued functions dened on [a, b]. Then : [a, b] D is said to be
continuous at t
0
[a, b] if both
1
and
2
are continuous at t
0
.
Denition 8.12 Let D R
2
. By a curve in D in D we mean a
continuous function : [0, 1] D. The point u
0
:= (0) is called
the initial point of the curve and u
1
:= (1) is called the nal or
terminal point of , and we say that is a curve joining u
0
to u
1
.
Denition 8.13 A subset D of R
2
is said to be a connected set
if any two points in D can be joined by a curve in D, that is, for any
u
0
and u
1
in D, there exists a curve : [0, 1] D in D such that
u
0
= (0) and u
1
:= (1).
We observe that if any two points in D R
2
can be joined by a
polygonal line, then D is connected.
Denition 8.14 A subset D of R
2
is said to be a domain in R
2
if it
consists of an open connected set and possibly some of its boundary
points.
Denition 8.15 A domain which is also an open set is called an
open domain, and a domain which is also a closed set is called a
closed domain.
8.2.2 Two Theorems
Theorem 8.1 Suppose f is a continuous function dened on a closed
and bounded domain D R
2
. Then we have following:
(a) (On attaining maximum and minimum) There exist points
(x
1
, y
1
) and (x
2
, y
2
) in D such that
f(x
1
, y
1
) f(x, y) f(x
2
, y
2
) (x, y) D.
(b) (Intermediate value theorem) If (x
1
, y
1
) and (x
2
, y
2
) are in
D and c R is such that
f(x
1
, y
1
) < c < f(x
2
, y
2
)
then there exists (x
0
, y
0
) D such that f(x
0
, y
0
) = c.
Partial Derivatives 107
8.3 Partial Derivatives
Denition 8.16 Suppose f is a (real valued) function dened in a
neigbourhood of a point (x
0
, y
0
). Then f is said to have the partial
derivative with respect to x at (x
0
, y
0
) if
d
dx
f(x, y
0
) exists at x
0
,
and it is denoted by
f
x
(x
0
, y
0
). Thus, if f has partial derivative with
respect to x at (x
0
, y
0
), then
f
x
(x
0
, y
0
) =
d
dx
f(x, y
0
)

x=x
0
= lim
x00
f(x
0
+ x, y
0
) f(x
0
, y
0
)
x
,
and it is called the partial derivative of f with respect to x at
(x
0
, y
0
).
Similarly, we can dene partial derivative of f with respect
to y at (x
0
, y
0
).
Thus, if f has partial derivative at (x
0
, y
0
) if f(x
0
, y), as a function
of y, is dierentiable at y
0
, and in that case the quantity
d
dy
f(x
0
, y)

y=y
0
,
denoted by
f
y
(x
0
, y
0
) is called the partial derivative of f with
respect to y at (x
0
, y
0
), i.e.,
f
y
(x
0
, y
0
) :=
d
dy
f(x
0
, y)

y=y
0
.
Partial derivatives
f
x
(x
0
, y
0
) and
f
y
(x
0
, y
0
) are also denoted by
f
x
(x
0
, y
0
) and f
y
(x
0
, y
0
) respectively.
We denote
f
xx
(x
0
, y
0
) := (f
x
)
x
(x
0
, y
0
), f
xy
(x
0
, y
0
) := (f
x
)
y
(x
0
, y
0
),
f
yx
(x
0
, y
0
) := (f
y
)
x
(x
0
, y
0
), f
yy
(x
0
, y
0
) := (f
y
)
y
(x
0
, y
0
).
Thus,
f
xx
(x
0
, y
0
) :=
d
dx
f
x
(x, y
0
)

x=x
0
, f
xy
(x
0
, y
0
) :=
d
dy
f
x
(x
0
, y)

y=y
0
,
f
yx
(x
0
, y
0
) :=
d
dx
f
x
(x, y
0
)

x=x
0
, f
yy
(x
0
, y
0
) :=
d
dy
f
y
(x
0
, y)

y=y
0
.
108 Functions of Several Variables
EXAMPLE 8.8 Let z = f(x, y) :=
_
xy
x
2
+y
2
, (x, y) ,= 0,
0, (x, y) = (0, 0).
We have already observed that this function is not continuous at
(0, 0). However,
f
x
(0, 0) = 0 = f
y
(0, 0).
EXAMPLE 8.9 Let z = f(x, y) :=
_
xy(x
2
y
2
)
x
2
+y
2
, (x, y) ,= 0,
0, (x, y) = (0, 0).
In this case it is seen that f
x
(0, 0) = 0 = f
y
(0, 0). Note that
(f
x
)
y
(0, 0) = lim
y0
f
x
(0, y) f
x
(0, 0)
y
,
where
f
x
(0, y) = lim
x0
f(x, y) f(0, y)
x
= y.
Hence
(f
x
)
y
(0, 0) = 1.
Also,
(f
y
)
x
(0, 0) = lim
x0
f
y
(x, 0) f
y
(0, 0)
x
,
where
f
y
(x, 0) = lim
y0
f(x, y) f(x, 0)
y
= x.
Hence
(f
y
)
x
(0, 0) = 1.
The above example shows that, in general, f
xy
need not be equal
to f
yx
. However,
Theorem 8.2 If f
xy
and fyx exist and are continuous in a neigh-
bourhood D
0
of (x
0
, y
0
), then f
xy
= f
yx
on D
0
.
8.3.1 Partial Increments and Total Increment
Denition 8.17 Suppose f is a (real valued) function dened in a
neigbourhood of a point (x, y), and let z = f(x, y). Then
Partial Derivatives 109
Partial increment of z with respect to x is

x
z := f(x + x, y) f(x, y).
Partial increment of z with respect to y is

y
z := f(x, y + y) f(x, y).
Total increment of z is
z := f(x + x, y + y) f(x, y).
Theorem 8.3 Suppose f
x
and f
y
exist and are continuous in a
neighbourhood D
1
of a point (x, y). Then there exist functions
and dened in the neighbourhood D
2
of (0, 0) such that
z = f
x
(x, y)x + f
y
(x, y)y + (x, y)x + (x, y)y
for all (x, y) D
1
and (x, y) D
2
, where
(x, y) 0, (x, y) 0 as (x, y) (0, 0).
Proof. We may observe that
z := f(x + x, y + y) f(x, y)
= [f(x + x, y + y) f(x, y + y)] + [f(x, y + y) f(x, y)].
Since f has partial derivatives in a neighbourhood of (x, y), by mean
value theorem, there exists between x and x + x such that
f(x + x, y + y) f(x, y + y) = f
x
(, y + y),
there exists between y and y + y such that
f(x, y + y) f(x, y) = f
y
(x, ).
Thus,
z = f
x
(, y + y)x + f
y
(x, )y.
Further, since f
x
and f
y
are continuous at (x, y),
f
x
(, y + y) f
x
(x, y), f
y
(x, ) f
y
(x, y)
as (x, y) (0, 0), i.e., as :=
_
(x)
2
+ (y)
2
0. Thus,
z = f
x
(x, y)x + f
y
(x, y)y + (x, y)x + (x, y)y,
where (x, y) 0 and (x, y) 0 as 0.
110 Functions of Several Variables
8.3.2 Total Dierential, Gradient, Dierentiability
Suppose f is a function of two variables dened in a neighborhood
of a point u
0
:= (x
0
, y
0
).
Denition 8.18 Suppose f has partial derivatives at u
0
:= (x
0
, y
0
).
Then the expression
f
x
x + f
y
y
evaluated at u
0
is called the total dierential of f at u
0
, and the
pair (f
x
(u
0
), f
y
(u
0
)) is called the gradient of f at u
0
, denoted by
(grad f)(u
0
) or (f)(u
0
).
Denition 8.19 The function f is said to be dierentiable at
u
0
:= (x
0
, y
0
) if there exists a pair (, ) of real numbers such that
lim
0
1

[f(x
0
+ x, y
0
+ y) f(x
0
, y
0
)] (x + y) = 0,
where :=
_
(x)
2
+ (y)
2
. The pair (, ) is called the deriva-
tive of f and is denoted by f

(u
0
).
From Theorem 8.3, the following result is obvious, thus providing
a sucient condition for dierentiability at a point.
Theorem 8.4 If f
x
and f
y
exist and are continuous in a neighbour-
hood of u
0
:= (x
0
, y
0
), then f is dierentiable at (x
0
, y
0
), and
f

(u
0
) = (f)(u
0
).
Here is a necessary condition for dierentiability.
Theorem 8.5 Suppose f is dierentiable at u
0
:= (x
0
, y
0
). Then,
then f is continuous, partial derivatives f
x
and f
y
exist at u
0
, and
f

(u
0
) = (f)(u
0
).
Remark 8.3 If a function f is either not continuous or if f
x
and
f
y
does not exist at (x
0
, y
0
), then By Theorem 8.5 we can conclude
that f is not dierentiable at (x
0
, y
0
). Suppose f
x
and f
y
exist at
Partial Derivatives 111
u
0
= (x
0
, y
0
). Then it follows that, f is dierentiable at (x
0
, y
0
) if
and only if
lim
0
1

[f(x
0
+x, y
0
+y)f(x
0
, y
0
)][f
x
(u
0
)x+f
y
(u
0
)y)] = 0.
and in that case the derivative is (f)(u
0
) := (f
x
(u
0
), f
y
(u
0
)).
Exercise 8.1 Prove Theorem 8.5.
8.3.3 Derivatives of Composition of Functions
Suppose z = F(u, v) where u and v are functions of (x, y), i.e., u =
(x, y) and v = (x, y) for some functions and . Then z itself is
a function of (x, y). Thus,
z = F((x, y), (x, y)).
Then we have

x
z = F((x + x, y), (x + x, y)) F((x, y), (x, y)).
But,

x
u = (x + x, y) (x, y),
x
v = (x + x, y) (x, y).
Hence, assuming all necessary conditions, we have

x
z = F(u +
x
u, v +
x
v) F(u, v)
= F
u

x
u + F
v

x
v +
1

x
u +
2

x
v,
where

1
(
x
u,
x
v) 0,
2
(
x
u,
x
v) 0 as (x, y) (0, 0).
Thus,

x
z
x
= F
u

x
u
x
+ F
v

x
v
x
+
1

x
u
x
+
2

x
v
x
.
Now taking limit as (x, y) (0, 0), we have
z
x
= F
u
u
x
+ F
v
v
x
.
Thus we have proved the following theorem.
112 Functions of Several Variables
Theorem 8.6 Suppose and are dened in a neighbourhood D of
a point (x
0
, y
0
) and z = F(u, v) where u = (x, y), v = (x, y) for
(x, y) D. Assume that F
u
, F
v
exist and are continuous in a neigh-
bourhood of (u
0
, v
0
), where u
0
= (x
0
, y
0
), v
0
= (x
0
, y
0
). Then for
all (x, y) in a in a neighbourhood of (x
0
, y
0
), we have
z
x
= F
u
u
x
+ F
v
v
x
.
A special case:
Suppose f is a function of (x, y) in a nbd of a point (x
0
, y
0
), and
x and y are functions of another variable t with t [a, b]. Then
z = f(x, y) is a function of t and we have
dz
dt
=
z
t
= f
x
dx
dt
+ f
y
dy
dt
.
EXAMPLE 8.10 Consider z = x
2
+

y where y = sinx, 0 < x < .


Then
dz
dx
=
z
x
+
z
y
dy
dx
= 2x +
cos x
2

y
.
Eulers Theorem:
Theorem 8.7 Suppose f is a homogeneous function of degree n in
a domain D, i.e., f(x, y) =
n
f(x, y) for all R, (x, y) D.
Then
x
f
x
+ y
f
y
= nf(x, y).
Proof. We may write
f(x, y) = f
_
x, x
y
y
_
= x
n
f
_
1,
y
y
_
= x
n
g(u),
where u = y/x and g(u) = f(1, u). Then by Theorem 8.6,
f
x
= nx
n1
g(u) + x
n
g

(u)(y/x
2
),
f
y
= x
n
g

(u)(1/x) = x
n1
g

(u).
From these expressions the conclusion of the theorem follows.
Derivatives of Implicitly Dened Functions 113
8.4 Derivatives of Implicitly Dened Func-
tions
Denition 8.20 A function f is said to be implicitly dened on
an interval J if there exists a function F dened on a domain D if
(x, f(x)) D and F(x, f(x)) = 0 x J.
Theorem 8.8 Suppose f is implicitly dened on an interval J by
F(x, y) = 0, y = f(x) for x J. Assume further that F
x
and F
y
are
dened and are continuous in a nbd of a point (x
0
, y
0
) where x
0
J
and y
0
= f(x
0
). If F
y
,= 0 at (x
0
, y
0
), then f

(x) exists in a nbd of


x
0
and
f

(x
0
) =
F
x
F
y

(x
0
,y
0
)
.
Proof. Let x
0
J and y
0
= f(x
0
), y = f(x
0
+ x) f(x
0
).
Then, since F(x
0
, y
0
) = 0 = F(x
0
+ x, y
0
+ y), we have
0 = F = F
x
x + F
y
y +
1
x +
2
y,
where
1
(x, y),
1
(x, y) 0 as (x, y) 0. Hence,
0 = F
x
+ F
y
y
x
+
1
+
2
y
x
= (F
x
+
1
) + (F
y
+
2
)
y
x
.
so that
y
x
=
F
x
+
1
F
y
+
2

F
x
F
y
as (x, y) 0.
Thus f

(x) exists in a nbd of x


0
and f

(x
0
) = F
x
/F
y
at (x
0
, y
0
).
The proof of the following theorem is omitted.
Theorem 8.9 (Implicit function Theorem Suppose F is dened in
a nbd D of a point (x
0
, y
0
), and F
x
and F
y
exist and are continuous
in D. If F(x
0
, y
0
) = 0 and F
y
,= 0 at (x
0
, y
0
), then we have following:
(i) There exists an open interval J containing x
0
and a function
f : J R such that (x, f(x) D for all x J, and
F(x, f(x)) = 0 x J.
(ii) f

(x) exists in a an open subinterval J


0
of J with x
0
J
0
f

(x) =
F
x
F
y

(x,f(x))
x J
0
.
114 Functions of Several Variables
8.4.1 Level Curve and Level Surface
Suppose u is a function dened in a domain D R
2
. Then, for each
c R, the set of all (x, y) D such that f(x, y) = c is called a level
curve of u. If v is a function dened in a domain D

R
3
, then,
for each c R, the set of all (x, y, z) D

such that f(x, y, z) = c is


called a level surface of v.
If is a level curve of a function u, then it can be easily seen
that v := (u
y
, u
x
) is a vector in the direction of the tangent at the
point (x, y). Indeed, if y = f(x) is implicitly dened by F(x, y) :=
u(x, y) c = 0, then the level curve of u is the graph of f, and its
tangent is along the direction of (1, u
x
/u
y
), i.e., along (u
y
, u
x
)
whenever u
y
,= 0, and if u
y
= 0 then its direction is obviously along
(0, u
x
). Thus, we see that
_u v = (u
x
, u
y
) (u
y
, u
x
) = u
x
u
y
u
y
u
x
= 0,
so that the gradient _u of u is perpendicular to the tangent line,
and hence it is along the normal to the level curve.
8.5 Directional Derivatives
Suppose u is a function dened in a domain D R
2
. We would like
to know the change in the values of u as (x, y) varies from (x
0
, y
0
)
along a particular direction s. Thus, taking s = (x, y) and writing
s =
_
(x)
2
+ (yx)
2
, we have
u = u(x
0
+x, y+y)u(x
0
, y
0
) = u
x
x+u
y
y+
1
x+
2
y.
Hence,
u
s
= u
x
x
s
+ u
y
y
s
+
1
x
s
+
2
y
s
and consequently,
lim
s0
u
s
= u
x
cos + u
y
cos ,
where and are the angles that s makes with the x-axis and y-axis
respectively. Thus
u
s
:= lim
s0
u
s
= _u n
s
,
where n
s
is the unit vector along s.
Directional Derivatives 115
Denition 8.21 The quantity
u
s
is called the directional deriva-
tive of u along s.
Remark 8.4 We may observe taking e
1
= (1, 0) and e
2
= (0, 1), we
get
u
e
1
=
u
x
,
u
e
2
=
u
y
.
EXAMPLE 8.11 The directional derivative of u in the direction of
s := u at a (x, y) is given by
u
s
:= _u n
s
, where _u = (u
x
, u
y
)
and n
s
= s/[s[. Hence
u
s
= [u[.
EXAMPLE 8.12 Let u(x, y) = xy. Then the directional derivative
of u in the direction of s := (3, 4) at the point (1, 2) is given by
u
s
:= _u n
s
at (1, 2), where _u = (y, x) and n
s
= s/[s[ =
1
5
(3, 4).
Hence
u
s
=
1
5
(3y + 4x)

(1,2)
= 2.
EXAMPLE 8.13 Let u(x, y) = x
2
+ y
2
. Then the directional
derivative of u in the direction of s := (s
1
, s
2
) at the point (a, b)
is given by
u
s
:= _u n
s
at (a, b), where _u = (2x, 2y) and n
s
=
s/[s[ = (s
1
, s
2
)/
_
s
2
1
+ s
2
2
. Hence
u
s
=
_
s
2
1
+ s
2
2
(2xs
1
+ 2ys
2
)

(a,b)
=
2
_
s
2
1
+ s
2
2
(as
1
+ bs
2
).
Exercise 8.2 Suppose f is dierentiable at u
0
:= (x
0
, y
0
). Then,
prove that directional derivatives of f in any direction s exist at u
0
,
and
f

(u
0
) =
u
s
at u
0
.
116 Functions of Several Variables
8.6 Taylors Formula
Recall that if is a function of one variable having continuous deriva-
tives up to the order n + 1 in a nbd of a point x
0
, then the Taylors
formula for any x in that nbd we have
(x) = (x
0
) +
n

k=1
f
(k)
(x
0
)
k!
(x x
0
) +
f
(k+1)
()
k!
(x x
0
)
for some lying between x
0
and x. Writing x = x x
0
, the above
formula can written as
(x) = (x
0
) +
n

k=1
1
k!
_
x
d
dx
_
k
f

(x
0
)
+
1
(n + 1)!
_
x
d
dx
_
n+1
f

()
.
Here, we used the notation
_
x
d
dx
_
f :=
_
x
df
dx
_
,
_
x
d
dx
_
k
f :=
_
x
d
dx
__
x
df
dx
_
k1
.
We obtain similar formula for functions of two variables as well.
For this purpose let us dene
_
x

x
+ y

y
_
f :=
_
x
f
x
+ y
f
y
_
,
and for k = 2, 3, . . .,
_
x

x
+ y

y
_
k
f :=
_
x

x
+ y

y
__
x

x
+ y

y
_
k1
f.
It can be seen that
_
x

x
+ y

y
_
k
f =
k

r=0
_
k
C
r
_
(x)
r
(y)
kr
_

x
_
r
_

y
_
kr
f.
Theorem 8.10 Suppose f is a function of two variables having con-
tinuous partial derivatives up to the order n+1 in a nbd D of a point
(x
0
, y
0
). Then the Taylors formula for any x in D is given by
f(x, y) = (x
0
, y
0
) +
n

k=1
1
k!
_
x

x
+ y

y
_
k
f

(x
0
,y
0
)
+
1
(n + 1)!
_
x

x
+ y

y
_
n+1
f

(x
0
+x,y
0
+y)
.
for some 0 < < 1.
Maxima and Minima 117
Proof. Let (t) = f(x
0
+ tx, y
0
+ ty). Then we have

(k)
(t) =
_
x

x
+ y

y
_
k
f

t
. ()
Hence, using the Taylors formula for functions of one variable we
have
(1) = (0) +
n

k=1

(k)
(0)
k!
+

(k+1)
()
k!
for some lying between 0 and 1. In view of (), this is exactly the
required formula.
8.7 Maxima and Minima
Denition 8.22 Suppose f : D R and u
0
D. Then
(i) f is said to have maximum at u
0
(or f attains local max-
imum at u
0
) if there exists a nbd U
0
D
0
of u
0
such that f(u) <
f(u
0
) for all u U
0
, u ,= u
0
, and
(ii) f is said to have minimum at u
0
(or f attains local minimum
at u
0
) if there exits a nbd V
0
D
0
of u
0
such that f(u) > f(u
0
) for
all u V
0
, u ,= u
0
.
(iii) f is said to have extremum at u
0
if f attains either maxi-
mum or minimum at u
0
.
Remark 8.5 (a) By the above denition, if a function f has max-
imum (resp. minimum) at a point u
0
, then there exists a nbd of u
0
such that f can not attain maximum (resp. minimum) at any other
point. For example, the function f(x) = 1 for 0 x 1 does not
attain maximum or minimum at any point in [0, 1].
(b) In the above we have dened maximum and minimum only
locally, i.e., in a nbd of a point. In case there exists u
0
D such that
f(x) < f(u
0
) (resp. f(x) > f(u
0
)) for all u D, then we say that f
attains global maximum at u
0
(global minimum at u
0
).
(c) Some authors write and in place of < and > in the
above denitions. In this course we do not follow that convention.
Following theorem prescribes a necessary condition for a function
to have a maximum or minimum at a point.
118 Functions of Several Variables
Theorem 8.11 Suppose f : D R has maximum or minimum at
u
0
D, and suppose f
x
and f
y
exist at u
0
. Then f
x
= 0 = f
y
at u
0
.
Proof. Suppose f : D R has maximum at u
0
= (x
0
, y
0
) D.
Then
f(x
0
+ h, y
0
) < f(x
0
, y
0
)
for all h in a nbd J
0
of 0. Hence, the function : J
0
R dened by
(h) = f(x
0
+h, y
0
) has a maximum at x
0
. Therefore,

(0) = 0,i.e.,
f
x
(u
0
) = 0. Similarly, we can discuss the case of attaining minimum
at u
0
.
Denition 8.23 Let f : D R, and u
0
D. If f
x
and f
y
exist at
u
0
and f
x
= 0 = f
y
at u
0
, then u
0
is called a critical point of f. A
critical point of f at which f is neither a maximum nor a minimum
is called a saddle point of f.
EXAMPLE 8.14 Let f(x, y) = (x1)
2
+(y 2)
2
1, (x, y) R
2
.
Then we see that f(x, y) > f(1, 2) = 1 for all (x, y) ,= (1, 2). Thus,
f attains minimum at (1, 2) R
2
.
EXAMPLE 8.15 Let f(x, y) =
1
2
sin(x
2
+y
2
), (x, y) R
2
. Then
we see that f(x, y) < f(0, 0) =
1
2
for all (x, y) ,= (0, 0). Thus, f
attains maximum at (1, 2) R
2
.
EXAMPLE 8.16 Let f(x, y) = x
2
+ y
2
. Then f
x
= 0 = f
y
at
(0, 0) R
2
, but, f attains neither maximum nor minimum at (0, 0).
Thus, (0, 0) is a critical point which is a saddle point of f.
Now we prescribe a sucient condition for a function to have a
maximum or minimum at a point.
Theorem 8.12 Suppose u
0
D is a critical point of f : D R,
and f has continuous partial derivatives up to the order three in a
nbd of u
0
. Then we have the following:
(i) f has a maximum at u
0
, if
f
xx
f
yy
f
2
xy
> 0, f
xx
< 0 at u
0
.
(ii) f has a minimum at u
0
if
f
xx
f
yy
f
2
xy
> 0, f
xx
> 0 at u
0
.
(iii) u
0
is a saddle point of f if f
xx
f
yy
f
2
xy
< 0 at u
0
.
Maxima and Minima 119
EXAMPLE 8.17 Let f(x, y) = x
2
+ y
2
xy + 3x 2y + 1. Then
f
x
= 0 = f
y
at (4/3, 1/3) R
2
, f
xx
f
yy
f
2
xy
= 3 and f
xx
= 2 > 0
at (4/3, 1/3). Hence, by the above theorem, f has a minimum at
(4/3, 1/3).
8.7.1 Method of Lagrange Multipliers
Suppose we want to know the lengths of sides of a rectangle of max-
imum area for a xed perimeter. Thus, the problem is to nd the
maximum of the function f(x, y) := xy subjected that 2(x+y) = is
xed. To solve this problem what one may do is to nd y in terms of
x, from the equation 2(x + y) = , and obtain a function substitute
the value in the expression for f(x, y), and maximize the resulting
function. Thus, from 2(x + y) = , we have y =

2
x, so that the
problems is to maximize (x) := xy = x
_

2
x
_
. It is easily seen
that the maximum is attained at x = y = /2.
To summarize, we had to maximize the function f(x, y) subjected
to the constraint (x, y) := 2(x+y) = 0. For that, the variable y
appearing in (x, y) = 0 is expressed as a function of x as y = g(x),
and them maximized the function (x) := f(x, g(x)).
In more complicated problems it may not be easy to obtain ex-
plicitly the function y = g(x) such that f(x, g(x)) = 0. The method
we propose to discuss in this section is to nd some set of points
which would contain the point at which the function f attains its
maximum or minimum.
Suppose we would like to nd maximum or minimum of a func-
tion f which is dened in some open set D R
2
, subjected to
the constrain (x, y) = 0, where is also dened in D. Suppose
there a point u
0
= (x
0
, y
0
) at which f attains maximum such that
(x
0
, y
0
) = 0. Let us also assume that f
x
, f
y
,
x
,
y
exist in a nbd of
u
0
, and there exists a function y = g(x) dened in a nbd of x
0
such
that u(x) := f(x, g(x)) = 0. Hence, we must have du/dx = 0 at x
0
.
Thus, we have the following necessary conditions:
du
dx
:= f
x
+ f
y
y

= 0,
x
+
y
y

= 0 at u
0
.
Hence, we must have
(f
x
+ f
y
y

) + (
x
+
y
y

) = 0 at u
0
R,
120 Functions of Several Variables
i.e,
(f
x
+
x
) + (f
y
+
y
)y

= 0 at u
0
R,
Thus, if we can nd , x
0
, y
0
such that
= 0, f
x
+
x
= 0, f
y
+
y
= 0 at u
0
R,
then u
0
:= (x
0
, y
0
) is a possible point at which f takes maximum or
minimum value such that (u
0
) = 0. Note that writing
F(x, y, ) := f(x, y) + (x, y)
the above condition is same as solving for (, x, y) such that
= 0, F
x
= 0 = F
y
.
The above is called the lagrange multiplier, and the method
using lagrange multiplier is the above procedure of nding , x, y)
such that
= 0, F
x
= 0 = F
y
,
so that the required point at which maximum or minimum the func-
tion f can be one among these points.
Let us look the example that we have already discussed:
EXAMPLE 8.18 Suppose we want to nd the point at which the
function f(x, y) := xy attains subject to the constraint (x, y) :=
2(x + y) = 0. We consider the equation
= 2(x+y) = 0, f
x
+
x
:= y+2 = 0, f
y
+
y
= x+2 = 0.
Thus,
x = 2 = y, = 2(x + y) = 4x
so that x = y = /4.
Exercise 8.3 Find the maximum and minimum of f(x, y, z) :=
x
2
y
2
z
2
subject to the constraint that x
2
+ y
2
+ y
2
= 1.
Exercise 8.4 Among all parallelopipeds of a given volume V , nd
the one which has minimum surface area.
Exercise 8.5 Find points on the surface given by z
2
= xy+4 subject
closest to the origin.
Exercise 8.6 Show that, among all parallelopipeds with the given
surface area A, the cube has the maximum volume.
Exercise 8.7 Show that, of all triangles inscribed in a circle, the
equilateral triangle has the greatest area.
9
Appendix
Theorem 9.1 Let f : [a, b] R be a bounded function. Then f is
integrable over [a, b], if and only if there exists R, and for every
> 0, there exists a partition P of [a, b] such that

S(P, f, T)
_
b
a
f(x) dx

<
for all set T of tags on P, and in that case =
_
b
a
f(x) dx.
Proof. Suppose f is integrable and > 0 be given. Then, by
Theorem 2.4, there exists a partition P of [a, b] such that
U(P, f) L(P, f) < .
Hence, from the relations
L(P, f) S(P, f, T) U(P, f),
L(P, f)
_
b
a
f(x) dx U(P, f),
it follows that

S(P, f, T)
_
b
a
f(x) dx

U(P, f) L(P, f) <


for every set T of tags on P.
Conversely, let R and for > 0, let P = x
i
: i = 1, . . . , k
be a partition of [a, b] such that
[S(P, f, T) [ <
121
122 Appendix
for all set T of tags on P. For each i 1, . . . , k, let t

i
, t

i
[x
i1
, x
i
]
be such that
f(t

i
) m
i
< , M
i
f(t

i
) < .
Let
T

= t

i
: i = 1, . . . , k, T

= t

i
: i = 1, . . . , k.
Then we have
S(P, f, T

) L(P, f) < (b a), U(P, f) S(P, f, T

) < (b a),
so that
U(P, f) L(P, f) = [U(P, f) S(P, f, T

)] + [S(P, f, T

) S(P, f, T

)]
+[S(P, f, T

) L(P, f)]
< 2(b a) + [S(P, f, T

) S(P, f, T

)].
But, by hypothesis,
[S(P, f, T

) S(P, f, T

)[ [S(P, f, T

) [ +[ S(P, f, T

)[ < 2.
Thus, we have
U(P, f)L(P, f) < 2(ba)+2 = 2(ba+1) = M, M = 2(ba+1).
Had we started with /[2(b a +1)] in place of , then we would get
U(P, f) L(P, f) < . Thus, f is integrable. Since
L(P, f)
_
b
a
f(x) dx U(P, f), L(P, f) S(P, f, T) U(P, f),
it also follows that

S(P, f, T)
_
b
a
f(x) dx

< M
for all tags T of P. Hence,


_
b
a
f(x) dx

[S(P, f, T)[+

S(P, f, T)
_
b
a
f(x) dx

< (1+M)
for all > 0. From this it follows that =
_
b
a
f(x) dx.
123
Theorem 9.2 Suppose f and g are integrable on [a, b] and c R.
Then f + g and c f are integrable, and
_
b
a
[f(x) + g(x)] dx =
_
b
a
f(x) dx +
_
b
a
g(x) dx
_
b
a
c f(x) dx = c
_
b
a
f(x) dx.
Proof. Let > 0 be given. Let P
1
and P
2
be partitions of [a, b] such
that
U(P
1
, f) L(P
1
, f) < , U(P
2
, g) L(P
2
, g) < .
Let P = P
1
P
2
. Since
L(P
1
, f) + L(P
2
, g) L(P, f) + L(P, g) L(P, f + g), ()
U(P, f + g) U(P, f) + U(P, g) U(P
1
, f) + U(P
2
, g), (#)
it follows that
U(P, f + g) L(P, f + g) 2 .
Thus, f + g is integrable. Also, we have
L(P
1
, f)+L(P
2
, g)
_
b
a
f(x) dx+
_
b
a
g(x) dx U(P
1
, f)+U(P
2
, g),
L(P, f)+L(P, g) L(P, f+g)
_
b
a
[f(x)+g(x)] dx U(P, f+g) U(P, f)+U(P, g).
Hence, from (), (#), we have

_
b
a
f(x) dx +
_
b
a
g(x) dx
_
b
a
[f(x) + g(x)] dx

< 2 .
This is true for all > 0. Hence
_
b
a
[f(x) + g(x)] dx =
_
b
a
f(x) dx +
_
b
a
g(x) dx.
Next, suppose that c > 0. Then we note that
L(P, cf) = cL(P, f), U(P, cf) = cU(P, f),
124 Appendix
for all partitions P of [a, b]. Hence, we have
_
b
a
c f(x) dx = c
_
b
a
f(x) dx, c > 0.
To show obtain the case for c < 0, we rst prove
_
b
a
[f(x)] dx =
_
b
a
f(x) dx.
Let P = x
i
: i = 1, . . . , k be a partition of [a, b]. Then we have
inff(x) : x
i1
x x
i
= sup[f(x)] : x
i1
x x
i
,
supf(x) : x
i1
x x
i
= inf[f(x)] : x
i1
x x
i
.
Hence,
L(P, f) = U(P, f), U(P, f) = L(P, f),
and hence,
U(P, f) L(P, f) = U(P, f) L(P, f).
From this, it follows that f is integrable, and
_
b
a
[f(x)] dx =

_
b
a
f(x) dx. Now, suppose, c < 0. Then, c > 0, so that from the
above result, we have
_
b
a
[c f(x)] dx =
_
b
a
[c (f(x))] dx = (c)
_
b
a
[f(x)] dx = c
_
b
a
f(x) dx.

Index
Absolute convergence, 23
Alternating series, 22
bounded
above, 4
below, 4
Cauchy sequence, 12
Cauchys test, 20
Comparison test, 18
convergence, 1
deAlemberts test, 19
divergence, 3
geometric series, 16
greatest lower bound, 6
property, 7
inmum, 6
Integrability, 30
least upper bound, 6
property, 6
lower bound, 6
lower sum, 28
ratio test, 19
root test, 20
sequence, 1
alternating, 4
bounded, 4
monotonically decreas-
ing, 6
monotonically increas-
ing, 6
strictly decreasing, 6
strictly increasing, 6
series, 15
convergent, 15
divergent, 15
subsequence, 7
supremum, 6
upper bound, 6
upper sum, 28
125