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Review of Mathematics

2. Review of Calculus

7/26/2010 Review of Mathematics 1

Content
Functions
Algebraic functions
Transcedental functions
Differentiation
Integration
Complex Numbers

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Lecturer: I.Popescu 1
Review of Mathematics

Functions-- Algebraic functions


Functions

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Linear Functions x y
Consider this set of 0 5
ordered pairs 1 8

2 11
If we plot the points 3 14
and join them we 4 17
see they lie in a
line


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Linear function
Functions are linear if any change or
increment in the independent variable
causes a proportional change or
increment in the dependent variable.
The general form of a linear function is:
y=f(x)=mx+b
m is called slope
b is called intercept

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Exercises
Consider y defined as a function of x by
the equation: Ax+By+C=0. If A, B and C
are constants
constants, show that the graph of y
is a straight line. What happens when
B=0?

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Polynomial functions
A polynomial function in x is a function that
can be written in the form

P ( x) = an x n + an 1x n 1 + L + a2 x 2 + a1x + a0 .

The degree of the polynomial is n.

Note:
N t n is
i a positive
iti iinteger
t and
d th
the ai s
are
real numbers.

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Zeros of a polynomial
The number c is a zero (or root) of a
polynomial function P if P(c) = 0.
Another way to say this is a zero (or
root) is a solution to the equation
P(x) = 0.
Graphically, a real zero (root) is an x-
intercept (a place where the graph
crosses the x-axis).

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Graph shape for a polynomme


If a polynomial function P(x) has a zero of
multiplicity k at x = a, the the graph of y = P(x)

crosses the
h x-axis
i at (a,
( 0) if k is
i odd
dd
touches and bounces off the x-axis at (a, 0)
if k is even.

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Graph shape for a polynomme


What shape does the curve y=xm take as
m becomes a very large odd integer?

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Graph shape for a polynomme


What shape does the curve y=xm take as
m becomes a very large even integer?

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Polynomial Properties
Consider now what happens when x
gets very large negative or positive?
ll d end
Called
C d behavior
b h i
Also long-run behavior
Basically the leading term anxn takes
over
Compare
f(x) = x3 with g(x) = x3 + x2

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Quadratic Functions
A quadratic function is a polynomial
function of degree 2.
Its form is ax2 + bx + c, where a 0
And has two roots such as
ax2 + bx + c=a(x-x1)(x-x2)
Similarly a polynomial of degree n has n
rootst

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Rational functions
A rational function R is a function that
can be written as
P( x )
R( x ) =
Q( x)

where P and Q are polynomials in x.


The domain of a rational function is the
set of all real numbers except the zeros
of Q(x).
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Asymptotes
If f(x) or f(x) - as x a from
the right or the left, we say that the line
x = a is a vertical asymptote of the
graph of f(x).
Vertical asymptotes will occur at points
where Q(x) = 0, but P(x) 0.
The line y = b is a horizontal asymptote
to the graph of f(x) if f(x) b as x
or x - .

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Slant asymptotes
A slant (or oblique) asymptote is
another type of end behavior for rational
functions Instead of the ends
functions.
approaching a horizontal line, the ends
approach a slanted line.
Slant asymptotes occur when the
degree
g of the numerator is exactly
y one
larger than the degree of the
denominator.

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Rational functions graphs


1
R( x) =
x

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Rational functions graphs


Trace the rational functions

2
x +1 x +1
y= y2 =
x 1 x 1
1 x2 + 1
y3 = y4 =
(x 1) 2
x2 1

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Rational graphs-one answer


Trace the rational functions

x +1
y=
x 1
3
2
1

-1 1 2

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Functions Transcedental functions

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Trigonometric functions
Right angle triangle method

opposite
e
adjacent



adjacent
opposite

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Trigonometric functions
Right angle triangle method
opposite. side
(length = b)


adjacent side (length = a)
sin() = (opposite side)/hypotenuse
side)/h poten se =b/c
b/c
cos() = (adjacent side)/hypotenuse =a/c
tan() = (opposite side)/(adjacent side)=b/a

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Calculating the sine & cosine


functions: Circle Method
1.5
x = length of the arc.

1 ( )
(y,z) An
A alternative
lt ti scale l for
f
measuring an angle
Units = radians
0.5 x
One full cycle around the
0
circle is 2 radians
-1.5 -1 -0.5 0.5 1 1.5

05
-0.5
sin(x) = z

-1
cos(x) = y
-1.5

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Exercise
1.5
Mark each point
1
on the circle
cos = 0
0.5
where cos(x) =0

Mark each point


0
-1.5 -1 -0.5 0.5 1 1.5

-0.5 on the circle


where sin(x) =0
-1 sin = 0

-1.5

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Exercise
1.5

1 Highlight those
sections of the
sin(x)
0.5 >0 circle where sin(x)
>0
0
-1.5 -1 -0.5 0.5 1
1.5
-0.5

-1

-1.5

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Exercise
1.5

0.5 Highlight those


sections where
-1.5 -1 -0.5
cos(x)0.5> 0
0
1 1.5
cos(x)>0

-0.5

-1

-1.5

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Exercise
1.5

1
Place an X
X wherever cos(x) =
0.5
sin(x)
0
-1.5 -1 -0.5 0.5 1 1.5

-0.5
X
-1

-1.5

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Degrees and Radians


Two scales for measuring an
angle
radians =
length
g of
this arc
Degrees= radians = 180o
size of
this angle
/2 radians = 90o

2 radians = 360o

- /2 radians = -90o

sin( /2 radians)=
sin(90o)
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Relationship Between Radians


and Degrees
Conversion formulae 90o
120o 60o
135o 2/3 /2
/3 45
o
From radians to 3/4 /4
150o
/6 30
degrees: o
5/6
degrees =
radians*(180/) 0 0o
180o
2 360o
7/6 11 /6
11/6
From degrees to 210o
7/4 330
o
5/4
radians: 4/3 5/3
225o 3/2 315o
radians =
degrees*(/180) 240o 300o
270o

NOTE:
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= 3.14159Review of Mathematics 29

Graphs-trigonometric functions
Sine function
Simple, regular wave Y = cos(x) Y = sin(x)
Bounded above &
below
Cosine function
Looks exactly like sine,
except for a shift.

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Graphs-trigonometric functions

Y= tan(X) Y = cot(X)

tan(x) = sin(x)/cos(x)

cot(x)
t( ) = cos(x)/sin(x)
( )/ i ( )
= 1/tan(x)

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Periodic function-general
+P/4 y=Asin(w(x-))+C
y baseli
A ne
P

basepoi C
nt
x

A is called the amplitude (the height of each peak above the


baseline)
C is
i the
th vertical
ti l offset
ff t (height
(h i ht off the
th baseline)
b li )
P is the period or wavelength (the length of each
cycle)(Sometimes is notated T- when time is involved)
w is the angular frequency, given by w = 2 /P
is the phase shift (the horizontal offset of the basepoint; where
the curve crosses the baseline as it ascends)
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Basic relations
sin( ) = sin cos sin cos
cos( ) = cos cos m sin sin

sin 2 = 2 sin cos


cos 2 sin 2


cos 2 = 2 cos 2 1

1 2 sin
2

Please check your lecture notes for other relations


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Exercise
Draw the graphs of following functions
x+sinx
(1/x) + sinx
xsinx
(Sinx)/x
tan2x

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Exponential and hyperbolic funct


Exponential function is of the form
y=ax
R l off exponents
Rules t
a ma n = a m+ n
am
= amn
n
a
( a m ) n = a mn
a nb n = (ab) n

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Exponential functions
Exponential
functions
decrease if 0 < a < 1
increase if a > 1.
As x
ax 0 if 0 < a < 1
ax if a > 1.
As x
ax if 0 < a < 1
ax 0 if a > 1.

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Exponential and hyperbolic funct


Hyperbolic functions are special
combinations of number e

e x e x
sinh( x) =
2
e x + e x
cosh( x) =
2
e x e x
tanh( x) =
e x + e x

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Hyperbolic Functions

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Hyperbolic tangent & cotangent

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Inverse function
Idea: An inverse function takes the output of the
original function and tells from what input it
resulted.
Note that this really says that the roles of x and y are
reversed.
We use the notation f-1(x) for the inverse of f(x).
1
Note that f 1(x) does NOT mean
f ( x)

Theorem: A function has an inverse if and only if


it is one-to-one
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Differentiation

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Differential calculus
Definition: The mathematics
of the variation of a function
with respect to changes in
independent variables.
Two branches of calculus,
differential and integral,
developed roughly
simultaneously and Leibniz
apparently independently by
Sir Isaac Newton and
Gottfried Wilhelm von Leibniz
in the 1660s and 1670s
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Slope of A Curve at a Point


The slope of the
curve at a point P is
defined to be the
slope of the line that
is tangent to the
curve at point P.
In the figure the
point is P(0.5, 0.5)

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Slope computation
We can calculate the
slope of a line given two
pointschange
p : in y y y y
slope = = 2 1
=
change in x x2 x1 x

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Slope computation
We can calculate the
slope of a line given two
pointschange
p : in y y y y
slope = = 2 1
=
change in x x2 x1 x

In the figure this gives :


0 .0 1.0 1
slope = = = 2.94
0.68 0.32 0.34

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Slopes of Secant Lines


The slope of a
f(x0+h) secant line
intersecting the
f graph of a function f
f(x0)
at points
h corresponding to
f(x0+h)-f(x0)
x=x0 and x=x0+h can
readily be computed
using the notation of
f ( x0 + h) f ( x0 )
the figure.
slope =
x0 x0+h h

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Tangents as Limits of Secant Lines


As h approaches 0 (through positive
numbers), the secant in the pictures
approaches the tangent to the graph of f at
f(x) (x0,f(
the point f(x0)).
))

f(xo
)

xo +h x
xo
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Back to our initial function

As the point Q gets


closer and closer to P,
the slope of the secant
gets closer and closer to
the slope of the tangent
which is the slope of the
curve at P
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Derivatives formal definition


h0
The tangent line of the
graph of the function f
at the point P(x0,f(x0)) is
the line passing through
this point and having
the slope
f ( x0 + h ) f ( x0 )
lim = tan
h0 h
Provided that the limit
exists and it is finite
We call tan the derivative of
f(x) and denote it by
df
f ' ( x) or
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dx 49

Why do we need derivatives?


5

y(x) = 3
y 3

1
The slope of the line
equals y/x
20
0
x
y(x) = 3x + 1
x1 x2 15

y 3 3
= = 0.
x x2 x1
10
Y

3
y=3

5
x=1

0
0 1 2 3 4 5 6
X

y y (x = 3) y (x = 2) [3 * (3) + 1] [3 * (2) + 1] 10 7
= = = =3
x 32 32 1

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Getting Started
Lets start simple.
Consider the function y(x)
= 3 shown in the figure to 5

the right
right. If you were asked
How does this function
4

y(x) = 3
change with x? or y 3

equivalently, How does y 2

change as a function of 1

x?, you would say, It


doesnt change. It is a
0
x

constant value of 3 x1 x2

everywhere. And your


response would be correct,
but how would we describe
your response
mathematically?
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Example of a Straight Line


Now consider the function y(x) =
3x + 1 as drawn in the figure to the
right. Again, how would y(x)
change
g with x? Lets look at the
interval between x = 2 and x = 3: The slope of the line
equals y/x
20

Using our definition for the change in y(x) y(x) = 3x + 1


with respect to x from the previous slide (hit 15

the left arrow key if you need to back to the


previous slide), we get: 10
Y

y=3
y y (x = 3) y (x = 2) [3 * (3) + 1] [3 * (2) + 1] 10 7
= = = =3 x=1
x 32 32 1 5

If we look at this graphically in Figure 2,


2
we see that it is just the slope of the 0
0 1 2 3 4 5 6

line!!! If we look at any interval of x, we X

would find that y(x) would change by the


same amount, 3, over that interval because y/x = 3
this function is just a straight line! Try it
The function y changes by 3 units
and see!!!
between x=2 and x=3.
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Derivatives informal definition


h0
A derivative is a formula
for the rate at which a
function changes
Rate of change and
slope
The slope of the
secant line gives the
change between 2
distinct points on a
curve ii.e.
curve. e average rate
of change
The slope of the
tangent line gives the
rate of change at that
one point i.e. the
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instantaneous change 53

Derivatives
Notations
y
dy/dx
df/dx
d/dx (f)
f(x)
D (f)

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Derivatives(tangent lines)-Exercise
Compute the derivative (the slope of the tangent
line), at the point (1,1) of the graph of the function
x2 applying the definition

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Exercises
Use the definition of the derivatives to find f ' ( x )
1 f ( x) =
1
x2
.
1 1
f ( x + h) = = 2
( x + h) 2
x + 2 x ( h) + ( h) 2
f ( x + h) f ( x )
f ' ( x ) = lim
h0 h

Substitute in for the equations


1 1
2
( x + h) 2
x
= lim
h0 h
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Rules for Finding Derivatives


Let y, y1 and y2 be functions of x
Simple power rule ( x ) = nxn1
d n
dx
d d
Constant multiple rule (cy ) = c y
dx dx
d dy dy
Sum and difference rule ( y1 + y2 ) = 1 + 2
dx dx dx
dy dy dy
Product rule (y=y1y2) = y1 2 + y2 1
dx dx dx
dy dy
Quotient rule y2 1 y1 2
d y1 dx dx
=
dx y2 ( y2 ) 2

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Rules for Finding Derivatives


Let y, y1 and y2 be functions of x

dy 1 dy1
If y=1/y
1/ 1 =
dx y12 dx
dz dz dy
If y=y(x) and z=z(y) =
dx dy dx
2
Also d y can be defined.
2
dx
dy d2y
What does =0 and 2 > 0 at point P
dx dx
imply?
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Derivatives at Endpoints
One-side limits

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Where do we use derivatives?

To find maxima and minima


To approximate functions

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Derivatives for

Maxima & Minima

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Maxima and Minima

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What does f (x) imply?


y = f (x)

curve is
curve rising
i
is (concav
falling e up)
(conca
ve y =
down) f(x)

slope is slope
l
negative is
positiv
e
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What does f (x)=0 imply?


y = f (x)
Tangent
to the
graph is
parallel
to x axis
y =
f(x)

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What derivatives tell us about the shape of a graph?

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Exercises
Prove that:
d x 1 x2 d 1 x2 4x
2
= ; =
d 1+ x 1+ x
dx 2
(
2
) 2
ddx 1 + x 1 + x 2 ( )
2

Find the derivatives of


1+ x ax + b
, , (ax + b )m (cx + d )n
1 x cx + d

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Exercises
Find the intervals of concave up and concave down
and inflection points of the function f (x) = x4 4x3 +
10

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Derivatives of basic functions


y = cos
x

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Derivatives of Trigonometric Functions

d d
(sin x ) = cos x (cos x ) = sin x
dx dx

d d
(tan x ) = sec 2 x (cot x ) = csc 2 x
dx dx

d d
(sec x ) = sec x tan x (csc x ) = csc x cot x
dx dx

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Exercises
Find the derivatives of

cos m x cos x m
sin m x sin x m
cos(sin x) sin(cos x)
arcsin(1 x 2 )

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Derivatives for

Function Approximation

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Mean Value Theorem


Geometrically, the Mean Value Theorem says that somewhere
between A and B the curve has at least one place (x=c) where
the tangent line is parallel (same slope) as the secant line
connecting the endpoints.

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Approximating Functions
It is often desirable to approximate functions
with simpler functions.
We assume that the function f has
derivatives of all orders everywhere in its
domain of definition.

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Approximating Functions
It is often desirable to approximate functions
with simpler functions.
These simpler functions are typically
functions whose values can be easily
computed and whose behavior is well
understood. That allows one to study the
properties of complicated functions using
such approximations.
pp
We assume that the function f is has
derivatives of all orders everywhere in its
domain of definition.

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Approximating Functions
Definition :The Taylor polynomial of degree n
for a given function f at a point a is a
polynomial P of degree n such that :
P(k) (a)=f (k)(a) for k=0,1,,n.
This means that the value of the polynomial P
and all of its derivatives up to the order n
agree with those of the function f at the point
x=a.
x a.
Note: Observe that the defining conditions for
the Taylor polynomial have to do with the
behavior of the polynomial at one point only.
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Taylor Polynomials at x = a
Assume the function f has all derivatives at the
point x=a.
Taylor
y polynomial
p y of degree
g n at x=a is ( n )
f ' (a ) f ' ' (a) f (a )
f ( x) = f (a) + ( x a) + ( x a ) 2 + ... + ( x a)n
1! 2! n!
f ' (a ) f ' ' (a ) 2
f ( a + h) = f ( a ) + h+ h +.
1! 2!
f ( n 1) ( a ) n 1 f ( n ) (a ) n
.. + h + h
( n 1)! n!
If h becomes smaller and smaller
f (a + h) f ( a ) + hf ' (a )
Note: This is a generalization of the mean value
theorem
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Taylor Polynomial for the Sine Function


1 3 1 5 ( 1) n x 2 n +1
sin( x ) x x x + x ... +
3! 5! ( 2n + 1)!

The following figure illustrates Taylor polynomials of


degrees 5 (blue), 9 (red) and 15 (green) for the sine
function.

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Taylor Polynomial for the Sine Function


1 3 1 5 ( 1) n x 2 n +1
sin( x ) x x x + x ... +
3! 5! ( 2n + 1)!

The following figure illustrates Taylor polynomials of


degrees 5 (blue), 9 (red) and 15 (green) for the sine
function.

One concludes from the figure that all of the above


Taylor approximations for the sine function appear to
approximate the function well near the origin (center
of the above picture). Higher order Taylor
polynomials approximate better away from the origin.
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Basic Taylor Series


1 2 1 4
( 1) k 2 k
cos( x) = 1 x + x ... = x
2! 4! k = 0 ( 2 k )!

These series
1 1
(1) k x 2 k +1 expansions
sin( x) = x x 3 + x 5 ... =
3! 5! k = 0 ( 2 k + 1)!
are valid for
all x.
1 2 1 3 1
ex = 1+ x + x + x + ... = x k
2! 3! k = 0 k!
This
p ( p 1) 2 p ( p 1)( p 2) 3 series
(1 + x) p = 1 + px + x + x + ... expansio
2! 3!
n is valid
for
1<x<1.
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Finding Taylor Series


One can find Taylor series for complicated functions by
1. Substitutions
2. Integrating a series term by term
3. Differentiating a series term by term
4. Any combination of the above tricks
One usually starts with one of the basic Taylor series and
manipulates that to get the desired Taylor series. The
above tricks are legal provided that the series in question
converge and represent the functions in question. This
depends on the function for which Taylor series
representation needs to be derived. Many of the basic
Taylor series converge everywhere.
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Exercise
2
Find Taylor series at x = 0 for the function e-x

Fi d Taylor
Find T l series
i at x = 0 for
f the
h function
f i 1/(1+x)
1/(1 )

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Finding Taylor Series by Substitution


2
To find Taylor series at x = 0 for the function e-x
substitute z = -x2 to the basic Taylor series


1 2 1 3 zn
e = 1 + z + z + z + ... =
z

2! 3! k = 0 n!

One gets
1 4 1 6
(1) n x 2 n
ex = 1 x 2 x x + ... =
2

2! 3! n =0 n!

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Lecturer: I.Popescu 41
Review of Mathematics

Log and 1/(1+x) Taylor series


1
Expand = an x n
1+ x n

1 (1 + x ) 1
n
an =
n! x n x =0
0 (1 + x ) 1 1
= [(1 + x ) ]0 = 1
x
0
0
(1 + x )
1
2
= [ 1(1 + x ) ]0 = 1
x 0
2 3
x ( (1 + x ) ) = [ 1( 2)(1 + 2 x ) ]0 = 2
0
3 4
x ( 1( 2)(1 + x ) ) = [ 1( 2)( 3)(1 + x ) ]0 = 6
0
7/26/2010 Review of Mathematics 83

Log and 1/(1+x) Taylor series


1 2 6 1
1 x + x 2 x 3 ... = 1 x + x 2 x 3 ...
1+ x 2! 3! 1+ x

We now expand ln(1+x) using an integral


representation

x x
dx'
d x 2 x3
ln(1 + x) =
1 + x' 0
= dx'(1 x'+ x' x' ...) ln(1 + x) = x + ...
2 3

0
2 3

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Review of Mathematics

Integration

7/26/2010 Review of Mathematics 85

Old problem
Given a function, find its derivative

function derivative

Inverse problem
Given the derivative, find the function.
Find a function that has a derivative y = 3x2
We note this as 3x 2 dx
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Review of Mathematics

Examples - curves with a derivative of 3x2

Each of these curves is an


antiderivative of y = 3x2

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Integrals (or Anti-derivatives)


A function F(x) is the integral (anti-derivative) of a
function f (x) if
F ' ( x) = f ( x)

f ( x)dx = F ( x) + C
Fundamental theorem of Calculus
Example:
x n +1
x dx = n + 1 + C ; n 1
n

cos xdx = sin x


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Lecturer: I.Popescu 44
Review of Mathematics

Integration rules
k f ( x)dx = k f ( x)dx
( f ( x) + g ( x))dx = f ( x)dx + f ( x)dx
dx
1+ x 2
= arctan x

dx
1 x2
= arcsin x

Integration by
part f ' (x) F ( x)dx = f ( x) F ( X ) f ( x) F ' ( x)dx

7/26/2010 Review of Mathematics 89

Definition of log x
From
Calculus: x n +1
x dx = n + 1 + C; n 1
n

For n=-1, one defines


x
the following integral as a new
function

1
ln x = dt ; x > 0
t
lnx is called the
1
natural
logarithm
Domain is set of all p
positive real
numbers.
Range is all reals
For x > 1, ln x is positive.
For 0 < x < 1, ln x is negative
ln 1=0
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Lecturer: I.Popescu 45
Review of Mathematics

Exercises
(3x 5 x 2 + x 2) dx
4
1.

x +1
2. x dx
d

(3x 2) 2 dx
4
3.

1
4. 1 x 2
dx

x
5. 1 x 2
dx

6. x 1 x 2 dx
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Exercises- Find indefinite integrals

(3x
4
5 x 2 + x 2) dx = 3x 4 dx 5x 2 dx + xdx 2dx

3 x dx 5 x dx + xdx 2 d x = 3 x 5 5 x 3 + 1 x 2 2 x + C
4 2

5 3 2
Check by differentiating
1 1 3 1
x +1 x +1

2
dx = dx = ( x 2 + x 2 )dx = x 2 + 2 x 2 + C
x 1 5
x2
x5 x3

4 2
(3 x 2) dx = (9 x 12 x + 4)dx = 9
2 2 12 + 4 x + C
5 3
9 5
x 4 x3 + 4 x + C
5
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Review of Mathematics

Exercises- Find indefinite integrals

1 x 2 dx
1

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Exercises- Find indefinite integrals

1 x2
1 1 1

1
dx = dx = + dx =
(1 x)(1 + x) 2(1 x ) 2(1 + x )


1 1 1 1
= dx + dx
2 1 x 2 1+ x
1 1
= ln(1 x ) + ln(1 + x )
2 2
1 1+ x
= ln
2 1 x
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Review of Mathematics

Trigonometric rules for integration


d
dx
(sin x ) = cos x cos xdx = sin x + C
d
dx
(cos x ) = sin x sin d = cos x + C
i xdx

d
sec xdx = tan x + C
2
(tan x ) = sec 2 x
dx
d
csc xdx = cot x + C
2
(cot x ) = csc 2 x
dx
d
dx
(sec x ) = sec x tan x sec x tan xdx = sec x + C
d
dx
(csc x ) = csc x cot x csc x cot xdx = csc x + C
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Where do we use integrals?

To find average values of a function


To find areas/volumes

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Review of Mathematics

Integrals for

Finding Areas

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Definite integrals of f(x) on [a, b]


b

f ( x)dx = F (b) F (a)


a
Fundamental theorem of calculus

If f(x) is non-negative, then the definite


integral represents the area of the region
under the curve and above the x-axis
between the vertical lines x =a and x = b

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Lecturer: I.Popescu 49
Review of Mathematics

Rules for definite integrals


b b
a


f ( x ) dx = f ( x ) dx
f ( x)dx = 0
a a a

a a

kf ( x)dx = k f ( x)dx
b b
a a a

( f ( x) + g ( x))dx = f ( x)dx + g ( x)dx


b b b

b c b

( f ( x))dx = f ( x)dx + f ( x)dx


a a c

7/26/2010 Review of Mathematics 99

Integrals for

Computing averages

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Lecturer: I.Popescu 50
Review of Mathematics

Average value of a function over an interval


Take the graph of (x) = x2, 1< x < 1.
Values of sampled at regular intervals.

Average = sum of values / number


of values

7/26/2010 Review of Mathematics 101

Area
The curve of with rectangles from finer
partitions of [a, b]. Finer partitions create more
4
rectangles with shorter
f (ck ) xkbases.
bases
k =1

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Lecturer: I.Popescu 51
Review of Mathematics

The average value of a function on [a,b]

b
1
Average =
ba a
f ( x )dx

7/26/2010 Review of Mathematics 103

Lecturer: I.Popescu 52

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