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[ ]
The numbers or the variables in the matrix are called entries or elements of the matrix. If a matrix has
rows and columns then we way that its size is by ( ) matrix. An matrix is called a
square matrix or a matrix of order . A matrix is simply a real number. Matrices will be denoted
by capital bold-faced letters A, B, etc, or by or .
Example1.1: if A= * + B= [ ]
√
Then A is a matrix while B is a square matrix or a matrix of order . The entry in the th
th
row and column of an matrix A is written . For an square matrix, the entries ,
, , …, are called the main diagonal elements. The main diagonal entries for the matrix B
are 3, 8 and 9.
Definition 1.2: Column and Row Vectors
a row vector.
1
Square matrix: A matrix A is said to be a square matrix if it has the same number of rows and
columns. If A has n-rows and n-columns, we call it a square matrix of size n.
={ and it is denoted by .
Diagonal Matrix: An matrix is said to be a diagonal matrix if all its entries not on the
main diagonal are zero. A square matrix D = [ ] is said to be diagonal if = 0
whenever .
Example1.4: consider the following
Scalar matrix: A diagonal matrix in which all diagonal entries are equal is called a scalar matrix.
Triangular matrix: An matrix A is said to be a triangular matrix if all its entries below the
main diagonal are zero or if all its entries above the main diagonal are zero. A square matrix A =
[ ] is said to be lower triangular if and only if = 0 whenever . A is said to be
upper triangular if and only if = 0 whenever .
2
Matrix Addition
Definition 1.4: Let A =[ ] and B = [ ] be two matrices of the same size. Then the sum
of A and B, denoted by A + B, is the matrix defined by the formula
[ ]
A= * + B= * +
Solution: A+B=* + * + [ ] * +
Scalar Multiplication
Definition 1.5 (Scalar Multiplication): Let A = [ ] be an matrix, and α a scalar. Then the
product of the scalar α with matrix A, denoted by is defined by
[ ]
A= * + B=* +
Solution: * + [ ] * +.
* + * + * + * + * +.
3
Definition 1.6 (Transpose of Matrix): Let A = [ ] be an matrix. Then by the transpose of
th th
A we mean the matrix, denoted by , whose entry is the entry of A. More
precisely, if [ ] , then =[ ] . That is,
[ ], then =[ ]
A= * + B= [ ]
Solution: First let us consider matrix A. Now, row1 of matrix A becomes column1of , and row2 of
A becomes column 2 of , Thus, we have
* + Similarly, * +
i. iii.
ii. = iv.
Definition 1.7: A square matrix A is said to be
i. Symmetric if
ii. Skew-symmetric if =–
Multiplication of Matrix
Definition 1.8 (Matrix Multiplication): Let [ ] and [ ] be two matrices.
4
th
Then the product of A and B, denoted by , is an matrix whose entry is defined by the
formula
[ ] ∑
In the other words, the -th entry of the product is obtained by summing the products of the
elements in the th row of with corresponding elements in the th column of .
If A has rows , and B has columns , then the product AB can be given
by the formula
[ ]
Then * + * +
We note here that the size of A is and the size of B is consequently the size of AB is
.
Properties of Matrix Multiplication
Assume all products and addition is defined. Let A, B, C be Matrices. Then
i.
ii. , where α is a scalar.
iii.
5
1.2. Elementary row operations and echelon form
Elementary Row Operations (EROs) represent the legal moves that allow us to write a sequence of
row-equivalent matrices (corresponding to equivalent systems) until we obtain one whose
corresponding solution set is easy to find. There are three types of EROs.
Definition 1.9 (Elementary Row Operations): Let A be an matrix and α is a nonzero scalar.
The following are known as elementary row operations.
1. Interchanging two rows: .(Rule of Interchanging)
Example 1.22. Use elementary row operations to transform the given matrix A into, (a) an upper
triangular matrix, (b) an identity matrix.
* +
* + ( ) * + (Scaling )
* +(Replacing and )
* +(Replacing )
Hence, the matrix* +is an upper triangular, which is obtained from A by elementary row
operations.
(b) To transform the matrix A into a diagonal matrix, we simply change all the entries above the main
diagonal into zeros and the entries in the main diagonal into 1. Let us denote the above upper
triangular matrix by B. Then we have
* + ( ) * + (Scaling )
* +(Replacing and )
6
* + (Replacing )
N.B. Two matrices are said to be raw equivalent if one can be obtained from the other by a sequence
of elementary row operations.
From the above example 1.22 A is row equivalent to both B and the identity matrix . Also the
matrix B is row equivalent to the identity matrix .
1.2.1 Row Echelon Form and Reduced Row Echelon Form of a Matrix
In order to find the rank, or to compute the inverse of a matrix, or to solve a linear system, we usually
write the matrix either in its row echelon form or reduced row echelon form.
Definition1.20. An matrix is said to be in echelon form (or row echelon form) if the following
conditions are satisfied:
1. All nonzero rows are above any rows of all zeros.
2. Each leading entry of a row is in a column to the right of the leading entry of the row above it.
(A leading entry refers to the left most nonzero entry in a nonzero row)
3. All entries in a column below a leading entry are zeros.
If a matrix in row echelon form satisfies the following additional conditions, then it is in reduced
echelon form (or reduced row echelon form)
4. The leading entry in each nonzero row is 1.
5. Each leading 1 is the only nonzero entry in its column.
A matrix in row echelon form is said to be in reduced row echelon when every column that has a
leading 1 has zeros in every position above and below the leading entry.
Example 1.23: The given matrices A, B, C, D are in row echelon form
* +, * +, [ ] , * +
* +, * +, [ ] , * +
Remark: Each matrix is row equivalent to one and only one reduced echelon matrix.
7
Definition 1.21. A pivot position in a matrix A is a location in A that corresponds to a leading 1 in the
reduced row echelon form of A. A pivot column is a column of A that contains a pivot position. A pivot
element is a nonzero number in a pivot position that is used as needed to create zeros via row
operations.
* + * + [ ]
2. Give the row echelon form and also the reduced row echelon form of the following matrices.
[ ] * +, * +
* +, * +, * +
8
Solution: After a sequence of elementary row operations, we obtain the reduced echelon form of A is
, similarly, but clearly, the matrix C is in reduced row echelon form and
.
Remark፡ The matrix A and its transpose have the same rank. That is
* + and * +
* +* += * + and
* +* += * +
Definition 1.25 An matrix is said to be singular if it does not have a multiplicative inverse.
9
If the reduced echelon form is of the type , then B is the inverse of A. If the reduced echelon
form is not of the type , in that the first submatrix is not , then A has no inverse.
* +
( | )
( | )
( | )
( | +
( | )
( | )
Thus * +
Remark: While applying elementary row operation; if the matrix is not transformed to identity matrix
of the same order then the matrix is not invertible.
Exercise 1.2: Determine whether the matrix A has inverse or not and find the inverse if it exists
( )
a) d.
10
b) e.
c)
1.4. Determinants and its properties
The determinant is a function that takes a square matrix as an input and produces a scalar as an output.
It has many beneficial properties for studying, matrices and systems of equations.
| | .
| | | | | | | |
| | | | | |
| | | | | | | | | |
( )
We will now define sub matrix of a matrix, cofactor and minor of a matrix. This enables to set the
general formula for determinant of a square matrix of n rows and n columns.
11
Definition 1.29 (Minors and Cofactors):
a) The minor for A at location , denoted by , is the determinant of the submatrix .
That is, .
Remark: The cofactor at location can be computed using the following formula:
( )
,
( )
Example 1.28: Compute the matrix of cofactors for the given matrix.
a) * + b) [ ]
, ,
| | , | | | |
| | , | | | |
| | , | | | |
12
,
Where is the -th cofactor of A. This formula is called a cofactor expansion across the 1st
column of A.
[ ] [ ]
(a) Now, expanding the cofactors across the 1st row, we have
13
Theorem 1.1: The determinant of an matrix A can be computed by cofactor expansion across
th
any row or any column. The expansion across row is
| | | | | |
| | | | | |
Remark: The computation of determinants becomes easier by expanding the cofactors across a row or
column with the most zero entries.
Properties of determinants
Let A be the square matrix of size n.
1. A matrix having zero rows or columns has a zero determinant. That is, if A has a zero row (or
column), then | |=0.
2. If B is formed from A by multiplying th
row (or column) by scalar , then | | | |.
3. If two rows (or columns) of A are the same, then | |=0.
4. If B is obtained from A by interchanging any two rows (two columns), then | | | |.
5. If one row (or column) is a scalar multiple of another row (or column), then | | .
6. If A and B have the same size, then | | | || |.
7. If B is formed from A by adding times row (or column) to row (or column) . Then | | | |.
8. | | | |.
9. If = , then | | | |.
10. The determinants of the triangular and diagonal matrices are simply the products of the entries in
the main diagonal.
11. If B is obtained from A by adding scalar multiple of one row (or column) to the other, then | |
| |.
14
1.5. Determinant Method of Finding Inverse Matrices
In this section, we first introduce tools necessary for developing a formula for the inverse of a
nonsingular matrix.
[ ]
That is, adjoint of matrix A is the transpose of the matrix of cofactors for A.
Example 1.30: Compute the adjoint of the matrix
* +
| | | | | |
| | | | | |
| | | | | |
[ ] [ ]
[ ] [ ]
* +
15
Solution: We have, | |
[ ] [ ], and [ ]
[ ] [ ] [ ]
Exercise 1.3:
1. Compute the inverse of the given matrix
[ ] [ ]
[ ] [ ] and [ ]
16
are known as the coefficient matrix, the column vector of unknowns and the column vector of
numbers, respectively. We assume that the coefficients are not all zero, so that A is not a zero
matrix. Note that has components, whereas has components.
The augmented matrix for the system is obtained by adjoining to as the last column. Thus the
augmented matrix which represents the system is given by
| ( | ,
1) It admits a unique Solution: There is one and only one vector that
satisfies all the -equations simultaneously (the system is consistent).
2) It has infinitely Many Solutions: There are infinitely many different values of that satisfy all
the -equations simultaneously (the system is said to be consistent).
3) Has no Solution: There is no vector that satisfies all equations simultaneously, or the solution
set is empty (the system is said to be inconsistent).
Remark: For Homogenous system of equation , is called the trivial solution. Any other
solution of a homogeneous system is called a nontrivial solution.
The two methods for finding the complete solution set for a given linear system are Gaussian
elimination and the Cramer’s rule.
17
Solution: The augmented matrix of the given system is
| ( | +
(Replacing and )
( | +
(Replacing )
( | +
The last matrix is in row echelon form, and hence the row equivalent system is given by
The system is now solved by back substitution and hence the only solution of the above system (in
row echelon form) is , which is also a solution for the original system.
If and are the matrices of coefficients and the column vector of numbers, respectively
ii. If [ | ] number of unknowns, then the linear system has infinitely many
solutions.
18
Remark.
a) From the Theorem above, we observe that the linear system has no solution if an echelon form of
the augmented matrix has a row of the form [ ] with nonzero.
b) A linear system has unique solution when there are no free variable, and it has infinitely many
solutions when there is at least one free variable.
Exercise 1.4
1. Use matrix rank to determine the number of solutions for the system.
2. Solve the following linear systems using the method of Gaussian elimination.
Theorem 1.4. (Cramer’s Rule). Let A be an nonsingular matrix and let . Let be
the matrix obtained by replacing the -th column of by . If is the unique solution to , then
| |
| |
The next theorem characterizes the solution of a system of equations using the determinant of the
coefficient matrix and the matrix defined in Cramer’s rule above.
19
i) If | | , then has a unique solution. In this case if then the system has
a trivial solution
ii) If | | and at least one of the ’s is non zero then the system has no solution.
Solution: Here, the coefficient matrix A and the column vector b, respectively, are
[ ] [ ]
1st calculate
| | | |
Now we can determine by substituting b in to column 1 of the matrix and applying the theorem of
Cramer’s rule:
| |
| |
| |
Similarly,
| |
| |
| |
| |
| |
| |
20
Exercise 1.5: Solve the following linear systems using Cramer’s rule (if possible).
21
CHAPTER 2
Definition: Let be a function defined on some open interval that contains the number , except
possibly at itself. Then we say that the limit of as approaches is , and we write
if we can make the values of arbitrarily close to (as close to L as we like) by taking to be
sufficiently close to (on either side of ) but not equal to .
Roughly speaking, this says that the values of get closer and closer to the number as
gets closer and closer to the number (from either side of ) but .
An alternative notation for which is usually
read “ approaches as approaches ’’.
Notice the phrase “but ” in the definition of limit. This means that in finding the limit of
as approaches , we never consider . In fact, need not even be defined
when . The only thing that matters is how is defined near .
2.2 Basic Limit Theorems
Then
[ ]
[ ]
[ ]
[ ]
22
[ ] * +
√ √
Functions with the Direct Substitution Property are called continuous at . However, not all
limits can be evaluated by direct substitution.
√
( *
Solution:
√ √ √
√
(√ ) (√ )
(√ )
Theorem: If when is near (except possibly at ) and the limits of and both
exist as approaches , then
23
Example: show that
Example:
1. Show that | | .
| |
2. Prove that does not exist.
Solution: 1. We have | | {
| | | |
Therefore, | |
| |
2.
| | | |
24
| |
Therefore, does not exist
Definition: Let be a function defined on both sides of , except possibly at itself. Then
means that the values of can be made arbitrarily large (as large as we please) by taking
sufficiently close to , but not equal to .
means that the values of can be made arbitrarily large negative by taking sufficiently close to ,
but not equal to .
Figure 3.1
Note that: The line is called a vertical asymptote of the curve if at least one of the
following statements is true:
25
Example: Find
Solution:
if the values of can be made arbitrarily close to by taking sufficiently large and
negative.
Note that:
Most of the usual limit laws hold for infinite limits with replaced by .
We can also use the squeeze theorem when calculating limits at .
26
Solution:
Example: Evaluate
| |
Solution
2.5 Continuity
27
Example: Determine whether is continuous or not at .
Where
Solution:
Therefore is continuous at .
Exercise:
| |
{
28
,
Example: Determine whether the equation has a root or not on the interval
[ ].
Solution: Let
29
CHAPTER 3
3. Derivative and Application of derivative
3.1 Definition of Derivative
The derivative of a function at a number , denoted by is
[ ] [ ]
Therefore,
3.2 Tangent and normal lines (Geometric interpretation of derivative as a slope of tangent)
The tangent line to is the line through whose slope is equal to , the
derivative of at
Thus the geometric interpretation of a derivative is shown in the following figure.
30
Using the point-slope form of the equation of a line, we have the following:
If exists, then an equation of the tangent line to the curve at the point is
Example: Find an equation of the tangent line to the parabola at the point
Solution: From the above example,
Therefore, the slope of the tangent line at is
Example: Find if
Solution:
Differentiable functions
If we use the traditional notation to indicate that the independent variable is and the dependent
variable is , then some common alternative notations for the derivative are as follows:
The symbols and ⁄ are called differentiation operators because they indicate the operation of
differentiation. Which is the process of calculating a derivative?
31
Consider √ and find the derivative of at (1, ∞). Since 1 is the left end point of domain of
we can not apply the definition of derivative her. Thus is evaluated as from the
The right-side derivative of any function at the point (a, f(a)) is defined by .
= =2
Then the left side derivative 2 and the right side derivative 0 are not equal.
Therefore the derivative of at x = 1 does not exist.
Definition:
i. A function is differentiable on some open interval (a, b) if and only if is
differentiable at every point on (a, b).
ii. A function is differentiable on closed interval [ ] if and only if is differentiable at
every point on (a, b) and and exists.
Differentiation Formulas
If is a constant function, then
Example: Find , if
Solution: Given is a constant function. So
32
The Power Rule: If where is a positive integer, then
Example: Find
Solution:
Example: If , find the equation of the tangent to the graph of at the point
Example: Calculate
Solution:
33
[ ( * ( *]
Example: Differentiate
Solution: Using the product rule, we have
Example: Differentiate
Solution: By using Quotient rule, we have
[ ]
√ √
√ √
Example: Differentiate
Solution:
√
Example: Differentiate √
Solution:
⁄ √
√ √
√
(c) Derivatives of Exponential Functions
Example: Differentiate
Solution: Let then we have
By Chain Rule, we have
34
Example: Find if
Solution: Given
By using product rule, we have
Example: Differentiate
Solution: Let . Then
By using Chain Rule, we have
Example: Find
Example: Find
√
[ ]
√
√
⁄
√ (√ ) ⁄
Example: Find if | |.
Solution: Since
It follows that
35
{
Thus ⁄
Therefore
| |
Example: Find
Example: Differentiate √
( * √ ( *
√ √ √
⁄ √
Example: Differentiate
Solution: We take logarithms of both sides of the equation
36
⁄
√
( * ( *
Hyperbolic Identities
Solution
(a) ( )
or
37
Example: Prove that
Solution: By definition of the Hyperbolic Function,
( * ( * ( *
Therefore, .
(i) Derivatives of Inverse Hyperbolic Function
√ | |√
√ √
Since and
we have √ , so
√ √
Example: Find
Solution: By using Inverse Hyperbolic Functions and the Chain Rule, we have
38
Example: Find √
Solution: Let √
Let then √
√ √ √
Example: If where , find at
Solution: Using the Chain Rule, we have
When , so
| .
Alternatively,
[ ] [ ]
Example: Differentiate
Solution: Taking and , we have
Example: If
Solution:
39
Example: If then find
Solution: Given
We see that the successive derivative occur in a cycle of length 4 and, in particular,
Therefore,
and, differentiating three more times, we have
40
Remembering that y is a function of x and using the Chain rule, we have
Thus,
Now we solve this equation for
or
Example: Find .
Solution: Differentiating implicitly with respect to x and remembering that y is a function of x.
By using Chain Rule on the left side and the Product Rule and Chain Rule on the right side, we get:
So
A function f has an absolute maximum at c if for all x in D, where D is the domain of f. The
number f(c) is called the maximum value of f on D.
Similarly, f has an absolute minimum at c if f(c) f(x) for all x in D and the number f(c) is called the
minimum value of f on D. The maximum and minimum values of f are called the extreme values of f.
41
The following figure shows the graph of a function with absolute maximum at and absolute minimum
at . Note that (d, f(d)) is the highest point on the graph and (a, f(a)) is the lowest point.
If we consider only values of near [for instance, if we restrict our attention to the interval ], then
is the largest of those values of and is called a local maximum value of f. Likewise, is
called a local minimum value of f because for x near c [in the interval , for instance].
The function f also has a local minimum at In general we have the following definition.
A function f has a local maximum (or relative maximum) at c if there is an open interval I containing c
such that f(c) f(x) for all x in I.
Similarly, f has a local minimum at c if there is an open interval I containing c such that f(c) f(x) for all
x in I.
Example: The function takes on its (local and absolute) maximum value of 1 infinitely
many times, since for any integer n and for all x.
Likewise, is its minimum value, where n is any integer
Example: If then because Therefore is the absolute
(and local) minimum value of It is the fact that the origin is the lowest point on the Parabola (see
in the following figure). However, there is no highest point on the parabola and so this function has no
maximum value.
The Extreme Value Theorem: If f is continuous on a closed interval [a, b], then f attains an
absolute maximum value f(c) and an absolute minimum value f(d) at some numbers c and d in [a,
b]. This can be seen in the following figure.
42
Example: The function , is defined on the closed interval [0, 2] but has no maximum
value. Note that the range of f is the interval [0, 1). The function takes on values arbitrarily close to 1 but
never actually attains the value 1. This does not contradict the Extreme Value Theorem because f is not
continuous on [0, 2]. In fact, it has a discontinuity at
Fermat’s Theorem
If has a local extremum (that is, maximum or minimum) at and if exists, then
3.
Proof: The following graph shows some functions that satisfy the above three hypotheses. In each case it
appears that there is at least one point on the graph where the tangent is horizontal and therefore
Thus Rolle’s Theorem is plausible.
43
By the extreme Value Theorem (which we can apply by hypothesis 1) has a maximum value somewhere
in [ ]. Since , it must attain this maximum value at a number in the open interval .
Then has a local maximum at and, by hypothesis 2, is differentiable at . Therefore , by
Fermat’s Theorem.
Case 3: for some in [as in Figure 1(c) or (d)]
By the Extreme Value Theorem, has a minimum value in [ ] and, since , it attains this
minimum value at a number in . Again by Fermat’s Theorem
Example: Verify Rolle’s Theorem for the function in [ ]
Solution: Let
Since is a polynomial in hence it is continuous in [ ]
Therefore,
Thus, Rolle’s Theorem is verified.
The Mean Value Theorem
Let be a function that satisfies the following hypotheses:
equivalently,
44
Since is continuous in [ ] and A is constant.
Therefore, from (1), is continuous in [ ]
Since is differentiable in is differentiable and A is a constant
Therefore, from (1), is differentiable in
Also from (2), we have
Therefore, satisfies all the conditions of Rolle’s Theorem.
there exists
------------------------ (4)
By substituting (3) in (4), we get
⁄ ⁄
45
Use the following steps to find absolute maximum and minimum values
To find the absolute maximum and minimum values of a continuous function f on a closed interval [a, b]:
Example: Find the absolute maximum and minimum values of the function
Solution: Since f is continuous on [ ], we can use the above procedure to find absolute maximum and
minimum values
Since exists for all , the only critical numbers of f occur when
that is
Note that each of these critical numbers lies in the interval [ ].
The values of at these critical numbers are
46
Definition: A function is called increasing on an interval if
whenever in
It is called decreasing on if
whenever in
We divide the real line into intervals whose endpoints are the critical
numbers -1, 0, and 2 and arrange our work in a chart. A plus sign
indicates that the given expression is positive, and a minus sign
indicates that it is negative.
The last column of the chart gives the conclusion based on the Test for Monotonic Functions. From this
information and the values of at the critical numbers, the graph is sketched in above figure.
Interval
decreasing on
( ]
increasing on [ ]
decreasing on [ ]
increasing on [
47
3.7.3 First and Second Derivative Tests
3.7.3.1 The First Derivative Test
(a) If changes from positive to negative at then has a local (relative) maximum at
(b) If changes from negative to positive at , then has a local (relative) minimum at
(c) If does not change sign at (that is, is positive on both sides of or negative on both
sides), then has no local extremum at
⁄
Example: Find the local (relative) extrema of and sketch its graph.
Solution: First we find the critical numbers of
⁄ ⁄
⁄ ⁄
increasing on ]
decreasing on [ ]
increasing on [
Example: Let using the second derivative test, find the relative extreme
values of
Solution:
48
√
⁄
( ) ( ) and
We have only two extreme values of
has relative maximum value at & thus, is R.Max value.
( ) has relative minimum value at ⁄ & thus, ( ) ( ) ( ) ( )
̅̅̅̅̅ is its relative minimum value.
Note that ( )
3.7.4 Concavity and Inflection points
Concavity
If the graph of lies above all of its tangents on an interval , then it is called concave upward
on . If the graph of lies below all of its tangents on , it is called concave downward on .
In the above figure tangents are drawn at several points. In the curve lies above the tangents and is
called on [ ]. In the curve lies below the tangents and is called concave
downward on [ ]
The test for Concavity
Suppose is twice differentiable on an interval .
Point of Inflection
A point on a curve is called a point of inflection if the curve changes from concave upward to concave
downward or from concave downward to concave upward at .
Example: Determine where the curve is concave upward and where it is concave
downward. Find the inflection points .
Solution: If then
49
Since when , the critical numbers are ±1. Also
| |
or
Therefore f is increasing on the intervals ] and [1, and is
decreasing on [ ].
By the First Derivative Test, is a local maximum value and
is a local minimum value.
To determine the concavity we compute the second derivative:
upward
downward
upward
The point is an inflection point since the curve changes from concave upward to concave downward
there.
Also is an inflection point since the curve changes from concave downward to concave upward
there.
50
3.8 Indeterminate forms and L’Hopital Rule
Where both and as then this limit may or may not exist and is called an
Indeterminate form of type ⁄ .
Similarly, if both and , then the limit may or may not exist
and is called an indeterminate form of type ⁄
We introduce a systematic method, known as L’Hopital Rule, for the evaluation of indeterminate forms.
L’Hopital Rule
Suppose and are differentiable and on an open interval I that contains (except possibly at
). Suppose that
and
or that and
Example 1: Find .
Solution: Since ,
we can apply L’Hopital Rule
Example 2: Calculate .
Solution: We have , so L’Hopital Rule gives
Since the limit on the right side is also indeterminate, but a second
application of L’Hopital Rule gives
Example 3: Evaluate .
Solution: The given limit is indeterminate because while . Writing
51
Indeterminate Differences
If and , then the limit [ ] is called indeterminate form of
type
Example 4: Compute
Solution: First notice that and as , so the limit is indeterminate.
Here we use a common denominator:
( ) ( )
So far we have computed the limit of , but what we want is that the limit of y.
To find this we use the fact that :
52
CHAPTER 4
4. INTEGRATION AND APPLICATION OF
INTEGRATION
Antiderivatives: A function is called an antiderivative of on an interval if for all in
.
Theorem: If is an antiderivative of on an interval , then the most general antiderivative of on is
where is an arbitrary constant.
4.1 THE INDEFINITE INTEGRAL: The notation ∫ is traditionally used for an antiderivative of
and is called an indefinite integral. Thus, ∫ means
The expression ∫ is called an indefinite integral. The adjective “indefinite” emphasizes that the
result of antidifferentiation is a “generic” function, described only up to a constant term. The“elongated S”
that appears on the left side of the equation is called an integral sign, the function is called the
integrand, and the constant C is called the constant of integration.
If an independent variable other than is used, say , then the notation must be adjusted appropriately.
Thus,
[ ] ∫ are equivalent statements.
∫ ∫ ∫[ ] ∫ ∫
∫ ∫ | |
∫ ∫
∫ ∫
∫ ∫
∫ ∫
∫ ∫√
∫ √
Example: Find the most general antiderivative of each of the following functions:
(a) (b) √ (c) √ (d)
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Solutions:
(a) If then Thus, an antiderivative of is .
⁄ ⁄
(b) Since ( ) √ , then the general antiderivative of √ is
⁄
.
(c) We observe that this question is the combination (sum) of questions (a) & (b). Thus, applying
⁄
property (2) above, the general antiderivative of √ is
Example: A particle moves in a straight line and has acceleration given by It’s initial
velocity is and its initial displacement is Find its position function
This gives We are given that so and the required position function is
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4.2 THE DEFINITE INTEGRAL: an integral expressed as the difference between the values of the
integral at specified upper and lower limits of the independent variable.
Theorem: If a function is continuous on an interval [ ], then is integrable on [ ] and the net
signed area between the graph of and the interval [ ] is ∫ .
Theorem: Let be a continuous function on a closed interval [ ]. Suppose that be any differentiable
1. ∫ , if
2. ∫ ∫
4. ∫ [ ] ∫ ∫
6. ∫ ∫ ∫ , whenever .
⁄
Example: Use the properties of integrals and evaluate ∫
Solution: Using the properties 4 and 5 of integrals, we get
⁄ ⁄ ⁄
∫ ∫ ∫
Solution: Since | | {
∫ | | ∫ | | ∫ | |
∫ ∫ ∫ ∫
[ ] [ ] ⁄
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(a) If is even [ ] then ∫ ∫
a. ∫ b. ∫
Solutions: a. ∫ ∫ ∫ [ ] [ ] [ ]
Therefore, ∫ ∫
b. Since is odd,
∫ [ ] } { }
antiderivative of on [ ] then ∫
Theorem: (The Fundamental Theorem of Calculus, Part 2): If is continuous on [ ], then the
function defined by ∫ [ ] is continuous on [ ] and differentiable on ,
and
Examples: Evaluate the following integrals.
a. ∫ b. ∫
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Also, is continuous everywhere, FTC part 2 gives us
Example: Find ∫ .
Solution: Here we have to be careful to use the Chain Rule in conjunction with FTC Part 2.
Let . Then
∫ ∫ [∫ ]
Then
∫ ∫ ∫
∫ ∫ ∫
∫ ∫
This is called the formula for integration by parts. It is perhaps easier to remember in the following
notation.
Let and Then and so, by substitution rule, the formula
for integration by parts becomes:
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∫ ∫
Example 1: Find ∫ .
Solution: Suppose we choose
Then
Thus, using above Formula, we have
∫ ∫
∫ ∫
Example 2: Evaluate ∫
Solution: Here we do not have much choice for and . Let
Then
∫ ∫ ∫ .
Example 3: Find ∫ .
Solution: Let
Then
Integration by part gives
∫ ∫ -------------------- (1)
We use integration by parts a second time to find ∫
This time with and .
Then , and
∫ ∫ ------------- (2)
Putting (2) in (1), we get
∫ ∫
Example 4: Calculate ∫
Solution: Let
Then
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By using the Formula, we get
∫ ] ∫
∫
To evaluate this integral we use the substitution
Then When when so
∫ ∫ | |]
Therefore ∫ ∫
the function we need to integrate, we substitute one of the following trigonometric expressions to simplify
the integration.
Expression Substitution Identity
√
Example: Evaluate ∫ .
Then and √ √ √
| |
Note that because
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∫ ∫
∫
----------------- (1)
by using trigonometric identities,
√
since
since
Example: Find ∫ √ .
∫√ ∫√ √ √ .
Example: Evaluate ∫ √ .
Solution: We can transform the integrand into a function for which trigonometric substitution is
appropriate by first completing the square under the root sign:
∫√ ∫√
∫√ ∫
√ ( )
√ ( )
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4.4.4 Integration by Partial Fractions
Let us consider a rational function , where and are polynomials. It is possible to express
as a sum of simpler fractions provided that the degree of is less than the degree of . Such a rational
function is called proper.
If , where then the degree of is and we write
In the case where m =1, only the first term in the sum appears.
Quadratic factor rule: For each irreducible factor of the form , the partial fraction
decomposition contains the following sum of partial fractions:
Example 1: Find ∫ .
Solution: Since the degree of the numerator is greater than the degree of the denominator, we first perform
the long division. This enables us to write
∫ ∫
| |
Example 2: Evaluate ∫ .
Solution: Since the degree of the numerator is less than the degree of the denominator, we do not need to
divide. We factor the denominator as
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Since the denominator has three distinct linear factors, the partial fraction decomposition of the integrand
has the form
----------------- (1)
∫ ∫[ ]
| | | | | |
Example 3: Evaluate ∫
Multiplying by we have
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∫ ∫( )
∫ ∫ ∫ ∫ ∫
| | ∫
∫ ∫ ∫
( *
√ √
( )
Thus
∫ | |
| |
√
where
and
Example: Evaluate ∫
Solution: We can write . But still it is not simple to integrate. Thus, let we use the half-
angle formula for
∫ ∫ ∫ ∫
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(b) If the power of sine is odd , then factor one sine and use (Then say,
Let ).
(c) If the power of both sine & cosine are odd, then we can use (a) or (b).
(d) If the power of both sine & cosine are even, then use half-angle identities:
and
∫ ∫ ∫
(b) ∫ ∫ ∫ ∫
Let
∫ ∫
(c) ∫ ∫ ∫ ∫
Let,
∫ ∫
(b) If is odd we factor out and write the rest interms of using the identities.
(c) If is odd and is even, then using , it can be transformed to integrals of the
form ∫ which can be evaluated by reduction formula.
Examples: Evaluate: 1. ∫ 2. ∫
Solution 1: ∫ ∫ ∫
∫ ∫
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∫
Solution 2: ∫ ∫ ∫
∫ ∫ ∫
[ ]
[ ]
[ ]
Examples: 1. ∫ 2. ∫ 3. ∫
Solution 1: ∫ ∫ [ ] ∫
∫ ∫
Solution 2: ∫ ∫ [ ] ∫ [ ]
∫ ∫ ∫ ∫
Solution 3: (Exercise)
4.6 Application of integration
4.6.1 Area: Let be continuous on [ ] and [ ] and let be the region bounded by
the graph of , x-axis, the lines
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Then the area of the region is given by ∫
Definition: If a region in a plane is bounded by the lines , x-axis and the graph of
∫ ∫ ] sqr units.
The area of the region bounded by the curves and the lines and
where and are continuous and for all in [ ], is
∫ [ ]
Example: Find the area of the region bounded by the parabolas and .
Solution: We first find the points of intersection of the parabolas by solving their equations
simultaneously.
This gives or .
Thus so
The points of intersection are and and the region is
shown in the right Figure.
When using the formula for area, it is important to ensure that
when
In this case we can see from the diagram that
for
and so we choose and Then
∫ [ ]
∫ [ ] [ ]
∫ | |
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Example: Find the area of the region bounded by the curves and .
Solution: The points of intersection occur when that is, when (since
∫ | |
∫ ∫
[ ] ]
( * ( *
√ √ √ √
√
4.6.2 Volume
The cross-sectional method
Definition: Suppose a solid region has a cross-sectional area for where is continuous
Solution: Area of the semi-circular region with radius is given by: Hence,
∫ ∫ ∫ ∫ ( + +
∫ [ ]
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Example: Find the volume of the solid obtained by rotating about the -axis the region under the curve
√ from 0 to 1.
Solution: The region is shown in the right Figure.
Taking and √ in Formula,
we find that the volume of the solid is
∫ √ ∫ ]
Definition:
∫ [ ]
The above formula applies only when the axis of rotation is the – axis.
Example: Find the volume of the solid obtained by rotating the region bounded by
around the -axis.
Solution: Since the axis of rotation is the -axis, we write the curve in the form √ .
The region and the solid with a typical disk are sketched in
following Figure. Using Formula with and
√ , we have
∫ √ ∫
[ ]
∫ where
Example: Find the volume of the solid obtained by rotating about the -axis the region bounded by
Solution: The region and solid are sketched in the following figure.
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By using formula, the volume of rotation is
∫ [ ]
* +
Example: Find the volume of the solid obtained by rotating about the -axis the region between
.
Solution: We use Formula to find the volume obtained by rotating about the -axis the region under
from 0 to 1 and then we subtract the corresponding volume for the region under . Thus,
∫ ∫
∫ * +
This is the method of finding the volume of the solid region generated by revolving a more general plane region
about the -axis. Let and be functions such that Then the plane region b/n
the graph of and the -axis on [ ] is composed of the region b/n the graph of and on [ ] and the region b/n
the graph of and the -axis on [ ] Therefore, the volume of the solid generated by revolving the entire region
about the -axis should be equal to the sum of the volume of the solids generated by revolving the two component
regions about the -axis.
The volume of the solid generated by revolving the region b/n the graph of and on [ ] is given by
∫ *( ) ( ) +
when the method of finding volume in this method is called washer method.
Example: Let and and let be the region b/n the graph of on [ ] Find the volume
of the solid generated by revolving about the -axis.
∫ *( ) ( ) + ∫ ∫ ] +
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