Professional Documents
Culture Documents
⃝Francis
c O. Ochieng
francokech@gmail.com
Course Description
• Limits, continuity and differentiability.
• Sequences and series: convergence tests.
• Mean Value Theorem of differential calculus. L’Hôpital’s rule. Rolle’s theorem.
• Power series: Taylor’s and Maclaurin’s theorems including applications to binomial theorem.
• Logarithmic, exponential, trigonometric, and hyperbolic functions.
• Trigonometric and hyperbolic representation of complex numbers.
• Partial differentiation: first and second partial derivatives, total derivatives, and change of
variables for two independent variables.
• Determinants: their evaluation and properties.
• Matrices: operations, inverse, solution of simultaneous linear equations. Cramer’s rule,
eigenvalues and eigenvectors. Application to geometrical transformations in two and three
dimensions.
• Integration: reduction formulae, applications to arc length, plane and surface area, volume, mass
centre and moments of inertia in Cartesian and polar co-ordinates. Improper integrals and their
convergence. Integration as the limit of a sum including pincer method for evaluation of simple
integrals. Double integrals including change of order of integration and change of variable.
References
[1] Calculus and Analytical Geometry (9th edition) by George B. Thomas and Ross L. Finney
[2] Advanced Engineering Mathematics (10th ed.) by Erwin Kreyszig
[3] Calculus by Larson Hostellem
Lecture 1
1 Limits
Definition 1.1 (Basic limit definition). Let f (x) be a function and let a and L be real numbers. If
f (x) approaches L as x approaches a (but is not equal to a), then we say that f (x) has limit L as x
approaches a and we denote
. = L.
lim f (x)
x→a
→ Note: lim f (x) is the value that f (x) approaches as x approaches a, and a does not have to be in
x→a
the domain of f .
1
1.1 Properties of limits
Theorem 1.1. Suppose lim f (x) = L1 and lim g(x) = L2 , then
x→a x→a
Example(s):
= 29
x2 − 1
(b) Evaluate lim .
x→1 x + 1
Solution
x2 − 1 D.S 12 − 1 0
lim = = =0
x→1 x + 1 1+1 2
Factorization
If on direct substitution we get the indeterminate form 0/0, then it means that there is a
common factor in both the numerator and denominator. In this case, we perform factorization
first so as to simplify the given function.
→ Note: if the polynomial in the numerator is of degree greater than the degree of the polynomial
in the denominator, we first need to perform long division.
Example(s):
x2 + x − 6
(a) Evaluate lim
x→2 x−2
Solution
x2 + x − 6 (x − 2)(x + 3)
lim = lim
x→2 x−2 x→2 x−2
D.S
= lim (x + 3) = 2 + 3
x→2
= 5
2
x2 + 3x + 2
(b) Evaluate lim
x→−2 2x2 − 8
Solution
x2 + 3x + 2 (x + 2)(x + 1)
lim = lim
x→−2 2x2 − 8 2(x + 2)(x − 2)
x→−2
x + 1 D.S −2 + 1 −1
= lim = =
x→−2 2(x − 2) 2(−2 − 2) −8
1
=
8
x3 − 1
(c) Evaluate lim .
x→1 x2 − 1
Solution
( )
x3 − 1 x−1
lim 2 = lim x + 2 (long division)
x→1 x − 1 x→1 x −1
[ ]
x−1
= lim x + (factorization)
x→1 (x − 1)(x + 1)
( )
1 D.S 1 1
= lim x + = 1+ =1+
x→1 x+1 1+1 2
3
=
2
Limits at infinity
In this case, we first divide the numerator and denominator by the highest power of x in the
denominator.
Example(s):
5x3 − 1
(a) Evaluate lim .
x→∞ 4x3 − 2x − 7
Solution
1
5x3 − 1 5−
lim = lim x3
x→∞ 4x3 − 2x − 7 x→∞ 2 7
4− 2
− 3
x x
1
5− 5−0
D.S
= ∞ =
4−
2
−
7 4−0−0
∞ ∞
5
=
4
Rationalization
Suppose there exists surds in either the numerator or denominator or both. Then, we first need
to multiply both the numerator and denominator by the conjugate of the factor containing the
surd (in either the numerator or denominator) and then simplify the resulting function. After
rationalization, we perform a direct substitution.
→ Note: in case the surds appear in both the numerator and denominator, then we rationalize
the denominator.
Example(s):
√
(a) Evaluate lim x2 − 4x − x.
x→∞
3
Solution
(√ )
√ (√ ) x2 − 4x + x
lim x2 − 4x − x = lim x2 − 4x − x √
x→∞ x→∞ x2 − 4x + x
x2 − 4x − x2 −4x
= lim √ = lim √
x→∞ x − 4x + x
2 x→∞ x − 4x + x
2
1
−4x · −4
lim (√ x lim √
= ) 1 = x→∞
x→∞
x2 − 4x + x · 4
1− +1
x x
D.S −4 −4 −4
= √ =√ =
4 1−0+1 1+1
1− +1
∞
= −2
√
x−3
(b) Evaluate lim .
x→9 x − 9
Solution
√ √ √
x−3 ( x − 3)( x + 3)
lim = lim √
x→9 x − 9 x→9 (x − 9)( x + 3)
(x − 9) 1
= lim √ = lim √
x→9 (x − 9)( x + 3) x→9 x+3
D.S 1 1
= √ =
9+3 3+3
1
=
6
Exercise:
√ √
(a) lim x2 − 2 − x2 + x.
x→∞
Solution
(√
√
)
√
√ √ √ x2 − 2 + x2 + x
lim x2 − 2 − x2 + x = lim x2 − 2 − x2 + x · √ √
x→∞ x→∞ x2 − 2 + x2 + x
(x2 − 2) − (x2 + x) −2 − x
= lim √ √ = lim √ √
x→∞ x −2+ x +x
2 2 x→∞ x − 2 + x2 + x
2
2 2
− −1 − −1
= lim √ x √ D.S
= √ ∞ √
x→∞ 2 1 2 1
1− 2 + 1+ 1− + 1+
x x ∞ ∞
1
= −
2
x3 − 1
(b) Evaluate lim . [ans: 3]
x→1 x − 1
√
1− x
(c) Evaluate lim . [ans: 1/2]
x→1 1 − x
5x2 − 3x + 2
(d) Evaluate lim . [ans: 1/2]
x→∞ 10x2 − x + 100
(e) Evaluate the following
√
1+ x
i) lim √ . [ans: 1/2]
x→0 2 + 2x
4
x
ii) lim √ . [ans: 2]
x→0 1 − 1 − x
→ Note: A function which grows arbitrarily large as x goes to positive or negative infinity is said to
have an infinite limit. Infinity is not a real number, so if a function has infinite limit, we
say that the limit does not exist.
lim f (x)
. = L.
x→a+
Definition 1.3 (Left-Hand Limit). If a function f (x) approaches the number L as x approaches the
real number a and x < a, then we say that L is the left-hand limit of f at x = a and write
lim f (x)
. = L.
x→a−
→ Note: the limit of f (x) as x approaches a exists if both left and right limits exist and are equal at
x = a. In that case, we have
Example(s):
x
3 if x < 1
(a) Consider the function defined by f (x) = 1 if x = 1 Evaluate lim f (x).
2−x x→1
if x > 1.
Solution
|5x|
(b) Evaluate lim .
x→0 x
Solution
{
−5x
|5x| x if x < 0
Here, f (x) = = 5x
. Now,
x x if x > 0
|5x| −5x
(i) LHL: lim = lim = −5
x→0− x x→0− x
|5x| 5x
(ii) RHL: lim = lim =5
x→0+ x x→0+ x
|5x|
(iii) Since (i) ̸= (ii), therefore, lim does not exist.
x→1 x
Exercise:
x − 2x
2 if x < 1
(a) Consider the function defined by f (x) = 2 if x = 1 . Evaluate lim f (x) and
3x − 4 x→1−
if x > 1.
lim f (x).
x→1+
5
{
2 − 3x if x ≤ 1
(b) Consider the function defined by f (x) = . Does lim f (x) exist?
2x3 if x > 1 x→1
{
x if x ̸= 0
(c) Find the value of lim f (x) where f (x) =
x→0 1 if x = 0.
provided the limit exists. Repeat finding derivatives until you get a meaningful result.
→ Note: if on direct substitution we get forms other than 0/0 or ±∞/ ± ∞ (i.e., 0±∞ , 1±∞ , ±∞±∞ ),
then we first transform the problem either by introducing the natural logarithm (ln) or by writing
1
them in the simplest form e.g cosec x = .
sin x
Example(s):
x2 + x
(a) Find lim .
x→∞ e2x + 1
Solution
x2 + x ∞
On direct substitution, we have lim = (indeterminate). So,
x→∞ e2x + 1 ∞
x2 + x L′ H 2x + 1 D.S ∞
lim = lim = (indeterminate)
x→∞ e2x + 1 x→∞ 2e2x ∞
L′ H 2 D.S 2
= lim =
x→∞ 4e2x ∞
= 0
x − sin x
(b) Evaluate lim
x→0 x3
Solution
x − sin x 0 − sin 0 0
On direct substitution, we have lim 3
= 3
= (indeterminate). So,
x→0 x 0 0
x − sin x L′ H 1 − cos x D.S 0
lim = = (indeterminate)
x→0 x3 3x2 0
L′ H sin x D.S 0
= lim = (indeterminate)
x→0 6x 0
L′ H cos x
= lim
x→0 6
D.S 1
=
6
( )x/2
(c) Evaluate lim 2x
x→0+
Solution
6
On direct substitution, we have lim (2x)x/2 = 00 (indeterminate). So,
x→0+
Let y = (2x)x/2
x 1 ln(2x)
⇒ ln(y) = ln(2x) =
2 2 1/x
1 ln(2x) D.S ∞
⇒ lim ln(y) = lim = (indeterminate)
x→0+ 2 x→0 1/x
+ ∞
2
L′ H 1 2x 1 D.S
= lim −1 = lim (−x) = 0
2 x→0+ x2
2 x→0+
[ ]
∴ ln lim y = 0 ⇒ lim y = e0 = 1
x→0+ x→0+
( )x
1
(d) Evaluate lim 1+ .
x→∞ x
Solution
( )x
1
On direct substitution, we have lim 1+ = 1∞ (indeterminate). So,
x→∞ x
( )x
1
Let y = 1+
x
( )
1
( )
ln 1 +
1 x
⇒ ln(y) = x ln 1 + =
x 1/x
( )
1
ln 1 +
x D.S 0
⇒ lim ln(y) = lim = (indeterminate)
x→∞ x→∞ 1/x 0
1 −1
( )
1 · x2
L′ H 1+ x 1 D.S
= lim = lim = 1
x→∞ −1 x→∞ 1 + 1
x
x2
[ ]
∴ ln lim y = 1 ⇒ lim y = e1 = e
x→∞ x→∞
Exercise:
1. Evaluate
2 sin x − sin 2x
(a) lim
x→0 2ex − 2 − x2
7x − 28
(b) lim
x→∞ x3
x −x−2
2
(c) lim
x→1 x2 − 1
2. Evaluate
1
(a) lim x x−1 . [ans: = e]
x→1
(b) lim xsin x . [ans: = 1]
x→0
(c) lim xx . [ans: = 1]
x→0
3. Evaluate
sin 7x
(a) lim . [ans: = 7/4]
x→0 4x
7
cot x
(b) lim .
x→0+ ln x2
( )
cos y
(c) limπ . [ans: = 1]
2 −y
π
y→ 2
1 − cos θ
(d) lim . [ans: = 0]
θ→0 θ
sin2 θ
(e) lim . [ans: = 1]
θ→0 θ 2
Lecture 2
Diagrammatically, we have:
The value of δ will depend on the value of ϵ i.e we will always begin with any ϵ > 0 and then determine
an appropriate corresponding value of δ > 0. If there is a single ϵ > 0 for which this process fails, then
the limit L has been incorrectly computed or the limit does not exist.
Example(s):
Solution
8
Let ϵ > 0 be given. We need to find δ > 0 (which depends on ϵ) so that if 0 < |x + 1| <
δ, then |(2 − 3x) − 5| < ϵ. We begin with |(2 − 3x) − 5| < ϵ and ”solve for” |x + 1|. So,
Solution
Let ϵ > 0 be given. We need to find δ > 0 (which depends on ϵ) so that if 0 < |x − 1| <
δ, then |(x2 + 3) − 4| < ϵ. We begin with |(x2 + 3) − 4| < ϵ and ”solve for” |x − 1|. So,
0<x<2 ⇒ 1<x+1<3
It follows that
ϵ
|x − 1||x + 1| < |x − 1|(3) < ϵ ⇒ |x − 1| <
3
( )
ϵ
Now, choose δ = min 1, (This guarantees that both assumptions made about δ in the course
3
of this proof are taken into account simultaneously.). This completes the proof.
3. Show that lim (3x2 − x) = 10 using the ϵ − δ definition of limit.
x→2
Solution
Let ϵ > 0 be given. We need to find δ > 0 (which depends on ϵ) so that if 0 < |x − 2| <
δ, then |(3x2 − x) − 10| < ϵ. We begin with |(3x2 − x) − 10| < ϵ and ”solve for” |x − 2|. So,
Clearly, the function f (x) = 3x2 − x is defined for all x in the interval (1,3). Hence, this range
of values of x is appropriate. Therefore,
9
It follows that
ϵ
|x − 2||3x + 5| < |x − 2|(14) < ϵ ⇒ |x − 2| <
14
( )
ϵ
Now, choose δ = min 1, . This completes the proof.
14
( )
2 1
4. Show that lim = using the ϵ − δ definition of limit.
x→3 x+3 3
Solution
Let ϵ > 0 be given. We need to find δ > 0 (which depends on ϵ) so that if 0 < |x − 3| <
2 1 2 1
δ, then −
< ϵ. We begin with − < ϵ and ”solve for” |x − 3|. So,
x + 3 3 x + 3 3
2 1
0 < |x − 3| < δ ⇒ − <ϵ
x + 3 3
6 − (x + 3)
⇒ <ϵ
3(x + 3)
−1(x − 3)
⇒ <ϵ
3(x + 3)
| − 1||x − 3|
⇒ <ϵ
|3||x + 3|
1 |x − 3|
⇒ <ϵ
3 |x + 3|
1
⇒ |x − 3| < 3ϵ
|x + 3|
1
We replace with an appropriate constant by arbitrarily assuming that δ ≤ 1. Then,
|x + 3|
Solution
0 (which depends on ϵ) so that if 0 < |x − 1| <
Let ϵ > 0 be given. We need to find δ >
x+3 x+3
δ, then
√ − 2 < ϵ. We begin with √ − 2 < ϵ and ”solve for” |x − 1|. So,
1+ x 1+ x
x+3
0 < |x − 1| < δ ⇒ √ − 2 < ϵ
1+ x
x + 3 − 2(1 + √x)
⇒ √ <ϵ
1+ x
√
x + 1 − 2 x
⇒ √ <ϵ
1+ x
10
We need to be able to factor out (x − 1) from the numerator.
x + 1 − 1 + 1 − 2√x
⇒ √ <ϵ
1+ x
√
(x − 1) + 2(1 − x)
⇒ √ <ϵ
1+ x
(x − 1)(1 + x) + 2(1 − √x)(1 + √x)
√
⇒ √ √ <ϵ
(1 + x)(1 + x)
√
(x − 1)(1 + x) + 2(1 − x)
⇒ √ <ϵ
(1 + x)2
√
(1 + x − 2)
⇒ (x − 1) √ <ϵ
(1 + x)2
√ 1
⇒ |x − 1| x − 1 √ <ϵ
(1 + x)2
√ 1
We replace | x − 1| and √ with appropriate constants by arbitrarily assuming that
(1 + x)2
δ ≤ 1. Then,
√ √
|x − 1| < δ ≤ 1 ⇒ −1 < x − 1 < 1 ⇒ 0<x<2 ⇒ 0< x< 2
x+3 √ √
Clearly, the function f (x) = √ is defined for all x in the interval (0, 2). Hence, this
√ 1+ x
range of values of x is appropriate. Therefore,
√ √ √ √ √
i) 0 < x < 2 ⇒ −1 < x − 1 < 2 − 1 ⇒ −1 < x − 1 < 1.
√ √ √ √ √ √
ii) 0 < x < 2 ⇒ 1 < 1 + x < 2 + 1 ⇒ 12 < (1 + x)2 < ( 2 + 1)2 ⇒
1 1
√ < √ 2 < 1.
( 2 + 1) 2 (1 + x)
It follows that
√ 1
|x − 1| x − 1 √ < |x − 1|(1)(1) < ϵ ⇒ |x − 1| < ϵ
(1 + x)2
Exercise:
11
x2 + x − 6
(i) lim = −5
x→−3 x+3
(ii) lim (4x3 + 3x2 − 24x + 22) = 5
x→1
(iii) lim (−2x3 + 9x + 4) = −3
x→−1
(iv) lim (2 + 5x) = 17.
x→3
→ Note: if at least one of these conditions is not satisfied, then f (x) is not continuous at x = a.
In this case, we say that f (x) is discontinuous at point a or that the point a is a discontinuity
of f .
Example(s):
2
x −1
if x < −1
(a) Discuss the continuity of the function f (x) = x+1 at x = −1
x2 − 3 if x ≥ −1
Solution
We need to test the three conditions for continuity:
( )
x2 − 1 (x − 1)
+1)(x
LHL: lim f (x) = lim = lim = lim (x − 1) = −2
x→−1− x→−1− x+1 x→−1− (x
+1) x→−1−
2x4 − 6x3 + x2 + 3
(b) Discuss the continuity of the function f (x) = at x = 1.
x−1
Solution
2x4 − 6x3 + x2 + 3
Clearly, the function f (x) = is discontinuous at x = 1. However, the
x−1
discontinuity can be removed by first simplifying the given function. Thus, by long division we
12
have
2x3 − 4x2 − 3x − 3
)
x−1 2x4 − 6x3 + x2 +3
− 2x4 + 2x3
− 4x3 + x2
4x3 − 4x2
− 3x2
3x2 − 3x
− 3x + 3
3x − 3
0
Hence, the function can be rewritten in the simplified form f (x) = 2x3 − 4x2 − 3x − 3 [by long
division], which is now continuous at x = 1 [student to verify this]. Therefore, the original
function is said to have a removable discontinuity.
Exercise:
(a) Find the value of A and B so that the following function is continuous for all x.
( )
1 − cos x
A if x < 0
sin2 x
f (x) = 2x2 − x + B if 0 ≤ x ≤ 1
x2 + 2x − 3
if x > 1
2 x −1
Solution
Since f (x) is continuous at x = 0, it follows that lim f (x) = lim f (x) = f (0). Thus, we have
x→0− x→0+
A
= B − − − (∗).
2
Also,
13
(c) Find a and b so that the following function is continuous ∀x ∈ R:
2, if x < 1
f (x) = ax + b, if 1 ≤ x ≤ 2
6, if x > 2
[ans: a = 4, b = −2]
2.2 Differentiability
When the limit exists, then from the first principle the derivative of f (x) at x = a is defined by
f (a + h) − f (a)
Rf ′ (a) = lim .
h→0 + h
f (a + h) − f (a)
Lf ′ (a) = lim .
h→0− h
Example(s):
1. Show that f (x) = |x| is differentiable everywhere except at x = 0 and illustrate the solution by
a graph.
Solution
−x, if x < 0
f (x) = |x| =
x, if x ≥ 0
So,
f (0 + h) − f (0) 0+h−0
Rf ′ (0) = lim = lim =1
h→0+ h h→0+ h
f (0 + h) − f (0) −0 − h + 0
Lf ′ (0) = lim = lim = −1
h→0− h h→0− h
But Rf ′ (0) ̸= Lf ′ (0), so f (x) is not differentiable at x = 0.
2. Although differentiability implies continuity, continuity does not imply differentiability. Discuss
using appropriate example. [hint: use f (x) = |x − 2|. Test it for both continuity and
differentiability.]
14
→ Note: In other words, since f (x) is continuous
and differentiable, then in between every two
points a and b with the same image, the function
f (x) must have a maximum or a minimum.
Example(s):
1. Find the value of c ∈ [−3, 0] as prescribed by Rolle’s theorem if f (x) = (x2 + 3x)e−x/2 .
Solution
Clearly, the function f (x) is continuous on the closed interval [−3, 0] and differentiable on the
open interval (−3, 0). Here, a = −3 and b = 0. Then,
f ′ (c) = . − f (a)
f (b)
b−a
Example(s):
1. Verify the MVT for the function f (x) = 2x2 − 7x + 10 in the closed interval [2, 5].
Solution
Clearly, the function f (x) is continuous on the closed interval [2, 5] and differentiable on the
open interval (2, 5). Here, a = 2 and b = 5. Then,
15
f (b) − f (a) 25 − 4
So by MVT, we have f ′ (c) = ⇒ 4c − 7 = which yields c = 3.5. Since
b−a 5−2
c = 3.5 is strictly in the interval [2, 5], it follows that MVT holds (or is satisfied).
2. Given that f (x) is continuous and differentiable on [-6,-1], f (−6) = −23, and f ′ (x) ≥ 4. Find
the smallest possible value of f (−1). [ans: 3 ≤ f (−1)]
3. Verify that the function f (x) = sin x satisfies the hypothesis of MVT on the interval [0, π/2].
Then find all c that satisfy the conclusion of the MVT. [ans:c = 0.4965π]
4. For the function g(x) = (x + 1)3 on [−1, 1], find the number c guaranteed by the Mean Value
Theorem.
x−4
5. For f (x) = , decide if we can use the Mean Value Theorem for derivatives on [0, 5] or [4, 6].
x−3
If so, find c. If not, explain why?
Lecture 3
lim a.n = L
n→∞
When this condition is satisfied, then the sequence {an } converges to the limit L. Any sequence which
is not convergent is said to be divergent.
Example(s):
n2
1. Does the sequence {an }n≥1 = converge as n → ∞?
n2 + 3
Solution
n2 D.S ∞
lim an = lim = (indeterminate)
n→∞ n→∞ n2 + 3 ∞
L′ H 2n D.S ∞
= lim = (indeterminate)
n→∞ 2n ∞
L′ H 2
= lim
n→∞ 2
= 1
n2
Since the limit exists i.e., lim = 1, the sequence {an } is convergent.
n→∞ n2 + 3
16
1 + cos n
(a) {an } =
n
3n4 + n − 1
(b) {an } = 4
5n + 2n2 + 1
n
(c) {an } = 2
2n + n + 1
(d) {an } = (−1)n
√
(e) {an } = n2 + 4n − n [ans: L = 2]
3.2 Series
The sum of the terms in a sequence forms a series. Normally, we use Sigma (Σ) to denote summation.
n+1
For example, consider the sequence {an }n≥1 = ln( ). The series is given by
n
∞
∑ ∞
∑ n+1
an = ln( )
n=1 n=1
n
The series
(2) P-series
This is a series of the form ∞
∑ 1
k=0
kp
The p-series
17
3.2.2 Limits and convergence of series
∞
∑ ∑
n
Let ak − − − (∗) be a series and Sn = ak denote the nth partial sum of the infinite series (∗).
k=1 k=1
Thus, we have
S1 = a1
S2 = a1 + a2
S3 = a1 + a2 + a3
.. .
. = ..
Sn = a1 + a2 + a3 + · · · + an
The partial sums form a sequence {Sn }. The infinite series converges to the sum S if
lim S.n = S
n→∞
The infinite series diverges if the sequence {Sn } does not converge.
Example(s):
∞
∑ 1
1. Show that the series converges and find its sum.
k=1
2k
Solution
∞
∑ 1 1 1 1 1
(i) The series is = + 2 + 3 + 4 + · · · is a geometric series (GP).
k=1
2k 2 2 2 2
(ii) Partial sums:
1
S1 =
2
1 1 3
S2 = + =
2 22 4
1 1 1 7
S3 = + 2+ 3 =
2 2 2 8
1 1 1 1 15
S4 = + 2+ 3+ 4 =
2 2 2 2 16
.. ..
. = .
Sn = ?
1 3 7 15
(iii) Sequence of partial sums: , , , , · · · The nth term is given by
2 4 8 16
( )
1
2 1 − ( 12 )n 1
Sn = =1−
1− 1
2
2n
( 1)
Now, lim Sn = lim 1 − n = 1. Therefore, the given infinite series converges since Sn
n→∞ n→∞ 2
converges and its sum is 1 -i.e.,
∑∞
1
=1
k=1
2k
∞
∑
2. Show that the series (−1)k diverges.
k=1
Solution
18
∞
∑
(i) The series is (−1)k = −1 + 1 − 1 + 1 − 1 + · · ·
k=1
(ii) Partial sums:
S1 = −1
S2 = −1 + 1 = 0
S3 = −1 + 1 − 1 = −1
S4 = −1 + 1 − 1 + 1 = 0
.. .
. = ..
Sn = ?
(iii) Sequence of partial sums: −1, 0, −1, 0, · · · The nth term is given by
{
−1, if n is odd
Sn =
0, if n is even
1
Removing parentheses and canceling adjacent terms of opposite sign yields Sn = 1 −
n+1
( )
1
lim Sn = lim 1− =1
n→∞ n→∞ n+1
Therefore, the series converges and its sum is 1. So,
∞
∑ 1
=1
k=1
k(k + 1)
∞
∑ 4
(b) .
k=1
(4k − 3)(4k + 1)
∞
∑ 40k
(c) .
k=1
(2k − 1)2 (2k + 1)2
4. Determine the nth partial sum of the following series. Hence, test for its convergence or
divergence.
∞
∑ 5 1 1 1
(a) . [ans: Sn = − , S∞ = , converges]
n=1
(5n − 3)(5n + 2) 2 5n + 2 2
19
∞
∑ 2n + 1 1
(b) 2 (n + 1)2
. [ans: Sn = 1 − , S∞ = 1, converges]
n=1
n (n + 1)2
Lecture 4
→ Note: the ratio test is often effective when the terms of a series contains factorials of
expressions involving n (e.g., n!) or expressions raised to a power involving n (e.g., np ).
Example(s):
Investigate the convergence of the following series.
20
∞
∑ (−1)n 2n
(a)
n=0
n!
Solution
(−1)n 2n (−1)n+1 2n+1 (−1)(−1)n 2(2n )
Here, an = ⇒ an+1 = = . By ratio test, we
n! (n + 1)! (n + 1)n!
have
a (−1)(−1)n 2(2n )
n!
n+1
lim = lim ·
n→∞ an n→∞ (n + 1)n! (−1)n 2n
−2 −2/n
= lim = lim
n→∞ n + 1 n→∞ 1 + 1/n
0
= =0
1+0
Since L = 0 < 1, the given series converges by ratio test.
∞
∑ (−1)n 2n+1
(b)
n=0
n2
Solution
(−1)n 2n+1 (−1)n+1 2n+2 (−1)(−1)n 2(2n+1 )
Here, an = ⇒ an+1 = = . By ratio test, we
n2 (n + 1)2 (n + 1)2
have
a (−1)(−1)n 2(2n+1 )n2
n+1
lim = lim ·
n→∞ an n→∞ (n + 1)2 (−1)n 2n+1
−2n2 −2n2
= lim = lim
n→∞ (n + 1)2 n→∞ n2 + 2n + 1
−2
= lim
n→∞ 1 + 2/n + 1/n2
−2
= =2
1+0+0
Since L = 2 > 1, the series diverges.
∞
∑ 2n + 5
(c)
n=0
3n
∑∞
4n n!n!
(d)
n=0
(2n)!
∞
∑ 3n
(e)
n=1
2n + 5
∞
∑ (2n)!
(f)
n=1
(n!)3
Example(s):
Investigate the convergence of the following series.
21
∞
∑ 1
(a)
n=1
(ln n)n
Solution
1
Here, an = . By root test, we have
(ln n)n
√
√ n
1 1 1 1
lim n an = lim = lim = = =0
n→∞ n→∞ (ln n) n n→∞ (ln n) (ln ∞) ∞
∫∞
i) converges if the improper integral f (x)dx is positive and finite.
N
∫∞
ii) diverges if the improper integral f (x)dx is negative and infinite.
N
→ Note: the integral test is often effective if f (x) is easy to integrate and an involves logarithmic,
exponential, trigonometric, and inverse of trigonometric functions.
Example(s):
∞
∑ 1
1. Use integral test to show that the harmonic series always diverges.
n=1
n
Solution
1 1 1
Here, an = , N = 1 and f (n) = an = ⇒ f (x) = . Clearly, f (x) is positive
n n x
and continuous on the interval [1, ∞). We see that f (x) is decreasing by examining its
1
derivative i.e., f ′ (x) = − 2 < 0 for all x ≥ 1. Thus, by the integral test, we have
x
∫∞ ∫∞ ∫b
1 1
f (x)dx = dx = lim dx
x b→∞ x
N 1 1
( b )
= lim ln x = lim [ln b − ln 1] = lim (ln b)
b→∞ 1 b→∞ b→∞
D.S
= ∞
∑
Since the integral is infinite, it follows that the series an diverges (which confirms that
harmonic series always diverges).
22
∞
∑ 1
2. Use integral test to investigate the convergence of the p-series defined by .
n=1
np
Solution
1 1 1
Here, an = p
, N = 1 and f (n) = an = p ⇒ f (x) = p . Clearly, f (x) is positive
n n x
and continuous on the interval [1, ∞). We see that f (x) is decreasing by examining its
p
derivative i.e., f ′ (x) = − (p+1) < 0 for all x ≥ 1. Thus, by the integral test, we have
x
[ ]
∫∞ ∫∞ ∫b ∫b x−p+1 b
1 1
f (x)dx = dx = lim dx = lim x−p dx = lim
xp b→∞ xp b→∞ b→∞ −p + 1
N 1 1 1 1
[ ]b {[
]b }
1 1 1
= lim x−(p−1) = lim
1 − p b→∞ 1 − p b→∞ xp−1 1
1
[ ] [ ]
1 1 1 1 1
= lim − = lim −1
1 − p b→∞ bp−1 1p−1 1 − p b→∞ bp−1
[ ]
D.S 1 1
= 0−1 =
1−p p−1
(i) For all p > 1, then the integral is positive and finite. For example, let p = 4 ⇒
1 1
= < ∞. Hence, p-series converges.
p−1 3
(ii) If p ≤ 1, then the integral is negative or infinite. For example, let
1 1 1 1
p = −1 ⇒ = − = −0.5 or let p = 1 ⇒ = = ∞ . Hence, p-series
−1 − 1 2 1−1 0
diverges.
3. Test for convergence of the following series using integral test.
∞
∑ 1
(a)
n=1
n2 +1
∑∞
1/n
(b) √
(ln n) ln2 n − 1
n=3
∑∞
en
(c)
n=1
1 + e2n
∞
∑ 8 tan−1 (n)
(d)
n=1
n2 + 1
∑∞
(e) sechn
n=1
∑∞
ln n
(f)
n=1
n
23
Example(s):
Use limit comparison test to investigate the convergence of
∞
( )
∑ 1
(a)
n=1
2 −5
n
Solution
1 1 ∑ 1
an = n and bn = n . Clearly, bn is a geometric series with common ration r = .
2 −5 2∑ 2
Since |r| < 1, the series bn converges. So,
(a ) 1( 2n ) 2n
n
lim = lim · = lim n
n→∞ bn n→∞ −5 12n n→∞ 2 − 5
1
= lim
n→∞ 5
1− n
2
= 1
∑
Since the limit L = 1 is finite and positive, the series an will have the same convergence
∑
properties as bn . Thus the given series converges.
∞
∑ 1 1
(b) n
[hint: bn = ]
n=1
n3 3n
∞
∑ n3 1
(c) [hint: bn = ]
n=1
2n4 + 1 n
∞
∑ 1 1
(d) √ [hint: bn = ]
n=1
3
n +3 n3/2
Example(s):
Use the Nth term divergence test to investigate the divergence of the following infinite series.
∞
∑ ( )
2n + 1
(a) ln
n=1
n+1
Solution
( )
2n + 1
Here, an = ln . By the nth term divergence test, we have
n+1
( ) ( ) ( )
2n + 1 2n + 1 D.S ∞
lim an = lim ln = ln lim = ln
n→∞ n→∞ n+1 n→∞ n + 1 ∞
( )
L′ H 2
= ln lim = ln 2
n→∞ 1
Since ln 2 is tangible (i.e., it is finite and nonzero), the given series diverges by the nth term test.
Exercise:
Use the nth term test for divergence to test for divergence of the following series
24
∞
∑ 3n
(a)
n=1
2n+5
∞ (
∑ )n
n
(b) . [ans: L = e−5 is tangible, diverges]
n=1
n+5
Lecture 5
4 Power Series
For purposes of elementary calculus, the most important series of variable terms are those of the form
∞
∑
an (x. − x0 )n ,
n=0
where x0 and the series coefficients an are real numbers. This type of a series is called a power series
because its terms proceed in powers of the binomial (x − x0 ). The assumption is that (x − x0 )0 = 1
even if (x − x0 ) = 0.
1
⇒ |x − x0 | <
a
n+1
lim
n→∞ an
a
n
⇒ |x − x0 | < lim
n→∞ an+1
25
√
CASE 2: By nth root test, the power series will converge if lim n an (x − x0 )n < 1. So,
n→∞
1/n
⇒ lim an (x − x0 )n <1
n→∞
⇒ lim |an |1/n |x − x0 | < 1
n→∞
⇒ |x − x0 | lim |an |1/n < 1
n→∞
1
⇒ |x − x0 | <
lim |an |1/n
n→∞
1
⇒ |x − x0 | < lim √
n→∞ n an
Thus by nth root test, the radius of convergence of a power series is defined by
1
r = lim. √
n→∞ n an
The interval of convergence of a power series is given by |x − x0 | < r. This implies that −r <
x − x0 < r. Therefore,
−r + x0 < .x < r + x0
Example(s):
1. Using ratio test, determine the radius of convergence and interval of convergence for the following
power series
∑∞
(−1)n (x − 1)n
n=0
22n
Solution
(−1)n (−1)n+1 (−1)(−1)n
an = , a n+1 = = and x0 = 1. So by ratio test, the radius of
22n 22(n+1) 4(22n )
convergence is
a (−1)n 4(22n )
n
r = lim = lim 2n · = lim | − 4| = 4
n→∞ an+1 n→∞ 2 (−1)(−1)n n→∞
2. Using nth root test, determine the radius of convergence and interval of convergence for the
following power series
∑∞ ( n + 1 )n
(−1)n (x − 2)n
n=0
5n + 3
Solution
( n + 1 )n
an = (−1)n and x0 = 2. So by nth root test, the radius of convergence is
5n + 3
1/n 1/n
1 −(5 + 3/n)
1 1
r = lim = lim ( n + 1 )n = lim ( n + 1 ) = n→∞
lim =5
n→∞ an n→∞ n→∞ 1 + 1/n
(−1)n (−1)
5n + 3 5n + 3
The interval of convergence is given by
26
∞ 2n
∑
3. Determine the radius and interval of convergence of the power series (4x − 8)n . [ans:
n=1 n
r = 18 , 15
8 <x<
17
8 ]
4. Using either ratio test or nth root test, determine the radius of convergence and interval of
convergence for the following power series.
∞
∑ xn
(a) [ans: r = 3, −3 < x < 3]
n=0 3n(n + 1)
∞ (x + 1)n
∑
(b) (n−1)
[ans: r = 4, −5 < x < 3]
n=1 n4
√ √ √
∞
∑ 2n xn 5 5 5
(c) √ [ans: r = ,− <x< ]
n=0 4n+1 10 10 10
5n
√ √ √
∞
∑ 2n xn 3 3 3
(d) √ [ans: r = ,− <x< ]
n=0 (2n + 1)2 3n 2 2 2
∞ (x − 4)n
∑
(e) √ [ans: r = 1, 3 < x < 5]
n=0 n+1
∞
∑ (n!)2 (x + 3)n
(f) [ans: r = 4, −7 < x < 1]
n=1 (2n)!
∞ (x + 3)n
∑
(g) [ans: r = 5, −8 < x < 2]
n=0 n5n
Suppose the function f (x) has a power series representation about x = x0 . Also, assume that f (x)
has derivatives of every order. We need to find the constant coefficients A, B, C, D, E and F , then
substitute in the given function.
f ′′ (x0 ) f ′′ (x0 )
Setting x = x0 in equation (3) yields C = = .
2 2!
(iv) Differentiating equation (3) wrt x, we obtain
27
(vi) Differentiating equation (5) wrt x, we obtain
∑∞
f ′′ (x0 ) f ′′′ (x0 ) f (n) (x0 )
f (x) = f (x0 ) + f ′ (x0 )(x − x0 ) + (x − x0 )2 .+ (x − x0 )3 + · · · = (x − x0 )n (7)
2! 3! n=0
n!
Equation (7) is the Taylor’s series expansion of the function f (x) about the point x = x0 . Setting
x0 = 0, we obtain
∑∞
′ f ′′ (0) 2 . f ′′′ (0) 3 f (n) (0) n
f (x) = f (0) + f (0)x + x + x + ··· = x (8)
2! 3! n=0
n!
Equation (8) is the Maclaurin’s series expansion of the function f (x). So, the Maclaurin’s series is
obtained when a given function is expanded about the point x0 = 0. It is a special case of Taylor’s
series.
Example(s):
Solution
The Maclaurin’s series expansion for a function f (x) is given by
Hence,
4 2 8 16
f (x) = 1 − 2x + x − x3 + x4 + · · ·
2! 3! 4!
∑∞
4 2 (−2x)n
∴ e−2x = 1 − 2x + 2x2 − x3 + x4 + · · · =
3 3 n=0
n!
x3 x5 x7 ∞ (−1)n x2n+1
∑
(b) f (x) = sin x [ans: sin x = x − + − + ··· = ]
3! 5! 7! n=0 (2n + 1)!
x2 x3 x4 ∞ (−1)n xn+1
∑
(c) f (x) = ln(1 + x) [ans: ln(1 + x) = x − + − + ··· =
2 3 4 n=0 n+1
(d) f (x) = (1 + x)n
28
2. Use Maclaurin’s series to expand cos x in ascending powers of x upto the term containing x6 .
Hence, use your expansion to evaluate cos(66o ) correct to five decimal places.
Solution
The Maclaurin’s series expansion for a function f (x) is given by
f ′′ (0) 2 f ′′′ (0) 3 f (4) (0) 4 f (5) (0) 5 f (6) (0) 6
f (x) = f (0) + f ′ (0)x + x + x + x + x + x + ···
2! 3! 4! 5! 6!
Thus we expand f (x) about the point x = 0.
f (x) = cos x f (0) = 1
′
f (x) = − sin x f ′ (0) = 0
f ′′ (x) = − cos x f ′′ (0) = −1
f ′′′ (x) = sin x f ′′′ (0) = 0
f (4) (x) = cos x f (4) (0) = 1
f (5) (x) = − sin x f (5) (0) = 0
f (6) (x) = − cos x f (6) (0) = −1
Hence,
x2 x4 x6
cos x = 1 − + − + ···
2! 4! 6!
Therefore,
(11π/30)2 (11π/30)4 (11π/30)6
cos(66o ) = cos(11π/30) ≈ 1 − + −
2! 4! 6!
≈ 0.40666
3. Obtain the Taylor’s series expansion of the following functions about the indicated points.
(a) f (x) = ex/2 about x0 = 2.
Solution
The Taylor’s series expansion for a function f (x) about the point x = x0 is given by
f ′′ (x0 ) f ′′′ (x0 )
f (x) = f (x0 ) + f ′ (x0 )(x − x0 ) + (x − x0 )2 + (x − x0 )3 + · · ·
2! 3!
Setting x0 = 2 yields
f ′′ (2) f ′′′ (2)
f (x) = f (2) + f ′ (2)(x − 2) + (x − 2)2 + (x − 2)3 + · · ·
2! 3!
Now,
f (x) = ex/2 f (2) = e
1 1
f ′ (x) = ex/2 f ′ (2) = e
2 2
′′ 1 x/2 ′′ 1
f (x) = e f (2) = e
4 4
′′′ 1 ′′′ 1
f (x) = ex/2 f (2) = e
8 8
1 1
f (4) (x) = ex/2 f (4) (2) = e
16 16
Hence,
e e e e
f (x) = e + (x − 2) + (x − 2)2 + (x − 2)3 + (x − 2)4 + · · ·
2 4(2!) 8(3!) 16(4!)
[ 1 1 1 1 ]
∴ ex/2 = e 1 + (x − 2) + (x − 2)2 + (x − 2)3 + (x − 2)4 + · · ·
2 8 48 384
29
(b) f (x) = ln x about x0 = 2.
π
(c) f (x) = sin−1 x about x0 = .
4
1
(d) f (x) = e−8x about x0 = .
2
2
3. Expand e−x using Maclaurin’s series upto the 4th term. Hence, use your expansion to evaluate
1
correct to 4dp. [ans: = 0.3679]
e
4. Use your knowledge of Maclaurin’s series to approximate the following correct to 4dp. [hint:
convert the given degrees into radian using π c = 180o ]
cos x x2 x3 x4
=1−x+ − − + ···
1+x 2 2 4
x x x2 x4
6. Prove that = − + − ···
ex + 1 2 4 48
7. Using series expansion, evaluate the following
( )
x 2 ex
(a) lim [ans: −2]
x→0 cos x − 1
( )
sin x − x 1
(b) lim [ans: − ]
x→0 x3 6
( )
cos x − 1 + 12 x2 1
(c) lim [ans: ]
x→0 x4 24
8. Obtain the Maclaurin’s series expansion of (i) cos θ, (ii) sin θ, and (iii) eθ . Hence, show that
eiθ = cos θ + i sin θ and e−iθ = cos θ − i sin θ.
x3 x5
9. Generate the Maclaurin’s series expansion for sinh x. [ans: sinh x = x + + + ···]
3! 5!
CAT 1
Lecture 6
5 Differentiation
5.1 Partial derivatives
Let z be a function of two independent variables x and y i.e. z = f (x, y). To compute the partial
∂z ∂z
derivative of z wrt x i.e. , we keep y constant and vice versa. Note that can also be written as
∂x ∂x
zx .
Example(s):
30
1. If z = 2x2 − 3xy + 4y 2 , find zx , zy , zxx , zyy , zxy , and zyx .
Solution
∂z ∂z
zx = = 4x − 3y, zy = = −3x + 8y
∂x ∂y
∂2z ∂ ∂2z ∂
zxx = 2
= (4x − 3y) = 4 zyy = 2
= (−3x + 8y) = 8
∂x ∂x ∂y ∂y
∂2z ∂ ∂2z ∂
zxy = = (−3x + 8y) = −3 zyx = = (4x − 3y) = −3 ⇒ zxy = zyx
∂x∂y ∂x ∂y∂x ∂y
(a) xy + yz 2 + zx = 1
Solution
Using implicit differentiation and differentiating partially wrt x, we get
(y + z)
y + 2yzzx + z + xzx = 0 ⇒ zx = −
2yz + x
Similarly, differentiating partially wrt y yields
(x + z 2 )
x + 2yzzy + z 2 + xzy = 0 ⇒ zy = −
2yz + x
( 25xy )
(b) z = tan−1
x2 + y 2
Solution
( 25xy ) 25xy
z = tan−1 ⇒ tan z = (9)
x2 + y2 x2 + y 2
(x2 + y 2 )2 + 625x2 y 2
But sec2 z = . Therefore,
(x2 + y 2 )2
31
(a) z = sin(2x + 3y)
2 +y62
(b) z = ex
(c) x2 + y 2 + z 2 = 25
(d) x2 (2y + 3z) + y 2 (3x − 4z) = 10
10yz − 8(x3 + y 3 z) + 12x2 yz
(e)* x3 (2x − 4yz) + y 3 (3y + 8xz) = 10xyz [ans: zx = ]
8xy 3 − 4x3 y − 10xy
4. If z = ex/y sin(x/y) + ey/x cos(y/x), find zx and zy . Hence, show that xzx + yzy = 0.
∂2u ∂2u
5. Given that u = f (x + 2y) + g(x − 2y). Show that 4 = .
∂x2 ∂y 2
and
Example(s):
1. Find the total differential dz given that
32
(a) z = x3 y + x2 y 2 + xy 3
Solution
∂z ∂z
Since z = z(x, y), ⇒ dz = dx + dy.
∂x ∂y
∂z ∂z
Now, = 3x2 y + 2xy 2 + y 3 and = x3 + 2x2 y + 3xy 2 . Substituting yields
∂x ∂y
Solution
∂z ∂z
Since z = z(x, y), ⇒ dz = dx + dy.
∂x ∂y
∂z ∂z
Now, = sin y − y cos x and = x cos y − sin x. Substituting yields
∂x ∂y
dz = (sin y − y cos x)dx + (x cos y − sin x)dy
dz
2. Given that z = x2 + 3xy + 5y 2 , x = sin t and y = cos t. Find .
dt
Solution
dz ∂z dx ∂z dy
Since z = z(x, y) and the independent variables are functions of t, then = + .
dt ∂x dt ∂y dt
∂z ∂z dx dy
Now, = 2x + 3y, = 3x + 10y, = cos t, and = − sin t. Substituting yields
∂x ∂y dt dt
dz
= (2x + 3y) cos t − (3x + 10y) sin t = (2 sin t + 3 cos t) cos t − (3 sin t + 10 cos t) sin t
dt
= 2 sin t cos t + 3 cos2 t − 3 sin2 t − 10 sin t cos t = −8 sin t cos t + 3(cos2 t − sin2 t)
= −4 sin 2t + 3 cos 2t
∂z ∂z
3. Find and given that z = x2 + xy + y 2 , x = 2r + s and y = r − 2s.
∂r ∂s
Solution
Since z = z(x, y) and the independent variables are functions of r and s, then
∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + and = + .
∂r ∂x ∂r ∂y ∂r ∂s ∂x ∂s ∂y ∂s
∂z ∂z ∂x ∂x ∂y ∂y
Now, = 2x + y, = x + 2y, = 2, = 1, = 1, and = −2. Substituting yields
∂x ∂y ∂r ∂s ∂r ∂s
∂z
= (2x + y)(2) + (x + 2y)(1) = 5x + 4y = 5(2r + s) + 4(r − 2s) = 14r − 3s
∂r
∂z
= (2x + y)(1) + (x + 2y)(−2) = −3y = −3(r − 2s) = −3r + 6s
∂s
33
∂u ∂u ∂u
(d) Find , , and given that u = x2 + 2y 2 + 2z 2 , x = ρ sin β cos θ, y = ρ sin β sin θ and
∂ρ ∂β ∂θ
∂u 2u ∂u ∂u
z = ρ cos β. [ans: = , = 2x2 cot β + 4y 2 cot β − 4z 2 tan β, = 2xy]
∂ρ ρ ∂β ∂θ
y xdy − ydx
(e) Find dθ if θ = tan−1 (y/x). [hint: tan θ = , ans: dθ = ]
x x2 + y 2
(f) Find dz if z = ex −y .
2 2
[hint: ln z = x2 − y 2 , ans: dz = 2z(xdx − ydy)]
∂z ∂z
(g) Find and if z = sin(5y + 4x), x = r + s, and y = s − r.
∂r ∂s
Example(s):
1. Approximate the change in hypotenuse of a right triangle of base 60mm and height 80mm if the
base is increased by 2.5mm and the height is decreased by 1.25mm.
Solution
Let x, y, z be the base, height, and
√ hypotenuse of the right triangle, respectively. Then by
Pythagoras theorem, we have z = x2 + y 2 . √ We are given that x = 60mm, y = 80mm, dx =
2.5mm, and dy = −1.25mm. Therefore, z = (60)2 + (80)2 = 100mm. Since z = z(x, y), the
change in hypotenuse is given by
∂z ∂z
dz = dx + dy.
∂x ∂y
∂z x ∂z y
Now, = and = . So,
∂x z ∂y z
∂z ∂z x y
dz = dx + dy = dx + dy
∂x ∂y z z
60 80
= (2.5) + (−1.25)
100 100
= 0.5
Solution
We are given that V = 200, R = 8, dV = −5, and dR = −0.2. Since P = P (V, R), the change in
power is given by
∂P ∂P
dP = dV + dR.
∂V ∂R
∂P 2V ∂P V2
Now, = and = − 2 . So,
∂V R ∂R R
∂P ∂P 2V V2
dP = dV + dR = dV − 2 dR
∂V ∂R R R
2(200) (200) 2
= (−5) − (−0.2)
8 (8)2
= −125
34
3. The dimensions of a rectangular block of wood were found to be 100mm, 120mm, and 200mm
with possible error of 5mm in each of the measurements. Approximate the greatest error in
the surface area of the block and the percentage error in the area caused by the errors in the
individual measurements.
Solution
Let l, w, h be the length, width, and height of the block, respectively. Then the surface area is
given by S = 2(lw + lh + wh). We are given that l = 120mm, w = 100mm, h = 200mm, and
dl = dw = dh = ±5mm.
Therefore, the greatest error in the surface area of the block is ±8400mm2 .
( )
(ii) Original surface area is S = 2 120 × 100 + 120 × 200 + 100 × 200 = 112000mm2 . So,
percentage error is given by
dS ±8400
% error = × 100% = × 100% = ±7.5%
S 112000
4. Two sides of a triangle are measured 150m and 200m and the included angle as 60o . If the
possible errors are 0.2m in measuring the sides and 0.1o in the angle. What is the greatest
1
possible error in the computed area. [hint: A = ab sin θ, ans: = ±780.310889m2 ]
2
5. The voltage V in an electrical resistor is slowly decreasing as the battery wears out. The
resistance R is slowly increasing as the resistor heats up. Given that V = IR, determine how
dV
the current I is changing at the moment when R = 400Ω, I = 0.08A, = −0.01V/s, and
dt
dR dI
= 0.03Ω/s. [ans: = −3.1 × 10−5 A/s]
dt dt
Lecture 7
6 Integration
6.1 Improper integrals
∫b
The definite integral f (x)dx is called improper integral if:
a
ii) the integrand f (x) has at least one point of discontinuity in the interval [a, b].
Consider the first kind of improper integrals in which at least one of the integration limits is infinite.
We use the following method of evaluation (pincer method).
35
∫∞ ∫b
1. f (x)dx = lim f (x)dx.
b→∞
a a
∫b ∫b
2. f (x)dx = lim f (x)dx.
a→−∞
−∞ a
∫∞ ∫0 ∫∞ ∫0 ∫b
3. f (x)dx = f (x)dx + f (x)dx = lim f (x)dx + lim f (x)dx.
a→−∞ b→∞
−∞ −∞ 0 a 0
An improper integral is convergent if the associated limit exists and is a finite number (i.e. it is not
plus or minus infinity) and divergent if the associated limit either doesn’t exist or is (plus or minus)
infinity.
Example(s):
Solution
∫0 ∫0
2x
e dx = lim e2x dx, [let p = 2x ⇒ dp = 2dx]
a→−∞
−∞ a
∫0 [1 ]0
1
= lim ep dp = lim ep
a→−∞ 2 a→−∞ 2 2a
2a
[1 1 ] [ 1 1 −2∞ ] [ 1 1 ]
= lim − e2a = − e = − 2∞
a→−∞ 2 2 2 2 2 2e
1
=
2
∫∞
(b) e−x sin xdx.
0
Solution
We define
∫∞ ∫b
−x
e sin xdx = lim e−x sin xdx
b→∞
0 0
36
Therefore, ∫ ∫
e−x sin xdx = −e−x sin x + −e−x cos x − e−x sin xdx
∫
⇒2 e−x sin xdx = −e−x sin x + −e−x cos x
∫
1
⇒ e−x sin xdx = − e−x (sin x + cos x)
2
∫∞ [ ]b
−x 1
∴ e sin xdx = lim − e−x (sin x + cos x)
b→∞ 2
0 0
[ ]
1 1
= lim − e−b (sin b + cos b) + e−0 (sin 0 + cos 0)
b→∞ 2 2
[ ]
1 1
= lim − e−b (sin b + cos b) +
b→∞ 2 2
[ ]
1 1
= − ∞ (sin ∞ + cos ∞) +
2e 2
1
=
2
∫4
x
2. dx.
x2 −9
−1
Solution
∫4 ∫3 ∫4
x x x
dx = dx + dx
x −9
2 x −9
2 x2 −9
−1 −1 3
∫a ∫4
x x
= lim dx + lim dx
a→3− x2 − 9 b→3+ x2 − 9
−1 b
[ ]a 4[ ]
1 1
= lim ln |x2 − 9| + lim ln |x2 − 9|
a→3− 2 −1 b→3+ 2 b
[ ] [ ]
1 1 1 1
= lim ln |a2 − 9| − ln | − 8| + lim ln |7| − ln |b2 − 9|
a→3− 2 2 b→3+ 2 2
= −∞ (+∞)
Exercise:
1. Evaluate the following integrals.
∫∞
(a) x3 e−x dx [ans: = ∞]
−∞
∫∞ √
e− x 2
(b) √ dx [ans: = ]
x e
1
∫0
(c) xex dx [ans: = −1]
−∞
∫∞
1
(d) dx
x ln2 x
2
37
∫∞
1
(e) dx [hint: complete the square in denominator then use partial fractions]
2x2 + 3x + 1
0
∫∞
1
(f) dx [hint: complete the square, use trigonometric subst.]
x2 + 6x + 10
−∞
∫0
xe−x dx
2
(g) [hint: let t = x2 ]
−∞
Example(s):
Solution
Let u = xn and dv = e−x dx ⇒ du = nxn−1 dx and v = −e−x .
∫ ∫
n −x
x e dx = uv − vdu
∫
= −xn e−x + n xn−1 e−x dx
∴ In = −xn e−x + nIn−1
Now,
Solution
38
∫ ∫
In = n
sin xdx = sinn−1 x sin xdx. Let u = sinn−1 x and dv = sin xdx ⇒ du =
(n − 1) sinn−2 x cos xdx and v = − cos x.
∫ ∫
sinn xdx = uv − vdu
∫
= − sin n−1
x cos x + (n − 1) sinn−2 x cos2 xdx
∫
= − sinn−1 x cos x + (n − 1) sinn−2 x[1 − sin2 x]dx
∫ ∫
= − sin n−1
x cos x + (n − 1) sin n−2
xdx − (n − 1) sinn xdx
sin3 x cos x 3
I4 = − + I2
4 4
sin x cos x 1
I2 = − + I0
2 2
∫
But I0 = sin0 xdx = x + C1 . Therefore, back substitution yields:
Solution ∫ ∫
sinm x cosn xdx = sinm x cos x cosn−1 xdx
Using integration by parts, let u = cosn−1 x and dv = sinm x cos xdx. It implies that du =
sinm+1 x
−(n − 1) cosn−2 x sin xdx and v = . Therefore,
m+1
∫ ∫
sinm x cosn xdx = uv − vdu
∫
sinm+1 x sinm+1 x
= cos n−1
x − [−(n − 1) cosn−2 x sin xdx]
m+1 m+1
∫
sinm+1 x cosn−1 x n−1
= + sinm+1 x cosn−2 x sin xdx
m+1 m+1
∫
sinm+1 x cosn−1 x n−1
= + sinm x cosn−2 x sin2 xdx
m+1 m+1
∫
sinm+1 x cosn−1 x n−1
= + sinm x cosn−2 x[1 − cos2 x]dx
m+1 m+1
[∫ ∫ ]
sinm+1 x cosn−1 x n−1
= + m
sin x cos n−2
xdx − m
sin x cos xdx n
m+1 m+1
∫ ∫
sinm+1 x cosn−1 x n−1 n−1
= + m
sin x cos n−2
xdx − sinm x cosn xdx
m+1 m+1 m+1
∫ ∫ ∫
n−1 sinm+1 x cosn−1 x n − 1
⇒ m
sin x cos xdx+n m n
sin x cos xdx = + sinm x cosn−2 xdx
m+1 m+1 m+1
∫ ∫
m+n sinm+1 x cosn−1 x n−1
⇒ m
sin x cos xdx =n
+ sinm x cosn−2 xdx
m+1 m+1 m+1
39
∫ ∫
sinm+1 x cosn−1 x n−1
⇒ sinm x cosn xdx = + sinm x cosn−2 xdx, m + n ̸= 0
m+n m+n
This can be written as
sinm+1 x cosn−1 x n−1
Im,n = + Im,n−2
m+n m+n
∫
We now wish to solve cos6 xdx as follows:
∫ ∫
sinm+1 x cosn−1 x
m n n−1
From the formula Im,n = sin x cos xdx = + sinm x cosn−2 xdx,
m+n m+n
putting m = 0 and n = 6 yields
∫ ∫
sin x cos5 x 5
I0,6 = cos6 xdx = + cos4 xdx
6 6
Similarly, putting m = 0 and n = 4 yields
∫ ∫
sin x cos3 x 3
I0,4 = cos4 xdx = + cos2 xdx
4 4
And, putting m = 0 and n = 2 yields
∫ ∫
sin x cos x 1 sin x cos x 1
I0,2 = cos2 xdx = + dx = + x + C1
2 2 2 2
Forward substitution yields
∫ ∫
6 sin x cos5 x 5
cos xdx = + cos4 xdx
6 6
[ ∫ ]
sin x cos5 x 5 sin x cos3 x 3 2
= + + cos xdx
6 6 4 4
[ ]
sin x cos5 x 5 sin x cos3 x 3 [ sin x cos x 1 ]
= + + + x + C1
6 6 4 4 2 2
sin x cos5 x 5 sin x cos3 x 15 sin x cos x 15x
= + + + +C
6 24 48 48
Exercise:
∫
3. [Assignment 1 ] Show that the reduction formula for xn cos xdx = xn sin x + nxn−1 cos x −
∫
n(n − 1) xn−2 cos xdx.
∫
4. Show that the reduction formula for In = (ln x)n dx is In = x(ln x) − nIn−1 . Hence, show that
∫e
(ln x)4 dx = 9e − 24.
1
∫
cos2n x sin2m+1 x 2n
5. If Im,n = sin2m x cos2n+1 xdx, show that Im,n = + [Im,n−1 − Im,n ].
2m + 1 2m + 1
Lecture 8
40
6.3 Double integrals
A double integral is an integral of the form
∫∫
f (x, y)dA
R
The integral involves two dimensions which means that it deals with areas.
Example(s):
∫3 ∫4
1. Evaluate xydydx
x=0 y=0
Solution
∫3 ∫4 ∫3 [ ]4 ∫3 [ ]3
xy 2 8x2
xydydx = dx = 8xdx = = 36
2 2
x=0 y=0 x=0 0 x=0 0
∫1 ∫3x
2. Evaluate ey−x dydx
0 2x
Solution
∫1 ∫3x ∫1 [ ]3x ∫1 [ ] [1 ]1 (1 1)
e y−x
dydx = e y−x
dx = e2x − ex dx = e2x − ex = e2 − e +
2x 2 0 2 2
0 2x 0 0
3. Evaluate
∫2 ∫x2
27
(a) 2xydydx [ans: = ]
4
1 x
∫
π/2∫x2
where R is the region enclosed by the curves y = f (x) and y = g(x), f (x) > g(x) in the xy-plane. The
integration can be done in two ways:
The limits of integration in the two approaches will in general be quite different, but both
approaches must yield the same answer.
Consider integrating first with respect to y and then with respect to x. The following procedure is
used to find the limits of integration.
41
(i) Sketch the region of integration and label the bounding curves.
(ii) Find the y-limits of integration. Imagine a vertical line L cutting through the region R in the
direction of increasing y. Mark the y values where L enters and leaves. These give the y-limits
of integration and are usually functions of x (instead of constants).
(iii) Find the x-limits of integration. Choose x-limits that include all the vertical lines through R.
(iv) To evaluate the same integral with the order of integration reversed, use horizontal lines instead
of vertical lines.
∫∫ ∫b f∫(x)
Example(s):
∫∫
1. Evaluate (y − x)dA, where R is the region bounded by the parabola y = x2 and the line
R
y = x + 2.
Solution
∫∫ ∫2 ∫
x+2 ∫2 [ ]x+2
y2
(y − x)dA = (y − x)dydx = − xy dx
2 x2
R x=−1 y=x2 x=−1
∫2 [ ] [ ]2
x4 x2 x5 x4 x3 99
= − + x3 − + 2 dx = − + − + 2x =
2 2 10 4 6 −1
20
x=−1
∫∫
2. Evaluate (x+2y)dA, where D is the region bounded by the parabolas y = 2x2 and y = x2 +1.
D
32
[ans: I = ]
15
42
6.3.2 Changing the order of integration
It can happen that one order of integration is easier to evaluate than the other. In such situations,
reversing the order of integration can be useful. To change the order of integration in a double integral,
follow these steps:
2) Set up the region according to the new order and determine the new limits of integration, one
at a time, starting with the inner variable.
Example(s):
∫1 ∫1
1. Evaluate the iterated integral sin(y 2 )dydx by first changing the order of integration.
0 x
Solution
∫1 ∫1 ∫1 ∫y
2
sin(y )dydx = sin(y 2 )dxdy
0 x y=0 x=0
∫1 [ ]y ∫1
2
= sin(y ) x dy = y sin(y 2 )dy
x=0
0 0
∫1
1
= sin udu, (where u = y 2 ⇒ du = 2ydy)
2
0
[ ]1 1
= − cos u = (1 − cos 1)
0 2
∫∞ ∫∞
2e−y dydx by first changing the order of integration.[hint: sketch the region and
2
2. Evaluate
0 x
draw L parallel to x-axis (towards the increasing x)] [ans: =1]
Solution
∫∞ ∫∞ ∫∞ ∫y ∫∞ [ ]y ∫∞
−y 2 −y 2 −y 2
2ye−y dy
2
2e dydx = 2e dxdy = 2e x dy =
x=0
0 y=x 0 x=0 0 0
∫∞
−u
= e du, (where u = y 2 ⇒ du = 2ydy)
0
[ ]∞
= − e−u =1
0
Exercise:
Evaluate the following double integrals by first changing the order of integration.
√ √
∫ π∫ π
(a) cos(x2 )dxdy.
0 y
43
∫3 ∫9
3
(b) x3 ey dydx.
0 x2
∫1 ∫1
(c) sin(πy 2 )dydx.
0 x
Lecture 9
Suppose that we want to integrate f (x, y) over the region R. Under the transformation x = g(u, v)
and y = h(u, v), the region becomes S and the integral becomes
∫∫ ∫∫
∂(x, y)
f (x, y)dA = . v), h(u, v))
f (g(u, dA
∂(u, v) ,
R S
∂(x, y) ∂(x, y) ∂u
∂x ∂x
∂v
where is the Jacobian of x, y with respect to u, v and is defined by = ∂y ∂y .
∂(u, v) ∂(u, v) ∂u ∂v
→ Note: here, dA is in terms of dx and dy while dA is in terms of du and dv, when converting to
single integrals. Thus, if we look just at the differentials in the above formula, it is clear that
∂(x, y)
dA = dA.
∂(u, v)
Example(s):
∫∫
1. Using the transformation u = x+2y and v = x−2y, evaluate the double integral (3x+6y)2 dA,
R
where R is the region bounded by the lines x + 2y = 2, x − 2y = 2, x + 2y = −2, and x − 2y = −2
in the xy−plane. (sketch the two regions).
Solution
Solving the equations u = x + 2y and v = x − 2y simultaneously for x and y yields
1 1
x = (u + v) and y = (u − v) − − − (∗)
2 4
Transforming each of the original equations, we get
x + 2y = 2 ⇒ u=2
x − 2y = 2 ⇒ v=2
x + 2y = −2 ⇒ u = −2
x − 2y = −2 ⇒ v = −2
44
Now, the Jacobian for this transformation is
∂(x, y) ∂u
∂x ∂x
∂v
1
1
1
= ∂y ∂y = 21 1 = −
2
∂(u, v) ∂u ∂v
4 −4 4
∫∫ ∫∫ ∫2 ∫2
2 ∂(x, y)
1
2
(3x + 6y) dA = 9u dA = 9 u2 − dvdu
∂(u, v) 4
R S u=−2 v=−2
∫2 [ ]2 ∫2 [ ] [ ]2
9
= u2 v du = 9 u du = 3 u3
2
= 48
4 −2 −2
u=−2 u=−2
→ Note: the vertical line L (in the direction of the increasing v) enters the region S at the line
v = −2 and leaves at the line v = 2.
y
∫4 2∫+1
2x − y y 2x − y
(b) Using the transformation u = and v = , evaluate the double integral dxdy
2 2 y
2
0
2
(sketch the two regions).
Solution
y y
The region R is bounded by the lines x = , x = + 1, y = 0, and y = 4 in the xy−plane.
2 2
2x − y y
Solving the equations u = and v = simultaneously for x and y yields
2 2
x = u + v and y = 2v − − − (∗)
Therefore, the new region is defined by S = {(u, v) : 0 ≤ u ≤ 1, 0 ≤ v ≤ 2}. The following are
the sketch of the two regions:
45
Now, the Jacobian for this transformation is
∂(x, y) ∂u
∂x ∂x
∂v
1 1
= ∂y ∂y = =2
∂(u, v) ∂u ∂v
0 2
∫∫ ∫∫ ∫2 ∫1 ∫2 ∫1
2x − y ∂(x, y)
dA = u dA = u |2| dudv = 2ududv
2 ∂(u, v)
R S v=0 u=0 0 0
∫2 [ ]1 ∫2 [ ]2
= u2 dv = dv = v =2
0 0
0 0
Exercise:
46
The density is a continuous function on R in the xy-plane. Thus, we use the following formulae:
∫∫ ∫x2 ∫y2
Total mass: M = ρ(x, y)dA = ρ(x, y)dydx
R x1 y1
∫∫ ∫x2 ∫y2
First moment about the x-axis: Mx = yρ(x, y)dA = yρ(x, y)dydx
R x1 y 1
∫∫ ∫x2 ∫y2
First moment about the y-axis: My = xρ(x, y)dA = xρ(x, y)dydx
R x1 y 1
My
x-coordinate: x̄ =
M
Mx
y-coordinate: ȳ =
M
∴ Centre of mass: (x̄, ȳ)
→ A body’s first moments tell us about balance and about the torque the body exerts about different
axes in a gravitational field.
Example(s):
1. Find the centre of mass for a laminar defined by a triangle with vertices (0,0), (0,a), and (a,0)
with density defined as ρ(x, y) = x + y. (Sketch the region)
Solution
∫∫ ∫a ∫
(a−x) ∫a [ ](a−x)
y2 a3
Mass: M = ρ(x, y)dA = (x + y)dydx = xy + dx =
2 3
R x=0 y=0 x=0 y=0
∫∫ ∫a ∫
(a−x)
a4
First moment about the x-axis: Mx = yρ(x, y)dA = (xy + y 2 )dydx =
8
R x=0 y=0
∫∫ ∫a ∫
(a−x)
a4
First moment about the y-axis: My = xρ(x, y)dA = (x2 + xy)dydx =
8
R x=0 y=0
My 3a
x-coordinate: x̄ = =
M 8
Mx 3a
y-coordinate: ȳ = =
M 8
( 3a 3a )
∴ Centre of mass: ,
8 8
47
2. Find the mass, moment about the y-axis, and the x-coordinate of the centre of mass for a
triangular plate with vertices (0,0), (1,0), and (1,2) with a constant density ρ = 3g/cm2 . (Sketch
the region)
Solution
∫∫ ∫1 ∫2x
Mass: M = ρ(x, y)dA = 3dydx = 3g
R x=0 y=0
∫∫ ∫1 ∫2x
First moment about the y-axis: My = xρ(x, y)dA = 3xdydx = 2gcm
R x=0 y=0
My 2
x-coordinate: x̄ = = cm
M 3
Example(s):
1. Find the centroid of a homogeneous lamina which occupies the region lying between the line
y = x and the parabola y = x2 .
Solution
48
∫∫ ∫1 ∫x
1
Mass: M = ρ(x, y)dA = 1dydx =
6
R x=0 y=x2
∫∫ ∫1 ∫x
1
First moment about the x-axis: Mx = yρ(x, y)dA = ydydx =
15
R x=0 y=x2
∫∫ ∫1 ∫x
1
First moment about the y-axis: My = xρ(x, y)dA = xdydx =
12
R x=0 y=x2
My 1
x-coordinate: x̄ = =
M 2
Mx 2
y-coordinate: ȳ = =
M 5
(1 2)
∴ Centroid: ,
2 5
2. (a) Find the centroid of the triangular region cut from the first quadrant by the line x + y = 3.
(Sketch the region) [ans: (x̄, ȳ) = (1, 1)]
(b) Find the centroid of the triangular region cut from the first quadrant by the line y + 2x = 6.
(Sketch the region) [ans: (x̄, ȳ) = (1, 2)]
3. Find the centroid of a thin plate covering the region bounded by the parabola x2 = 4y and the
line y = 1. (Sketch the region) [ans: (x̄, ȳ) = (0, 3/5)]
Example(s):
1. A thin plate covers the triangular region bounded by the x-axis and the lines x = 1 and y = 2x
in the first quadrant. The plate’s density is given by ρ(x, y) = 6x + 6y + 6. Find the plate’s
centre of mass about the co-ordinate axes and the moments of inertia. (Sketch the region)
Solution
49
The vertical line L (in the direction of the
increasing y) enters the region R at the line
y = 0 and leaves at the line y = 2x.
∫∫ ∫1 ∫2x
Mass: M = ρ(x, y)dA = (6x + 6y + 6)dydx = 14
R x=0 y=0
∫∫ ∫1 ∫2x
First moment about the x-axis: Mx = yρ(x, y)dA = y(6x2 + 6y + 6)dydx = 11
R x=0 y=0
∫∫ ∫1 ∫2x
First moment about the y-axis: My = xρ(x, y)dA = x(6x2 + 6y + 6)dydx = 10
R x=0 y=0
My 5
x-coordinate: x̄ = =
M 7
Mx 11
y-coordinate: ȳ = =
M 14
( 5 11 )
∴ Centre of mass: ,
7 14
∫∫ ∫1 ∫2x
2
Moment of inertia about the x-axis: Ix = y ρ(x, y)dA = y 2 (6x + 6y + 6)dydx = 12
R x=0 y=0
∫∫ ∫1 ∫2x
39
Moment of inertia about the y-axis: Iy = x2 ρ(x, y)dA = x2 (6x + 6y + 6)dydx =
5
R x=0 y=0
39 99
Moment of inertia about the origin: Iz = Ix + Iy = 12 + =
5 5
50